preliminaries pde

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MATH 8141, PDES FALL 2010, C. E. GUTI ´ ERREZ PRELIMINARIES NOTATION Given α 1 , ..., α n non-negative integers we set α =(α 1 , ..., α n )!= α 1 !...α n !, |α| = α 1 + ... + α n ,D α = |α| ∂x α 1 1 ...∂x α n n . Given a complex-valued function f (x), the support of f is the closure of the set {x : f (x) 6=0}. Given f and g measurable, complex-valued functions defined over R n the convolution of f and g is the function defined by f * g(x)= Z R n f (x - y)g(y) dy. Given Ω an open subset of R n the following classes are defined: C N (Ω) = {f C ; f and all its derivatives up the order N are continuous functions in Ω}, C (Ω) = {f C ; f and all its derivatives of any order are continuous functions in Ω}, C 0 (Ω) = {f C ; f C (Ω) and supp(f ) is a compact subset of Ω}, S = {f : R n C ; f C (R n ), and sup xR n |x α D β f (x)| < , α, β }. 1. Taylor’s Formula. Let Ω R n , Ω open and convex, x 0 Ω, and let f C N+1 (Ω). Then for x in a neighborhood of x 0 we have f (x)= X |α|≤N D α f (x 0 ) α! (x - x 0 ) α + R N (x), where R N (x)= 1 N ! Z 1 0 (1 - t) N ( d dt ) N+1 (f (x 0 + t(x - x 0 ))) dt, and R N (x)= o(|x - x 0 | N+1 ), as x x 0 . Typeset by A M S-T E X 1

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  • MATH 8141, PDES

    FALL 2010, C. E. GUTIERREZ

    PRELIMINARIES

    NOTATIONGiven 1, ..., n non-negative integers we set = (1, ..., n), ! = 1!...n!, || =

    1 + ... + n, D =||

    x11 ...xnn. Given a complex-valued function f(x), the support of

    f is the closure of the set {x : f(x) 6= 0}. Given f and g measurable, complex-valuedfunctions defined over Rn the convolution of f and g is the function defined by

    f g(x) =Rn

    f(x y)g(y) dy.

    Given an open subset of Rn the following classes are defined:

    CN ()

    = {f : C; f and all its derivatives up the order N are continuous functions in },C()

    = {f : C; f and all its derivatives of any order are continuous functions in },C0 () = {f : C; f C() and supp(f) is a compact subset of },S = {f : Rn C; f C(Rn), and sup

    xRn|xDf(x)|

  • 2 8141, PDES, FALL 2010, C. E. GUTIERREZ

    2. Leibnizs Formula.Let P (x1, ..., xn) be a polynomial in n variables with complex coefficients. If u(x) and

    v(x) are C-functions (or sufficiently smooth) we have

    P (D)(uv)(x) =

    P ()(D)u(x)!

    Dv(x).

    In particular

    D(uv)(x) =

    !!( )!D

    u(x)Dv(x).

    To prove this formula we may note the fact that

    P (D)ex = P ()ex,

    where x = ni=1 xii.3. The Inverse Function Theorem.Let 1 Rn, 2 Rm, open sets, and u : 1 2. We say that the function u is a

    Ck-diffeomorphism if u is bijective, u Ck(1), and its inverse function u1 Ck(2).Let Rn open, a , and f : Rn is function such that f Ck(), f(x) =

    (f1(x), ..., fn(x)). If the Jacobian matrix of f is the n n matrix given by

    Jf (x) =(fixj

    (x))ij

    If the Jacobian determinant

    det(fixj

    (a))6= 0,

    then there exist a neighborhood U of a and a neighborhood V of b = f(a) such thatf/U : U V is a Ck-diffeomorphism. In addition, if f1 denotes the inverse function off , then the first derivatives of f1 are given by

    Jf1(f(x)) = Jf (x)1.

    4. Implicit Function Theorem.Let Rn Rm an open set, and let f : Rm be a Ck-function in , f(x, y) =

    (f1(x, y), ..., fm(x, y)), x Rn and y Rm. Let (a, b) such thatf(a, b) = 0,

    and suppose that the Jacobian determinant

    det(fiyj

    (a, b))6= 0.

  • 8141, PDES, FALL 2010, C. E. GUTIERREZ 3

    Then there exist a neighborhood U of a, a neighborhood V of b, and a function g : U V ,g Ck(U) such that

    g(a) = b,

    andf(x, g(x)) = 0, x U.

    5. The Divergence Theorem.Let Rn be a bounded, open and connected set such that its boundary is C1. Let

    denote the unit outward normal to . Given any vector field W (x) = (w1(x), ..., wn(x))which is C1(), we then have

    divW dx =

    W d(x).

    6. Differentiation under the integral sign.Let Rn measurable, and x0 Rn. Suppose that f(x, t), x, t Rn is a function

    such thatf(x, ) L1(), for |x x0| < ,

    and the partial derivativef

    xj(x, t) exists and there exists g(t) L1() such that fxj (x, t)

    g(t),for t and |x x0| < .

    Then the functionF (x) =

    f(x, t) dt

    is differentiable with respect to xj in andF

    xj(x) =

    f

    xj(x, t) dt.

    7. Minkowskys inequality.Let 1 p

  • 4 8141, PDES, FALL 2010, C. E. GUTIERREZ

    9. Youngs inequality.Let 1 p , f L1(Rn) and g Lp(Rn). Then

    f gp f1gp.

    10. Let 1 p , f Lp(Rn) and g Lq(Rn) with 1p

    +1q

    = 1. Then

    f g fpgq.

    11. Let f be a function defined over Rn, h Rn, and the translation operator hf(x) =f(x h). If 1 p