Sobolev Spaces - Vladmir M

V. G.
Maz'ja Sobolev Spaces

Vladimir G. Maz'ja
Sobolev Spaces
Translated from the Russian by
T. o. Saposnikova
With 25 Figures
Springer-Verlag Berlin Heidelberg GmbH

Professor Vladimir G. Maz'ja
Leningrad University
Faculty of Mathematics and Mechanics
198904 Leningrad, USSR
This volume is part of the Springer Series in Soviet Mathematics

Advisers: L. D. Faddeev (Leningrad), R. V. Gamkrelidze (Moscow)
Mathematics Subject Classification (1980):

46E35, 35J, 35P, 31B15, 26B
ISBN 978-3-662-09924-7 ISBN 978-3-662-09922-3 (eBook)

DOI 10.1007/978-3-662-09922-3
This work is subject to copyright. All rights are reserved, whether the whole or part of the
material is concerned, specifically those of translation, reprinting, re-use of illustrations,
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use, a fee is payable to "Verwertungsgesellschaft Wort", Munich.
© by Springer-Verlag Berlin Heidelberg 1985
Originally published by Springer-Verlag Berlin Heidelberg New York in 1985.
Softcover reprint of the hardcover I st edition 1985
Typesetting: K + V Fotosatz GmbH, Beerfelden. Offsetprinting: Mercedes-Druck, Berlin
2141/3020-543210
To Tatyana
Preface
The Sobolev spaces, i.e. the classes of functions with derivatives in L p , occupy
an outstanding place in analysis. During the last two decades a substantial
contribution to the study of these spaces has been made; so now solutions to
many important problems connected with them are known.
In the present monograph we consider various aspects of Sobolev space
theory. Attention is paid mainly to the so called imbedding theorems. Such
theorems, originally established by S. L. Sobolev in the 1930s, proved to be a
useful tool in functional analysis and in the theory of linear and nonlinear par-
tial differential equations.
We list some questions considered in this book.
1. What are the requirements on the measure f1, for the inequality
<J Iu I q df1,)I/q ~ ell u Iisl ,

p
where S~ is the Sobolev space or its generalization, to hold?

2. What are the minimal assumptions on the domain for the Sobolev im-
bedding theorem to remain valid? How do these theorems vary under the de-
generation of the boundaries? How does the class of admissible domains
depend on additional requirements placed upon the behavior of a function
near the boundary?
3. How "massive" must a subset e of the domain Q be in order that "the
Friedrichs inequality"
II U IlL q (0) ~ c II \l[u IlL p (0)
hold for all smooth functions that vanish in a neighborhood of e?

The investigation of these and similar problems is not only of interest in its
own right. By virtue of well-known general considerations it leads to condi-
tions for the solvability of boundary value problems for elliptic equations and
to theorems on the structure of the spectrum of the corresponding operators.
Such applications are also included.
The selection of topics was mainly influenced by my involvement in their
study, so a considerable part of the text is a report of my work in the field.
The book has no essential intersection with the monographs by S. M. Ni-
kol'skfi [202], Besov, Il'in, Nikol'skfi [27], R.A. Adams [12], Peetre [210] and
Triebel [244, 245], which were published during the last decade and are also
devoted to spaces of differentiable functions.
VIII Preface
Each of the twelve chapters of the book is divided into sections and most
of the latter consist of subsections. The sections and subsections are numbered
by two and three numbers, respectively (3.1 is Section 1 in Chapter 3, 1.4.3 is
Subsection 3 in Section 4 in Chapter 1). Inside subsections we use an indepen-
dent numbering of theorems, lemmas, propositions, corollaries, remarks, etc.
H a subsection contains only one theorem or lemma then this theorem or
lemma has no number. In references to the material from another section or
subsection we first indicate the number of this section or subsection. For
example, Theorem 1.2.1/1 means Theorem 1 in Subsection 1.2.1, (2.712)
denotes formula (2) in Section 2.7.
The reader can obtain a general idea of the contents of the book from the
Introduction. Most of the references to the literature are collected in Com-
ments. The list of notation is given at the end of the book.
A part of this monograph was published in German in three volumes of
Teubner-Texte zur Mathematik, Leipzig (Einbettungssatze fUr Sobolewsche
Raume, Teil1, 1979; Teil2, 1980; Zur Theorie Sobolewscher Raume, 1981).
In the present volume the material is essentially expanded and revised.
Acknowledgements
I gratefully remember my talented pupil A. L. Rosin who perished in 1976 in a

mountain ascent and with whom I repeatedly discussed the project of this
book.
I wish to express my gratitude to Ju. D. Burago who in spite of being busy
with writing his own book found time for the joint work on Chapter 6.
I take pleasure in acknowledging the friendly help of S. P. Preobrazenskil
and S. V. Poborcil for their contributions to the improvement of the text.
My cordial thanks are due Leo F. Boron who kindly agreed to prepare the
manuscript for publication and reduced the quantity of obscurities and slips.
It is my pleasant duty to thank Springer-Verlag for the excellent quality of
this edition.
The dedication of this book to its translator and my wife Dr. T.O.
Saposnikova is a weak expression of my gratitude for her infinite patience,
useful advice and constant assistance.
Leningrad, autumn 1985 V.G. Maz'ja

Contents
Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
Chapter 1. Basic Properties of Sobolev Spaces . . . . . . . . . . . . . . . . . . . . . 6

§ 1.1. The Spaces Lb(.Q), Vb(.Q) and wb(.Q) ..................... 6
1.1.1. Notation....................................... 6
1.1.2. Local Properties of Elements in the Space L b(.Q) ..... 7
1.1.3. Absolute Continuity of Functions inL b(.Q) . . . . . . . . . . 8
1.1.4. The Spaces Wb(.Q) and vb (.Q) .................... 10
1.1.5. Approximation of Functions in Sobolev Spaces by
Smooth Functions on.Q .......................... 11
1.1.6. Approximation of Functions in Sobolev Spaces by
Functions in COO(Q) ............................. 13
1.1.7. Transformation of Coordinates in Norms of Sobolev
Spaces ......................................... 15
1.1.8. Domains Starshaped with Respect to a Ball... ....... 17
1.1.9. Domains of the Class Co. lor Domains Having the
Cone Property .................................. 18
1.1.10. The Sobolev Integral Representation ............... 20
1.1.11. Generalized Poincare Inequality ................... 22
1.1.12. Completen~s/s of Wb(.Q) and Vb(.Q) ................ 24
1.1.13. The Space L p(.Q) and its Completeness ............. 24
1.1.14. Dual of a Sobolev Space. . . . . . . . . . . . . . . . . . . . . . . . . . 25
1.1.15. Equivalent Norms in Wb(.Q) ...................... 26
1.1.16. Extension of Functions in Vb(.Q) onto R n • • . . . . . . . . . 27
1.1.17. Comments to § 1.1. .............................. 29
§ 1.2. Some Facts from Set Theory and Function Theory . . . . . . . . . . . 30
1.2.1. Two Theorems on Coverings ...................... 30
1.2.2. Theorem on Level Sets of a Smooth Function ........ 33
1.2.3 Representation of the Lebesgue Integral as a Riemann
Integral Along a Halfaxis ......................... 36
1.2.4. A Formula for the Integral of the Modulus of the
Gradient ....................................... 37
1.2.5. Comments to § 1.2. .............................. 39
§ 1.3. Some Inequalities for Functions of One Variable ............ 39
1.3.1 The Case p :s;; q . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
x Contents
1.3.2. The Case p > q . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

1.3.3. Three Inequalities for Functions on (0,00) ........... 49
1.3.4. Comments to § 1.3. .............................. 51
§ 1.4. Imbedding Theorems of Sobolev Type ..................... 51
1.4.1. D. R. Adams' Theorem on Riesz Potentials. . . . . . . . . . 51
1.4.2. An Estimate for the Norm in Lq(R n, /l) by the Integral
ofthe Modulus of the Gradient .................... 54
1.4.3. An Estimate for the Norm in Lq(R n, /l) by the Integral
of the Modulus of the l-th Order Gradient ........... 57
1.4.4. Corollaries of Previous Results .................... 59
1.4.5. Generalized Sobolev Theorem. . . . . . . . . . . . . . . . . . . . . 60
1.4.6. Compactness Theorems .......................... 62
1.4.7. A Multiplicative Inequality ....................... 65
1.4.8. Comments to § 1.4. .............................. 68
§ 1. 5. More on Extension of Functions in Sobolev Spaces .......... 70
1.5.1. Survey of Results and Examples of Domains ....... . . 70
1.5.2 Domains inEVb which are not Quasidisks ..... . . . . . . 73
1.5.3. Extension with Zero Boundary Data. . . . . . . . . . . . . . . . 77
§ 1.6. Inequalities for Functions that Vanish on the Boundary along
with their Derivatives up to Some Order . . . . . . . . . . . . . . . . . . . . 79
1.6.1. Integral Representation for Functions of One
Independent Variable ............................ 79
1.6.2. Integral Representation for Functions of Several
Variables with Zero Boundary Data ................ 80
1.6.3. Imbedding Theorems for Functions that Satisfy Zero
Boundary Conditions ............................ 82
1.6.4. The Necessity of the Condition I :s;; 2k . . . . . . . . . . . . . . . 84
Chapter 2. Inequalities for Gradients of Functions that Vanish on the

Boundary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
§ 2.1. Conditions for the Validity of Certain Integral Inequalities
(The Case p = 1) ....................................... 88
2.1.1. A Condition in Terms of Arbitrary Admissible Sets ... 88
2.1.2 A Particular Case (The Condition in Terms of Balls) .. 90
2.1.3. One More Inequality Containing the Norms in Lq(Q, /l)
andL r (Q,v)(TheCasep=1) ..................... 91
2.1.4. Two Examples of Inequalities Containing Concrete
Measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 91
2.1.5. The Case of a Weighted Norm in the Right-Hand Side. 92
2.1.6. Inequalities of Hardy-Sobolev Type as Corollaries of
Theorem 2.1.5/1 ................................ 96
§ 2.2. On the (p, IP)-capacity .................................. 99
2.2.1. Definition and Some Properties of the (p, IP )-capacity . 99
Contents XI
2.2.2. Expression for the (p, «P)-Capacity Containing an

Integral over Level Surfaces . . . . . . . . . . . . . . . . . . . . . . . 102
2.2.3. Lower Estimates for the (p, «P)-Capacity ............ 104
2.2.4. On the p-Capacity of a Ball ....................... 106
2.2.5. On the (p, «P)-Capacity for p = 1 . . . . . . . . . . . . . . . . . . . 107
§ 2.3. Conditions for the Validity of Integral Inequalities
(The Case p ~ 1) ....................................... 107
2.3.1. Estimate for the Integral Containing the
(p, «P )-Capacity of the Set A"t . . . . . . . . . . . . . . . . . . . . . . 107
2.3.2. An Estimate for the Norm in Orlicz Space ........... 111
2.3.3. The Sobolev Type Inequalities as Corollaries of
Theorem2.3.2 .................................. 113
2.3.4. A Multiplicative Inequality (The Casep ~ 1) ......... 117
2.3.5. An Estimate for the Norm in Lq(Q, fJ) with q <p
(The Necessary and Sufficient Condition) ........... 120
2.3.6. An Estimate for the Norm in Lq(Q, fJ) with q <p
(Sufficient Condition) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
2.3.7. An Inequality with the Norms in Lq(Q, fJ) and Lr(Q, v)
(The Case p ~ 1) ................................ 124
2.3.8. An Estimate for the Integral SIu 2 dO' with a Charge 0'.
1 125
Q
2.3.9. A Multiplicative Inequality with the Norms in Lq(Q, fJ)
andLr(Q,v)(TheCasep~1) ..................... 127
§ 2.4. Continuity and Compactness of Imbedding Operators of i ~(Q)
and W~(Q) into the Orlicz Space. . . . . . . . . . . . . . . . . . . . . . . . . . 128
2.4.1. Conditions for Boundedness of Imbedding Operators 128
2.4.2. Criteria for Compactness ......................... 130
§ 2.5. Application to the Spectral Theory of the Multi-dimensional
Schr6dinger Operator ................................... 134
2.5.1. Preliminaries and Notation ....................... 134
2.5.2. Positiveness of the Form 8 1 [u, u] .................. 136
2.5.3. Semiboundedness ofthe Schr6dinger Operator. . . . . . . 137
2.5.4. Discreteness of the Negative Spectrum .............. 140
2.5.5. Discreteness of the Negative Spectrum of the Operator
Sh for all h . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
2.5.6. Finiteness ofthe Negative Spectrum ................ 143
2.5.7. Infiniteness and Finiteness of the Negative Spectrum of
the Operator Sh for all h .......................... 146
2.5.8. Proofs of Lemmas 2.5.1 and 2.5.2 ................. 147
§ 2.6. On a Degenerate Quadratic Form ......................... 149
§ 2.7. On the Completion in the Metric of a Generalized Dirichlet
Integral ............................................... 152
§ 2.8. Comments to Chapter 2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
XII Contents
Chapter 3. On Summability of Functions in the SpaceL ~ (n) 160

§ 3.1. Preliminaries .......................................... 160
3.1.1. Notation....................................... 160
3.1.2. Lemmas on Approximation of Functions in Wp1 ,(.Q)
1 '
and Lp(Q) ..................................... 161
§ 3.2. Classes of Sets fa and the Imbedding L f(.Q) C Lq(.Q) ........ 162
3.2.1 Classes fa . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
3.2.2. A Technical Lemma ............................. 165
3.2.3. The ImbeddingLf(Q) C Lq(.Q) ............ ... ..... 167
3.2.4. The Function AM ................................ 170
3.2.5. An Example ofa Domain infl .................... 171
§ 3.3. Subareal Mappings and the Classes fa. . . . . . . . . . . . . . . . . . . . . 172
3.3.1. SubareaIMappings.............................. 172
3.3.2. An Estimate for the Function A in Terms of Subareal
Mappings ...................................... 174
3.3.3. Estimates for the Function A for Concrete Domains. . . 175
§ 3.4. Two-sided Estimates for the Function A for the Domain in
Nikodym's Example .................................... 179
§ 3.5. Compactnessofthe.ImbeddingLf(Q) CLq(.Q)(q~1) ....... 182
3.5.1. TheClassfa .................................... 182
3.5.2. A Criterion for Compactness. . . . . . . . . . . . . . . . . . . . . . 183
§ 3.6. The Imbedding wL,(Q, 8Q) C Lq(.Q) ..................... 185
3.6.1. The Class Jra,p . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
3.6.2. Examples of Sets in Jra,p ......................... 185
3.6.3. On the Continuity of the Imbedding Operator
wL,(Q, 8Q) -+Lq(Q) ... .......... ............. .. 187
Chapter 4. On Summability of Functions in the SpaceL;(n) ........ 191

§ 4.1. Conductivity .......................................... 191
4.1.1. The Equivalence of Certain Definitions of
Conductivity ................................... 191
4.1.2. Some Properties of Conductivity. . . . . . . . . . . . . . . . . . . 193
4.1.3. The Dirichlet Principle with Prescribed Level Surfaces
and its Corollaries ............................... 194
§ 4.2. A Multiplicative Inequality for Functions that Vanish on a
Subset of Q . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
§ 4.3. The Classes of Sets fp, a . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
4.3.1. The Definition and Simple Properties of fp, a .••..... 198
4.3.2. IdentityoftheClassesf1,aandfa................. 199
Contents XIII
4.3.3. A Necessary and Sufficient Condition for the Validity

of a Multiplicative Inequality for Functions in W~,s(Q) 200
4.3.4. The Function VM,p and the Relationship of the Classes
Jp,aand7a'" .... ......... .... ... ..... ...... ... 202
4.3.5. Estimates for VM,p for Certain Concrete Domains. . . . . 203
§ 4.4. The Imbedding W~,s(Q) C Lq.(Q) for q * < p . . . . . . . . . . . . . . . 207
4.4.1. An Estimate for the Norm in Lq.(Q) with q* <p for
Functions that Vanish on a Subset of Q ............. 207
4.4.2. The Class Jt'p, a and the Imbedding W~,S<Q) C Lq.(Q)
for q* <p ...................................... 209
4.4.3. The Imbedding L~(Q) C Lq.(Q) for a Domain with
Finite Volume .................................. 210
4.4.4. Sufficient Conditions for Belonging to Jt'p, a ......... 211
4.4.5. Necessary Conditions for Belonging to the Classes
J p, a' Jt'p, a . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 214
4.4.6. Examples of Domains in Jt'p, a ..................... 215
4.4.7. Other Descriptions of the Classes J p, a and Jt'p, a .. . . . . 217
4.4.8. Integral Inequalities for Domains with Power Cusps .. 218
§ 4.5. More on the Nikodym Example. . . . . . . . . . . . . . . . . . . . . . . . . . . 220
§ 4.6. Some Generalizations ................................... 228
§ 4.7. The Inclusion W~,r(Q) C Lq(Q) (r> q) for Domains with
Infinite Volume ........................................ 232
00 00
4.7.1. The Classes .% and! ~,a . . . . . . . . . . . . . . . . . . . . . . . . . . . 232

4.7.2. The Imbedding W p, r(Q) C Lq(Q) (r > q) ........... 235
00
4.7.3.
Example of.a Domain in the Class ~,a""""""" 237
The Space L ~(Q) and Its Imbedding into Lq(Q) ......
4.7.4. 238
4.7.5.
On the Poincare Inequality for Domains with Infinite
Volume........................................ 239
§ 4.8. On the Compactness <;>f the !mbedding L ~(Q) C Lq(Q) ....... 242
4.8.1. The Classes J p, a, Jt'p, a ........................... 243
4.8.2. A Criterion for Compactness ...................... 243
4.8.3. Sufficient Conditions for Compactness of the
Imbedding L ~(Q) C Lq.(Q) ........ . . . . . . . . . . . . . . . 244
4.8.4. A Compactness Theorem for an Arbitrary Domain
with Finite Volume .............................. 245
4.8.5. Examples of Domains in the Class Jp,a ............. 246
§ 4.9. On the ImbeddingL~(Q) C Lq(Q) ........................ 247
§ 4.10. Application to the Neumann Problem for Strongly Elliptic
Operators ............................................. 249
4.10.1. Second Order Operators. . . . . . . . . . . . . . . . . . . . . . . . . . 249
4.10.2. The Neumann Problem for Operators of Arbitrary
Order.......................................... 250
XIV Contents
4.10.3. The Neumann Problem for a Special Domain. . . . . . . . 253

4.10.4. A Counterexample to Inequality (4.10.214) .......... 257
§ 4.11. Inequalities Containing Integrals over the Boundary ......... 257
4.11.1. The Imbedding W;.r(Q, aQ) C Lq(Q) .............. 257
4.11.2. TheClasses..f~~~l,f<:-l) ........................ 260
4.11.3. ExamplesofDomainsin..f~~~l),f<:-l) ............. 261
4.11.4. Estimates for the Norm in Lq(aQ) ................. 262
4.11.5. The Class j~~~l) and Theorems on Compactness ..... 264
4.11.6. Application to Boundary Value Problems for Second
Order Elliptic Equations . . . . . . . . . . . . . . . . . . . . . . . . . . 266
Chapter 5. On Continuity and Boundedness of Functions in Sobolev
Spaces............ .... ............... .............. 270
§ 5.1. On the Imbedding W~(Q) C C(Q) nLoo(Q) .. . . . . . . . . . . . . . . 270
5.1.1. Criteria for the Continuity of the Imbedding Operators
of W~(Q) and L ~(Q) into C(Q) n Loo(Q) ... . . . . . . .. 270
5.1.2. A Sufficient Condition in Terms of AM for the
Imbedding W~(Q) C C(Q) n Loo(Q) ............... 273
§ 5.2. On a Multiplicative Estimate for the Modulus of a Function in
W~(Q) ............................................... 274
5.2.1. Conditions for the Validity of a Multiplicative
Inequality. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 274
5.2.2. On the Multiplicative Inequality in the Limit Case
r = (p- n)/n ................................... 276
§ 5.3. OntheModulusofContinuityofFunctionsinL~(Q)........ 279
§ 5.4. On the Boundedness of Functions with Derivatives in Orlicz
Classes ............................................... 281
§ 5.5. On the Compactness of the Imbedding
W~(Q) C C(Q) n Loo(Q) .................... . . . . . . . . . . . . 284
5.5.1. A Criterion for Compactness. . . . . . . . . . . . . . . . . . . . . . 284
5.5.2. A Sufficient Condition for Compactness in Terms of
the Function AM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
5.5.3. A Domain for Which the Imbedding Operator of
W~(Q) into C(Q) n Loo(Q) is Bounded but not
Compact ....................................... 286
§ 5.6. Generalizations to Sobolev Spaces of an Arbitrary Integer
Order................................................. 288
5.6.1. On the (p, I)-conductivity. . . . . . . . . . . . . . . . . . . . . . . .. 288
5.6.2. TheImbeddingL~(Q) C C(Q) nLoo(Q) ............ 289
5.6.3. The Imbedding V1(Q) C C(Q) nLoo(Q) .... ........ 290
5.6.4. The Compactness of the Imbedding
L 1(Q) C C(Q) n Loo(Q) ......................... 291
Contents xv
5.6.5. Sufficient Conditions for the Continuity and the

Compactness of the Imbedding
L~(Q) C C(Q) nL",,(Q) ......................... 292
5.6.6. On Imbedding Operators for the Space
I • k
Wp(Q) n Wp(Q). I> 2k ......................... 293
Chapter6. On Functions in the SpaceBV(n) ...................... 296

§ 6.1. Properties ofthe Set Perimeter and of Functions in B V(Q) . . . . 296
6.1.1. Definitions of the Space B V(Q) and of the Relative
Perimeter ...................................... 296
6.1.2. Approximation of Functions in B V(Q) ............. 297
6.1.3. Approximation of Sets with Finite Perimeter. . . . . . . .. 299
6.1.4. Compactness of the Family of Sets with Uniformly
Bounded Relative Perimeters .. . . . . . . . . . . . . . . . . . . . . 300
6.1.5. Isoperimetric Inequality .......................... 301
6.1.6. An Integral Formula for the Norm in B V(Q) ........ 301
6.1.7. On the Imbedding BV(Q) C LiQ) ... ....... ... .... 302
§ 6.2. The Gauss-Green Formula for Lipschitz Functions .......... 303
6.2.1. The Normal in the Sense of Federer and the Reduced
Boundary ...................................... 303
6.2.2. The Gauss-Green Formula ........................ 304
6.2.3. Several Auxiliary Assertions ...................... 304
6.2.4. The Study ofthe Set N ........................... 306
6.2.5. The Relations Betweenvar \i'Xc and s on 8t ......... 309
§ 6.3. On the Extension of Functions in B V(Q) onto the Whole Space 313
6.3.1. Proof ofthe Necessity of Condition (6.3/2) . . . . . . . . . . 314
6.3.2. ThreeLemmasonPc.a(t) ........................ 314
6.3.3. Proof ofthe Sufficiency of Condition (6.312) ........ 316
6.3.4. An Equivalent Statement of Theorem 6.3 ........... 318
6.3.5. One More Extension Theorem. . . . . . . . . . . . . . .. . . . . . 319
§ 6.4. Certain Exact Constants for Convex Domains .............. 320
6.4.1. Lemmas on Approximation by Polyhedra ........... 320
6.4.2. On a Property of Pc.a ............................ 322
6.4.3. An Expression for the Set Function r.a(t) for a Convex
Domain Q . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 322
6.4.4. The Function IQ Ifor a Convex Domain. . . .. . .. . . .. . 323
§ 6.5. The Rough Trace of Functions in BV(Q) and Certain Integral
Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 325
6.5.1. The Definition of the Rough Trace and its Properties. . 325
6.5.2. On Summability of the Rough Trace. . . . . . . . . . . . . . . . 326
6.5.3. Exact Constants in Certain Integral Estimates for the
Rough Trace . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 327
6.5.4. More on Summability of the Rough Trace ........... 329
XVI Contents
6.5.5. Extension of a Function in BV(.Q) to CQby a Constant 330

6.5.6. Multiplicative Estimates for the Rough Trace ........ 331
6.5.7. An Estimate for the Norm in L nl(n-l)(Q) of a Function
in B V(Q) with Summable Rought Trace ............ 333
§ 6.6. Traces of Functions in B V(Q) on the Boundary and the
Gauss-Green Formula. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 334
6.6.1. The Definition of the Trace ....................... 334
6.6.2. Coincidence of the Trace and the Rough Trace ....... 335
6.6.3. The Trace of the Characteristic Function ............ 338
6.6.4. On summability of the Trace of a Function in B V(Q). 338
6.6.5. The Gauss-Green Formula for Functions in B V(.Q) ... 339
Chapter 7. Certain Function Spaces, Capacities and Potentials . . . . . . . 342

§ 7.1. The Spaces of Functions Differentiable of Arbitrary Positive
Order................................................. 342
7.1.1. The Spaces w~, W~, b~, B~ for I > 0 ............... 342
7.1.2. The Riesz and Bessel Potential Spaces .............. 346
7.1.3. Some Other Properties of the Introduced Function
Spaces.... . .... ................................ 349
§ 7.2. Some Facts from Potential Theory ........................ 351
7.2.1. The Capacity cap(e, S~) and Its Properties .......... 351
7.2.2. Nonlinear Potentials ............................. 353
7.2.3. Metric Properties of the Capacity .................. 356
7.2.4. Refined Functions ............................... 358
Chapter 8. On Summability with Respect to an Arbitrary Measure of

Functions with Fractional Derivatives .................. 360
§ 8.1. Description of Results. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 360
§ 8.2. An Estimate for the Integral of the Capacity of a Set Bounded
by a Level Surface ...................................... 363
8.2.1. The Case of Second Order Derivatives .............. 363
8.2.2. A Proof Based on the Smooth Truncation of a
Potential Near its Level Surfaces ...... . . . . . . . . . . . . . 366
8.2.3. A Proof Based on the Maximum Principle for
Nonlinear Potentials ............................. 368
§ 8.3. Conditions for the Validity ofImbedding Theorems in Terms of
Isoperimetric Inequalities .................. . . . . . . . . . . . . . . 370
§ 8.4. The Imbedding into Lq(u) for p > q > 0 . . . . . . . . . . . . . . . . . . . . 372
8.4.1. An Auxiliary Estimate ........................... 372
8.4.2. The Main Theorem .............................. 373
Contents XVII
8.4.3. A Sufficient Condition (p > q > 0) ................. 375

8.4.4. Two Simple Cases ............................... 376
§ 8.5. A Cartan Type Theorem and Estimates for Capacities. . . . . . . . 377
§ 8.6. Imbedding Theorems (Conditions in Terms of Balls) ......... 381
§ 8.7. Imbedding Theorems for p = 1 ........................... 384
§ 8.8. Applications........................................... 386
8.8.2. Applications to the Theory of Elliptic Operators. . . . . . 387
§ 8.9. Comments to Chapter 8 ................................. 388
Chapter 9. A Variant of Capacity. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390

§ 9.1. The Capacity Cap ...................................... 390
9.1.1. SimplePropertiesoftheCapacityCap(e,i~(.Q)) ..... 390
9.1.2. The Capacity of a Continuum ..................... 392
9.1.3. The Capactiy of a Cylinder. . . . . . . . . . . . . . . . . . . . . . . . 395
9.1.4. The Sets of Zero Capacity Cap(·, W~) . . . . . . . . . . . . . . 395
§ 9.2. On (p, I)-polar Sets ..................................... 396
§ 9.3. The Equivalence of Two Capacities ....................... 397
9.3.1. An Auxiliary Multiplicative Inequality. . . . . . . . . . . . . . 397
9.3.2. The Relation Cap - cap for p > 1 .................. 399
§ 9.4. Comments to Chapter 9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 401
Chapter 10. An Integral Inequality for Functions on a Cube ......... 402

§ 10.1. The Connection Between the Best Constant and the Capacity
(The Case k = 1) ....................................... 402
10.1.1. Definition of a (p, I)-Unessential Set. . . . . . . . . . . . . . . . 402
10.1.2. The Main Theorem............ .......... ........ 403
10.1.3. A Variant of Theorem 10.1.2 and Its Corollaries ..... 406
§ 10.2. A Connection Between Best Constant and the (p, I)-inner
Diameter (The Case k = 1) ............................... 408
10.2.1. The Set Function A~,q(G) '" . . . . . . . . . . . . . . . . . . . . .. 408
10.2.2. Definition of the (p, I)-inner Diameter .............. 409
10.2.3. Estimates for the Best Constant by the (p, I)-inner
Diameter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 409
§ 10.3. Estimates for the Best Constant in the General Case. . . . . . . . . . 411
10.3.1. A Necessary and Sufficient Condition for the Validity
of the Basic Inequality ........................... 412
10.3.2. Capacities of Function Classes. . . . . . . . . . . . . . . . . . . .. 412
10.3.3. Estimates for the Best Constant in the Basic Inequality 414
•I
10.3.4. The Class Q:o(e) and the Capacity Capk(e, L P(Q2d) . . . . 416
XVIII Contents
10.3.5. A Lower Bound for Capk ......................... 418

10.3.6. Estimates for the Best Constant in the Case of Small
(p, I)-inner Diameter. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 419
10.3.7. Application to the Boundary Uniqueness Theorem for
Analytic Functions in the Class L ~(U) .............. 421
§ 10.4. Comments to Chapter 10 ................................ 422
Chapter 11. Imbedding of the SpaceL~(.Q) into Other Function Spaces 424
§ 11.1. Preliminaries .......................................... 424
§ 11.2. Theimbeddingi~(.Q) C ~' (Q) .......................... 425
11.2.1. Auxiliary Assertions.. . ... .... .... ...... ....... .. 425
11.2.2. The Case Q = R n .•••..••..•......••.....••.•••.. 427
11.2.3. The Case n = pi, p < 1 ........................... 428
11.2.4. The Case n < pi and Fractional nip ................ 428
11.2.5. The Case n <pi, 1 <p < 00 and Integer nip .........
·,
429
§ 11.3. The Imbedding Lp(Q) C Lq(Q, loc) ....................... 431
§ 11.4. ·,
The Imbedding L p(Q) C Lq(Q) (The Case p ~ q) . . . . . . . . . . . . 434
11.4.1. A Condition in Terms of the (p, I)-inner Diameter .... 434
·,
11.4.2. A Condition in Terms of Capacity ................. 434
§ 11.5. The Imbedding L p(Q) C Lq(Q) (The Case p > q ~ 1) ........ 437
11.5.1. Definitions and Lemmas .......................... 437
11.5.2. The Basic Result ................................ 440
11.5.3. The Imbedding i~(Q) C Lq(Q) for an
§ 11.6. The Compactness of the Imbedding L p(Q) C Lq(Q) .........

.,
"Infinite Funnel" . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 442
444
11.6.1. The Casep ~ q . ...... . ..... ... ...... ... ......... 444
11.6.2. The Casep > q . ....... ..... ... ...... ... . ... ..... 446
§ 11.7. Application to the Dirichlet Problem for a Strongly Elliptic
Operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 446
11.7.1. The Dirichlet Problem with Nonhomogeneous
Boundary Data ................................. 447
11.7.2. The Dirichlet Problem with Homogeneous Boundary
Data .......................................... 448
11.7.3. The Discreteness of the Spectrum of the Dirichlet
Problem ....................................... 449
11.7.4. The Dirichlet Problem for a Nonselfadjoint Operator. 449
Chapter 12. The ImbeddingL ~(n, v) C W~ (n) ................... 453

§ 12.1. Auxiliary Assertions .................................... 453
§ 12.2. The Continuity of the Imbeddding Operator
., m
Lp(Q, v) -+ Wr (Q) ..................................... 455
Contents XIX
§ 12.3. The Compactness of the Imbedding Operator

i~(Q, v) -+ W7'(Q) ..................................... 458
12.3.1. The Essential Norm of the Imbedding Operator ...... 458
§ 12.4. On the Closability of Imbedding Operators ................. 462
§ 12.5. Application: Positive Definiteness and Discreteness of the
Spectrum of a Strongly Elliptic Operator ................... 464
References ................................................... 469

List of Symbols ............................................... 480
Author Index 483
Subject Index 485
Introduction
In [229 - 231] Sobolev proved general integral inequalities for differentiable

functions of several variables and applied them to a number of problems of
mathematical physics. Sobolev introduced a notion of the generalized deriva-
tive and considered the Banach space W~(Q) of functions in Lp(Q), p ~ 1,
with generalized derivatives of order 1 summable of order p. In particular,
using his theorems on the potential type integrals as well as an integral
representation of functions and the properties of mollifications, Sobolev
established the imbedding of W~(Q) into Lq(Q) or C(Q) under certain
conditions on the exponents p, I, q.
Later the Sobolev theorems were generalized and refined in various ways
(Kondrasov, Il'in, Gagliardo, Nirenberg etc.). In these studies the domains of
functions possess the so-called cone property (each point of a domain is the
vertex of a spherical cone with fixed height and angle which is situated inside
the domain). Simple examples show that this condition is precise, e.g. if the
boundary contains an outward "cusp" then a function in W~(Q) is not in
general summable with power pn/(n - p), n > p, contrary to the Sobolev
inequality. On the other hand, looking at Fig. 1, the reader can easily see that
y
Fig. 1
the cone property is unnecessary for the imbedding W~(Q) C L 2p/(2-p)(Q),

2> p. Indeed, by unifying Q with its mirror image, we obtain a new domain
with the cone property for which the above imbedding is true by the Sobolev
theorem. Consequently, the same is valid for the initial domain although it
does not have the cone property.
2 Introduction
Now we note that even before the Sobolev results it was known that certain
integral inequalities hold under fairly weak requirements on the domain. For
instance, the Friedrichs inequality ([68], 1927)
was established under the sole assumption that Q is a bounded domain for
which the Gauss-Green formula holds. In 1933 Nikodym [199] gave an
example of a domain Q such that the square summability of the gradient does
not imply the square summability of the function defined in Q. The mono-
graph of Courant and Hilbert [47] contains sufficient conditions for the
validity of the Poincare inequality
and of the Rellich lemma on the compactness in L2(Q) of a set bounded in the
metric
J[(gradu)2+u 2]dx.
Q
The above exposition naturally suggests the problem of describing the

properties of domains which are equivalent to various properties of imbed-
ding operators. In the author's papers, the first of which was published in
1960, necessary and sufficient as well as simple sufficient conditions for the
validity of certain imbedding theorems were obtained for the space W~(Q).
For p = 1 these conditions coincide with "isoperimetric inequalities" con-
necting the volume and the area of a part of the boundary of an arbitrary
subset of the domain. The proofs were based on certain representations of
integrals in terms of level sets and subsequent estimates of these integrals by
isoperimetric inequalities. Concurrently and independently of the author the
same device was used by Federer and Fleming [63], 1960, for the proof of the
Gagliardo inequality
with the best constant.

For p > 1, geometric functionals such as volume and area are insufficient
for an adequate description of the properties of domains. Here the isoperi-
metric inequalities between the volume and the p-capacity or the p-conduc-
tivity arise [141-144, 146, 149-152].
The material of the present book is concentrated around similar results
although they do not exhaust it even conceptually.
Introduction 3
The book is devoted to numerous aspects of the theory of Sobolev spaces.

However, attention is mainly paid to the study of imbedding operators.
The most extensive Chapter 1 represents a modern introduction to the
theory. Along with classical facts this chapter contains certain new results.
In § 1.3 a complete study of the one-dimensional Hardy inequality with
two weights is presented. § 1.4 contains the generalizations of the Sobolev
theorems on necessary and sufficient conditions for the Lq-summability with
respect to an arbitrary measure of functions in W~(Q). These results are due
to D. R. Adams [1, 2] and the author [163]. Here, as in Sobolev's papers, it is
assumed that the domain is "good", for instance, it possesses the cone
property. In general, in requirements on a domain in Chapter 1 we follow the
"all or nothing" principle.
The exceptional § 1.5 concerns the class preserving extension of functions
in Sobolev spaces. This problem was paid much attention recently [77, 78,
107]. In particular, we consider an example of a domain for which the exten-
sion operator exists and which is not a quasicircle.
In § 1.6 the integral representation of functions in W~(Q) that vanish on
aQ along with all their derivatives up to the order k-l, 2k ;;i:l/, is obtained.
This representation entails the imbedding theorems of Sobolev type for any
bounded domain Q. In the case 2k < / it is shown by example that some
requirements on aQ are necessary.
The idea of the equivalence of isoperimetric inequalities and imbedding
theorems is crucial for many subsequent chapters of the book.
Most of Chapter 2 deals with necessary and sufficient conditions for the
validity of integral inequalities for gradients of functions that vanish at the
boundary. Of special importance for applications are multi-dimensional in-
equalities of Hardy-Sobolev type proved in § 2.1. The basic results of Chapter
2 are applied to the spectral theory of the Schr6dinger operator in § 2.5.
The space Lb(Q) of functions with gradients in Lp(Q) is studied in Chap-
ters 3 - 5. Chapter 3 deals with the case p = 1. Here, necessary and sufficient
conditions for the validity of imbedding theorems, stated in terms of the
classes ,la, are found. We also check whether some concrete domains belong
to this class. In Chapters 4 and 5 we extend the presentation to the case p > 1.
Here the criteria are formulated in terms of the p-conductivity. In Chapter 4
we discuss theorems on imbeddings into Lq(Q) and LiaQ). Chapter 5 con-
cerns imbeddings into Loo(Q) n C(Q). In particular, we present necessary and
sufficient conditions for the validity of the above mentioned Friedrichs and
Poincare inequalities and of the Rellich lemma. Throughout the book and
especially in Chapters 3 - 5 we include numerous examples of domains which
illustrate possible pathologies of imbedding operators. For instance, in § 1.1
we show that the square summability of second derivatives and of the function
do not imply the square summability of first derivatives. In § 5.5 we consider
the domain for which the imbedding operator of W~(Q) into Loo(Q) n C(Q)
is continuous without being compact. This is impossible for domains with
"good" boundaries. The results of Chapters 3 - 5 show that not only the
4 Introduction
classes of domains determine the parameters p, q, etc. in imbedding theorems

but that a feedback takes place. The criteria for the validity of integral in-
equalities are applied in Chapter 4 to the theory of elliptic boundary value
problems. The exhaustive results on imbedding operators can be restated as
necessary and sufficient conditions for the unique solvability and for the
discreteness of the spectrum of boundary value problems, in particular, of the
Neumann problem.
Chapter 6, written together with Ju. D. Burago, is devoted to the study of
the space B V(Q) consisting of the functions whose gradients are vector
charges. Here we present a necessary and sufficient condition for the existence
of a bounded nonlinear extension operator B V(Q) --+ B V(R n). We find neces-
sary and sufficient conditions for the validity of imbedding theorems for the
space B V(.Q) which are similar to those obtained for Ll(Q) in Chapter 3. In
some integral inequalities we obtain best constants. The results of §§ 6.5, 6.6
on traces of functions in B V(Q) make it possible to discuss boundary values
of "bad" functions defined on "bad" domains. Along with results due to
Burago and the author in Chapter 6 we present the De Giorgi-Federer theorem
on conditions for the validity of the Gauss-Green formula.
Chapters 2 - 6 mainly concern functions with first derivatives in Lp or in
C*. This restriction is essential since the proofs are based on the truncation of
functions along their level surfaces. The next six chapters deal with functions
that have derivatives of any integer, and sometimes of fractional, order.
Chapter 7 is auxiliary. Here we collect (mainly without proofs) the well-
known properties of Bessel and Riesz potential spaces and of Besov spaces in
R n. In Chapter 7 we also present a review of results of the theory of (p, /)-
capacities and of nonlinear potentials.
In Chapter 8 we investigate necessary and sufficient conditions for the
validity of the inequality
(1)
where Lq(.u) is the space with the norm (J lu Iqd.u)llq, .u is a measure and S~ is
one of the spaces just mentioned. For q ~ p (1) is equivalent to the isoperi-
metric inequality connecting the measure .u and the capacity generated by the
space S~. This result is of the same type as the theorems in Chapters 2 - 6. It
immediately follows from the inequality
where vt; = {x: lu(x) I ~ t}. Inequa.lities of this type, initially found by the
author for the spaces Lb(Q) and L~(R n) [152], have proven to be useful in a
number of problems of function theory. Recently they were intensively
studied by D. R. Adams [5], Dahlberg [48], Hansson [87,88], the author [160,
168], and others. The transition to derivatives of an arbitrary order turned out
Introduction 5
to be nontrivial and up to now has been performed only for functions defined
on the whole space.
For q > p ~ 1 the criteria for the validity of (1) do not contain a capacity.
In this case the measure of any ball is estimated by a certain function of the
radius. Results of this kind, also presented in Chapter 8, are due to the author
and Preobraienskii [176] and to the author [163]. They are related to the
theorem of D. R. Adams [1, 2] proved in § 1.4.
Further, in Chapter 9 we introduce and study a certain kind of capacity. In
comparison with the capacities defined in Chapter 7 here the class of admis-
sible functions is restricted, they equal the unity in a neighborhood of a com-
pactum. (In the case of capacities in Chapter 7 the admissible functions
majorize the unity on a compactum.) If the order, t, of the derivatives in the
'*'
norm of the space equals 1, then the two capacities coincide. For t 1 they are
equivalent which is proved in § 9.3.
The capacity introduced in Chapter 9 is applied in all subsequent chapters
to prove various imbedding theorems. An inequality of the Friedrichs type for
functions on a cube is studied in detail in Chapter 10. This inequality is used to
study conditions .for the imbedding of i~(Q) into different function spaces in
Chapter 11. By L~(Q) we mean the completion of the space Co(Q) with re-
spect to the metric II V'tU IILp(Q). It is known that this completion is not im-
bedded, in general, into the distribution space [1)'. In Chapter 11 we present
necessary and sufficient conditions for the imbeddings of i~(Q) into [1)',
Lq(Q, loc) , Lq(Q). For p = 2 these results can be interpreted as necessary and
sufficient conditions for the solvability of the Dirichlet problem for the poly-
harmonic equation in unbounded domains provided the right-hand side is
contained in [1)' or in Lq(Q). Finally, in Chapter 12 we find criteria for the
boundedness and the compactness of the imbedding operator of the space
i~(Q, v) into W~(Q), where v is a measure and i~(Q, v) is the completion of
CO'(Q) with respect to the norm
bl
lip
(
V't U IPdx+ blu IPd,u
)
The results of this chapter are mostly borrowed from the papers by the author
[156] and the author and Otelbaev [175]. They represent an extension of the
well-known criterion for the discreteness of the spectrum of the Schrodinger
operator due to Molcanov [189].
Chapter 1. Basic Properties of Sobolev Spaces
§ 1.1. The Spaces L~(.Q), V~(.Q) and W~(.Q)
1.1.1. Notation
Let Q be an open subset of n-dimensional Euclidean space R n = {x}.
Let CCO(Q) denote the space of infinitely differentiable functions on Q; by
CCO(Q) we mean the space of restrictions to Q of functions in Cco(Rn).
In what follows ~(Q) or CO'(Q) is the space of functions in Cco(Rn) with
compact supports in Q.
The classes C\Q), C\Q), C~(Q) of functions with continuous deriva-
tives of order k and the classes Ck,a(Q), Ck,a(Q), C~,a(.Q) of functions for
which the derivatives of order k satisfy a Holder condition with exponent
aE(O,1] are defined in an analogous way.
Let ~' (Q) be the space of distributions dual to ~(Q) (cf. Schwartz [224],
Gel'fand and SHov [72]).
Let Lp(Q), 1 ~p ~ 00, denote the space of Lebesgue measurable func-
tions, defined on Q, for which
by Lp(Q, loc) we mean the space of functions locally summable of order pin
Q. The space Lp(Q, loc) can be naturally equipped with a countable system of
seminorms Ilu IILp(Wk) ' where {Wk}k;;.1 is a sequence of domains with compact
closures Wb Wk C Wk+1 C Q, UWk = Q. Then Lp(Q,loc) becomes a com-
plete metrizable space. k
If Q = R n we shall often omit Q in notations of spaces and norms. Integra-
tion without indication of limits extends over Rn.
Further let supp/be the support of a function/and let dist(F,E) denote
the distance between the sets F and E. Let B(x, (!) or Bix) denote an open
ball with center x and radius (!, Be = B{!(O). We shall use the notation mn for n-
dimensional Lebesgue measure in R n and Vn for m n(B 1).
Let c, Cb C2, ••• denote positive constants that depend only on "dimension-
less" parameters n, p, I, and the like. We call the quantities a and b equivalent
and write a - b if C1a ~ b ~ C2a.
§ 1.1. The Spaces L~(.Q), V~(.Q) and W~(.Q) 7
If a is a multi-index (at> ... , an), then, as usual, lal = L aj' a! =

j
al! ... an! ,D a = D:l ... D:n, where Dx. = O/OXi' x a = Xfl .. .x~n. The in-
equality p ~ a means that "pi ~ ai for i ~ 1, ... , n. Finally, VI = {D', where
lal = I and V = V1 •
1.1.2. Local Properties of Elements in the SpaceL~(.m
Let L~(Q) denote the space of distributions on Q with derivatives of order I in
the space Lp(Q). We equip L~(Q) with the seminorm
Theorem. Any element of L~(Q) is in Lp(Q, loc).

Proof Let wand g be bounded open subsets of R n such that w C g C Q.
Moreover, we assume that the sets wand g are contained in g and Q along
with their e-neighborhoods. We introduce qJe ~(Q) with qJ = 1 on g, take an
arbitrary ueL~(Q) and set T= qJu. Further, let "e~ be such that" = 1 in a
neighborhood of the origin and supp" C Be.
It is well known that the fundamental solution of the polyharmonic
operator Lli is
r(x) = {Cn,IIX 121-n , for 21 < n or for odd n ~ 21 ;
cn,llxfl-nlog lxi, for even n ~ 21.
Here the constant Cn,1 is chosen so that Llir= J(x) holds.

n
It is easy to see that LlI(" = (+ 15 with (e ~(Rn). Therefore,
where the star denotes convolution. We note that (*TeCOC>(R n ). So, we have
to examine the expression Da("n *DaT.
Using the formula
we obtain
in g. Hence,
8 1. Basic Properties of Sobolev Spaces
in w. To conclude the proof, we observe that the integral operator with a weak
singularity, applied to qJDau, is continuous in Lp(w).
Corollary. Let ueL~(Q). Then all distributional derivatives Dau with
Ia 1= 0, 1, ... ,1-1
belong to the space Lp(Q, loc).
The proof follows immediately from the inclusion D au eL~- lal(Q) and the
above theorem.
Remark. By making use of results in 1.4.5 we can refine Theorem to
obtain more information on elements in L~(Q).
1.1.3. Absolute Continuity of Functions inL~(n)

Here we shall discuss a well-known property of L1(Q), p ~ 1.
A function defined on Q is said to be absolutely continuous on the straight
line I if this function is absolutely continuous on any segment of I, contained
in Q.
Theorem 1. Any function in L1(Q) (possibly modified on a set of zero
measure m n) is absolutely continuous on almost all straight lines which are
parallel to coordinate axes. The distributional gradient of a function in L1(Q)
coincides with the usual gradient almost everywhere.
In the proof of this assertion we use the following simple lemma.
°
Lemma. Let geL 1(0, 1) and let 17 be an arbitrary function in
J~g(t) 17 ' (t)dt = then g(t) = constfor almost all te(O, 1).
~(O, 1). If
Proof. Let cP and a be functions in ~(O, 1), J~a(r)dr = 1. It is clear that

cP- aS~ CP(r)dr is the derivative of a function in ~(O, 1). Hence
°= tg(t) ( CP(t) - a(t) tCP( r) dr) dt t t

= (g(t) - g( r) a( r) dr) CP(t) dt .
Since CPe ~(O, 1) is arbitrary, then
1
g(t) = Jg( r) a( r) dr a.e. on (0,1) .
o
For the proof of Theorem 1 it suffices to assume that Q = {x: 0 < Xi < 1,
1 ~ i ~ n}. Let x' = (XI>'" ,xn-t> be a point of the (n-1)-dimensional cube
W = {x': 0 < Xi< 1, 1 ~ i ~ n-1}. By Fubini's theorem
J11 -au (x',f) dt <

o at
I 00 for almost all x' e W ,
where au/at is the distributional derivative. Therefore, the function

§ 1.1. The Spaces Lb (.Q) , V~(.Q) and W~(.Q) 9
Xn aU
Xn-+ v (X) = I - (x', t)dt
o at
is absolutely continuous on the segment [0,1] for almost all x' EW and its
classical derivative coincides with au/axn for almost all xnE(O, 1).
Let (E !')(w) and let 17E !,)(O, 1). After integration by parts we obtain
1 1 av
JV(X', t) 17 ' (t)dt = - J17(t) - (x', t)dt .
o 0 at
Multiplying both sides of the preceding equation by (X') and integrating over
w, we obtain
By the definition of distributional derivative,
Hence the left sides of the two last identities are equal. Since the function
(E!')(W) is arbitrary, we obtain
1
J[u(x',x n) - V(x',Xn)] 17 ' (xn)dx n =
o
°
for almost all x' EW. By Lemma the difference u(x',xn)- v(x',xn) does not
depend on xn a.e. on w. In other words, for almost any fixed x'
8u
J-
Xn
u(x) = (x', t)dt+ const .
o at
This concludes the proof.
The converse assertion is contained in the following theorem.
Theorem 2. If a function u defined on Q is absolutely continuous on
almost all straight lines that are parallel to coordinate axes and the first
classical derivatives of u belong to Lp(Q), then these derivatives coincide with
the corresponding distributional derivatives, and hence uEL1(Q).
Proof. Let Vj be the classical derivative of u with respect to Xj and let
17E !,)(Q). After integration by parts we obtain
f11vj dx= - J ~udx

Q Q aXj
which shows that Vj is the distributional derivative of u with respect to Xj.

1.1.4. The Spaces W~(.Q) and V~(.Q)

We introduce the spaces
equipped with the norms
~(.o) = L~(.Q) nLp(.o) and ~(.o) = n
k=O
L;(.o),
Ilu IlwW2) = II V/u IILp(Q) + Ilu IILp(Q),

/
Ilullvl(Q) p
= L IIVkullLp (Q)'
k=O
We present here two examples of domains which show that in general

L~(.o) ::f= W~(.o) ::f= V~(.o).
In his paper of 1933 Nikodym [199] studied functions with finite Dirichlet
integral. There he gave an example of a domain for which wl (.0) ::f= L~(.o).
Example 1. The domain .0 considered by Nikodym is the union of the
rectangles (cf. Fig. 2)
Am = {(x,y): 2 1- m_r 1- m<x < 21-m, 2/3 <y < 1},

Bm = {(x,y): 21-m-em<x<21-m, 1/3 ~y ~2/3},
C = {(x,y): < x < 1,° °<y < 1/3},
where em E(O,2- m - 1) and m = 1,2, ...
y y
- - -
Am
- - '----
8m
..... '- '-- '--- '----
[ p
x x
Fig. 2 Fig. 3
Positive numbers am are chosen so that the series
(1)
diverges. Let u be a continuous function on .0 that is equal to am on A m, zero

on C and linear on Bm. Since the series (1) diverges, u does not belong to
§ 1.1. The Spaces L~(.Q), V;(Q) and W;(.Q) 11
L2(Q). On the other hand, the numbers ek can be chosen so small that the
Dirichlet integral
au ) 2
H -
00
L (
dxdy
k=l Bk ay
converges.
Example 2. The spaces Wi(Q) and Vi(Q) do not coincide for the domain
Q shown in Fig. 3. Let
{~m(Y_1)2
onP,
U(x,y) = onS m (m=1,2, ... ),
2 (y_1)_1
m+1 on Pm (m = 1,2, ... ) .
We can easily check that
H('\72U)2dxdy = 22- m ,
sm
Hu 2dxdy = 2- 5m ,
Sm
JJu 2dxdy - 2 -ml2,

Pm
JJ ('\7u)2dxdy - 2 -3m,
Sm
H('\7U)2dxdy _ 2ml2.
Pm
Therefore, II '\7 U IIL2 (Q) = 00 whereas II U II W~(Q) < 00.

1.1.5. Approximation of Functions in Sobolev Spaces by Smooth Functions
onD
Let (jJE!?), (jJ;;;: 0, sUpP(jJ C Bl and J(jJ(x)dx = 1.
With any uEL(Q) that vanishes on Rn\Q, we associate the family of its
mollifications
The function (jJ is called a mollifier and e is called a radius of mollifica-

tion.
We formulate some almost obvious properties of a mollification:
1) ulteuECoo(Q);
2) If uELp(Q), then ulteu -+ U in Lp(Q) and Ilulteu IILp(Rn):;;;; Ilu IILp(Q);
3) If OJ is a bounded domain, OJ C Q, then for sufficiently small e
in w. So for ueL~(Q)
The properties of a mollification enable us to prove easily that II 'V,u IILp(,Q)

= 0 is equivalent to asserting that u is a polynomial of degree not higher than
/-1.
The following two theorems show the possibility of approximating any
function in L~(Q) and W~(Q) by smooth functions on Q.
Theorem 1. The space L~(Q) n CCX>(Q) is dense in L~(Q).

Proof. _Let {8d kh;;>l be a locally finite covering of Q by open balls 8d k with
radii rk> 8dk C Q, and let {IPk}k;;>l be a partition of unity subordinate to this
covering. Let u eL~(Q) and let {lh} be a sequence of positive numbers which
monotonically tends to zero so that the sequence of balls {(1 + (2k) 8dk} has the
same properties as {8dk}' If 8dk = Bix), then by definition we put
c 8d k = Bce(x). Let Wk denote the mollification of Uk = IPkU with radius (!krk'
Clearly, W = L Wk belongs to CCX>(Q). We take ee(O, 112) and choose (!k to
satisfy
On any bounded open set w, OJ C Q, we have
where the sum contains a finite number of terms. Hence,
Ilu-wIILb(w)::;:; L Il uk- wkIILb(w)::;:;e(1-e)-1.
Therefore, weL~(Q) n CCX>(Q) and
II u - W IILb(,Q) ::;:; 2 e .
The theorem is proved.
The next theorem is proved similarly.
Theorem 2. The space W~(Q) n CCX>(Q) is dense in W~(Q) and the space
V~(Q) n CCX>(Q) is dense in V~(Q).
Remark. It follows from the proof of Theorem 1 that the space

L~(Q) n CCX>(Q) n C(.Q) is dense in L~(Q) n C(Q) if Q has a compact
closure. The same is true if L~ is replaced by ~ or by V~.
§ 1.1. The Spaces L~(.Q). V~(.Q) and W~(.Q) 13
In fact, let (lk be such that

IIUk-WklbQ)~ek •
We put
N 00
"IN = L Wk+ L Uk'

Then k=1 k=N+l
and hence weC(Q), since w is the limit of a sequence in C(Q). On the other
hand, 00
Ilu-w IbQ)~ L Iluk-WklbQ)~2e,

k=1
which completes the proof.
1.1.6. Approximation of Functions in Sobolev Spaces by Functions in C oo(ii)

We consider a domain DC R2 for which COO(D) can not be replaced by
COO(Q) in Theorems 1.1.5/1 and 1.1.512.
We introduce polar coordinates (e,O) with 0 ~ 0 < 2n. The boundary of
the domain D = {(e, 0): 1 < e < 2, 0 < 0 < 2 n} consists of the two circles e = 1,
e = 2 and the interval {(e,O): 1 < e <2, 0 = O}. The function u = 0 is sum-
mabIe on D along with all its derivatives, but it is not absolutely continuous on
segments of straight lines x = const > 0, which intersect D. According to
Theorem 1.1.3/1 the function u does not belong to L~(Dl)' where Dl is the
annulus {(e, 0): 1 < e < 2, 0 ~ 0< 2n}. Hence, the derivatives of this function
can not be approximated in the mean by functions in COO(Q).
A necessary and sufficient condition for the density of COO(Q) in Sobolev
spaces is unknown. The following two theorems contain simple sufficient
conditions.
Definition. A domain D C R n is called starshaped with respect to a point 0
if any ray with origin 0 has a unique common point with aD.
Theorem 1. If D is a bounded domain, starshaped with respect to a point,
then COO(Q) is dense in W~(D), V~(D) and L~(D).
Proof. Let ue W~(D). We may assume that Dis starshaped with respect to
the origin. We introduce the notation u,(x) = u(rx) for re{O, 1). We. can
easily see that II u - U, IILp(,Q)"-+ 0 as r-+ 1.
From the definition of the distributional derivative it follows that D Q(u,)
= r/(DQu)" lal = t. So, u,e W~(r-l D) and
IIDQ(u - u,) IILp(,Q) ~ (1- r/) IIDQu IILp(,Q) + IIDQu- (DQu),IILp(,Q)'

The right-hand side tends to zero as r-+ 1. Therefore, u,-+ u in W~(D).
Since Q C 1'-1 Q, the sequence of mollifications of U r converges to U r in

W~(Q). Now, using the diagonalization process, we can construct a sequence
of functions in COO(Q) which approxim~es U in W~(Q).
Thus we proved the density of COO(Q) in W~(Q). The spaces L~(Q) and
V~(Q) can be considered in an analogous manner.
Theorem 2. Let Q be a domain with compact closure oj the class C. This
means that every XEaQ has a neighborhood Ol! such that Q n Ol! has the repre-
sentation xn <j(Xb ... ,Xn- d in some system oj Cartesian coordinates with a
continuousjunction! Then COO(Q) is dense in W~(Q), V~(Q) and L~(Q).
Proo! We limit consideration to the space V~(Q). By Theorem 1.1.5/2 we
may assume that UECOO(Q) n V~(Q).
Let {Ol!} be a small covering of aQ such that Ol! n aQ has an explicit repre-
sentation in Cartesian coordinates and let {11} be a smooth partition of unity
subordinate to this covering. It is sufficient to construct the required approxi-
mation for u 11.
We may specify Q by
where G C R n - 1 andjEC(G), j> 0 on G. Also we may assume that u has a

compact support in Q u {x: x' EG, Xn = j(x')}.
Let e denote any sufficiently small positive number. Obviously, uix) =
u(x',xn-e) is smooth on Q. It is also clear that for any multi-index a,
o ~ lal ~l,
as e --+ + O. The result follows.

Remark. The domain Q, considered at the beginning of this section, for
which COO(Q) is not dense in Sobolev spaces, has the property aQ aQ. We *
might be tempted to suppose that the equality aQ = aQ provides the density
of COO(Q) in L~(Q). The following example shows that this conjecture is
not true.
Example (Kolsrud [113]). We shall prove the existence of a bounded
domain Q eRn such that aQ = aQ and L1(Q) n C(Q) is not dense in
L1(Q)·
We start with the case n = 2. Let K be a closed nowhere dense subset of the
segment [-1,1] and let {Bi} be a sequence of open disks constructed on
adjacent intervals of K taken as their diameters. Let B be the disk X2 + y2 < 4
and let Q = B\ UBi' We can choose K so that the linear measure of r= {xEK:
Ix I< 1I2} is positive. Consider the characteristic function eof the upper half-
plane y > 0 and a function 11 E CO' ( - 1, 1) which is equal to unity on
( -1/2,1/2).
15
The function U, defined by
U(X,y) = I'/(x) O(x,y) ,
belongs to the space L~(B) for allp ~ 1. Suppose that Uj-+ U in L~(Q), where
{Uj}j;;>l is a sequence of functions in C(.o) nL~(Q). According to our assump-
tion, for almost allxErand for all OE(O, 112),
Hence
where r(o) = rx (- 0,0).

Since Uj -+ U in L t, the integrals
H Igradu/x,y) Idxdy , j ~1,

nc5)
are uniformly small. Therefore, for each e >

for all OE(O, 00)
°there exists a °such that
00>
f IUj(x, 0) - Uj(x, - 0) Idx < e .

r
Applying Fubini's theorem we obtain that the left-hand side converges to
S I U(x, 0)- U(x, - 0) Idx = mj(r)

r
as j -+ 00 for almost all small O. Hence ml (r) ~ e which contradicts the posi-
tiveness of mj (r).
Since 8Q = 8.0 the required counterexample has been constructed for
n=2.
In case n > 2, let Q 2 denote the plane domain considered above, put
Q = Q 2 X (0, 1)n-2 and duplicate the above argument.
1.1.7. Transformation of Coordinates in Norms of Sobolev Spaces
Let Hand G be domains in R n and let
T: y-+x(y) = (Xj(y), ... ,xn(Y))

be a homeomorphic map of H onto G.
We say that Tis a quasi-isometric map, if for any YoEH, xoEG,
(1) lim sup Ix(y) -x(yo) I :s;; L , lim sup Iy(x) - y(xo) I :s;; L
Y-+Yo Iy - Yo I x-+xo Ix-xo I
and the Jacobian det x' (y) preserves its sign in H.

We can check that the estimates (1) are equivalent to
IIx'(y) II:S;;L a.e. onH, 1Iy'(x) II:S;;L a.e. on G,
where x',y' are the Jacobi matrices of the mappings y--+x(Y), x--+y(x) and
II· II is the norm of a matrix. This immediately implies that the quasi-isometric
map satisfies the inequalities
(2) L-n:s;; Idetx'(Y)I:S;;L n .
By definition, the map Tbelongs to the class C I - 1,1(Ii), I ~ 1, if the func-

tions y --+ x;{y) belong to the class C 1-1,1 (Ii).
It is easy to show that if T is a quasi-isometric map of the class c l - 1, 1 (if),
then T- 1 is of the class C I - 1,1(G).
Theorem. Let T be a quasi-isometric map of the class C I - 1,1(Ii), I ~ 1,
that maps H onto G. Let UE V~(G) and v(y) = u(x(y». Then VE V~(H) and
for almost all YEH the derivatives Dav(y), lal:S;; I, exist and are expressed by
the classical formula
(3) Dav(y) = I qJp(y)(DPu)(x(y» .

1';; IPI.;; lal
Here n
qJp(y) = I Cs II II (DSjjXi)(Y)
S i= 1 j
and the summation is taken over all multi-indices s = (sij) satisfying the condi-
tions
ISij=a, ISijl~1, I(lsijl-1)= lal-IPI·
i,j i,j
Moreover, the norms II v IIv~(H) and II u IIv~(G) are equivalent.

Proof. Let UECOO(G) n V~(G). Then v is absolutely continuous on almost
all straight lines which are parallel to coordinate axes. The first partial deriva-
tives of v are expressed by the formula
(4) av(y) =.t aXi(Y) (au) (x(y»

aYm 1=1 aYm aXi
for almost all y. Since

§ 1.1. The Spaces Lb(D), V~(D) and W~(D) 17
II \l V IILp(H)::;; cII \l u IILp(G)

then by Theorem 1.1.3/2, v E V;(H). After the approximation of an arbitrary
UEV~(G) by functions in C"'(G) n V;(G) (cf. Theorem 1.1.5/2) the result
follows in the case I = 1.
For I> 1 we use induction. Let (3) hold for lal = 1-1. Since DfiuE V;(G),
the functions y -+ (Dfiu)(x(y» belong to the space V;(H). This and
((JpECO,I(ii) imply that each summand in the right-hand side of (2) with
lal = 1-1 belongs to V;(H). Applying (4) to (3) with lal = I we obtain
The result follows.
1.1.S. Domains Starshaped with Respect to a Ball

Definition. Q is starshaped with respect to a ball contained in Q if Q is
starshaped with respect to each point of this ball.
Lemma. Let Q be a bounded domain starshaped with respect to a ball Be
with radius {! and with center at the origin of spherical coordinates (r, w). If
oQ has a representation r = r( w), then r( w) satisfies a Lipschitz condition.
Proof. We shall show that for all X,YEoQ with
(1)
the inequality
holds, whereD is the diameter of Q.

The inequality (1) means that the angle ({J between the vectors x and y is less
than nl3. We shall show that the straight line I, passing through the points
x,y, can not intersect the ball B elZ .
In fact, if there exists a point z E I n B elZ, then z belongs to the segment x y
since Q is starshaped with respect to z. Consider the triangles Oxz, Oyz. The
inequalities Ixl ~{!, Iyl ~ {!, Izl::;; {!/2 imply Izl::;; ly-zl, Izl::;; Ix-zl. Hence
1:,Oxz::;; 1l13, 1:,Oyz::;; 1113 and ({J = 1l- 1:,OxZ-1:,OyZ ~ 1l13, which con-
tradicts (1).
The distance from the origin 0 to the line I is Ix Ily Ilx - y I-I sin ({J which is
*
less than {!/2 since In B elZ 0. Therefore
Ix - y I ::;; 2 {! - I Ix II y Isin ({J ::;; 4 {! -ID 2sin «({J/2) = 2 (! - ID 21 wx - Wy I

and the result follows.
Remark. It is easy to see that the converse assertion also holds. Namely, if
Q is a bounded domain and 0 Q has a representation r = r( w) in spherical
coordinates with r( w) satisfying a Lipschitz condition, then Q is starshaped

with respect to a ball with center at the origin.
1.1.9. Domains of the Class CO,l or Domains Having the Cone Property
Definition 1. We say that a bounded domain Q belongs to the class C O,l if
each point xE8Q has a neighborhood Ol! such that the set Ol! n Q is repre-
sented by the inequality xn <f(x1> ... ,Xn-l) in some Cartesian coordinate
system with function f satisfying a Lipschitz condition.
By Lemma 1.1.8 any bounded domain starshaped with respect to a ball
belongs to the class C O,l.
Definition 2. A domain Q possesses the cone property if each point of Q is
the vertex of a cone contained in Q along with its closure, the cone being
represented by the inequalities xr + ... + x~ _ 1 < b x~, 0 < X n < a in some
Cartesian coordinate system, a, b = const.
Remark 1. It is easy to show that bounded domains of the class C O,l have
the cone property. The example of a ball with deleted center shows that the
converse assertion is not true.
Lemma 1. Let Q be a bounded domain having the cone property. Then Q
is a union of a finite number of domains starshaped with respect to a ball.
Since a domain having the cone property is a union of congruent cones and
hence it is a union of domains starshaped with respect to balls of a fixed
radius, then Lemma 1 follows immediately from the next lemma.
Lemma 2. If a bounded domain Q is a union of an infinite number of do-
mains Gastarshaped with respect to balls Pi a eGa of afixed radius R > 0, then
for each r<R there exists afinite number of domains Qk (1 ~k~N) starshap-
ed with respect to balls of radius r, contained in Qb and such that U Qk = Q.
k
Proof. Let G 1 be a domain in the collection {G a}. Consider the domain

Q 1 = UG p, where the union is taken over all domains G p for which the dis-
p
tance between the centers of the balls Pip and Pi 1 is (! ~ R - r. Obviously, any
of the balls Pip contains the ball C 1 of radius r concentric with Pi 1. Since any
Gp is starshaped with respect to C 1> then Q 1 is starshaped with respect to C 1.
We define G 2 to be anyone of the domains G a such that G a n Q 1 = 0.
Repeating the preceding construction, we define a domain Q 2 starshaped with
respect to a ball C2 of radius r with center situated at a distance d > R - r from
the center of the ball C 1 • Analogously, we construct a domain Q 3 starshaped
with respect to a ball C3 of radius r with center situated at a distance d > R - r
from the centers of the balls C 1 and C 2 , etc.
Clearly, this process will stop after a finite number of steps since the
centers of the balls Cj, C 2 , • •• are contained in a bounded domain and the
distance between centers is more than R - r > O. The result follows.
§ 1.1. The Spaces Lb(Q), V~(Q) and W~(Q) 19
Remark 2. Domains of the class CO,1 are sometimes called domains having
the strong Lipschitz property whereas Lipschitz domains are defined as
follows.
Definition 3. A bounded domain Q is called a Lipschitz domain if each
point of its boundary has a neighborhood IJlt C R n such that a quasi-isometric
transformation maps IJlt n Q onto a cube.
Clearly, domains of the class CO,1 are Lipschitz domains. The following
example shows that the converse is not true, i.e. a Lipschitz domain may not
have the strong Lipschitz property. What is more, the Lipschitz domain
considered in the next example fails to have the cone property (cf. Remark 1).
Example. Let Q C R2 be the union of the rectangles P k = {x:
IXI-2-kl<2-k-2, O:::;X2<r k - 2}, k=1,2, ... and the square Q={x:
0< Xl < 1, -1 < X2 < O}. Obviously, Q does not have the cone property. We
shall show that Q can be mapped onto the square Q by a quasi-isometric map.
We can easily check that the mapping To: x~ y = CYt.Yz), being the
identity on Q and defined on P k by
YI = (XI- 2 -k)(1_ 2kX2) + 2 -k , Yz = X2,

is quasi-isometric. The image ToQ is the union of the square ToQ and the set
{y: 0 <YI < 1,O:::;Yz <jCYI)} with j satisfying a Lipschitz condition with the
constant 4 and 0 :::;jCYd :::; 1/8 (cf. Fig. 4).
o~~~~~----~------~.---
x,
Y1
O~LJ~~~----~------~----_
Y,
Fig. 4
Let 11 be a piecewise linear function, 11 = 1 for Y > 0 and 11 = 0 for Y < - 1.

The Lipschitz transformation 11: Y ~ z, defined by
maps ToQ onto the square {z: 0 < Zl < 1, -1 < Z2 < O}. The Jacobian of 11 is
more than 1/2; therefore 11 is a quasi-isometric mapping.
Thus, Q is mapped onto Q by the quasi-isometric mapping To TI •
1.1.10. The Sobolev Integral Representation

Theorem 1. Let D be a bounded domain starshaped with respect to a ball B o,
Bo C D, and let ueLb(D). Then for almost all xeD
(1) u(x) = tJ- n L (~)P S qJp(~)U(Y)dY+ L S fa(X;~, 8) Dau(y)dy

IPI<I tJ Bo tJ lal=1 Q rn I
where r = Iy-x I, 8 = (y-x)r-t, qJpe q)(Bd, fa are infinitely differentiable

functions such that
Ifa 1~ c(DI tJt- 1 ,
where c is a constant that is independent of D and D is the diameter of D.

Proof. It suffices to put tJ = 1. Let we q)(Bd and
(2) S w(y)dy= 1.
B\
We first assume that ueC/(Q) and introduce two functions:

1-1 00
If!(x;r, 8) =- r Sw(x+t8)t n - 1dt;

(I-1)! r
1-1 ak a/- 1 - k
(3) OU(x; r, 8) = L (-1)k_-k u(x+ r8) 11k If!(X; r, 8)
k=O ar ar
if yeD and OU(x; r, 8) = 0 if yeD.
First of all we note that
OU(x;O, 8) = -u(x) fw(x+ t8)t n - 1 dt.

o
Differentiating (3), we obtain
which together with (3) yields
00 00 allf!
u(x)Jw(x+t8)t n - 1dt= Su(x+r8)--1 (x;r,O)dr
o 0 ar
00 al
+( _1)/-1 S If!(x;r, 0) - I u(x+rO)dr.
o ar
Integrating this identity over the sphere {O: 101 = 1} and using (2), we arrive at
§ 1.1. The Spaces Lb(Q), V~(Q) and W~(.Q) 21
(4) u(x) - _ Ju(y) -8I1 If/(X,. r, (}) -----=T

dy + (-1)1-1J' 1 dy .
If/(x, r, (}) -8I u(y) -----=T
{J 8r rn {J 8r rn
81 ( ( n + I - 1 ) ! k 8 kk w(x+r(}).
1
-=T - I If/ x; r,
())
= 1~1
i.J r
rn 8r k=o(n+k)!(l-k-1)!k! 8r
Since
8k kl
rk--k w(x+r(}) = L - ' (y-x)PDPw(y) ,
8r IPI=k P!
then
1 81
---1 - I If/(x; r, (}) = L x P({J p(y) ,
rn 8r IPI<I
where ({JpE ~(Bl)' Therefore, the first summand in (4) is a polynomial in x of

degree 1-1,
Consider the second summand in (4). We have
81 II
- I u(x+r(}) = L - ' (}aDau(y) ,
8r lal=1 a!
1 81
(-1)/-1 _ _ 1 If/(x;r,fJ)--1 u(x+rfJ)
r n- 8r
( -1) II
rn - I
and we obtain (1) with
(5)
The estimate lfal~ cD n - 1 is obvious. We proved (1) for u EC/(Q). Suppose

uEL~(Q). We note that the family of functions U r constructed in Theorem
1.1.6/1 is such that u r -+ U as T-+ 1 in Lp(Q, loc) and in L~(Q). Passing to the
limit in (1) for u r and using the continuity of the integral operator with a weak
singularity in Lp(Q), we arrive at (1) in the general case.
For Q = R n we obtain a simpler integral representation of U E ~.
Theorem 2. If u E :!), then
(6)
where, as in Theorem 1, r = Iy -x I, () = (y - x) r- I .
To derive (6) we must duplicate the preceding proof with the function
If/(x;r,(}) replaced by If/(r) = r l - I /(l-1)!.
1.1.11. Generalized Poincare Inequality

The following assertion, based on Lemma 1.1.9/1 and Theorem 1.1.10/1, will
be used in 1.1.13.
Lemma. Let Q be a bounded domain having the cone property and let w
be an arbitrary open set, OJ C Q. Then for any u EL~(Q), p ~ 1, there exists a
polynomial
(1) I/(x) = L (u, ({Ja)x a
lal';;I-1
such that
I-I
(2) L
k=O
II "h(u - milLP (0) ~ C II V'IU IlLP (0) •
Here ({JaE:!)(w) and C is a constant that is independent ofu.

Proof. Clearly, we may assume that w is a ball.
Let G be any sub domain of Q starshaped with respect to a ball referred to
in Lemma 1.1.9/1 and let PA be the corresponding ball. We construct a finite
*'
family of balls {PAi}f!O such that PAo = PA, PAi n PA i+ 1 0, PAM = w. Since G
is star shaped with respect to any ball contained in PA 0 n PA b then by the
integral representation (1.1.10/1) and by continuity of the integral operator
with the kernel Ix- y I/-k-n in Lp(G) we obtain
Also, for i = 1, ... ,M - 1,
Ilu IlL (~.) ~ C( II V'IU IlL

P I P (~.)+
I
Ilu IlL
P (~·n~·
I ,+ 1»·
Therefore,
Summing over all G, we obtain
(4)
§ 1.1. The Spaces Lb.(Q) , V~(Q) and W~(Q) 23
From the integral representation (1.1.10/1) for a function on w it follows

that
II U -11IILp(w):::; C II \lIU IILp(w) ,
where
11(x) = ~ x PJQ1p(y)u(y)dy, Q1pE;J)(W).
IPI <I W
It remains to replace U by U -11 in (4). The lemma is proved.

The Lemma implies the following obvious corollary.
Corollary. The spaces V~(Q), W~(Q) and L~(D) coincide/or D having the
cone property.
Remark. In this subsection we deliberately do not give a general formula-
tion of Lemma for functions on domains that have the cone property. Such a
formulation follows immediately from Lemma combined with Theorem
1.4.5, which will appear later.
On the other hand, the class of domains, considered in Lemma, is also not
maximal. The statements of Lemma and of Corollary are true for any
bounded domain which is a union of domains of the class C, defined in
Theorem 1.1.6/2. The proof is essentially the same, but we must use the
following simple property of domains of the class C instead of (3).
Let
D = {x: xr+'" +X~-l < (l, 0 <Xn</(Xb'" ,xn-d}
with a continuous function / defined on the ball xr+'" +X~-l:::; (l. Let G
denote the "base" of D, i.e. the cylinder
The preceding inequality follows from the elementary inequality
(5)
where/EC 1 [0,a], 0 < b <a and c depends only onp.

The proof of (5) runs as follows. Let
be the value of VI at some point of (0, a). We have

a
IC/Ja - ~ I~ J
o If' (t) Idt ~ a / ' 11f' IlLp (0 , a)
1p
and (5) follows.

Example. Considering the domain
.0= {(x,y)eR 2 : lyl<exp(-llx), O<x<l}
and the function u(x,y) = x 2/exp(1Ipx), we may easily check that in general
the space Lp(.Q) in the left-hand side of (2) can not be replaced by any of the
spaces Lq(.Q), q > p, for domains of the class C.
1.1.12. Completeness of W~(.U) and V~(n)

In the following theorem .0 is an arbitrary open subset of Rn.
Theorem. The spaces W~(.Q) and V~(.Q) are complete.
Proof. Let {ukk;;.1 be a Cauchy sequence in W~(Q). Let Uk-+U in Lp(Q)
and let DaUk-+ Va> lal = I, in Lp(.Q). For any qJe ~(.Q) we have
JuDaqJdx = k-+oo
Q
lim JUkDaqJdx = (-l)/lim JqJDaUkdx = (_1)1 JvaqJdx.
Q k-+oo Q Q
Thus, va = Dau and the sequence {Uk} converges to ue W~(.Q). The result
follows for the space W~(Q). The case of V~(Q) can be considered in the same
way.
1.1.13. The Space i ~(n) and its Completeness

Let .0 be a domain.
Definition. i~(.Q) is the factor space L~(.Q)I 9 1- 1, where fJJk is the sub-
space of polynomials of degree not higher than k.
We equip i~(.Q) with the norm II 'i7l u IlL (D)' The elements of i~(.Q) are
classes U = {u+lI} where lIe 9 1-10 ueL~(.Qf.
Theorem 1. The space i~(.Q) is complete.
Proof. Let {Uk}k;;;'1 be a Cauchy sequence in i~(.Q). This means that for
any Uk in the class Uk and any multi-index a, lal = I, DaUk-+ Tain Lp(.Q). We
shall show that there exists a U eL~(.Q) such that Dau = Ta.
Let B be an open ball, 13 C .0, and let {Wjh;;;.o be a sequence of domains
with compact closures and smooth boundaries such that
Let Ih be a polynomial specified by the set w = B and by the function Uk in

Lemma 1.1.11. Since Uk is in the class it k> then
is in the same class. By Lemma 1.1.11, {Vk} is a Cauchy sequence in Lp(wj) for
anyj.
We denote the limit function by u. Clearly, for any ({JE ~(Q) and any
multi-index a, Ia I= I,
(u,Da({J) = lim (vhDa({J) = lim (-1)/(DaUh ({J) = (-1)/(Ta' ((J) •

k-+oo k-+oo
The result follows.

The proof of Theorem 1 also contains the following assertion.
Theorem 2. Let {Uk} be a sequence oj junctions in L~(Q) such that
II 'V/(Uk- U) IlL p
(Q)----+O
k-+oo
jor some uEL~(Q). Then there exists a sequence oj polynomials IhE#I-l

with uk-1h-+u in Lp(Q,loc).
1.1.14. Dual of a Sobolev Space
Theorem 1. Let 1 ~p < 00. Any linear junctional on L~(Q) can be expres-
sed as
(1) j(u) = J L ga(x)Dau(x)dx,
Q lal~l
where gaELp,(Q), pp' = p+ pi, and
(2) Ilfll = infll ( L

lal ~ I
g~\1/211
/ Lp,(Q)
.
Here the injimum is taken over all collections {ga}lal~/' jor which (1) holds
with any uEL~(Q).
Proof. Obviously, the right-hand side of (1) is a linear functional on L~(Q)
II(lal~1g~y/211
and
Ilfll ~ L .
/ Lp,(Q)
In order to express j(u) as (1), consider the space Lp(Q) of vectors

v = {va}lal~/with components in Lp(Q), equipped with the norm
Since the space L~(Q) is complete, the range of the operator 'VI: L~(Q)
-+ L p(Q) is a closed subspace of L p(Q). For any vector v = 'Vlu we define
<P(v) =f(u). Then
II<PII = Ilfll
and by the Hahn-Banach theorem <P has a norm-preserving extension to

L p(Q). The proof is complete.
As before, let W~(Q) = L~(Q) nLp(Q). Let W~(Q) denote the comple-
tion of ~(Q) with respect to the norm in W~(Q).
The following assertion is proved in the same manner as Theorem 1.
Theorem 2. Any linear functional on W~(Q) (or on W~(Q» has the form
(3) f(u) = f( ~
Q lal =1
ga(x)Dau(x) + g(X)U(X») dx,
(4) Ilfll=infll( ~ g~+l)ll2ll

lal = I Lp(Q) •
Here the infimum is taken over all collectio'!s of functions ga' gELp,(Q) for
which (3) holds with any u E W~(Q) (or u E W~(Q».
The following simpler characterization of the space of linear functionals
on W~(Q) is a corollary of Theorem 2.
Corollary. Any linear functional on W~(Q) can be identified with a gener-

alized function f E ~' (Q) given by
(5) f = ~ (-1)ID a g a + g,
lal =1
where ga' gELp,(Q). The norm of this functional is equal to the right-hand
side of (4), where the infimum is taken over all collections of functions ga' g,
entering the expression (5).
1.1.15. Equivalent Norms in W~(n)

The following theorem describes a wide class of equivalent norms in W~(Q).
Theorem. Let Q be a bounded domain such that L~(Q) C Lp(Q) (for

example, Q has the cone property). Let ff(u) be a continuous functional in
*
W~(Q), ff(Il'_l) 0 for any nonzero polynomial Il'-l of degree not higher
than 1- 1. Then the norm
(1)
is equivalent to the norm in W~(Q).

Proof Let ..f be the identity mapping of W~(Q) into the space B(Q)
obtained by the completion of W~(Q) with respect to the norm (1). This
mapping is one-to-one, linear and continuous. By Theorem 1.1.13 on the
completeness of i~(Q) it follows that B(Q) C L~(Q). Since L~(Q) = W~(Q),
then ..f maps W~(Q) onto B(Q). By the Banach theorem (cf. Bourbaki [34],
Ch. I, § 3, Sect. 3) ..f is an isomorphism. The result follows.
Remark. The functional
ff(u) =
0:;;;
L
I al <, Ifa(u) I ,
where the fa are linear functionals in W~(Q) such that
satisfies the conditions of Theorem. For example, we can put
where (fJE ~(Q), J(fJ(x) dx * O.

Q
Let SJ3 be a projector of W~(Q) onto the subspace &'-1, i.e. a linear
continuous mapping of W~(Q) onto &'-1 such that $2 = $. Then we may
take I$(u) Ias §(u).
Since $(u - $(u» = 0, by Theorem we have the equivalence of the
seminorms II \7,u IILp(Q) and Ilu - $(u) II W~(Q) (cf. Lemma 1.1.11).
1.1.16. Extension of Functions in V~(n) onto R n

In this subsection we discuss space-preserving extensions of functions in
V~(Q) onto the exterior of Q. We begin with the well-known procedure of
"finite-order reflection".
We introduce the notation. Letx = (x',xn)' where x' = (Xl>'" ,Xn-1), let 7C
be an n-dimensional parallelepiped, P = 7C X ( - a/(l + 1), a), P + = 7C X (0, a),
P_ =P\p+.
Theorem. For any integer I ~ 0 there exists a linear mapping

such that u'" = u on P +. It can be uniquely extended to a continuous mapping

L~(P +) -+ L~(P), p ~ 1, jor k = 0,1, ... , I.
The extension u-+u'" can be dejined on the space C k ,ICp+),
k = 0, 1, .. . 1-1. It is a continuous mapping into C k,l (P).
This mapping has thejol/owing property: ifdist (suppu,F) > 0, where Fis
a compactum in P +, then u'" = 0 in a neighborhood oj F.
Proof LetueC""(P+). Wesetu"'=uinP+ and
1+1
u"'(x) = ~ Cju(x', -jxn) in P_,
j=1
where the coefficients Cj satisfy the system
1+1 k
~ (- j) Cj = 1 , k = 0, ... , I .
j=1
The determinant of this system (the Vandermonde determinant) does not

vanish.
Obviously, u"'eC 1(P). It is also clear that
Since C""(P+) is dense in L~(P+) by Theorem 1.1.6/1, the mapping u"'-+u

admits a unique extension to a_ continuous mappi~g L~(P+) -+ L~(P). The con-
tinuity of the mapping C k,l(p+) 3U -+ u"'eC k,l(p) can be checked directly.
Let dist (suppu,F) > O. We denote an arbitrary point of F n 7l by x and
introduce a small positive number t5 such that (/+ 1) t5 < dist (suppu,F). Since
u=Oon{xeP+: Ix' 1< (I+i)x n}, then u"'=o on {xeP_: Ix'12+(I+1)2X~
< (1+ 1)2t5~. So u'" = 0 if Ixl < t5. This completes the proof.
Let Q be a domain in R n with compact closure Q and with sufficiently
smooth boundary 8Q. Using the described extension procedure along with a
partition of unity and a local mapping of Q onto halfspace, it is possible to
construct a linear continuous operator C: V~(Q) -+ V~(Rn) such that
Cul.o= u for all ueV~(Q).
If such an operator exists for a domain then, by definition, this domain
belongs to the class E V~.
Thus, domains with smooth boundaries are contained in E V~. The
bounded domains of the class CO,1 turn out to have the same property. The
last assertion is proved in Stein [237], § 3, Ch. VI (cf. also Comments to the
present section).
In § 1.5 we shall return to the problem of the description of domains in
EV~.
§ 1.1. The Spaces Lb(.Q), V;(.Q) and W;(.Q) 29
1.1.17. Comments to § 1.1
The space W~(Q) was introduced and studied in deta~l by S. L. Sobolev

[229 - 231]. The definitions of the spaces L ~(Q) and L ~(Q) are borrowed
from the paper by Deny and Lions [51]. The proofs of Theorems 1.1.2,
1.1.5/1, 1.1.12, 1.1.13/1, 1.1.13/2 follow the arguments of this paper where
similar results are obtained for 1= 1. Theorem 1.1.5/1 was also proved by
Meyers and Serrin [185]. Concerning the contents of subsection 1.1.3 we note
that the property of absolute continuity on almost all straight lines parallel to
coordinate axes was used as a foundation for the definition of spaces similar
to L ~ in papers by Levi [128], Nikodym [199], Morrey [190], etc. The example
of a domain for which Wi(Q) =1= Vi(Q) (see subsection 1.1.4) is due to the
author. The example considered at the beginning of 1.1.6 is borrowed from
the paper by Gagliardo [70]. Remark 1.16 and the subsequent example are
taken from the paper by Kolsrud [113]. Theorem 1.1.6/1 is proved in the text-
book by Smirnov [227] and Theorem 1.1.6/2 is proved in the above-mention-
ed paper by Gagliardo. In connection with subsection 1.17 see the books by
Morrey [191], Reiietnjak [218] and the paper by the author and Saposnikova
[180] .
The condition of being starshaped with respect to a ball and having the
cone property were introduced into the theory of W~-spaces by Sobolev
[229-231]. Lemma 1.1.8 is undoubtedly known, but the author cannot give
the exact reference. Lemma 1.1.9/2 was proved by Glusko [76]. The example
given in 1.1.9 is due to the author; another example of a Lipschitz domain
which does not belong to CO,1 can be found in the book by Morrey [191].
Integral representations (1.1.10/1) and (1.1.10/6) were obtained by
Sobolev [230, 231] and used in his proof of imbedding theorems. Various gen-
eralizations of such representations are due to Il'in [105, 106], Smith [228] (see
also the book by Besov, Il'in, Nikol'skil [27]) and to Resetnjak [217].
The Poincare inequality for bounded domains which are the unions of do-
mains of the class C is proved in Courant and Hilbert [47]. The properties of
functions in L~(Q) for a wider class of domains were studied by Lions [131].
Theorem 1.1.15 on equivalent norms in W~(Q) is due to Sobolev
[231, 232].
The extension procedure described at the beginning of 1.1.16 was pro-
posed by Hestenes [97] for the space Ck(Q) (see also Lichtenstein [130]). The
same method was used by Nikol'skiI [201] and Babic [20] for W~(Q). The fact
that a space-preserving extension for functions in W~(Q) (1 <p < 00) onto R n
is possible for domains of the class CO,1 was discovered by Calderon [41]. His
proof is based on the integral representation (1.1.10/1) along with the
theorem on the continuity of the singular integral operator in Lp. A method
that is appropriate for p = 1 and p = 00 as well was given by Stein [237]. The
main part of his proof is based on the extension of functions defined in a
neighborhood of a boundary point. Then, using a partition of unity, he con-
structs a global extension. For the simple domain
where f is a function on R n - 1 satisfying a Lipschitz condition, the extension of

u is defined by
Ju(x',xn+ }.o(x',xn»If/(}')d}' ,
00
u*(x',xn) = Xn <f(x') .
1
Here 0 is an infinitely differentiable function, equivalent to the distance to

aQ. The function If/ is defined and continuous on [1,00), decreases as }. -+ 00
more rapidly than any power of }. -1, and satisfies the conditions
f}.k If/(}.) d}' = 0 ,

00
JIf/(}')d}' = 1, k=1,2, ....

1 1
§ 1.2. Some Facts from Set Theory and Function Theory
In this section we collect some known facts from set theory and function
theory that will be used later.
1.2.1. Two Theorems on Coverings

Theorem 1. Let Y be a bounded set in Rn. With each point XEY we associate
the ball Br(x) (x), r(x) > 0, and denote the collection of these balls by~. Then
we can choose a sequence of balls {gjm} in ~ such that:
1) Yc Ugjm;
m
2) there exists a number M, depending on the dimension of the space only,
such that every point of R n belongs to at most M balls in {gj m};
3) the balls (1/3) gj m are disjoint;
4) U B C U4 gj m •
BE'i8 m
Proof We put al = supr(x). If al = 00, then the result follows. If a1 < 00,
XE.9'
then we choose a point XI EY such that r(x1) > (3/4)al and define
;j 1 = Br(XI)(Xt>. Suppose points XI> X2,"" xm have been chosen in Y. We
m m
define a m+l = sup{r(x): XEY\ U ;jj} and take Xm+1EY\ U ;jj
to satisfy
j=1 j=1
r(x m+l) > (3/4)a m+l' We shall show that {;jm} is the required sequence.
If the construction of this sequence stops in a finite number of steps, then,
obviously, Y C U ;j m and 2) holds. The assertion 3) follows from r(xJ ~ a;
m
~ aj < (4/3) r(xj) for i > j ~ 1. In fact, let rij be the distance between the
centers of ;j; and ;jj for i > j and let ri be the radius of ;ji' By construction,
the center Xi of ;j i is not in ;jj' so
§ 1.2. Some Facts from Set Theory and Function Theory 31
(1)
Suppose the balls (1/3).s1J'; and (1/3).s1J'j intersect and ye(1/3).s1J'; n (1/3) .s1J'j.
Then rij~ Ix;-YI+ ly-xjl~(1I3)r;+(1/3)rj~(7/9)rjwhich contradicts (1).
So, the property 3) holds even in case the number of balls .s1J'm is infinite.
Now, we prove that rm-+ 0 as m -+ 00 if {.s1J' m} is an infinite sequence. In
fact, as we already showed, the balls (1/3).s1J' m do not intersect and therefore,
if r m does not tend to zero, then infinitely many disjoint balls with the same
radius are contained in a bounded set (in an ai-neighborhood of 9'), which is
00
impossible. Suppose seY\ U .s1J'm. Since r(s) > 0, then s was missed when
m=1 00
{xm} was constructed. Thus Yc U.s1J' m and 1) follows.

m=1
Now, we proceed to the proof of 2). Let Xk and Xm be the centers of .s1J' k and
.s1J'm. By the construction of {.s1J'm}, either (i) xkE.s1J'm and Xm e.s1J'b or (ii) only
one of the centers is contained in the ball with another index, for instance,
xke.s1J'm. If ye.s1J' k n .s1J'm and (i) holds, then the angle between the vectors YXk
and YXm exceeds n/3. In the case (ii) the lower bound for this angle can be
derived if y e(2/5).s1J' k. We note that the balls (2/5).s1J' k' like the balls (1/3).s1J' t-
are mutually disjoint. An elementary calculation shows that the angle between
YXk andyxm exceeds some positive number independent of k and m. We can
take this number to be a = arccos(11/12). Now let
n .s1J'k
N
(2) ye m•
m=1
If y belongs to some ball in the collection {(2/5) .s1J'kJ, for instance,

ye (2/5) .s1J' k N' then we omit the corresponding index in (2) and write
N-l
ye n.s1J'k .
m=l m
So the above estimates for the angle are applicable for any pair .s1J' k-> .s1J' k. in
this intersection. The angle between the vectors YXk/ and YXk. e~ceed~ a
positive number a independent of k. The maximal number of Jectors YXk,
emanating from the same point y, depends only on a and on the dimension of
the space. Consequently, the number N does not depend on y and 2) is proved.
Now, we proceed to 4). Let .s1J'e5B be disjoint with .s1J'j, ... , .s1J'k-l and let it
intersect .s1J' k. Then we show that .s1J' c 4 .s1J' k. First of all, since the center of .s1J'
k-l
does not belong to Y\ U .s1J'j then
j=1
We take xe.s1J', ye.s1J' n.s1J'k and write

Therefore any XE ~ is in 4 !!Ik'

It remains to show that every XE U !!I belongs to a ball which intersects
[Jel"B
some ball in the constructed sequence.
If the sequence {!!1m } is finite and the number of its elements is ko, then any
!!I e5B intersects one of the balls in {!!Im}~;;;'I'
If the sequence {!!1m } is infinite then the sequence of their radii converges to
zero. But if !!I is disjoint with !!II, !!I 2, ... , !!I k-I, then its radius r satisfies the
inequality
r < (4/3)rk'
Since rk -+ 0 and r > 0 then !!I intersects some !!1m. The theorem is proved.
Remark 1. Theorem 1 remains valid if balls are replaced by cubes with
edges parallel to coordinate planes, and can be proved in the same way. This
result follows from the paper by Morse [193]. It also follows from this paper
that balls and cubes can be replaced by other bodies.
The set !I' can be unbounded if the conditions of the theorem are com-
plemented with the following two assumptions:
a) the radii of balls in \B are totally bounded,
fJ) the sequence of radii of any disjoint sequence of balls in \B tends to zero.
Lemma. Let 9 be an open subset of R n with smooth boundary and let
2mn(B,ng) = mn(B,). Then
s(B,n og) ~ cnr n- I ,
where c n is a positive constant that depends only on n, and s is the (n - 1)-

dimensional area.
Proof. Let X and If! be the characteristic functions of the sets 9 n B, and
*
B,\g. For any vector z 0 we introduce a projection mapping Pz onto the
(n -1)-dimensional subspace orthogonal to z. By Fubini's theorem,
= J JX(x)lf!(x+z)dzdx= J mn({x:xEB,ng,x+ZEB,\g})dz.
Rn Rn Izl.;;2,
Since every interval connecting XEg n B, with (x+ z) EB,\g intersects B, n og,
the last integral does not exceed
2r J mn-tlPz(B,n og)] ~ (2r)n+l vns(B,n og) .

Iz 1.;;2,
The lemma is proved.

Remark 2. The best value of Cn equals the volume of the (n -1)-dimen-
sional unit ball (cf. Lemma 3.2.1/1).
Theorem 2. Let g be a bounded open subset of R n with smooth boundary.

There exists a covering of g by a sequence of balls with radii e;, i = 1, 2, ... ,
such that
(3) E
j
er 1~ cs(ag) ,
where c is a constant that depends only on n.

Proof. Each point xeg is the center of a ball Br(x) for which
(4)
(This ratio is a continuous function of r, which is equal to 1 for small values of

r and converges to zero as r-+ 00.) By Lemma there exists a sequence of
disjoint balls BriXj) such that
(Here we actually use a weaker variant of Theorem 1 (cf. Dunford and

Schwartz [54J, 111.12.1).)
Lemma together with (4) implies
s(Br/xj) n ag) ~ cn rj-1.

Therefore,
Thus, {B 3r/xj)} is the required covering.
1.2.2. Theorem on Level Sets of a Smooth Function

We recall the Vitali covering theorem (see [54J, 111.12.2).
Let E C R 1 and let vii be a collection of intervals. We say that vii forms a
covering of E in the sense of Vitali if for each teE and any B > 0 there exists
an interval ievll such that tei, m1(i) < B.
Theorem 1. If E is covered by a collection vii of intervals in the sense of
Vitali, then we can select a countable or finite set of intervals {ik } such that
'*
ik n il = 0 for k I, m1 (E\ Uik ) = o.
k
Consider a function f:
Q3x-+f(x) = teR1.
The set
K1 = {x: \l f(x) = O}
is called critical.
If E C Q then j(E) is the image of E under the mapping j. If A C R 1 then

j-l(A) is the preimage of A in Q. We shall briefly denotej-l(t) by tff l •
Theorem 2. Let Q be an open set in R n andjECOO(Q). Then
Proof. It is sufficient to assume that Q is a bounded set.

1. We introduce the notation
Kn = {x: (V f)(x) = 0, ... , (Vnn(x) = O}.

First we show that
For any e > 0 and each xEKn we choose a number rx> 0 such that B(x, rx) C Q
and
oscj < er~.
B(X,Tx )
We fix a point tEj(Kn) and consider any point
Then we cover t by intervals (t - a, t + a) with

(1)
The collection of all these intervals forms a covering of j(Kn) in the sense of
Vitali. We choose a countable system of disjoint intervals i1> i 2 , ••• which
coversj(Kn) up to a set of linear measure zero.
Let
and therefore,
Since the im are mutually disjoint, their preimages have the same property.
Thus,
Lam~~ ~ m n [f-l(im)] ~mn(Q),
Vn m=l
2. Now we use induction on n. The theorem holds for n = 1. Assume it

holds for n-1.
Consider the set K 1\Kn • For any xEK1\Kn there exists a multi-index a,
Ia I< n, and an integer i ~ n such that
(2)
Let H be a set of points for which (2) holds. This set obviously is defined by
the pairs (a, i). We show that
ml [J(H)] =0 .
Without loss of generality we may assume i = n. With the notation g = DUf,

we have
g(X) = 0, ~*O forxEH.

8xn
By the implicit function theorem, for any xoEH there exists a neighborhood
'PI such that
'PI n {x: g(x) = O} C {x: xn = <p(X)} ,
where X = (XI>" ., X n -l) and <p is an infinitely differentiable function in some

domain G eRn-I. Since we can select a countable covering from any covering
of H, it is sufficient to prove that
ml [J(H n 'PI)] = 0 .
If xeH n 'PI, then
f(x) = f(X, <p(X» ~f h(X)
where X EG. Let P denote the projection of H n 'PI onto the plane Xn = O.
Since \l h = 0 for X EP, then by the induction hypothesis,
mdh(P)] = O.
Taking into account that h(P) =f(H n 'PI), we complete the proof.
From Theorem 2 and the implicit function theorem we immediately obtain
the following corollary.
Corollary. If fECoo(Q)(fE ~(Q), then for almost all t the sets
Iff t = {x:f(x) = t} are Coo-manifolds (COO-compact manifolds).
1.2.3. Representation of the Lebesgue Integral as a Riemann Integral along a

Halfaxis
Theorem. Let (X,~, J1) be a space with a (nonnegative) measure and let
u: X -+ R 1 be a J1-measurable nonnegative function. Then
00 00
(1) Su(x)J1(dx) = SJ1(J{t)dt = SJ1(2't)dt,

x 0 0
where
J{t = {xeX: u(x) ~ t}, 2't = {xeX: u(x) > t} .
Proof. Let u(x) ~A < 00. We subdivide the range of u by points {tk}Z'=O
such that 0 = to< tl < ... < tm = A. Then
X = J{tmU (:Q;(J{tk\J{tk+I »)
and
m-l
Su(x)J1(dx) = ~ S u(x)J1(dx) + I
u(x)J1(dx).
x k=O Jllk'Jllk+1 Jl lm
Hence,
1
m-l
k~/kJ1k(J{tk\J{tk+) + tm J1(J{tm) ~ u(x)J1(dx)
m-l
~ k~/k+ IJ1(J{ tk\J{ tk+) + t mJ1(J{ t) .
Since
m-l m-l
~ ak(b k -b k + 1) = aobO-am-lbm+ ~ (ak-ak-db k ,
k=O k=1
then, putting ak = tko b k = J1(J{ tk), we obtain

m m-l
~ (tk- tk-l)J1(J{t) = ~ (tk- tk-dJ1(J{ tk)+(tm- tm-l)J1(J{tm)
k=1 k=1
m-l
I
~ u(x) J1(dx) ~ ~ (tk+ 1 - tk) J1(J{ tk) .
x k=O
Refining the partition and passing to the limit, we arrive at the first equal-
ity (1).
Now let u be an unbounded function. Setting Uk(X) = min{u(x),k}, we
obtain the nondecreasing sequence {Uk(X)}k~1> which converges in measure to
u(x). Hence, by Beppo Levi's theorem,
lim
k-+oo
I Uk(X) J1(dx) = XI u(x) J1(dx) .
x
Taking into account that k
JUk(X) f.1,(dx) = Jf.1,(~ t) dt

and
x °
k 00
lim Jf.1,(~t)dt = Jf.1,(~t)dt ,

k-H>OO °
we arrive at the first equality (1). The second equality can be obtained in the
same way. The theorem is proved.
Remark. We can easily derive a generalization of (1) for the integral
Ju(x)f.1,(dx) ,
x
where f.1, is a charge and u is not necessarily of a definite sign and
J lu(x) 11f.1, I(dx) < 00 •

x
1.2.4. A Formula for the Integral of the Modulus of the Gradient

In order to formulate the following theorem we need the definition of d-
dimensional Hausdorff measure. Let E be a set in Rn. Consider various
r
coverings of E by balls of radii ~ e. We put 0'( e) = vd inf I.r?, where rj is the
radius of the i-th ball, Vd is the volume of the unit ball in Rd and the infimum
is taken over all such coverings. The limit value of O'(e) as e-+O is called d-
dimensional Hausdorff measure. Obviously, this limit, infinite or finite, exists
by virtue of the monotonicity of 0'.
Theorem. Let rp be a Borel measurable nonnegative function on Q and let
ueCO,l(Q), where Q is an open subset of Rn. Then
+00
(1) Jrp(x) I Vu(x) Idx = J dt Jrp(x)ds(x) ,

Q ° tff(
where s is (n -1)-dimensional Hausdorff measure, ~t = {xe Q: Iu(x) I = t}.

We shall derive (1) in the following weaker formulation, which will be used
in this chapter.
If rpeC(Q), rp ~O, and ueCOO(Q), then (1) holds.
(Here we may assume s to be (n - 1)-dimensional Lebesgue measure, since
by Corollary 1.2.2 the It are smooth manifolds.)
Proof Let w be an n-tuple vector-function in g}(Q). Using integration by
parts and applying Theorem 1.2.3, we obtain
Jw Vudx = - Ju divwdx = - Jdt J divwdx+ °

J dt J divwdx.
00
Q Q ° u~t -00 u.;;t

Since ueCoo(Q), then for almost all t the sets {x: u(x) = t} are infinitely dif-
ferentiable manifolds. Therefore for almost all t > 0
S divw dx = - J w vds = - J w 7 u ds,

u>t u=t u=t I 7u I
where v(x) is the normal to {x: u(x) = t} directed into the set {x: u(x) ~ t}. The
integral
J divwdx
u",t
must be treated analogously. Consequently,

w7u
Jw 7udx=
00
Jdt J-- dx.
Q 0 @'tl7ul
Setting
w= ifJ 7u
(17uI 2+e)112 '
where ifJe ~(Q) and e is a positive number, we obtain
Passing to the limit as do and making use of Beppo Levi's monotone con-
vergence theorem we obtain (1) for all ifJe ~(Q).
Let ifJeC(Q), supp ifJ C Q and let JI h ifJ be a mollification of ifJ with
radius h. Since supp JI h ifJ C Q for small values of h, then
00
(2) f(Jl h ifJ)(7u)dx = Sdt SJI hifJds.

Q 0 @'t
Obviously, there exists a constant C = C( ifJ) such that

(3) JJI h ifJds ~ C Jads,
@'t @'t
where ae ~(Q), a = 1 on UsuppJl h ifJ, a ~ O. By (1), applied to ifJ = a,~ the

h
integral in the right-hand side of (3) is a summable function on (0, + 00). Since
< 00 for almost all t, then also
JI h ifJ --+ ifJ uniformly and since s (IC t n supp a)
for almost all t. Now, Lebesgue's theorem ensures the possibility of passing to
the limit as h --+ 0 in (2).
§ 1.3. Some Inequalities for Functions of One Variable 39
Further, we remove the restriction supp cfJ CD. Let cfJEC(D), cfJ ~ 0 and
let am be a sequence of nonnegative functions in ~(D) such that
U suppam = D, 0:::; am:::; 1 and am(x) = 1 for XEsuppa m_l. Then
m
supp (am cfJ) C D and
00
Q
JamcfJ I Vu Idx = J0 dt JamcfJds.
tff t
Since the sequence am cfJ does not decrease, then by Beppo Levi's theorem we
may pass to the limit as m -> 00 (see [196]). This completes the proof.

In § 1.2 we collected auxiliary material most of which will be used in this
chapter.
Theorem 1.2.1/1 is due to Besicovitch [24] (see also Guzman [84]) and
Theorem 1.2.112 is due to Gustin [83]. Here we presented a simple proof of
Theorem 1.2.112 given by Federer [60].
Theorem 1.2.212 was proved by Morse [192] for functions in Cn. Here we
followed the proof presented in the book by Landis [123] Ch. II, § 2. Whitney
showed that there exist functions !EC n- 1 for which Theorem 1.2.212 fails.
Theorem 1.2.3 is contained in the paper by Faddeev [57]. The equality
(1.2.4/1) was established by Kronrod [120] in the two-dimensional case for
asymptotically differentiable functions. Federer proved a generalization of
Theorem 1.2.4 for Lipschitz mappings R n -> R m , [59].
§ 1.3. Some Inequalities for Functions of One Variable
Most of this section is concerned with a generalization of the following Hardy

inequality (cf. Hardy, Littlewood and P6lya [91], Sect. 9.9).
If !(x) ~ 0, then
where p > 1, r =t= 1 and

x
F(x) = Jj(t)dt for r> 1 ,
o
00
F(x) = Jj(t)dt for r < 1.

x
1.3.1. The Case p ~ q

Theorem 1. Let fJ, and v be nonnegative Borel measures on (0, 00) and let v* be
the absolutely continuous part of v. The inequality
(1) [ ! !f(t)dt
OOIX Iq
dfJ,(x)
]l/q
~ c [00! If(x) IPdv(x)] lip
holds for all Borel functions f and 1 ~p ~ q ~ 00 if and only if
(2) B = sup [fJ,([r, oo))]l/q

,>0
[ f
0
( dv* )
dx
-l/(P-l)
dx
](P-l)/P
< 00 •
Moreover, if C is the best constant in (1), then

(P-l)/P
(3) B~C~B ( _q_) ql/q.
q-1
If p = 1 or q = 00, then B = C.
In the case q = 00 the condition (2) means that
B = sup{r > 0: fJ,([r, 00» >O} < 00

dv*
and - - > 0 for almost all x E [0, B].
dx
We begin with the proof of the following less general theorem on
absolutely continuous measures fJ, and v.
Theorem 2. Let 1 ~p ~ q ~ 00. In order that there exists a constant C,
independent off, such that
it is necessary and sufficient that
(5) B = sup f Iw(x) Iqdx)l/q(,f Iv(x) I-P'dx)lIP' < 00,

(
00
,>0 , 0
where pi = p/(P-1). Moreover, if C is the best constant in (4) and B is

defined by (5), then (3) holds. If p = 1 or p = 00, then B = C.
Proof The case 1 r. Then
(6)
r
If J1v (x) 1-P' dx = 00, then we arrive at the same result, replacing v (x) by
o
v(x)+esgnv(x) with e>O in (4) and passing to the limit as e-+O.
Sufficiency. We put
X )llqP'
h(x)= ( ~lv(t)I-P'dt
By Holder's inequality,
(7) (
Ix Iq )Plq
~ w(x)!f(t)dt dx
00
oo (X )qIP(X )qIP' }Plq

~ { !lw(x)l q !If(t)h(t)v(t)IPdt !lh(t)v(t)I-P'dt dx
Now we prove that
provided rp,j;;<: 0 and r;;<: 1. In fact, the left-hand side in (8) is equal to
( ! !rp(X) llrf(Y)xfy,oo)(x)dy)rdx)llr ,
00 ( 00
where Xfy,oo) is the characteristic function of the halfaxis [y, (0). By

Minkowski's inequality the last expression does not exceed
According to (8) the right-hand side in (7) is majorized by

(9)
00
~lf(t)h(t)v(t)IP
(00 (X
!lw(x)l q !lh(Y)v(Y)I-P'dy
)qIP'
dx
)Plq
dt.
Using here the expression for h, we rewrite the integral in x as
(10)
00 (X (Y
~ Iw(x)l q !lv(Y)I- P' !lv(z)I-P'dZ
)-l/q )q/P'
dy rdx.
Since
then (10) is equal to

00 (X )q/(p' q')
(q,)q/p' !lw(x)l q !lv(Y)I-P'dy dx.
By the definition of B this expression is majorized by
= Bq-l(q,)q/p'q (r Iw(x) Iqdxy/q:s:; Bq(q,)q/p'q (i Iv(x) I-P'dX) -lip'
= Bq(q,)q/p'qh(t)-q.
The preceding along with (9) yields the following majorant for (7)
00
f If(t)v(t)h(t) IP(Bq(q,)q/p'qh(t)-q)P/qdt
o
00
= BP(q,)plp'qp/q f Iv (t)f(t) IPdt .
o
Hence, (4) holds with the constant B(q,)(P-l)/Pq l/ q.
Now we consider the limit cases.
If p = 00 then q = 00 and (4) follows from the obvious estimate
I
ess sup w(x) ff(t) dt
o<x<oo 0
I
dt
:s:; ess sup Iw(x) I f - - ess sup Iv (t)f(t) I .
X
o<x< 00 0 Iv (t) I O<t<x
If p = 1, q < 00, then from (8) it follows that

: ; ; 00JIf(t) I (00J Iw(x) Iqdx)l/q--Iv(t)

1 00
Idt::;;; B J Iv (t)f(t) Idt.
o t Iv(t)1 0
Let q = 00, p = 1. Then
I
ess sup w(x) ff(t)dt
o<x<oo 0
I
1 x 00
::;;; ess sup ( Iw(x) less sup-- JIv (t)f(t) Idt ::;;; B J Iv(t)f(t) Idt.
)
o<x<oo O<t<x Iw(t) 10 0
If p > 1, then
I
ess sup w(x) ff(t) dt
o<x<oo 0
I
X
::;;;esssup [ ess suplw(x) I( Jlv(t)I-P'dt)1IP' (XJlv(t)f(t)IPdt)1I PJ
o<x<oo x<t~oo 0 0
X )l/P
::;;;B ( ~lv(t)f(t)IPdt
This concludes the proof of Theorem 2.
Proof of Theorem 1. Setting f = 0 on the support of the singular part of

the measure v, we obtain that (1) is equivalent to
[ ~ ~f(t)dt Iqd/l(x)
001 X J/q ::;;; C [X~ If(x) IP d:x* dxJ1IP
1
The estimate B::;;; C can be derived in the same way as in the proof of
00
Theorem 2, if Iv(x) IP is replaced by dv*/dx and J Iw(x) Iqdx by /l([r, 00».
r
Now we establish the upper bound for C. We may assumef~ O. Let {gn}
be a sequence of decreasing absolutely continuous functions on [0,00)
satisfying
0::;;; gn(x)::;;; gn+l(X)::;;; /l([x, 00» ,
lim gn(x) = /l([x,
n-+oo
00»
for almost all x.
We have
[ ! (XV(t)dt)qdJl(x)] l!q =
ex> [ex> (X
!Jl([X, fXJ»d V(t)dt
)q] lIq
By the monotone convergence theorem the right-hand side is equal to
(12) s~p [ !gn(X) d (xV(t) dt)q]l/q

ex>
=s~p [ ! (XV(t)dt)q [-g~(x)]dx]l!q

ex>
The definition of the constant B and of the sequence {gn} imply
[
""
F-g~(x)]dx !;
]l!q['(d *)-P'!P ]l!P'
dx ~B.
From this and Theorem 2 we conclude that the right-hand side in (12) is not
more than
d * dx) lip ,
B(q,)(P-l)!Pq l!q ( ""J(f(x»P _v_
o dx

Replacing x by X-I we derive the following assertion from Theorem 1.
Theorem 3. Let 1 ~p ~ q ~ fXJ. In order that there exist a constant C, in-
dependent of f and such that
it is necessary and sufficient that the value
B = sup [Jl«O, r])l!q [

,>0
J( dv*
, dx
)
-l!(P-l) ](P-l)!P
dx
be finite. The best constant in (13) satisfies the same inequalities as in

Theorem 1.
Analogously, by the change of variable
(0, fXJ)3X ..... Y =X-X- 1 E( - fXJ, + fXJ),
from Theorem 1 we obtain the next assertion.

Theorem 4. Let 1 ~p ~ q ~ 00. In order that there exist a constant C,

independent of f and such that
(14) [ :s: I q
If(t)dtl d!L(X)T/q ~ C [ :Of(X) /PdV(X)T/P,
it is necessary and sufficient that the value
B = sup
rE( - 00,00)
[!L« - 00, r»] 1Iq [ J( dv*
r dx
)
-1I(P-l) ](P-l)/P
dx
be finite. The constants Band C are related in the same way as in Theorem 1.
1.3.2. The Case p > q

Lemma. Let 1 ~ q <p ~ 00 and let w be a nonnegative Borel function on
(0, b), where b e(O, 00]. In order that there exist a constant C, independent of
~:nd such Iha(t £0(1) 11 \'I«)d<l'dl f .; c (1 1 \'1(1) 1Pdlf,
it is necessary and sufficient that
(2) B = (l G W(r)drY/(P-q)t(q-l)P/(P-q)dt)(P-q)/pq < 00.
If C is the best constant in (2), then
(
p_q)(q-l)/qql/QB ~ C ~ (~)(Q-l)/qql/qB forq> 1
p-1 p-1
and B = Cforq = 1.
Proof. SUfficiency. First consider the case q> 1. We may assume
If/{t) ~ 0. Integrating by parts in the left-hand side of (1) and using Holder's
inequality with exponents p/(p-q), p/(q-1) and p, we obtain
(3) ( ! (t!
b
w(t) If/( r) dr dt
)q )l/q
1/q
X ( tbt(q-l)p/(p-q) (b~ W( r) dr)P/(P-q)dt)(P-q)/PJ
-
From (2) and Hardy's inequality, formulated Just before 1.3.1, it follows that
(3) is majorized by
B ( P~1 )
(q-l)/q
. ql/q
(btlfl(t)Pdt)l/P
Necessity. Consider, for example, the case b = 00. The proof is similar for
b < 00.
If (1) holds for the weight W with the constant C, then it holds for the
weight WN = W X[O,N], where X[O,N] is the characteristic function of the segment
[O,N], with the same constant. We put
fN(X) = ( !
00
wN(t)dt
)1!(p-q)
X(q-l)/(p-q) ,
( ! !wN(r)dr
00 (00 )P/(P-q) )(P-q)/P
BN= t(q-l)p/(P-q)dt
From (1) we have
(4) CB'/./(P-q) = C (IfN(X)PdX)1!P ~ (I WN(t) 0fN(r)drYdt)1!q.
Integrating by parts, we find that the right-hand side in (4) is equal to
(5)
Since
( ifN(r)dr)
q-l
=
(
i X(q-l)/(P-q)
(
I
wN(r)dr
)l/(P-q) )q-l
dx
~ ( !
00
wN(r)dr
)(q-l)/(P-q) .
t(p-l)(q-l)/(p-q)
()l- q
;=: '
then (5) is not less than
ql/q ( ~=: ) !
(l-q)/q("" (""
~ wN(7:)d7:
)P/(P-q) y/q
t(q-l)P/(p-q)dtj
(l-q)/q
= ql/q ( p-1 ) B'l/(P-q) .
p-q
Therefore, (l-q)/q
)
BN~ q-l/q ( ;=~ C,
and the same estimate is valid for B.

In the case q = 1 the condition (2) becomes especially simple:
B= (
tt
( W (7:)d7:)
p,
dt
)l/P'
<00.
To prove that in this case C ~ B we integrate by parts in the left-hand side

of (1) and apply Holder's inequality with exponents p and p' (cf. (3». Then
the right-hand side of (1) has the upper bound
(!b(""!w( 7:) d7:)p, dt)l/P' (b!I",(t) I dt)l/P . P
Thus, we proved that C ~ B.

To derive the inequality B ~ C we substitute
into (5). This yields BN~ C and hence B ~ C: The lemma is proved.
Theorem 1. Let 1 ~ q <p ~ 00. Inequality (1.3.1/4) holds if and only if
(6) B = (7o
[(flv(Y) rp'dy)q-l 7Iw(Y) Iqdy]P/(P-q)
0 x
dx .)(P-q)/pq <
Iv(x) IP
00.
If C is the best constant in (1.3.114), then
(
p_q)(q-l)/qql/qB ~ C ~ (~)(q-l)/qql/qB. jor1 < q <p ~ 00
p-1 p-1
andB=Cjorq=1, 1<p~00.
Proof. We may assume that j~ 0, since the right-hand side in (1.3.1/4)

does not change and the left-hand side increases if f is replaced by lfl.
We may as well assume f(x)

us put
= ° for sufficiently large values of x. Let
x
t(x) = f Iv(y) I-P'dy.
o
Then (1.3.114) becomes
where w(t(x» = w(x), v(t(x» = v(x),

x 00
Q1(t(x» = Jj(y)dy , b = J Iv(y) I-P'dy.

o o
Now, in the case 1 ~ q <p < 00 the result follows from Lemma.
Letp = 00. Then
00
B = J(Xf Iv(y) 1- 1 dy)q-l JIw(y) Iqdy_X_
(
00 d )l/q
o 0 x Iv(x) I
= q-l/q ( f Iw(x) Iq (XI-y-

00 d )q )l/q
dx
o olv(Y)1
Hence
( f Iw(x)fj(t)dt
00 x Iqdx)1/q ~Bql/qesssuplvfl.
o 0 o<x<oo
To prove the necessity we note that v does not vanish on a set of positive
measure and put f = 11 v. The theorem is proved.
The following more general assertion can be derived from Theorem 1 in
the same way as Theorem 1.3.1/1 was derived from Theorem 1.3.112.
Theorem 2. Let J.l and v be nonnegative Borel measures on (0, 00) and let v*
be the absolutely continuous part ofv. Inequality (1.3.114) with 1 ~ q <p ~ 00
holds for all Borel functions f if and only if
B = J J.l([x,oo»
(
00 [ (XJ(dV*)-P'
- dy
)q- 1JP/(p-q)( dV*)-P' )(P-q)/pq
- dx < 00 •
o 0 dy dx
The best constant C in (1.3.1/13) is related with B in the same manner as in

Theorem 1.
The change of variable (0,00)3X-+y=x-x- 1 e(-00, +00) leads to the
following necessary and sufficient condition for the validity of(1.3.1I14):
oo /1«- oo,X)) !;
J+oo[ (OO(d *)-P' )Q-1]PI(P-Q)(d *)-P'
dy ; dx < 00,
where 1 ~ q <p ~ 00.
1.3.3. Three Inequalities for Functions on (0,00)

Lemma 1. Iff is a nonnegative nonincreasing function on (0,00) and p ~ 1,
then
(1)
Proof Obviously,
p j [xf(x)] P- 1f(x) dx ~ p j [ff(t) dt]P-1f (X) dx

o 0 0
The result follows.

Lemma 2. If f(x) ~ 0, then
where a> 1, b>1, 0 <A. <a, O</1<b.

Proof. Obviously,
jf(x)dx = jx(a-1-A) /af(x) dx

o 0 x(a-1-A)/a(1 +x)
+ jX(b-1+ Il) /b f(x) dx .

o X(b-1+ Il )/b(1 +x- 1)
By Holder's inequality
00Jx(a-1-A) /af(x) dx ~L (00Jx a- 1- Af(x)adx)1/a ,
o x(a-1-A)/a(1 +x) 0
00 )1/b
~M ( !Xb-1+llf(x)bdX ,
where
L =
(
I dx
x(a-1-A)/(a-1)(1 +x)al(a-1)
)(a-1)/a
,
d )(b-l)/b
r" r'
M= ( SO X
X(b-l+tl)/(b-l)(l +X- 1)bl(b-l)
Hence if(X)dX"; L (i x"- '-'f(x) "dx +M (i X'-I +,f(x) , dx

Replacingf(x) by f(z/(}) , where (} > 0, and setting Z = (}X, we obtain
Thus, for all measurable nonnegative functions on (0,00) and for any (} > 0,
!
00 qJ(z)dz ~L(})jQ (00!zQ-l-AqJ(z)Qdz)1/Q
Taking the minimum of the right-hand side over (}, we obtain (2).
Lemma 3. Iff is a nonnegative nonincreasing function on (0, 00) and p ~ 1,
then
(p_l)p-l 00
(3) --=---=--supxPf(x) ~ supxp - 1 fj(t)dt.
pP x x x
The characteristic function of the interval (0, 1) turns (3) into an equality.
Proof. Let c be an arbitrary positive number. Since f does not increase,
then
IIP 1 cpl(p-l)
f ( -P-c) ~~ J f(t)1/P dt.
p-l c c
p )IIP (p_l)llp (CPI(P-l) )IIP
f ( --c
p-l
~ 11
c P C
f(t)dt J .
Hence
p ( ) P cpl(p-l)
( -P-c) f ~c ~ P cp - 1 J f(t)dt
p-l p-l (p_l)p-l C
P 00
~ P 1 supyp-l Jj(t)dt.
(P-l)P- y y
§ 1.4. Imbedding Theorems of Sobolev Type 51
Setting x = - p - c, we arrive at (3).

p-l
If j is equal to unity for 0 < x < 1 and to zero for x ~ 1 then
00 (p_l)p-l (p l)p-l
supx p - 1 Jj(t)dt = sup x p - 1(1-x) =---- - supxPj(x) .
x x O";x";l pP pP x

Remark. If j is an arbitrary nonnegative measurable function on (0,00),
then the inequality, opposite to (3), is valid:
00 1
(4) supx p - 1 Jj(t)dt:::;; - - supxPj(x) ,
x x p-l x
the equality being attained for j(x) = x-Po

In fact,
00 00 dt 1
x p - 1 Jj(t)dt :::;;x p - 1 J-supxPj(x) = - - supxPj(x).
x x tP x p-l x

There are a number of papers where particular cases of the theorems in sub-
sections 1.3.1, 1.3.2 are used. For p = q Theorems 1.3.1/1 and 1.3.1/2 are due
to Muckenhoupt [194]. The generalizations for p =1= q presented in subsections
1.3.1, 1.3.2 were obtained by Rosin and the author (see Maz'ja [165]). The
case p < q was independently investigated by Kokilasvili [112].
Inequality (1.3.3/1) is proved in the paper by Hardy, Littlewood and
P6lya [90] and (1.3.3/2) is presented in the book [91] by the same authors.
The best constant in (1.3.3/2) was found by Levin [129]. Lemma 1.3.3/3 was
published in the author's book [165].
§ 1.4. Imbedding Theorems of Sobolev Type
This section deals with a generalization of the Sobolev imbedding theorem .

. The heart of this result will be obtained as a corollary of estimates, in which
the norms in the space of functions, summable with power p with respect to an
arbitrary measure, are majorized by norms in Sobolev spaces. First we shall
consider functions defined on R n and then we shall proceed to the case of a
bounded domain.
1.4.1. D.R. Adams' Theorem on Riesz Potentials

Let f.J, be a measure in R n, i.e., a nonn~gative countably additive set function,
defined on a Borel a-algebra of Rn. Let Lq(R n, f.J,) = Lq(f.J,) denote the space of
functions on R n, which are summable with power q with respect to f.J,. We put
The space Lq(D,fJ), where fJ is a measure on an open set D, is defined in an

analogous manner.
In order to prove the basic result of this subsection, we need the classical
Marcinkiewicz interpolation theorem, which is presented here without proof
(cf., for example, Stein's book [237]).
Suppose Po, Pt> qo, qt are real numbers, 1 ~Pi~qi< 00, Po<Pt and
*
qo qt. Let fJ be a measure in R n and let Tbe an additive operator defined on
p), its values being fJ-measurable functions.
The operator T is said to be of weak type (Pi, qi) if there exists a constant
d i such that for any f E P), a> 0,
Theorem 1. Let T be an operator of the weak types (Po, qo) and (Pt> qt>.
IfO < 0< 1 and
1 1-0 0 1 1-0 0
-=--+-, -=--+-,
P Po Pt q qo qt
then for all f E P)
and, hence, T can be extended onto Lp(Rn) as a continuous operator:

Lp-+Lq{fJ). Here C=C(Pt>P2,qt>q2,O) is a constant independent of fJ, T
andf.
Now, we proceed to the statement and proof of the basic theorem of this
subsection.
Theorem 2. Let I> 0, 1 O
where s = q ( ; -I), is bounded.
Proof. Sufficiency. We show that
(i) tfJ (ff't) tlq ~ v!/P' pq sup.4{X)tlq IlfilL ,

(n-pl){q-p) P
where
p,=_P_, :t't={y:(I,lfl)(y»t}, t>O.
p-1
Let fJ,t be the restriction of fJ, to :t't and let r be a positive number, which
will be specified later. Clearly,
00
= (n-I) I J If(x) lfJ,t(B(x,e» dx e,-n- ld e

ORn
r
J<. .. )e'-n-l de + J(...) e'-n-l de = Al + A 2 •
00
= (n -I)
o r
Using the obvious inequality
Since
then
The right-hand side attains its minimum value at
and is equal to
p(n -I)s v~/p' IlfilL sup uR(X)I/q fJ,'(:t't)l/p -l/q •
(n-p/)(p/-n+s) P
Thus, (1) is proved.

Applying interpolation Theorem 1, we find that the operator

II: Lp-+LqfJl.) is continuous and
(2)
Necessity. Let
(3)
Letfdenote the characteristic function ofthe ball B(x, e). Then, for z eB(x, e),
(ltf)(z) ~ (2e)l-n J dy = vn21- ne l .

B(x,e)
This and (3) imply
(P(B(x, e)))l/q ~ 2 n- Iv ;;l/P ' Ce -I+n/p .

From Theorem 2 and the integral representation (1.1.10/6) we obtain the
following corollary.
Corollary. Let 1 pl.
1) For all ueP)
(4)
where
cq ~ cl sup e(l-n/p)q IJ [B(x, e)] .
x;e
2) If(4) holds for all ueP}, then
cq ~ C2 sup e(l- n/p)qIJ [B(x, e)] .

x;e
1.4.2. An Estimate for the Norm inLq(Rn,p) by the Integral of the Modulus
of the Gradient
Theorem 1. 1) Let
( ) l/q
(1) sup IJ 1 < 00 ,
{,,} s(8,)
where q ~ 1 and {,} is a collection of subsets of an open set Q, i C Q, with

compact closures and bounded by Coo-manifolds. Then for all u e P}(Q)
(2) II u IILq (.Q,,u) ~ C II \l u IILI (U) ,

where
( ) l/q
(3) C~ sup IJ 1
{,,} s(8,)
2) Suppose that for all UE ~(Q) the inequality (2) holds. Then
( ) l/q
(4) C ~ sup f.J. ff
{f) s(o ff)
Proof. 1) By Theorem 1.2.3
oo )l/q
Ilu IILq(!J.,u) =( ~f.J.C~t)d(tq) ,
where 2t = {x: lu(x) I> t}. Since f.J.(2t) does not increase, then applying
(1.3.3/1) we obtain
oo f.J.(ff )l/q oo
J
IIu ilL (.o.,u):::; f.J.(2 t )1/qdt :::; sup Js(02t ) dt .
q 0 {f) S(Off) 0
Here we used Corollary 1.2.2, according to which almost all sets 2t are
bounded by smooth manifolds. By Theorem 1.2.4, the last integral coincides
with II 'V u IILI (.0).
2) Let ff be an arbitrary set in {ff} and let d(x) = dist(x, ff), fft = {x: d(x) < t}.
Into (1) we substitute the function uix) = a[d(x)], where a(d) is a non-
decreasing COO-function on [0,1], equal to unity for d = and to zero for
d> e, e > 0. According to Theorem 1.2.4,
°
e
J I 'Vueldx= Ja'(t)s(offt)dt .
.0 0
Since s(o ff t) -+ s(o ff) as t -+ 0, then
(5) J I 'Vueldx-+s(off)'
.0
On the other hand,
(6)
Combining (5) and (6) with (2), we obtain
f.J.(ff)lI q :::; Cs(off) '

From Theorem 1 and the classical isoperimetric inequality
(7)
(cf. Ljusternik [140], Schmidt [223], Hadwiger [85], and others), it follows
that/or all u E ~(Q)
(8)
with the best constant.

In the case n > p ~ 1 we replace u by /u /p(n-l)/(n- p) in (8) and then estimate
the right-hand side by Holder's inequality. We have
Il u IIP(n-l)/(n-p) ~
Lpnl(n-p) ""
p(n-l) v- 1In Illu In(P-l)/(n- p) Vu
n
II LI
n(n-p)
~ p(n-l) v- 1In llull n(P-l)/(n- p)IIVull .

"" n Lpnl(n-p) Lp
n(n-p)
Consequently,
II u II Lpnl(n-p)~ p(n -1) Vn-lin II Vu II L •
n(n-p) p
This along with
IVIVI_kul/~nII2IVI_k+lul, k=I, ... ,I-l

yields
( 1) -112
(9) II Vl-kU II ~ p n- n -lin/IV II
Lpnl(n-kp) ""
n- kp Vn l-k+1U Lpnl(n-(k-I)p)'
where k p < n. Putting k = 1, 2, ... , 1- 1 in (9) and then multiplying all in-
equalities obtained, we arrive at the next corollary.
Corollary. If n > Ip, p ~ 1, then for all u E ;12
(10) lIuli ~n_(/+I)I2(n-l)1 r(n/p-/) IIVuli .

Lpnl(n-lp) "" v~/n r(n/p) I Lp
Thus we obtained the Sobolev (p > I)-Gagliardo (p = 1) inequality with an

explicit (but not the best possible for p > 1, I ~ 1 or for p ~ 1, I> 1) constant.
In the case 1= 1 the best constant is known (cf. 2.3.1).
The following theorem shows that in the case Q = R n the condition (1) can
be replaced by the equivalent one:
(11) SUPl?(I-n)q,u(Bix» < 00 •

x;e
Theorem 2.1) If(11) holds, then (2) holdsfor all UE ;12(Rn) with q ~ 1 and
(12) c q ~ c q sup l?(I-n)q ,u(Bix » ,

x;e
where c depends only on n.

2) If (2) holds for all u E ~ (Rn), then
(13) c q ~ (n vn) -qsuP g(l-n)q .u(B/?(x)) .

x;/?
Proof. Let {B(xj, g)} be the covering ofla constructed in Theorem 1.2.112.
By the obvious inequality (L aj)l/q ~ La) q, where aj ~ 0, q ~ 1, we have
j j
.u(!l) ~ L.u (B(xj, gj)) ~ [L.u (B(xj, g))l/q]q

j j
This and (1.2.1/3) imply

.u(!l) ~ c qsup g(1- n)q.u (B(x, g ))s(8!l)
x;/?
which along with Theorem 1 yields (2).

The inequality (13) is an obvious corollary of (4). The theorem is proved.
1.4.3. An Estimate for the Norm in Lq(Rn,.u) by the Integral of the Modulus
of the l-th Order Gradient
Lemma. Let..u be a measure on Rn, n > I, 1 ~ q < (n -I + l)(n -I) -1 and

r- 1 = 1 - n-1(q -l)(n -I). Further, let
Then for all xER n and g >0
gl-1- n III1.uIIL (B(x,/?»~c sup r(l-n)q.u(B(x,r)).

T xERn,r>O
Proof. Without loss of generality we may put x = O. By Minkowski's

inequality,
(1) ( f ( f T )l/T
d.u(y) ) dx
1
~ (
f dx f
)lIT
d (y).
n
Ixl,;;/? IYI<2/? Ix-Yl - IYI<2/? Ixl,;;/? Ix_yl(n-1)T .u
Since (n-1)r<n, then

r dx ~ n-r(n-1)
J
Ixl,;;/?
IX-Y l(n-1)r "" cg .
Hence the right-hand side in (1) does not exceed cgncLn+1.u(B(2g)). Con-
sequently,
On the other hand,
The last integral is equal to
(n-l) Jp (B(r)\B (2 (!» r-ndr

00
2g
and therefore it is majorized by
C(!q(n-l)-n+l sup r(/-n)qp(B(r» .

O<r<oo
The result follows.
Theorem. Let p be a measure on R n and let I ~ n, q ~ 1. The inequality
(2)
holds if and only if
(3)
Moreover, X is equivalent to the best constant C in (2).

Proof. The estimate C ~ c xis obvious. We prove the opposite one. In the
case I = n it follows from the identity
(4) UE~ •
Let 1< n. For 1= 1 the result follows by Theorem 1.4.212. First consider the
case I> 1, q >n/(n-l). By Corollary 1.4.1
Applying (1.4.2/8), we obtain that the right-hand side does not exceed
c xII 'V/u IIL\ .
Now let 1>1, q~n/(n-l). We use induction on the number of deriva-
tives. Suppose the assertion holds for derivatives of orders 2, ... ,1-1. By
virtue of the integral representation (1.1.10/6),
JIu Iqd,u(x) ~ c II u Ilt/:n_1) III 'V u II1 ,u liLT'

where .-1 = 1-(q-l)(n-/)n- 1• By (1.4.2110) the first norm in the right-
hand side is majorized by c II 'Vtu IIL I ' The second norm is majorized by
which follows by the induction hypothesis. Since q ~ n (n -1) -1 then

q < (n -I + 1) (n -I) -1 and we may use Lemma. Thus, the sufficiency of the
condition (3) as well as the estimate C ~ c:X: are proved. The necessity of (3)
and the estimate C ~ c:X: follow by insertion of the test function
Y-+I'/ (y-x)
-12- ,
where I'/E ~(B2)' 1'/ = 1 on Bh into (2). This completes the proof.
1.4.4. Corollaries of Previous Results

The following assertion combines and complements Corollary 1.4.1 and
Theorem 1.4.3.
Theorem 1. Let either k < I, p(l- k) < n, 1 ~p < q < 00 or 1- k = n,
p = 1 ~ q ~ 00. The best constant in
(1)
is equivalent to
:X:= SUPl2 t - k - nP-I[,u(B(x, (2))]1i q .
X,(!
Proof. The estimate C ~ c:X: is proved in Corollary 1.4.1 and in Theorem

1.4.3. Inserting
(x-Y)
u(y) = (X1- Y1) k 1'/ -12- ,
where 12>0, I'/E~(B2)' 1'/= 1 onBh into (1), we obtain the lower bound for C.
The next assertion is the analog of Theorem 1 for the space V~.
Theorem 2. Let the conditions of Theorem 1 relating the values of p, q, I,
k, n hold. The best constant in
is equivalent to
(2) X'i = sup {!'-k-nr1 [JL(B(x, (!»]1Iq .
x;ee(O,l)
Proof. First we derive the upper bound for C. Let the cubes !!2 j form the
coordinate net in R n with step 1 and let 2!!2 j be concentric homothetic cubes
with edge length 2. By {l1j} we denote a partition of unity subordinate to the
covering {2!!2 j} and such that IVm llj I~ c(m) for all j. Here c(m) is a positive
number and m is any integer. Since the multiplicity of the covering {2!!2 Ais
finite and depends on n only, then
Applying Theorem 1 to each summand of the last sum, we obtain
Consequently,
where f is the constant defined by (2).

The lower bound for C can be obtained in the same way as in Theorem 1.
1.4.5. Generalized Sobolev Theorem

Theorem. Let Q be a domain in R n with compact closure and let it be the
union of a finite number of domains of the class E V~. (In particular, accord-
ing to subsection 1.1.9 and the Stein extension theorem, mentioned in 1.1.16,
this assumption holds if Q has the cone property.)
Further, let JL be a measure on Q satisfying
(1)
where s > 0 (jor example, if s is an integer, then JL can be s-dimensional

Lebesgue measure on Q n R S).
Then for any UECOO(Q) n V~(Q)
(2)
where C is a constant that is independent of u, and the parameters q, s, p, I, k

satisfy the inequalities:
(a) p>1, O<n-p(l-k)<s~n, q~sp(n-p(l-k»-I;

(b) p = 1, O<n-l+k~s~n, q~s(n-l+k)-I;
(c) p> 1, n = p(l-k), s ~ n, q is any positive number.
If either one of the conditions holds:
(d) p>1, n<p(l-k);
(e) p=1,n~l-k,
then k
(3) L sup I 'ljU I ~ c Ilu Ilv1(.Q) .
j=O .Q P
If Q belongs to the class E V~ (for example, Q is in CO, I), then in the case
(d) Theorem can be refined as follows.
(f) If p~1, (I-k-1)p<n<(l-k)p and A. = l-k-n/p, then for all
UE V~(Q)
(4) I 'lkU(X) - 'lkU(y) I ....- c II II

sup ). "" U VI(.Q)'
x,ye.Q Ix- y i P
x*y
(g) If (l-k-1)p=n, then inequality (4) holds for all 0<A.<1 and
UEV~(Q).
Proof. First we note that in cases (c) and (g) the result follows from (e) and
(f), respectively, since V~1 (Q) C V~2(Q) for PI> P2'
It is sufficient to prove (2) and (3) for domains of the class E V~. Since for
such a domain there exists an extension operator V~(Q) --+ V~(Rn), we can
limit ourselves to consideration of the case Q = Rn. In order to obtain (2) in
cases (a) and (b) we refer to Theorem 1.4.412.
Let (d) holds. It is sufficient to prove (3) for functions in V~(Rn) with
supports in some ball. Then (3) results from the integral representation
(1.1.10/6) and Holder's inequality.
In the case (e) the estimate (3) follows immediately from (1.4.3/4).
Let (f) hold. Clearly, it is sufficient to assume that k = O. Since QEE V~,
then, as before, we may put Q = Rn. By (1.1.10/6)
U(X) = L JK'a(x- y)Dau(y)dy ,

lal=1 Rn
where IKa(z) I ~ c Iz 11- n and
IKa(Z+h)-Ka<Z)I~clhllzl/-l-n forlzl~3Ihl.
Therefore,
lu(x+h)-u(x)l~c J l'lIU~~~dy+clhl S l'lIU(y) I dy

Ix-yl';;;4Ihllx-yl Ix-YI;;'4Ihl Ix-yln-I+I .
It remains to apply Holder's inequality to both integrals in the right-hand

side. The theorem is proved.
Remark 1. All the relations between n, p, t, k, A in (d) - (g) of Theorem

are the best possible. This fact can be verified using examples of functions
xfloglloglxll,lxl a.
Remark 2. From Theorem it follows that V~(D) is continuously imbedded
into V;(D), q=np(n-p(l-k»-1 for n>p(l-k), p~l, if D is bounded
and has the cone property. In the case n = p(l-k) the same holds for any
q < 00. In the cases p(l- k) > nand p = 1, t- k ~ n the space V~(D) is con-
tinuously imbedded into Ck(D).
If DECO,1, then under the conditions (f), (g) the space V~(Q) is imbedded
into the space Ck,A(Q), obtained by the completion of C k + 1(Q) with respect
to the norm
From (a), (b), (c) it follows that for integer s the restriction operator
(5)
can be uniquely extended to a linear operator V~(D) -+ V;(R S n D).

Using Lemma 1.1.11 we may rewrite (2) as
where Ilis the polynomial (1.1.11/1). This enables us to introduce a continu-

ous restriction operator i~ -+ ~(RS n Q)/ fJJ'-l to R Sn Q for /1:= ms.
Analogously, we may establish that in cases (d), (e) or (f), (g) the space L~(D)
is continuously imbedded into C k(Q)/fJJ'_1 or into Ck,A(Q)/fJ!,_t> respec-
tively.
In conclusion we note that Theorem of the present subsection refines
Theorem 1.1.2 on local properties of functions in L~(D), where D is an
arbitrary open subset of Rn.
1.4.6. Compactness Theorems

The imbedding and restriction operators mentioned in Remark 1.4.5/2, which
are continuous by Theorem 1.4.5, turn out to be compact for certain values of
p, t, q, n, s. This result will be proved at the end of the present subsection.
Lemma. Any bounded subset of the space V~(Rn) is compact in V~-1 (D),
where D is a bounded domain.
Proof. It suffices to limit consideration to the case t = 1. Let f be a sum-
mabIe nonnegative function on [0, a + l5], where a> 0, l5 > 0. Then
o 1+0 0+0
(1) Jdt Jf(r)dr~ l5 J f(t)dt.
° t °
In fact, the integral in the left-hand side is

a 0 0 a+r a+o
Sdt Sf(r+ t)dr = Sdr S f(t)dt ~ <5 S f(t)dt.
o 0 0 r 0
Now let uECO'(R n). Obviously, for all hERn
S lu(x+h)-u(x)
Q
IPdx~ S ( Q
S I 'Vu Idl)PdX ,
aX,h
where (Jx,h = [x,x+h]. Hence

Slu(x+h)-u(x)IPdx~ IhI P- 1 S S l'VuIPdldx.
Q Q ax,h
Applying (1) with <5 = Ih Ito the last integral, we obtain
It remains to note that by M. Riesz's theorem, a set of functions, defined on a

bounded open domain D, is compact in Lp(D), if it is bounded in Lp(D) and
S lu(x+h)-u(x) IPdx-+O
Q
uniformly as Ih 1-+ 0, where h is an arbitrary vector in Rn. This completes the

proof.
Theorem 1. Let a bounded domain D eRn be the union of a finite number
of domains in E V~ (for example, D has the cone property). Let J1 be a non-
negative measure in R n with support in D. Further, let either k < I,
p(l-k)<n, 1 ~p<q<oo ork~/-1, 1 =p~q.
Then any subset of the space COO(ih bounded in V~(Q), is relatively
compact in the metric
(2)
if and only if
(3) lim sup (lq(/-k-nlp )J1 (B (x, (l» =0 .
1]-+0 xeR n
Proof. SUfficiency. We may assume from the very beginning that

DEE V~. Then it suffices to prove that any bounded subset of the space
Coo(Rn) n W~(Rn) is relatively compact in the metric (2).
According to (3), given any e > 0 there exists a number <5 such that
eq(/-k-n/p)sup/J(B(x,e» <e
x
for e~t5.
We construct a covering {PA;} of ii by balls with diameter t5 ~ 1, the multi-
plicity of the covering being not more than a constant that depends only on n.
Let /J; be the restriction of /J to PA; and let {11;} be a partition of unity sub-
ordinate to the covering {PA;}. Using Theorem 1.4.4/1, we obtain
It remains to note that, by Lemma, any bounded set in V~(Rn) is compact in

V~-l( UPA;).
;
Necessity. Let us take the origin of Cartesian coordinates to be an
arbitrary point 0 eRn. Let 11 denote a fun~tion in P}(B2e ) that is equal to unity
on Be' e < 1, and such that I\1j111 ~ ce- J, j = 1,2, ... _.
From the relative compactness of the set {ueC""(D): II U II Vi (Rn) ~ 1} in the
metric (2) it follows that given any e > 0, any function of this set and any
point 0 we have
J I V'k U Iqd/J ~ e
B211
for some e. Inserting the function
u(x) = X~11(X)
II x~ 1111 Vb(Rn)
into the last inequality, we obtain
/J(B e) ~ e IIx~11I1~b(B211) ~ ceeq(n/p-I+k) •
The result follows.

Theorem 2. Let a bounded domain D C R n be the union of afinite number
of domains in E V~. Then for I> k ~ 0, p ~ 1 we have:
(a) If s is a positive integer and n > (1- k)p, then the restriction operator
(1.4.5/5) is compact as an operator, mapping V~(D) into V:(D n R S) for
n-(l-k)p <s~n and q<sp(n-(I-k)p)-l.
(b) Ifs is a positive integer and n = (l-k)p, then the operator (1.4.5/5) is
compact as an operator, mapping V~(D) into V:(DnRS)forany q ~ 1, s~ n.
(c) If n < (1- k)p, then the imbedding of V~(Q) into the space Ck(Q)
equipped with the norm
is compact.
Proof Since V~1 (Q) C Vh (Q) for Pi > P2, then (b) follows from (a). In
turn, (a) is a corollary of Theorem 1.
In order to obtain (c) it suffices to prove the compactness of the unit ball
in V~(Rn) with respect to the metric o~the space Ck(G), where (I-k)p>n
and G is any bounded domain. Let XEG and g > O. By (1.4.5/3)
Applying a dilation with coefficient g, we obtain
Therefore, for j = 0, ... , k,
and so
where G(! is the g-neighborhood of G. Since g is an arbitrarily small number,

then by Lemma the unit ball in V~(Rn) is compact in V~-l(G(!). Thus (c) is
proved.
1.4.7. A Multiplicative Inequality

This subsection deals with a necessary and sufficient condition for the validity
of the inequality
(1)
Lemma. Let /1 be a measure in R n with support in B(!= {x: Ixl<g} and

such that
(2) K = supr- s/1(B(x, r» < 00
x;r
for some s E [0, n]. Further, let p ~ 1, let k and I be integers, k < I, and let
s > n - p(l- k) if p > 1, s ~ n -I + kif p = 1.
Then for all vEC(B e ) and for q satisfying the inequalities /-k-n/p
+s/q >0, q ~p, we have
(3)
Proof. According to subsection 1.1.16 any function wEC""(Bl) can be

extended to a function wEC~(B2) satisfying the inequality
II 'V,w IILp(B2)~ C IIw IIV~(Bl)·

Since V~(Bl) = W~(Bl) (see Corollary 1.1.11), the last estimate is equivalent to
Thus, applying a dilation, we obtain that the function v, mentioned in the

statement of Lemma, admits an extension vEC~(B2e) such that
(4)
Let (/- k)p < n, p > 1 or /- k ~ n, p = 1. By Theorem 1.4.4/1 we obtain
(5)
where t = ps/(n - p(/- k».

In the case (/-k)p = n, p > 1, we letpl denote a number in [1,p), that is
sufficiently close to p. We put t = pls/(n - PI (1- k». Then by Corollary 1.4.1
(6)
In the case (/- k)p > n, p ~ 1 we put t = 00. Then by Sobolev's theorem
(7)
Combining (5) - (7), we obtain
(8)
which along with (8) gives
Using (4), we complete the proof.

Theorem. 1) Let J1. be a measure in R n that satisfies the condition (2) for
some se[O,n]. Let p;;;': 1 and let k, I be integers, 0 ~k ~ 1-1; s > n -p(l-k) if
p>1 ands;;;.:n-I+kifp= 1. Thenforallue~ the estimate (1) holds, where
C~cKllq, n/p-I+k<s/q, q;;;.:pandr=(k-s/q+n/p)/I.
2) If(1) is validfor all ue~, then C;;;': cK 1lq.
Proof. According to Lemma, for all xeR n and (} > 0,
(9) II "hu IILq(jl,B(X, e» ~ cK lIq(}slq-n/p-k«(}lll 'V1u IILp(B(X, e» + Ilu IILp(B(x,e») .

We fix an arbitrary (}o > O. If the first summand in the right-hand side of (9)
exceeds the second for (} = (}o, then we cover a point xesuppJ1. by the ball
B(x, (}). Otherwise we increase (} until the f.irst summand becomes equal to the
second. Then the point x is covered by the ball B(x, (}), where
In both cases
q
Il Lq(jl,B(x, p Il q
(10) 11 'C7
v kU e» ....-
""" c K( (}os-q(n/ -l+k)II'C7
v IU Lp(B(x, e»
+ II 'V1u II l; (B(x, e» Ilu Ill;l(B(~e») .

According to Theorem 1.2.111, we can select a subcovering {~(i)};;;'l of
finite multiplicity, depending only on n, from the covering {B(x, (})} of suppJ1..
Summing (10) over all balls ~ (i) and noting that
~ afb? ~ (~ af+ P)aI{a+ P)( ~ bf+ P)PI(a+ p) ~ (~ ai)a( ~ bi)P,

i j i ;;
where aj, b i , a, p are positive numbers, a+ p;;;.: 1, we arrive at
II 'Vkv Illq(jl) ~ cK«(}g<n/p-l+k)( ~ II 'V1u Ilfp(.\ll'(i»)q/P

I
Since the multiplicity of the covering {~(i)} depends only on n, the right-hand
side is majorized by
Passing to the limit as (}o---+ 0, we complete the proof of 1).

To prove 2) it is sufficient to insert the function ue(x) = (YI-Xl)k
X qJ«(} -l(X_ y», where qJe ~(B2)' rp = 1 on Bh into (1). The result follows.
Corollary 1. 1) Let f1. be a measure in R n such that
(11) KI = sup r- s f1.(B(x,r» < 00

xeRn, re(O, I)
for some s E [0, n]. Further let p ~ 1, let k and I be integers, 0 ~ k ~ 1- 1;

s>n -p(l-k) if p >1 and s ~n-I+k if p = 1. Then for all UE!?)
(12)
where C 1 ~ cKjlq, n/p-I+k <s/q, q ~p and T = (k-s/q+n/p)/I.

2) If (12) is valid for all u E!?), then C 1 ~ cKjlq.
Proof. Let UJ2(i)} denote a sequence of closed cubes with edge length 1
which form a coordinate grid in Rn. Let {/(i) be the center of the cube ,q(i),
{/(O) = 0 and let 251 (i) be the concentric homothetic cube with edge length 2.
We put l1i(X) = I1(X- {/(i», where I1ECO'(2,q(0», 11 = 1 on 51(0).
Applying Theorem of the present subsection to the function u 11 i and to the
measure e -+ f1.(e n ,q(i», we obtain
Summing over i and using the inequality n: ai)P/q~ E atq, where ai~ 0, we
arrive at (12).
The second assertion follows by insertion of the function u e' defined at the
end of the proof of Theorem, into (12).
The next assertion follows immediately from Corollary 1.
Corollary 2. 1) Suppose there exists an extension operator which maps
V~(Q) continuously into V~(Rn) and Lp(Q) into Lp(Rn) (for insta_nce, Q is a
bounded domain of the class CO, I). Further, let f1. be a measure in Q satisfying
(11), where s is a number subject to the same inequalities as in Corollary 1.
Then for all UEC'(Q)
(13) II \lk U IILq(Jl,ii) ~ C II U Ilir~(D) II u 11i;(h) ,
where n/p-I+k<s/q, q ~p ~ 1 and T = (k-s/q+n/p)/I.
2) If for all u EC'(Q) the estimate (13) holds, then the measure f1. with
support in Q satisfies (11).

Theorem 1.4.112 is due to D. R. Adams [1, 2]. The proof given above is bor-
rowed from the paper by D. R. Adams [2]. For f1. = m s , i.e. for s-dimensional
Lebesgue measure in R S , inequality (1.4.1/4) was proved by Sobolev [230] in
the case s = n and by Il'in [103] in the case s < n. They used the integral repre-
sentation (1.1.10/6) and the multidimensional generalization of the following
Hardy-Littlewood theorem (cf. Hardy, Littlewood and P6lya [91]).
Ijl<p<q<oo and /J.=l-p-l+ q -l, then the operator Ixl-/l*j with

j: Rl-+Rl maps Lp(Rl) continuously into Lq(Rl).
Theorems 1.4.211 and 1.4.2/2 are due to the author [152, 160]. Inequality
(1.4.218) (without the best constant and derived by a different approach) was
obtained by Gagliardo [70]. The proof, ensuring the best possible constant,
was simultaneously and independently proposed by Federer and Fleming [63]
and the author [141].
Although the constant in (1.4.2/8) is best possible it can be improved by
constriction of the class of admissible functions in this inequality. For
example, since for any N-gon Q N C R2 the isoperimetric inequality
is valid (see [232]) then duplicating the proof of Theorem 1.4.2/1 we obtain
the following assertion.
Let UN be a junction on R2 with compact support, whose graph is a
polygon with N sides. Then
(4/N) tan(ll/N) JIUNI 2dx ~ (J I \7 UN Idx)2

R2 R2
Lemma 1.4.3 is a special case of a result due to D. R. Adams [1]. Theorem

1.4.3 was proved by the author [163].
Theorem 1.4.5 for /J. = ms is the classical Sobolev theorem (see Sobolev
[230, 231]) with supplements due to Il'in [103], Gagliardo [70] and Morrey
[190]. Here we stated this theorem in the form presented by Gagliardo [70].
The continuity of functions in W~(Q) for p > 2, n = 2, was proved by
Tonelli [243].
The estimate (1.4.6/1) is contained in the paper by Morrey [190]. Lemma
1.4.6 is the classical lemma due to Rellich [215]. Theorem 1.4.6/2 was proved
by Kondrasov [114] for p > 1 and by Gagliardo [70] for p = 1.
In connection with the estimate (1.4.7/1) we note that multiplicative
inequalities of the form
and their modifications are well known (see Il'in [102] and Ehrling [56]). Their
general form is due to Gagliardo [71] and Nirenberg [203] (see also Solon-
nikov [234]). The papers of Gagliardo [71] and Nirenberg [203] contain the
following theorem.
Theorem 1. Let Q be a bounded domain having the cone property and let
jor a > O. Then

(1)
where p~1, 1Iq=jln+7:(1Ip-l/n)+(1-7:)lr jor all 7:EUII,1] unless

1 <p < 00 and 1- j - nip is a nonnegative integer when (1) holdsjor 7:EUII, 1).
In the paper by Nirenberg [204] the stated result is supplemented by the
following assertion.
Theorem 2. Let (J < 0, S = [ - nl(J], - a = s + nl(J and let
(u)a=supIVsul jora=O, (u)s=[Vsu]a jora>O,
where [f]a=suplx-yl-alj(x)-jCY)I. Further, let 11r= -pin, P>O.
x*y
Then (1) is validjor P ~j < I andjor all7:E[U - P)I(/- p), 1], except the case
mentioned in Theorem 1.
The proof is reduced to derivation of the inequality
JluU)lqdx ~ cOJ lu(l)IPdx+ [u]~)[u]q-p

J P P
for functions of the variable x on a unit interval f.
§ 1.5. More on Extension of Functions in Sobolev Spaces
1.5.1. Survey of Results and Examples of Domains

In 1.1.16, we introduced the class E v~ of domains in R n for which there exists
a linear continuous extension operator iff: V~(O) -+ V~(Rn). There we noted
that the class E V~ contains strong Lipschitz domains.
Vodopjanov, Gol'dstein and Latphulin [249] proved that a simply con-
nected plane domain belongs to the class E vi if and only if its boundary is a
quasicircle, i.e. the image of a circle under a quasiconformal mapping of the
plane onto itself. By Ahlfors' theorem [13] (see also Rickman [219]) the last
condition is equivalent to the inequality
(1) Ix - z I ~ c Ix - y I, c = const ,
where x, yare arbitrary points of 80 and z is an arbitrary point on that subarc

of 80 which joins x and y and has the smaller diameter.
We give an example of a quasicircle of infinite length.
Example 1. Let Q be the square {(XtoX2): 0 <Xi< 1, i = 1, 2}. We divide the
sides of the square Q into three equal parts and construct the squares Qi1 ,
i1 = 1, ... ,4, Qi1 n Q = 0, on the middle segments. Proceeding in the same
manner with each Qi1, we obtain the squares Qi1.i2 , i 2 = 1, ... ,4 with edge
length 3 - 2. Repeating the procedure, we construct a sequence of squares
{Qi1.i2 ..... ik } (k = 1,2, ... ; i k = 1, ... ,4), whose union with Q is denoted by 0
(see Fig. 5). Clearly,
§ 1.5. More on Extension of Functions in Sobolev Spaces 71
ml((H1) =4 f 3 k-
k=l
1 (2/3)k = 00 •
Let x,ye8,Q. It suffices to consider the case xe 8Qi! ..... ik andye 8Qh ..... jm
where il =h, ... , il=j[, i l + 1 "4=jl+l. Then Jx-yJ ~ C13 -I and any point z in
(1) satisfies the inequality Ix- y ~ C23 -I. Thus, 8,Q is a quasicircle.
J
Fig. 5
A domain in R2 that is bounded by a quasicircle belongs to the class E v~

for allpe[1, 00), 1= 1,2, ... (cf. Gol'dstein, Vodopjanov [78] for 1= 1, Jones
[107] for I ~ 1). In the paper by Jones just mentioned a class of n-dimensional
domains in E v~ is described. It is larger than CO. 1 and coincides with the class
of quasidisks for n = 2.
Gol'dstein [77] showed that the simultaneous inclusion of a plane simply
connected domain ,Q and the domain R 2 \,Q in E v~ implies that 8,Q is a quasi-
circle.
Is the last property true under the single condition ,QeE v~ for some p"4= 2?
In other words, are quasidisks the only plane simply connected domains con-
tained in E v~, p"4= 2? This question is discussed in the present subsection.
We give two examples which speak in favor of an affirmative answer. The
first shows that "cusps" directed into the exterior of a domain do not allow us
to construct an extension operator.
Example 2. Let ,Q = {(Xl, X2): 0 < Xl < 1, 0 < X2 < xf} where a> 1. Suppose
,QeEV~. Then V~(,Q) C V~-l(.Q) for 1 ~p<2, q=2p/(2-p); Vi(.Q) C
Vtl(,Q) for any q < 00 and V~(.Q) C C I - 1•1 - 2/P(D) for p > 2. Let u(x) = x{-p.
If P< (a+ 1)/p, then ue V~(.Q). Under the additional condition that Pis close
to (a+ 1)/p the function u does not belong to V~-l(.Q) (p <2, q = 2p/(2 - p)
or p = 2, q is a large number) and does not belong to C I - 1•1 - 1/p(D) (p>2).
Thus, ,QeE V~.
The following example excludes domains with inward cusps at the

boundary from E V~, P > 1. It shows, incidentally, that the union of two
domains in E V~ is not always in the same class.
Example 3. Let D be the domain considered above. We shall prove that
R2\QftE V~. We introduce polar coordinates (r,O) with origin x = 0 so that
the ray 0 = 0 is directed along the halfaxis Xl> 0, X2 = O. We put u(x) =
rl-PIf/(O)fJ(x). Here, P satisfies the inequality P<2ip and is close to 21p;
fJ eCO'(R 2), fJ(x) = 1 for r < 1 and If/ is a smooth function on (0, 2n], If/(O) = 1
for small values of O>Q. and If/(O) = 0 for Oe[n,2n]. Let veV~(R2) be an
extension of u e V~(R2\D). Since for small positive values of Xl
then
j
I8x{-18x2
0.1
U v IPdx ~ J(xrl
j j v 0.
U Idx )P dXl
1
2·
D 0 8X~-18x2
0 xf(P 1)
J
~cJxI-pP-(a-l)(P-l)dxl = 00
o
if p > 1. The latter contradicts the inclusion v eE V~(Q). Thus R2\DftEV~ for
p>1.
Nevertheless, we shall show that R2\De vI. Let ue V{(R 2\Q). Suppose
for a moment that u = 0 for Xl > 112.
We put u-(x)=U(Xt.-X2), u+(x)=u(xt.2xf-X2) for xeD. It is
clear that
The function v defined in R 2 by
xftD,
xeD,
is absolutely continuous on almost all straight lines parallel to 'Coordinate

axes. Besides,
Since..
Iu +(x) - u - (x) I ~ lu +(x) - u(X1>xf) 1+ IU(X1>Xf) - U(X1> 0) I
+ IU(x 1> 0) - U - (X) I ,

then
xf
Ilxl U(u +- u -) IILj(D) ~ Ilxlu J lui (Xb t) Idt IILj(D) + IlxlU(u(xbxf)
o Xj
a
-U(Xb O» IILj(D)+ Il x l a S IUt-(X1>t) IdtIILj(D)

o
1
~ Ilu+ II V/(D) + Ilu -II V/(D) + SIU(XbXf) - U(Xb O) Idxl .
o
Clearly, the latter integral does not exceed cllullV/(R2\.Q). We put ~ou = v.
Thus we have
In the general case we introduce a truncating function 17 ECCYO(R 1) equal to unity

on ( - 00,1/3] and to zero on [1/2, + 00). Further, let Dl = D n {1/3 <Xl < 1}.
The required extension operator ~: Vf(R 2\Q) -> Vf(R2) is defined by
where ~1: Vf(R 2\Ql) -> Vf<R2) is a linear continuous extension operator.
In general, for pE[l, 00), 1= 1,2, ... , S. V. PoborCil and the author
proved the existence of a linear bounded extension operator mapping
V~(R2\Q) into the space V~(R2; a) with the weighted norm
1 ~p < 00,
where a is a function that is equal to unity outside D and coincides with

x~a-l)(lp-l)on D. Moreover, if there exists an extension operator: V~(R 2\Q)
-> V~(R2; a) and the weight a is nonnegative, depends only on Xl on D and
increases then
a(x) ~ cXf a- 1)(lp-l) , c = const ,
for XED and for small enough Xl.
1.5.2. Domains in E V~ which are not Quasidisks

The examples in 1.5.1 suggest that the class of Jordan curves that bound
domains in E V~ consists of quasicircles only. However, we shall show that
this conjecture is false.
Theorem. There exists a domain D C R 2 with compact closure and Jordan
boundary such that:
(a) aD is not a quasicircle.

<p) aD is offinite length and Lipschitz in a neighborhood of all but one of
its points.
(y) D belongs to EV~for pe[1,2).
(0) R 2\Q belongs to E V~for p > 2.
(From the aforementioned theorem by Gol'dstei'n [77] and from the
cond~.tions (a), (y), (0) we obtain in addition that DeE V~ for p ~ 2 and
R2\DeEV~ for pe[1,2].)
Before we prove this theorem we recall a well-known inequality which will
be used later.
Lemma 1. Let D be a sector defined in polar coordinates by the inequali-
ties 0 < 0< a, 0 <r<a. Let ueW~(D), u Ir=a= 0 for p <2 and u(O) = 0 for
p>2. Then
This estimate is an immediate corollary of the following particular case of

Hardy's inequality:
(cf. § 1.3).
Fig. 6
Proof of Theorem. Figure 6 presents a domain D satisfying the conditions

(a) - (0). The corresponding upper and lower "teeth" come close so rapidly
that (1.5.111) does not hold. So aDis not a quasicircle. The "teeth" almost do
not change their form and decrease in geometric progression, so (fi) holds.
Now we verify (y). Let G be the difference of the rectangle
R = {-1/3 <Xl < 1,0 <X2 < 1/3} and the union Tof the sequence of isosceles
right triangles {tkk"o (cf. Fig. 7). The hypotenuse of tk is the segment
[2- k -t,2- k ].
Lemma 2. There exists a linear continuous extension operator @'l: V~(G)

-+ V~(R), 1 ~p < 2, such that @'lU
= 0 almost everywhere on the interval
X2=O,O<Xl<1.
Xl
1/3
-1/3
Fig. 7
Proof. Since "the saw" {xEoT,X2>0} is a curve of the class CO,1 there
exists a linear continuous extension operator V~(G) -+ V~(R). Let v be an
extension of U E V~(G). We introduce a truncating function () which is equal to
unity on G and to zero almost everywhere on the interval X2 = 0, 0 <Xl < 1.
Namely, we put () = (}k on the triangle th where
for 2-k-1 <Xl < 3. 2-k-2,
Clearly,
(2)
on th where dk(x) is the distance from X to the point X2 = 0, Xl = 2 -k.

The required extension of u is (}v. To prove this we need to verify the
inequality
(3)
We have
II V' «(}v) IlLp(T) ~ II V'v IlLp(T) + II v V' () IlLp(T) •
By (2)
where t -: and t k are the right and left halves of t k' Since 1 ~p < 2, then
Ildk l v IILp(tt>~ c(11 V'v IILpU.o+ 2 k ll v IILp(tt».

The same estimate holds for Ildk; I v IILp(t,n. Consequently,
Applying Lemma 1, we obtain
II,; ,IIL p
(R) ~ c II v II V)(R) •
Thus, (3) as well as Lemma are proved.

Clearly, the domain Q+ = {xeQ:x2>0} (cf. Fig. 7) can be mapped onto
the domain G in Lemma 2 by a quasi-isometric mapping. Therefore any func-
tion in V~(Q +) has a norm-preserving extension onto the upper halfplane that
vanishes on the halfaxis OXj. Applying the same reasoning to Q_ = Q\Q+,
we conclude that (y) holds.
Now we verify (15). Let S={X:0<Xl<1,0<X2<Xt/3}. Let (Jh
k = 0, 1, ... , denote the components of the set S\T (cf. Fig. 7) and let y
denote the union Yk U Yk+l oflegs of the triangle (Jk' Further, let V~(T) be the
space of functions ue V~(T) which satisfy the following condition. The limit
values of u out of the triangles tk and tk+ j coincide in their common vertex for
k = 0, 1, .... We equip V~(T) with the norm of V~(T).
Clearly, (15) follows immediately from the next lemma.
Lemma 3. There exists a linear continuous extension operator C2: V~(T)
--+ V~(S) with pe(2, 00).
Proof. Consider the rectangle Q={(x,y):O<x<a,O<y<b} with
vertices 0, A = (a,O), B = (O,b), C = (a,b). Let the function we V~, p > 2, be
defined on the triangle OA C and let w(O) = O.
We shall show that there exists a linear extension operator w --+ Ie V~(Q)
such that/(O,y) = 0 for ye(O,b) and
IIfllL",(Q) ~ II w IIL",(oAC) '
II V fllLp(Q) ~ c II V w IILp(oAc),
Here, c is a constant that depends only on alb andp. Clearly, we may assume
that Q is a square. We construct an even extension of w across the diagonal
OC to the triangle OBC. By 11 we denote a smooth function of the polar angle
such that 11«() = 1 for () < 7114 and 11(71/2) = O. Since w(O) = 0, then by
Lemma 1
where r is the distance to the point O. So f = 11 w is the required extension.

Using the described procedure, we can construct an extension Vk of
u e V~( T) to the triangle (J k such that v k(2 - k, y) = u (2 - k, 0) and
"vkllL",(Uk) ~ IIu IIL",(tkuhl) '
IIVvkllLp(uk) ~cllVullLp(tkutk+l)'
where k = 1,2, .... For k = 0 we obtain an extension Vo of u to the triangle Uo

satisfying similar inequalities, where tk U tk+l is replaced by to.
We define an extension of u to S by v = u on T, v = Vk on Uk. Clearly,
(4)
From the integral representation (1.1.10/1) it follows that
oscu~cJIVu(y)1 dy
~ ~ Ix-YI
Consequently,
oscu .....
~C2-k(1-2/p)11 VU II Lp(tk) •
Ik
So the right-hand side in (4) is equivalent to the norm in V;(T). The lemma is
proved.
1.5.3. Extension with Zero Boundary Data

Let G and Dbe bounded domains inR n, DeEV~. Let V~(G) denote the com-
pletion of 2)(G) with respect to the norm in V~(G). If {i C G then, multiply-
ing the operator rff: V; (G) ~ V; (Rn) by a truncating fun~tion fie 2)(9), fI = 1
on D, we obviously obtain a linear continuous operator rff: V; (D) ~ V;(G). If
DC G and the boundaries aG, aD have a nonempty intersection, then
proving the existence of i becomes a nontrivial problem. Making no attempt
at a detailed study we shall illustrate possibilities that arise here by an example
borrowed from the paper by Havin and the author [172]. In that paper, the
above-formulated problem arose in connection with certain problems of
approximation in the mean by analytic functions.
Let D and G be plane domains, DeE V;, DC G and let the origin be the
only common point of aD and aGo If R is a sufficiently small positive number
then the intersection of the disk B R = {ee ill: 0 ~ e < R} with G \Q is the union
of two disjoint domains WI and W2' On the other hand, the intersection of any
circle Iz I= e, ee(O,R), with each do~ain Wj U = 1,2) is a single arc. Let this
arc be given by the equation z = ee 'll, 8e(aj(e), Pj(e», where aj 8:nd Pj are
functions satisfying a Lipschitz condition on [O,R], and let ee,aj(e)eaD,
eeiPj(e)eaG. Further, let c5Ae) = PAe)- aAe), IAe) = e c5j(e).
Theorem. The following properties are equivalent.

1. Thefunction ueL1(D) can be extended to afunction in V;(G).
2.
(1)
(Here u(eeiaj(e» is the boundary value of u at the point eeiaj(e)eaD. This

boundary value exists almost everywhere on aD.)
Proof Since QeE V]" then to prove that 2 implies 1 we may assume that u
has already been extended to a function in V],(B), where B is a disk containing
G.
Let 'I satisfy a Lipschitz condition in the exterior of Iz I= R, 'I = 0 on
R2\G, 'I = 1 on Q and '1(ee i () = 1- (0- aj(e»/Oj(e) for eei()ewj, j = 1,2.
Clearly, for Oe(aie),Pie»,
(2)
.
lu(ee l () -
.
u(ee laj ({}» J lou
I~ Pl{}) - . IdO
(ee l ()
aj({}) 00
Pj({})
~ e J I(Vu)(ee i () IdO ~ e[oie)](P-l)/p
al{})
So
We can easily deduce that the preceding inequality implies u'le V],(G).
If ue V],(G) then by (2)
Since IAe) ~ 2ne, then for p ~ 2 ~he condition (1) can not be valid for all
u e V],(Q) and hence the operator Iff does not exist. The same holds for
1 ~p<2 provided lie) =O(e 1 +e), e?O. In fact, the function ueV],(Q),
defined near 0 by the equality u(ee l () = e 1 +o-2/p with 0 < 0 < e(p -l)/p,
does not satisfy (1).
Now let 1 ~p < 2 and lj(e) ~ ce, c > O. Using an estimate similar to (2), we
arrive at
which together with Hardy's inequality (1.5.211) shows that (1) is valid for all
ue V],(Q). Consequently, for pe[1,2) and lj(e) ~ ce the operator J exists.
§ 1.6. Inequalities for Functions 79
§ 1.6. Inequalities for Functions that Vanish on the Boundary

along with their Derivatives up to Some Order
Consider the following question. Are any restrictions on Q necessary for
Sobolev's inequalities to be valid for functions in W~(Q) that "vanish" on aQ
along with their derivatives up to the order k -1 for some k ~ I? To be precise,
we mean functions in the space V~(Q) n W;(Q).
Obviously, no requirements on Q are needed for k = I. Below, we show
that the same is true if k satisfies the inequality 2 k ~ I. This result can not be
refined, for in the case 2k < I some conditions must be imposed.
The validity of Sobolev's inequalities for I ~ 2k follows from the integral
representation for differentiable functions in an arbitrary bounded domain,
which is derived in 1.6.2. The necessity of requirements on aQ in the case
I> 2k is shown by an example (cf. 1.6.4). The content of the present section is
borrowed from the author's paper [167].
1.6.1. Integral Representation for Functions of One Independent Variable

Lemma. Let k and I be integers, 1 </~2k and let zEWf(a,b) n V}(a,b).
Then
b
(1) Z(l-l)(t) = J1'(t, r)z(/)(,r)dr,
a
where
2r-a-b) for t> r,
Il2 [/12j-l ( b_ a
1'(t, r) = {
a+b-2r) for t < r,
Il2 [I12j-l ( b-a
and Il2i - 1 is a polynomial of degree 2i -1, defined by Il2i - 1(s) + Il2i - 1( -s)
= 1 and the boundary conditions Il2i - 1 ( -1) = ... = Ili~~~)( -1) = 0.
Proof. Let I be even, 1= 2q. Consider the boundary value problem
(2) y(2 q)(x)=f(x), y(i)(±1)=O, j=O,1, ... ,q-1
on the interval [ -1,1]. Let g(x, s) denote the Green function of this problem.
Clearly, g( -x, -s) = g(x, s) and g(x, s) is a polynomial of degree 2q -1 in x
and s for x >s and x <so First, let x >s. The derivative a 2q - 1g(x, s)/8x 2q - 1
does not depend on x; it is a polynomial of degree 2q -1 in s and satisfies the
boundary conditions (2) at the point s = - 1. We denote this polynomial by
Il2q - 1(s).
In the casex>s, i.e. -x< -s, we have
8 2q - 1 8 2q - 1
ax 2q - 1 g(x,s) = ax 2q - 1 [g( -x, -s)] = -Il2q - 1( -s) .
So, differentiating the equality

1
y(x) = J g(X, s)y(2 q)(s)ds ,
-I
we obtain
x 1
y(2 q-I)(X) = J Il2q _l(s)y(2 q)(s)ds - JIl2q -l( -s)y(2q)(s)ds.
-I x
Passing to the variables t, r via
2t-a-b
x= _ _ __ 2r-a-b
s=
b-a b-a
and setting z(t) = y(x), z(r) = y(s), we arrive at
;~~q-I)(t) = JIl2q -1 (2r-a-b) z(2q)(r)dr- JIl2q -1 (a+b-2r)z(2 q)(r)dr.

a b-a t b-a
The lemma is proved for I = 2q. In the case I = 2q+ 1 we express (Z,)(2 q-l)
in terms of (z') (2q) by the formula just derived. This concludes the proof of
the lemma.
Remark. For i = 1,2,3 polynomials Il2i -1 are
IlI(s) = t(s+ 1) , Il3(s) = -!-(2 -s)(s+ 1)2,

Il5(s) = l6(3s 2-9s+8)(s+1)3.
1.6.2. Integral Representation for Functions of Several Variables with Zero

Boundary Data
The basic result of this subsection is contained in the following theorem.
Theorem. Let I be a positive integer, I ~ 2k, and let u eL i (.0) n Vf(Q).
Then for almost all xeQ
(1)
Here, y is an arbitrary multi-index of order 1- 1 and K fl. y is a measurable func-

tion on .0 x .0 such that IKfl. y (x, y) I~ c, where c is a constant that depends
only on n, I, k.
Proof. First suppose u is infinitely differentiable on an open set ro, OJ C .0.
Let L be an arbitrary ray, drawn from the point x; let ebe a unit vector with
origin at x and directed along L, y = x + r e, r eR I. Further, let n (x, e) be the
first point of intersection of L with 8.0. We also introduce the notation
b (x, e) = In (x, e) - x I, a (x, e) = - b (x, - e).
Since UE Vf(Q) and \lIU EL (Q), the function
[a(x, 0), b(x, 0)] 3r-+z(r) = u(x+ rO)

satisfies the conditions of Lemma 1.6.1 for almost all 0 in the (n -i)-dimen-
sional unit sphere Sn-1. So, from (1.6.1/3) it follows that
(2) z (1-1)(0) -_ SO II2[1/2)-1 (2r-a(X, O)-b(x, 0») Z (I)()d

r r
a(x, 0) b (x, 0) - a (x, 0)
_b(XS,O)II (a(X,0)+b(X,0)-2r) (I)()d

o 2[1/2)-1 b(x, 0) _ a (x, 0) z r r.
We note that
Z(l-l)(O) = L (I-i)! OVDVu(x).
{v:lvl=I-1} v!
Let y be any multi-index of order /- 1 and let {P y( O)} be the system of all
homogeneous polynomials of degree /-1 in the variables 010 ... , On such that
S Py(O)OVds o= t5 yv .
sn-l
Before proceeding to further transformations we note that the function

(x, 0) -+In (x, 0) - x Ican be considered as the limit of a sequence of measurable
functions on Q X Sn -1 if Q is approximated by an increasing nested sequence
of polyhedrons. Hence, a and b are measurable functions.
Let r = Iy-xl, i.e. r = r, if r>O and r = -r, if r<O. We multiply (2) by
Py( 0) and integrate over Sn -1. Then
(I-1)! DY ()_ S P(l1)d b(XS,O)II (a(X,0)+b(X,0)-2r)

ux - - y u So 2[1/2)-1
y! sn-l 0 b(x, O)-a(x, 0)
""I ( l1) -a\.X 0)

Xuur~u dr+ S Py(O)ds o j' (-1)1
or sn-l 0
II (_ 2r+a(X,0)+b(X,0») o'u(r, -0) d

X 2[1/2)-1 b(x, O)-a(x, 0) or' r.
Replacing 0 by - 0 in the second summand and noting that a (x, 0) =

- b(x, - 0) and Py(O) = ( _1)'-1 Py( - 0), we find that the first and the second
summands are equal, i.e.
D yu (X) -
-
-2y! r P(tI\d b(70)fl
Jy VJ So J 2[//2)-1
(a(X,8)+b(X,O)-2r) a1u(r,8) d r
(/-1)! sn-I 0 b(x, 0) -a(x, 0) ar l
-- - 21'
y. JP y
(O)fl2[//2)-1 (a(x, 0) + b(x, O)-2r)
Q(x) b (X, 0) - a (x, 0)
X ~ ~DPU(y) dy ,
{p: IPI = I} P! r n- 1
where Q(x) = {yeQ: OeS n- t, r < b(x, O)}. Let Kp,y(x, 0) denote the function
-+ -2Iy! P(O)fl (b(X,O)-b(X, -O)-2r)op
y P! y 2[//2)-1 b(x,O)+b(x,-O) ,
extended to Q\Q(x) by zero. Then (1) follows for xew.

Now we remove the assumption that u is smooth on w. Let u satisfy the
condition of the theorem. Clearly, u can be approximated in the seminorm
II V1u IIL(Q) by functions that are smooth on OJ and which coincide with u near
aQ. This and the continuity of the integral operator with the kernel
Ix- y 11-nKp,y(x,y), mappingL(Q) intoL(w), imply (1) for almost allxew.
Since w is arbitrary, the theorem is proved.
1.6.3. Imbedding Theorems for Functions that Satisfy Zero

Boundary Conditions
Now we proceed to applications of Theorem 1.6.2.
Theorem 1. Let m, I, k be integers, O:=:;; m < I :=:;; 2k. Let p;;<: 1 and let
ueW~(Q) n Vf{Q) for n <p(/-m). Then ueCm(Q), VmueLoo(Q) and
(1)
where d is the diameter of Q.

The imbedding operator of W~(Q) n Vf(Q) into VZ;(Q) is compact.
Proof. It is sufficient to assume d = 1. Iterating (1.6.211), we obtain the
following representation for DY u, Iy 1= m < I,
(2) DYu(x) =f ~ Qpy(x,y)DPu(y)dy ,

Q {p: IP I = I}
where Qpy= O(r l - m- n+ 1), if n *1- m and Qpy = o (log 2r- 1), if n = 1- m.
Applying Holder's inequality to (2), we obtain (1). Since any function in
V~ (Q) can be approximated in the V~ (Q)-norm by functions that coincide
with u near aQ and are smooth in OJ, then Vmu is continuous in Q. Here, as in
the proof of Theorem 1.6.2, w is an arbitrary open set, OJ C Q. Thus, (1) is
derived.
We construct a covering {fj (i)} of R n by balls with diameter J, with a multi-

plicity not exceeding some constant that depends only on n. Let Q i = Q n fj (i)
and let {11 i} be a smooth partition of unity subordinate to {fj (i)} such that
\lJ l1i= O(J-J). By (1)
II \lmu IIL",(o) ~ cmax II \lm(l1i U ) IIL",(o;)
I
~ cJ'-m-n/PII \I,u IILp(o) + c(J) Ilu II Vb- 1(0) •
It ~emains to note that, by virtue of (2), any bounded subspace of V~(Q)

n Vf(Q) is compact in V~-l(Q). The theorem is proved.
Further applications of the integral representation (1.6.2/1) are connected

with the results of § 1.4.
Let m and I be integers, 0 ~ m < I, p > 1 and let fJ. be a measure in Q such
that
(3) fJ.(Bg(x)nQ)~KQs, K= const, O<s~n,
for any ball Bg(x).

Let w be an open set, we Q, n > p(/-m) > n-s and q =
ps(n-p(l-m»-l. Further, let Lq(w,fJ.) be the space of functions on w
which are summable with respect to fJ. and Lq(Q,fJ.,loc) = nLq(w,fJ.). By
w
Theorem 1.4.5 there exists a unique linear mapping y: V~-m(Q)-+
Lq(Q,fJ.,loc) such that
(i) if v E V~-m(Q) and v is smooth on W, then yv = v on w;
(ii) the operator y: V~-m(Q) -+Lq(w,fJ.) is continuous for arbitrary set w.
Theorem 2. Let m, I, k be integers, 0 ~ m 1,
s > n - p(l- m) > 0 and let fJ. be a measure in Q, satisfying (3). Then for any
uEL~(Q) n Vf(Q)
(4) II y(\lmu) IILq(o.,u) ~ cK11q II \I,u IILp(Q) ,
where q = ps(n-p(l-m»-l.
The proof follows immediately from the integral representation (2) and
Theorem 1.4.5.
Theorem 3. Let m, I, k, p, q, s be the same as in Theorem 2 and let fJ. be a
measure in Q that satisfies the condition
(5) lim sup Q-sfJ.(Bg(x) n Q) =0 .

g--+D xERn
Then the operator y \1m: W~(Q) n Vf(Q) -+Lq(Q,fJ.) is compact.

Proof Given any e > 0 there exists a number J > 0 such that
Q-ssuPfJ.(Bg(x) n Q) <e
x
for Q ~ J.
We shall use the notation lIi' !"J;, introduced in the proof of Theorem 1.
Clearly,
JI y'Vmu Iqdf.J. ~ c ~ J IY'Vm(lIi U ) Iqdf.J. .
Q i Qj
This inequality and Theorem 2 imply
II y'VmU IILq(Q,Il) ~ ce II 'V,u II Lp (Q) + C(e) IIu II Vh-I(Q)'

It remains to use the fact that a unit ball in W~(O) n Vf(O) is compact in
V~-l(O).
Remark 1. From Corollary 8.6/1 and Theorem 8.8.114 it follows that

Theorems 2 and 3 remain valid for n = p (/ - m) if the conditions (3) and (5)
are replaced by
f.J.(B{!(x) n 0) ~ K Ilog {! Iq(l- P )/P , 0 < {! < -} ,
lim sup Ilog{! Iq(P-l)/pf.J.(B{!(x) nO) = 0,
(!-+O xERn
where q > p > 1.
Remark 2. Sometimes assertions similar to Theorems 1, 2, 3 can be refined
via the replacement of II 'V,u ilL (Q) by II( - Lt)'I2 U ilL (Q)' where Lt is the Laplace
operator. Namely, for any b6unded domain 0 lnd any function UE Vl(O)
such that LtuELp(O), 2p >n, we have
II U I/L.",(Q) ~ c(diamO)2-n/P II Lt U IILp(Q) •

This inequality results from an obvious estimate for the Green function of the
Dirichlet problem for the Laplace operator, which in turn follows from the
maximum principle.
Analogous estimates can be derived from pointwise estimates for the
Green function Gm(x,s) of the Dirichlet problem for the m-harmonic
operator in an n-dimensional domain (see Maz'ja [164], Maz'ja and Doncev
[169]). For instance, for n = 5,6,7, m = 2 or n = 2m+ 1, 2m+2, m >2, we
have
IGm(x,s) I ~ c Ix-s 2m - n, C = c(m, n) .
1
This along with Theorem 1.4.112 implies
II yu IILq(Q'Il)~ cKlIqllLlmu II Lp(Q) ,

where UE Vf(O); n > 2mp, p > 1 and f.J. is a measure in 0 satisfying (3).
1.6.4. The Necessity of the Condition I ~ 2k

Here we show that the condition I ~ 2k can not be weakened in the theorems
of the preceding subsection. We present an example of a domain 0 eRn for
which V~ (Q) n V;(Q), I> 2k, is not imbedded into L oo(Q) for pi > n > 2pk
and is not imbedded into Lpnl(n-pl)(Q) for n > pl.
Consider the function
in the ball B 0(0). Since v 0 vanishes on ClB 0(0) along with its derivatives up to
order k-l, then IVmvol~ct5-kek-m for k~m in an e-neighborhood of
ClBo(O). It is also clear that IVmvol = O(t5- m) in Bo(O) and that IVmvol = 0
for m ~2k+ 1.
We denote by P and Q the lower and upper points at which the axis OXn
intersects ClBo(O), and construct the balls Be(P), BiQ), e < 1512. Let 1'/ be a
smooth function on R n that vanishes on B 1dO) and equal to unity on
R n\B 1(0). On Bo(O) we introduce the function
and estimate its derivatives. In the exterior of the balls Be(P), BiQ) we have
Besides, min{j,2k} .
IV}wl~c L em-JIVmvol
m=O
on Be(P) u BiQ). This implies
II V·w
J liPLp(Bo(O»....,
~ ct5- pk e P(k-})+n for j > 2k.
Similarly, since n > pk, then
II V·w
J
liP
~~~....,
~ c(s:n-
u
p}+ s:-pk"p(k-})+n) ~ C s:n-p}
u ~ ...., l U for j ~2k.
Therefore
II W liPVp(Bo(O»
I ~ c(s:n-2Pk+ S:-Pk"n-p(l-k»
...., u u ~ .
We set e = 15 a, where a is a number satisfying the inequalities
pk n-pk
- - - - - < a < --~-- a> 1.
n - p(/ - k) n - p(/- k)
Then
II W 111r~(Bo(O» ~ ct5 P ,
wherep= a(n-p(/-k»-pk>O.
Xn
Fig. 8
Consider the domain Q (Fig. 8) which is the union of balls .13'iwith radii t5 i
and centers 0i, joined by cylindrical necks 't'i of arbitrary height and with
cross section diameter ei = t5f. In each ball .13'i we specify Wi as described above
and extend Wi by zero to Q\.13'i' Then we put
00
(1) u(x) =I hiWi(X) , XEQ,

i= 1
where {h;} is a sequence of numbers such that
p
I Ih;j t5 i < 00
00 p
(2) •
i= 1
This condition means that UE V~(Q). The partial sums of the series (1) are
functions in V;(Q), and so U E V;(Q). Since Wi = 1 in the center of !!#i, then
II U IILoo(Q) ~ sll:P Ihil·

I
Clearly, the series (2) can converge whereas h i -> 00. Therefore, V~(Q)
n V;(Q) is not imbedded into Loo(Q).
In the case n > pi we put Ih;lP = oJp-n. Then
with q = pn/(n -Ip). On the other hand,
where Y= (a-l)(n-p(/-k)) >0. So, if {o;} is a decreasing geometric pro-

gression, then UE V~(Q) n V;(Q), whereas UfiLq(Q).
The restrictions on Q under which the Sobolev theorems hold for the space
V~(Q) n V;(Q), 2k < I, will be considered in subsection 5.6.6.
Chapter 2. Inequalities for Gradients of Functions that
Vanish on the Boundary
The present chapter deals with necessary and sufficient conditions for the
validity of certain estimates for the norm II u IlL (D,lll' where u E ~(Q) and f.l is a
measure in Q. Here we consider inequalities ;ith the integral
J[ct>(x, V'u)]Pdx
D
in the right-hand side. The conditions are stated in terms of "isoperimetric"

inequalities connecting measures and capacities.
§ 2.1. Conditions for the Validity of Certain Integral

Inequalities (The Case p = 1)
2.1.1. A Condition in Terms of Arbitrary Admissible Sets
A bounded open set fI eRn will be called admissible if ? C Q and 8 fI is a C oo_
manifold. In Chapters 3 - 5 this definition will be replaced by a broader one.
Let JV(x) denote the unit normal to the boundary of the admissible set fI at
a point x that is directed towards the interior of fl.
Let ct>(x, e) be a continuous function on Q X R n which is nonnegative and
positive homogeneous of the first degree with respect to e.
Further. we
introduce
0'(8 fI) = J ct>(x, JV(x»ds(x) .
81
Let f.l and v be measures in Q and Wn = s(8B t ).

The following theorem contains a necessary and sufficient condition for
the validity of the inequality
(1 )
for all UE ~(Q). This result will be proved using the same arguments as in
Theorem 1.4.2/1.
Theorem. 1) If for all admissible sets
(2)
§ 2.1. Conditions for the Validity of Certain Integral Inequalities 89
where a = <;onst > 0, c5 E [0,1], r, q > 0, c5 + (1 - c5) r- 1 ~ q - 1, then (1) holdsfor

all U E ~(Q) with C::;; aro(rc5+ 1- c5) -0-(1-0)/,.
2) If (1) holds for all U E ~(Q) with q > 0, c5 E [0,1], then (2) is valid for all
admissible sets fI and a ::;; C.
Proof. 1) First we note that by Theorem 1.2.4
(3) I cP (x, 'V u) dx =

Q
I
{x:JV'uJ>O}
cP (x, ~)
l'Vul
I 'V u Idx
I dt I cP ('Vu)
= 00
x, - - ds = Ja«L~'t)dt .
00
o l'Vul
{ft 0
that for such t the sets fi't

°
Here we used the fact that I'V u I=t= on fff t = {x: lu(x) I= t} for almost all t and
= {x: lu(x) I> t} are bounded by Coo-manifolds. By
Theorem 1.2.3
Since f.J,(fi't) is a nonincreasing function, then, applying (1.3.3/1), we obtain
where y = r(r c5 + 1 - c5) -1, y::;; q. Using the fact that the sets fi't are admissible
for almost all t, from (2) we obtain
Since yc5 + y(1- c5)1r = 1, then by Holder's inequality
which by virtue of (3) and Theorem 1.2.3 is equivalent to (1).

2) Let fI be any admissible subset of Q and let d(x) = dist(x, Rn\fI),
flt={XEQ,d(x»t}. Let a denote a nondecreasing function, infinitely dif-
ferentiable on [0, 00), equal to unity for d ~ 2e and to zero for d ::;; e, where e is
a sufficiently small positive number. Then we substitute ue(x) = a [d(x)] into
(1).
By Theorem 1.2.4,
2e
JCP(x, 'V ue)dx = Ja' (I) J CP(x, JII(x))ds(x) ,
Q 0 B~
90 2. Inequalities for Gradients of Functions that Vanish on the Boundary
where J1I(x) is the normal at XE 0,1 t directed toward the interior of ,1 t. Since
J <P(x, J1I(x»ds(x) --- a(o,1),

aYt t~O
then
Let K be a compactum in ,1 such that dist (K, 0,1) > 2e. Then U e(x) = 1 on
Kand
Using 0:::;; ue(x):::;; 1 and suppu e C ,1, we obtain
II u e IILr(.Q,/l):::;; v(,1)lIr.
Now from (1) we obtain
f.l(,1) llq = sup f.l(K) ll q :::;; Ca(0,1) °V(,1)(I-o)lr .
Key
The result follows.
2.1.2. A Particular Case (The Condition in Terms of Balls)

In the case <P(x,~) = I~I, Q = Rn, v = mn it follows from (2.1.111) that for all
balls Be(x)
(1) f.l(B e(X»lI q :::;; A eo(n-l)+(I-o)nlr .
With minor modification in the proof of Theorem 1.4.2/2 we shall arrive

at the converse assertion.
Theorem. If for all balls Be(x) the inequality (1) holds with oE[O,1];
q, r>O, 0+ (1- o)/r~ 1/q, then (2.1.111) holds for all UE f!)(Rn) with C:::;;cA.
Proof As already shown in the proof of Theorem 1.2.1/2, for any
bounded open set ,1 with smooth boundary there exists a sequence {Bei(Xi)}i~1
of disjoint balls with the properties:
(a) ,1 C U B 3ei (Xi) ;

i~1
(P) 2m n(,1 nBlli(xi» = vne7,

(y) s(o,1)~cI:e7-1.
i~1
From (1) it follows that

(2) f.l(,1):::;; I: f.l(B 3Ili (Xi» :::;;Aq I: (3ei)q[o(n-l)+(I-o)nlr1 •
i~1 i~1
Since q 0 + (1 - 0) nlr ;;:d, then by (2)
O(n_1l+(1_0lnlr)QO+(1-0lnlr
f.,l(fI)~cAQ ( .L{!{QO+(1- 0lnlr
1;;.1
which by Holder's inequality does not exceed
This and (a), (fJ), (y) imply
To conclude the proof it remains to apply Theorem 2.1.1.
2.1.3. One More Inequality Containing the Norms in Lq(!l,f.,l) and Lr(!l, v)
(The Case p = 1)
The following theorem is proved analogously to Theorem 2.1.1.
Theorem. 1) Iffor all admissible sets fI C Q
(1)
where a, p = const, q ~ 1 ~ r, then
(2)
holds for all UE 9J(Q).

2) If (2) holds for all U E 9J(Q), then (1) holds for all admissible sets fl.
2.1.4. Two Examples of Inequalities Containing Concrete Measures

An important special case of Theorems 2.1.1 and 2.1.3 is inequality (1.4.2/8).
We give two more examples that illustrate applications of these theorems.
Example 1. Let Q = R n, R n- 1 = {xERn, xn = O}, f.,l(A) = m n-1(A nR n- 1),
where A is any Borel subset of Rn. Obviously,
f.,l(fI) ~ ts(8 fI)

and hence
II U IIL(Rn-l l ~ til \l U IIL(Rnl
Example 2. Let A be any Borel subset of R n with mn(A) < 00 and let
,u(A) = J Ix I-adx ,
A
where aE[O, 1]. Further, let Brbe a ball centered at the origin, whose n-dimen-
sional measure equals mn(A). In other words,
Obviously,
JIxl-adx:::;; J Ixl-adx+r-amn(Br\A):::;; J Ixl-adx.
A A nBr Br
So
,u (A )(n -1)/(n - a):::;; (n _ a) (1 -n)/(n - a) W ~(n -1)/n(n - a)[n m n(A)] (n-1)/n .
Let fI be any admissible set in Rn. By virtue of the isoperimetric inequality
we have
,u(fI)(n -1)/(n - a):::;; (n _ a)(1 - n)/(n - a)w ~a-1)/(n - a) s(o fI) .
This inequality becomes an equality if fI is a ball. Therefore

( ) (n-1)/(n-a)
sup ,u fI = (n_a)(1-n)/(n-a)w~a-1)/(n-a)
{y} s(8:1)
and for all UE EJ(Rn)

(n-1)/(n-a)
(1) ( In Iu(x) I(n-a)/(n-l) Ix I-adx )
:::;; (n - a)(1-n)/(n-a)w~a-1)/(n-a) II V'u IIL(Rn)
with the best possible constant.
2.1.5. The Case of a Weighted Norm in the Right-Hand Side

In this subsection we denote by z = (x,y) and, = (~, 11) points in R n+ m with
x, ~ERn, Y,I1ER m• Further, let B;d)(q) be the d-dimensional ball with center
qERd.
Lemma 1. Let :I be an open subset of R n+ m with compact closure and

smooth boundary 0:1 which satisfies
(1)
where a> - m for m > 1 and 0 ~ a > - 1 for m = 1. Then
(2) J 117l ads(O ~ crn+m-l(r+ Iy I)a ,

B~n+m)(z) nil?
where s is the (n + m - 1)-dimensiona/ area.

The proof is based on the next lemma.
Lemma 2. Let a> -mfor m > 1 and 0 ~a> -lfor m = 1. Then for any
vECoo(B>n+m» there exists a constant V such that
(3)
B(n+m) B(n+m)
r r
Proof It suffices to derive (3) for r = 1. We put Bfn+m ) = Band

Bf B fn ) = Q. Let R (0 denote the distance of a point (E 8Q from the
m) X
origin, i.e. R(O = (1 + 1(12)1/2 for 1171 = 1, 1c;1 < 1 and R(O = (1 + 11712)112 for
I(I = 1, 1171 < 1. Taking into account that B is the quasi-isometric image of Q
under the mapping (-+ (IR(O, we may deduce (3) from the inequality
(4) J Iv(O - VII17l ad ( ~ c J I V v(O 1117l ad(

Q Q
which will be established now. Since (m+a) 117l a = div(I17l a17), then, after
integration by parts in the left-hand side of (4), we find that it does not exceed
(5) (m+a)-1 (J IVvll17l a + 1dC;+ J d( J Iv(O- V ldS(17»)'

Q Bfn) ilBfm)
For the sake of brevity we put T= Bln )x (Bl m )\B17d). Let m > 1. The
second summand in (5) is not greater than
cJ I Vv Id(+cJ Iv- Vld(.

T T
By Lemma 1.11.1, the last assertion and (5) imply (4) where Vis the mean
value of v in T. (Here it is essential that T is a domain for m > 1.)
If m = 1 then T has two components T+ = Bfn)x (1/2,1) and
L = Bfn)x (-1, -1/2). Using the same argument as in the case m >1, we
obtain
J Iv(C;,±l)-V±ldC;~cJ IVv(Old(~cJIVv(OII17lad"
~~ ~ Q
where V± are the mean values of v in T±. It remains to note that

provided a:S;;;O. So for m = 1 we also have (4) with V replaced by V+ or V_.

This concludes the proof of the lemma.
Proof of Lemma 1. For the sake of brevity let B = B~n+m)(z). In (3) we
replace v by a mollification of the characteristic function Xe of the set 1 with
radius e. Then the left-hand side in (3) is bounded from below by the sum
11- VI f 117l ad,+ I VI J 117 lad, ,

el eo
where e;= geB: Xe(O = i}, i = 0,1.

Let e be a sufficiently small positive number. By (1)
for sufficiently small values of e. Consequently,
It remains to note that
fl17ladC;~crm+n(r+ Iyl)a.
B

Remark 1. Lemma 1 fails for m = 1, a >0. In fact, let 1 = {,eR n+1: 17 > e
or 0 > 17 > - e}, where e = const > O. Obviously, (1) holds for this ,. However
which contradicts (2).

Theorem 1. Let v be a measure in Rn+m, q ~ 1, a> - m. The best constant
in
(6)
is equivalent to
(7) K = sup(e + Iy I) -ael-n-m[v(B~n+m)(z»] l/q .
z;e
Proof. 1) First, let m > 1 or 0 ~ a > - 1, m = 1. According to Theorem

2.1.3
where 1 is an arbitrary subset of R n + m with compact closure and smooth

boundary. We show that for each 1 there exists a covering by a sequence of
ballsB~7+m)(Zi)' i= 1,2, ... , such that
L ej+m-l(ei+
i
IYil)a~ c
6,J Iy lads(z) .
Each point ZE1 is the center of a ball B~n+m)(z) for which (1) is valid. In fact,
the ratio in the left-hand side of (1) is a continuous function in r which equals
unity for small values of r and converges to zero as r-+ 00. By Theorem 1.2.1
there exists a sequence of disjoint balls B~~+m)(Zi)
, such that
According to Lemma 1
J Iylads(z) ~ crj+m-l(ri+ IYii)a.
BW+m)(z;) n 6,
So {B~~;+m)(Zi)}i;;'l is the required covering.
Obviously,
v(1) ~ ~ v(B~~/m)(Zi» ~ ( ~ [V(B~~;+m)(Zi))]l/q)q
~ cKq ( ~ r7+ m- 1(ri+ IYil)aY ~ (CK J,IYladS(Z)Y
Therefore C ~ cK for m > 1 and for m = 1, 0 ~ a > - 1.

2) Now let m = 1, a>O. We construct a covering of the set {C: T/ = O} by
balls !Mj with radii ej' equal to the distance of !Mj from the hyperplane
e
g: = O}. We assume that this covering has finite multiplicity. By {QJj} we
denote a partition of unity subordinate to {!Mj } and such that IV QJjl ~ c/ej (see
Stein [237], Ch. VI, § 1). Using the present theorem for the case a = 0, which
already has been considered, (or, equivalently, using Theorem 1.4.212) we
arrive at
where Vj is the restriction of v to !Mj . It is clear that
supe-n[Vj(B~n+l)(z))]l/q ~ c sup e-n[v(B~n+l)(z))]l/q.

e;z e';'l?j,zE~
Therefore,
II QJjU IILq(Rn+!, v)
~c sup (e+e)-ae-n[v(B~n+l)(z))]l/q J IV (QJju) 1IT/ladC.
e.;,ej,ZE~ Rn+!
Summing over j and using (4), we obtain
Since
J lull11IU-jd,~a-j J IVu ll11l ud ,
Rn+l Rn+l
for a>O, then C~ cK for m = 1, a>O.

3) To prove the reverse estimate, in (6) we put U(O = cp(i? -j(, - z» where
cpECO'(B~n+m», cP = 1 on Bf n+m). Since
the result follows.

Corollary. Let v be a measure in R n, q ~ 1, a> - m. Then the best
constant in (6) is equivalent to
sup i?j-n-m-u[v(B~n)(x»]l/q.
xeRn,e>O
For the proof it suffices to note that K, defined in (7), is equivalent to the
preceding supremum if supp veRn.
Remark 2. The part of the proof of Theorem 1 for the case m = 1, a> 0 is
also suitable for m > 1, a> 1 - m since for these values of a and for all
uECO'(R n+m) we have
(8) J
Rn+m
lull11IU-jd,~(a+m-1)-j J
Rn+m
IVull11l ud,.
This implies that the best constant C in (6) is equivalent to
Kj= sup Iy l-ai?l-n-m[v(B~n+m)(z»]l/q

zeRn+m;e< lyll2
for m ~ 1, a> 1 - m.
Since (8) is also valid for a < 1 - m if u vanishes near the subspace 11 = 0,
then following the arguments of the second and third parts of the proof of
Theorem 1 with obvious changes, we arrive at the next theorem.
Theorem 2. Let v be a measure in g ER n+m: 11 =t= O}, q ~ 1, a < 1- m. Then
the best constant in (6), where UECO'(g: 11 =t= O}), is equivalent to K j.
2.1.6. Inequalities of Hardy-Sobolev Type as Corollaries of Theorem 2.1.5/1

Here we derive certain inequalities for weighted norms which often occur in
applications. Particular cases of them are the Hardy inequality
Illx I-Iu IILp(Rn)~ ell 'V1u IILp(Rn)

and the Sobolev inequality
II U IILpnl(n_IP)(Rn) ~ e II 'V1u IILp(Rn) ,

where /p < nand UE ~(Rn). We retain the notation introduced in 2.1.5.
Corollary 1. Let
q-1 m
1 ~q~(m+n)/(m+n-1), p= a-1 +--(m+n)--.
q q
Then
(1)
for UE ~(Rn+m).
Proof. According to Theorem 2.1.5/1 it suffices to establish the uniform

boundedness of the value
with respect to g and z. Obviously, it does not exceed
The latter is not greater than elyIP-u g l-(m+n)(q-l)/q for g ~ elyl and
> ely I. The result follows.
cg P - a + 1-(m+n)(q-l)/q for g
In (1) let us replace q-l, a, p by 1-p-l+ q -t, a+(1-p)-l q p,

«1_p-l)q+ 1)P respectively, and U by luiS with s = (P_1)qp-l+ 1. Then
applying Holder's inequality with exponents p and p/(P -1) to its right-hand
side, we obtain the following assertion.
Corollary 2. Let m+n>p~1, p~q~p(n+m)(n+m-p)-t, p=a-1
+(n+m)(1/p-1/q» -m/q. Then
(2)
for all UE ~(Rn+m).

For p = 2, a = 1- m/2 the substitution of u(z) = Iy I-av(z) into (2) leads
to the next corollary.
Corollary 3. Let m+n >2, 2 <q ~2(n+m)/(n+ m-2), y = -1
+(n+m)(2- 1 _q-l). Then
(3)
for all VE [!t(Rn+m), subject to the condition V (x, 0) = 0 in case m = 1.
In particular, the exponent y vanishes for q = 2(m + n)/(m + n - 2) and we

obtain
2 (m-2)2 v2
c II V IIL2(m+n)/(m+n_2){Rn+m) + 4 J Rn+m
-1-1-
y 2
dz ~ J (\7 v)2dz ,
Rn+m
which is a refinement of both the Sobolev and the Hardy inequalities, the
latter having the best constant.
*'
The analogous results for p 2 are apparently unknown.
To conclude this subsection we present a generalization of (2) for
derivatives of arbitrary integer order I.
Corollary 4. Let m+n>lp, 1 ~p~q~p(m+n"":'lp)-I(m+n), p= a-I

+(m+n)(p-l_ q -l» _mq-l. Then
(4)
for UE [!t(R n+ m).

Proof. Let Pj = p(n + m)(n + m - p(/- j» -1. Successively applying the in-
equalities
which follow from (2), we arrive at (4).

Inequality (4) and its particular cases (1) and (2) obviously fail for
a= I+nq-l_(m+n)p-l. Nevertheless for this critical a we can obtain
similar inequalities which are also invariant under similarity transformations
in R n + m by changing the weight function in the left-hand side. For example,
we have the following result.
Theorem. The inequality
(5)
is valid for all UE [!t(Rn).

Proof. We put Ii = x~ -1 + x~ and denote the integrals in the left and right-
hand sides by f and" respectively. Integrating by parts, we obtain
§ 2.2. On the (p, </»-capacity 99
We denote two summands in the right-hand side by fl and f 2. Clearly, by

Holder's inequality we have I fll ~ p f (P-l)/p"l/P. To obtain a bound for f2
we introduce cylindrical coordinates (z,g,f}) with zeR n- 2, Xn-l+ixn
= g exp (i f}). Then
Thus f ~ 2p f (P-l)/P" 1!p and (5) follows.

For p = 2, substituting u(x) = Ix nl-1!2v (X) into (5) we obtain the follow-
ing assertion which supplements Corollary 3 and improves a variant of the
Hardy inequality.
Corollary 5. The inequality
I 2
v dx ~ 16 ( 1(\7 v)2dx- ~ I V 2dX)
Rn (X~_l+X~)ll2lxnl Rn 4 Rn x~
is validfor all ve g)(Rj that vanish for Xn = o.
§ 2.2. On the (p, cP )-capacity
2.2.1. Definition and Some Properties of the (p, d)-capacity

Let e be a compactum in Q eRn and let l/J be the function specified in 2.1.1.
The number
inf {A[l/J(X' \7 u)]Pdx: ueW(e, Q)}

is called the (p, l/J )-capacity of e relative to Q and is denoted by
(p, l/J)-cap(e, Q). Here
W(e, Q) = {ue g)(Q): u ~ 1 on e} .
If Q = Rn, we omit Q in the notations (p, Q)-cap(e, Q), W(e, Q), etc.
In case l/J (x, c;) = Ic; I we shall speak of the p-capacity of a compactum e
relative to Q and we shall use the notationp-cap(e, l/J).
We present several properties of the (p, l/J)-capacity.

(i) For compact sets K C Q, F C Q, the inclusion KeF implies
100 2.. Inequalities for Gradients of Functions that Vanish on the Boundary
(p, ~)-cap(K,.Q) ~ (p, ~)-cap(F,.Q) .
This is an obvious consequence of the definition of capacity. From the same

definition it follows that the (p, ~ )-capacity of F relative to .0 does not
increase under an extension of .0. .
(ii) The equality
(1) (p, {b
~)-cap(e,.Q) = inf [~(x, \7 u)]Pdx: ue~(e, .Q)} ,
where ~(e,.Q) = {u: ue 2)(.0), u = 1 in a neighborhood oj e,
is valid.
° ~ u ~ 1 in Rn},
Proof. Since ~(e,.Q) C ~(e,.Q) it is sufficient to estimate (p, ~)-cap(e,.Q)

from below. Let ee(O, 1) and letje~(e,.Q) be such that
H~(x, \7 J)]pdx ~ (p, ~)-cap(e, .0)+8.
n
°°
Let {Am(t)}m~1 denote a sequence of functions in COO(R 1) satisfying the
conditions: O~A:n(t) ~ 1 +m- 1, Am(t) = in a neighborhood of( - 00,0] and
Am(t) = 1 in a neighborhood of [1, (0), ~ Am(t) ~ 1 for all t. Since
Am(f(x»e~(e, .0), then
inf {i[~(X' \7 u)]Pdx: u~~(e, .Q)} ~ i[A:n(f(X»]P[~(X' \7 j(x))]Pdx.

Passing to the limit as m -+ 00, we obtain
inf {b [~(x, \7 u)]Pdx: ue~(e, .Q)}

~ H~(x, \7 J)]Pdx ~ (p, ~)-cap(e, .0)+ e .
n
°
(iii) For any compactum e C .0 and e > there exists a neighborhood G
such that
(p, ~)-cap(K,.Q) ~ (p, ~)-cap(e,.Q) + 8
jor all compact sets K, e eKe G.
Proof. From (1) it follows that there exists a ue~(e,.Q) such that
J[~(x, \7 u)]Pdx ~ (p, ~)-cap(e,.Q) + 8.

n
Let G denote a neighborhood of e in which u = 1. It remains to note that
§ 2.2. On the (P. 0 there exists an open set w,
weD, such that
(p, CP)-cap(e, w) ~ (p, CP)-cap(e, D)+e .
(v) The Choquet inequality
(p, cP )-cap (K u F, D) + (p, cP )-cap (K n F, D)

~ (p, CP)-cap(K, D) + (p, CP)-cap(F, D)
holds for any compact sets K, FeD.

Proof. Let u, v be arbitrary functions in IJ3(K, D) and IJ3(F, D), respec-
tively. We put rp = max(u, v), If/ = min(u, v). Obviously, rp and If/ have com-
pact supports and satisfy Lipschitz condition in D, rp = 1 in a neighborhood of
K uF, If/ = 1 in a neighborhood of K nF. Since the set {x:u(x) v (x)} is the *
union of open sets on which either u > v, or u < v, and since \7 u(x) = \7 v (x)
almost everywhere on {x: u(x) = v(x)}, then
Q
J[CP(x, \7 rp)]Pdx+ J[CP(x, \7 If/)]Pdx = J[CP(x, \7 u)]P8x+ J[CP(x, \7 v)]Pdx.
Q Q Q
Hence, having noted that mollifications of the functions rp and If/ belong to
IJ3(K uF, D) and IJ3(K nF, D), respectively, we obtain the required inequality.
A function of compact sets that satisfies conditions (i), (iii), (v) is called a
Choquet capacity.
Let E be an arbitrary subset of D. The number (p, CP)-cap(E, D) =
sup(p, CP)-cap(K, D), where {K} is a collection of compact sets contained in E,
{K}
is called the (p, CP)-capacity of E relative to D. The number
inf(p, CP)-cap(G, D) ,
{G}
where {G} is the collection of all open subsets of D containing E, is called the
outer capacity (p, CP)-cap(E, D) of E C D. A set E is called (p, CP)-capaci-
table if
(p, CP)-cap(E, D) = (p, CP)-cap(E, D) .
From these definitions if follows that any open subset of D is (p, CP)-
capacitable. If e is a compactum in D, then by property (iii), given e > 0 there
exists an open set G such that
(p, <P)-cap(G, Q) ~ (p, <P)-cap(e, Q) + e .
Consequently, all compact subsets of Q are (p, <P )-capacitable.

From the general theory of Choquet capacities it follows that analytic sets
and, in particular, Borel sets are (p, <P)-capacitable (see Choquet [45]).
2.2.2. Expression for the (p, rp )-Capacity Containing an Integral over Level
1
Surfaces
Lemma 1. For any compactum F C Q the (p, <P)-capacity (jor p > 1) can be
defined by
1 dr
j1_ P
J
(1) (p,<P)-cap(F,Q)= inf
uEW(F,Q) 0 ( dS) -
J[<P(x, \lu)]P-.-
1/(P 1) ,
If, l\lul
where Iff t = {x: lu(x) I= t}.
°
We introduce the following notation: A is the set of nondecreasing func-
tions AEC (R1) that satisfy the conditions: A(t) = for t~O, A(t) = 1 for
OO
t ~ 1, supp A' C (0, 1); A 1 is the set of nondecreasing functions that are
absolutely continuous on R 1, and satisfy the conditions: A(t) = for t ~ 0,
A(t) = 1 for t~1, A'(t) is bounded.
°
To prove Lemma 1 we shall use the following assertion.
Lemma 2. Let g be a nonnegative function which is sum mabie on [0,1].
Then
(2)
1 dt
inf J(A,)Pgdt = J 1I(P-1)
(1 )l- P
AEA 0 0 g
Proof. First we note that by Holder's inequality
and hence the left-hand side of (2) is not smaller than the right.
Let AEAh (v(t)=A'(t) for tE[v-l,1-v- 1], supp(vC[v-l,1-v-1],
v=1,2, .... We set
Since the sequence 11 v converges to A' on (0,1) and is bounded, then by

Lebesgue's theorem
§ 2.2. On the (p, <1> )-capacity 103
1 1
J,,~gdr-+ JO.,)Pgdr.
o 0
Mollifying "v, we obtain the sequence {Yv}, YvECOO(R 1), supp Yv C (0,1),
1 1 1
JoYvdr = 1, Jy~gdr -+ J<A')P gdr .
o 0
Setting t
Ail) = Jyvdr ,
o
we obtain a sequence of functions in A such that

1 1
J(A~)Pgdr-+ J(A')Pgdr.
o 0
Hence,
1 1
(3) infJ(A')Pgdr= infJ(A')Pgdr.
A 0 At 0
Let t
Me= {I: g(l) ~ e}, ..1. 0 (1) = J"dr,
o
where ,,(1) = 0 on R 1\Me and
,,(1) = g(l)1!(1-Pl(Jeg1/(1-Pldr) -1 for IEMe.
Obviously, AoEAh and
By (3) the left-hand side of (2) does not exceed
We complete the proof by passing to the limit as e-+O.

Proof of Lemma 1. Let UE~(F, Q), AEA. From the definition of capacity
and Theorem 1.2.4 we obtain
1
(p, «P)-cap(F, Q) = J[A' (u) «P(x, \7 u)]Pdx = J(A ')P gdl ,
Q 0
where
ds
(4) g(l) = J[«P(x, \7 u)]P-- .
e; l\7ul
By Lemma 2
(p, tP)-cap(F, Q) ~ (
1
!gl/(l- P)dr
)l- P.
To prove the opposite inequality it is enough to note that
J[tP(x, 'V u)]Pdx ~ Jgdr ~ 1 (1 Jg1!(l- P)dr )l- P.

D 0 0

Recalling the property (2.2.111) of (p, tP)-capacity, note that in passing we
have here also proved the following lemma.
Lemma 3. For any compactum F C Q the (p, tP)-capacity (p> 1) can be
de!in: :)-cap(F, Q) ~ in!

ue'l.l(F. D)
{l _____
0 ( d )1!(P-1)
d_t _ _--:-:.,--.,-,-} 1- P
J[tP(x, 'Vu)]P_S_
Iffl l'Vul
2.2.3. Lower Estimates for the (p, fP)-Capacity

Lemma. For any u E !2(Q) and almost all t ~ 0,
1!(P-1)
(1) [a(o.2'm p /(p-1) ~[ - ~mn(!ft)] ( J [tP(x, 'Vu)]P~ ) ,
dt 62f I'V u I
where, as usual, !ft = {XEQ: Iu(x) I > t}.
Proof By Holder's inequality, for almost all t and T, t < T,
P/(P-1) ( )1/(P-1)
( J lul p - 1 tP(x, 'Vu)dx ) ~ J lulPdx J [tP(x, 'Vu)]Pdx .
2f\.!l'T 2f\.!l'T 2f\.!l'T
Using Theorem 1.2.4, we obtain
T )P/(P-1) (T d )1/(P-1)
( Jr P- 1a(02',)dr ~ J lulPdx JdriltP(x, 'Vu)]P_s_ .
t 2f\!l'T t Iff, I'V u I
We divide both sides of the preceding inequality by (T - t)p/(P-1) and estimate
the first factor on the right-hand side:
§ 2.2. On the (P. <l»-capacity 105
T )PI(P-1)
( _1_ f r P- 1 a(o.!l'r)dr ::;;; TP mn(!f(\.!l'T)
T-t t T-t
X
1 T d
( - - f d r f [cP(x, 'Vu)]P_s_
)1!(P-1)
T- t t a~ I'Vu I
Passing to the limit as T -+ t, we obtain (1) for almost all t > O. The lemma is
proved.
From Lemma 2.2.213 and from Lemma of the present subsection we
immediately obtain the following corollary.
(2) (p,cP)-cap(F,D)~ uE'13(F,Q)

inf {-J~mn(.!l'r)
dr 0
dr
[a(o.!l'r)]P
l(p
-
1)}1-
P
is valid.
Let ~(e) denote the infimum a(ol) for all admissible sets such that
m n (l) ~e. Then from (2) we obtain the next corollary.
mn(Q) de )1- P
(3) (p,cP)-cap(F,D)~ ( f 1(P-1)
o [~(e)]P
is valid.
By virtue of the classical isoperimetric inequality
(4)
in the case cP (x, .;) = I.; Iwe have
for p=t=n and
(6)
for p = n.
In particular, for n > p,
P-1
(7) p-cap(F) ~ w~/nn(n-p)/n ( n- p ) mn(F) (n-p)/n .
p-1
2.2.4. On the p-Capacity of a Ball

We shall show that the estimates (2.2.3/5) and (2.2.3/6) become equalities if
Qand F are concentric balls of radii Rand r, R > r, i.e.
(1)
p-cap(F, Q) =
I-n
(2) Wn
(
log ~) , for n=p.
Let the centers of the balls Q and F coincide with the origin 0 of spherical
coordinates (e, w), Iwi = 1. Obviously,
p-cap(F,Q) ~ inf J dwJRI - au IPen-Ide

UElII(F,.Q) oBI r ae
The inner integral attains its infimum at the function

R (p-n)!(p-I)_ e(P-n)!(p-I)
R(P-n)!(p-I)_r(P-n)!(p-I) ,
for p =1= n,
[r, R] :3 e --+ v (e) =
log (e R -I)
for p = n.
log (rR -I) ,
This implies the required lower estimates for the p-capacity. The substitution
of v(e) into the integral JIV u IPdx leads to (1), (2).
Q
In particular, the p-capacity of the n-dimensional ball Br relative to R n

P-I
is equal to Wn
(
n- p ) r n- p, for n > p, and to zero, for n ~p. Since the
p-1
p-capacity is a monotone set function, then for any compactum
p-cap(F, Rn) = 0, if n ~p. In the case p ~ n the capacity of a point relative to
any open set Q, containing this point, equals zero. If n, th)~n_ fhe p(> p-
capacity of the center of the ball B R relative to B R equals Wn p - n R n - p.
p-1
Therefore, in the latter case, the p-capacity of any compactum relative to any
bounded set that contains this compactum is positive.
§ 2.3. Conditions for the Validity of Integral Inequalities 107
2.2.5. On the (p, «P)-Capacity for p= 1

Lemma. For any compactum FeD
(1, cP )-cap (F, D) = inf a(8 1) ,

where the infimum is taken over all admissible sets 1 containing F.
Proof. Let UEW(F, D). Applying Theorem 1.2.4, we obtain
1
JcP(x, 'V u)dx = J0 a(8!l't)dt ~ y)F
o
inf a(81}'
This implies the lower estimate for the capacity.

Let 1 be an admissible set containing F. The function ue(x) = a(d(x»
defined in the proof of the second part of Theorem 2.1.1 belongs to W(F, D)
for sufficiently small e > O. So
(1, cP)-cap(F, D) ~ JcP(x, 'V ue)dx.

o
In the proof of the second part of Theorem 2.1.1 it was shown that the
preceding integral converges to a(81), which yields the required upper
estimate for the capacity. The lemma is proved.
§ 2.3. Conditions for the Validity of Integral Inequalities

(The Case p ~ 1)
2.3.1. Estimate for the Integral Containing the (p, «P)-Capacity of the Set .At;
Let UE fJ2(D) and let g be the function defined by (2.2.214) with p> 1.
Further, let
(1) = sup {t > 0: (p, cP)-cap(,kt, D)

T ctcl > 0} > 0 ,
where .At; = {xED: I u(x) I ~ t}. From (1) it follows that
(2) t ctefJI dr
1fI()= 0 [g(r)]II(p-l) <00
for O<t< T.
In fact, let
Since V EW(.At;, D), then from Lemma 2.2.211 and (1) we obtain
d )l/(l- P )
J1 ( J [ct>(X, \l V)]P_S_ dr OS;;; [(P, ct»-cap(A'(, Q)]l/(l- p )< 00
o {x: v(x) = r} 1 \l V 1
and it remains to note that
t
Jo g(r)
d
1: 1 J
(p-)
=
1(
0
J
{x:v(x)=r}
[ct>(X, \l V)]P_S_
l\lvl
d )l/(l- P )
dr.
Since by Theorem 1.2.4

00
Jg(r)dr = Hct>(x, \l u»)Pdx < 00 ,

o Q
°
then g(t) < 00 for almost all t > and the function 1fI(t) is strictly monotonic.
Consequently, on the interval [0, 1fI(T» the function t(lfI) which is the inverse
of lfI(t) exists.
Lemma. Let u be afunction in !P(Q) that satisfies condition (1). Then the
function t(lfI) is absolutely continuous on any segment [0, IfI(T - c5»), where
c5E(O, T), and
(3)
If T = max 1u I, then we may write the equality sign in (3).
Proof. Let 0 = 1fI0< 1fI1 < ... < IfIm = IfI(T- c5) be an arbitrary partition of
the segment [0, IfI(T - c5)]. By Holder's inequality,
[t(lfIk+1)- t(lfI~r = [t(lfIk+1)- t(lfIk)]P OS;;; t("'rl)g(r)dr

(lfIk+1-lfIk)P [t(lJIk+l) JP-1 t(lJIk)
J g(r)l/(l- p )dr
t(lJIk)
and, consequently,
(4) i
m 1 [ ( ) (
t IfIk+1 - t IfIk
»)P
OS;;;
m-1 t(IJIk+I)
L J g(r)dr
k=O (lfIk+l-lfIk)P-1 k=O t(lJIk)
T-o
= J g(r)dr OS;;; Hct>(x, \l u)jPdx.
o Q
The last inequality follows from Theorem 1.2.4. By (4) and F. Riesz's theorem
(see Natanson [196]), the function t(lfI) is absolutely continuous and its
derivative belongs to Lp(O, IfI(T - c5». By Theorem 1.2.4,
T-o
(5) Hct>(x, \l u»)Pdx ~ lim
Q
J g(r)dr.
0--+ +0 0
Since t(lf/) is a monotonic absolutely continuous function, we can make the

change of variable r = t(lf/) in the preceding integral. Then
T-b IJI(T-b) IJI(T-b)

J g(r)dr= J t'(If/)g(lf/)dlf/= J [t'(If/)]pdlf/,
0 0 0
which, along with (5), yields (3).

If T = maxlu I, then we can write the equality sign in (3). The lemma is
proved.
Theorem. Let ue ~(Q). Then for p ~ 1,
(6)
For p = 1 the coefficient in front of the integral in the right-hand side of (6) is
equal to unity.
Proof. To prove (6) it is sufficient to assume that the number T, defined in
(1), is positive.
Since by Lemma 2.2.5
(1, cP)-cap(,At(, Q) :::; a(a2()
for almost all t > 0, then (6) follows from (2.1.1/3) for p = 1.
Consider the case p > 1. Let If/ (t) be a function defined by (2) and let t (If/)
be the inverse of If/(t). We make the change of variable:
T
J(p, cP)-cap(,At(, Q)d(tP) = J(P, cP)-cap(,At(, Q)d(t~
00
o 0
1 ( )l/(l- P)
(7) If/(t) =J J [cP(x, \l v)]P ~ d~ .
o {x:v(x)=~} l\lvl
Since v eW(,At(, Q), then by Lemma 2.2.211 the right-hand side of (7) does not
exceed
Consequently,
Applying the Holder inequality and the Hardy inequality
(8) J
If/(T) [t( )]
If/
Pdlf/~ (_P-)P If/(T)
J [t'(If/)]pdlf/,
o If/P p-1 0
we arrive at
which, together with Lemma 2.3.1, yields (6). The theorem is proved.
Remark. The inequality
J(p, (])-cap(Jf(, Q)d(tP) ~ C J[(])(x, \l u)]Pdx ,

00
(9)
o Q
with a cruder constant than in (6) can be proved much more simply in the
following way. By the monotonicity of capacity, the integral in the left-hand
side does not exceed
def
L
+00.
E = (2 P -1) 2 PJ (p, (])-cap(JVy , Q) .
j= -00
Let AeECOO(R 1), Ait) = 1 for t ~ 1, Ae(t) = 0 for t ~ 0, 0 ~ A;(t) ~ 1 + e,

and let
Since UjEW(JVy , Q), then
~ (1 + e)P2 2p - 1 H(])(x, \l u)]Pdx.

Q
Letting e tend to zero, we obtain (9) with the constant C = 2 2p -1, which
completes the proof.
2.3.2. An Estimate for the Norm in Orlicz Space

We recall the definition of an Orlicz space (cf. M. A. Krasnosel'skii and Ja. B.
Rutickii [117]).
On the axis - 00 0 and continuous from
the right for t~O, satisfying the conditions ({J(O)=O, ({J(t)-+oo as t-+oo.
Further, let
If/(s) = sup{t: ({J(t) :::;;s}
be the right inverse of ((J(t). The function
lu I
P(u) = JIf/(s)ds
o
is called the complementary function to M(u).
Let !f'M<.Q,fl) denote the space of fl-measurable functions for which
In particular, if M(u) = q-l I u q, q> 1, then

I P(u) = (q') -1 I u Iq: q' =
q(q -1) -1 and II u II2'M(.Q,Jl) = (q' )1/ q 'll u IILq(D,Jl)'
The norm in !f'M<.Q,fl) of the characteristic function XE of the set E is
where p- 1 is the inverse of the restriction of P to [0, (0).

In fact, if v = P- 1(1Ifl(E»xE, then JP(v)dfl = 1, and the definition of
the norm in !f'M<.Q,fl) implies Q
On the other hand, by Jensen's inequality,
JXEvdfl :::;;fl(E)P- 1
Q
(_1_ JP(V)dfl ) ,
fl(E) E
and if we assume JP(v)dJ.l ~ 1, then the definition of the norm in !l'M(Q,J.l)

yields Q
Although formally M(t) = It Idoes not satisfy the definition of the Orlicz
space all the subsequent results concerning !l'~Q,J.l) include this case
provided we put p-t(t) = 1. Then we have !l'~Q,J.l) = Lt(Q,J.l).
Theorem. 1) If there exists a constant p such that for any compactum

FeQ
(1) J.l(F)p- t (1I J.l(F» ~ pcp, «P )-cap(F, Q)
with p ~ 1, then for all UE P)(Q),
(2)
where C ~pP(P_1)t-pp.
2) If (2) is valid for any UE P)(Q), then (1) holds for all compacta Fe Q
withP ~ c.
Proof. 1) From Theorem 1.2.3 and the definition of the norm in !l'M(Q,J.l)
we obtain
Consequently,
Using (1) and Theorem 2.3.1, we obtain
2) Let U be any function in W(F, Q). By (2),
By minimizing the right-hand side over the set W(F, Q), we obtain (1). The
theorem is proved.
Remark. Let cP (x, y) be a function satisfying the conditions stated in 2.1.1

and let the function I/f(x, u,y): D xR 1xRn-+R1 be such that I/f(x, u,y)
~ [cP(x,y)]P and for all UE ~(D)
lim infA. -P JI/f(x, AU, A V u)dx:SO;; K j[cP(x, V u)]Pdx .

A-++OO D D
Then (2) in Theorem can be replaced by the following more general estimate:
(3)
Here, to prove the necessity of (1) for (3) we must set u = AV, where
vEW(F,D), in (3) and then pass to the limit as A-+OO. An analogous remark
can be made regarding Theorems 2.1.1 and 2.1.2.
2.3.3. The Sobolev Type Inequalities as Corollaries of Theorem 2.3.2

Theorem 2.3.2 contains the following assertion, which is of interest in itself.
Corollary. 1) If there exists a constant p such that for any compactum
FeD
(1) jl(F)uP:SO;;p(p,cP)-cap(F,D) ,
wherep~l, a>O, ap:SO;;l, thenforalluE~(D)
(2)
where q = a- 1 and C :so;;pp(p-l)l- pp.

2) If (2) holds for any u E ~ (D) and if the constant C does not depend on
u, then (1) is valid for all compacta FeD with a = q -1 and p :so;; C.
Example 1. From Corollary and the isoperimetric inequality (2.2.317) we
obtain the Sobolev (p> l)-Gagliardo (p = 1) inequality
(3)
where n >p ~ 1, UE ~(Rn) and

C = p(n - p)(l-P)/p w ;;l/n n (P-n)/pn .
Remark. The value of the constant C in (3) is exact only for p = 1 (cf.
Theorem 1.4.211). To obtain the best constant we can proceed in the
following way.
By Lemma 2.3.1
",(max Iu I>
Jo [t'(I/f)]pdl/f= J IVulPdx.
Rn
Putting
If! = ___ p_-_1 _ _ r (n - p)/(l - p) ,
t(lf!) = y(r)
W~/(P-l)(n - p)
and assuming t(lf!) = const for If! ~ If!(max Iu I), we obtain
00
w n JIY'(r)IPr n- 1dr=
o
J IVulPdx.
Rn
On the other hand, by Theorem 1.2.3,

maxlul
J Iu IPnl(n-p)dx = J mn(.,t/!t)d(tpnl(n-p».
Rn 0
The definition of the function If!(t), Lemma 2.2.3 and the isoperimetric
inequality (2.2.3/4) imply
(n-p)/n(l-p)
1f!(t)~W~/(1-P)p-1 [ ~mn(.;Vf)]
n-p Wn
Consequently,
and
J Iu IPnl(n-p)dx ~
Rn
Wn
n
Jrnd[y(r)pnl(n- p)] .
0
Since
JIY'(r) IPr n- 1dr< 00 ,
o
then y(r)r(n-p)lp -+ 0 as r-+ 00. After integration by parts, we obtain
J lu IPnl(n-p)dx ~ w nJ[y(r)]pnl(n- P)rn- 1dr.

Rn 0
Thus,
)(n-p)IPn
J[y(r)]pnl(n- p)rn- 1dr
00
(
Ilu IILpnl(n_p)
~~~ II V u IlL
P
= Wn
-lin
s~f --(-oo------)-,-lI,--P--'
JI
0
y'(r) IPr n - 1dr

o
where {y} is the set of all nonincreasing nonnegative functions on [0, 00) such
that y(r)r(n-p)IP -+ 0 as r-+ 00. Thus, we reduced the question of the best con-
stant in (3) to a one-dimensional variational problem. The latter admits an ex-
plicit solution by classical methods of the calculus of variations (G. A. Bliss,
J. Lond. Math. Soc., v. 5, 1930). The exact upper bound is attained at any
function of the form
§ 2.3. Conditions for the Validity ofIntegral Inequalities 115
y(r) = (a+ br PI(P-l)l-nlp , a, b = const > 0 ,

and equals
(P-l)IP [ ( )] -lin
n-1lp ( ~=: ) p~ 1 B ; , n(pp-1)
Finally, the exact constant in (3) is
n- 112n- 1/p ( p-1 ) (P-l)IP { r(1 +nI2)r(n) }l/n ,

n-p nn~)n1+n-n~)
and the equality sign can be written in (3) if
u(X) = [a+ b Ix IP/(P-l)]l-nIP ,
where a and b are positive constants (although u does not belong to P) it can
be approximated by functions in P) in the II \l u IlL -norm).
To consider one more application of Coroll~ry we need the following
lemma.
Lemma. If B bn-1) is an (n - 1)-dimensional ball in R n, n > 2, then
(4) 2-cap(Bbn-1),Rn) = Wn (2n-2,

Cn
wherec3 = f, C4 = 1, C n = (n-4)!!/(n- 3)!!forodd n ~5 and C n = f(n-4)!!1

(n- 3)!! for even n ~6.
Proof We introduce ellipsoidal coordinates in R n: Xl = (2 sinh IjI cos 010
Xj=(2 coshljl sinOl ... sinOj_l cosOj' j=2, ... , n-1, Xn =(2 coshljl sinOl
'" sinOn _l. A standard calculation leads to the formulas
dx = (2n (cosh 21j1- sin201)(cosh ljI)n- 2dljldw ;
(\lu)2= (2-2 (:~ Y(COSh 21j1-sin201)-1+ ... ,

where dw is a surface element of the unit ball in R n and the dots denote a
positive quadratic form of all first derivatives of u except ouloljl. The
equation of the ball Bbn - 1) in the new coordinates is IjI = O. Therefore
where {u} is a set of smooth functions on [0, 00) with compact supports. The
infimum in the right-hand side is equal to
-1
( T d", ) =C- I
o (cosh ",)n-2 n
This value is attained at the function
v= T__d_r."....-;;-(T
IfI (cosh r)n-2 0
dr
(cosh r)n-2
)-1
Bb
which equals unity on n -I) and decreases sufficiently rapidly at infinity.
Substituting v into the Dirichlet integral, we obtain
This proves the lemma.

We now recall the definition of the symmetrization of a compact set K in
R n relative to the (n - s)-dimensional subspace R n -so
Let any point xER n be denoted by (y, z), where YER n - s, zER s• The image
K* of the compact set K under symmetrization relative to the subspace Z = 0 is
defined by the following conditions:
1) The set K* is symmetric relative to z = o.
2) Any s-dimensional subspace, parallel to the subspace y = 0 and
crossing either K or K*, also intersects the other one and the Lebesgue
measures of both cross sections are equal.
3) The intersection of K* with any s-dimensional subspace, which is
parallel to the subspace y = 0, is a ball in R S centered at the hyperplane z = o.
Example 2. Below we follow P6lya and Szego [213] who established that
the 2-capacity does not increase under symmetrization relative to R n - 1• Let 7r
be an (n - 1)-dimensional hyperplane and let Pr" g- be the projection of g-
onto 7r. We choose 7r so that m n - l (pr" ff) attains its maximum value. We
symmetrize g- relative to 7r and obtain a compactum which is also sym-
metrized relative to a straight line perpendicular to 7r. So we obtain a body
whose capacity does not exceed 2-cap g- and whose intersection with 7r is an
(n-1)-dimensional ball with volume m n -l(pr"ff). Thus the (n-1)-dimen-
sional ball has the largest area of orthogonal projections onto an (n -1)-
dimensional plane among all compacta with fixed 2-capacity.
This and Lemma imply the isoperimetric inequality
where Cn is the constant defined in Lemma.

Now from Corollary we obtain that the best constant C in the inequality
satisfies
(n-2)/(n-l) ] 112
.1.C ~
2::::::: [ ( W n -l )
--
cn ~C
-:::::::.
n-1 Wn
2.3.4. A Multiplicative Inequality (The Case p ~ 1)

Theorem. 1) For any compactum F C Q let the inequality (2.3.3/1) hold with
p ~ 1, a> 0. Further, let q be a positive number satisjying one oj the condi-
tions: (i) q ~ q* = a - 1, jor ap ~ 1, or (ii) q < q* = a - 1, jor ap > 1.
Then the inequality
(1- x)/p
(1) (
lIu IILq(Q'Ii) ~ C b[<P(x, \l u)]Pdx
)
Ilu I1lr(Q'Ii) '
where re(O,q), X= r(q*-q)/q(q*-r), C~cp(1-x)/p, is valid jor any
ue!?J (Q).
2) Let p ~ 1, q*> 0, re(O,q*) andjorsome qe(O,q*) and any ue!?J (Q) let
the inequality (1) hold with X= r(q*-q)/q(q*-r) and a constant C that is
independent oj u.
Then (2.3.3/1) holds jor all compacta Fe Q with a = (q*) - 1,
p ~ CCp/(l-x).
Proof. 1). Let ap ~ 1. Then by Holder's inequality
J Iu Iqd,u = J Iu Iq*(q-r)/(q*-r) Iu Ir(q*-q)/(q*-r)d,u

Q Q
~ (J lu Iq*d,u)(q-r)/(q*-r)<J lu Ir d,u)(q*-q)/(q*-r) ,
Q Q
or, equivalently,
Estimating the first factor by (2.3.3/2), we obtain (1) for ap ~ 1. Let ap > 1.
By Theorem 1.2.3,
J lu Iqd,u = q S,u(fi't)t q- 1dt.
Q 0
To the last integral we apply inequality (1.3.3/2), where x =. t q, j(x) = ,u(fi't),

b=p(q*)-1>1, a>1 is an arbitrary number, A=a(q-r)q-t, ,u=
p(q*-q)/q*q:
00 (00
!,u(fi't)t q- 1dt ~ c ![.u(Jl!tWt Qr - 1dt)(q*-q)/Q(q*-r)
X (
![.u(JI!t)]P/q*t 1dt)q*(q-r)/p(q*-r) .
00
P-
Since a > 1 and p(.AI() does not increase, we can apply (1.3.3/1) to the first
factor in the following way:
Thus,
From condition (2.3.3/1) and Theorem 2.3.1 we obtain
JLu(.AI()] p/q*fP- 1df ~ cp J[tP(x, \7 u)] Pdx .

00
o Q
The proof of the first part of the theorem is completed.

2) Let G be a bounded open set, G CD. We fix a number tJ > 0 and we put
on the set of all compacta F in G satisfying the condition (p, tP)-

cap(F, G) ~ tJ. (If (p, tP)-cap(F, G) = 0 for any compactum F C G, then the
substitution of an arbitrary ue~(F, G) into (1) immediately leads to p = 0.)
Obviously,
Let v be an arbitrary function in ~(F, G) and let)' = max(pr-t,q*r- 1).

We substitute the function u = v JI into (1). Then
(2) ,,(F)'t.,. cC (tv p (,-,,[ <p(x, ~ v)] Pdx)(' -,.yp IIv 'III,(Q.•)'
Let If/(f) be the function defined in (2.3.112), where u is replaced by v. In our
case T = max v = 1. Clearly,
JvJlrdp= jp(.AI()d(f Jl) = Jp(.AI(}[If/(t)F*/P' d(fJl! "
GOO [If/(f)] q /p
where.Al(= {xeG: v(x) ~ f}. Since.Al( )F, then by Lemma 2.2.2/3
p(.AI() If/(f) q*/p' ~ p{.AI() ~ pq*/p

[(p, tP )-cap(.AI(, G)] q*/p...." (j •
Hence
Since [If/(t)] -q*/p' is a nonincreasing function, then from (1.3.3/1) we obtain
bv yrdf.1. ~ pf/P ( !1[If/(t)] q*(1-p)/yrd(t P))yr/p

)yr/p
~pq*/PIf/(l)(yr-q*)/p' ( J1 d(t)
P
.
" 0 [If/(t)]p-l
Setting t = t(lf/) in the last integral and applying the inequality (2.3.1/8) and
Lemma 2.3.1, we obtain
r
W(1) d[t(If/)]P W(1)
J p-l ~c J
[t'(If/)]pdlf/==c [<P(x,V'v)]Pdx.
o If/ 0 G
~~U\ v ~
'II L,(n••) .; cprlP' 'fI(! l (" - " I'P' ( I oj> (x, V v l] p dx p
Y/P
~ cpf/pr[(p, 1P)-cap(F, G)](q*-yr)/rp ( 1[<P(X, V'v)]Pdx ) .
The last inequality follows from the estimate
[1f/(1)]P-1 ~ [(P, <P)-cap(F, G)]-1
(see Lemma 2.2.2/3). Since 0 ~ v ~ 1 and y ~ 1, then from (2) and (3) it
follows that
[1 + x(y-1)]/p
f.1.(F)ll q ~ cCp rx/pr[(p, ifJ)-cap(F, G)] x(q*- yr)/rp ( b[ifJ(x, V'v)jPdx ) .
Minimizing
j[<P(x, V'v)]Pdx
G
on the set 1l3(F, G), we obtain
f.1.(F)l/ q ~ cCpj*x/pr[(p, <P)-cap(F, G)] l/PH(q*-r)/pr
= cCpfx/pr[(p, <P)-cap(F, G)] q*/qp.
Hence
f.1.(F)P/q* ~ ccqP/q*p~q·-q)/(q*-r)(p, <P)-cap(F, G) .
Consequently,
Po ~ cCpq(q*-r)/q*(q-r) = CC p/(l-x) .
Since Po is majorized by a constant that depends on neither 0 nor G, then
using property (iv) of (p, ifJ )-capacity we obtain p ~ CC p/(l- x). The theorem is
proved.
2.3.5. An Estimate for the Norm in Lq(D,p,) with q q;;;::: 1.
Let S = {fl j Ji= - be any sequence of admissible subsets of Q with
00
1i C fI i+ 1· We Put,ui = ,u(fli), Yi = (p, <J> )-cap(, i, fI i+ 1) and
00 ( p/q )q/(p-qJ (p-q)/q

(1) p= sup [ I ..!!:..!.....-
IS) i= -00 Yi
(The summands of the form % are considered to be zeros.)

Theorem. 1) If P < 00, then
(2)
where UE E#(Q) and p >q >0, C~ cpo

2) Let p > q ;;;::: 1. If a constant C exists such that (2) holds for all U E E# (Q),
then p~cC.
Proof. 1) Let tj =2- j +ej,j=0,±1,±2,: .. , where ejis a decreasing
sequence of positive numbers satisfying ej2J-+ 0 as j -+ ± 00. We assume
further that the sets !!'t. are admissible. Obviously,
J
Let fI j = !!'t . We rewrite the last sum as

J
Let AeECOO(R1), Ae(t) = 1 for t;;;::: 1, AAt) = 0 for t ~ 0, 0 ~ A~(t) ~ 1 + e,

(e > 0) and let
Uix) = Ae[ 1u(x) 1- t j + 1] .
tj- tj+ 1
Since UjEIR(?J, flj+1), then
I:
j= -
2-pjYj~C
00
I:
j= - 00
(tr tj+l)P J
!lj+l\!lj
[<J>(x, V Uj)]Pdx
Letting e tend to zero, we obtain
(3) f
j= -
2- pj Yj,,;;cJ[<l>(x, Vu)]Pdx.
00 Q
2) We consider the sequence S = {,7J;: -00 and set TN+1 = 0,
N (fl' )1!(p-q)
Tk= L _J ,
j=k Yj
where k = -N, -N+ 1, ... ,0, ... ,N-t,N. Let Uk denote an arbitrary
function in Sl3(9k, ,7k+1) and define the function u = (Tk- Tk+l)Uk+ Tk+1 on
,7k+1\,7k> U = LN on ,7 -N, U = 0 in Q\,7N+1. Since UE ~(Q), the inequality
(2) is true for it. Clearly,
00 N 'k N
Juqdfl= Jfl(~)d(tq)= L J fl(~)d(tq)~ L flk(Tk- Tk+1)·
Q 0 k= -N 'k+l k=-N
From this along with (2) and the inequality (Tk- Tk+1) q,,;; T'1- T'1+l we obtain
N
=C r (Tk-Tk+l)P J [<l>(x, VUk)]Pdx.
k= -N flk+l\7k
Since Uk is an arbitrary function in Sl3 (h, ,7 k+ 1), then by minimizing the last
sum, we obtain
Substituting
we finally arrive at
N ( p/q )q/(p-q)] (p-q)/q

[ L ~ ,,;;c.
k= -N Yk

2.3.6. An Estimate for the Norm in Lq(fJ,p) with q 72, 73 be admissible subsets of Q such that 11 C 72, 12 C 73·
We set
Yij= (p, c1I)-cap('i, 7j) ,
where i <j. Then
-1/(p-1) + y-1/(P-1) ~ y- 1I(P-1)
Y12 23 "" 13 .
Proof. Let e be any positive number. We choose functions UkE

~('ko 7h1), k = 1,2, so that
Yk..v~-1) ~ S[ J [c1I(x, VUk)]P~J -1/(P-1)dr+ e,

o cl IVUkl
where C~ = {x: Uk(X) = r}. We put u(x) = tU2(X) for XE 73\72 and u(x) =
(U1(X) + 1)/2 for XE72. Then
1[ d ] 1/(1-p) 1 [ d ] 1/(1-p)
J J [c1I(x, VU1)]P_S_ dr= J Hc1I(x, Vu)]P_s_ dr,
o ci IVu1l 112 c, IVul
d ] 1/(1-p) 112[ d ] 1I(1-p)
J1 [ J [c1I(x, V U2)]p_s_ dr= J J[c1I(x, Vu)]P_s_ dr,
o if IVu21 0 c, IVul
where rffT= {x: u(x) = r}. Therefore,
Since UE~(11t 73), then by Lemma 2.2.213 the right-hand side of the last
inequality does not exceed YI~(1-p)+2e. The lemma is proved.
Let v(t) denote
inf(p, c1I)-cap(" Q) ,
where the infimum is taken over all admissible sets 7 that satisfy
It can be easily checked that condition (2.3.211) is equivalent to
and condition (2.3.3/1) to

pv(t) ~ tap.
The theorem of the present subsection yields the following sufficient

condition for the boundedness of the value p, defined by (2.3.5/1):
iJ(O) [ r ] q/(P-q)
J -- dr<oo.
o v(r)
By Theorem 2.3.5 this is a condition for the validity of (2.3.512) with

p>q~1.
Theorem. If p > q ~ 1, then
(1) sup L
00 (f-lrq)q/(p-q)
-- :::;;--
p iJ(Q}[
J --
r J q/(P-q)
dr,
{S}j=-oo Yj p-q 0 v(r)
where the notation of subsection 2.3.5 is retained.

Proof. Let the integral in the right-hand side converge, let N be a positive
integer and let lj = (p, qi)-cap(jj, f! N+ I) for j :::;;N, rN+I = 00. By Lemma,
Yj I/(I - p) ~ r~/(I - p) - rl/(I - p)

"" j j+ I ,
Since q(p-1)/(p-q) ~ 1, then

Ia - b Iq(p-I)/(p - I
q):::;; aq(P-I)/(p- q) - b q(p-I)/(p- q) I
and hence
This implies
N (P/q)q/(P-q) N
~f Y' f-lj ./ Y' p/(P-q)(r-q/(p-q) r-q/(P-q»
(TN - f.., -- "::: f-lj
f.., j - j+1
j= -N Yj j=-N
N
~ Y' ( .. fJ/(P-q)-l/fJ/(p-q»r~q/(p-q)+ I/p/(P-q)r- q (p-q)
"" f.., \f<j f"'j-1 j f"'-N -N •
j=-N+I
It is clear that IJ ~ (p, qi)-cap(?J, Q) ~ v{f.lj)' Since the function v does not
decrease then
Similarly,
iJj d( p/(P - q»
(f.lfJ/(p-q)- f-lfJ~Cf-q» [v{f.l)] q/(P-q):::;; J r .
J j J [ ( )]q/(p_q)
iJj-l V r
Consequently,
iJN
(TN:::;; J [v(r)]q/(q-P)d(rP/(P-q» •
o
The result follows.
2.3.7. An Inequality with the Norms in Lq(fl,p.) and Lr(fl, v)

(The Case p ~ 1)
The next theorem gives conditions for the validity of the inequality
(1) Ilulliq(Q,/L) ~ C (L[cJ)(X, Vu)]Pdx+ I/ul/ t (Q,v)

for all UE ~ (Q) with q ~p ~ r, p > 1 (compare with Theorem 2.1.3).
Theorem. Inequality (1) holds if and only if
(2)
for all admissible sets !I and ~ with j C ~.
Proof. SUfficiency. By virtue of Theorem 1.2.3 and inequality (1.3.3/1),
~JLu(2t)]P/qd(tP)~c
o
1: 00
j= - 00
2- pj/-l(!lj)P/q,
where !I j = 2tJ and {tj } is the sequence of levels defined

_
in the proof of the first
part of Theorem 2.3.4. We set Yj= (P, cJ»-cap(~j, !lj+l) and make use of
condition (2):
(3) I/Ul/iq(Q'/L)~cC[j=~}-Pjyj+ j=~}-PjV(!lJ>P/J .

We can estimate the first sum in the right-hand side of this inequality by
means of (2.3.5/3). The second sum does not exceed
Necessity. Let !I and ~ be admissible and let i C ~. We substitute any

function UE\.13(j, ~) into (1). Then
#(1)'/Q"; C [ b[<P(x, \7 u)]'dx+ V(~,/,] .

Minimizing the first summand on the right over the set \.13(j, ~), we
obtain (2).
Remark. Obviously, a sufficient condition for the validity of (1) is the
inequality
(4)
which is simpler than (2). In contrast to (1) it contains only one set !!.
However, as the following example shows, the latter condition is not
necessary.
Let Q = R 3, q = P = r = 2, <P(x,y) = Iy I, and let the measures f.1. and v be
defined as follows:
00
f.1.(A) = L s(A n 8B2k) ,

k=O
00
v(A) = L s(A n 8B2k+l),

k=O
where A is any Borel subset of R 3 and s is two-dimensional Hausdorff

measure. Condition (4) is not fulfilled for these measures and the 2-capacity.
- k+l
Indeed, for the sets !!k = B2k + 1\B2L h k = 2,3, ... , we have f.1.(!!k) = n4 ,
V(!!k) = 0, 2-cap(!!bR3) = 4n(2k+ 1).
We shall show that (1) is true. Let u E ~ (R 3) and let ([), w) be spherical
coordinates with center O. Obviously,
Summing over k, we obtain
The proof is complete.
2.3.8. An Estimate for the Integral J lu

12du with a Charge u
n
The following assertion yields a condition that is close in a certain sense to
being necessary and sufficient for the validity of the inequality
(1) J u IPdx:::;; c H<p(x, V u)]Pdx ,

1 UE ~ (Q) ,
Q Q
where a is an arbitrary charge in Q, not a nonnegative measure as in Theorem

2.3.4. (Theorem 2.1.3 contains a stronger result for p = 1.)
Theorem. Let a + and a - be the positive and negative parts of the
charge a.
1) If for some ee(O, 1) and for all admissible sets fI and '§ with? c '§ we
have the inequality
(2)
where C e = const, then (1) is valid with C::::; cC e •

2) If for all ue ~ (0) inequality (1) holds, then
(3)
for all admissible sets fI and '§, ?c '§.
Proof Let 0 = (1 - e) -1I2p and flj = .ff'oi, j = 0, ± 1, .... By Theorem 1.2.3,
::; f
j= - 00
a+(.ff'oi)(ov+l)p-ojp).
This and (2) imply
(4) Ilu Ilip(Q,a+) ::::; C e .

J= -
f (P, <P)-cap(2oi, .ff'oi-I )(ov+ l)p - ojP)
00
+(1-e) f
j= - 00
a-(.ff'oi- I )(Ov+ 1)p-o}P).
Using the same arguments as in the derivation of (2.3.5/3), we obtain that

the first sum in (4) does not exceed
Since a- (2() is a nondecreasing function, then

oi-I
(oV- 1)P_ o V- 2)P)a-(.ff'oi_ I )::::; J a-(2()d(t P)
oi- 2
r
and hence
f
j= -
a-(.ff'oi- I )(Ov+ 1)p- o jp)::::; 02p a-(.ff'()d(tP).
00 0
Thus,
Ilullip(Q,a+)::::;C e (~:~;)~p b[<P(X, \7u)]Pdx+0 2P(1-e)ll u llip(Q,a+)'
It remains to note that 02P (1- e) = 1.
2) The proof of the second part of the theorem is the same as that of
necessity in Theorem 2.3.7. The theorem is proved.
2.3.9. A Multiplicative Inequality with the Norms in Lq(n, v) and Lr(n, v)

(The Case p ~ 1)
The following assertion gives a necessary and sufficient condition for the
validity of the multiplicative inequality
(1) Ilu lI£q(Q,.u) ~ C {b [tP(x, \l u)]Pdx }511u 11£~~o,~

for p ~ 1 (cf. Theorem 2.1.1).
Theorem. 1) Let 1 and ~ be any admissible sets such that? C ~. If a
constant a exists such that
(2)
then (1) is validforallfunctions UE ~(Q) with C ~ ca, 1/q ~ (1- f5)/r+ f5/p,
r,q>O.
2) If(1) is trueforall UE ~(Q), then (2) is trueforall admissible sets 1 and
~ such that ? c ~. The constant a in (2) satisfies a ~ c.
Proof 1) By Theorem 1.2.3 and inequality (1.3.3/1),
where )I = pr[p(1 - f5) + f5r] - \ )I ~ q. Consequently,
where 1 j = .!l'tj and {tA is the sequence of levels defined in the proof of the first
part of Theorem 2.3.5. Hence,
It was shown in the proof of Theorem 2.3.5 that
f
j= -co
2 -pj(p, tP)-cap(?j, Ij+1) ~ c J[tP(x, \l u)] Pdx .
Q
Obviously, the second sum in (3) does not exceed cllull~r(Q.v)' Thus (1)
follows.
r
2) Let fI and '§ be admissible sets with? C '§. We substitute any function
UE~(?, '§) into (1). Then
p(y)P/' ,. C [ L[</>(x, \7 u)J'dx v( ~)(' -J)P;',

which yields (2). The theorem is proved.
§ 2.4. Continuity and Compactness of Imbedding Operators of

i1(Q) and W~(Q) into the Orlicz Space
Let i~(D) and W~(D) be completions of ~ (D) with respect to the norms
IIV/uIIL (Q)andIIV/uIlL (Q)+ lIullL (D)'
ThePpresent section ~eals with tome consequences of Theorem 2.3.2, con-
taining necessary and sufficient conditions for boundedness and compactness
of imbedding operators which map i~(D) and W~(D) into the space
!fp, M<.D, f1) with the norm III u n
~(Q'/J)' where f1 is a measure in D. In case
p = 2, M(t) = It Ithese results will be used in § 2.5 in the study of the Dirichlet
problem for the Schrodinger operator.
2.4.1. Conditions for Boundedness of Imbedding Operators

With each compactum F C D we associate the number
for p-cap(F, D) > 0,
for p-cap(F, D) = o.
In case p = 2, M(t) = It I we shall use the notation n(F, D) instead of
np,M(F, D).
The following assertion is a particular case of Theorem 2.3.2.
Theorem 1. 1) If for any compactum F C D
then for all u E ~ (D)
(1)
where C ~pp(p_1)1-pp.
2) If (1) is valid for all UE ~(D), then np,M<.F, D) ~ C for all compacta
FCD.
§ 2.4. Continuity and Compactness of Imbedding Operators 129
Using this assertion we shall prove the following theorem.

Theorem 2. The inequality
(2) III u 111~~[.!,p) :::;; C [.!f ( I 'V u IP+ Iu IP) dx ,

where p < n, is valid for a/l u E §f) (Q) if and only if, for some a> 0,
(3) sup {1l:P,M(F, Q): F C Q, diam(F):::;; a} < 00 ,
where, as usual, F is a compact subset of Q.
Proof. Sufficiency. We construct a cubic grid in R n with edge length ca,

where c is a sufficiently small number depending only on n. With each cube l!L i
of the grid we associate a concentric cube 2l!L i with double the edge length and
with faces parallel to those of l!Li. We denote an arbitrary function in §f) (Q) by
u. Let 1'/ i be an infinitely differentiable function in R n which is equal to unity
in l!Li, to zero outside 2l!Li and such that I'VI'/d : :; cola.
By Theorem 1
III u l'/ilPl1 !l'M([.!'P):::;; c sup { p(F)p-l(1!p(F» : F C 2l!Li n Q} J

I'V (u I'/i) IPdx
p-cap(F,2l!Li n Q) 2P2; n[.!
:::;;csup{1l:p ,M<F,Q):FCQ,diam(F):::;;a} J I'V (Ul'/i)IPdx.

2£4n[.!
Summing over i and noting that
we obtain the required inequality
(4) III u IP II !l'M([.!'P):::;; c sup {1l: p ,M<F. Q): F C Q, diam(F) :::;; a}

x f(i'VuIP+a-PluIP)dx.
[.!
Necessity. Let F be any compactum in Q and let diam(F):::;; a < 1. We

include F inside two open concentric balls Band 2B with diameters a and 2 a,
respectively. Then we substitute an arbitrary uEIl3(F,2B n Q) into (2).
Since u = 1 on F, then by (2)
IlxF11 !l'M(Q,P):::;; C ( 2BJ I'V u IPdx + 2BJ Iu IPdX) .

Consequently,
p(F)P-l(11p(F» :::;; C(l + caP) J I 'V u IPdx .
2B
Minimizing the last integral over the set ~(F,2B nQ) we obtain
/1(F)P-\lI/1(F»:::;;; C(1 + co P)p-cap(F,2B n Q) .
It remains to note that since p < n, then
(5) p-cap(F,2B n Q) :::;;; cp-cap(F, Q) ,
where c depends only on nand p.

In fact, if UE~(F, Q) and 1'/E!!) (2B), 1'/ = 1 on B, ! V 1'/!:::;;; co, then
U1'/E~(F, Q n2B) and hence
p-cap(F,2BnQ):::;;; J !V(u1'/)!Pdx
Qn2B
This and the Sobolev theorem imply (5). The theorem is proved.
2.4.2. Criteria for Compactness

The following two theorems give necessary and sufficient conditions for the
compactness of imbedding operators that map i~(Q) and W~(Q) into
!f'p, M<. Q , /1 ).
Theorem 1. The conditions
(1) lim sup {llp M<.F, Q): F C Q, diam(F) :::;;; o} = 0 ,

0 .... 0 '
(2) lim sup {llp,M<.F, Q): F C Q\Bu} = 0

u.... 00
are necessary and sufficient for any set of functions in !!) (Q), bounded in
i~(Q) (p < n), to be relatively compact in !f'p,M<.Q,/1).
Theorem 2. The condition (1) and
(3) lim sup {llp,M<.F, Q): Fe Q \Bu, diam(F) :::;;; 1} = 0

u.... oo
are necessary and sufficient for any set of functions in !!) (Q), bounded in
W~(Q) (p < n), to be relatively compact in !f'p,M<.Q,/1).
To prove Theorems 1 and 2 we start with the following lemma.
Lemma. Let fJ, (e) be th.e restriction, of fJ, to the ball Be. In order for an
arbitrary set, bounded in Lb(Q) or in W~(Q), p < n, to be relatively compact
in !i'p,M<.Q, fJ, (e» for all ~ > 0 it is necessary and sufficient that
(4) lim sup {1Cp,M(F, Q): F C Be 11 Q, diam(F) :::;; o} = 0

0-+0
for any ~>o.

Proof, Sufficiency. Since capacity does not increase under extension of Q,
then for any compactum F C Be 11 Q,
1Cp,M(F, Be 11 Q) :::;; 1Cp,M(F, Q) .
This along with (4) implies
~i~ sup {1C p,M(F, Be 11 Q): Fe Be 11 Q, diam(F) :::;; o} =0

for all ~ > O. The latter, together with (2.4.114), where the role of Q is played
by B2e 11 Q, yields
Illu IPII2'M{Q..u(2e»:::;; e I I\7u IPdx+ Cj(e) I lu IPdx

B2e r. Q B2e r. Q
for any e > 0 and for all u E ~ (B2e 11 Q). Replacing u by u 11, where 11 is a
truncating function, which is equal to unity on Be and to zero outside B 2e , we
obtain
(5)
It remains t~ note that in case p < n any set, bounded in ib(Q) (and, a
fortiori, in W~(Q», is compact in Lp(BeIlQ) for any ~>O. The sufficiency
of (3) is proved.
Necessity. Let F C Be 11 Q be a compactum and let diam(F) :::;; 0 < 1. We
include F inside concentric balls Band 2B with radii 0 and 20 respectively.
By u we denote an arbitrary function in S.f3 (F, 2B 11 Q). Since any set of func-
tions in ~ (Q), bounded in W~(Q), is relatively compact in !i'P,M(Q,fJ,{e»,
then for all v E ~ (Q)
where XB is the characteristic function of Band e(o) -+ 0 as 0 -+0. To prove

this inequality we must note that Theorem 2.4.212, applied to the measure
fJ, (e), implies fJ,{e)(2B) -+ 0 as 0-+ o. Since u equals zero outside 2B 11 Q then
II u IPdx :::;; coP QII \7 u IPdx .

Q
Therefore,
/1(F)P- 1(11/1(F» ~ (1 +cc5 P)e(c5) J I 'Vu IPdx.
2B
Minimizing the last integral over 113 (F,2B nQ) and using (2.4.1/5) we arrive
at
The necessity of (4) follows. The lemma is proved.
,= ,=
Proof of Theorem 1. Sufficiency. Let ,ECoo(R n), 0 ~,~ 1, I'V 'I ~ C{!-1,
0 in a neighborhood of Be12' 1 outside Be' It is clear that
(6) Illu n~!(D'/J) ~ 11(1- OPlu IPII~!<D'/J) + "'Plu nZ(D,/J)

~ IlluIPII~!(D'/J(e»+ III'un~!(D'/J)'
By virtue of the first part of Theorem 2.4.1/1, applied to the set Q\Bel2' by
(2) and the inequality
given any e, there exists a number (! > 0 such that
III ,U IPII~!(D'/J) ~ e II 'V (,u) IILp(D)'

Since I'V 'I ~ c (! - 1 ~ c Ix 1- 1 and
Illx 1- 1u IILp(D) ~ cII 'V u II Lp(D) ,

then
III ,U IP II ~!(D'/J) ~ Ce II 'V u IILp(D) •
The last inequality along with (6) implies
(7)
Obviously, (1) implies (4). Therefore, Lemma guarantees that any set of func-
tions in §i) (Q), bounded in i1(Q), is compact in !£p,M(Q,/1(e». This together
with (7) completes the proof of the first part of the theorem.
Necessity. Let F be a compactum in Q with diam(F) ~ c5 < 1. Duplicating
the proof of necessity in Lemma and replacing /1 (e) there by /1, we arrive at the
inequality np,~F, Qt ~ (1 + cc5 P )e(c5) and hence at (1).
Now let Fe Q\Be' Using the compact.ness in !£p,~Q,/1) of any set of
functions in §i) (Q), which are bounded in L1(Q), we obtain
where e,,-+ 0 as (> -+ 0 and u is an arbitrary function in ~ (.0). In particular,

the last inequality holds for any u E~ (F, .0) and therefore
Minimizing the right-hand side over the set ~(F, .0), we arrive at (2). The
theorem is proved.
Proof of Theorem 2. We shall use the same notation as in the proof of
Theorem 1.
SUfficiency. From (2.4.1/4), where 15 = 1 and .0 is replaced by .o\B,,/2,
together with (3), it follows that given any e > 0, there exists a (> > 0 such that
111'u IPII ~:(.Q'Jl) ~ e(11 V (uO IILp(U) + II'u IILp(U» .

This together with (6) yields
Illu IPII~:(u'Jl) ~ IIlu IPII~(U'Jl(iI»+ cellu II Wfi(U)·

The remainder of the proof is the same as the proof of sufficiency in the
preceding theorem.
Necessity. The condition (1) can be derived in the same way as in the proof
of necessity in Theorem 2.4.211.
Let F C .o\B", (> > 8, diam(F) ~ 1. From the compactness in !l'p,M<..o,p,)
of any set of functions in ~ (.0), bounded in W~(.o), it follows that
where e,,-+O as (>-+00 and u is an arbitrary function in ~(.o). We includeF

inside concentric balls Band 2B with radii 1 and 2 and let u denote any func-
tion in ~ (F, 2B n .0). Using the same argument as in the proof of necessity in
Lemma 2.4.2 we arrive at
which is equivalent to (3). The theorem is proved.

Remark. Let us compare (1) and (4). Clearly, (4) results from (1). The fol-
lowing example shows that the converse assertion is not valid.
Consider a sequence of unit balls f!I (v) (v = 1,2, ... ), with dist (f!I (v),
*
f!I (p» ~ 1 for p, v. Let .0 = R n and p,(F) = Jp(x)dx, where
F
-2+v-l
for XE f!I (v), -
p(x) ={ ~ 0
for xE f!I (v) •
v=l
Here (> is the distance of x from the center of f!I (v).

We shall show that the measure J1 satisfies the condition (4) with p = 2,
M(t) = t. First of all we note that for any compactum F C f!d(v)
where
To estimate cap (F), i.e. 2-cap(F, R n ), we apply the isoperimetric inequality

(2.2.3/12):
w;'(n -2) -l cap (F);' [ ; , m,(F)r- 211
' ~ [r(F)],-2.
Now (F) l/v
n(F, Rn) ~ ___r-'---'--_ __
(n-2)(n-2+ 1/v)
and (4) follows.
If F is the ball {x: {! ~ o}, then
Ol/v
n(F, Rn) = _______
(n-2)(n-2+1/v)
Consequently
Ol/v
sup {n(F, Rn): FeRn, diam(F) ~ 2o} ~ lim = (n-2)-2
v~oo (n-2)(n-2+ l/v)
and (1) is not valid.
§ 2.5. Application to the Spectral Theory of the

Multidimensional Schrodinger Operator
In this section we shall show how the method and results of § 2.4 can be
applied to the spectral theory of the SchrOdinger operator.
2.5.1. Preliminaries and Notation

We start with some definitions from the theory of quadratric forms in a
Hilbert space H. Let !i' be a dense linear subset of H and let S [u, u] be a
quadratic form defined on !i'. If there exists a constant y such that for all u E!i'
(1) S[u,u] ~ yllu 111,

then the form S is called semibounded from below. The largest constant yin
(1) is called the greatest lower bound of the form S and is denoted by y(S).
§ 2.5. Application to the Spectral Theory of the Multidimensional Schrodinger Operator 135
If y(S) > 0, then S is called positive definite. For such a form the set !i' is pre-
Hilbert space with inner product S[u, u). If !i' is a Hilbert space the form S is
called closed. If any Cauchy sequence in the metric S[u, u) 112 that converges to
zero in H also converges to zero in the metric S[u, u) 112, then S is said to be
closable. Completing !i' and extending S by continuity onto the completion !i,
we obtain the closure S of the form S.
Now, suppose that the form S is only semibounded from below. We do not
assume y(S) > o. Then for any c> - y(S) the form
(2) S[u, u) + c[u, u)
is positive definite. By definition, S is closable if the form (2) is closable for

some, and therefore for any, c> - y(S). The form S + cE - cE is called the
closure S of S.
It is well known and it can be easily checked that a semibounded closable
form generates a unique selfadjoint operator S, for which
(Su,u)=S[u,u) for all UE!i'.
Let Q be an open subset of R n, n > 2, and let h be a positive number. We

shall consider the quadratic form
Sh[U, u] = h II \l u 12dx- II u 12d,u(x)

Q Q
defined on [i) (Q).

We shall study the operator Sh generated by the form Sh[U, u] under the
condition that the latter is closable. If the measure,u is absolutely continuous
with respect to the Lebesgue measure mn and the derivative p = d,u/dmn is
locally square summable, then the operator Sh is the Friedrichs extension of
the Schrodinger operator - hiJ - p(x).
In this section, when speaking of capacity, we mean 2-capacity and use the
notation cap.
Before we proceed to the study of the operator Sh we formulate two
lemmas on estimates for capacity which will be used later. For the proofs of
these lemmas see the end of the section.
Lemma 1. Let F be a compactum in Q n B r. Then jor R > r
cap(F,BRnQ):E; tr (1 + ~log
I R-r
( 1 + _2_ __
n-3 R-r
Re
r_)
r
l12
) cap(F, Q)
cap(F, Q)
jor n
jor n
= 3,
> 3.
Lemma 2. Let F be a compactum in Q \.8R. Then jor r < R

cap(F,Q\Br)~ (1+(n_2)-I_r _) cap(F,Q).

R-r
All the facts concerning the operator 8h will be formulated in terms of the
function
n(F, Q) =
rL /i(F)
ocap(F, Q)
for cap(F, Q) > 0 ,
for cap(F, Q) =0;

which is a particular case of the function np.~F, Q), introduced in § 2.4, for
M(/) = III, p = 2.
2.5.2. Positiveness of the Form SI[U,U]

The following assertion is a particular case of Theorem 2.4.111.
Theorem. 1) If for any compaclum F C Q
(1)
then for all u E ~ (Q)
(2) S lu 2/i(dx) ~ c S I \lu 2dx,

1 1
Q Q
where C::S;;4p.
2) If (2) holds for all u E ~ (Q), then for any compaclum F C Q
(3) n(F,Q) ~ c.
Corollary. If
sup n(F, Q)
FCQ
<t,
then the form stlu, u] is positive, closable in L 2 (Q) and, hence, it generates a
selfadjoint positive operator 81 in L2(Q).
Proof. The positiveness of SI[U,U] follows from Theorem. Moreover,
inequality (2) implies
(4) SI[U,U] ~ [1-4 sup n(F, Q)] S I \lu 12dx.

FCQ Q
Let {Uv}v~b UvE ~ (Q) be a Cauchy sequence in the metric SI[U, u] 1~2 and
let U v converge to zero in L2(Q). Then by (4), U v converges to zero in L~(Q)
and it is a Cauchy sequence in L 2 (Q,/i). Since
then uy-+O inL 2(Q,,u). Thus, Sduy,u y] -+0 and therefore the form Sdu,u] is
closable in L2(Q). The corollary is proved.
We note that close necessary and sufficient conditions for the validity of
the inequality
lluI2da~Cll\7uI2dx, ue:;)(Q) ,
Q Q
where a is an arbitrary charge in .0, are contained in Theorem 2.3.8 for

ct> (x, y) = Iy I, p = 2. The conditions in question coincide for a ~ O. They
become the condition sup {n(F, .0): F C Q} < 00, which follows from
Theorem.
2.5.3. Semiboundedness of the SchrOdinger Operator

Theorem. 1) If
(1) lim sup {n(F, .0): F C .0, diam(F) ~ J} <

0--+0
+'
then the form SI[U, u] is semiboundedfrom below and closable in L2(Q).
2) If the form SI[U, u] is semiboundedfrom below in L2(Q), then
(2) lim sup {n(F, .0): F C .0, diam(F) ~ J} ~ 1 .

0--+0
Proof. 1) If II is a sufficiently large integer, then there exists 15 > 0 such that
(3) sup {n(F, .0): Fe .0, diam(F) ~ J} ~ -1 (II_1)n

-- .
4 II+2
We construct a cubic grid in R n with edge length H = J/(II + 2)Vn. We

include each cube Pl j of the grid inside concentric cubes PlP) and PlF) with
faces parallel to those of Pl i . Let the edge lengths of PlP) and PlF) be (II + 1)H
and (II+2)H, respectively. Since diam(PlF») = 15, then for any compactum
Fe Plf2) n .0
n
(2) 1 II-1 )
(4) n(F, .0 n Pl i ) ~ n(F, .0) ~ - (- - .
4 II+2
Let u denote an arbitrary function in :;) (.0) and let 1'/ denote an infinitely
differentiable function on R n which is equal to unity in Ply) and to zero
outside PlF). By (4) and Theorem 2.5.2 we have
This implies
Summing over i and noting that the multiplicity of the covering { P2P>} does
not exceed (II + 2)n and that of { P2P>} is not less than II n, we obtain
(5)
Thus, the form S1[U, u] is semibounded. Moreover, if K is a sufficiently

large constant, then
J
Stlu, u] +K I u 12dx ~
U
eJU 1\7 u 1
2dx, e>0 .
Further, using the same argument as in the proof of Corollary 2.5.2, we can
easily deduce that the form S1 [u, u] is closable in L2(D).
2) Let F be an arbitrary compactum in D with diam (F) ~ 0 < 1. We enclose
F in a ball B with radius 0 and construct the concentric ball B' with radius
0 112•
We denote an arbitrary function in ~ (F, B' n D) by u. In virtue of the
semiboundedness of the form Stlu, u] there exists a constant K such that
Ju 2dp ~ J(\7 u)2dx+ K Ju 2dx .

B' B' B'
Obviously, the right-hand side of the preceding inequality does not exceed
(1+KA.- 10) J (\7u)2dx,

B'nU
where A. is the first eigenValue of the Dirichlet problem for the Laplace
operator in the unit ball.
Minimizing the Dirichlet integral and taking into account that u = 1 on F,
we obtain
p(F)~(1+KA.-10)cap(F,B' nD).
By Lemma 2.5.1
cap(F, B' n D) ~ (1 + 0(1» cap(F, D) ,
where 0(1) ~ 0 as 0 ~ O. Hence
sup {n(F, D): FeD, diam(F) ~ o} ~ 1 + 0(1) .
It remains to pass to the limit as 0 ~ O. The theorem is proved.

§ 2.5. Application to the Spectral Theory of the Multidimensional SchrOdinger Operator 139
The two assertions stated below are obvious corollaries of Theorem. The
second is a special case of Theorem 2.4.112.
Corollary 1. The condition
(6) lim sup {1l(F, D): FeD, diam(F) ~ a} = 0

0--+0
is necessary and sufficient for the semiboundedness of the form Sh[U, u] in

L 2(D) for all h > O.
Jlu 12dll ~ CJ(I 'Vu 12+ lu 12)dx,

u u
where u is an arbitrary function in ~ (D) and C is a constant independent of
u, is valid if and only if
(7) sup {1l(F, D): FeD, diam(F) ~a} < 00

for some a> O.
We shall give an example that illustrates an application of Theorem 2.5.2
and Theorem of the present subsection to the Schrodinger operator generated
by a singular measure.
Example: Let M be a plane Borel subset of R3. We define the measure
1l(F)= m2(F nM) for any compactum FeR 3. (Iri the sense of distribution
theory the potentialp(x) is equal to the Dirac a-function concentrated on the
plane set M.) Then
1l(F,R 3) = m2(FnM) ~ m2(FnM)

cap (F) cap (F n M)
Since
cap(F nM) ~ 81l- 1/2 [m2(F nM)]ll2
(cf. Example 2.3.3), then
(8)
By Theorem 2.5.2 the form
Stlu, u] = J 1'Vu 12dx- J lu 12m 2(dx)

R3 M
is positive if m2(M) ~41l-1. Using Corollary, from (8) we obtain that the
form Sh[U,U] is semibounded and closable in L2(R 3) for all h>O for any
plane setM.
2.5.4. Discreteness of the Negative Spectrum

Let (! be a fixed positive number and let /1 (e) be the restriction of a measure /1
to the ball Be = {x: Ix 1< {!}. Further, let /1(e) = /1- /1 (e).
In order to exclude the influence of singularities of the measure /1, which
are located at a finite distance, we shall assume that any subset of P (.0),
bounded in Wi(.o) (or in ii(.o», is compact in L 2(f1(e». In Lemma 2.4.2 it is
shown that this condition is equivalent to
(1) lim sup {n(F, .0): Fe Be n.o, diam(F) ~ J} = 0

15->0
for any {! > O.

Now we formulate two well-known assertions which will be used below.
Lemma 1 (Friedrichs [68]). Let A [u, u] be a closed quadratic form in a
Hilbert space H with domain D [A], y(A) being its positive greatest lower
bound. Further, let B[u, u] be a real form, compact in D[A]. Then the form
A - B is semibounded from below in H, closed in D [A] and its spectrum is
discrete to the left of y(A).
Lemma 2. (Glazman [74]). For the negative spectrum of a selfadjoint
operator A to be infinite it is necessary and sufficient that there exists a linear
manifold of infinite dimension on which (A u, u) < O.
Now we proceed to the study of conditions for the spectrum of the Schro-
dinger operator to be discrete.
Theorem. Let the condition (1) hold.
1) If
(2) lim lim sup {n(F, .0): F C .0 \Be' diam(F) ~ J} < {- ,
a-+co (}-+oo
then the form Stlu, u] is semiboundedfrom below, closable in L2(.o) and the
negative spectrum of the operator 51 is discrete.
2) If the form Sl[U, u] is semiboundedfrom below, closable in ld.o) and
the negative spectrum of the operator 81 is discrete, then
(3) lim lim sup {n(F, .0): F C .0 \Be' diam(F) ~ J} ~ 1 .

0-+ 00 (J--+ 00
Proof. 1) We shall show that the form Sl[U, u] is semibounded from

below, closable in L 2(.o) and for any positive y the spectrum of the operator
51 + 2 YI is discrete to the left of y. This will yield the first part of the theorem.
By virtue of (2) there exists a sufficiently large integer II such that
lim sup {n(F, .0): F C .o\Be' diam(F) ~ J} ~ ~ (II-2 )n

e->oo 4 II+2
for all J>O.
Given any 0, we can find a sufficiently large number {} = {}(o) so that
. 1 (II_1)n
sup{n(F,D):FCD\B{},dlam(F):::;;o}:::;;- -- .
4 II+2
Hence
sup { fl. ({}) (F) : F C D, diam(F):::;;
cap(F, D)
oJ : ; ~4 (II -1 )n.
II + 2
If we replace fl.({}) here by fl., then we obtain the condition (2.5.3/3) which was
used in the first part of Theorem 2.5.3 for the proof of inequality (2.5.3/5).
We rewrite that inequality, replacing fl. by fl.({}):
(4)
Let y denote an arbitrary positive number. We specify 0> 0 by the equality

cII2(1- II- n) 0- 2 = Yand find {} corresponding to o. Then
Ilu 2dfl.({}):::;; (l-II-n) II VU
Q
1
Q
1
2dx+ y Ilu 1 2dx.
Q
Hence the form
A [u, u] = II V u 12_ II u I2dfl.({}) + 2 y JIu 1

2dx
Q Q Q
majorizes
II- n II V u 1 2dx+ y
Q
J Iu
Q
1
2dx .
This means that the form A [u, u] has a positive lower bound y and is closable
in L2(D). Let A[u, u] denote the closure of the form A [u, u]. Clearly, the
domain of the form A [u, u] coincides with W~(D).
By virtue of (1) and Corollary 2.5.3/2 the form
B[u, u] = JIu 1
2dfl.({})
Q
is continuous in W!(D) and is closable in W1(D). Lemma 2.4.2 ensures the

compactness of the form B[u, u] in wkm.
It remains to apply Lemma 1 to
A[u, u] and B[u, u].
2) Suppose
lim sup {n(F, D): F C D\B{}, diam(F):::;; o} > 1 + a, a> 0

(}--+ 00
for some o. Then there exists a sequence of compacta Fv with diam(Fv) :::;; 0,
which tends to infinity and satisfies
(5) fJ,(Fv) > (1 + a) cap (Fv, D) .
We include Fv in a ball B~v) with radius b. Let B~V) denote a concentric ball
with a sufficiently large radius g which will be specified later. Without loss of
generality, we may obviously assume that the balls B~V) are disjoint.
By Lemma 2.5.2
cap(Fv,B~v) n D) ::;; (1 + e(g» cap (Fv, D) ,
where e(g) -+ 0 as g -+ 00. This and (5) imply
(6)
where
l+a
K=
1 + e(g)
Let g be chosen so that the constant K exceeds 1. By virtue of (6) there

exists a function u v in ~ (Fv, B ~v) n D) such that
Hence
where A is the first eigenvalue of the Dirichlet problem for the Laplace
operator in the unit ball.
Now, Lemma 2 implies that the spectrum of the operator 81 has a limit
point to the left of - (K - 1) Ag - 2. So we arrived at a contradiction.
2.5.5. Discreteness of the Negative Spectrum of the Operator Sh for all h

The following assertion contains a necessary and sufficient condition for the
discreteness of the negative spectrum of the operator 8h for all h > O. We note
that although the measure fJ, in Theorem 2.5.4 is supposed to have no strong
singularities at a finite distance (condition (2.5.1/3», the corresponding
criterion for the family of all operators {8h }h>0 is obtained for an arbitrary
nonnegative measure.
Corollary. The conditions
(1) lim sup {n(F, D): FeD, diam(F) ::;;b} = 0

6-+0
and
(2) lim sup {n(F, D): F C D\B{!, diam(F)::;; I} = 0
{!-+ 00
§ 2.5. Application to the Spectral Theory of the Multidimensional SchrOdinger Operator 143
are necessary and sufficient for the semiboundedness of the form Sh[U, u] in
L 2 (Q) and for the discreteness of the negative spectrum of the operator Sh for
all h >0.
We also note that the semiboundedness of the form Sh[U, u] for all h >0
implies that Sh[U, u] is closable in L2(Q) for all h > o.
Proof Sufficiency. We introduce the notation
1(c5) = lim sup {n(F, .Q): Fe Q\B(l' diam(F) ::;;; c5} .

(l-+ 00
First we note that (1) implies (2.5.4/1). Therefore, according to Theorem
2.5.4, the condition 1(c5) == 0, combined with (1), is sufficient for the semi-
boundedness of the form Sh[U, u] and for the discreteness of the negative spec-
trum of the operator 8h for all h >0.
To prove the sufficiency of the conditions 1(1) = 0 and (1) we represent an
N
arbitrary compactum F with diam(F) ::;;; c5', c5' > c5, as the union UF v , where
v=1
diam(Fv)::;;; c5 and N depends only on c5'/c5 and n. Since cap(F, Q) is a nonde-
creasing function of F, then
p(F) ::;;; f p(Fv)

cap(F,Q) v=lcap(Fv,Q)
This and the monotonicity of I (c5) immediately imply I (c5) ::;;; I (c5') ::;;; N I (c5)
which proves the equivalence of the conditions 1(c5) == 0 and 1(1) = o.
Necessity. If the form Sh[U, u] is semibounded for all h > 0, then by
Corollary 2.5.3/1 the condition (1) holds together with (2.5.4/1). But under
(2.5.4/1) Theorem 2.5.4 implies the necessity of 1(c5) == 0 which is equivalent
to 1(1) = O. The corollary is proved.
2.5.6. Finiteness of the Negative Spectrum

Theorem. Suppose that the condition (2.5.4/1) holds.
1) If
(1) lim sup {n(F, Q): F C Q\B(l} < -1-,
(l-+ 00
then theform SI[U, u] is semiboundedfrom below, closable in L2(Q) and the
negative spectrum of the operator 81 is finite.
2) If the form Stlu, u] is semiboundedfrom below, closable in L2(Q) and
the negative spectrum of the operator 81 is finite, then
(2) lim sup {n(F, Q): Fe Q\B(l}::;;; 1 .

(l-+ 00
Proof 1) Since for any compactum Fe Q
(3)
then conditions (2.5.4/1) and (1) imply
lim {n(F, D): FeD, diam(F) ::::; o} <

0-->0
t.
According to the preceding inequality and Theorem 2.5.3, the form
Stlu, u] is semibounded and closable in L 2 (D). From (2.5.3/5) it follows that
the metric
C JIu 12dx+ Stlu, u]
Q
is equivalent to the metric of the space W~(D) for C large enough.

Turning to condition (1) we note that there exists a positive constant a such
that
sup {n(F, D): F C D\B{!o} < a t-
for sufficiently large eo. Hence
sup {
p({!o)(F)
cap(F, D)
:
F
C:.~
n} < -1 - a
4
and by Theorem 2.5.2 the form
is positive. Therefore for any u E ~ (Q)
S1 [u, u] ~ 4a JI V u
Q
1
2dx - JIu
Q
1
2p({!o)(dx) .
We estimate the right-hand side from inequality (2.4.2/5) with e = 2a,

p = 2, M(t) = Itl:
(4) Stlu,u]~2aJIVuI2dx-K J lul 2dx.
Q B2I}or\Q
Passing to the closure of the form Stlu, u] we obtain (4) for all UE Wl(D).
Since any set, bounded in i~(D), is compact in the metric
for any e > 0, the form
2a Jlu 12dx-K J lu 12dx

Q B 2 I}or\Q
is nonnegative up to a finite-dimensional manifold. Taking (4) into account.

we may say that the same is true for the form Stlu, u]. Now the result follows
from Lemma 2.5.412.
2) Suppose
lim sup {1l(F, Q): F C Q\B{!} > 1 + a •
{! .... oo
where a>O.
Let {l?kk;;>1 denote an increasing sequence of positive numbers such that
(5) -1
l?kl?k+l--+
0•
k .... oo
We construct the subsequence {l?k.}v;;.h de!!ned as follows: Let kl = 1. We

find a compactum Flo contained in Q\B{!kl' such that ll(Fh Q) > 1 + a.
Further we select k 2 to be so large that Fl is contained in Bekz • Let F2 denote a
compactum in Q \B{!k + 1 such that 1l (F2• Q) > 1 + a. If numbers k h •••• k v and
compacta Flo ...• Fv fiave already been chosen. then kV+l is defined by the
condition Fv C B{!k v+I· The set Fv+ 1 C Q \B{!k v+1 + 1 must be chosen to satisfy the
inequality
ll(Fv+ h Q) > 1 + a .
Thus we obtained a sequence of compacta Fv C Q with Fv in the spherical

shell R v = B{!k v+l \ii{!k v+ 1 and subject to the condition
(6)
We introduce the notation R~ = B{!k v+l +I\ii{!k.v By Lemma 2.5.1/2
The latter along with condition (5) implies
(7)
From Lemma 2.5.1 it follows that
cap (Fv • Q n B{!k I) ~ [1 + 0(1)] cap (Fv • Q) .

v+l+
According to (7).
cap (Fv• Q nR~) ~ [1 + 0(1)] cap (Fv• .0) .
Hence by (6). for sufficiently large v.
where a' is a positive constant.

Now we can find a sequence of functions u vEIl3(F, Q nR~) such that
J u;,u(dx) > (1 + a') J (\7 u v )2dx,

R~ nO R~nO
which yields the inequality Sllu v' u v] < O. It remains to note that the supports
of the functions U2v are disjoint and therefore the last inequality holds for all
linear combinations of U2v. This and Lemma 2.5.412 imply that the negative
spectrum of the operator 81 is infinite. The theorem is proved.
~.5. 7. Infiniteness and Finiteness of the Negative Spectrum of the Operator

Sh for all h
We shall find criteria for the infiniteness and for the finiteness of the negative
spectrum of the operator 8h for all h. We underline that here, as in the proof
of the discreteness criterion in Corollary 2.5.5, we obtain necessary and
sufficient conditions without additional assumptions on the measure ,u.
Corollary 1. Conditions (2.5.5/1) and
(1) sup {n(F, Q): F C Q} = <Xl
are necessary and sufficient for the semiboundedness of the form Sh[U, u] in
L2(Q) andfor the infiniteness of the spectrum of the operator 8h for all h >0.
Proof. By Corollary 2.5.3/1 condition (2.5.5/1) is equivalent to the semi-
boundedness of the form Sh[U, u] for all h >0.
We must prove that the criterion
(2) lim sup {n(F, Q): Fe Q\Be} = <Xl ,

e-+ 00
which follows from Theorem 2.5.6, is equivalent to (1). Obviously, (1) is a
consequence of (2). Assume the condition (1) is valid. Taking into account
(2.5.5/1), we obtain
sup {n(F, Q):- Fe Be n Q} < <Xl
for any Q. On the other hand, (1) implies
lim sup {n(F, Q): Fe Be n Q} = <Xl •

e-+ 00
We choose a sequence Qv"'" <Xl such that
sup {n(F, Q): F C Be v+! n Q} > 2 sup {n(F, Q): F C Bevn Q} .
From this and inequality (2.5.6/3) we obtain

where R e.e , = Be,\iie . Hence
sup {n(F, D): Fe R ev ' ev +! n D}~ 00

and the result follows.
Corollary 2. Conditions (2.5.5/1) and
(3) lim sup {n(F, D): Fe D\Be} = 0

e--+ oo
are necessary and sufficient for the semiboundedness of Sh and for the finite-
ness of the negative spectrum of Sh for all h > O.
The necessity and sufficiency of conditions (2.5.5/1) and (3) immediately
follow from Theorem 2.5.6.
2.S.S. Proofs of Lemmas 2.5.1 and 2.5.2

The following facts are well known (cf. Landkof [125]). For n ~ 3 and for any
open set D eRn there exists a unique Green function G(x,y) of the Dirichlet
problem for the Laplace operator.
Let /1 be a nonnegative measure in D. Let V i-l denote the Green potential of
the measure /1, i.e.
Vi-l(x) = JG(x,y)/1(dy) .
Q
Obviously, Vi-l is a harmonic function outside the support of the measure /1.
There exists a unique capacitary distribution of a compactum F with respect to
D, i.e. a measure /1p, supported on F, such that Vi-lP(x) ~ 1 in D and
The potential Vi-lp is called the capacitary potential of F relative to D. If F is

the closure of an open set with COO-smooth boundary, then Vi-lp is a smooth
function in D \F up to F, equal to unity on F and continuous in D.
Proof of Lemma 2.5.1. Using the continuity of the capacity from the
right, we can easily reduce the proof for an arbitrary compactum to the con-
sideration of a compactum F C Brn D, which is the closure of an open set
with a COO-smooth boundary.
Let V i-lp denote the capacitary potential of F relative to D and let 1] denote
a continuous piecewise linear function, equal to unity on [O,r] and to zero
outside [O,R].
The function u(x) = 1]( Ixl) Vi-lP(x) can be approximated in i~(D nB R ) by
functions in W(F, BR n D). Hence
(1) cap(F,BRnD)~ J IVul 2dx.

BRnQ
We extend V flF to be zero outside Q. It is readily checked that
(2) I 1\7 u 1
2dx = I 1\7 VflFI2172dx+A + B ,
BRnQ BR
where
A = _1_ J(VflF)2S(dx) ,
R-r OBr
Obviously,
(3) I 1\7 VflFl2172dx ~ cap(F, Q) .
Q
Now we note that
I VflFS(dx) = Ipp{dy) I G(x,y)s(dx) ~ JpP{dy) I s(dx)

OBII F OBII F OBII Ix-yln-2'
The integral over oBu is a single layer potential and it is equal to a constant on
oBu' Hence, for YEBu'
Thus
(4) J V!lFs(dx)~(n-2)-1gcap(F,Q).
OBII
The following inequality is a direct consequence of the maximum prin-

ciple:
n-2
VflF(X) ~ r for Ix I ~ r .
"" Ixl n- 2
Now, the bound for A is:
(5) A~(R-r)-lJVflFs(dx)~ r cap(F,Q).

OBr (n - 2)(R - r)
We introduce spherical coordinates (e, w) in the integral B. Then
Hence
( 1) n-2 R
B~ n- r Ide I VflFW(dx).
R-r r OBII
Using (4), we obtain

§ 2.6. On a Degenerate Quadratic Form 149
n-1 rn - 2 R
B ~ -- --J e 2 - nde cap(F, D) ,
n-2 R-rr
which along with (1) - (3) and (5) gives the final result.
Proof of Lemma 2.5.2. The general case can be easily reduced to the con-
sideration of a compactum FeD \BR, which is the closure of an open set with
a smooth boundary. Let V liF denote the capacitary potential of F relative to
D, extended by zero outside D.
The function
for xED\B R ,
u(x) =
o for xED nBr
can be approximated in i1(D\Br) by functions in W(F, D\Br). Therefore
cap(F, D\Br) ~ L(\7 u)2dx.

Q\Br
This implies
(6) cap(F,D\Br)~J(\7VliF)2dx+ r J (VliF)2S(dx).
Q R(R-r) 8BR
Since V liF ~ 1 and
J VliFS(dx) ~ (n - 2) -1 R cap(F, D)
8BR
(cf. (4», then
r
J(VliF) 2s(dx) ~ -r- (n - 2) -1 cap(F, D) ,
R (R - r) 8Br R- r
which together with (6) completes the proof.
§ 2.6. On a Degenerate Quadratic Form
In the preceding sections of the present chapter we showed that rather general
inequalities, containing the integral H«p(x, \7 u)]Pdx, are equivalent to iso-
Q
perimetric inequalities which relate (p, «P)-capacity and measures. Although

such criteria are of primary interest, we should note that their verification
in concrete cases is often difficult. Even for rather simple quadratic forms
[«P(x, ~)]2= £ aij(x)~i~j the estimates for the corresponding capacities by
i,j= 1
measures are unknown.
Thus, the general necessary and sufficient conditions obtained in the pre-
sent chapter can not diminish the value of straightforward methods of inves-
tigation of integral inequalities without using capacity. In the present section
this will be illustrated using as an example the quadratic form [IP (x, ~)] 2 =
(Ixnl + Ix'12n~+ I~' 1 2, where x' = (Xl>'" ,Xn-1), ~' = (~l>"" ~n-1)'
According to Corollary 2.3.3 the inequality
(1) J [u(x',O)]2dx' ~c J[1P(x, V'u)]2dx

Rn-I Rn
is valid for all u e {J) (Rn) if and only if
for any admissible set fl. A straightforward proof of the preceding isoperi-
metric inequality is unknown to the author. Nevertheless, the estimate (1) is
true and will be proved in the sequel.
Theorem 1. Let
n-1
[1P(x, V'U)]2= (Ixnl+ Ix' 12)(8u/8xn)2+ L (8u/8xi)2.
i=1
Then (1) is valid for a/l u e {J) (Rn).

Proof. Let the integral in the right-hand side of (1) be designated by Q(u).
For any <5e(O, 112) we have
(2) J lu(x',O)1 2dx' ~2 J (Ixnl+ IX'12)1/2Iu~ldX

Rn-I Rn Ix nl(1-o) 12 lx'I O 8x n
To give a bound for the last integral we use the following well-known gener-
alization of the Hardy-Littlewood inequality:
(3)
(For the proof of this estimate see Lizorkin [138]. It can also be derived as a
corollary to Theorem 8.3.) Since the convolution with the kernel Ix' lo+1-n
corresponds to the multiplication by I~' 1- °of the Fourier transform, then (3)
can be rewritten as
J lu 121x' 1- 2odx' ~ c J [( - Li x ·)0I2U]2dx' ,

Rn-I Rn-I
§ 2.6. On a Degenerate Quadratic Form 151
where ( - Ll x ') ,,12 is the fractional power of the Laplace operator. Now we find
that the right-hand side in (2) does not exceed
(4)
From the almost obvious estimate
it follows that
where Fx, ..... ~, is the Fourier transform in R n - I • So the second integral in (4)
does not exceed
c J(lx n l(ou/ox n)2+(Vx,u)2)dx.
Rn
The result follows.
The next assertion shows that Theorem 1 is exact in a certain sense.
Theorem 2. The space of restrictions to R n- I = {xER n: Xn = O} of func-
tions in the set {u E £') (Rn): Q(u) + Ilu Ili 2 (Rn)::;; 1} is not relatively compact in
L2(Bfn-I~, where Bbn- I ) = {x' ERn-I: Ix'i < e}.
Proof. Let qJ denote a function in C~(Bfn-I» such that qJ(y) = qJ( - y),
II qJ II L2 (Rn ~ I) = 1
and introduce the sequence {qJ m};;; = 1 defined by qJ m(y) =
m(n-I)l2qJ(my). Since this sequence is normalized and weakly convergent to
zero in L 2(B!n-I», it contains no subsequences that converge in L 2(B!n-I».
Further, let {v m};;;= I be the sequence of functions in R n defined by
vm(X) = F r;-; !..x' exp {- (17)2Ixn I}Fx' ..... '1'qJm ,

where 17ER n -t, (17) = (1171 2+ 1)112.
Consider the quadratic form
T(u) ~ 1.[(lx.l+ lx' 1')1 ::. 1'+ l\7x,ul'+ IUI'J dx.

It is clear that
T(u) = (2n)l-njn r
~xnll 0:: + I:t V'1 Fu r + (17)2IFu 12) d17 dx n.
By differentiating the function T( v m) we obtain from the preceding equality

that T( v m) does not exceed
So we obtain
Let IJIECO'(Bin - 1», IJI = 1 on Bl n - 1). It is clear that (vmlJl) IRn-1 = ({Jm and
T(vmlJl) ~ const. The sequence {vmlJl/(T(vmlJl»1/2}:=1 is the required counter-
example. The theorem is proved.
§ 2.7. On the Completion in the Metric of a Generalized

Dirichlet Integral
S[u, u] = J (aij(X)
Rn
au
aXi
~
aXj
+ U 2)dX'
where Ilaij(x)ll7,j=1 is a uniformly positive definite matrix, whose elements

aij(x) are smooth real functions.
Let the completion of Cg,l with respect to the norm (S[u, u]) 1!2 be denoted
by H(S). Further, we introduce the space H(S) obtained as the completion of
the set of functions in CO,1 with the finite integral S[u, u] with respect to the
norm (S[u, U])I12.
. If th~ elements of the matrix Ilaijll7,j= 1 are bounded functions, then
H(S) = w4, H(S) = w4 and both spaces, obviously, coincide. It is also
known that H(S) = H(S) if the functions aij do not grow roo rapidly at
infinity. Here we consider the problem of the coincidence of H(S) and H(S)
in the general case.
Let E eRn. In the present section the set E is said to have finite H(S)-
capacity if there exists a function u E C 0, 1 n H (S) which is equal to unity on E.
Theorem 1. The spaces H(S) and H(S) coincide if and only if, jor
arbitrary domain G with jinite H(S)-capacity, there exists a sequence ojjunc-
tions {({Jm}m;;.1 in CO,1 that converges in measure to unity on G and is such that
(1)
§ 2.7. On the Completion in the Metric of a Generalized Dirichlet Integral 153
Before we proceed to the proof we note that if G is a bounded domain then

the sequence {qJm}m;;d always exists. We can put qJm = qJ, where qJeCg,\ qJ = 1
onG.
Proof. Sufficiency. We show that any function ueC O,l nH(S) can be ap-
proximated in H(S) by functions in H(S). Without loss of generality we may
assume that u ~ O.
First we note that if t > 0 then ff't = {x: u(x) > t} is a set of finite H(S)-
capacity. In fact, the function v (x) = t -I min {u (x), t} equals unity on ff't,
satisfies a Lipschitz condition and S[v, v] ~ r 2S[u, u] < 00.
From the Lebesgue theorem it follows that the sequences min{u, m},
(u-m- I )+, m=1,2, ... , converge to u in H(S) (see 3.1.2). So we may
assume from the very beginning that u is bounded and vanishes in the exterior
of a bounded set G of finite H(S)-capacity.
We denote the components of the set G by Gj and then define the sequence
u(x)
{
u(m)(x) = 0
for xeR n \ U Gj ,
j~m
j = 1,2, .... It is clear that u (m) -+ U in H (S) as m -+ 00. Since each u (m) vanishes
in the exterior of a finite number of domains, we may assume without loss of
generality that G is a domain.
Let {qJm} be the sequence of functions specified for the domain G in the
statement of the theorem. Replacing {qJm} by the sequence {I/fm}, defined by
II/fml = min{2, ICfJml}' sgn I/fm = sgnqJm' we obtain a bounded sequence with the
same properties. Obviously, I/fmueH(S) and I/fmU -+ U in L 2. Moreover,
(2)
~2 J(1-l/fm) 2aij--
au au J 2 al/fm al/fm
--dx+2 u a i j - - - - d x .
G aXi aXj G aXi aXj
Since the sequence (1-l/fm)2 I: aij ~~ converges to zero in G with

i,j aXi aXj
respect to the measure mn and is majorized by the summable function
- , t h e f"lrst. mtegra1 on t h
9 I: aij -au- -au ' ht m
e ng . (2) converges to zero.
i,j aXi aXj
The convergence to zero of the second integral follows from the boundedness
of u and equality (1). Thus u I/fm-+U in H(S). The required approximation is
constructed.
Necessity. Let G be an arbitrary domain in R n with finite H(S)-capacity.
Let u denote a function in CO,I nH(S) which is equal to unity on G. Since
H(S) and H(S) coincide, u can be approximated in H(S) by the sequence

{IPm}m;;>1 contained in Cg,1. Noting that u = 1 on G and IPm-+U in L 2(G), we
obtain that IPm --+ 1 in G in measure. Furthermore,
Sa iaIPm
j-- - dX=
aIPm
- a a
Saij--(u-IPm)--(u-IPm)dx--+O.
G ax; aXj G ax; aXj m-HXJ
So the theorem is proved.

Although the above result is not very descriptive it facilitates verification
of concrete conditions for coincidence or non-coincidence of H(S) and H(S).
We now present some of them.
Theorem 2 (cf. the author's paper [148]). The spaces H(S) and H(S)
coincide provided n = 1 or n = 2.
Proof. Taking into account Theorem 1 and the discussion which follows
its statement we arrive at the equality H(S) = H(S) if we show that any
domain G with finite H(S)-capacity is bounded. In case n = 1 this is obvious.
Let n = 2 and ueCO,1 nH(S), u = 1 on G.
Let 0 and P denote arbitrary points in G and let the axis OX2 be directed
from 0 to P. Then
Taking into account that G is a domain and u = 1 on G we arrive at
max[u(XhX2)]2~ 1 .
XI
Therefore diam(G) ~ cS[u, u], which completes the proof.

The following assertion shows that for n ~ 3 the form S[u, u] must be sub-
jected to certain conditions by necessity. The result is due to Ural'ceva [246].
Our proof, though formally different, is based on the same idea.
3. Let n >2. Then there exists a form S[u, u] for which

Theo~em
H(S) *H(S).
Proof. (1) Consider the domain G = {x: 0 <xn< co, Ix'i <f(xn)} where
x' = (Xh'" ,Xn -1) and f is a positive decreasing function in Coo[O, co),
f(O) < 1. For xfjG we put aij(x) = of.
For arbitrary functions aij on G, for any ueCO,1, u = 1 on G, we have
S[u, u] = Ilu Iljyi' This implies that G is a domain with finite H(S)-capacity if
and only if cap (G) < co (here, as before, cap is the Wiener capacity, i.e.
2-cap). Clearly,
§ 2.7. On the Completion in the Metric of a Generalized Dirichlet Integral 155
00
cap(G)::;:; L cap({XEG: j ::;:;Xn::;:;j+ 1})

j=O
00
::;:; L cap({x: Ix' I ::;:;fU),j ::;:;Xn::;:;j+ 1}).

j=O
This and the well-known estimates for the capacity of the cylinder (cf.
Landkof [125] or Proposition 9.1.3/1 of the present book) yield
cap(G)::;:; c f [fU)]n-3
j=O
for n > 3 ,
00
cap(G)::;:;c L IlogfU)I- 1 for n = 3.

j=O
Therefore G is a domain with finite H(S)-capacity provided
Jo [f(t)]n- dt < 00
3 for n > 3 ,
JIIOgf(t)1- 1dt<00 for n=3.

o
(2) In the interior of G we define the quadratic form aij(x)~i~j by
where I1EC(j(G), 0::;:; 11::;:; 1, I1(X) = 1 on the set {x:1 <xn< 00, Ix' I < +f(x n)}
and g is an arbitrary positive function on [0,00) that satisfies the condition
J[g(t)]l- ndt< 00.

o
Using the change of variable x n = Y no Xi = f(y n)Yi, 1 ::;:; i ::;:; n - 1, we map G

onto the cylinder {y: 0 <Yn< 00, Iy' I< 1}. Obviously,
where C = {y: 1 <Y n < 00, Iy' I< t}. Applying the Cauchy inequality to the
last integral we obtain
OOJ[ g(t)] I-ndJ Otp -otpd

t aij- - X~ J (OOS/Otp/d)2
- - Yn dy , .
1 G OX; OXj ly'I";I12 1 0Yn
If tpeCg,1 then the right-hand side exceeds
where C 1 = {yeC: Yn<2}. Passing to the variables Xl> ... ,Xn on the right we
arrive at
where 0 1= {X: lx' I< tf(x n), 1 <xn<2}. So for any sequence {tpm}m;;;.1 of
functions in Cg,1 that converges in measure to unity in 0 we have
lim inf Ja;j otpm1oxr otpm1oxjdx > 0 .

m-+oo G
To conclude the proof, it remains to make use of Theorem 1.
Theorem 3 has an interesting application to the problem of the selfadjoint-

ness of an elliptic operator in L 2(R n ), n ~ 3, cf. [246]. Let the operator
u --+ Sou = - -a
-
OX;
au)
( aij(x) - - + u
OXj
be define? on CO'. If IlaijllZj=1 is the matrix constructed in Theorem 3, then

H(S) = H(S) and hence there exists a function weH(S) which does not
vanish identically and is orthogonal to any v e CO' in H(S), i.e.
0= J ( aij----+wv
OW ov ) dx= JWSovdx.
Rn OX; Oxj Rn
Therefore the range of the closure So does not coincide with L 2 • If So is self-
adjoint then weDom(So) and Sow = O. This obviously implies w = O. We
arrived at a contradiction, which means that So is not selfadjoint. Thus, the
condition of the uniform positive definit~ness of the matrix Ilaij(x) IIZj=1 alone
is insufficient for the selfadjointness of So.
In conclusion we note that the topic of the present section was considered
also in the paper by Laptev [126] who studied the form
S[u, u] = S (a(xH\7 U)2+ u 2)dx ,

Rn
§ 2.8. Comments to Chapter 2 157
where a(x) ;;.: const > O. He presented an example of a function a for which
H(S) =1= H(S) and showed that H(S) and H(S) coincide in each of the follow-
ing three cases: (i) ais a nondecreasing function inlxl, (ii) a(x) = O(lxI 2 + 1),
(iii) n = 3 and a depends only on Ix I.
§ 2.8. Comments to Chapter 2
§ 2.1. Most of the results of this section are borrowed from the author's
paper [152] (see also Maz'ja [165]). The content of subsection 2.1.5 follows
the author's paper [163] and that of subsection 2.1.6 is published here for the
first time. The existence of inequality (2.1.6/3) was conjectured and com-
municated to the author by TasCijan who derived a similar estimate in [242]
using a device different from the presentation in subsection 2.1.6. Estimates
similar to (2.1.6/4) are generally well known (except, probably, certain values
of the parameters p, q, /, a) but are established by other methods (cf., for
instance, Il'in [104]). Theorem 2.1.6 was proved for p = 2 in the author's
paper [155] where it turned out to be useful in the study of the degenerate
oblique derivative problem.
§ 2.2. The capacity generated by the integral
Jj(x, u, \l u) dx
Q
was introduced by Choquet [45] where it served as an illustration of general

capacity theory. Here the presentation follows the author's paper [152].
Lemma 2.2.211 for p = 2, cP (x, ~) = I~ Iis the so-called "Dirichlet principle
with prescribed level surfaces" verified in the book by P6lya and Szego [213]
under rigid assumptions on level surfaces of the function u. As for the general
case their proof can be viewed as a convincing heuristic argument. The same
book also contains the isoperimetric property of the capacity (cf. (2.2.3/5)
and (2.2.3/6)).
Lemma 2.2.5 is a straightforward generalization of a similar assertion due
to Fleming [64] on 1-capacity.
§ 2.3, 2.4. The basic results of these sections were obtained by the author
in [144,146] for p = 2, cP(x,~) = I~I, M(u) = luland in [152] for the general
case. We shall return to inequalities similar to (2.3.1/6) in Chapter 7.
The properties of symmetrization are studied in the books by P6lya and
Szego [213] and by Hadwiger [85]. See also the book by Hayman [92] where
only circular symmetrization and the symmetrization with respect to a straight
line in R2 are considered. Nevertheless, Hayman's proofs can be generalized
to the n-dimensional case.
Inequality (2.3.3/3) is (up to a constant) the Sobolev (p > 1)-Gagliardo
(p = 1) inequality. The best constant for the case p = 1 (see (1.4.2/8) was
158 2. Inequalities for Gradients of Functions that-Vanish on the Boundary
found independently by Federer and Fleming [63] and by the author [141]
using the same method.
The best constant for p > 1, presented in Remark 2.3.1, was obtained by
Aubin [19] and Talenti [241] (the case n = 3\ P = 2 was considered earlier by
Rosen [220]).
§ 2.5. The presentation follows the author's paper [146]. The study of
the spectrum of the Schrodinger operator by direct methods of spectral
analysis is due to Friedrichs, Glazman, Molcanov, Birman, and others. The
first result in this direction is the Friedrichs theorem on the discreteness of the
spectrum of the operator - LI + q (x) to the left of the point lim inf q (x) [68].
x .... 00
Molcanov [189] established a necessary and sufficient condition for compact-
ness of the imbedding into Lz(Q) of the space obtained as the completion of
~ (Q) with respect to the norm
q(x) ~O.
Thus he obtained a criterion for the discreteness of the spectrum of the

Dirichlet problem for the Schrodinger operator with a potential, semibounded
from below. Molcanov was the first to discover the importance of the Wiener
capacity in the study of the spectrum of singular elliptic operators. A number
of results on the spectrum of the Schrodinger operator are presented in the
monograph by Glazman [74] who used the so-called splitting method. Birman
[29, 30] established some new results in the perturbation theory of quadratic
forms in Hilbert spaces. In particular, he proved that the discreteness (the
finiteness) of the negative spectrum of the operator Sh = - hLl- p(x) inRn for
p(x) ~ 0 and for all h > 0 is equivalent to the compactness of the imbedding of
. ()In
Wl(Rn)(Li(R n» into the space with the norm l)u 12p(x)dx . Using
such criteria, Birman derived necessary or sufficient conditions for the dis-
creteness, finiteness or infiniteness of the negative spectrum of S h for all h > O.
The statement of these conditions make no use of capacity. The results of
Birman's paper [30] were developed in the author's paper [146] the content of
which is followed here. Later, related problems were considered in the thesis
by Hansson [87].
The theorems of § 2.5 turned out to be useful in the study of the asymp-
totic behavior of eigenvalues of the Dirichlet problem for the Schrodinger
operator. Rosenbljum [221] considered the operator H = - LI + q(x) in R n
with q = q + - q _, where q _ eLnn,loc> n ~ 3. We state one of his results. Let a
cubic grid be constructed in R n with d as the edge length of each cube and let
F(d) be the union of those cubes fJ2 of the grid which satisfy the condition
sup {-1q-_(x)dx ~
- - : E C 2fJ2 > y,
cap (E)
where 2!!2 is the concentric homothetic cube having edge length 2d, y = y(n)
is a large enough number.
Then for A > 0, the number .% ( - A, H) of eigenvalues of H which are less
than - A satisfies the inequality
where Cb C2, C3 are certain constants depending only on n.

§ 2.6. The results are due to the author. We note that the proof of
Theorem 2.6/2 implies non-discreteness of the spectrum of the Steklov
problem
- ;,j=l
£ _a_
ax;
(aij(X)~)
aXj
+ a(x)u = 0 in D,
n au
E aij cos (v,Xj) - - = AU on aD
;,j=l ax;
under the condition that aD is characteristic at least at one point. Here v is a

normal to aD and the matrix !!aij!!l,j=l is nonnegative, a(x) > O. The coef-
ficients a;j' a and the surface aD are assumed to be smooth.
Chapter 3. On Summability of Functions in the
Space L~ (.Q)
The present chapter contains conditions on Q which are necessary and suffi-
cient for the imbedding operator Lf(Q) -+Lq(Q) to be continuous or compact.
§ 3.1. Preliminaries
3.1.1. Notation
In this chapter, as well as in Chapters 4 and 5, we shall use the symbols intro-
duced in 1.1.1 and the following notation.
A bounded open subset r:# of the set Q is called admissible if Q n a r:# is a
manifold of the class COO (this term was understood in a more restrictive sense
in Chapter 2).
Let E be the closure of the set E eRn and let aE be the boundary of E.
Further, let clos DE be the closure of E in Q and let 8i E be the inner part of 8E
with respect to Q, i.e. aiE = Q n aE.
r',
We put Q e = Q nBe' u + = max{u,O}, u _ = u + - u, Ifft = {x: lu(x) I= t},
2t = {x: lu(x) I> t}, .At = {x: lu(x) I~ t}.
As befo,e, we shall wl~i:ell',(Q) ~ (LIU I'dx
This notation also will be used for qe(O,l) when the right-hand side is a
pseudonorm. (We recall that a linear space is called pseudonormed if a
functional Ilx II> 0, defined on its elements, satisfies the conditions: 1) if
Ilxll = 0, then x = 0; 2) Ilaxll = lalllxll, where aeRl; 3) if Ilxmll-+ 0, IIYmll-+ 0,
°
then Ilx m + Ym 11-+ 0.) Clearly, in the case < q < 1 the functional
(!(u,v) = Jlu-vlqdx
D
satisfies the axioms of a metric.
Let CO,l(Q) denote the space of functions which satisfy a Lipschitz
condition on any compact subset of Q.
If Q is a domain, we equip the space L~(Q), p ~ 1, 1= 1,2, ... (cf. 1.1.2)
with the norm
§ 3.1. Preliminaries 161
where OJ is an open nonempty set with compact closure w C Q. From

(1.1.1112) it follows that varying OJ leads to an equivalent norm.
Further, let W~,r(Q) = L~(Q) nLr(Q) be the space equipped with the
norm for r;;;a: 1 and with the pseudonorm for re(O, 1) as follows:
Ilu II "Il.r(Q) = II 'V/u II Lp(Q) + IIu IILr(Q)·

In accordance with 1.1.4, W~,p(Q) = W~(Q). By Theorems 1.1.5/1 and
1.1.512 the sets L~(Q) n COO(Q) and W~(Q) n COO(Q) are dense inL~(Q) and
W~(Q) respectively.
3.1.2. Lemmas on Approximation of Functions in Wi,,(!l) and L~(!l)

Lemma 1. If v eL1(Q) then the sequence offunctions
v (m)(x) = { min {v (x), m} if v(x) ;;;a: 0,

max{v(x), -m} if v(x) ::;; 0,
(m = 1,2, ... ) converges to v in L1(Q).

The same is true for the sequence
v(x)-m-1 if v (x) ;;;a: m - 1 ,

v(m)(x) ={ 0 if Iv (x) I< m -1,
v(x) + m- 1 if v(x)::;; _m- 1 •
Prooj. Since functions in L1(Q) are absolutely continuous on almost all
lines parallel to coordinate axes (Theorem 1.1.3/1), then, almost everywhere
in Q,
'Vv(m) = x(m) 'V v ,
where X(m) is the characteristic function of the set {x: Iv(x) I< m -1}. Therefore
JI 'V (v - v (m» IPdx = JI 'V v IP(1- X(m»Pdx.

Q Q
The convergence to zero of the last integral follows from the monotone con-
vergence theorem.
The proof for the sequence v(m) is similar.
Lemma 2. The set of functions in L1(Q) n COO(Q) nLoo(Q)(p;;;a: 1) with
bounded supports is dense in W),r(Q)(oo >r>O).
Prooj. Let ve W),r(Q). Since v (m)-+ v and v(m)-+ v in W),r(Q), the set of
bounded functions veL1(Q) with mn(suppu) < 00 is dense in W~,r(Q).
162 3. On Summability of Functions in the SpaceLl (.0)
Suppose v satisfies these conditions. We define the sequence
V m(x)=17(m- Ix)v(x), m=1,2, ... ,
where 17eCO'(B 2 ), 17 = 1 on B I. Obviously,

II v m- V II UJi.r{D) ~ c II \l V IILp{D\Bm) + cm - I II v I!L.,. (.Q) [mn(supp v)] tip
+ IlvIILr{D\Bm)-+O
as m-+ 00. In order to approximate each Vm by smooth functions it is sufficient
to use a partition of unity and mollifying operators (cf. the proof of Theorem
1.1.11/2).
From Lemma 2 we obtain the following corollary.
Corollary. Ij Q is a domain with jinite volume, then the set ojjunctions in
L1(Q) n COO(Q) nLoo(Q) with bounded supports is dense in L1(Q).
Lemma 3. Let G bean open subset ojQand letueCo,I(Q) nL1(Q), u = 0
outside G. Then there exists a sequence oj junctions in L1(Q) n COO(Q) that
also vanish outside G which converges to u in L1(Q).
Prooj. Since u can be approximated in L1(Q) by the sequence u{m) defined
in Lemma 1, we may assume that u = 0 outside some open set g C G with
closDg C G.
We let {(fd (k)} denote a locally finite covering of g by open balls (fd (k),
(fd{k) C G, and then we repeat the proof of Theorem 1.1.5/1. The lemma is
proved.
Remark. If we assume that the function u referred to in the statement of
Lemma 3 is continuous on Q, then we may also assume the functions of an
approximating sequence to have the same property (cf. Remark 1.1.5).
If, in addition to the condition of Lemma 3, ueL,(Q), then the approxi-
mating sequence can be taken to be convergent in Wi,,(Q).
Both of these assertions are immediate corollaries of Lemma 3 and are
proved similarly.
§ 3.2. Classes of Sets fa and the Imbedding Lt(Q) C Lq(Q)
3.2.1. Classes fa
Definition. A bounded domain Q belongs to the class fa
exists a constant Me(O,mn(Q» such that
(a ~ n - 1 ) if there
n
(1) \"If
«u
(M)~f
- sup
mn('~)a < 00 ,
W} S(Oi~)
§ 3.2. Classes of Sets.fa and the ImbeddingLl (.Q) C Lq(Q) 163
where {~} is a collection of admissible subsets of D with m n(~) ~M and s is

the (n - 1)-dimensional area.
Condition (1) gives a characterization of the boundary of D "locally". We
shall briefly comment on this property. If D is a domain with sufficiently
smooth boundary then it can be easily seen that the (n - 1)-dimensional area
of the surface 0 ~ n oD is bounded from below (up to a constant factor) by
the area of Oi ~ = D n 0 ~ for any ~ of sufficiently small volume. So by the
classical isoperimetric inequality
m n( ~)(n-I)ln ~ const. S(Oi~) ,
and hence D belongs to the class f<n-l)ln' If oD has cusps directed into D, then
it is intuitively clear that the last inequality still holds. If a cusp is directed
outward from the domain then there exists a sequence of sets ~v C D for
which
. m(~)(n-I)ln
11m n v =00.
v--+oo s(Oj ~v)
Along with this property the domain may satisfy (1) for some a> (n -l)/n.
The exponent a characterizes the degree of sharpness of a cusp.
In what follows we shall see that it is "isoperimetric" inequalities of the
type (1) (and more complicated ones) which determine the order of sum-
mability of functions in Sobolev spaces.
Lemma 1. Let D be an open unit ball and let 9 be an open subset of D such
that 0ig is a manifold of the class CO,I. Then
(2)
The constant in (2) is the best possible.

Proof. It is sufficient to assume that 2 m n(g) < v n' Applying the spherical
symmetrization of 9 with respect to a ray I that emanates from the center of
the ball D, we obtain a setf CD symmetric with respect to I and such that
The spherical symmetrization with respect to a ray is defined similarly to

the symmetrization with respect to an (n - s)-dimensional subspace (subsec-
tion 2.3.3); we just need to replace the s-dimensional subspaces orthogonal to
R n - s by (n - s)-dimensional spheres centered at the origin of the ray.
Let b be a ball such that b noD = of noD and mn(b n D) = mn(f). Since
164 3. On Summability of Functions in the Space Ll (.0)
then by the isoperimetric property of the ball we have
s(Q n ab) ~ s(aJ) .
An elementary calculation shows that the minimum value of s(Q nab)

over all balls with m n(Q n b) = const < tm n(Q) is attained at the ball which
is orthogonal to aQ.
It can be easily checked that the function
[mn(Qnbe)](n-I)/n'
where be is a ball with radius g, orthogonal to Q and such that mn(be n Q)

< tmn(Q), decreases. The result follows.
The next corollary follows immediately from Lemma 1.
Corollary 1. If Q is an n-dimensional bal/, then Q efin -I)/n and
U(n-I)/n
<;If
Tmn (rI»
(1
~&
_ Vn-I
-
-I ( /2)(n-I)/n
Vn ,
where v s is the volume of the s-dimensional unit bal/.
Corollary 2. A bounded domain starshaped with respect to a bal/ belongs

to the class fin -I)/n'
Proof. According to Lemma 1.1.8 the set Q is the quasi-isometric image of
a ball. This along with Lemma 1 implies
(3)
for any constant M e(O, mn(Q» and for all open sets g C Q such that aig is a
manifold of the class CO. I and mn(g) ~M. Here C(M) is a constant that is
independent of g. The corollary is proved.
Remark. Condition (1) does not hold for a < (n - 1)/n since in this case
We give an example of a domain which does not belong to the class ,fa for
anya.
Example. Consider the domain Q represented in Fig. 9. For the sequence
of subsets Qm(m = 3,4, ... ) we have
§ 3.2. Classes of Sets fa and the Imbedding Ll (.0) C Lq (.0) 165
and hence Qe,la.
1 x
Fig. 9
Lemma 2. If a bounded open set is the union of a finite number of open

sets of the class ,Ia then it also belongs to ,Ia.
Proof. Let Q = Q 1 U Q2, QkE,Ia(k = 1,2) and letM = min{Mh M 2} where
Ml and M2 are constants for Ql and Q 2 in the definition of the class ,Ia. Let !§
denote an admissible subset of Q with m n( !§) ~ M.
Since
and s(Q n 8 !§) ~ s(Q k n 8 !§), then
This along with Lemma 1.1.9/1 and Corollary 3.2.112 implies the next
corollary.
Corollary 3. A bounded domain having the cone property belongs to the
class ,!r.n-l)ln.
3.2.2. A Technical Lemma

The following assertion will be used in 3.2.3.
Lemma. Let !§ be an admissible subset of Q such that s(8;!§) < 00. Then
there exists a sequence of functions {W m}m;;'l with the properties:
166 3. On Surnrnability of Functions in the Space Lj (Q)
1) WmECO,I(.o),
2) W m = 0 in .0 \ '(1,
3) WmE[O, 1] in .0,
4) for any compactum e C '(1 there exists a number m(e), such that
wm(x) = 1 for xee and m ~ m(e),
5) lim supJ 1Vw m ldx=s(Oi'(1)
m .... oo Q
Proof. Let w be a bounded open set, OJ C .0, S [(.0 \w) n 0'(1] < m -I.
There exists a small positive number e = e(m) such that for some locally finite
(in .0) covering of (.0 \w) no '(1 by open balls !!Ii with radii ri < e the
inequality
(1) Lr~-1<2m-1
i
holds. Obviously, we may assume that each ball !!Ii intersects (.o\w) n 0'(1.
We introduce the notation: 2 !!Ii is the ball with radius 2ri concentric with
!!Ii; C 1 = U!!Ii, C2 = U2 !!Ii; e(x) = dist(x, Oi'(1).
i i
Let g = {x: XE '(1, e(x) < J}, where J = J(m) is a small number, JE(O, e),
such that g n ow is contained in C 1 (this can be achieved since the covering
{!!IJ is locally finite in .0).
We construct a function v(x), which is equal to zero in.o\ '(1, to J-1e(x)
for XEg n wand to unity on the remaining portion of .0. This function is dis-
continuous on the sets (.o\w) n 0'(1 and g n ow. We eliminate this defect by
using a truncating function 11(X) which is defined as follows.
Let 11iECO,I(Rn), 11i = 1 outside 2 !!Ii, 11 = 0 in !!Ii, 0:::; 11;:::; 1, 1V 11;1 :::; r;-I in
2 !!Ii and 11(X) = inf{11i(x)}.
i
Obviously, 11ECo,I(.o), 11 = 0 in C h 11 = 1 outside C 2 • Consider the func-
tion Wm = 11V, which equals zero in CI n.o and hence vanishes in a neighbor-
hood of the set of discontinuities of v. Clearly,
JIVwmldx= J IV(11 V )ldx:::; J I V 11ldx+ J IVvldx.

Q Q\q Q\q Q\Cj
We note that
J 1V 111 dx:::; L J 1V 11 i 1dx:::; L J 1V 11;1 dx :::; c L r~ - 1•

Q\q i Q\q ; 2~ ;
Here and henceforth in this lemma c is a constant that depends only on n. The
preceding inequalities along with (1) imply
J 1V 111 dx :::; c m - 1 •
Q\Cj
Further, since by Theorem 1.2.4

<5
J IVvldx:::;J- 1 J IVeldx=J-1Js(Fr)dr,
Q\q gnw 0
§ 3.2. Classes of Sets fa and the Imbedding LI (Q) C Lq (Q) 167
where F.= {xew ng: e(x) = 'f}, then for sufficiently small 0 = o(m)
J IVvldx:s:;s(oj'1)+cm- 1 •
Q\Ct
Finally we have
J IVw m ldx:s:;s(oj'1)+cm- 1 •
Q
The function Wm is equal to zero outside '1 and to unity outside an e-neigh-
borhood of Q no '1. The lemma is proved.
3.2.3. The Imbedding LIW) C Lq(n)

Let G be an open subset of Q and let
Qy(a) def [m n('1)]a
(1) uG = sup ,
S(Oj'1)
where the supremum is taken over all admissible sets '1 with clos Q '1 C G.
Lemma 1. 1) If~gx)< 00, a:S:; 1, thenforallfunctions ueCO. 1(Q) nLf(Q)
that equal zero outside G
(2)
where q = a- 1 and C:s:; ~gx).

2) Ifforallfunctions ueCO. 1(Q) nLf(Q) that areequalto zero outside G
inequality (2) holds, then C ~ ~gx).
Proof. 1) By Lemma 3.1.2/3 it is sufficient to prove (2) for functions
ueCOO(Q) nLl(Q) that equal zero outside G.
Since
then (1.3.1/1) implies
Now we note that, for almost all t > 0,
From this inequality and Theorem 1.2.4 we obtain
2) Let '1 be an admissible subset of G, closQ '1 C G. We insert the sequence

{W m}m;;.l specified in Lemma 3.2.2 into (2). For any compactum e C '1 we have
168 3. On Surnrnability of Functions in the Space Lj (Q)
and hence mn(~)lIq ~ eS(ai~)' The lemma is proved.

For any domain Q with finite volume we put
~a= ~a(+mn(Q» .
Theorem. Let Q be a domain with mn(Q) < 00.

1) IfQefw whereae[(n-1)/n,1], then, for all ueLi(Q),
(3) inf lIu-c IlL (Q) ~ ell \7 u IIL 1 (Q),

ceRl q
where q = a- 1 and e ~ ~a'

2) If for all ueLi(Q) inequality (3) is true, then Qefa with a = q-l and
2 (q-l)lqe ~ ~afor q > 1, e ~ ~afor 0 < q ~ 1.
Proof. 1) By Corollary 3.1.2 it is sufficient to obtain (3) for functions
ueLi(Q) nL",,(Q) ne""(Q) with bounded supports. Let r denote a number
such that
2m n({x: u(x) ~ r}} ~ mn(Q) ,
2m n({x: u(x) > r}) ~ mn(Q) .

According to Lemma 1,
l/q
( J<u-r)~dx) ~ ~a I I \7u Idx
Q ~uW>~
and lIq
(
I(r-u)~dx
) ~~a I l\7uldx,
Q ~uW<~
which completes the proof of the first part of the theorem.

2) For all ueLi(Q), let inequality (3) hold and let ~ be any admissible
subset of Q with 2mn(~) ~ mn(Q). We insert the sequence {w m} specified in
Lemma 3.2.2 into (3). For any compactum e C ~ we have
and consequently,
min( 11- c Iqmn(~)+
c
Ie Iqmn(Q\ ~»l/q ~ eS(ai~)'
The minimum value of the left-hand side with q > 1 is attained at
c= mn(~)l/(q-l)
mn(~ )lI(q-l)+m n(Q\ ~)lI(q-l)
§ 3.2. Classes of Sets.fa and the Imbedding Ll (0) C Lq(Q) 169
Hence
Taking into account the condition 2 m n( C§) ~ m n(Q), we obtain
The case 0 < q ~ 1 is treated similarly. The theorem is proved.

Lemma 2. Let Q be a domain with mn(Q) < 00. The space L~(Q) is
imbedded into Lq(Q) (p ~ 1, q > 0) if and only if
(4)
for all uEL~(Q).

Proof. Necessity. Let !!l be the subspace of functions equal to a constant
on Q and let W~,q(Q) be the factor space W~,q(Q)/!!l, equipped with the
norm
Let ~ denote the identity mapping of W~, (Q) into i~(Q). This mapping is
linear, continuous and one to one. Since L!(Q) C Lq(Q) then ~ is surjective.
By the Banach theorem (cf. Bourbaki [34], 1,3, 3), ~ is an isomorphism and
hence (4) holds.
SUfficiency. Let (4) be true. We must show that ~ is surjective. By (4) the
image of W~,q(Q) is closed in L~(Q). ~o it is sufficient to take into account
t~at, by Corollar~ 3.1.2, the space W~,q(Q) considered as a subspace of
L~(Q) is dense in L~(Q). The lemma is proved.
Theorem and Lemma 2 immediately imply the next corollary.
Corollary. If Q is a domain with mn(Q) < 00 then L~(Q) is imbedded into
Lq(Q), q ~ 1, if and only if
sup m n(C§)1!q/s(o;C§) < 00 ,
where the supremum is taken over all admissible subsets C§of Q with mn(C§)
~tmn(Q).
Remark. Since a plane domain Q bounded by a quasicircle belongs to the

class E vI (cf. 1.4.8), the imbedding L~(Q) C L 2 (Q) holds. The last assertion
along with Lemma 3.2.1 and the Corollary just formulated implies that the
union of a finite number of quasidisks belongs to the class "1/2.
170 3. On Summability of Functions in the Space Ll (Q)
3.2.4. The Function AM

Definition. Let Me(O, mn(Q». Let AM{Jl) denote the greatest lower bound of
the numbers s(Oj~) considered over all admissible sets ~ C Q that satisfy the
condition J.1.:;:;; mn(~) :;:;;M.
Obviously, AM{Jl) is nondecreasing in J.1. and nonincreasing in M.
We can give an equivalent definition of the class fa in terms of the
function AM' Namely, Qefa if and only if
(1) lim infJ.1.- a AM<P) >0.

Il-+ +0
Lemma. If Me(O, mn(Q» and Q is a domain with finite volume, then
AM{Jl) >0 for all J.1.e(O,M] .
Proof. Let O<J.1.:;:;;min{M,mn(Q)-M} and let w be a domain with

smooth boundary such that w C Q and 2 m n(Q \w ) < J.1.. If ~ is an admissible
subset of Q, M ~ mn(~) ~ J.1., then, obviously,
Since ow is a smooth surface then

inf II u - c IIL(w):;:;; C(w) II 'V u IIL(w)
CER'
for all ueLi(w). So, according to the second part of Theorem 3.2.3,
for any admissible subset '§ of Q. Thus,
J.1.:;:;; C(w)s(Q n o~)
and hence AM{Jl) > 0 for small values of J.1.. Since AM{Jl) is nondecreasing inJ.1.,
then AM{Jl) > 0 for all J.1.e(O,M]. The lemma is proved.
It can easily be seen that the condition of the connectedness of Q as well as
the condition mn(Q) < 00 are essential for the validity of Lemma.
From Lemma we immediately obtain the next corollary.
Corollary. If Q is a domain of the class fa and mn(Q) < 00, then the value
§ 3.2. Classes of Sets fa and the Imbedding Lj (Q) C Lq (Q) 171
is finite for arbitrary constant ME(O, mn(Q».

In what follows we shall write J..(u) instead of J.. mn (Q)I2(u)'
3.2.5. An Example of a Domain in it

We shall show that the union Q of the squares Qm = {(x,y):
2- m- 1 :::;;x:::;;3·2- m- 2, 0<y<2- m- 2} and the rectangles Rm={(x,y):
3 ·2 -m-2 <x < 2 -m, 0 <y < 1} (m = 0,1, ... ) (Fig. 10) belongs to the class it
and does not belong to fa for a < 1.
-
I il m- 1 I
I I
1 x
Fig. 10
Let Tbe the triangle {(x,y): 0 <y <xI3, 0 <x< 1} contained in Q. Further
let v = u on Q\Tand v = 3yx- 1u on T. Clearly,
II v IIL(Q):::;; II~
oy I : ; II~ I
L(Q) oy L(.Q)
+c II~r I '
L(1)
Since by the obvious inequality

1 1
JIw(r) Idr:::;; JIw; Irdr , w(1) = 0 ,
o 0
Lf(Q) is imbedded into the space with the norm Ilr-1u IIL(n, then
Lf(Q) C L(Q). Applying Lemma 3.2.3/2 we obtain QEit. On the other
hand, the rectangles Gm=Rmn{(x,y): y>2- m- 1} satisfy lim m2(G m)/
S(OiGm) = 1. Therefore clfl:::;; J..(u) :::;; c2fl for small values of fl.
§ 3.3. Subareal Mappings and the Classes fa

In this section we introduce and study the properties of "subareal" mappings
of a domain, i.e. the mappings which do not essentially enlarge the (n - 1)-
dimensional area of surfaces. We shall use these mappings to verify the condi-
tions for concrete domains to be in fa.
3.3.1. Subareal Mappings

Consider a locally quasi-isometric mapping
Let e;A denote the image of an arbitrary set A C 12 under the mapping e;. Let
e;~be the matrix (Oe;;lOXk)7,k=l and let det e;~ be the Jacobian of e;. The
notations x~ and detx~ have a similar meaning.
Definition. The mapping e; is called subareal if there exists a constant k
such that
(1)
for any admissible subset ~ of Q.

Lemma 1. The mapping e; is subareal if and only if
(2) Idetx~1 ~ k Ilxell
for almost all x E 12, where II· II is the norm of a matrix.
To prove this lemma we shall need the following assertion.
Lemma 2. Let UEC""(Q) nLi(Q) and let E be any measurable subset of
Q. In order that
(3) JI 'Vxu Idx ~k J I 'V~u Ide;
E ~E
with a constant k that is independent of u and E, it is necessary and sufficient

for the mapping e; to satisfy (2). Moreover, (2) follows from the validity of(3)
for any ball in Q.
Proof. The sufficiency follows immediately from (2) along with
= JI'Vxull(x~)*alldetx~l-ldx,
E
§ 3.3. Subareal Mappings and the Classes "" 173
Necessity. We fix a unit vector a and consider the ball Be(xo) C Q. We put
u(x) = ax. By yirtue of (3)
I dx~k J 1V'.;uld~=k I l(x~)*alldetx~I-1dx.
B,,(Xo} ';B,,(Xo} B,,(Xo}
Passing to the limit as {} -+ 0 and using the fact that a is arbitrary, we

obtain (3) for almost all xoeQ. The lemma is proved.
Proof of Lemma 1. SUfficiency. Let r:# be an arbitrary admissible subset
of Q. We choose an arbitrary point yea i r:#. Let ilIiy be a neighborhood of y so
small that the set ilIiy n r:# is represented by the inequality Xn ~f(xh ... ' Xn-1)
in some Cartesian coordinate system with an infinitely differentiable f.
Let 0 be a fixed small positive number. Let "I'; denote the set of points
xe ilIiydefined by the equationx n = e+ f(xh ... ,X n-1) where ee[O, 0]. We put
for xn<f(xh ... ,X n-1),

for xe "1';,
for xn~f(xh ... ,xn-1)+0.
Obviously, U,5(x) is a Lipschitz function. By (2) and Lemma 2
Using Theorem 1.2.4, we can rewrite the last inequality as

,5 ,5
0- 1Js( "1';) de ~ ko- 1Is(~ "I';)de .
o 0
Since s( "1';) is continuous, then

,5
s( 10) ~ k lim inf 0- 1Is(~ "I';)de .
0-+0 0
So, taking into account the lower semicontinuity of the area, we obtain
The latter implies (1), since y is an arbitrary point.

Necessity. Let ~ be a subareal mapping of Q. Consider an arbitrary
ueCOO(Q) nLf(Q). According to Theorem 1.2.2, the level sets of lu I are
smooth manifolds for almost all t > O. Let B be an arbitrary ball in Q. By
Theorem 1.2.4
00
I I V'x u Idx = Js(B n Ifft)dt ,

B 0
00
J 1\7~uldc;= Js(C;BnC;6't)dt.
~B °
By the definition of subareal mappings, s(6't) ~ ks(c; 6't). Consequently, (3)
holds. Now it remains to refer to Lemma 2. Lemma 1 is proved.
3.3.2. An Estimate for the Function A in Terms of Subarea) Mappings

The following theorem yields lower bounds for the function A, introduced at
the end of subsection 3.2.4.
Theorem. Let Q be a domain with finite volume for which there exists a
subareal mapping onto a bounded domain c; Q that is starshaped with respect
to a ball.
We put
7r (u) = inf J Idet c;~ Idx ,
{~} ~
where the infimum is taken over all admissible subsets '# of Q that satisfy
Then there exists a constant Q such that
(1) QA(u) ~ 7r(u)(n-l)/n.
Proof. Let '# be an admissible subset of Q with m n( '#) < tmn(Q).

We put
M = supmn(c; '#) .
{ ~}
Since Idetc;~1 ~ const > 0 on any compact subset of Q, then M < mn(c;Q).
Taking into account the fact that c; Q is starshaped with respect to a ball and
the fact that c; '# is a manifold of the class CO'l, by (3.2.112) we obtain
The latter along with (3.3.1/1) implies
[mn(c; ,#)](n-l)/n~ Cks(8/#) .
So if m.n( '#) ~ Jl then

§ 3.3. Subareal Mappings and the Classes J'a 175
3.3.3. Estimates for the Function A. for Concrete Domains

We give some applications of Theorem 3.3.2.
Example 1. Consider the domain
where f is a nonnegative convex function with f' (a - 0) < 00 and f(O) =0

(cf. Fig. 11).
Fig. 11
We shall show that the function A(p.) specified for Q satisfies
(1) k[f(a(p.))]n-l ~ A(p.) ~ [f(a(p.))]n-l ,
where ke(O, 1) and a(p.) is defined by

a(p)
J1. = V n -l J [f(r)]n- 1dr.
o
Proof. Consider the domain Ot = Q n {x: 0 <xn < t}, where t is subjected
to the condition
t
mn(Ot) = v n_t![f(r)]n- 1dr ~ -}mn(Q) .
o
176 3. On Summability of Functions in the Space Lj (Q)
Obviously,
s(Q n SGt) = V n_l[f(t)]n-l .
Since by the definition of A.(u), A. [mn(Gt)] ~ s(Q n SGt), the right-hand side
of (1) is proved.
»
The mapping X--+ ~ = (Xl>'" ,xn -l,f(X n maps Q onto the cone
The condition (3.3.1/2) is equivalent to the boundedness of f'. Hence the

mapping X --+ ~ is subareal.
It remains to give the lower bound for the function n(u) defined in
Theorem 3.3.2. Since the Jacobian of the mappingx--+ ~ is equal to!' (x n ), we
must estimate the integral
(2) Jf' (xn)dx
"§
from below, provided -tmn(Q) > mn('~) ~ JJ. Since f' is nondecreasing, the
integral (2) attains its minimum value at the set G a(p)' Therefore,
a(p)
If' (xn)dx ~ Jf' (c) de J dx' = V n-l [f(a(u)W·
"§ 0 lx' I<.f(c) n
Thus
Applying Theorem 3.3.2 to the latter inequality we obtain the left-hand side of
(1). The proof is complete.
For the domain
(fJ ~ 1)
from (1) it immediately follows that
p(n-1)
(3) a=
p(n-1)+1
for small values of JJ. Consequently, Qe,! p(n-l) and Q Fi,!a for
p(n-1) p(n-l)+l
a < ---'--'---'--
p(n-1)+ 1
Example 2. Consider the domain
§ 3.3. Subareal Mappings and the Classes ~ 177
Xn
Xi
Fig. 12
where I is a nonnegative convex function with I' ( + 0) > - 00 and I( + 00) = 0

(cf. Fig. 12). Suppose mn(Q) < 00, i.e.
00
Jlf(t)]n- 1dt < 00 •

o
We can show that
(4) klf(a(u))]n-l~ A(u) ~ If(a(u))]n-l,
where ke(O, 1) and a(u) is defined by
J.l = V n-l j If(t)]n- 1dt.

a{JJ)
The proof is the same as in the previous example. The role of the auxiliary
subareal mapping is played by the mapping
onto the cone
In particular, for the domain
we have
(5) fi(n-1)
a=
fi(n-1)-1
. fi(n-1)
for small,u, I.e. De,f p(n-1) and D fi,fa for a < - - - -
p(n-1)-1 fi(n-1)-1
Example 3. Consider the plane spiral domain D (cf. Fig. 13) defined in
polar coordinates by
Fig. 13
Here 0<e2(O+2n)<e1(O)<e2(O)<1, e10 e2 are functions satisfying a

uniform Lipschitz condition on [0, 00) and such that e2- e1 is convex on [0, 00).
Further, we suppose that the area of D is finite, i.e.
Applying Theorem 3.3.2 to the subareal mapping c;:
of D onto the triangle
and using the same arguments as in Example 1, we obtain
where O(P) is the function defined by
(7)
§ 3.4. Two-sided Estimates for the Function A for the Domain in Nikodym's Example 179
where 0 <c <2n(fJ-1), P> 1, we have C1J.la~ A(u) ~ C2J.l a with a = P/(fJ-1)
for small J.l. Thus, the domain (8) belongs to fp/(jJ-1)'
A more complicated example of a domain in fa, a > 1, is considered in the
following section.
Remark. Incidentally, if X-+ ~ is a subareal mapping of D onto a bounded
starshaped domain, then, obviously, Ll(D) is imbedded into the space with
the norm (n-1)/n
(
bIu I n /(n-1) Idet GI dx ) .
In particular, for domains in Examples 1 and 2 we have
This is an illustration of the natural idea that the limit exponent n/(n -1) is
also preserved for "bad" domains if we consider a weighted Lebesgue
measure, degenerating at "bad" boundary points, instead of m n •
In connection with this remark we note that although the present chapter
deals with the problem of the summability of functions in Ll(D) with respect
to Lebesgue measure, the proofs from the subsection 3.2.3 do not change
essentially after replacing Lq(D) by the space Lq(D,J.l), where J.l is an arbitrary
measure in D (cf. Chapter 2).
§ 3.4. Two-sided Estimates for the Function A for the Domain in

Nikodym's Example
In this section we consider the domain D specified in Example 1.1.4/1

provided em= t5(2- m- 1), where 15 is a Lipschitz function on [0,1] such that
t5(2t) - t5(t). We shall show that A(u) - t5(u).
Lemma. If rI is an admissible subset of D, rI n C= 0, then
(1) S(Oirl) ~ kt5(m2(rI» , k = const > 0 .

Proof. Let rim = (A m u B m) n rI. Let N denote the smallest number for
which
180 3. On Summability of Functions in the Space Lj (.0)
This and the obvious inequality m2( ~m) ~ 2 -m-l imply
(2) l5 [ m2 (m~N ~m)] ~ l5(2 -N) ~ ks(o;~) .

Since
s(o;~m) < l5(2 -m-l)
for all m < N, then Am U B m does not contain components of 0; ~ connecting

the polygonal line abed with the segment eJ(cf. Fig. 14). So for m <N
d e
Am
C b
8m
a f
,"- [ /
I
............. _--".,../
Fig. 14
where oeA = oA \o;A. From this along with the isoperimetric inequality
we obtain
(3)
Summing (3) over m and using the inequality
r
(~am)ll2~ ~a::2 (am> 0) ,
we obtain
(4) [ m, C~N ~m) ';CS(8i~)·
Combining (2) with (4), we arrive at the required estimate.
§ 3.4. Two-sided Estimates for the Function Afor the Domain in Nikodym's Example 181
Proposition. The function A satisfies
where k 1 and k2 are positive constants.
Proof From (1) and Theorem 1.2.4 it follows that

00
(5) J
k J(m2(.h(»dt ~ J V u 1 dx
°
1
inequality is valid for all ueCO,l(Q), u = on C. °

for all ueCOO(Q) that vanish on C. From Lemma 3.1.213 we obtain that this
Now let u be an arbitrary function in CO,l(Q) and let 11 be a continuous

piecewise linear function on [0,1] that is equal to zero on [0, 1/3] and to unity
on (213, 1). We put
U(l)(X,y) = U(X,Y)11(Y) ,
U(2)(X,y) = u(x,y)(1-11(y» .
Since 1u 1 ~ 1U(l) 1 + 1U(2) I, then
.h( C .h(/~) u .h(g)

and hence
Taking into account the condition JeCO,l [0, 1], we obtain
This and estimate (5) applied to U(l) yield
Here the right-hand side does not exceed
(6) K (JA 1V u 1dx dy + JJ 1 u 1dx dY) ,
where OJ = Q n {(x,y): Iy 1< 2I3}.

We give a bound for the integral over OJ in (6). Let (x,y)eOJ and let
(x, z) eC. Obviously,
lu(x,y) 1 ~ lu(x,z) 1 + J1 Vu(x,ylldj,

182 3. On Summability of Functions in the SpaceLl (.0)
where the integration is taken over a vertical segment, contained in D and

passing through (x,O). After integration over x, y, z we obtain
IS lu Idxdy ~c (ISC lu Idxdy+ HI"Vu

(J) D
IdXdY ) .
Thus,
jo(m2(.A'(»dt
O D e
~K (IS l"Vu Idxdy+ H lu IdXdY) .
The rectangle C belongs to the class fil2' Therefore, if u = 0 on a subset of

D with area not less than tm2(D), then
JCJIu Idx dy ~ K JCJI "V u Idx dy .

Consequently,
OD
(7) Jo0(m2(.A'(»dt ~KJJC l"Vu Idxdy .

Inserting the sequence {w m}, constructed in Lemma 3.2.2, into (7), we
obtain (1) for any admissible set with area which does not exceed tmn(D).
Thus, the lower bound for l(u) is obtained.
In order to derive the estimate l(u) ~ co(u) it is sufficient to note that the
sequence {~m}m;;.t' where ~m is the interior of Am uB m , satisfies
S(ai~m) = 0(2 -m-l) ,
to(2 -m-l) ~ m2( ~m) ~ }0(2 -m-l) •
The proposition is proved.

Obviously, a domain D belongs to fa(a ~ 1) if and only if
(8) lim infrao(t) >0.

1-++0
We shall return to the domain considered here in § 4.5.
§ 3.5. Compactness of the Imbedding Lt(Q) C Lq(Q) (q ~ 1)
3.5.1. The Class la

Definition. The set {J belongs to the class la, a> (n -1)/n, if
(1) lim sup mn(~)a =0
/1-+0 S(ai~) ,
§ 3.5. Compactness of the ImbeddingLl (.0) C Lq (Q)(q ~ 1) 183
where the supremum is taken over all admissible subsets r§ of Q that satisfy
mnU~) :::;/1.
Remark 1. It is clear that (1) is equivalent to
(2)
where Mis a fixed number in (O,mn(Q».

Remark 2. The exponent a in the definition of the class ja exceeds
(n-1)/n since in case a = (n-1)/n we have
3.5.2. A Criterion for Compactness

Theorem. Let m n(Q) < 00 and let Q be a domain. For the compactness of the
imbedding Ll(Q) CLq(.q), where n/(n-1»q~1, it is necessary and suf-
ficient that Q belong to fa with a = q - 1.
Proof. SUfficiency. Let u be an arbitrary function in Ll(Q)
nLoo(Q) n COO(Q) with bounded support. By Corollary 3.1.2 the set of such
functions is dense in Ll(Q). Obviously,
for r ~ 0. Let r be such that
where /1 is an arbitrary number in (O,M] and M is the constant in the defini-

tion of fa.
Using Lemma 3.2.3/1, we obtain
Let w be a bounded set with smooth boundary such that
Since mn(~) ~ /1, then 2m n(w n JilT) ~ /1. Consequently,

184 3. On Summability of Functions in the Space Ll CQ)
JIu Iq dx ~ 2 - 1.u T q •
Thus, w
(1)
Let {ukk,,1 be a sequence satisfying
Since the boundary of W is smooth, the imbedding operator L~(w) -+ Lq(w) is

compact and we may suppose that {ukk;,,1 is a Cauchy sequence in Lq(w).
By (1)
It remains to pass to the limit in the right-hand side as .u -+ + 0 and take

(3.5.112) into account.
Necessity. Let the imbedding Li(Q) C Lq(Q) be compact. Then d(Q)
C L1(Q) and elements of a unit ball in W{(Q) have absolutely equicontinuous
norms in Lq(Q). Hence, for all ueLi(Q)
(2)
where '# is an arbitrary admissible subset of Q whose measure does not exceed
.u and e(.u) converges to zero as .u -+ + o.
We insert the sequence {w m} constructed in Lemma 3.2.2 into (2). Then,
for any compactum K C ~
m n (K)11,! ~ c e(.u)(s (8; '#) + m n ( '#»

and hence
m n (,#)1I q ~ c1e(.u)s(8;'#) .

Example. The condition (3.5.1/1) for the domain
Q = {x = (x',x n), x' = (Xi> .•. ,Xn-1): Ix'i <!(xn), 0 <xn<a}

(cf. Example 3.3.3/1) is equivalent to
(3)
§ 3.6. The Imbedding wl,r (Q, aD) C Lq (D) 185
Since x
S[f(r)]n- 1dr:::;: [f(x)]n-l x ,
°
°
then (3) holds if
lim X a [f(X)] (n-l)(a-l) =
x-+o
(in particular, (3) always holds for a = 1).
§ 3.6. The Imbedding WL(Q, aQ) C Lq(Q)
3.6.1. The Class fa,p
Let r>O, ueC(Q) and llr

IluIIL(om=
r
(
J lulrds
au
)
,
where sis (n -1)-dimensional Hausdorff measure. If r ~ 1, then Ilu Ik(om is a

norm and it is a pseudonorm for re(O, 1) (cf. 3.1.1).
Definition 1. We denote by _W~, r(Q, aQ) the completion of the set of func-
tions in L1(Q) n COO(Q) n C(Q) with respect to the norm (pseudonorm)
In this section we study the conditions for the imbedding

WL(Q,8Q) C Lq(Q). Contrary to Sobolev's theorem for domains of the
class CO'l, the norm in Lr(8Q) does not always play the role of a "weak per-
turbation" for the Ll(Q)-norm of the gradient in the inequality
(1)
In the case of a "bad" boundary the exponent q may depend on the order of
summability of the function on the boundary.
In particular, we shall see that functions in WL(Q, aQ) are summable of
order q = n/(n -1) in Q, if r = n/(n -1) and Q is an arbitrary open set.
Definition 2. An open set Q belongs to the class f a •p , if there exists a
constant If such that
(2)
for any admissible set? C Q (here a e ? = a? n aQ).
3.6.2. Examples of Sets in fa,p
Example 1. An arbitrary open set Q belongs to the class f(n-l)ln.h since the con-
dition (3.6.1/2) for a = (n -1)/n, fJ = 1 is the classical isoperimetric inequality
(1)
(cf. subsection 6.1.5 and Remark 6.2.2).

Proposition. If DeX'a,1> where a ~ (n -1)/n, then DeX'aP,p, where p is an
arbitrary number in [(n-1)/na, 1].
Proof. From (1) and
(2) [m n (1)]a:s:;; Is(6,)
it follows that
[mn (1)]aP:s:;; cI 9s(6,) with p= 8+(1- 8)(n-1)/na
for any 8e[O, 1]. If s(6 e 1) :s:;; s(6 i 1), then
(3)
Otherwise if s(6 e 1) >s(6 i 1), then (2) yields
(4)
Combining (3) with (4) we complete the proof.

Example 2. We shall show that the plane domain
D = {(x,y): 0 <x< 00,0 <y «1 +x) ,,-1} ,
where 0 < y:s:;; 1, belongs to X'1/",1 and by Proposition, DeX'PI",p, where Pis
an arbitrary number in [y/2,1].
Let 1 be an arbitrary admissible subset of D. Obviously,
(5)
where s is the length and Pr ox is the orthogonal projection onto the axis Ox.
Since y:S:;; 1, then
s(prOx ?)
J (1+x)l'-ldx:s:;; J (1+X),,-ldx= y-l[s(Prox 1) + 1)"-1]
Prox? 0
:s:;; y-l [s(prox,W .

Consequently,
(6)
Taking into account that

m2('):S:;; J (1 +x),,-ldx,
Prox ?
§ 3.6. The Imbedding wl,,(Q, am C Lq(Q) 187
from (6) we obtain

(7)
which means that Qef1/y,l'
Example 3. We shall show that any set Q in fa with finite volume belongs
to the class fa,p, where P is an arbitrary positive number.
For any admissible subset 7 of Q satisfying the condition mn (7) :::;; M we
have
(8)
Let mn (7) >M and

[F(1 + n/2)] lin
(9) where an = - - - = - - -
nVn
By virtue of the isoperimetric inequality (1),
M(n-l)ln:::;; m n (7)(n-l)ln:::;; a n (s(8 j 7) + s(8 e 7»

and hence
M(n-l)ln:::;; 2ans(8 j 7) •
This implies
(10)
If (9) is not valid, then
(11)
From (8), (10) and (11) it follows that Q belongs to fa,p.
3.6.3. On the Continuity of the Imbedding Operator Wl,r(n,an) -+Lq(n)
Theorem. If QefaP' where a:::;;1, p~a, then (3.6.1/1) is valid for all
ueW1,1/p(Q,8Q) with q = 1Ia, r= 1Ip.
1 '
Proof. Consider the case 1 > P~ a. Let u be an arbitrary function in

Coo(Q) (\ C(Q) with bounded support. From Theorem 1.2.~ and Lemma
1.3.3/1 we obtain
(1)
We introduce the set
and represent the integral above in the form

188 3. On Summability of Functions in the SpaceLl(Q)
where CAt is the complement of At with respect to the positive halfaxis. We

give a bound for the integral
11 = Sm n(.A'() alPd(t1IP) .
At
Since QeX'a,p, then
for almost all teAt and hence
(2) 11 ~ (2 C)1IPSs(.J; n 8Q)d(t 1Ip) ~ (2 C)1IP S lu 111Pds.

At 8D
Now we consider the integral

12 = J [mn(.A'()]alPd(t1lP) .
Obviously, 00
CAt
h ~ p-1 Hmn(.A'()]adt sup ('f[mn(~)]a)(1-,8)/P.

o TECA t
By (3.6.1/2) we have
for 'feCAl> and hence

00
h ~ 2 C p-1 Ss(Ct)dt sup ('f[m n(.A';.)]a)(1- II)IP .

o T>O
The preceding inequality and Theorem 1.2.4 yield
(3)
From (1) - (3) it follows that
IIu IIL1Ia(D) ~ cC( II \7 u IIfj(D) IIu IIt/!(D) + IIu IIL1IP(8D» •
Now consider the case p ~ 1. The condition QeX'a,p implies
Applying Theorem 1.2.3 and Lemma 1.3.3/1, we obtain

§ 3.6. The Imbedding Wl,r(D, aD) C Lq(D) 189
These estimates along with (4) lead to
(5)

We give an example which shows that Theorem is not true if De.x'a,p,
a> Pand r= 1/p.
Example. In Example 3.6.2/2 we showed that the domain
D= {(x,y): O<x<oo, O<y«1+X)2 P-1}
belongs to the class .x'1l2,pwith pe(O, 1/2). Consider the sequence of functions
Each of these functions obviously belongs to WI,1IP(D,aD), since it can be

approximated in the norm of the space mentioned after multiplication by an
"expanding" sequence of truncating functions. We have
lIu mIIL2(D) = 2- 1/2 (Xm- p)-1/2, II V'UmIlL(U) = x m/(x m-2P+ 1),
II UmIIL ll p(8D) > pp(xm - p) - p .
For U = U m and Xm -+ P+ 0 the left-hand side of the inequality
grows more rapidly than its right-hand side and hence (3.6.1/1) is not true for
q=a -1 ,r= p-1 .
Remark. A review of the proof of Theorem 3.6.3 shows that the theorem
also remains valid for P< a, provided (3.6.1/1) in its statement is replaced by
(6)
CoroUary. The inequality
(7)
holds/or arbitrary bounded set D and ue wI, 1 (D, aD). The constant in (7) is
the best possible.
The proof follows immediately from the isoperimetric inequality (3.6.211)
and (5). That the constant is exact was already remarked in 1.4.2, where the
inequality (1.4.218) was derived.
A substantial part of the results presented in this chapter were stated in the
author's paper [159].
§ 3.1. Lemma 3.1.2/1 was established by Deny and Lions [51].
§ 3.2. Lemma 3.2.111 was proved by Burago and the author [35]. The
other results of this section (except Lemma 3.2.3/2) are due to the author. An
assertion similar to Theorem 3.2.3 concerning functions in B V(Q), i.e.
functions whose gradients are vector charges, was simultaneously (and by the
same device) proved by Fleming and Rishel [65].
For the further development of the idea concerning the relation between
integral and geometrical inequalities see Burago and Maz'ja [35] (the sum-
mability of traces on oQ of functions in B V(Q), the best constants in certain
inequalities for functions in B V(Q), etc.; these results are presented in
Chapter 6), Miranda [188], Michael and Simon [186], Hoffman and Spruck
[98], Otsuki [209], Aubin [19] (the Sobolev-Gagliardo inequalities for func-
tions on manifolds), Federer [61, 62] (imbedding theorems for currents),
Klimov [109 -111] (imbedding theorems involving Orlicz spaces). Lemma
3.2.3/2 was proved by Deny and Lions [51].
§ 3.3. The contents of this section are borrowed from the author's paper
[150] .
§ 3.4. The estimates for the function A are presented in Maz'ja [165].
§ 3.5. The results of this section are due to the author (see [141], [159]).
§ 3.6. The contents of this section are taken from the author's thesis [143].
Chapter 4. On Summability of Functions in the
Space Lb(Q)
§ 4.1. Conductivity
4.1.1. The Equivalence of Certain Definitions of Conductivity

Let D be an open set in Rn. Let F and G denote bounded closed (in D) and
open subsets of D, respectively, Fe G.
The set K = G\Fis called a conductor. In what follows UQ(K) is the class
of functionsfeCo,1(D) withf(x) ~ 1 for xeFandf(x) ~O for xeD\G.
The number
is called the p-conductivity of the conductor K.

Lemma 1. Let V Q(K) denote the class of functions {feCOO(D): f(x) = 1
for xeF, f(x) = ofor xeD\G}. Then
cp(K) = inf{b l \7fIPdx:feVQ(K)}.
Proof. Since U Q(K) ) V Q(K), it suffices to obtain only the lower bound
for cp(K). Let ee(O,1) and letfeUQ(K) be such that
JI \7fIPdx~cp(K)+e.
Q
(1)
We introduce some notation: <1>1 = {x: ({J = 1}, <1>2 = {x: ({J = O}, Q =
{x: 1 > ({J(x) > O}. Since Q = {x: (1 + e) -1> f> e(1 + e) -2}, then closQQ C K.
We construct a locally finite (in D) covering of the set closQQ by open
balls :!JO,i, i = 1,2, .... Let ~o denote the union of these balls. Because of the
inclusion closQQ C K we can choose the covering to satisfy closQ~o C K.
192 4. On Surnrnability of Functions in the Space L1(Q)
Next we construct locally finite (in 0) coverings of the sets (/Jk\ ~o (K = 1,2) by
open balls !!I k, i such that the closures in 0 of the sets ~k = Uf!lk, i (k = 1,2) are
i
disjoint with closoQ. The latter is possible since «(/Jk\~O) nclosoQ= 0.
Clearly, F C ~1 and (O\G) C ~2'
Let ak,i e P) (f!lk, i), k= 0,1,2; i= 1,2, ... , and let
2 00
L L ak, i =1 in O.
k=O i= 1
For any i = 1,2, ... we introduce a function Pie P) (f!lO,i) such that
II V' (aO,iqJ- Pi) IILp(O):::;; e i .

Next we put VO,i = Pi' V1,i = a1,io V2,i = 0 ,
2 00
(2) U= L L Vk,i'
k=O i= 1
.
The function u is infinitely differentiable in 0 since each point of 0 is con-
tained only in a finite number of balls f!lk i and therefore (2) has a finite
number of summands. Obviously,
'
2 00
II V' (qJ- ",) IILp(o):::;; L L II V' (ak,iqJ- Vk,i) IILp(o) •

k=O i= 1
Since qJ = 1 on !!It,i, Vt,i = at,i and qJ = 0 on f!l2,i' V2,i = 0, then
(3)
Because F C ~t and F n ~ = 0 we have vO,i = Pi = 0, v2,i = 0, v1,i = a1,i,

aO,i = 0, a2,i = 0 on F. Therefore
00 2 00
U= L v1,i= L L ak,i= 1 on F.
i=1 k=O i=1
Besides, vk,i= 0 on O\G and hence u = 0 on the same set. Thus, ueVo(K).
Finally, by (1) and (3)
II V' u IILp(o):::;; (1 + e)2(cp(K) + e)1lp + e(1 - e) -1 ,

Let To(K) = {Ie Vo(K): 0 :::;;/(x):::;; 1 on K}.
Henceforth, the following modification of Lemma 1 will be useful.
§ 4.1. Conductivity 193
Lemma 2. The equality
cp(K) = inf{il VfIPdx:feTQ(K)}

is valid. ..
Prooj. Since TQ(K) C VQ(K) , it suffices to obtain only the lower bound
for cp(K). Let e>O, AeeCOO(-oo,+oo), Ae(t) = 1 for t~l, Ae(t)=O for
t ~ 0, 0 ~ A~(t) ~ 1 + e. Further, let tpe VQ(K). We introduce the function
f= Ae(tp)eTQ(K). Obviously,
JIV flPdx = QJ[A~(tp)]PI V tplPdx ~ (1 + e)PJQIV tplPdx

Q
and consequently,
inf {b I V flPdx: feTQ(K)} ~ cp(K) .
The result follows.
4.1.2. Some Properties of Conductivity

We shall comment on some simple properties of p-conductivity.
Consider two conductors K = G\F and K' = G' \F' contained in Q. We
say that K' is a part of K (K' C K) if Fe F' C G' C G.
The definition of p-conductivity immediately implies the following pro-
position.
Proposition 1. If K' C K, then
cp(K) ~ cp(K') .
Proposition 2. Given any e > 0 and any conductor K with finite p-conduc-
tivity, we can construct a conductor K' C K such that
(1)
The conductor K' can be chosen so that oiF' and BiG' are Coo-manifolds.
Prooj. The right inequality follows from Proposition 1.
Let a functionfeUQ(K) satisfy
(2) cp(K) + e!2 > JI V flPdx,
Q
and let lip
2<5 = 1 _ [ e+2cp(K) ] .
2e+2cp(K)
We may assume that the sets {xeQ:f(x)=l-<5} and {xeQ:f(x)=<5} are

Coo-manifolds since otherwise <5 can be replaced by an arbitrarily close number
having the aforementioned property. We construct the conductor K' as
194 4. On Summability of Functions in the Space Lb(Q)
follows: K' = 0' \F', where F' = {xE.Q:f(x) ~ 1- t5}, 0' = {xE.Q:f(x) > t5}.
Then (2) implies
cp (K)+e/2 > S I V (f(X)-t5) IPdx.

(1 - 2 t5)P Q 1 - 2 t5
The function (1-2t5)-1(f-t5) is contained in UQ(K'). Hence
cp(K) + e/2 > c (K') ,

(1-2t5)P p
which is equivalent to the left inequality in (1).

Proposition 3. Let Kl = 01\F1 and K2 = 02\F2 be any conductors in .0.
Then
(3)
where Ku = (0 1 U O 2) \(Fl U F 2), Kn = (0 1 n O 2) \(Fl n F 2) .

Proof. Let e be an arbitrary positive number and let fl' f2 be functions in
U Q(K1), U Q(K2), respectively, satisfying
(4) S !Vf;JPdx<cp(K;)+e.
K;
We introduce the functions
M = sup {fhf2} , m = inf {fl.J2} .
It is clear that M and m satisfy the Lipschitz condition in .0 and that M ~ 1 on

Fl uF2, M~O on .0\(0 1 U02), as well as m~1 on Fl nF2' m~O on
.0\(0 1 n O 2). Besides,
This along with (4) and Lemma 4.1.111 implies (3).
4.1.3. The Dirichlet Principle with Prescribed Level Surfaces

and its Corollaries
The proofs of the following Lemmas 1, 2 and Corollaries 1, 2 do not in
principle differ from the proofs of similar assertions on the (p, if> )-capacity in
2.2.1- 2.2.3.
Lemma 1. For any conductor K in .0 with finite p-conductivity we have
§ 4.2. A Multiplicative Inequality for Functions that Vanish on a Subset of Q 195
(1) = inf ( J1II 'V flli 1_ )1-P

cp(K)
uEV.Q(K) ° P
1 (rB'r)dr ,
where Iffr = {xe.Q:f(x) =.r}.

Lemma 2. Letf be in COO(.Q) nL~(.Q). Then for almost all t
(2) [s(lfft )]p/(P-l) II 'V fllip1_1 (rB't) ~ - :t [m n C.2';)] ,
where 2'r = {x: f(x) > t}.

Corollary 1. For any conductor K in .Q the inequality
(3) •
cp(K)~mf {(
-J-m
1 d
n (2'r)
dt /(P-l) )1- P:feVD(K)}
°dt [s( Ifft )] p
is valid.
Corollary 2. Let F be an open set closed in .Q and let G, H be bounded
open subsets of.Q such that
Fe G , closDG C H.
The conductors
K(1) = G\F , K(2) = H\closDG , K(3) = H\F
satisfy the inequality

(4) [Cp (K(I»] -1/(P-l)+ [Cp (K(2»] -1/(P-l) ~ [Cp (K(3»] -1/(P-l) .
We present one more property of p-conductivity which is proved similarly

to Theorem 2.3.1 (cf. also Remark 2.3.1).
Lemma 3. Let ueCO,I(.Q), u = 0 in the exterior of an open bounded set
G C .Q and let.x; be the conductor G\J1!;. Then for p ~ 1
(5)
(For p = 1 the coefficient in front of the second integral in (5) is equal to

unity.)
§ 4.2. A Multiplicative Inequality for Functions that Vanish on a

Subset of Q
In this section we find a necessary and sufficient condition for the validity of
the inequality
196 4. On Summability of Functions in the Space L1 (.0)
(1)
for all functions that vanish on some subset of Q.

Let G be an open bounded subset of Q. For p > 1 we put
•
where {F} is the collection of closed (in Q) subsets of G with cp(G\F) > 0.
Let ~g.a) denote the value ~~) introduced in 3.2.3, i.e.
where { ~} is the collection of admissible subsets of G.

The following assertion is a generalization of Lemma 3.2.3/1 (the case
q*~p= 1).
Lemma. Let p ~ 1 and let G be an open bounded subset of Q.

1) If ~g" a) < <Xl and the numbers q, a, p satisfy either one of the following
conditions
(i) q~q*=a-1 for ap~l,
(ii) q < q* = a- 1 for ap> 1 ,
then for all functions ueCO. 1(Q) that vanish in the exterior of G, the
inequality (1) is valid with re(O, q), x = r(q*- q)/q(q*- r), C ~ c(~g'·a»l-x.
2) Let q*>O, re(O,q*) and for some qe(O,q*] and for any function
ueCO. 1(Q) that vanishes in the exterior of G, let the inequality (1) be valid
with x = r(q* - q)/q(q* - r) and with a constant C that is independent of u.
Then C ~ c(~g'·a»l-x.
Proof. 1) Duplicating the proof of the first part of Theorem 2.3.4 (for
J.I. = m n ) we arrive at
00
( Hmn(.A'()]patp-1dt
)(1- x)/p
lIullL (.Q)~c IIul11 (.Q).
(2)
q ° r
For p > 1 this implies (00 )(1- x)/p

lIullL IIul11 (.0),
°ICp(.t()t
(.Q)~c(~g'·a»l-x P- 1dt
q r
where .t( is the conductor G\.A'(. Now the result follows from Lemma
4.1.3/3.
In the case p = 1 inequality (1) results from (2) along with Lemma 3.1.2/3
and the formula
§ 4.2. A Multiplicative Inequality for Functions that Vanish on a Subset of D 197
00
(3) J lV'aldx=
Q
JS(rfft)dt
0
(cf. Theorem 1.2.4).
2) Let p > 1. We fix a small positive number 0> 0 and put
on the set of all Fe G with cp(G\F) ~ o. (The substitution of an arbitrary

function in TQ(G\F) into (1) implies
[cp(G\F)]1-X~ C-P[mn(F)]p/q[mn(G)] -xp/r,
this means that the collection of sets F, contained in G and satisfying the
inequality cp(G\F)~o, is not empty.) Obviously, po~o-1mn(G)pa.
Further, we must duplicate the proof of the second part of Theorem 2.3.4
with Lemma 2.2.211 replaced by Lemma 4.1.3/1 and with (p, <JJ)-cap(F,.o)
replaced by cp(G\F). Then we arrive at Po~cCp(1-x) which, since 0 is
arbitrary, implies C ~ c(~g" a»1-x for p > 1.
Consider the case p = 1. Let t§ be any admissible subset of G. We insert
the sequence of functions {W m}m;;.1 specified in Lemma 3.2.2 into (1). Then
which, since e is arbitrary, yields

Corollary. Ijp1 > P ~ 1 and a1-pi 1 = a- p-l, then ~g'I.al) ~ c~g'·a).
Proof. We put lul ql / q with ql >q, qi 1 -pi 1 = q-1_ p -l in place of u in
(1). Then
(4) lIu Ili~rQ) ~ C ( ~ y-x(~g',a»l-Xlllu l(ql-q)lq V'u IIl~(~) Ilu 111~I(ri)

where r1 = rq1/q. Applying the Holder inequality, we obtain
The preceding inequality and (4) imply

198 4. On Surnrnability of Functions in the Space L1(.o)
where Xt = rt(qi-qt>/qt(qi-rt>, qi = ait. Using the second part of

Lemma 1 we obtain that ~~I.al) ~ c~~,a). The corollary is proved.
§ 4.3. The Classes of Sets fp,a
4.3.1. The Definition and Simple Properties of fp, a

Definition 1. A domain Q belongs to the class fp, a (p ~ 1, a> 0) if there exists
a constantME(O,mn(Q» such that
(1) ~ (M) ~fsup [mn(F)]a < 00 ,

p,a {K} [cp(K)]tIP
where {K} is the collection of conductors K = G \F in Q with positive p-con-

ductivity and such that mn(G) ~ M.
Proposition 4.1.212 implies that mn(F) = 0 for any conductor K = G\F
with zero p-conductivity provided Q E fp, a'
Remark. The class fp, a is empty for a < (n - p)/ np, n > p, since in this
case Cp(B2r\iir) = constr n- p and therefore
[mn(Br)]a = constrn(a-(n-p)/np)-+ 00 as r-+O .

[cp (B 2r\B r)] tip
Proposition 1. If a domain Q is the union of a finite number of domains in

fp, a, then Q is in the same class.
Proof. Let Q = Qt U Q2, QjEYp,a, i = 1,2. Then there exist constants Mt.
M2 such that
for any conductor K j = Gj\Fjin Qjwith mn(G j) ~Mj.

Put M = min{Mt.M2} and let K denote a conductor G\F with
mn(G)~M. Further let Gj=GnQ;, Kj=Gj\Fj. If cp(Kt)=O then
mn(Ft) = 0 and hence mn(F) = m n(F2). Therefore
[mn(F)]a~ ~~:~(M2)[Cp(K2)]tIP~ ~~:~(M2)[Cp(K)]tIP.
In the case cp(Kj) > 0, j = 1,2, we have

§ 4.3. The Classes of Sets fp, a 199
Definition 2. We say that .Y{ is an admissible conductor if .Y{ = '§ \ clos Q if,
where '§ and if are admissible subsets of Q (cf. the definition at the beginning
of 3.1.1).
Proposition 2. We have
(2)
where {.Y{} is the collection oj admissible conductors .Y{ = '§ \ clos Q if with
positive p-conductivity and with m n('§) ~M. (Hence we may restrict our-
selves to admissible conductors in the definition of the class .!p, a')
Proof. We prove the inequality
(3) ~ (M) ~ sup [mn(if)]a

p, a {.t"} [Cp(.Y{)] lip
The reverse inequality is obvious. Let K be any conductor in Definition 1.

Given any e > 0 we can find an admissible conductor .Y{ = '§ \ clos Q if, .Y{ C K,
such that cp(K);;': (1- e)cp(.Y{) (cf. Proposition 4.1.2/2). It is clear that
m n ( '§) ~Mand
[mn(F)]a ~ [mn(if)]a
[Cp (K)]lIP "" (1- e)llp [cp ('y{)]lIP ,
which immediately implies (3).
4.3.2. Identity of the Classes .!i. a and:la

Lemma. The classes .A,a and Ja coincide and
(1)
where {'§} is the collection oj admissible subsets oj Q with m n('§) ~ M.

Proof. Let '§ be an admissible subset of Q with m n('§) ~ M and let
{W m}m;;.l be the sequence of functions specified in Lemma 3.2.2. The proper-
ties of {w m } imply s(8i '§);;.: cl('§\e) for any compactum e contained in '§. If
QE.A, a' then [mn(e)] a ~ '~1,a(M)s(8i '§) and hence
[mn(,§)]a = sup [mn(e)]a~ ~1.a(M)s(8i '§) .

eC <'§
Suppose QEJa. Let K be an arbitrary conductor G\F with mn(G) ~M.

By (4.2/3) for any JETQ(K) we obtain
200 4. On SummabiJity of Functions in the Space L1 (.0)
(2)
By Lemma 4.1.112 we have
inf {J I V fl dx: fe T.a(K)} = cl(K) ,

so (2) implies
The result follows.
4.3.3. A Necessary and Sufficient Condition for the Validity of a

Multiplicative Inequality for Functions in W;'s(!})
Lemmas 4.2,4.3.2 imply the following obvious assertion.
~p.a(M) < 00 for some Me(O,mn(Q».
Corollary. 1) Let
Then for all ueCO.l(Q) with mn(suppu) ~M inequality (4.211) is valid
with re(O,q), X= r(q*-q)/q(q*-r), q being the number specified in
Lemma 4.2/1 and C ~ c[~p.a(M)]l-X.
2) If (4.2/1) is valid for all ueCO. 1(Q) with mn(suppu) ~M < mn(Q),
then C;;?; c[~p.a(M)]l-x.
The introduction of the classes ./p. a is justified by the following theorem.
Theorem. 1) Let Q e~. a and let q be a positive number satisfying anyone
of the conditions: (i) q ~ q* = a- 1 for p ~q* or (ii) q <q* for p > q*.
Then for any ue Wi.s(Q) we have
where s<q*, r<q, x=r(q*-q)/q(q*-r), C 2 =cM(S-q*)/sq* and

C 1 ~c~p.a(M).
2) Let q*>O andfor some qe(O,q*] and all ue Wi.s(Q), letinequality (1)
be valid with 0 <s<q*, 0 <r<q*, X= r(q*-q)/q(q*-r).
Then Qe./p. a with a = 1/q*. Moreover, if the constant M in the definition
of the class ./p.a is specified by M = cC~q*/(s-q*), where c is a small enough
positive constant depending only on p, q*, s, then C 1 ;;?; c~p.a(M).
Proof. 1) By Lemma 4.1.1/1 it suffices to obtain (1) for functions
ueL~(Q) nLoo(Q) n COO(Q) with bounded supports. Let T = inf {t:
m n(J1!i) <M}. Clearly, mn(!ft ) ~M ~ m n(J1!i). Further we note that
(2) Jlulqdx~ J lulqdx+cTqmn(ST)+cJ(lul-T)qdx .

.a .a \.%T .%T
To get a bound for the first summand on the right we rewrite it as follows:
§ 4.3. The Classes of Sets .f, a 201
J lu Iqdx = J lu Iq*(q-r)/(q*-r)lu Ir(q*-q)/(q*-r)dx

Q\JVT Q\JVT
and use the Holder inequality

(q - r)/(q* - r) ( )(q*- q)/(q* - r)
J lulqdx~ ( J lulq*dx ) J lulrdx .
Q\JVT Q\JVT Q\JVT
Since u < Ton Q \.AlT then the right-hand side of the latter estimate does not
exceed
(q-r)/(q*-r) ( )(q*-q)/(q*-r)
T(q*-s)(q-r)/(q*-r) ( J lulsdx ) J lulrdx
Q\JVT Q\JVT
This implies
(q*-q)/(q*-r)
(3) J lu Iqdx ~ M(s-q*)(q-r)/s(q*-r) ( J lu I dx) r
Q\JVT Q\JVT
(q*-s)(q-r)/s(q*-r) ( )(q-r)/(q*-r)
x ( J lulsdx) J lulsdx
JVT Q\JVT
q*(q-r)/s(q*-r)
~M(s-q*)(q-r)/s(q*-r) ( 11ulsdx)
(q*-q)/(q*-r)
x (
Jlulrdx
Q
)
Next we estimate the second summand on the right in (2). Since lu(x) I ~ Ton
.AlTand mn(.AlT ) ~M then
Combining this inequality with (3) and (2) we arrive at
lIu IILq(Q) ~ cll( lu 1- T) + IILq(Q) + CM(l-x)(s-q*)/Sq*llu Ilt(~)llu Ill (Q)· r
It remains to apply the first part of Corollary to (I u 1- T) + .

2) Let M be an arbitrary constant satisfying
where cois a constant that depends only ons,p, q, q*, rwhich will be specified
at the end of the proof.
202 4. On Summability of Functions in the Space L1 (.Q)
Let 15 denote a small enough positive number; by K we mean the conductor
G\F in Q with mn(G) ~M, cp(K) ~t5. Further we introduce the function
Po = sup [mn(G)]P/q/cp(K) where the supremum is taken over the above set of
conductors. It is clear that Po< 00 and
(4)
Since s < q* then for any u E TQ(K) we have

l/q* )q*(S- t)/s(q*- t)
Il ull Ls(Q)"'-::~C ( O<t<l
sup [mn(A'()]
[cp (G\A'()]1!P
II\lull
Lp(Q)
Ilullt(q*-S)/S(q*-t)
Lt(Q)
where t <s (cf. the proof of the first part of Lemma 4.211).
Now we note that [mn(A'()]p/q* ~Pocp(G\A'() since cp(G\A'() ~
cp(K) ~ 15. Besides,
lIu IILt(Q)~M1/t-1/sliu IILs(Q).
Consequently,
II U II Ls(Q) ~ cM lIs - 1/qp,:!p II \l U IILp(Q) .
Using the preceding estimate, from (1) we obtain
Further, we must duplicate the proof of the second part of Theorem 2.3.4
with Lemma 2.2.213 replaced by Lemma 4.1.3/1 and with (p, <J»-cap(F, G)
replaced by cp(K). As a result we obtain
pyP~c(C1+pyPM1/s-lIq*C2) .
The latter and the definition of the constant M imply
It remains to make use of (4). This completes the proof.
4.3.4. The Function vM,p and the Relationship of the Classes ./p, a and fa
Definition. Let VM,p(t) be the infimum of cp(K) taken over the collection of
all conductors K = G\Fwith mn(F) ~ t, mn(G) ~M.
By an argument similar to that in the proof of Proposition 4.3.112 we can
prove that we may restrict ourselves to admissible conductors in this defini-
tion.
Inequality (4.2.3/3) immediately implies the following assertion on the
connection of vM,p with the function AM introduced in 3.2.4.
§ 4.3. The Classes of Sets fp, a 203
Proposition 1. The inequality
(1) VM;p(t);;<: (T[AM(O')]P/(1- p)dO'Y-P
is valid.
Obviously, for p;;<: 1
(2)
Hence Q e.Jp, a if and only if

(3)
We have noted already in 3.2.4 that QeYa = A,a if and only if
lim inft-aAM(t) > 0 .

t-+ +0
Proposition 2. I! QeYa+(p-1)/p then Qe.Jp, a and
1 )(P-1)/P
(4) ~p,a(M) ~ ( Pp-a ~1,a+(P-1)/p(M) .
Proof. From (1) we obtain
VM,P(t) ;;<: [~1,a+(P-1)/p(M)]

-p ( !a
M -(pa+p-1)/(P-1)
dO'
)1-P
P-1
> ( ~) [~l,a+(P-l)/p(M)] -Pt ap .
p-l
The result follows.

By Corollary ~.2 the class .Jp, a is a par~?f the cl~~s .Jpt, at and ~Pt' at (M)
~ c~P, a(M) provIded P1 > P;;<: 1 and a1 - P1 = a- P .
4.3.5. Estimates for VM,p for Certain Concrete Domains

We consider some domains for which explicit two-sided estimates for VM,p are
valid.
Example 1. Let Q be the domain {x: lx' I< !(xn), 0 <xn < a} considered at
the beginning of subsection 3.3.3.
We show that
(1)
kP
(a(M)
S [!(r)](1-n)/(p-1)dr
)1- P~ vM,p(P) ~ (a(M)S [!(r)](1-n)/(p-1)dr)1- P,
a{J1) a{J1)
204 4. On Summability of Functions in the Space L1(Q)
where k is the constant in the inequality (4.3.2/2) that depends on M and the
function a is specified by
a(p)
f.l = Vn-l J [!(r)]n- 1dr.
o
Consider the conductor K ", M = G a(M) \ clos.Q G a(p), where G a = {x e D:
o< X n < a}. Let the function u be defined by u (x) = 0 outside G a(M)' u (x) = 1
on and
)-1
Ga(P) ,
u(x) = L
a(M) dr
[!(r)](n-l)/(P-l) aL
(a(M) dr
[f(r)](n-l)/(P-l) on Ga(M)\Ga(P)·
Clearly, u is contained in U.Q(K",M). So by inserting u into the integral
we obtain
Taking into account the definition of VM,p{f.l), we arrive at the right inequality
(1).
Substituting the left inequality (3.3.3/1) into (4.3.4/1) we obtain the
required lower bound for vM,p.
From (1) we obtain that DeYp, a if and only if
lim sup (
X
J[f(r)]n- 1dr
)a /(p-l)aJ[!(r)](I-n)/(p-l)dr(p-1)/(n-1), for small t we have ctap~VM,p(t)~c'tap where

a = [A(n -1) + 1- p]/p[A(n -1) + 1]. Thus the domain (2) is contained in Yp,a
for pa< 1.
Example 2. Let D be the domain in Example 3.3.3/2. Using the estimates
(3.3.3/4) for AM and following the same discussion as in Example 1 we obtain
(3)k P J [!(r)](I-n)/(P-l)dr)1-P ~ VM,p{f.l) ~ (a(P)J [f(r)](I-n)/(P-l)dr)1- P

(a(P)
a(M) a(M)
Consequently, DeYp, a if and only if

§ 4.3. The Classes of Sets -{" a 205
limsup (
00
Hf(r)]n- 1dr
)ap!(p-1) ![f(r)](1-n)!(p-1)dr<
X
00.
X-+ + 00 X 0
{x: Xr+'" +X~-1 < (1 +Xn) -2P, 0 <Xn< oo}
with p(n-1) > 1 we have

ctap ~ VM,P(t) ~ c' tap for small t ,
provided ap = [p(n-1)-1 +p] [p(n-1)-1] -1. Here ap > 1.

For the domain
{x: xr+'" +X~-1 < e- cxn , 0 <xn< oo}, C = const > 0,

from (3) we obtain
cfJ. ~ VM,P(fJ.) ~ c' fJ.
and hence this domain is in ~,1!p.

Example 3. Let D be the plane domain considered in Example 3.3.3/3.
Proposition 3 along with the lower bound (3.3.3/6) for A yields the following
lower bound for VM,P(t):
(4) VM,P(t) ~ cW ( 0\.1)

j [t5(O)] -1/(P-1)dO
)1- ,
P
O(M)
where O(t) is specified by (3.3.3/7) and t5 = e2- e1'

To derive a similar l:lpper bound consider the conductor GO(l)\
closoGo(M)' where G o = k)e'QJED: 0 < rp < O} and the function u is defined by
u = 0 outside GO(/) , u = 1 on GO(M) ,
u(O) = j [t5(rp)]1!(1- p)drp (Or [t5(rp)]1!(1- P )drp)-1 on GO(l)\GO(M)'

O(M) O(M)
It is clear that
This and (4) imply
) cW ( 0(/)J [t5(rp)]1/(1- p)drp )1- ~ VM,P(t) ~ c.w ( o~t) )1- .

(5 P P
j [t5(rp)]1/(1- p)drp
O(M) O(M)
206 4. On Summability of Functions in the Space L1(D)
with O<c<2n(p-1), P>1, we have ctap~VM,p(t)~c'tap for small t,

where a= (P-1 +p)/p(P-1). Thus (6) is a bounded domain in the class fp,a
for pa> 1.
Example 4. We show that the adjoining nonintersecting cylinders
with r. ajbr
j
1 < 00 (cf. Fig. 15) form a domain which is not in fp, lip if
li~ sup aj = 00. Let
)-+00
and let 11 ECO'([O, 1», 11(t) = 1 for 0 ~ t < t. We insert the function
11( Ix n - ajl/aj) into the norm II \l u IILp(G)' Then
Xn
Fig. 15
§ 4.4. The Imbedding WAs (.0) C L q • (.0) for q* <p 207
So
§ 4.4. The Imbedding W~,s(.Q) C Lq*(D) for q* <p
4.4.1. An Estimate for the Norm in Lq.(Q) with q* <p for Functions that
Vanish on a Subset of Q
If QEYp,a with ap:S;; 1 then by Theorem 4.3.3 the imbedding operator of
W~,s(Q) into Lq.(Q) with q* = a- 1is bounded. The following example shows
that inequality (4.3.3/1) with the limit exponent q = q* = a- 1 may fail
provided ap> 1 (or, equivalently, providedp > q*).
Example. Consider the plane domain
with P> 1. In Example 4.3.5/2 it was established that this domain is in the
class Yp.llp+l/(8-1)' We show that inequality (4.3.3/1) is not valid for
q = q* = p(P-1)/(P+ P-1).
The sequence of functions Um(XioX2) = (1 +X2) Ym with Ym < 1 + (P -1)/p,
m = 1,2, ... , satisfies
II u Ili;.(Q) = 2 [1 + (P -1)/p]/[P-1- P(Ym-1)] ,
II \l umllfp(Q) = 2 Ym/[P-1- P(Ym- 1)], Ilumllis(Q) = 2/(P-1- Yms) .
Since s < q* <p, then the left-hand side in (4.3.3/1), written for Um' tends to
infinity as m -+ 00 more rapidly than the right-hand side. Thus the inclusion
QE Yp. a with p > q* = a -1 is necessary but not sufficient for the validity of
(4.3.3/1) with the limit exponent q = q*. The necessary, for q;;;:: 1, and
sufficient, for q > 0, condition will be derived in Theorem 4.4.2.
Let G be a bounded open subset of Q. Let 8(G) denote any nondecreasing
sequence {Gj } ( - 00 <j < 00) of open subsets of G. We introduce the
conductor K j = Gj + 1\ clos Q Gj and put
+00 [m (G)]aP I(ap -l)]a-lIP

5Bg',a) = sup [ L n J ,
{S(G)} j= -00 [cp (K)]l/(ap -l)
where ap > 1, p ;;;:: 1.
Lemma. 1) Let 5Bg'.a) < 00. Then the inequality
(1)
is valid/or all UECO. 1(Q) that vanish outside G, with q* = a-l, ap> 1 and
C:S;; c5Bg',a).
208 4. On Summability of Functions in the Space L1 (Q)
2) If (1) is valid for all ueCO. 1(.Q) that vanish outside G, with some
q*e[1,p), then C ~ c~g'·a).
Proof. 1) By virtue of Theorem 1.2.3
where, as usual,.AIi = {x: lu(x) I ~ t}. Applying the Holderinequality, we obtain
IluIlLq.(.Q)~(2Qo_1)1/Qo { . y [ [m n (.A'21)]
P/QO]Qo/(P-qO)}l/q*-lIP
J= -00 Cp(2'21-1\JV21)
x [):. 2 iP CP (2'2i-'\.A'2i)]"p.
Let vjbe defined as follows: vj=1 on JV21, vj=2 1- j lul-1 on 2'21-1\JV21,

Vj= 0 on .0\2'21-1. Since vjeUQ(2'21-1\JV21), then
r~
Cp(2'21-1\JV21) ~ JIV vjlPdx = 2 (l-j)p J IV u IPdx.
>8~') eX. ",J..J

Q Y:zj-1\.Aii
:~:~:: 2(2 qO-I) 'V u IP dx c>8&"') II 'V u IILpCD) •
2) Consider some sequence in S(G) and put
for v~N, tv= 0 for v>N, tv= LN for v< -N. Let U v denote an arbitrary
function in U Q(K v). Further, we define u in .0 by the equality
Since ueCO. 1(.Q) and u = 0 outside G, it satisfies (1).

Using Theorem 1.2.3, we obtain
This inequality, (1) and the inequality (tr tj+l)Qo~ tf- tJ:l imply
§ 4.4. The Imbedding W~,s(Q) C Lq.(Q) for q* 
t.-t'+1 _ J UI~N,
J J cp(Kj) ,
we arrive at
4.4.2. The Class £;,aand the Imbedding W:,s(D) CLq*(D) for q* 1. We put
+00
5Bp ,a(M) = sup [ ~
IS} j=-oo
where M is a constant in (0, m n(.O» and {S} is the collection of all nondecreas-
ing sequences S of bounded open sets Gj , - 00 <j < 00, contained in Q with
m n ( lJG) ~M. The conductor Gj+l\closQGj is denoted by K j .
J
Definition. The set Q belongs to the class £;,a provided 5Bp,a(M) < 00 for
some ME(O,mn(Q».
The next corollary immediately follows from Lemma 4.4.1.
Corollary 1. 1) Let ap> 1 and 5Bp,a(M) < 00. Then for all UECO,I(Q)
such that mn(suppu) ~M we have (4.4.1/1J. with q* = a-I and C~c5Bp,a(M).
2) If (4.4.1/1) is valid for all UEC ,I(Q) with mn(suppu) ~M, then
C ~ c5Bp, a(M).
Duplicating with obvious simplifications the proof of Theorem 4.3.3 we
obtain the following theorem from Corollary 1.
Theorem. 1) Let ap> 1, QE£;,a' Then
(1)
for all UE W~,s(D) with q* = a- 1, s <q*, C 2 = cM(s-q*)/sq*, C 1 :S;;; c~p,a(M).
2) Let (1) be valid for all uEW~,s(D) with 1:S;;;q*<p, s<q*. Then
DE£'p,a' Moreover, if M in the definition of £'p,a is specified by
M = cc~q*/(s-q*), where c is a small enough positive constant that depends
only on p, q*, s, then C 1 ~ c~p,a(M).
Corollary2. If P1 >p ~ 1 and a1-pi 1 = a-p-t, then ~g'l,al):s;;; c~g',a)
for any G. (Consequently, ~PI,al (M) :s;;; c~p,a(M) and £'p,a C £'pl,al')
This assertion can be proved in the same way as Corollary 4.2.
4.4.3. The Imbedding L;(n) C Lq*(n) for a Domain with Finite Volume
We present a necessary and sufficient condition for the validity of "the
Poincare inequality"
(1)
provided D is a domain with mn(D) < 00.

By Lemma 3.2.3/2 the imbedding L1(D) CLq*(D)(P~1,q*~1) and
inequality (1) are equivalent. The case mn(D) = 00 is considered in 4.7.5.
Theorem 1. Let D be a domain with finite volume.
1) If ~p,aH-mn(D» < 00 for ap:S;;; 1 or ~p,aH-mn(D» < 00 for ap> 1,
then (1) is valid for all uEL1(D) with q* = a- 1, C:s;;; c~p,a(+mn(D» for
ap:S;;; 1 and C:s;;; c~p,a(+mn(D»for ap > 1.
2) If there exists a constant C such that (1) is valid for all uEL1(D) with
q* ~ 1, then C ~ c2lp ,a(+m n(D» for a-I = q* ~p and C ~ c~p,a(+mn(D»
for a- 1 = q* <po
Proof. The proof of sufficiency follows the same argument as in the proof
of Theorem 3.2.3 except that we must apply Corollary 4.3.3 instead of
Lemma 3.2.3/1 for ap ~ 1 and Corollary 4.4.211 for ap < 1.
Necessity. Let u be an arbitrary function in CO,1(Q) nL1(Q) with
(2)
There exists a number Co that satisfies
(3) Ilu-collL
q
*(.0)= inf
ceRI
Ilu-cllLq *(.0).
The latter and (1) imply
J lu - colq*dx + Icolq*mn(D\suppu) :s;;; cq*11 \7 u 1I~;(.o).

suppu
Therefore
+mn(Q) ICo Iq*:s;;; cq*11 \7 u II~;(.Q) .
Since
II u IILq.(.o):S;;; ICo I[mn(D)] 1/q* + II u - Co IILq.(.Q) ,
§ 4.4. The Imbedding WA s (.Q) C L q • (.Q) for q* < p 211
then, making use of (1) and (3), we obtain
II u IILq.(Q) ~ cC II \l u IILp(.Q)
for all UECO,l(Q) that satisfy (2). A reference to Corollaries 4.3.3 and 4.4.211
completes the proof.
Theorem 2. Let Q be a domain with jinite volume. The space L~(Q) is
imbedded into Lq*(Q) if, andjor q*~l, only if QE~,l/q*jor p~q* and
QE£'p,l/q*jor p > q*.
Proof The necessity follows from Lemma 3.2.3/2 and Theorem 1. To
prove the sufficiency we must show that (1) is valid provided ~p a(M) and
58p,a(M) are finite for some ME(O,-!-mn(Q». Let uEL~(Q) nC 6,1(Q) and
T= inf{t: mn(JVt) ~M}. We note that
bIUlq*dX~c[ b(lul-nrdX+Tq*M].
Using Corollaries 4.3.3 and 4.4.2/1 we obtain
where C is a constant that is independent of u. Let w denote a bounded sub-

domain of Q with smooth boundary such that mn(Q\w) <M/2. Obviously,
Jlu IPdx ~ J lu IPdx ~ -!-TPM.

w wn.kT
Therefore
(4) Ilu IILq.(Q)~ Gil \lu IILp([.!) + cM 1/ q *-1/P llu IILp(W)'
Since w satisfies
then (4) implies (1) for Q.
4.4.4. Sufficient Conditions for Belonging to £'p, a

Propositions 1 and 2 which are proved below give the following sufficient
conditions for a set to belong to £'p, a:
(1)
M[
J
r J l/(ap-l)
dr <
°
00 ,
vM,p(r)
M[ r JP/(ap -l)
(2) J dr <
°
00 •
AM(r)
212 4. On Surnrnability of Functions in the Space L1 (.0)
Proposition 1. If ap > 1, a:S:;; 1, then
ap M[ r ] 1/(ap-l) }a-l/p
(3) mp,a(M) :s:;; { J dr.
ap-1 0 vM,p(r)
+00
Proof Let G = U Gj , where {GJ/=oo_ 00 is a nondecreasing sequence of
j= -00
open subsets of Q with mn(G) :S:;;M. Let K j denote the conductor

Gj+ 1\closQGj •
Since the function vM,p does not decrease, then
and similarly
[mn(Gj)]P/(p-q*) ~ mn(Gj ) d(tp/(P-q*»
[vM,p(mn(G)]q*/(p-q*) "" ! [VM,p(t)]q*/(p-q*)'
This implies
~ [mn(G)]P/(p-q*)- [m n(Gj - 1)]P/(p-q*) + [mn(G -N-l)]P/(P-q*)

Ijl,;;;N [vM,p(mn(Gj »] q*/(p-q*) [vM,p(mn(G -N-l»] q*/(p-q*)
M d(tP/(P-q*»
:s:;; Jo----------=-.,.,...--=-
[VM,P(t)] q*/(p-q*)
for any N = 1,2, .... Let KU) denote the conductor G\closQGj • According to
the definition of VM,p we have cp(KU» ~ vM,p(mn(G). So,
[mn(G)] p/(P-q*)- [m n(Gj - 1)] p/(P-q*) [mn(G -N-l)V/(P-q*)

Ijl~N [cp(KU»)] q*/(p-q*) + [Cp (K(-N-l»] q*/(p-q*)
M d(tp/(P-q*»
:s:;; ! [VM,p(t)] q*/(p-q*)
The left-hand side majorizes the expression
~ [mn(G)] P/(P-q*)([cp(KU»)] q*/(q*-p) - [cp(KU+ 1»] q*/(q*-P» .

UI,;;;N
Since s = (P-l)q*/(P - q*) ~ 1, then

§ 4.4. The Imbedding WAscQ) C Lq.(Q) for q* O. Therefore the preceding sum exceeds

I: [m n( Gj )] p/(P- q*)([cp(KU»] 1/(1- p) _ [Cp(KU+ 1»] 1/(1- P»q*(p-1)/(p-q*)
jjl~N
which by Corollary 4.1.3/2 majorizes the sum
To complete the proof it remains to make use of the definition of 5Bp ,u(M).
Proposition 2. If ap > 1, a ~ 1, then
(ap)U-1(p_1)(P-1)/p {M[ r JP/(UP-1) }U-lIP

(4) 5Bpu(M)~
, (ap_1)U-lIP °J - -
AM(r)
dr .
Proof. By inequalities (4.3.4/1) and (3) we have
M [M ] (P-1)/(up-1)
[5Bp,u(M)]p/(UP-1) ~ ap Jr 1/(Up-1) J[AM(a)]p/(l-p)da dr.
ap-1 ° r
To find a bound for the right-hand side we apply (1.3/1) in the form
(5) J Jj(a)da )qdr ~ ( -q-)qMrq-r[f(r)]qdr,

Mr-r (M J
° r 1-r °
wheref(r) ~O, r< 1, q> 1. Putting r = (1- ap) -t, q = (p-1)/(ap-1) in (5),
we arrive at (4).
The following remark will be used in § 4.5.
Remark. Let G be a fixed open subset Q. Let v~\t) denote the infimum of
cp(K) taken over the collection of all conductors K = G\F with mn(F) ~ t.
Replacing 5Bp,u(M) by 5B~'U) and VM,p by v~)in the proof of Proposition 1,
we obtain
5Bg"U)~ { ap
M[
J r
J1/(up-1)d}U-1/
r,
P
ap-1 ° v~)(r)
which together with Lemma 4.4.1 shows that the condition
M[
J (P)
r J1/(u-1)
dr < 00
° va (r)
is sufficient for the validity of (4.4.1/1) for all UECO. 1(Q) that vanish
outside G.
214 4. On Summability of Functions in the Space L~ (.0)
4.4.5. Necessary Conditions for Belonging to the Classes ~,a. JtIP, a

By a special choice of conductors K and sequences {OJ} in the definitions of
~,a and JtIP, a we obtain some necessary conditions for Q to be contained in
these classes.
Proposition 1. Let 0 be an arbitrary point in ii and let s(t) be the area of
the intersection of Q with the sphere 8B t centered at O.
If QE~,a then
, )aPI(P-l) l! d
( Js(t) dt
o
J
, [s(t)]
l~(P-l) ~ const
for sufficiently small e and for r < e.
Proof. If QE~,a. then obviously
(1)
for small enough e and r<e. Let u = 1 in Q n u = 0 outside Q"and

-1
dt dt
III !
l! ( l! )
u(x) = [S(t)]l/(P-l) [S(t)]l/(P-l) ,
Inserting u into the definition of p-conductivity, we obtain
(2)

The proof of the following assertion is similar.
Proposition 2. If mn(Q) < 00 and QE~,a' then
00 )aPI(P-l), d
(3) (
J, s(t) dt Jl! [s(t)] l~(P-l) ~ const
for large enough e and for r > e.
The latter implies the next corollary.
Corollary. If Q is an unbounded domain with mn(Q) < 00 and QE~,a'
then ap ~ 1.
Proof. By the Holder inequality for r > e we have
,
r- e = J[s(t)] lip
d
\1 (,
~ Js(t)dt
)lIP(,J dl~(P-l) )(P-l)IP .
l! [s(t)] P " [s(t)] l!
§ 4.4. The Imbedding W~,s(.Q) C Lq.(Q) for q* <p 215
Therefore (3) implies

(is(t)dt)/P
r- e ~ const - - - - -
( IS(t)dty
Let the sequence {eJ be specified by

00
Js(t)dt=2- j .
Then
If ap < 1, then the series Lj(erej-l) converges, which contradicts the as-
sumption that Q is unbounded. The result follows.
Since the condition QEYp,lIq is necessary for the continuity of the
imbedding operator Lb(Q) -+ Lq(Q), then, by Corollary, the imbedding
Lb(Q) C Lq(Q) for unbounded domain Q with finite volume implies p ~ q.
Next we present a necessary condition for Q to belong to £p, a'
Proposition 3. Ifmn(Q) < 00 and QE£p,w ap> 1, then
+ )ap /(p-l) ( d )(p-l)/(ap -l)

.=Y-
I2j
J 00
( (s(t)dt
I2j
J
I2j+ 1 [s(t)]
l~(P-l) ~ const
for any decreasing sequence {eJ/=~ 00 which converges to zero as j -+ + 00 and
to infinity as j -+ - 00.
The proof results from (2) and the lower estimate for Q3p, a(M) using the
sequence S = {Gj}/=~oo with Gj = {XEQ: Ixi > eJ.
4.4.6. Examples of Domains in .itj" a
Example 1. The domain Q considered in Example 4.3.5/2 is contained in £p,~
)p/(ap
provided
00 (00 -l)
(1) J Hf(t)]n- 1 dt [f(x)](n-l)Pdx<oo,P= (a-1)p-1 .
o x ap-1
The preceding condition is also necessary under the additional requirements:

00
(2) f(2t) ~ cf(t) , Hf(xW- 1 dx ~ ct[f(t)]n-l for large t.

t
From (2) it follows that the integral (1) converges if and only if
00
(3) !x P/(ap -l l [f(x)]n- 1dx < 00 •

o
Proof The sufficiency of (1) immediately follows from the left estimate
(4.3.5/3) and Proposition 4.4.4/1.
We proceed to the proof of the necessity of (3). Let Gj = {XE.Q: xn<2 -j},
- 00 <j < + 00 and let
uix) = 2sj[f(t)](1-nl/(p-lldt { 2fj [f(t)](1-n l/(p-l ldt }-l

Xn 2-J-1
for XEGj \Gj + 1• It is clear that
cp(Gj\clos.oGj+ 1) ~ S
Gj\Gj + 1
IVUjlPdx ~ C ( y
2-J-1
[f(t)](l-nl/(p-lldt)l-P.
Consequently, for large N
By (2) the right-hand term majorizes
C IN f(2 - j)2 - j(l +p/(ap-lll .

j= -00
So the finiteness of 5.8p ,a(M) implies the convergence of the integral (3).
Example 2. Consider the spiral .Q in Examples 3.3.3/3 and 4.3.5/3. We
assume in addition that
00
t5(20) ~ ct5(O) , St5(tp)dtp ~ cOt5(O)

()
for large O. Then, using the same arguments as in Example 1 we can show that
.Q E £;, a if and only if
00
(4) St5(tp)tpp/(ap - 1l dtp < 00 •

o
A more complicated example of a domain contained in £;, a is given in the

following section.
§ 4.4. The Imbedding WAs (.0) C L q• (.Q) for q* <p 217
4.4.7. Other Descriptions of the Classes Yp, a and £'p, a

We show that the class of conductors K = G\Fused in Definition 4.3.1/1 of
Yp, a can be made essentially narrower.
Theorem 1. Let Q be a bounded domain and let w be a fixed open set with
iiJ C Q. The domain Q belongs to Yp,a(P~l, a>O, a~p-1_ n -1) ifand only if
(1) sup [mn(F)] a < 00 ,

{F} [Cp (G\F)]lIP
where G = Q\iiJ and {F} is the collection of closed (in Qj subsets of G.

Proof. Let S(w) denote the left-hand side in (1). The necessity of (1) is
obvious since
We prove the sufficiency. Let D be a domain with smooth boundary and

such that iiJ CDC jj C Q. Further, let" be a smooth function, 1 on ,,=
Q\D, ,,=
0 on wand 0 ~,,~ 1.
For any uEL~(Q) we have
~ ~
f[mn{{x: (" lu I)(x) ~ t})]aPd(tP) ~ [S(w )]P JCp(K?»d(tP) ,

o 0
where K?) is the conductor (Q\iiJ)\{XEQ: (" lu I)(x) ~ t}. The preceding in-
equality and Lemma 4.1.3/3 imply
~
(2) f[mn({x: (" lu I)(x) ~ t})]aPd(tP) ~ c[S(w )]P J1V' (" lu I) IPdx
o Q
~
+ C Hmn({x: (1- " (x» 1u(x) 1 ~ t})d(tP) .

o
Since supp(l-,,) 1 u 1 C jj and D has a smooth boundary, then
[mn({x: (1- " (x» 1 u(x) 1 ~ t})] a ~ constcp(K~2» ,
where Kf) is the conductor D\{x: (1- " (x» lu(x) 1 ~ t}. Hence from (2) and
Lemma 4.1.3/3 we obtain
LetM= tmn(D) and mn(suppu) ~M. Then

J IU IP dx ~ const DJI \l u IP dx
D
and so
00
(3) J[mn({x: Iu(x) I ~ t})]aPd(t P) ~ const f I\l U IPdx .

o 0
Consider the conductor K* = G*\F* in Q subject to the condition

mn(G*) ~ M. We insert uETo(K*) into (3). Then we arrive at
which is equivalent to the inclusion Q E.1p, a'

Remark. The assertion we just proved remains valid for p = 1 provided
S(w) designates the supremum of [mn(y)]a/S(OiY) taken over all admissible
sets Y contained in Q with closoY C Q\w.
Following the same argument as in the proof of Theorem 1, we can
establish that the inclusion Q E .itj" a is equivalent to the finiteness of mg>, a)
where G = Q\w (cf. 4.4.1).
We can give a different description of the class .1p, a for ap < 1 replacing G
by Qe(x) = Q nBe(x), XEoQ. Namely, we introduce the function
[01]3El-+a (El) - sup sup [mn (F)] a

, 0: p,a 0: -
xe80 {F}
[ (r> ( )\F)]t/p ,
cp :'4e X
where {F} is the collection of closed in Q subsets of .Qe(x),

Theorem 2. Let Q be a bounded domain and let ap < 1. Then QE.Yp,a if
and only if ap, a({!) < 00 jor some {!.
Proof Necessit}.' does not require proof. Let ap,a({!) < 00. We construct a
finite covering of .Q by open balls with radius {! and take a partition of unity
{llJ subordinate to it. By Lemma 4.2
II U lli IILq.(D) ~ cap, a({!) II \l (u lli) IILp(D) ,

where q*= a-to Summing over i, we conclude that W;(Q) CLq.(Q). Con-
sequently, by Theorem 4.3.3 (part 2» QE.1p,a'
4.4.8. Integral Inequalities for Domains with Power Cusps

Let us consider in more detail the domain
Q().) = {x = (x',xn): Ix' 1< ax*, 0 <xn < I} ,
presented in Example 4.3.5/1. There we showed that Q().)E.1p,a provided

n>p, J..>(p-l)/(n-l), a= [J..(n-l)+l-p]/p[J..(n-l)+l]. By Theorem
§ 4.4. The Imbedding WAs (Q) C L q • (.Q) for q* <p 219
4.4.3/2 the latter is equivalent to the inclusion L1(Q().» C Lq.(Q()'» with

q*=p[A(n-1)+1]1[A(n-1)+1-p]. Although here the exponent q* is the
best possible, it is natural to try to refine the stated result by using spaces with
weighted norms (cf. Remark 3.3.3).
Let
The coordinate transformation x: x -+ ~ defined by ~i = Xi, 1 ~ i ~ n -1,

~n = x~, maps Q().) onto Q(1). Since Q(I) is a domain of the class Co,t, then
from Corollary 2.1.6/2 it easily follows that
II v IILq<p,Q(1» ~ c( II 'V v IILp(a,Q(1» + II v IIL(x(ro») ,

where n >p ~ 1, p ~q ~pn/(n-p), p = a-1 +n(p-l_ q -l) > -n/q and w
is a nonempty domain, OJ C Q().). Returning to the variable x, we obtain
II U IILq()'p+ ().-I)/q,Q()·»
~ c( II 'Vx'u IILp(aH ()'-I)lp, QO,» + 118u/8xn IILp(a).-().-I)(P-l)IP, Q('\» + II u IIL(ro» ,
where 'Vx'= (8/8xb ... , 8/8x n_l)' Putting a = (A-1)(P-1)/Ap, we obtain
(1) II u IILq().p+().-I)/q,Q('\» ~ c( II 'Vx'u IILp().-I,Q('\»
+ 118u/ 8x nIILp(Q(,\» + Ilu IIL(ro» .

Choosing q to eliminate the weight in the left-hand side, we arrive at
IJu IILq.(Q(,\» ~ c( II 'Vx'u IILp().-I,Q('\» + II 8u/8xn IILp(Q(,\» + II u IiL(ro» ,
where, as before, q*=p[A(n-1)+1]1[A(n-1)+1-p]. Since A>1, the

preceding result is better than the imbedding L1(Q().» C Lq.(Q()'».
For A> 1 we can take q to be the limit exponent pn/(n - p) in Sobolev's
theorem. Then (1) becomes
II U IILpnl(n_p)«).-l)(n -1)/n, Q('\»

~ c( II 'Vx'u IILp().-I,Q('\» + 118u/8xn II Lp(Q(A» + Ilu IIL(ro» ,
which, in particular, guarantees the inclusionL1(Q) C L pn/(n _p)«A -1) (n - 1)/
n, Q().». We can readily check by the example of the function x~ with
T= 1+e-[A(n-l)+l]1p (e is a small positive number) that the power
exponent of the weight is exact.
In conclusion we remark that we can obtain an integral representation
similar to (1.1.10/1) for the domain Q().).
220 4. On Summability of Functions in the Space L~ (.Q)
By (1.1.10/1), for any veC 1(.Q(I» nL~(.Q(I» we have
v(~) =
..
J m(n)v(n)dn+
'f' " " "
~
'"
r
J
fi(~,17)
I~_ nln-l
~(n)dn
nn ,. " ",
.0(1) i= 1 .0(1) .. " v,,
where ffJe ~(Q(I» andfieL",,(Q (1) x Q(I».Therefore the function u = v 0)( has
the integral representation
where tPe ~(Q().» and F;eL",,(Q ().)x Q().». It is easily seen that we can take u
to be an arbitrary function in C 1 (g\lJ). Since by Theorem 1.1.6/1 the space
C 1(,Q().» is dense in Lf(Q().» then (2) is valid for all ueL~(Q().».
§ 4.5. More on the Nikodym Example

In this section we consider the domain described in Example 1.1.4/1 (cf. also
§ 4.3) with em = 0(2- m - 1) where 0 is a nondecreasing function such that
20(1) < t. Here we show that the convergence of the integral
1 [ t ] I/(ap-l)
(1) f - dt
o o(t)
is necessary and sufficient for Q to belong to £p, afor ap > 1.

Lemma. (The inverse Minkowski inequality) If gm are nonnegative mea-
surable functions on [0,1], then
(2)
{tI[L gm(t)
dt
]1/(P-l)
jl- ~ ~ {It
P dt
[gm(t)]I/(P-l)
}1- P
•
Proof Let A. be an absolutely continuous nondecreasing function on [0,1]

with ..1.(0) = 0 and ..1.(1) = 1. We put g(t) = L gm(t). Then
m
1 1
J(..1.'Fgdt= L J(..1.')Pgmdt.
o m 0
§ 4.5. More on the Nikodym Example 221
By Hinder's inequality,
( 1;'1 dt)P
1
L JO.')PUmdt ~ L
mOm ( 1 P-1
o (1
=L J
dt
1/(P-1)
)-P
1
•
m 0 Um
JU!:(l- )dt
P )
o
Finally, by Lemma 2.2.2/2,
). 0
1
inf J(;'I)Pudt =
{1J
0 U
dt
1/(P-1)
}l-P.
Hence (2) holds.
Next we prove that DeJt'l"aprovided (1) is finite.

Consider an arbitrary nonnegative function ueL1(D) that is infinitely dif-
ferentiable in Am U B m for any m and vanishes in the rectangle C.
We fix an arbitrary number m and note that each level set = {(x,y): er)
u(x,y) = t} n(Am uBm) consists of a finite number of smooth homeo-
morphic images of a circle and simple arcs with end points on
a(Am uBm)\{y = 2/3} for almost all levels te(O,oo) (cf. Corollary 1.2.2).
Henceforth we shall always consider only such levels.
If t satisfies
(3)
then
(4) m2(.A'(m» ::;;; H1 + 2 m+ 1o(2 -m-1)]2 -m-1 < s( elm» ,
where .A'(m) = {(x,y): u ~ t} n (Am U Bm). Let ~m denote the collection of all
levels t for which (3) is valid. We show that for t!t5B m one of the following
three cases occurs:
(5)
(6)
where k is a constant that depends on integral (1);
(7)
(8)
(9)
(10)
y
a f
" C ",/
' ....... _-'"
Fig. 16
We note that there are no components of It(m) joining cd and e/ since

tft'iS m (cf. Fig. 16). Besides, the set It(m) (t > 0) is disjoint with the line y = t
because u = 0 in c.
a) Assume (5) is valid. Let i/m) denote the upper component of tff/m) which
joins the polygonal line abc with/e. The set ir(m) divides Am U Bm into com-
ponents; the component containing de will be denoted by Dm. Since tft'iS m
then i/m) is placed below the line y = t+ 2 - mand hence
m2(Jt(m)\D m) ~(2-2m-l++0(2-m-l»,
m2(!f/m)\Dm) ~ (2 -2m-l+ +0(2 -m-l» .
Taking into account that 0 increases and 20(t) < t, we obtain
(11)
2- J l[-t-JYdt;:t2 y- 2- J 1__
m-
1
tdt m-
;:t2 Y-
2- 2 (m+l)
2 _ _-----:c-
o o(t) 0 o(t) 0(2 -m-l)
with y = (ap - 1) -1. Consequently,
(12) m2(Jt(m)\D m) ~kl0(2-m-l), m2(!tt(m)\D m) ~kl0(2-m-l) ,

where
1
kl = t+ 2 y- 1 f(tlO(t»Ydt.
o
The set tff/m)\D m divides Q\Dm into components. Let Dm denote one of
them with boundary containing ir(m) and the end points of the segment de.
SupposeDm C !tt(m). We estimate m2(Jt(m) nDm). First we note that Jt(m)
nDm is bounded by the components of tff/ m) which (with the exception of

C/m») are either closed in Am U B m or join points of the polygonal lines abede
or def. This implies
s(8(Am uBm) n JV;(m) nDm) ~ 2s(tff/m) nDm) .
Using the isoperimetric inequality we obtain
(13)
Since tri513 m , the latter and (11) yield
m2(JV;(m) nDm) ~ ~2 -2(m+l) ~

4n 4n
1 c5(t)
9· 2 2- y c5(2 -m-l) (_t_)Ydt,
0
which together with (12) leads to (6).

b) Inequality (8) can be derived in the same way provided we assume that
Dm C JV;(m).
c) Suppose (9) is valid. Then tff/m) does not contain components which join
abed and ef. So following the same argument as in the derivation of (13), we
obtain
[m2(JV;(m»)] 112 ~ ,3;: s( ,fft(m») .
2V n
The preceding inequality and (9) imply (10).
Thus, one of the following cases is possible: either (10) is valid, or (5) and
(6), or (7) and (8). Let 513:n denote the set of levels t for which (10) is valid. Let
513;'; and 513;';' be the sets of levels satisfying (5), (6) or (7), (8) respectively.
Let lfI m(t) be defined by
t ( )1/(I- P)
lfIm(t)=J
o
r IVu1 P - 1ds
c/m)
We have
(cf. Corollary 4.1.3/1). We express the right integral as the sum
By (10)
J ~ -1 ~ [m2(~(m»)] dr
[m2(JVr(m»)]p/(p-l) ~
p-1
[m2(JV;(m»)] lI(P-l) .
'J3;" 0 dr
224 4. On Summability of Functions in the Space Lb(D)
Using (5) and (6) we obtain
J ~ [o(2-m-1)]pl(1-p)sUpm2(A1m») ~ k[o(2- m- 1)]1/(1- p).

~~ TE~~
We note that
and make use of (7) and (8). Then
Consequently,
Let I denote the smallest number for which
Then (14) implies
(15)
Next, taking into account that

m2(.A}m») <-t.2-m,
we obtain
(16) o[tm2 (mQ/.A}m») ] ~ [4kllll/(t)]p-l .

Since
for m < I, then by (14) for m < 1
IIIm(t) ~ 2 [m2(.A}m»)]1/(1- p) .
Consequently,
and so
(17)
because o(t) < t12. If
(18) m2 (~Qll ~(m») < tm2 (mQ/~(m») ,

then by (16)
Otherwise, if the reverse of (18) is valid, then by (17)
Thus, we always have
(19) o[fm2(~)] ~ k' f [If/m(t)]I-

m=1
p ,
where k' is the larger of (4k)P-l and 2 P- 2•

Let If/(t) be defined by
t ( )1/(I- P)
1f/(t)=I JIVujP- 1ds dr:.
o <ff,.
Since by Lemma
[1f/(t)]I- p ~ L [If/m(t)]I- p ,
m~1
then (19) implies
(20)
Let F be an arbitrary subset of G = Q \ C that is closed in Q and let u be an

arbitrary function in V.o(K), K = G \F. By (20) we have
which together with Lemma 4.1.3/1 yields
Consequently,
(21)
where v~) is the function introduced in Remark 4.4.4.

Taking into account the convergence of the integral (1) as well as Remark
4.4.4 from (21) we obtain that there exists a constant Q such that
(22)
for all ueCO. 1(Q) that vanish in C with q = a- 1•

Now let u be an arbitrary function in CO. 1(Q) and let 11 be continuous in fJ,
vanish in C, equal to unity in U A m and linear in Bm(m = 1,2, ... ). Then
m;;d
(23) lIu IILq(.Q) ~ lIu 11 II Lq(.Q\C) + lIu II Lq(.Q\ V m~l

Am)'
lIu 11 II Lq(.Q\C) ~ Q1( II V u IILp(O) + lIu IILp(m;;d

V Bm» •
The latter and (23) imply
(24)
We estimate the second norm on the right in (24). Let (x,y)eQ\ U Am and
(x,z)eC. Obviously, m;;'1
where the integral is taken over the vertical segment contained in Q and
passing through the point (x,O). By integrating in x,y and z, we obtain
H IUIPdXdY~Q4(HluIPdXdY+
Q\ V Am C
H
V Am
IVU1PdXdY).
Q\
m~l m~l
Therefore
Hence
inf IIu-cilL (Q)~ Q5(IIVuliL (0)+ inf IIu-cilL (C»,
ceRl q p ceRl p
Using the Poincare inequality for the rectangle C, we obtain
which according to Theorem 4.3.3/2 is equivalent to QeJ'll"a with a = q-1.

Next we show that the convergence of the integral (1) is necessary for Q to
be contained in J'll,. a' Let
1
Ht/~(t)Fdt = 00 ,
°
where y = q/(P-q), q = a-i. Then
(25)
where Am = 2 -m-i. Consider a continuous function U m in Q that vanishes in

C, is linear in Bm and equal to
inA m,m;<:1.ForvN= ~ umwehave

l';;'m';;'N
On the other hand,

N N
HIVVNI Pdxdy=3 P ~ u~J(Am)=3P ~ Ak+ i [J(A m)]-Y.
Q m=i m=i
If Q were contained in ~,a, then for all UECO,l(Q) that vanish in C
(26)
where Q does not depend on u. From (26) we obtain
Hence
which contradicts (25).

Remark 1. From (2) and Lemma 4.1.3/2 it follows that
00
(27) JJ(i m 2(vf(»d(t P) ~ Q HIV U IPdxdy

° Q
for all UECOO(Q), U = 0 in C. Further let JECO,l[O, 1] and J(2t) ~ const J(t).
Then, following the same argument as in the proof of Proposition 3.4, from
(2) we obtain vp(t) ;<: kJ(t). The reverse estimate follows by considering the
sequence of conductors {Om\Fm} where Om is the interior of Am uBm and
Fm = closQA m. In fact, for a piecewise linear function U m that vanishes in C
and is equal to 1 in A m we have
228 4. On Summability of Functions in the Space Lb (Q)
cp(Gm\Fm) ~ HI 'VumlPdxdy = 3 PJ(2 -m-l) ~ kJ(m2(F».
Q
Thus, for the Nikodym domain and for any p ~ 1,
(28)
and so Q E fp, a if and only if
(29) lim inft- ap J(t) > 0

t-+ +0
(since J(t) ~ t, then ap ~ 1).
Remark 2. The domain considered in the present section is interesting

in the following respect. Whereas the conditions for the domains in the
examples of subsection 4.3.5 to belong to fa+l-l/pand fp,acoincide (i.e. Pro-
position 4.3.412 is exact), the Nikodym domain is simultaneously contained in
fp,a and fp,a by virtue of (29). This means that if, for example, J(t) = t P,
P> 1, then the sufficient conditions for the imbeddingL1(Q) C Lq(Q)(P > 1),
being formulated in terms of the function A, give an incorrect value of the
limit exponent q* = pl(1 + p(p -1».
The actual maximal value of q*, obtained here by the direct estimate of vP '
is equal to pip.
§ 4.6. Some Generalizations
The spaces Ls(Q), Lr(Q), Lq(Q) can be replaced by the spaces Ls(Q, a),
Lr(Q, a), Lq(Q, a) of functions that are summable of order s, r, q respectively
with respect to the measure a in Q; we just need to replace the Lebesgue
measure by a in corresponding necessary and sufficient conditions. As an
example, we pause for a moment to present a generalization of Lemma 4.2.
Let G be an open bounded subset of Q. For p > 1 we put
~(p,a) = sup [a (F») a

0,(1 {F} [cp (G\F)]l/P'
where {F} is the 'collection of subsets of G that are c1Qsed in Q. Further, let
where {?} is the collection of admissible subsets of G. Thus, by definition,

~(p,a) _
O,mn - ° .
~(p,a)
§ 4.6. Some Generalizations 229
Theorem. Let p;;::: 1 and let G be an open bounded subset of Q.

1) If W, rg;:)
< 00 and the numbers q, a, p are related by either one of the fol-
lowing conditions:
(i) q ~ q* = a-I for ap ~ 1, (ii) q <q* = a-I for ap > 1,
then, for all ueCO,I(Q) that vanish outside G, we have
(1) II U IILq(.Q,a) ~ C II V u Ili~(1) II U 111,(Q, a) ,

with re(O, q), x = r(q* - q)/(q* - r)q, C ~ c[w,~::)] I-x.
2) Let q* > 0, re(O, q*) and let (1) be validfor some qe(O, q*) andfor any
ueCO,I(Q) that vanishes outside G with X= r(q*-q)/(q*-r)q and with a
constant C that is independent of u. Then C ;;::: c [w,~::)] 1- x.
The proof does not differ from that of Lemma 4.2.
Next we present a sufficient condition for the finiteness of w'\lJ:~).
Proposition. We have
(2) w, (p, )') ~ c (w, (p, P» I - y/ a(w, (I, a» y/ a

G,a "" G G,a'
where y = app(p-1 + pp) -I.

Proof. Let K = G\F and let u be any function in VQ(K). We put
t ( )lI(I-P)
ljI(t)=J JIVuIP-Ids dr.
° c,.
The definition of w'~,P) and (4.1.3/1) imply
where te [0, 1). Thus, if w'~,P) < 00 then 1jI(t) is finite and hence absolutely
continuous on any segment [0,1- e], e > 0. Let t(ljI) be the inverse of 1jI(t).
Since the function 1jI-+ a(~(IjI» does not increase then by Lemma 1.3.3/3
for t(ljI)e[O, 1- e]. The right-hand side is equal to
(J/)] ap/(p-I)d
C sup [1jI(t)](P-I)/PP J
1- e [
a ./Y, T
te[O,I-e] t II Vu IILp_t(c,.)
(The change of variable IjI = 1jI(t) is possible since 1jI(t) is absolutely con-
230 4. On SummabiJity of Functions in the Space Lb(Q)
tinuous on [0,1- e].) The latter, (3) and Lemma 4.1.3/2 imply
(4)
Taking into account that
for almost all re(O, 1), from (4) we obtain
[1fI(t)] all'[a(A';)] apl(p-l) ~ c(~g',P»1!p(~a'g»PI(P-I)
X sup 1
te[O,I-e] mn(A';)
Ir(-~mn(JVr»)dr
t dr
~ c(~g',P»1!p(~a'g»PI(P-I).
Passing to the limit as t --+ 1 - 0 we arrive at
Minimizing the right-hand side over VQ(K), we obtain
[a(F)] l' ~ c(~g',P»I-l'la(~g::» 1'Ia[cp(G\F)] liP.
The result follows.

Now we give an example of the application of the preceding proposition in
a concrete situation.
Example. Let
D= {x: Ix'i <X~, 0 <Xn< oo},
where A> 1, x' = (Xl, ... ,Xn-l) and let G = {xeD: 0 <xn< 1}. Here the role
of the measure a is played by (n - 1)-dimensional measure s on the set
II = {xeD: Xl = O}. We show that ~g:'l) is finite and the value of y is the best
possible provided A(n-1) + 1 >p~1 and y = (A(n-1) + 1- p)/(A(n-2) + 1).
First letp = 1. In Example 3.3.3/1 it was shown that the mapping
X--+~= (Xb"" Xn-b x~)
of D onto the cone ~ D = {~: I~' I< ~n' 0 < ~n < oo} is subareal. Hence
(5)
§ 4.6. Some Generalizations 231
for any admissible set fI with clos.ofl C G. Since eD

is a cone and ell is its
cross section by a hyperplane, then by Theorem 1.4.5 we have
(6)
for all ueL1(~D) that vanish outside ~G. Therefore,
(7)
(The latter estimate results from the substitution of the sequence {w m }

constructed in Lemma 3.2.2 into (6).)
It is clear that
(8)
Since A> 1, the infimum of the integral on the right in (8), taken over all sets
II n fI with the fixed measure s(Il n fI), is attained at {x ell: 0 <xn < a},
where a is the number defined by
Therefore,
s(~Il n ~fI) ~ e[s(Il n fI)] A(n-l)/(A(n-2)+I)
which together with (5) and (7) yields
s(Oifl) ~ e[s(Il n fI)] a,
where a = ..t(n -1)/(..t(n - 2) + 1). Thus, 2lg,.:) < 00. On the other hand, since
DeJp,p with P = (A(n-1) + 1-p)p/(A(n-1)+ 1) (cf. Example 4.3.1/1) then
2lg"P) < 00. Now (2) implies 2lg':!) < 00 with
Y=
A(n-1)
.
A(n-1)+1-p ( 1
P p- +
A(n-1)+1- P )-1
A(n-2)+1 p(A(n-1)+1) A(n-1)+1
A(n-1)+1-p
p(A(n - 2) + 1)
This value of y is best possible; this may be verified using the sequence
Fm= {xeD: O<x n<m- 1}, m = 1,2, .... In fact,
(cf. Example 4.3.1/1) and s(Fm nil) = em -1-.l.(n-2). So the estimate

232 4. On Summability of Functions in the Space Lb (.0)
implies y ~ (A(n -1) + 1- p)/p(A(n - 2) + 1).

In conclusion we consider briefly some other generalizations of the above
results.
Following Chapter 2 with minor modifications in the proofs, we can gen-
eralize the results of the present and the previous chapters to encompass func-
tions with the finite integral
H~(x, \7u)]Pdx
a
and even those satisfying the following more general condition
S lJ'(x, u, \7 u)dx < 00

a
(cf. Remark 2.3.2).
Another possible generalization, which needs no essential changes in the
proofs, is the replacement of Lq(Q) by the Orlicz space (cf. Theorem 2.3.2).
§ 4.7. The Inclusion W~,r(D) CLq(D)(r>q) for Domains with

Infinite Volume
00 00
4.7.1. The Classes..fa and ./p, a

The classes fa, fp, aintroduced above characterize the domains "in the small" .
In the present section we shall be interested in the structure of domains at
infinity.
Consider for example the unbounded plane domain
Q = {(x,y): 0 <x< 00, Iy I <X1l2}.

We have
(1)
where r is an arbitrary positive number which does not exceed 2.

The latter can be proved in the following way. Let Qm,n be an arbitrary
square of the integral coordinate grid. Each of the domains Qm,n = Q n Qm,n
can be mapped onto Qo,o by a quasi-isometric mapping so that the Lipschitz
constants of the mapping functions are uniformly bounded and the Jacobian
determinants are uniformly separated from zero. This and Theorem 1.4.5
imply the sequence of inequalities
as u2dx~c(lI\7ullll(am,n)+ Ilulll,(am,n»
m,n
§ 4.7. The Inclusion W), ,(D) C Lq (Q)(r > q) for Domains with Infinite Volume 233
with constant C that is independent of m, n. Summing over m, n and using

<1: aF)1/a~ raj with a ~ 1, aj> 0 we arrive at (1).
j j
The condition r ~ 2 is essential for the validity of (1). In fact, for

u(x,y) = (x+ 1) - Y with 3r12 < y < t, 2 < r < 3, the right-hand side in (1) is
finite whereas u ftL2(Q).
In a sense estimate (1) is unsatisfactory: the norm in Lr(Q) is not weaker
than that in L2(Q) (contrary to the case mn(Q) < 00). If we discuss the rate of
decrease of a function at infinity then the finiteness of the norm in
Lr(Q)(r<2) is a more restrictive condition than that of the norm in L2(Q).
So we may pose the following question. Let mn(Q) = 00. What is the space
Lq(Q) containing W~,r(Q) for large r?
To this end we introduce classes similar to ,la, ..!p, a'
00
Definition 1. The set Q is contained in the class ,1a if there exists a constant
M> 0 such that
(2)
where the supremum is taken over all admissible sets? C Q with mn (?) ~ M.
We note, for the time being without proof, that the domain Q inside the
parabola, mentioned at the beginning of the section, is in the class and that it/3
(3)
for any r ~ 3. The exponent 3 in the left-hand side of the above inequality
cannot be reduced.
Let F be a bounded subset of Q that is closed in Q and let Q R = Q n B R'

By thep-capacity of Frelative to Q we mean the limit of cp(QR\F) as R -+ 00.
We denote it by p-capo(F).
00
Definition 2. The domain Q is contained in the class ..!p, a if there exists a

constant M> 0 such that
; (M) def [mn(F)] a

(4) p,a = sup [p (F)] tip < 00 •
{F} -capo
Here the supremum is taken over all F with mn(F) ~ M, p-capo(F) > O.
00 00
Similarly to Lemma 4.3.2/1 we can prove that the classes .Ii.a and ,1a
coincide and that
234 4. On Summability of Functions in the Space L1 (D)
where {,,} has the same meaning as in (2).

00
Proposition 1. The class Jp, a is empty provided a> 1/p - 1/n.

00
Proof. Let DeJp,a' If {} is a large enough positive number such that

mn(De) ~ M and R > {} then by (4)
[mn(De)] a ~ K[cp(DR\closoDe)]l/p , K = const .

Let u(x) = 11(lxl) where 11 is a piecewise linear continuous function that
vanishes for t>R and is equal to unity for t<{}. Since ueUo(DR\closoDe),
then
Consequently,
R - {} ~ K[mn(D R) - mn(De)] l/P[m n(D e)] -a .
We define a sequence of numbers {(}jh;;;.l by mn(De) = 2 j M. Then {}j+ 1- (}j

~K2j(p-La). Summing, we get {}j~ {}1 + cK2 j (P-L a) which together with the
definition of the sequence {{}j} yields
Since {}r-+ 00 then a <p -1. Further we have
{}j ~ (}1 + cK(vn{}j)r 1 - a
and hence a ~ p -1_ n -1. The result follows.

Let F be a bounded subset of D that is closed in D and let AF(O')
= inf s(o;,,) over all admissible subsets " of
D which contain F and with
m n (,,) ~ 0'.
An immediate corollary of inequality (4.1.3/3) is the next proposition.
(5)
is valid.
00 00
Proposition 3. If De,1a+(p-1)/p, then DeJp,a and
00
(
p_ 1 (P-1)/P 00
(6) )
~p,a(M) ~ --;;- ~1,a+(p-1)/p(M) .
§ 4.7. The Inclusion u1, r (Q) C Lq (Q)(r > q) for Domains with Infinite Volume 235
Proof. If mn(F) ~ M then by (5) we obtain
p-capQ(F) ~ [~l.a+(p-l)IP(M)] -P ( r
mn(F)
a-(a+l-llp)PI(P-l)da)
l-P
,
which is equivalent to (6).
4.7.2. The Imbedding wi,r(.Q) CLq(.Q)(r>q)

The proof of the following theorem is carried out using a device similar to that
used to prove Theorem 4.3.3. However, we present it for the reader's con-
venience since it differs in details.
00
Theorem. 1) 1fQeYp,aand r>q = a- 1, then for any ueWp,r(Q)
1
(1)
00
where C 2 = M(r-q)/rq, C l ~p(p_1)(1-P)IP~p,a(M).
2) 1f(1) is valid with r > q then Qe~,a with a = q-l. Moreover, M(r-q)/rq
= e- 1C 2 , ~p,a(M) ~ (1- e) -lCt. where e is an arbitrary number in (0,1).
Proof. 1) By virtue of Lemma 3.1.212 it suffices to prove (1) for functions

in COO(Q) with supports in Q R for some R < 00. We choose a number Tso that
mn(!l'T) ~ M ~ mn(.%T) .
It can be readily checked that
T
(2) Slu Iqdx = S lu Iqdx + Sm n(fl;\2'T)d(tP) .
Q !£'T 0
The first summand on the right is estimated by Holder's inequality
JTI u Iqdx ~Ml-q/r (1 J 1 u Irdx

1r
.
By (1.3.3/1) the second integral in (2) does not exceed
Since mn(fl;) ~M for te(O, T), then

Applying (3) and Lemma 4.1.3/2, we obtain
2) We put M = (C2G -l)rq l(r- q ) and consider an arbitrary bounded F C Q

that is closed in Q with mn(F) ~M. Let u be any function in CO,l(Q) that
vanishes outside some ball and is equal to unity on F. It is clear that
1
S lu Irdx= Smn(A()d(tr).
Q °
Since mn(A() does not increase and q < r, then by (1.3.3/1)
Taking into account that mn(A() ~ mn(F) ~ M, we obtain
So (1) and the preceding inequality imply that
Having in mind that u = 1 on F and minimizing II \l u IILp(Q)' we finally obtain
The first part of Theorem and Proposition 4.7.1/3 imply the next
corollary.
00
Corollary. If QeJa. a:S:;; 1, p ~ 1, r> q, p(1- a) < 1, q = p/[1- p(1- a)]

then (1) is valid for any ue W~,r(Q).
§ 4.7. The Inclusion»;!, r (.0) C Lq (.0) (r > q) for Domains with Infinite Volume 237
00
4.7.3. Example of a Domain in the Class fp, a

Example. Consider the "paraboloid"
(1)
where 1 > P> 0 and a = const > 0 (Fig. 17).

Xn
Xl
Fig. 17
First we show that
(2) 0< lim sup [m n (?)] U < 00 ,

M-+oo s(Oj?)
where the supremum is taken over all admissible subsets ? of the domain Q
with m n (?) ~ M and a = p(n -1)/(p(n -1) + 1). Taking the symmetrization
of? with respect to the ray Oxnand repeating the proof of Lemma 3.2.1/1 we
obtain that the ball B, orthogonal to oQ, has the smallest area OJ? among all
sets ? with the fixed volume M. After a routine calculation we obtain
lim [mn(B)] a = (1- a)U

M-+oo s(ojB) v~=?
So (2) follows. 00
Thus, Qejp(n-1)1(p(n-1)+1) and00by Corollary 4.7.2 and the second part of
Theorem 4.7.2 we have Qefp,u with p <p(n-1)+ 1 and a = p-l
- (f3(n -1) + 1) -1. We show that this value of a is the largest possible. In fact,
let Q(~) = {xeQ: Xn~¥}' It is clear that
p-caP.Q(Q('¥»~ J IV [(~/xn)P(n-1)] IPdx = C ~p(n-1)+1-p

.Q\.Q(~)
and hence
238 4. On Surnrnability of Functions in the Space Lb (Q)
[mn(Q( ¥»] a ;;?; c ¥!p(n-l)+ l)(a-y)------> 00
[p-cap.o(Q(¥»] lip !!l~oo
fora>p-l_[fJ(n-l)+l]-l= y.
Thus, for the domain (1) and for p(n -1) > p-l ;;?; 0, the inequality
(4.7.211) is valid with r > q = [fJ(n -1) + l]pl[fJ(n -1) + 1-pl. This value of
q can not be reduced. We note that it exceeds the limit exponent npl(n - p) in
the Sobolev theorem for P< 1.
(0)
4.7.4. The Space Li(D) and Its Imbedding into Lq(D)
(0) .
Let L~(Q) denote the completion of the set of functions in Coo(Q) nL1(Q)
with bounded supports with respect to the norm II V u IlL (D). (Here and else-
where in this section mn(Q) = 00.) (0) p
According to Lemma 3.1.213, the space L~(Q) coincides with the comple-
tion of W),r(Q) (r is an arbitrary positive number) with respect to the norm
II V u IlL (.0).
Re~oving the conditions mn(fI) ;;?;M, mn(F) ;;?;Min the definitions of the
00 00
classes fa, fp,a (i.e. putting M = 0) we obtain the definitions of the classes
00 00
fa(O), fp,a(O). 00
Remark 4.3.1 implies a;;?; tip-tin provided n ;;?; p and QEfp,a. On the
other hand, according to Proposition 4.6, a:::; lip-lin. So only the class
00
fp,1Ip-1In(O) is not empty. (For example, the domain (4.7.3/1) withP = 1 and
the space R n are contained in this class.)
Taking the latter into account and mimicking the proof of Theorem 2.3.2
with minor modifications we arrive at the following theorem.
Theorem. The inequality
(1)
(0)
is valid for all uEL1(Q) if and only if n>p,q=pnl(n-p) and
00
QEfp,llp-l/n(O).
The best constant in (1) satisfies
00
Remark. We note that the inclusion QEfp,llp-l/n(O), n > p, does not imply
the Poincare type inequality
1
(2) inf lIu-cllLpn/(n-p )(.o):::;CIIVuIiLp (D)' UELP(Q) .
CERI
§ 4.7. The Inclusion ~.r(.Q) C Lq (Q)(r> q) for Domains with Infinite Volume 239
Xn
Xi
Fig. 18
In fact, consider the domain in Fig. 18, which is the union of the two cones
{x: Ix'i <xn+ 1} and {x: Ix'i < 1-xn}, x' = (Xl> ••• ,Xn-l)' Each of the cones
00
is in the class fp,llp-l/n(O). So their union Q is in the same class (cf. Proposi-
tion 4.3.111). However, the left-hand side in (2) is infinite for a smooth func-
tion that is odd in x n, vanishes for 0 < x n< 1 and is equal to unity for x n> 2,
and which, obviously, belongs to L1(Q).
00
At the same time, by Theorem, the inclusion Qe fp,llp-lIn(O) is equivalent

to the inequality
(3) II U IILpnl(n-p) (Q) ~ C II 'V u liLp(.Q) , ue W~,pnl(n-p)(Q) .
00
In particular, from this it follows that (2) implies Qefp,llp-lIn(O).

The preceding Theorem shows as well that the norm in Lpnl(n-p)(Q) can
not be replaced by the norm in Lq(Q) with q =1= pn/(n - p) in (2).
4.7.5. On the Poincare Inequality for Domains with Infinite Volume

The following assertion gives a description of domains for which (4.7.4/2) is
valid.
Here (and only here) we shall assume that the condition of boundedness of
the sets G and F is omitted in the definition of p-conductivity.
Theorem. Let mn(Q) = 00. Inequality (4.7.4/2) is valid for all ueL1(Q),
00
p ~ 1, if and only if Q is a connected open set in fp,lIp-l/n(O) and
(1) the finiteness of the p-conductivity of the conductor K = G\F in Q

implies either mn(F) < 00 or mn(Q\G) < 00.
For p = 1 the condition (1) is equivalent to the following:
(2) if G is an open subset of Q such that OjG is a smooth manifold and

s(OjG) < 00 then either mn(G) < 00 or mn(Q\G) < 00.
00 00
(We recall that .Ii.l-l/n(O) = fi-l/n(O).)

00
Proof. The necessity of the inclusion .0 e Yp.lIp-l/n(O) was noted at the

end of Remark 4.7.4. The necessity of the connectedness of .0 is obvious.
We prove that (4.7.4/2) implies (1). Let v be an arbitrary function in
Uo(K), where K is the conductor G\F with cp(K) < 00. We put u = max{O,
min{v, 1}} in (4.7.4/2). Then
II C Iqmn(.Q\G) + 11- C Iqmn(F)] llq ~ C II \l u IILp(Q) ,

with q = pn/(n-p). Therefore, either mn(.Q\G) < 00 or mn(F) < 00.
Now let p = 1. We prove the necessity of (2). First we note that the
condition that G is bounded was not used in the proof of Lemma 3.2.2. Let G
be an open subset of .0 such that 8i G is a smooth manifold and s(8i G) < 00.
We insert any function Wm from the sequence constructed in Lemma 3.2.2 in
(4.7.4/2) in place of u. Then, starting with some index m, for any compactum
e C G, we have
(lcml nl(n-l)m n(.Q\G) + 11- cml nl(n-l)m n(e»(n-l)ln ~ CII \lwmIIL(Q) ,
where Cm = const. Since
lim sup II \l Wm IIL(o) = s(8i G) < 00 ,
m-+oo
then either mn(.Q\G) < 00 or Cm= 0 and

[mn(e)](n-l)ln~ Cs(8i G) ."
Consequently, (2) is valid.

The sufficiency is proved in several steps.
00
Lemma 1. 1) Let .Qe Yp,q(O) with q = pn/(n - p), n > p. Then
(3) [mn(F)] l-pln ~ constcp(K)
is valid for all conductors K = G \F where G is an open subset of.Q and F is a

subset of.Q with finite volume that is closed in .0.
00
2) Let .QeJi-l/n(O). Then
(4) [mn(G)] l-l/n ~ consts(8i G)
is valid for all open sets G C .0 such that 8i G is a smooth manifold and
mn(G) < 00.
00
Proof. 1) Since .0 e Yp, q(O), then
[mn(H)]l-p/n~ constcp(G\H)
§ 4.7. The Inclusion ~r(Q) C Lq (Q)(r> q) for Domains with Infinite Volume 241
for any bounded set He Fthat is closed in Q. Now (3) follows from cp(G\H)
~ cp(G\F) and mn(F) = supmn(H).
00 H
2) Let Qeji-l/n(O), mn(G) < 00, s(aiG) < 00. We note that we did
not use the boundedness of G in the proof of Lemma 3.2.2 and insert the
sequence constructed in this lemma into (4.704/3). Passing to the limit as
m-. 00, we obtain
[mn(e)] I-lin ~ consts(aiG)
for any compactum e C G.

00
Lemma 2. 1) If QeYp,q(O) with q = pnl(n - p), n > p, and (1) is valid, then
b(
for any u e COO (Q) n L Q) there exists a unique number C such that
(5) mn{{x: lu(x)-c I ~ e}) < 00 for all e > O.

00
2) The same is true for p = 1 provided Qeji-l/n(O) and (2) is valid.

Proof. 1) We introduce the sets At={x: u(x) >t}, Bt={x:u(x)~t},
C t = Q\At, D t = Q\Btand put
(6)
Suppose C = + 00. Then mn(A t) = 00 for all teR 1 and mn(C t) < 00 for all t
by virtue of
(7)
and (1). According to (3) we have
(8)
for all T> t. Since
then the right-hand side in (8) tends to zero as T -. + 00. Consequently,

mn(C t) = 0 for all t and C < + 00.
Now let C = - 00. Then mn(At) < 00 for all teRl. Applying (3) to the con-
ductor At\BTwith T>t, we arrive at
Since by (7) the right-hand side tends to zero as t -. - 00 then m n(B T) = 0 for
all T. So C> - 00.
Now we prove (5). From definition (6) it follows that
(9)
for e > O. On the other hand, (6) gives mn{{x: U - c ~ - e/2}) = 00.
Since the p-conductivity of the conductor A c - e/2\B c - e is finite (cf. (7»,
then (1) implies
(10) mn{{x: U < c- e}) < 00 •
Inequalities (9) and (10) are equivalent to (5). The uniqueness of the con-
stant c is an obvious corollary of the condition (1) and the finiteness of the
conductivity of any conductor A t\B T, t > T. The first part of the lemma is
proved.
2) Now let p = 1. The identity
+00
JI Vu Idx = Js(8At)dt,
Q -00
UECOO(Q) nLhQ)
implies
(11) s(8At) < 00 for almost all t
and
(12) liminfs(8At) = liminfs(8A t) = O.
t ..... -oo t-++oo
Further, it suffices to duplicate the argument in the proof of the first part of
Theorem using (11) in place of the finiteness of the conductivity of the con-
ductor At\BT= DT\Ct> and (12) in place of the convergence to zero of
cp(At\BT) as t--+ + 00 or T--+ - 00. The lemma is proved.
We proceed to the proof of sufficiency in Theorem. Let UECOO(Q)

nL1(Q). According to Lemma 4.1.1/1 we may in addition assume that
UELoo(Q).
We put
u(x)-c-e if U (x) > c+e ,
ue(x) ={ 0 if IU (x) - c I ~ e ,
u(x)-c+e if U (x) < c- e,
where c is the constant specified in Lemma 2. From (5) and the boundedness
of U it follows that uELpnl(n-p)(Q). So Ue can be inserted into (4.2.4/3).
Passing to the limit as e--+ +0, we arrive at (4.7.4/2). The theorem is proved.
§ 4.8. On the Compactness of the Imbedding L~(Q) C Lq(Q)
In this section we obtain necessary and sufficient conditions for sets bounded
in L1(Q) to be compact in Lq(Q). Here Q is a domain with finite volume ..
§ 4.8. On the Compactness of the Imbedding L} (.Q) C Lq (.Q) 243
4.8.1. The Classes ~,a, i;,a

As before, by ~p,a(M) and ~p,a(M) we mean the constants in the definitions
of the classes .fp, a and JtP, a.
Definition. The domain Q is contained in the class J;" a( i;, a) provided
~p,a(M) -+0 as M-+O (~p,a(M) -+0 as M-+O).
The equality (4.3.2/1) implies that Qe .Ii,a if and only if
(1)
(as before, here? designates an admissible subset of Q).

The value a in the definition of J;"a exceeds 11p-11n since
cp(B 2{!\ii{!) = consten-p

and hence
[m (B )] 1/p-I/n
n (! 11 = const > 0 .
[Cp (B2{!\B{!)] p

Theorem. The imbedding op,!rator of L1(Q) into ..{-q*(Q), 1 ~ q* < 00, is
compact if and only if Q e.fp, a for pa ~ 1 or Q e JtP, a for pa> 1, where
a-I = q*.
Proof. Sufficiency. Let u be an arbitrary function in COO(Q) nL1(Q)

nLoo(Q) with bounded support. (According to Corollary 3.1.2 the set of such
functions is dense in L1(Q).) Let
T = inf {t: mn(.AI() ~ M} .

Obviously,
II u IILq.(Q) ~ c( II (I u 1- T) + IILq.(Q) + T[mn(Q)] 1/q) .
By Corollary 4.3.3 and Corollary 4.4.211 we have
where o(M) = c~p, a(M) for pa ~ 1 and o(M) = c~p, a(M) for pa > 1.
Let QM denote a bounded subdomain of Q with CO,1 boundary and with
mn(Q\QM) <M12. Since mn(JVT) ~M, then mn(JVTn QM) ~M12. Conse-
quently,
and we arrive at
244 4. On Summability of Functions in the Space L~ (0)
(1) lIu II Lq.(U) ~ cJ(M) II \lu II Lp(.Q) + cM- 1/r [m n(.Q)] l/q·llu IILr(OM)'
By Corollary 3.1.2 the latter is valid for all ueL!<D).
Since DM is a domain with smooth boundary and compact closure, the
imbedding operator of L~(DM) into Lr(DM) is compact. Let {U m}m;;'1 with
II U mIILJ,(U) = 1 be a Cauchy sequence in Lr(DM)' Then (1) implies
(2) Ilum - U,IILq.(U) ~ cJ(M) + cM- 1/r [m n(D)] llqollum_ U IILr(OM).
Given any e >0 we can find an M such that cJ(M) < e/2. Next we choose a
large enough number Ne so that the second summand in (2) does not exceed
e/2 for m, I > N e. Then lIu m- U,IIL .(0) < e for m, I > Ne and hence {um} is a
Cauchy sequence in Lqo(D). q
Necessity. Suppose the imbedding operator of L~(D) into Lqo(D) is com-
pact. Then the elements of the unit sphere in L~(D) have absolutely equicon-
tinuous norms in Lq.(D). So, for all ueL~(D)
where (J) is a bounded subdomain of D, OJ C D, G is an arbitrary open subset

of D with mn(G) ~ M and e(M) tends to zero as M --+ o.
Suppose the function ueL~(D) vanishes outside G. Then
It remains to use the second part of Corollary 4.3.3 for ap ~ 1 and the second
part of Corollary 4.4.2/1 for ap > 1. The theorem is proved.
4.8.3. Sufficient Conditions for Compactness of the Imbedding

L~(D) C Lq*(D)
The inequalities
~pl.al(M) ~ c~p,a(M) , ~pl,al(M) ~ c~p,a(M)
with PI > p ~ 1, al - Pt 1 = a- P -1 imply the imbeddings
In particular,
• def • •
,Ia+l-p-l = Ji,a+l-p-l C .fp,a.
The preceding leads to the following corollary.

Corollary 1. IfD cja andp(1- a) < 1, 1 ~p~q. = p/[1 +p(1- a)] then
the imbedding operator of L~(D) into Lq.(D) is compact.
§ 4.8. On the Compactness of the Imbedding Lb (.Q) C Lq (0) 245
By virtue of Propositions 4.4.4/1 and 4.4.412 the condition
M ( r )1!(ap -l)
(1) I dr < 00
o vM,p(r)
and a fortiori the requirement
M( r )p/(ap -l)
(2) I dr < 00
o A.M(r)
imply IBp,a(M) -+ 0 as M -+0. Therefore we have the next corollary.

Corollary 2. If integral (2) (integral (1» converges then the imbedding
operator of L~(Q) into Lq.(Q)(q* = a-t, ap > 1) is compact.
Corollaries 1 and 2 immediately imply the following coarser assertion.
Corollary 3. If QEj"aand p(1- a) ~ 1, p ~ 1, 1 ~ q <p/[1 + p(a-1)] then

the imbedding operator of L~(Q) into Lq(Q) is compact.
Clearly, the space L~(Q) can be replaced by W~,r(Q) with r~q* in

Theorem 4.8.2 and Corollaries 1-3.
4.8.4. A Compactness Theorem for an Arbitrary Domain with Finite Volume

The positiveness of the function A.M (cf. Lemma 3.2.4) and the estimate
(4.3.4/1) imply VM,p(t) > 0 for t > O. So there exists a nondecreasing positive
continuous function ({J on (O,mn(Q)] such that ((J(t)/VM,P(t) tends to zero as
t-+ +0.
Theorem. Let Q be an arbitrary domain with finite volume. Then from

any bounded sequence in L~(Q) we can select a subsequence {U m}m;;.l with
00
Io({J[mn{x: IUm(X) - Uk(X) I ~ t}] d(t P)

mk-oo
,0
and therefore any bounded subset of L~(Q) is compact in n-dimensional

Lebesgue measure.
Proof. Let u be a function in COO(Q) nL1(Q) nLoo(Q) with bounded
support. Obviously,
00 00
(1) I ((J[mn(JV()] d(t P) ~ f ((J[mn(JV()] d(t P) + TP({J[mn(Q)] .

o T
Here T= inf{t: mn(JV() ~.u}, where.u is a sufficiently small positive number

that is independent of u. The right-hand side in (1) does not exceed
246 4. On Summability of Functions in the Space L1 (D)
where Q/J is the domain specified in the proof of Theorem 4.8.2 with M
replaced by J..l. By Lemma 4.1.3/3 we have
(2)
By Corollary 3.1.2 the latter inequality extends to encompass all functions in

L1(Q). It remains to apply the arguments used at the end of the proof of suf-
ficiency in Theorem 4.8.2.
4.8.5. Examples of Domains in the Class ~. a

Example 1. Estimates (4.3.5/1) imply that the domain
Q = {x: (x?+ ... +X~_1)1I2<f(xn), 0 <xn<a}
in Example 4.3.5/1 is contained in ~.aif and only if

X )ap/(p-l) a
lim ( Hf(t)]n- 1dt J[f(t)](l-n)/(p-l)dt=O.
x-++o 0 x
By (3.3.3/1) and Corollary 4.8.311 a sufficient condition for Q to belong

to ~.a is
X )a+l-l/p
(1) lim [f(x)]l-n ( J[f(t)]n- 1dt =0 .
X-+ +0 0
Since f does not decrease, then (1) holds for ap = 1 and also for ap < 1
provided lim xGf(x) = 0, u = (pa+p-1)/(n-1)(ap-1).
x-++o
Example 2. The domain Q = {.~: 0 <xn< 00, (x? + ... +X~_l)l/2<f(xn)} in
Example 4.3.5/2 is contained in ~. a if and only if
+00 )ap/(p-l) x
(2) lim ( J [f(r)]n- 1dr J[f(r)](l-n)/(p-l)dr = 0
X-++ 00 x 0
(cf. estimates (4.3.5/3». By (3.3.3/4) and (4.3.411) the latter is valid if
00 )a+l-lIP
(3) lim [f(x)]l-n ( J[f(r)]n- 1dr = O.
x-++oo x
§ 4.9. On the Imbedding Lb (Q) C Lq (Q) 247
In particular, QE~,lIP provided
f(r) = e-P(r) , p'(r) -+ + 00 as r-+ + 00 •
In casef(r) = e- cr, t~e domain under consideration is contained in ~,lIP and

does not belong to ~,llp.
Similarly, a necessary and sufficient condition for the spiral in Examples
3.3.3/3 and 4.3.5/3 to be in ~,a is that
00 )aPI(P-l) (J
lim ( IO«(fJ)d(fJ HO«(fJ)]l/(l- P)d(fJ =0 .
(J-.+oo (J 0
A simpler sufficient condition is that
( t
+00
O«(fJ) d(fJ
)a+l-lIP
= 0(0(0» as 0-+ +00.
In particul~r, QE~,lIP if o«(fJ)=e-P(tp),P'«(fJ)-++oo as (fJ-++00 and

QE~,llp\~,llp if o«(fJ) = e- ctp.
§ 4.9. On the Imbedding L~(Q) C Lq(Q)
We present sufficient conditions for the boundedness and the compactness of

the imbedding operators of L~(Q) into Lq.(Q) which are simple corollaries of
Theorems 4.3.3 and 4.4.2.
Theorem 1. If QE~,a, 1-11/ <pa ~ 1 or QE.Yfp,a, pa> 1 then the

imbedding operator of L~(Q) into Lq.(Q), q* = pl(l-l+ pia), is bounded.
The proof is by induction on the number of derivatives I. In addition, we

must use the imbeddings
~,a C ~I,al ' .Yfp,a C .Yfpj,al
with PI > p ~ 1, al- pi 1 = a_p-l (cf. Corollaries 4.2 and 4.4.2/2).

In particular, Theorem 1 guarantees the continuity of the imbedding
operator of L ~(Q) (lp < n) into Lq.(Q) with the same q* = pnl(n -Ip) as in
the Sobolev theorem for domains of the class .fp,1ip-lln'
Theorem 1 and Proposition 4.3.4/2 imply the following corollary.
Corollary 1. Let QEJa, l-lln ~ a ~ 1, Ip(l- a) ~ 1. Then L~(Q)

C Lq.(Q), where q* = pl(l- pl(l- a» for p/(l- a) < 1 and q* is arbitrary
for pl(l- a) = 1. (Then exponent q* = pnl(n - pi) corresponds to
a=l-1/n.)
Example 1. Since the domain
belongs to the class.fa with a = A,(n-l)/(A,(n-l)+ 1) (cf. Example 3.3.311),

we have L~(Q(J.» C Lq.(Q(J.», where 1 + A,(n-l) > pI and
(1) q* = p(A,(n -1) + 1)/(1 + A,(n-l) - pI) .
The example of the function u (x) = x ~ with v = 1+ 8 - (1 + A, (n - 1»1p

(8 is a small positive number) shows that the exponent q* cannot be increased.
Similarly to Theorem 1 we obtain the following theorem stating some
conditions for the compactness of the imbedding L~(Q) C Lq.(Q) for
domains with finite measure m n •
Theorem 2. If Qe~,a, 1-1/1 <pa ~ 1, or Qe.i;"a, pa> 1, then the
imbedding operator of L~(Q) into Lq.(Q), q* = pl(l- pl(l- a», is compact.
This theorem and Corollary 4.8.3/1 imply the next corollary.
Corollary 2. If mn(Q) < 00 and Qeja, where l-l/n < a ~ 1,
Ip(l- a) < 1, then the imbedding operator of L~(Q) into Lq(Q),
q <pl(l- pl(l- a», is compact.
From this we immediately obtain the following coarser sufficient condi-
tion in terms of .fa.
Corollary 3. Ifmn(Q) < 00 and Qe.fa, l-tln ~ a ~ 1, Ip(l- a) ~ 1, then
the imbedding operator of L~(Q) into Lq(Q), q <pl(l- pl(l- a» is
compact.
Example 2. Consider the domain in Example 1. According to Corollary 3
the imbedding operator of L~(Q(J.» into Lq(Q(J.» is compact provided
(2) q <p(A,(n -1) + 1)/(1 + A,(n-l) - pI)
(we suppose 1 + A,(n -1) ~ pI). We can not put the equality sign in (2). In fact,
let 1/eCO'(O,3), 1/ = 1 on (1,2). Obviously, the family of functions {UB}B>O,
where
is bounded in L~(Q(J.» but not compact in Lq.(Q(J.» with q* specified by (1).

§ 4.10. Application to the Neumann Problem for Strongly Elliptic Operators 249
§ 4.10. Application to the Neumann Problem for Strongly

Elliptic Operators
Here we present some applications of the above results to the study of the
solvability and the discreteness of the spectrum of the Neumann problem in
domains with irregular boundaries.
4.10.1. Second Order Operators

Let D be a domain with finite volume in R n and let a ij (i, j = 1, ... , n) be real
measurable functions in D, aij = ajj. Suppose there exists a constant c ~ 1 such
that
for almost all xED and for all vectors c; = (c;h ... , c;n).
We define the operator A q , 1 ~ q < 00 of the Neumann problem for the
differential operator
U --+ - %xj(ajjouloxj)
by the following conditions: 1) UE Wl,q(D), AqUELq,(D), 1/q' + 1/q = 1;

2) for all v E Wl,q(D) the equality
(1)
is valid. The mapping U --+Aqu is closed. It is clear that the range R(Aq) is
contained in the set Lq,(D) 81 of functions in Lq,(D) that are orthogonal to
unity in D.
Lemma. R(Aq) = Lq,(D)81 if and only ifforall vEWl,q(D) the «gener-
alized Poincare inequality"
(2) inf II v - c IlL

CERI q
(0) ~k II v v IIL2 (0)
is valid.
Proof. SUfficiency. According to Lemma 3.1.2/2, the set Wi,q(D) is dense
in Li(D). Thus, if (2) holds for all VE Wl,q(D) then it also holds for all
vELi(D). Therefore, the functional v --+ Jvfdx is bounded in Li(D) and can
be expressed in the form Q
(3) Jaij(ovlox)(ouIOXj)dx , uELi(D) ,

Q
for arbitrary function fELq,(D). Since by (2) Li(D) C Lq(D), then

UEWi,q(D) and soAqu =/
250 4. On Summability of Functions in the Space Lb (0)
Necessity. Let jEL q,(Q)81, vEL~(Q) nLq(Q), II \7v II L 2(Q) = 1. Since
R(Aq) = Lq,(Q)81, the functional j-+v(f) = Jjvdx, defined on Lq,81~
Q
can be expressed in the form (3). Therefore, Iv (f) I::::; ell \7 U II L 2(Q) and the
functionals v(f) are bounded for each jELq,(Q). Thus, they are totally
bounded, i.e. (2) holds for all v E wi,q(Q). The lemma is proved.
Theorems 4.3.3,4.4.2 and the above lemma imply the following criterion
for the solvability of the problem Aqu =jfor alljELq,(Q) 81.
Theorem 1. R(Aq) = Lq,(Q)81 if and only if QE.J2,1/q jor q ~ 2 and
QEJf2,1/qjor q < 2.
Let a be a real function in L ",,(Q) such that a(x) ~ const > 0 for almost all
x E Q. Then the operator U -+ A qU + a U has the same domain as A q' Consider
the Neumann problem Aqu+au =j where jELq,(Q). If q' ~ 2 then its
solvability is a trivial consequence of the continuity of the functional Jjv dx
in the space Wi(Q) with inner product Q
I (aij(ov/oXj)(OU/OXi) + avu)dx .
Q
If q' < 2 then a necessary and sufficient condition for solvability is
for all VE Wi(Q).

The preceding theorem together with Theorem 4.3.3 imply the next result.
Theorem 2. R(Aq+aI) = Lq,(Q) with q' < 2 if and only if QEY2,1/q'

By virtue of Rellich's lemma the problem of requirements on Q for the dis-
creteness of the spectrum of the operator A ~fA2 is equivalent to the study
of the compactness of the imbedding Wi(Q) C L2(Q). Therefore, from
Theorem 4.8.2 we obtain the next theorem.
Theorem 3. The spectrum oj the operator A is discrete if and only if
QE~,l/2'
The sufficient conditions for a set to be in .J2,1/q, Jt2,l/q, ~,1/2 as well as
examples of domains belonging to these classes were presented in previous
sections of this chapter.
4.10.2. The Neumann Problem for Operators of Arbitrary Order

In this subsection we limit consideration to operators with range in L2(Q).
Let Q be a bounded subdomain of Rn. Let i, j denote multi-indices of
order not higher than I, I ~ 1, and let aijdenote bounded complex-valu~d mea-
surable functions in Q.
Suppose for all ueL~(.Q)

.-. 2
(1) Re S .E aijD'uD'udx ~ ell 'V/u IIL2(.o),
.0 lil=lil=/
whereD i = {8 Ii V8x{t ... 8x~n}. Let the operator A ofthe Neumann problem for
the differential operator
u --+ (-1)/ .E Di(aijdu)
lil= UI=I
be defined by the following conditions: 1) ueWl(D), AueL 2 (D), 2) for all
veWl(D)
JiiAudx=S .E aijDjuDivdx .
.0 .0 1i 1= Ij 1= I
It is clear that the range R (A) is contained in the orthogonal complement

L 2 (D) 8 fJ'1-l where fJ'1-l is the space of polynomials of degree not higher
than /-1.
If for all v eL~(D)
(2) inf II v - IlII L2 (.o) ~ k II 'VI v IIL2(.o)

I1E~_t
then R(A) = L 2 (D) 8 [11/-1 (cf. Lions and Magenes [132], 9.1., Ch. 2).
By a simple argument using induction on the number of derivatives, we
show that (2) follows from the Poincare inequality
Thus we have the following assertion.

Theorem 1. If De.J2,1/2 then R(A) = L 2(D) 8 fJ'1-l; i.e. the Neumann
problem A u =f is solvable for allfeL 2(D) 8 fJ'1-1.
We can pose the Neumann problem for the more general operator
U-+(_1)1 .E Di(aijdu)
Iil.UIEO;1
in a similar way. We define the operator B of this problem by the conditions:
1) ue Vl(D), BueL 2(D);
2) for all veV1(D)
(3) !iiBudx= S .E aijduDivdx.
.0 .0 1i I, U1 EO; I
Theorem 2. If DeA,l12 then R(B+ AI) = L 2(D) for sufficiently large

values of ReA. Moreover, the operator (B+Al)-l: L 2(D)--+ V1(D) is
compact.
252 4. On Summability of Functions in the Space L1(D)
To prove the theorem we need the following lemma.

Lemma. If .oeJi,112 then for all ue wi(.o) and for any e > 0
/-1
(4) ~ II 'Vku IIL2(D) ~ ell 'V/ u IIL2 (D) + C(e) Ilu IIL2(D) ,
k=O
Proof. By inequality (4.8.211) we have
(.0) )112
Ilu IIL2 (D) ~ C~h,1n<M) II 'VU IIL2(D) + c ( m~ Ilu IIL2(DM )'
for all k = 0, 1, ... , 1-1. -Since the boundary of .oM is smooth, then
for all e > O. Therefore
Applying this inequality with indices k, k + 1, ... , 1- 1, we obtain
It remains to note that ~2,112(M) -+ 0 as M -+ O. The lemma is proved.

We established, incidentally, that (4) is valid for some e > 0 provided
.oeJ2,112, i.e. ~2,1I2(M) < 00.
The proof of Theorem 2. By virtue of (1) we have
_ /-1
. . 2 2
ReJ ~ aijD'uDJudx~CII'V/uIIL2(D)- C 1 ~ II'VkuIIL 2(D)'
D lil,lil.;;;/ k=O
Applying (4) with e = C/2C1 we obtain
Thus the "coercive inequality"

is valid for ReA> C2 • This implies (cf., for instance, Lions and Magenes
[132], Ch. 2, 9.1) the unique solvability of the equation Bu + AU =! for all
!eL 2 (D). The compactness of (B+AI)-l results from Theorem 4.912. The
proof is complete.
4.10.3. The Neumann Problem for a Special Domain

The monograph by Courant and Hilbert [47] contains the following example
of a domain for which the Poincare inequality is false.
Let D be the union of the square
Q={(x,y):O<x<2, -1<y<1}
and the sequence of symmetrically situated squares Q"" Q_m, m = 1,2, ...
connected with Q by necks Sm, S-m (Fig. 19). Let the side lengths of the
squares Qm, Q_m as well as the heights of the necks be equal to 8m = 2 - m. Let
the widths of the necks be e~.
Fig. 19
We introduce the sequence of functions {U m}m;;.l defined by Um = ± e;;' Ion

Q±m' Um(x,y) = e;;,2(y+1) on S±m, Um = 0 outside Sm u S-m U Qm u Q-m.
This sequence satisfies
254 4. On Summability of Functions in the Space Lb(D)
JJumdxdy = 0, JJ(Vu m)2dxdy = 2e~-3 , JJu~dxdy > 2.

D D D
Thus the Poincare inequality is false for Q if a> 3 and the imbedding operator
of wi
(Q) into L2(Q) is not compact if a ~ 3.
In this subsection we show that the Poincare inequality is valid for a ~ 3
and the Rellich lemma holds for a < 3. Hence the Neumann problem
considered in 4.10.1 is solvable in L~(Q) for any right-hand side in L~(Q) 1 e
for a ~ 3 and the spectrum of this problem is discrete for a < 3.
Consider a nonnegative function U equal to zero outside Om u 8m (m is a
fixed positive number) and infinitely differentiable in Om u 8m • We introduce
the notation:
Ifft = {(x,y): U = t} , .7l( = {(x,y): U < t} , ,A;( = {(x,y): U ~ t} .
If tE(O, 00) satisfies
(1)
then
(2)
The set of levels t for which (1) is valid will be denoted by ~. Duplicating with
minor modification the arguments presented in § 4.5, we can show that one of
the following cases occurs for tEC~:
(3) s(lfft> ~2-am,
(4) m2(,A;() < c2-(1+a)m;

(5) s(lfft ) ~ 2 - am,
(6) m2(.7l() < c2-(1+a)m;
(7) s(lfft> < 2 -am,
(8) m2(,A;() ~ c2-(3-a)mI2 s (lfft ) •
This implies that the set of all levels t (up to a set of measure zero) can be
represented as the union ~' u ~" U ~"1 where ~' is the set of those t for
which (7), (8) are valid, ~" and ~"1 are the sets of levels for which (3), (4) and
(5), (6) are valid, respectively.
The function
admits the estimate

t d dr
1fI(t) ~ - J- m2(v'V,) - - ' "
o dr [s( Iff,)] 2
(cf. Lemma 4.1.3/2). We express the right hand side as the sum J+ J + J .
Inequality (8) implies rn' 9l" mill
Using (3) and (4) we obtain
J ~2amSupm2(A';.) ~2(a-l)m.
91" rem"
Similarly, by (5) and (6),
J ~ 2 am sup m2(.Yfr) ~ i a- 1)m .

91'" TElli'"
Consequently,
2 -(3-a)m)
(9) 1JI(t) ~ c ( i a - 1)m + .
m2(JII()
Since m2(JII() ~ 2 -2m, then (9) yields
(10) m2(JII() 1JI(t) ~ c2 -(3- a)m .
Therefore,
The integral on the right does not exceed
Hence
(11) JJ u 2dxdy ~ c2-(3-a)m JJ (Vu)2dxdy.
~u~ ~u~
It is clear that this inequality is valid for any function uEL1(.Q) that is equal to
zero outside Qm U 8 m and that a similar estimate holds for negative indices m.
Now let v be an arbitrary function in L1(.Q) and let 11 be a "truncating"
function equal to zero in Q, to unity in Qm and in Q-m, and linear in 8 m and
8_ m (m = 1,2, ... ). Then
(12) Hv2dxdy~
o
L ( H
Ikl~N QkuSk
(vrJ> 2dxdy+ HV 2dXdY ) + Hv 2dxdy,
Sk ON
where Q N = Q \ U (Q k U S k) and N is an arbitrary positive integer. From
(11) we obtain Ikl~N
(13) SS (V1f)2dXdY~C2-(3-a)m[ H ('VV)2dXdY+22mHv2dXdY].

Qm u8m Qm u8m 8m
We estimate the second integral on the right. We can easily check that
Hence
HV2dxdY~+Hv2dxdy+2-2m-1H('i7V)2dxdy+2-m J v 2dx.
8m 8m 8m 88m u8Q
Since s(8S m n 8Q) = 2 -am, then by Holder's inequality
(14) Pv 2dxdy ~ c2 -2m p('\7 v)2dxdy + c2 - 2m ll v IILu/(U-1)(88m

m m
n8Q).
Therefore (13) implies
(15)
H (v1f)2dxdy~c2-(3-a)m
[
H (Vv)2dxdY+llvlli2U/(U_l)(88mn8Q) .
J
~u~ ~u~
Using (14), (15) from (12) we obtain
Hv2dxdy~c2-(3-a)N L [ H (Vv)2dxdy+ IIVlli2U/(U_l)(88kn8Q)l

Q Ikl~N Qk u8k J
+ Hv 2dxdy.
QN
Again by virtue of Holder's inequality
Thus
(16)
§ 4.11. Inequalities Containing Integrals over the Boundary 257
Since for any re(1,oo)
then (16) yields
(17) II v IIL2(.Q)::';;; c2 -(3- a) N12 11 V'v IIL2 (.o) + c II v IIL2(.oN) •
The boundary of Q N is of the class CO. 1 and so the imbedding operator of

W~(QN) into L 2 (QN) is compact. This and (17) imply the compactness of the
imbedding operator of W~(Q) into L 2 (Q) for a<3. Finally, for a::';;; 3 from
(17) we get the Poincare inequality
4.10.4. A Counterexample to Inequality (4.10.214)

We shall show that the validity of inequality (4.10.214) for some e>O does
not imply its validity for all e > O.
Let Q be the domain considered in 4.10.3. Suppose the width of the necks
Sm and S-m is equal to 2 -3m. In 4.10.3 we showed that in this case Qe.li 112'
So (4.10.214) holds for some e>O.
Consider the sequence of functions {Um}m~l defined by Um = 0 outside
Om u Sm, um(x,y) = 4m(y_1)2 on Sm, um(x,y) = 2 m+ 1(y_1) -1 in Qm. We
can easily see that
By (4.10.214) with 1= 2 we have
2(1+4- m)112::';;;2e+k(e)2- m , m=1,2, ... ,
which fails for small e > O.
§ 4.11. Inequalities Containing Integrals over the Boundary
4.11.1. The Imbedding Wi,r(!~' an) C Lq (n)

The content of the present subsection is related to that of § 3.6 where the case
p = 1 is considered. The space W~,r(Q, 8Q) and the class K a.fJ are defined in
3.6.1.
Theorem 3.6.3 implies the following sufficient condition for the continuity
of the imbedding W~,r(Q, 8Q) C Lq(Q) for p > 1.
258 4. On Surnmability of Functions in the Space L1 (D)
Theorem 1. If DeKa,p with a~1, p(1-a)<1, p~a, then for all
ue W~,r(D, 8D)
(1)
where q = p/(1-p(1- a», r = pa/p(1-p(1-a».

Proof. By Theorem 3.6.3 for all veCOO(Q) nC(Q) with bounded
supports we have
(t iV ~ ~I Vv IIL(m+ (Julv II/PdS)).

Il/adXY C
We put v = lu I qa and see that by Hiilder's inequality
~Iu 1(P-I)/(I-p(l-a»1 Vu Idx ~ II Vu IILp(m (~IU IPI(I-p(l-a»dx)1-lIP.

Hence
IIu IILq(m~ CI (II Vu IIl":<~)l/a+1 IIu II£:;(Arpa + IIu IILr (8U» ,
and (1) follows.
Since any set D is contained in K I-lin, 1> we obtain the following corollary.
(2) IIu IILpnl(n_p)(m~ c( II VUllLp(m+ II u llLp(n_I)/(n_p)(8m)
is valid for all ue W~,p(n-I)/(n-p)(D, 8D) withp <nfor arbitrary open set Q.
Replacing u by lu Ir and applying Hiilder's inequality in (3.6.317) we arrive
at the next corollary.
Corollary 2. The following sharpened Friedrichs inequality
(3)
is valid for (n - p)r ~p(n -1), r ~ 1, q = rn/(n -1) for arbitrary open set Q
with finite volume.
We show that the exponent q = rn/(n -1) on the left in (3) cannot be
improved provided Q is not subject to additional conditions.
Example. Let the domain D be the union of the semiball B - = {x: x n < 0,
Ix 1< 1}, the sequence of balls~m (m = 1,2, ... ) and thin pipes I{m connecting
~m with B- (Fig. 20). Let em be the radius of the ball ~m and let h m be the
height of I{m. Let U m denote a piecewise linear function equal to unity in ~m
and to zero outside ~m u I{m. Suppose there exists a constant Q such that
Xn
Xi
Fig. 20
for all Urn. This implies the estimate
Since the first summand on the right can be made arbitrarily small by
diminishing the width of 't'rn. then e':,{q = O(e~-l)r). Hence q ~ rn/(n-1).
To formulate a necessary and sufficient condition for the validity of (1) we
need the following kind of p-conductivity.
Let K be a conductor in Q. We put
~cp(K) = inf { bI \l fIPdx:fECOO(Q) n C(Q),J~ 1 onF,J~ 0 on Q\G1

J.
Similarly to Lemma 4.1.112 we can prove that cp(K) can be expressed as
{
follows:
~cp(K) = inf bl \l fIPdx:fECOO(Q) n C(Q),J= 1 on F,J = 0 on Q\G} .

Theorem 2. A necessary and sufficient condition for the validity of (1)
with p > 1. q ~ p ~ r is
[mn (F)] llq ~ const ([Cp(K)] lip + [s(8 e G)]1Ir).
where K is any conductor G \F in Q.

This assertion can be proved similarly to Theorem 2.3.7.
The same argument as in the proof of Theorem 4.8.2 leads to the following
criterion for compactness.
Theorem 3. A necessary and sufficient condition for compactness of the
imbedding operator of W~,r(Q.8Q) into Lq(Q) with mn(Q)<oo and
q ~ p ~ r is that
260 4. On Summability of Functiohs in the Space L1 (Q)
(6)
This and Corollary 2 imply the next corollary.

Corollary 3. Let (n-p)r~p(n-1), r~l, q<rn/(n-1). Then the
imbedding operator of W),r(.Q, 0,Q) into Lq(,Q) is compact for arbitrary open
set ,Q with finite volume.
The example of the present subsection shows that there exist domains with
finite volume for which the imbedding W),r(,Q,O,Q) C L rnl(n-l)(,Q) is not
compact.
4.11.2. The Classes fp,(~-l), fa(n-l)
Definition 1. Let W~(,Q) be the completion of the set of functions in

COO(,Q) n C(Q) with bounded supports with respect to the norm in W~(,Q).
/ Definition 2. We say that ,Q is contained in the class fp,(~-l), p ~ 1,
a ~ (n - p)/p(n -1), if there exists a constant R > 0 such that
(R) def [S(OeF)]a

ml
;lJt
p,a
= sup
[cp(K)] lip
< 00 •
Here oeF = of n O,Q and the supremum is taken over the set of all conductors
K = G\F in,Q with G =,Q nBR(x), xe8,Q.
The restriction a ~ (n-p)/p(n-1) is due to the fact that the class fp,(~-l)
contains only sets ,Q with boundary having Hausdorff measure zero provided
a < (n-p)/p(n-1).
Proposition 1. If a«n-p)/p(n-1) then either 9J1p,a(R)500 or
s(o,Q) = O.
Proof. Let ,QEfp,(~-l), s(8,Q) > 0 and let e be a small enough positive
number. We construct a covering of 8,Q by open balls Br}xj) with rj < e and
1: rr 1 ~ cs(8,Q) .
Then j
1: rJ-l ~ c 1: s(Br.(x) n 0,Q)

j j J
and hence for at least one ball we have
(1)
Consider the conductor K j = Gj\Fj where Gj=,Q nB 2rj (xj) and Fj=,Q
-- . -- n-p
nBr/xj). Smce cp(Kj) ~p-cap(Brj(xj), B 2rj (xj» = crj (cf. 2.2.4), then by
definition of the class fp,(~-l) and by estimate (1) we obtain ryn-l)Pa
~ constrj-p. Noting that rj < e and e is small we obtain (n -1)pa ~ n - p. The

proposition is proved.
Definition 3. The set D is contained in the class fa(n-l) if there exists a
constant M E(O, mn(D)) such that
9?a(M) ~f sup { [s(oe,1)] a : ,1 is an admissible subset of Dwith m n(,1) ~ M} < 00 •

s(o;,1)
We introduce the function
where the supremum is taken over the collection of all conductors K = G \P in

Dwith mn(G) ~M.
In the same way as we proved Proposition 4.6 we can prove the following
assertion.
is valid/or y = app/(p-1 + pp) where ~p,pis the/unction in thede/inition 0/

the class .!p,p (cf. 4.3.1).
From this proposition it follows that
a-(n-l)nf.
(2) eta p,p Cf.(n-l)
p,y .
4.11.3. Examples of Domains in fp,(~-l), fa<n-l)
Example 1. Let x' = (Xl>'" ,Xn -l) and let
Let ,1 denote an arbitrary admissible subset of D with s(o;,1) < 1. We have
S(Oe,1)= J (1+A?lx'I- 2(A.+l») 112 dx',

Pr(()e?)
where Pr is the projection mapping onto the plane Xn = O. It is clear that the
supremum of the integral
J(1 + A? lx' r 2()'+1») 112 dx'

c
262 4. On Summability of Functions in the Space L1(Q)
taken over all subsets ,ff of the plane xn = 0 with a IlXed (n -l)-dimensional
measure, is attained at the (n-l)-dimensional ball centered at the origin.
Therefore
where
{} = [v;!l s (Pr(8e 1))]I/(n-l) .
This implies
s(8e 1) ~ cs(Pr(8e 1»(n-2-l)/(n-l) .
However, since
s(Pr(8e 1» ~s(8j1) ,
then
[s(8e 1)](n-l)/(n-2-l) ~ cs(8 j1) .
In Example 4.3.5/2 we showed that Q is contained in .Ip,pwith p= (n-l

+ (P-l)A,)/(n -1- A,)p. So using (4.11.2/2) we obtain that Qe.lp~~-I) with
y = (n -1 + (P-l)A,)/p(n - 2- A,).
This value of y is best possible; this is checked using the sequence of
conductors Km = Om\Pm, where Om = {xe Q: 0 < xn < 2 m -I} and Pm =
{xeQ: 0 <xn< m- 1}(cf. Example 4.6).
Example 2. A similar argument shows that the set
Q = {x: lx' I< x~, 0 <xn < oo}
with A, ~ 1 is contained in .J).~~=B/(;'(n-2)+1)' Since, according to Example
4.3.5/1, Qe1,:,p with p=(A,(n-l)+l-p)/p(A,(n-l)+l), then (4.11.2/2)
implies Qe.lp, ~-1) with y = (A,(n -1) + 1- p)/p(A,(n- 2) + 1).
4.11.4. Estimates for the Norm inLq(On)

Theorem 1. Let s(8Q) < 00.
1) If Qe.lp~~-l) with ap ~ 1, then for all functions ueCOO(Q) n C(Q)
with bounded supports the inequality
(1)
is valid with q = a- 1 and with constant C that is independent ofu.

2) If for the same set of functions u inequality (1) is valid with
l/q;?; (n-p)/p(n-l), then Qe.lp~1j,/).
Proof. 1) We construct the covering of 8Q by equal open balls BR(xj),
xje8Q, such that the multiplicity of the covering is finite and depends only on
n. Let {l1j} be the partition of unity subordinate to this covering with
l'Vl1il~cR-1.
Duplicating with obvious modifications the proof of Theorem 2.3.2, we
obtain
n Ilq
Il u 'Ii :!( c sup S(OeF) n ) Il q
II \l(U 'Ii
Lq(/lQ)""" Fe !1nBR (x;)
[-c (G\F)]qlp Lp(!1) ,
p
where G = DnBR(xi)' Summing over iwe arrive at
2) We show that Il3p,l/q(M) is bounded for some small M> O.

Consider an arbitrary conductor K = G \P in D with mn (G) ~ M where M
is a constant which will be chosen at the end of the proof.
We insert any functionf of the class specified in (4.11.1/5) into (1). Then
(3) IlfllLq(llQ) ~ C( II \l fIlL p(!1) + IlfIILp(!1)

~ C( II \l fIlL p(!1) + M1/p-(n-l)1n q IlfIlL qn/(n_lj(!1» •
According to Corollary 4.11.111
(4)
Inequalities (3) and (4) imply
IlfIlL q(6!1) ~ C( II \l fIILp(!1) + M 1Ip-(n-l)/nq IlfIlL q(6!1» .
If from the very beginning the constant M is chosen to be so small that
2CM 1Ip-(n-l)/nq < 1

then
Minimizing the right-hand side we obtain
The proof of Theorem 1 implies the next corollary,

Corollary. Let s(8D) < 00 andpa ~ 1. The class .Ip,(~-l) can be defined by
the condition: Il3p, a(M) is finite for some M> O.
Theorem 2. Let s(8D) < 00, mn(D) < 00.
1) If De.lp~~-I), pa < 1, then for all functions ueC""(D) n C(Q) with
bounded supports the inequality
(5)
is valid with q = a-I and with a constant C that is independent of u.

2) If for any u of the same class (5) is valid with q>p then QE.fp~~-l),
a=q-l.
The first part of the theorem follows from (4.11.1/3) and Theorem 1, the
proof of the second part is similar to that of the second part of Theorem 1.
Theorem 3. Let Q be a domain with s(8Q) < 00, mn(Q) < 00 and let q ~ p.
The inequality
(6) inf II u - c IlL (6.0) ~C II \7u ilLp (.0)
ceRl q
is valid for any function u in COO(Q) n C(Q) with bounded support and with
q ~p if and only if QE.fp~~/ql).
Proof. Sufficiency. Let K= G\F, mn(G) ~M. By virtue of Theorem
4.11.1/2 and Corollary 4.11.1/3 we have
mn(F) ~const(cp(K)+s(8eG».
This and the corollary of the present subsection imply
mn(F) ~ constcp(K) .
In other words, Q is contained in .fp,1/p' By Theorem 4.4.3/2 and Lemma
3.2.3/1, for all UELb(Q) we have
inf II u - C ilLP(.0) ~ C II \7 U ilLP(.0) •

ceRl
It remains to refer to Theorem 1.

Necessity. Substituting any function f of the class specified in (4.11.1/5)
into (6), we obtain
min{11-cl qs(8eF) + Icl qs(8Q\8eG)} ~ Cq[cp(K)] q/p.
ceRl
This leads to the estimate
s(8eF)s(8Q\8eG) ~ cq - (K q/p
([S(8 eF)]1/(q-l)+ [s(8Q\8eG)]1/(q-l)}q-l '" [cp )] .
Therefore,
provided 2s(8eG) ~ s(8Q). It remains to take any ball of sufficiently small

radius with center at 8Q as G. The theorem is proved.
4.11.5. The Class ~,(~-1) and Theorems on Compactness

Definition. The set Q is contained in the class ~,(~-1) if
lim mp a(R) =0 .
R--+O '
In the proof of Proposition 4.11.2/1 we showed that a> (n - p)/p(n -1)

provided s(8.Q) > 0 and the class ~,(~-1) is not empty.
Example. Consider the domains
.01 = {x: lx' I< 1, 1 < xn < lx' I-A} , 0 < A< n - 2 ,
.02 = {x: lx' I< x~, 0 < Xn < 1}, A~ 1 .
In Examples 4.11.3/1 and 4.11.3/2 we actually showed that .01 Efp~~I-l)

and .Q2Efp~~2-1), where Yl = (n -1 + (P-1) A)/(,! - 2 - A)p and Y2 = (A(n -))
+1-p)/(A(n-2)+1)p as well as that .Q;$,Yp,y;. Consequently, .Q;E,Yp,u;
(i = 1,2) if and only if a; > y;.
Theorem 1. Let s(8.Q) < 00 and mn(.Q) < 00. The set of functions in
COO(.Q) n C(Q) having bounded supports and contained in the unit ball of the
space W~(.Q) is relatively compact in Lq(8.Q), q ~ p, if and only if .QE~~r;;/).
Proof. Sufficiency. Let .QE~~7Iq1), q ~p. If Ilullw~(Q)~ 1 then by
Theorem 4.11.4/1 we have
II \1 u IILp(Q) + II U IILp(llQ) ~ const .

According to Corollary 4.11.1/3 the imbedding operator of W~,p(.Q, 8.0) into
Lp(.Q) is compact and the unit ball in W~(.Q) is a compact subset of Lp(.Q).
Given any positive number e we ca~ find an R such that ffnp ,llq(R) < e. So
by (4.11.4/2), for all UEC""(.Q) n C(.Q) with bounded supports we have
Now the result follows by a standard argument.

Necessity. Let e
be the set of functions specified in the statement of the
theorem. Since the traces on 8.0 of functions in e form a compact subset of
Lq(8.Q), then given any e > 0 we can find an R such that
llq
(
J lu Iqds) ~ e
BR(x) nllQ
for all UEe and for all balls BR(x). Let u be an arbitrary function in
COO(.Q) n C(Q) with support in BR(X). We have
Ilu IILq(BR(x)nIlQ)~ e( II \1u IILp(Q) + Ilu IILp(Q)).

Since by Corollary 4.11.1/2
then
Thus, if e is small enough, then
Let K be the conductor (BR(X) n Q)\P. Substituting any functionf of the

class specified by the formula (4.11.115) into the latter inequality, we obtain
While proving Theorem 1 we also obtained the following result.

Theorem 2. Let s(aQ) < 00 and mn(Q) < 00. The set of functions in
C""(Q) n C(Q) having bounded supports and contained in the unit ball of the
space w~ p(Q, aQ) is relatively compact in Lq(aQ), q ~ p, if and only if
n ,.-(n-l)
:.&EJp ,llq •
4.11.6. Application to Boundary Value Problems for Second Order Elliptic

Equations
In 4.10.1 we established necessary and sufficient conditions for the solvability
of the Neumann problem with homogeneous boundary data for uniformly
elliptic second order equations in the energy space as well as criteria for the
discreteness of the spectrum of this problem. The theorems of the present
section enable us to obtain similar results for the problem
(1)
au
Mu == aij- cos (v, Xj) + bu = qJ on aQ,
ax;
where v is an outward normal to aQ. Here a and b are real functions,
aEL",,(Q), bEL",,(aQ) and aij = aj;.
In what follows we assume that s(aQ) < 00, mn(Q) < 00 and that either
both a and b are separated from zero and positive or they vanish identically.
We assume for the moment that fEL (Q) and qJEL(aQ). The exact formula-
tion of the problem is the following.
We require a function in wJ(Q,aQ) such that
(2) J( aij-
au -+auv
av ) dx+ Jbuvds= Jjvdx+ JqJvds,
Q aXj ax; 6Q Q 6Q
where v is an arbitrary function in C(Q) n W~(.Q, 8.0) with bounded support.

This formulation is correct since by definition of the space wl (.0, 8.0) ~md
(4.11.113) the integrals on the left in (2) converge.
The case b = 0, II' = 0 was studied in 4.10.1. The same argument as in
4.10.1 together with Theorems 4.11.111-4.11.113, 4.11.4/1-4.11.4/3,
4.11.5/1 and 4.11.5/2 leads to the following result.
Theorem 1. (1) If a = 0, b = 0, f = 0, q' = q/(q-1) ::;;;; 2, then the problem
(1) is solvable for all cpELq,(8.Q), orthogonal to unity on 8.0, if and only if
.oEYi~r/~1).
(2) If inf a> 0, b = 0 and f = 0, then the problem (1) is solvable for all
cpEL q,(8.o), q' ::;;;; 2, if and only if .oEYi,(?/~l).
(3) If a = 0, inf b > 0 and f = 0 then the problem (1) is solvable for .all
cpEL2(8.o) for arbitrary .0. Under the same assumptions on a, b,j a necessary
and sufficient condition for the solvability of the problem (1) for all
cpEL q,(8.o), q' < 2, is the inclusion .oEYi~?/~l).
In each of these three cases the solution of the problem (1) is contained in
Wi,q(.o,8.Q).
(4) Let II' = 0 and inf b > O. The problem (1) is solvable for all fELq,(.o),
q' ~ 2n/(n+ 1), for arbitrary set .0. A necessary and sufficient condition for
the solvability of this problem for allfELq,(.Q), q' < 2n/(n + 1), is the condi-
tion of Theorem 4.11.1/2 with p = r = 2.
Theorem 2. (1) Assume the assumptions (1) - (3) of the previous theorem
are valid. A necessary and sufficient condition for the compactness of the
inverse operator
Lq(8.Q) --+ wi, 2(.0, 8.Q) , q ::;;;; 2 ,
of the problem (1) is that .oE~~ri~1).

(2) Assume the assumption (4) of Theorem 1 is valid. Then the inverse
operator
of the problem (1) is compact for any set .0 provided q' > 2n/(n + 1).
A necessary and sufficient condition for the compactness of this operator
for q' ::;;;; 2 n/(n + 1) is the condition of Theorem 4.11.113 with p = r = 2.
In the case q = 2. Theorem 2 yields necessary and sufficient conditions for
the discreteness of the spectrum of the problems
Lu = 0 in .0, Mu = AU on 8.0 ,
LU=Au in.o, M u =0 on 8.0 .
An extension of the results of the present subsection to the mixed bound-

ary problem
Lu =/ on Q\E, Mu = rp on 8Q\E , u = 0 on E,
where E is a subset of ii, is a simple exercise.
§ 4.1. Conductivity (Le. 2-conductivity) was studied by P6lya and Szego [213].
This notion was applied to imbedding theorems by the author [142]. Here the
presentation follows the author's paper [159]. Concerning the content of
subsection 4.1.3 see the comments to § 2.2. Corollary 4.1.3/2 was heuristically
obtained for p = 2 by P6lya and Szego [213]. Lemma 4.1.3/3 is due to the
author [159].
§§ 4.2 - 4.4. The content of these sections except subsections 4.4.5,4.4.7 is
taken from the author's paper [159].
§ 4.5. The result of this section for p = 2 was obtained by the author [149].
§ 4.6 was first published in the author's book [165].
§ 4.7. Most of this section (4.7.1- 4.7.4 except Proposition 4.7.1/1) is bor-
rowed from the author's paper [159]. Proposition 4.7.1/1 as well as the con-
tent of subsection 4.7.5 follow the author's book [165]. In connection with
Proposition 4.7.111 we note the paper by Andersson [15] where, in particular,
the impossibility of the imbedding Lb(Q) C Lq(Q) for lip llq+ 1In and '*'
for domains with infinite volume is proved.
§§ 4.8 - 4.9 are a part of the author's paper [159].
§ 4.10 is partly contained in the author's paper [149]. Subsections 4.10.2,
4.10.4,4.10.5 were published in the author's book [165]. The equivalence of
the Poincare inequality and the solvability of the Neumann problem is well
known. The same pertains to the interconnection of conditions for the dis-
creteness of the spectrum and the theorems on compactness (cf. Deny and
Lions [51], Lions and Magenes [132], Necas [197], and others).
§ 4.11 is borrowed from the author's book [165].
There are a number of papers where for special classes of domains

(without the cone property or unbounded) theorems on the continuity and the
compactness of the imbedding operator W~(Q) --+Lq(Q) as well as necessary
conditions for these properties are proved (cf. Lions [131], Bjorup [32],
Stampacchia [236], Globenko [75], Campanato [42], Andersson [15, 16],
Hurd [101], and R. A. Adams [12]). Similar problems for the "anisotropic"
space W;(Q) are considered in the book by Besov, Il'in and Nikol'skii' ([27],
§ 12, Ch. 3).
We also note the papers by Fraenkel [66], Amick [14] and Edmunds [55]
where different classes of domains connected with imbedding theorems are
considered. In particular, in the paper by Amick just mentioned the decom-
position of the space [L2(Q)]N into two orthogonal subspaces of solenoidal
vector fields and of gradients of functions in Wl(Q) are studied. This decom-
position plays an important role in the mathematical theory of viscous fluids
(cf. Ladyzenskaja [122]). According to the Amick theorem [14], this decom-
position is possible for a bounded domain Q if and only if the spaces Wl(Q)
and L~(Q) coincide. By virtue of Theorem 4.4.3/2 of the present book the
latter is equivalent to the inclusion QeYi,II2'
Chapter 5. On Continuity and Boundedness
of Functions in Sobolev Spaces
If a domain Q has the cone property, then by the Sobolev theorem any func-
tion u in W~(Q), pi > n, coincides almost everywhere with a continuous func-
tion in Q, and
II u IIL",(o) ~ C II u II W~(O) ,
where the constant C does not depend of u.
The simple example of the function u(x) = xf, f.l > 0, defined on the plane
domain Q = {x: 0 < Xl < 1, 0 < X2 < x1}, v> 1, shows that the cone property is
essential for the validity of Sobolev's theorem. We can naturally expect that
for sets with "bad" boundaries the imbedding W~(Q) C Loo(Q) n C(Q) is
valid in some cases under stronger requirements on p and I.
In the present chapter we study the classes of domains Q for which the im-
bedding operator of W~(Q) into Loo(Q) n C(Q) is bounded or compact.
Some theorems that we prove give necessary and sufficient conditions and
they are stated in terms of the p-conductivity. Other results contain easily
checked sufficient conditions for the validity of the imbedding W~(Q)
C Loo(Q) n C(Q). We also present examples that illustrate the properties of
"bad" domains.
The greater part of the results in this chapter were stated by the author in
[142] and the detailed exposition is given in [157].
§ 5.1. On the Imbedding W;(D) C C(D) n Loo(D)
5.1.1. Criteria for the Continuity of the Imbedding Operators of wt(D) and
L;(D) into C(D) nLoo(D)
Let Y be an arbitrary point in the domain Q and let e > O.

Here and in the next two subsections we consider only conductors of the
form Qe(y)\Y. Further, we introduce the function
(1) Yp(e) = inf cp(Qe(Y)\Y) ' p >n ,

yeO
§ 5.1. On the Imbedding W~(Q) C C(Q) n Loo(Q) 271
on (0, + 00). Obviously, Yp does not increase and vanishes for {} > diam(Q).
The condition p > n in the definition of Yp is justified by the fact that the
infimum on the right in (1) equals zero for p ~ n by (2.2.4/1) and (2.2.412).
Noting that the function u(x) = (1- (}-llx- y /) + is contained in the class
Uo(QU<y)\y) we obtain Yp({}) ~ C{}n- p.
Theorem 1. The imbedding operator of W~(Q) into C(Q) n Lcx>(Q) is

bounded if and only if Yp({}) ~ o.
Proof Sufficiency. Let u be any function in CCX>(Q) n W~(Q) and lety be
*
a point in Q such that u(y) O. Let R denote a number for which Yp(R) > 0
and let {} denote an arbitrary number in (O,R]. We put v(x) = I'/«x-y)/{})
X u(x)/u(y) where l'/eCO'(Bt>, 1'/(0) = 1. Since v(y) = 1 and v(x) = 0 outside
Q/?(y) then
Cp(Q/?(y)\y) ~ J I Vv IPdx
o
and therefore
(2) IU(Y)IPCp(Q/?(y)\Y)~C( J IVuIPdx+{}-p J IUIPdX).

01l(Y) 01l(Y)
Thus the sufficiency of Yp ~ 0 follows.

Necessity. For all ue W~(Q), let
(3)
Inserting an arbitrary ueTo(Q/?(y)\y) into (3) we obtain
1 ~ C( II Vu IILp(O) + v~/p{}n/p) .
If {} is small enough then

(2 C) - p ~ J I V u I dx .
P
o
Minimizing the preceding integral over To(Q/?(y)\y) we obtain

An assertion similar to Theorem 1 is valid for the space L~(Q).
Theorem 2. Let mn(Q) < 00. The imbedding operator of L~(Q) into
C(Q) n Lcx>(Q) is bounded if and only if Yp ~ O.
We only need to prove the sufficiency of Yp ~ O. By virtue of Lemma
3.1.212 we need to derive the inequality
(4)
272 5. On Continuity and Boundedness of Functions in Sobolev Spaces
for functions in L1(D) n La>(D). Let w denote a bounded set with OJ C D. The
estimate (3) implies
Ilu IIL",(.o) ~ C( II \7 u IILp(.o) + Ilu IIL",(.o) (mn(D\ w»llp) .
Choosing w to satisfy 2C(m n(D\w»1Ip < 1, we arrive at (4). The theorem is

proved.
Remark. Let i~(D) and W~(D) denote the completions of the spaces
Ca>(D) n C(Q) n L~(D) -and Ca>(D) n C(Q) n W~(D) with respect to the
norms in L~(D) and W~(D).
If we replace yp(e) in Theorems 1 and 2 by
where cp is the p-conductivjty defined ~y (4.11.1/5), then we obtain analogous

assertions for the spaces W~(D) and L~(D).
The following theorem contains two-sided estimates for the constants in
inequality (5) below.
Let upV-t) denote the infimum of cp(K) taken over the set of conductors
K = G\Fin D with mn(G) ~/1.
Since cp(K) is a nondecreasing function of F, we may assume F to be a
point.
Theorem 3. 1) If upV-t) '*' 0 for some /1 < mn(D) then for all
ueL1(D) nLq(D)
(5)
where kl ~ [up V-t)r 1IP, k2 ~ /1-1I q.

2) Ifforany ueL1(D) nLq(D) inequality (5) is valid then upV-t) ~(2kl)-P
with /1 = (2k 2 ) -q.
Proof. 1) It suffices to derive (5) for functions in Ca>(D) nL~(D) nLq(D).
We choose a positive number t such that
mn{{x: Iu(x) I> t}) ~ /1, mn{{x: Iu(x) I~ t}) ~ /1 .

Let T> t and {x: lu(x) I~ T} '*' 0. By the definition of p-conductivity, for the
conductor
K t, T= {x: Iu(x) I> t}\{x: Iu(x) I~ T}
we have
(T- ttCp(Kt,T) ~ JI \7lu Wdx = JI \7u IPdx .
.0 .0
Consequently,
(T-ttupV-t) ~ JI \7u IPdx .
.0
§ 5.1. On the Imbedding W~(Q) C C(Q) nLoo(Q) 273
Hence
T ~ [O"p(u)] -lip II \l U IILp(.Q) + ,u-1/q Ilu IILq({X: lu(x) I~ t})
and (5) follows.
2) Suppose (5) is valid. We put ,u = (2k 2 ) -q and consider an arbitrary
conductor K = G\F with mn(G) ~,u. Let {urn} be a sequence of functions in
T!iK) such that
II \lurnllip(Q)-+cp(K).
Clearly,
k 2 11u rn IILq(.Q) ~ k 2 [m n(G)]llq ~ k 2,ullq = 1-.
Moreover, by (5) we have
Consequently, O"p(u) ~ (2kl ) -Po The theorem is proved.

Remark 2. Theorems 1 and 3 imply that the conditions YP == 0 and O"p == 0
are equivalent.
5.1.2. A Sufficient Condition in Terms of AM for the Imbedding

W;(.Q) C C(D) nL",,(D)
From Corollary 4.1.3/2 and the definition of the functions O"p and AM it im-
mediately follows that
)l-P
! [AM(r)]p/(p-l)
f.I dr
(1)
O"p(u) ~ (
,
where ,u ~ M, which together with Theorem 5.1.1/3 yields the following suf-
ficient condition for the imbedding W~(Q) C C(Q) n L",,(Q).
Theorem 1. If for some M < mn(Q)
M d,u
(2)
~ [AMtu)]pl(P-l) < 00 ,
then the imbedding operator of W~(Q) into C(Q) n L",,(Q) is bounded.

This implies an obvious corollary.
Corollary. If QEJa and p(1- a) > 1 then the imbedding operator of
W~(Q) into C(Q) n L",,(Q) is bounded.
Example. Consider the domain
(3)
in Example 3.3.3/1. From (3.3.3/1) it follows that the convergence of integral

(2) is equivalent to the condition
dr
! If(
a
(4) r)](n-1)/(P-1) < 00 •
We show that up{jt) == 0, i.e. W~(Q) is not imbedded in C(Q) nLoo(Q) if

(4) fails.
Let
F= Qn{O<xn~e}, G = Qn{x: O<xn<~}'
where ~ > e and K is the conductor G \F. We introduce the function U E U Q(K)
that vanishes outside G, is equal to unity on F and to
6
In
·df"
[f(f,,)](n-1)/(P-l)
(6! df"
[f(f,,)](n-1)/(P-1)
)-1
on G\F. Obviously, (6 df" )l- P

(5) Cp(K)~bl\7uIPdx=c ![f(f,,)](n-1)/(p-1) .
Therefore cp(K) -+ 0 as e -+ 0 and hence up == 0 provided (4) diverges.

If f(r) = cr P, p ~ 1, then Q is contained in fa with a = p(n -1)/(p(n -1)
+ 1) (cf., for instance, Example 3.3.3/1) and consequently W~(Q) C C(Q)
nLoo(Q) for p > 1 + p(n-1).
The condition (4) implies that the imbedding operator of W~(Q) into
C(Q) nLoo(Q) is bounded for allp > n if for small r the functionfis defined
as
f(r) = rh(log(1/r» ,
where h(s) -+ 0 and s -llog h(s) -+ 0 as s -+ + 00. (Of course, this domain does
not have the cone property.)
If for any point P in Q we can construct a "quasiconic body" situated in Q
and specified in some coordinate system with the origin at P by inequalities (3)
where f is subject to (4), then, obviously, Yp(Q).s 0 and the imbedding
operator of W~(Q) into C(Q) n Loo(Q) is bounded.
§ 5.2. On a Multiplicative Estimate for the Modulus

of a Function in W~(.Q)
5.2.1. Conditions for the Validity of a Multiplicative Inequality
It is well known that the estimate
(1)
§ 5.2. On a Multiplicative Estimate for the Modulus of a Function in W~ (.0) 275
is valid for p > n provided the domain Q has the cone property. This is a
particular case of the general multiplicative Gagliardo-Nirenberg inequalities
(cf. 1.4.7, 1.4.8). The following theorem contains a necessary and sufficient
condition for the validity of the estimate
(2)
where r is a positive number.

Theorem 1. Iffor some r >0
(3) lim inf f..lr Gp(f..l) > 0 ,
1'-+ + 0
then (2) is valid for all u E W~(Q).

Conversely, iffor all u E W~(Q) inequality (2) is valid, then Q satisfies (3).
Proof. Sufficiency. By (3) there exists a constant M such that
f..lr Gp(f..l) ~ X = const > 0

for f..lE(O,M]. Therefore, according to Theorem 5.1.1/3,
(4)
The minimum value of the right-hand side over f..l is attained for f..l* = (x1IP r- 1
. II u IILp(Q/ II \l u IILp(Q»PI(r+ 1) and it is equal to
CX- 1Ip (r+1) II \lu IIt~J/) lIu IIt;(~)l).
If f..l* ::;:;Mthen (2) follows. If f..l* >M, then
II
x 11P r- 1 11u Lp(Q) r~M1+1Irll \lu Lp(Q) II
and (4) implies
Il u II Loo(Q) -.;;:~ c1 X- 1Ip(r+1) II \lu 11 Lp(Q)
1/(r+1)llu Ilrl(r+1)+cM-1IPllu II
Lp(Q) Lp(Q) .
Inequality (2) is proved.

Necessity. We put M = (2 C r + 1) - pl(r+ 1). We may assume that the constant
C in (2) is so large that M < mn(Q). Consider an arbitrary conductor
K = G\Fwith mn(G)::;:;f..l ::;:;M. From (2), for any uETQ(K), we have
1 ::;:; C f..l 1Ip (r+ 1) ( II \lu IILp(Q) + M 1Ip)1/(r+ 1) •

Therefore, 2 C r + 1f..l r1p II \l U ilL (Q) ~ 1. Minimizing the left-hand side over
TQ(K) we obtain p
(2 C r + l)p f..lr Gp (f..l) ~ 1.
Theorems 1 and 5.1.2/1 imply the following sufficient condition for the
validity of inequality (2).
Corollary. If DeJa with 1 > a~ 1-1In and p(1- a) > 1, then for any
ue W~(D) inequality (2) is valid with r = p(1- a) -1.
Proof. Since DeJa, then AM(u) ~ CMf.l. a for f.I. < Mwhere CMis a positive
constant. This and (5.1.211) imply
(Jp(u) ~ ct(1- pal(p-1»p-l f.l. 1 - p(1-a) •
The result follows.

Example. For f(xn) = cxe, P ~ 1, the domain (5.1.2/3) is in the class
jp(n-l)/(P(n-l)+l) and hence by Corollary inequality (2) is valid for
p > 1 + p(n -1) with r = (p -1 - p(n -1»/(1 + p(n -1». This exponent is best
possible since (5.1.215) implies
where t5 is any sufficiently small positive number.
5.2.2. On the Multiplicative Inequality in the Limit Case r = (p -n)ln

Inequality (5.2.112) becomes (5.2.111) for r = (p - n)ln. In this particular
case a necessary and sufficient condition can be expressed in terms of the
function yp-
Theorem. Inequality (5.2.111) is true for all ue W~(D) if and only if
(1) lim inf eP-nYp(e) > 0 .
(l-+ +0
Proof. Sufficiency. Let r be so small that eP-nYp(e) > 0> 0 for e < r.
By virtue of (5.1.1/2) we have
for e ~ r with c > O. The minimum of the right-hand side in (2) over e>0
is attained at
and is equal to
c II \j u 111;Q) II u IIl~(~f .
If e* ~ r then (5.2.1/1) follows. If e* > r then

§ 5.2. On a MUltiplicative Estimate for the Modulus of a Function in W~ (Q) 277
and (2) implies
Thus the sufficiency of the condition (1) is proved.

Necessity. We insert an arbitrary ueTo(De(y)\Y) into (5.2.1/1). Since
Ilu II£p(o) ~ C{/, Ilu 111v~(0) ~ c(cp(De(y)\Y) + en),

then by (5.2.1/1)
Consequently,
It remains to pass to the lower limit as e -+ + O.

In the next proposition we give a sufficient condition for (2) which gener-
alizes the cone property. Let yeD and let Se(Y) denote the "sector" {x:
Ix- y I< e, Ix- y 1- 1(x- y)ew(y)}, where w(y) is a measurable subset of the
(n -1)-dimensional unit sphere.
Proposition. Suppose there exist positive constants Rand 0 such that any
point y in the set D can be placed at the vertex of the sector SR(Y) contained in
D and satisfying the condition s(w(y» > o. Then (1) is valid.
Proof. Let 0 < e < R and let (r, 0) be spherical coordinates centered at y.
Obviously,
cp(De(y)\Y) ~ inf J I'Vu IPdx,

s,,(y)
where the infimum is taken over all functions ueCO,l(Se(y» with u(y) = 1,
u(e, 0) = 0 for Oew(y). It remains to note that
~
w(y)
I
J dO Jau dr p (
oar
I °
P
Jr<l-n)/(p-l)dr)l- > ( p-n )P-l oen- p .
p-1
Let us consider a domain which does not satisfy the condition of Proposi-
tion and for which (1) is nevertheless true.
Fig. 21
Example. Let D be the domain in Fig. 21. Further, let l5m = 2 -m, Qm =
{x: l5m+ t < Ix 1< l5m} n D, yeQm. Let u denote a function in T.o(Dg(y)\y)
such that
J I Vu IPdx ~ cp(Dg(y)\Y) + e, e>0 .
.0
We note that
(3) I u (C;) - U(11) IP ~ C I C; -11I P- 2J I V u IPdx

Qj
for any points C;, 11 e Qj, j = 1,2, .... (This estimate is invariant with respect to
a similarity transformation and so it suffices to limit consideration to Qt.
However, inequality (3) for Qt is contained in Theorem 1.4.5, part (f).) We
*'
begin with the case g< l5m when Qm n 8Bg(y) 0. Let j = m, C; = y and
l1eQm n 8B g (y) in (3). Then
Next suppose g ~ l5m • For all c;eQj n {x = (Xt>X2): X2 < O} we have
lu(c;)-u(O) IP~clc;IP-2J I Vu IPdx .

.0
Taking (3) into account we find that the latter inequality is valid for all C;eQj.
Consequently,
Noting that D 2g (0) ) Dg(y), we finally obtain
1 = (oscu)P
.oe(y)
~cgP-2(cp(Dg(y)\y)+e) .
§ 5.3. On the Modulus of Continuity of Functions in L1(Q) 279
§ 5.3. On the Modulus of Continuity of Functions in Lb(Q)
The following assertion is an obvious corollary of the definition of p-conduc-

tivity.
Theorem 1. Let mn(Q) < 00, A be a nondecreasing continuous function on
[0,00) and let u be an arbitrary function in L~(Q). In order that for almost all
x, y e Q the inequality
(1) Iu(x) - u(y) I:::; A( Ix- y I) II \lu IILp(n)

be valid it is necessary and sufficient that
(2) cp(K) ~ [A(dist(8;F, 8;G))]-P
for any conductor K = G \F.

Since the conductivity is a nonincreasing function of G and a nondecreas-
ing function of F, the last condition is equivalent to
(3) cp[(Q\x)\y] ~ [A( Ix- y I)] -p , x,yeQ.
We say that the class it = {u + const} is contained in the space C A (Q) if
sup lu(x)-u(y) 1< 00.

x,yen A( Ix- y I)
Thus the imbedding operator of i~(Q) into CA(Q) is continuous if and

only if (3) is valid.
Example. Farther in this section we consider the domain Q already studied
in Examples 3.3.3/1, 3.5.2, 4.3.5/1 and 5.1.2. Here we show that for this
domain the imbedding operator of L~(Q) into CA(Q) is continuous if and
)1-lIP
only if
t dl;
(4) A(t)~k ( S k=const>O.
~ 0 [f(I;)](n-1)/(p-1) ,
Proof. Necessity. Into (1) we insert the function u equal to unity for
xn < e, to zero for xn > t and to
t
In
dl;
[f(I;)](n-1)/(P-1)
(t
! dl;
[f(I;)](n 1)/(P-1)
)-1
for e :::; xn :::; t. (Here e > 0 and te(e, a).) Then
which becomes (4) as e -+ + O.

The sUfficiency of the condition (4) is a simple corollary of the inequality
xn de)t-1IP
(5) lu(x)-u(O)I~k! [f(e)](n-t)/(P-t)
( IIVuIILp(.Q).
(We note that Theorem 1.1.6/1 implies the density of C""(D) in L~(Q) for the
D under consideration.)
To prove (5) we need the following lemma.
Lemma. Let
and let u be afunction in C""(Db ) with u(O) = 0 and u(x) ~ 1 for Xn = b. Then
(6)
Proof It suffices to establish (6) under the assumption that u = 0 for

Xn < e, u = 1 for Xn > b - e where e is a small positive number. Then
where Ke = Ge\F;" Fe = clos{.!De , G e = Db-e' To estimate cp(Ke) from below

we make use of (5.1.2/1) and (3.3.3/1). These inequalities are applicable
despite the fact that the measure of the set G e is large. In fact, extendingfto
[b,2b] we obtain the enlarged domain D 2b such that 2m n (G e ) ~ m n (D 2b )
with no modification of the conductor Ke. We have
(7)
which together with (6) completes the proof of the lemma.

Proof of inequality (5). First we note that smooth functions in the closure
of the domain
satisfy the inequality
(8)
where z, yare arbitrary points in gx and C is a constant that is independent

§ 5.4. On the Boundedness of Functions with Derivatives in Orlicz Classes 281
of x. The latter is a corollary of the Sobolev theorem on the imbedding of L~

into C 1 - n1p for domains with smooth boundaries.
Let ueCoo(Da ), u(O) = 0, u(x) = 1 at some xeDa • By virtue of (8)
C[f(xnW-Pmax 11 ~ u(y) IP ~ J I \7u IPdx.

yeux Do
Therefore
J I \7u IPdx ~ CX~-P
Do
provided 2 min u < 1 in gx' This and the obvious estimate
( f
X df.
o [f(f.)](n-l)/(p-l)
)P-l
f
~ k (X f.(l-n)/(P-l)df.)P-l = k x p - n
0 1 n
imply (5).
Next we assume that 2u(y) ~ 1 for allyegx ' Then the function 2u satisfies
the conditions of Lemma with
Inequality (5) follows.
§ 5.4. On the Boundedness of Functions with Derivatives

in Orlicz Classes
Most of the results of the previous sections in this chapter can be generalized
to the space of functions with the finite integral
(1) J~( I \7 u I) dx ,
D
where ~ is a convex function. For this purpose we must introduce the conduc-
tivity generated by integral (1).
Here we consider only a sufficient condition for the boundedness of
functions with the finite integral (1) which is formulated in terms of the
function A. We also state some corollaries of this condition.
Lemma. If u e COO (Q) then for almost all t
(2) J -ds
-=
d
--mn(!l;) ,
~ l\7ul dt
where ~t = {x: u(x) = t}, !tt = {x: u(x) > t}.

Prooj. Equality (2) follows from the identity

ds
J dx = Jde; J - - ,
T
T;;'U>t t I{ I '\lu I
which in turn results from Theorem 1.2.4.

Theorem. Let rp be a convex nonnegativejunction with rp(O) = 0 and let 'I'
be the complementary junction oj rp (cf. 2.3.2). Ij Q has ajinite volume and
m n(Q)12
(3) J
'1'(11 )..(p,»dJl. < 00 ,
o
then any junction ueCOO(Q) with thejinite integral (1) is bounded.
Proof. Let r denote a number such that
where ~= {x: u(x) ~ r}. We introduce the notation
By the inequality ap ~ rp(a) + 'I'(P) with a,p > 0 for u(x) ~ r we have
/ uCf) h(t) m'(t)

u(x)-r= j - - - - d t
T m' (t) h(t)
~ -
UCf)
j rp
( h(t) ) m'(t)dt- u~x) ( 1 )
j 'I' - - m'(t)dt.
T -m'(t) T h(t)
Using (2) together with Jensen's inequality, we obtain
_rp( h(t) )m'(t)= rp [

-m'(t) J~
1 fl'\lUI~]
It I'\lui
It I'\lui
ds
~ Jf/J(I'\lul)-·
It I'\lui
Consequently,
mn(Q)12
(u(x) - r) + ~ rrp( I'\lu I>dx +
~
J
0
'1'(11 )..(p,»dJl. .
The similar estimate is valid for (r - u (x» + • Therefore u is bounded and

m n(D)12
oscu~Jrp(I'\lul)dx+2 f 'I'(1I)..(p,»dJl..
D 0
§ 5.4. On the Boundedness of Functions with Derivatives in Orlicz Classes 283
The next corollary follows from the theorem just proved.

Corollary. If QEYa, a< 1, and
00
J'l'(t)r 1- 1/adt < 00 ,

1
then any function UECOO(Q) with the finite integral (1) is bounded.
In particular, uELoo(Q) if
(4) bl Vu 1/(1-a) (k~/Og~ IVu ~a/(l-a) (log~+ll Vu I)rdx <

1 00 ,
where m ~ 0, r> a/(l- a) and log~ is the k-times iterated log+. (For m =0
the expression in the first parentheses in (4) is absent.)
To prove the second assertion we must use the fact that the convex func-
tion
is equivalent to the complementary function of
for large t (see Krasnosel'skil and Rutickil [43]).

The Sobolev theorem on the imbedding W;(Q) C C(Q) nLoo(Q) for
p > n can be refined for domains having the cone property on the basis of
Corollary. Namely, if QEft-lln then the continuity and the boundedness of
functions in Q result from the convergence of the integral
JIVU ln ( fi log~IVu0n-l(log~+llvul)n-l+edX' e>O.

u k=l ~
We show that we cannot put r = a/(l- a) in (4).
Example. Consider the domain Q in Examples 3.3.3/1,3.5.2, and others.
By virtue of (3.3.3/1), condition (3) is equivalent to
1
f 'l'([f(r)]l- nHf(r)]n- 1dr < 00 •
o
Let f(r)=cr P, P~1. As already noted, QEfa with a=p(n-1)/
(p(n-1)+ 1). The function u(x) = log~+3x;t, m ~ 0, is unbounded in Q. On
the other hand, for small x n > 0 we have
rn+ 1 ~p(n-l)
1 \lu I P(n-l)+1 ( k~ll0g~ 1 \lu ~
therefore
rn+l ~aI(l-a)
11 1/
\lu 1 (I-a) ( k~ll0g~ 1\lu ~ dx< 00.
§ 5.5. On the Compactness of the Imbedding

W~(Q) C C(Q) n Loo(Q)

Let Yp be the function defined by (5.1.1/1) and let Q be a domain with finite
volume.
Theorem. The condition
(1) lim Yp(e) = 00
(!-+ +0
is necessary and sufficient for the compactness of the imbedding operator of

W~(Q) into C(Q) n L",,(Q).
Proof. Sufficiency. From estimate (5.1.112) for small (! > 0 it follows that
where C(e) < 00 for each e > O. We fix a small number e > 0 and we denote
an open set such that w(! C Q, 2C({!)mn(Q\w(!) < 1 by w(!' Then
lIu lI£"o(Q) ~ 2c[Yp(e)] -111 \l u IIfp(Q) + 2C(e) lIu IIfp(w e) .
Consider the unit ball in W~(Q) and select a sequence {urn} in this ball that
converges in Lp(w(!). Then
(2) lim sup II Uk- u/lI£"o(Q) ~ 2c[Yp(e)] -1.

k,/-+""
Taking into account that Yp(e) -+ 00 as e -+ 0 and passing to the subsequence

{u rnk } we obtain a sequence that is convergent in L",,(Q) n C(Q).
Necessity. Let the imbedding operator of W~(Q) into C(Q) nL",,(Q) be
compact and let
(3) Yp(e) = infcp(Q(!(y)\y) <A.
yeQ
§ 5.5. On the Compactness of the Imbedding W~(.Q) C C(.Q) nL",,(.Q) 285
We construct a sequence (h that converges to zero and a sequence of points

YkEQ such that
(4)
Since
lim cp (B,,(Y)\y) = 00
,,~o
for p > n (cf. 2.2.4), the limit points of the sequence {Yk} are located on aQ.
From (4) it follows that there exists a sequence of functions UkE To (Q"k(Yk) \
Yk) with
Since 0 ~ Uk ~ 1, this sequence is bounded in W~(Q) and hence it is com-

pact in C(Q) n Loo(Q). Therefore, given any e > 0 we can find a number N
such that Ilum-UkIIL",,(o)<e for all m,k~N. In particular, IUN(YN)-
Uk(YN) I< e for all k > N. On the other hand, since YN is not a limit point of
{Yk} and Uk(X) = 0 outside Q"k(Yk) , UN(YN) = 1, then IUN(YN) - Uk(YN) 1=1
for sufficiently large k. Thus assumption (3) is false. The theorem is proved.
Remark. Replacing yp(g) by yp(g), defined in Remark 5.1.111, in the last
theorem, we obtain a necessary and sufficient condition for the compactness
of the imbedding W~(Q) C C(.Q). We actually proved in the theorem that
(1) is necessary and sufficient for the compactness of the imbedding
L~(Q) C C(Q) nLoo(Q).
5.5.2. A Sufficient Condition for Compactness in Terms of the Function AM

Theorem. If integral (5.1.212) converges for some M then the imbedding
operator of W~(Q) into C(Q) nLoo(Q) is compact.
Proof. The definition of the function up implies
cp(Q,,(y)\y) ~ up(mn(Q,,(y»)
for all YEQ. This and (5.1.2/1) yield
dr )l- P
!
mn(Ou(y»
(
cp(Q,,(y)\y) ~ [AM(r)]p/(p-l)
Since mn(Q,,(Y» ~ vng n, then from the definition of yP we obtain
Now the required assertion follows from Theorem 5.5.1.

Example. In Example 5.1.2 we noted that for
Q = {x: Ix' I <!(Xn), 0 <Xn < a}

condition (5.1.212) is equivalent to convergence of the integral (5.1.214).
Therefore for Q the imbedding operator of W~(Q) into C(Q) nLoo(Q) is
compact if and only if (5.1.2/4) is valid.
5.5.3. A Domain for Which the Imbedding Operator of W~(.Q) into

C(l2) nLoo(l2) is Bounded but not Compact
The imbedding operator of W~(Q) into C(Q) nLoo(Q) is simultaneously
bounded and compact for the domain in Example 5.5.2. According to
Theorems 1.4.5 and 1.4.6/2 this is also valid if Q has the cone property.
The situation can be different with domains having "bad" boundaries. As
an example we shall consider a domain for which the function Yp is not
identically zero and is bounded. Theorems 5.1.211 and 5.5.1 imply that for
such a domain the imbedding operator of W~(Q) into C(Q) nLoo(Q) is
bounded without being compact.
Example. First we show that the domain depicted in Fig. 22 satisfies
.e
Yp(e) 0 for p > 2. Consider the conductor Qg(y)\y where e is small enough
and yeQ. If yeQ then
cp(Qg(y)\Y) ~ ce 2 - p ,
where Qg(y) = Bg(y) n Q (cf. Proposition 5.2.2) and hence

(1)
Let y be in the rectangle Rm and let G = Bg(y) n (Q uRm). By the

definition of p-conductivity,
(2)
Take an arbitrary function ueTQ(G\y). Let
JII; = {xeQ: u(x) ~ t}, rfft = {xeQ: u(x) = t} .

We only need to consider those levels t for which rfft is a smooth curve. If
m2(JII;) ~ 2~, where p' = p/(P-1), then
m2 (JII; n Q) ~ ~ ~ m2 (JII; n Rm) .
Since Qeftl2' then in the case m2(JII;) ~ 2e~ we have
(3)
§ 5.5. On the Compactness of the Imbedding W~(.Q) C C(Q) nL",,(Q) - 287
".---- ...... ,
/ ,
,
I
I d Rm\
I \
I
\ a
,
\
\
a a
o XI o
Fig. 22 Fig. 23
Let mz (At) < 2 e;:;. If the set 6"t contains a component connecting points of
polygonal lines abc and de! (Fig. 23) then we can easily see that
2s(6"t) ~ s(8Q n AI;) and by the isoperimetric inequality we have
(4)
Thus either s( 6"t) ~ em or [mz (At)] 1/2 ~ cos( 6"t) provided mz (At) < 2 e!:; .
Next we proceed to the estimate of cp(G\y). By Corollary 4.1.3 we obtain
(5) Cp(G\y) ~ inf [ -

d
f1 -mz(At) dt
,
]l- P
o dt [s( 6"t)] p
We express the integral in the right-hand side of (5) as the sum of integrals
over the sets A10 Az, A 3 • where
Al = {t: mz(At) ~ 2e!:,'} •
Az = {t: s( 6"t) ~ em} \Al •
A3 = {t: [mz(At)]1/Z~ cos(6"t)}\A 1 •
From (3) it follows that
r (c2 )P/2 [
J ~
Al
-
}
0
d
-J-mz(At)
dt
d t'/2]
[mz(At)] p
~cl[mZ(G)]
(P-Z)/2(P-l)
.
The integral over A z admits the obvious estimate
f ~ e;:{<l- p ) [ - f !!..- mz (At) dt] ~ 2

Az Az dt
and the integral over A3 is estimated by virtue of (4) as follows:
The last three inequalities and (5) lead to Cp(G\y) ~ const, which together
with (2) and (1) yields the required result.
We show that the imbedding operator of W~(.Q) into C(Q) nLoo(Q) is
not compact. We define the sequence of functions {Um}m~l as follows:
Um(Xt>X2) = e~(1-P)(X2-1) if (xt>x2)eRm, Um(Xt>X2) = 0 if (xt>x2)eQ. These
functions are uniformly bounded in W~(Q) since
II "Vu mIILp(Q) = 1, Ilum IILp(Q) = ce~(P-l) •

However Ilum-UkIILoo(Q) = 2 for m *k and the sequence {um} is not compact
in C(Q) n Loo(Q).
§ 5.6. Generalizations to Sobolev Spaces of an Arbitrary Integer

Order
5.6.1. On the (P,l)-conductivity
Let G be an open subset of the set Q and let Fbe a subset of G that is closed in
Q. We define the (p, I)-conductivity of the conductor G\F by
(1)
where the infimum is taken over all functions ueCOO(Q) that are equal to zero
on Q\G and to unity on F.
Proposition 1. If pi> n, p > 1, or I ~ n, p = 1, then
(2)
for R >2e.
Proof. If R = 1 then (2) follows from the Sobolev inequality
The general case can be reduced to R = 1 by a similarity transformation.

Proposition 2. If n = pi and p > 1, then
(3)
for R >2e.
§ 5.6. Generalizations to Sobolev Spaces of an Arbitrary Integer Order 289
We shall establish (3) in the proof of Proposition 9.1.212 below.
Proposition 3. If pI ~ n, p > 1 or 1< n, p = 1 then for R > 21),
(4)
Proof. It is clear that
cp,I(Rn\B{!) ~ cp:I(BR\B{!) ~ cp,I(B2 {!\B{!) .
It suffices to show that the rightmost and the leftmost of these functions are
equivalent to I)n-pl. A similarity transformation reduces the proof to the case
I) = 1 where the required assertion follows from the Sobolev inequality
In the present section we shall consider only conductors of the form G\y
with yeG. Propositions 2 and 3 along with the definition of the (p, I)-conduc-
tivity imply that Cp,I(G\y) is identically zero provided pI ~ n, p > 1 or 1< n,
p = 1. According to Proposition 1,
for pI> n, p > 1 or for I ~ n, p = 1.
5.6.2. The ImbeddingL~(.Q) C C(D) nLoo(D)

Theorem. Let Q be a domain. The imbedding operator of L~(Q) into
C(Q) nLoo(Q) is continuous if and only if
(1) inf Cp,I«.o\W)\y) >0

yeQ\iiJ
for some open set w with compact closure iiJ C .0.

Proof. Sufficiency. Let w' be a bounded open set with smooth boundary
and such that we w', w' C .0. Let 11 denote a function in COO(.o) which is
equal to unity outside w' and to zero on w. Further, let u be any function in
COO(.o) nL~(.o).
We fix an arbitrary point ye.o\w' for which u(y) 0 and put '*
v(x) = l1(x)u(x)/u(y), xe.o. Since v(y) = 1 and v(x) = 0 outside the set
G = .o\iiJ then
Therefore
/
lu(y) IPcp,/(G\y) ~ c I: II 'V/(U11) 11£ (0)
k=O p
~ c II 'V/u II£p(O) + C lIu 1I-'lv~-I(ro') •

So
(2) SUp lu IP
O\ro'
~ C ( inf cP,/(G\Y»)-\ II 'V/u 11£
yeG p
(0) + Cliu 1I-'lv1- 1(ro'» •
p
The estimate for lu lin w' follows from the Sobolev theorem on the imbedding
of W~ into C for domains with smooth boundaries.
Necessity. For all ueC""(Q) nL~(Q) let the inequality
(3)
be valid, where w is a domain with compact closure iiJ, iiJ C Q. Consider any
conductor G\y where G = Q\iiJ and yeG. The insertion of an arbitrary
function ueC""(Q) nL~(Q), equal to unity aty and to zero outside G, into (3)
yields
o Iu I ~ c II 'V U ilLp (0) •
1 ~ sup
Minimizing the last norm we obtain cp,/(G\y) ~ C-p.
5.6.3. The Imbedding V~(D) C C(D) nL",,(D)

Now we present a direct extension of Theorem 5.1.2/1 to the space V~(Q).
LetyeQand let e be a positive number. Consider the conductor Qe(y)\Y.
Further, let pi > n or 1= n, p = 1 and
(1)
where the infimum is taken over all infinitely differentiable functions in the
class V~(Q) that are equal to zero in Q\Be(y) and to unity at y.
Theorem. The imbedding operator of V~(Q) into C(Q) nL",,(Q) is con-
tinuous if and only if
(2) inf cp~/(.Qe(y)\Y) ;;E 0 .
yeO
Proof. Sufficiency. Let u be an arbitrary function in C""(Q) n V~(Q) and

*
let yeQ be such that u(y) O. Further, let
inf c;'/(Qe(y)\y) > 0

yeO
for some e and let 11eCO'(B1). Consider the function v(x) = 11«X- y)/ e)
. u(x)/u(y). Since v(y) = 1 and v(x) = 0 outside Qe(Y)' then
Consequently,
/
lu(y) IP inf c;, /(De(y) \y) ::;; c I eP(k-/) II \7k U Ilf (.0).
YE.o k=O P
Necessity. For all infinitely differentiable functions in V~(D), let the in-
equality
(3)
be valid. Consider any conductor De(y)\Y with yeD. We insert an arbitrary

function in the definition of c;'/(De(y)\Y) into (3). Obviously,
IluliLP (.0)::;; (vne n) llp .o,,(Y)

sup lui.
Therefore, if e < v;;1In(2C)-pln then

/
sup Iu I ::;; 2C I II \7k U ilL (.0 (y»
.o,,(Y) k= 1 P "
and so /
1 ::;; 2C I II \7k U IlL (.0 (y» .
k=l P "
Minimizing the right-hand side over V.o(De(y) \y) we obtain
5.6.4. The Compactness of the ImbeddingL~(.Q) C C(lJ) nLoo(lJ)

Now we present a criterion for the compactness of the imbedding L~(D)
C C(D) n Loo(D).
Theorem. Let mn(D) < 00. The imbedding operator of L~(Q) into
C(Q) n Loo(D) is compact if and only if
(1) lim inf cp,/(Gv\Y) = 00

v-+ 00 YEO v
for some monotone sequence of bounded open sets {wv}v;;.t such that Wv C D
and W v -+ D. Here Gv = D\w v '
Proof. SUfficiency. Let w~ be an open set with Wv C w~, w~ C D. By
(5.6.2/2) we have
It remains to use the compactness of the imbedding of L~(D) into w~-t(w~)

and into C(w~) along with the condition (1) (see the proof of sufficiency in
Theorem 5.5.1).
Necessity. Suppose
(2) lim inf cp,/(Gv\Y) <A = const

v-+ 00 yeO v
for an increasing sequence of open sets {wv}v;.t. We equip L~(D) with the
norm
II U IIL~(.o) = II "V/u IILp(.o) + II U IILp(Wt) .
By (2) there exist sequences {Yv} and {u v}, UvE V.o(Gv\yv), such that
II "V/uvIIL
(.0) <A tiP. Since the sequence {uv}v;.t is compact in C(D) nLoo(D)
then gi/en e > 0 there exists a number N such that sup Iu,u- uvl < e for all
p, v >N. Using uv(yv) = 1 we obtain .0
(3) IU,u(yv)-11 < e, p, v >N.
Further, since W,u i D, the pointyv is contained in W,u for a fixed v> Nand for
all large enough p. Therefore u,u(yv) = 0 which contradicts (3). The theorem is
proved.
We note that we derived (1) in the proof of necessity for any monotone
sequence of bounded open sets Wv with Wv C D, U Wv = D.
v
5.6.5. Sufficient Conditions for the Continuity and the Compactness of the
ImbeddingL~(.m C C(U) nLoo(U)
We present a sufficient condition for the boundedness and the compactness of
the imbedding operator of L~(Q) into C(D) n Loo(Q) which generalizes
(5.1.2/2).
Theorem 1. Let mn(D) < 00, p ~ 1, I a positive number and let D satisfy
(1) HA(JJ,)]P/I(t-Pl)dp < 00 •

o
Then
(2)
and the imbedding operator of L~(D) into C(Q) nLoo(Q) is compact.

Proof. By Theorem 5.1.211
(3)
where w is an open set, OJ C Q and C is a constant that is independent of u.

From (1) it follows that Qefawith 1- a= 1/pl. Sincep(l-1)(1- a) < 1 and
pI = p/[1- p(l-1)(1- a)], then according to Corollary 4.9/1
~ C 1 (II \lIU IILp (!.!) + Ilu IILp(w» .

Combining (3) and (4) we arrive at (2).
The compactness of the imbedding L~(Q) C C(Q) nLoo(Q) follows from
(4) and Theorem 5.5.2 in whichp is replaced by pI and the condition (5.1.211)
is replaced by (1).
Theorem 2. If Q is a domain with finite volume contained in fa with
1> a> (n-1)/n and pl(1- a) > 1, then for all ue W~(Q)
II U II L",,(!.!) ~ C II u 11/(r+ I) II Ilrl(r+ I) r = pl(1 - a) -1 .

1
w)(!.!) U Lp(!.!) ,
For the proof it suffices to use Corollary 5.2.1 with p replaced by pI and
then to apply (4).
Example. Let Q be the domain in Examples 3.3.3/1, 5.1.2 and others.
Then condition (1) is equivalent to
J[f( r)](n-I)/(I- pi) dr < 00

o
by virtue of (3.3.3/1). In particular, for f(r) = cr fJ, {J ~ 1, the imbedding
operator of L~(Q) into C(Q) nLoo(Q) is compact provided pI > {J(n-1) + 1.
If the inequality sign is replaced here by equality then the operator fails to be
bounded. In fact, the function u(x) = logllogxnlis not in Loo(Q) and belongs
to L~(Q) for pI = {J(n -1) + 1.
5.6.6. On Imbedding Operators for the Space W1 (Q) n W; (Q), I> 2k

In § 1.6 we showed that for 1~2k the space W~(Q) n W;(Q) satisfies the
Sobolev type theorems for arbitrary bounded domains. Here we consider the
case I> 2 k where, according to 1.6.4, some additional requirements on Q are
necessary.
By Corollary 4.9/1 and Theorem 5.6.512 the inclusion QeJa with
(n-1)/n ~ a< 1 implies the compactness of the imbedding W~(Q) C W:;(Q)
where q-l=p-I_(l-m)(1-a) if 1>p(l-m)(1-a), q is an arbitrary
positive number if 1 = p(l- m)(1 - a) and q = 00 if 1 <p(l- m)(l - a).
Below we show that in the case m ~ 2k the preceding result is also the best
possible for the space W~(Q) n W;(Q). We present an example of a domain
DeJa for which the compactness of the imbedding W~(D) n W!(D)

C W:;(D) implies the inequality q-l ~p-l-(I-m)(1- a).
Let D be the union of the semiball B- = {x = (y,z): z<O, Ixl< 2} and the
sequence of disjoint semi-ellipsoids
et ={x=(y,z): z>O, Ji-21'Z2+Jj2Iy-OiI2<1},
where 0 <)/< 1, J i = 2- i -1, 10- 0;1 = 3· 2- i (see Fig. 24).
Fig. 24
In ei+ we define the function
where 1/ is a smooth function on (0, + 00), 1/(z) = 0 near z = 0 and 1/ = 1 on the

halfaxis (-h + 00). We shall assume that each Wi, i = 1,2, ... , is extended to
D\et·
s<2k,
s~2k .
Let the space W~(!J) n W;(D) be continuously imbedded into W:;(D),

m~2k. Then
or, equivalently,
Jr(m-I)+(llp -l/q )(n-l + 1') ~ cC- 1 •
Consequently, 1/q ~ 1/p-(I-m)(1- a) for a = (n-1)/(n-1 + )/).

Next we show that Defa. We introduce the sets-
e+ = {c;= (I1,OeR n : (>0, (2+ 11 2<1},

y+ = e+ n {c;: « of-Y}.
Since the imbedding operator of Wl(e+) into Lie+) with s = 1/ a is
continuous then for all veWt<e+)
II v IILs(e+) ~ c( II 'V v IIL(e+) + or- 1 II v IIL(y+» •
Let ue W{(D). Applying the latter inequality to the function v(O =

U(Oil1 + 0;, oro
we obtain
where yt = {xeet: z < OJ}. Consequently
Let y;- denote the mirror image of yt with respect to the plane z = o. It is clear
that
0;-1 J luldx~ J l'Vuldx+o;-1 J luldx.
yt yt UYi- Yf
This and (1) imply
IIUIIL(Q)~C(II'VUIIL(Q)+
s B-
dX).
J lui Ix I
Since the second summand on the right does not exceed ell u Ilwl(B-) then
inf II u - c IILs(Q) ~ c II 'V u IIL(Q)
ceRl
and the inclusion DeJa follows from Theorem 3.2.3.

Chapter 6. On Functions in the Space B V(Q)
In the present chapter, written together with Ju. D. Burago, we consider the
space B V(.o) of functions whose generalized derivatives are measures in the
open set.o eRn. We study the connection between the properties of functions
in B V(.o) and the geometric characteristics of the boundary of .0. We find
requirements on .0 in terms of "isoperimetric inequalities" which are neces-
saryand sufficient for any function in B V(.o) to admit an extension to R n in
the class B V(.o) and for the boundedness of the extension operator.
We define the notion of a "trace" on the boundary for a function in
B V(.o) and give conditions for the summability of the trace. We establish
some results on the relation between the "isoperimetric inequalities" and the
integral inequalities (of the imbedding theorem type) for B V(.o).
We also consider conditions for the validity of the Gauss-Green formula
for functions in B V(.o).
§ 6.1. Properties of the Set Perimeter and of Functions

in B V(ll)
6.1.1. Definitions of the Space B V(D) and of the Relative Perimeter

The space of functions u that are locally summable in.o, whose gradients \lou
(in the sense of distribution theory) are charges in .0, is called the space
B V(.o). We denote the variation of the charge over the whole domain .0 by
II u IIBv(o). The perimeter of a set rff relative to .0 is defined by
(1)
where Xd is the characteristic function of the set d. (We put Po(rff) = 00

provided Xrff () oEf;B V(.Q).)
Further we introduce the perimeter of rff relative to the closed set C.o =
Rn\.o. Namely, Pco(rff) = inf Po(rff) whereG is an open set.
0::> co
If PRn (rff) < 00 then obviously
(2) Po(rff) = var \lRnXrff(.o) , Pco(rff) = var \lRnU(C.o) ,
Po(rff)+Pco(rff) =PRn(rff).
§ 6.1. Properties of the Set Perimeter and of Functions in B V(.Q) 297
We also note that

(3)
if 6"1 n Q = 6"2 n Q.
Henceforth, whenever it causes no ambiguity, we write '\hi instead of
\lQu, \lRnU and P(6") instead of PRn(6").
6.1.2. Approximation of Functions in B V(Q)

The definition of the mollification operator Jih (cf. 1.1.5) immediately
implies the following lemma.
Lemma 1. If UEB V(Q) and G is an open subset of Q with [Gh C Q,
where [Gh is the h-neighborhood of G, then
(1) II \l Jihu IIL(Q) ~ var \lu([Gh) .
Lemma 2. Ifu;EB V(Q) and U;-+ U in L(Q, loc) then
(2) II U IIBv(Q) ~ lim

;-+
inf II U; IIBv(Q) .
00
Proof. It suffices to consider the case
lim inf II U; IIBv(Q) < 00 •

;-+ 00
For any vector-function ({J with components in ~(Q) we have
(3)
Q
J({J\lu;dx = - Q
Ju;div({Jdx-+ - Q
Ju div({Jdx.
Therefore
IsU div({Jdx I~ sup I({J llit,n inf II U; IIBv(Q) ,

Q 1-+00
i.e., \lQu is a charge and inequality (2) is valid.

By definition, the sequence {uk}k;;.1 of finite charges converges to a charge
J1.locally weakly in Q if, for any function ({JEC(Q) with compact support,
lim
k-HYO
J({JJ1.k(dx) = QJ((JJ1.(dx)
Q
.
Lemma 3. Ifu;EB V(Q), U;-+ U in L(Q, loc) and s~p II U; IIBv(Q) < 00 then
I
'\l IDe. weak. '\l

vQU; , vQU.
Proof. By Lemma 2 we have uEBV(Q). It remains to refer to (3) and to

use the density of ~(Q) in the space of continuous functions with compact
supports in Q.
298 6. On Functions in the Space B V(D)
Theorem. Let ueBV(D). Then there exists a sequence of functions

{U m}m;<!o1 in C""(D) such that Um-+ U in L(D, loc) and
lim JIV'umldx= lIuIIBV(Q).

m-+"" Q
If, in addition, ueL(D) then u m-+ u in L(D).

Proof. Let {Dj};;:"o be a sequence of open sets with compact closures
iijeDi+1 and such that UDj = D, Do= 0. We choose DjsO that
j
varV'u ( yaD) = o.
This can be done, for instance, in the following way. Let {Df} be an arbitrary
sequence of open sets with compact closures such that U Df = D, iif C D,
j
aDf n aD; = 0 for i *-j, aDf eC"". Let Df denote the t-neighborhood of Df .
For small t the surface aDf is smooth. The set of t for which var V'u(aDf) *- 0
is finite or countable as the collection of jumps of a monotonic function.
Therefore, for any i we can find an arbitrarily small number tj such that
var V'u(aDfi) = O. It remains to put Dj = Dfi.
We fix a positive integer m and choose bounded open sets D j , G j such that
Gj ) V j ) (iij+1\ Dj) and
Let raj} be a partition of unity subordinate to the covering {D;} of D. We

can find small numbers h j > 0 so that OJ C [Djh. and I
(4)
We put Um = 1: ajJihiu. Then um-+ u in L(D,loc). Besides,
(5)
Since supp aj C D j then by Lemma 1 the first summand does not exceed
1: II V' Jlh.u IIL(D') ~ 1: var V'u(Gj) ~ 1: var V'u(Q) + m- 1 .

. I I • •
I I I
In virtue of the equality 1: V' aj = 0 and (4), for the second summand on the
right in (5) we have j
/11 JlhiU V' aj IIL(Q) = 111 (JlhiU - u) V' aj t(Q)

~ 1: IIJlh.U-uIIL(D.)maxIV'ad~
j I I Vi
r
j=1
m- 12- j = m- 1 .
§ 6.1. Properties of the Set Perimeter and of Functions in B V(Q) 299
Consequently,
II VU m IIL(.o) ~ var Vu(Q) + 2m- 1
and
lim sup II VU m IIL(.o) ~ var Vu(Q) .
m-+""
The result follows from the latter inequality together with Lemma 2.
Corollary. If uEBV(Q) then the functions u+, U-, lu Iare also contained
in BV(Q) and
(6) Ilu+ IIBV(.o) + Ilu-IIBv(.o) = Illu IIIBV(.o) = lIu IIBV(.o).
In fact, let {um} be the sequence of functions in C""(Q) introduced in

Theorem. Then u;;; -+ u+, u; -+ u- in L(Q, loc) and
This and Lemma 6.1.211 imply
(8)
Consequently, u +, U - EB V(Q). The reverse inequality of (8) is obvious.

Passing to the limit in (7) we arrive at (6).
6.1.3. Approximation of Sets with Finite Perimeter

By definition, the sequence {@"i} of sets @"i C Q converges to @" C Q if Xc, -+ Xc in
L(Q,loc). I
Lemmas 6.1.212 and 6.1.2/3 imply the next lemma.

Lemma 1. If @"k-+@" then P.o(@") ~ lim inf P.o(@"k) and if sUPP.o(@"k) < 00
k-+ "" k
th en 'C7
v.oXCk
loco weak.
I v.oXC.
'C7
Lemma 2. Let u EL (Q) and let Xc be the characteristic function of the set
@"CQ. Further let Ilxc-uIIL(.o)~e. Then for any tE[y,l-y],y>O, the
inequality
where JI!f = {x: u(x) ~ t}, is valid.

Proof. Obviously,
e~llxc-uIIL(C\fit)+llu-xcIIL(fit\C)~ J (l-u(x»dx+ J u(x)dx.

c \ fit fit\C
Since u(x) < t for XE@" \JI!f and u(x) ~t for XEJI!f\@" then
300 6. On Functions in the Space B V(Q)
Theorem. For any measurable set tff C Q having finite measure mn there
exists a sequence of sets Iff; C Qfor which fjtff;\fjQ is a C'~'-smooth submanifold
of R n (however, not compact in general). Moreover, Xc..--+ I
Xc in L(Q) and
Pg( tff;) --+ Pg ( tff).
Proof If P(tff) = 00 then the result follows. Let P(tff) < 00. Let U m denote
the sequence constructed in Theorem 6.1.2 for u = Xc. Since 0 ~ Xc ~ 1, the
definition of U m implies 0 ~ U m ~ 1. Therefore, according to Theorem 1.2.4 we
have
1
(1) II 'Vu m IIL(g) = Ss(tff/m»dt,
o
where tff/ m) = {x: um(x) = t}. The sets tff/ m) are Coo-manifolds for almost all
te(O, 1) (see Corollary 1.2.2). In what follows we consider only such levels t.
Let e > O. We choose m = m(e) so large that
Then by Lemma 1
(2)
where JV;(m) = {x: um(t) ~ t} and te[e l12 , 1- e l12 ]. Furthermore, for any m
there exists a t = t m e(e l12 , 1- e l12 ) such that
1
(3) (1-2e l12 )s(tff/m» ~ Ss(tff/m»dt.
m 0
Inequalities (2), (3) together with the equality

1
Pg(tff) = lim Ss(tff/m»dt,
m-+ 00 0
which follows from (1) and Theorem 6.1.2, imply X.A';(m)--+

1m
Xc in L(Q) and
limsups(tff/m» ~ Pg(tff) .
£-+0 m
Remark. If tff is a set with compact closure Ie Q then the smooth mani-
folds constructed in the preceding theorem are compact.
6.1.4. Compactness of the Family of Sets with Uniformly Bounded Relative

Perimeters
Theorem. The collection of sets tffa C Q lNth uniformly bounded relative
perimeters Pg ( tffa) is compact.
Proof By virtue of Theorem 6.1.2, for any tffa there exists a sequence u am
that converges to Xca inL(Q,loc) and is such that
§ 6.1. Properties of the Set Perimeter and of Functions inB V(Q) 301
Lemma 1.4.6 implies that the family {u am} is compact in L(w) where w is an
arbitrary open set with compact closure OJ C D and with smooth boundary.
Therefore the family {Xc}
a
is compact in L(w).
6.1.5. Isoperimetric Inequality

Theorem. If!C is a measurable subset of R n and mn(D) < 00 then
(1)
Proof. It suffices to consider the case P(!c) < 00. By Theorem 6.1.3 there
exists a sequence of open sets !Ci with COO-smooth boundaries 8!Ci such that
mn(!Ci)-+mn(!C) and s(8!Ci )-+P(!C) where s is the (n-1)-dimensional area.
Inequality (1) is valid for the sets !Ci (cf. Ljusternik [140] and others). Passing
to the limit we arrive at (1).
6.1.6. An Integral Formula for the Norm in BV(U)

Lemma. Ifub U2 are nonnegative functions in L(D) then
00
S IU1 - u21dx = Sm n«2(1 \2(2) u (2(2\ 2(1» dt ,

a 0
where 2(i = {x: xeD, Ui(X) > t} .

Proof. It is clear that
JIU 1- u21dx = AJ(U1- u2)dx + au

a
J (U2- u1)dx = f1 + f 2 ,
where A = {xeD: U1 > U2}' By Theorem 1.2.3
00 00
.Ji = Sm n(2(1 nA)dt - Sm n(2(2 nA)dt.

o 0
We note that U1 (x) > U2(X) if xe2(1 \2(2. Therefore (2(1 \2(2) nA = 2(1 \2(2
and, similarly, (2(2\2(1) n (D\A) = 2(2\2(1. Hence
.Ji = Jm n(2(1 \ 2(2) dt .

o
In the same way we obtain
00
f2 = Sm n(2(2\2(1)dt .
o
This completes the proof.
Theorem. For any junction u that is locally integrable in D we have

+00
(1) II u IIBv(o) = 1 Po (!£;) dt ,

-00
where 2t = {x: u(x) > t}.

Proof By virtue of Corollary 6.1.2 we may assume u ~ o. According to
Theorem 1.2.3 for any smooth vector-function ({J with compact support in D,
Judiv({Jdx= fdt (JX.£diV({JdX).

o 0 0 t
Therefore
where *1 is the lower Lebesgue integral. Hence

00
(2) II u IIBv(o) ~ *1 Po(2t)dt .

o
If IluIIBv(o) = 00 then (1) follows. Let ueBV(D). Consider the sequence
{um} constructed in the proof of Theorem 6.1.2. Note that u m~ O. Let {Wi}
be a sequence of open sets Wi with compact closures Wi C D and such that
UWi = D. Since um -+ u in L(D,loc) then by Lemma we obtain
i
00
Jlu m - u Idx = Jm n «(2tm\2t) u (2t\2tm» n wi)dt-+O,

Wi 0
where 2tm = {xeD: um(x) > t}. Therefore for almost all t and for all i
m n «(2tm\2t) u (2t\2tm» n Wi) ---+

m-+oo
0.
The latter means that 2tm-+ 2t for almost all t. Hence by Lemma 6.1.3/1 we
have 00 00 00
* Jpo (2t)dt ~ *piminf Po (2tm)dt ~ liminf* I Po (2tm)dt ,

o 0 m-+oo m-+oo 0
where * I is the upper Lebesgue integral. According to formula (1.2.4/1) the

last integral is equal to II \1u m IIL(o) and so
00
* JPo (2t)dt ~ liminf II \1um IIL(o) = II u IIBv(Q) ,

o m-+oo
6.1.7. On the Imbedding BV(.m C Lq(!l)

The contents of the present subsection are closely connected with Chapter 3.
First we note that by Theorem 6.1.2 the inequality
§ 6.2. The Gauss-Green Formula for Lipschitz Functions 303
implies
Therefore, for the domain Q with finite volume, by Theorem 3.2.3 the last
inequality (for q ~ 1) is valid for uEBV(Q) if and only if QEfa, a = q-l.
In the same way we can establish theorems similar to Theorems 3.5.211
and 4.3.3/1 for the space BV(Q).
By virtue of Theorem 6.1.3 the definitions of the classes fa and fa
can be
formulated in terms of the ratio
where Iff is a measurable subset of Q. The function AM introduced in 3.2.4 can

be defined as the infimum of the numbers PQ(Iff) taken over the collection of
measurable sets Iff c Q with f.1. :;;;; mn (Iff) :;;;; M.
Further we note that according to Lemma 3.2.1/1 for the unit ball Q and
for any Iff C Q the inequality
is valid with the best possible constant.
§ 6.2. The Gauss-Green Formula for Lipschitz Functions
6.2.1. The Normal in the Sense of Federer and the Reduced Boundary
For fixed x, vERn, V =1= 0 we put
A+ = {y: (y-x)v>O} , A- = {y: (y-x)v<O} ,

AO={y: (y-x)v=O}.
Definition 1. The unit vector V is called the (outward) normal in the sense
of Federer to the set Iff at the point x if
(1) lim f}-nmn(lffnBe(x) nA +) = 0,

e... O
limf}-nmn(ClffnBe(x) nA -) = O.
e"' O
Definition 2. The set of those points XEO Iff for which normals to Iff exist is
called the reduced boundary o*1ff of Iff.
6.2.2. The Gauss-Green Formula

The remainder of section 6.2 contains the proof of the following assertion.
Theorem 1. If P(t9') < 00 then the set 8*t9' is measurable with respect to s
and var 'lXI. Moreover, var 'lXI(8t9'\8*t9') = 0 and for any 'iB C 8*t9'
(1) 'lXI('iB)=-Jv(x)s(dx), var'lXI('iB)=s('iB).

\8
This immediately implies the next theorem.
Theorem 2 (The Gauss-Green formula). If P(t9') < 00 and u is a Lipschitz
function in R n with compact support then
(2) II 'lu(x)dx = aOI

I u(x) v(x)s(dx) .
It suffices to prove (2) for smooth functions. By the definition of "V XI we
have
which together with (1) implies the result.

Remark. In particular, from Theorem 1 it follows that P(t9') ~ s(8t9'). The
case P(t9') < s(8t9') is not excluded. Moreover, the perimeter can be finite
whereas s(8t9') = 00. As an example it suffices to consider the plane disk Bl
from which a sequence of segments of infinite total length has been removed.
In this case B*t9'= BBl'
6.2.3. Several Auxiliary Assertions

Lemma 1. Let the vector-charge p concentrated on t9' C R n satisfy the condi-
tion Ip(t9') I = varp(t9'). Then p = arp where a is a constant vector and rp is a
scalar nonnegative measure.
Proof. Since the charge p is absolutely continuous with respect to v = var p
then the derivative dp/ dv = f = (f1o ... .In) exists v-almost everywhere. The
equality Ip(t9') I = var p(t9') implies that lfl < 1 is impossible on a set of positive
measure v. In fact, then we have Ip(E) I< var p(E) for some E with v(E) > O.
Since Ip(tS' \E) I~ var p(tS' \E) then
Ip(tS') I ~ Ip(E) I + Ip(tS'\E) I < var p (E) + varp(tS'\E) = varp(tS')
and we arrive at a contradiction. Since lfl ~ 1 v-almost everywhere then lfl = 1

v-almost everywhere and since Idp;ldv I~ 1 then
dp·
Pi(t9') = 1-' dv
dv
by the absolute continuity of fl.; with respect to v. Therefore,
The condition v( Iff) = Ifl. (Iff) Imeans that the Minkowski inequality
1/2 ( )112
[ ~ <Jf;dv)2] ~ J ~fT dv
holds with the equality sign. Then the functions x -+ f;(x) do not change sign
and are proportional with coefficients independent of x for v-almost all x.
Lemma 2. If P( Iff) < 00 and the equality \j XIff = a ({J is valid in the ball Be'
where a is a constant vector and ({J is a scalar measure, then, up to a set of the
measure mn zero, we have
where y is a point in Be'

Proof We may assume that a = (1,0, ... ,0). Mollifying Xiff with radius e
we obtain
8
--JieXIff =0 (i = 2, ... , m)
8x;
in the ball Be-e. Hence the function JieXIff does not depend on X2,"" Xn and
does not decrease in XI in Be-e. Therefore the same is true for the limit
function XIff •
Lemma 3. If P( Iff) < 00 then for almost all {! > 0
Proof For all (! > 0 except at most a countable set we have

var \j XIff(8B e) = O. Suppose (! is not contained in that exceptional set. Let
"it) denote a piecewise linear continuous function on (0,00) that is equal to 1
for t ~ {! and vanishes for t> (!+ e, e > O.
Since
then
(1)
By virtue of var \j XIff ( 8Be) = 0 the latter integral converges to zero as

e -+ + O. The left-hand side in (1) has limit equal to
g-l J xs(dx)
aBI!
for almost all g. The result follows.

Lemma 4. If P(fff) < 00 then P(fffnBr(x)) < 00 for any xER n and for
almost all r > O. Moreover,
Proof. We assume that x is located at the origin. By Theorem 6.1.3 there

exists a sequence of polyhedra II; such that II;-+ fff and P(II;) -+P(fff). Using
the Fubini theorem we obtain s(II; n 8B r ) -+ s( fff n 8B r) for almost all r > O.
Then
lim supP(IIj n Br) ~ lim P(IIj) + lim s(IIj n 8B r) = P( fff) + s( fff n 8B r)
;-+00 ;-+00 i-+cr:J
and thus P(fff n Br) < 00. According to Lemma 6.1.3/1 there exists a sequence
of polyhedra {II;} such that
(2)
Let the number r satisfy the equality
limsupvar V Xn(8Br) = 0
;-+ CKJ I
(which can fail only for a countable set of values r). Then (2) implies
(3)
By the convergence s(II; n 8B r) -+ s( fff n 8B r ) we find that the set functions fl.;
defined by
fl.;(m) = aBJ Xmnn yds , I
r
where v is the outward normal to Bn weakly converge to fl., where
Obviously, VXnnB I r
= VBr Xn+fl.j.
I
Passing here to the limit and taking into
account (2), (3) and the weak convergence of fl.; to fl. we arrive at
V XCnB r = VBr Xc + fl.. Since the set function VBr Xc is supported on Br and
sUppfl. C 8Bn the result follows from the latter identity.
6.2.4. The Study of the Set N

Let N denote the set of points xE8fff that satisfy the following conditions:
a) var V Xc (Be(x)) > 0 for allg > 0, b) the limit
~=lim V X<&' (Bi!(x»

i!-+o var V Xi&' (Bix»
exists and I~ I = 1.
We at once note that the vector ~(x) exists and that I~(x) 1=1 almost
everywhere with respect to the measure var V X<&'. Moreover,
(1) VX<&,(5B)= J
'i1jnN
~(x)varVx<&,(dx).
Lemma. If P(I%') < 00 and XEN then
(2) liminfe-nmn(l%'nBix» >0,

i!-+O
(3) liminfe-nmn(Cl%'nBix» >0,
i!-+O
(4) limsupe1-nPB (x)(I%') < 00 •
i!-+O (!
Proof. By the definition of ~
for sufficiently small e. By Lemma 6.2.3/3 the right-hand side of this

inequality does not exceed 2s(1%' n 8Bi!(x». According to Lemma 6.2.3/1 we
have
Hence
(5)
The latter estimate together with the isoperimetric inequality (6.1.5/1) shows
that
(6)
for sufficiently small e. The property a) of the set N and Lemma 6.2.3/4
imply P(I%' n Bix» > 0; therefore,
Since the function e-+mn(l%'nBi!(x» is absolutely continuous then from

(6) it follows that Cl en ~ mn(1%' n Bi!(x» for almost all e.
It is clear that the latter inequality is actually true for all e. Thus (2)
follows. Replacing I%' by C I%' in the above arguments we..arrive at (3).
From (5) we have
for almost all e which together with Lemma 6.2.3/1 yields

PB (x) ( @") ~ c en - 1
for all e. (!
Theorem. If P(@") < 00 and xeN then the normal v at x exists and v = t!.
Moreover, for any e > 0
(7)
where A 0 = {y: (y - x) v = O} and [ ] e is the e-neighborhood.

Proof It suffices to check that any sequence e > 0 contains a subsequence
such that equalities (6.2.1/1) and (7) are valid. Let o@" denote the set obtained
from @" by the similarity transformation with center x and coefficient o. We
may assume that x is located at the origin. Clearly, PB (@") = en -1 PBI (e - 1 @").
By Lemma the relative perimeters PBI (e -1 @") are uniformly bounded. Con-
sequently, by Theorem 6.1.4 there exists a sequence e; > 0 such that the
sequence of sets B1 n e;-1 @" converges to some set D.
Moreover, Lemma 6.1.3/1 yields
Thus, for all re(O, 1) except at most a countable set we have
(8)
By definition of the set N we obtain
lim I V'Xl}rlc(Br) I = lim I V'Xc(Bl}jr) I = 1.

;-+ 00 var V' Xl}r I c (Br) ;-+ 00 var V' Xc (BI};r)
Comparing the latter equalities with (8) and taking into account the semicon-
tinuity of the variation under the weak convergence we obtain
(9) IV'XD(B r ) I= i-+

lim IV'XI};-lc(B r ) I = lim var V'XI};-lc(B r ) ~ var V'XD(B r ).
C¥J I i --+ C1J I
Hence by virtue of Lemmas 6.2.3/1, 6.2.3/2 we conclude that the set D n Br

coincides with {yeB r : yv < b} up to a set of measure mn zero.
We show that b = O. In fact, if b < 0 then
0= mn(D n Blbl) = ~im m n(e;-1@" n Blbl) = lim e;-1 m n(@" n Blbl) ,

1-+00 1--+00
which contradicts (2). Similarly, b > 0 contradicts (3). From the convergence
it follows that equalities of the form (6.2.111) are valid for the sequence {()ir},
where {()i} is a subsequence of any given sequence () -+ 0, and r is arbitrarily
close to unity. Hence (6.2.1/1) is true.
It remains to prove (7). We choose a subsequence ()i such that
where Jl satisfies the inequality
for any IB C B 1 • On the other hand, (9) implies the existence of numbers r < 1
arbitrarily close to unity such that
Therefore Jl = var 'V Xn. Now for almost all e > 0 and rE(O, 1) we have
lim «()ir)l- nvar 'V Xc (B{!.r (') [A o]{!.e)
;--+00 I I
= lim var 'V X{!c-I c (B r (') [A ole)
;--+00 I
and (7) follows.
6.2.5. The Relations Between var 'V Xc and s on e6"

Theorem 6.2.4 implies 8*6" ) N. Moreover, since var 'V Xc(Rn\N) = 0, then
var 'V X ~ (R n \ 8* 6") = 0 and thus the sets N, 8* 6" are measurable relative to
var 'VXc.
Next we need the following well-known assertion.
Lemma 1. Let Jl be a measure in R n and, for all points x in the Jl-measur-
able set IB, suppose the following inequality is valid:
lim sup ()l-n Jl(Bix» ~ P> 0 ,

(!-+o
where P does not depend on x. Then ps(IB) ~ c(n)Jl(IB).

Proof. For any e > 0 there exists an open set G such that Jl(G\IB)
+ Jl(IB \ G) < e. By the definition of Hausdorff measure, given e > 0 there
exists a <5 > 0 such that
(1)
for any covering of G by balls B{!i' ()i < <5. For any xEIB (') G consider the
family of balls B{!(x) C G, 3 () < <5, such that
(2)
According to Theorem 1.2.1/1 there exists a sequence of mutually disjoint

balls B{}i(Xi) satisfying the condition l)B 3{}i(Xi) ) 5B n O. Then
I
By virtue of (1) and (2) we have
s(O) ~ cl(n) L (3l?i)n-l + e ~ c2(n) L l?7- 1 + e

~ c2(n)p-l L /1 (B{}i(Xi» + e ~ c3(n)p- 1 {f1(5B) + e)+ e.
The definition 6.2.1/1 and the Fubini theorem imply the following lemma.
Lemma 2. If P(~) < 00 and xE8*~ then
liminf l?l-ns(~ n 8B{}(x) n A +) = 0 ,

(}--+O
where the lower limit is taken over any subset of measure 1 in the interval
0<l?<1.
Lemma 3. If P(~) < 00 and xE8*~ then
limsuPl?l-nvar 'VXc(B{}(x» ~ V n-l .

{}--+O
Proof. Let Q be a subset of the interval 0 < l? < 1 on which the identity in
Lemma 6.2.3/3 is valid. By Lemmas 6.2.3/3 and 2 we have
~limsupl?-n I J xdsl
Q3{}--+O C,,(}Be(x)
= liml?-n I
{}--+O
J
A - ,,(}Be(x)
xds 1= V n-l .
The result follows.
Taking into account the equality var 'V Xc (8* ~ \N) = 0, from Lemmas 1
and 3 we obtain the next assertion.
Lemma 4. If P(~) < 00 then s(8*~\N) = O.
Now to prove Theorem 6.2.2/1 it suffices to verify that the vector-
measures v ds and var 'V Xc (dx) coincide on N.
Lemma 5. Let P(~) < 00 and let the set 5B nN be measurable relative to
var 'V Xc. Then s(5B) ~ var 'V Xc (5B).
Proof The function
x-+f{}(x) = V;~ll?l-nvar 'V Xc (B{}(x»

is lower semicontinuous. This is a consequence of the relation
Thereforefg(x) is measurable. Let (!i~O. By Theorem 6.2.4 the sequencef,,;

converges tof(x) == 1 on N. By the Egorov theorem, for any 8 > 0 there exists
a set NB C N such that var \/ Xc (NB) < 8 and the sequence f,,; converges
uniformly on N\NB • Therefore there exists a ~ > 0 such that
(3) var \/ Xc (Br(x» ~ (1 + 8) vn-I ,."-1
for all xeN\NBand re(O, ~).

By definition of the measure s there exists a finite covering of N\NB by
balls Br.(Xi),
I
ri < ~, such that
This and (3) imply
var \/ Xc(5S) ~ 8+var \/Xc(5S n (N\NB»

~ 8+ Li var \/ Xc (Br.(x» I
~ 8+ (1 + 8) Vn-I l: ri- I
I
~ 8+(1 +8)2S(5S n(N\NB» ~ 8+(1 +8)2s (5S).
The result follows since 8 is arbitrary.

The next assertion is a modification of the classical Vitali-Caratheodory
covering theorem.
Lemma 6. Let fJ be afinite measure in R n concentrated on a set Iff. Further,
let m be a family of closed balls having the following property: for each point
xe Iff there exists a ~(x) > 0 such that Br(x) em for all r < ~(x) and
(4)
for some k > 0, where Br(x) is any ball in m and a, p are positive constants
that are independent of rand x. Then there exists at most a countable family
of mutually disjoint balls ~ (i) em such that fl( Iff \ U ~ (i» = O.
i
Proof. We fix a number a > 1 and construct a sequence of balls ~ (i) e min
the following way.
Suppose that ~ (1), ••• , ~ U-I) have already been specified. Then we
choose ~ U) to satisfy
~ U) n ~ (i) =0 for i <j ,
If the process breaks at some j then rff C UfJJ

i= 1
(i) and the lemma is proved.
Suppose the sequence {fJJ (i)} is infinite. Let rt' (i) denote the closed ball con-
centric to fJJ (i) with radius Ri = Qri where ri is the radius of fJJ (i) and the
constant QE(l, 00) will be specified later. Note that from the very beginning
we could have constructed the sequence {fJJ (i)} so that rt' (i) is contained in ill?
simultaneously with fJJ (i).
We show that
(5)
j-l .
for some Q and for all j. In fact, let XE rff \ U fJJ (I). Then there exists a ball
i= 1
fJJEill? centered at x such that fJJ n fJJ (i) = 0 for i <j. Note that we have
fJJ n fJJ (P) =1= 0 for some p ~j. Indeed, if fJJ n fJJ (P) = 0 for allp then the con-
structed sequence {fJJ (i)} satisfies fl.(fJJ) ::;; afl.(fJJ (P»). Since the balls fJJ (P) are
mutually disjoint, the latter inequality contradicts the finiteness of the
measure fl..
Let the number p be such that fJJ n fJJ (i) = 0 for i < p and fJJ n fJJ (P) =1= 0.
Inequalities fl.(fJJ) ::;; afl.(fJJ (P») and (4) imply the estimates
ark::;; fl.(fJJ) ::;; afl.(fJJ (P») ::;; apr! '
where r is the radius of fJJ. Since the balls fJJ and fJJ (P) are disjoint, the distance
between their centers satisfies
d::;; r+ rp::;; rp(l + (a PI a)l/k) .
Let the constant Q be equal to 1 + (a PI a) 11k. Then d::;; Rp and hence XE rt' (P).
The inclusion (5) follows.
It remains to note that
fl. (rff <9: fJJ (i») ::;; i~/( rt' (i») ::;; p i~jRf ::;; PQki~/f::;; p;k i~/ (fJJ (i») .
Since the series ~ fl.(fJJ (i») converges then
i= 1
Lemma 7. If P( rff) < 00 and 58 is a subset of N that is measurable with

respect to var 'V Xrff, then 58 is s-measurable and
(6) s(58)::;; var 'VXrff(58) .

Proof. By Theorem 6.2.4, for any e e(O, 1) the measure J1 = var \l XIff
satisfies the conditions of Lemma 6 with a= vn -l(1-e), fJ= V n -l(1+e),
k=n-1.
By the definition of Hausdorff measure, given any e there exists a J >
such that
°
for any finite covering of 5B by balls Br.(Xi) with ri < J.
Let {.?d (i)} be the sequence of closed balls in Lemma 6. We assume their
radii to be less than J. We choose a finite subsequence {.?d (i)}r=l such that
As was shown in the proof of Lemma 1, there exists a finite collection of
disjoint open balls rt' U) with radii {}j < J such that J1 ( Yrt' U») < e and the
concentric balls 3 rt' U) with radii 3 (}j form a covering of 5B \ U .?d (i). Thus
i";;q
U3 rt'U) u ( U .?d (i») ) 5B .

] l";;q
Now we have
where ri is the radius of .?d (i). Hence
s(5B) ::;;; (1 + e) [c 1: J1 (.?d U» + .1: J1 (rt' (i»J + e: ; ; (1 + e)(Ce + J1(5B» + e

] l";;q
and (6.2.5/6) follows because e is arbitrary.

Since inequality (6.2.5/6) is valid for all J1-measurable sets, this implies
that 5B is s-measurable.
Combining Lemmas 4,5, 7, we arrive at Theorem 6.2.211.
§ 6.3. On the Extension of Functions in BV(Q)

onto the Whole Space
With any set Iff C Q we associate the value
It is clear that To(l) = To(Q\I).

Theorem. a) If for any function u eB V(Q) there exists an extension
ueBV(Rn) such that
(1)
where C is a constant that is independent of u, then
(2)
for any set CeQ.

b) Conversely, if for any Ie Q inequality (2) is valid with a constant C
that is independent of C, then for any u eB V(Q) there exists an extension
ueB V(R n) for which (1) is true.
6.3.1. Proof of the Necessity of Condition (6.3/2)

Inequality (6.3/2) is trivial provided Po(C) = 00. Let Po(l) < 00. By hypo-
thesis there exists an extension X~ of the characteristic function X~ such that
This and formula (6.1.6/1) imply

~ 1
CPu(C) ~ S PRn({X: X~> t})dt ~ SPRn({X: X~> t})dt.
-~ 0
Since {x: X.r(x) > t} n Q =I for te(O,l) then, taking (6.1.1/2) and (6.1.1/3)
into account, we obtain
hence (6.3/2) follows.
6.3.2. Three Lemmas onPca(l)

To prove the sufficiency of (6.3/2) we need the following three auxiliary asser-
tions.
Lemma 1. If'i8 c Q, Ta('i8) < 00, Pa ('i8) < 00 then there exists a set CeRn
such that C n Q = 'i8 and
(1)
Proof. Let {C;} be a sequence of subsets of R n such that Ii n Q = 'i8

and
(2) limPcQ (6";) = LQ(~) .

i-+ 00
By virtue of (2) supPCQ (6";) < 00 and, since PQ(6";) = PQ(~) < 00 then
;
SUpPRn(6";) < 00. Hence from Theorem 6.1.4 it follows that there exists a sub-
;
sequence (for which we retain the notation {6";}) that converges to some set 6".
By Lemma 6.1.3/1 we have P(6") ~liminfP(6";). Taking into account that
i -+ 00
6"n Q= ~ as well as equalities (6.1.1/2) and (6.1.1/3), we obtain
(3) PCQ (6") ~ limPcQ (6";)

;-+ 00
= LQ(~) .
By comparing (6.3.213) with the definition of LQ(~) we arrive at (6.3.211).
Lemma 2. Let 6"1> 6"2 be measurable subsets of Rn. Then
(4)
Proof. Let G be an open set, G) CQ. Then by (6.1.6/1)
00
= J Po({x: XtBi + Xrff2> t})dt

- 00
1 2
= Jpo({Xrfft + Xrff2 > t})dt + JPo({Xrfft + Xrff2> t})dt
o 1
Consider the sequence of open sets G; such that G;+ 1 C G; and n; G; = C Q.

Since PCQ (6"k) = lim Po (6"k), k = 1,2, then applying (5) we obtain (4).
;-+00 I
Lemma 3. Let PCQ ( 6"k) < 00, k = 1,2. We put ~k = 6"k n Q. Then
provided ~1 C ~2 and
(6)
Proof. Since 6"1 n 6"2 n Q = ~1 and (6"1 u 6"2) n Q = ~2 then by the defini-
tion of LQ we have
Using (6) we can rewrite (4) as
which together with (7) proves the lemma.
6.3.3. Proof of the Sufficiency of Condition (6.3/2)

1° . Plan of the proof. Starting from Jt!( = {x: U (x) ~ t} we construct the family
of sets 58 t satisfying the conditions 58t n Q = Jt!(, PC .Q(58 t) = T.Q(Jt!(), 58 t C 58,
for t> T.
We first construct 58 t for a countable set {t i } which is everywhere dense on
( - 00,00) (item 2°) and then for all other t (item 3°). Finally, in item 4° we
introduce the function u(x) = sup{t: xE58 t } and prove that u(x) satisfies the
conditions of Theorem 6.3.
2°. Since uEB V(Q) then for almost all t we have P.Q(Jt!() < 00 by virtue of
formula (6.1.6/1). Therefore, we can choose a countable set {ti}, ti =t= tj for
i =t=j, which is everywhere dense on (- 00, 00) and satisfies P.Q(Jt!() < 00. From
(6.3/2) it follows that T.Q(Jt!(.)I < 00. I
We construct a sequence of sets 58 ti , i = 1,2, ... , such that
1) 58 ti n Q = Jt!(i'
2) PC .Q(58t) = T.Q(Jt!() ,
3) 58 ti C 58 tj , ti> tj •
According to Lemma 6.3.211 there exists a set 58 tt satisfying the conditions

1) - 2). Suppose the sets 58 tt , ... , 58 tn have already been constructed so that the
conditions 1) - 3) are fulfilled for i,j = 1, ... , n -1. By Lemma 6.3.211 there
exists a set 58 (n) satisfying 1) and 2). Let t * be the largest of those numbers t i,
i = 1, ... , n - 1, for which ti < tn' and let t* be the smallest of those numbers
ti, i = 1, ... , n -1, for which tn < ti. We put
58 t
n
= (58 (n) n 58 t *) u 58 t * .
It is clear that 58 t * ) 58 tn ) 58 t *. So 58 tn C 58 tI for t n > ti and 58 tn ) 58 tI. for tn < ti,
i = 1, ... , n - 1. Since
58{n) n Q = .AI,
tn '
then 58 t n Q = Jt!( . Applying Lemma 6.3.213 to the sets 58(n), 58 t and then to
n () n *
the sets 58 n n 58 t , 58 t * we obtain
•
Thus the collection of sets 58 tt , ••• , 58 tn satisfies the conditions 1) - 3) for

i,j = 1, ... , n.
§ 6.3. On the Extension of Functions in BV(Q) onto the Whole Space 317
3°. Let t~{t;}. From the set {til we select two monotone sequences {ail, {Pi}
such that ai < t < Pi and lim ai = lim Pi = t.
;-+00 ;-+00
According to Lemma 6.3.2/1 there exists a set ~~O) such that ~~O) n Q = .A(
andPc.o(~~O» = T.o(.A(). Consider the sequence of sets ~~k) = ~~O) n ~ak'
k = 1,2, .... It is clear that ~~k) n Q = .A(, ~~k+ 1) C ~~k). By virtue of Lemma
6.3.2/3 have pc.o(~~k» = T.o(.A(). We introduce the notation ~t =
Since ~~k) ~ ~t as k ~ 00 then k= 1
~~k). n
On the other hand, ~t n Q = .A(. Therefore T.o(.A() ~ Pc.o(~t). Thus Pc.o(~t)

= T.o(.A().
Next consider the sequence of sets ~~k) = ~t U ~Pk' k = 1,2, .... In the
same way as when we considered the sets ~~k) we conclude that the set
~t = (j ~~k) is measurable and satisfies the conditions
k=1
3) ~p.I C ~t C ~a.'
I
i= 1,2, ....
Now let t, T be arbitrary numbers, t < T. Then 3) implies that ~t ) ~T.
4°. Consider the function u defined by u(x) = sup{t: XE~t}. We put
~t= {x: u(x) ~ t}, ~t= {x: u(x) > t}.

Obviously, ~t ) ~t ) ~t. The sets ~t\~t are mutually disjoint for different t
and hence mn(~t\~t) = 0 for almost all t.
Thus the sets ~t> (£t are measurable for almost all t. Moreover
We prove that u is locally summable. It is well known that the inequality

(1)
is valid for the subset t of the ball BR such that mn(t) < mn(BR-e). (In
particular, this follows from Lemma 3.2.1/1.) Let the closed ball Bo be con-
tained in Q and let BR ) Bo. Then (1) implies
mn(t) ~ C(R, c5)[PBR (t) + mn(tnBo)]

~ C(R, c5)[PRn(t) + mn(t n Bo)]
for any set t C B R. Putting t= ~t nBR for t ~ 0 and t= BR\~t for t < 0 in the
latter inequality and using Pc.o(~t) = T.o(.A() and estimate (6.3/2) we obtain
318 6. On Functions in the Space B V(.Q)
m nOl3 t n B R) ~ C(R, J) [CPQ(.h;) + mn(.h; n B J )] , t ~ 0,
mn(BR\~t) ~ C(R, J) [CPQ(A() + mn«Q\A() n B J )] , t < O.
Taking into account that mn(~t) = mn(~t) for aJmost all t, from the latter two
inequalities we obtain
00 0
Jmn(~tnBR)dt+
o -
J mn(BR\~t)dt
00
which is equivalent to
J Iu Idx ~ C(R, J)
BR
[c lIu IIBV(Q) + J Iu IdX] ,
Bo
whence the local summability of u follows. Applying (6.1.6/1), (6.3/2) and

recalling that PRn«(£t) = PRn(~t) for almost all t, we obtain
00 00
lIu IIBV(Rn) = J PRn«(£t)dt = J [PQ(~t) + PCQ(~t)] dt

- 00 - 00
J [PQ(A() + TQ(A()] dt ~ C J PQ(A()dt = Cllu IIBV(Q) '

~ ~
=
- 00 - 00
i.e. uEB V(R n ) and (6.3/1) is valid.
6.3.4. An Equivalent Statement of Theorem 6.3

Theorem 6.3 can be rephrased in terms of the extension operator AQ: u -+ u
which associates with each uEBV(Q) its extension uEBV(R n).
First we put
IIAQII = sup {"U IIBV(Rn) : UEBV(Q)}

II U IIBV(Q)
and denote by IQlthe infimum of those numbers k for which TQ(6") ~ kPQ(6")
for all 6" C Q.
Theorem. The operator A Q exists and is bounded if and only if IQ I< 00.
Moreover, IIAQII ~ 1 + IQlfor any extension operator A Q and there exists
an operator A Q with IIAQ II = 1 + IQ I.
6.3.5. One More Extension Theorem

Condition (6.3/2) in Theorem 6.3 is of a global nature. For example, noncon-
nected sets Q do not satisfy it.
This impediment may be removed if we make the requirements on the
extension operator less restrictive. Specifically, the following theorem is valid.
Theorem. Let Q be a bounded open set. In order for any function
uEBV(Q) to have an extension uEBV(R n) with
(1) II U IIBV(Rn) ~ K( II u IIBv(o) + II u IIL(o» ,

where K is independent of u, it is necessary and sufficient that there exists a
0>0 such that <0(6") ~ CPO(6") for any 6"( Q with diameter less than 0, the
constant C being independent of 6".
Proof Necessity. Let 6" ( Q and let Xc be the characteristic function of 6"
while Xc is an extension of Xc satisfying (1). We have
1
K(Po(6") + mn(6"» ~ II xcIIBV(Rn) ~ JP({x: Xc> t})dt .
o
Since {x: Xc> t} n Q = 6" for tE(O, 1), then
K(Po(6")+mn(6"»~ inf P(~).

5BnO= C
By the inclusion 6" ( ~ the latter estimate and the isoperimetric inequality
(6.1.5/1) imply
(2)
We put 0 = n/(2K). Then from (2) under the condition diam 6"< 0 it follows
that m n(6") ~ Po(6"). Therefore
2KPo (6") ~ inf P(~) ~ <0(6") .

5BnO= C
Sufficiency. Consider the partition of unity ai(x), i = 1, ... , v, such that

v _
USUPpai)Q, diamsuppai<o and Igrada;l~d=const. Let uEBV(Q).
i=1
We put (fJi = u ai and JIt( = {x: I(fJi I~ t}. Since for all t =1= 0 we have diam JIt( < 0
then <o(JIt() ~ CPo(JIt(). Therefore, following the same argument as in the
proof of sufficiency in Theorem 6.3 we obtain the function fiJiEBV(Rn) such
that fiJi = (fJi in Q and
We put a = L fiJi' It is clear that a = u in Q and

II a IIBV(Rn) :::;; v(C+ 1) ( II u IIBv(Q) + d II u IIL(Q» .
§ 6.4. Certain Exact Constants for Convex Domains
According to Theorem 6.3 the norm of the extension operator B V(Q)

-+ B V(R n ) is expressed by the exact constant in the isoperimetric inequality
(6.3/2). These constants can be found in some particular cases. For plane
convex domains this constant has a simple geometrical interpretation (cf.
Corollary 6.4.4/2). The constant is also easily calculated if Q is an n-dimen-
sional ball.
6.4.1. Lemmas on Approximation by Polyhedra

Lemma 1. Let Q be a bounded convex domain in R n and let t C Q,
PRn(t) < 00. Then there exists a sequence of polyhedra lIt such that IIt-+ t
and
(1) lim PQ(IIk ) = PQ(t) , lim PcQ(IIk ) = PCQ(t) .
k-+oo k-+oo
Proof. Let Q e be the domain obtained from Q by the similarity trans-

formation with coefficient 1 + e and with center at a fixed point of Q. We
denote the image of rS' under the same transformation by rS'e. It is clear that
Hence we can easily obtain that
(2)
The latter inequality is a corollary of Lemma 6.1.3/1. Since
the first equality (2) implies the second. For almost all e we have
(3) var \7 x.d8Q)

£
=0 .
§ 6.4. Certain Exact Constants for Convex Domains 321
Let e be subject to the latter condition. According to Theorem 6.1.3 there

exists a sequence of polyhedra Th, e such that Th, e -+ ~e' P(lh, e) -+ P( ~e) as
k -+ 00. This and Lemma 6.1.2/3 yield var 'V Xilk ,e weakly. var 'V XI.e . By virtue
of (3) we have
lim sup var 'V Xilk (8.0) ~ var 'V XI. (8.0) = 0
k-+oo ,£ e
and therefore
(4)
We choose a sequence of numbers ei that satisfy (3) and such that ei -+ 0 as

i -+ 00. Then (2) and (4) imply
lim lim PQ(lh e.)

;-+00 k-+oo ' I
= PQ(~) ,

Below we shall use the following elementary assertion.
Lemma 2. Let .0 be a bounded convex domain in R n and let II be a finite
polyhedron. Then s(8Il n C.Q) ~ s(8.Q n II).
Lemma 3. Let .0 be a bounded convex domain in R n and let ~ C .0,
PQ(~)< 00, Then there exists a sequence of polyhedra Ilk such that Ilk -+ ~
and
lim PQ(Ilk n.Q) = PQ(~) , lim PCQ(Ilk n.Q) = PCQ(~)'
k-+oo k-+oo
Proof By Lemma 1 there exists a sequence of polyhedra Ilk> Ilk -+ ~,

satisfying (1). It is clear that PQ(Ilk n .0) = PQ(Ilk)' According to Lemma
6.3.2/3 we have
Therefore
(5) lim PcQ(Ilk n .0) ~ lim PcQ(Ilk ) = PCQ(~) ,
k .... "" k .... ""
(6) lim PQ(Ilk n .0)

k-+oo
= k-+oo
lim PQ(Ilk) = PQ(~) .
Since Ilk n.Q-+ ~ then
(7) PRn(~) ~ lim PRn(Ilk n.Q) .

k .... ""
From (6) and (7) we obtain PCQ(~) ~ lim PcQ(Ilk n.Q) which together with
(5) completes the proof. k .... ""
6.4.2. On a Property of Pcn

Lemma. Let P(Q) < 00 and suppose a normal to Q exists s-almost everywhere
on 8Q. Then, for any set rff C Q
Proof. By the equality XQ = Xc+ XQ\C we have
var V XQ(C Q) ~ var V Xc(C Q) + var V XO\c(C Q) = PCQ(rff) + PCQ(Q\ rff).
Since a normal to Q exists s-almost everywhere on 8 Q, then by Theorem

6.2.211
var V XQ(CQ) = PRn(Q) = s(8Q) .
Consequently,
We prove the reverse inequality. Let ~*, 5.8* denote the reduced boundaries of
the sets rff and Q\ rff, respectively. The sets ~* and 5.8* are s-measurable (cf.
Theorem 6.2.211). We note that the sets ~* n 8* Q and 5.8* n 8* Q are disjoint.
In fact, suppose there exists a point xE8* Q common to ~* and 5.8*. Then the
volume densities of rff and Q\ rff at the point x equal 112. But this is impossible
because xE8* Q. Consequently,
s(~* n 8* Q) + s(5.8* n 8* Q) ~ s(8Q) .
It remains to use the equalities
s(~* n 8* Q) = s(~* n 8Q) = PCQ(rff) ,

s(5.8* n 8*Q) = s(5.8* n 8Q) = PCQ(Q\rff)
(cf. Theorem 6.2.2/1). The lemma is proved.
6.4.3. An Expression for the Set Function 'lQ(rff) for a Convex Domain n
Theorem. If Q is a bounded convex domain in Rn, then the equality
(1)
is valid for any set rff C Q with P( rff) < 00.

Proof. For the sake of definiteness, let
§ 6.4. Certain Exact Constants for Convex Domains 323
let the set 5.8 be such that 5.8 n Q = ~, PCU (5.8) = TU(~)' Assume for the
moment that m n (5.8) < 00.
According to Lemma 6.4.111 we can find a sequence of polyhedra Ih,
Ih --+ 5.8 such that
(2) lim Pu(Ih) = P u (5.8) , lim Pcu(Ih) = Pcu (5.8) .
k~oo k~oo
Since m n (5.8) < 00, the polyhedra Ih are finite. By virtue of Lemma 6.4.112 we
have Pcu(Ih n Q) ~ Pcu(Ild. This and (2) yield
(3) lim supPcu(Ih n Q) ~ P cu (5.8) .

k-+ 00
Using Ilk n Q --+ 5.8 n Q we obtain P(5.8 n Q) ~ lim inf P(Ilk n Q) which
together with (2) implies k -+ 00
Pcu(~) = Pcu(5.8 n Q) ~ liminfPcu(Ilk n Q) .

k-+oo
Hence from (6.4.3/3) it follows that Pcu(~) ~ Pcu (5.8) = TU(~). Thus
Pcu(~) = TU(~)'
Now let m n (5.8) = 00. SincePcu (5.8) < 00, then m n (C5.8) < 00 (cf. (6.1.7/1».
Further we note that
Hence, according to what we have proved above, TU(Q\~) = Pcu(Q\~) and

therefore, in view of (1),
6.4.4. The Function I n I for a Convex Domain

Corollary 1. Let Q be a bounded convex domain. Then
where ~ is any subset of Q with Pcu(~) ~ -ts(8Q).

The result follows immediately from Theorem 6.4.3 and Lemma 6.4.2.
Corollary 2. Let 0 be a bounded convex domain in R2. Then IQI = _1_
2h
. s(80) where h is the minimum length of those lines whose end points sep-
arate 80 into arcs of equal length.
Proof We take an arbitrary e > O. Let ~ be a measurable subset of Q such
that Po(l) > 0, Pco(l) < -!-s(6.o) and

1.01_ Pco(l) <8
Po(l)
(cf. Corollary 1). According to Lemma 6.4.1/3 we can find a polyhedron II
such that
1.0 1- Pco(Il n .0) < 28 .
Po(Il)
Let A and B be the points of intersection of 6.0 with some component of the
boundary of II. The points A and B can be chosen so that the segment of the
component of 6Il being considered, bounded by the points A and B, lies
entirely in .o. The segment AB divides .0 into two sets Q and Q'. Let
Pco(Q) ~ PCO(Q/). It is clear that
and therefore
(1) 1.01_ Pco(Q) < 28.
AB
If Pco(Q) = PCO(Q/) then (1) implies the required assertion by virtue of

the inequality AB ~ h and the fact that 8 is arbitrary.
Let Pcu(Q) < PCO(Q/). We shift the segment AB parallel to itself to a
new position A H' (A eB.o, H' e6Q) so that Pco(QIl = Pco(QD where Ql
I I
and QI are the domains into which the segment A B' divides .o.
I
Elementary calculations show that
which together with (1) proves the corollary.

Lemma. Let .0 be the unit ball in Rn. Then
inf {Pco(I): Ie .0, Po(l) = p = const ~ con}

equals the area of the spherical part of the boundary of the spherical segment
whose base has area p.
Proof. Let Ie .o,Po(l) = p. By virtue of Lemma 6.4.1/3 there exists a
sequence of polyhedra Ilk> Ilk -+ I, such that
We perform the spherical symmetrization of Ilk n .0 relative to some ray I

with origin at the center of .o. We obtain the set Ill" symmetric relative to I,
with a piecewise smooth boundary and such that
§ 6.5. The Rough Trace of Functions in B V(Q) and Certain Integral Inequalities 325
We denote the spherical segment whose spherical part of the boundary is

olIfe n oD by Qk' It is clear that PO(Qk) ~ Po(IIk), PCO(Qk) = Pco(lIfe).
Hence the result follows.
The next assertions can be obtained from Lemma by simple calculations.
Corollary 3. 1) If D is the unit ball in R n then
2) If D is the unit ball in R3 then, for any Iff C D,
3) If D is the unit disk then, for any Iff C D,
§ 6.5. The Rough Trace of Functions in BV(Q) and

Certain Integral Inequalities
6.5.1. The Definition of the Rough Trace and its Properties

On the reduced boundary of D we define the rough trace u* of a function
ueBV(Q). We put
u*(x) = sup{t: P(JI!;) < 00, xeo*JI!;} ,
where xeo* D. (The supremum of the empty set is assumed to be - 00.)
It is clear that if u has a limit value at a point xeo* D then
u*(x) = limu(y).
y-+x
Lemma 1. Let s(oD) < 00. Then Po(lff) < 00 implies P(Iff) < 00 for any
Iff CD.
Proof. Since s(oD) is finite, we can construct a sequence of polyhedra
lIb Ilk CD, Ilk .... D, such that s(olIk) ~ K < 00. Because Po(lff) < 00, we
have Po (Iff n Ilk) ~ Kl < 00. Moreover, Iff n Ilk"" Iff. Hence by Lemma 6.1.3/1
the result follows.
Corollary. If s(oD) < 00 and ueBV(D) then P(JI!;) < 00 for almost all t.
Lemma 2. Let s(oD) < 00 and ueBV(D). Then the rough trace u* is
s-measurable on 0* D and
(1) s({x: xe8* .0, u*(x) ~ t}) = s(8* .0 n 8* vt;)
for almost all t.

Proof Let t be such that P(vt;) < 00. Consider the set
r!ltt = {x: xe8* .0, u*(x) ~ t} .
The definition of u* implies r!lt t ) 8* vt; n 8* .0. It is well known (Theorem

6.2.2/1) that the set 8* vt; n 8* .0 is measurable relative to s. The sets r!lt t\ [8* vt;
n 8*.Q] are disjoint for different values of t; therefore s( r!lt t\ [8* vt; n 8* .0])
= 0 for almost all t. Hence the set r!lt t is measurable for almost all t and con-
sequently u*(x) is measurable.
6.5.2. On Summability of the Rough Trace

Theorem. Suppose P(Q) < 00 and that a normal to .0 exists s-almost every-
where on 8.0. In order that for any ueBV(Q)
(1) inf
C
J lu*-cls(dx)~klluIlBv(D)'
ilD
where k is independent of u, it is necessary and sufficient that the inequality
(2)
be valid for any Iff c .0.

Proof. Necessity. Let IffC .0, PD(Iff) < 00. By Lemma 6.5.1/1 we have
P(Iff) < 00. Let Xc be the characteristic function of the set Iff. Then
inf
C
J Ix;(x) -
ilD
c Is(dx) = min {11 - c Is(8* Iff n 8* .0) + Ic Is(8* .0\8* Iff)}
C
= min{s(8* Iff n 8* Q), s(8* .0\8* Iff)}

= min{PcD (6"), PCD(Q\ 6")}.
(The preceding equality is valid since, by hypothesis, s(8Q\8*Q) = 0.)

On the other hand, IIXc IIBV(D) = PD(6"). Applying (1) we arrive at (2).
Sufficiency. Let ueBV(Q). It is clear that s(8Q n 8* vt;) is a nonincreas-
ing function of t. In fact, let xe8* .0 n 8* vt; and let r< t. We have
i.e. xe8* .0 n 8*~.

Similarly, s(8Q\8*.h;) is a nondecreasing function of t. From (6.1.6/1)

we obtain
00 00
k Ilu IIBV{.Q) =k J PQ(.h;)dt ~ J min[s(8Q n 8* .h;), s(8Q\8* .h;)] dt .

- 00
Putting to = sup{t: P(.h;) < 00, s(8Q n 8*.h;) ~ s(8Q\8* .h;)} we obtain
00 to
klluIIBV{Q)~ Js(8Qn8*.h;)dt+ J s(8Q\8*.h;)dt
to -00
00 to
= Js({x: u*(x) ~ t})dt+ J s({x: u*(x) ~ t})dt
to - 00
= J [u*(x)-to]+s(dx) + J [u*(x)-to]-s(dx)
aQ aQ
= J lu*(x)-tols(dx).
aQ
Consequently,
klluIIBV{Q)~inf J lu*-cls(dx) ,
c aQ

From Corollary 6.4.4/1 we obtain that the best constant in (1) is equal to
IQlprovided Q is a convex domain. In particular, for a plane convex domain
this constant coincides with the ratio of ts(8Q) to the length of the smallest
chord dividing 8Q into arcs of equal length (Corollary 6.4.4/2).
According to Corollary 6.4.4/3, the best constant in (1) equals w n l2v n -t
for the unit ball.
6.5.3. Exact Constants in Certain Integral Estimates for the Rough Trace
Definition 1. Let de D. Let r<,;) denote the infimum of those k for which
[PCQ (6')]a ~ kPQ(6') is valid for all 6' C Q that satisfy
(1)
Theorem. Let P(Q) < 00 and suppose a normal to Q exists s-almost

everywhere on Q. Then, jor any junction u eB V(Q) such that u(d n Q) = 0,
u*(d n 8* Q) = 0, the inequality
(2)
aQ
J Iu* Is(dx) ~ (}}lll u IIBV{Q)
is julfilled. Moreover, the constant (~ is exact.
Proof. We have 00 00
J Iu* Is(dx) = Js({x: u* ~ t})dt + Js({x: - u* ~ t})dt .

aQ 0 0
By virtue of (6.1.6/1) the first integral on the right is equal to

00 00
Js(8*..k( n 8* Q) dt = JPcu(..k() dt .
o 0
Note that mn(.s;I n..k() +s(d n 8*..k() = 0 for almost all t. Consequently, by
the definition of (~,
00 00 00
Js({x: u* ~ t}) dt ~ JPcu(..k() dt ~ (~ JPu(..k() dt .

o 0 0
Similarly we have
00 0 0
Js({x: -u*~t})dt~
o
J Pcu(Q\..k()dt~(~ J Pu(..k()dt.
-00 -00
Finally,
J Iu* Is(dx) ~ (~II u IIBv(u) .
au
To prove the exactness of the constant (~ it suffices to put u = Xc into (2),
where ,ff is a set satisfying (1).
Definition 2. We introduce the function
The preceding theorem implies the following obvious corollary.

Corollary. Suppose that P(Q) < (Xl and a normal to Q exists s-almost
everywhere on 8Q. Then jor any uEBV(Q) with s({x: u*(x) O}) ~ S the *
inequality
J Iu* Is(dx) ~ (I (S) II u IIBv(u)
au
is valid. Moreover, the constant (I (S) is exact.
From Lemma 6.4.4 it follows that for a ball the function (I (S) coincides
with the ratio of S to the area of the base of the spherical segment whose
spherical part of the boundary has the area S.
In particular, (I(S) = S/(2sin(S/2» for n = 2 and (I(S) = 41l/(41l-S)
for n = 3.
Lemma. Let Q be a domain with P(Q) < (Xl and suppose a normal to Q
exists s-almost everywhere on 8 Q. Then
Proof. Let {@";} be the minimizing sequence for 1](S). If
lim inf min {m n @";, mn(.Q\ @";)} > 0 ,

i-+ 00
then the result follows from Theorem 6.1.3 and Lemma 3.2.4. Let this lower
limit be equal to zero and, for the sake of definiteness, let mn@";-+O. Then
mn(Q\@";) -+ mn(Q). By Lemma 6.1.3/1 we obtain
liminfP(Q\@";) ~P(Q) = s(8Q) ,

and by Lemma 6.4.2
Moreover, we always have
Thus for any e > 0 and for large enough i we obtain
i.e. inf PQ(Q\ @") ~ S. The lemma is proved.

We can easily see that the function 1] introduced in the preceding lemma is
connected with (a by the equality
The same lemma immediately implies that (a(S) is finite for all
Se(O,s(8Q» provided Q is a domain with P(Q) = s(8Q) < 00 and (a(S) < 00
for some S<s(8Q).
Hence from Theorem 6.5.2 we find that inequality (6.5.2/1) is valid if and
only if (I(S) < 00 for some Se(O,s(8Q».
6.5.4. More on Summability of the Rough Trace

Theorem. Let P(Q) < 00 and suppose a normal to Q exists s-almost every-
where on 8Q. In order for any function ueBV(Q) to satisfy the inequality
(1)
where the constant k is independent of u, it is necessary and sufficient that

there exist a <5 > 0 such that for each measurable set @" c Q with diameter less
than <5 the inequality
(2)
where k1 is a constant that is independent of Iff, be valid.
The necessity of (2) easily follows by the insertion of u = Xrff into (1) and
then by application of the isoperimetric inequality. The sufficiency results
from Theorem 6.5.3 if we make use of a partition of unity (cf. the proof of
Theorem 6.2.212).
Remark. If each of the sets Q1, Q 2 satisfies the hypothesis of the preceding
theorem then their union has the same property.
The proof follows from formula (6.3.214).
6.5.5. Extension of a Function in B V(n) to en by a Constant

In the present subsection we assume that P(Q) < 00 and s(8Q\8*Q) = O.
We introduce the notation uc(x) = u(x) for XEQ, uc(x) = c for XECQ
where cER1.
Lemma. The equality
(1)
is valid.
Proof We have
00
(2) JJUcJJBV(Rn) = JP({x:Juc-cJ>t})dt

o
00 00
= Jpo({x: Ju-cJ> t})dt+ Jpco({x: Ju-cJ> t})dt.

o 0
It is clear that
00
(3) JPo ({x:

o
J u- c J > t})dt = II u JJBV(O) .
Further, since s(8Q\8*Q) = 0 then

00 00 0
JPco({x: Ju - c J> t})dt = Js({x: (u - c)* > tDdt + J s({x: (u - c)* < t})dt
o 0 - 00
= J J(u-c)* Js(dx) = J Ju*-cJs(dx) ,

ao ao
which together with (2) and (3) implies (1).
Let B V(Q) denote the subset of B V(Q) which contains functions with
JJuo JJBV(Rn) = JJu JJBV(O)' Then from (1) it follows that u EB V(Q) if and only if
u* = 0 for the class of domains under consideration. Thus the elements of the
factor-space B V(Q)/ B V(Q) are classes of functions which have the rough
traces u*.
Formula (1) and Theorem 6.5.2 imply the next assertion.

Corollary 1. If for any rff C Q
(4)
where k is a constant that is independent of rff, then there exists a c such that
(5) II U c IIBV(Rn) ~ (k+ 1) II u IIBv(f./) .

Conversely, if for each u EB V(Q) there exists a c such that (5) is valid with
k independent of u, then (4) holds for any rff C Q.
Corollary 2. In order for the inequality
(6)
where k is independent of u, to hold for any u EB V(Q), it is necessary and

sufficient that there exists a t5 > 0 such that for any measurable set rff C Q with
diam rff < t5 the inequality PCf./( rff) ~ k1Pf./( rff), where kl is independent of rff,
be valid.
The necessity follows immediately from (1) and the isoperimetric in-
equality. The sufficiency results from (1) and Theorem 6.5.4.
Inequality (6.3.214) implies the following corollary.
Corollary 3. If each of the sets QI, Q2 satisfies the hypothesis of Corollary

2, then their union has the same property.
In particular, this implies that any function in B V( Q) can be extended by
zero to the whole space so that (6) is valid for domains Q which are finite
unions of domains in Co. I.
6.5.6. Multiplicative Estimates for the Rough Trace

Let P(Q) < 00 and suppose a normal to Q exists s-almost everywhere on 8Q.
Let d denote a subset of Q; by (~), (a(S) we mean the functions introduced
in Definitions 6.5.3/1 and 6.5.3/2.
The following assertion supplements Theorem 6.5.3.
Theorem. 1) If (:J:/ q *) < 00, whereq*~ 1, then for any uEBV(Q) such that
(1) u(x) = 0 for XEd n Q, u*(x) = 0 for XEd n 8*Q,

the inequality
(2)
where 0 < t < q < q*,

t(q*-q)
(3) x = --=--------"--
q(q*-t)
and Cq(q*-t)/q*(q-t):::; c(~/q*), is valid.
2) Iffor all u eB V(D) satisfying (1) inequality (2) is valid with x specified
by (3) and with q* > q, q* > t, then
y(l/q*) ~ Cq(q*- t)/q*(q- t)
.. d "" .
Proof. 1) Following the same line of reasoning as in the proof of Theorem

6.5.3, we obtain
00
(4) J[s(Fr)] l/q* dr:::; (~/q*) II u IIBV(Q) ,

o
where Fr = {xeoD: Iu*(x) I ~ r}.
In Lemma 1.3.3/2 we put e
= t q, f(e) = s(Fr), b = 1/q*, ae(1,oo),
A = a(q - t)/ q, J1. = (q* - q)/ q*q. Then
00 ( 00 )(q*-q)/q(q*-t)
(5) !s(Fr) r q- 1dr:::; c pS(FrWrat-1 dr
00 )q*(q - t)/(q*- t)
X (
J[s(Fr)]l/ q*dr
o
Since a> 1 and the function s(Fr) does not increase, Lemma 1.3.3/1 can be
applied to the first factor. Then we have
Combining (4) - (6) we arrive at item 1) of the theorem.

2) The lower bound for the constant C results by insertion of Xc, where I
satisfies (6.5.3/1), into (2).
Let us consider two domains for which we can obtain exact conditions for
the boundedness of the function ,<;).
Example 1. Let x = (x',x n), x' eR n- 1 and let
D={x:1<xn <lx'I- P,lx'I<1}, O<p<n-2.
Further let .sd'={x:xn =1,lx'I<1}. We show that ,<;)<00 for a=(n-1)/

(n-2- P). (Using the sequence of sets 1m = {xeD: xn>m},m = 1,2, ... we
can prove that this a is the best possible.)
§ 6.5. The Rough Trace of Functions in B V(.Q) and Certain Integral Inequalities 333
Although Q is not convex we can apply to it the proof of Lemma 6.3.213.

Therefore it suffices to verify the estimate
(7) [P,Q(@')](n-l)/(n-2-p>:::;; cP,Q(@')
for any set @' which is the intersection of a polyhedron with Q, @' n .xl = 0.
Since (7) has already been obtained in Example 4.11.2/1, the result follows.
Example 2. Using the same argument and referring to Example 4.12/2, we
can show that for
Q={x:lx'l<x~,O<xn<1}, P~1
and for .xl = {x: Ix' I < 1, xn = 1} the value (5;) is finite for a = p(n - 1)/
(p(n - 2) + 1) and that a is the best possible.
The theorem of the present subsection implies that the boundedness of the
value (lIq*(S) is a necessary and sufficient condition for the validity of (2) for
any function ueBV(Q) withs({x: u*(x) ::j: O}) :::;; S (cf. Corollary 6.5.3). Hence
we easily conclude that the boundedness of (lIq*(S) for some S < P(Q) is
necessary and sufficient for the validity of the inequality
where u is any function in BV(Q), r< q* and q*, q, t, x are the same as in the
theorem of the present subsection (cf. Theorem 4.3.3).
6.5.7. An Estimate for the Norm in Lnl(n -1)(.0) of a Function in B V(.o) with
Summable Rough Trace
To conclude this section we prove an assertion similar to Corollary 3.6.3.
Theorem. Suppose P(Q) < 00 and that a normal to Q exists s-almost
everywhere on aQ. Thenjor any ueBV(Q) the inequality
(1)
is valid. Moreover, the constant n v;; lin is exact.

Proof By (3.6.3/1) we have
00
Ilu IIL nl(n-1)(,Q):::;; Hm nA-(](n-l)ln dt

o
= j[mn~t](n-l)lndt+ J [mn(Q\~t)](n-l)lndt,
o -00
where ~t = {x: u(x) ~ t}. According to isoperimetric inequality (6.1.5/1) we

obtain
Since s(8* vKt n 8* Q) = s({x: u* ~ t}) for almost all t (Lemma 6.5.1/2) then
Jlm nvKt ](n-1) /n dt

0 0 0
~ nv;;1In [JPQ(vKt)dt+ JS({X: u* ~ t})dt] .
Taking into account that PcQ(vKt) + PcQ(Q\vKt ) = P(Q) by Lemma 6.4.2, we
similarly obtain that
}}mn(Q\vKt)](n-1)/ndt ~ n v;;1ln [ J""PQ(vKt)dt + _tS({X: u* ~ t})dt] .

Consequently,
[ blu Inl(n-1)dxIn-1)ln ~ n v;;1ln { J""PQ(vKt)dt + IS({X: lu* I~ t})dt}
= nv;;1ln ("U"BV(Q)+ a~lu*IS(dX»).
The exactness of the constant in (1) is a corollary of the fact that (1) becomes
an equality for u = XB where Bg is a ball in Q.
e
Similarly to the preceding theorem we can generalize Theorem 3.6.3 to
functions in BV(Q).
§ 6.6. Traces of Functions in B V(Q) on the Boundary

and the Gauss-Green Formula
6.6.1 The Definition of the Trace

Let Q be an open set in R n and let the function u be summable in a neighbor-
hood of a point x e 8 Q. The upper and the lower traces oj the junction u at the
point x are the numbers
u(X) = lim sup 1 J u(y)dy,

g-+O mn(Bg(x) n Q) Be(x) nQ
u(x) = lim inf 1

- g-+O mn(Bg(x) n Q)
respectively.
If u(x) = ~(x) then this common value is called the trace u(x) oj the
junction u at the point xe8Q.
§ 6.6. Traces of Functions in B V(Q) on the Boundary and the Gauss-Green Formula 335
6.6.2. Coincidence of the Trace and the Rough Trace

Lemma. Let ueBV(Q), u ~O and let S u*(x)s(dx) < 00. Then jor any
xeo* Q the inequality a*D
(1) ~(x) ~ u*(x)
is valid.
Proof By virtue of Theorem 6.5.7, the function u is summable in Q and
hence the function ~(x) is defined.
Inequality (1) is trivial provided u*(x) = O. Suppose 0 < u*(x) < 00. We
take an arbitrary e > 0 and choose t to satisfy 0 < u*(x) - t < e and
PD(Jtt> < 00. Then xeo*Jtt where Jtt = {y: u(y) ~ t}.
It is clear that the normal to Jtt at the point x coincides with the normal to
Q. Consequently, we can find ro(x) > 0 such that
(2) 1- e < mn(Jtt nB,(x» ::;; 1

mn(Q n B,(x»
for 0 < r < ro(x). Since
00
S u(y)dy = Smn(Jt, n B,(x»dr ,

B,(x) n D 0
then (2) implies
1
which proves (1) for u*(x) < 00.

In the case u*(x) = 00 the arguments are similar.
Theorem. Let P(Q) < 00 and suppose that a normal to Q exists s-almost
J
everywhere on oQ. IjueBV(Q) and lu*ls(dx) < 00 then the trace U ojthe
aD
junction u exists s-almost everywhere on 0 Q and coincides with the rough
trace u*.
Prooj. According to Theorem 6.5.7, the function u is summable in Q and,
consequently, the upper and lower traces u and 11 are defined.
First consider the case of a nonnegative function u. Then by Lemma
~(x) ~ u*(x) for all xeo* Q.
Next we prove that the inequality u(x) ::;; u*(x) is valid for s-almost all
xeoQ, if u ~ O. Suppose
s({xeo* Q: u(x) > u*(x)}) > 0 .
Then there exists a c > 0 such that s(Q) > 0 where Q = {x: xeo* Q, u(x)
> u*(x) + c}. Recalling the definition of u(x), for xeQ we have
336 6. On Functions in the Space B V(.Q)
Since xe8* .0, then

(3)
Therefore
(4) c+ u*(x) ~~ lim e- n jm n(..4't nB,,(x»dl
Vn ,,-+0 0
2 )(n-l)/n co
~ (- lim e 1 - n Hmn(.4'tnB,,(x))](n-l)/ndl.
Vn ,,-+0 0
Equality (3) implies
mn(.4'tnB,,(x» ~ a"min{mn(.LtnB,,(x», mn(B,,(x)\..A't)},
where a" does not depend on I and a,,-+ 1 as e -+ o. Applying the relative iso-
perimetric inequality (6.1.7/1), we obtain
(5) [mn(..A't n B,,(x))](n-l)/n ~ a~n-l)/n ( ~n yn-l)/nV;;~l var 'V XJt,(B,,(x» .

Noting that
var 'V XJt,(B,,) = var 'V XJt,(B" n .0) + s(8* .0 n 8*..A't)
and integrating (5) with respect to I, we obtain
(6) j [mn(..A't n B,,(x))](n-l)/n dl

o
~ ci"n-l)/n ( ~ )(n-l)/nV;;~l { Ivar 'V XJt,(B,,(x) n .o)dl+ IS(8* .0 n 8*..A't)dt}
(n-l)/n { }
= a~-1)In ( ~) V;;~l var 'Vu(B,,(x» + I u*(y)s(dy).
2 ~n~W
Comparing (4) and (6) and taking into account that a,,-+ 1 as e-+O we obtain
(7) c+u*(x) ~ V;;~l lJlimsupel-nvar

,,-+0
'Vu(B,,(x»
+limsupe1 - n I U*(Y)S(dY )}.

,,-+0 8 0 nnBI/(x)
According to formula (6.2.4/7),

§ 6.6. Traces of Functions in B V(Q) on the Boundary and the Gauss-Green Formula 337
lim gl- nvar \1 XQ(B{!(x» = Vn- l

{!-+O
for s-almost all xe(}* Q. On the other hand, var \1 XQ(B{!) = s«}* Q n B{!).
Therefore, for s-almost all xeQ inequality (7) can be rewritten in the form
(8) C+ u*(x) ~ v;~llim sup gl-n var \1u(B{!(x»

(!-+O
+ lim sup 1 J u*(y)s(dy) .

{!-+O s«}* Q n B{!(x» I:)*QnB,,(x)
The integral [(Iff) = Ju*(y)s(dy) is absolutely continuous relative to the

tff
measure s(Iff). So the derivative
d[ (x) = lim 1 J u*(y)s(dy) = u*(x)

ds {!-+O s«}* Q n Bix» I:)*QnB,,(x)
exists for s-almost all xe(}* Q (see, for instance, Hahn and Rosenthal [86],
p. 290). Therefore, for s-almost all xeQ inequality (8) can be rewritten as
(9) CV n- l ~ limsupgl-nvar \1u(Bix» .

(!-+O
Since var \1u(Rn) < 00, var \1u(Q) = 0 then Lemma 6.2.5/1 and (9) imply
s(Q) = O. The assertion is proved.
Now let u be an arbitrary function in B V(Q). Then the functions
u+ = t<u+ lui), u- = t<lul-u) are also in BV(Q). By virtue of what we
proved above, the equalities
(10)
are valid s-almost everywhere on ()* Q. Consequently, the trace u of the

function u exists s-almost everywhere on ()* Q. Moreover,
(11)
On the other hand, it is clear that
(u+(x»* = {~*(X) if u*(x) <0,

if u*(x) ~ 0,
(u-(x»* ={ -~*(X) if u*(x) <0,

if u*(x) ~ 0
and, thus, we always have
(12) u *(X) = (u + (x»* - (u - (x»* .

By comparing equalities (10) - (12) we conclude that ii(x) = u*(x).
6.6.3. The Trace of the Characteristic Function

The hypothesis of Theorem 6.6.2 may be weakened for the characteristic
function. Namely, the following lemma holds.
Lemma. Let P(Q) < 00, tt C Q, PQ(tt) < 00. Then the trace Xc of the
function Xc exists for s-almost all XE8* Q.
Proof. We put
Ck={X:XE8*Q,XC(X)<1,Xc> ~}, k=2,3, ....
Since X}(x) = 1 for xE8* Q n 8* tt and X}(x) = 0 for xE8* Q\ 8* tt then the
00
functions Xc and X} coincide on the set 8* Q\ U Ck •

k=2
It remains to prove that s(Ck ) = 0, k = 2,3, .... Using the inclusion
C k C 8* Q, for XEC k we obtain
(1)
- ()
Xc x = 1.Imsup--'-----=---
mn(ttnB{}(x»
(}-+O mn(Q nBix»
=~limsupmn(ttnB{}(X» ~k-l.
Vn (}-+O
By Lemma 6.5.112 we have P(tt) < 00. Therefore (6.1.7/1) implies
Comparing this with (1), we obtain
(2)
Since C k n 8*tt= 0 then var V Xc(C k ) = O. So (2) along with Lemma 6.2.5/1
yields s(Ck ) = 0 and the result follows.
6.6.4. On Summability of the Trace of a Function in BV(.Q)

Theorem. Let P(Q) < 00 and suppose that a normal to Q exists s-almost
everywhere on 8 Q. Then:
1) if for any measurable set tt the inequality
§ 6.6. Traces of Functions in B V(.Q) on the Boundary and the Gauss-Green Formula 339
(1)
where k is independent of iC, is valid, then the trace it existsforany uEBV(D).

Moreover,
inf
c aQ
J lit-c Is(dx) ~ k Ilu IIBV(Q);
2) if inequality (2), with a constant k that is independent of u, is valid for
any uEBV(D) having a trace it on aD then for any measurable set iC CD the
estimate (1) is true.
Proof 1) By Theorem 6.5.2 the rough trace of u is summable on aD. Con-
sequently, by Theorem 6.6.2 s-almost everywhere on aD there exists the trace
it which coincides with u*. Therefore inequality (6.5.211) implies (2).
2) Let iC be a measurable subset of D with PQ(iC) < 00. By virtue of
Lemma 6.6.3 the trace Xc of the function Xc exists s-almost everywhere and
equals X~. So, by inserting u = Xc into (2), we obtain
inf J Ix~-c Is(dx) ~ kPQ(iC) ,

aQ
which is equivalent to (1) (compare with the proof of necessity in Theorem
6.5.2). The theorem is proved.
6.6.5. The Gauss-Green Formula for Functions in B V(.Q)

Lemma. For any function uEBV(D) and any measurable set ~ C D the
equality
00
(1) \7u(~) = J \7 XJlt(~)dt ,

- 00
where viti = {x: u(x) ~ t}, is valid.
Proof It suffices to prove (1) for u ~ O. Let qJ be an infinitely

differentiable function with compact support in D. Then
00
- QJqJ\7u(dx) = QJu\7qJ(dx) = QO
JJXJt.(x)dt\7qJ(dx).
t
By the Fubini theorem the double integral equals

00
Jdt QJXJIt (x) \7 qJ(dx)

o
.
Moreover, we note that

00 00
(2) JqJ\7u(dx) = OQ
Q
Jdt JqJ\7 XJt t (dx) = QJqJdx 0J\7 XJt.dt
t
for almost all t. Here we may reverse the order of integration since equality
(6.1.6/1) implies the finiteness of the integral
00
Jdt 0JItp Ivar V' Xvddx)

o t
.
So equality (1) immediately results from (2).

Theorem (The Gauss-Green Formula). Let P(Q) < 00 and suppose that a
normal to Q exists s-almost everywhere on aQ. Then for any function
ueBV(Q) whose rough trace is summable on the boundary of Q, the equality
V'v(Q) = J u*(x)v(x)s(dx) ,
80
where v(x) is the normal to Q at the point x, is valid.

Proof. Since V' Xt(R n ) = 0 for any set ~ with P(~) < 00, then by Lemma
00 00
V'u(Q)=
-00
J V'Xv4Q)dt= J V'XJtt(aQna*Jtt)dt.
-00
Using s(aQ\a*Q) = 0 and the coincidence of the normal to Jtt with that to Q
on a* Q n a* Jtt , we obtain
Thus
00 0
V' u(Q) = JV' Xo(a* Jtt) dt + J V' Xo(a* Jtt) dt
o -00
00 0
= JV' Xo(a* Jtt)dt - J V' Xo(a* Q\a*Jtt)dt
o -00
00 0
= JV'Xo({x:u*~t})dt-
o
J V'Xo({x:u*:::;;t})dt
-00
= Ju* V' Xo(dx)

80
= Ju*(x) v(x)s(dx) .
80

The example of the disk with a slit
and of the function u (z) = () shows that the condition s(a Q\ a* Q) = 0 cannot
be omitted under our definition of the trace.
Theorems 6.6.2 and 6.6.5 immediately imply the following corollary.

Corollary. Let P(Q) < 00, s(8Q\8* Q) = o. If for any J C Q
min {PCQ(J), PCQ(Q\J)}::;;; kPQ(J) ,
where k is independent of J, then the trace u(x) exists for any u eB V(Q) and
the Gauss-Green formula
Vu(Q) = Ju(x) v(x)s(dx)

8Q
is valid.
The first two sections contain well-known facts from the theory of sets with
finite perimeter and from the theory of functions in B V. The foundation of
this theory was laid by Caccioppoli [39, 40] and De Giorgi [49, 50]. Its further
development is due to Krickeberg [118], Fleming [64], Fleming and Rishel
[65], and others. The results in subsections 6.1.6,6.1.3 - 6.1.5 are due (up to
the presentation) to De Giorgi [49, 50]. Theorem 6.1.2 is a modification of a
result by Krickeberg [118]. Formula (6.1.6/1) in 6.1.6 was obtained by
Fleming and Rishel [65].
The results of § 6.2 were established by De Giorgi [50] and supplemented
by Federer [58].
At the present time the theory of sets with finite perimeter can be con-
sidered as a part of the theory of integral currents (cf. Federer [61], part 4:5).
§§ 6.3 - 6.6 contain an expanded presentation of the paper by Burago and
Maz'ja [36].
Bokowski and Sperner [33] obtained the estimates for the functions 11(8)
and AM for convex domains by the radii of inscribed and circumscribed balls.
For various facts concerning isoperimetric inequalities see the book by
Burago and Zalgaller [35] and the review paper by Osserman [206].
Soucek [235] studied the properties of functions whose derivatives of order
I are charges.
In connection with the contents of the present chapter see also the paper by
Vol'pert [252].
Chapter 7. Certain Function Spaces, Capacities
and Potentials
The present chapter is of an auxiliary nature. Here we collect (mostly without

proofs) the results of function theory which are applied later or are related to
the facts used in the sequel. First we discuss the theorems on spaces of func-
tions having derivatives of arbitrary positive order (§ 7.1). The theory of these
spaces is essentially presented in monographs (cf. Stein [237], Peetre [210],
Nikol'skfi [202], Besov, II'in and Nikol'skfi [27], Triebel [244, 245]) though in
some cases the reader interested in the proofs will have to refer to the original
papers. Section 7.2 deals with the properties of capacities and nonlinear
potentials. Unfortunately, this material is dispersed throughout the journals.
However, an attempt at its systematic exposition would lead to an inadmis-
sible enlargement of the volume. In any case, the presented statements are
sufficient for our further considerations.
§ 7.1. The Spaces of Functions Differentiable of Arbitrary

Positive Order
7.1.1. The Spaces w~, W~, b~, B~ for I >0
For p ~ 1 and integer I> 0, let w~ denote the completion of the space ~ with
respect to the norm II 'V,u IlL'
For p ~ 1 and fractiomiI 1 we define w~ as the completion of ~ with
respect to the norm
(1)
Here L1 y u(x) = u(x+ y) - u(x), [I] and {I} are the integer and fractional parts
of I, respectively.
Replacing the norm (1) by the norm
(2) Ilu IlblP = <J 11L1;u IiiP lyl-n- p 'dy)l/P , 0 < 1 ~ 1,
in the latter definition, we obtain the space b~ (here L1;u(x) = u(x+ y) - 2u(x)
+ u(x- y». For 1> 1 we put II u Ilbl = II 'Vu IIbl-l.
Further let W~ and B ~ be the c~mpletions Pof ~ with respect to the norms
Ilu IlwPl + Ilu IlLP and Ilu IlbPl + Ilu IlL'
P
§ 7.1. The Spaces of Functions Differentiable of Arbitrary Positive Order 343
For fractionall the norms in w~ and b~, as well as the norms in W~ and
B~, are equivalent. In fact, the identity
2(u(x+ h) - u(x» =- [u(x+ 2h) - 2u(x+ h) + u(x)]

+ [u(x+ 2h) - u(x)]
implies the estimates
where
(Jt[u)(x) = <J I(L1 y u)(x) IPly l-n-P1dy)I/P,
(~/U)(X) = <J I(L1;u)(x) IP Iy l-n-p1dy)l/p .
The utility of the defined spaces is mostly due to the following theorem.
Theorem 1. For pe[1, 00), l> 0, m = 1,2, ... we have
(3) Ilu Ilb/{Rn) - infillylm-{/l-p-l V'm+[/)UIIL (Rn+l) ,
p {u} p
where U e :!) (R n+ I) is an arbitrary extension of u e :!) (Rn) to the space

R n+ l = {(x,y): xeRn, yeRI}.
Proof We restrict ourselves to the derivation of (3) for 0 < l ~ 1, m = 2.
Let Ue:!)(R n+ I ), U=UIRn. We put JP)u(x,t)=u(x,2t)-2u(x,t)
+ u(x, 0). It can be easily seen that
t d2
(4) Li~2)U(X, t) = J(t- r) - - 2 [u(x, t+ r) + u(x, t- r)] dr.
o dr
We can also readily check that
(5) LiF)u(x,O) = - 2LiWlu(x, Ihi) + 2L1h2)U(X, Ih I) - L1h2)U(x, 21h I)
+ Li~WI u(x+ h, Ih I) + Li~711 u(x- h, Ih I) .
We consider only the first and the second summands since the others can be
estimated in a similar way. By (4) we obtain
Therefore (for le(O, 1], p ~ 1),
(6) l)Li~71,U(., Ih I) Ilip{Rn) Ih 1nh+PI

344 7. Certain Function Spaces. Capacities and Potentials
Next we proceed to the second item in (5). We have
1 d2
Ll~2)U(X, Ih I) = S(1-A) - 2 [u(x+Ah, Ih I)+U(X-Ah, Ih 1)]dA.
o dA
By the Minkowski inequality
Hence
l)1Ll~2)U(" Ih I) Ilip(Rn) Ih ~~PI :::;; c Iy(2-/)P- 111 V'2.x U (·,y) Ilip(Rn)dy,
which together with (6) yields the upper bound for the norm Ilu Ilbl. We
proceed to the lower estimate. p
Let U E (!) (Rn) and let II be the extension operator to the space
R n+ 1 = {X = (x,y): xERn, YER1} defined by
(7)
where
nECO'(Bd, Jn(x)dx = 1 ,
Rn
n(x) = n( -x) .
Using the evenness of the function n, for Ia I = 2 we obtain
=y-n- 2S (Dan)(hly)Ll~2)u(x)dh
Rn
where, as before, LlhVo)u(x) = u(x+ h) - 2u(x) + u(x- h). Therefore for lal = 2
we have
I(D:IIu)(X) I:::;; cy-n-2 S ILl~2)U(X) Idh .
By
Since
(IIu)(X) = y-n Sn(hly) Ll}2) U(x) dh + 2u(x) ,
then
We can easily check that the same estimate is also true for loz IIloxioy I.
SO the second derivatives of u are bounded and
By virtue of the Minkowski inequality the right-hand side does not exceed
00
~c J 1IL1~Z)u(.) 11£ (Rn) Jy-l- pl-ndydh

Rn p Ihl
= c J 1IL1~Z)u(.) 11£P(Rn) Ih I- n- pl dh
Rn
and the required lower estimate for the norm II u IIbl follows.
Next we show that the function IIu can be apprcrximated by the sequence of
extensions Uke~(Rn+l) of the function u in the metric IIlylz-l-r 1 VzUIIL (Rn+l).
P
Let flk(X) = fl(Xlk) where fle ~(Rn+l), fl = 1 for IXI < k and k = 1,2, ....
Since (DaIIu)(X) = O«IXI+ 1)-n- lal) for 0 < lal~2 then Vz(IIu-flkIIu)
= 0« IXI + 1)-n-Z). Furthermore,
supp(IIu - flkIIu) C {XeR n+ 1: Ix I> k} .
Consequently,
III y IZ - I - r1 Vz(IIu - flkIIu) IIL p (Rn+l) = O(k-l-n+nlp) = 0(1)
as k-+ 00. It remains to approximate each of the functions flkIIu by a

sequence of mollifications.
Similarly we can show the following analogous assertion for the space
B~(Rn).
Theorem 2. For pe[1, 00), I> 0, m = 1,2, ... we have
Theorems 1 and 2 have a long history. For p = 2, {I} = m - 4- they were

established by Aronszajn [17], Babic and Slob odeckii' [21], Freud and Kralik
[67]. The particular case n = p = 2, m = 1=1 is actually contained in the papers
of Douglas [53], 1931, and Beurling [28], 1940. The generalization for p 2 '*
346 7. Certain Function Spaces, Capacities and Potentials
is due to Gagliardo [69] for 1= l-llp. Theorems 1 and 2 were proved, in a

form similar to that above, by Uspenskii' [248] (cf. also Lizorkin [135]).
The present state of the theory of spaces with "weighted" norms is
discussed in the books by Triebel [245], Kufner [119] and in the survey [26].
In conclusion we state the following trace theorem for functions in
w~(Rn+l), Wf(R n+1) on a hyperplane.
Theorem 3. We have
Ilu IIL1(Rn) - infll \l UIIL1(Rn+l) - infllUllwlw+')'

{U} {U}
where u e {J} (Rn) and {U} is the collection of all extensions of u to R n+1,
Ue{J}(R n+1).
This assertion is proved in the paper by Gagliardo [69] (cf. also the book
by Besov, Il'in and Nikol'skii' [27]).
7.1.2. The Riesz and Bessel Potential Spaces

With each function u e {J} = {J} (Rn) we associate its Fourier transform
The same notation will be retained for the Fourier transform of the distribu-
tion u contained in the space {J} I dual of {J}. We denote the convolution of
distributions by a star, *.
The scales of "fractional" spaces different from the spaces introduced in
7.1.1 are defined by means of the operators
where LI is the Laplace operator.

Namely, let h~ and H~(1 <p< 00,1>0) denote the completion of the space
{J} with respect to the norms
The following assertion is the Mihlin theorem on Fourier integral multi-

pliers [187].
Theorem 1. Let the function cP defined on Rn\{O} have the derivatives
a k cp(A)/aAj, . .. aAit' where 0 ~ k ~ nand 1 ~h <h < ... <jk ~ n. Further let
IAlkl akcp(A) I~M=const.

aAk·· aAit
Then for all u eL p
where c is a constant that depends only on nand p.

Corollary 1. Let I = 1,2, ... , then there exist positive numbers c and C that
depend only on n, p, I such that
(1)
for all UE q).

Proof Let a be a multi-index with Ia I= I. Then
The function ~ aI~ I-I satisfies the hypothesis of Theorem 1 which leads to the
rightmost estimate in (1). On the other hand,
where ca = I!/a!, so
F-ll~IIFu= L CaF-l~~aFU.
lal =1 I~ I
Again, by applying Theorem 1, we obtain the leftmost estimate in (1).
The following corollary has a similar proof.
Corollary 2. Let I = 1,2, . . . . There exist positive numbers c and C that
depend only on n, p, I such that
for all UE q).

Thus, w~ = h~ and W~ = H~ provided p > 1 and I is an integer.
For the proof of the following theorem see the paper by Havin and the
author [171].
Theorem 2. Let pi < n, p > 1. Then uEh~ if and only if U = (- -1) -ll2f
== c Ix I/-n*!, wherefELp.
A similar well-known assertion for the space H~ is contained in the
following theorem.
Theorem 3. Thefunction U is contained in H~, p > 1, if and only if
U = ( - -1 + 1) -112f == G I *f,
wherejEL p , G/(x) = c Ix 1(I-n)12 K(n-I)d Ix I), Kv is the modified Besselfunc-

tion oj the third kind.
For Ix I:;;;; 1 the estimates
O<I<n,
1= n,
I> n
are valid. If Ix I ~ 1, then
G/(x) :;;;; c Ix 1(I-n-1)12 e - 1x l .
The integral operators
are called the Riesz potential and the Bessel potential, respectively. Thus
Theorems 2 and 3 state that each element of the space h~(P1 < n) (H~) is the
Riesz (Bessel) potential with density in Lpo
Next we formulate the theorem due to Strichartz [238] on equivalent
norms in the spaces h~ and H~.
Theorem 4. Let {I} > 0 and let
(2) (~{/}v)(x) = (r [ 11i~<llv(x+ ey)- v(x) IdeTy-1-2{l}dY y12

Then
(3)
(4)
The next theorem by Saposnikova [222], similar to Theorems 1.7.111 and

1. 7.112, contains the characterization of h ~(R n) in terms of extensions to
Rn+k. The two-sided estimates for the Lp-norm of a function u on R1 by its
harmonic extension to R1 x(O, 00) are due to Littlewood, Paley, Zigmund and
Marcinkiewicz. Let the Littlewood-Paley function g(u) be defined by
[g(u)](x) = ( !I V
00
U(x,y) 12ydy
)112
,
where U(x, y) is the Poisson integral of u. The basic result here is the
equivalence of the norms Ilu IlL (Rl) and Ilg(u) IlL (Rl), 1 <p < 00. In the book
by Stein [237] this equivalence fs proved for Rn. P
Theorem 5. The norm ofuE P (Rn) in h~(Rn), 0 < 1< 1, is equivalent to
where the infimum is taken over all extensions U E P (R n+ k) of U to R n+ k

= {(x,y): xERn, YERk}.
Similarly, {( )P12 }1/P
IlullHI-inf J JlyI2-2/-k(I\7UI2+IUI2)dy dx
P {uj Rn Rk
7.1.3. Some Other Properties of the Introduced Function Spaces

The following two theorems, whose proofs can be found in the books by Stein
[237], Peetre [210], Nikol'skii [202], and Triebel [245], are the classical facts
of the theory of the spaces b~, B~, h~, H~.
Theorem 1. If2 ~p < 00 then h~ C b~, H~ C B~. Ifl 0, then
II u Ilb l (Rn) - inf II U IIhl+1Ip(Rn+l) •

P {Uj P
Here and in (ii) the notation {U} has the same meaning as in Theorem 1.7.1/1.
(ii) .if PE[1, 00), I> 0 then
II u Ilb l (Rn) - inf II U IIbl+1Ip(Rn+l) •

P {U} P
In items (i) and (ii) one can replace band h by Band H, respectively.
A far-reaching generalization of relations (i), (ii) is given in the paper by
Jonsson and Wallin [108] where functions in B~ on the so called d-sets Fare
extended to Rn. The latter sets are defined by the relation
which is valid for all XEF and f2 < <5, where Hd is d-dimensional Hausdorff
measure (cf. 1.2.4).
Henceforth we denote by fJ,flI the ball with radius fJ,T, concentric with the
ball flI of radius r. Similarly, with the cube Pl with edge length d we associate
the concentric cube fJ,Pl with sides parallel to those of Pl and with edge length
fJ,d.
Next we state the theorem which is easily derived from (7.1.2/4) (cf.
Strichartz [238]) for the spaces H~, {I} > O. For W~ and B~ it is a simple
corollary of the definitions of these spaces.
Theorem 3. Let be a covering of R n by u!1it balls which has a

{f!j U)L;.o
finite multiplicity depending only on n. Further, let OU) be the center of the
ball f!j U), 0(0) = 0 and let l'/j(X) = 11(X- OU» where 11 E CO' (2 f!j (0», 11 = 1 on
f!j (0). Then
lip
lIullsh- .L Il u11jllfh '

( )
(1)
J~O
h
were S pI = HIp' WpI or BIpan d spI = hIp' wpI or b p'
l . I
respectlVey.
We can easily check that for any v E CO' (Bd "the generalized Friedrichs
inequality"
(2)
is valid. Therefore the norm lIu11jllsh in (1) can be replaced by the equivalent
norm II u 11j Iisl.
p
When dealing with an imbedding of a Banach space ?£ into another Banach
space qy (notation: ?£ C qy) we always mean a continuous imbedding.
Theorem 4. (1) If 1= 1,2, ... , then bi C wi.
(2) Ifp>1, I>A~O, n>(l-A)pandl-nlp=A-nhrthenh~Ch~.
(3) If p ~ 1, I>A >0, n >(l-A)p and I-nip = A-nl1T. then b~ C b~.
(4) If p ~ 1,1>0, n >Ip and 1/1T. = 1/p-lln then b~ C Ln.
(5) Ifl= 1,2, ... , n~/-A and I-n = A-nl1T. then wI C b~.
Replacing the letters b, h, w by B, H, W in (1) - (5) we also obtain true
assertions.
(6) If p > 1, I>A ~O, n = (I-l)p, then H~ C H: for any 1T.E(1, (0). If
p>1, Ip>n, thenH~CLoonC.
(7) If p > 1, I> A> 0, n = (1- l)p, then B~ C B~for any 1T.E(1, (0).
(8) Ifp>1, 1>0, n = Ip, then B~ C Lnforany 1T.E(1, (0).
(9) Ifp>1, Ip>n, thenB~CLoonC.
Various proofs of assertions (1) - (4), (6) - (9) can be found in the mono-
graphs mentioned at the beginning of the present subsection. The proof of (5)
is due to Solonnikov [234]. The imbedding (2) is an immediate corollary of the
continuity of the operator ( - Ll)(A-l)I2: Lp-+ Ln established by Sobolev [230].
Item (1) follows from the inequalities .
II '7l u IIL 1(Rn) ~ cI11 '7/+ 1 UIIL 1(Rn+1) ~ C211y '7/+ 2 UIIL 1(Rn+1)
and from Theorem 7.1.1 I 1. (Here U E ~ (Rn + I) is an arbitrary extension of
the function UE ~ (Rn).) The same theorem together with the inequality
III y 11 -{A}-I/n'7[AI + I UIiL,,(Rn+l) ~ cIlly I-{/} '7[11 + I UIIL 1(Rn+ 1)

which results from Corollary 2.1.6/4, leads to (3) for p = 1. The same result
for p > 1 follows from the imbedding
§ 7.2. Some Facts from Potential Theory 351
(cf. item (2) above and part (i) of Theorem 2).

The corresponding assertions for the spaces H~ and B~ can be obtained in a
similar way. The imbedding in (6) easily follows from the definition of the
Bessel potential. The properties (7) and (9) result from (6) applied to the space
H~+1Ip(Rn+l), and (8) is a corollary of (7).
Besides the above-mentioned literature in which imbedding, trace and
extension theorems are established for various fractional-order and more
general spaces, we also cite (with no intention of claiming completeness) the
papers by Besov [25], Burenkov [37, 38], Volevic and Panejah [251],
Golovkin [79, 80], Golovkin and Solonnikov [81], Il'in [105,106], Kudrjavcev
[121], Solonnikov [233], Aronszajn, Mulla and Szeptycki [18], Taibleson
[239, 240], the first chapter of the book by Hormander [99], the book by
Gel'man and the author [73].
§ 7.2. Some Facts from Potential Theory
7.2.1. The Capacity cap(e, S~) and Its Properties

With each function space S~ = H~, W~, B~, h~, w~, b~introduced in § 7.1, we
associate a set function called the capacity. Namely, for any compactum
e eRn we put
cap(e, S~) = inf {II u II§£: ueCO', u ~ 1 on e} .

If E is an arbitrary subset of Rn, then we call the numbers
cap(E, S~) = sup {cap(e, S~): e C E, e is a compactum} ,
cap(E, S~) = inf {cap(G, S~): G J E, G is an open set}
the inner and outer capacities of E, respectively.

Theorem 7.1.3/3 implies the relation
(1) cap(e, S~) - L cap(e n flJ (i), S~) ,

i~O
where {flJ (i)} is the sequence of balls introduced in Theorem 7.1.3/3.

We state certain well-known properties of the capacity cap(.,S~), where
S~ = H~ or h~, p> 1 (cf. Resetnjak [216], Meyers [182], Maz'ja and Havin
[171]).
1) If the set e C R n is compact then for each e > 0 there exists an open set
G C R n such that G J e and
cap(e', S~) < cap(e, S~) + e ,
where e' is an arbitrary compact subset of G.

2) If the set e C R n is compact, then
cap(e, S~) = cap(e, S~) .
3) If El C E2 C R n then
4) If {Ek}k= 1 is a sequence of sets in R n and E = UE k, then

k
cap(E, S~) ~ Ecap(Eb S~) .

k=1
It is well known that any analytic (in particular, any Borel) set E C R n is
measurable with respect to the capacity cap(·, S~) (i.e. cap(E, S~) =
cap(E, S~» (cf. Meyers [182], Maz'ja and Havin [171]).
-We introduce one more capacity:
ck,p(E) = inf {llfll£p: feLp,f~ 0 and !k(x- y)f(y)dy ~ 1 for all xeE} ,
where k is a positive decreasing continuous function on the halfaxis (0, + 00)

(cf. Meyers [182]).
We list some connections between the two capacities.
(i) If S~ = H~ or h~ and k is the Bessel or Riesz kernel, then
ck,p(E) = c cap(E, S~) .
(ii) If diamE ~ 1 and pi < n,. then
(2) cap(E, H~) - cap(E, h~)
(cf. Adams and Meyers [9]). Relations similar to (2) are also valid for other
pairs of spaces, e.g., B~, b~ and W~, w~.
(iii) If2 ~p < 00, then
cap(E, H~) - cap(E, B~)
(cf. Sjodin [225]). Moreover, the equalities cap(E, H~) = 0 and cap(E, B~) = 0
hold simultaneously provided 2 -lin 0 the inequality
cap(E, H~) ~ c cap(E, B~) ,

where c is a constant that depends only on n, p, I, is valid (cf. Sj<>din [225] and
Adams [4]).
(iv) If E eRn, 1>0, 1 din [225]).

(v) Let m, I > 0, 1 < p, q < 00. For E C R n the inequality
[cap(E, h;:W- lp ~ c[cap(E, h~)]n-mq , mq < Ip < n ,

is valid.
If, in addition, E C Bb then
[cap(E,H;:W- IP ~ c[cap(E,H~)]n-mq , mq<lp<n,
[ log Co ]l-
P
~ccap(E,H~) , mq< Ip = n,
cap(E,H;:)
[cap(E, H;:)]P-l ~ c [cap (E, H~)] q-l mq = Ip = n, p~q.

Putting E = Br we conclude that all power exponents here are exact. Items
(iv) and (v) are due to Adams and Hedberg [8].
7.2.2. Nonlinear Potentials

Nonlinear potential theory has turned out to be a useful tool in the study of
the capacities introduced in 7.2.1. It was developed in the papers by Havin
and Maz'ja [171], Adams and Meyers [10], Hedberg and Wolff [96], and
others. Here we collect some facts from this theory.
Let pe(1, 00), n > pl. Each nonnegative measure /1 given on the Borel (1-
algebra of the space R n generates the function Cfp,I/1 defined on R n by
or, equivalently,
For p = 2, by changing the order of integration in (1) and taking into

account the composition formula
f I y-z II-n I y-x II-ndy = const Iz-x 12I -n

(cf. Landkof [125]) we obtain
(U2 ,u)(X) = CJ d,u(z)

,1 IZ-X In - 21
The function U2 ,1,u is the Riesz potential of order 21 (for 1= 1 it is the Newton
potential). Similarly, Cfp,I,u is called the nonlinear Riesz potential «(p, I)-poten-
tial).
The nonlinear Bessel potential is defined as
The potentials Up,l,u and VP,I,u satisfy the rough maximum principle.
Proposition 1. Let P,u be either one of the potentials Up,l,u or VP,I,u. Then
there exists a constant me that depends only on n, p, I such that
(P,u)(X) ~ me sup {(P,u)(x): XESUPP,u} .

This assertion was proved in the papers by Havin and Maz'ja [171],
Adams and Meyers [9]. It is well known that we can take me = 1 for p = 2,
I ~ 1 (cf. Landkof [125]). In general this is impossible even for p = 2 (cf.
Landkof [125]).
The next assertion contains the basic properties of the so-called (p, 1)-
capacitary measure (cf. Meyers [182], Maz'ja and Havin [171]).
Proposition 2. Let E be a subset of Rn. If cap(E, h~) < 00 then there exists
a unique measure ,uE with the following properties:
1) IIII,uE IIPL /(P-l)

p /(P_l) = cap(E, hp) ;
- I
2) (Up, I,uE)(X) ~ 1 for (p, I)-quasi all XEE
(the notion <t(p, I)-quasi everywhere" means everywhere except a set of zero
outer capacity cap(·, h~));
3) SupP,uE C E ;
4) ,uE(E) = cap(E, h~) ;
5) (Up,I,uE)(X) ~ 1 forallxEsupp,uE'
The measure,uE is called the capacitary measure of E and Up,I,uE is called

the capacitary potential of E.
The latter proposition remains valid after the replacement of h~ by H~, of
Cfp,I,u by vp",u and of I, by J,.
Besides, we note that the capacity cap(e, S~) (for S~ = h~ or H~) can be
defined as
(2) cap(e, S~) = sup{u(e): supp,u C e, (P,u)(x) ~ 1},
where P = Up, I or Vp,1 (cf. Maz'ja and Havin [171]).

Next -we present some pointwise estimates for (p, I)-potentials which are
obvious in the linear case and nontrivial in the nonlinear case.
Proposition 3 (Maz'ja and Havin [171] and Adams [3]).
(i) If2 -lin 1 and ((J(O) = sup f.1 (B (x, 0», then

x
(Vp,If.1)(X) ~ c J ({Jy!.~
00 ( )lI(p-l)e-ce dO .
(4)
000
The same estimates, without the factor e- ce, are valid for the potential
l1p,If.1.
It is almost obvious that the following estimate, opposite to (3),
(5)
is valid for allpE(1, 00),1>0, whereas (3) is not true for p~2-lln. The latter
result is obtained by replacing f.1 by a point charge.
Recently Wolff showed (cf. Hedberg and Wolff [96]) that for pi < n the
inequality
(6) II I 1f.1 IIP/(P-l)
L /(P_l) ~ c JWp,If.1df.1 ,
p
00
o
where
( W,p,lf.1 ) (x) =S 00 (
f.1(B(x,O»
)l/(p-l) dO
n-Ip ,
o 0 0
is valid. The analogous inequality for Bessel potentials is
(7)
where pi ~ nand
(8 f.1)(x) =J
00 (
f.1 (B (x, 0»
)l/(p-l)e-ce dO .
(8) p, I n-Ip
o 0 0
The estimates reverse to (6) and (7) follow immediately from (5).
Remark. The absence of the inequality (3) for p ~ 2 -lin caused serious
difficulties in attempts at a satisfactory generalization of basic facts of the
classical potential theory to the nonlinear case.
Using inequalities (6) and (7) Hedberg (cf. the above-mentioned paper by
Hedberg and Wolff) managed to surmount this difficulty by virtue of an
analog of the nonlinear potential theory in which the roles of Up, 111 and Vp,111
are played by the functions "fIip ,111 and !/P,111 which are equivalent to Wp,111 and
Sp,ll1.
Upper pointwise estimates similar to (3) are obtained for the case
1 <p ~ 2 -lin under the additional assumption that the potential is bounded.
Namely, the following proposition is true.
Proposition (Adams and Meyers [9]).
(i) Ifl <p < 2-lIn and (Up,ll1)(x) ~Kfor all xeR n then
)(n -l)/(n -Ip)

~ cKl' J I1(B~~'I;»
00 (
(9) (Up,ll1)(x) dl} ,

o I} I}
where y = «2 -
p) n -/)/(n -Ip).
(ii) If p = 2-lIn and (Up,ll1)(x) ~Kfor all xeR n then
(10) (UpII1)(X)~cJ(I1(B(X,I}» log (CKP-1 I}n-Ip ))P'-l dl}.

, 0 I}n -Ip I1(B(x, I}» I}
(The condition (Up,II1)(x) ~Kfor all xeR n implies the estimate
7.2.3. Metric Properties of the Capacity

The following relations are useful (cf. Meyers [182]).
If pi < nand 0 < I} < 1, then
(1) cap (B", H~) _I}n-pl .
If pi < nand 0 < I} < 00, then
(2)
For pi = n, 0 < I} ~ 1 we have
(3) cap(B", H~) - (log 2/ I} )1- p •
If pi> n, then cap ({x}, H~) > O. Thus, only the empty set has zero capacity.
The following equivalence relations for the capacity of a parallelepiped

were obtained by D. R. Adams [6].
Proposition 1. Let 0 < a1 ~ a2 ~ ... ~ an, a = (at. a2, ... ,an) and let
Q(a) = {xeR n: IXj I ~ aj, j = 1, ... , n}.
(i) If k-1 < lp < k, k = 1, ... , n, then
cap(Q(a), h~) - aZ- lp

j=k+1
aj. IT
(Here the product equals unity provided k = n.)
(ii) If lp = k, k = 1,2, ... , n-1, then
cap (Q(a), h~) - min {(lOg ak+1 )1-

P
, 1} .IT aj.
ak J=k+1
Similar two-sided estimates are validfor cap(Q(a),H~).

If T is a quasi-isometric mapping of R n onto itself, then
cap(TE, S~) - cap(E, S~), where S~ = H~ or h~. This is a simple corollary of
(7.2.2/2).
Meyers [183] showed that cap(PE, S~) ~ cap(E, S~) provided P is a pro-
jector R n -+ Rk, k < n and S~ = H~ or h~.
For any set E C R n and for any nondecreasing positive function rp on [0, 00)
we define the Hausdorff rp-measure
H(E, rp) = lim inf Lrp(ri) ,
8--+ +0 {£B(i)} i
where {!!I (i)} is any covering of the set E by open balls !!I (i) with radii ri < e. If
rp(t) = t d , then d is called the dimension of the Hausdorff measure. The d-di-
mensional Hausdorff measure Hd(E) is equal to VdH(E, t d) (cf. 1.2.4). For
d = n the measure Hn coincides with the n-dimensional Lebesgue measure m n •
The following propositions contain noncoinciding but in a certain sense,
exact necessary and sufficient conditions for positiveness of the capacity
formulated in terms of Hausdorff measures.
Proposition 2. Let 1 <p ~ nil and let rp be a nonnegative nondecreasing
function on [0,00) with rp(O) = 0 and
rp(t) )1/(P-1) dt
oJ - -
00 (
(4) --<00
tn-pi t .
Then for any Borel set E in R n with positive Hausdorff rp-measure we have
cap(E, H~) > 0 .
(The latter is a corollary of (7.2.214); cf. Maz'ja and Havin [171].)

Proposition 3. Let E be a Borel set in Rn.

1) If n > pi and Hn_p/(E) < 00, then cap(E, S~) = 0, where S~ = hb or H~.
2) Ifn = pi and H(E, ffJ) < 00, where ffJ(r) = !logr!l- p, then cap(E, H~) = 0
(cf. Meyers [182], Maz'ja and Havin [171]).
Next we present one more sufficient condition for the vanishing of
cap(E, H~) (Maz'ja and Havin [171]).
Proposition 4. Let JV be a measurable nonnegative function on [0,00).
Suppose, for any positive r, the set E can be covered by at most JV(r) closed
balls whose radii do not exceed r.
If
J[JV(r)]I/(I- P )r(n- pl)l(l- p)-ldr = 00 ,
o
then cap(E, H~) = O.
Using Propositions 2 and 4, we can give a complete description of the n-di-
mensional Cantor sets E with positive cap(E, H~).
Let 2 = {lj li= 1 be a decreasing sequence of positive numbers such that
21j + 1 < Ij (j = 1,2, ... ) and let Lll be a closed interval with length 11' Let el
denote a set contained in Llh which equals the union of two closed intervals Ll2
and Ll3 with length 12 and which contains both ends of the interval Ll 1• We put
El = fl X el~' . X e\,. Next we repeat the procedure with the intervals Ll2 and Ll3
n·times
(here the role of h passes to 13 ) and thus obtain four closed intervals with
length 13 • Let their union be denoted by e2; E2 = e2 X e2 X ... X e2 and so on.
~
We put
nE
00 n-times
E(2) = j •
j=1
Propostion 5 (Maz'ja and Havin [171]). The following properties are

equivalent:
(i) cap(E(2), H~) > 0 ;
(ii) L 2 jnl(1- p) l;n - p/)/(l-p) < 00 for n > pi,

j~1
L 2 jnl (1-p) log~ < 00 for n = pl.

j~l Ij + 1
7.2.4. Refined Functions

The function ffJ in H~ is called refined or (p, I)-refined if there exists a sequence
of functions {ffJm}m~1 in ~ which converges to ffJ in H~ and such that for each
e > 0 there exists an open set w with cap(w, H~) < e and ffJm -+ ffJ uniformly on
Rn\w.
Another (equivalent) definition is: the function ffJEH~ is called refined if
for each e > 0 there exists an open set w such that cap(w, H~) < e and the
restriction of ffJ to Rn\w is continuous.
We list the basic properties of refined functions.

1) If qJEH~ then there exists a refined function 1p which coincides with qJ
almost everywhere (with respect to n-dimensional Lebesgue measure) in Rn.
2) If qJI and qJ2 are refined functions which coincide almost everywhere
(with respect to n-dimensional Lebesgue measure), then qJI and qJ2 coincide
quasi-everywhere.
3) Each sequence of refined functions in H~ that converges to a refined
function qJ in H~ contains a subsequence that converges to qJ quasi-every-
where.
For the proofs of these assertions see the paper by Havin and the author
[171], where references to the earlier literature are given.
For pi> n these properties become trivial since H~ C C.
The following result due to Bagby and Ziemer [23] shows that a function
in H~ coincides with a function in Cm(m ~ I) outside some set which is small
with respect to the corresponding capacity.
Proposition. Let uEH~, 1 0 there exists afunction UeEC mand an open set w such that
cap(w, H~-m) < e and u(x) = uix) for all xERn\w.
In conclusion we add to the above-mentioned literature on nonlinear
potentials the lectures by D. R. Adams [7] which also contain a survey of some
other problems that we do not touch upon here.
Chapter 8. On Summability with Respect to an
Arbitrary Measure of Functions with Fractional
Derivatives
§ 8.1. Description of Results
According to Corollary 2.3.3, for q ~p the inequality
(1)
follows from the "isoperimetric" inequality
Here and henceforth E is an arbitrary Borel set in R n and w~ is the completion

of CO' with respect to the norm II \lu IlL.
On the other hand, if (1) is valid fo~ any ueCO', then
for all E eRn.

The present chapter contains similar results in which the role of w~ is
played by the spaces H~, h~, W~, w~, B~, b~.
Namely, let S~ be anyone of these spaces. Then the best constant in
(2)
where q ~ p, is equivalent to the best constant in the "isoperimetric" inequality
(3) (J-l(E»plq ~ B cap(E, S~) .
The estimate A ~ B immediately follows from the definition of capacity.

The reverse estimate is a deeper fact, its proof being based on the inequality
(4)
§ 8.1. Description of Results 361
where UES~, .At = {x: Iu(x) I~ t} and C is a constant that is independent of u.

In § 8.2 we present three proofs of inequality (4) with different fields of
application.
We might ask if there exists a necessary and sufficient condition for (4)
that is formulated without the capacity and with arbitrary sets E. From the
D. R. Adams Theorem 1.4.1 it follows that this is so for the Riesz potential
space S~ = h~, pi < n. The condition given by Adams is
(5) Jl(B(x, (}» ~ C (}s ,
where s = q(n/p -I) and B(x, (}) is any ball with center x and radius {}.
Thus, inequality (5) with q > p implies the isoperimetric inequality (3) for
any set E.
In § 8.5 we give a direct proof of more general assertions of this kind.
Namely, for any ball B(x, r), let
(6) Jl(B(x, r» ~~(cap(Br> h~» ,

where Br = B(O, r), ~ is an increasing function subject to some additional
requirements and Jl is a measure in Rn. Then for all Borel sets E C R n
(7) Jl(E) ~ c~(ccap(E, h~» .

By this theorem along with the equivalence of (2) and (3), we show in § 8.6
that inequalities similar to (6) are necessary and sufficient for the validity of
estimates for traces of Riesz and Bessel potentials in Orlicz spaces LM{Jl) and,
in particular, in Lq{Jl). Besides, this gives a new proof of the aforementioned
D. R. Adams theorem where no interpolation is used. Another corollary,
possibly of interest in its own right, claims that the inequality
where q > p > 1, Ip = n is fulfilled if and only if
Jl(B(x, r» ~ c Ilog rl- q1p '
for all balls B(x, r) with radii rE(O, f).

Next we state some other results relating the conditions for (2).
(a) If S~ = H~, pi < n, then (2) is valid simultaneously with (5), where
° < {} < 1 (see § 8.6).
(b) In the case pi> n a necessary and sufficient condition for (2) with
S pl = HI.
pIS
sup {,u (B (x, 1): xERn} < 00

(see § 8.6).
362 8. On Summability with Respect to an Arbitrary Measure of Functions
(c) For q = p, condition (5) is not sufficient for (2) (cf. Remark 8.6/2). So
in this case, which is probably the most important for applications, we have to
deal with a less explicit condition than (3).
(d) In § 8.4 we give the following necessary and sufficient condition for the
validity of (2) provided p > q > O.
Let {gJ/=oo_oo be any sequence of open sets such that OJ+l C gj and flj =
fl(gj), Yj = cap (gj, s~), where s~ = h~ or s~ = H~, p> 1. The inequality (2)
with q n, p > q a necessary and sufficient condition for (2) can be
written in the essentially simpler form
L {J1(f1 (i»)p/(P-q) < 00 ,

i
where {f1 (i)} is the sequence of closed cubes, edge length 1, which forms the
coordinate grid in R n (cf. 8.4.4).
(f) We note also that in case q = 1, P > 1, the inequality (2) with s~ = h~ or
s~ = H~ is equivalent to the inclusion IlfleLp' or JlfleLp" respectively (here II
and J I are the Riesz and the Bessel potentials) (cf. 8.4.4).
(g) In § 8.7 we consider the case p = 1. For sf = bf in addition to Theorem
1.4.3 it is shown that (2) holds simultaneously with (5), where p = 1, q ~ 1. If
si = Bi, we have to add the condition ee(O, 1) in (5). We recall that according
to Theorem 1.4.3 the same pertains to the cases s{ = wf, sf = wI.
(h) Using the interpretation of b~ and B~, p> 1 as the trace spaces of the
corresponding potential spaces, we obtain theorems on b~ and B~ from the
theorems concerning h~ and H~ (cf. Remark 8.6/3).
Section 8.8 contains some applications of results obtained in §§ 8.2 - 8.7.
There we present necessary and sufficient conditions for the compactness of
the imbedding operator of H~ into L q {J1), etc. In § 8.8 we also state some
corollaries to previous theorems. They concern the negative spectrum of the
operator ( - Ll)/-p(x), p(x) ~ 0, xeRn.
§ 8.2. An Estimate for the Integral of the Capacity 363
§ 8.2. An Estimate for the Integral of the Capacity of a Set

Bounded by a Level Surface
8.2.1. The Case of Second Order Derivatives

In 2.3.1 we obtained inequality (8.1/4) for S~ = i~(Q). In trying to generalize
the proof for functions with derivatives of order I> 1, we encounter some dif-
ficulties. These difficulties arise because the truncation of a function in S~
along its levels does not belong to S~. Here we show how this obstacle can be
surmounted for the case 1= 2, p> 1.
Let e be a compact subset of D and
cap + (e,i~(D)) = inf {k l "'hu IPdx: ue g) (Q), u ~ °in D,

u= 1 in a neighborhood of e} .
Theorem. For any nonnegative function in g) (D) the inequality
(1) T
o
cap + (fl;, i~(D)) t p - 1 dt ~ c J I \/2U IPdx ,
Q
where pe(1, 00), is valid.

For the proof of this theorem we need the following lemma.
Lemma. If u e g) (R 1), u ~ 0, then
(2) J I U' 12p d t ~ ( 2P - 1)P J I u" IPd t ,

RI uP p-l RI
where the integration is taken over the support of u.

Proof, Obviously, for e > 0,
Integrating by parts, we obtain
l u'1 2p 2p-1 lu'1 2 (P-l)

J
RI (u+e)P
dt=
p-1
J
RI (u+e)p-l
u"dt
~_2p_-_1 (J IU" IP dt)l/P( J lu'1 2P dt)(P-l)/P

p-1 RI RI(u+e)P
Therefore,
It remains to pass to the limit as e -+ + O. The lemma is proved.

Proof of the Theorem. It is clear that
j cap +(.AI(, i~(Q»d(tP) :s;;; c roo 2 -pj cap +(gj, i~(Q» ,

o j=-oo
where gj= {x: u(x) ~2-j}. Using the monotonicity of cap+(.,i~(Q» we

obtain
j cap + (.AI(, i~(Q»d(tP) :s;;; c
o j= -
y 2 -pj Yj ,
00
+ '2
where Yj = cap (gj, L p(gj+l».
It remains to prove the inequality
+00 •
(3) I: 2- PJ Yj:s;;;cJIV2 uIPdx.

j=-oo D
For this purpose we shall use the "smooth truncation" procedure. We intro-
duce a nondecreasing function aeCOO[O, 1] which is equal to zero in a neigh-
borhood of t = 0 and to unity in a neighborhood of t = 1. Further, we
consider the function fe Coo (0, (0), defined on [tj+h tj] by
where tj = 2 - j. Since the restriction of the function
to the set gj+l \gjo extended by unity on gj and by zero outside gj+h is a non-
negative function in ~(gj+l)' then
2-pjcap+(gj,i~(gj+l»:S;;;C J IV2 f(u(x»I Pdx.

gj+1 \gj
This implies
JIV 2 f(u(x» IPdx.
+00 •
(4) I: 2- PJ Yj:S;;; c
j=-oo D
Since If'(v) I:s;;; c, If" (v) I:s;;; cv-t, then

§ 8.2. An Estimate for the Integral of the Capacity of a Set Bounded by a Level Surface 365
Estimating the second integral on the right by Lemma, we arrive at (3). The
theorem is proved.
If Q coincides with the whole space R n and n > 2p, p > 1, then the restric-
tion u ~ 0 in the latter theorem can be removed. Namely, the following corol-
lary is valid.
Corollary. If n > 2p, p > 1 then for any u E P) (Rn)
00
Jcap + (fl;, i;) d(tP) ~ cRnJ I"hu IPdx .

o
Proof. Let UE P) (Rn) and let 11m(X) = 11(xlm) where 11E P) (B 2 ), 11 = 1 on

Bl and m is a large enough number. We put v = IxI 2 - n *lL1ul. Mollifying the
function (1 + m- 1 ) 11mV' we obtain the sequence of functions wm in P) with the
properties: IU I ~ W m ,
(5)
Clearly,
and by Theorem we obtain
Passing to the limit and making use of (5), we complete the proof.
A direct generalization of this proof for derivatives of higher than second
order is impossible since there is no similar lemma for higher derivatives. In
fact, the example of a function R 1 3t_ UE P) (R 1), U ~ 0, coinciding with t 2
for It 1< 1, shows that the finiteness of the norm Ilu(l) IlL (Rl) does not imply the
finiteness of the integral P
J luU)(t) IP1/ju(t)PU-l)/jdt
Rl
for 1>2.
Nevertheless, in the next subsection it is shown that "the smooth trunca-
tion" is adequate for Q = R n and any integer I> 0 being applied not to an
arbitrary nonnegative function but to a potential with nonnegative density.
8.2.2. A Proof Based on the Smooth Truncation of a Potential Near its

Level Surfaces
We introduce the Hardy-Littlewood maximal operator T defined by
1
(1) (Tg)(x) = sup - - f Ig(~) Id~.
r>O mnBr Br(x)
Lemma (Hedberg [93]). Let 0 < () < 1, 0 < r < n and let Irf be the Riesz
potential of order r with nonnegative density f, i.e. Irf = Ixlr-n*f. Then
(2) °
(Iref)(x) ~ c[(Irf)(x)] [(Tf)(x)] 1- 0 •
Proof. For any 0>0 we have
J feY) Ix- ylrO-ndy ~ or(O-I) J feY) Ix- yl-n+r dy ~ or(O-I)(Irf)(x).

Iy-xl ~ J Iy-xl ~ J
On the other hand,
(3)
~c r (02 -k)rO(02 -k) -n J f(y)dy
r
k=O ly-xl:S;J2- k
~ corO(Tf)(x) 2 -krO .
k=O
Consequently,
Putting or = (Irf)(x)/(Tf)(x), we arrive at (2).

Corollary. Let I be an integer, 0 < 1< n, Itf = Ixl/-n*f, wheref~O and let
F be a function in C/(O, 00) such that
tk-lIF(k)(t)I~Q, k=O, ... ,I.

Then
I 'VIF(Itf) I ~ cQ(Tf + l'VIItfl)
almost everywhere in Rn.

Proof. We have
I
I'VIF(u) I~ c L JF(k)(U) I L l 'Vj1u 1···1 'YJkU 1
k=1 h+"'+jk=1
I
~cQ L L
k=1 h +"'+h=1
Since I VsU I ~ I'-sf, then
I'
h+···+h='
where the sum I' is taken over all collections of numbersh, ... ,jk less than I.
The result follows by an application of Lemma.
Let w be a nonnegative function in R n satisfying the Muckenhoupt condi-
(1 )(1 '
tion
(4) sup - - JwPdx - - Jw- p dx)P-l < 00,
Pi mn f!2 Pi mn f!2 Pi
where the supremum is taken over all cubes f!2. This condition ensures the
continuity of the operators T and ViIi in the space of functions qJ with the
finite norm IIWqJ ilLp (cf. Muckenhoupt [195], Coifman and Fefferman [46]).
Theorem. Let p > 1, 1= 1,2, ... , Ip < n. Inequality (8.1/4), where S~ is the
completion of cO' with respect to the norm II w V/u ilLp , is valid.
Proof. Let uECO'(R n), u = Id, v = I,lfl. We can easily see that vEC'(R n)
and v(x)=O(lxl'-n) as Ixl-+ oo. Since v(x)~lu(x)l, then putting tj =2- j
(j = 0, ± 1, ... ), we obtain
ex> ex>
(5) Jcap (.A'(, S~)d(tP) ~ c I 2- Pj Yj,
o j=-ex>
where Yj = cap({x: v (x) ~ tJ, S~). Using the same argument as in the proof of
(8.2.1/4), we obtain
where f is the function introduced in the proof of Theorem 8.2.1. By Corol-

lary 1 the preceding nor~ is majorized by
(6)
Since the weight function w satisfies (4), the sum (6) does not exceed

Corollary. Inequality (8.114), where S~ = b~, p > 1, I> 0, is valid.
Proof. Let U be an arbitrary extension of uECO'(R n) to the space Rn+l
= {.¥= (x, Xn+ t>: xERn, Xn+l ER1}. According to Theorem 7.1.1/1,
Ilu Ilb l (Rn) - inf II UIID/1+I(Rn+1 xl-ill-lip»

p {U} P , n+1
where i!(R n+ 1, w) is the completion of CO'(R n+ 1) with respect to the norm

IlwV'kU IILp(Rn+I). Consequently,
cap(e, b~(Rn» - cap(e,L~l+l(Rn+\x~~f}-l/p» .
We can easily check that the function !!(-+ w(!!{) = X~~il}-l/P satisfies (4).
Therefore the last theorem yields
'"
o
Jcap (A-(, b~(Rn»d(tp) ~ cllUlliyl+I(Rn+I'X!~\I}-lIP).
We complete the proof by minimizing the right-hand side over all extensions
of u to Rn+1.
8.2.3. A Proof Based on the Maximum Principle for Nonlinear Potentials

Let K J1. be the linear Bessel or Riesz potential of order I with density J1. and let
K (K J1. )P' -1 be the nonlinear potential generated by K. Further, let 9.n denote
the constant in the rough maximum principle for the potential K(KJ1.)P'-l (cf.
Proposition 7.2.211).
Theorem. Inequality (8.1/4), where S~ is either H~ or h~(P1 < n), is valid.
The best constant C in (8.1/4) satisfies
C~(p,)p-l9.n ifp~2,
C ~ (P')P p - 19.n p - 1 if p < 2.
Proof. For the sake of brevity, let c(t) = cap(A-(, S~). It suffices to assume
u = Kf, f~ 0, fELp. Let J1.t denote the capacitary measure of A-( (cf. Proposi-
tion 7.2.212).
The left-hand side in (8.1/4) does not exceed
'"JJKfdJ1.
t t p - 2 dt = Jfdx '"JKJ1. t t P- 2dt,
o 0
which is majorized by
IlfllLp II I p 2
t - KJ1.t dt II L ,
p
Thus, to get the result it suffices to obtain the estimate
(1)
First we note that by the maximum principle
(2)
Next, we consider separately the cases p ~ 2 and p < 2. Let p ~ 2. The left-
hand side in (1) can be written as
By virtue of the Holder inequality this expression is majorized by
which by (2) does not exceed
Thus (8.1/4) follows for p ~ 2.

Let p < 2. The left-hand side in (1) is equal to
So, by Minkowski's inequality it is majorized by
Estimating this value via (2), we obtain that it is majorized by
and (8.1/4) follows for p < 2.

§ 8.3. Conditions for the Validity of Imbedding Theorems

in Terms of Isoperimetric Inequalities
We state the generalization of Theorem 2.3.2 to the case of Bessel and Riesz
potential spaces in Rn. We omit the proof since it duplicates that of Theorem
2.3.2.
Theorem. The best constant in the inequality
(1)
where S~ = h~ for pi < n or S~ = H~ for pi ~ n, pE(l, (0), is equivalent to
B = sup { f..l(E)N-l(l/~(E» : E eRn, cap(E, S~) > oJ .

cap(E, Sp)
Namely, B ~A ~pBC, where C is the constant in (8.1/4) (cf. Theorem

8.2.3).
This assertion immediately implies the following corollary.
Corollary. The best constant Cp,q in
(2)
where q ;;:: p > 1 and S~ is one of the spaces in the preceding theorem, satisfies
Bp,q ~ Cp,q ~ Bp,q(pC)l/P •

Here
f..l(E)P/q. n t}
Bp,q = sup { t • E C R , cap(E, Sp) >0
cap(E, Sp)
and C is the constant in (8.1/4).

A theorem due to D. R. Adams [5] states that inequality (2) with q = p > 1,
Ip < n and S~ = h~ holds if and only if, for all compact sets e eRn,
II Itf..le II£'p , ~ constf..l(e) ,

where f..le is the restriction of the measure f..l to e.
This result follows from the preceding corollary and the next proposition.
Proposition 1. Let PE(1, (0), Ip < n. Then we have the relation Q - R,
where
Q = sup f..l(e) , II Itf..le II£p'
R =sup----::-"-:;--
e cap(e, h~) e [f..l(e)]p-l
and the suprema are taken over all compacta e in Rn.

§ S.3. Conditions for the Validity ofImbedding Theorems 371
Proof. For any ueCO', u ~ 1 on e, we obtain
J
Il(e) ~ u(x)dlle(X) ~ II( - ..1) -/12 Ile IlL, II( - L1)/12 u IlL ,
p p
which can be rewritten as
Taking the minimum of the right-hand side over all functions u, we obtain
On the other hand, by virtue of Corollary,
Therefore,
which yields
Thus h ~ cQ. The proof is complete.

In the same way, we can obtain the relation
sup
Il(e)
- sup
II h Ile lIip, ,
e cap(e, H~) e [Il(e)] p-l
where e is either an arbitrary compactum in R n or a compactum with diameter

not exceeding unity.
To conclude the present section, we note that with the same arguments as
in the proof of Proposition 1 together with Theorem 8.2.2 we arrive at the fol-
lowing proposition.
Proposition 2. Let p > 1, 1= 1,2, ... , Ip < n and let w be a nonnegative
function that satisfies the Muckenhoupt condition (8.2.214). Then the best
constant Cp in
satisfies the relation
where e is an arbitrary compactum in Rn.

§ 8.4. The Imbedding into Lq(u) for p >q >0

In the present section we find a necessary and sufficient condition for the
validity of (8.3/2) for p > q > 0, p > 1. For the proof we need the lemma in the
next subsection.
8.4.1. An Auxiliary Estimate

We shall use the notation K fJ., K (K fJ. )P' -1 and 9R introduced at the beginning
of 8.2.3. Let {gj}l=~oo denote a sequence of open sets in R n and {tjV=~oo an
increasing sequence of positive numbers. Further let Yj = cap (gj, Sp), where
S~ = H~(PI:S::;; n) or S~ = h~(P1 < n), and let Vj be the capacitary measure of gj.
Lemma. The inequality
(1) II;: (tj+ 1 - t)(Kv)P' -ll1:p :s::;; Bp 7tf+-/(tj +1- t) Yj'

where Bp :S::;;p9R P- 1for p:S::;; 2 and Bp :S::;;p(p-1)P- 19Rfor p ~ 2, is valid.
Proof The case p:S::;; 2. Since xa_ ya:s::;; ax a- 1(x- y) for a ~ 1, x> y ~ 0,
then for any positive sequence {aj}/=~oo we have
( ~ aj)P = ~ [( .I.a,)P - (. ~
J J I~J I~J+1
al)P]:s::;;p ~ aj (
J
oIal)P-1
I~J
Hence the left-hand side in (1) does not exceed
By the Holder inequality and the maximum principle for nonlinear potentials
the preceding integral is majorized by
and (1) follows for p :s::;; 2.

§ 8.4. The Imbedding into Lq(J.t) for p>q>O 373
The case p > 2. It sufficies to use only a finite collection of {tj } and {Yj}.
Following the same line of reasoning as at the beginning of the proof we find
that the left-hand side in (1) is majorized by
which by Minkowski's inequality does not exceed
According to the maximum principle, the latter is majorized by
where
Further we note that
Consequently,
r. (tj+1- tj) ur 1 ~ (p_1)p-1 r. tj;l(tj+1- tj) Yj .
j j
8.4.2. The Main Theorem

Let @) be any sequence of open sets {gj}/:'~oo such that Uj+1 C gj. We put
/1.j = /1.(gj), Yj = cap(gj, S~) and
= sup
+00
r. ((p.._ . )1/ q)pq/(P-q»)(p-q)/pq

Dp q :J
yFP
/1.)+1
(
, {@)} j= -00
Theorem. The best constant in (8.3/2), where p > q > 0, is equivalent to

Dp,q.
Proof a) We show that
(1)
where C is the constant in (8.1/4).

o,
LetjeC j~ 0, u = Kj, gj = {x: (Kf)(x) > ail, where a> 1. Obviously,
Ilu Illq(,u):::;; ~ a qu + 1) [.u(g) -

J
.u(gj+ d1 = ~ a qu + 1) .ur:~+ 1
J ~
yt
P.
By Holder's inequality the last sum does not exceed
Next we note that
Putting a P = 2 in this inequality, we obtain
1: aPU + 1)Yj:::;;4p Jcap (A-(,

00
S~)tP-1dt.
j 0
Consequently,
(2) II u IILq{j.t) :::;; (4pC)1/pDp,q II u IIs~

and (1) follows.
b) We prove that
(3) Cp,q~B;lIPDp,q,
where Bp is the constant in Lemma 8.4.1.

Let to, t ± 1> ••• , t ±N be positive numbers which will be specified later,
tj+1>tj> LN=O. We put
where .uj is the capacitary measure of the set gj contained in an arbitrary

sequence~. By Lemma 8.4.1 we have
l1P
(4) Ilulls':::;;B~/P ( 1: tf+1Yj)
P U!<N
Since K(K.uj)p'-l ~ 1 quasi-everywhere on gj and since (8.3/1) implies

.u(E)Plq:::;; Cp cap(E~ Sf) for any set E, then .u-almost-everywhere on gj the
inequality K(K.u)P - ~ 1 is valid. Therefore
§ 8.4. The Imbedding into Lq(f.t) for p >q >0 375
where Xj is the characteristic function of gj. Hence
(5)
We put
l/(P-q)
. - ( fJ.j-fJ.j+l )
t;+1 -
Yj
Then from (4) and (5) we obtain
P/(P-q»)(p-q)/pq
( " (fJ.j- fJ.j+ 1) ~C B 1/p
'1'-' q/(P q) "" p,q p •
1
; <N Yj
Passing to the limit as N -+ 00 we complete the proof of (3) and hence that of
the theorem.
8.4.3. A Sufficient Condition (p > q > 0)

(0, 00)3t-+X(t) = infcap(E,S~),

E
where the infimum is taken over all E eRn such that fJ.(E) ~ t.
We can give the following sufficient condition for the validity of (8.3/2)
for p > q > 0 in terms of the function x:
t )q/(p-q)
J --
00 (
(1) dt< 00.
o x(t)
Corollary. The inequality
(2) ()(P-q)/pq ( 00 ( )q/(p-q) )(P-q)/pq

Ilu IlL ()J) ~ -p- (4pC)1/p S _t_ dt Ilu lis/ ,
q p-q 0 x(t) p
where 0 < q < p, p > 1, is fulfilled.

Proof. Inequality (2) follows immediately from (8.4.2/2) and the estimates
(". _ II. )P/q) q/(P-q) IIP/(P- q) _ IIP/(p-q) 00 d(tp/(P- q»

~ ( \fA; ,..;+1 ~ ~ ,..; ,..;+1 ~ S--'----=-=---=-
j Yj "" j yt(P q) "" 0 (x(t»q/(p q) •
8.4.4. Two Simple Cases

For pi > n the necessary and sufficient condition for the validity of (8.3/2),
where S~ = H~, W~ or B~, can be written in essentially simpler form than in
Theorem 8.4.2. Namely, the following assertion holds.
Theorem 1. If pi> n, p > q and Cp,q is the best constant in (8.3/2), then
(P-q)/pq
(1) Cp,q - ( .L p.(fll (i»p/(P-q) ) ,
1;;;.0
where {fll (i)} is the sequence of closed cubes with edge length 1 forming the
coordinate grid in Rn.
Proof Let 0 (i) be the center of fll (i), 0 (0) = 0 and let 2 fll (i) be the concen-
tric cube of fll (i) with edges parallel to those of fll (0) and having edge length 2.
We put l1i(X) = I1(X-O(z), where I1 ECO'(2 fll (0», 11 = 1 on fll(O). We have
(2)
Next we note that for pi > n
(3)
where S~ = h~, w~ or b~ (cf. (7.1.3/2) and items (6), (9) of Theorem 7.1.3/4).
Now (7.1.3/2), (2) and (3) imply the upper bound for Cp,q'
To obtain the lower bound for Cp,q it suffices to insert the function
UN(X) = £p.(fll
i=O
(i» l1i(X) , N = 1,2, ...
into (8.3/2). This concludes the proof.

The constant Cp,q can be easily calculated for q = 1.
Theorem 2. Let S~ be either H~ or h~. Then
Cp ,l = IIKp.IILp ' ,
where Kp. is either the Riesz or the Bessel potential.

Proof Letlul~Kf,f~OandllfIILp =llullsl.
p
We have
Jluldp.~JJKp.dx~ IlfilLp IIKp.IIL,'

p
which gives Cp ,l ~ IIKp.IILp " The reverse inequality follows by the substitution
of u = K(Kp.)l/(p-l) into (8.3/2) with q = 1.
§ 8.5. A Cartan Type Theorem and Estimates for Capacities 377
§ 8.5. A Cartan Type Theorem and Estimates for Capacities
In this section we establish the equivalence of inequalities of the type (S.1.6)

and (S.1.7). This follows from a theorem giving an estimate for the size of the
set where the functions Wp,ll-l and Sp,ll-l, introduced in 7.2.2, majorize a given
value. Such estimates were first obtained for harmonic functions by Cartan
[44] (cf. also Nevanlinna [19S]). For linear Riesz potentials they are given in
Landkof [125].
The same scheme is used here for the nonlinear case.
Lemma. Let 1 ro.
Further let D be the set {xER n: (PI-l)(x) > Y[({J]}, where PI-l = Wp,ll-l jor
pI < n, PI-l = Sp,ll-ljor pI = nand
T( ((J(r) )P-1 dr jor 1 <p < nil,

o r n - 1p r
Y[({J] =
00
J«{J(r»P'-1 e-b'r- 1dr jor p = nil

o
Then D can be covered by a sequence oj balls oj radii rk ~ ro such that
(1)
Proof. First, consider the case 1 O. Then
(Wp,II-l)(X) = T(I-l(B(:~' r» )P' -1!!!... ~ T( ((J~) )P' -1 dr .

o rn lp r 0 rn lp r
But the latter means that x $ D. This contradiction shows that given any xED
there exists an r = r(x) E(O, ro) such that ((J(r) < I-l(B(x, r» ~ I-l(R n). Applying
Theorem 1.2.1 we select a covering {B(Xb rk)}, k = 1,2, ... , of D with finite
multiplicity c = c(n) in the union of balls {B(x, r(x»}, XED. It is clear that
L ((J(rk) < L I-l(B(Xb rk» ~ cl-l(R n) ,

k k
and the result follows for 1 <p < nil. For p = nil the proof is the same.
In the next theorem we denote by l/J a nonnegative increasing function on
[0, + (0) such that tl/J(t-l) decreases and tends to zero as t-+ 00. Further, for
all u > 0, let
J 'P(t)rldt~c'P(u),
+00
(2)
u
where
for 1 <p<nll,
for p = nil.
Theorem. Let pe(l, nil] and let p, be ajinite measure in Rn. Further let m
b~ a positive number such that
m P - 1 > p,(Rn) jor p = nil.

Then the set G = {xeR n: (Pp,)(x) > m} can be covered by a sequence oj balls
{B(xt> rk)} with
(3)
Here S~ = h~jor Ip < n and S~ = H~jor Ip = n.

Proof. Let x = cap(Bb h~) for n > Ip. For n = Ip we define x as
X= min{t: cap(Br, H~) ~ t IlogrI 1 - P , r< e- 1}.
Further let Q = p,(Rn). In Lemma we put qI(r) = Q for r> ro and
if pi < n, r ~ ro ,
if pi = n, r ~ ro .
Here and henceforth ro is a number which will be specified later to satisfy the
inequality m > Y[qI] (the number Y[qI] was defined in Lemma).
1. Let 1 <p < nil. We have
r.o ( qI(r)
=J -
)P'-1 --+
dr QP' -1 p-l (n-lp)/(I-p)
Y[m]
." 0 n-
r - 1p r
--rO
n-Ip
.
We show that the integral on the right does not exceed
This is equivalent to the inequality

ro(rp( n-1
(rp(xr8-1p»I-P' J x:_ 1P
d P»)p'-l
-...!... ~ cr~n-lp)/(I-p) .
orr
Putting xr p1 - n = t, xrC1- n = to, we rewrite the latter as

co
J(t rp(r 1»p' -1 r 1 dt ~ c(tOrp(tol»p' -1 ,
to
which is fulfilled by virtue of (8.512). Thus
Y[cp] < cQP'-l rbn-lp)/(l- p)
and the inequality Y[cp] < m is satisfied provided we put
We introduce the set D = {xER n: (Pfl)(X) > Y[cpJ} which is open by the
lower semicontinuity of Pfl. Since m > c Y[cp] then G CD. Let {B(Xb rk)} be
the sequence of balls constructed in Lemma for the set D by the function cp
specified here. Inequality (1) can be rewritten as
L tP(xrZ- 1p ) ~ ctP(cm 1- PQ) .

k
Thus we obtain the covering of G by balls {B(Xb rk)} satisfying (3).

2. Let p = nil and let ro < 1Ie. We have
~ 00
(4) Y[cp] = J(cp(r»P'-l e -C'r- 1dr+QP'-1 Je- c'r- 1dr.

o ~
The second integral is majorized by

00 1 00
Je- b'r- 1dr< Jr- 1dr+ Je-c'dr~(1+c-le-C)llogrol.

~ ~ 1
We show that the first integral on the right in (4) does not exceed CQP'-l
x 1log ro I. In other words we prove that
Putting xllogrl = t, xllogrol = to, we rewrite the preceding inequality as
J(tP(tl- P»P'-ldt ~ cto(tP(tJ-p»p'-l ,

to
which is fulfilled by virtue of (2). Therefore there exists a constant cE(1, 00)
such that
Y[cp] < cQP'-lllog r o I.
Thus the inequality Y[cp] < m is satisfied provided we set
The completion of the proof follows the same line of reasoning as for
pE(1,nl/).
Remark 1. The proof of the theorem shows that in the case pi = n we can
take the radii of the balls, covering G, to be less than 1/e.
Corollary 1. Let 1 be the function defined just before
the last theorem. Further let K be a compactum in R n with cap(K, S~) > 0
where S~ = h~for pi < n and S~ = H~for pi = n. Then there exists a covering
of K by balls B(Xb rk) such that
(5) L if>(cap(Brk' S~)) < c if>(c cap (K, S~)) ,

k
where c is a constant that depends on n, p, I and on the function if>. In the case
pi = n we may assume that rk ~ e- 1•
Proof We limit consideration to the case pi < n. For pi = n the argument
is the same.
We put
C(K) = inf{J Wp,IfJ.dfJ.: Wp,IfJ.;;:: 1 (p, I)-quasi everywhere on K} .
By (7.2.2/6) the capacities C(K) and cap(K, h~) are equivalent. In the paper
by Hedberg and Wolff [96] it is shown that the extremal measure fJ.K for the
above variational problem exists and that C(K) = fJ.K(K). We introduce the set
G e = {xeR n : Wp,IfJ.K(X) ;;:: 1- e}, where e > o. Since Wp,IfJ.K(X);;:: 1 for (P,I)-
quasi-every xeK, then E C GeuEo where cap (Eo , h~) = O.
By Theorem there exists a covering of G e by balls B(xj, r) for which (3) is
valid with m = 1 - e and fJ.(R n ) = cap(K, h~). Since 'P(t)/t is summable on
[1, + 00), the function <p(r) = cJ>(cap(Bp h~)) satisfies (7.2.3/4). This and Pro-
position 7.2.3/2 imply that the set Eo has zero Hausdorff cp-measure.
Therefore Eo can be covered by balls B(Yi, (!i) so that
L if>(cap(Bg., h~)) < e .

. I
I
The balls B(xj, r) and B(Yi, (Ii) form the required covering.
Corollary 2. Let pe(1, nil] and let S~ = h~for Ip < n, S~ = H~for Ip = n.
Further, let if> be the function defined just before Theorem. If measure fJ. is
such that
(6) fJ.(B(x, g» ~ if>(ccap(Bg, S~)) ,
then, for any Borel set E with the finite capacity cap(E, S~), the inequality
(7) fJ.(E) ~ cif>(ccap(E, S~)) ,
where c is a constant that depends on n, p, I and if>, is valid.

Proof. It suffices to derive (7) for a compactum E. According to Corol-
lary 1 there exists a covering of E by balls B(Xb rk) satisfying (5). Using the
additivity of fJ. as well as estimate (6), we obtain
/1(E) ~ /1 ( ~ B(Xk, rk») ~ t /1(B(Xk> rk»

~ ~ <1>(ccap(Brk' S~» < c<1>(ccap(E, S~».
k
The result follows.

Remark 2. According to (7.2.1/2) we have cap(E, H~) - cap(E, h~) if
diamE ~ 1. Therefore under the additional requirement diamE ~ 1 we may
also put S~ = H~ in Corollary 2 for pi < n.
To prove this assertion we need to verify that the measure R n ) A -+ /11 (A)
= /1(A nE) satisfies (6).
Let diamE ~ 1 and, for all rE(O, 1), let
(8) /1(B(x, r» ~ <1> (cap (B r , H~» .
For r < 1 we have
/11 (B(x, r» = /1 (B(x, r) n E) ~ /1 (B (x, r»
~ <1> (cap (Br> H~)) ~ <1>(ccap(Br> hb)) .

In the case r ~ 1
/11 (B(x, r» ~ /1 (B(y, 1»
for any YEE. Hence, using (8) and the monotonicity of the capacity, we
obtain
Thus the measure /11 satisfies (6).
§ 8.6. Imbedding Theorems (Conditions in Terms of Balls)
Theorem. Let M be a convex function and let N be the complementary func-

tion of M. Further let <1> be the inverse function of t -+ tN- l (1/t) subject to
condition (8.5/2). Then
(a) The best constant A in (8.3/1) with S~ = h~, Ip < n, is equivalent to
Cl = sup {e,p-n/1(B(x, e»N- l (1//1(B(x, e»): xER n, e > O}.

(~) The best constant A in (8.3/1) with S~ = H~ is equivalent to
C2 = sup {elp-n/1(B(x, e»N- l (1//1(B(x, e»): xER n, 0 < e< 1}
if pi < n and to
C3 = sup{llogelp - 1,u(B(x, e»N- 1(1/,u(B(x, e))): xeR n, 0 < e< t}

if pI = n.
The proof immediately follows from Theorem B.3 and the equivalence
B - Cj,j = 1,2,3, obtained in Corollary B.5/2 and Remark B.5/2.
Remark 1. We can easily see that in the case pi> n the constant A in
(B.3/1) with S~ = H~ is equivalent to
C4 = sup {,u (B (x, 1)N- 1(1/,u(B(x, 1))): xeRn} .
Indeed, let {nU>} be a partition of unity subordinate to a covering of R n by

unit balls {~U>} with finite multiplicity. From the definition of the norm in
LM(.u) and the Sobolev theorem on imbedding H~ into Lr» we obtain
II Iu IP IILM{Jl) ~ c l; II Iu nU ) IP IILM{Jl)
J
~ Cl l; II x (0, ~ U» IILM{Jl) IIu nU> II~t

J
~ Cl Cd:
j
IIu nU ) II~/.
P
The last sum does not exceed cllu II~I (cf. Theorem 7.1.3/3); hence A ~ C2C4'
The opposite estimate follows froni (B.3/1) by substitution of the function
neCO'(B(x,2», n = 1 on B(x, 1).
Now the D.R. Adams Theorem 1.4.1 follows from (a) of the previous
theorem where M(t) = t q1p , q > p.
Remark 2. We show that the condition (B.1/5) with s = n - pi is not suf-
ficient for (B.1/2) to hold in case q = p. Let q = p, n > pl. We choose a Borel
set E with finite positive (n - pl)-dimensional Hausdorff measure. We can
take E to be closed and bounded (since any Borel set of positive Hausdorff
measure contains a bounded subset having the same property). By the
Frostman theorem (see Carles on [43], Theorem 1, Ch. 2) there exists a
'*
measure ,u 0 with support in E such that
(1) ,u(B(x, e» ~ cen- p1 ,
where c is a constant that is independent of x and e. By Proposition 7.2.3/3,

cap(E, H~) = O. On the other hand, from (B.1/2) it follows that
,u(E) ~ A cap(E, H~) and hence ,u(E) = O. This contradiction shows that
(B.1/2) fails although (1) holds.
Setting M(t) = t q1p in the previous theorem we obtain the following result
for the case Ip = n.
Corollary 1. If Ip = n, q > p > 1 then the exact constant A in
(2)
§ 8.6. Imbedding Theorems (Conditions in Terms of Balls) 383
is equivalent to
From the theorem of the present section we easily obtain the following
assertion relating the case pi = n and measures of positive dimension.
Corollary 2. Letpl= nand M(t) = exp(tp '-l)-1. The inequality (8.3/1)
holds if and only iffor some p > 0
sup {()-P,u(B(x, (»): xeRn, 0 < ()< 1} < 00 •
Proof. Since N'(t)=(logt)P-l(1+o(1» as t-+oo then cP- l (t)

= tN- l (1lt) = (logt)l- P(1 + 0(1». Hence, log cP(t) = - t P'-l(1 + 0(1».
Obviously, cP satisfies the condition (8.512). Now it remains to use
cap(Bu,H~) - Ilog()l l - P with ()e(O,-t) and to apply Theorem. The proof is
complete.
Remark 3. Since B~(Rn) is the space of traces on R n of functions in
H~+l/p(Rn+l), Theorem and Corollary 1 still hold if the space H~(Rn) is
replaced by B~(Rn).
Remark 4. We can obtain assertions similar to Theorem and Corollaries 1,
2 by replacing u by 'Vku in the left-hand sides of inequalities (8.3/1) and (2).
For example, the generalization of Corollary 1 runs as follows.
If (1- k)p = n, q > p > 1 then the best constant in
(3)
is equivalent to C s .
The estimate A ~ cCs needs no additional arguments. To prove the reverse
inequality we place the origin at an arbitrary point of the space and put
u (X ) _ kr
-Xl'> ( log Ix I) ,
log()
where ()e(O,-t) and (eC oo (Rl), (t) = 1 for t> 1, (t) = 0 for t<t into (3).
It is clear that suppu C B U1/2. Using standard but rather cumbersome
estimates we can show that, for Ix I< t,
where DIU is the Strichartz function (7.1.212) for {I} > 0 and DIU = I'Vlu I
for {I} = O. Hence from Theorem 7.1.2/4 we have
On the other hand,
Consequently, A ~ cC5 •
§ 8.7. Imbedding Theorems for p = 1
The aim of the present section is to prove the following theorem which com-
plements Theorem 1.4.3.
Theorem 1. Let k be a nonnegative integer, 0 < 1- k :::; n, 1:::; q < 00.
Then the best constant A in
(1)
is equivalent to
K = sup gl-k-nJ.l(B(x, g»l/q .
x,e>O
Proof. a) We show that A ~ cK. We put u(c;) = (Xl- c;t>kqJ(g-l(X- ~»,

where qJeCO'(B2 ), qJ = 1 on Blo into (8.7/1). Since
II "hu Illq{jJ) ~ k! J.l(B(x, g» ,
II u Iisf = cgn - I + k ,
then A ~cK.
p) We prove that A:::; cK. Let q> 1. By virtue of Theorem 8.6 and
Remark 8.6/2 we have
J.l(B(x g »l/q
II 'lk U IlLq""
I ..) :::; C sup k'
x,e g -(I-n+nlt)+nlt
II U Ilbl-n-nlt
t
,
where t is a number sufficiently close to unity, t > 1. It remains to apply items

(iii) and (iv) of Theorem 7.1.3/4.
Next we show that A :::; cK for q = 1. It suffices to consider the case k = O.
Let le(O, 1). According to Corollary 2.1.5,
where UeCO'(R n+ 1) is an arbitrary extension of a function u to Rn+l. Taking

into account the relation
Ilullbl- inf J lyl-/I'lzUldz,

U Rn+1
contained in Theorem 7.1.111, we arrive at A:::; cK.

§ 8.7. Imbedding Theorems for p = 1 385
If 1 = 1, then by Theorem 1.4.3
Ilu IIL(.u,Rn) ~ cK11 'V2,zUIIL(Rn+1).

Minimizing the right-hand side over all U we conclude that A ~ cK for the
space b}.
Suppose the estimate A ~ cKis established for le(N- 2,N-1), whereNis
an integer, N~ 2. We prove it for le(N-1,N]. We have
where 11 f.-l = Ix 11 - n*f.-l. By the induction hypothesis the latter integral does not
exceed
By Lemma 1.4.3 with q = 1 the last supremum is majorized by cK. The

theorem is proved.
Remark 1. We substitute the function u defined by u(x) = ,,(x/e) where
"eCO'(R n), e>O, into (1). Let e-+ 00. Then (1) is not fulfilled for I-k>n
provided f.-l O.'*
For I-k = n, q < 00 inequality (1) holds if and only if f.-l(R n) < 00.
Theorem 2. Let 0 < k < I, 1- k ~ n, 1 ~ q < 00. The best constant Co in
(2)
is equivalent to
Ko = sup e'-k-n f.-l (B (x, e »1/q .
x; (JE(O, 1)
Proof. The estimate Co ~ cKo follows in the same way as C ~ cK in

Theorem 1. To prove the reverse inequality we use the partition of unity
{/Pjh;;.1 subordinate to the covering of R n by open balls with centers at the
nodes of a sufficiently fine coordinate grid and apply Theorem 1 to the norm
II 'Vk(/pju) IILq(.u) where f.-lj is the restriction of f.-l to the support of /Pj. Then
JI'Vku Iqdf.-l ~ c ~ JI'Vk(/pju) Iqdf.-lj ~ cK8 ~ II/pju Ilff ~ cK8 (~ II/pju Ilsf)q,
J J J
where si = wi or bi, (Here we made use of the inequality ~ a? ~ (~a;)q,

where a; ~ 0, q ~ 1.) Now reference to Theorem 7.1.3/3 completes the proof.
Remark. For 1- k ~ n the best constant in (2) is equivalent to one of the
following values:
if q ~ 1,
ifO<q< 1 ,
where {.~ (i)} is the same sequence as in Theorem 8.4.4/1. The proof is
contained in Remark 8.6/1 and Theorem 8.4.4/1.
§ 8.8. Applications

The theorems proved in the previous sections of the present chapter imply
necessary and sufficient conditions for compactness of imbedding operators
ofthe spaces H~, h~, w~, w~, B~ and b~ into Lq(u). The proof ofthese results
follows the standard arguments (compare with Theorems 2.4.211 and
2.4.212), so we restrict ourselves to the next four statements. The first two
theorems are based on Corollary 8.3.
Theorem 1. Let p > 1. pi < n and let s~ be anyone oj the spaces h~, w~,
g), bounded in s~, is relatively compact in Lq(u) if
b~. Any set ojjunctions in
and only if
(1) lim sup {

J-+O
j.l(e)
cap(e,s~)
: e CRn, diame:::;; o} = 0,
(2) lim sup { j.l(e) : e C Rn\Be} =0,
e-+ oo cap(e,s~)
where Be = {x: Ix 1< Q}.

Theorem 2. Let p > 1, pi:::;; n and let S~ be any oj the spaces H~, W~, B~.
A set oj junctions in g), bounded in S~, is relatively compact in Lq(u) if and
only if condition (1) and
(3) lim sup { j.l(e) I : e C Rn\Be, diame:::;; 1} =0

e-+ oo cap(e,Sp)
are valid.
Theorems 3 and 4 below follow from Theorem 8.6 and Corollary 8.6/1,
respectively.
Theorem 3. Let p ~ 1, I> 0, pi < n. Further let 1 :::;; q < 00 if p = 1 and
p < q < 00 if p > 1. Then the set {UE g): Ilu Ilwl:::;; 1} is relatively compact in
Lq(u) if and only if P
§ 8.8. Applications 387
(i) lim sup el-n/PLu(B(x, e»]1/ q = 0 ,

.5-+ +0 x;ee(O • .5)
(ii) lim sup el-n/p[/l(B(x, e))]1/q = 0 .

Ix 1-+ 00 ee(0.1)
Theorem 4. Let p > 1, I> 0, pi = nand q > p. Then the set

wt
rUE g): !lu II ~ 1} is relatively compact in Lq(Jl) if and only if
(i) lim sup IlogeI 1- 1/P[/l(B(x,e»]1/ q =0,

.5-+0 x;ee(O • .5)
(ii) lim sup Iloge 1- 1/P[/l(B(x, e»]1/q = 0 .

1
Ixl-+oo 2e<1
8.8.2. Applications to the Theory of Elliptic Operators

Corollary 8.3 has immediate applications to the spectral theory of elliptic
operators. Let
Sh = h( -L1)I_p(X) , xER n ,
where p ~ 0 and h is a positive number. The results in § 2.5 concerning the

Schrodinger operator - hL1- p(x) have natural analogs for the operators Sh.
Duplicating with minor modifications the proofs of Theorems 2.5.3 - 2.5.6
and other assertions in § 2.5, we can derive conditions for the semibounded-
ness of the operator Sh as well as conditions for the discreteness, finiteness or
infiniteness of the negative part of its spectrum. Here we present the state-
ments of two typical theorems of this kind.
Theorem 1. Let n > 21 and let m
denote the constant in the maximum
principle for the Riesz potential of order 2/.
1) If
Jp(x)dx }
lim sup { e I : diame ~ <5 < (4m)-1 ,
.5-+0 cap(e, h 2 )
then the operator S1 is semibounded.

2) If the operator S1 is semibounded, then
Ip(x)dx }
lim sup { e I: diam e ~ <5 ~ 1 .
.5-+0 cap(e, h2 )
Theorem 2. Let n > 2/. The conditions
Ip(x)dx }
lim sup { e I: diam e ~ <5 = 0,
.5-+0 cap(e, h2)
Jp(x)dx }
lim sup { e I : e C Rn\B(J' diame ~ 1 =0
(J-+a> cap(e, h 2 )
are necessary and sufficient for the semiboundedness of the operator Sh and
for the discreteness of its negative spectrum for all h > O.
§ 8.2. Inequalities similar to (8.114) were proved in the author's paper [152],
where (8.1.4) (and even a stronger estimate in which the role of the capacity of
the set Qt is played by the capacity of the condenser Qt\Q2t) were derived for
I = 1 and I = 2. In the more difficult case I = 2 the proof was based on the
procedure of "smooth truncation" of the potential near equipotential surfaces
(cf. 8.2.1). By combining this procedure with the Hedberg inequality
(8.2.212). D. R. Adams [5] established (8.114) for the Sobolev space W~ for
any integer I. The proof of D. R. Adams is presented in 8.2.2. The same tools
together with Theorem 7.1.1/1 on traces of functions in the weighted Sobolev
space were used by the author to derive (8.114) for functions in W~ for all
p> 1, I> O. This implies the validity of (8.114) for the Bessel potential space
H~ for all fractional I> 2 but only for p ~ 2. The latter restriction was
removed by Dahlberg [48] whose proof is also based on "smooth truncation"
and on subtle estimates for potentials with nonnegative density. Finally,
recently Hansson [87, 88] found a new proof of (8.1/4) for spaces of poten-
tials which uses no truncation. Hansson's approach is suitable for a wide class
of potentials with general kernels. In 8.2.3 we presented the author's proof
(cf. [168]) of inequality (8.1/4) based on Hansson's idea [87] but, apparently,
simpler.
§ 8.3. The equivalence of imbedding theorems and isoperimetric inequali-
ties, connecting measures and capacities, was discovered by the author in 1962
(cf. Maz'ja [144, 146]). Results of this kind were later obtained in the papers
by Maz'ja [152,160], D.R. Adams [5], Maz'ja and Preobrazenskii'[176], and
others.
§ 8.4. The results are due to the author [168].
§§ 8.5 - 8.6. Here the presentation mostly follows the paper by the author
and Preobraienskii [176]. In comparison with this paper the requirements on
the function <P are made less restrictive for 1 <p < 2 -lin by virtue of results
due to Hedberg and Wolff [96] which appeared later. Remark 8.6/2 was
proved by D. R. Adams [5], and Corollary 8.612 was established earlier by
D. R. Adams [1] by a different method.
§ 8.7. The results are due to the author [163].
Theorems of the present chapter were applied to the problem of the de-
scription of classes of multipliers in various spaces of differentiable functions
(cf. Maz'ja [162, 168], Maz'ja and Saposnikova [177], [179], [181]). Let the
class of mUltipliers acting from one function space SI into another function
space S2 be denoted by M(SI-+S2)' In other words, M(SI-+S2) = {y: yueS2
for all u eSl}' The norm of the element yin M(SI -+ S2) is equal to the norm of
the operator of multiplication by y. The following equivalent norms for the
spaces M( W; -+ WJ) (m and / are integers, m ~ /) are presented in the papers
by the author and Saposnikova [177] and by the author [168]. The norm of y
in M(W;-+ W~) is denoted by II y 11(p,m)-+(q, I)'
a) If 1 ;1 e, p + [cap (W
e, pm - /)]llp •
p) If 1 <p<q or 1 = p~q, then
sup e m - n1p ( II V,y IILq(Bl!(X» + e-/llyIlLq(Bl!(X»)

xeRn,l?e(O,I)
formp<n;
II y 11(p,m)-+(q,1) - sup ((log 21 e )llp ' II V,y IILq(Bl!(X» + e -III y IILq(Bl!(X»)
xeRn,l?e(O,I)
for mp = n, p >1;
sup IlyllwJ(B1(X» for mp > n and for p = 1, m = n.
xeRn
y) If 1 <q<p, then
Besides, for 1 ~ q <p, pm> n

~(p-q)lpq
II y 11(p,m)-+(q, I) - (
11IYII~1~(Ji) .
(The notation is the same as in 3.4.2, 8.4.4.)

Added in Proof. Recently Kerman and Sawyer proved that e in the defini-
tion of R on p. 370 can be replaced by any ball (see E. Sawyer "Multipliers of
Besov and power-weighted L 2 spaces". Indiana Univ. Math. J., 1984, v. 33,
N3, 353 - 366).
According to a theorem by Verbitskfi, the denominator in the second sum-
mand in (1) can be omitted (see the book by Maz'ja & Saposnikova "Theory
of Multipliers in Spaces of Differentiable Functions", Pitman, 1985).
Both these results enable one to reformulate a).
Chapter 9. A Variant of Capacity
§ 9.1. The Capacity Cap
9.1.1. Simple Properties of the Capacity Cap(e,i~(m)

In 7.2.1 we introduced the capacity cap(e, S~) of a compactum e eRn for any
one of the spaces S~ = H~, h~, B~, etc. In other words, we considered the set
function inf{llu II~I: uEW(e)}, where W(e) = {UE~: u;;;:: 1 on e}.
Replacing W(e) by m(e, Q) = {UECO'(Q): U = 1 in a neighborhood of e}
we obtain another set function which appears to be useful in various applica-
tions. This new set function will also be called the capacity. Here it will be
denoted by Cap(e, S~(Q».
Having in mind further applications we restrict ourselves to capacities Cap
•I I
generated by the spaces Lp(Q) and Wp , 1= 1,2, ....
The inner and outer capacities of an arbitrary subset of the set Q are
defined by
Cap(E,i~(Q» = sup Cap(e,i~(Q» ,
-- eCE
Cap(E,i~(Q» = inf Cap(G,i~(Q»,

GJE - -
respectively. Here e is an arbitrary compact subset of E and G is an arbitrary

open subset of Q containing E. If the inner and outer capacities coincide, their
common value is called the capacity of the set E and is denoted by
•I
Cap(E,Lp(Q».
Henceforth when speaking of the (p, I)-capacity we shall mean this set
function.
The definition of the capacity Cap(e, i~(Q» immediately implies the fol-
lowing two properties.
Monotonicity. If e1 C e2 and Q1 ) Q2, then
Right continuity. For each e > 0 there exists a neighborhood OJ of the com-
pactum e with OJ C Q such that for an arbitrary compactum e' with e C e' C OJ
we have
•I •I
Cap(e', Lp(Q» ~ Cap(e, Lp(Q» + e .
§ 9.1. The Capacity Cap 391
The following three propositions establish the simplest connections

between the capacities Cap(·,S1) and Cap("S2)'
Proposition 1. Let wand D be open sets in R n with D = diam D < 00 and
OJ C D. Then for any compactum e C w, located at the distance L1efrom ow,
the inequality
D )IP
Cap(e,i~(w»:::;; c ( L1e Cap(e,i~(Q)
is valid.
Proof. Let ueiJR(e, D) and let aeCO'(w), a= 1 in a neighborhood of e
and 1'Via(x) I:::;; cL1;i, i= 1,2, ... (cf. Stein [237], §2, Ch. 6). Then
f L1~-/)PII 'Su IIfp (0)'

Cap(e,i~(w»:::;; II 'VI(au) IIfp (co):::;; ci=O
It remains to make use of the Friedrichs inequality
II 'Viu IILp(Q) :::;; cD I - i II 'Vlu IILp(o) .

The following proposition can be proved in a similar way.
Proposition 2. Let e C D, D = diamD, L1e = dist{e, oD}. Then
. {1 ,LJe
c1 m1n AlP} :::::::
--- Cap(e,• W~) :::;;c2max,
{1 DiP} .
Cap(e,L~(D»
An immediate corollary of the imbedding i~(Rn) C i~(Rn) for appropri-
ate values of p, I, q, m is the following.
Proposition 3. Let n > Ip, p > 1 or n ~ I, p = 1. If e C B r , then
(1)
where c = c(n,p, I).

Proof. Let ueiJR(e), aeiJRCBnB2r)' We have
I I
II 'VI(au) IILp(B2r) :::;; Cj~O II 'Su IILp(B2r ) :::;; C1j~O II 'Su IILqj :::;; C2 II 'Vlu IILp'
where qj = pn(n -(1- j)p) -1.
Next we present two lower bounds for Cap(e,i~(D».
Proposition 4. Let e C DnRs, s:::;; n. Then
392 9. A Variant of Capacity
where q = ps/(n-Ip) for p > 1, s>n-Ip >0, or s~n-/~O for p = 1. The

constant c depends only on n, p, I, q.
For the proof it suffices to apply the inequality
II u IILq(Rs) ~ c II 'V/u IILp(Rn)

to an arbitrary uEiJR(e, D).
Proposition 5. If D is open set, e is a compactum in D and
de = dist(e, aD), then
(2) Cap(e,i~(D» ~ cd;-p/ ,
where pi > n, p > 1 or I ~ n, p = 1.

Proof. For any uEiJR(e, D) we have
1 = lu(x) IP ~ cdf/- n J I 'V/u IPdy, XEe.

Iy-xl <de
Therefore 1 ~ cd~-nlp II 'V/u IILp(.Q). The result follows.

Corollary. Let pi> n, p > 1 or I ~ n, p = 1 and let Xo be a point in Be' Then
(3)
Proof. The lower estimate for the capacity follows from Proposition 5 and
the upper estimate results from substituting the function u(x) =
I1«X-Xo)e- 1 ), where I1ECO'(Bd, into the norm II 'V/u IIL p(B2e )'
9.1.2. The Capacity of a Continuum

Proposition 1. Let n > Ip > n -1, p ~ 1 and let e be a continuum with diameter
d. Then
(1) Cap(e,i~) - d n-/p .
Proof. We include e in the ball iid with radius d and we denote the concen-
tric ball with radius 2d by B 2d • Using the monotonicity of the capacity, we
obtain
Let 0 and P be points in e with IO-PI = d. Let the axis OXn be directed
from 0 to P. We introduce the notation
x = (x',x n) , X' = (xj, ... ,xn-d , e(t) = en {x: Xn = t},

B~~-I)(t) = B 2d n {x: Xn = t}, W = {a//ax?! ... aX~~It},
a1 + ... + a n -1 = I.
For any ue9)1(e, B 2d ) we have
d d.
11'VluIPdx~ldt I IWuIPdx'~ICap[e(t),L~(B~d-1)(t»]dt.
B Zd 0 B~d-I)(t) 0
Since e(t) =F 0, e(t) C Ed and pi > n - 1, then
Cap(e(t),i~(B~d-l)(t») ~ cd n - 1- lp .
Minimizing II 'Vlu IIi p (B2d ) over the set 9)1(e, B 2d ), we obtain
Cap(e,i~(B2d» ~ cd n - Ip .
To complete the proof it remains to use estimate (8.1.1/1).

Proposition 2. If n = Ip, p> 1, then for any continuum e with diameter d,
2d < D, the equivalence
1-P
(2) Cap(e,i~(BD» - ( log ~)
holds. Here BD is the open ball with radius D and with center Dee.
Proof First we derive the upper bound for the capacity. Let the function v
be defined on B D\Bd as follows
v(x) = [IOg!!...-J -\Og!l...- .

d Ixl
Let a denote a function in COO [0, 1] equal to zero near t = 0, to unity near
t = 1 and such that 0:;;;; a(t) :;;;; 1. Further let u(x) = a[v(x)] for xeBD\Bd,
u(x) = 1 in Bdand u(x) = 0 outside B D . It is clear that ue9)1(B d, BD). Besides,
we can easily see that
I 'VIU(X) I:;;;; C[IOg ~ ] -1 1x I-I
on BD\Bd. This implies
We proceed to the lower bound for the capacity. Let P and Q be points in e
with IP - Q I= d. By (r, w) we denote the spherical coordinates of a point in
the coordinate system with origin Q, r>O, wE8B 1(Q). Let u be a function in
9)1(e, B 2D (Q» such that
J 1'V/uIPdx~y-e,
B 2D (Q)
where y = Cap(e,Lb(B2D (Q» ~ Cap(e,Lb(BD » and e is a small positive

number. We introduce the function
Since u = 1 at least one point of the sphere {x: Ix - Q1= r}, where r < d and
pI> n -1, then
11 - U(r) I ~ c II u(r, .) - U(r) II Wi(ClBI (Q» .
Hence
(3)
Using (l-1)p < n we obtain
(4) J rU-I)PI\juIPdx~c J I'V/u IPdx , l~j<l.

B2D(Q) B 2D (Q)
Therefore the right-hand side in (3) does not exceed
c II 'V/u IIL (B2D (Q» ~ co(y- e) .

p
If y ~ (2 co) -1, then the required estimate follows. Let y < (2 co) -1. Then
d
J U(r)dr> dl4
dl2
and U(ro) > +for some roE(dl2, d). Using (4) once more we conclude that
2D dr
y-e~c J dwJ Ir'VuIP--e.
8B1 (Q) d r
By virtue of the Holder inequality we have
2D
y-e~c JlrU'(r)IP--e~c log-
dr .( 2D)1- PI2DJU'(r)dr IP
ro r d ro
The result follows.

9.1.3. The Capacity of a Cylinder

Proposition 1. Let Co,d be the cylinder
where 0 < 2 J < d and Q2d = {x: IXi 1< d}. Then
°1 ldJn-PI-l forn-1 >pl

Cap (Co,d, L p(Q2d» - ( d)l-P
d log- for n-1 = pI.
J
Proof. Let uEffJl(Co,d, Q2d)' Obviously,

d/2
(1) J IV'IU IPdx ~ J dXn J IWulPdx' ,
Q2d - d/2 Q~'d-l)
where W={8118xfl ... 8x:~11}, al+···+an-l=l, Qi~-l)={X': IXil<d,

i = 1, ... , n - 1}. The inner integral on the right in (1) exceeds
Cap(B~n-1),i~(Bbn-l») ,
where Bbn- 1) is the (n -1)-dimensional ball {x: lx' 1< e} and e = 2(n _1) 112 d.
Hence from Propositions 9.1.211 and 9.1.212 it follows that the integral
under consideration majorizes cJ n-pl-l for n-1 >pl and c(logdIJ)l- p for
n-l = pl. Minimizing the left-hand side of (1) over the set ffJl(Co,d, Q2d), we
obtain the required lower estimate for the capacity.
We proceed to the upper bound. Let x' -+ u(x') be a smooth function with
support in the ball B~n-l) that is equal to unity in a neighborhood of the ball
B~n-l). Further, we introduce the function 1Jd(X) = 1J(xld), where
1JEffJl(QhQ2)' Since the function X-+ 1Jd(X)U(X') is in the class ffJl(Co,d, Q2d)
then
Cap (Co, d, i~(Q2d»:::;; J IV'/(U1Jd) IPdx
Q2d
1
:::;;cd,,£d- pk J 1V'/-kU IPdx':::;;Cl d J 1V'luIPdx'.
k=O B~n-l) B~n-l)
Minimizing the latter integral and using Propositions 9.1.211, 9.1.212, we

arrive at the required estimate.
9.1.4. The Sets of Zero Capacity Cap(·, W~)

The definition of the capacity Cap ( ., i~(Q» and Proposition 9.1.112 imply
that Cap(e, W~) = 0 if and only if there exists a bounded open set Q contain-
ing e such that Cap(e,i~(D» = O. The choice of Dis not essential by Proposi-
tion 9.1.112.
From Corollary 9.1.1, for lp > n, p > 1 and for I;;i:!: n, p = 1, we obtain
that the equality Cap(e, W~) = 0 is valid only if e = 0.
Proposition 9.1.1/3 shows that in anyone of the cases n > Ip, p > 1 or
n ;;i:!: I, p = 1 the equalities Cap(e, W~) = 0 and Cap(e,i~) = 0 are equivalent.
Corollary 9.1.1 and Propositions 9.1.2/1 and 9.1.212 imply that no similar
property is true for n ~ Ip, p > 1. To be precise, Cap(e, i~) = 0 for any
compactum e provided n ~ Ip, p > 1.
§ 9.2. On (p, I)-polar Sets
Let W;/ denote the space of linear continuous functionals T: u -+ (u, n on

W~.
The set E C R n is called a (p, I)-polar set if zero is the only element in Wi;!
with support in E.
Theorem 1. The space ~ (D) is dense in W~ if and only if CD is a (p, 1)-

polar set.
Proof. 1) Suppose ~ (D) is not dense in W~. Then there exists a nonzero
functional TeW/, equal to zero on ~(D), i.e. with support in CD. (Here
we make use of the following corollary of the Hahn-Banach theorem. Let M
be a linear set in the Banach space B and let Xo be an element of B situated at a
positive distance from M. Then there exists a nonzero functional TeB* such
that (x, n = 0 for all xeM.) Consequently, CD is not a (p, I)-polar set.
2) Suppose ~ (D) is dense in W~. For any functional Te W;.I with support
in CDwe have
(u, n = 0
for all u e ~ (D). Therefore, the latter is valid for all u e W~ and so T = O.
Thus, CD is a (p, I)-polar set.
Theorem 2. The set E is (p, I)-polar if and only ifCap(E, W~) = O.
Proof. 1) Let Cap(E, W~) = 0 and TeW;,1, suppTCE. Without loss of
generality we may assume that supp T is a compactum (otherwise we could
take aT with ae ~ instead of n. We take an arbitrary rpe ~ and a sequence
{U m}m;;.1 of functions in ~ which equal unity in a neighborhood of suppTand
tend to zero in W~. Since rp(1- um) = 0 in a neighborhood of T then
(rp, n = (rpum> n. The right-hand side converges to zero as m -+ 00; hence
(rp, n = 0 for all rpe~. Since ~ is dense in W~ then T= O.
2) Let E be a (p, I)-polar set. Then any compactum K in E is also a (P,/)-
polar set, and ~ (Rn\K) is dense in W~. Let v e9Jl(K). By virtue of the density
of ~ (Rn\K) in W~ there exists a sequence vme ~ (Rn\K) that converges to v
§ 9.3. The Equivalence of Two Capacities 397
in W~. Every function Vm - v equals unity near K, has compact support and
Ilv m - v Ilw;--+O as m --+ 00. Therefore Cap(K, W~) = O. The proof is complete.
Taking into account the assertion just proved we can give an equivalent
formulation of Theorem 1.
Theorem 3. The space [f) (.Q) is dense in W~ifandonIYifCap(CQ, W~) = O.
§ 9.3. The Equivalence of Two Capacities
We compare the capacities Cap(e,i1) and cap(e,i1), p ~ 1. Obviously,

the first capacity majorizes the second. In fact, for the function
Ve = min {(1- e) -1 u, 1} there exists a sequence in 9)1(e) that converges to Ve in
i1 for arbitrary number ee(O, 1) and a function ue91(e). Therefore
and so Cap(e,i1) ~ cap(e,i1). Thus the capacities Cap(e,i1) and cap(e,i1)

coincide.
Since the truncation along the level surfaces does not keep functions in the
spaces i~ and W~ for I> 1, the above argument is not applicable to the proof
of equivalence of the capacities Cap and cap, generated by these spaces.
Nevertheless, in the present section we show that the equivalence occurs for
p>1.
9.3.1. An Auxiliary Multiplicative Inequality

The following assertion is applied in 9.3.2. It is a particular case of the
Gagliardo-Nirenberg theorem (cf. 1.4.8) .
•I
Lemma 1. IjueLp nLxo, p > 1 and m = 1,2, ... ,/-1, then
(1)
First we derive a simple inequality for functions on R 1.
Lemma 2. Let m be a positive integer, q > m + 1 and let v be any junction

on R 1 with the jinite norm
II v"IILql(m+1)(Rl) + II V IIL ql(m_1)(Rl).

Then
II v I IIL q1m (Rl) ~ c II v" 11~~(m+ 1)(Rl) II v 11~~(m_1)(Rl) ,
where
1 )112
(
q~~-l forq<2m,
c= 112
( q-m ) forq~2m .
m
Proof. We introduce the notation
bj = II v U) Iql(m+ j -1)dx.
(The integral is taken over R 1.) First consider the case q < 2 m. Let
<5 = q(2m - q)/2m(m -1). By Holder's inequality we have
b 1 = llv 1° Iv 'l
q1m
dx ~ (llv Iql(m-1)dx)1- ql2m ( I Iv '12 dx )ql2m
Iv 1° IV 1(2m- q)/(m-1)
Integrating by parts in the last integral, which is justified by the inequality
(2 m - q)(m - 1) -1 < 1, we obtain that it does not exceed
m-l Ilvl(q-m-1)/(m-1)lv"ldx~ m-l b o1-(m+ 1)/qb(m+

2
1)/q
•
q-m-l q-m-l
Let q ~ 2 m. Integration by parts in b 1 yields
Applying the Holder inequality with exponents P1 = q/( q - m), P2 = q/

(m-l), P3 = m to the preceding integral we conclude that
b 1~' <q-m b1-2mlqb(m-1)/qb(m+1)/q

:--- 1 0 2 .
m
Thus
b ~ Cb(m-1)12m b(m+1)l2m
1'<: 0 2 '
wherec= ( m-
1 )ql2m forq<2mandc= ( ) ql2m
q-m forq~2m.
q-m-l m
Proof of Lemma 1. Let q > m + 1 and let
am = II Y'm U IlL qm
/' m = 0,1, ... , I .
By Lemma 2 we have am ~ c1a:';~1a:';:'1' Hence, using induction, we obtain

am ~ c2a~-m)/ma7'11 for q = pl. The result follows.
§ 9.3. The Equivalence of Two Capacities 399
Corollary. If u, v EL~ n L 00' then
Proof. By virtue of Lemma 1 we have

1
II \i'/(U v) IlLP ~ c k=O
L III \i'k u II \i'1_k v IIIL
P
The result follows.
9.3.2. The Relation Cap - cap for p > 1

Theorem 1. Let p > 1, n > pi, 1= 1,2, .... Then
(1)
for any compactum e.

Proof. The left inequality results from the inclusion 9J1(e) C W(e). We
proceed to the upper bound for Cap. Let G denote a bounded open set such
that G) e and
- 1 °1
cap(G,Lp) ~cap(e,Lp) + e.
Let Ube the (p, I)-capacitary potential of the set t; (cf. 7.2.2). By Proposition
7.2.212 the inequality U ~ 1 is valid (p, I)-quasi-everywhere in t; and, there-
fore, quasi-everywhere in some neighborhood of the compactum e. We apply
the mollification with radius m -1, m = 1,2, ... to U and multiply the result by
the truncating function '1m' '1m (x) = '1(xlm), where '1ECo, '1(0) = 1. So we
obtain a sequence of functions {Um}m;;>1 in Co such that 0 ~ Um ~ c in R n,
Um ~ 1 in a neighborhood of e and
(2)
(The inequality Um ~ c follows from Proposition 7.2.2/1.)

w = 1- [(1- Um )+]/+1 ,
which obviously has compact support and is in C I• Besides,

Applying Corollary 9.3.1, we obtain
It remains to make use of inequality (2).

The following theorem has a similar proof.
Theorem 2. Let p > 1, 1= 1,2, .... Then
(3) cap(e, W~) ::;;; Cap(e, W~)::;;; ccap(e, W~)
for any compactum e.

Corollary 1. Let p > 1, I = 1,2, ... , and let e be a closed subset of the cube
Qd = {x: 21xi I::;;; d}. Then
(4)
Proof. It suffices to derive (4) for d = 1. The left inequality is trivial; the
right inequality follows from Proposition 9.1.112 and Theorem 2.
It is probably not known whether estimates (1) and (3) are true for p = 1,
1 <I<n.
Remark. The proofs of Theorems 1 and 2 and of Corollary 1 do not
change provided we replace the class 9R(e, D) in the definition of the capacity
Cap by the narrower one:
{uECo(D): u = 1 in a neighborhood of e, 0::;;; u::;;; 1} .
Corollary 2. Let p > 1, 1= 1,2, ... and let elo e2 be compacta in Qd. Then
(5)
where c * is a constant that depends only on n, p, I.

Proof. Let uiE9R(ei, Q2d), 0::;;; Ui::;;; 1, i= 1,2, and let
(6)
(cf. preceding Remark). The function u = U1 + U2 is contained in CO(Q2d) and

satisfies the inequality u ~ 1 on e1 u e2. Hence from Corollary we obtain
. / ./
Cap(e1 u e2,L p (Q2d» ::;;; c cap(e1 u e2,L p (Q2d»
2
: ; ; cll 'V/u IIf : ; ; 2 P - 1c i=l
p
~ II'V/uillf
p
,
which together with (6) leads to (5).

§ 9.1. The capacity Cap(e,i~{!m was introduced by the author [145]. The
content of this section follows, to a large extent, the author's paper [156].
§ 9.2. The definition of a (2, I)-polar set is borrowed from the paper by
Hormander and Lions [100]. The results of this section are due to Littman
[134]. Concerning Theorem 9.1.4/2 see the earlier pat>er by Grusin [Sf]'
§ 9.3. The equivalence of the capacities Cap(e,L~) and cap(e,L~) was
established by the author [151, 153] for integer I. For fractional I the equiv-
alence of the corresponding capacities is proved by D. R. Adams and Polking
[11]. The proof of Lemma 9.3.1/1 follows the author's paper [153]. Another
proof of Theorem 9.3.211, based on "smooth truncation" and on the
Hedberg inequality (S.2.2/2), is contained in the paper by D.R. Adams [5].
Chapter 10. An Integral Inequality for Functions
on a Cube
Let Qd be an open n-dimensional cube with edge length d and with sides
parallel to coordinate axes. Let p ~ 1, and k, I be integers, 0 ~ k ~ I. We
denote a function in W~(Qd)' p ~ 1, by u.
The inequality
(1)
with q in the same interval as in the Sobolev imbedding theorem often turns
out to be useful. This inequality occurs repeatedly in the following chapters.
Obviously, (1) is not valid for all UE W~(Qd)' but it holds provided U is subject
to additional requirements.
In the present chapter we establish two-sided estimates for the best con-
stant Cin (1). In §§ 10.1, 10.2 we mainly consider the case of u vanishing near
a compactum e C Qd and k = O. The existence of C is equivalent to the posi-
tiveness of the (p, I)-capacity of e. For a (p, I)-unessential set e, upper and
lower bounds for C are stated in terms of this capacity. If q ~ p and e is (p,/)-
essential, i.e. its capacity is comparable with the capacity of the cube, then C
is estimated by the so-called (p, I)-inner diameter.
In 10.3 the function u is a priori contained in an arbitrary linear subset Q:
of the space W~(Qd)' There we present the generalization of the basic theorem
in 10.1 and give applications for concrete classes Q:. In this connection we have
to introduce some functions of the class Q: which playa role similar to that of
the (p, I)-capacity.
In conclusion we note that the statements as well as the proofs of results in
the present chapter remain valid after replacing the cube Qd by an arbitrary
bounded Lipschitz domain with diameter d.
§ 10.1. The Connection Between the Best Constant

and the Capacity (The Case k = 1)
10.1.1. Definition of a (p, I)-Unessential Set
Definition. Let e be a compact subset of the cube Qd' In either one of the cases
n ~ pi, p > 1 or n > I, p = 1 we say that e is a (p, I)-unessential subset of Qd if
§ 10.1. The Connection Between the Best Constant and the Capacity (The Case k = 1) 403
(1)
where y is a sufficiently small constant that depends only on n,p, I. For the
purposes of the present chapter we can take y to be an arbitrary positive
number satisfying the inequality
(2) Y ~4 -pn.
If (1) fails, then, by definition, e is a (p, I)-essential subset of Qd'

For n <pI, p > 1 or for n ~ I, p = 1 only the empty set is called (p,I)-
unessential.
The collection of all (p, I)-unessential subsets of the cube Qd will be
denoted by .AI(Qd)'
10.1.2. The Main Theorem

Let UQd denote the mean value of u on the cube Qd, i.e.
We introduce the seminorm
Theorem. Let e be a closed subset of the cube Qd'

1) For all UECOO(Qd) with dist(suppu, e) > 0 the inequality
(1)
where qE[1,pn(n-pl)-I] for n >pl, p ~1 and qE[l, 00) for n = pI, p >1, is
valid. Moreover, the constant C admits the estimate
(2)
2) For functions u ECOO(Qd) with dist(supp u, e) > 0, let
(3)
where eE.AI (Qd) and q satisfies the same conditions as in 1). Then
(4)
For the proof of this theorem we need the following lemma.
Lemma. Let e be a compactum in Ql' There exists a constant c such that
404 10. An Integral Inequality for Functions on a Cube
Proof. To obtain the left estimate we need the following well-known

assertion (cf. Theorem 1.1.16).
There exists a linear continuous mapping A: ck-t,t(Qd) -+ c k - t ,t«22d),
k = 1,2, ... , such that (i) A v = v on Qd, (ii) if dist(supp v, e) > 0, then
dist(suppA v, e) > 0, and (iii)
Let v = A (1 - u). Let 17 denote a function in p) (Q2) which is equal to unity

in a neighborhood of the cube Qt. Then
(7)
Now the left estimate in (5) follows from (6) and (7).
Next we derive the rightmost estimate in (5). Let weID1(e, Q2)' Then
/
Ilwll~(Qt) ~ e ~
k=O
II V k wlI£p(Q2) ~ ell V/wll£p(Q2)'
Minimizing the last norm over the set ID1(e, Q2) we obtain
We complete the proof by minimizing the left-hand side.

Proof of the theorem. If suffices to consider only the case d = 1 and then
use a similarity transformation.
1) Let N = II U IILp(Qt)' Since dist(supp u, e) > 0, then by Lemma we have
~ap(e, i~(Q2)) ~ e 111 -N-tu 11~(Qt) = eN-P I u I~,/.Qt + e II1-N- t u Ilfp(Qt) ,

l.e.
(8) NPCap(e,i~(Q2)) ~ e I ul~./.Qt + e IIN- u Ilfp(Qt)'
Without loss of generality, we may assume that uQt ~ 0. Then
IN - uQtl = Ilu IILp(Qt) - IluQtIILp(Qt) ~ Ilu - uQtIILp(Qt) .

Consequently,
(9) liN - u IILp(Qt) ~ liN - uQtIILp{Qt) + lIu - uQtIILp(Qt) ~ 211u - uQtIILp(Qt)'

By (8), (9) and the Poincare inequality
Ilu-uQtIILp(Qt)~ e II Vu IILp(Qt)
we obtain
From the Sobolev imbedding theorem and the preceding inequality we con-
clude that
IIu II£q(Ql)~ C(lUI~,I,QI + Ilu II£p(QI» ~ c{l + [Cap(e,i~(Q2))] -1}lul~,I,QI'

So the first item of the theorem follows.
2) For pI > n, p > 1 or for I ~ n, p = 1 the assertion is trivial. Consider the
other values of v and I. Let ljIeW1(e, Q2) be such that
(10)
and let u = 1 - 1jI. Applying the inequality
we obtain
I u I p, I, QI = IIjII p, I, QI ~ c II V11jI IILp (Q2) •
Hence from (10) it follows that
By Holder's inequality we have
(11)
It remains to show that the mean value of If! on Q1I2 is small. Noting that
1 1 1
J Iwldt~ -1J It"w'ldt~ -IJ Iw'ldt
-I
for any function wee 1 [ -1,1] satisfying w( -1) = w(l) = 0 we obtain
(12) J IjIdx~ J IljIldx~ J IaljlldX~ J Ia2~ IdX

QI/2 Q2 Q2 aXI Qz aXI
~ ... ~ Q2J / al~

aX
/dX ~ 2(P-l)nIP il V1IjIliL
p
(Q2)'
I
Therefore,
ii, ~
"t'QI!2"'"
Q2
2 (2P-l)nlp [Cap(e, ) + e] lip
·
This and (10.1.1/1), (10.1.1/2) imply

- ~2 -nip
IjI QI/2 "'" ,
which together with (11) completes the proof of the second part of the
theorem.
10.1.3. A Variant of Theorem 10.1.2 and its Corollaries

In the following theorem, which will be used in Chapter 12, we prove an
assertion similar to the first part of Theorem 10.1.2 and relating to a wider
class of functions.
Theorem. Let e be a closed subset of Qd and let 0 be a number in the
interval (0, 1). Then for all functions in the set
{ueC''''(Qd): UQd~ 0, u(x) ~ od- n1p II u IILp(Qd) for all xee}
inequality (10.1.2/1) is valid and
C-P~c(1-o)Pd-nplqcap(e,i~(Q2d» .
Proof. Duplicating the proof of Lemma 10.1.211, we obtain
C -I cap (e, i~( Q2» ~ inf {Ill - u Ilf~(Qt): u eC''''(Qt>, u ~ 0 on e}

•I
~ ccap(e, L p(Q2» .
Further, we note that the inequality 1 - N- 1 U ~ 1 - 0 on e implies
and follow the argument of the proof of the first part of Theorem 10.1.2.
Corollary 1. Let e be a closed subset of Qd. Then the inequality
is valid for all functions ueC''''(Qd) that vanish on e.

Proof. It suffices to put d = 1. Let
P(u) = L x P J f/Jp(y)u(y)dy
00;;; IPI 0, thenQt
(2)
It suffices to obtain (1) under the assumption
where l5 = l5(n,p, I) is a small constant. Then the function v = u - S(u)

satisfies the inequality
on e. To be precise, let VQI ~ O. Applying the theorem in the present section to

the function v, we obtain
Hence from Lemma 1.1.11 we obtain
Ilu-S(u)llfq<QI)~ ~,
cap(e,L p (Q2»
t
j=!
11~(u-P(u»llf(Q)
p I
~ ~, 11V',ullfp(QI)'
cap(e, L p (Q2))
Now reference to (2) completes the proof.

Corollary 1 implies the following assertion.
Corollary 2. Let e be a closed subset of Qd' The inequality
(3) ( np / q )
Ilullfq(Qd)~C dPk-n+np/qllV'kullfp(Qd)+ '~-k+l 11V',ullfp(Qd)
cap(e,Lp (Q2d»
is valid for allfunctions UECOO(Qd) that vanish on e along with all derivatives
up to the order k, k < I.
Proof. It suffices to derive (3) for q = p and d = 1. According to Corol-
lary 1,
II V'jU Ilfp(QI) ~ c (II V'j+ 1 u Ilfp(QI) + .1'_j II V',u Ilfp(QI»)
cap(e,L p (Qd)
for j = 0,1, ... , k-1. Therefore
Ilu Ilf (QI) ~ c (II V'kU Ilf (QI) + kf 1,_. II V',u Ilfp(QI») .
p p J=O cap(e,L p J(Qd)
Since
cap(e,L~-j(Q!» ~ cap(e,L~-k+!(Qd)
for j = 0, ... , k -1, the result follows.

Remark 1. According to Corollary 9.3.211, for p > 1 we can replace cap by

Cap in the statements of Theorem and Corollaries 1,2.
Remark 2. From Proposition 9.1.1/3 it follows that we can replace
cap(e,i~(Q2d» by cap(e,i~(Rn» in the statements of Theorem and Corol-
lary 1 for n > Ip. A similar remark applies to Corollary 2 in case
n>p(l-k+1).
Remark 3. Proposition 7.2.212 and the properties of (p, I)-refined func-
tions (see 7.2.4) imply that in the definition of the capacity cap (E, h~) of a
Borel set we can minimize the norm Ilu Ilhl over all (p, I)-refined functions in
h~ satisfying the inequality u(x) ~ 1 for (p,
I)-quasi-every xeE. Therefore in
the theorem of the present subsection we could deal with (p, I)-refined func-
tions in V~(Qd) for which the inequality
u(x) ~ Jd -nip II u IILp(Qd)
is valid (p, I)-quasi everywhere on the Borel set E C Qd' Similarly, in Corol-
lary 1 we could consider a Borel set E C Qd and (p, I)-refined functions in
V~(Qd) equal to zero quasi-everywhere on E. The class of functions in Corol-
lary 2 can also be enlarged if we consider the class (£k(E) of refined functions
ueV~(Qd) such that Dau(x) =0 for (p,I-lal)-quasi all xeE and for all
multi-indices of order Ia I~ k.
§ 10.2. A Connection Between Best Constant and the (p, I)-inner

Diameter (The Case k = 1)
10.2.1. The Set Function l~.q(G)
Definition. With any open set G C Qd we associate the number
where p ~ 1 and the infimum is taken over all functions ueC""(Qd) that vanish
in a neighborhood of Qd\G.
By Theorem 10.1.2, if Qd\G is a (p, I)-unessential subset of Qd, then
This relation fails without the condition of smallness on the (p, I)-capacity
of Qd\G. If G is "small" then the value A~.q(G) becomes large (for instance,
we can easily check that A~,q(G) - en-pl-nplq provided G is a cube with small
edge length e) whereas
§ 10.2. A Connection Between Best Constant and the (p, I)-inner Diameter (The Case k = 1) 409
---- 'I 1
cap(Qd\G,L p (Q2d»::;:; cd n - p .
In the present section we give the description of the set function A~,q(G)
for q ~ p ~ 1 in certain new terms connected with the (p, I)-capacity under the
condition that Qd\G$JII(Qd)'
10.2.2. Definition of the (p, I)-inner Diameter

We fix the cube Qd and we denote by Do an arbitrary cube in Qd with edge
length 15 and with sides parallel to those of Qd'
Definition. Let G be an open subset of Qd. The supremum of 15 for which
the set {Do: Do\GeJII(Do)} is not empty will be called the (p, I)-inner (cubic)
diameter of G relative to Qd and denoted by Dp,/(G, Qd)'
In the case Qd = R n we shall use the notation Dp,/(G) and call it the (p, 1)-
inner (cubic) diameter of G.
9bviously, Dp,/(G, Qd) = d provided Qd\G is a (p, I)-unessential subset
ofQd'
Let n < pi, p> 1 or n = I, p = 1. By definition, for such p and I, all the sets
except the empty set are (p, I)-essential. Therefore, for any open set G C Qd,
the (p, I)-inner (cubic) diameter Dp,/(G, Qd) coincides with the inner (cubic)
diameter D(G), i.e. with the supremum of edge lengths of cubes Do inscribed
in G.
10.2.3. Estimates for the Best Constant by the (p, I)-inner Diameter
The following theorem contains two-sided estimates for A~,q(G) for q ~ p ~ 1.
Theorem 1. Let G be an open subset of Qd such that Qd\ G is a (p, 1)-
essential subset of Qd'
1) For all functions UECOO(Qd) that vanish in a neighborhood of Qd\G
inequality (10.1.211) is valid with q ~ p ~ 1 and
(1)
2) If for all functions u e COO (Qd) that vanish in a neighborhood of the

set Qd\G inequality (10.1.211) is valid, then
(2) C ?~' c2 [Dp, / (G, Qd )]/_n(p-L q -l) •
Proof. 1) Assume for the moment that Dp,/(G, Qd) < d. We denote an
arbitrary number in (Dp,/(G, Qd), dtby 15. The definition of the (p, I)-inner
diameter implies that, for any cube Do, the set e = Do\G is a (p, I)-essential
subset, i.e.
(3) cap (Do n e, i~(D20» > yt5 n - pl .
(Here and in what follows Dco is the open cube with edge length ct5 whose
center coincides with that of Do and whose sides are parallel to the sides of
,oJ.) In case Dp,/(G, Qd) = d we put t5 = d. Then (3) is also valid since, by
hypothesis, e is a (p, I)-essential subset of the cube OJ = Qd'
According to the first part of Theorem 10.1.2 and inequality (3), we have
J:np/q
(4) II U IIP ./
Lq(OJ)"'"
Cu
01
I IP J:lp-n(l-p/q) I IP
U P",oJ~cu U p,I,Oli'
cap(,oJne,Lp(,ou»
We construct a covering of Qd by cubes ,oJ whose multiplicity does not exceed

some number which depends only on n. Next we sum (4) over all cubes of the
covering. Then
(5)
Using a well-known multiplicative inequality, we obtain
(6)
(cf. Lemma 1.4.7). Putting v =U- UQd in (6) and applying the Poincare in-
equality
II U - UQd IILp(Qd) ~ cd II 'V U IILp(Qd) ,
we obtain
II "0 U IILp(Qd) ~ c II U 1I1;16~) I U I ~~, Qd •
Hence from (5) with q = p we obtain
Therefore
(7)
and the first part of the theorem follows for q =p. Let q > p. Summing the
inequality
Ilu IIfp (oc1) ~ ct5/P-n(l-p/q)( II 'VIU IIfp (Oc1)+ t5- P' llu IIfp (oli»
over all cubes of the covering {,oJ} and making use of the inequality
(~ aile ~ ~ of, where ai > 0, 0 < e < 1, we conclude that
lIu Ilfp(Qd) ~ ct5,p-n(l-p/q)( II 'V,u IIfp(Qd) + t5- / llu Ilfp(Qd» .
It remains to apply inequality (7).

2) Let 0 < t5 < Dp,/(G, Qd) and let OJ be a cube having a (p, I)-unessential
intersection with Qd\G. Let" denote a function in C""(,oJ) that vanishes
§ 10.3. Estimates for the Best Constant in the General Case 411
near CHJ,h is equal to unity on the cube ,oOl~ and satisfies I'Vj 1'/ I~ cl5- j ,
j = 1,2, .... If v is an arbitrary function in C'~) (,00) that vanishes near Qd\ G
then the function u = 1'/ v extended by zero in the exterior of ,00 satisfies
(10.1.213) by the hypothesis of the theorem. Therefore
~ cC(1 V Ip,l, Do + l5- 111 V IILp(Do» •

This and the estimate
yield
(8) II v IILp(Don) ~ c' C(I v I p, I, Do + l5- I + n (p-L q-l) II v IILq(Don » •
We may assume that 2c' Cl5- I + n (p-L q-l) < 1 since the reverse inequality is
the required inequality (3). Then by (8)
II v IILq(Don) ~ 2 c' C I v I p,l, Do

and (2) follows from the second part of Theorem 10.1.2 applied to the cube
,00' The proof is complete.
In each of the cases pI < n, p > 1 and I = n, p = 1, Theorem 1 can be stated

in terms of the inner diameter D(G).
Theorem 2. Let G be an arbitrary open subset of Qd, G Qd and let the '*
numbers n, p, I satisfy either of the conditions pI> n, p > 1 or I = n, p = 1.
Further, let C be the best constant in (10.1.211) with qE [p, 00). Then
(9)
§ 10.3. Estimates for the Best Constant in the General Case
Let ~ denote a linear subset of the space W~(Qd)' Our goal is the study of the
inequality
(1)
where UE~ and q is the same as in Theorem 10.1.2. The norm on the right in
(1) can be replaced by an equivalent one retaining only the summands corre-
sponding to j = I and j = k + 1.
10.3.1. A Necessary and Sufficient Condition for the Validity of the

Basic Inequality
Let ~ be the closure of Q: in the metric of the space V~ (Qd) and let IP k be the set
of polynomials Il of degree k,,:;; 1- 1, normalized by
(1) d- n J IIlIPdx =1 .
Qd
Theorem. Inequality (10.3/1) is valid if and only if IPk n ~ = 0.

Proof The necessity of this condition is obvious. We will prove the suf-
ficiency.
If IPk n ~ = 0 then in ~ we can introduce the norm
which makes it a Banach space. Let I be the identity mapping from ~ into
Lp(Qd)' Since ~ C V~(Qd) C Lq(Qd) then lis defined on~. We will show that
it is closed. Let I U m I Q: -+ 0 and II U m - U IlL (Qd> -+ 0 as m -+ 00. Then there exists
a sequence of polynomials {Ilm}m;;.t of degree not higher than k such that
um-Ilm-+O in Lq(Qd)' Consequently, U = limllm in the space V~(Qd) and
since IPk n ~ = 0 then U = O. Thus I is closed. Now from the Banach theorem
it follows that E is continuous, that is, (10.3/1) is valid. The theorem is
proved.
As an example consider the class Q: r (E) (r = 0, ... , 1-1, E is a Borel subset
of Qd) of (p, /- j)-refined functions UE V~(Qd)' p> 1 such that "0u = 0
(p, 1- j)-quasi-everywhere on E, j = 0, ... , r.
Since any sequence of (p, I)-refined functions that converges in V~(Qd)
contains a subsequence that converges (p, I)-quasi-everywhere (cf. 7.2.4), then
Q:r(E) is a closed subset of V~(Qd).
Thus, according to Theorem 1, inequality (10.3/1) is valid for all U E Q: r(E)
if and only if IPk does not contain a polynomial Il such that 'VjIl = 0 (p, 1- j)-
quasi-everywhere on E, j = 0, ... , r.
10.3.2. Capacities of Function Classes

Let Il be a polynomial in IPk and let
.,
cap(Q:, Il,L p(Q2d» = inf J I 'V,u IPdx,
Q2d
where the infimum is taken over all functions U Ei~(Q2d) such that the restric-
tion of U - Il to Qd is contained in a linear subset Q: of the space V~(Qd).
With Q: we associate I capacities
In other words,
(1)
, ,
CAPk (Q:,L p (Q2d)) = inf J I \l,u IPdx
{l1, u} Q2d
where ~~e infimum is taken over all pairs {n, u}, n E IPh u IQd E Q:,
n- uEL p (Q2d) . ,
It is clear that CAPk(Q:,L~(Q2d)) does not increase as k increases. The
following inequality is valid:
(2)
In fact, let TI E9R(Qh Q2) and let Tld(X) = TI(x/d). Since 1 E IPk and the restric-
tion of the function 1 - TId to Qd equals zero, the pair {I, TId} is admissible for
the problem (1). This implies (2).
We introduce the norm
The next assertion is similar to Lemma 10.1.211.
Lemma. The capacity CAPdQ:,i~(Qd)) is equivalent to the following

capacity of the class Q::
(3) inf III n - u 111~(Qd) ,
where the infimum is taken over all pairs {n, u}, n E IPh n - u E V~(Qd)' U E Q:.
Proof. We have
where A is the extension operator in Lemma 10.1.2/1. Obviously, the right-

hand side does not exceed cllln-Aulll~/(Qd)' From (10.1.216) it follows that
. An = n. Therefore, using (10.1.216) orice more we obtain
Minimizing the right-hand side, we arrive at the required upper bound for
CAPk •
We now prove the lower estimate. Since (n - u) IQ can be extended to a
" d
function in L p (Q2d), the classes of admissible functions in the definitions of
,
both capacities ,under consideration are simultaneously empty or nonempty.
Let IlE!Ph VEL p (Q2d), (Il- v) IQdEQ:. Then capacity (3) does not exceed
10.3.3. Estimates for the Best Constant in the Basic Inequality

From Theorem 10.3.1 it follows that (10.3/1) is valid if and only if
The next theorem yields two-sided estimates for the best constant C in
(10.3/1) expressed in terms of the capacity CAPk(Q:,i~(Q2d»'
Theorem. 1) If CAPdQ:,i~(Q2d»>0 then, for all UEQ: inequality
(10.3/1) is valid with
(1)
2) If (1 0.3/1) is valid for all U E Q: and if
CAPk(Q:,i~(Q2d» ~ cod n - pl ,
where Co is a small enough constant that depends only on n, p, I, k, then
(2)
Proof. 1) Let U E Q: be normalized by
(3)
and let II be any polynomial in IPk' According to Lemma 10.3.2 we have
(4)
Hence from the inequality
II Vi v IILp(Qd) ~ cd l - i II VI v IILp(Qd) + cd- i II v IILp(Qd)

we obtain that the first sum in (4) does not exceed
Therefore
(5) [CAPk(Q:,i~(Q2d))]IIP~cd-/IIII-uIiL p
(Qd)+C t
i=k+1
di-/IIViuIIL (Qd)'
p
For each UE V~(Qd) there exists a polynomial n of degree less than k+ 1 such
that
(6) lin - U IILp(Qd) :::; c' d k + 1 II 'Vk + 1 U IILp(Qd) .
First suppose that
II 'Vk+1 U IILp(Qd) > (2c,)-ldnlp-k-1 .
Then by virtue of (10.3.2/2) we have
(7) [CAPk(Q:, i~(Q2d))]1IP:::; cd k - I + 1 II 'Vk + 1 U IILp(Qd) •

Now let
II'Vk + 1 uIIL (Qd):::;(2c,)-ldnIP-k-1.
From (6) we obtain p
lin - U IILp(Qd) :::; 2-1 d n1p = 2-1 II U IILp(Qd)

and consequently
(8)
We put II = d n1p lin Ilip1(Qd)n. Then (8) implies
Illl - U IILp(Qd) :::; 211n - d- n1p lin IILp(Qd)U IILp(Qd) .

Obviously, the right-hand side does not exceed
211n - U IILp(Qd) + 211u IILp(Qd) Id- niP lin IILp(Qd)-11

= 211n - U IILp(Qd) + 2111 nIILp(Qd) - Ilu IILp(Qd) I:::; 411n - U IILp(Qd)'
II II - U IILp(Qd):::; 4c' d k + 1 II 'Vk + 1 U IILp(Qd) ,
which together with (5) and (7) yields the estimate
(9)
for all UEQ:, normalized by equality (3).

From the Sobolev imbedding theorem and (10.3.212) we obtain
which together with (9) yields (10.3/1) with the constant C satisfying
(10.3.3/1).
2) Let e be an arbitrary positive number, lIe Pb 'IIei~(Q2d)' (1I- 'II) IQde~

and let
J I V'1'IIIPdx~CAPk(~,i~(Q2d»+edn-lp.
i22d
Since the restriction of 'II - II to Qd is contained in ~ then by the hypothesis of
the theorem
(10)
The right-hand side does not exceed
cCIl V'I 'II IILp(Qd) ~ CC(CAPk(~,i~(Q2d» + ed n-lp)llp
because 'IIei~(Q2d)' Similarly,
11'11 IILq(Qd) ~ cdl+n(q-I_p-I) II V'I'II IILp(Q2d) ~ c(co+ ei 1p d n1q .

Thus
and by (10)
(11) 11'11 IILq(Qd) ~ c(co+ e)llPdnlq + CC(CAPk(~' i~(Q2d» + edn - lp )1/p .
Now we note that
The preceding estimate follows from the H6lder inequality for p ~ q. In case
p> q it results as follows:
Since lIe Pb then 1IlIIIL (Qd) = d n1p. Therefore II II ilL (Qd) ~ cd n1q. Using the
smallness of the constari't Co, we arrive at (10.3.312). The theorem is proved.
10.3.4. The Class (to(e) and the Capacity Capk(e, i~(Q2d»

The rest of the section deals with the class
(1) ~(e) = {ueCOO(Qd): dist (supp u, e) > O} ,

where e is a compact subset of the cube Qd'
We introduce the following set function:
(2)
where p ~ 1 and {t} is a collection of functions in i ~(Q2d) such thatf = II in a

neighborhood of e where II E IPk •
Since lPo = {± 1} then
We show that the capacities Capk(e,i~(Q2d» and CAPk(Q{)(e),i~(Q2d» are

equivalent.
Lemma. The following inequalities are valid:
Proof. The upper inequality is an obvious corollary of the definitions of

the two capacities.
We shall prove the lower inequality. Let IIE IPko u E~o(e), let A be the
extension operator in Lemma 10.1.212 and let 'ld be the function used in the
proof of inequality (10.3.212). From property (ii) of the operator A it follows
that 'ld(II-Au) is contained in the class {t} introduced in the definition of
•I
Capk(e, L p (Q2d». Therefore
Taking into account the equality AII= II and estimate (10.1.2/6) for the
function v = II- u we complete the proof by reference to Lemma 10.3.2.
From Theorem 10.3.1, applied to the class Q{)(e), and from the preceding
lemma there immediately follows an assertion which coincides with Theorem
10.1.2 for k = O.
Corollary. 1) If Capk(e, i~(Q2d» > 0 then for all uEQ{)(e) inequality

(10.3/1) is valid and
2) If(10.3/1) is valid for all uEQ{)(e) and if
where Co is a small enough constant that depends only on n, p, I, then

10.3.5. A Lower Bound for Capk

We derive a lower bound for Capk(e,ipf (Q2d» by the capacity Cap(e,
Of k
Lp- (Q2d».
Proposition. The following inequality is valid:
(1)
Proof. It suffices to consider the case d = 1. From the inequality
we obtain
(2)
Let IIE IPkand letfbe a function ini~(Q2d) such thatf = IIin a neighbor-
hood of e. Obviously, the difference oIIloXi- oJloxiis contained in Q:o(e) for
all i = 1, ... , n. For some i, let
(3)
where e is a positive number (that depends only on k, I, n) which will be

specified later. Then
(4) II'Vdllip(Q2)~II'Vf-1 of liP ~ePCapk_1(e,i~-1(Q2))'

OXi L p (Q2)
If for all i = 1, ... , n inequality (3) fails, then the condition IIIIIIL (QI) = 1
implies p
IIII(x) 1-11 ~ Ce, XEQ2'
We can take e = (2c) -1. Since II =f on e, then If(x) 1~ -h XEe, and hence
The preceding result and (4) yield
Applying (2) we complete the proof.

We present an example of a set for which
Example. Let n = 3, p = 2, 1= 2 and let e be the center of the cube

Ql = {x: IXi 1 < -t}. Since by the Sobolev imbedding theorem
lu(e)1 2 :::;;c J IV2ul 2dx

Qz
for all ue ~(Q2) then Cap(e,i~(Q2» ~ c- 1> O.

We show that Cap1(e,i~(Q2» = O. LetII= 2y'3x. Obviously, IIefPk. Let
Iledenote a function in W1(Qe, Q2e) such that IVjllel:::;; Ce- j . The function IIlle
coincides with II in a neighborhood of e; hence
'2
Cap1(e,L 2(Q2»:::;; J I V 2(IIlle) I2 dx.
Q2
On the other hand, the last integral is O(e). Thus Cap1 (e, i~(Q2» = O.
Remark. In connection with the above example consider the quadratic
forms
Sl (u, u) =J
Ql
[ L
3
i,j=l
( 0 2)2 +
U
OXiOXj
L ()2]
3
-
i,j=l
ou
dx,
OXi
defined on functions u e COO (Q1) which vanish near the center of the cube Q1'
The forms generate the operators ,12 -,1
and ,12
with the Neumann boundary
data on OQ1 and with the complementary condition u = 0 at the point e.
Corollary 10.3.4 and the above example imply that the first operator is posi-
tive definite and that the second is not.
In general, for p = 2, the basic results of the present section can be refor-
mulated as necessary and sufficient conditions for positive definiteness and as
two-sided estimates for the first eigenvalue of the elliptic operator generated
by the quadratic form S(u, u). This form is given on a linear subset Q; of the
space Vi(Qt> and satisfies the "coerciveness" condition
for all ueQ;.
10.3.6. Estimates for the Best Constant in the Case of Small (p, I)-inner
Diameter
Here we show that the best constant in (10.3/1) (for q ~ p ~ 1 and Q: = Q:o(e»
is equivalent to some power of the (p, I)-inner diameter of Qd\e provided this
diameter is small.
Lemma. Let G be an open subset of the cube Qd such that
(1)
where Co is a small enough constant that depends only on n, p, l. Then for all
functions UECoo(Qd) that vanish in a neighborhood of Qd\G the inequality
(2)
where j = 0,1, ... ,1-1, is valid.

Proof. If suffices to assume that d = 1 and I> 1. We put D = Dp,I(G, Ql)'
Since 15 < 1, then Qd\G$.%(Ql)' Therefore, according to Theorems 10.2.3/1
and 10.2.3/2, we have
I I
II U IlL
p
(Ql) L
~ cD j=1 II 'Vj u IlL (Ql) •
p
we obtain that
Ilu IILp (Ql) ~ CDI( II 'Vlu IILp (Ql) + Ilu IILp (Ql» •
Thus, (2) follows for j = O.

To obtain the estimate for II 'Vj u IILp (Ql) with j ~ 1 we can use the inequality
(/ VI
11'0 u IILp (Ql) ~ c( II 'Vlu IILp (Ql) + Ilu IILp (Ql»J'/1 Ilu IIL;(Ql)'
Theorem. Let q be the same number as in Theorem 10.1.2 and let condi-
tion (1) be valid. Then for all functions u E COO (Qd) that vanish in a neighbor-
hood of Qd\ G the inequality
I .' I
(3) II u IILq(Qd) ~ C.J=k+l
L d J - II 'Vj u IILp(Qd) ,
where k = 0, 1, ... , 1- 1, is fulfilled. The best constant in (3) satisfies the in-
equalities
(4) Cl [Dp,I(G, Qd)]I-n(p-L q -l) ~ C ~ c2[Dp,I(G, Qd)]I-n(p-L q -l).
(In the case n <pi, p > 1 or n = I, p = 1 the value Dp,I(G, Qd) can be replaced
by the inner diameter D(G, Qd) in (3) and (4).)
Proof. The rightmost estimate in (4) follows from (10.2.3/1) and the
above lemma, and the leftmost estimate is contained in the second part of
Theorem 10.2.3/1 and in Theorem 10.2.3/2.
Remark. The smallness of the (p, I)-inner diameter is essential for the
validity of Theorem. In fact, let G be the cube Ql C R3 with center excluded.
Then d = 1, D(G) = t, whereas, according to Remark 10.3.5, the inequality
(5)
is not true. (This can be seen directly by insertion of the function u(x) =
Xl (x/e), where e >0, (= 0 on Bl(O), (= 1 outside B2(0), into (5).)
10.3.7. Application to the Boundary Uniqueness Theorem for

Analytic Functions in the Class L ~(U)
From inequality (10.1.211) we can deduce an estimate for the integral of the
logarithm of the modulus of a function in L ~ which characterizes the smallness
of the set of zeros of this function that suffices for this integral to be finite (see
Maz'ja and Ravin [173].
Let E be a Borel set in R n- 1 = {x = (x',x n) eRn: xn = O} and let {~} be a
collection of n-dimensional open balls with centers in R n -1. We denote a con-
centric ball with double the radius by 2~. Let s(~) = m n _l(R n - 1 n ~),
c(En~)=cap(En~, Wi(2~», s= ~s(~). We designate the number of
{.~}
different balls ~ which contain a point x by X.
Lemma. Let rp be a (p, 1)-rejined junction oj the class L ~(U~) that van-
ishes on EnG. Then
(1) ~ J log Irp(x') IX(x')dx'
S U(.sl?nRn-I)
~ _1_ ~ s(~) log s(~) + ~ log [..:.- J IV rp IPX dX] ,

pS {.sl?} c(E n ~) p S U.sl?
where c = c(n,p), p ~ 1.
Proof. If ( !!(, E, JI.) is a measure space with finite JI. and j is a nonnegative
function defined on !!( and measurable with respect to the a-algebra E, then
;:: any p >0 exp (_1_

JI. ( !J:)
POgjdJl.)
!£'
~ (_1_
JI. ( !J:)
JPdJl.)IIP
!£'
Theref~ S(~)
J
.sl?nRn-1
10glrpldX'~~IOg(_1_
p s(~)
J
.sl?nRn-1
IrpIPdX')'
where the ball ~ is arbitrary. Now we note that, for p ~ 1,
_1_ J Irp IPdx'

s(~) .sl?nRn-1
JIrp IPdx + 1.
.sl? cap(~, W~(2~»
and make use of inequality (10.1.211) and Remark 10.1.3/3. We have
1 J Irp IPdx ~ c J I V rp IPdx .

mn(~) ~ c(E n~) .sl?
Then
1 c
-- S IqJ IPdx' ~ S 1\7 qJlPdx
s(a1) ~nRn-l c(Ena1) ~
and consequently
S
u(~n~-l)
10glqJlxdx' =L
{~} ~n~-l
S 10glqJldx' ~~p L [S(a1)IOg
{~}
S(a1) ]
c(E n 91)
+ ~ L [S( 91) log

p {~}
(_c_ s(a1)
S 1\7 qJ IP
~
dX)] .
Applying (2) to the last sum we arrive at the required estimate.
By virtue of (1) we can prove the uniqueness theorem for analytic functions
of the class L1in the unit disk U (see the paper by Havin and the author [173],
where this problem is considered in detail and where a bibliography is given).
Let ~ be the set of all functions analytic in the disk U and let .¥e~. We say
that a set E, contained in the interval (0, 2n), is the uniqueness set for .¥ if each
functionje .¥with lim j(reif) = 0 for any ()eE vanishes identically on U.
r--+1-0
Let E be a Borel set in the interval (0,2n) and let {o} be a set of pairwise dis-
joint open intervals 0 C (0,2n). Denote the length of 0 by 1(0), the disk with
diameter 0 by 91, and the concentric disk with double the radius by 2 91. We also
use the notation c(E no) = cap(E no, W1(2a1».
Let E satisfy the condition
(3) L1(0) log 1(0) =- 00
c(Eno)
and let an analytic function jeL1(U) satisfy lim j(reif) =0 for any ()eE.
From (1) it follows that r--+1-0
jlog (
o
lim Ij(reif)
r--+1-0
0
')
d() = - 00
(see Havin and Maz'ja [173]) which together with the well-known uniqueness
theorem for analytic functions of the Hardy class H1 shows thatj(z) = 0 for all
zeU. Thus E is the uniqueness set for L1<U).
. Since c(E n 0) - 1 for p > 2, then in this case we can omit c(E n 0) in (3).
For p <2 we can replace cap(E n 0, W~(R2» by cap(E no).

§ 10.1. The notion of an "unessential set" applied to sets of small Wiener
capacity was introduced by Moleanov [189] who proved Theorem 10.1.2 for
p = 2,1 =·1 (in an implicit form). A new approach was proposed by the author
[145] (see also Maz'ja [156]) for the case I> 1. These results were rediscovered
by Donoghue [53], R.A. Adams [12] and Polking [212].
Inequality (10.1.3/3) and the particular case (10.1.3/1) of it, which refines
the first part of Theorem 10.1.2, were established by Hedberg [95] for p > 1
who used a different method for which the restriction p =1= 1 is important. In
10.1.3 these results follow from Theorem 10.1.3 which was implicitly proved
in the author's paper [156]. We note that our proof is also valid for the case
p=1.
Inequality (10.1.3/3) plays an important role in the aforementioned paper
by Hedberg where the well-known problem of spectral synthesis in Sobolev
spaces is solved. The basic result of Hedberg runs as follows.
Let UE W~(Rn), p > 1 and let m be a positive integer. Let K pe a closed
subset of R n and Dau IK= ofor all a with 0 ~ lal ~ 1-1. Then UE W~(Rn\K),
i.e. there exist functions umECO'(Rn\K) such that lim lIu-umIlW'(Rn) = o.
m-+oo P
An obvious corollary to this theorem is the following uniqueness theorem

for the Dirichlet problem (see Hedberg [95]).
Let Q C R n be an open bounded set in R n and let u be a solution of .,11 u = 0
in Q in the space Wf(R n) satisfying Dau laQ = 0, 0 ~ Ia I~ 1-1. Then u = 0
in Q.
§ 10.2. A set function similar to A~.2 was introduced and applied to the in-
vestigation of the uniqueness conditions for the solution of the first boundary
value problem by Kondrat'ev [115, 116]. In these papers it is called the
capacity C7,d. The connection of A~.q with the (p, I)-inner diameter was
studied by the author [158].
§ 10.3. The results of this section (except Proposition 10.3.5 and those of
subsection 10.3.6) are borrowed from the author's paper [156].
Proposition 10.3.5 was published in the author's book [166]. This proposi-
tion together with Corollary 10.3.4 shows that the constant C in Corollary
10.3.4 satisfies the inequality
C ~ cd k + n / q [Cap(e,i~-k(Q2d))] -lip
which was obtained earlier by a direct method in the paper of Hedberg [94]
(compare with the stronger inequality (10.1.3/3) which was discussed in the
comments to § 10.1).
In connection with the content of the present chapter we mention the
paper by Meyers [184] in which the inequality
lIu-Lu IIWff(Q) ~ CII 'lk+1 U IIW~-k-l(D), UE W~(Q),
where L is a projection mapping W~(Q) .....fJJ k and Q is a Lipschitz domain, is

studied.
A certain family of "polynomial (p, I)-capacities" similar to cap(Q:o(e),
Il,i~(Q2d» was used by Bagby [22] in the study of approximation in Lp by
solutions of elliptic equations.
Chapter 11. Imbedding of the Space i~(.Q) into Other
Function Spaces
§ 11.1. Preliminaries
If n > pi, p > 1 or n ~ I, p = 1 then for all U E E#(Q) the Sobolev inequality
(1)
where q=pn/(n-pl), is valid. By virtue of (1) the mapping E#(Q)3U

-+ U ELq(Q) is continu~)Us. Since E#(Q) is dense in i~(Q), this mapping can be
uniquely extended to L~(Q) so that the extended operator is continuous. We
can easily show that this operator is one to one. In fact, let zero be the image
of uEi~(Q) in L (Q) and let a sequence {U m}m;;>l of functions in E#(Q)
converge to U in Ll(Q). Then for all multi-indices a with lal= I and for all
qJE E#(Q)
lim JqJDuumdx= lim (-l)/Ju mD u qJdx= O.

m-+oo Q m-+oo Q
Since the sequence DUu m converges in Lp(Q), it tends to z~ro.

The above considerations show that each element of L~(Q) (for n >pl,
p > 1 or n ~ I, p = 1) can be identified with a function in Lq(Q) and the
identity mapping
i~(Q)3U -+uELq(Q)
is one to one, linear and continuous (i.e. it is a topological imbedding).

If n:E;; Ip, p > 1 or n < I, p = 1 and if (1) is valid for some q >0 with a con-
stant C that is independent of U E E#(Q), then we arrive at the same conclu-
sion. However, for these values of n, I,p inequality (1) does not hold and,
moreover, in general i~(Q) is not imbedded into the space of distributions
E#'(Q).
The theorems of the present chapter contain necessary and sufficient con-
ditions for the topological imbedding of i~(Q) into E#' (Q), Lq(Q,loc),
Lq(Q) (§§ 11.1-1.1.4). In § 11.5 we obtain the conditions for the compactness
of the imbedding L~(Q) C Lq(Q). In § 11.6 the results of previous sections are
applied to the study of the first boundary value problem for elliptic equations
of order 2/.
§ 11.2. The Imbeddingib(D) C ~I(D) 425
§ 11.2. The Imbeddingi~(Q) C fi)'(Q)
The object of the present section is to prove the following assertion.

Theorem. The space i~(Q) (1 ::;;"p < 00) is topologically imbedded into
if and only if anyone of the following conditions holds:
£1}' (Q)
1) n > pi, p > 1 or n ~ I, p = 1 ;
2) C Q is not (p, nlp)-polar if n = pi, p > 1 ;
3) C Q is not empty if n <pi and nip is not integer;
4) C Q is not (p, nlp)-polar or it is not contained in an (n -1)-di-
mensional hyperplane if n <pi and nip is integer.
Taking into account Theorem 9.212 we may read "the set of zero inner
(p, nlp)-capacity" for "(p, nlp)-polar set" in the last theorem.
11.2.1. Auxiliary Assertions

Lemma 1. The space i~(Q) is topologically imbedded into £1}' (Q) if and only
if, for any IfIE £1}(Q), the functional
(1) J IfIdx == (u, 1fI) E £1}' (Q)

£1} (Q) 3U -+ u
o
is continuous with respect to the norm II \lIU IILp(o),
Proof 1) If i~ c £1}' (Q), then any sequence UmE £1}' (Q) which is a Cauchy
sequence in the norm II \lIU IlL (0), converges in £1}' (Q). Consequently, the
functional (u, 1fI) is continuous:
2) Let the functional (u, 1fI) be continuous in t~e norm II \lIU IlL (0)' Then
the mapping (1) can be continuously extended to L~(Q). It remairis to show
that the resulting mapping is one to one. Let U m be a Cauchy sequence in
i~(Q) that converges to zero in £1}' (Q). Obviously, for all qJE £1}(Q) and all
multi-indices a with Ia I = I we have
JqJDaumdx = (-1)IJu mD aqJdx-+O .

o 0
Since the sequence Dau m converges in Lp(Q), it tends to zero.

Corollary. The space i~(Q) is imbedded into £1}' (Q) if and only if
(2)
for any IfIE £1}(Q) and for all UE £1}(Q).
Lemma 2. The space i~(Q) is imbedded into £1}' (Q) if and only if for any
IfIE £1}(Q) there exists a distribution TE £1}' (Q) with support in C Q such that
(3)
426 11. Imbedding of the Space i~ (.0) into Other Function Spaces
Proof. Necessity. Let i~(Q) C !1J'(Q). Then by the above corollary in-
equality (2) is valid for all UE !1J(Q). The space !1J(Q) can be identified with
the subspace !1J(Rn) by zero extension to CQ. By the Hahn-Banach theorem,
functional (1) can be extended to a functional u -+ (u, s) on !1J(Rn) which is
continuous with respect to the norm I 'ltu IlLp (RR), i.e. to a functional satisfying
(4)
where K does not depend on u. Since s = If/ on Q, the support of the

distribution T= If/-S is contained in CQ. The estimates (3) and (4) are
equivalent.
Sufficiency. Suppose (3) is valid. Then the functional !1J(Rn) 3U -+ (u, s)
with s = If/- T is continuous with respect to the norm II Vlu ilL (RR) on !1J(Rn)
and hence on !1J(Q) where it coincides with (1). It remaifts to refer to
Corollary.
Lemma 3. Let n ~plfor p >1 or n <Ifor p = 1. Ifforany If/E !1J(Q) there
exists a distribution TE W;;;'(Rn) with compact support in C Q such that
(5) (x p, If/- T) = 0
for all multi-indices P with IPI~k= [I-nip] then the space i~(Q) is
imbedded into !1J' (Q).
Proof. Let Bo be the ball {x: Ix I< e} containing the supports of If/ and T.
We show that (3) is valid for all u E !1J(Rn). Indeed, for any polynomial P of
degree not higher than k we have
l(u,If/-T)1= l(u-P,If/-T)I= I«U-P)11,If/-T) I,

where 11E !1J(B 2e), 11 = 1 in Bo. Let K = 1I1f/- Til wp,l(RR). Then
Applying the inequality
where ~k is the set of all polynomials of degree not higher than k, as well as
the inequalities
II V k+ 1 U IILp(B2/1) ~ C II Vk+l U IILq(B2/1)~ cll VluIILp(RR),

where q = pn[n-p(l-k-1)] -1, we arrive at (3). The lemma is proved.
§ 11.2. Thelmbeddingi~(Q) C ~'(Q) 427
11.2.2. The Case n =R n

Lemma. Let n ~ Ip for p > 1 or n < I for p = 1 and let a be a multi-index of
order Ia I~ 1- nip. Then there exists a sequence of functions u vE ~(Rn) such
that uv-+xa in ~1(Rn) and uv-+O in i~(Rn).
Proof. Let 1'/ be an infinitely differentiable function on (0,00) which is
equal to unity in a neighborhood of [0,1] and to zero in a neighborhood of
[2,00), and let Ia 1< 1- nip. Clearly, the sequence
uv(x) = X a1'/(v- 1 Ix I)
converges to x a in ~' (Q). On the other hand,
II V',uvIILP (Rn)~constvnIP+ lal-'----+

v-+
O.
00
Letlal=l-nlp. We put
1 v2
vv(x) = - - l o g -
log v Ix I
for xEBVl\Bv= {x: v 2 > Ixl~v} (v>2). By qJ(t) we denote a function in

C [0,1] equal to zero near t = 0 and to unity near t = 1. Further, let
OO
wy(x) = qJ[vv<x)] for xEBVl\By, wv(x) = 1 in Bvand wy(x) = 0 outside BVl.

It is clear that uv<x) = xawv<x) converges to x a in ~' (Rn). On the other hand,
since
= const(logv)l/P -l----+ o.
v~oo
Theorem. The space i~(Rn) is imbedded into ~1(Rn) if and only ifn > Ip,
p > 1, or n ~ I, p = 1.
The necessity follows immediately from Lemma and the sufficiency from
the estimate
and the proof of the one-to-one correspondence presented in § 11.1.
Corollary. The space i ~ (Q) is imbedded into ~ I (Q) for any open set Q if
and only if n > Ip, p > 1 or n ~ I, p = 1.
The necessity was proved in the preceding theorem. Extending any
u E ~(Q) by zero to C Q we obtain the imbedding ~(Q) C ~(Rn) and hence
the imbedding ~' (Rn) C ~' (Q). Therefore
Here and henceforth C means a topological imbedding.
11.2.3. The Case n = pi, p > 1

Lemma. If a closed set E is not a (p, I)-polar set, then there exists a distribu-
tion TEW;;'(Rn) with compact support in E such that (1, T) = 1.
Proof. Since E is not (p, I)-polar, there exists a distribution S E W;;'(R n),
*
S 0 with support in E. Let the function T = ({JS satisfy «({J, S) = 1. Obviously,
the distribution T = ({JS satisfies the requirements of the lemma.
Theorem. Let n = Ip, p > 1. In order that i~(D) C ~' (D) it is necessary
and sufficient that CD is not a (p, nlp)-polar set.
Proof. Necessity. From Lemma 11.2.2 it follows that, if the function
IjIE ~(D) *
with (1, 1jI) 0 is arbitrary, then the inequality
I(u, 1jI) I ~ C II 'V/u IILp(Rn)

can not be valid for all u E ~(Rn). Since i~(D) C ~' (D), there exists a dis-
tribution TE ~' (Rn) such that supp T C CD and
I(u, 1jI- T) I ~ c II 'V/u IlLp (Rn)

for all u E ~(Rn) (see Lemma 11.2.112). Obviously, T * O. Moreover,
I(u, T) I ~ c II 'V/u IILp(Rn) + I(u, 1jI) I ~ cII u II wt(Rn) ,
i.e. TE W;;I(Rn). Thus CD is not a (p, nlp)-polar set.
SUfficiency. Since CD is not a (p, nlp)-polar set, there exists a distribution
ToE W;/(R n) with compact support in CD such that (1, To) = 1. Let IjIE ~(D).
We put T= (1jI, 1)To. Since (1, 1jI- T) = 0, then, according to Lemma 11.2.1/3
(where k = 0), i~(D) C ~' (D). The theorem is proved.
11.2.4. The Case n <pi and Fractional nip

Theorem. If n <pi and if nip is fractional then the condition CD *0 is
necessary and sufficient for the imbedding i~(D) C ~' (D).
Proof. Necessity. If CD = 0, then by Theorem 11.2.2 the space i~(D) is
not imbedded into ~' (D).
*
SUfficiency. Let CD 0. We may assume OECD. We put
§ 11.2. The Imbedding i~ (.0) C ~'(,O) 429
where 0 is the Dirac delta-function, D is usual differentiation, k = [/- nip]

and IjIE!,)(D). Since k</-nlp then DaOEW;;J(R n ) for lal~k and TE
W;,'(R n ). Besides, obviously, (x p, 1jI- T) = 0 for IPI ~ k. It remains to make
use of Lemma 11.2.1/3. The theorem is proved.
11.2.5. The Case n <pi, 1 <p < 00 and Integer nip

Theorem. Let nip be an integer, n <pi, 1 <p < 00. The space i~(D) is
imbedded into !')' (D) if and only if CD is not a (p, nlp)-polar set and is not
contained in an (n -1 )-dimensional hyperplane.
Proof. We put k = I-nip.
Sufficiency. a) Suppose the set CD is not a (p, nlp)-polar set. Then by
Lemma 11.2.3 there exists a distribution Toe W;,-'(R n) with compact support
in CD such that (1, To) = 1. We put
T= 1: aa(-1)lalzJaTo .
lal";k
Obviously, Tis a distribution in W;"(R n) with compact support in CD.

It remains to show that given any IjIE !,)(D) we can find numbers aaso that
(11.2.1/5) holds for all multi-indices P with IPI ~ k. In other words the linear
algebraic system
1: aa(DaTo,x P) = (ljI,x p) , IPI~k,

lal..;k
must be solvable. Since (D YTo, 1) = 0 for Iy I> 0, this system can be rewritten
in the form
(1) ~ aa
J..
P! ('7'
~o,x
P-a) = ( IjI,X p) •
a";p <P- a)!
The matrix of system (1) is triangular with nonzero elements on the main
diagonal (it consists of the numbers P! (To, 1) = P!). Thus (1) is solvable.
b) Suppose CD is not in an (n -1)-dimensional hyperplane. Suppose the
points 0, ai, ... , an are situated in CD and are affinely independent. Further,
let IjIE !,)(D). We introduce the distribution
n
T=Po(-iV')o(x)+ 1:Pj(-iV')o(x-aj) ,
j=l
where Po, Ph ... , Pn are homogeneous polynomials Qf degrees not higher than
k-1. Sincep(/-k+1) >n then TEW;.'(R n ).
We choose polynomials PO'Ph"',Pn so that (11.2.1/5) holds. Let Q(~)
and R(~) be the sums of terms of degree not higher than k in the Taylor
expansions of the Fourier transforms t(~) and "'(~), respectively. We denote
the homogeneous part of R(~) of degree k by r(~). It is clear that
430 11. Imbedding of the Space i~ (Q) into Other Function Spaces
_ n
T(~) = Po(~) + L ~(~) exp( -
j=l
i<aj, ~» ,
n n
Q(~) = L ~(~) - i L <aj'~) ~(~) .
j=O j=l
Since the forms <aj'~) are independent, we can choose PI, ... 'Pn so that
n
- i L <aj, ~)~(~) = r(~) .
j=l
We define the polynomial Po by Po = - (PI + ... + P n ) + R - r (obviously, the
degree of Po is less than k). Thus Q(~) = R(~) which is equivalent to
(11.2.115).
Necessity. Let i~(Q) C [I)' (Q) and let C Q C R n - l (for definiteness we put
R n - l = {x: Xl = O}). We show that CQ is not a (p, n/p)-polar set. By Lemma
11.2.112 for any 'liE [I)(Q) there exists a distribution T with support in C Q
such that (11.2.113) holds. Since CQ C R n - l then
where SjE[I)'(R n - l ), SUppSj C CQ(cf. Schwartz [224]). We show that 1j*0

and 1jEW;;.'(R n ). We have
I . I
t(~) = L ~1 Sj(~2" .. , ~n) = L 1j(~) .
j=O j=O
Let Po, ... , PI be distinct numbers in (0,1). According to the Lagrange inter-
I
polation formula there exist constants )10,' •• , )II such that ak = L )ljP(Pj) for
j=O
any polynomial P(t) = ao+ al (+ ... + al(l. In particular, if P(t) = (k then
(2)
For the polynomial

- I . .
T(t~1> ~2"'" ~n) = L ~1 Sj(~2"'" ~n)(J
j=O
we have
Consequently,
= LI )I'
_J T (Xl
- , X 2 " " , Xn) •
j=O Pj Pj
§ 11.3. The Irnbeddingi~(Q) C Lq(Q, loe) 431
We define the function
(3) IfIk= II y. IfI (Xl

_J -,X2"",Xn) .
j=O fij fij
Inequality (11.2.1/3) for 1fI- Timplies
(4)
for all UE £fJ(R n). We may assume that the function IfIE £fJ(Rn) satisfies
(1fI, xf> = 1. This along with (2) and (3) yields (lfIb xf) = 1. Suppose Tk = O.
Then for all U E £fJ(Rn)
Hence by this and Lemma 11.2.2 we obtain (1fIk> xf) = O. Thus Tk =1= 0 or,
equivalently, Sk =1= O. Since ({JE £fJ(Rn) then (4) implies TkE W;,l(Rn).
Next we show that O(Xl) x SkE W!,-I(R n). It is well known (see,
for instance, Stein [237], § 4, Ch. 6) that for any collection of functions
gjE W~-j(Rn) U = 0,1, ... , / -1) there exists a function <1>E W~(Rn) such that
oj <1>/OXj = gj for xER n- 1 and
Let gj = 0 for j =1= k and gk = u, where U is an arbitrary function in

W~-k(Rn). Then
(u, O(Xl) x Sk) = (<1>, (+ o:J k

O(Xl) x Sk) = (<1>, Tk)'
Since TkE W;,l(Rn) then applying the above assertion we get
I(u, O(Xl) x Sk) I~ KII <1> II ~(Rn) ~ Kllu II Wft-k(Rn).

Thus O(Xl) x SkE Wp;nIP(Rn) and C Q is not a (p, n/p)-polar set. The theorem
is proved.
Thus, the proof of Theorem 11.2 is complete.
§ 11.3. The Imbedding i~(Q) C Lq(Q, loc)
The following assertion shows that Theorem 11.2 contains necessary and suf-
ficient conditions for the imbedding i~(Q) C Lq(Q, loc).
432 11. Imbedding of the Space i~ (.Q) into Other Function Spaces
Theorem. Let n ~pl for p > 1 or n < I for p = 1. If the space i~(Q) is
imbedded into ~'(Q), then it is also imbedded into Lq(Q, loc) for n = pi,
where q is any positive number, and into C(Q) for n <pl.
Proof. Let G be a domain in R n with compact closure and smooth
boundary, G n Q::j:: 0. First we show that there exists a family of functions
qJaE ~(G n Q), lal = 1-1, such that the matrix II(qJw x P) II is not degenerate.
Let qJ be any function in ~ (G n Q) with (qJ, 1) ::j:: 0 and let qJ a = D aqJ.
Obviously, for a> Pwe have
(qJa,X P) = (-1) lal(qJ,Dax P) = 0

and the matrix II(qJa, x P) II is triangular. Since the main diagonal terms are
(-1) lala! (qJ, 1) ::j:: 0, the determinant is not zero and the existence of the func-
tions qJa follows.
Since i~(Q) C ~'(Q) then according to Corollary 11.2.1
(1)
where K is a constant that is independent of u. By virtue of the Sobolev

imbedding theorem,
Ilu IILq(G) ~ K (II 'V1u IILp(G) + E

lal=I-1
l(qJa, u) 0
/
for all UE ~(Q), which together with (1) yields
II U IILq(G) ~ K II 'V1u IILp(!J) •

In the same way as in § 11.1 we can prove that the mapping i~(Q)3U-+U
ELq(Q,loc) is one to one. The theorem is proved.
Next we present two corollaries to Theorem 10.1.2 which complement the
theorem of this section.
Corollary 1. Let n = pi, p > 1 and let Qd be a cube for which
Then, for all UE ~(Q),
(2)
where C ~ cdnP/q[Cap(Qd\Q,i~(Q2d))] -I.
Proof. According to Theorem 10.1.2,

§ 11.3. The Imbedding ib (.0) C Lq (.0, loe) 433
Since
II 'ljU IILp (Q2d) ~ cdl-jll 'ljU IILq/Q) ~ cdl-jll 'llU IILq(Q)
forj~1, qj=pn[n-p(/-j)]-t, then
which together with (3) yields (2).
Corollary 2.1) If pi> n, nip is an integer and Cap(Qd\Q,i;IP(Q2d» > 0,

then, for all UE !72(Q),
(4)
where C ~ cd lp - n [Cap(Qd\Q,i;IP(Q2d»] =1.

2) If pi> n, nip is not an integer and Qd\ Q =1= 0, then (4) is valid for all
UE !72(Q) with C ~ cd lp - n•
Proof 1) Let kp = n, q > n. Using the Sobolev theorem, we obtain
(5) m.!lX IU I ~ cd l- k - 1m.!lX I'll-k-1 U I ~ cdl-k-nlq II 'll-k u IILq(Qd) •

Qd Qd
By virtue of (2) with I replaced by k and U replaced by 'll-kU, we have
This and (5) imply (4).

2) Let j be an integer such that 1- p -1 n <j < 1- p -1 n + 1. Since
p(/- j) < n, then
where q=pn[n-(/-j)p]-1. The conditionp(/-j+1»n is equivalent to

q > n. Therefore
Hence from this and
m.!lX Iu I ~cdj-1m.!lX I'lj_1 U I

f2tJ Qd
we obtain (4). The corollary is proved.

§ 11.4. The Imbedding i~(Q) C Lq(Q) (The Case p ~q)
In this section we find necessary and sufficient conditions for the validity of
(11.1) where u is an arbitrary function in ~(Q).
The results we present here can be deduced (although only for p > 1) from
the more general theorems proved in § 12.2 where the space i~(Q, v) is
studied. However, the separate exposition seems reasonable because of the
importance of this particular case, the possibility of including p = 1 and the
simpler statements.
11.4.1. A Condition in Terms of the (p, I)-inner Diameter

If we put d = 00 in the proofs of Theorems 10.2.3/1 and 10.2.3/2, then we
arrive at the following theorem.
Theorem. Let q satisfy anyone of the conditions:
(i) qe[p,np(n-pl)-l] if p~l,n>pl;
(ii) q e[p, 00) if p > 1, n = pi;
(iii) q e [p, 00] if pi> n, p > 1 or 1= n, p = 1 .
Then:
Inequality (11.1) is valid if and only if
(ex) Dp,[(Q)<oo for n>pl,p~l or n=pl,p>l;
(13) D(Q) < 00 for n <pi, p > 1 or n = I, p = 1 .
The best constant C in (11.1) satisfies
in case (ex);
(1)
in case (13).
11.4.2. A Condition in Terms of Capacity

By the Sobolev theorem inequality (11.1) is valid for any set Q provided
q=pn(n-pl)-t, n>pl or q= 00, p=l, I=n. Therefore it remains to
consider only the cases: q<pn(n-pl)-l for n=pl and q:;;;;oo for n<pl,
p~1.
We present a necessary and sufficient condition for the validity of (11.1)
stated in different terms and resulting from Theorem 10.1.2.
Theorem 1. Let q be the same as in Theorem 11.4.1. Inequality (11.1) is
valid if and only if
(1)
for some d > O. Here the infimum is taken over all cubes Qd with edge length d
and with sides parallel to coordinate axes.
Proof. Sufficiency. We construct the cubic grid with edge length d. Sup-
pose
§ 11.4. The Imbedding i~(.Q) C Lq(Q) (The Casep';:; q) 435
dIP-nCap(Qd\Q,i~(Q2d» ~ X >0
for any cube of the grid.
According to Theorem 10.1.2, we have
I
Ilullfp (Qd)~CX-l k=l
L dpkll'lkullf (Qd)'
p
Summing over all cubes of the grid, we obtain

I
lIulifp (.o)~CX-l k=l
Ldpkll'lkullf (.0).
p
To estimate the right-hand side we use the inequality
(2)
Then
Since
then x ~ c and hence the right-hand side in (3) does not exceed
Thus
(4)
We now prove (11.4.1/1) for q > p. By Theorem 10.1.2
lIu IIf (Q) ~ cdnplQx-l

p d j=l
t d pj - n
Qd
JI
'ljU IPdx.
Summing over all cubes Qd and using the inequality
(Itay~ Itaf (ai~0,0<e~1)weobtain

lIu IIf q (.o) ~ cx- 1 d nplq
j=l
t d pj - n JI'lj u IPdx .
.0
Now inequality (2) yields
Il uliPLq(.o) '"~ cx- 1 d nplq ~ d pj - n II V'I u Il pjll

.I.J Lp(.o) Ilu II Lp(.o)·
P (l-j/l)
J=l
Applying (4), we finally obtain
(5)
436 11. Imbedding of the Space i~ (.Q) into Other Function Spaces
Necessity. Let Qd be an arbitrary cube with edge length d and let u be an

arbitrary function in C"'(Qd) such that dist(Qd\,Q, suppu) > O. Replacing u
by a function fJ in (11.1) where fJEq}(Qd), fJ= 1 on Qdl2, IVjfJl~cd-j, we
obtain
Hence
1 . 1
II u IILq(Qd/2) ~ cCj~/J- II 'Yj u IILp(Qd) .
Applying the well-known inequality
and the Holder inequality we obtain
lIu ilL (Qd/2)

q
f dj-/II 'Yj u ilLp (Qd) + cCd-l+n(q-p)lpq lIu ilLq (Qdn>'
~ cCj=1
Thus for d so large that 2cCd- l + n(q-p)/pq < 1 we have
1 . 1
II u IILq(Qd/2) ~ c C j ~1d J - II 'Yj u IILp(Qd) .
Since
lIu IILq(Qd) ~ cdn(p-q)/pq+ 111 'Yu IILp(Qd) + c lIu IIL q(Qd/2)
then
lIuliL (Qd)~c(C+dl+n(p-q)lpq) fdj-/IIVjuIIL (Qd)'
q j=1 p
By the second part of Theorem 10.1.2, we have either
where y satisfies inequality (10.1.1/2), or
Cap(Qd\,Q,i~(Q2d» ~ cdnp1q(C+ dl+n(P-q)lpq) -p .

Theorem 1 can be rephrased as follows.
Theorem 2. Anyone of the following conditions is necessary and sufficient
for the validity of inequality (11.1).
1) Forsomed>O,
inf Cap(Qd\,Q,i~(Rn» > 0 if n > pI.
f2tJ
2) For some d > 0,
- °1
infCap(Qd\,Q,Lp (Q2d» >0 ifn = pi, p > 1.
f2tJ
§ 11.5. The Imbedding ib(.Q) C Lq(Q) (The Case p > q ~ 1) 437
3) The domain Q does not contain arbitrarily large cubes if (i) n <pi,
p > 1, (ii) n ~ I, p = 1, (iii) n = pi and C Q is connected.
Proof. Part 1) follows from Theorem 1 and Proposition 9.11/3, part 2) is
contained in Theorem 1. For n <pi the condition
- 0/ /
Cap(Qd\Q,L p (Q2d» ~ cd n - p
*
is equivalent to Qd\ Q 0 which proves 3) for n pi, p> 1. *
Let n = pi, p > 1 and let C Q be connected. If Q contains arbitrarily large
cubes, then, obviously, (1) does not hold. Suppose that cubes of arbitrary size
can not be placed in Q and that the number do is so large that any cube Qd with
d>do has a nonempty intersection with Q. Then in Rn\Q there exists a
continuum which contains points in Qd and in R n \Q2d' It remains to apply
Proposition 9.1.2/1. This concludes the proof.
We present an example of an unbounded domain for which the hypotheses
of Theorem are valid.
Example. In each cube £21i), i ~ 1, of the coordinate grid with edge length 1
we select a closed subset e; lying in an s-dimensional plane, s > n - pi ~ O. Let
inf mse; ~ const > O.
We denote the complement of the set Ue; by Q. By Proposition 9.1.1/4,
we have ;
Cap (e;, ib(£2 ~;») ~ const > 0
for any cube £2~i). Hence inequality (11.1) is fulfilled for Q.
§ 11.5. The Imbedding i~(Q) C Lq(Q) (The Case p > q ~ 1)
11.5.1. Definitions and Lemmas

We continue the study of inequality (11.1). Here we obtain a necessary and
sufficient condition for qE[1,p). Contrary to the case q ~ p considered above,
this condition does not depend on q. It means that up to a "small error" the
set Q is the union of cubes £2 (i) with a finite multiplicity of intersection and
with edge lengths {d;};;;'1 satisfying
(1) r
;=1
d?+/pql(p-q) < 00 •
The "smallness" is described in terms of the capacity
introduced in 10.3.4. We recall that 1P/- 1 is the set of polynomials of degree

not higher than 1- 1 normalized by the equality
d- n J IIIIPdx = 1
Qd
and {u} is the set of functions in i ~ (Q2d) that are equal to polynomials
II E fP/- 1 in a neighborhood of the compactum e C Qd.
We shall use the following assertion which is a particular case (k = 1- 1) of
Corollary 10.3.4.
Lemma 1. 1) Let e be a compact subset of the cube Qd with
•I
Cap/-l(e,L p (Q2d» > O. Then
for any function u EC""(Qd) that vanishes in a neighborhood of e. Here

1 ~q ~pn(n-pl) -lfor n >pl; 1 ~q < 00 for n = pi, 1 ~q ~ 00 for n <pi and
2) If (11.1) is valid for any function u EC""(Qd) that vanishes in a neigh-

borhood of the compactum e C Qdand if
where Co is a small enough constant, then
Definition 1. Let y be a sufficiently small constant depending only on

n, p, I. A compact subset e of the cube Qd is said to be (p, I, 1- 1)-unessential if
(2)
Otherwise e is called (p, I, 1- 1)-essential.

The collection of (p, I, 1- 1)-unessential subsets of the cube Qd is denoted
by A'i-l (Qd).
Lemma 2. Let 1 ~q ~p and let inequality (11.1) be valid for any
u ECO'(Q). Then there exists a constant c that depends only on n, p, q, I and is
such that Qd\Q is a (p, I, I-l)-essential subset of Qdfor any cube Qd with
edge length d satisfying
d ~ ccpql(n(p-q) + Ipq) •
Proof Consider a function u EC""(Qd) with dist(suppu, Qd\Q) > O. Let

I1 ECO'(Ql), 11 = 1 on Q1/2 and let I1d(X) = l1(x/d).
§ 11.5. The Imbedding i~ (.0) CL q (.0) (The Case p > q ~ 1) 439
The insertion of the function Ulldinto (11.1) yields
Ilu IILq«4J12) ~ Ilu lldIILq(Qd) ~ C II \l,(u lld) IILp(Qd)
~ cC( II \lIU IILp(~)+ d-111u IILp(Qd» .
(see, for instance, Lemma 1.1.11) we obtain
Consequently,
II u IILq(~nl ~ 2coC II \l,u IILp(~)
for 2c oCd n(q-p)lpq-1 < 1. On the other hand, (3) and the Holder inequality
imply
Ilu IILq(Qd) ~ dn(p-q)lpq Ilu IILp(Qd)
~ c(dn(P-q)IPq+'11 \lIU IILp(Qd) + Ilu IILq(Qd/2».

Therefore
II u IILq(Qd) ~ Cl (dn(p-q)lpq+ 1+ C) II \lIU IILp(Qd)
for 2c oCd n(q-p)lpq-1 < 1. Suppose, in addition, that dn(P-q)lpq+' > C. Then
(4)
If Qd\Q$A'/-l(Qd) then we have nothing to prove. Otherwise, according to

part 2) of Lemma 1, inequality (4) implies
or, equivalently,
- °1 1
Cap'-I(Qd\Q,Lp(Q2d» ~ (c/2cl)Pd n- p .
We may always assume that y ~ (C/2Cl)P. Therefore Qd\Q$A'/-I(Qd).

The result follows.
Definition 2. The cube QD = QD(X) with center XEQ is called critical if
Lemma 2 implies the next corollary.

Corollary. Let 1 ~q <pand let (11.1) be validjorany ueCO'(D). Thenjor

any xeD there exists a critical cube QD(X).
In what follows 92 (;) is an open cube with edges parallel to coordinate axes
and with edge lengths d;, i = 1,2, .... Further, let c 92 (;) be a concentric cube
with edge length cd; and with sides parallel to those of the cube 92 (i). Let p
denote a positive constant that depends only on n.
Definition 3. A coveri~g {92 (;)};;;'1 ~f the se~ D is in the class C1,p,q if:
1) 9'(i)\De.At[_l (9'(1», where 9'(1) = p92 (I);
2) 9'(;) n q>U) = 0 for i =1= j ;
3) the multiplicity of the covering {92 (;)} does not exceed a constant that
depends only on n;
4) 92(i)\D~.At[_l(92(;»;
5) the series (1) converges.
11.5.2. The Basic Result

Theorem. Let 1 ~q <po Inequality (11.1) is validjor all uei~(D) if and only
if there exists a covering oj Din CI,p,q.
Proof. Necessity. Let xeD, Qd= Qd(X) and letD be the edge length of the
critical cube centered at x. We put
g(d) = d P1-nCap/_l(Qd\D,Lp(Q2d»
- °1
.
Let d denote a number in the interval [D,2D] such that g(d) ~ y where y is the
constant in (11.5.1/2). Further, let M be the collection of cubes {Qd}xe,O.
We show that series (11.5.1/1) converges for any sequence {92(;)} of
disjoint cubes in M.
By Lemma 11.5.111, given an arbitrary number 8;>0 there exists a func-
tion v;eCCO([!l(i» with dist(suppv;, 92 (i)\D) >0 such that
J IV1v;jPdx ~ [cd;-nCaP/_l([!l(;)\D,i~(2 92 (;») + 8;] J Iv;jPdx.

pj(i) pj(i)
We assume that 8;= yd;-pl. Then by (11.5.1/2)
(1) J IV1v;jPdx ~ cyd;-pi J Iv;IPdx.

pj(i) pj(i)
Estimating the right-hand side by virtue of the inequality
(2)
(see Lemma 1.1.11) and using the smallness of the constant y we arrive at the
estimate
(3)
§ 11.5. The Imbeddingi~(Q) C Lq (Q)(The Casep >q ~ 1) 441
Let 'ie !'J(,q(i», 'i= 1 in +,q(i), I"h'il ~ cd i- k , k = 1,2, .... We introduce the
function Ui= 'iVi' It is clear that
/
11'V'/UiIIL (£I(i» ~ c L d k -/II 'V'kVilIL (£I(i»
P k=O P
~ c( II 'V'/viIILp(£I(i»+ d-/li viIlLp(£I(i») •

Applying (2) we obtain
II 'V'/uiIILp (£I(i» ~ c II 'V'/viIlLp (£I(i»+ cdn(q-P)/pq-/llviIlLp (+ £I(i».

This and (3) imply
(4)
By the hypothesis of the theorem inequality (11.1) is valid for any U e !'J(Q).
We normalize U i by
(5)
N
and put U = L uiinto (11.1). Then
i=1
By virtue of (4) we have

N )(P-q)/q
( .L df-p/q/(q-P) ~ cCP •
1=1
Thus series (11.5.1/1) converges.

According to Theorem 1.2.1 there exists a sequence of cubes {,q (i)}i;;'1 eM
which forms a covering of Q of finite multiplicity with f.I.,q (i) n f.I. ,q U) = 0,
i *j. The convergence of series (11.5.1/1) was proved above (the arguments
should be applied to the sequence of mutually disjoint cubes f.I.,q (i».
Therefore {,q(i)};;;'1 is a covering in the cl~s C/,p,q'
Sufficiency. Let U eCo(Q) and let {,q (1)}i;;'1 be a covering of Q in the class
C/,p,q' Obviously,
JIu Iqdx ~ L ;.fP Ai- q/P J Iu Iqdx
n i;;.1 £I (i)
442 11. Imbedding of the Space ib (.0) into Other Function Spaces
where Ai= d i- Pn / qCap/_l(£l2 (i)\Q.i~(2 £l2 (i»). Applying the Holder inequality
we obtain
Jlu Iqdx ~ ( .L At((p-q)) (P-q)/q [ .L (
Ai J. lu Iqdx)P/q]q/P •
lJ ,;;>1 ,;;>1 !?l(/)
This implies
and since £l2(i)\Q~JV(£l2(i». then

(P-q)/pq
(6) lIu IlLq (lJ) ~ c ( i;;>1
L d~+lpq/(p-q)) II \!IU IlLp (lJ)'
This completes the proof.

In the proof of necessity we incidentally obtained the following necessary
condition for the validity of inequality (11.1).
Proposition. Let {£l2 (i)};;;> 1 be a sequence of disjoint cubes in Q. Then the
divergence of series (11.5.1/1) is necessary for the validity of(11.1) with q <po
11.5.3. The Imbedding i~(D) C Lq(D) for an "Infinite Funnel"

Example. Consider the domain
where (fJ is a bounded decreasing function.

We shall show that (11.1) with p > q ~ 1 holds if and only if
where a= n-1 +lpq/(p-q).

Proof. Let {ail and {b i} be two number sequences defined as follows:
ao=O; i ~1•
bo=O; i~1.
§ 11.5. The Imbedding ib (D) C Lq (D)(The Case p > q ~ 1) 443
Xl
Fig. 25
Clearly a;, b;-+O as i -+ 00, and the differences a;+1- a;, b;+1- b; decrease.
Define two sequences of cubes:
00_ -
11ext - {a;<x n <a;+1> 21xv 1< a;+1- a;, 1 ~ v ~ n-1},
11[2 = {b;<x n < b;+1> 21xvl < b;+1- b;, 1 ~ v ~ n-1}
(see Fig. 25). The cubes 11e~~ cover Q. All (n -1)-dimensional faces of 11e~~
except two of them are contained in Rn\Q and
This along with Proposition 10.3.5 implies that 11e~l\Q is a (p, I, 1-1)-
essential subset of 11e~~.
We suppose that the integral (1) converges and show the convergence of
series (11.5.1/1). In fact,
= f [qJ(a;)] a(a;-a;_1)+ [qJ(O)] a+1.

;=1
Since qJ does not increase then

ai
[qJ(a;)] a(a;-a;_1) ~ J [qJ(t)] adt.
ai_l
Hence
00 00
1: (a;+ 1- a;)a+ 1 ~ [qJ(O)] a+ 1 + j[qJ(t)] adt

;=0 0
and the sufficient condition in Theorem 11.5.2 follows.

We prove the necessity of (1). Suppose
and let series (11.5.1/1) converge for any sequence of disjoint cubes in Q.
By virtue of the monotonicity of cp we have
ex>
= L[cp(b i )]a(b i + 1 -b i)
i=l
Consequently series (11.5.1/1) diverges for the sequence of cubes .@i~l. Thus
we arrived at a contradiction. It remains to apply the proposition of the
present subsection.
§ 11.6. The Compactness of the Imbedding i~(Q) C Lq(Q)
In this section we obtain necessary and sufficient conditions for the compact-
ness of the imbedding operator of i~(Q) into Lq(Q), p, q ~ 1.
11.6.1. The Casep::;;;q

Theorem. The set
is relatively compact in Lq(Q) if and only if anyone of the following

conditions holds:
1) For any d >0
(1) lim inf Cap(Qd\Q,i~(Q» > kd n - pl

(}-+ex> QdCRn\Bu
if n > pl. Here k is a positive constant that is independent of d.

2) For any d >0
(2)
ifn = pl.
3) The set Q does not contain an infinite sequence of disjoint cubes if
pi> n or pi = n and the set Rn\Q is connected.
Proof. Sufficiency. First we note that by Propositions 9.1.1/3, 9.1.2/1
and Corollary 9.1.1 the conditions of the theorem are equivalent to
§ 11.6. The Compactness of the Imbedding ib (0) c Lq (0) 445
(3)
(cf. the proof of Theorem 11.4.2/1). This and the first part of Theorem
11.4.211 imply (11.1) for all ue~(Q) and hence the boundedness of ~ in
W~(Q).
Since any bounded subset of W~(Q) is compact inLq(Q\Bg), it suffices to
prove the inequality
(4)
with arbitrary positive e and sufficiently large (}.
Let 'IeCCX>(R n), 'I = 0 in B 1I2 , 'I = 1 outside B j and 'Ig(x) = 'I(x/(}). We
denote by d a small number which depends on e and which will be specified
later. According to (3) there exists a sufficiently large radius (}(d) such that
for (}>(}(d) and for all cubes QdCRn\Bg/4' Hence by inequality (11.1) with
Q replaced by Q\Bg!2 we have
Ilu 'I gIILq(!~\B"n> ~ ck - /d/p-n+nplq II 'V/(u 'I g) IILp(Q\B"n>'

We could choose d beforehand to satisfy
Then
which completes the proof of the first part of the theorem.

Necessity. Let e be any positive number. Suppose the set ~ is relatively
compact in Lq(Q). Then there exists a number (} = (}(e) so large that
Ilu IILq(Q) ~ e II 'V/u IILp(Q)

for all u e ~(Q\Bg). Let Qd denote any cube with edge length d situated
outside the ball Bg • In the proof of the second part of Theorem 11.4.2/1 it was
shown that either
where y is a constant satisfying inequality (10.1.1/2), or
Cap (Qd\ Q, i~(Q2d» ~ cdnp1q(e+ d/+n(P'--q)/pq) -p .

11.6.2. The Case p >q

The following assertion shows that the imbedding operator of i~(Q) into
> q ~ 1.
Lq(Q) is compact and continuous simultaneously for p
Theorem. The set
is relatively compact in Lq(Q), 1 ~ q <p, if and only if there exists a covering

of Q in the class C1,p,q'
Proof. The necessity follows immediately from Theorem 11.5.2. We prove
the sufficiency. L~t {£? (i)}i;;,1 be a covering of Q in the class CI,p,q, let d i be the
edge length of £? ('>, let e be a positive number and let N be an integer so large
that
(1) L di+lpq/(P-q) < epq/(P-q) .
i;;'N+l
We denote the radius of a ball B{} = {x: Ix I< (!} such that B{}/4 contains the
cubes £? (1), ••• , £? (N) by (!. By (11.5.2/6) we obtain
where 1'/ {} is the same function as in the proof of Theorem 11.6.1. This and (1)
immediately imply that
Now the result follows from the compactness of the imbedding of

i~(Q) nLq(Q) into W~-I(Qn(B{}\B{}/2))'
§ 11.7. Application to the Dirichlet Problem for a Strongly

Elliptic Operator
Let I be a positive integer and let i, j be multi-indices of orders Iii, Ij I~ I. Let

aU be bounded measurable functions in Q such that aij = au for any pair (i,j).
Suppose
(1) Y= const >0
for all complex numbers (i, Ii I= I, and for almost all XEQ.
We define the quadratic form
~(T, T) = J L aijDiTDjTdx
Q lil= Ijl=1
§ 11.7. Application to the Dirichlet Problem for a Strongly Elliptic Operator 447
on the space L~(Q). Obviously, the semi norms ~(T, T)112 and II VITIIl,z(Q) are
equivalent.
Below we apply the results of previous sections to the study of the Dirichlet
problem for the operator
Au = (_1)1 L Dj(auDiu) .
Ii I = Ij I = 1
11.7.1. The Dirichlet Problem with Nonhomogeneous Boundary Data

Lemma. Let i~(Q) be a subspace of g)' (Q). Then any function TEL~(Q) can
be expressed in the form
(1) T=u+h,
where u Ei~(Q), h EL~(Q) and Ah = 0 (in the sense of distributions).

Proof. We equip i~(Q) with the norm [~(u, U)]1I2. Let T = Ui+ hi(i = 1,2)
be two decompositions of the form (1). Since A (h 1 - h 2) = 0 and (Ul- U2)
EL~(Q) then ~(Ul- U2, h 1 - h 2) = O. Consequently, ~(Ul- U2, Ul- U2) = 0
and Ul = U2' The uniqueness of the representation (1) is proved.
The space L~(Q) becomes the Hilbert space provided we equip it with any
of the inner products
where w is a nonempty open bounded set, OJ C Q. Let UN denote the projec-

tion of the function TEL~(Q) onto i~(Q) in the space L~(Q) with the norm
[~N(G, G)] 112 (by hypothesis, i~(Q) is a subspace of L~(Q». Then
(2)
In § 11.3 we have noted that the imbedding i~(Q) C g)'(Q) implies the
imbedding i~(Q) C L 2(Q, loc) and, hence, the estimate
IluNll12 (w) ~ C~(UN,UN) ,

where C is a constant that is independent of UN' This and the obvious
ineguality ~(UN,UN) ~ ~~T, T) sh~w that the sequence UN converges weakly
in L~(Q) and in L2(Q) to some U EL~(Q). Passing to the limit in (2} we obtain
that h = T - U satisfies ~(h, qJ) = 0, where qJ is any function in L~(Q). The
lemma is proved.
Representation (1) enables us to find the solution of the equation Ah = 0
which "has the same boundary values as T along with its derivatives of order
up to /-1", i.e. to solve the Dirichlet problem for the equation A h = O.
Therefore, the conditions for the imbedding i ~(Q) C g)' (Q) in Theorem 11.2
imply criteria for the solvability of the Dirichlet problem formulated in terms
of the (2, I)-capacity. Namely, we have the following theorem.
448 11. Imbedding of the Space ib (Q) into Other Function Spaces
Theorem. In order for any function TEL~(Q) to be represented in the
form (1) it is necessary and sufficient that anyone ofthefollowing conditions
*
be valid: 1) n > 2/; 2) C Q 0 for odd n, n < 2/; 3) C Q is a set of the positive
(2, nI2)-capacity for n = 2/; 4) C Q is not contained in an (n - 1)-dimensional
hyperplane or is a set of positive (2, nI2)-capacity for even n < 2/.
11.7.2. The Dirichlet Problem with Homogeneous Boundary Data

The results of §§ 11.4, 11.5 give conditions for the unique solvability in i~(Q)
of the first boundary value problem for the equation Au =fwithfELr(Q).
We first formulate the problem. Let f be a given fl!nction in Lq,(Q),
q' = q(q-1)-t, 1 <q~ 00. We require a distribution TEL~(Q) that satisfies
AT=f.
The following fact is well known.
Lemma. The Dirichlet problem is solvable for any fELq,(Q) if and only if
(1)
for all u E ~(Q).
Proof. Sufficiency. Since
for all u E ~(Q), the functional (j, u) defined on the linear set ~(Q), which is
dense in L~(Q), is bounded in i~(Q). So by the Riesz theorem there exists
TEi~(Q) such that
(j, u) = ~(T, u)
for all u E ~(Q). This is equivalent to AT = f.
Necessity. Any u E ~(Q) with Ilu II~{.Q) = 1 generates the functional (v,f),
defined on Lq,(Q). Since to any fELq,(Q) there corresponds a solution Tf of
the Dirichlet problem then I(v,f) I ~ II \71Tfll~{.Q)' Consequently, the func-
tionals (v,f) are bounded for any fELq,(Q). Hence the norms of (v,f) are
totally bounded, which is equivalent to (1). The lemma is proved.
Inequality (1) can not be valid for all u with the same constant if either
q~2n(n-2/)-\ n>2/, or if q= 00, n=2/. On the other hand, for
q=2n(n-2/)-t, n>2/, inequality (1) is fulfilled for arbitrary domain Q.
The other cases were studied in §§ 11.4, 11.5. For q ~2, Theorem 11.4.211
together with the preceding lemma leads to the following theorem.
Theorem 1. The Dirichlet problem is solvable in i~(Q) for all fELq,(Q)
(2 ~q' >2nl(n +21), n ~21 or for 2 ~q' ~ 1, n <2/) if and only if anyone of
the following conditions is valid:
§ 11.7. Application to the Dirichlet Problem for a Strongly Elliptic Operator 449
1) there exists a constant d>O such that
infCap(Qd\.Q,i~»o forn>21,
~
2) there exists a constant d > 0 such that
for n = 2/,
- "I
infCap(Qd\.Q,L 2(Q2d» >0
~
3) the domain .0 does not contain arbitrarily large cubes if n < 2/ or if

n = 21 and Rn\.Q is connected.
For q <2, Theorems 11.5.2 and Lemma imply the following theorem.
Theorem 2. The Dirichlet problem for the equation A T = f is solvable in
i~(.Q)for allfeLq,(.Q), 1 <q <2, if and only if there exists a covering of the
set .0 belonging to the class C 1,2,q and having a finite multiplicity.
11.7.3. The Discreteness of the Spectrum of the Dirichlet Problem

The quadratic form ~(u, u) generates a selfadjoint operator A in L2(.Q). By
the well-known Rellich theorem, a necessary and sufficient condition for the
discreteness of the spectrum of this operator is the compactness of the
imbedding i~(.Q) C L2(.Q). So Theorem 11.6.1 implies the follo~ing crite-
rion for the discreteness of the spectrum of A stated in terms of the (2,/)-
capacity.
Theorem. The spectrum of the operator A is discrete if and only if anyone
of the following conditions is valid:
1) For any constant d > 0
lim inf Cap(Qd\.Q,L~) >kd n- 21

(l-+a> QdCRn\B(/
if n >2/.
Here and in what follows k is a positive number which does not exceed d.
2) For any d>O
ifn = 2/.
3) The domain .0 does not contain an infinite sequence of disjoint
congruent cubes if n <21, or if n = 2/ and Rn\.Q is connected.
11.7.4. The Dirichlet Problem for a Nonselfadjoint Operator

58(u, u) = r L aij(x)DiuDjudx
u lil,ljll!O;l
450 11. Imbedding of the Space ib (.0) into Other Function Spaces
(where i,j are n-dimensional multi-indices).
We state the Dirichlet problem with homogeneous boundary data for the
operator
Bu = E (-1) U IDj(aij(x)Diu)
lil,ljl,,;;1
in the following way. Letfbe a continuous functional on Wi(Q). We require

an element in Wi(Q) such that
(1) 5B(u, qJ) = (qJ,j) ,
where the function qJE W4(Q) is arbitrary.

The next assertion is a particular case of a well-known theorem of Hilbert
space theory (see, for instance, Lions and Magenes [132], Chapter 2, § 9.1).
Lemma. If
IlqJll~l{Q)~CI5B(qJ,qJ) I
for all qJE Wi(Q) then the Dirichlet problem (1) is uniquely solvable.
Let r denote a positive constant such that
Re E
lil,ljl,,;;l,
aij(X)'i'j~-r( 1
L 1';l2)112( Ijl<1
if,,;; 1
E l'jI2)112
lil+lil<21
for all complex numbers C Ii I~ I, and introduce the set function
Theorem. Let
02,/(Q)<coylr ijn~2/,
o(Q)<coylr ijn<2/,
where 02,/(Q) is the (2, I)-inner diameter of Q, o(Q) is the inner diameter of
Q, y is the constant in (11.7/1) and Co is a constant that depends only on n, I.
Then the Dirichlet problem is uniquely solvable.
Proof. Obviously,
~(u, u)- Re5B(u, u) ~ r( Joll \lkU Ili2 {Q)YI2 (J~II \lkU IIL{Q)YI2
Using the inequality
we obtain
It remains to note that by Theorem 11.4.1
A 0 2,1 (D)-2I ifn~21,

{
Q- O(D)-2I ifn<2/.
Thus the Dirichlet problem is uniquely solvable for domains with small
(2, I)-inner diameter for n ~ 21 or with small inner diameter for n < 2/.
§ 11.1, 11.2. In [51] Deny and Lions studied the orthogonal projection
method with respect to the Dirichlet problem for the Laplace operator. In par-
ticular, they gave the following description of the sets D satisfying
i~(D) C P)' (D). This imbedding occurs for n ~ 3 for arbitrary set D, for
n = 2 if the Wiener capacity of CD is positive and for n = 1 if CD,*, 0. The
proof by Deny and Lions uses the thin potential theory.
For any integer I the problem of the imbedding i~(D) C P)' (D) was solved
by Hormander and Lions [100] using a different approach. Their result is for-
mulated in terms of (2, I)-polarity. In the author's paper [147] it was noted
that the conditions of the Hormander and Lions theorem can be restated in
terms of the I-harmonic capacity.
The proof of Theorem 11.2 is a modification of the approach due to
Hormander and Lions [100]. In the main, our presentation follows the paper
by Hvoles and the author [174], where the next result is obtained.
Let p > 1, I> 0 and let h~(Q) be the cqmpletion. of P)(D) with respect to
the norm II( - LJ) /12 u IILp(Rn) (in particular, h~(D) = L~(D) for integer I).
Theorem. The space h~(D) is imbedded into P)' (D) if and only if anyone
of the following conditions is valid:
'*'
1) n >pl; 2) cap (CD, H~) > 0, ifn = pi; 3) CD 0 ifn <pi and I-nip is
fractional; 4) either cap (C D, H;IP) > 0 or CD does not lie in a (n -1 )-dimen-
sional hyperplane, if n < pi, 1- nip is fractional.
§§ 11.3 -11.6. The results of these sections are due to the author [156,
158, 161].
§ 11.7. The presented scheme of applications of integral inequalities to
boundary value problems in variational form is well known (see, for instance,
Deny and Lions [51], Lions and Magenes [132]).
The criterion for the discreteness of the spectrum of the Dirichlet problem
for the Laplace operator (Theorem 11.7.3 for 1= 1) was found by Molcanov
[189]. For any integer I, Theorem 11.7.3 was proved by the author [145].
Similar results for more general operators are presented in § 12.3.
The unique solvability of the Dirichlet problem for the operator B (see
11.7.4) in domains with small (2, I)-inner diameter (which is understood in a
sense different from ours) was shown by Kondrat'ev [115, 116] (see Com-
ments to § 10.2). Among other applications of results of Chapter 10 to the
theory of elliptic equations we list the following: theorems of Phragmen-
LindelOf type for elliptic equations of arbitrary order (see Landis [124]),
estimates for eigenvalues of the operator of the Dirichlet problem in an
unbounded domain (see Rosenbljum [221] and Otelbaev [207, 208]), condi-
tions for the Wiener regularity of a boundary point with respect to the
polyharmonic equation (see Maz'ja [164], Maz'ja and Doncev [169]).
Theorems proved in 11.7.2 are also valid for quasilinear elliptic equations.
Here is an example of such a generalization (see Maz'ja [154]).
Consider the equation
wherejis summable in 0, a is a multi-index of order I, n a = ol/oxfl ... oxJ:n.

We take the sum over identical indices. All the functions are real.
Suppose the functions aaare continuous for almost all xeOwith respect to
the totality of all other variables and let them be measurable in x for any
values of these variables. Besides, we assume that
L Ia a(x, v) I ~ A Iv IP - 1
a
for any vector v = {va} and some p > 1. We assume that the "monotonicity"
condition
is fulfilled for w ::j:: v.

A function uei~(O) nL(O,loc) is called a solution of the Dirichlet
problem
Au = j in 0 , u = 0 on 00
if
for all (fJe ~(O).

By virtue of the Leray and Lions theorem [127], we can show that this
pr~blem is solvable for any jeLq,(O), 1 ~q' < 00, 1/q+ 1/q' = 1 if and only
if L ~(O) C Lq(Q). Clearly this result and the theorems in §§ 11.4, 11.5 imply
explicit necessary and sufficient conditions for the solvability of this problem.
Chapter 12. The Imbedding i~(Q, v) C W;'(Q)
In this chapter we denote by i~(Q, v) the completion of ~(Q) with respect to

the metric
II 'V1u IILp(Q) + II U IILp(Q, v) ,
where p > 1, Q is an open set in R n and v is a measure in Q.
For instance, in § 12.2 we show that the space ~(Q) equipped with the
norm i~(Rn, v) is continuously imbedded into Lp(Rn) if and only if
(1) infv(Qd\e) ~ const > 0

{e)
for any cube Qdwith sufficiently large edge length d. Here {e} is the collection
of all subsets of the cube Qdwith small enough capacity cap(e, i~(Q2d». The
corresponding imbedding operator is compact if and only if condition (1)
holds and infv(Qd\e) tends to infinity as the cube Qd tends to infinity
(§ 12.3). {e)
In § 12.4 we study the closability of certain imbedding operators. One of
the theorems in that section asserts that the identity operator defined on ~(Q)
and acting from Lp(Q) into i~(Q) is closable if and only if the measure v is
absolutely continuous with respect to the (p, I)-capacity. In § 12.5 the previ-
ously proved criteria are reformulated for p = 2 as necessary and sufficient
conditions for the positive definiteness and for the discreteness of the spec-
trum of the selfadjoint elliptic operator generated by the quadratic form
J E aap(x)DauDPudx+ Jlu 2dv,

1 ue ~(Q).
Q lal= IPI=I Q
§ 12.1. Auxiliary Assertions
Lemma 1. For any ueCOO(Qd) we have
(1) Il uliPLp(Qd)""~ cy- 1d pl lul p,l·Qd

P + cd
n
infv(Qd\e)
Ilu liPLp(Qd'V) ,
where v is a measure in Qd, the infimum is taken over all compacta e C Qd

with cap(e, i~(Q2d» :::; Ad n- pl (A is an arbitrary constant) and the seminorm
J .lp,I,Qd is that introduced in 10.1.2.
454 12. The Imbedding i~ (.0, v) c W:" (.0)
Proof. We assume that the average value UC!tt of the function u in Qd is

nonnegative and put
2.= d-nlPllu IILp(C!tt» e,= {XEQd: u(x):S;;.}.
Obviously
and hence
(2)
First consider the case cap(e" i~(Q2d» > ).,d n- pl. If uC!tt~., then
applying Theorem 10.1.3 to the function u - • and using (2) we deduce the
estimate
(3) lIu lIip(Qd):S;; c). -ldPllul~,I,Qd'
On the other hand, if UQd < ., then by virtue of the inequality
we obtain
lIu IILp(Qd):S;; 2( lIu IILp(Qd)- uC!ttdnIP) :s;; 2cd II \lu IILp(C!tt).
(Here we used the fact that UQd~ 0.) S~, for cap(e" i~(Q2d» > ).,d n- pl the
estimate (3) is valid. In the case cap (en L ~(Q2d» :s;; ).,d n- pl we have
2 Pd n . 2 Pd n
Ilu lIip(Qd) = 2 Pd n• p :s;; v
(Q \ )
d
J lu IPdv:s;; III
e T C!tt\er
. f (Q \ ) Ilu Ilip(C!tt, v)'
V d e
This and (3) imply (1).

Lemma 2. Let E be a compact subset of Qd with
(4) cap(E, i~(Q2d» < p.d n- pl ,
where p. is a sufficiently small positive constant which depends only on n, p, I.

Then
(5) inf lIu lIib(Rn, v) :s;; c(d-l+dnIPv(Qd\e)lIP).
ueC(j(Qd\e) II U IILp(Rn)
Proof. Clearly, it suffices to consider the case d = 1. By Remark 9.3.2
there exists a tpE9R(e, Q2) such that O:S;; tp:S;; 1 and
(6)
Let w be an arbitrary function in Cii(Ql) that is equal to unity on Q1I2 and

satisfies O:S;; w :s;; 1. For the function u = w(1 - tp) which is obviously in
Cii(Ql\E) we obtain
§ 12.2. The Continuity of the Imbedding Operator i~ (Q, v) ---+ W;n (Q) 455
(7)
(8) II 'V/u IILp(Rn) ::;; c( II 'V/w IILp(Rn) + II 'V/(WffJ) IILp(Rn))

::;; Cl +c211 'V/ffJIILp(Rn)::;; Cl +COC2/11/P.
We obtain the following lower bound for the norm of u in Lp:
Ilu IlL (Rn) ~ IIw IlL (Rn)- II ffJ IlL (Rn) ~ 2 -nip - II 'V/ffJ IlL (Rn) SUp II U IILp(Rn)
p p P P UECO'(Q2) II 'V/u IILp(~)
This and (6) along with the smallness of /1 imply Ilu IlL (Rn) ~ 2 -l-nlp.
Combining this estimate with (7) and (8) we arrive at (5).P The lemma is
proved.
From the proof of Lemma 2 it follows that /1 can be subjected to the
inequality
(9)
where Co is the constant in (6).

In what follows, the subsets of Qdthat satisfy the inequality
Cap(e, i~(Q2d)) ::;; yd n - p /,
where n ~pl, y = /1C;;\ C* is the constant in (9.3.2/5), will be called (p, I)-un-
essential (cf. Definition 10.1.1). As before, for pi > n, by definition, the only
(p, I)-unessential set is the empty one.
As before, the collection of all (p, I)-unessential closed subsets of the cube
Qdwill be denoted by JV(Qd)'
§ 12.2. The Continuity of the Imbedding Operator

01
Lp(Q, v) -+ W;Z(Q)
Let D be an arbitrary open set in R n and let v be a measure in D. We denote by

F Q the set of all cubes Qdwhose intersections with Rn\D are (p, I)-unessential.
We introduce the number
Obviously, D is a nondecreasing function of the set D. For v = 0 the number

D coincides with the (p, I)-inner diameter of the set D, introduced in § 10.2.
456 12. The Imbedding ib (.0, v) C W;n (.0)
Theorem 1. Let 0 ~m ~/, p ~r< 00, I-m >nlp-nlr. Then:
a) The inequality
(2) II u II Wf!'(Rn) ~ C II u Ilib(O, v)
is valid for all u ECO'(Q) if and only if there exist positive constants d and k
such that
(3) v(Qd\E) ~ k
for all cubes Qd in Fo and for all compacta E in .k(Qd).

b) The best constant in (2) satisfies the estimates
(4)
Proof. We begin with the right inequality in (4) and with the necessity of
condition (3). From the definition of D it follows that for any e > 0 there exists
a cube QdEF0 with
and with D ~d~D-e if D < 00, d>e- 1 if D = 00.

Let eE.k(Qd)' According to Corollary 9.3.2/2 the set E = e u (Qd\Q)
satisfies (12.1/4). By Lemma 12.1/2 we can find a function UECO'(Qd\E)
such that
Making use of the obvious inequalities
Ilu IILp(Qd) ~ C3 min {dnIP-nlrllu IIL,(Qd)' dnlp-nlr+m II \lm U IIL,(Rn)}

~ c4dnlp-nlr min {1, d m } Ilu II Wf!'(Rn)
from (5) we obtain
Since e is arbitrarily small, the right inequality in (4) is proved.

If (2) holds then the right-hand side of (4) together with I> nip - nlr imply
D < 00. In this case, for d = 2D and k = d n - pl we have (3).
Now we shall prove the sufficiency of (3) and the left inequality in (4).
Cover R n by the cubic grid {Qd} where d is chosen to satisfy (3). If the cube Qd
has a (p, I)-essential intersection with Rn\Q then, by Theorem 10.1.2,
II u Ilfp(Qd) ~ cdpll u I~, I, Qd •
On the other hand, if Qd\Q~.k(Qd) then by virtue of Lemma 12.111

§ 12.2. The Continuity of the Imbedding Operator i~ (.0, v) -+ Wrm (,0) 457
(6)
Summing over all cubes of the grid, we obtain
(7)
Applying (11.4.2/2) and Holder's inequality, from (7) we obtain
(8)
Since the imbedding operator of W~into W;nis continuous, the sufficiency of

(3) is proved.
Let
Then by (8) we have

II U IILp ~ cR III u Ilib<D, v) ,
which implies the following estimate for the best constant C in (2):
Replace u(xIR) by u. Then

R -m+nlrll 'lmu IlL + Rn1rllu IlL
(9) C ~ c sup r r
ud Rn1p-/( II 'lIU IlLp + Ilu IlL)
p
.,. R1-n1p+nlr {R- m 1}

max, lIullw;n
II II
;:::,c sup-
ue!1} U w; .
We may assume that D < 00. The definition of D implies the validity of (3) for
d = 2D, k = d n - pl• Inserting A = 2D into (9) we arrive at the left inequality
in (4). The theorem is proved.
Since for pi> n the only unessential set is the empty set, Theorem 1 can, in
this case, be restated in the following equivalent formulation without the
notion of capacity.
Theorem 2. Let pl>n, 0 ~m ~/, p ~r< 00, I-m >nlp-nlr. Then:
a) Inequality (2) holds for all UE !1)(Q) if and only if the estimate
V(Qd) > k is validforsome d>O, k>Ofor all cubes Qdwith QdC Q.
b) The best constant C in (2) satisfies (4) with
(10)
458 12. The Imbedding ib (Q, v) C W:, (Q)
Part a) of Theorem 1 can also be simplified for pI = n when R n \ Q is con-
nected.
Theorem 3. Let pI = n and let Rn\Q be connected. Inequality (2) is valid
for all u E ~(Q) if and only if there exist constants d > 0, k > 0 such that (3)
holds_for all cubes Qd with Qd C Q and for all (p, I)-unessential compacta
FCQd'
Proof We need only establish the sufficiency since the necessity is con-
tained in Theorem 1.
Let Qd be a cube of the coordinate grid having a nonempty intersection
with Rn\Q. Then Q2d contains a continuum in Rn\Q with length not less
than d. So according to Proposition 9.1.212 we have
- °1
cap(Q2d\Q, Lp(Q4d» ~ c.
This and Theorem 10.1.2 imply
(11)
The latter estimate, applied to each cube Qd that intersects Rn\Q, together
with inequality (6) for cubes Qd C Q leads to (7). The further arguments are
just the same as in the proof of the sufficiency of condition (3) in Theorem 1.
§ 12.3. The Compactness of the Imbedding Operator

01
Lp(Q, v) -+ W;.n(Q)
12.3.1. The Essential Norm of the Imbedding Operator

Let E be the identity mapping of the space CO'(Q) considered as an operator
from i~(Q, v) into W;(Rn).
With E we associate its essential norm, i.e. the value
(1) Q = Qp,l,m= inf IIE- Til,

{T}
where {T} is the set of all compact operators
Theorem. Let 0 ~ m < I, p ~ r < 00, 1- m > nip - nlr. Then:

a) Q < 00 if and only if D = Dp,/(V, Q) < 00 ,
b) there exists a constant c > 1 such that
(2) c- 1Q ~ DI-nIP+nlrmax{D-m, 1} ~ CQ
§ 12.3. The Compactness of the Imbedding Operator i~ (Q, v) ---+ Wrm (Q) 459
with
(3)
where QN is a cube with center 0 and edge length N.

Proof Part a) follows from Theorem 12.211. We prove the left-hand side
of (2). Let TN be the operator of multiplication by 1'/(N- t x), N = 1,2, ... ,
where 1'/ECO'(Q2), 1'/ = 1 on Qt. By virtue of Theorem 12.2/1, for any
UECO'(Q2) we have
Hence if N;;::: D then

(5)
From (4) and the well-known compactness theorem it follows that the
mapping TN: i~(Q, v) --+ W;n is compact. Applying Theorem 12.2/1 to the set
Q\QNwe obtain for any UECO'(Q) that
II(E - TN) II w;n:S;:; cDt- n1p + nlrmax {DN m, 1 }II(E - TN)u IILb(Q, v),
where DN= Dp,/(v, Q\QN)' Hence, using (5) and passing to the limit as
N--+ 00 we arrive at the left inequality in (2).
We prove the right inequality in (2). We may assume that D =1= O. Obvious-
00
ly D t ;;:::D 2 ;;:::··· ;;:::D. Using the same arguments as in the proof of the right
inequality (12.214), for any large enough number N we construct a function
- 00
UNECO'(Q\QN) with diameter of the support not exceeding 2D and such
that
(6)
Obviously,
(7) = 15 nIP
IIUNIILP DP
IiGoouNIlL :s;:; c t 15 nIP min{IIGoouNIIL,
Dr
II 'lmGoouNIIL}'
Dr
where Gais the operator defined by (Gau)(x) = u(ax). We choose a sequence

{~}i:;.t so that the distance between the supports of UN and UN(i
~ J
=1= j) is more
I
than 20115. From (6) and (7) we obtain
(8)
~c15nlp-nlrmin{15m1}llu
""3 'N;
II
-u ~w;n.
We denote an arbitrary compact operator by T: i~(Q, v) --+ W;n. Passing, if

necessary, to a subsequence we may assume that the sequence {TUN}
converges in W;n. Further, I
460 12. The Imbedding i~ (.0, v) C W;n (.Q)
II(E- n(UN-UN)
I J
Ilwrm~ IluN-uNllwm-IIT(uN-uN)
I JT I J Ilwm,
r
which along with (8) shows
Cs lim sup II(E- n(UN- UN) II wm ~i5I-nIP+nl'max{i5-m, 1}.

Ni'~""oo I J r
This and (6) imply
c611E - T Ilib(O, v) .... WJ!' ~ i51-nlp+nl'max {i5 -m, 1} .


From Theorem 12.3 we immediately obtain the following theorem.
Theorem 1. Let 0 ~ m ~ I, p ~r < 00, I-m >n(p-l_ r- 1 ). Then the set
~ = {ue ~(Q): II U lIib(O, v) ~ 1}

is relatively compact in W{!' if and only if D = Dp,/(V, Q) < 00 and
The preceding theorem admits the following equivalent formulation.

Theorem 2. Let 0 ~ m ~/, p ~r < 00, 1- m > n(p-l_ r- 1 ). Then the set ~
is relatively compact in W{!' if and only if:
a) there exist positive constants do and k such that inequality (12.213) is
valid for any cube Qdo with Qdo C Foandfor any compactum EeJV(Qdo);
b) we have
(1) inf v(Qd\e) --+ 00
eEJV(Qd)
as the cube Qd, Qd C F 0 tends to infinity where d is an arbitrary positive

number.
Proof Necessity. Inequality (12.213) follows from Theorem 12.211. If (1)
is not valid then there exists a sequence of cubes {.~ (i)}i;;;'t. with limit point at
infinity and satisfying the conditions: (i) the set {d i } of edge lengths of the
cubes Pl (i) is bounded, (ii) the inequality
inf. v(Pl(i)\e) <co

eEJV(,q(I»
holds. This and Lemma 12.1!21mply that we can find a sequence of functions
{U;}i;;;'1 in ~(Q) with
§ 12.3. The Compactness of the Imbedding Operator i~(Q, v) ---> Wrm (Q) 461
diam supp Ui ~ C , dist(supp u;, supp u) ~ c>0 , i '* j ;
SUfficiency. Let conditions (12.2/3) and (1) be valid. By Theorem 12.211

and (12.213) the value Dp,/(V, Q) is finite. Now (1) and (12.2/8) yield
lim sup _ JJu II w;nl lIu IIi' (D, v) = 0 .

N-+ 00 uEC(j(D\QN) P
This and the right inequality (12.214) applied to Q\QNimply
lim Dp,/(V, Q\QN) =0 .

N-+ 00
Hence, ~ is relatively compact in W;,n by virtue of Theorem 1. The proof is

complete.
Clearly, in the case pi > n Theorem 2 can be stated as follows.
Theorem 3. Let pi> n, 0 ~ m < I, p ~ r < 00,1- m >n/p - nlr. The set ~ is
relatively compact in W;,n if and only if the condition of Theorem 12.211 holds
and if
~ vill~_oo
as the cube Qd with Qd C Q tends to infinity.

In the case pi = n under the hypothesis of the connectedness of Rn\Q the
statement of Theorem 2 can be simplified in the following way.
Theorem 4. Let pi = n, 0 ~ m < I, p ~ r < 00, m < nlr and suppose the com-
plement of Q is connected. Then t5' is relatively compact in W;,n if and only if
the condition of Theorem 12.213 holds and (1) is valid as the cube Qd,
Qd C Q, tends to infinity.
Proof. Taking into account Theorem 2 we can limit ourselves to proving
sufficiency. According to the Gagliardo-Nirenberg theorem (see Theorem
1.4.7),
where O~k~1 and p= r 1(nlp-n/r+k). Hence, it suffices to obtain the

relative compactness of ~ in Lp. By Theorem 12.2/3, ~ is bounded in W~(Rn)
and consequently it is relatively compact in Lp(Be) for any (!E(O,OO). It
remains to show that for any e we can find a {! = {!(e) such that
(3)
Put d l = e in (12.1/1) and choose {! = {!(e) so that for any cube Qd C Q that
intersects Rn\Be we have
462 12. The Imbedding i~ (.Q, v) c W;n (Q)
Then for such cubes
(4)
For all Qdwhich intersect both Rn\Q and Rn\Bg the estimate
(5)
holds by (12.2111). We take the p-th power of (4) and of (5) and then sum
them over all cubes of the coordinate grid with the edge length d which have a
nonempty intersection with Rn\Bg. This implies (3). The theorem is proved.
§ 12.4. On the Closability of Imbedding Operators
Let v be a measure in Rn. We call it (p, I)-absolutely continuous if the equality

cap(B, W~) = 0, where B is a Borel set, implies v(B) = O.
For instance, by Proposition 7.2.3/2 the Hausdorff qJ-measure is (p, 1)-
absolutely continuous provided the integral (7.2.3/4) converges.
Let t be the identity operator defined on ~(Q) which maps Lp(Q) into
01
Lp(Q, v).
Theorem 1. Let n ~ pi, P > 1. The operator Iff is closable if and only if the
measure v is (p, I)-absolutely continuous.
Proof SUfficiency. Suppose a sequence of functions {Uklt;;.l in ~(Q) con-
verges to zero in Lp(Q) and that it is a Cauchy sequence in L~(Q, v). Further,
let naUk-+Va in Lp(Q) for any multi-index a with lal= I. Then for all
rpE ~(Q)
J
(-1) lal varpdx
Q
= lim
k~OD
Juknarpdx = 0
Q
and Va= 0 almost everywhere in Q. Consequently, Uk-+O in W~(Q). The

sequence {Uk} contains a subsequence {Wk} that converges to zero (p, I)-quasi
everywhere (see 7.2.4). The (p, I)-absolute continuity of the measure v implies
Wk-+O v-almost everywhere. Since {Uk} is a Cauchy sequence in Lp(Q, v) then
Uk -+ 0 in the same space.
Necessity. Suppose there exists a Borel set B C Q with cap (B, W~) = 0 and
v(B) > O. Let F denote a compact subset of B satisfying 2 v(F) > v(B).
Further let {wkk"o be a sequence of open sets with the properties: 1) Fe Wk+l
C Wk C Q, 2) cap(wb W~) -+0, and 3) V(Wk) -+ v(F). We introduce the
capacitary measure Ilk and the capacitary Bessel potential Wk = Yp,lllk of the
set wdsee Proposition 7.2.2/2).
§ 12.4. On the Closability of Imbedding Operators 463
We show that Wk""-+O in the space C(e) where e is any compactum disjoint
with F. Let 0= dist(e,F) and let k be a number satisfying 2dist(e, Wk) > o.
We set
(see the definition of the Bessel potential in 7.1.2). If 41x- y I< 0 then
41z - y I~ 0 for all Z E Wk and consequently
Therefore,
On the other hand,
These estimates and the equality
imply Wk-+O in C(e).

The arguments used in the proof of Theorem 9.3.2/1 show that the func-
tions v k = 1 - [(1 - W k) +1 t satisfy
(1)
Moreover, it is clear that vk = 1 in a neighborhood of F, 0 ~ V k ~ 1 in R n and

that the sequence {Vk} converges uniformly to zero on any compactum disjoint
withF.
Let Uk denote a mollification of Vk with small enough radius. Using the
equality limcap(wb W~) = 0 and the estimate (1) we obtain II Uk II wl-+ o.
Let" be any function in IDl(F, Q) with support S. Clearly, "Uk = 1 in a rleigh-
borhood of F and ""Uk"wl-+O. We show that "Uk is a Cauchy sequence in
Lp(Q, v). Let e be an arbitrary positive number and let M be so large that
V(WM\F) < e. We choose an integer Nto satisfy
for k > N. Hence, for any k, I> N, we obtain
D
II,,(uk-Ut)IPdv~c( J
S\wM
IUk-UtIPdv+ J
wM\F
IUk-UtIPdv) <ce.
464 12. The Imbedding i~ (.0, v) C w:" (.Q)
Therefore 11Uk is a Cauchy sequence in Lp(Q, v). Since Uk = 1 on F then
II 11 U k lIip(.Q, v) ~ v(F) > 0 .

The existence of such a sequence contradicts the closability of the operator ~.
In the case pi > n the operator ~ is always closable, which trivially follows
from the Sobolev theorem on the imbedding W~(Q) C C(Q).
Theorem 2. The identity operator defined on ~(Q) which maps W~(Q)
into Lp(Q, v) is closable if and only if the measure v is (p, I)-absolutely con-
tinuous.
Proof Sufficiency. Let {ukh::'1> ukE ~(Q) be a Cauchy sequence in
Lp(Q, v) that converges to zero in W~(Q). Then it converges to zero in
Lp(Q, v) by the previous theorem.
Necessity. Suppose there exists a Borel set B with cap(B, W~) = 0 and
v(B) > O. Under this condition, in Theorem 1 we constructed a sequence of
function~ UkE ~(Q) which is a Cauchy sequence in Lp(Q, v) that converges to
zero in W~(Q), and does not converge to zero in Lp(Q, v). The result follows.
Theorem 3.1) The identity operator defined on ~(Q), which maps i~(Q)
into Lp(Q, v) (lp < n), is closable if and only if the measure v is (p,I)-
absolutely continuous.
2) The same is valid for n = pi provided Rn\Q is a set of positive (p, 1)-
capacity.
Proof. 1) SUfficiency. Let a sequence of functions ukin ~(Q) be a Cauchy
s!!quence in Lp(Q, v) that converges to zero in i~(Q). Since Ip < n, then
L~(Q) CLq(Q), q=pn(n-pl)-l and hence {Uk} converges to zero in n-
dimensional Lebesgue measure. Further, using the same approach as in the
proof of sufficiency in Theorem 1, from {Uk} we can select a subsequence {Wk}
that converges to zero v-almost everywhere.
Necessity follows from Theorem 2.
2) The case n = pi is considered in the same way, making use of the
imbedding i ~(Q) C Lq(Q, loc) (see § 11.3).
§ 12.5. Application: Positive Definiteness and Discreteness of

the Spectrum of a Strongly Elliptic Operator
We define two quadratic forms
~(u, u) = L Jaap(x)DauDPudx,
iai= iPi=i Q
~(u, u) = ~(u, u) + JIu 2 dv , 1

Q
§ 12.5. Application: Positive Definiteness and Discreteness of the Spectrum 465
where UE !?J(Q), aap are measurable functions and v is a measure in Q.

Suppose
for all u E !?J(Q).

By definition the form 58 is closable in L 2(Q) if any Cauchy sequence
UmE !?J(Q) that converges to zero in L2(Q) in the norm (58(u, U»ll2 converges
to zero in the norm (58(u, U»ll2.
This condition implies the existence of the unique selfadjoint operator B in
L2(Q) with
(u,Bv) = 58(u, v) for all u, VE~(Q).
Clearly, the closability of the form 58 is necessary for the existence of B.

By Theorem 12.4/1, 58 is closable in L2(Q) if and only if the measure v is
(p, I)-absolutely continuous. We shall assume that v has this property.
The next assertion is a particular case of Theorem 12.211.
Theorem 1.1) The operator B is positive definite if and only if
(1)
for all cubes Qd having (2, I)-unessential intersection with Rn\Q and for all
(2, I)-unessential compacta Fe Qd with certain d > 0, k > O.
2) The lower bound A of the spectrum of the operator B satisfies
(2)
where Cb c2are constants that depend only on n, I and D is defined by (12.211)

withp = 2.
Corollary 1. 1) For 2/>n a necessary and sufficient condition for the
positive definiteness of B is the inequality V(Qd) ~ k, where d and k are
certain positive constants and Qd is any cube in Q.
2) The lower bound A of the spectrum of B satisfies (2) with D defined by
(12.2110) for p = 2.
Corollary 2. If21 = n and the set Rn\Q is connected, then a necessary and
sufficient condition for the positive definiteness of B is the validity of (1) for
all cubes Qd C Q and for all (2, nI2)-unessential compacta F C Qd with certain
d>O, k>O.
This corollary is a special case of Theorem 12.2/3.
Theorem 2. The lower bound r of points of condensation of the spectrum
of B satisfies
(3)
= 2.
00
where D is defined by (12.3.113) with p
466 12. The Imbedding ib (.0, v) C W:" (.0)
Proof Let (} be the number defined by (12.3.111) for p = 2. By virtue of
Theorem 12.3.1 it suffices to prove that r= (} -2. From Theorems 12.3.1 and
1 it follows that r = 0 if and only if (} = 00. So we may suppose r 0 and *'
(} *' 00.
We introduce the family {E A} of orthogonal projective operators that form
a resolution of the identity generated by the selfadjoint operator B in L2(D).
Then
(4) A. -l~(U, u) ~ //(E-EA)u I/12 (Q).
Since the projective operator E A is finite-dimensional for A. < r, then (4) and
the definition of (} imply r:;;;; (} - 2.
For any e, 0 < e < r, in L 2 (D) there exists an orthogonal and normalized
infinite sequence of functions {(/J;};;;.1 such that (B (/J;, (/Jj) = 0 for i j and *'
r - e :;;;; (B (/J;, (/J) :;;;; r + e. •
Let Tbe an arbitrary compact operator mapping L~(D, v) into L2(D). We
have that
I/(E - T) «/J;- (/Jj) I/~(Q) 1/ (/J;- (/Jj I/~(Q)- 1/ T«/J;- (/Jj) I/~(Q)
---------=~ ~ 112
1/ (/J;- (/Jj I/4(Q, v) (B( (/J;- (/Jj), (/J;- (/J)
(I/(/J;I/1 2 (Q)+ I/(/Jjl/L(Q»1I2- I/T«/J;- (/Jj) I/L2 (Q)
[(B (/J;, (/J;) + (B (/Jj, (/Jj)] 112
~ (r+ e) -112_2 -1I2(r_ e) -1I21/T«/J;- (/J) I/L2 (Q).
The upper limit of the right-hand side as i, j -> 00 equals (r + e) -112. So by the
arbitrariness of e and the definition of (} we obtain (}2 ~ r-l. The theorem is
proved.
The preceding result implies the next theorem.
00
Theorem 3. The spectrum of the operator B is discrete if and only if D = O.
This theorem is equivalent to the following assertion.
Theorem 4. The spectrum of the operator B is discrete if and only if
(5) inf V(Qd\F) -> 00

Fe.Af(Qd)
as the cube Qd (d is an arbitrary positive number), having a (2, I)-unessential

intersection with R n \ D, tends to infinity.
For 21> n this criterion can be reformulated as follows.
Theorem 5. Let 21> n. The operator B has a discrete spectrum if and
only if
as the cube Qd C D, where d > 0, tends to infinity.

Theorem 12.3.2/4 implies the following result.

Theorem 6. Let 21 = n and let Rn\Q be connected. The operator B has a
discrete spectrum if and only if (5) holds as the cube Qd C Q, where d > 0,
tends to infinity.
The results of this chapter develop in a certain sense the paper by Molcanov
[189] which contains a necessary and sufficient condition for the discreteness
of the spectrum of the Dirichlet problem for the Schrodinger operator - L\ + v
(v is an absolutely continuous measure) or, equivalently, a condition for the
compactness of the imbedding i~(Q, v) C L 2(Q). Such criteria were obtained
for the space i~(Q, v) with 2/>n (when there is no need for a capacity) by
Birman and Pavlov [31]. In the case q ;;;:: p > 1, I = 1,2, ... , necessary and suf-
ficient conditions for the boundedness and compactness of the imbedding
operator of i~(Q, v) into Lq(Q) were established by the author [156]. Two-
sided estimates for the norm and for the essential norm of this operator are
due to the author and Otelbaev [175], where the space with the norm
is considered (I is any positive number). The imbedding theorems for more

general spaces with weighted norms were obtained by Oleinik and Pavlov
[205], Lizorkin and Otelbaev [139] and by Otelbaev [208]. The function
Dp,/(x) = sup {d: d n- p/;;;:: inf V(Qd(X) \e)}

eEJV(Qd(x»
(compare with (12.2/1» was used by Otelbaev [207] in the derivation of

bounds for the Kolmogorov diameter of a unit ball in i~(Q, v) measured in
Lp(Q). We present his result.
The Kolmogorov diameter of a set M in a Banach space B is defined to be
the number
inf sup inf Ilf- gliB, k= 1,2, ... ,
{ {L k } jEM gELk
dk(M,B) = sup IlflIB, k=O,
jEM
where {L k} is the set of subspaces of B with dimL k:;:;; k.

Theorem (Otelbaev [207]). Let M be the unit ball in the space i~(Q, v) and
let N()") be the number of Kolmogorov diameters of Min Lp(Q) which exceed
A -t, A >0. Then
468 12. TheImbeddingi~(.Q,v) C W;n(.Q)
where c does not depend on Q, v, A.

By definition, the imbedding operator of i~(Q, v) into Lp(Q) is in the
class Ie if
The Otelbaev theorem just stated shows that the imbedding operator
under consideration is in the class Ie if and only if ()I > nand
J[Dp, I (x)] lli-ndx < 00 •

Q
An immediate application of these results are two-sided estimates for the

eigenvalues of the Dirichlet problem for the operator (- L1)II2+ v and the
conditions for the nuclearity of the resolvent of this operator.
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116-130 (Russian). English translation: J. Soviet Math. 3 (1975) 480-492.
154. Maz'ja, V. G.: Applications of some integral inequalities to the theory of quasilinear elliptic
equations. Comment. Math. Univ. Carolinae, 13 (1972) 535 - 552 (Russian).
155. Maz'ja, V. G.: On a degenerating problem with directional derivative. Mat. Sb. 87 (1972)
417-454 (Russian). English translation: Math. USSR-Sb., 16 (1972) 429-469.
156. Maz'ja, V. G.: On (p, I)-capacity, imbedding theorems and the spectrum of a selfadjoint
elliptic operator. Izv. Akad. Nauk SSSR, Ser. Mat. 37 (1973) 356 - 385 (Russian). English
translation: Math. USSR-Izv., 7 (1973) 357-387.
157. Maz'ja, V. G.: On the continuity and boundedness of functions from Sobolev spaces. In the
book: Problems in Mathematical Analysis. Leningrad: LGU, No.4 (1973) 46-77
(Russian).
158. Maz'ja, V.G.: On the connection between two kinds of capacity. Vestn. Leningr. Univ.,
Mat. Mekh. Astron. 7 (1974) 33 - 40 (Russian). English translation: Vestnik Leningrad
Univ. Math. 7 (1974) 135 -145.
159. Maz'ja, V. G.: On the summability of functions in S. L. Sobolev spaces. In the book:
Problems in Mathematical Analysis. Leningrad: LGU, 5 (1975) 66-98 (Russian).
160. Maz'ja, V. G.: Capacity-estimates for "fractional" norms. Zap. Nauchn. Semin. Leningr.
Otd. Mat. Inst. Steklova, 70 (1977) 161-168 (Russian). English translation: J. Soviet Math.
23 (1983) 1997 - 2003.
161. Maz'ja, V. G.: On an integral inequality. Seminar instituta prikladnoi matematiki.
Doklady. Tbilisskil universitet, 12 -13 (1978) 33 - 36 (Russian).
162. Maz'ja, V. G.: Multipliers in S. L. Sobolev spaces. In the book: Application of function
theory and functional analysis methods to problems of mathematical physics. Pjatoe
Sovetsko-Cehoslovackoe Sovescanie, 181-189. Novosibirsk, 1978 (Russian).
163. Maz'ja, V. G.: On summability with respect to an arbitrary measure of functions in S. L.
Sobolev-L. N. Slobodeckil spaces. Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova,
92 (1979) 192-202 (Russian). English translation: J. Soviet Math.: in preparation.
164. Maz'ja, V. G.: Behaviour of solutions to the Dirichlet problem for the biharmonic operator
at a boundary point. Equadiff IV. Prague 1977. Lect. Notes Math. 703 (1979) 250-262.
165. Maz'ja, V.G.: Einbettungssatze flir Sobolewsche Raume. Leipzig: Teubner-Texte zur
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166. Maz'ja, V.G.: Zur Theorie Sobolewscher Raume. Leipzig: Teubner-Texte zur Math.
1981.
167. Maz'ja, V.G.: Integral representation of functions satisfying homogeneous boundary
conditions and its applications. Izv. Vyssh. Uchebn. Zaved., Mat., 2 (1980) 34-44
(Russian). English translation: SOy. Math. 24 (1980) 35 -44.
168. Maz'ja, V. G.: On an imbedding theorem and multipliers in pairs of S. L. Sobolev spaces.
Tr. Tbilis. Mat. Inst. Razmadze, 66 (1980) 59-69 (Russian).
169. Maz'ja, V. G., Doncev, T.: On the Wiener regularity of a boundary point for a poly-
harmonic operator. Dok!. Bolgarskoi Akad. Nauk, 36 (1983) 177-179 (Russian).
170. Maz'ja, V.G., Havin, V.P.: A nonlinear analogue of the Newton potential and metric
properties of the (p, I)-capacity. Dok!. Akad. Nauk SSSR, 194 (1970) 770 -773 (Russian).
English translation: Soviet Math. Dok!. 11 (1970) 1294 -1298.
171. Maz'ja, V.G., Havin, V.P.: Nonlinear potential theory. Usp. Mat. Nauk, 27 (1972)
67 -138 (Russian). English translation: Russian Math. Surveys, 27 (1972) 71-148 ..
172. Maz'ja, V.G., Havin, V.P.: On approximation in the mean by analytic functions. Vestn.
Leningr. Univ., 23 (1968) 62-74 (Russian). English translation: Vestnik Leningrad Univ.
Math. 1 (1974) 231- 245.
173. Maz'ja, V. G., Havin, V. P.: Use of (p, I)-capacity in problems of the theory of exceptional
sets. Mat. Sb. 90 (1973) 558 - 591 (Russian). English translation: Math. USSR-Sb., 19
(1973) 547 - 580.
174. Maz'ja, V.G., Hvoles, A.A.: On imbedding the space i~(Q) into the space of generalized
functions. Tr. Tbilis. Mat. Inst. Razmadze, 66 (1981) 70- 83 (Russian).
476 References
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177. Maz'ja, V. G., Saposnikova, T. 0.: On multipliers in Sobolev spaces. Vestn. Leningr. Univ.
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List of Symbols
Function Spaces
COO(.o), Coo(.Q), !!) (Q) = CO'(Q), Uo(K), Vo(K), To(K) ...... 4.1.1
(0)1
Ck(Q), C~(Q), Ck,a(.o), Ck,a(Q),
Lp(.o) " " " " " " " " " " 4.7.4
!!)'(Q), !!) = !!)(R n ), Lp(Q), -1 - 1
Lp(.o), Wp(Q) ............ 4.11.1
Lp(.o, Joe) ." ............ 1.1.1
BV(Q) " " " " " " " " " " 6.1.1
L~(Q) " " . " " , , ... , , " " 1.1.2 w~, W~, b~, B~ """""" 7.1.1
W~(Q), V~(.o) " " " " " ". 1.1.4
./ h~, H~ " " " " " " " " " " 7.1.2
.
Lp(Q), fJ'k"""""""" 1.1.13
/
Wp(.o) " " " " " " " " " 1.1.16
S~ ........................ 7.2.1
9R(e, .0) " " " " " " " " ". 9.1.1
Lq(R n, f.l) = Lq{f.l), W;;,1 ...................... 9.1.4
Lq(.o, f.l) " " , , " " " " " 1.4.1 Q: ..••••.•••.••.••••..•••.• 10.3
9l(e, .0), ~(e, .0) " " " " " . 2.2.1 1Pk> Q:T(E) ................ 10.3.1
W~'T(.Q) .................. 3.1.1 ~(e) .................... 10.3.4
W~,T(.o, 0.0) " " " " " " ". 3.6.1
Subsets of R n
= BlI(x), BlI 1.1.1

.0, supp!, B(x, e) o*t ....................... 6.2.1
tt> 2( ............... 2.1.1; 3.1.1 [ ]e ..•••.....•.••...••..•. 6.2.4
E, oE, closoE, OiE, .olI'.At " 3.1.1 Qd ......................... 10
Classes of Sets in R n
00 00
CO,l """"""""""" 1.1.9 fa' fp,a " " " " " " " " ' " 4.7.1
00 00
EV~ ..................... 1.1.16 fa(O), fp, a(O) .............. 4.7.4
fa ........................ 3.2.1 ip,a, ~,a .......... ........ 4.8.1
fa ........................ 3.5.1 .f1~~1), f~-l) """",, .. 4.11.2
:i:a,p ...................... 3.6.1 j1~~1) " " " .... "",, ... 4.11.5
fp,a" ..................... 4.3.1 JII(Qd) ................... 10.1.1
.lfp, a ...................... 4.4.2 C/,p,q .................... 11.5.1
List of Symbols 481
Set Functions
1.1.1
mno dist(E, F) . .. . . . . . . . . . .. 1.o1,A g ..•...............• 6.3.4
Hd ....................... 1.1.5 C~ ....................... 6.5.3
1.4.1
/J . • . . . . . . . . . . . . . . . . . . . . . .. cap(e, S~), cap(E, S~),
s, 0"(8,) .................. 2.1.1 cap(E, S~) .............. 7.2.1
(p, 4)-cap(e, .0), p-cap (e, Q)2.2.1 /JE ....•...••...•..••...... 7.2.2
2.4.1
1lp ,M<,.F, Q), 1l(F, .0) ........ H(E, f/J) ••..•.•••..•••..•.. 7.2.3
~~), ~(a) •••••••••••••••••• 3.2.3 cap + (e, L'2p(.o» ............ 8.2.1
,/
cp(K) ..................... 4.1.1 Cap(e, Lp(.o» ............. 9.1.1
~~,a) ••••••••••••••••••••••• 4.2 A~,q(G) .................. 10.2.1
~~' a) ••••••••••••••••••••• 4.4.1 Dp,/(G, Qd), Dp,/(G), D(G) . 10.2.2
,/
cp(K) .................... 4.11.1 Capk(e, L p(Q2d» .......... 10.3.4
cp,/(G\F) .................. 5.6.1 Dp,/(v, Q) .................. 12.2
00 00
Pg(tf), P(tf), Peg . ......... 6.1.1 II = IIp,l,m, D = Dp,/(v, Q) ... 12.3.1
'l'g(tf) ...................... 6.3
Operators
D a, ,1t, 'il= 'ill ............. 1.1.1 'ilg ••....•••...•••...••... 6.1.1

vile ....................... 1.1.5 Fu = a, It. !'){I} ••• • • • • • • • • •• 7.1.2
1/ ........•...•...•.. 1.4.1; 7.1.2 Up,//J, Vp,//J, Wp,//J, Sp,//J ... 7.2.2
J ......................... 1.5.3 T ........................ 8.2.2
Constants
C, C1> C2, ••• , Vn •••••••••••• 1.1.1 Wn • •••••••••••••••••••••• 2.1.1
p' ....................... 1.1.14 IDl ........................ 7.2.2
Functions
00 00
N(x) ..................... 2.1.1 ~p,a(M), ~l.a(M) .......... 4.7.1
U-, u+ .................... 3.1.1 O"p ••••••••••••••••••••••• 4.11.1
00
~a(M) .................... 3.2.1 'YP' 'Yp ••••••••••••••••••••• 5.1.1
AM, A ..................... 3.2.4 u*(x) ..................... 6.5.1
~p,a(M) ................... 4.3.1 Ca(S) ....•...........•.... 6.5.3
VM,p •••••••••••••••••••••• 4.3.4 u(x), y(x) ................. 6.6.1
~p, a(M) .................. 4.4.2 '1d .•....•...•.......•..•. 10.3.2
482 List of Symbols
Other Symbols
a= (at> ... , an), I ai, a!, 10.1.2

.
UQd' lulp,/,Qd ..............
/
a-b ................... 1.1.1 Cap(~, II, L p(Q2d» ,
Y[IP] ....................... 8.5 . /
Capk(~' L p(Q2d» ....... 10.3.2
Author Index
Adams, D. R. 3 - 5, 68, Edmunds 268, 471 Il'in 1, 29, 69, 157, 268,
69, 352 - 354, 356, 357, Ehrling 69, 471 342, 346, 351, 472, 473
359,361,370,388,401,
469 Faddeev 39, 471 Jones 3, 71, 473
Adams, R. A. 268, 423, Federer 2, 39, 69, 158, 190, Jonsson 349, 473
469 341, 471
Ahlfors 70, 469 Fefferman 367 Klimov 190, 473
Amick 268, 269, 469 Fleming 2, 69, 157, 158, Kokilasvili 51, 473
Andersson 268, 469 190, 341, 471 Kolsrud 4, 29, 473
Aronszajn 345,351,469 Fraenkel 268, 471 Kondrasov 1, 69, 473
Aubin 158, 190, 469 Freud 345, 471 Kondrat'ev 423, 452, 473
Friedrichs 2, 140, 158, Kralik 345
Babic 29, 345, 469 471 Krasnosel'skii 111,283,
Bagby 359, 423, 469 473
Besicovitch 39, 469 Gagliardo 1,29,69,471 Krickeberg 341,473
Besov 29, 268, 342, 346, Gel'fand 6, 471 Kronrod 39, 473
351, 470 Gel'man 351,471 Kudrjavcev 346,351,473
Beurling 345, 470 Glazman 140, 158, 471 Kufner 346, 473
Birman 158, 467, 470 Globenko 268, 471
Bjorup 268, 470 Glusko 29, 471 Ladyienskaja 269, 473
Bokowski 341, 470 Gol'dstein 3, 70, 71, 74, Landis 39, 452, 473
Bourbaki 27, 169,470 471 Landkof 147, 155, 353,
Burago 4, 190,296,341, Golovkin 351,471 354, 377, 473
470 Grusin 401, 472 Laptev 156, 473
Burenkov 351, 470 Gustin 39, 472 Latphulin 70
Guzman 39,472 Leray 452, 473
Levi 29,473
Caccioppoli 341,470 Hadwiger 55, 157,472 Levin 51,473
Calderon 29, 470 Hahn 337, 472 Lichtenstein 29, 473
Campanato 268, 470 Hansson 4, 158, 388, Lions 29, 190,251,253,
Carleson 382, 470 472 268,351,401,450-452,
Cartan 377, 470 Hardy 39,51,68,472 473
Choquet 102, 157,470 Havin 77,347,351-355, Littlewood 39, 51, 68, 348
Coifman 367, 470 357 - 359, 422 Littman 401, 474
Courant 2, 29, 253, 470 Hayman 157,472 Lizorkin 150,346,467,474
Hedberg 353, 355, 356, Ljusternik 55, 301, 474
Dahlberg 4, 388, 470 366, 380, 388, 423, 472
De Giorgi 341, 470 Hestenes 29, 472 Magenes 251,253,268,
Deny 29, 190, 268, 451, Hilbert 2, 29, 253 450,451
471 Hoffman 190,472 Marcinkiewicz 52, 348
Doncev 84, 452 Hormander 351,401,451, Maz'ja 2 - 4, 29, 51, 69,
Donoghue 423, 471 472 73,77,79,84, 154,
Douglas 345, 471 Hurd 268, 472 157 -159, 190, 268, 270,
Dunford 32, 471 Hvoles 451 341, 347, 351- 355,
484 Author Index
Maz'ja (cont.) 357 - 359, Peetre 342, 349, 477 Soucek 341,478
388,389,401,422,423, Pfaltzgraff 157, 477 Sperner 341
451,452,467,474,475, Poborcii 73 Spruk 190
476 Polking 401,423,477 Stampacchia 268, 478
Meyers 29, 351 - 354, P6lya 39,51,68, 116, 157, Stein 28, 29, 52, 342, 348,
356 - 358, 423, 476 268,477 349,431,478
Michael 190, 476 Preobraienskii 5, 388 Strichartz 348, 349, 478
Mihlin 346, 476 Szego 116, 157,268
Miranda 190, 476 Rellich 69, 477 Szeptycki 351
Molcanov 5, 158, 422, 452, Resetnjak 29, 351, 477
467,476 Rickman 70,477 Taibles.on 351, 478
Morrey 29, 69, 476 Rishel 190, 341, 477 Talenti 158, 478
Morse 32, 39, 476 Rosen 158, 477 Tascijan 157, 478
Muckenhoupt 51,367,476 Rosenbljum 158, 452, 477 Tonelli 69, 478
Mulla 351 Rosenthal 337 Triebel 342, 346, 478
Rosin 51
Natanson 108, 476 Rutickii 111, 283 Ural'ceva 154, 478
Necas 268, 476 Uspenskii 346, 478
Nevanlinna 377, 476 Saposnikova 29, 349, 389,
Nikodym 2, 10, 29, 476 477 Vodopjanov 3,70,71,
Nikol'skii 29, 268, 342, Schmidt 55, 477 479
346, 349, 476, 477 Schwartz 6, 33, 477 Volevic 351,479
Nirenberg 1,69,70,477 Serrin 29 Vol'pert 341,479
Silov 6
Oleinik 467,477 Simon 190 Wallin 349
Osserman 341, 477 Slobodeckii 345, 478 Whitney 39, 479
Otelbaev 5,452,467,477 Smirnov 29, 478 Wolff 353, 355, 356, 380,
Otsuki 190, 477 Smith 29, 478 388
Sobolev 1 - 3, 29, 60, 68,
Paley 348 69,350,478 Zalgaller 341
Panejah 351 Solonnikov 69, 350, 351, Ziemer 359
Pavlov 467 478 Zygmund 348
Subject Index
Absolute continuity 8 Generalized Dirichlet integral 152

Adams' theorem 51 Generalized Friedrichs inequality 350
Admissible subset 88, 160 Generalized Poincare inequality 22
Ahlfors' theorem 70 Generalized Sobolev theorem 60
Approximation of functions 13, 161
Approximation by polyhedra 320 Hardy's inequality 39
Hardy-Sobolev type inequalities 96
Bessel potential 348 Hausdorff measure 37, 357
Hormander-Lions theorem 451
Capacity 351, 390
Cartan type theorem 377 Imbedding theorems of Sobolev type 51
Choquet capacity 101 Inner and outer capacities 351, 390
Classes of sets 28, 162, 172, 182, 198,209, Integral formula for the norm in BV(Q)
232, 233, 243 301
Closability 135, 462 Integral representations 20, 79
Compactness theorems 62, 130, 243, 245, Isoperimetric inequality 301
444,460
Complementary function 111 Kolmogorov diameter 467
Conductivity 191
Conductor 191 Lipschitz domain 19
Cone property 1, 18 Littlewood-Paley function 348
Coverings 30
Marcinkiewicz interpolation theorem 52
d-dimensional Hausdorff measure 37 Mihlin theorem 346
Dirichlet principle 194 Mollifications 11
Dirichlet problem 447, 448 Muckenhoupt condition 367
Discreteness of the spectrum 140, 142, 250, Multiplicative inequality 65, 117, 195, 397
449,464 Multipliers of Sobolev spaces 389
Domain of the class C 14
Domain of the class CO,I 18 Neumann problem 249
d-sets 349 Nikodym's example 179,220
Dual of a Sobolev space 25 Nonlinear potentials 354
Normal in the sense of Federer 303
Equivalent norms 26
Essential norm 458 Orlicz space 111
Extension of functions 27, 70, 77
Extension operators 318, 344 Perimeter 296
p-conductivity 191
Fourier transform 344 (p, I)-inner diameter 409
Friedrichs inequality 2, 258 (p, I)-polar set 396
(p, I)-quasi everywhere 354
Gagliardo inequality 2 (p, I)-refined function 358
Gagliardo-Nirenberg theorem 69 (p, I)-unessential set 402, 455
Gauss-Green formula 304, 339 (p, <P )-capacity 99
486 Subject Index
Poincare inequality 2, 239 Schrodinger operator 134, 137

Pseudonormed space 160 Smooth truncation 364
Sobolev's inequality 56
Quasidisk 71 Starshaped domain 13, 17
Quasi-isometric map 16 Strichartz theorem 348
Strong Lipschitz domain 13, 17
Reduced boundary 303 Subareal mappings 172
Refined function 358 Symmetrization 116, 163
Rellich's lemma 2
Relative perimeter 296 Trace 334
Riesz potential 51 Upper and lower traces 334
Rough maximum principle 354
Rough trace 325 Vitali covering theorem 33
J.Diestel
Sequences and
Series in Banach
Spaces
1984. XIII, 261 pages
(Graduate Texts in Mathematics, Volume 92)
ISBN 3-540-90859-5
Contents: Riesz's Lemma and Compactness in
Banach Spaces. - The Weak and Weak* Topolo-
gies: an Introduction. - The Eberlein-Smulian
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Sequences. - The Dvoretsky-Rogers Theorem. -
The Classical Banach Spaces. - Weak Convergence
and Unconditionally Convergent Series in
Uniformly Convex Spaces. - Extremal Tests for
Weak Convergence of Sequences and Series. -
Grothendieck's Inequality and the Grothendieck-
Lindenstrauss-Pelczynski Cycle ofIdeas. An Inter-
mission: Ramsey's Theorem. - Rosenthal's
1)- theorem. - The Josefson-Nissenzweig Theorem.
- Banach Spaces with Weak*-Sequentially Compact
Dual Balls. - The Elton-Odell (l+e)-Separation
Theorem.
This volume presents a selection ofthe most inter-
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New York
Tokyo
K.Deimling
Nonlinear Functional
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1985. 35 figures. XIV, 450 pages
ISBN 3-540-13928-1
Contents: Topological Degree in Finite Dimen-

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Implicit Functions and Problems at Resonance. -
Fixed Point Theory. - Solutions in Cones. -
Approximate Solutions. - Multis. - Extremal Prob-
lems. - Bifurcation. - Epilogue. - Bibliography. -
Symbols. - Index.
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Heidelberg can also be helpful for mathematically interested
New York researchers in biology, chemistry, economics,
Tokyo engineering and physics.

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V. G.

Maz'ja Sobolev Spaces

Springer-Verlag Berlin Heidelberg GmbH

This volume is part of the Springer Series in Soviet Mathematics

Mathematics Subject Classification (1980):

ISBN 978-3-662-09924-7 ISBN 978-3-662-09922-3 (eBook)

Typesetting: K + V Fotosatz GmbH, Beerfelden. Offsetprinting: Mercedes-Druck, Berlin

<J Iu I q df1,)I/q ~ ell u Iisl ,

where S~ is the Sobolev space or its generalization, to hold?

II U IlL q (0) ~ c II \l[u IlL p (0)

hold for all smooth functions that vanish in a neighborhood of e?

I gratefully remember my talented pupil A. L. Rosin who perished in 1976 in a

Leningrad, autumn 1985 V.G. Maz'ja

Chapter 1. Basic Properties of Sobolev Spaces . . . . . . . . . . . . . . . . . . . . . 6

1.3.2. The Case p > q . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

Chapter 2. Inequalities for Gradients of Functions that Vanish on the

2.2.2. Expression for the (p, «P)-Capacity Containing an

Chapter 3. On Summability of Functions in the SpaceL ~ (n) 160

Chapter 4. On Summability of Functions in the SpaceL;(n) ........ 191

4.3.3. A Necessary and Sufficient Condition for the Validity

4.7.1. The Classes .% and! ~,a . . . . . . . . . . . . . . . . . . . . . . . . . . . 232

4.10.3. The Neumann Problem for a Special Domain. . . . . . . . 253

5.6.5. Sufficient Conditions for the Continuity and the

Chapter6. On Functions in the SpaceBV(n) ...................... 296

6.5.5. Extension of a Function in BV(.Q) to CQby a Constant 330

Chapter 7. Certain Function Spaces, Capacities and Potentials . . . . . . . 342

Chapter 8. On Summability with Respect to an Arbitrary Measure of

8.4.3. A Sufficient Condition (p > q > 0) ................. 375

Chapter 9. A Variant of Capacity. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390

Chapter 10. An Integral Inequality for Functions on a Cube ......... 402

10.3.5. A Lower Bound for Capk ......................... 418

§ 11.6. The Compactness of the Imbedding L p(Q) C Lq(Q) .........

Chapter 12. The ImbeddingL ~(n, v) C W~ (n) ................... 453

§ 12.3. The Compactness of the Imbedding Operator

References ................................................... 469

In [229 - 231] Sobolev proved general integral inequalities for differentiable

the cone property is unnecessary for the imbedding W~(Q) C L 2p/(2-p)(Q),

The above exposition naturally suggests the problem of describing the

with the best constant.

The book is devoted to numerous aspects of the theory of Sobolev spaces.

classes of domains determine the parameters p, q, etc. in imbedding theorems

§ 1.1. The Spaces L~(.Q), V~(.Q) and W~(.Q)

If a is a multi-index (at> ... , an), then, as usual, lal = L aj' a! =

Theorem. Any element of L~(Q) is in Lp(Q, loc).

Here the constant Cn,1 is chosen so that Llir= J(x) holds.

1.1.3. Absolute Continuity of Functions inL~(n)

Proof. Let cP and a be functions in ~(O, 1), J~a(r)dr = 1. It is clear that

°= tg(t) ( CP(t) - a(t) tCP( r) dr) dt t t

Since CPe ~(O, 1) is arbitrary, then

J11 -au (x',f) dt <

where au/at is the distributional derivative. Therefore, the function

By the definition of distributional derivative,

f11vj dx= - J ~udx

which shows that Vj is the distributional derivative of u with respect to Xj.

1.1.4. The Spaces W~(.Q) and V~(.Q)

Ilu IlwW2) = II V/u IILp(Q) + Ilu IILp(Q),

We present here two examples of domains which show that in general

Am = {(x,y): 2 1- m_r 1- m<x < 21-m, 2/3 <y < 1},

where em E(O,2- m - 1) and m = 1,2, ...