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Proof of The Negative-Order Sobolev Triple of the Torus: a Diagonal Hilbert Triple whose Form Operator Is One Minus the Laplacian

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· 9,203 chars · 16 deps · depth 33 Reason: Proof of the Sobolev triple lemma (Goal 2b).

Along an enumeration, the weighted coefficient subspace of the order -(s+1) space for the rescaled trigonometric basis and the Fourier weights is the order -s space with its inner product, because the weights cancel one power of the inverse square roots; the diagonal-triple definition and lemma then supply the triple, its domain and its operator, and the eigenvector and Laplacian identities are verified against the defining property of the form operator by comparing coefficients.

Proof

Each result cited is universally quantified over the data in its own statement. Coefficient families are compared pointwise: two elements of Map(Zn,R)\mathrm{Map}(\mathbb{Z}^{n},\mathbb{R}) are equal exactly when their values agree at every kZnk\in\mathbb{Z}^{n}, and the operations of the Sobolev spaces are the pointwise operations of The Real Vector Space of Real-Valued Functions on a Set §vector-space, as recorded in The Negative-Order Sobolev Spaces of the Torus §space. 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. The clauses 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 are applied with its mm equal to ss and to s+1s+1; by its clause 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 §weights, ρks+1=ρksρk\rho_{k}^{s+1}=\rho_{k}^{s}\rho_{k}, and ρk2μk=1\rho_{k}^{2}\mu_{k}=1 because ρk2=1μk\rho_{k}^{2}=\tfrac{1}{\mu_{k}}. Hence, for every kZnk\in\mathbb{Z}^{n},

μk(ρks+1)2=μk(ρks)2ρk2=(ρks)2(ρk2μk)=(ρks)2,\mu_{k}\,(\rho_{k}^{s+1})^{2}=\mu_{k}\,(\rho_{k}^{s})^{2}\rho_{k}^{2}=(\rho_{k}^{s})^{2}\,(\rho_{k}^{2}\mu_{k})=(\rho_{k}^{s})^{2},

by the commutativity and associativity of multiplication; this identity is referred to as (I) below. An enumeration exists by The Integer Lattice Admits an Enumeration by the Natural Numbers §enumeration.

Claim 1. Let κ\kappa be an enumeration. By 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 §hilbert and 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 §basis, applied with m=s+1m=s+1, the space HH is a real Hilbert space and ej=ζs+1,κ(j)e_{j}=\zeta_{s+1,\kappa(j)} defines an orthonormal basis (ej)jN(e_{j})_{j\in\mathbb{N}} of HH; and λj=μκ(j)\lambda_{j}=\mu_{\kappa(j)} defines a sequence of real numbers with 1λj1\le\lambda_{j} by Summability of the Negative Powers of the Fourier Weights of the Torus §product. For xHx\in H and jNj\in\mathbb{N} write xj=x,ejHx_{j}=\langle x,e_{j}\rangle_{H}; by 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 §basis with m=s+1m=s+1,

xj=ρκ(j)s+1x(κ(j)),henceλjxj2=μκ(j)(ρκ(j)s+1)2x(κ(j))2=(ρκ(j)s)2x(κ(j))2x_{j}=\rho_{\kappa(j)}^{s+1}\,x(\kappa(j)),\qquad\text{hence}\qquad\lambda_{j}x_{j}^{2}=\mu_{\kappa(j)}(\rho_{\kappa(j)}^{s+1})^{2}x(\kappa(j))^{2}=(\rho_{\kappa(j)}^{s})^{2}x(\kappa(j))^{2}

by (I). Let VκV_{\kappa} be the weighted coefficient subspace of HH determined by (ej)(e_{j}) and (λj)(\lambda_{j}) as in The Weighted Coefficient Subspace Determined by an Orthonormal Basis and a Sequence of Weights: the set of xHx\in H for which j=1λjxj2\sum_{j=1}^{\infty}\lambda_{j}x_{j}^{2} converges, with inner product x,yVκ=j=1λjxjyj\langle x,y\rangle_{V_{\kappa}}=\sum_{j=1}^{\infty}\lambda_{j}x_{j}y_{j}. By the display and 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 §series with m=sm=s, a family xHx\in H lies in VκV_{\kappa} exactly when j=1(ρκ(j)s)2x(κ(j))2\sum_{j=1}^{\infty}(\rho_{\kappa(j)}^{s})^{2}x(\kappa(j))^{2} converges, that is, exactly when xHs(Tn)=Vx\in H^{-s}(\mathbb{T}^{n})=V; since VHV\subseteq H by 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 §inclusion with m=sm=s, this gives Vκ=VV_{\kappa}=V as sets. For x,yVx,y\in V, the same computation, with xj=ρκ(j)s+1x(κ(j))x_{j}=\rho_{\kappa(j)}^{s+1}x(\kappa(j)) and yj=ρκ(j)s+1y(κ(j))y_{j}=\rho_{\kappa(j)}^{s+1}y(\kappa(j)) and then (I), gives λjxjyj=(ρκ(j)s)2x(κ(j))y(κ(j))\lambda_{j}x_{j}y_{j}=(\rho_{\kappa(j)}^{s})^{2}x(\kappa(j))y(\kappa(j)) for every jj, so x,yVκ=x,yHs=x,yV\langle x,y\rangle_{V_{\kappa}}=\langle x,y\rangle_{H^{-s}}=\langle x,y\rangle_{V} by 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 §series with m=sm=s. Thus VκV_{\kappa} with its inner product is VV with ,V\langle\,\cdot\,,\cdot\,\rangle_{V}.

By The Diagonal Hilbert Triple Determined by an Orthonormal Basis and a Sequence of Weights §triple, the diagonal Hilbert triple determined by (ej)(e_{j}) and (λj)(\lambda_{j}) is the Hilbert triple formed by HH, by Vκ=VV_{\kappa}=V with its inner product, and by the form operator these two spaces determine; that definition records, by The Weighted Coefficient Subspace Determined by an Orthonormal Basis and a Sequence of Weights §subspace, The Weighted Coefficient Subspace Determined by an Orthonormal Basis and a Sequence of Weights §complete and The Weighted Coefficient Subspace Determined by an Orthonormal Basis and a Sequence of Weights §dense, that VV is a linear subspace of HH with xHxV|x|_{H}\le|x|_{V} for xVx\in V, is a real Hilbert space with ,V\langle\,\cdot\,,\cdot\,\rangle_{V}, and is dense in HH, which are the requirements of Hilbert Triple: a Densely and Continuously Embedded Hilbert Space and Its Form Operator §triple. Since the form operator is determined by HH and by VV with its inner product alone, the triple (H,V,A)(H,V,A) of the statement is a Hilbert triple and coincides with that diagonal triple. The metric space (V,dV)(V,d_{V}) is separable by 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 §hilbert with m=sm=s, so Hilbert Triples: Standing Notation and Background §separable holds for (H,V,A)(H,V,A). As κ\kappa was an arbitrary enumeration, claim 1 is proved.

Claim 2. Let κ\kappa be an enumeration. By claim 1, (H,V,A)(H,V,A) is the diagonal Hilbert triple determined by (ζs+1,κ(j))jN(\zeta_{s+1,\kappa(j)})_{j\in\mathbb{N}} and (μκ(j))jN(\mu_{\kappa(j)})_{j\in\mathbb{N}}, and the standing hypothesis of Hilbert Triples: Standing Notation and Background holds for it. Hence The Form Operator and the Riesz Map of a Diagonal Hilbert Triple §domain gives that D(A)D(A) is the set of xHx\in H for which j=1μκ(j)2xj2\sum_{j=1}^{\infty}\mu_{\kappa(j)}^{2}x_{j}^{2} converges and that j=1μκ(j)xjζs+1,κ(j)\sum_{j=1}^{\infty}\mu_{\kappa(j)}x_{j}\zeta_{s+1,\kappa(j)} converges in HH with sum AxAx for such xx, where xj=x,ζs+1,κ(j)H=ρκ(j)s+1x(κ(j))x_{j}=\langle x,\zeta_{s+1,\kappa(j)}\rangle_{H}=\rho_{\kappa(j)}^{s+1}x(\kappa(j)) by 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 §basis with m=s+1m=s+1.

Claim 3. Let kZnk\in\mathbb{Z}^{n}. By 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 §basis, applied with m=s+1m=s+1 and with m=sm=s, the value ζs+1,k(k)\zeta_{s+1,k}(k') equals 1ρks+1\tfrac{1}{\rho_{k}^{s+1}} if k=kk'=k and 00 otherwise, and likewise ζs,k(k)\zeta_{s,k}(k') equals 1ρks\tfrac{1}{\rho_{k}^{s}} if k=kk'=k and 00 otherwise; while E^k(k)\hat{E}_{k}(k') equals 11 if k=kk'=k and 00 otherwise by Properties of the Fourier Coefficients on the Torus, and the Realisation of Weighted Coefficient Families §system. Comparing values pointwise, using ρkl1ρkl=1\rho_{k}^{l}\cdot\tfrac{1}{\rho_{k}^{l}}=1 and t0=0t\cdot0=0,

E^k=ρks+1ζs+1,kandE^k=ρksζs,k.\hat{E}_{k}=\rho_{k}^{s+1}\,\zeta_{s+1,k}\qquad\text{and}\qquad\hat{E}_{k}=\rho_{k}^{s}\,\zeta_{s,k}.

In particular E^kV\hat{E}_{k}\in V and E^kH\hat{E}_{k}\in H, by 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 §embedding, and ζs+1,k=1ρks+1E^kV\zeta_{s+1,k}=\tfrac{1}{\rho_{k}^{s+1}}\hat{E}_{k}\in V, the space VV being a linear subspace of HH.

Let yVy\in V. By condition (c) and condition (a) of Real Inner Product Space §inner-product and by 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 §basis with m=sm=s,

E^k,yV=ρksζs,k,yV=ρksy,ζs,kHs=ρksρksy(k)=(ρks)2y(k),\langle\hat{E}_{k},y\rangle_{V}=\rho_{k}^{s}\langle\zeta_{s,k},y\rangle_{V}=\rho_{k}^{s}\langle y,\zeta_{s,k}\rangle_{H^{-s}}=\rho_{k}^{s}\rho_{k}^{s}\,y(k)=(\rho_{k}^{s})^{2}y(k),

and likewise, by condition (c) and condition (a), by 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 §basis with m=s+1m=s+1, and then by (I),

μkE^k,yH=μkρks+1ζs+1,k,yH=μkρks+1ρks+1y(k)=μk(ρks+1)2y(k)=(ρks)2y(k).\langle\mu_{k}\hat{E}_{k},y\rangle_{H}=\mu_{k}\rho_{k}^{s+1}\langle\zeta_{s+1,k},y\rangle_{H}=\mu_{k}\rho_{k}^{s+1}\rho_{k}^{s+1}\,y(k)=\mu_{k}(\rho_{k}^{s+1})^{2}y(k)=(\rho_{k}^{s})^{2}y(k).

So E^k,yV=μkE^k,yH\langle\hat{E}_{k},y\rangle_{V}=\langle\mu_{k}\hat{E}_{k},y\rangle_{H} for every yVy\in V, with μkE^kH\mu_{k}\hat{E}_{k}\in H; by Hilbert Triple: a Densely and Continuously Embedded Hilbert Space and Its Form Operator §operator, E^kD(A)\hat{E}_{k}\in D(A) and AE^k=μkE^kA\hat{E}_{k}=\mu_{k}\hat{E}_{k}. The same computation for ζs+1,k=1ρks+1E^k\zeta_{s+1,k}=\tfrac{1}{\rho_{k}^{s+1}}\hat{E}_{k}: by condition (c), ζs+1,k,yV=1ρks+1(ρks)2y(k)\langle\zeta_{s+1,k},y\rangle_{V}=\tfrac{1}{\rho_{k}^{s+1}}(\rho_{k}^{s})^{2}y(k) and μkζs+1,k,yH=1ρks+1μkE^k,yH=1ρks+1(ρks)2y(k)\langle\mu_{k}\zeta_{s+1,k},y\rangle_{H}=\tfrac{1}{\rho_{k}^{s+1}}\langle\mu_{k}\hat{E}_{k},y\rangle_{H}=\tfrac{1}{\rho_{k}^{s+1}}(\rho_{k}^{s})^{2}y(k), the scalars μk\mu_{k} and 1ρks+1\tfrac{1}{\rho_{k}^{s+1}} being interchanged by condition 5 of Vector Space over a Field, applied twice, and the commutativity of multiplication in R\mathbb{R}; so ζs+1,kD(A)\zeta_{s+1,k}\in D(A) and Aζs+1,k=μkζs+1,kA\zeta_{s+1,k}=\mu_{k}\zeta_{s+1,k} by Hilbert Triple: a Densely and Continuously Embedded Hilbert Space and Its Form Operator §operator.

Claim 4. Let uCper2u\in C^{2}_{\mathrm{per}} and put U=[uQ]U=[\,u|_{Q}\,] and D=[(Δu)Q]D=[\,(\Delta u)|_{Q}\,]. By The Laplacian of the Trigonometric System, and the Fourier Coefficients of a Laplacian on the Torus §coefficients, uQu|_{Q} and (Δu)Q(\Delta u)|_{Q} lie in L2(Tn)\mathcal{L}^{2}(\mathbb{T}^{n}) and, for every kZnk\in\mathbb{Z}^{n}, D^(k)=D,EkL2=4π2k2U^(k)\hat{D}(k)=\langle D,E_{k}\rangle_{L^{2}}=-4\pi^{2}\lVert k\rVert^{2}\,\hat{U}(k), the Fourier coefficients being those of The Fourier Coefficients of a Square-Integrable Class on the Torus §coefficients. By 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 §embedding, U^V\hat{U}\in V, and both U^\hat{U} and D^\hat{D} lie in HH; put z=U^D^Hz=\hat{U}-\hat{D}\in H, the difference being pointwise, so that for every kk

z(k)=U^(k)+4π2k2U^(k)=μkU^(k),z(k)=\hat{U}(k)+4\pi^{2}\lVert k\rVert^{2}\hat{U}(k)=\mu_{k}\,\hat{U}(k),

the first equality because (t)=t-(-t)=t for a real number tt, and the second by distributivity. Let yVy\in V and let κ\kappa be an enumeration. By 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 §series with m=sm=s and with m=s+1m=s+1, and by (I),

U^,yV=j=1(ρκ(j)s)2U^(κ(j))y(κ(j)),z,yH=j=1(ρκ(j)s+1)2μκ(j)U^(κ(j))y(κ(j))=j=1(ρκ(j)s)2U^(κ(j))y(κ(j)),\langle\hat{U},y\rangle_{V}=\sum_{j=1}^{\infty}(\rho_{\kappa(j)}^{s})^{2}\hat{U}(\kappa(j))\,y(\kappa(j)),\qquad \langle z,y\rangle_{H}=\sum_{j=1}^{\infty}(\rho_{\kappa(j)}^{s+1})^{2}\mu_{\kappa(j)}\hat{U}(\kappa(j))\,y(\kappa(j))=\sum_{j=1}^{\infty}(\rho_{\kappa(j)}^{s})^{2}\hat{U}(\kappa(j))\,y(\kappa(j)),

both series converging by that clause; the two series have the same terms, hence the same sum. Thus U^,yV=z,yH\langle\hat{U},y\rangle_{V}=\langle z,y\rangle_{H} for every yVy\in V, and Hilbert Triple: a Densely and Continuously Embedded Hilbert Space and Its Form Operator §operator gives U^D(A)\hat{U}\in D(A) with AU^=z=U^D^A\hat{U}=z=\hat{U}-\hat{D}, which is claim 4.

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