Compact embedding 2026-10-24
A compact embedding of Banach spaces is an injective continuous linear map that sends every bounded set to a relatively compact subset. Equivalently, every bounded sequence in has a subsequence converging in . One identifies with its image when is the natural inclusion. The Rellich-Kondrachov theorem supplies many compact embeddings between Sobolev spaces and Lp spaces on bounded domains.
For a symmetric uniformly elliptic divergence-form operator with zero conormal flux and zero reaction, Lax-Milgram theorem constructs the shifted inverse . The compact Rellich-Kondrachov theorem embedding makes it compact on , and symmetry makes it self-adjoint. If the homogeneous kernel consists of constants, then is the constant line and . The Fredholm alternative makes solvability equivalent to being orthogonal to constants, or . The weak solution is unique up to an additive constant. For a disconnected domain the identical argument gives one compatibility condition per connected component.
We apply the closed-bounded-domain version of the Schauder fixed-point theorem in the Banach space . Write and use from part (b)(ii). ChooseThe set is nonempty, bounded, closed and a convex set. For closedness of its positivity condition, if and in , then pointwise , whence .
To prove continuity, use the pointwise square root estimate for . The Cauchy-Schwarz inequality then givesHence is a continuous map on , even though the square root need not have a bounded derivative near zero.
Finally,The Rellich-Kondrachov theorem says that embeds compactly into on a bounded smooth domain. For , , and for every finite target exponent is available, so the required compact embedding holds in every dimension in the question. Thus is relatively compact in .
All hypotheses of the Schauder fixed-point theorem are met. It gives , and part (b)(ii) converts this fixed point into the required weak solution:Only existence is needed. The construction does not assume that is small or that is a contraction mapping.
The Lax-Milgram theorem states that a bounded bilinear form on a real Hilbert space , satisfying for some , has for each a unique with for all . Moreover .
For a compact operator on a Hilbert space, the Fredholm alternative says that has closed range, finite-dimensional kernel and cokernel of equal dimension, andThus a zero kernel gives unique solvability for every right-hand side; a nonzero kernel gives solvability exactly under the adjoint orthogonality conditions, and then all solutions differ by a kernel vector.
Take . Gårding's inequality supplies constants , with . Therefore for the shifted form is coercive. It is bounded for every fixed , and is bounded on . Lax-Milgram gives unique weak solvability for , with . The inequality itself follows, for example, by absorbing the drift cross-term using Young's inequality and allowing a lower correction for .
For the compact inverse and adjoint of a coercive elliptic operator, under the additional zero-shift coercivity assumption, define by for all , and let be this solution viewed in . The solution operator is linear and bounded into , and the Rellich-Kondrachov compact embedding makes compact. Rewriting the weak equation as givesConversely an solution of this operator equation lies in , because it equals , and satisfies the weak differential equation.
For constant drift coefficients and zero Dirichlet traces, integration by parts gives . Symmetry of the principal coefficients therefore makes the unshifted weak form of the displayed formal adjoint. The shifted adjoint equation requiresThe spectral shift in an adjoint weak formulation is essential: the printed sentence omitting it is false for nonzero . For instance take a smooth ball, , any nonzero and . The printed unshifted identity holds, but whenever . This counterexample also meets zero-shift coercivity and constant-drift assumptions. The corrected identity above is used for the remainder of the argument.
Let solve , which exists by Lax-Milgram because the diagonal coercivity is unchanged. For ,Thus , viewed as an operator, is exactly . Applying this inverse to the corrected shifted adjoint equation givesand the converse follows from its range lying in , just as before.
Finally let the original homogeneous equation have a nonzero solution. Its parameter is nonzero, since the unshifted problem is coercive. Fredholm gives solvability precisely when for every . Such a satisfies , so . Hence the necessary and sufficient condition isWhen this holds, the solutions are an affine translate of the original finite-dimensional homogeneous solution space. The compatibility space is the adjoint kernel; a drift term does not generally permit replacing it by the original kernel.
The spectral theorem for compact self-adjoint operators used here concerns a compact self-adjoint operator: its nonzero eigenvalues are real, have finite multiplicity and can accumulate only at zero; the orthogonal complement of its kernel is the closed span of its orthonormal eigenvectors. Self-adjointness is essential for this eigenbasis statement.
Let be the unique zero-parameter weak solution. Uniqueness gives linearity. Testing with and using coercivity gives . The Rellich-Kondrachov theorem makes the embedding compact on this bounded domain, so is compact on . Symmetry givesIt is self-adjoint and positive. It is injective: if , the weak equation pairs to zero with all tests, dense in , so . Moreover for .
The parameter equation is equivalent to , that isA solution of this operator equation in lies in , because its right-side representation is , and the equivalence follows in both directions. For , the form remains coercive; the preceding minimization argument gives a unique weak solution.
The spectral theorem now supplies a complete orthonormal basis of with , , and . The elliptic eigenvalues are , with finite multiplicity and tending to infinity, and weakly. If is not one of them, thenThis converges even in : its squared energy norm is , finite because the multiplier is bounded over . Partial sums solve the weak equation with the corresponding projections of . Passing to the limit proves the equation for every test; the same coefficients force uniqueness. Thus the expansion represents the unique weak solution away from the elliptic eigenvalues.
The weak formulation isThe boundary condition is encoded by . The Sobolev embedding in dimension three gives , hence also on the bounded domain. All energy terms and all the displayed pairings are therefore finite.
Pointwise, for a constant , since the difference is a quartic with positive leading coefficient. The Poincaré inequality and Young inequality give . ConsequentlyThus the infimum is finite and a minimizing sequence is bounded in . Extract a weakly convergent subsequence there. The Rellich-Kondrachov theorem states that on a bounded domain in dimension three the embedding is compact for . A subsequence therefore converges strongly in to the same limit . The potential terms and forcing converge, while the gradient norm is weakly lower semicontinuous. The weak limit retains zero trace. Hence and attains the absolute minimum.
For any , the function has a minimum at zero. Differentiating its polynomial terms gives . These differentiations are justified by the Sobolev integrability already noted. This is the weak formulation, proving every energy minimizer is a weak solution.
Rellich-Kondrashov compactness theorem for H01 Created 2026-09-24 Updated 2026-10-14
This is the zero-boundary special case of the Rellich-Kondrachov theorem. For every bounded open , the inclusion is compact.