If $k \in \mathbb{N}$ and $p\geq 1$, the Sobolev embedding theorem states that we have a continuous embedding: $$ W^{k,p}(\mathbb{R}^d) \hookrightarrow L^q(\mathbb{R}^d) $$ if $k<d/p$ where $q \in [p, pd/(d-pk)]$.
In particular, $H^1(\mathbb{R}^3)=W^{1,2}(\mathbb{R}^3)$ is continuously embedded in $L^2(\mathbb{R}^3)$. My question is the following: is this also true when $H^1(\mathbb{R}^3)$ is equipped with the weak topology (or the equivalent weak-star topology)? It feels like the answer should be easier but I'm not used to Sobolev spaces. Any help would be much appreaciated, thank you!
The embedding is not continuous from $H^1(\mathbb{R}^3)$ with the weak topology to $L^2(\mathbb{R}^3)$ with the strong topology. To see this, let $\phi\in C_c^\infty(\mathbb{R}^3)$, $\Vert\phi\Vert_{H^1}=1$, $\mathrm{supp}\,\phi\subseteq B_1(0)$ and define for $n\in\mathbb{N}$: $$\phi_n(x):=\phi(x-(2n,0,0)).$$ Since the sequence $(\phi_n)_n$ is bounded in $H^1$, there is a weakly convergent subsequence $(\phi_{n_k})_k$. However, $\mathrm{supp}\,\phi_n\cap\mathrm{supp}\,\phi_m=\emptyset$ for $m\neq n$ and hence $$\Vert \phi_n-\phi_m\Vert_{L^2}=2\Vert\phi\Vert_{L^2}>0.$$ Thus, $(\phi_n)_n$ cannot have a strongly convergent subsequence in $L^2$.
Remark: The situation is much different if your domain is some open and bounded set $\Omega\subseteq\mathbb{R}^d$ with Lipschitz boundary. In this case the embedding $H^1\hookrightarrow L^2$ would be compact by the Rellich-Kondrachov theorem. Hence, weak convergence in $H^1$ would imply strong convergence in $L^2$ in this case.