Sobolev Spaces - Main Theorem
The Sobolev embedding theorem is the cornerstone result connecting Sobolev regularity to classical function spaces, with profound implications for PDE theory.
TheoremSobolev Embedding (Gagliardo-Nirenberg-Sobolev)
Let Ξ©βRn be a bounded domain with Lipschitz boundary, kβN, and 1β€p<β.
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Subcritical case (kp<n): Wk,p(Ξ©)βͺLpβ(Ξ©) continuously, where pβ1β=p1ββnkβ
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Supercritical case (kp>n): Wk,p(Ξ©)βͺCm,Ξ±(Ξ©) continuously, where m=βkβn/pβ and Ξ±=kβn/pβm
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Critical case (kp=n): Wk,p(Ξ©)βͺLq(Ξ©) for all q<β, but not Lβ
Moreover, for Ξ© bounded, embeddings to strictly smaller exponents/spaces are compact (Rellich-Kondrachov).
The proof combines interpolation inequalities, iteration, and careful analysis of fractional integrals. The exponent pβ=nβkpnpβ is sharpβno better integrability holds in general.
TheoremPoincarΓ©-Wirtinger Inequality
For connected Ξ© with finite measure and 1β€p<β:
infcβRββ₯uβcβ₯Lp(Ξ©)ββ€C(Ξ©,p)β₯βuβ₯Lp(Ξ©)β
for all uβW1,p(Ξ©).
For uβW01,pβ(Ξ©), this gives: β₯uβ₯Lpββ€Cβ₯βuβ₯Lpβ
Remark
PoincarΓ©'s inequality fails on unbounded domains without additional decay assumptions. For Rn, constant functions are in W1,p but have arbitrarily large Lp norm, showing the inequality cannot hold uniformly.
TheoremMorrey's Inequality
For p>n, there exists C=C(n,p) such that for all uβW1,p(Rn):
β£u(x)βu(y)β£β€Cβ£xβyβ£1βn/pβ₯Duβ₯Lp(B(x,2β£xβyβ£))β
This quantifies the HΓΆlder continuity implied by Sobolev embedding when p>n.
TheoremHardy's Inequality
For uβH01β(Ξ©) where 0βΞ©βRn with nβ₯3:
β«Ξ©ββ£xβ£2u2βdxβ€(nβ2)24ββ«Ξ©ββ£βuβ£2dx
The constant is sharp. This controls singular weights and appears in problems with inverse-square potentials.
These theorems provide the quantitative tools for estimating solutions and proving regularity, forming the backbone of modern PDE analysis.