Nicholas Dietrich
Nicholas Dietrich
Nicholas Dietrich
of Variations
Nicolas Dietrich
March 7, 2019
1 Existence and uniqueness of
Minimizers
1.1 What we want
In the following U ⊂ Rn is a bounded open set with smooth boundary. The Lagrangian
L is a smooth function
L : Rn × R × U → R
with
(p, z, x) 7→ L(p, z, x).
Further we have Sobolev-functions w ∈ W 1,q (U ) with 1 < q < ∞, where u = g on ∂U .
We consider a functional of the form
Z
I[w] := L(Dw(x), w(x), x) dx.
U
We will now identify some conditions on the Lagrangian L which ensure that the func-
tional I[.] does have a minimizer within an appropriate Sobolev space.
1.2 Coercivity
Example 1.1. Even a smooth function f : R → R which is bounded from below does
1
not need to attain its minimum. Therefore consider the function f (x) := 1+x 2 with
1 1
1+x2
> 0 and inf 1+x2 = 0 but f does not attain its minimum.
x∈R
The upper example suggests that in general we need some hypothesis controlling I[w]
for large functions w. The most effective way to ensure this would be to introduce a
hypothesis like:
I[w] grows rapidly as |w| → ∞.
Definition 1.2. Suppose there exist constants α > 0, β > 0 such that
L(p, z, x) ≥ α|p|q − β (1.1)
for all p ∈ Rn , z ∈ R and x ∈ U . Then we have
I[w] ≥ δkDwkqLq (U ) − γ (1.2)
for γ := β|U | and some constant δ > 0 and we call (1.2) a coercivity condition on I[.].
2
1 Existence and uniqueness of Minimizers
Therefore f is coercive.
f (x) ≥ α|x|q − β
Proof. Because of the coercivity we can find a minimizing sequence (xk )k∈N such that
Since the sequence (f (xk ))k∈N converges, it is bounded. So there exists a constant M > 0
such that for all n ∈ N we have
M ≥ f (xn ) ≥ α|xn |q − β
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1 Existence and uniqueness of Minimizers
This gives us that the sequence (xn )n∈N is bounded in R. Therefore by Bolzano-
Weierstraß-Theorem we can find a subsequence (xnk )k∈N ⊂ (xn )n∈N and x ∈ R such
that xnk → x as k → ∞. Because of the continuity of f we can interchange limit and
function and we get
f (x) = f ( lim xnk ) = lim f (xnk ) = m.
k→∞ k→∞
Therefore x is a minimizer of f .
The problem is that our functional I[.] in general will not have a minimizer as the
following example illustrates
Example 1.5. We define the function f : R → R for q > 1 as
q
x , for x > 0
f (x) := 1 , for x = 0
(−x)q , for x < 0
lim I[uk ] = m.
k→∞
Now we would like to show that some sequence converges to an actual minimizer. For this
we need some kind of compactness argument as in the proof for continuous functions,
but the problem is that the space in which we search for the minimizer is infinitely
dimensional. If we utilize the corecivity argument we only get that the minimizing
sequence is bounded, but nothing more. So it is not a good idea to work with strong
compactness.
Let us work with weak compactness instead. Since we are assuming that 1 < q < ∞ we
have that W 1,q (U ) is reflexive. Because of the coercivity condition on I[.] we know that
the sequence (Duk )k∈N is bounded in Lq (U ) and because of the Poincare-inequality we
further know that (uk )k∈N is bounded in Lq (U ). Therefore (uk )k∈N is bounded in W 1,q (U ).
Because of Theorem 2.2 we conclude that there exists a subsequence (ukj )j∈N ⊂ (uk )k∈N
and u ∈ W 1,q (U ) such that ukj * u weakly in W 1,q (U ), i.e.
ukj * u weakly in Lq (U )
Dukj * Du weakly in Lq (U ; Rn )
Further it is true that u = g on ∂U . We have that (ukj −g) ∈ W01,q (U ) and ukj −g → u−g,
as j → ∞. Since W01,q (U ) is closed we have u − g ∈ W01,q (U ). Therefore we have u ∈ A.
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1 Existence and uniqueness of Minimizers
The last problem is that the functional I[.] in general is not continuous. So we do not
have I[u] = lim I[uj ] if uj → u. In general weak convergence does not imply convergence
j→∞
almost everywhere.
The good thing is that we do not really need the full strength of continuity. It is sufficient
to assume lower semicontinuity.
Definition 1.6. We say that a function I[.] is sequentially weakly lower semicontinuous
on W 1,q (U ), provided
I[u] ≤ lim inf I[uk ]
k→∞
1,q
whenever uk * u weakly in W (U ) as k → ∞.
In the next chapter we will find a property of the Lagrangian L which together with
the coercivity will give us lower semicontinuity.
We want to show that I[u] ≤ l. If l = ∞, then we are done. So we assume that l < ∞.
2. Note first that because uk * u weakly in W 1,q (U ) we have that the sequence (uk )k∈N
is bounded in W 1,q (U ). So we have supk∈N kuk kW 1,q (U ) < ∞. Because of (1.3) we can
find a subsequence (uk` )`∈N ⊂ (uk )k∈N such that
l = lim I[uk` ].
`→∞
To simplify the notation we will denote the subsequence also by (uk )k∈N . By the com-
pactness Theorem 2.3 we also know that uk → u strongly in Lq (U ), as k → ∞. Further
we have by Theorem 2.4 that there exists a subsequence (ukr )r∈N ⊂ (uk )k∈N such that
ukr → u (1.4)
|U \ Eε | ≤ ε. (1.6)
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1 Existence and uniqueness of Minimizers
0
We may assume Eε ⊂ Eε0 for 0 < ε < ε. We define the set
1
Fε := x ∈ U : |u(x)| + |Du(x)| ≤ . (1.7)
ε
For this set we also have
lim |U \ Fε | = 0. (1.8)
ε↓0
We eventually set
Gε := Eε ∩ Fε . (1.9)
Because of (1.6) and (1.8) we further have
|U \ Gε | = |U \ (Eε ∩ Fε )| = |(U \ Eε ) ∪ (U \ Fε )|
ε↓0
≤ |U \ Eε | + |U \ Fε | ≤ ε + |U \ Fε | −→ 0.
4. Because L is bounded from below we can assume without loss of generality that
L ≥ 0 (otherwise apply the following argument to L̃ := L + β ≥ 0 for some constant β).
By using the gradient- inequality for differentiable, convex functions we get
Z Z
I[uk ] = L(Duk , uk , x) dx ≥ L(Duk , uk , x) dx
U Gε
Z Z
≥ L(Du, uk , x) dx + hDp L(Du, uk , x), Duk − Dui dx.
Gε Gε
Because of (1.5), (1.7) and (1.9) we have by using the dominated convergence theorem
and the continuity of z 7→ L(p, z, x):
Z Z
DCT
lim L(Du, uk , x) dx = lim L(Du, uk , x) dx
k→∞ G Gε k→∞
ε
Z
= L(Du, lim uk , x) dx
Gε k→∞
Z
= L(Du, u, x) dx.
Gε
Now we argue why we can use the dominated convergence theorem. Because z 7→
L(p, z, x) is smooth, it is Lipschitz-continuous. Therefore there exists a constant C > 0
such that for every uk ∈ W 1,q (U ) and u ∈ W 1,q (U ) we have
for all x ∈ Gε . Further we have because (uk )k∈N is bounded in W 1,q (U ) and (1.7)
Z Z
L(Du, uk , x) − L(Du, u, x) dx ≤ |L(Du, uk , x) − L(Du, u, x)| dx
Gε Gε
Z
≤ C1 |uk (x) − u(x)| dx
Gε
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1 Existence and uniqueness of Minimizers
Z 1q Z
1− 1q q
≤ C1 |U | |uk | dx + |u(x)| dx
U Gε
Z
1− 1q 1
≤ C1 |U | sup kuk kW 1,q (U ) +C1 dx
k∈N Gε ε
| {z }
=:C2
1 C1 |U |
≤ C1 |U |1− q C2 + .
ε
Therefore we found a uniform bound on our integral and therefore we can put the limit
under the integral and get
Z Z
ε↓0
L(Du, uk , x) − L(Du, u, x) dx ≤ |L(Du, uk , x) − L(Du, u, x)| dx −→ 0.
Gε Gε
Because of the uniform convergence of (uk )k∈N we have that for every η > 0 there exists
an N (η) ∈ N such that for all x ∈ Gε we have
η
|uk − u| <
C
for all k ≥ N . Combining those results we get that for every η > 0 there exists an
N ∈ N such that for every x ∈ Gε
η
|Dp L(Du, uk , x) − Dp L(Du, u, x)| ≤ C|uk (x) − u(x)| < C = η.
C
for all k ≥ N .
Now we show that
Z
lim hDp L(Du, uk , x), Duk − Dui dx = 0. (1.11)
k→∞ Gε
We have
Z
lim hDp L(Du, uk , x), Duk − Dui dx
k→∞ Gε
7
1 Existence and uniqueness of Minimizers
Z
= lim hDp L(Du, uk , x) − Dp L(Du, u, x), Duk − Dui dx
k→∞ Gε
| {z }
=:I1 (k)
Z
+ lim hDp L(Du, u, x), Duk − Dui dx .
k→∞ Gε
| {z }
=:I2 (k)
q
Now we show that Dp L(Du, u, x) ∈ L q−1 (Gε ). For some y ∈ Gε we have
Z Z
q 1 q
|Dp L(Du, u, x)| q−1 dx ≤ 2 q−1 |Dp L(Du(x), u(x), x) − Dp L(Du(y), u(y), y)| q−1 dx
Gε Gε
Z
1 q
+2 q−1 |Dp L(Du(y), u(y), y)| q−1 dx
Z Gε
1 q
≤ 2 q−1 (|Du(x) − Du(y)| + |u(x) − u(y)| + |x − y|) q−1 dx
Gε
1 q
+2|U ||Dp L(Du(y), u(y), y)| q−1
q−1
q
q−1
1 2
≤ 2 |U |
q−1 + diam(U ) + C3 < ∞.
ε
lim I2 (k) = 0
k→∞
Moreover we apply Hölders inequality and because of the boundedness of (uk )k∈N in
W 1,q (U ) we get
Z 1− 1q Z 1q
q
q
|I3 (k)| ≤ |Dp L(Du, u, x) − Dp L(Du, u, x)| q−1 dx |Duk | dx
Gε Gε
Z 1− 1q
q
≤C |Dp L(Du, u, x) − Dp L(Du, u, x)| q−1 dx → 0,
Gε
8
1 Existence and uniqueness of Minimizers
This inequality holds for arbitrary ε > 0. So by letting ε ↓ 0 and using the Monotone
Convergence Theorem we get
Z
l ≥ lim L(Du, u, x) dx
ε↓0 G
ε
Z
= lim L(Du, u, x) χGε (x) dx
ε↓0 U | {z } | {z }
≥0 increasing
Z
MTC
= L(Du, u, x) dx = I[u].
U
Proof. 1. Set m := inf I[w]. If m = +∞, we are done. So we now assume that m < ∞.
w∈A
Because of the coercivity we can find a minimizing sequence (uk )k∈N such that
k→∞
I[uk ] −→ m.
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1 Existence and uniqueness of Minimizers
This gives us
1q
M
kDukLq (U ) ≤
α
for all k ∈ N, which implies
sup kDuk kLq (U ) < ∞. (1.12)
k∈N
3. Now we fix w ∈ A. Since uk and w are both equal to g on ∂U we have
uk − w = (uk − g) − (w − g) ∈ W01,q (U ).
The Poincare-Friedrichs inequality gives us
kuk kLq (U ) ≤ kuk − wkLq (U ) + kwkLq (U )
≤ C1 kDuk − DwkLq (U ) + C2
≤ C1 (kDuk kLq (U ) + kDwkLq (U ) ) + C2
| {z }
≤C3
This gives us
sup kuk kW 1,q (U ) = sup(kuk kLq (U ) + kDuk kLq (U ) )
k∈N k∈N
= sup kuk kLq (U ) + sup kDuk kLq (U ) < ∞.
k∈N k∈N
10
1 Existence and uniqueness of Minimizers
Now we will set the conditions under which our minimizer is unique:
The upper condition says that p 7→ L(p, x) is uniformly convex for each x ∈ U . The
next Theorem gives us the uniqueness of the minimizer.
Theorem 1.9 (Uniqueness of the Minimizer). Suppose (1.13) and (1.14) hold. Then a
minimizer u ∈ A is unique.
u + ũ 1 1
− g = (u − g) + (ũ − g) ∈ W01,q (U ).
2 2 2
We claim that
I[u] + I[ũ]
I[v] ≤ (1.15)
2
with is a strict inequality, unless u = ũ almost everywhere.
2. We want to prove (1.15). The uniform convexity (1.14) together with the smoothness
of L gives us
θ
L(p, x) ≥ L(q, x) + hDp L(q, x), p − qi + |p − q|2
2
n Du+Dũ
for all x ∈ U and p, q ∈ R . Now we set q := 2 and p = Du and integrate over U
Z
Du + Dũ Du − Dũ
I[v] + Dp L ,x , dx
U 2 2
Z
θ
+ |Du − Dũ|2 dx ≤ I[u].
8 U
Du+Dũ
Similarily we set q = 2
and p = Dũ and integrate over U
Z
Du + Dũ Dũ − Du
I[v] + Dp L ,x , dx
U 2 2
Z
θ
+ |Du − Dũ|2 dx ≤ I[ũ].
8 U
Now we add the upper inequalities and divide by 2 and we get
Z
θ I[u] + I[ũ]
I[v] ≤ I[v] + |Du − Dũ|2 dx ≤ = min I[w].
8 U 2 w∈A
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1 Existence and uniqueness of Minimizers
Therefore we have
I[u] + I[ũ]
I[v] = ,
2
which gives us Z
θ
|Du − Dũ|2 dx = 0.
8 U
This implies Du = Dũ almost everywhere in U . We have that
u − ũ = (u − g) − (ũ − g) ∈ W01,q (U ).
12
2 Appendix
Theorem 2.1 (Egoroff). Let (X, M, µ) be a measure space µ(X) < ∞. Let (fn )n∈N
be a sequence of measurable functions on X and let f be a measurable function on X.
Assume that fn → f µ-almost everywhere as n → ∞. Then for every ε > 0 there exists
a measurable subset D of X such that µ(D) < ε and fn → f uniformly on X \ D.
Proof. Let ε > 0 be arbitrary. By definition of convergence almost everywhere there
exists a set E ∈ M such that µ(E) = 0 and lim fn (x) = f (x) for all x ∈ A, where
n→∞
A := X \ E. Now for all n, k ∈ N we define An,k by
1
An,k := x ∈ A : |fn (x) − f (x)| ≥ .
k
Further we define Bn,k by
∞
[
Bn,k := Ai,k .
i=n
Since fn converges pointwise to f on A it follows by the definition of convergence that
for each x ∈ A and k ∈ N we have
1
|fi (x) − f (x)| <
k
for all i ∈ N sufficiently large.
Thus, when k is fixed, no element of A belongs to An,k for infinitely many n. Therefore
we have
lim sup An,k = ∅.
n→∞
So we have since µ(X) < ∞ and using the continuity of the measure
0 = µ(∅) = µ(lim sup An,k )
n→∞
∞ ∞
! ∞
!
\[ \
=µ Ai,k = µ Bn,k
n=0 i=n n=0
= µ( lim Bn,k ) = lim µ(Bn,k ).
n→∞ n→∞
ε
k ∈ N was arbitrary we can choose nk ∈ N such that µ(Bnk ,k ) < 2k+1
Since S . We now set
B := k∈N Bnk ,k and get by using the subadditivity of the measure
!
[ X X ε
µ(B) = µ Bnk ,k ≤ µ(Bnk ,k ) < = ε.
k∈N k∈N k∈N
2k+1
13
2 Appendix
1
|fi (x) − f (x)| <
k
or all i ≥ nk . Since this is true or all x ∈ X \ D, it follows that fn converges uniformly
to f as n → ∞ on X \ D.
14