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Proof of The Negative-Order Sobolev Spaces of the Torus are Hilbert Spaces: the Embedding of the Square-Integrable Classes, the Rescaled Trigonometric Basis, the Series Form of the Inner Product and the Inclusion of the Scale

lemmalem:negative-sobolev-space-torus-2026a
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· 11,488 chars · 22 deps · depth 32 Reason: Proof of the negative-order Sobolev space lemma (Stage 4 foundations).

The weight identities are elementary properties of natural powers; the Hilbert structure, the isometry and the orthonormal basis are the transport lemma applied to the realisation map; the embedding of the square-integrable classes and the series form of membership and of the inner product come from Parseval and Riesz-Fischer along an enumeration; and the inclusion of the scale is the comparison test for the weighted series.

Proof

Each result cited is universally quantified over the data in its own statement, and so are the claims of the present lemma, which is stated for an arbitrary mNm\in\mathbb{N}; claim 5 is applied below with m+1m+1 in place of mm. Write Λ=Λm\Lambda=\Lambda_{m}. Two coefficient families are equal exactly when their values agree at every point of Zn\mathbb{Z}^{n}. By The Negative-Order Sobolev Spaces of the Torus §space, a family cc lies in Hm(Tn)H^{-m}(\mathbb{T}^{n}) exactly when some class WW has W^(k)=ρkmc(k)\hat{W}(k)=\rho_{k}^{m}c(k) for every kk, and then Λc\Lambda c is that class; by Properties of the Fourier Coefficients on the Torus, and the Realisation of Weighted Coefficient Families §realisation, Λ\Lambda is a linear bijection from the real vector space Hm(Tn)H^{-m}(\mathbb{T}^{n}) onto L2(Tn)L^{2}(\mathbb{T}^{n}), and by The Negative-Order Sobolev Spaces of the Torus §inner-product, c,dHm=Λc,ΛdL2\langle c,d\rangle_{H^{-m}}=\langle\Lambda c,\Lambda d\rangle_{L^{2}}. Hence Transport of an Inner Product and of Hilbert Space Structure along a Linear Bijection applies with X=Hm(Tn)X=H^{-m}(\mathbb{T}^{n}), E=L2(Tn)E=L^{2}(\mathbb{T}^{n}) and T=ΛT=\Lambda, its transported inner product being ,Hm\langle\,\cdot\,,\cdot\,\rangle_{H^{-m}}, and its T1T^{-1} the inverse Λ1\Lambda^{-1}, which sends WL2(Tn)W\in L^{2}(\mathbb{T}^{n}) to the unique cc with Λc=W\Lambda c=W, by Bijection of Sets and claim 1 of that lemma. Squares of real numbers satisfy (ab)2=a2b2(ab)^{2}=a^{2}b^{2} by claim 3 of Properties of Natural Number Powers in a Field, and 0t20\le t^{2} for every real tt by claim 2 of Nonnegativity of Squares in an Ordered Field; the multiplicative inverse of a positive real number exists and is positive by claim 7 of Elementary Order Arithmetic in an Ordered Field.

Claim 1. Fix kZnk\in\mathbb{Z}^{n}. The number ρk\rho_{k} is positive, as recorded in Properties of the Fourier Coefficients on the Torus, and the Realisation of Weighted Coefficient Families. Since 1μk1\le\mu_{k} by Summability of the Negative Powers of the Fourier Weights of the Torus §product and 0μk10\le\mu_{k}^{-1} by claim 7 of Elementary Order Arithmetic in an Ordered Field, claim 5 of Elementary Arithmetic in an Ordered Field gives ρk2=μk11μk1μk=1=12\rho_{k}^{2}=\mu_{k}^{-1}\cdot1\le\mu_{k}^{-1}\mu_{k}=1=1^{2}; as 0ρk0\le\rho_{k} and 010\le1, claim 2 of Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field gives ρk1\rho_{k}\le1. By claim 5 of Properties of Natural Number Powers in a Field, 0ρkm0\le\rho_{k}^{m} and ρkm1m\rho_{k}^{m}\le1^{m}, and 1m=11^{m}=1 by claim 2 of that lemma; by claim 4 of that lemma ρkm0\rho_{k}^{m}\ne0, so 0<ρkm0<\rho_{k}^{m}. By claim 1 of that lemma, with S(m)=m+1S(m)=m+1 from Natural Numbers, ρkm+1=ρkmρk\rho_{k}^{m+1}=\rho_{k}^{m}\rho_{k}. Finally, by claim 3 of Properties of Natural Number Powers in a Field applied twice, (ρkm)2=ρkmρkm=(ρkρk)m=(μk1)m(\rho_{k}^{m})^{2}=\rho_{k}^{m}\rho_{k}^{m}=(\rho_{k}\rho_{k})^{m}=(\mu_{k}^{-1})^{m} and (μk1)mμkm=(μk1μk)m=1m=1(\mu_{k}^{-1})^{m}\mu_{k}^{m}=(\mu_{k}^{-1}\mu_{k})^{m}=1^{m}=1; since μkm0\mu_{k}^{m}\ne0 by claim 4 of that lemma, (ρkm)2(\rho_{k}^{m})^{2} is the multiplicative inverse of μkm\mu_{k}^{m}, that is, (ρkm)2=1μkm(\rho_{k}^{m})^{2}=\tfrac{1}{\mu_{k}^{m}}.

Claim 2. By Transport of an Inner Product and of Hilbert Space Structure along a Linear Bijection §inner-product, cHm=ΛcL2|c|_{H^{-m}}=\lVert\Lambda c\rVert_{L^{2}} and dHm(c,d)=dL2(Λc,Λd)d_{H^{-m}}(c,d)=d_{L^{2}}(\Lambda c,\Lambda d), the norm and distance of L2(Tn)L^{2}(\mathbb{T}^{n}) being those of its inner product by The Lebesgue Space of Square-Integrable Functions is a Real Hilbert Space §inner-product. Since L2(Tn)L^{2}(\mathbb{T}^{n}) is a real Hilbert space by The Lebesgue Space of Square-Integrable Functions is a Real Hilbert Space §hilbert, Transport of an Inner Product and of Hilbert Space Structure along a Linear Bijection §complete shows that Hm(Tn)H^{-m}(\mathbb{T}^{n}) with ,Hm\langle\,\cdot\,,\cdot\,\rangle_{H^{-m}} is a real Hilbert space. That Λ\Lambda is a linear bijection is Properties of the Fourier Coefficients on the Torus, and the Realisation of Weighted Coefficient Families §realisation. Separability is proved after claim 4.

Claim 3. Let UL2(Tn)U\in L^{2}(\mathbb{T}^{n}) and let κ\kappa be an enumeration. Define the family c~Map(Zn,R)\tilde{c}\in\mathrm{Map}(\mathbb{Z}^{n},\mathbb{R}) by c~(k)=ρkmU^(k)\tilde{c}(k)=\rho_{k}^{m}\hat{U}(k). By Properties of the Fourier Coefficients on the Torus, and the Realisation of Weighted Coefficient Families §parseval the series j=1U^(κ(j))2\sum_{j=1}^{\infty}\hat{U}(\kappa(j))^{2} converges with sum (UL2)2(\lVert U\rVert_{L^{2}})^{2}. For every jj, c~(κ(j))2=(ρκ(j)m)2U^(κ(j))2\tilde{c}(\kappa(j))^{2}=(\rho_{\kappa(j)}^{m})^{2}\hat{U}(\kappa(j))^{2}, where 0U^(κ(j))20\le\hat{U}(\kappa(j))^{2} and 0c~(κ(j))20\le\tilde{c}(\kappa(j))^{2} by claim 2 of Nonnegativity of Squares in an Ordered Field, and (ρκ(j)m)21=12(\rho_{\kappa(j)}^{m})^{2}\le1=1^{2} by claim 1 and claim 2 of Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field; hence c~(κ(j))2U^(κ(j))2\tilde{c}(\kappa(j))^{2}\le\hat{U}(\kappa(j))^{2} by claim 5 of Elementary Arithmetic in an Ordered Field, the multiplier U^(κ(j))2\hat{U}(\kappa(j))^{2} being nonnegative. By Series of Nonnegative Real Numbers, Comparison, and the Geometric Series §comparison, j=1c~(κ(j))2\sum_{j=1}^{\infty}\tilde{c}(\kappa(j))^{2} converges with sum at most (UL2)2(\lVert U\rVert_{L^{2}})^{2}. By Properties of the Fourier Coefficients on the Torus, and the Realisation of Weighted Coefficient Families §riesz-fischer there is exactly one WL2(Tn)W\in L^{2}(\mathbb{T}^{n}) with W^=c~\hat{W}=\tilde{c}, namely the sum of the convergent series j=1c~(κ(j))Eκ(j)=j=1ρκ(j)mU^(κ(j))Eκ(j)\sum_{j=1}^{\infty}\tilde{c}(\kappa(j))E_{\kappa(j)}=\sum_{j=1}^{\infty}\rho_{\kappa(j)}^{m}\hat{U}(\kappa(j))E_{\kappa(j)}, and (WL2)2=j=1c~(κ(j))2(UL2)2(\lVert W\rVert_{L^{2}})^{2}=\sum_{j=1}^{\infty}\tilde{c}(\kappa(j))^{2}\le(\lVert U\rVert_{L^{2}})^{2}. Since W^(k)=ρkmU^(k)\hat{W}(k)=\rho_{k}^{m}\hat{U}(k) for every kk, the family U^\hat{U} lies in Hm(Tn)H^{-m}(\mathbb{T}^{n}) with ΛU^=W\Lambda\hat{U}=W; this gives the series representation of ΛU^\Lambda\hat{U}, and (U^Hm)2=(WL2)2(UL2)2(|\hat{U}|_{H^{-m}})^{2}=(\lVert W\rVert_{L^{2}})^{2}\le(\lVert U\rVert_{L^{2}})^{2} by claim 2, whence U^HmUL2|\hat{U}|_{H^{-m}}\le\lVert U\rVert_{L^{2}} by claim 2 of Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field, both norms being nonnegative by Real Inner Product Space §norm. The map UU^U\mapsto\hat{U}, now regarded as a map into the vector space Hm(Tn)H^{-m}(\mathbb{T}^{n}), whose operations are those of Map(Zn,R)\mathrm{Map}(\mathbb{Z}^{n},\mathbb{R}) by The Negative-Order Sobolev Spaces of the Torus §space, is linear by Properties of the Fourier Coefficients on the Torus, and the Realisation of Weighted Coefficient Families §linear and satisfies U^=U^\hat{U}=\hat{U}' only if U=UU=U' by Properties of the Fourier Coefficients on the Torus, and the Realisation of Weighted Coefficient Families §injective.

Now let kZnk\in\mathbb{Z}^{n} and put W=ρkmEkW=\rho_{k}^{m}E_{k}. For kZnk'\in\mathbb{Z}^{n}, Properties of the Fourier Coefficients on the Torus, and the Realisation of Weighted Coefficient Families §linear and Properties of the Fourier Coefficients on the Torus, and the Realisation of Weighted Coefficient Families §system give W^(k)=ρkmE^k(k)\hat{W}(k')=\rho_{k}^{m}\hat{E}_{k}(k'), which equals ρkm\rho_{k}^{m} if k=kk'=k and 00 otherwise; and ρkmE^k(k)\rho_{k'}^{m}\hat{E}_{k}(k') takes the same two values. So W^(k)=ρkmE^k(k)\hat{W}(k')=\rho_{k'}^{m}\hat{E}_{k}(k') for every kk', and by uniqueness ΛE^k=W=ρkmEk\Lambda\hat{E}_{k}=W=\rho_{k}^{m}E_{k}. Hence, by claim 2, Elementary Identities in a Real Inner Product Space §homogeneity, Absolute Value in an Ordered Field with 0<ρkm0<\rho_{k}^{m}, and EkL2=1\lVert E_{k}\rVert_{L^{2}}=1 from The Trigonometric System on the Torus is Orthonormal §orthonormal and Real Inner Product Space §norm, E^kHm=ρkmEkL2=ρkmEkL2=ρkm|\hat{E}_{k}|_{H^{-m}}=\lVert\rho_{k}^{m}E_{k}\rVert_{L^{2}}=\rho_{k}^{m}\lVert E_{k}\rVert_{L^{2}}=\rho_{k}^{m}.

Claim 4. Let kZnk\in\mathbb{Z}^{n}. Since Λ\Lambda is a bijection, there is exactly one ζm,kHm(Tn)\zeta_{m,k}\in H^{-m}(\mathbb{T}^{n}) with Λζm,k=Ek\Lambda\zeta_{m,k}=E_{k}, and it is the value at EkE_{k} of the map T1T^{-1} of Transport of an Inner Product and of Hilbert Space Structure along a Linear Bijection. By The Negative-Order Sobolev Spaces of the Torus §space, E^k(k)=ρkmζm,k(k)\hat{E}_{k}(k')=\rho_{k'}^{m}\zeta_{m,k}(k') for every kk'; multiplying by (ρkm)1(\rho_{k'}^{m})^{-1}, which exists because 0<ρkm0<\rho_{k'}^{m} by claim 1, and using Properties of the Fourier Coefficients on the Torus, and the Realisation of Weighted Coefficient Families §system, ζm,k(k)\zeta_{m,k}(k') equals (ρkm)1=1ρkm(\rho_{k}^{m})^{-1}=\tfrac{1}{\rho_{k}^{m}} if k=kk'=k and 00 otherwise. For cHm(Tn)c\in H^{-m}(\mathbb{T}^{n}), by The Negative-Order Sobolev Spaces of the Torus §inner-product and The Fourier Coefficients of a Square-Integrable Class on the Torus §coefficients, c,ζm,kHm=Λc,EkL2=Λc^(k)=ρkmc(k)\langle c,\zeta_{m,k}\rangle_{H^{-m}}=\langle\Lambda c,E_{k}\rangle_{L^{2}}=\widehat{\Lambda c}(k)=\rho_{k}^{m}c(k), the last by The Negative-Order Sobolev Spaces of the Torus §space. Finally let κ\kappa be an enumeration. By The Trigonometric System is an Orthonormal Basis of the Square-Integrable Space of the Torus §basis, (Eκ(j))jN(E_{\kappa(j)})_{j\in\mathbb{N}} is an orthonormal basis of L2(Tn)L^{2}(\mathbb{T}^{n}), so Transport of an Inner Product and of Hilbert Space Structure along a Linear Bijection §basis shows that (T1Eκ(j))jN=(ζm,κ(j))jN(T^{-1}E_{\kappa(j)})_{j\in\mathbb{N}}=(\zeta_{m,\kappa(j)})_{j\in\mathbb{N}} is an orthonormal basis of Hm(Tn)H^{-m}(\mathbb{T}^{n}).

Separability. An enumeration exists by The Integer Lattice Admits an Enumeration by the Natural Numbers §enumeration, so claim 4 furnishes an orthonormal basis of the real Hilbert space Hm(Tn)H^{-m}(\mathbb{T}^{n}), and A Real Hilbert Space with an Orthonormal Basis is Separable §separable shows that (Hm(Tn),dHm)(H^{-m}(\mathbb{T}^{n}),d_{H^{-m}}) is separable. This completes claim 2.

Claim 5. Let κ\kappa be an enumeration, let cMap(Zn,R)c\in\mathrm{Map}(\mathbb{Z}^{n},\mathbb{R}), and define c~Map(Zn,R)\tilde{c}\in\mathrm{Map}(\mathbb{Z}^{n},\mathbb{R}) by c~(k)=ρkmc(k)\tilde{c}(k)=\rho_{k}^{m}c(k), so that c~(κ(j))2=(ρκ(j)m)2c(κ(j))2\tilde{c}(\kappa(j))^{2}=(\rho_{\kappa(j)}^{m})^{2}c(\kappa(j))^{2} for every jj. If cHm(Tn)c\in H^{-m}(\mathbb{T}^{n}), then Λc^=c~\widehat{\Lambda c}=\tilde{c}, and Properties of the Fourier Coefficients on the Torus, and the Realisation of Weighted Coefficient Families §parseval shows that j=1c~(κ(j))2\sum_{j=1}^{\infty}\tilde{c}(\kappa(j))^{2} converges. Conversely, if that series converges, Properties of the Fourier Coefficients on the Torus, and the Realisation of Weighted Coefficient Families §riesz-fischer furnishes WL2(Tn)W\in L^{2}(\mathbb{T}^{n}) with W^=c~\hat{W}=\tilde{c}, so cHm(Tn)c\in H^{-m}(\mathbb{T}^{n}) by The Negative-Order Sobolev Spaces of the Torus §space. Now let c,dHm(Tn)c,d\in H^{-m}(\mathbb{T}^{n}). By The Negative-Order Sobolev Spaces of the Torus §inner-product and Properties of the Fourier Coefficients on the Torus, and the Realisation of Weighted Coefficient Families §parseval, applied to Λc\Lambda c and Λd\Lambda d,

c,dHm=Λc,ΛdL2=j=1Λc^(κ(j))Λd^(κ(j))=j=1(ρκ(j)m)2c(κ(j))d(κ(j)),\langle c,d\rangle_{H^{-m}}=\langle\Lambda c,\Lambda d\rangle_{L^{2}}=\sum_{j=1}^{\infty}\widehat{\Lambda c}(\kappa(j))\,\widehat{\Lambda d}(\kappa(j))=\sum_{j=1}^{\infty}(\rho_{\kappa(j)}^{m})^{2}\,c(\kappa(j))\,d(\kappa(j)),

the series converging, since Λc^(k)Λd^(k)=ρkmc(k)ρkmd(k)=(ρkm)2c(k)d(k)\widehat{\Lambda c}(k)\widehat{\Lambda d}(k)=\rho_{k}^{m}c(k)\rho_{k}^{m}d(k)=(\rho_{k}^{m})^{2}c(k)d(k). Taking d=cd=c and using (cHm)2=c,cHm(|c|_{H^{-m}})^{2}=\langle c,c\rangle_{H^{-m}} from Real Inner Product Space §norm gives the last assertion.

Claim 6. Let cHm(Tn)c\in H^{-m}(\mathbb{T}^{n}) and let κ\kappa be an enumeration, which exists by The Integer Lattice Admits an Enumeration by the Natural Numbers §enumeration. By claim 5, j=1(ρκ(j)m)2c(κ(j))2\sum_{j=1}^{\infty}(\rho_{\kappa(j)}^{m})^{2}c(\kappa(j))^{2} converges with sum (cHm)2(|c|_{H^{-m}})^{2}. For every kk, claim 1 gives (ρkm+1)2=(ρkmρk)2=(ρkm)2ρk2(\rho_{k}^{m+1})^{2}=(\rho_{k}^{m}\rho_{k})^{2}=(\rho_{k}^{m})^{2}\rho_{k}^{2} with ρk21=12\rho_{k}^{2}\le1=1^{2} by claim 2 of Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field applied to 0ρk10\le\rho_{k}\le1; hence, since 0(ρkm+1)2c(k)20\le(\rho_{k}^{m+1})^{2}c(k)^{2} and 0(ρkm)2c(k)20\le(\rho_{k}^{m})^{2}c(k)^{2} by claim 2 of Nonnegativity of Squares in an Ordered Field and claim 3 of Properties of Natural Number Powers in a Field, claim 5 of Elementary Arithmetic in an Ordered Field with the nonnegative multiplier (ρkm)2c(k)2(\rho_{k}^{m})^{2}c(k)^{2} gives

0(ρkm+1)2c(k)2=ρk2(ρkm)2c(k)2(ρkm)2c(k)2.0\le(\rho_{k}^{m+1})^{2}c(k)^{2}=\rho_{k}^{2}\,(\rho_{k}^{m})^{2}c(k)^{2}\le(\rho_{k}^{m})^{2}c(k)^{2}.

By Series of Nonnegative Real Numbers, Comparison, and the Geometric Series §comparison, j=1(ρκ(j)m+1)2c(κ(j))2\sum_{j=1}^{\infty}(\rho_{\kappa(j)}^{m+1})^{2}c(\kappa(j))^{2} converges with sum at most (cHm)2(|c|_{H^{-m}})^{2}. By claim 5 applied with m+1m+1 in place of mm, cH(m+1)(Tn)c\in H^{-(m+1)}(\mathbb{T}^{n}) and (cH(m+1))2(|c|_{H^{-(m+1)}})^{2} is that sum, so (cH(m+1))2(cHm)2(|c|_{H^{-(m+1)}})^{2}\le(|c|_{H^{-m}})^{2}, and cH(m+1)cHm|c|_{H^{-(m+1)}}\le|c|_{H^{-m}} by claim 2 of Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field, both norms being nonnegative.

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