Past exam of the methods of applied functional analysis course of the University of Oxford / 2010 / B

The Brouwer fixed-point theorem says that every continuous self-map of a closed ball in ${\mathbb{R}}^n$ has a fixed point.

Suppose $g$ has no zero in ${\overline{B}}_R$. Thenis a continuous map from ${\overline{B}}_R$ into its boundary, hence into ${\overline{B}}_R$. The Brouwer fixed-point theorem gives $T(x_0)=x_0$. This forces $|x_0|=R$ andcontradicting the assumed boundary inequality. Therefore $\boxed{g(x_0)=0\text{ for some }|x_0|\le R}$. This is the outward vector field zero theorem.

This is the fixed point theorem for summably Lipschitz iterates. Put $x_n=A^n{x}_0$ and $d=\Vert x_1-x_0\Vert$. For $n\ge 1$,Consequently, for $m>n\ge 1$,Summability makes the tails tend to zero, so $(x_n)$ is a Cauchy sequence. Since $M$ is closed in a Banach space, $x_n\to x\in M$. The $n=1$ hypothesis makes $A$ a Lipschitz map, hence continuous; passing to the limit in $x_{n+1}=A{x}_n$ gives $x=Ax$.

If $y$ is another fixed point, then $\Vert x-y\Vert \le {\alpha }_n\Vert x-y\Vert$ for every $n$. Since ${\alpha }_n\to 0$, eventually ${\alpha }_n<1$ and thus $x=y$. Finally let $m\to \infty$ in the tail estimate:The map itself need not be a contraction mapping; its successive iterates provide the summable error bound.

The space $C([a,b])$ with the supremum norm is a Banach space. Continuity of the kernel makes $K$ a bounded linear operator. Induction on $n$ givesso $A^{n}y-A^{n}z=K^n(y-z)$. The ordered integration region gives the factorial bound for a Volterra iterate:For completeness, if this holds at $n$, then integrating $M{M}^n(s-a{)}^n/n!$ from $a$ to $t$ gives the bound at $n+1$; the initial case is the defining integral. Thusand ${\sum }_{n\ge 1}{\alpha }_n=e^{M(b-a)}-1<\infty$. Part (b) now gives uniform convergence of every iteration sequence to the unique fixed point. Since $y=Ay$ is precisely the Volterra integral equation, this is its unique continuous solution. No restriction $M(b-a)<1$ is needed: the factorial controls all iterates on the whole finite interval.

Here $T$ is a nonlinear compact operator: it is continuous and sends bounded subsets of $M$ to relatively compact subsets of $X$. Equivalently, the images of any bounded input sequence have a norm-convergent subsequence.

The Schauder fixed-point theorem states that if $M$ is a nonempty closed bounded convex set in a Banach space and $T:M\to M$ is continuous and compact, then $\boxed{T\text{ has a fixed point in }M}$. Linearity, a contraction estimate, and uniqueness are not assumptions or conclusions of this theorem.

A weak solution is $u\in H_0^1(\Omega )$ such thatLet $M_f=\Vert f{\Vert }_{\infty }$ and define the Nemytskii operator $N(v)=f\circ v$ on $L^2(\Omega )$. It satisfies $\Vert N(v){\Vert }_2\le M_f|\Omega {|}^{1/2}$. It is continuous in $L^2$: from any sequence $v_j\to v$ in $L^2$, every subsequence has a further subsequence converging almost everywhere; continuity and boundedness of $f$, followed by the dominated convergence theorem, give convergence of the corresponding $N(v_j)$ in $L^2$. This subsequence criterion proves continuity of the whole sequence.

For $h\in L^2$, the Lax-Milgram theorem defines the inverse Dirichlet solution map $Sh\in H_0^1$ by $\int \nabla (Sh)\cdot \nabla \phi =\int h\phi$. Testing with $Sh$ and using the Poincaré inequality yieldsThe Rellich-Kondrachov compactness theorem makes $S:L^2\to L^2$ compact. Therefore $T=S\circ N$ is a nonlinear compact operator and its image lies in the closed $L^2$ ball of radius $R=1+C_P^2{M}_f|\Omega {|}^{1/2}$. This ball is nonempty, closed, bounded and convex. The Schauder fixed-point theorem gives $u=Tu$. Since $Tu\in H_0^1$, its defining identity is exactly the required weak formulation. Thus a weak solution exists. This is the bounded semilinear Dirichlet existence theorem.

The displayed nonlinearity is singular at $s=-1$, so it cannot be used directly as the globally bounded function in part (b). On $s\ge 0$, however,Use nonnegative truncation of a semilinear source: define $F(s)=f(\max \{s,0\})$. This is continuous and bounded on all of $\mathbb{R}$, with $F\ge 1/2$. Part (b) gives a weak solution of $-\Delta u=F(u)$, $u\in H_0^1$.

The weak maximum principle in the needed form says that if $u\in H_0^1$ and $\int \nabla u\cdot \nabla \phi \ge 0$ for every nonnegative $\phi \in H_0^1$, then $u\ge 0$ almost everywhere. Here this also follows directly by testing with the negative part $u_{-}=\max \{-u,0\}\in H_0^1$:The Poincaré inequality gives $u_{-}=0$. Hence $u\ge 0$, $F(u)=f(u)$, and the denominator $1+u$ stays at least one almost everywhere. Thus the original equation has a nonnegative weak solution, with bounded right side.

Using the dual pairing between $X^{\ast }$ and $X$, a monotone operator satisfiesA nonlinear coercive operator with respect to $u_0$ satisfiesThe directional derivative is ${\partial }_{v}F(u)={\lim }_{t\to 0}[F(u+tv)-F(u)]/t$, when this finite limit exists through admissible points. At a boundary point of $M$ only an inward direction may be admissible; then one uses the corresponding one-sided limit.

If $A:X\to X^{\ast }$ is monotone and $s<t$, apply its defining inequality at $u+tv$ and $u+sv$. It becomes $(t-s)[\phi (t)-\phi (s)]\ge 0$, so $\phi$ is nondecreasing. Conversely choose $u=y$, $v=x-y$. Nondecrease from zero to one gives $⟨A(x)-A(y),x-y⟩\ge 0$. This proves the line criterion for a monotone operator.

The graph area functional is finite on $H^1$, since $\sqrt{1+|\nabla u{|}^2}\le 1+|\nabla u|$ and $\Omega$ has finite volume. For $p=\nabla u$, $q=\nabla v$, the difference quotient of $\sqrt{1+|p+tq{|}^2}$ is bounded in absolute value by $|q|$. This is integrable by the Cauchy-Schwarz inequality. The dominated convergence theorem therefore givesThis defines a bounded linear functional of $v$, since $|⟨A(u),v⟩|\le |\Omega {|}^{1/2}\Vert \nabla v{\Vert }_2$.

For $a(p)=p/\sqrt{1+|p{|}^2}$ the Jacobian matrix isThe inequality follows from the Cauchy-Schwarz inequality. Integrating this derivative along the segment between any two gradients shows $(a(p)-a(r))\cdot (p-r)\ge 0$. Integrating over $\Omega$ proves that $A$ is a monotone operator.

It is not coercive on $H^1(\Omega )$. The constant functions $u_k\equiv k$ satisfy $\Vert u_k{\Vert }_{H^1}=k|\Omega {|}^{1/2}\to \infty$ but $A(u_k)=0$. Thus $⟨A(u_k),u_k⟩/\Vert u_k{\Vert }_{H^1}=0$.

The operator is well-defined in every dimension: $|\cos w|\le 1$ givesFor fixed $w$, its monotonicity condition isThus $\cos w\ge 0$ almost everywhere is sufficient. It is also necessary, by the positivity criterion for a scalar gradient form. Indeed, if the bounded coefficient $c=\cos w$ is negative on a set of positive measure, choose a Lebesgue point $x_0$ with $c(x_0)<0$ and a nonconstant compactly supported smooth $\psi$. Set $z_{\epsilon }(x)=\epsilon \psi ((x-x_0)/\epsilon )$, supported inside $\Omega$. Thencontradicting monotonicity. Therefore $\boxed{A(w,\cdot )\text{ is monotone exactly when }\cos w\ge 0\text{ almost everywhere}}$. In particular it is not monotone for every $w$: the admissible constant $w\equiv \pi$ makes it the negative Dirichlet form.

In dimension one, the Sobolev embedding theorem gives $H^1(\Omega )\hookrightarrow L^{\infty }(\Omega )$. Thereforeand, for fixed $w$,Hence the operator is well-defined and monotone in one dimension.

In every dimension $n\ge 2$ it is not well-defined on all of $H^1\times H^1$. We exhibit $w=u=v\in H^1$ for which the purported pairing $\int w^2|\nabla w{|}^2$ is infinite. Choose a ball compactly contained in $\Omega$, put $r=|x-x_0|$, and multiply each following radial expression by a smooth cutoff function that equals one near $r=0$.

For $n\ge 3$, set $w=r^{-\alpha }$ with $\alpha =(n-2)/3$. The local Sobolev norm is finite becausewhereassince $n-3-4\alpha =(-n-1)/3<-1$.

For $n=2$, take $w=(\log (1/r){)}^{1/3}$ on a sufficiently small ball. With $s=\log (1/r)$, the gradient integral is proportional to ${\int }^{\infty }{s}^{-4/3}ds<\infty$, while the weighted integral is proportional to ${\int }^{\infty }{s}^{-2/3}ds=\infty$. Its $L^2$ integral is finite because the area factor contributes exponential decay in $s$. These singular functions have the indicated weak derivatives; deleting a small central ball and passing to the limit in integration by parts leaves no boundary term.

Thus $w^2\nabla u\cdot \nabla v$ need not be integrable in dimensions at least two. This is the squared Sobolev gradient counterexample. With the additional restriction $w\in L^{\infty }$, the form is well-defined and monotone in any dimension.