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Ladyzhenskaya's inequality controls the Lp norm of a function by its Lp norm and the Lp norm of its gradient: in dimension two, $\Vert u{\Vert }_4\le C\Vert u{\Vert }_2^{1/2}\Vert \nabla u{\Vert }_2^{1/2}$; in dimension three the exponents are $1/4$ and $3/4$. These estimates hold for smooth compactly supported functions and extend using density of smooth functions in a Sobolev space.

For $d<p<\infty$, every Sobolev space element $u\in W^{1,p}({\mathbb{R}}^d)$ has a Hölder continuous function representative of exponent $1-d/p$, with the displayed bound. It also satisfies $\Vert u{\Vert }_{\infty }\le C_{d,p}(\Vert u{\Vert }_p+\Vert \nabla u{\Vert }_p)$. Averaging the fundamental theorem of calculus along a line segment over a ball givesThe Holder inequality bounds this by $C_{d,p}{r}^{1-d/p}\Vert \nabla u{\Vert }_p$, because $(d-1)p^{\prime }<d$. To compare two ball averages, translate a ball along the segment between their centres and use the same fundamental theorem of calculus along a line segment. These bounds give the displayed estimate. Density of smooth functions in a Sobolev space supplies the representative for nonsmooth $u$. For $p=\infty$, the corresponding conclusion is Lipschitz continuity.

Let $Mf$ be the uncentered maximal function of $|f|$, defined by its averages over balls. First establish the strong $L^p$ estimate needed below. The uncentered maximal weak-type inequality gives the weak $L^1$ bound with $C_d=3^d$, and plainly $Mf\le \Vert f{\Vert }_{\infty }$ for bounded inputs. For $f\in L^p$, split it into its parts on $\{|f|>a/2\}$ and $\{|f|\le a/2\}$. The first part is in $L^1$, since $|f|1_{\{|f|>a/2\}}\le (a/2{)}^{1-p}|f{|}^p$, and the second part contributes at most $a/2$ to the maximal function. Sublinearity therefore givesIntegrating this bound with layer cake representation and Tonelli theorem yieldsThis proves the strong Lp bound from weak L1 and L-infinity bounds directly. In particular $Mf$ is finite almost everywhere.

Now split the positive Riesz potential of $|f|$ at a radius $r$. In the near region, decompose into annuli $2^{-j-1}r<|x-y|\le 2^{-j}r$. On the $j$th annulus,The geometric series converges because $\alpha >0$. In the far region, Hölder's inequality, with $p^{\prime }=p/(p-1)$, givesThe radial integral is finite exactly because $p<d/\alpha$. Combining these bounds, including the fixed Riesz normalization constant, givesFor $0<Mf(x)<\infty$, choose $r=(\Vert f{\Vert }_p/Mf(x){)}^{p/d}$. If $Mf(x)=0$, every ball average vanishes and $f=0$ almost everywhere, so the assertion is trivial. The zero-norm case is likewise trivial. The resulting Hedberg inequality isThis proves absolute convergence of the defining integral for almost every $x$, also for signed or complex $f$. Put $\theta =\alpha p/d\in (0,1)$. The proposed exponent satisfies $q=p/(1-\theta )$, so $(1-\theta )q=p$. Raising the pointwise estimate to the $q$th power and using the proved maximal bound givesThus the Hardy–Littlewood–Sobolev inequality follows from the estimates just derived, rather than being quoted in place of its proof.

For uniqueness of the target exponent, suppose such a uniform estimate holds with index $r$ instead. Choose a nonzero nonnegative bump function $f$ and let $f_t(x)=f(tx)$ for $t>0$. Homogeneity of the Riesz potential givesThe assumed estimate at $t=1$ makes the nonzero output's $L^r$ norm finite. For all $t>0$ it must therefore satisfywith $d/r=0$ when $r=\infty$. Letting $t$ tend to zero or infinity forces the power of $t$ to vanish:Hence no other target index is possible.

For the Sobolev embedding, take $d>1$ and $1<p<d$, so the preceding result is available with $\alpha =1$. For $u\in C_c^{\infty }({\mathbb{R}}^d)$, the vector field $(x-y)/|x-y{|}^d$ has zero divergence in $y$ away from $x$. Integrating by parts outside the ball $|x-y|\le \epsilon$, its inner boundary contributes $|{\mathbb{S}}^{d-1}|$ times the spherical average of $u$ about $x$. The outer boundary contributes zero because $u$ has compact support. Letting $\epsilon \downarrow 0$ provesThe absolute value is at most $C{I}_1(|\nabla u|)(x)$. ThusFor a general member of the first-order Sobolev space $W^{1,p}({\mathbb{R}}^d)=L_1^p({\mathbb{R}}^d)$, approximate in the Sobolev norm by compactly supported smooth functions. This density of smooth functions in a Sobolev space follows from cutoffs tending to one and subsequent mollification: the cutoff-gradient term tends to zero in $L^p$, and a mollifier approximates both the function and each weak derivative. The displayed estimate makes the approximants Cauchy in $L^{q_1}$. Their $L^p$ limit is the original function, so subsequences converging almost everywhere identify the $L^{q_1}$ limit with it. This proves continuous embedding. The range $1<p<d$ is essential for this consequence; the formula is not a general critical $p=d$ embedding into $L^{\infty }$.

For this Neumann Poisson problem, interpret the forcing in $L^2(U)$, as is automatic if it is smooth up to the boundary. Literal interior smoothness alone does not ensure the integrals or bounded functionals required in this question: for example, $f(x)=x^{-2}$ on $(0,1)$ is interior smooth but even $\int f\cdot 1$ diverges. Classical regularity in the converse is likewise understood up to the boundary.

Suppose the weak solution is smooth on $\overline{U}$. Testing against compactly supported test functions gives $-\Delta u=f$ in distributions and hence pointwise. Now the weak identity and Green's first identity implyfor every smooth $v$ on $\overline{U}$. Every smooth boundary function has such an extension, so ${\partial }_{n}u=0$ on $\partial U$. This proves both the interior equation and the boundary condition.

Conversely, for $u\in C^2(\overline{U})$ satisfying the equation and zero normal derivative, Green's first identity gives the weak identity for all smooth $v$ on $\overline{U}$. The density of smooth functions in a Sobolev space and the Cauchy-Schwarz inequality extend it continuously to every $v\in H^1(U)$. Thus the classical solution is a weak solution, and the smooth weak solution is classical.

Reflect $u$ across the two endpoints of $I$ into a slightly larger interval, giving an $H^1$ extension, and multiply by a smooth cutoff function equal to one near $\overline{I}$. Convolve the resulting function on $\mathbb{R}$ with a mollifier. The convolutions $u_{\epsilon }$ are smooth; differentiation commutes with convolution of the weak derivative. Continuity of translations in $L^2$ proves both $u_{\epsilon }\to u$ and $u_{\epsilon }^{\prime }\to u^{\prime }$ in $L^2(I)$, hence convergence in the Sobolev norm.

To obtain convergence almost everywhere, select a sequence with $\Vert u_n-u{\Vert }_2\le 2^{-n}$. Then $\int {\sum }_n|u_n-u{|}^2<\infty$, so the summands tend to zero almost everywhere. Thus a smooth approximating sequence converges both in $H^1$ and almost everywhere. This is density of smooth functions in a Sobolev space; smooth functions need not vanish at the endpoints.

Choose a fixed smooth cutoff function with $\Vert {\zeta }^{\prime }{\Vert }_{\infty }=C_0$ and set $J=(-1/2,1/2)$. The Caccioppoli inequality gives $\Vert u^{\prime }{\Vert }_{L^2(J)}\le 2R{C}_0\Vert u{\Vert }_{L^2(-1,1)}$. Since the length of $J$ is one, the corrected interval Sobolev supremum estimate yields $\Vert u{\Vert }_{L^{\infty }(J)}\le \Vert u{\Vert }_{L^2(J)}+\Vert u^{\prime }{\Vert }_{L^2(J)}$, and the Hölder seminorm is at most $\Vert u^{\prime }{\Vert }_{L^2(J)}$. ThereforeFor locally $H^1$ weak solutions with $u\in L^2(-1,1)$, density of smooth functions in a Sobolev space justifies the test ${\zeta }^{2}u$, and the previous representative estimates already apply to $H^1$. Mollifying a solution need not preserve the equation with the same measurable coefficient, so approximation is used for admissible tests and Sobolev estimates, not to assert that the mollified function solves the original equation. The required constant depends only on $R$.

For an integer $s\ge 0$, the Sobolev space iswhere $D^{\beta }$ is a weak derivative. For $p<\infty$ one may use the Sobolev norm $({\sum }_{|\beta |\le s}\Vert D^{\beta }u{\Vert }_p^p{)}^{1/p}$; for $p=\infty$ use the maximum of the finitely many essential-supremum norms.

For $1\le p<d$, the Sobolev inequality is $\Vert u{\Vert }_{p^{\ast }}\le C_{d,p}\Vert \nabla u{\Vert }_p$, with Sobolev conjugate exponent $p^{\ast }=dp/(d-p)$. For $d<p<\infty$, Morrey's inequality supplies a continuous representative satisfyingAt $p=\infty$ the representative is Lipschitz continuous. At the critical exponent $p=d>1$, first-order Sobolev regularity gives every finite $L^q$ embedding for $q\ge d$, with an inhomogeneous norm, but generally no $L^{\infty }$ embedding. The one-dimensional endpoint $W^{1,1}(\mathbb{R})\hookrightarrow L^{\infty }(\mathbb{R})$ is an exception.

For the proof of Morrey's inequality, start with a smooth $u$ and write $u_{B(x,r)}$ for its average on a ball. Averaging the fundamental theorem of calculus along a line segment and changing radial variables givesThe last step is the Holder inequality; integrability of the kernel to power $p^{\prime }$ is exactly $(d-1)p^{\prime }<d$. For $r=|x-y|$, translate the averaging ball along the segment from $x$ to $y$. The fundamental theorem of calculus along a line segment and the Holder inequality giveCombining the two point-to-average bounds and this average-to-average bound proves the required Hölder estimate. The point-to-average bound with $r=1$, together with $|u_{B(x,1)}|\le |B_1{|}^{-1/p}\Vert u{\Vert }_p$, gives the supremum estimate. Density of smooth functions in a Sobolev space then gives a uniformly convergent sequence of smooth representatives, preserving both bounds. For $p=\infty$, mollification gives the Lipschitz version.

For the decay conclusion assume $d<p<\infty$. The representative is uniformly continuous. If $|u(x_j)|\ge 2\theta >0$ along points escaping to infinity, the Hölder bound gives a radius $\rho >0$, independent of $j$, on which $|u|\ge \theta$. A subsequence has disjoint radius-$\rho$ balls, each contributing at least ${\theta }^p|B_{\rho }|$ to $\Vert u{\Vert }_p^p$, a contradiction. This is uniformly continuous integrable functions vanish at infinity.

The finite-$p$ restriction is necessary. If the printed range includes $p=\infty$, its decay assertion is false: $u\equiv 1$ belongs to $W^{1,\infty }$ but does not tend to zero.

Let $u_j\in C_c^{\infty }({\mathbb{R}}^n)$ tend to $u$ in the Sobolev space $W^{1,p}$, using density of smooth functions in a Sobolev space. Write $\alpha =1-n/p>0$. Applying the Morrey inequality on a cube to a unit cube centered at $x$, and bounding its average by the Holder inequality, givesfor every smooth $v$. Hence $u_j$ is a Cauchy sequence in the supremum norm and has a bounded continuous limit $u^{\ast }$ by uniform convergence. On every finite-measure cube, this limit is also the $L^p$ limit, so $u=u^{\ast }$ almost everywhere.

For $x\ne y$, choose $r=4|x-y|$, so that $y\in Q_r(x)$. The second estimate from part (a), followed by passage to the limit, givesThus $u^{\ast }$ is a Hölder continuous function andIt is the unique continuous representative: two continuous functions agreeing almost everywhere agree everywhere.

For $1\le p<n$, take a smooth cutoff function $\chi$ equal to one near zero and setIts weak derivative has size $O(|x{|}^{-a-1})$ near zero, whose $p$th power is integrable because $p(a+1)<n$. Thus $u\in W^{1,p}$, but it is essentially unbounded in every neighborhood of zero and has no continuous representative. The value assigned at zero is irrelevant.

Write $u_Q=|Q{|}^{-1}{\int }_{Q}u$. Since $u-u_Q$ has arithmetic mean zero,and the pairwise-difference identity givesFirst take $u$ smooth. Join $x$ to $y$ by changing one coordinate at a time and apply the Cauchy-Schwarz inequality:For a one-dimensional slice $v$, the fundamental theorem of calculus yieldsIntegrating the $i$th summand over $x,y\in Q$ therefore gives at most $L^{n+2}\Vert D_{i}u{\Vert }_{L^2(Q)}^2$. HenceThe density of smooth functions in a Sobolev space extends the estimate to every $u\in H^1({\mathbb{R}}^n)$. Thus

Multiply the differential equation by $v\in H$ and integrate. The Hardy inequality on an interval makes the terms containing $u/x$ and $v/x$ integrable. For smooth $v$, integration by parts givesbecause $v(0)=0$ and the Neumann boundary condition is $u^{\prime }(1)=0$. ThereforeThe density of smooth functions in a Sobolev space and continuity of all four terms extend this weak formulation to every $v\in H$.

Write $q_i=a^{ij}{D}_{j}u$. If $u$ is a classical solution, multiply $-{\partial }_i{q}_i=f$ by a smooth function $v$ and apply the divergence theorem. The Neumann boundary condition $q_i{N}_i=0$ removes the boundary term and givesThe density of smooth functions in a Sobolev space and boundedness of the coefficients extend this identity to every $v\in H^1(U)$, so $u$ is a weak solution.

Conversely, take $v$ to be a test function compactly supported in $U$. The weak formulation saysThe fundamental lemma of the calculus of variations gives the equation in $U$. Under the regularity implicit in the stated notion of a classical solution, it holds pointwise. Applying integration by parts again with arbitrary $v\in H^1(U)$ leaveswhere $T$ is the trace operator. Traces of smooth functions can be chosen arbitrarily on the boundary, so the boundary fundamental lemma of the calculus of variations gives $(a^{ij}{\partial }_{j}u)N_i=0$. Thus $u$ is a classical solution.

Write points of $U$ as $(x,y)$ with $x>0$. For $h>0$, translate $u$ into the domain byContinuity of translations in $L^p$ applied to $u,D_{x}u,D_{y}u$ givesas $h\downarrow 0$. Choose a standard mollifier ${\rho }_{\epsilon }$ supported in a ball of radius $\epsilon <h/2$. For $(x,y)\in U$, the convolutiononly samples points with first coordinate greater than $-h$, so it is well-defined and smooth throughout $U$. The approximation-to-the-identity theorem, applied also to each weak derivative, allows $\epsilon (h)<h/2$ to be chosen so thatTaking $h=1/j$ and using the triangle inequality proves the density of smooth functions in a Sobolev space.

If $u\in W_{\mathrm{loc}}^{1,2}$ and $\Phi$ is continuously differentiable with bounded derivative on the range in use, then $D(\Phi (u))={\Phi }^{\prime }(u)Du$ almost everywhere. One proves this first for smooth functions and then uses density of smooth functions in a Sobolev space and boundedness of ${\Phi }^{\prime }$. On compact sets one may truncate $\Phi$ away from the range of a bounded $u$.