Locally integrable function

In mathematics, a locally integrable function (sometimes also called locally summable function)[1] is a function which is integrable (so its integral is finite) on every compact subset of its domain of definition. The importance of such functions lies in the fact that their function space is similar to spaces, but its members are not required to satisfy any growth restriction on their behaviour at the boundary of their domain (at infinity if the domain is unbounded): in other words, locally integrable functions can grow arbitrarily fast at the domain boundary, but are still manageable in a way similar to ordinary integrable functions.

Definition

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Standard definition

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Definition 1.[2] Let   be an open set in the Euclidean space   and   be a Lebesgue measurable function. If   on   is such that

 

i.e. its Lebesgue integral is finite on all compact subsets   of  ,[3] then   is called locally integrable. The set of all such functions is denoted by  :

 

where   denotes the restriction of   to the set  .

An alternative definition

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Definition 2.[4] Let   be an open set in the Euclidean space  . Then a function   such that

 

for each test function   is called locally integrable, and the set of such functions is denoted by  . Here,   denotes the set of all infinitely differentiable functions   with compact support contained in  .

This definition has its roots in the approach to measure and integration theory based on the concept of a continuous linear functional on a topological vector space, developed by the Nicolas Bourbaki school.[5] It is also the one adopted by Strichartz (2003) and by Maz'ya & Shaposhnikova (2009, p. 34).[6] This "distribution theoretic" definition is equivalent to the standard one, as the following lemma proves:

Lemma 1. A given function   is locally integrable according to Definition 1 if and only if it is locally integrable according to Definition 2, i.e.,

 

Proof of Lemma 1

If part: Let   be a test function. It is bounded by its supremum norm  , measurable, and has a compact support, let's call it  . Hence,

 

by Definition 1.

Only if part: Let   be a compact subset of the open set  . We will first construct a test function   which majorises the indicator function   of  . The usual set distance[7] between   and the boundary   is strictly greater than zero, i.e.,

 

hence it is possible to choose a real number   such that   (if   is the empty set, take  ). Let   and   denote the closed  -neighborhood and  -neighborhood of  , respectively. They are likewise compact and satisfy

 

Now use convolution to define the function   by

 

where   is a mollifier constructed by using the standard positive symmetric one. Obviously   is non-negative in the sense that  , infinitely differentiable, and its support is contained in  . In particular, it is a test function. Since   for all  , we have that  .

Let   be a locally integrable function according to Definition 2. Then

 

Since this holds for every compact subset   of  , the function   is locally integrable according to Definition 1. □

General definition of local integrability on a generalized measure space

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The classical Definition 1 of a locally integrable function involves only measure theoretic and topological[8] concepts and thus can be carried over abstract to complex-valued functions on a topological measure space  .[9] Nevertheless, the concept of a locally integrable function can be defined even on a generalised measure space  , where   is no longer required to be a sigma-algebra but only a ring of sets and, notably,   does not need to carry the structure of a topological space.

Definition 1A.[10] Let   be an ordered triple where   is a nonempty set,   is a ring of sets, and   is a positive measure on  . Moreover, let   be a function from   to a Banach space   or to the extended real number line  . Then   is said to be locally integrable with respect to   if for every set  , the function   is integrable with respect to  .

The equivalence of Definition 1 and Definition 1A when   is a topological space can be proven by constructing a ring of sets   from the set   of compact subsets of   by the following steps.

  1. It is evident that   and, moreover, the operations of union   and intersection   make   a lattice with least upper bound   and greatest lower bound  .[11]
  2. The class of sets   defined as   is a semiring of sets[11] such that   because of the condition  .
  3. The class of sets   defined as  , i.e., the class formed by finite unions of pairwise disjoint sets of  , is a ring of sets, precisely the minimal one generated by  .[12]

By means of this abstract framework, Dinculeanu (1966, pp. 163–188) lists and proves several properties of locally integrable functions. Nevertheless, even if working in this more general framework is possible, all the definitions and properties presented in the following sections deal explicitly only with this latter important case, since the most commonly applications of such functions are to distribution theory on Euclidean spaces,[2] and thus their domain are invariably subsets of a topological space.

Generalization: locally p-integrable functions

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Definition 3.[13] Let   be an open set in the Euclidean space   and   be a Lebesgue measurable function. If, for a given   with  ,   satisfies

 

i.e., it belongs to   for all compact subsets   of  , then   is called locally  -integrable or also  -locally integrable.[13] The set of all such functions is denoted by  :

 

An alternative definition, completely analogous to the one given for locally integrable functions, can also be given for locally  -integrable functions: it can also be and proven equivalent to the one in this section.[14] Despite their apparent higher generality, locally  -integrable functions form a subset of locally integrable functions for every   such that  .[15]

Notation

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Apart from the different glyphs which may be used for the uppercase "L",[16] there are few variants for the notation of the set of locally integrable functions

Properties

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Lp,loc is a complete metric space for all p ≥ 1

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Theorem 1.[17]   is a complete metrizable space: its topology can be generated by the following metric:

 

where   is a family of non empty open sets such that

  •  , meaning that   is compactly contained in   i.e. each of them is a set whose closure is compact and strictly included in the set of higher index.[18]
  •   and finally
  •  ,   is an indexed family of seminorms, defined as
 

In (Gilbarg & Trudinger 2001, p. 147), (Maz'ya & Poborchi 1997, p. 5), (Maz'ja 1985, p. 6) and (Maz'ya 2011, p. 2), this theorem is stated but not proved on a formal basis:[19] a complete proof of a more general result, which includes it, can be found in (Meise & Vogt 1997, p. 40).

Lp is a subspace of L1,loc for all p ≥ 1

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Theorem 2. Every function   belonging to  ,  , where   is an open subset of  , is locally integrable.

Proof. The case   is trivial, therefore in the sequel of the proof it is assumed that  . Consider the characteristic function   of a compact subset   of  : then, for  ,

 

where

  •   is a positive number such that   for a given  ,
  •   is the Lebesgue measure of the compact set  .

Then for any   belonging to   the product by   is integrable by Hölder's inequality i.e. belongs to   and

 

therefore

 

Note that since the following inequality is true

 

the theorem is true also for functions   belonging only to the space of locally  -integrable functions, therefore the theorem implies also the following result.

Corollary 1. Every function   in  ,  , is locally integrable, i. e. belongs to  .

Note: If   is an open subset of   that is also bounded, then one has the standard inclusion   which makes sense given the above inclusion  . But the first of these statements is not true if   is not bounded; then it is still true that   for any  , but not that  . To see this, one typically considers the function  , which is in   but not in   for any finite  .

L1,loc is the space of densities of absolutely continuous measures

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Theorem 3. A function   is the density of an absolutely continuous measure if and only if  .

The proof of this result is sketched by (Schwartz 1998, p. 18). Rephrasing its statement, this theorem asserts that every locally integrable function defines an absolutely continuous measure and conversely that every absolutely continuous measures defines a locally integrable function: this is also, in the abstract measure theory framework, the form of the important Radon–Nikodym theorem given by Stanisław Saks in his treatise.[20]

Examples

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  • The constant function 1 defined on the real line is locally integrable but not globally integrable since the real line has infinite measure. More generally, constants, continuous functions[21] and integrable functions are locally integrable.[22]
  • The function   for   is locally but not globally integrable on  . It is locally integrable since any compact set   has positive distance from   and   is hence bounded on  . This example underpins the initial claim that locally integrable functions do not require the satisfaction of growth conditions near the boundary in bounded domains.
  • The function
 
is not locally integrable at  : it is indeed locally integrable near this point since its integral over every compact set not including it is finite. Formally speaking,  :[23] however, this function can be extended to a distribution on the whole   as a Cauchy principal value.[24]
  • The preceding example raises a question: does every function which is locally integrable in   admit an extension to the whole   as a distribution? The answer is negative, and a counterexample is provided by the following function:
 
does not define any distribution on  .[25]
 
where   and   are complex constants, is a general solution of the following elementary non-Fuchsian differential equation of first order
 
Again it does not define any distribution on the whole  , if   or   are not zero: the only distributional global solution of such equation is therefore the zero distribution, and this shows how, in this branch of the theory of differential equations, the methods of the theory of distributions cannot be expected to have the same success achieved in other branches of the same theory, notably in the theory of linear differential equations with constant coefficients.[26]

Applications

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Locally integrable functions play a prominent role in distribution theory and they occur in the definition of various classes of functions and function spaces, like functions of bounded variation. Moreover, they appear in the Radon–Nikodym theorem by characterizing the absolutely continuous part of every measure.

See also

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Notes

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  1. ^ According to Gel'fand & Shilov (1964, p. 3).
  2. ^ a b See for example (Schwartz 1998, p. 18) and (Vladimirov 2002, p. 3).
  3. ^ Another slight variant of this definition, chosen by Vladimirov (2002, p. 1), is to require only that   (or, using the notation of Gilbarg & Trudinger (2001, p. 9),  ), meaning that   is strictly included in   i.e. it is a set having compact closure strictly included in the given ambient set.
  4. ^ See for example (Strichartz 2003, pp. 12–13).
  5. ^ This approach was praised by Schwartz (1998, pp. 16–17) who remarked also its usefulness, however using Definition 1 to define locally integrable functions.
  6. ^ Note that Maz'ya and Shaposhnikova define only the "localized" version of the Sobolev space  , nevertheless explicitly asserting that the same method is used to define local versions of all other Banach spaces used in the cited book. In particular,   is introduced on page 44.
  7. ^ Not to be confused with the Hausdorff distance.
  8. ^ The notion of compactness must obviously be defined on the given abstract measure space.
  9. ^ This is the approach developed for example by Cafiero (1959, pp. 285–342) and by Saks (1937, chapter I), without dealing explicitly with the locally integrable case.
  10. ^ (Dinculeanu 1966, p. 163).
  11. ^ a b (Dinculeanu 1966, p. 7).
  12. ^ (Dinculeanu 1966, pp. 8−9).
  13. ^ a b See for example (Vladimirov 2002, p. 3) and (Maz'ya & Poborchi 1997, p. 4).
  14. ^ As remarked in the previous section, this is the approach adopted by Maz'ya & Shaposhnikova (2009), without developing the elementary details.
  15. ^ Precisely, they form a vector subspace of  : see Corollary 1 to Theorem 2.
  16. ^ See for example (Vladimirov 2002, p. 3), where a calligraphic is used.
  17. ^ See (Gilbarg & Trudinger 2001, p. 147), (Maz'ya & Poborchi 1997, p. 5) for a statement of this results, and also the brief notes in (Maz'ja 1985, p. 6) and (Maz'ya 2011, p. 2).
  18. ^ In turn this simply means that the boundaries of two sets of the family with different index do not touch.
  19. ^ Gilbarg & Trudinger (2001, p. 147) and Maz'ya & Poborchi (1997, p. 5) only sketch very briefly the method of proof, while in (Maz'ja 1985, p. 6) and (Maz'ya 2011, p. 2) it is assumed as a known result, from which the subsequent development starts.
  20. ^ According to Saks (1937, p. 36), "If   is a set of finite measure, or, more generally the sum of a sequence of sets of finite measure  , then, in order that an additive function of a set   on   be absolutely continuous on  , it is necessary and sufficient that this function of a set be the indefinite integral of some integrable function of a point of  ". Assuming   to be the Lebesgue measure, the two statements can be seen to be equivalent.
  21. ^ See for example (Hörmander 1990, p. 37).
  22. ^ See (Strichartz 2003, p. 12).
  23. ^ See (Schwartz 1998, p. 19).
  24. ^ See (Vladimirov 2002, pp. 19–21).
  25. ^ See (Vladimirov 2002, p. 21).
  26. ^ For a brief discussion of this example, see (Schwartz 1998, pp. 131–132).

References

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