Rellich–Kondrachov theorem

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In mathematics, the Rellich–Kondrachov theorem is a compact embedding theorem concerning Sobolev spaces. It is named after the Austrian-German mathematician Franz Rellich and the Russian mathematician Vladimir Iosifovich Kondrashov. Rellich proved the L2 theorem and Kondrashov the Lp theorem.

Statement of the theorem

Let Ω ⊆ Rn be an open, bounded Lipschitz domain, and let 1 ≤ p < n. Set

[math]\displaystyle{ p^{*} := \frac{n p}{n - p}. }[/math]

Then the Sobolev space W1,p(Ω; R) is continuously embedded in the Lp space Lp(Ω; R) and is compactly embedded in Lq(Ω; R) for every 1 ≤ q < p. In symbols,

[math]\displaystyle{ W^{1, p} (\Omega) \hookrightarrow L^{p^{*}} (\Omega) }[/math]

and

[math]\displaystyle{ W^{1, p} (\Omega) \subset \subset L^{q} (\Omega) \text{ for } 1 \leq q \lt p^{*}. }[/math]

Kondrachov embedding theorem

On a compact manifold with C1 boundary, the Kondrachov embedding theorem states that if k > and kn/p > n/q then the Sobolev embedding

[math]\displaystyle{ W^{k,p}(M)\subset W^{\ell,q}(M) }[/math]

is completely continuous (compact).[1]

Consequences

Since an embedding is compact if and only if the inclusion (identity) operator is a compact operator, the Rellich–Kondrachov theorem implies that any uniformly bounded sequence in W1,p(Ω; R) has a subsequence that converges in Lq(Ω; R). Stated in this form, in the past the result was sometimes referred to as the Rellich–Kondrachov selection theorem, since one "selects" a convergent subsequence. (However, today the customary name is "compactness theorem", whereas "selection theorem" has a precise and quite different meaning, referring to set-valued functions).

The Rellich–Kondrachov theorem may be used to prove the Poincaré inequality,[2] which states that for u ∈ W1,p(Ω; R) (where Ω satisfies the same hypotheses as above),

[math]\displaystyle{ \| u - u_\Omega \|_{L^p (\Omega)} \leq C \| \nabla u \|_{L^p (\Omega)} }[/math]

for some constant C depending only on p and the geometry of the domain Ω, where

[math]\displaystyle{ u_\Omega := \frac{1}{\operatorname{meas} (\Omega)} \int_\Omega u(x) \, \mathrm{d} x }[/math]

denotes the mean value of u over Ω.

References

  1. Taylor, Michael E. (1997). Partial Differential Equations I - Basic Theory (2nd ed.). p. 286. ISBN 0-387-94653-5. 
  2. Evans, Lawrence C. (2010). "§5.8.1". Partial Differential Equations (2nd ed.). p. 290. ISBN 978-0-8218-4974-3. 

Literature