notation. the coarea formula for wrwalker/research/coarea.pdf · we will prove the coarea formula...

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Introduction The classical case. Modifying the classical proof The general coarea formula. References The Coarea formula for W 1,p functions A Masters Exam Presentation Ryan Walker April 21, 2009 Ryan Walker The Coarea formula for W 1,p functions Introduction The classical case. Modifying the classical proof The general coarea formula. References Notation Definitions The classical coarea formula Extensions of the coarea formula. Notation. Let π : R n+m R n be the projection π(x , x n+1 , ..., x n+m )= x . For a map f R n R m , let ¯ f R n+m be the graph mapping: ¯ f (x )=(x , f (x )). Let Γ f = ¯ f (Ω) be the graph of f . Ryan Walker The Coarea formula for W 1,p functions Introduction The classical case. Modifying the classical proof The general coarea formula. References Notation Definitions The classical coarea formula Extensions of the coarea formula. Notation. The Jacobian of f : R n R m , denoted Jf (x ), is obtained via the polar decomposition theorem for linear maps and is given by: Jf (x )= det (Df ) T Df . For f R m , we say f W 1,p , R m ) provided Ω (|u| p + |∇u| p )dx < . Ryan Walker The Coarea formula for W 1,p functions Introduction The classical case. Modifying the classical proof The general coarea formula. References Notation Definitions The classical coarea formula Extensions of the coarea formula. The Lorentz spaces: a “refined scale” of L p spaces. Definition If f is a measurable function on Ω, given the distribution function μ f (s )= L n ({x Ω: |f (x )| > s }) set f L m,1 (Ω) = 0 μ f (s ) 1/m ds . Then f belongs to the Lorentz space L m,1 (Ω) if f L m,1 (Ω) < . Ryan Walker The Coarea formula for W 1,p functions

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Page 1: Notation. The Coarea formula for Wrwalker/research/coarea.pdf · We will prove the coarea formula for f ∈ W1,p(Ω,Rm) with p > m and then show how the same proof can be extended

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

The Coarea formula for W 1,p functionsA Masters Exam Presentation

Ryan Walker

April 21, 2009

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

NotationDefinitionsThe classical coarea formulaExtensions of the coarea formula.

Notation.

Let π : Rn+m → Rn be the projection

π(x , xn+1, ..., xn+m) = x .

For a map f : Ω ⊂ Rn → Rm, let f : Ω → Rn+m be the graphmapping:

f (x) = (x , f (x)).

Let Γf = f (Ω) be the graph of f .

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

NotationDefinitionsThe classical coarea formulaExtensions of the coarea formula.

Notation.

The Jacobian of f : Rn → Rm, denoted Jf (x), is obtained via thepolar decomposition theorem for linear maps and is given by:

Jf (x) =√

det (Df )TDf .

For f : Ω → Rm, we say f ∈ W 1,p(Ω, Rm) provided∫Ω(|u|p + |∇u|p)dx < ∞.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

NotationDefinitionsThe classical coarea formulaExtensions of the coarea formula.

The Lorentz spaces: a “refined scale” of Lp spaces.

Definition

If f is a measurable function on Ω, given the distribution function

µf (s) = Ln(x ∈ Ω : |f (x)| > s)

set

‖f ‖Lm,1(Ω) =

∫ ∞

0µf (s)

1/mds.

Then f belongs to the Lorentz space Lm,1(Ω) if ‖f ‖Lm,1(Ω) < ∞.

Ryan Walker The Coarea formula for W 1,p functions

Page 2: Notation. The Coarea formula for Wrwalker/research/coarea.pdf · We will prove the coarea formula for f ∈ W1,p(Ω,Rm) with p > m and then show how the same proof can be extended

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

NotationDefinitionsThe classical coarea formulaExtensions of the coarea formula.

The Lorentz spaces: a “refined scale” of Lp spaces.

L1,1(Ω) = L1(Ω).

If p > m > 1, Lp(Ω) ( Lm,1(Ω) ( Lm(Ω)

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

NotationDefinitionsThe classical coarea formulaExtensions of the coarea formula.

Hausdorff measure

Definition

Let 0 ≤ δ ≤ ∞ and 0 ≤ q < ∞. The q dimensional Hausdorff-δ measureof the set E , Hq

δ (E ), is the infimum of the sums:

∞∑j=1

αq

(diamEj

2

)q

over all countable coverings of E by sets Ej∞j=1 with diam(Ej) ≤ δ, andαq the ball constant.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

NotationDefinitionsThe classical coarea formulaExtensions of the coarea formula.

Hausdorff content and measure

Definition

We call Hq∞(E ) the q dimensional Hausdorff content of E .

Definition

The q dimensional Hausdorff measure of E , denoted Hq(E ), is defined as

limδ→0

Hqδ (E ).

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

NotationDefinitionsThe classical coarea formulaExtensions of the coarea formula.

Hausdorff countable recitifiability

Definition

For integer q a set E ⊂ Rn is said to be countably Hq rectifiable if thereexist subsets Ek ⊂ Rq and Lipschitz mappings gk : Ek → Rn with theproperty that

Hq (E\ ∪∞k=1 gk(Ek)) = 0.

Ryan Walker The Coarea formula for W 1,p functions

Page 3: Notation. The Coarea formula for Wrwalker/research/coarea.pdf · We will prove the coarea formula for f ∈ W1,p(Ω,Rm) with p > m and then show how the same proof can be extended

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

NotationDefinitionsThe classical coarea formulaExtensions of the coarea formula.

The classical coarea formula

Theorem

For Lipschitz f : Rn → Rm with n ≥ m and A ⊂ Rm measurable:∫A

Jf (x)dx =

∫Rm

Hn−m(A ∩ f −1(y))dy .

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

NotationDefinitionsThe classical coarea formulaExtensions of the coarea formula.

Curvilinear Fubini

The coarea formula is a generalization of Fubini’s theorem.To see this, let Π : Rm ×Rm−n → Rm be the projection map onto the firstm-components. Then using the polar decomposition theorem, Jf (x) = 1and for a fixed y ∈ Rm,

Hn−m(A ∩ f −1(y)) =

∫Rn−m

χAy (x)dx

where Ay = x ∈ A|x = (y , x) where x ∈ Rn−m and so

Ln(A) =

∫Rm

∫Rn−m

χAy (x)dxdy .

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

NotationDefinitionsThe classical coarea formulaExtensions of the coarea formula.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

NotationDefinitionsThe classical coarea formulaExtensions of the coarea formula.

Spherical coordinates integration formula.

For continuous, integrable functions f : Rm → R, the spherical coordinatesintegration formula is a special case of the coarea formula:∫

Rn

f dx =

∫ ∞

0

(∫∂B(x0,r)

f ds

)dr .

This works by setting u(x) = |x − x0| in the equivalent coarea formulation∫Rn

f (x)Ju(x)dx =

∫Rm

(∫u−1(y)

f (x)dHn−m

)dy .

Ryan Walker The Coarea formula for W 1,p functions

Page 4: Notation. The Coarea formula for Wrwalker/research/coarea.pdf · We will prove the coarea formula for f ∈ W1,p(Ω,Rm) with p > m and then show how the same proof can be extended

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

NotationDefinitionsThe classical coarea formulaExtensions of the coarea formula.

Main Question.

The purpose of this talk is to establish the coarea formula for functionsmore general than Lipschitz functions.

In particular, we’ll investigate the possibility of taking f ∈ W 1,ploc (Ω, Rm).

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

NotationDefinitionsThe classical coarea formulaExtensions of the coarea formula.

Possible extensions.

The classical coarea formula is easily extend forf ∈ W 1,p(Ω ⊂ Rn, Rm) when p > n.

In general, n may be much larger than m. Can this estimate besharpened?

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

NotationDefinitionsThe classical coarea formulaExtensions of the coarea formula.

Cases.

Let f ∈ Lp(Ω, Rm):

1 |∇f | ∈ Lp p > m coarea works.

2 |∇f | ∈ Lm fails.: Possible to construct a continuous W 1,m(Rn)function with Jf = 0 a.e. which maps every set of the form I × Rn−m

onto an m-cube. This breaks the coarea formula.

3 But if |∇f | ∈ Lm,1 (Lorentz space) the coarea formula holds.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

NotationDefinitionsThe classical coarea formulaExtensions of the coarea formula.

Ryan Walker The Coarea formula for W 1,p functions

Page 5: Notation. The Coarea formula for Wrwalker/research/coarea.pdf · We will prove the coarea formula for f ∈ W1,p(Ω,Rm) with p > m and then show how the same proof can be extended

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

NotationDefinitionsThe classical coarea formulaExtensions of the coarea formula.

The goal.

Theorem (Main Result)

Suppose that 1 ≤ m ≤ n and that f ∈ W 1,1loc (Ω; Rm), and that

|∇f | ∈ Lm,1(Ω). Then f −1(y) is countably Hn−m rectifiable for a.e.y ∈ Rm, Γf is countably Hn rectifiable and for every measurable E ⊂ Ω::∫

AJf (x)dx =

∫Rm

Hn−m(A ∩ f −1(y))dy .

The proof and development of this theorem is primarily from the paper:Maly, J., Swanson, D., and Ziemer, W. The coarea formula for Sobolevmappings, Trans. Amer. Math. Soc. 355 (2003), 477-492.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

NotationDefinitionsThe classical coarea formulaExtensions of the coarea formula.

Outline for the rest of the talk.

We will prove the coarea formula for f ∈ W 1,p(Ω, Rm) with p > m andthen show how the same proof can be extended for this more general case.

1 Sketch the classical proof.

2 Generalize the classical proof.

3 Prove the case for p > m.

4 Indicate how to modify our proof for the f ∈ W 1,1,∇f ∈ Lm,1 case.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

Idea of the proofProof sketchProof of the Eilenberg inequality.

How do we prove the classical coarea formula?

Use differentiability to decompose the set A = Z ∪ A+ ∪ A0 where

1 Z is the Ln measure zero set where Jf does not exist.

2 A+ is the set where Jf > 0.

3 A0 is the set where Jf = 0.

Then:

1 Use a Lusin type property to show that the coarea formula holds onthe zero measure set Z .

2 Use an affine approximation to show that the coarea formula holds onthe positive level set A+.

3 Use an enlargement procedure to reduce the A0 case to the A+ case.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

Idea of the proofProof sketchProof of the Eilenberg inequality.

Proof sketch.

Proof. (Sketch.) By Rademacher, since f is Lipschitz, it is differentiablea.e.. Hence the set Z where Jf (x) is undefined has Ln measure zero.We note that the coarea formula will hold on Z if f satisfies the followingLusin property:

Definition (Lusin Property (N))

A mapping f : Rn → Rm with m ≤ n will be said to satisfy the Lusin (N)property if

(N) Ln(B) = 0 ⇒∫

Rm

Hn−m(B ∩ f −1(y))dHm(y) = 0

holds for every measurable B ⊂ Rn.

Ryan Walker The Coarea formula for W 1,p functions

Page 6: Notation. The Coarea formula for Wrwalker/research/coarea.pdf · We will prove the coarea formula for f ∈ W1,p(Ω,Rm) with p > m and then show how the same proof can be extended

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

Idea of the proofProof sketchProof of the Eilenberg inequality.

Proof sketch (cont.)

Now recall the famous Eilenberg inequality:

Theorem (Eilenberg Inequality)

For m ≤ d ≤ n, A ⊂ Rn and f ∈ W 1,p(A, Rn) with p > n we have:

(E )

∫ ∗

Rm

Hd−m(A ∩ f −1(y))dHm(y) ≤ cHd(A)1−mp · (

∫Rn

|∇f |p)mp .

Note: For Lipschitz f , (∫

Rn |∇f |p)m/p = (Lip(f ))m.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

Idea of the proofProof sketchProof of the Eilenberg inequality.

Proof sketch (cont.)

The Eilenberg inequality shows that f satisfies (N) and hence that bothsides of the coarea formula will be zero on the set Z .

For the case of the positive level set A+, we may use the fact that Jf (x) isinvertible and the following lemma to produce an arbitrarily close affineapproximation to f :

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

Idea of the proofProof sketchProof of the Eilenberg inequality.

Proof sketch (cont.)

Lemma

Let t > 1. Then there is a countable collection of Borel sets Ak∞k=1 suchthat

1 A+ = ∪∞k=1Ak

2 f |Akis one-to-one

3 For all k there is a symmetric nonsingular linear map Tk : Rn → Rm

so that

Lip(f |Ek f −1

k ) ≤ t

Lip(fk (f |Ek)−1) ≤ t

| det Tk |tn

≤ (Jf )|Ek≤ tn| det Tk |.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

Idea of the proofProof sketchProof of the Eilenberg inequality.

Proof sketch (cont.)

For the case of the zero level set A0, we can show that∫Rm

Hn−m(A ∩ f −1(y))dy = 0

by considering the map fε(x) = f (x) + εx , noting that the coarea formulaapplies to Jfε by the previous case, and taking a limit.

Ryan Walker The Coarea formula for W 1,p functions

Page 7: Notation. The Coarea formula for Wrwalker/research/coarea.pdf · We will prove the coarea formula for f ∈ W1,p(Ω,Rm) with p > m and then show how the same proof can be extended

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

Idea of the proofProof sketchProof of the Eilenberg inequality.

Proof of the Eilenberg inequality.

Theorem (Eilenberg Inequality)

For m ≤ d ≤ n, A ⊂ Rn and f ∈ W 1,p(A, Rn) with p > n we have:

(E )

∫ ∗

Rm

Hd−m(A ∩ f −1(y))dHm(y) ≤ cHd(A)1−mp · (

∫Rn

|∇f |p)mp .

Proof. Cover A by closed balls Bij so that A ⊂ ∪i ,jBij , diam(Bij) ≤ 1/j ,and

∑i Ln(A) + 1/j .

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

Idea of the proofProof sketchProof of the Eilenberg inequality.

Eilenberg inequality proof. (cont.)

Let B be a ball in Rn. A version of the Sobolev embedding theorem gives:

oscB(f ) ≤ C (diam(B))1−np

(∫B|∇f |p

) 1p

.

For each i , j , the isodiametric inequality implies:

Ld(f (Bij)) ≤ C [diam(f (B))]d

and so

Ld(f (Bij)) ≤ C [r1−n/pij ]d

(∫Bij

|∇f |p) d

p

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

Idea of the proofProof sketchProof of the Eilenberg inequality.

Eilenberg inequality proof. (cont.)

Let gij(y) = Cdiam(Bij)χf (Bij )(y).∫Rm

Hn−d(A ∩ f −1(y))dy =

∫Rm

limj→∞

Hn−d1/j (A ∩ f −1(y))dy

≤∫

Rm

lim infj→∞

∞∑i=1

gij(y)dy

≤ lim infj→∞

∞∑i=1

∫Rm

gij(y)dy

= C lim infj→∞

∞∑i=1

[diam(Bij)]n−dLd(f (Bij))

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

Idea of the proofProof sketchProof of the Eilenberg inequality.

Eilenberg inequality proof. (cont.)

≤ C lim infj→∞

∞∑i=1

[diam(Bij)]n−d · [diam(Bij)]

d−nd/p ·

(∫Bij

|∇f |p) d

m

= C lim infj→∞

∞∑i=1

[diam(Bij)n]1−d/p

(∫Bij

|∇f |p) d

p

≤ CLn(A)1−d/p ·(∫

Rn

|∇f |p) d

p

.

Ryan Walker The Coarea formula for W 1,p functions

Page 8: Notation. The Coarea formula for Wrwalker/research/coarea.pdf · We will prove the coarea formula for f ∈ W1,p(Ω,Rm) with p > m and then show how the same proof can be extended

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

Idea of the proofProof sketchProof of the Eilenberg inequality.

What changes when the class of functions is more generalthan L∞?

Differentiability. If f ∈ W 1,ploc (Rn, Rm) for p > n, the Calderon

theorem says that f is still differentiable a.e.. Beyond this class, wemust modify our notion of differentiability.

Lusin. Without the Eilenberg inequality (which holds only whenp > n) property (N) may fail to hold.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Approximate differentiability

In the general context, we can replace a.e. differentiability with the weakernotion of approximate differentiability:

Definition

A measurable function f : Rn → Rm is said to be approximatelydifferentiable at a point x if for all ε > 0

limr↓0

|y ∈ Rn : |f (y)− f (x)− Df (x) · (y − x)| > ε|y − x | ∩ Br (x)|rn

= 0.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

A new decomposition result.

Now we will argue that we can decompose A as

A = A0 ∪ (∪∞i=1Ai )

where |A0| = 0 and f |Aiis Lipschitz for each i .

We’ll need two lemmas first.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

A lemma.

Lemma

If f ∈ W 1,1(Rn, Rm), then there is F with |F | = 0 so that for allx ∈ Rn\F ,

1

rn

∫Br (x)

|u(y)− u(x)− Du(x) · (y − x)|dy ≤ o(r)

Ryan Walker The Coarea formula for W 1,p functions

Page 9: Notation. The Coarea formula for Wrwalker/research/coarea.pdf · We will prove the coarea formula for f ∈ W1,p(Ω,Rm) with p > m and then show how the same proof can be extended

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Proof of lemma.

Proof. Since Du ∈ L1(Rn) by the Lebesgue differentiation theorem, thereexists an F with |F | = 0 so that

limr↓0−∫

Br (x)|Du(y)− Du(x)|dy = 0

and

limr↓0−∫

Br (x)|u(y)− uBr (x)|dy = 0

for all x ∈ Rn\F .

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Proof of lemma (cont.)

By a variant of the Poincare inequality:

−∫

Br (x)|u(y)−u(x)−Du(x)·(y−x)|dy ≤ Cr−

∫Br (x)

|Du(y)−Du(x)|dy = o(r)

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Another lemma.

Lemma

If f ∈ W 1,1(Rn, Rm) then there exists F with |F | = 0 such that f isapproximately differentiable for all x ∈ Rn\F .

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Proof of lemma.

Proof. Let F be the measure zero set of the previous lemma. Then for allx ∈ Rn\F

1

rn

∫Br (x)

|u(y)− u(x)− Du(x) · (y − x)|dy = o(1)r .

Now let ε > 0 and

Eε = y : |u(y)− u(x)− Du(x)(y − x)| > ε|y − x |

Ryan Walker The Coarea formula for W 1,p functions

Page 10: Notation. The Coarea formula for Wrwalker/research/coarea.pdf · We will prove the coarea formula for f ∈ W1,p(Ω,Rm) with p > m and then show how the same proof can be extended

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Proof of lemma.

o(1)r =1

rn

∫Br (x)

|u(y)− u(x)− Du(x) · (y − x)|dy

≥ 1

rn

∫Eε∩Br (x)

ε|y − x |dy

≥ Cr|Eε ∩ Br (x)|

rn

Hence|Eε ∩ Br (x)|

rn→ 0 as r → 0

and so f is approximately differentiable.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

The new decomposition theorem.

Theorem

If f : A ⊂ Rn → Rm satisfies

ap limx→a

|f (x)− f (a)||x − a|

< ∞

for all a ∈ A then A = ∪∞i=1Ai of measurable sets such that f |Aiis

Lipschitz.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Proof of theorem.

Proof. Set

θ(u, v) :=|B(u, |u − v |) ∩ B(v , |u − v |)|

|u − v |n

for u 6= v ∈ Rn and note that 0 < θ < 1.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Proof of theorem.

Then set:

Q(u, i , j) : = B(u, r) ∩ x : x /∈ A or |f (x)− f (u)| > j |x − y |

Bj : = A ∩ u : |Q(u, r , j)| < θrn

2, 0 < r <

1

j.

Then Bj is measurable and A = ∪∞j=1Bj .

Ryan Walker The Coarea formula for W 1,p functions

Page 11: Notation. The Coarea formula for Wrwalker/research/coarea.pdf · We will prove the coarea formula for f ∈ W1,p(Ω,Rm) with p > m and then show how the same proof can be extended

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Proof of theorem.

Now we claim f |Bjis locally Lipschitz. To see why, let u 6= v ∈ Bj ,

r = |u − v | < 1/j . Note that

|Q(u, r , j) ∪ Q(v , r , j)| < θrn

2+

θrn

2= θrn = |B(u, r) ∩ B(v , r)|.

Hence, there is x ∈ [B(u, r) ∩ B(v , r)]\[Q(u, r , j) ∪ Q(v , r , j)] so that

|f (x)− f (u)| ≤ j |x − y | ≤ jr

|f (x)− f (v)| ≤ j |x − y | ≤ jr .

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Proof of theorem.

By the triangle inequality:

|f (u)− f (v)| ≤ |f (x)− f (u)|+ |f (x)− f (v)| ≤ 2jr = 2j |u − v |.

So if we further decompose each Bj into sets of diameter less than 1/j wehave a decomposition of A so that f is locally Lipschitz on each setBij .

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

The W 1,1 decomposition corollary.

Since the approximate differentiability of f ∈ W 1,1(Ω, Rm) implies that forall x :

ap limx→a

|f (x)− f (a)||x − a|

< ∞

we have:

Corollary

If f ∈ W 1,1loc (Rn, Rm) there exists disjoint sets Ek in Rn so that

Ln(Rn\ ∪ Ek) = 0

fk = f |Ekis Lipschitz on Ek .

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Lusin property (N).

It turns out that a slightly different Lusin condition will facilitate a proofof the more general case of the coarea formula.

Definition

A function f : Rn → Rm will be said to satisfy the Lusin condition (N) if

(N) Hn(E ) = 0 ⇒ Hn(f (E )) = 0

Ryan Walker The Coarea formula for W 1,p functions

Page 12: Notation. The Coarea formula for Wrwalker/research/coarea.pdf · We will prove the coarea formula for f ∈ W1,p(Ω,Rm) with p > m and then show how the same proof can be extended

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Application of (N).

Theorem

Let f ∈ W 1,1loc (Rn; Rm) with 1 ≤ m ≤ n and suppose that f satisfies the

Lusin condition (N). Then f −1(y) is countably Hn−m rectifiable foralmost all y ∈ Rm, the graph Γf is countably Hn rectifiable and the coareaformula holds for all measurable A ⊂ Ω.

Proof. Decompose A = F ∪ (∪Ak) where fk = f |Akis Lipschitz as in the

W 1,1 decomposition corollary and F is Ln measure zero. Then the coareaformula will certainly hold for every E ⊂ Ak since this is just the classicalcase.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Proof of the theorem.

Now we must argue that the coarea formula will hold on the Ln measurezero set F where Jf (x) does not exist.

Suppose that Ln(E ) = 0. Let π : Rn+m → Rn and ρ : Rn+m → Rm be theprojections:

π(x , xn+1, ..., xn+m) = x and ρ(x , xn+1m, ..., xn+m) = (xn+1, ..., xn+m).

Since projections are clearly Lipschitz, we apply the Eilenberg inequality:∫Rm

Hn−m(f (E ) ∩ ρ−1(y))dHm(y) ≤ C · (Lip(ρ))mHn(f (E )) = 0

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Proof of the theorem (cont.)

Claim:π(f (E ) ∩ ρ−1(y)) = E ∩ f −1(y).

“⊃” x ∈ E ∩ f −1(y) ⇒ f (x) = y ⇒ ρ(x , y) = x ⇒ x ∈ ρ−1(y).

“⊂” x ∈ π(f (E ) ∩ ρ−1(y)) ⇒ ρ(x) = y = f (x) ⇒ x ∈ f −1(y) ∩ E .

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Proof of the theorem (cont.)

Since Hausdorff measures do not increase on projection:∫Rm

Hn−m(E ∩ f −1(y))dHm(y) =

∫Rm

Hn−m(π(f (E ) ∩ ρ−1(y)))dHm(y)

≤∫

Rm

Hn−m(f (E ) ∩ ρ−1(y))dHm(y)

= 0.

Hence the coarea formula holds for each component of the decompositionA = F ∪ (∪kAk).

Ryan Walker The Coarea formula for W 1,p functions

Page 13: Notation. The Coarea formula for Wrwalker/research/coarea.pdf · We will prove the coarea formula for f ∈ W1,p(Ω,Rm) with p > m and then show how the same proof can be extended

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

A general criterion for (N).

We now show that f ∈ W 1,ploc (Ω, Rm) with p > m (and more generally

f ∈ W 1,1loc (Ω, Rm) with |∇f | ∈ Lm,1(Ω)) satisfies the Lusin property (N).

To do this, we provide a more general criterion for condition (N).

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

A general criterion for (N).

Theorem

Let 1 ≤ m ≤ n, f : Rn → Rm, and suppose θ ∈ L1loc(Rn) is s.t.

Hn−m∞ (π(Gf ∩ B(z , r))) ≤ r−m

∫π(Γf ∩B(z,4r))

θ(x)dx

∀z ∈ Rn+m, r > 0. Then ∃C = C (n,m) s.t.

Hn(f (E )) ≤ C

∫E

θ(x)dx

for all Ln measurable E ⊂ Rn. In particular, f satisfies condition (N).

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Content lemma.

Lemma

Suppose m ≤ d ≤ m + n and let E ⊂ Rn+m. Then:

Hd∞(E ) ≤ C (diamE )mHd−m

∞ (π(E ))

where C is a constant depending on m, n and d.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Proof of general criterion for condition (N).

Proof. Define a set function σ on Rn+m by

σ(E ) =

∫π(Γf ∩E)

θ(x)dx .

Using the content lemma with d = n :

Hn∞(Γf ∩ B(z , r)) ≤ CrmHn−m

∞ (π(Γf ∩ B(z , r)))

≤ C

∫π(Γf ∩B(z,4r))

θ(x)dx

= Cσ(B(z , 4r))

for any z ∈ Rn+m and r > 0.

Ryan Walker The Coarea formula for W 1,p functions

Page 14: Notation. The Coarea formula for Wrwalker/research/coarea.pdf · We will prove the coarea formula for f ∈ W1,p(Ω,Rm) with p > m and then show how the same proof can be extended

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Proof of general criterion (cont.)

Recall that for E ⊂ Rn of finite Hq measure the q-dimensional upperdensity of x ∈ A with respect to Hq

δ measure is bounded below:

1

2q≤ lim

r→0

Hq∞(B(x , r) ∩ A)

α(q)rq≤ 1.

Hence:limr→0

r−nHn∞(Γf ∩ B(z , r)) ≥ C

for Hn a.e. z ∈ Γf . So

limr→0

r−nσ(B(z , r)) ≥ C

for Hn a.e. z ∈ Γf .

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Proof of general criterion (cont.)

Can easily show the projection π(Γf ∩ E ) is Lebesgue measurable forevery Borel E .

⇒ σ is a Borel measure on the Σ-algebra of Rn+m.

⇒ We can then extend it to be a regular Borel outer measure on all ofRn+m:

σ(E ) = infσ(B) : E ⊂ B,B is a borel set.

⇒ Since the integrand function θ is locally integrable, σ will be finite oncompact subsets of Rn+m which makes σ a Radon measure.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Proof of general criterion (cont.)

Use the Besicovitch lemma to cover of E with a family of balls Bi sothat

σ(E\ ∪ Bi ) = 0.

Then:

σ(E ) =∞∑i=1

σ(Bi )

≥∞∑i=1

Crni

≥ CHn(E ).

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Proof of general criterion (cont.)

Now let G be a Borel set containing E . Then f (E ) ⊂ G ×Rm is Borel and

Hn(f (E )) ≤ C σ(f (E ))

≤ Cσ(G × Rm)

= C

∫G

θ(x)dx

Take the infimum over all such G to obtain:

Hn∞(E ) ≤ C

∫E

θ(x)dx .

Ryan Walker The Coarea formula for W 1,p functions

Page 15: Notation. The Coarea formula for Wrwalker/research/coarea.pdf · We will prove the coarea formula for f ∈ W1,p(Ω,Rm) with p > m and then show how the same proof can be extended

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Capacity.

To proceed, we need a capacitary lemma.

Definition

For 1 ≤ p < ∞, the p-capacity γp(E ) of a set E ⊂ RN is:

γp(E ) = infu∈W

1,p(Rn)0

Rn

|∇u|pdx : u ≥ 1 on a neighborhood of E

Idea: Gauge the size of a set with test functions rather than set coverings.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

Content and capacity.

We now relate Hausdorff content and capacity through the followingtheorem.

Theorem

Suppose that 1 ≤ m < p and E ⊂ RN . Then

Hn−m∞ (E ) ≤ Cγp(E )

where C = C (n,m, p).

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

DifferentiabilityA new Lusin property.Content and capacity.

A content estimate.

From this result, we get the following corollary.

Corollary

Suppose that 1 ≤ m < p, E ⊂ Rn, and u ∈ W 1,p(Rn) with u ≥ 1 on E.Then

Hn−m∞ (E ) ≤ C

∫Rn

(|∇u|p + |u|p)dx

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

The W 1,p , p > m case.The Lm,1 case.

The W 1,p, p > m case.

Theorem

The coarea formula holds for f ∈ W 1,ploc (Ω, Rm) when p > m.

Ryan Walker The Coarea formula for W 1,p functions

Page 16: Notation. The Coarea formula for Wrwalker/research/coarea.pdf · We will prove the coarea formula for f ∈ W1,p(Ω,Rm) with p > m and then show how the same proof can be extended

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

The W 1,p , p > m case.The Lm,1 case.

Proof.

We will show that f ∈ W 1,p(Ω, Rm) satisfies the Lusin (N) property. Ifthis is the case then the coarea formula will hold by our theorem.

We show that f satisfies the Lusin (N) property by verifying that fsatisfies the conditions of the general criterion. Need to prove:∃θ ∈ L1

loc(Rn) so that

Hn−m∞ (π(Γf ∩ B(z , r))) ≤ r−m

∫π(Γf ∩B(z,4r))

θ(x)dx .

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

The W 1,p , p > m case.The Lm,1 case.

Proof.

Proof. Let z ∈ Rn+m and r > 0. Write z = (x0, y0). Then:

Γf ∩ B(z , r) ⊂ Γf ∩ [B(x0, r)× B(y0, r)]

andπ(Γf ∩ B(z , r)) ⊂ B(x0, r) ∩ f −1(B(y0, r)).

Let E := B(x0, r) ∩ f −1(B(y0, r)). Define

E =1

2r(E − x0) = x ∈ Rn : x0 + 2rx ∈ E.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

The W 1,p , p > m case.The Lm,1 case.

Proof (cont.)

By properties of Hausdorff measure:

Hn−m∞ (E ) = (2r)m−nHn−m

∞ (E )

and soHn−m∞ (π(Γf ∩ B(z , r))) ≤ Crn−mHn−m

∞ (E ).

Now if ξ ∈ E we have:

|ξ| ≤ 1

2and

|f (x0 + 2rξ)− f (x0)|2r

≤ 1

2.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

The W 1,p , p > m case.The Lm,1 case.

Proof (cont.)

Consider the test function uη ∈ W 1,p(Rn) where:

u(ξ) = 2

(1− |f (x0 + 2rξ)− f (x0)|

2r

)+

and η is a smooth cutoff function so that

χB(0,1/2) ≤ η ≤ χB(0,1)

Ryan Walker The Coarea formula for W 1,p functions

Page 17: Notation. The Coarea formula for Wrwalker/research/coarea.pdf · We will prove the coarea formula for f ∈ W1,p(Ω,Rm) with p > m and then show how the same proof can be extended

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

The W 1,p , p > m case.The Lm,1 case.

Proof (cont.)

We notice that uη ≥ 1 on E and so by the content-capacity corollary:

Hn−m∞ (E ) ≤ C

∫Rn

(|uη|p + |∇uη|p)dx

≤ C

∫B(0,1)∩u>0

(1 + |∇u|p)dx

Now perform the change variable x = x0 + 2rξ:

Hn−m∞ (E ) ≤ Cr−n

∫B(x0,2r)∩f −1(B(y0,2r))

(1 + |∇u|p)dx

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

The W 1,p , p > m case.The Lm,1 case.

Proof (cont.)

Now notice:

B(x0, 2r) ∩ f −1(B(y0, 2r)) ⊂ π(Γf ∩ B(z , 4r))

So:

Hn−m∞ (π(Γf ∩ B(z , r))) ≤ Crn−mHn−m

∞ (E )

≤ Crn−mr−n

∫B(x0,2r)∩f −1(B(y0,2r))

(1 + |∇u|p)dx

≤ Cr−m

∫π(Γf ∩B(z,4r))

(1 + |∇u|p)dx

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

The W 1,p , p > m case.The Lm,1 case.

Proof (cont.)

Now, set θ = C (1 + |∇u|p). Then θ verifies the hypotheses of generalcriterion theorem.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

The W 1,p , p > m case.The Lm,1 case.

The Lm,1 case.

In the content-capacity corollary above, we related the Hausdorff contentof E to the p-power integral of u and ∇u where u ∈ W 1,p, p > m.

It turns out that a more general result will hold but we will need somefacts about Young functions.

Definition

A convex, nonnegative function F : [0,∞) → R is a Young function if itsatisfies

F (t) = 0 ⇔ t = 0.

Ryan Walker The Coarea formula for W 1,p functions

Page 18: Notation. The Coarea formula for Wrwalker/research/coarea.pdf · We will prove the coarea formula for f ∈ W1,p(Ω,Rm) with p > m and then show how the same proof can be extended

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

The W 1,p , p > m case.The Lm,1 case.

Young functions and capacity.

Theorem

Let m > 1, u ∈ W 1,1loc (Rn, Rm) with |∇u| ∈ Lm,1 and u ≥ 1 on E. Then

there is a unique Young function F so that:

Hn−m∞ (E ) ≤ C

∫Rn

(F (|∇u|) + F (|u|))dx .

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

The W 1,p , p > m case.The Lm,1 case.

How to modify the proof of the p > m case.

Remark

For f ∈ W 1,1loc (Ω, Rm) and |∇f | ∈ Lm,1, we can modify the proof above by

simply replacing:

Hn−m∞ (E ) ≤ C

∫Rn(|uη|p + |∇uη|p)dx

withHn−m∞ (E ) ≤ C

∫Rn(F (|∇u|) + F (|u|))dx .

The rest of the proof follows in the same way as before.

Ryan Walker The Coarea formula for W 1,p functions

IntroductionThe classical case.

Modifying the classical proofThe general coarea formula.

References

References:

Fanghua, L. and Xiaoping, Y. Geometric Measure Theory: AnIntroduction. Science Press, Beijing, 2002.

Maly, J., Swanson, D., and Ziemer, W. The coarea formula forSobolev mappings, Trans. Amer. Math. Soc. 355 (2003), 477-492.

Maly, J., Swanson, D., and Ziemer, W. Fine behavior of functionswith gradients in a Lorentz space, Studia Mathematica. 355 (2009),33-71.

Ryan Walker The Coarea formula for W 1,p functions