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TauCeti.Analysis.Sobolev.Wkp.Basic

Arbitrary-order weak Sobolev spaces #

This file constructs the real-valued Sobolev space W^{k,p}(Ω) for every natural number k, on an open subset of a finite-dimensional real inner product space. The first-order stage is TauCeti.W1p. Every successor stage applies TauCeti.WeakDerivStep to the highest weak derivative of the preceding stage. Thus an element of W^{k+1,p}(Ω) records an element of W^{k,p}(Ω) and an Lᵖ weak derivative of its order-k derivative.

The iterated derivative fields are basis-free. TauCeti.IteratedGradient E 0 is E, the weak gradient identified with a linear functional by the real inner product, and TauCeti.IteratedGradient E (j+1) adds one continuous-linear derivative direction on the left. Consequently the highest field of W^{k+1,p} has type Lᵖ(Ω; TauCeti.IteratedGradient E k).

Every stage is a closed weak-derivative graph, hence complete. No boundedness or boundary regularity of Ω is used. The graph norm is obtained recursively from Euclidean product norms: at each positive order its square is the sum of the squared norm of the one-order-lower component and the squared norm of the highest weak derivative.

Implementation notes #

The bundled stage machinery TauCeti.IteratedGradientModel, TauCeti.iteratedGradientModel, TauCeti.SobolevStage, TauCeti.firstSobolevStage, TauCeti.SobolevStage.next, and TauCeti.sobolevStage is public and reducible on purpose: it is what indexes the types TauCeti.IteratedGradient and TauCeti.Wkp, so their normed, complete structures and the order 0 and 1 boundary cases are recovered by unfolding it rather than by transport. The shortcut instances are provided at both the bundled-stage and Wkp indexings so instance search need not rederive these structures through the recursion. The projections below are sealed instead, and are used through their characteristic equations TauCeti.Wkp.lowerOrder_zero, TauCeti.Wkp.lowerOrder_succ, TauCeti.Wkp.iteratedGradient_zero, TauCeti.Wkp.iteratedGradient_succ, TauCeti.Wkp.value_zero, and TauCeti.Wkp.value_succ.

Main declarations #

References #

This completes the arbitrary-order space and completeness part of Lane A.1, target 1, in TauCetiRoadmap/PDE/README.md. The iterated weak-derivative definition and closed-graph completeness argument follow L. C. Evans, Partial Differential Equations, Chapter 5, §5.2.

The normed-space data underlying an iterated weak gradient.

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    @[reducible]

    The recursively bundled target of an iterated weak gradient.

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    • TauCeti.iteratedGradientModel E 0 = { Space := E, normedAddCommGroup := inst✝¹, normedSpace := inst✝ }
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      @[reducible, inline]

      The target of an iterated weak gradient, indexed by the number of derivative directions added beyond the gradient. At j = 0 this is the gradient vector E; each successor adds one continuous-linear derivative direction on the left.

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        noncomputable def TauCeti.iteratedGradientChain {F : Type u} [NormedAddCommGroup F] [InnerProductSpace F] [CompleteSpace F] (f : F) (j : ) :

        The classical derivative fields of a smooth scalar function, in the basis-free nested-linear-map types used by TauCeti.Wkp. Index zero is the gradient and each successor is the Fréchet derivative of the preceding field.

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          Every field in the iterated-gradient chain of a smooth function is smooth.

          Every field in the iterated-gradient chain of a compactly supported function has compact support.

          The bundled data used to iterate weak-derivative graph spaces. Its jth stage carries the space of order j + 1 and its highest derivative projection.

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            @[reducible]

            The first stage of the arbitrary-order construction is W1p, with value and gradient as its lower-order and highest-derivative projections.

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              @[reducible]
              noncomputable def TauCeti.SobolevStage.next {E : Type u} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace E] [FiniteDimensional E] [BorelSpace E] {mu : MeasureTheory.Measure E} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens E} {p : ENNReal} [Fact (1 p)] {j : } (S : SobolevStage mu Omega p j) :
              SobolevStage mu Omega p (j + 1)

              Adjoin the weak derivative of a stage's highest derivative field.

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                @[reducible]

                The jth iterated weak-derivative stage, representing Sobolev order j + 1.

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                  @[reducible]

                  The arbitrary-order, real-valued weak Sobolev space W^{k,p}(Ω). At order zero this is Lᵖ(Ω); order one is W1p; every further order adjoins the weak derivative of the highest derivative field from the preceding order.

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                    Every weak Sobolev space W^{k,p}(Ω) is complete in its iterated graph norm.

                    noncomputable def TauCeti.Wkp.lowerOrderL {E : Type u} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace E] [FiniteDimensional E] [BorelSpace E] {mu : MeasureTheory.Measure E} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens E} {p : ENNReal} [Fact (1 p)] (k : ) :
                    Wkp mu Omega p (k + 1) →L[] Wkp mu Omega p k

                    The continuous projection that forgets the highest weak derivative.

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                      noncomputable def TauCeti.Wkp.lowerOrder {E : Type u} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace E] [FiniteDimensional E] [BorelSpace E] {mu : MeasureTheory.Measure E} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens E} {p : ENNReal} [Fact (1 p)] (k : ) (u : Wkp mu Omega p (k + 1)) :
                      Wkp mu Omega p k

                      A positive-order Sobolev function regarded as a Sobolev function of one lower order.

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                        Evaluating the continuous lower-order projection equals lowerOrder.

                        The continuous projection to the highest weak derivative of a positive-order Sobolev function. For W^{k+1,p} its target is Lᵖ(Ω; IteratedGradient E k).

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                          noncomputable def TauCeti.Wkp.iteratedGradient {E : Type u} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace E] [FiniteDimensional E] [BorelSpace E] {mu : MeasureTheory.Measure E} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens E} {p : ENNReal} [Fact (1 p)] (k : ) (u : Wkp mu Omega p (k + 1)) :
                          (MeasureTheory.Lp (IteratedGradient E k) p (mu.restrict Omega))

                          The highest weak derivative recorded by a positive-order Sobolev function.

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                            Evaluating the continuous highest-derivative projection equals iteratedGradient.

                            The continuous projection of a Sobolev function to its Lᵖ value component.

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                              noncomputable def TauCeti.Wkp.value {E : Type u} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace E] [FiniteDimensional E] [BorelSpace E] {mu : MeasureTheory.Measure E} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens E} {p : ENNReal} [Fact (1 p)] (k : ) (u : Wkp mu Omega p k) :
                              (MeasureTheory.Lp p (mu.restrict Omega))

                              The Lᵖ value component of an arbitrary-order Sobolev function.

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                                @[simp]
                                theorem TauCeti.Wkp.value_succ {E : Type u} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace E] [FiniteDimensional E] [BorelSpace E] {mu : MeasureTheory.Measure E} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens E} {p : ENNReal} [Fact (1 p)] (k : ) (u : Wkp mu Omega p (k + 1)) :
                                value (k + 1) u = value k (lowerOrder k u)

                                Taking the value component commutes with forgetting the highest derivative.

                                @[simp]

                                At first order, the generic lower-order projection is the W1p value projection.

                                At first order, the generic value projection is the W1p value projection.

                                @[simp]

                                At first order, the generic highest derivative is the W1p weak gradient.

                                The highest derivative projection is the one stored in the corresponding recursive stage.

                                Above first order, the lower-order projection is the preceding-component projection of the generic weak-derivative graph step.

                                Above first order, the highest derivative is the derivative component of the generic weak-derivative graph step.

                                theorem TauCeti.Wkp.hasWeakFDerivOn_value {E : Type u} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace E] [FiniteDimensional E] [BorelSpace E] {mu : MeasureTheory.Measure E} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens E} {p : ENNReal} [Fact (1 p)] (u : Wkp mu Omega p 1) :
                                HasWeakFDerivOn mu Omega (value 1 u) fun (x : E) => (innerSL ) ((iteratedGradient 0 u) x)

                                The first weak derivative identity, with the gradient identified with a linear functional through the real inner product.

                                noncomputable def TauCeti.Wkp.mk {E : Type u} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace E] [FiniteDimensional E] [BorelSpace E] {mu : MeasureTheory.Measure E} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens E} {p : ENNReal} [Fact (1 p)] (k : ) (u : Wkp mu Omega p (k + 1)) (D : (MeasureTheory.Lp (IteratedGradient E (k + 1)) p (mu.restrict Omega))) (h : HasWeakFDerivOn mu Omega (iteratedGradient k u) D) :
                                Wkp mu Omega p (k + 2)

                                Construct an order-k+2 Sobolev function from an order-k+1 function and a weak derivative of its highest derivative.

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                                  @[simp]
                                  theorem TauCeti.Wkp.lowerOrder_mk {E : Type u} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace E] [FiniteDimensional E] [BorelSpace E] {mu : MeasureTheory.Measure E} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens E} {p : ENNReal} [Fact (1 p)] (k : ) (u : Wkp mu Omega p (k + 1)) (D : (MeasureTheory.Lp (IteratedGradient E (k + 1)) p (mu.restrict Omega))) (h : HasWeakFDerivOn mu Omega (iteratedGradient k u) D) :
                                  lowerOrder (k + 1) (mk k u D h) = u
                                  @[simp]
                                  theorem TauCeti.Wkp.iteratedGradient_mk {E : Type u} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace E] [FiniteDimensional E] [BorelSpace E] {mu : MeasureTheory.Measure E} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens E} {p : ENNReal} [Fact (1 p)] (k : ) (u : Wkp mu Omega p (k + 1)) (D : (MeasureTheory.Lp (IteratedGradient E (k + 1)) p (mu.restrict Omega))) (h : HasWeakFDerivOn mu Omega (iteratedGradient k u) D) :
                                  iteratedGradient (k + 1) (mk k u D h) = D

                                  The highest derivative of an order-k+2 Sobolev function is the weak Fréchet derivative of the highest derivative of its order-k+1 projection.

                                  theorem TauCeti.Wkp.ext_lowerOrder {E : Type u} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace E] [FiniteDimensional E] [BorelSpace E] {mu : MeasureTheory.Measure E} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens E} {p : ENNReal} [Fact (1 p)] (k : ) {u v : Wkp mu Omega p (k + 1)} (h : lowerOrder k u = lowerOrder k v) :
                                  u = v

                                  Two positive-order Sobolev functions are equal when their lower-order components are equal; uniqueness of weak derivatives determines the highest components.

                                  theorem TauCeti.Wkp.ext {E : Type u} [MeasurableSpace E] [NormedAddCommGroup E] [InnerProductSpace E] [FiniteDimensional E] [BorelSpace E] {mu : MeasureTheory.Measure E} [mu.IsAddHaarMeasure] {Omega : TopologicalSpace.Opens E} {p : ENNReal} [Fact (1 p)] (k : ) {u v : Wkp mu Omega p k} :
                                  value k u = value k vu = v

                                  Two arbitrary-order Sobolev functions are equal when their Lᵖ value components are equal. Successive uniqueness of weak derivatives determines every higher component.

                                  The graph norm controls the one-order-lower Sobolev component.

                                  The iterated graph norm controls the Lᵖ value component at every order.

                                  The graph norm controls the highest weak derivative.

                                  At exponent two, the squared graph norm at every positive order is the sum of the squared norm of the lower-order component and the squared norm of the highest weak derivative.