SERFATY Functional Analysis
SERFATY Functional Analysis
SERFATY Functional Analysis
Fall 2004
Prof. Sylvia Serfaty
Yevgeny Vilensky
Courant Institute of Mathematical Sciences
New York University
iii
iv
Contents
Preface iii
3 Weak Topology 21
3.1 General Topology . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
3.2 Frechet Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
3.3 Weak Topology in Banach Spaces . . . . . . . . . . . . . . . . . . 24
3.4 Weak-* Topologies σ(X ∗ , X) . . . . . . . . . . . . . . . . . . . . 28
3.5 Reflexive Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
3.6 Separable Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
3.7 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
3.7.1 Lp Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
3.7.2 PDE’s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
v
vi
A 57
Chapter 1
Hahn-Banach Theorems
and Introduction to Convex
Conjugation
Before beginning the proof of the theorem, we need some definitions and a
reminder of Zorn’s Lemma.
Lemma 1.1.2 (Zorn’s Lemma) Let P be a non-empty set with a partial or-
dering, such that every totally ordered subset of P admits an upper bound. Then,
P has a maximal element.
1
2
h(y) = f (y) ∀y ∈ Y
h(x) ≤ p(x) ∀x ∈ X.
We now define a partial ordering on the set P, so that we can apply Zorn’s
Lemma. In P, we say h1 ≺ h2 if and only if D(h1 ) ⊂ D(h2 ) and h1 = h2 in
D(h1 ).
Certainly, P is nonempty (because it at least contains fS). Now, let (hα )α∈A
be a totally ordered subset of P. Let h be defined on α∈A D(hα ) and let
h(x) = hα (x) if x ∈ D(hα ). This is well-defined because (hα )α∈A is a totally-
ordered set (and so, all hα agree on the intersection). By our definition of ≺, it
follows that h is the upper bound.
So, applying Zorn’s Lemma to (P, ≺), we see that P has a maximal element.
Call this element Λ. We just need to check that D(Λ) = X.
Suppose that D(Λ) 6= X. Then, let x0 ∈ / D(Λ). Then, we claim that there is
an a so that we can extend Λ to h : D(Λ) ⊕ Rx0 → R by:
for all x, y. Hence, supx LHS ≤ inf y RHS. Hence, it is possible to choose an a so
we can extend Λ to h such that h(x+tx0 ) = Λ(x)+ta and Λ(x)+ta ≤ p(x+tx0 ).
But this contradicts the fact that Λ was the maximal element.
3
Proof We want to reduce this to the real case. Let l(x) = <f (x). Since
f (ix) = if (x), we have that l(ix) = <f (ix) = <if (x) = −=f (x). So that,
f (x) = l(x) − il(x).
Then, since for any z ∈ C, |<z| ≤ |z|, we get that l(x) ≤ |f (x)| ≤ p(x). So,
we apply the Real Version of the Hahn-Banach Theorem to l. Hence, there exists
and L defined on all of X such that L(x) ≤ p(x) for all x ∈ X and l(y) = L(y)
for all y ∈ Y. So, we take Λ to be given by Λ(x) = L(x) − iL(ix). Λ is linear
and Λ(y) = L(y) − iL(y) = l(y) − il(y) = f (y) for y ∈ Y. Furthermore, since
|z| is real, for any z ∈ C, we can write |z| = eiθ z for some θ. So, R 3 |Λ(x)| =
eiθ Λ(x) = Λ(eiθ x). Thus, since Λ(eiθ x) is real, Λ(eiθ x) = L(eiθ x) ≤ p(eiθ x) ≤
|eiθ |p(x) = p(x) (by setting β = 0 and α = eiθ and applying the assumptions of
the theorem).
Hence, for any y such that kykX < η, we have that |f (y)| < . Now, for any
y η η
y ∈ X, y 6= 0 let x = kyk x 2
⇒ kzkX = η/2 ⇒ | 2kyk X
f (y)| = |f (z)| < . So, for
2
all y 6= 0, |f (y)| < η kykX . Hence, f is bounded.
Remark Sometimes, we denote f (x) =< f, x > . This comes from the Hilbert
space characterization of functionals.
Corollary 1.1.5 Let X be a normed linear space and f be a linear function
defined on a subspace Y ⊂ X with
kf kY ∗ = sup |f (x)|.
x∈Y, kxkX ≤1
f0
Proof Fix x0 6= 0 and consider g = kx0 k with f0 as in the previous result.
Then,
f0 (x0 )
sup | < f, x > | ≥ = kx0 kX ,
kf kX ∗ ≤1 kx0 kX
since f0 (x0 ) = kx0 k2X and kgkX ∗ = 1.
But, | < f, x > | ≤ kf kX ∗ kxkX ∗ . Hence, kxkX ≥ supkf kX ∗ ≤1 | < f, x > |.
So, the first equality is proved. For the second one, we note that the sup is
achieved for g = f0 /kx0 kX . Since f0 exists by the previous corollary, the sup
becomes a max .
5
Definition Suppose A, B ⊂ X.
• The hyperplane {f = α} separates A and B if ∀x ∈ A, f (x) ≤ α, and
∀x ∈ B, f (x) ≥ α.
• The hyperplane {f = α} separates A and B strictly if ∃ > 0 such
that ∀x ∈ A, f (x) ≤ α − , and ∀x ∈ B, f (x) ≥ α + .
Definition A set A is convex if for all x, y ∈ A and for all t ∈ [0, 1],
t · x + (1 − t) · y ∈ A.
The primary tool to be used for proving such a theorem is the idea of a ”gauge”
of a convex set.
Proposition 1.2.3 Let p be the gauge of C. Then p has the following properties:
1. p(tx) = t · p(x), ∀t > 0 ∀x ∈ C
2. p(x + y) ≤ p(x) + p(y), ∀x, y ∈ C
3. 0 ≤ p(x) ≤ M kxkX , ∀x ∈ C
4. p(x) < 1 ⇔ x ∈ C
x y
t + (1 − t) ∈ C.
p(x) + p(y) +
p(x)+ x+y
So, take t = p(x)+p(y)+2 ∈ [0, 1]. Hence,p(x)+p(y)+2 ∈ C. Since p(x + y)
is defined to be the smallest t such that p(x+y)
t ∈
C, it must be that
p(x+y) ≤ p(x)+p(y)+2. Since, > 0 was arbitrary, p(x+y) ≤ p(x)+p(y).
3. C is open. So, there is an r > 0 such that C ⊃ B(0, r). So, for all x 6= 0
in X,
x r 2
∈ C ⇒ p(x) ≤ kxkX
kxkX 2 r
x
since p(x) is the smallest t such that t ∈ C.
4. Suppose x ∈ C. Then, (1 + )x ∈ C for some > 0 since C is open.
So, reasoning as before regarding the minimality of p(x), we have that
1
p(x) ≤ 1+ < 1. Conversely, if p(x) < 1, then ∃α < 1 such that αx ∈ C.
x
So, α · α + (1 − α) · 0 ∈ C since C is convex. Hence, x ∈ C.
Proof Consider the sets A = A + B(0, ), B = B + B(0, ). For suffi-
ciently small, they are disjoint. Indeed, suppose ∃xn ∈ A, yn ∈ B such that
kxn − yn kX → 0. Then, since B is compact, ∃ subsequence {ynk }k∈Z such that
ynk → l. Hence, xnk → l. Hence, l ∈ A ∩ B, contradicting their disjointness. So,
by the First Geometric Form of the Hahn-Banach Theorem, ∃f ∈ X ∗ , f 6= 0
and α ∈ R such that ∀x ∈ A , ∀y ∈ B , f (x) ≤ α ≤ f (y). So, ∀x ∈ A, y ∈ B,
and z ∈ B(0, 1), we have f (x + z) ≤ α ≤ f (y + z). Hence, f (x) ≤ α − kf kX ∗ ,
f (y) ≥ α − kf kX ∗ , ∀x ∈ A, y ∈ B. Hence, f separates A and B strictly.
Definition
• The convex hull of a set is the smallest convex set containing it.
• The closed convex hull of a set is the closure of the convex hull.
Remark If X is a normed linear space, then X ∗ separates points (i.e.: for all
x, y ∈ X such that x 6= y ∃f ∈ X ∗ such that f (x) 6= f (y)).
contradicting Eq. (1.1). Hence, f (x) = f (y) = maxS f . This means that,
x, y ∈ Sf . Hence, Sf is extreme.
0
Now, let S ∈ P. Let P be the collection of all extreme sets in S. By the Hausdorff
0
Maximality Theorem ∃ a maximal, totally ordered subcollection called Ω ⊂ P .
0
Let M = ∩T ∈Ω T. M is an extreme set, ie: M ∈ P .
Then, Mf = M by the definition of M.
Remark This allows for possible downhill discontinuities. One can similarly
define upper semicontinuous.
Proposition 1.3.1
Proof Look at epi(ϕ). It is closed and convex. So, let (x0 , λ̃0 ) ∈ epi(ϕ) (such
a point exists since ϕ 6≡ +∞, so consider a point, (x0 , λ0 ) below epi(ϕ). In
other words, choose λ0 < ϕ(x0 ). {(x0 , λ0 )} is compact and convex. So, apply
the Second Geometric Form of the Hahn-Banach Theorem in X × R to this
set and to epi(ϕ). So, ∃ a linear functional Λ on X × R and an α such that
∀(x, λ) ∈ epi(ϕ), Λ(x, λ) > α > Λ(x0 , λ0 ).
Now, we can write Λ(x, λ) = f (x) + kλ for some f ∈ X ∗ and k ∈ R since Λ
is linear. So, ∀x, ∀λ ≥ ϕ(x), f (x) + kλ > α > f (x0 ) + kλ0 . In particular, for
λ = ϕ(x), and ∀x ∈ D(ϕ),
ϕ∗∗ : X → (−∞, +∞], ϕ∗∗ (x) = sup [< f, x > −ϕ∗ (f )].
f ∈D(ϕ∗ )
This function is convex and lower semicontinuous. So, the diagram looks like:
ϕ −→ ϕ∗ −→ ϕ∗∗
6 ≡ convex convex
∞ l.s.c. l.s.c.
ϕ∗∗ (x) = sup [< f, x > −ϕ∗ (f )] = sup [< f, x > −ϕ∗ (f + f0 ] + ϕ∗ (f0 )
f f
= sup [< f + f0 , x > −ϕ∗ (f + f0 )]− < f0 , x > +ϕ∗ (f0 )
f
= sup [< g, x > −ϕ∗ (g)]− < f0 , x > +ϕ∗ f0
g
= ϕ∗∗ (x) + ϕ∗ (f0 )− < f0 , x >
Here, we have used the fact that f0 is independent of the sup taken over all f.
Hence, putting everything together, since ϕ∗∗ = ϕ, we get that ϕ∗∗ = ϕ.
Example Say that ϕ(x) = kxk. Surely, ϕ is a convex and lower semicontinous
function from X to R. ϕ∗ (f ) = supx∈X [< f, x > −kxk].
• If kf k ≤ 1, then < f, x >≤ kxk =⇒ ϕ∗ (f ) ≤ 0 =⇒ ϕ∗ (f ) = 0 (since we
can just take x = 0 and the sup will be at least 0).
• If kf k > 1, then ∃x such that f (x) > (1 + )kxk. So, f (x) − kxk > kxk.
If we consider the case of nx and then letting n go to +∞ we see that
ϕ∗ (f ) = +∞. Hence, f > 1 is not in the domain of ϕ∗ .
This means that:
ϕ∗∗ (x) = sup [< f, x > −ϕ∗ (f )] = sup (< f, x >) = kxk = ϕ(x).
f ∈D(ϕ∗ ) kf k≤1
2.1 Review
2.1.1 Reminders on Banach Spaces
Definition A Banach space space is a complete normed linear space
Example
• Hilbert spaces are Banach spaces
• Lp (X, dµ), 1 ≤ p ≤ ∞ are Banach spaces.
1/p
• lp = {(un )n∈N : ( n |un |p )P < ∞}, 1 ≤ p ≤ ∞ are Banach. (Note that
P
lp = Lp (R, dµ) where µ = n δn and the δn are the Dirac masses at the
integers.)
∀x ∈ X1 , kT xk2 ≤ Ckxk1 .
kT k = sup kT xk2
kxk1 ≤1
13
14
Example L(X, K) = X ∗
Proof It is clear that the space is normed, and linear. Remains to show com-
pleteness. Let An be a Cauchy sequence of functions in L(X, Y ). i.e.:
kAn − Am k −→ 0
n, m → ∞
But, the {An }n∈N form a Cauchy sequence. Hence, they are uniformly bounded
by some constant C. Hence, kAxk ≤ CkxkX by above. Hence, A ∈ L(X, Y ).
Finally, we show that it is the limit of the An ’s:
Example All separable (there exists a countable Hilbert basis) Hilbert spaces
are isomorphic to l2 .
15
Example
• (L2 )∗ = L2
0
• For 1 < p < ∞,(Lp )∗ = Lp where 1
p + 1
p0 = 1. In other words,
Theorem 2.1.4 Let 1 < p < ∞. Then, ∀F ∈ (Lp )∗ , there exists a unique
0
f ∈ Lp where p1 + p10 = 1 such that for all ϕ ∈ Lp ,
Z
F (ϕ) = f ϕdµ.
Then:
sup kTi k < ∞
i∈I
17
The last inequality is true since by assumption, for each y, the Ti (y) are bounded
uniformly in i. So, for all y, kTi (y)k < 2(C0+n0 ) kyk. Since each quantity on the
right is independent of i, we can take the sup over all i on both sides and get
that supi kTi k < 2(C0+n0 ) .
Corollary 2.3.2 Let (Tn )n∈N be a sequence of bounded linear functions between
two Banach spaces X and Y such that ∀x ∈ X, Tn (x) converges to a limit
denoted by T x. Then,
• T ∈ L(X, Y ).
Proof The idea is to apply the Uniform Boundedness Principle to the family
{Tb }b∈B given by:
Tb : X ∗ −→ K, Tb (f ) =< f, b >
Hence, {Tb }b∈B satisfies the hypothesis of the Uniform Boundedness Principle.
So, ∃C such that ∀f ∈ X ∗ , kTb (f )k ≤ Ckf k ∀b ∈ B. ⇐⇒ ∀f ∈ X ∗ , ∀b ∈ B,
| < f, b > | ≤ Ckf k ⇐⇒ kbkX ≤ C.
Proof By translation and linearity, for any r > 0, it is enough to prove that
Define Fn = T (B(0, n)). Since T is onto, we have ∪n∈N Fn = Y. So, by Baire Cat-
egory Theorem, some Fn0 has nonempty interior. By rescaling,
int(T (B(0, 1))) 6= ∅. Hence, we can assume that for some > 0,
B(0, ) ⊆ T (B(0, 1)) (since it has non-empty interior).
19
We are going to show that T (B(0, 1)) ⊆ T (B(0, 3)) and therefore, that
B(0, ) ⊆ T (B(0, 3)). Since we’re in a linear space and T is linear, we can
rescale so that B(0, r/3) ⊆ T (B(0, r)) and so we can choose r0 = r/3.
So, let y be in T (B(0, 1)) and we will find x ∈ B(0, ) such that y = T x. By
the definition of closure there exists x1 ∈ B(0, 1) such that
ky − T x1 k ≤
2
⇒ y − T x1 ∈ B 0, ⊂ T B 0, .
2 2
By the definition of closure, ∃x2 ∈ B(0, /2) such that ky − T x1 − T x2 k ≤ /4.
So, we iterate in this manner to get that:
1
∀n, ∃xn such that ky − T x1 − . . . − T xn k < n
and kxn k < n .
2 2
P∞
So, we take x = i=1 xi , which converges since the sequence is Cauchy. So,
∞
X
⇒ kxk ≤ kxi k ≤ 2 < 3
i=1
⇒ x ∈ B(0, 3) and T x = y
⇒ T (B(0, 1)) ⊂ T (B(0, 3))
Corollary 2.4.2 If T is a bounded linear map between two Banach spaces which
is also bijective, then its inverse is also bounded. Hence, T is an isomorphism.
Proof of Closed Graph Theorem Apply the above remark to the norms:
k · k1 , k · k2 given by:
(=⇒) So, assume that Γ(T ) is closed. Is (X, k · k2 ) a Banach space? Well, take
a Cauchy sequence {xn }n∈N in (X, k · k2 ). Then, xn → x for k · k1 , since k · k1
is always bounded from above by k · k2 . Similarly, {T (xn )}n is Cauchy in Y. So,
20
since Y is Banach, it converges to some y ∈ Y. So, (xn , T (xn )) → (x, y). Hence,
T x = y since the graph of T is closed (and thus, the graph contains all limit
points). Therefore,
This proves that (X, k · k2 ) is a Banach space. So, by the remark above,
kT (x)kY = kxk2 − kxk1 ≤ kxk2 ≤ C1 kxk1 = C1 kxkX , as desired.
(⇐=) Now, assume that T is bounded. Hence, it’s continuous. So, let
{(xn , T (xn ))}n be convergent in X × Y such that (xn , T (xn )) → (x, y) ∈ X × Y.
Then, xn → x, so T (xn ) → T (x) by continuity of T. Hence, y = T x and
(x, y) = (x, T x) ∈ Γ(T ). This proves the graph is closed.
Chapter 3
Weak Topology
Definition A set K is compact if and only if every open cover of K has a finite
subcover.
Remark
21
22
• Two extreme cases: τ = ∪x∈S {x}, the discrete topology, where the only
sequences that converge are constant sequences and τ = {∅, S}, the inde-
screte topology, where all sequences converge.
• More generally, the more open sets there are, the harder it is to converge.
2. ρ(λx) = |λ|ρ(x) ∀λ ∈ K
Proposition 3.2.3 Let X be a locally convex vector space. The following are
equivalent:
Proof
(1) =⇒ (2). Take balls of countable radius (say the rationals).
(2) =⇒ (3). Do the previous construction using gauges.
(3) =⇒ (1). The distance can be given by:
∞
X 1 ρn (x − y)
d(x, y) = n 1 + ρ (x − y)
.
n=0
2 n
It is denoted by σ(X, X ∗ ).
25
Note:
O1 , O2 are weakly open, they separate x and y and are certainly disjoint.
Proof
(1) This is the definition of weak convergence.
(2) If xn → x, then:
(4)
|fn (xn ) − f (x)| ≤ |fn (xn ) − f (xn )| + |f (xn ) − f (x)|
≤ kfn − f kX ∗ kxn kX + |f (xn ) − f (x)| −→ 0
since fn → f and f (xn ) − f (x) → 0 for all f, by the weak convergence of {xn }n
to x, and since {xn }n is bounded because of its weak convergence to x.
Proposition 3.3.3 If dim X < ∞, then weak and strong topologies coincide.
Proof Surely, a weakly open set is strongly open. But is a strongly open set,
weakly open? Let U be strongly open with x0 ∈ U. So, there is r > 0 such that
B(x0 , r) ⊆ U. Let {e1 , . . . , en } be a basis for X with kei k = 1. Let {f1 , . . . , fn }
be the dual basis. In other words, fj (ei ) = P δi,j . The dual basis has the property
that if we can expand any y ∈ X via: y = fi (y)ei . Then the set
r
N = {x ∈ X : |fi (x − x0 )| < ∀i = 1, . . . , n}
n
is weakly open. So,
n
X n
X
x ∈ N ⇒ kx − x0 kX = k fi (x − x0 )ei k ≤ kfi (x − x0 )k < r.
i=1 i=1
Proof
(=⇒) Since weakly open =⇒ strongly open, taking complements, weakly closed
=⇒ strongly closed.
(⇐=) Assume C is strongly closed. Then, we show that C is weakly closed. i.e.,
we show that C c is weakly open. Let x0 ∈ C c . By the Hahn Banach Theorem
(Second Geometric Form), ∃f ∈ X ∗ , α ∈ R such that f (x0 ) < α < f (x),
∀x ∈ C. So, N = f −1 ((−∞, α)) is a weakly open set (since it is the inverse
image of an open set under a continuous function), containing x0 and included
in C c . Hence, C c is weakly open.
Proof
(=⇒) Assume that T is strongly continuous. Let f ∈ Y ∗ . So, take any set in
σ(Y, Y ∗ ) of the form, f −1 ((a, b)) ⊂ Y. Then, T −1 (f −1 ((a, b))) = (f ◦T )−1 ((a, b)).
But, f ◦ T : X → Y is continuous and linear. Hence, (f ◦ T )−1 (a, b) is open in
σ(X, X ∗ ), being the inverse image of an open set under a continuous function.
Thus, T is weakly continuous.
Properties
∗
1. fn −→ f ⇐⇒ ∀x ∈ X, fn (x) → f (x).
2. fn → f in X ∗
=⇒ fn * f in σ(X ∗ , X ∗∗ )
∗
=⇒ fn −→ f in σ(X ∗ , X)
∗
3. If fn −→ f, then kfn kX ∗ bounded and kfn kX ∗ ≤ lim inf kfn kX ∗ .
∗
4. If fn −→ f, and xn → x in X, then fn (xn ) −→ f (x).
where:
These are closed in the product topology. So, Ã is a closed subset of a compact
set and so, Ã is compact for the product topology. But, the product topology
on à is the weak-* topology. Hence, à = BX ∗ is compact in σ(X ∗ , X).
Theorem 3.5.1 (Kakutani) Let X be a Banach Space. Then, the closed unit
ball, BX = {x ∈ X : kxk ≤ 1} is compact for the weak topology σ(X, X ∗ ) if and
only if X is reflexive.
n
X n
X n
X
βi αi ≤ < βi fi , x > + |βi |
i=1 i=1 i=1
* n + n
X X
= βi fi , x + |βi |
i=1 i=1
n
X n
X
≤ βi fi kx kX + |βi |
i=1 X∗ i=1
(2) =⇒ (1): Assume not. Then, let ϕ ~ (x) = (< f1 , x >, . . . , < fn , x >) . Then,
(α1 , . . . , αn ) ∈
/ϕ~ (BX ). Since {(α1 , . . . , αn )} = {α} is a compact set and ϕ ~ (BX )
is closed and convex, we can apply the Hahn-Banach Theorem and say that ∃γ
and β ~ such that β ~·α
~ >γ>β ~·ϕ~ (x) ∀x ∈ BX . So,
n
X n
X
∀x ∈ BX , βi αi > γ > βi < fi , x >.
i=1 i=1
eachPi? Let αi =< P η, fi > . By Helly’s Lemma, this can only happen if and only
n n
if | i=1 βi αi | ≤ k i=1 βi fi kX ∗ . Since, η ∈ BX ∗∗ ,
n
X n
X
∀βi , < βi fi , η > ≤ βi fi .
i=1 i=1 X∗
Proof C is weakly closed and C ⊆ mBX for some m > 0. Since mBX is
compact for σ(X, X ∗ ), C is compact for σ(X, X ∗ ) as well.
Proof
3.7 Applications
3.7.1 Lp Spaces
0
For 1 < p < ∞, the dual of Lp is Lp where 1/p + 1/p0 = 1. So, what is weak
convergence in Lp ? Answer:
Z Z
0
fn * f in Lp ⇐⇒ ∀g ∈ Lp , fn g → f g.
Example
• Consider {fn (x) = sin nx}n∈Z on [0, 1]. Then, ∀g ∈ C ∞ ([0, 1]),
Z 1
sin nxg(x) dx → 0.
0
0
Since C ∞ is dense in Lp , we see that sin nx * 0 weakly in Lp .
• On the other hand ∃C > 0 such that ∀n,
Z 1
| sin nx|2 dx = C.
0
Example For 1 < p < ∞, Lp is reflexive and separable. Hence, the unit ball
B1 is weakly and weakly sequentially compact.
Example
• (L1 )∗ = L∞ , but (L∞ )∗ ) L1
(In fact, (L∞ )∗ = { Bounded Radon Measures }).
• Neither L∞ nor L1 is reflexive.
• L1 is separable, but L∞ is not.
• L1 is not the dual of any space.
• BL1 is not even weakly closed. Hence, it’s not weakly compact (Take
approximate identities and you’ll see that BL1 = B{ measures } .
• BL∞ is weak-* compact, but not weakly compact by Kakutani’s Theorem
(since L∞ is not reflexive.
3.7.2 PDE’s
Suppose we wish to solve the following PDE:
(
4u + |u| · u + u = f on Ω,
(3.1)
u=0 on ∂Ω.
Z Z Z
1 12 3 1
F (u + tg) = |∇(u + tg)| + |u + tg| + |u + tg|2 +
2 Ω 3 Ω 2 Ω
Z
+ f (u + tg)
Ω
Z Z
1 1
= (|∇u|2 + 2t∇u∇g) + (|u|3 + 3tg|u| · u)
2 Ω 3 Ω
Z Z
1 2
+ (|u| + 2tgu) − (f u + tg + O(t2 ))
2 Ω Ω
Z
d
0 = F (u + tg) = (∇u · ∇g + g|u| · u + ug − f g)
dt t=0 Ω
Integrating the first term by parts and noticing that g vanishes on ∂Ω, we see
that:
Z
0 = [(−4u)g + g|u| · u + ug − f g]
ZΩ
= [−4u + |u| · u + u − f ] g
Ω
Since g was an arbitrary member of C0∞ , we have that u solves 3.1 in the sense
of distributions.
So, now define F to be an operator on the Sobolev space H01 (Ω). First, the norm
on H01 (Ω) is given by:
Z
kukH01 (Ω) = (|∇u|2 + |u|2 ).
Ω
So, with that norm, H01 (Ω) becomes the closure of C0∞ (Ω). Alternatively, we
can define H01 (Ω) to be the set of functions u ∈ L2 (Ω) whose weak derivative
∇u is also in L2 (Ω) and u = 0 on ∂Ω.
35
Fact: If dim = 1, H 1 ⊆ C 0 .
Ry
Proof Let u ∈ H01 . Then, u(x) − u(y) = x
u0 (t)dt. Hence,
sZ
y y
√
Z
|u(x) − u(y)| ≤ u0 (t)dt ≤ y−x |u0 (t)|2 dt ≤ CkukH01 (Ω) .
x x
1
by Cauchy-Schwartz. Hence, u ∈ C 0, 2 , the set of Hölder continuous functions
with Hölder exponent 12 .
Returning back to the problem, we still have not answered whether min F is
achieved. First, we check that F is coercive, i.e. F → ∞ as kukH01 (Ω) → ∞, so
that: {u : F (u) ≤ 1} is bounded and nonempty (since F (0) = 0).
1 1
F (u) ≥ kuk2H 1 (Ω) + kuk2H 1 (Ω) − kf kL2 (Ω) kukH01 (Ω) ,
4 0
|4
0
{z }
where the grouped terms are bounded from below by −kf kL2 (Ω) , being ”quadratic
minimizers” (?). Thus, F (u) ≥ 14 kuk2H 1 (Ω) − C with C independent of u. There-
0
fore, F (u) → ∞ as kukH01 (Ω) → ∞.
Proof Note that the following functions are all strongly continuous and convex:
Z
1
u 7→ (|∇u|2 + |u|2 )
4 Ω
Z
1
u 7→ |u|3
3 Ω
Z
u 7→ − fu
Ω
Bounded (Linear)
Operators and Spectral
Theory
Definition The topology on L(X, Y ) defined by this norm is called the uniform
topology. In that topology, (A, B) 7→ AB is jointly continuous.
Definition We define the strong topology as the weakest topology which makes
all the:
Ex : L(X, Y ) −→ Y, T 7→ T x
continuous (∀x ∈ X). It’s the topology of pointwise convergence. However, in
this topology, multiplication, (A, B) 7→ AB is separately continuous, but not
jointly continuous.
Definition We define the weak operator topology as the weakest topology which
makes all of the:
Ex,l : (X, Y ) −→ C, T 7→< l, T x >
for x ∈ X, l ∈ Y ∗ , continuous.
Remark It is akin to the convergence of all n matrix entries < l, T x > of T.
So, we write:
w
Tn −→ T, if ∀l ∈ Y ∗ , ∀x ∈ X, < l, Tn x > −→ < l, T x > .
uniform > strong > weak.
37
38
Example
|un |2 < ∞ given by:
P
• Bounded operators on l2 = {un }n :
u u
1 2
Tn : (u1 , u2 , . . .) 7→ , ,... .
n n
It is not difficult to see that Tn −→ 0 uniformly.
• Consider the deletion operators on l2 :
Sn : (u1 , . . . , un , . . .) 7→ (0, 0, . . . , 0, un+1 , un+2 , . . .)
| {z }
n times
On the other hand, it is clear that for any u ∈ l2 , kWn (u)kl2 = kukl2 .
Hence, kWn kL(X) = 1 for each n. Hence, Wn 6→ 0 strongly.
Theorem 4.1.1 Let H be a Hilbert space and Tn ∈ L(H) such that ∀x, y ∈ H,
hTn x, yiH converges as n → ∞, then ∃T ∈ L(H) such that Tn → T in the weak
topology.
Proof Given x, ∀y ∈ Y, supn |hTn x, yi| < ∞. Hence, by the Uniform Bound-
edness Principle,
sup sup |hTn x, yi| < ∞ ⇐⇒ sup kTn xkH < ∞.
kykH ≤1 n n
This is true for any x ∈ H. So, again applying the Uniform Boundedness Princi-
ple, we see that supn kTn kL(H) < ∞. Now, we define B(x, y) = limn→∞ hTn x, yi.
One can see that B is sesquilinear. Furthermore,
|B(x, y)| ≤ lim sup kTn kL(H) kxkH kykH ≤ CkxkH kykH
n
4.2 Adjoint
Definition If T ∈ L(X, Y ), where X, Y are Banach spaces, the adjoint,
T 0 ∈ L(Y ∗ , X ∗ ) defined by:
T 0 (l) = l(T x) or < l, T x >=< T 0 l, x >
Theorem 4.2.1 Let X, Y be Banach spaces and T ∈ L(X, Y ). Then, the map
given by T 7→ T 0 is a linear, isometric isomorphism.
Proof
kT kL(X,Y ) = sup kT xkY = sup sup |hl, T xi|
kxkX ≤1 kxkX ≤1 klkY ∗ ≤1
= sup kT 0 lkX ∗
klkY ∗ ≤1
= kT 0 kL(X,Y )
This shows the isometry part. Linearity and isomorphism are both trivial.
If H is a Hilbert space, and C is the canonical isomorphism taking H to H ∗ ,
we define the Hilbert space adjoint of T ∈ L(H) as T ∗ = C −1 T 0 C where T 0 is
the Banach space adjoint. With this association, T ∗ ∈ L(H). Equivalently, we
can write this relation in the more familiar manner:
∀x, y ∈ H, hx, T yi = hT ∗ x, yi .
It follows that kT k = kT ∗ k. In fact, we have the following properties:
∗
• T 7→ T ∗ is an isomorphism with (αT ) = αT ∗ .
∗
• (T S) = S ∗ T ∗ .
∗ −1
• T −1 = (T ∗ ) .
The map T 7→ T ∗ is continuous in the uniform and weak topologies, but not in
the strong.
Counterexample Shift in l2 :
Wn : (u1 , u2 , . . .) 7→ (0, . . . , 0, u1 , u2 , . . .)
| {z }
n times
Definition
4.3 Spectrum
Definition Let X be a Banach space, T ∈ L(X).
• The resolvent set of T, denoted ρ(T ) is the set of scalars λ ∈ R (or C) s.t.
λI − T is bijective with a bounded inverse.
• If λ ∈
/ ρ(T ), then λ is in the ”spectrum of T ” = σ(T ).
Note: From the Open Mapping Theorem, if λI − T is bijective, then its inverse
is continuous
Definition
2. λ ∈ σ(T ) which is not an eigenvalue and for which R(λI − T ) is not dense
is said to be in the residual spectrum of T.
In fact, we can draw the following diagram to describe the relationship among
the various parts of the spectrum.
Point Spectrum = injectivity violated
%
Bijectivity violated = Spectrum −→ Residual Spectrum = injectivity OK, surjectivity too violated
&
other = injectivity OK, surjectivity slightly violated
Theorem 4.3.1 Let X be a Banach space and T ∈ L(X). Then, ρ(T ) is open,
and Rλ (T ) = (λI − T )−1 is an L(X) valued analytic function of λ on ρ(T ).
Moreover, ∀λ, µ ∈ ρ(T ), Rλ (T ) and Rµ (T ) commute and
Rλ (T ) − Rµ (T ) = (µ − λ)Rλ (T )Rµ (T ).
Theorem 4.3.2 Let X be a Banach space and T ∈ L(X). Then, σ(T ) is closed,
non-empty and included in B(0, kT kL(X) )
Proof
Proposition 4.3.3
1/n
r(T ) = lim kT n kL(X)
n→∞
1/n
Proof We admit that lim kT n kL(X) exists.
∞
1 X Tn 1
Rλ (T ) = Think of this as a series in z = .
λ n=0 λn λ
∞
X
= z T nzn
n=0
1 1
< ,
λ lim kT n k1/n
43
1 1
⇒ ≤ .
λ lim kT n k1/n
Hence, |λ| ≥ limn→∞ kT n k1/n . Therefore, r(T ) ≥ lim kT n k1/n . We conclude
that:
r(T ) = lim kT n k1/n .
n→∞
In the case of a self-adjoint operator A on a Hilbert space H,
kA2 kL(H) = kA∗ AkL(H) = kAk2L(H) (Check that this is indeed the case!). Then,
1/n
kA2n kL(H) = kAk2n n
L(H) . Thus, limn→∞ kA kL(H) .
d1 = λe1
d2 = λe2 − e1
d3 = λe3 − e2
·
·
n+1 Pn k
More generally, we can write: en = λ k=1 λ dk . We just need to
k
check that this is not in l∞ . First, note that λ ck = 1 for all k. Also, note
that |dk − ck | < 1/2 since d ∈ B(c, 21 ). Therefore, since |λ| = 1, we get
that
In general, for any T ∈ L(X, Y ) for any Banach spaces X, Y, we have the
following:
Proposition 4.3.4
2. σ(A) ⊆ R.
Proof
2. kAx − (λ + iµ)xk2 = kAx − λxk2 + µ2 kxk2 + 2<< Ax − λx, iµx >. Now,
< Ax − λx, iµx >= iµ < Ax, x > −iλµkxk2 = imaginary
since < Ax, x > =< x, Ax >=< Ax, x >, thus showing that < Ax, x > is
real. Hence,
kAx − (λ + iµ)xk2 ≥ µ2 kxk2 . (4.1)
kyn − ym k2 ≥ µ2 kxn − xm k2 ,
⇐⇒ T maps bounded sets into precompact sets (i.e. sets with compact clo-
sure). ⇐⇒ T maps bounded sequences into sequences which have convergent
subsequences.
Remark Finite rank operators are obviously, compact (since a closed and
bounded subset of a finite-dimensional space is compact).
Proposition 5.1.2
47
48
Proof
Note: This theorem shows that limits of finite rank operators are compact!
Let Y be the space spanned by the yi0 s. dim Y < ∞. Let PY be the orthogonal
projection onto Y. Take T = PY ◦ T. Let x ∈ BH . Therefore, ∃io such that
kT x − yi0 k < . By projection,
for any f ∈ BX . Hence, we have shown equicontinuity of the family. Then, the
conclusion of Ascoli’s Theorem gives us that TK (BX ) is precompact.
Y ⊥ = {f ∈ X ∗ : ∀y ∈ Y, f (y) = 0}
Example
fn = xn − vn − T (xn − vn ) (5.1)
Example From Riesz-Fredholm Theorem (by parts (1), (2), and (4)) of Fred-
holm Alternative), if T is compact, then I − T is Fredholm of index 0.
52
Theorem 5.3.1
4. If A and B are Fredholm, then AB is also and Ind (AB) = Ind A + Ind B.
Example
• 0 ∈ σ(T )
Proof
Fredholm.
• Suppose to the contrary, that ∃ a sequence of non-zero eigenvalues,
λn → λ 6= 0. Each λn is an eigenvalue, so take en to be an eigenvector.
The en are
Pnlinearly independent P (to see this, by induction Passume that
n n
en+1 = i=1 αi ei . Then, λn+1 ( i=1 αi ei ) = T (en+1 ) = i=1 λi αi ei .
Hence, since e1 , . . . , en are linearly independent, λi αi = λn+1 αi for each i.
But, we assumed that λn 6= λn+1 we get that αi = 0, a contradiction). So,
let Xn = Span(e1 , . . . , en ). Xn 6⊆ Xn+1 . Moreover, (T − λn I)Xn ⊂ Xn−1 .
By Riesz’ Lemma, take a sequence un ∈ Xn , such that for each n, kun k = 1
and dist(un , Xn−1 ) ≥ 1/2. Then,
T un T um λn u n T u m − λm u m
− = T un − − + un − um = ?.
λn λm λn λm |{z}
∈Xn−1
T can
P∞be approximated by finite rank operators in the following manner: If
x = n=0 xn , xn ∈ En , E0 = ker T.
∞
X
Tx = λn xn
n=0
N
X
TN x = λn xn
n=0
kTN − T kL(H) −→ 0 as N → ∞
T ψn √
Let ϕn = λn where λn = µn .
∞
X
=⇒ T ψ = < ψ n , ψ > λ n ϕn .
n=0
Check that that the ϕn defined this way are indeed orthonormal. But, this is
clear since the µn are the eigenvalues of T ∗ T.
56
Appendix A
Definition
for all x, y ∈ U.
57
58
Index
H01 , 34 distribution
X ⊥ , 49 tempered, 24
dual
absorbing, 23 double dual, 15
adjoint, 39 norm, 3
Hilbert space, 39 space, 3
Ascoli’s Theorem, 49
eigenvalue, 40
Baire Category Theorem, 13–16 eigenvector, 40
balanced energy minimizer, 33
circled, 23 epigraph, 9
Banach-Alaoglu’s Theorem, 28–29 equicontinuous, 57
basis extreme
topological, 21 point, 8
biconjugate, 10 set, 8
bounded
Fenchel-Moreau Theorem, 10
operator, 13
Fenchel-Rockafellar, 12
closed, 21 finite rank operator, 47
Closed Graph Theorem, 19 Frechet space, 24
Fredholm Alternative, 50
codimension, 49
Fredholm Operator, 51
coercive, 35
compact, 21 gauge
compact embedding, 35 Minkowski Functional, 5
compact operator, 47–49 Goldstine’s Lemma, 30
canonical form, 55 graph, 19
conjugate function
Legendre-Fenchel transform, 9 Hadamard’s Formula, 42
continuous embedding, 35 Hahn-Banach Theorem, 1–9
continuous function, 21 Complex Version, 3
at a point, 3 Real Version, 1
convex Hausdorff, 21
function, 9 Hausdorff Maximality Theorem, 8
set, 5 Helly’s Lemma, 29–30
convex hull, 8 Hilbert-Schmidt Theorem, 54
closed, 8 hyperplane, 5
critical exponent, 35 separates, 5
59
60
reflexive, 29
resolvent, 40
resolvent set, 40
Riesz Representation Theorem, 15
Riesz’ Lemma, 49
Riesz-Fredholm Theorem
Fredholm Alternative, 50
Riesz-Schauder Theorem, 52
Schwartz Class, 24
self-adjoint, 40
seminorm, 22
separable space, 32
separate points, 22
shift operator, 43–45
singular values, 55
Sobolev Space, 34
spectral radius, 42
spectrum, 40