TheoremBase

Basic Properties of Weak Convergence in the Lebesgue Space of Square-Integrable Vector-Valued Functions

Statement

Let T>0T>0 and dd be as in the definition of the Lebesgue space L2([0,T];Rd)L^{2}([0,T];\mathbb{R}^{d}), write H=L2([0,T];Rd)H=L^{2}([0,T];\mathbb{R}^{d}), and adopt the pairing ⟨⋅,⋅⟩L2\langle\cdot,\cdot\rangle_{L^{2}}, the norm ∥⋅∥L2\lVert\cdot\rVert_{L^{2}} and the metric dL2d_{L^{2}} of that definition, together with weak convergence in HH. Let (un)n∈N(u_{n})_{n\in\mathbb{N}} and (vn)n∈N(v_{n})_{n\in\mathbb{N}} be sequences in HH and let u,u′,v∈Hu,u',v\in H. Then the following hold.

1. (Uniqueness of the weak limit.) If un⇀uu_{n}\rightharpoonup u and un⇀u′u_{n}\rightharpoonup u', then u=u′u=u'.

2. (Strong convergence implies weak convergence.) If the real sequence (∥un−u∥L2)n∈N\bigl(\lVert u_{n}-u\rVert_{L^{2}}\bigr)_{n\in\mathbb{N}} has limit 00, then un⇀uu_{n}\rightharpoonup u.

3. (The norm bound passes to the weak limit.) If un⇀uu_{n}\rightharpoonup u and CC is a real number with ∥un∥L2≤C\lVert u_{n}\rVert_{L^{2}}\le C for every n∈Nn\in\mathbb{N}, then ∥u∥L2≤C\lVert u\rVert_{L^{2}}\le C.

4. (Pairing a strongly convergent with a bounded weakly convergent sequence.) Suppose un⇀uu_{n}\rightharpoonup u, the real sequence (∥vn−v∥L2)n∈N\bigl(\lVert v_{n}-v\rVert_{L^{2}}\bigr)_{n\in\mathbb{N}} has limit 00, and there is a real number CC with ∥un∥L2≤C\lVert u_{n}\rVert_{L^{2}}\le C for every nn. Then the real sequence (⟨un,vn⟩L2)n∈N\bigl(\langle u_{n},v_{n}\rangle_{L^{2}}\bigr)_{n\in\mathbb{N}} has limit ⟨u,v⟩L2\langle u,v\rangle_{L^{2}}.

5. (Testing weak convergence on a dense set.) Suppose there is a real number CC with ∥un∥L2≤C\lVert u_{n}\rVert_{L^{2}}\le C for every nn, and let EE be a dense subset of the metric space (H,dL2)(H,d_{L^{2}}) such that for every w∈Ew\in E the real sequence (⟨un,w⟩L2)n∈N\bigl(\langle u_{n},w\rangle_{L^{2}}\bigr)_{n\in\mathbb{N}} has limit ⟨u,w⟩L2\langle u,w\rangle_{L^{2}}. Then un⇀uu_{n}\rightharpoonup u.

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