PDE Theory and Sobolev Spaces

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I am studying Partial Differential Equations currently at my university. I unfortunately haven't been able to take a course on functional analysis prior to this course and I have been having a hard time understanding some of the concepts. I was hoping someone would be kind enough to clarify some of my misunderstandings. The course follows the book Evans aswell.

  • What does it mean for a function to belong to a particular space such as $W^{k,p}(U)$ or $L^p(U)$?

I understand that either space has a norm. Namely, for a function $f\in L^p(U)$, $$||f||_{L^p(U)}=\left(\int_U|f|^p\, dx\right)^{1/p}$$ and for a function $u\in W^{k,p}(U)$, with multiindex $\alpha$, \begin{equation*} ||u||_{W^{k,p}(U)}:=\begin{cases} \left( \sum_{|\alpha|\leq k} \int_U |D^\alpha u|^p\, dx\right)^{\frac{1}{p}}, \ \ \ &if \ 1\leq p<\infty\\ \sum_{|\alpha|\leq k} \mathrm{ess}\sup_{U}(|D^\alpha u|), &if \ p=\infty. \end{cases} \end{equation*} If these norms exist and are finite does this imply that the functions belong in the respective spaces? If possible, I was hoping someone could give be an example of this $W^{k,p}(U)$ norm for some given $k$. Would I be correct in saying that for $k=3$ for example, \begin{equation*} ||u||_{W^{3,p}(U)}:=\begin{cases} \left( \sum_{|\alpha|\leq 3} \int_U |D^\alpha u|^p\, dx\right)^{\frac{1}{p}}, \ \ \ &if \ 1\leq p<\infty\\ \sum_{|\alpha|\leq 3} \mathrm{ess}\sup_{U}(|D^\alpha u|), &if \ p=\infty \end{cases} =\begin{cases} \left( \int_U |u|^p+|Du|^p+|D^2u|^p+|D^3u|^p\, dx\right)^{\frac{1}{p}}, \ \ \ &if \ 1\leq p<\infty\\ \mathrm{ess}\sup_{U}(|u|^p)+\mathrm{ess}\sup_{U}(|Du|^p)+\mathrm{ess}\sup_{U}(|D^2u|^p)+\mathrm{ess}\sup_{U}(|D^3u|^p), &if \ p=\infty. \end{cases} \end{equation*} Please forgive me if this is completely incorrect. I feel as though there may be a gap in my understanding.

  • Why is it that we write $W^{k,2}(U)=H^k(U)$?

Is this because the norm on $W^{k,2}(U)$ is equivalent to the norm on $H^k(U)$?

  • This probably links in with the above questions, but why, from this can we deduce that $$||u||^2_{H^1_0(U)}=||u||^2_{L^2(U)}+||Du||^2_{L^2(U)}$$ and additionally, $$||u||^2_{H^2_0(U)}=||u||^2_{L^2(U)}+||Du||^2_{L^2(U)}+||D^2u||^2_{L^2(U)}.$$ Where $H^k_0$ denotes the closure of $H^k$.

I hope that someone can help me better understand some of these concepts. Any help will be appreciated.

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(1) Yes, although they might not be "functions" in the traditional sense.

(2) This is just notation.

(3) Once again, these are just definitions. If you were given a slightly different definition for the norm, then this one will be equivalent (likely through the equivalence of $\ell^1$ and $\ell^2$ vector norms). Also, $H_0^k$ doesn't denote the closure of $H^k$. Rather, it denotes the closure of $C_c^\infty$ in the $H^k$ norm (or, equivalently, the subspace of $H^k$ whose elements have trace-zero).