I HC QUC GIA THNH PH H CH MINH

TRNG I HC KHOA HC T NHIN

KHOA TON-TIN HC
oOo
Tiu lun tt nghip
Chuyn ngnh Gii Tch
S TR MT V PHP NHNG TRONG KHNG
GIAN SOBOLEV
NHM THC HIN : PHM NGC HONG MINH H L TH TRC
THY HNG DN : GS DNG MINH C
THY PHN BIN : TS NG THANH Hi
THNH PH H CH MINH
2013
2
LI CM N
Trc ht, chng em xin cm n tt c cc thy c trong khoa Ton-Tin hc, c bit
l cc thy c trong chuyn ngnh Gii tch tn tnh ch dy chng em trong sut 4 nm
i hc. Nhng kin thc m chng em hc tp t thy c sut nhng nm qua l nn tng
ht sc quan trng chng em c th hon thnh tiu lun ny trong hin ti v c th
tip tc con ng hc tp v nghin cu trong tng lai.
Hn ht, chng em chn thnh cm n GS. Dng Minh c ng vin, khch l,
hng dn, xem v gp trong qu trnh nghin cu v hon chnh tiu lun tt nghip
ny.
Chng em cng xin cm n gia nh lun ng h, ng vin chng em trn con
ng m chng em chn.
V cui cng xin gi li cm n n ch V Nguyn Thy Tin, ch Nguyn Th Hong
Oanh, anh Nguyn Quang Huy, bn Nguyn Tun Hng cng cc bn trong lp 09TTH1A,
v s gip v cng tc ca cc anh ch v cc bn trong qu trnh chnh sa v hon
thin bi tiu lun ny .
Tp. H Ch Minh, ngy 15 thng 2 nm 2013
Nhm thc hin
Phm Ngc Hong Minh H L Th Trc.
LI GII THIU
Cun sch Functional Analysis, Sobolev Spaces and Differential Equation ca Haim
Brezis l mt ti liu rt cn bn v quan trng cho Ngnh Gii Tch Hm, v Phng
Trnh o Hm Ring. Tuy vy, vic c hiu v hon thnh tt c bc vit tt trong cc
nh l v mnh c a ra trong cun sch y cng khng qu n gin. Tiu lun
ny c lm trc ht l phc v cho vic gip chng ti hiu r hn v gii tch hm ni
chung v khng gian Sobolev ni ring thng qua vic trnh by tht chi tit nh l 8.7
v 8.8 trong quyn sch ca Haim Brezis. Trong tiu lun cng trnh by mt s gc nhn
ring ca ca chng ti hi khc vi trong sch ca Haim Brezis v t gip chng ti
hiu k hn cc vn c trnh by. Tiu lun cng c thm vo mt s ng dng c
bn v ph bin ca hai nh l trn. Cui cng, tiu lun c vit phn tnh o c ca
cc hm nhm th hin vic chng minh cc hm o c vi o Lebesgue l khng
hin nhin.
Mc lc
0.1 Tnh cht c bn ca khng gian Sobolev . . . . . . . . . . . . . . . . . . 5
0.2 nh l 8.7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
0.2.1 Nhn xt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
0.2.2 S lc v tng ca chng minh . . . . . . . . . . . . . . . . . 7
0.2.3 B . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
0.2.4 Chng minh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
0.2.5 Nhn xt . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
0.3 nh l 8.8 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
0.3.1 Gii thch nh l . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
0.3.2 S lc ca chng minh . . . . . . . . . . . . . . . . . . . . . . 14
0.3.3 Chng minh . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
0.4 ng dng . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
0.5 Tnh o c . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
4
0.1 Tnh cht c bn ca khng gian Sobolev 5
0.1 Tnh cht c bn ca khng gian Sobolev
Ta tm tt mt s tnh cht c bn ca khng gian Sobolev 1 chiu m ta s dng trc
khi chng minh k cc nh l. Ngi c c th tham kho [2] c nhng trnh by chi
tit hn cho nhng pht biu trong phn ny.
nh ngha 0.1. Cho I = (a, b) l mt khong m b chn hoc khng b chn, v p R
vi 1 p . Khng gian Sobolev W
1,p
(I) c nh ngha l
W
1,p
(I) =
_
_
_
u L
p
(I); g L
p
(I) sao cho
_
I
u

dx =
_
I
gdx C
1
c
(I)
_
_
_
.
Vi mi u W
1,p
(I), ta k hiu u

= g.
Ch 0.2. y, ta dng nh ngha v cch tip cn trc tip nh trong [2], bn c
mun tm hiu cch nh ngha thng qua phn b (distribution) th c th tham kho [1].
Mnh 0.3. Khng gian W
1,p
(I) c trang b bi chun
u
W
1,p = u
L
p +
_
_
u

_
_
L
p
,
hay i khi, nu 1 < p < , vi chun tng ng
_
u
p
L
p
+
_
_
u

_
_
p
L
p
_
1
p
.
Ta t H
1
(I) = W
1,2
(I). Khng gian H
1
(I) c trang b tch v hng
(u, v)
H
1 = (u, v)
L
2 +
_
u

, v

_
L
2
=
b
_
a
_
uv +u

_
.
Chun tng ng
u
H
1 =
_
u
2
L
2 +
_
_
u

_
_
2
L
2
_
1
2
tng ng vi chun trong W
1,2
(I).
nh l 0.4. nh l 8.1 [2]
Khng gian W
1,P
(I) l mt khng gian Banach vi 1 p . N phn x vi 1 < p <
v kh ly vi 1 p < . Khng gian H
1
(I) l mt khng gian Hilbert kh ly.
0.1 Tnh cht c bn ca khng gian Sobolev 6
nh l 0.5. nh l 8.2 [2]
Cho u W
1,p
(I) vi 1 p , tn ti u C(

I)sao cho
u = u h.k.n.
v
u(x) u(y) =
x
_
y
g(t)dt, x, y

I.
vi g l o hm suy rng ca u.
Mnh 0.6. Mnh 8.5 [2]
Cho u L
p
(R) vi 1 < p < . Cc tnh cht sau l tng ng:
(i) u W
1,p
(R),
(ii) Tn ti mt hng s C sao cho vi mi h R, ta c

h
u u
L
p
(R)
C |h|
Hn na, ta c th chn C = u

L
p
(R)
trong (ii).
Nhc li rng: (
h
u) (x) = u(x + h) .
nh l 0.7. nh l 8.6 [2]
Cho 1 p . Tn ti mt ton t tuyn tnh b chn P:W
1,p
(I) W
1,p
(R), gi l
ton t m rng tha nhng tnh cht sau :
(i) Pu |
I
= u, u W
1,p
(I)
(ii) Pu
L
p
(R)
C u
L
p
(I)
, u W
1,p
(I)
(iii) Pu
W
1,p
(R)
C u
W
1,p
(I)
, u W
1,p
(I),
vi C ch ph thuc vo | I | .
0.2 nh l 8.7 7
0.2 nh l 8.7
nh l 0.8. (nh l 8.7 [2])
Cho u W
1,p
(I) vi 1 p < . Khi tn ti mt dy (u
n
) trong C

c
(R)sao cho:
u
n
|
I
u trong W
1,p
(I).
0.2.1 Nhn xt
Ni chung, vi u W
1,p
(I), khng nht thit c dy {u
n
} trong C

c
(I) sao cho u
n
u
trong W
1,p
(I).
Tht vy, v d sau y lm sng t nhn xt trn:
Chn I = (0, 1) , p = 1 , u 1.
Gi s tn ti (u
n
) trong C

c
(I) sao cho u
n
u trong W
1,1
(I).
Khi , vi mi v trong C

(R) th ta c:
_
I
u
n
v

dx =
_
I
u

n
vdx,
(nh l tch phn tng phn)
Vy, t vic u
n
u trong W
1,1
(I), ta suy ra:
_
I
uv

dx =
_
I
u

vdx = 0.
vi mi v C

(I) (do u

= 0).
Chn v(x) = x trn R th
_
I
uv

dx = 0,
suy ra:
_
I
1dx = 0.
Ta c u mu thun. Vy khng th tn ti dy {u
n
}
N
nh gi s.
0.2.2 S lc v tng ca chng minh
Ta c th tm tt tng chng minh trong [2] nh sau: Gi s I = R. Trng hp I = R
th dng nh l 8.6 (trang 209 [2]) a v trng hp I = R.
0.2 nh l 8.7 8
Tip theo l tm dy hm trong C

c
(R) hi t v u W
1,p
(I) cho trc theo cc bc:
- Tm dy hm thuc C

(R), bc ny dng n k thut v tch chp.

- To gi compact cho dy hm va tm c.
Chng minh nh vy c mt tng hay l dng nh l 8.6 [2] a v cho trng
hp I = R. tng vn s tip tc c s dng trong chng minh cho nh l tng
t ca trng hp nhiu chiu vi tp R
N
m v thuc lp C
1
(nh l 9.8 [2]. Tuy
nhin vic gp vo nh vy s gy kh khn do 2 tnh cht kh vi mi bc v c gi
compact gn nh khng lin quan n nhau. Vy ta nn tch ring ra v tin hnh nh
sau:
Vn ch xt I = R. By gi, ta khng lm vic trn dy v hm c nh nh trn m lm
vi cc khng gian, nha l
- Chng minh rng C

(R)

W
1,p
(R) tr mt trong W
1,p
(R).
- Chng minh rng c mt dy hm trong C

c
(R) hi t trong W
1,p
(R) v hm
v C

(R)

W
1,p
(R) cho trc.
Cch lm ny cho php ta nhn ra mt s kt qu khng ph thuc vo tnh compact khi
m rng ln trng hp nhiu chiu. V d nh nh l Meyers-Serins (tham kho trang
52-53 trong [1]) chng minh rng vi R
N
m, khng cn thuc lp C
1
th ta vn c
C

_
R
N
_
W
1,p
() tr mt trong W
1,p
().
Trc khi chng minh, ta cn n b sau:
0.2.3 B
Cho C

c
(R) v v W
1,p
(R) vi 1 p . Khi v W
1,p
(R) v
( v)

= v

.
Chng minh b 0.2.3
Do c gi compact v v v W
1,p
(R) nn v L
p
(R) th nn theo nh l Young (nh
l 4.15 trang 104 trong [2]) ta c v L
p
(R). Tng t v

L
p
(R)
V vy, chng minh v W
1,p
(R) v ( v)

= v

, ta ch cn chng minh ng
thc sau:
_
R
( v(x))

(x)dx =
_
R
( v

(x))(x)dx,
vi mi C
1
c
(R).
0.2 nh l 8.7 9
Tht vy, cho C
1
c
(R), ta c th p dng nh l 4.5 (nh l Fubini) trang 91 trong
[2] thu c kt qu sau:
_
R
( v(x))

(x)dx =
_
R
__
R
(x y)v(y)dy
_

(x)dx,
=
_
R
_
R
(x y)v(y)

(x)dydx,
=
_
R
_
R
(x y)v(y)

(x)dxdy,
=
_
R
v(y)
__
R
(x y)

(x)dx
_
dy.
t (s) = (s) s R.
Khi , L
1
(R) v c gi compact. Thay vo ng thc trn, ta c:
_
R
( v(x))(x)dx =
_
R
v(y)
__
R
(y x)

(x)dx
_
dy,
=
_
R
v(y)(

(y))dy.
Ta li c C
1
(R) v ( )

(theo nh l 4.20 trang 107 trong [2]). Hn

na, theo nh l 4.18 trang 106 trong [2], ta c:
supp supp + supp
nn supp( ) compact.
Vy C
1
c
(R). Tip tc thay vo ng thc trn, ta c:
_
R
( v(x))

(x)dx =
_
R
v(y)( (y))

dy,
=
_
R
v

(y)( (y))dy,
=
_
R
v

(y)
__
R
(y x)(x)dx
_
dy,
=
_
R
_
R
v

(y)(y x)(x)dxdy.
0.2 nh l 8.7 10
Th nn,
_
R
( v(x))

(x)dx =
_
R
_
R
v

(y)(y x)(x)dxdy
=
_
R
(x)
__
R
v

(y)(y x)dy
_
dx,
=
_
R
(x)
__
R
(x y)v

(y)dy
_
dx,
=
_
R
( v

(x))(x)dx.
0.2.4 Chng minh
Gi s I = R. Trng hp I = R th dng nh l 8.6 [2] a v trng hp I = R.
Bc 1
Cho hm u W
1,p
(R), vi 1 p < . Xt dy hm {
n
u}
nN
C

(R), vi {
n
}
nN
l dy Mollifiers (nh ngha trang 108 trong [2]). Khi , do u, u

L
p
(R), p dng nh
l 4.22 trang 109 trong [2], ta c
n
u u khi n trong L
p
(R), v
n
u

khi n trong L
p
(R). M theo b trn th
n
u W
1,p
(R) v (
n
u)

=
n
u

,
vi mi s nguyn dng n. Do ,
n
u u khi n trong W
1,p
(R). Hn na, do
nh l 4.20 trang 107 trong [2], ta c
n
u C

R. Vy, vi mi u W
1,p
(R), ta tm
c mt dy trong C

(R)

W
1,p
(R) (chnh l {
n
u}
nN
) hi t v u. Ni cch khc,
C

(R)

W
1,p
(R) tr mt trong W
1,p
(R). Ta kt thc bc 1 ca chng minh nh l.
Bc 2
tng bin v C

(R)

W
1,p
(R) thnh mt dy c gi compact l nhn vi mt
dy hm c gi compact m dy "tin v 1" theo ngha thch hp.
C nh hm C

c
(R)sao cho 0 1 v
(x) =
_
1 nu |x| < 1
0 nu |x| > 2,
Ta xy dng hm
n
(x) = (x/n) vi n = 1, 2, .... Hin nhin
n
C

c
(R) v

n
v C

c
(R) L
p
(R). Khi , ta c :

n
v(x) v(x) 0 khi n ,
v |
n
v(x) v(x)| = |
n
(x) 1||v(x)| |v(x)|, x R.
0.2 nh l 8.7 11
V th, p dng nh l hi t b chn, ta c:

n
v v trong L
p
(R) khi n .
Tng t nh th, ta cng s c

n
v

trong L
p
(R) khi n .
Tip n, ta nhn thy rng
|
1
n
(x/n)v(x)|
1
n
|(x/n)||v(x)|
1
n
|v(x)|.
Vy
|
1
n
(x/n)v(x)| 0 khi n ,
v |
1
n
(x/n)v(x)| |v(x)|, x R.
V th, p dng nh l hi t b chn, ta c
|
1
n
(x/n)v(x)| 0 trong L
p
(R) khi n .
Hn na, ta li c
(
n
v)

(x) =

n
(x)v(x) +
n
(x)v

(x) =
1
n
(x/n)v(x) +
n
(x)v

(x).
Th nn,
(
n
v)

trong L
p
(R) khi n .
Vy

n
v v trong W
1,p
(R) khi n .
Ta hon thnh vic chng minh rng c mt dy hm trong C

c
(R) ( chnh l dy
{
n
v}
N
) hi t trong W
1,p
(R) v hm v C

(R)

W
1,p
(R) cho trc. Ni cch khc, ta
ch ra c rng
C

(R)

W
1,p
(R) C

c
(R),
vi C

c
(R) l bao ng ca C

c
(R) trong W
1,p
(R). Ta kt thc bc 2 ca chng minh.
Kt lun
bc 1 ta c
C

(R)

W
1,p
(R) = W
1,p
(R),
0.2 nh l 8.7 12
vi C

(R)

W
1,p
(R) l bao ng ca C

(R)

W
1,p
(R) trong W
1,p
(R). Tip theo,
bc 2 ta li c
C

(R)

W
1,p
(R) C

c
(R).
V th
W
1,p
(R) = C

(R)

W
1,p
(R) C

c
(R) W
1,p
(R).
Vy, ta phi c
C

c
(R) = W
1,p
(R).
Ta kt thc chng minh nh l.
0.2.5 Nhn xt
Thc ra do cch chng minh ch cn lm vic vi dy hm Mollifiers {
n
}
N
C

c
(R),
nn ta ch cn dng b dng nh trn. B cn c dng mnh hn mt cht (B
8.4 trang 211 trong [2]) nh sau:
Cho L
1
(R) v v W
1,p
(R) vi 1 p . Khi v W
1,p
(R) v ( v)

= v

.
Chng minh cho b trn l hon ton tng t nh b dng, ch thm mt on
cho trng hp khng c gi compact. Ngi c c th tham kho chng minh ca b
v mt chng minh khc cho nh l 8.7 trong cun [2].
0.3 nh l 8.8 13
0.3 nh l 8.8
nh l 0.9. Tn ti mt hng s C (ch ph thuc vo |I| ) sao cho
u
L

(I)
C u
W
1,p
(I)
, u W
1,p
(I) , 1 p . (1)
Ni cch khc l W
1,p
(I) L

(I) vi cc php nhng lin tc vi 1 p .

Hn na nu I b chn th :
Php nhng W
1,p
(I) C(

I) l compact vi mi 1 < p , (2)

Php nhng W
1,1
(I) L
q
(I) l compact vi mi 1 q < . (3)
0.3.1 Gii thch nh l
nh l 8.8 cn gi l nh l nhng(sobolev embedding).
Khi ni n php nhng ta s ngh ngay n mt nh x c dng
i : X Y,
tha mn i(x) = x, vi mi x X, trong X l tp con ca Y .
By gi, ta mun to ra mt hiu ng tng t trn cc khng gian c cng cu trc, ta s
xem php nhng l nh x n nh v bo ton cc cu trc cn quan tm. Trc ht,
y ta c cc khng gian ang xt l khng gian nh chun, do 2 cu trc cn quan
tm s l cu trc khng gian vector v chun.
Ta nh ngha php nhng lin tc nh sau:
Cho X v Y l hai khng gian nh chun ta ni X c nhng lin tc vo Y nu tn ti
mt n cu tuyn tnh lin tc i : X Y , v i c gi l php nhng lin tc t X vo
Y.
Tip theo ta nh ngha php nhng compact:
Cho X v Y l hai khng gian nh chun ta ni X c nhng compact vo Y nu tn ti
mt php nhng lin tc T : X Y , sao cho T(B
X
) c bao ng compact trong Y, vi
B
X
l qu cu n v ca X. T s c gi l php nhng compact t X vo Y.
Ch rng cc php nhng khng bt buc phi i t mt khng gian con vo mt
khng gian con. V d php nhng compact t W
1,p
(I) vo C(

I) vi 1 < p vi I b
0.3 nh l 8.8 14
chn (s chng minh phn di). Ta thy rng nh ca u qua php nhng khng th
bng chnh n trong C(

I) v u l mt lp hm trong khi nhng phn t trong C(

I) ch l
cc hm s thc lin tc trn

I. Lc ny nh ca u ch l mt i din lin tc trong lp
tng ng ca u m s tn ti c thit lp nh vo nh l 8.2 trang 204 trong [2].
Chng ta khng t tin thit lp cc nh ngha m ch tng hp li t cc nh ngha
php nhng v nh x compact t cc sch gio khoa (textbook) ng tin cy trong gii
tch hm l [2] v [1].
0.3.2 S lc ca chng minh
i vi tnh cht (1):
Trc ht, ta chng minh (1) cho trng hp v C
1
c
(R) bng cch s dng mt k thut
c bit l hm G(s) = |s|
p1
s (l mt hm trong lp C
1
(R) m |G(x)| = |x|
p
). Mt
cch gii thch n gin nht l hm G gip ta m rng cch lm cho trng hp c bit
p = 1 v p = 2 ln trng hp tng qut.
Tip theo s dng nh l 8.7 trang 211 trong [2] , ta suy ra (1) ng vi u W
1,p
(R).
Cui cng, bng cch s dng nh l 8.6 trang 209 trong [2] ta chng minh (1) ng vi
u W
1,p
(I), cho trng hp tng qut I l mt khong bt k ca R.
i vi tnh cht (2)
Ta cn chng minh T(B

W
1,p
(I)
) (vi T l php nhng v B
W
1,p
(I)
l qu cu n v trong
W
1,p
(I)) c bao ng compact trong C(

I). Do I b chn v v th

I compact, ta s dng
nh l Ascoli-Arzel.
nh l 4.25 (AscoliArzel)([2])
Cho K l khng gian metric compact v H l tp con b chn ca C(K) (tp cc hm lin
tc t K vo R). Gi s rng H lin tc ng bc (uniformly equicontinuous), ngha l
> 0 , > 0 sao cho d(x
1
, x
2
) < |f(x
1
) f(x
2
)| < , f H,
th bao ng ca H trong C(K) l compact.
i vi tnh cht (3)
Gi B

W
1,1
(I)
l qu cu n v ca W
1,1
(I) ta cn chng minh T(B

W
1,1
(I)
) c bao ng
compc trong L
q
(I) vi mi 1 q < , vi T y l php nhng ang xt. Ta s dng
nh l Kolmogorov M.Riesz Frchet.
nh l 4.26(Kolmogorov M.Riesz Frchet)([2])
0.3 nh l 8.8 15
Cho F l mt tp b chn trong L
p
(R
N
) vi 1 p < . Gi s rng
> 0 , > 0 sao cho ||
h
f f||
L
p
(I)
< , f F, h R
n
, sao cho : |h| < ,
th bao ng ca F
|
trong L
p
() l compc vi mi tp o c R
n
c o hu
hn.
0.3.3 Chng minh
Chng minh tnh cht (1):
Trc ht, ta chng minh cho trng hp I = R v v C
c
1
(R), vi 1 p < (trng
hp p = hin nhin ng). Khi , xt hm G(s) = |s|
p1
s th ta thy rng
G

(s) = p|s|
p1
. Vy, ta c hm G(v) C
1
c
(R). Hn na,
G

(v)v

= p|v|
p1
v

.
Khi , vi mi x R, ta c
G(v(x)) =
_
x

p|v(t)|v

(t)dt.
V th, ta s c
|v(x)|
p
= |G(v(x))|
_
R
p|v
p1
(t)v

(t)|dt.
p dng bt ng thc Holder, ta suy ra
|v(x)|
p
pv
p1
p
v

p
pv
W
1,p,
vi mi x R. V th, ta c
v

Cv
W
1,p
(R)
,
vi C = e
1/e
(do p
1/p
e
1/e
vi mi p 1). Tip theo, cho u W
1,p
(R), ta s dng nh
l 8.7 ( ni phn trc) thu c mt dy hm {u
n
} trong C

c
(R), sao cho
u
n
u trong W
1,p
(R) khi n .
Do ,
u
n
u trong L
p
(R) khi n ,
v v th nn tn ti dy con {u
n
k
} ca {u
n
}, sao cho
u
n
k
(x) u(x) h.k.n trn R.
0.3 nh l 8.8 16
Mt mt khc, p dng trng hp chng minh trn cho cc v = u
m
u
k
, ta thu c
u
m
u
k

Cu
m
u
k

W
1,p
(R)
,
vi mi k, m N. V vy, {u
n
} l dy Cauchy trong L

(R). Vy, tn ti w L

(R), sao
cho
u
n
w trong L

(R) khi n .
Lc ,
u
n
(x) w(x) h.k.n trn R,
ngha l
u
n
k
(x) w(x) h.k.n trn R.
Vy nn u = w h.k.n trn R, v
u
n
u trong L

(R) khi n .
Li p dng iu chng minh trong trng hp C
1
c
(R) cho cc v = u
n
, ta c
u
n

Cu
n

W
1,p
(R)
.
V th,
u

= lim
n
u
n

C lim
n
u
n

W
1,p
(R)
= Cu
W
1,p
(R)
.
Ta hon tt chng minh cho trng hp I = R. By gi, ta xt I l mt khong m bt
k, v cho u W
1,p
(I). Theo nh l 8.6 trang 209 trong [2], ta s c mt ton t m
rng P. Khi , p dng (1) cho Pu W
1,p
(R) nh chng minh trn, ta thu c:
Pu

CPu
W
1,p
(R)
.
Mt khc, theo nh l 8.6 th tn ti hng s C
1
ch ph thuc |I| , sao cho
Pu
W
1,p
(R)
C
1
u
W
1,p
(I)
.
Hn na,
u

Pu

.
Vy,
u

CC
1
u
W
1,p
(I)
,
trong C = e
1/e
v C
1
l hng s ch ph thuc vo |I| . Vy ta hon tt chng
minh tnh cht (1).
0.3 nh l 8.8 17
Chng minh tnh cht (2)
t qu cu n v ng ca W
1,p
(I) (vi 1 < p ) l H. Khi , p dng bt ng
thc Holder th vi mi u H, ta s c
|u(x) u(y)| = |
_
y
x
u

(t)dt| u

p
|x y|
1/p

|x y|
1/p

,
vi mi x, y I. Vy, p dng nh l Ascoli-Arzel, ta suy ra H c bao ng compact
trong C(

I). ( y, ta dng cng k hiu u ch i din lin tc ca u nh l 8.2).

Chng minh tnh cht (3)
Gi H l qu cu n v ca W
1,1
(I), P l ton t m rng trong nh l 8.5 ca [2] v
t F = P(H). Khi , H = F|
I
. Trc ht, p dng (1) v ch F l b chn trong
W
1,1
(R) (v H b chn trong W
1,1
(I)), ta nhn thy rng F l b chn trong L
1
(R) v
L

(R). V th, p dng bt ng thc ni suy t bt ng thc Holder trong ch 2

trang 93 ca [2], ta s suy ra F b chn trong L
q
(R). By gi, ta s kim tra iu kin
> 0 , > 0 sao cho ||
h
f f||
L
p
(I)
< , f F, h R
n
, sao cho : |h| < ,
Tht vy, theo mnh 8.5 trong [2], tn ti hng s M, sao cho

h
f f
L
1
(R)
|h|f

L
1
(R)
M|h|,
vi mi f F, do F b chn trong W
1,1
(R). Do , nu ta p dng bt ng thc ni suy
trong ch 2 trang 93 [2] th ta s thu c

h
f f
q
L
q
(R)
2
q1
f
q1
L

(R)

h
f f
L
1
(R)
R|h|,
vi R l mt hng s khng ph thuc f (do F b chn trong L

(R)), v t , ta suy ra

h
f f
L
q
(R)
R
1/q
|h|
1/q
.
Do , ta kim tra c tt c cc iu kin cn thit cho nh l Kolmogorov
M.Riesz Frchet. p dng nh l , ta suy ra H c bao ng compact trong L
q
(I).
0.4 ng dng 18
0.4 ng dng
Ta c th thy ngay mt ng dng ca nh l 8.7 l chng minh tnh cht (1) trong nh
l 8.8. Kt hp nh l 8.7 v 8.8, ta c ba h qu quan trng th hin tnh cht ca khng
gian Sobolev nh sau:
H qu 0.10. H qu 8.9 [2]
Gi s I l mt khong khng b chn v u W
1,p
(I) vi 1 p < , th
lim
xI
|x|
u(x) = 0.
H qu 0.11. H qu 8.10 [2]
Cho u, v W
1,p
(I), vi 1 p . Khi
uv W
1,p
(I),
v
(uv)

= u

v +uv

Hn na ta c cng thc tch phn tng phn:

_
x
y
u

v = u(x)v(x) u(y)v(y)
_
x
y
uv

, x, y I
H qu 0.12. H qu 8.11 [2]
Cho G C
1
(R) sao cho G(0) = 0, v u W
1,p
(I) vi 1 p . Th
G u W
1,p
(I) v (G u)

= (G

u)u

.
Ta cn c mt h qu trc tip khc t nh l 8.8 l
H qu 0.13. Cho I l mt khong b chn trong R. Khi , php nhng W
1,p
(I) L
p
(I)
l compact vi mi 1 p .
S dng h qu trn, ta s chng minh mnh thng c dng trong l thuyt
phng trnh o hm ring sau.
Mnh 0.14. Cho {u
n
}
nN
W
1,p
(I), v u W
1,p
(I), sao cho
u
n
u yu trong W
1,p
(I).
Khi ,
u
n
u mnh trong L
p
(I),
v
u

n
u

yu trong L
p
(I).
0.4 ng dng 19
Chng minh mnh
Trc ht, cho T : L
p
(I) R, l mt ton t tuyn tnh, lin tc. Xt F : W
1,p
(I) R,
sao cho
F(w) = T(w) vi mi w W
1,p
(I).
Ta thy rng F l ton t tuyn tnh. Hn na,
|F(w)| = |T(w)| Tw
L
p
(I)
Tw
W
1,p
(I)
.
Vy, F l ton t tuyn tnh, lin tc, v v th nn
T(u
n
) = F(u
n
) F(u) = T(u).
M T : L
p
(I) R, l mt ton t tuyn tnh, lin tc bt k. Do , ta c th kt lun
rng
u
n
u yu trong L
p
(I).
Tng t nh trn, ta s suy ra
u

n
u

yu trong L
p
(I).
By gi, ta s ch ra l
u
n
u mnh trong L
p
(I).
Tht vy, do
u
n
u yu trong W
1,p
(I),
nn theo mnh 3.5 trang 58 [2], ta suy ra dy {u
n
}
nN
l dy b chn trong
_
W
1,p
(I); .
W
1,p
(I)
_
.
Vy, tn ti mt s thc dng r, sao cho {u
n
}
nN
B
W1,p(I)
(0, R). Theo h qu nu trn
th B
W
1,p
(I)
(0, r) c bao ng trong L
p
(I), k hiu l K, l compact. Khi , {u
n
}
nN
K,
K compact trong topo mnh ca L
p
(I), v u
n
u yu trong L
p
(I). Gi s, u
n
u
mnh trong L
p
(I). Khi , tn ti > 0, v mt dy con {u
n
k
}
kN
ca {u
n
}
nN
, sao cho
u
n
k
u
L
p
(I)
> .
Mt khc, ta li c {u
n
k
}
kN
K, vi K compact trong L
p
(I), nn s c v K, v 1 dy
con {u
n
k
s
}
sN
ca {u
n
k
}
kN
, sao cho
u
n
k
s
v mnh trong L
p
(I).
Lc ,
u
n
k
s
v yu trong L
p
(I).
0.4 ng dng 20
Th nn v = u, cho nn
u
n
k
s
u mnh trong L
p
(I).
Ta c mt mu thun. Vy iu gi s l sai v ta kt lun c rng
u
n
u mnh trong L
p
(I).
Ch 0.15. Mnh trn l quan trng v n gip lin kt gia tnh hi t yu trong
W
1,p
(I) v tnh hi t mnh trong L
p
(I) v t dn n tnh hi t tng im. Qua
c th c s dng khi cn chng minh tnh ng yu ca cc tp hp c dng c bit
(thng l tp cc hm miu t iu kin bin cho trc, c km theo gii hn ca tp gi
tr ton cc cho 1 bi ton no ) v kp hp c gia tnh hi t yu v tnh lin tc
trong cc bi ton c lin quan n tch phn hm Carathodory.
Ch 0.16. Cc tnh cht ca php nhng trong nh l 8.8 vn c th c chng minh
cho trng hp nhiu chiu R
n
, m u kin thng thy nht l thuc lp C
1
(xem
nh ngha trang 272 trong [2]). Chng ti lit k y mt s nh l tng t vi 8.7 v
8.8 trong trng hp nhiu chiu, c gi cn quan tm c th xem thm trong Chng 9
ca [2].
nh l 0.17. nh l 9.2 (Friedrichs) [2]
Cho u W
1,p
(), vi 1 p < v R
N
. Khi , tn ti mt dy {u
n
}
N
C

c
(R
N
),
sao cho
u
n
|

u trong L
p
(),
v
u
n
|

u|

trong L
p
()
N
, vi mi .
Trong trng hp = R
N
v u W
1,p
(R
N
), vi 1 p < , th s tn ti dy {u
n
}
N
trong C

c
(R
N
), sao cho
u
n
u trong L
p
(R
N
),
v
u
n
u trong L
p
(R
N
)
N
.
H qu 0.18. H qu 9.8 [2]
Gi s R
N
thuc lp C
1
, v u W
1,p
(), vi 1 p < . Khi , tn ti mt dy
{u
n
}
N
trong C

c
(R
N
), sao cho
u
n
|

u trong W
1,p
().
0.4 ng dng 21
nh l 0.19. nh l 9.9 (Sobolev, Gagliado, Nirenberg)
Cho N 2 l s nguyn dng, v 1 p < N. Khi ,
W
1,p
(R
N
) L
p
(R
N
), vi p c cho bi cng thc
1
p
=
1
p

1
N
.
Hn na, ta c hng s C(p, N) ch ph thuc vo p v N, sao cho
u
L
p C(p, N)u
L
p, vi mi u W
1,p
(R
N
).
nh l 0.20. nh l 9.16 (Rellich-Kondrachov) [2]
Gi s R
N
b chn v thuc lp C
1
.Khi , ta c cc php nhng sau l compact
1. W
1,p
() L
q
(), q [1, p), vi
1
p
=
1
p

1
N
, nu p < N.
2. W
1,p
() L
q
(), q [p, ), nu p = N,
3. W
1,p
() C(), nu p > N.
c bit, ta c php nhng W
1,p
() L
p
() compact, vi mi p v mi N.
Ch 0.21. Khi thay I trong mnh v s lin quan gia hi t mnh trong L
p
(I) v hi
t yu trong W
1,p
(I) m ta chng minh trn bng thuc lp C
1
th ta thu c mt
mnh tng t trong trng hp nhiu chiu.
0.5 Tnh o c 22
0.5 Tnh o c
Trong chng minh nh l 8.7, ta cha cp n mt vic quan trng l tnh o c
trn RR ca cc cng thc c lin quan n tch chp, v d nh khi ta dng nh l
Fubini ngay u chng minh b 0.2.3. Vic chng minh tnh o c ca cc hm
trc khi ly tch phn l mt vic quan trng nhng li thng b b st nht l khi lm
cc bi ton c lin quan n tnh kh tch. Sau y, chng ti s trnh by vic chng
minh tnh o c (theo c 2 bin) cho hm trong tch chp (m t khi c nhc n, k
c trong [2] ) v cho mt vi v d khc th hin r hn vic chng minh tnh o c
l khng hin nhin.
Trc ht, ta quan st on cng thc m ta dng Fubini chng minh b 0.2.3:
_
R
( v(x))

(x)dx =
_
R
__
R
(x y)v(y)dy
_

(x)dx,
=
_
R
_
R
(x y)v(y)

(x)dydx,
=
_
R
_
R
(x y)v(y)

(x)dxdy,
=
_
R
v(y)
__
R
(x y)

(x)dx
_
dy.
Khi , cho d y, tt c cc tnh cht o c v kh tch l hin nhin t tnh lin tc
v gi compact ca cc hm bn trong du tch phn. Nhng nu ta xt trng hp m
rng ca b trn, tc l cho php L
1
(R) nh b 8.4 trang 211 ca [2], th s
kh hn trong vic kim tra tnh o c ca hm trong du tch phn. Trong , vic
kh nht l chng minh (x y) o c trn RR. By gi, ta s chng minh mnh
sau:
Mnh 0.22. Cho f : R
N
R l mt hm o c (vi o Lebesgue). Khi , ta
nh ngha hm : R
N
R
N
R nh sau
(x, y) = f(x y),
vi mi x, y R
N
. Khi , l hm o c (vi o Lebesgue) trn R
N
R
N
.
Chng minh
Trc ht, ta gi T : R
N
R
N
R
N
l hm tuyn tnh lin tc c cng thc l
T(x, y) = x y.
0.5 Tnh o c 23
Khi ,
= f T.
By gi, cho R, ta cn chng minh
1
((, +)) l tp o c. Trc ht, ta c

1
((, +)) = T
1
_
f
1
((, +))

.
Ta li bit rng f l hm o c. V vy E = f
1
((, +)) l tp o c. Khi , theo nh
l 2.20 trong [3], th tn ti tp A l mt tp F

v tp B l mt tp G

, sao cho
A E B,
v
|A \ B|
R
N = 0.
T , ta c
T
1
(A) T
1
(E) T
1
(B).
Hn na, do nh ngha ca tp F

v G

, nn tn ti dy {A
i
}
N
cc tp ng v dy {B
j
}
jN
cc tp m, sao cho
A =
_
iN
A
i
,
v
B =

jN
B
j
.
Vy,
T
1
(A) = T
1
_
_
iN
A
i
_
=
_
iN
T
1
(A
i
),
v
T
1
(B) = T
1
_

jN
B
j
_
=

jN
T
1
(B
j
).
Th nn, t tnh lin tc ca T, ta s c T
1
(A) l mt tp F

v T
1
(B) l mt tp G

, v ta
cn c T
1
(B \ A) = T
1
(B) \ T
1
(A). Vy, ta c th chuyn bi ton chng minh

1
((, +)) = T
1
_
f
1
((, +))

= T
1
(E)
l tp o c thnh bi ton chng minh
|T
1
(C)|
R
2N = 0,
vi mi C m |C|
R
N = 0.
By gi, ta xem xt hm
: R
N
R
N
R
N
R
N
sao cho
(x, y) = (x +y, y).
Khi , l hm tuyn tnh, lin tc. Hn na, vi tp C c o khng cho trc trong R
N
, ta
c

_
C R
N
_
= {(x +y, y)|x C} = {(z, t)|(z t) C} = T
1
(C).
0.5 Tnh o c 24
V vy, p dng nh l 2.20 trong Rudin, ta s tm c hng s (), sao cho
|T
1
(C)|
R
2N = |
_
C R
N
_
| = ()|C R
N
|
R
2N = 0.
Vy, ta chng minh c rng |T
1
(C)|
R
2N = 0, vi mi C m |C|
R
N = 0. V th, theo l
lun nu trn
1
((, +)) l tp o c vi mi R, v ta c th kt lun l hm
o c. Ta kt thc chng minh mnh trn.
K tip, ta thy rng trong cc bi ton bin phn, ta thng phi dng nhng hm i t khng
gian Sobolev vo R
N
, c dng
E(u) =
_

F (x, u(x), u(x)) dx,

vi F l hm Carathodory v u nm trong khng gian Sobolev. Tuy nhin, tnh o c trn
ca hm F(., u(.), u(.)) cng t khi c cp. Vic chng minh tuy khng qu kh,
nhng cng khng qu hin nhin. By gi, ta s trnh by mt cch chng minh thng qua
mnh sau.
Mnh 0.23. Cho l tp con khc trng, m, lin thng v o c ca R
N
. Cho
F : R
k
R
m
l mt hm Carathodory, ngha l:
1. F(., ) l hm o c vi mi R
k
,
2. F(x, .) l hm lin tc vi mi x .
Cho
v : R
k
l mt hm o c. Khi ,
F(., v(.)) : R
m
l hm o c.
Chng minh
Do v c tp gi tr nm trong R
k
nn tng t nh cch chng minh nh l 1.7 trang 15 trong
[3], th s tn ti mt dy {s
n
}
N
cc hm n, o c t vo R
k
, m s
n
(x) v(x) vi mi
x . Vi mi i N, do s
i
l hm n, o c nn tn ti cc tp o c, ri nhau
A
i,1
, , A
i,q
i
, v cc hng s
i,1
, ,
i,j
i
R
m
, sao cho
s
i
=
A
i,1
.
R

i,1
+ +
A
i,j
i
.
R

i,j
i
.
( y, .
R
l php nhn v hng vi phn t ca R.)
Khi , vi mi t {1, , j
i
}, ta s c
F(x, s
i
(x)) = F(x,
i,t
),
vi mi x A
i,t
. Vy, ta c th vit
F (., s
i
(.)) =
A
i,1
.
R
F(.,
i,1
) + +
A
i,j
i
.
R
F(.,
i,j
i
).
M cc hm F(.,
i,t
) u o c trn v A
i,t
l tp o c nn ta c cc hm

A
i,t
.
R
F(.,
i,t
) l hm o c. Vy F (., s
i
(.)) l hm o c vi mi i N. M ta c
0.5 Tnh o c 25
s
n
(x) v(x) khi n v F(x, .) l hm lin tc vi mi x . V th, ta c
F(x, s
n
(x)) F(x, v(x)) khi n . Vy F(., v(.)) l hm o c trn . Ta kt thc
chng minh.
Th nhng ta khng cn phi quan tm n tnh o c trong cc bi ton trn nu o
Lebesgue li chnh l o tm thng (trivial measure, vi -i s cha ton b cc tp con
ca R). Tuy nhin, nh l sau y s cho thy o Lebesgue khng phi l o tm thng.
nh l 0.24. nh l 22 [3]
Nu A l tp con ca R v mi tp con ca A u o c th |A| = 0.
H qu 0.25. trang 53 [3]
Mi tp c o Lebesgue khc khng th u c t nht mt tp con khng o c.
Tuy nhin, nh l sau y cho ta hy vng v vic a bi ton o c theo kiu hp ni trn
o Lebesgue v li bi ton tm thng.
nh l 0.26. nh l 1.12 [3]
Cho Ml mt -i s trong khng gian o c X, Y l mt khng gian topo, v
h : X Y . Khi , ta c cc khng nh sau
1. Nu l h tt c tp E Y , sao cho h
1
(E) Mth l mt -i s trong Y .
2. Nu h l hm o c v E l tp Borel th h
1
(E) M.
3. Nu Y = [; ] v h
1
((; ]) M, th h o c.
4. Nu h o c, Z l mt khng gian topo, v g : Y Z l nh x Borel (o c vi
o Borel ng topo ca Y ) th H = g h l hm o c.
Ta thy rng hm = f T trong mnh lin quan n tch chp trn th T l hm lin tc,
nn T l hm o c. Ta thy f l hm o c vi o Lebesgue. Vy nu o Lebesgue
m trng vi o Borel th s khng cn n chng minh trn m ta s c ngay kt qu l mi
hm c dang f T, vi T lin tc v f o c th o c. Tuy nhin, iu ny cng KHNG
th xy ra do o Lebesgue c lc lng ln hn hn o Borel (chng minh da trn tp
Cantor v tnh y ca o Lebesgue, xem trang 53 trong [3]). Cui cng, da vo tp
Cantor v h qu v vic tn ti tp con khng o c ca mt tp c o khc khng, ta a
ra c phn v d sau:
Mnh 0.27. Phn v d 38 trang 109 [4]
Tn ti hm f o c theo o Lebesgue v hm g lin tc m f g li khng phi l hm o
c theo o Lebesgue.
Chng ti khng trnh by chng minh ca cc mnh ny y do vic ny lin quan qu
nhiu n vic x l o Lebesgue mc tp hp v khng hon ton ph hp vi mc tiu
ca tiu lun ny. Bn c quan tm c th tham kho trong [3] v s lin quan gia o
Lebesgue vi o Borel v o tm thng v trong [4] v cc phn v d th v trong l
thuyt o m phn ln c lin kt vi tp Cantor.
Ti liu tham kho
[1] Robert A. Adams, Sobolev Space, Academic Press, 1975
[2] Haim Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equa-
tions.
[3] Walter Rudin, Real and Complex Analysis, Mc Graw-Hill Book Company, Interna-
tional Edition.
[4] Bernard R. Gelbaum and John M. H. Olmsted, Counterexamples in Analysis, Dover
Publications, Inc. Mineola New York.
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