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Introduction In mathematics, Sobolev spaces play important role in studying partial differential equations. They are named after Sergei Sobolev, who introduced them in 1930s along with a theory of generalized functions. Sobolev space of functions acting from into is a generalization of the space of smooth functions, , by using a broader notion of weak derivatives. In some sense, Sobolev space is a completion of under a suitable norm, see Meyers-Serrin Theorem below.
Definition Sobolev spaces are subspaces of the space of integrable functions with a certain restriction on their smoothness, such that their weak derivatives up to a certain order are also integrable functions.
- for all multi-indeces such that
This is an original definition, used by Sergei Sobolev.
This space is a Banach space with a norm
Meyers-Serrin Theorem.
For a Lipschitz domain , and for , is dense in , that is the Sobolev spaces can alternatively be defined as closure of , because
Besides, is dense in , if satisfies the so called segment property (in particular if it has Lipschitz boundary).
Note that is not dense in because
Sobolev spaces with negative index. For natural k, the Sobolev spaces are defined as dual spaces
, where q is conjugate to p, . Their elements are no longer regular functions, but rather distributions. Alternative definition
of Sobolev spaces with negative index is
Here all the derivatives are calculated in a sense of distributions in space .
These definitions are equivalent. For a natural k, defines a linear operator on and vice versa by
Naturally, is a Banach space with a norm
Now for any integer k, is a bounded operator from to
Special case p=2 . The space is in fact a separable Hilbert space with the inner product
Fourier transform The Sobolev space can be defined for any real s by using the Fourier transform (in a sense of distributions). A distribution is said to belong to if its Fourier transform is a regular function of and belongs to . is a Banach space with a norm
In fact, it is a Hilbert space with the inner product
It can be checked that for integer s these definitions of the space, norm, and the inner product are equivalent to the definitions in the previous sections.
Duality For any real s, is dual to . Note that is self-dual. In bra-ket notation, defines a linear operator on by