Complements of functional analysis ==================================== This appendix is a pot-pourri of results in functional analysis that underlie some of the theoretical developments of this book. .. ################################################## .. ################################################## .. _sec.Banachcontraction: The Banach contraction mapping theorem ---------------------------------------- .. ################################################## .. ################################################## .. ######## .. _th.BanachFP: .. prf:theorem:: Banach contraction mapping Let $E$ be a Banach space, and let $A : E \to E$ be a (possibly non linear) mapping. Assume that $A$ is a contraction, i.e. there exists $k<1$ such that: $$\forall u,v \in E, \quad \lvert\lvert Au - Av \lvert\lvert < k \lvert\lvert u - v \lvert\lvert. $$ Then $A$ has a unique fixed point $u^* \in V$, i.e. there is a unique $u^* \in V$ such that $Au^* = u^*$. .. ######## .. ################################################## .. ################################################## .. _sec.uniquelim: The uniqueness of the limit argument ------------------------------------- .. ################################################## .. ################################################## Let $V$ be a topological vector space. This argument is generic, but the reader which does not want to bother with the language of topological vector spaces can think of $V$ as a Hilbert space, equipped with notion of strong or weak convergence. .. ######## .. prf:lemma:: Let $\left\{u_n\right\}_{n\in \N}$ be a sequence of elements in $V$ such that there exists $u^* \in V$ with the following property: $$\text{From any subsequence }\left\{u_{n_k}\right\}_{k \in \N} \text{ of }u_n, \text{ one can extract a sub-subsequence }\left\{u_{n_{k_l}}\right\}_{l \in \N} \text{ converging to }u^*.$$ Then, the whole sequence $\left\{u_n\right\}_{n\in \N}$ converges to $u^*$. .. ######## .. ######## .. prf:proof:: We argue by contradiction, assuming that $\left\{u_n\right\}_{n\in \N}$ does not converge to $u^*$. On the one hand, by negating the definition of convergence of a sequence, there exists an open subset $U$ of $V$ containing $u^*$ and a subsequence $\left\{u_{n_k}\right\}_{k\in \N}$ of $\left\{u_n\right\}_{n\in \N}$ such that $u_{n_k} \in V \setminus U$ for all $k \in \N$. On the other hand, the assumption implies that there exists a sub-subsequence $\left\{u_{n_{k_l}}\right\}_{l \in \N}$ of $\left\{u_{n_k}\right\}_{k\in \N}$ which converges to $u^*$. In particular, for $l$ large enough, $u_{n_{k_l}}$ belongs to $U$. We have come to the desired contradiction: such an element $u_{n_{k_l}}$ cannot belong to $U$ and $V \setminus U$ at the same time. .. ######## .. ################################################## .. ################################################## .. _sec.weakcv: Weak convergence in a Hilbert space ------------------------------------ .. ################################################## .. ################################################## This section recalls a few facts about the important notion of weak convergence. Note that many of these hold true in a larger context, that of reflexive Banach spaces, although we shall not need such generality. See again :cite:`brezis2010functional` for more details. .. ######## .. prf:definition:: A sequence $u_n \in H$ converges weakly to an element $u \in H$ if: $$\forall v \in H, \quad ( u_n, v )_H \xrightarrow{n \to \infty} 0.$$ .. ######## A few useful properties of weakly convergent sequences are listed below. .. ######## .. prf:proposition:: Let $u_n$ be a sequence in $H$, which converges weakly to an element $u \in H$. Then, - $u$ is the unique weak limit of the sequence $u_n$. - $u_n$ is bounded. .. ######## The following very important fact states the weak sequential compactness of bounded subsets of a Hilbert space. .. ######## .. _prop.seqcompactbounded: .. prf:proposition:: Let $u_n$ be a bounded sequence in $H$. Then there exists a subsequence $n_k$ and $u \in H$ such that $u_{n_k}$ converges weakly to $u$. .. ######## .. ################################################## .. ################################################## .. _sec.compact: Compactness ------------ .. ################################################## .. ################################################## .. ######## .. _def.compact: .. prf:definition:: Let $H_1$, $H_2$ be two Hilbert spaces. A linear operator $T : H_1 \to H_2$ is called compact if for any sequence $u_n$ of elements in $H_1$ converging weakly to some $u^* \in H_1$, the sequence $T u_n \in H_2$ converges strongly in $H_2$. .. ######## An example of a compact operator which is crucial in applications arises in the context of Sobolev spaces, broached in :numref:`sec.Sobolev`. .. ######## .. _th.Rellich: .. prf:theorem:: Rellich theorem Let $\Omega$ be a bounded Lipschitz domain in $\R^d$. Then the injection $H^1(\Omega) \to L^2(\Omega)$ is compact. .. ########