Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 105 / 2 / b

The Arzelà-Ascoli theorem says that a uniformly bounded, equicontinuous family of continuous functions on a compact metric space is relatively compact in the uniform norm. Thus every sequence in that family has a uniformly convergent subsequence, and its limit is continuous.

On a bounded Lipschitz domain $\Omega \subset {\mathbb{R}}^d$, the Rellich-Kondrachov compactness theorem states that $W^{1,p}(\Omega )\hookrightarrow L^q(\Omega )$ is compact for $1\le p<\infty$ andwith $1/q=0$ for $q=\infty$. Thus $q<p^{\ast }$ when $p<d$, every finite $q$ is allowed when $p=d$, and the embedding into continuous functions with their uniform norm is compact when $p>d$.

For the main proof, a Sobolev extension operator puts a bounded sequence into a common compactly supported region of ${\mathbb{R}}^d$. The Sobolev fundamental theorem of calculus on lines gives the uniform translation estimate $\Vert u(\cdot +h)-u{\Vert }_p\le |h|\Vert \nabla u{\Vert }_p$. Convolution with a mollifier therefore approximates the sequence uniformly in Lp space. At any fixed smoothing scale, its derivatives and supremum are uniformly bounded, so the Arzelà-Ascoli theorem gives a convergent subsequence. A diagonal choice and the uniform approximation give strong Lp space convergence. The finite measure of $\Omega$ handles $q<p$, while Lp interpolation inequality with the bounded Sobolev embeddings upgrades this to the larger subcritical finite Lp spaces; for $p>d$, Morrey's inequality gives uniform equicontinuity directly and the Arzelà-Ascoli theorem gives uniform convergence. Boundedness of the domain is essential.

Choose continuous representatives using Morrey's inequality. On the closed unit ball they are uniformly bounded by $CM$ and satisfyThe Arzelà-Ascoli theorem therefore gives a uniformly convergent subsequence with a continuous limit. For $p=\infty$, use the uniform Lipschitz estimate instead; this part remains valid at that endpoint.

For weak lower semicontinuity of the Hilbert norm, weak convergence gives $⟨u_n-\varphi ,\varphi ⟩\to 0$, and henceTaking the lower limit proves $\boxed{\Vert \varphi \Vert \le \underset{n}{\mathrm{liminf}}\Vert u_n\Vert }$.

For the nonlinear integral, use local Sobolev compactness gives lower semicontinuity of a nonnegative integral. Select a subsequence attaining the lower limit of the integrals. The Rellich-Kondrachov compactness theorem on successively larger balls gives a diagonal subsequence converging strongly in local L2 space to $\varphi$. After a further subsequence it converges almost everywhere. Since $1-\cos s\ge 0$, the Fatou lemma givesEach integral is finite because $0\le 1-\cos s\le s^2/2$. The argument uses local compactness rather than convexity: $1-\cos s$ is not a convex function on the whole real line.