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). Choose
The set is nonempty, bounded, closed and a convex set. For closedness of its positivity condition, if and in , then pointwise , whence .
The weak maximum principle already gives . Our estimates give, for ,
Thus .
To prove continuity, use the pointwise square root estimate for . The Cauchy-Schwarz inequality then gives
Hence 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, and
Thus 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 gives
Conversely 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 requires
The 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 gives
and 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 is
When 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 gives
It 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 is
A 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, then
This 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 is
The 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 . Consequently
Thus 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.