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Proof of The Periodic Extension of a Function on the Unit Cell

lemmalem:periodic-extension-torus-2026a
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· 11,239 chars · 26 deps · depth 24 Reason: Phase C: proof of the properties of the periodic extension, via the tiling of Euclidean space by the unit cell.

Everything follows from the tiling of Euclidean space by the cell: periodicity and measurability from the wrapping map, the null-set statement from the countably many lattice translates of a null set, integrability on a bounded set from a finite cover by cells, and the comparison of seminorms from Hoelder's inequality against the constant function.

Proof

Each result cited below is universally quantified over the data appearing in its own statement, and is applied here to the data named in the statement of this lemma. Throughout we use that BQ={AB(Rn):AQ}\mathcal{B}_{Q}=\{A\in\mathcal{B}(\mathbb{R}^{n}):A\subseteq Q\} and that λQ\lambda_{Q} is the restriction of λn\lambda_{n} to BQ\mathcal{B}_{Q}, as fixed in The Flat Torus: Standing Notation §measure; in particular BQB(Rn)\mathcal{B}_{Q}\subseteq\mathcal{B}(\mathbb{R}^{n}) and λQ(A)=λn(A)\lambda_{Q}(A)=\lambda_{n}(A) for ABQA\in\mathcal{B}_{Q}, and λQ(Q)=1\lambda_{Q}(Q)=1. We also use repeatedly the following domination criterion: if ff is measurable and fg|f|\le g pointwise with gg measurable, nonnegative and of finite integral, then fg<\int|f|\le\int g<\infty by claim 1 of Linearity and Monotonicity of the Lebesgue Integral, so ff is integrable by Integrable Function and the Lebesgue Integral, a measurable map being integrable exactly when the integral of its absolute value is finite.

Step 1. Proof of claim 1.

Let xRnx\in\mathbb{R}^{n} and mZnm\in\mathbb{Z}^{n}. By The Half-Open Unit Cell Tiles Euclidean Space §wrap we have π(x+m)=π(x)\pi(x+m)=\pi(x), hence v~(x+m)=v(π(x+m))=v(π(x))=v~(x)\tilde{v}(x+m)=v(\pi(x+m))=v(\pi(x))=\tilde{v}(x); so v~\tilde{v} is Zn\mathbb{Z}^{n}-periodic. By the same clause π(x)=x\pi(x)=x exactly when xQx\in Q, so v~(x)=v(x)\tilde{v}(x)=v(x) for xQx\in Q.

Suppose vv is measurable with respect to BQ\mathcal{B}_{Q}, and let EE be a Borel subset of R\mathbb{R}. The set A={yQ:v(y)E}A=\{y\in Q:v(y)\in E\} lies in BQ\mathcal{B}_{Q}, hence in B(Rn)\mathcal{B}(\mathbb{R}^{n}). Since π(x)Q\pi(x)\in Q for every xx, we have {xRn:v~(x)E}={xRn:π(x)A}\{x\in\mathbb{R}^{n}:\tilde{v}(x)\in E\}=\{x\in\mathbb{R}^{n}:\pi(x)\in A\}, which belongs to B(Rn)\mathcal{B}(\mathbb{R}^{n}) because π\pi is measurable with respect to B(Rn)\mathcal{B}(\mathbb{R}^{n}) and B(Rn)\mathcal{B}(\mathbb{R}^{n}) by The Half-Open Unit Cell Tiles Euclidean Space §wrap. So v~\tilde{v} is measurable.

Finally let u:RnRu:\mathbb{R}^{n}\to\mathbb{R} be Zn\mathbb{Z}^{n}-periodic and let xRnx\in\mathbb{R}^{n}. By The Half-Open Unit Cell Tiles Euclidean Space §tiling there is exactly one mZnm\in\mathbb{Z}^{n} with xmQx-m\in Q, and π(x)=xm\pi(x)=x-m by The Half-Open Unit Cell Tiles Euclidean Space §wrap. Hence the periodic extension of uQu|_{Q} has value (uQ)(xm)=u(xm)=u(x)(u|_{Q})(x-m)=u(x-m)=u(x) at xx, the last equality by periodicity of uu applied with the lattice vector m-m, which lies in Zn\mathbb{Z}^{n}. So that extension is uu.

Step 2. Proof of claim 2.

For xRnx\in\mathbb{R}^{n} the value of the periodic extension of v+cvv+c\,v' at xx is (v+cv)(π(x))=v(π(x))+cv(π(x))=v~(x)+cv~(x)(v+c\,v')(\pi(x))=v(\pi(x))+c\,v'(\pi(x))=\tilde{v}(x)+c\,\tilde{v}'(x), the middle equality being the definition of the pointwise sum and scalar multiple.

Step 3. Proof of claim 3.

Put N={yQ:v(y)v(y)}N=\{y\in Q:v(y)\ne v'(y)\}. The map vvv-v' is measurable with respect to BQ\mathcal{B}_{Q} by Arithmetic, Absolute Values, and Pointwise Limits of Measurable Real-Valued Functions, so N={yQ:0<v(y)v(y)}N=\{y\in Q:0<|v(y)-v'(y)|\} lies in BQ\mathcal{B}_{Q} by claim 4 of Arithmetic, Absolute Values, and Pointwise Limits of Measurable Real-Valued Functions and claim 3 of Rational Intervals and Rays Generate the Borel Sigma-Algebra of the Real Line; and λQ(N)=0\lambda_{Q}(N)=0 by hypothesis, hence λn(N)=0\lambda_{n}(N)=0.

Since v~(x)=v(π(x))\tilde{v}(x)=v(\pi(x)) and v~(x)=v(π(x))\tilde{v}'(x)=v'(\pi(x)), we have v~(x)v~(x)\tilde{v}(x)\ne\tilde{v}'(x) exactly when π(x)N\pi(x)\in N. By The Half-Open Unit Cell Tiles Euclidean Space §tiling and The Half-Open Unit Cell Tiles Euclidean Space §wrap, π(x)N\pi(x)\in N holds exactly when xN+mx\in N+m for some mZnm\in\mathbb{Z}^{n}; so

{xRn:v~(x)v~(x)}=mZn(N+m).\{x\in\mathbb{R}^{n}:\tilde{v}(x)\ne\tilde{v}'(x)\}=\bigcup_{m\in\mathbb{Z}^{n}}(N+m).

For each mm, the set N+mN+m lies in B(Rn)\mathcal{B}(\mathbb{R}^{n}) with λn(N+m)=λn(N)=0\lambda_{n}(N+m)=\lambda_{n}(N)=0, by claim 1 of Translation and Reflection Invariance of Lebesgue Measure on Rn\mathbb{R}^n. The lattice Zn\mathbb{Z}^{n} is the set of nn-tuples of integers by Lattice-Periodic Functions and the Periodic Function Classes §lattice, hence is countable by claim 1 of The Integers and the Rational Numbers are Countable together with claim 2 of Products and Powers of Countable Sets. So the union above is a countable union of null sets, hence null by The Lebesgue Integral and Null Sets: Almost-Everywhere Comparison, Markov's Inequality, and Dominated Convergence Almost Everywhere §null-union; that is, v~=v~\tilde{v}=\tilde{v}' almost everywhere.

Step 4. Proof of claim 4.

Let vLp(Tn)v\in\mathcal{L}^{p}(\mathbb{T}^{n}). If p=1p=1 there is nothing to prove: vv is measurable with QvdλQ<\int_{Q}|v|\,d\lambda_{Q}<\infty by Power-Integrable Functions and the p-Seminorm §space, hence integrable by Integrable Function and the Lebesgue Integral, and the asserted inequality reads v1v1\lVert v\rVert_{1}\le\lVert v\rVert_{1}.

Suppose 1<p1<p and let qq be the conjugate exponent of pp, which exists by that clause. We first record that 1a=11^{a}=1 for every real number aa with 0<a0<a. Indeed 0<10<1 by claim 6 of Elementary Order Arithmetic in an Ordered Field, so 0<1a0<1^{a} by Properties of Real Powers of Nonnegative Real Numbers §values; and 1a=(11)a=1a1a1^{a}=(1\cdot1)^{a}=1^{a}\cdot1^{a} by Properties of Real Powers of Nonnegative Real Numbers §product, which gives the power of a product as the product of the powers. Multiplying by the inverse of the nonzero number 1a1^{a} yields 1=1a1=1^{a}.

Let e:QR\mathbf{e}:Q\to\mathbb{R} be the map with constant value 11, which is measurable with respect to BQ\mathcal{B}_{Q} and is the indicator of QQ read as a map on QQ. By the previous paragraph and claim 1 of Properties of the Absolute Value in an Ordered Field we have eq=e|\mathbf{e}|^{q}=\mathbf{e}, so

QeqdλQ=λQ(Q)=1\int_{Q}|\mathbf{e}|^{q}\,d\lambda_{Q}=\lambda_{Q}(Q)=1

by The Integral of an Indicator Function is the Measure of the Set. Hence eLq(Tn)\mathbf{e}\in\mathcal{L}^{q}(\mathbb{T}^{n}) by Power-Integrable Functions and the p-Seminorm §space, and eq=11/q=1\lVert\mathbf{e}\rVert_{q}=1^{1/q}=1 by Power-Integrable Functions and the p-Seminorm §seminorm and the previous paragraph. The pointwise product vev\,\mathbf{e} equals vv. By Hoelder's Inequality, for Two and for Finitely Many Factors §holder applied to vLpv\in\mathcal{L}^{p} and eLq\mathbf{e}\in\mathcal{L}^{q}, that product lies in L1(Tn)\mathcal{L}^{1}(\mathbb{T}^{n}) and

v1=ve1vpeq=vp.\lVert v\rVert_{1}=\lVert v\,\mathbf{e}\rVert_{1}\le\lVert v\rVert_{p}\,\lVert\mathbf{e}\rVert_{q}=\lVert v\rVert_{p}.

Membership in L1(Tn)\mathcal{L}^{1}(\mathbb{T}^{n}) is exactly integrability with respect to λQ\lambda_{Q}, by Power-Integrable Functions and the p-Seminorm §space and Integrable Function and the Lebesgue Integral.

Step 5. Proof of claim 5.

Let vv be measurable with respect to BQ\mathcal{B}_{Q} and integrable with respect to λQ\lambda_{Q}. By claim 1 the extension v~\tilde{v} is measurable and Zn\mathbb{Z}^{n}-periodic, and 1Qv~\mathbf{1}_{Q}\tilde{v}, the map on Rn\mathbb{R}^{n} agreeing with vv on QQ and vanishing off QQ, is integrable with respect to λn\lambda_{n} with

Rn1Qv~dλn=QvdλQ=Tnvdx,\int_{\mathbb{R}^{n}}\mathbf{1}_{Q}\,\tilde{v}\,d\lambda_{n}=\int_{Q}v\,d\lambda_{Q}=\int_{\mathbb{T}^{n}}v\,dx,

by claim 1 of Assembly of Measure Spaces: Restriction, Transport, One-Point Spaces, and Countable Disjoint Unions, which identifies integration against the restricted measure with integration of the zero extension, and by The Flat Torus: Standing Notation §measure. Applying The Half-Open Unit Cell Tiles Euclidean Space §translate-integrable to the measurable periodic map v~\tilde{v} and to hh gives that 1Q+hv~\mathbf{1}_{Q+h}\tilde{v} is integrable with the same integral, which is the displayed identity of claim 5.

Now let BB(Rn)B\in\mathcal{B}(\mathbb{R}^{n}) be bounded. Choose a real Λ\Lambda with 0<Λ0<\Lambda such that xΛ\lVert x\rVert\le\Lambda for every xBx\in B, and, by The Archimedean Property of the Real Numbers, a natural number NN with Λ+1N\Lambda+1\le N. Put

G={mZn:NmiN for every i[n]}.G=\{m\in\mathbb{Z}^{n}:-N\le m_{i}\le N\ \text{for every}\ i\in[n]\}.

GG is finite. Let J={jZ:NjN}J=\{j\in\mathbb{Z}:-N\le j\le N\}. The initial segment [2N+1][2N+1] is finite by claim 1 of Basic Properties of Finite Sets, and the map sending k[2N+1]k\in[2N+1] to kN1k-N-1 takes values in JJ and is onto JJ: it takes values in Z\mathbb{Z} by claim 2 of Arithmetic, Order and Discreteness of the Integers, and NkN1N-N\le k-N-1\le N because 1k2N+11\le k\le 2N+1; conversely a given jJj\in J is the value at k=j+N+1k=j+N+1, which satisfies 1k2N+11\le k\le 2N+1 and is a natural number by claim 1 of Arithmetic, Order and Discreteness of the Integers. Hence JJ is finite by claim 4 of Basic Properties of Finite Sets, and GG, being the set of nn-tuples with all entries in JJ, is finite by claim 3 of Finiteness of Cartesian Products, Tuple Sets, and Permutation Sets.

BB is covered by the cells indexed by GG. Let xBx\in B and let mZnm\in\mathbb{Z}^{n} be the unique lattice vector with xmQx-m\in Q, given by The Half-Open Unit Cell Tiles Euclidean Space §tiling. For each i[n]i\in[n] we have 0ximi<10\le x_{i}-m_{i}<1, so xi1<mixix_{i}-1<m_{i}\le x_{i}; and xixΛ|x_{i}|\le\lVert x\rVert\le\Lambda by claim 4 of Elementary Properties of the Euclidean Norm on Rn\mathbb{R}^n. Hence NΛ1<miΛN-N\le-\Lambda-1<m_{i}\le\Lambda\le N, so mGm\in G and xQ+mx\in Q+m.

Consequently, for every xRnx\in\mathbb{R}^{n},

1B(x)v~(x)mG1Q+m(x)v~(x),\mathbf{1}_{B}(x)\,|\tilde{v}(x)|\le\sum_{m\in G}\mathbf{1}_{Q+m}(x)\,|\tilde{v}(x)| ,

since for xBx\in B the right-hand side contains the term with the mm just produced and all terms are nonnegative, while for xBx\notin B the left-hand side is 00. The map v~|\tilde{v}| is measurable by claim 4 of Arithmetic, Absolute Values, and Pointwise Limits of Measurable Real-Valued Functions and is Zn\mathbb{Z}^{n}-periodic, being the periodic extension of v|v|; and 1Qv~\mathbf{1}_{Q}|\tilde{v}| is integrable, because v|v| is integrable by Integrable Function and the Lebesgue Integral and claim 1 of Assembly of Measure Spaces: Restriction, Transport, One-Point Spaces, and Countable Disjoint Unions applies as above. So The Half-Open Unit Cell Tiles Euclidean Space §translate-integrable gives that each 1Q+mv~\mathbf{1}_{Q+m}|\tilde{v}| is integrable, and the finite sum over mGm\in G is integrable by claim 2 of Linearity and Monotonicity of the Lebesgue Integral, applied repeatedly over the finitely many summands. The map 1Bv~\mathbf{1}_{B}\tilde{v} is measurable by Arithmetic, Absolute Values, and Pointwise Limits of Measurable Real-Valued Functions, since BB(Rn)B\in\mathcal{B}(\mathbb{R}^{n}), and 1Bv~=1Bv~|\mathbf{1}_{B}\tilde{v}|=\mathbf{1}_{B}|\tilde{v}| by claim 4 of Properties of the Absolute Value in an Ordered Field; the domination criterion now shows that 1Bv~\mathbf{1}_{B}\tilde{v} is integrable.

Step 6. Proof of claim 6.

Let vLp(Tn)v\in\mathcal{L}^{p}(\mathbb{T}^{n}). The map vp|v|^{p} is measurable with respect to BQ\mathcal{B}_{Q} by Power-Integrable Functions and the p-Seminorm §measurable-power, and QvpdλQ<\int_{Q}|v|^{p}\,d\lambda_{Q}<\infty by Power-Integrable Functions and the p-Seminorm §space; being nonnegative, it is therefore integrable with respect to λQ\lambda_{Q} by Integrable Function and the Lebesgue Integral. For xRnx\in\mathbb{R}^{n} the periodic extension of vp|v|^{p} has value (v(π(x)))p=(v~(x))p\bigl(|v(\pi(x))|\bigr)^{p}=\bigl(|\tilde{v}(x)|\bigr)^{p}, which is the value of v~p|\tilde{v}|^{p} at xx; so that extension is v~p|\tilde{v}|^{p}.

Claim 5 applied to vp|v|^{p} in place of vv therefore gives that 1Bv~p\mathbf{1}_{B}|\tilde{v}|^{p} is integrable for every bounded BB(Rn)B\in\mathcal{B}(\mathbb{R}^{n}) and that, for every hRnh\in\mathbb{R}^{n},

Rn1Q+hv~pdλn=Tnvpdx=QvpdλQ.\int_{\mathbb{R}^{n}}\mathbf{1}_{Q+h}\,|\tilde{v}|^{p}\,d\lambda_{n}=\int_{\mathbb{T}^{n}}|v|^{p}\,dx=\int_{Q}|v|^{p}\,d\lambda_{Q}.

Finally, vp\lVert v\rVert_{p} is the power of QvpdλQ\int_{Q}|v|^{p}\,d\lambda_{Q} with exponent 1/p1/p by Power-Integrable Functions and the p-Seminorm §seminorm, so raising it to the power pp returns QvpdλQ\int_{Q}|v|^{p}\,d\lambda_{Q} by Properties of Real Powers of Nonnegative Real Numbers §inverse. This is the displayed identity of claim 6. \blacksquare

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