Differentiation operator is closed on $L^2[0,1]$

functional-analysisreal-analysis

Proposition. Let $\mathcal{H}=L^2[0,1]$ with a differentiation operator $T=i\frac{d}{dt}$ on it, whose domain $D(T)$ consists of all the absolutely continuous functions in $\mathcal{H}$, and the derivatives of those functions is still $L^2$. Then $T$ is a closed operator. (which means its graph is closed in $\mathcal{H}\times\mathcal{H}$)

Here is my try so far.
Let $\{u_n\}$ be a sequence of $L^2$ functions in $\mathcal{H}$ converging to $u\in\mathcal{H}$. Also, $Tu_n$ converge to another $v\in\mathcal{H}$.
It suffices to show that $Tu=v$, which is to say, $\| Tu-v\|=0$. Since
$$\|Tu-v\|\le\|Tu-Tu_n\|+\|Tu_n-v\|$$
and $\|Tu_n-v\|\rightarrow 0$, we only need to prove that $\|Tu-Tu_n\|\rightarrow 0$.
$$\lim_{n\rightarrow\infty}\|Tu-Tu_n\|^2=\lim_{n\rightarrow\infty}\int \left|i\frac{d}{dt}(u-u_n)\right|^2dx.$$
Ideally, we “may” swap the “limits” with the “integral” and “derivative” and the “proof” is finished. However, it seems to me not very clear that theorems from real analysis allow me to do so.

I’ve been stuck here for a long time. Any hints?

Best Answer

Let $ D_0 = \{ f \in L^2[0,1] | f \text{ is absolutely continous and } f'\in L^2[0,1] \} $ and $ T : D_0 \rightarrow L²[0,1], Tf=i\frac{d}{dt}f = i \cdot f'$.

Take a sequence $ \{ u_n \} $ which convergences to $ u $ in $ L^2 $- Norm and with $ { Tu_n } $ beeing convergent in $ L^2 $ with limit $ x $. We have to show that $ Tu = x $.

First we show that $ \{ u_n \} $ is uniform convergent. By Hölder's inequality

$$ \int_{0}^{t} {| i \cdot u_n'(s) - x(s)| ds} \le \int_{0}^{1} {|i \cdot u_n'(s) - x(s)| ds} \le \left( \int_{0}^{1} {ds} \right)^{\frac{1}{2}} \cdot \left( \int_{0}^{1} {|i \cdot u_n'(s) - x(s)|^2 ds} \right)^{\frac{1}{2}} = \| Tu_n - x \|_{L^2} $$

From this inequality we conclude that

$$ \| t \mapsto \int_{0}^{t} {i \cdot u_n(s)ds} - \int_0^{t}{x(s)ds} \|_{\infty} \le \| Tu_n - x \|_{L^2} $$

which gives uniform convergence of $ \{ t \mapsto \int_{0}^{t} i \cdot u_n(t) \} $ to $ t \mapsto \int_0^{t}{x(s)ds} $. Especially $ \{ t \mapsto \int_{0}^{t} i \cdot u_n(s)ds \} $ is a uniform Cauchy Sequence. Further we have

$$ | i \cdot u_n(0) - i \cdot u_m(0) | = \left( \int_{0}^{1} | i \cdot u_n(0) - i \cdot u_m(0) |^2 dt \right)^{\frac{1}{2}} = \left( \int_{0}^{1} | i \cdot u_n(t) - i \cdot u_m(t) - \int_{0}^{t} {(i \cdot u_n'(s)- i \cdot u_m'(s))ds} |^2 dt\right)^{\frac{1}{2}} \\ \le \left( \int_{0}^{1} | i \cdot u_n(t) - i \cdot u_m(t) |^2 dt \right)^{\frac{1}{2}} + \left( \int_{0}^{1} | \int_{0}^{t} { i \cdot u_n'(s)-i \cdot u_m'(s)ds} |^2 dt \right)^{\frac{1}{2}} $$

which implies

$$ | i \cdot u_n(0) -i\cdot u_m(0) | \le \| i \cdot u_n - i \cdot u_m \|_{L^2} + \| t \mapsto \int_{0}^{t} { i \cdot u_n'(s)-i \cdot u_m'(s)ds} \|_{L^2} \\ \le \| u_n - u_m \|_{L^2} + \| t \mapsto \int_{0}^{t} { i \cdot u_n'(s)-i \cdot u_m'(s)ds} \|_{\infty} $$

Hence $ \{ i \cdot u_n(0) \} $ is a Cauchy Sequence. Because each $ u_n $ is absolutly continous we have

$$ i \cdot u_n (t) = i \cdot u_n(0) + \int_{0}^t{i \cdot u_n'(s)ds} $$

which shows that $ \{i \cdot u_n\} $ and $ \{u_n\} $ are uniform convergent.

Now we show $ Tu = x $. Define $ g(t) = \lim_{n \rightarrow \infty} \frac{1}{i} u_n(0) + \frac{1}{i} \int_{0}^{t}{x(s)ds} $. Then we have $ Tg = x $ and $ i \cdot g' = x $ a.e. in $ [0,1] $. But $ \{ u_n \} $ convergences to g uniformly. Hence $ u = g $ a.e. in $ [0,1] $ which gives $Tu = x $.

Note: A similar reasoning can be found in Werner's Funktionalanalysis.

Related Question