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LeanPool.EllipticPDE.Embedding.GagliardoNirenberg

Sobolev bootstrap from Lᵖ to the conjugate exponent #

morrey_ball needs a gradient in Lᵖ with p > d, and the interior H² estimate delivers one in L², so the two compose directly only when d = 1. The Gagliardo-Nirenberg-Sobolev inequality closes the gap in low dimension: an Lᵖ weak gradient with 1 ≤ p < d upgrades to Lᵖ' at the Sobolev conjugate 1/p' = 1/p - 1/d, and Morrey then applies whenever p' > d.

Dimensions the chain reaches #

p' > d is equivalent to p > d/2, and L² data on a ball of finite measure is Lᵖ data exactly when p ≤ 2, so a single Sobolev step feeds Morrey precisely when the window d/2 < p ≤ min 2 d is inhabited.

The bootstrap itself holds in every dimension. Only its composition with Morrey out of L² data is limited, and EllipticPdes.Embedding.memLp_of_gradClosed lifts that limit by iterating the step, at the price of a weak derivative per rung.

Mathlib's MeasureTheory.eLpNorm_le_eLpNorm_fderiv_of_eq asks for ContDiff ℝ 1 and compact support, neither of which an Lᵖ class with weak derivatives has. Two devices bridge that.

Main declarations #

References #

Evans, Partial Differential Equations (2nd ed.), §5.6.1 Thm 1.

Restriction of a weak gradient #

theorem EllipticPdes.Embedding.HasWeakGradOn.mono {d : ℕ} {B B' : Set (EuclideanSpace ℝ (Fin d))} (hsub : B' ⊆ B) {u : EuclideanSpace ℝ (Fin d) → ℝ} {g : Fin d → EuclideanSpace ℝ (Fin d) → ℝ} (h : HasWeakGradOn B u g) :

Restriction of a weak gradient to a subset. Both integration-by-parts integrals localise to the support of the test function, which lies in the smaller set, so the identity over the larger set transfers verbatim. No measurability of either set is needed: each integrand vanishes off tsupport φ, and setIntegral_eq_integral_of_forall_compl_eq_zero collapses both set integrals to the same whole-space integral.

theorem EllipticPdes.Embedding.HasWeakGradOn.congr_ae {d : ℕ} {B : Set (EuclideanSpace ℝ (Fin d))} {u u' : EuclideanSpace ℝ (Fin d) → ℝ} {g g' : Fin d → EuclideanSpace ℝ (Fin d) → ℝ} (h : HasWeakGradOn B u g) (hu : u =ᵐ[MeasureTheory.volume.restrict B] u') (hg : ∀ (k : Fin d), g k =ᵐ[MeasureTheory.volume.restrict B] g' k) :

Dependence of a weak gradient on the almost-everywhere classes alone. Replacing u and g by functions agreeing with them almost everywhere on B leaves the integration-by-parts identity untouched. This moves a statement about a restricted Lp class onto whichever representative is convenient, in particular onto the extension by zero, which is shared across every set.

Product rule against a smooth cutoff #

theorem EllipticPdes.Embedding.partialD_mul {d : ℕ} {η φ : EuclideanSpace ℝ (Fin d) → ℝ} (k : Fin d) {y : EuclideanSpace ℝ (Fin d)} (hη : DifferentiableAt ℝ η y) (hφ : DifferentiableAt ℝ φ y) :
Sobolev.partialD k (fun (x : EuclideanSpace ℝ (Fin d)) => η x * φ x) y = Sobolev.partialD k η y * φ y + η y * Sobolev.partialD k φ y

The product rule for the coordinate partial derivative.

theorem EllipticPdes.Embedding.hasWeakGradOn_univ_mul_cutoff {d : ℕ} {B : Set (EuclideanSpace ℝ (Fin d))} (hB : MeasurableSet B) {η : EuclideanSpace ℝ (Fin d) → ℝ} (hηc : ContDiff ℝ (↑⊤) η) (hηcs : HasCompactSupport η) (hηs : tsupport η ⊆ B) {u : EuclideanSpace ℝ (Fin d) → ℝ} {g : Fin d → EuclideanSpace ℝ (Fin d) → ℝ} (hu : MeasureTheory.IntegrableOn u B MeasureTheory.volume) (hgi : ∀ (k : Fin d), MeasureTheory.IntegrableOn (g k) B MeasureTheory.volume) (h : HasWeakGradOn B u g) :
HasWeakGradOn Set.univ (fun (x : EuclideanSpace ℝ (Fin d)) => η x * B.indicator u x) fun (k : Fin d) (x : EuclideanSpace ℝ (Fin d)) => η x * B.indicator (g k) x + Sobolev.partialD k η x * B.indicator u x

Cutting a weak gradient off. If g is the weak gradient of u on B and η is a smooth compactly supported function with tsupport η ⊆ B, then the extension by zero of η u has a weak gradient on the whole space, namely η gₖ + u ∂ₖη. Testing against φ reduces to testing the hypothesis against η φ, which is again a test function supported in B, and the product rule supplies the extra term. This is what makes the mollification argument reach a compactly supported function without a boundary contribution from ∂B.

Bootstrap #

Gagliardo-Nirenberg-Sobolev for a compactly supported weak gradient. A compactly supported w on ℝᵈ whose weak gradient G lies in Lᵖ lies in Lᵖ', where 1/p' = 1/p - 1/d, bounded by the gradient alone with a constant depending only on d and p.

Mathlib's MeasureTheory.eLpNorm_le_eLpNorm_fderiv_of_eq asks for ContDiff ℝ 1, so a weak gradient reaches it through a mollification, whose classical partials are the mollified weak gradient (partialD_convolution_eq_of_hasWeakGradOn) and whose Lᵖ seminorms Young's inequality keeps bounded uniformly in the mollifier radius. Fatou passes the bound to the almost-everywhere limit.

No cutoff enters, so the conclusion is on the whole space and the bound has no ‖w‖_{Lᵖ} term. exists_eLpNorm_sobolevConj_le is this statement composed with a cutoff, and the cutoff is what forces the smaller ball and the extra term.

theorem EllipticPdes.Embedding.exists_eLpNorm_sobolevConj_le {d : ℕ} (hd : 0 < d) (c : EuclideanSpace ℝ (Fin d)) {p p' : NNReal} (hp : 1 ≤ p) (hpp' : (↑p')⁻¹ = (↑p)⁻¹ - (↑d)⁻¹) {r R : ℝ} (hr : 0 < r) (hrR : r < R) :

From Lᵖ to the Sobolev conjugate Lᵖ' (Evans, Partial Differential Equations (2nd ed.), §5.6.1 Thm 1). On a ball Metric.ball c R of ℝᵈ with d ≥ 1, a function v with an Lᵖ weak gradient g lies in Lᵖ' of the smaller ball Metric.ball c r, where the exponents satisfy 1/p' = 1/p - 1/d, with a bound linear in ‖v‖_{Lᵖ} + ∑ₖ ‖gₖ‖_{Lᵖ} and a constant depending only on d, p, c, r and R.

The inequality itself is Mathlib's MeasureTheory.eLpNorm_le_eLpNorm_fderiv_of_eq, which asks for ContDiff ℝ 1 and compact support. Two devices transport it to a weak gradient on a ball: a smooth cutoff supported in Metric.ball c R and equal to 1 on Metric.closedBall c r, and a mollification, whose classical partials are the mollified weak gradient and whose Lᵖ seminorms Young's inequality keeps bounded uniformly in the mollifier radius. Fatou passes the resulting Lᵖ' bound to the almost-everywhere limit.

Outside the range 1 ≤ p < d, which is the range Evans' statement takes, the hypothesis 1/p' = 1/p - 1/d says nothing about a Sobolev conjugate. At p = d it forces p' = 0 and the conclusion degenerates, eLpNorm at exponent zero being zero; above p = d its right side is negative while the left is a reciprocal of a nonnegative number, so no p' meets it and the statement is vacuous.

theorem EllipticPdes.Embedding.exists_eLpNorm_sobolevConj_le_of_le {d : ℕ} (hd : 0 < d) (c : EuclideanSpace ℝ (Fin d)) {p q p' : NNReal} (hp : 1 ≤ p) (hpq : p ≤ q) (hpp' : (↑p')⁻¹ = (↑p)⁻¹ - (↑d)⁻¹) {r R : ℝ} (hr : 0 < r) (hrR : r < R) :

Bootstrap fed by a higher exponent. The ball has finite measure, so Lq data with p ≤ q is Lᵖ data, at the price of a factor |B|^{1/p - 1/q} which the constant absorbs. This is the form the dimension-two chain uses: the interior H² estimate delivers L² data, while the exponent that reaches Morrey through 1/p' = 1/p - 1/d is p = 4/3.

From L² to L⁶ in dimension three. The Sobolev conjugate of 2 in dimension 3 is 2·3/(3-2) = 6, so a function with an L² weak gradient on Metric.ball c R lies in L⁶ of Metric.ball c r. Since 6 > 3, this single step feeds morrey_ball.

From L² to L⁴ in dimension two. At d = 2 the Sobolev conjugate of 2 degenerates, so the step is taken at p = 4/3, whose conjugate is 4. The ball has finite measure, so the L² data of the interior H² estimate is L^{4/3} data. Since 4 > 2, the result feeds morrey_ball, with Hölder exponent 1 - 2/4 = 1/2.