Trace operator

From testwiki
Jump to navigation Jump to search

Template:Short description

Error creating thumbnail:
A function defined on a rectangle (top figure, in red), and its trace (bottom figure, in red).

In mathematics, the trace operator extends the notion of the restriction of a function to the boundary of its domain to "generalized" functions in a Sobolev space. This is particularly important for the study of partial differential equations with prescribed boundary conditions (boundary value problems), where weak solutions may not be regular enough to satisfy the boundary conditions in the classical sense of functions.

Motivation

On a bounded, smooth domain Ωn, consider the problem of solving Poisson's equation with inhomogeneous Dirichlet boundary conditions:

Δu=fin Ω,u=gon Ω

with given functions f and g with regularity discussed in the application section below. The weak solution uH1(Ω) of this equation must satisfy

Ωuφdx=Ωfφdx for all φH01(Ω).

The H1(Ω)-regularity of u is sufficient for the well-definedness of this integral equation. It is not apparent, however, in which sense u can satisfy the boundary condition u=g on Ω: by definition, uH1(Ω)L2(Ω) is an equivalence class of functions which can have arbitrary values on Ω since this is a null set with respect to the n-dimensional Lebesgue measure.

If Ω1 there holds H1(Ω)C0(Ω¯) by Sobolev's embedding theorem, such that u can satisfy the boundary condition in the classical sense, i.e. the restriction of u to Ω agrees with the function g (more precisely: there exists a representative of u in C(Ω¯) with this property). For Ωn with n>1 such an embedding does not exist and the trace operator T presented here must be used to give meaning to u|Ω. Then uH1(Ω) with Tu=g is called a weak solution to the boundary value problem if the integral equation above is satisfied. For the definition of the trace operator to be reasonable, there must hold Tu=u|Ω for sufficiently regular u.

Trace theorem

The trace operator can be defined for functions in the Sobolev spaces W1,p(Ω) with 1p<, see the section below for possible extensions of the trace to other spaces. Let Ωn for n be a bounded domain with Lipschitz boundary. Then[1] there exists a bounded linear trace operator

T:W1,p(Ω)Lp(Ω)

such that T extends the classical trace, i.e.

Tu=u|Ω for all uW1,p(Ω)C(Ω¯).

The continuity of T implies that

TuLp(Ω)CuW1,p(Ω) for all uW1,p(Ω)

with constant only depending on p and Ω. The function Tu is called trace of u and is often simply denoted by u|Ω. Other common symbols for T include tr and γ.

Construction

This paragraph follows Evans,[2] where more details can be found, and assumes that Ω has a C1-boundary Template:Efn. A proof (of a stronger version) of the trace theorem for Lipschitz domains can be found in Gagliardo.[1] On a C1-domain, the trace operator can be defined as continuous linear extension of the operator

T:C(Ω¯)Lp(Ω)

to the space W1,p(Ω). By density of C(Ω¯) in W1,p(Ω) such an extension is possible if T is continuous with respect to the W1,p(Ω)-norm. The proof of this, i.e. that there exists C>0 (depending on Ω and p) such that

TuLp(Ω)CuW1,p(Ω) for all uC(Ω¯).

is the central ingredient in the construction of the trace operator. A local variant of this estimate for C1(Ω¯)-functions is first proven for a locally flat boundary using the divergence theorem. By transformation, a general C1-boundary can be locally straightened to reduce to this case, where the C1-regularity of the transformation requires that the local estimate holds for C1(Ω¯)-functions.

With this continuity of the trace operator in C(Ω¯) an extension to W1,p(Ω) exists by abstract arguments and Tu for uW1,p(Ω) can be characterized as follows. Let ukC(Ω¯) be a sequence approximating uW1,p(Ω) by density. By the proven continuity of T in C(Ω¯) the sequence uk|Ω is a Cauchy sequence in Lp(Ω) and Tu=limkuk|Ω with limit taken in Lp(Ω).

The extension property Tu=u|Ω holds for uC(Ω¯) by construction, but for any uW1,p(Ω)C(Ω¯) there exists a sequence ukC(Ω¯) which converges uniformly on Ω¯ to u, verifying the extension property on the larger set W1,p(Ω)C(Ω¯).

Template:Notelist

The case p = ∞

If Ω is bounded and has a C1-boundary then by Morrey's inequality there exists a continuous embedding W1,(Ω)C0,1(Ω), where C0,1(Ω) denotes the space of Lipschitz continuous functions. In particular, any function uW1,(Ω) has a classical trace u|ΩC(Ω) and there holds

u|ΩC(Ω)uC0,1(Ω)CuW1,(Ω).

Functions with trace zero

The Sobolev spaces W01,p(Ω) for 1p< are defined as the closure of the set of compactly supported test functions Cc(Ω) with respect to the W1,p(Ω)-norm. The following alternative characterization holds:

W01,p(Ω)={uW1,p(Ω)Tu=0}=ker(T:W1,p(Ω)Lp(Ω)),

where ker(T) is the kernel of T, i.e. W01,p(Ω) is the subspace of functions in W1,p(Ω) with trace zero.

Image of the trace operator

For p > 1

The trace operator is not surjective onto Lp(Ω) if p>1, i.e. not every function in Lp(Ω) is the trace of a function in W1,p(Ω). As elaborated below the image consists of functions which satisfy an Lp-version of Hölder continuity.

Abstract characterization

An abstract characterization of the image of T can be derived as follows. By the isomorphism theorems there holds

T(W1,p(Ω))W1,p(Ω)/ker(T:W1,p(Ω)Lp(Ω))=W1,p(Ω)/W01,p(Ω)

where X/N denotes the quotient space of the Banach space X by the subspace NX and the last identity follows from the characterization of W01,p(Ω) from above. Equipping the quotient space with the quotient norm defined by

uW1,p(Ω)/W01,p(Ω)=infu0W01,p(Ω)uu0W1,p(Ω)

the trace operator T is then a surjective, bounded linear operator

T:W1,p(Ω)W1,p(Ω)/W01,p(Ω).

Characterization using Sobolev–Slobodeckij spaces

A more concrete representation of the image of T can be given using Sobolev-Slobodeckij spaces which generalize the concept of Hölder continuous functions to the Lp-setting. Since Ω is a (n-1)-dimensional Lipschitz manifold embedded into n an explicit characterization of these spaces is technically involved. For simplicity consider first a planar domain Ωn1. For vLp(Ω) define the (possibly infinite) norm

vW11/p,p(Ω)=(vLp(Ω)p+Ω×Ω|v(x)v(y)|p|xy|(11/p)p+(n1)d(x,y))1/p

which generalizes the Hölder condition |v(x)v(y)|C|xy|11/p. Then

W11/p,p(Ω)={vLp(Ω)vW11/p,p(Ω)<}

equipped with the previous norm is a Banach space (a general definition of Ws,p(Ω) for non-integer s>0 can be found in the article for Sobolev-Slobodeckij spaces). For the (n-1)-dimensional Lipschitz manifold Ω define W11/p,p(Ω) by locally straightening Ω and proceeding as in the definition of W11/p,p(Ω).

The space W11/p,p(Ω) can then be identified as the image of the trace operator and there holds[1] that

T:W1,p(Ω)W11/p,p(Ω)

is a surjective, bounded linear operator.

For p = 1

For p=1 the image of the trace operator is L1(Ω) and there holds[1] that

T:W1,1(Ω)L1(Ω)

is a surjective, bounded linear operator.

Right-inverse: trace extension operator

The trace operator is not injective since multiple functions in W1,p(Ω) can have the same trace (or equivalently, W01,p(Ω)0). The trace operator has however a well-behaved right-inverse, which extends a function defined on the boundary to the whole domain. Specifically, for 1<p< there exists a bounded, linear trace extension operator[3]

E:W11/p,p(Ω)W1,p(Ω),

using the Sobolev-Slobodeckij characterization of the trace operator's image from the previous section, such that

T(Ev)=v for all vW11/p,p(Ω)

and, by continuity, there exists C>0 with

EvW1,p(Ω)CvW11/p,p(Ω).

Notable is not the mere existence but the linearity and continuity of the right inverse. This trace extension operator must not be confused with the whole-space extension operators W1,p(Ω)W1,p(n) which play a fundamental role in the theory of Sobolev spaces.

Extension to other spaces

Higher derivatives

Many of the previous results can be extended to Wm,p(Ω) with higher differentiability m=2,3, if the domain is sufficiently regular. Let N denote the exterior unit normal field on Ω. Since u|Ω can encode differentiability properties in tangential direction only the normal derivative Nu|Ω is of additional interest for the trace theory for m=2. Similar arguments apply to higher-order derivatives for m>2.

Let 1<p< and Ωn be a bounded domain with Cm,1-boundary. Then[3] there exists a surjective, bounded linear higher-order trace operator

Tm:Wm,p(Ω)l=0m1Wml1/p,p(Ω)

with Sobolev-Slobodeckij spaces Ws,p(Ω) for non-integer s>0 defined on Ω through transformation to the planar case Ws,p(Ω) for Ωn1, whose definition is elaborated in the article on Sobolev-Slobodeckij spaces. The operator Tm extends the classical normal traces in the sense that

Tmu=(u|Ω,Nu|Ω,,Nm1u|Ω) for all uWm,p(Ω)Cm1(Ω¯).

Furthermore, there exists a bounded, linear right-inverse of Tm, a higher-order trace extension operator[3]

Em:l=0m1Wml1/p,p(Ω)Wm,p(Ω).

Finally, the spaces W0m,p(Ω), the completion of Cc(Ω) in the Wm,p(Ω)-norm, can be characterized as the kernel of Tm,[3] i.e.

W0m,p(Ω)={uWm,p(Ω)Tmu=0}.

Less regular spaces

No trace in Lp

There is no sensible extension of the concept of traces to Lp(Ω) for 1p< since any bounded linear operator which extends the classical trace must be zero on the space of test functions Cc(Ω), which is a dense subset of Lp(Ω), implying that such an operator would be zero everywhere.

Generalized normal trace

Let divv denote the distributional divergence of a vector field v. For 1<p< and bounded Lipschitz domain Ωn define

Ep(Ω)={v(Lp(Ω))ndivvLp(Ω)}

which is a Banach space with norm

vEp(Ω)=(vLp(Ω)p+divvLp(Ω)p)1/p.

Let N denote the exterior unit normal field on Ω. Then[4] there exists a bounded linear operator

TN:Ep(Ω)(W11/q,q(Ω)),

where q=p/(p1) is the conjugate exponent to p and X denotes the continuous dual space to a Banach space X, such that TN extends the normal trace (vN)|Ω for v(C(Ω¯))n in the sense that

TNv={φW11/q,q(Ω)ΩφvNdS}.

The value of the normal trace operator (TNv)(φ) for φW11/q,q(Ω) is defined by application of the divergence theorem to the vector field w=Eφv where E is the trace extension operator from above.

Application. Any weak solution uH1(Ω) to Δu=fL2(Ω) in a bounded Lipschitz domain Ωn has a normal derivative in the sense of TNu(W1/2,2(Ω))*. This follows as uE2(Ω) since uL2(Ω) and div(u)=Δu=fL2(Ω). This result is notable since in Lipschitz domains in general u∉H2(Ω), such that u may not lie in the domain of the trace operator T.

Application

The theorems presented above allow a closer investigation of the boundary value problem

Δu=fin Ω,u=gon Ω

on a Lipschitz domain Ωn from the motivation. Since only the Hilbert space case p=2 is investigated here, the notation H1(Ω) is used to denote W1,2(Ω) etc. As stated in the motivation, a weak solution uH1(Ω) to this equation must satisfy Tu=g and

Ωuφdx=Ωfφdx for all φH01(Ω),

where the right-hand side must be interpreted for fH1(Ω)=(H01(Ω)) as a duality product with the value f(φ).

Existence and uniqueness of weak solutions

The characterization of the range of T implies that for Tu=g to hold the regularity gH1/2(Ω) is necessary. This regularity is also sufficient for the existence of a weak solution, which can be seen as follows. By the trace extension theorem there exists EgH1(Ω) such that T(Eg)=g. Defining u0 by u0=uEg we have that Tu0=TuT(Eg)=0 and thus u0H01(Ω) by the characterization of H01(Ω) as space of trace zero. The function u0H01(Ω) then satisfies the integral equation

Ωu0φdx=Ω(uEg)φdx=ΩfφdxΩEgφdx for all φH01(Ω).

Thus the problem with inhomogeneous boundary values for u could be reduced to a problem with homogeneous boundary values for u0, a technique which can be applied to any linear differential equation. By the Riesz representation theorem there exists a unique solution u0 to this problem. By uniqueness of the decomposition u=u0+Eg, this is equivalent to the existence of a unique weak solution u to the inhomogeneous boundary value problem.

Continuous dependence on the data

It remains to investigate the dependence of u on f and g. Let c1,c2,>0 denote constants independent of f and g. By continuous dependence of u0 on the right-hand side of its integral equation, there holds

u0H01(Ω)c1(fH1(Ω)+EgH1(Ω))

and thus, using that u0H1(Ω)c2u0H01(Ω) and EgH1(Ω)c3gH1/2(Ω) by continuity of the trace extension operator, it follows that

uH1(Ω)u0H1(Ω)+EgH1(Ω)c1c2fH1(Ω)+(c3+c1c2)EgH1(Ω)c4(fH1(Ω)+gH1/2(Ω))

and the solution map

H1(Ω)×H1/2(Ω)(f,g)uH1(Ω)

is therefore continuous.

See also

References

de:Sobolev-Raum#Spuroperator