TheoremComplete

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©βŠ‚Rn\Omega \subset \mathbb{R}^n be a bounded domain with Lipschitz boundary, k∈Nk \in \mathbb{N}, and 1≀p<∞1 \leq p < \infty.

  1. Subcritical case (kp<nkp < n): Wk,p(Ξ©)β†ͺLpβˆ—(Ξ©)W^{k,p}(\Omega) \hookrightarrow L^{p^*}(\Omega) continuously, where 1pβˆ—=1pβˆ’kn\frac{1}{p^*} = \frac{1}{p} - \frac{k}{n}

  2. Supercritical case (kp>nkp > n): Wk,p(Ξ©)β†ͺCm,Ξ±(Ξ©β€Ύ)W^{k,p}(\Omega) \hookrightarrow C^{m,\alpha}(\overline{\Omega}) continuously, where m=⌊kβˆ’n/pβŒ‹m = \lfloor k - n/p \rfloor and Ξ±=kβˆ’n/pβˆ’m\alpha = k - n/p - m

  3. Critical case (kp=nkp = n): Wk,p(Ξ©)β†ͺLq(Ξ©)W^{k,p}(\Omega) \hookrightarrow L^q(\Omega) for all q<∞q < \infty, but not L∞L^\infty

Moreover, for Ξ©\Omega 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 pβˆ—=npnβˆ’kpp^* = \frac{np}{n-kp} is sharpβ€”no better integrability holds in general.

TheoremPoincarΓ©-Wirtinger Inequality

For connected Ξ©\Omega with finite measure and 1≀p<∞1 \leq p < \infty: inf⁑c∈Rβˆ₯uβˆ’cβˆ₯Lp(Ξ©)≀C(Ξ©,p)βˆ₯βˆ‡uβˆ₯Lp(Ξ©)\inf_{c \in \mathbb{R}}\|u - c\|_{L^p(\Omega)} \leq C(\Omega, p)\|\nabla u\|_{L^p(\Omega)} for all u∈W1,p(Ξ©)u \in W^{1,p}(\Omega).

For u∈W01,p(Ξ©)u \in W^{1,p}_0(\Omega), this gives: βˆ₯uβˆ₯Lp≀Cβˆ₯βˆ‡uβˆ₯Lp\|u\|_{L^p} \leq C\|\nabla u\|_{L^p}

Remark

PoincarΓ©'s inequality fails on unbounded domains without additional decay assumptions. For Rn\mathbb{R}^n, constant functions are in W1,pW^{1,p} but have arbitrarily large LpL^p norm, showing the inequality cannot hold uniformly.

TheoremMorrey's Inequality

For p>np > n, there exists C=C(n,p)C = C(n,p) such that for all u∈W1,p(Rn)u \in W^{1,p}(\mathbb{R}^n): ∣u(x)βˆ’u(y)βˆ£β‰€C∣xβˆ’y∣1βˆ’n/pβˆ₯Duβˆ₯Lp(B(x,2∣xβˆ’y∣))|u(x) - u(y)| \leq C|x - y|^{1-n/p}\|Du\|_{L^p(B(x,2|x-y|))}

This quantifies the HΓΆlder continuity implied by Sobolev embedding when p>np > n.

TheoremHardy's Inequality

For u∈H01(Ξ©)u \in H^1_0(\Omega) where 0βˆˆΞ©βŠ‚Rn0 \in \Omega \subset \mathbb{R}^n with nβ‰₯3n \geq 3: ∫Ωu2∣x∣2 dx≀4(nβˆ’2)2βˆ«Ξ©βˆ£βˆ‡u∣2 dx\int_\Omega \frac{u^2}{|x|^2}\,dx \leq \frac{4}{(n-2)^2}\int_\Omega |\nabla u|^2\,dx

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.