Let $\Omega\subset\mathbb R^n$ be compact and $C^{0,\alpha}(\Omega)$ the space of all $\alpha$-Hölder-continuous functions. Define $||u||_{C^{0,\alpha}(\Omega)}:=||u||_{\sup}+\sup\limits_{{x,y\in \Omega\space\&\space x\ne y}}\frac{|u(x)-u(y)|}{|x-y|^\alpha}$ and consider $(C^{0,\alpha}(\Omega),||u||_{C^{0,\alpha}(\Omega)})$ and $\alpha\in]0,1]$ .
How can you prove that for any sequence in bounded closed set of $(C^{0,\alpha}(\Omega),||u||_{C^{0,\alpha}(\Omega)})$ there exists a convergent subsequence (concerning the uniform norm) and it limes is in $(C^{0,\alpha}(\Omega))$?
Best Answer
Hints:
1) Using estimations of norms prove that if set $F$ is bounded in $(C^{0,\alpha}(\Omega),\Vert\cdot\Vert_{C^{0,\alpha}(\Omega)})$ then it is bounded in $(C^{0}(\Omega),\Vert\cdot\Vert_{C^{0}(\Omega)})$
2) If $F$ is bounded in $(C^{0,\alpha}(\Omega),\Vert\cdot\Vert_{C^{0,\alpha}(\Omega)})$ then $$ \exists C>0\quad\forall u\in F\quad \forall x,y\in\Omega\quad |u(x)-u(y)|\leq C|x-y|^\alpha $$
3) Prove that 2) implies equicontinuity
4) From 1) and 4) you see that $F$ is relatively compact in $(C^{0}(\Omega),\Vert\cdot\Vert_{C^{0}(\Omega)})$.
5) If you get to this paragraph it is remains to prove uniform convergence. Using estimations of norms prove that if sequence $\{u_n:n\in\mathbb{N}\}$ converges in $(C^{0,\alpha}(\Omega),\Vert\cdot\Vert_{C^{0,\alpha}(\Omega)})$, then it converges in $(C^{0}(\Omega),\Vert\cdot\Vert_{C^{0}(\Omega)})$.
6) From statement of paragraph 2) prove that the limit function is $\alpha$-Hölder-continuous.