H?lder spacesEditH?lder spaces consisting of functions satisfying a H?lder condition are basic in areas of functional analysis relevant to solving partial differential equations, and in dynamical systems. The H?lder space Ck,α(Ω), where Ω is an open subset of some Euclidean space and k ≥ 0 an integer, consists of those functions on Ω having continuous derivatives up to order k and such that the kth partial derivatives are H?lder continuous with exponent α, where 0 < α ≤ 1. This is a locally convex topological vector space. If the H?lder coefficient
is finite, then the function f is said to be (uniformly) H?lder continuous with exponent α in Ω. In this case, the H?lder coefficient serves as a seminorm. If the H?lder coefficient is merely bounded on compact subsets of Ω, then the function f is said to be locally H?lder continuous with exponent α in Ω. If the function f and its derivatives up to order k are bounded on the closure of Ω, then the H?lder space can be assigned the norm
where β ranges over multi-indices and
These norms and seminorms are often denoted simply and or also and in order to stress the dependence on the domain of f. If Ω is open and bounded, then is a Banach space with respect to the norm . Compact embedding of H?lder spacesEditLet Ω be a bounded subset of some Euclidean space (or more generally, any totally bounded metric space) and let 0 < α < β ≤ 1 two H?lder exponents. Then, there is an obvious inclusion of the corresponding H?lder spaces:
which is continuous since, by definition of the H?lder norms, the inequality
holds for all f in C0,β(Ω). Moreover, this inclusion is compact, meaning that bounded sets in the ‖ · ‖0,β norm are relatively compact in the ‖ · ‖0,α norm. This is a direct consequence of the Ascoli-Arzelà theorem. Indeed, let (un) be a bounded sequence in C0,β(Ω). Thanks to the Ascoli-Arzelà theorem we can assume without loss of generality that un → u uniformly, and we can also assume u = 0. Then
because
- If 0 < α ≤ β ≤ 1 then all H?lder continuous functions on a bounded set Ω are also H?lder continuous. This also includes β = 1 and therefore all Lipschitz continuous functions on a bounded set are also C0,α H?lder continuous.
- The function f(x) = xβ (with β ≤ 1) defined on [0, 1] serves as a prototypical example of a function that is C0,α H?lder continuous for 0 < α ≤ β, but not for α > β. Further, if we defined f analogously on , it would be C0,α H?lder continuous only for α = β.
- For α > 1, any α–H?lder continuous function on [0, 1] (or any interval) is a constant.
- There are examples of uniformly continuous functions that are not α–H?lder continuous for any α. For instance, the function defined on [0, 1/2] by f(0) = 0 and by f(x) = 1/log(x) otherwise is continuous, and therefore uniformly continuous by the Heine-Cantor theorem. It does not satisfy a H?lder condition of any order, however.
- The Cantor function is H?lder continuous for any exponent α ≤ log(2)/log(3), and for no larger one. In the former case, the inequality of the definition holds with the constant C := 2.
- Peano curves from [0, 1] onto the square [0, 1]2 can be constructed to be 1/2–H?lder continuous. It can be proved that when α > 1/2, the image of a α–H?lder continuous function from the unit interval to the square cannot fill the square.
- Sample paths of Brownian motion are almost surely everywhere locally α-H?lder for every α < 1/2.
- Functions which are locally integrable and whose integrals satisfy an appropriate growth condition are also H?lder continuous. For example, if we let
- and u satisfies
- then u is H?lder continuous with exponent α.[1]
- Functions whose oscillation decay at a fixed rate with respect to distance are H?lder continuous with an exponent that is determined by the rate of decay. For instance, if
- for some function u(x) satisfies
- for a fixed λ with 0 < λ < 1 and all sufficiently small values of r, then u is H?lder continuous.
- Functions in Sobolev space can be embedded into the appropriate H?lder space via Morrey's inequality if the spatial dimension is less than the exponent of the Sobolev space. To be precise, if n < p ≤ ∞ then there exists a constant C, depending only on p and n, such that
- for all u ∈ C1(Rn) ∩ Lp(Rn), where γ = 1 ? (n/p). Thus if u ∈ W1, p(Rn), then u is in fact H?lder continuous of exponent γ, after possibly being redefined on a set of measure 0.
PropertiesEdit- A closed additive subgroup of an infinite dimensional Hilbert space H, connected by α–H?lder continuous arcs with α > 1/2, is a linear subspace. There are closed additive subgroups of H, not linear subspaces, connected by 1/2–H?lder continuous arcs. An example is the additive subgroup L2(R, Z) of the Hilbert space L2(R, R).
- Any α–H?lder continuous function f on a metric space X admits a Lipschitz approximation by means of a sequence of functions (fk) such that fk is k-Lipschitz and
- Conversely, any such sequence (fk) of Lipschitz functions converges to an α–H?lder continuous uniform limit f.
- Any α–H?lder function f on a subset X of a normed space E admits a uniformly continuous extension to the whole space, which is H?lder continuous with the same constant C and the same exponent α. The largest such extension is:
- The image of any α–H?lder function f has Hausdorff dimension at most 1/α.
- ^ See, for example, Han and Lin, Chapter 3, Section 1. This result was originally due to Sergio Campanato.
ReferencesEdit
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