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 L_p spaces, but its members are not required to satisfy any growth restriction on their behavior at infinity: in other words, locally integrable functions can grow arbitrarily fast at infinity, but are still manageable in a way similar to ordinary integrable functions.

Definition

Standard definition

Definition 1.^[2] Let Ω be an open set in the Euclidean space ℝⁿ and f : Ω → ℂ be a Lebesgue measurable function. If f on Ω is such that

$\int_K | f |\, \mathrm{d}x <+\infty,$

i.e. its Lebesgue integral is finite on all compact subsets K of Ω,^[3] then f  is called locally integrable. The set of all such functions is denoted by L_1,loc(Ω):

$L_{1,\mathrm{loc}}(\Omega)=\bigl\{f:\Omega\to\mathbb{C}\text{ measurable}\,\big|\, f|_K \in L_1(K)\ \forall\, K \subset \Omega,\, K \text{ compact}\bigr\},$

where f |_K denotes the restriction of f  to the set K.

The classical definition of a locally integrable function involves only measure theoretic and topological^[4] concepts and can be carried over abstract to complex-valued functions on a topological measure space (X, Σ, μ):^[5] however, since the most common application of such functions is to distribution theory on Euclidean spaces,^[2] all the definitions in this and the following sections deal explicitly only with this important case.

An alternative definition

Definition 2.^[6] Let Ω be an open set in the Euclidean space ℝⁿ. Then a function f : Ω → ℂ such that

$\int_\Omega | f \varphi|\, \mathrm{d}x <+\infty,$

for each test function φ ∈ C ∞
c (Ω) is called locally integrable, and the set of such functions is denoted by L_1,loc(Ω). Here C ∞
c (Ω) denotes the set of all infinitely differentiable functions φ : Ω → ℝ with compact support contained in Ω.

This definition has its roots in the approach to measure and integration theory based on the concept of continuous linear functional on a topological vector space, developed by Nicolas Bourbaki and his school:^[7] it is also the one adopted by Strichartz (2003) and by Maz'ya & Shaposhnikova (2009, p. 34).^[8] This "distribution theoretic" definition is equivalent to the standard one, as the following lemma proves:

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

$\int_K | f |\, \mathrm{d}x <+\infty \quad \forall\, K \subset \Omega,\, K \text{ compact} \quad \Longleftrightarrow \quad \int_\Omega | f \varphi|\, \mathrm{d}x <+\infty \quad \forall\, \varphi \in C^\infty_{\mathrm{c}}(\Omega).$

Proof of Lemma 1

If part: Let φ ∈ C ∞
c (Ω) be a test function. It is bounded by its supremum norm ||φ||_∞, measurable, and has a compact support, let's call it K. Hence

$\int_\Omega | f \varphi|\, \mathrm{d}x = \int_K |f|\,|\varphi|\, \mathrm{d}x \le\|\varphi\|_\infty\int_K | f |\, \mathrm{d}x<\infty$

by Definition 1.

Only if part: Let K be a compact subset of the open set Ω. We will first construct a test function φ_K ∈ C ∞
c (Ω) which majorises the indicator function χ_K of K. The usual set distance^[9] between K and the boundary ∂Ω is strictly greater than zero, i.e.

$\Delta:=d(K,\partial\Omega)>0,$

hence it is possible to choose a real number δ such that Δ > 2δ > 0 (if ∂Ω is the empty set, take Δ = ∞). Let K_δ and K_2δ denote the closed δ-neighborhood and 2δ-neighborhood of K, respectively. They are likewise compact and satisfy

$K\subset K_\delta\subset K_{2\delta}\subset\Omega,\qquad d(K_\delta,\partial\Omega)=\Delta-\delta>\delta>0.$

Now use convolution to define the function φ_K : Ω → ℝ by

$\varphi_K(x)={\chi_{K_\delta}\ast\varphi_\delta(x)}= \int_{\mathbb{R}^n}\chi_{K_\delta}(y)\,\varphi_\delta(x-y)\,\mathrm{d}y,$

where φ_δ is a mollifier constructed by using the standard positive symmetric one. Obviously φ_K is non-negative in the sense that φ_K ≥ 0, infinitely differentiable, and its support is contained in K_2δ, in particular it is a test function. Since φ_K(x) = 1 for all x ∈ K, we have that χ_K ≤ φ_K.

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

$\int_K|f|\,\mathrm{d}x=\int_\Omega|f|\chi_K\,\mathrm{d}x \le\int_\Omega|f|\varphi_K\,\mathrm{d}x<\infty.$

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

Generalization: locally p-integrable functions

Definition 3.^[10] Let Ω be an open set in the Euclidean space ℝⁿ and f : Ω → ℂ be a Lebesgue measurable function. If, for a given p with 1 ≤ p ≤ +∞, f satisfies

$\int_K | f|^p \,\mathrm{d}x <+\infty,$

i.e., it belongs to L_p(K) for all compact subsets K of Ω, then f is called locally p-integrable or also p-locally integrable.^[10] The set of all such functions is denoted by L_p,loc(Ω):

$L_{p,\mathrm{loc}}(\Omega)=\left\{f:\Omega\to\mathbb{C}\text{ measurable }\left|\ f\in L_p(K),\ \forall\, K \subset \Omega, K \text{ compact}\right.\right\}.$

An alternative definition, completely analogous to the one given for locally integrable functions, can also be given for locally p-integrable functions: it can also be and proven equivalent to the one in this section.^[11] Despite their apparent higher generality, locally p-integrable functions form a subset of locally integrable functions for every p such that 1 < p ≤ +∞.^[12]

Notation

Apart from the different glyphs which may be used for the uppercase "L",^[13] there are few variants for the notation of the set of locally integrable functions

• $L^p_{\mathrm{loc}}(\Omega),$ adopted by (Hörmander 1990, p. 37), (Strichartz 2003, pp. 12–13) and (Vladimirov 2002, p. 3).
• $L_{p,\mathrm{loc}}(\Omega),$ adopted by (Maz'ya & Poborchi 1997, p. 4) and Maz'ya & Shaposhnikova (2009, p. 44).
• $L_p(\Omega,\mathrm{loc}),$ adopted by (Maz'ja 1985, p. 6) and (Maz'ya 2011, p. 2).

Properties

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

Theorem 1.^[14] L_p,loc is a complete metrizable space: its topology can be generated by the following metric:

$d(u,v)=\sum_{k\geq 1}\frac{1}{2^k}\frac{\Vert u - v\Vert_{p,\omega_k}}{1+\Vert u - v\Vert_{p,\omega_k}}\qquad u, v\in L_{p,\mathrm{loc}}(\Omega),$

where {ω_k}_k≥1 is a family of non empty open sets such that

• ω_k ⊂⊂ ω_k+1, meaning that ω_k is strictly included in ω_k+1 i.e. it is a set having compact closure strictly included in the set of higher index.
• ∪_kω_k = Ω.
• $\scriptstyle{\Vert\cdot\Vert_{p,\omega_k}}\to\mathbb{R}^+$, k ∈ ℕ is an indexed family of seminorms, defined as

${\displaystyle {\Vert u\Vert _{p,\omega _{k}}}=\left(\int _{\omega _{k}}|u|^{p}\,\mathrm {d} x\right)^{1/p}\qquad \forall \,u\in L_{p,\mathrm {loc} }(\Omega ).}$

In references (Gilbarg & Trudinger 1998, 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:^[15] a complete proof of a more general result, which includes it, is found in (Meise & Vogt 1997, p. 40).

L_p is a subspace of L_1,loc for all p ≥ 1

Theorem 2. Every function f belonging to L_p(Ω), 1 ≤ p ≤ +∞, where Ω is an open subset of ℝⁿ, is locally integrable.

Proof. The case p = 1 is trivial, therefore in the sequel of the proof it is assumed that 1 < p ≤ +∞. Consider the characteristic function χ_K of a compact subset K of Ω: then, for p ≤ +∞,

${\displaystyle \left|{\int _{\Omega }|\chi _{K}|^{q}\,\mathrm {d} x}\right|^{1/q}=\left|{\int _{K}\mathrm {d} x}\right|^{1/q}=|K|^{1/q}<+\infty ,}$

where

• q is a positive number such that 1/p + 1/q = 1 for a given 1 ≤ p ≤ +∞
• |K| is the Lebesgue measure of the compact set K

Then by Hölder's inequality, the product fχ_K is integrable i.e. belongs to L₁(Ω) and

${\displaystyle {\int _{K}|f|\,\mathrm {d} x}={\int _{\Omega }|f\chi _{K}|\,\mathrm {d} x}\leq \left|{\int _{\Omega }|f|^{p}\,\mathrm {d} x}\right|^{1/p}\left|{\int _{K}\mathrm {d} x}\right|^{1/q}=\|f\|_{p}|K|^{1/q}<+\infty ,}$

therefore

$f\in L_{1,\mathrm{loc}}(\Omega).$

Note that since the following inequality is true

${\displaystyle {\int _{K}|f|\,\mathrm {d} x}={\int _{\Omega }|f\chi _{K}|\,\mathrm {d} x}\leq \left|{\int _{K}|f|^{p}\,\mathrm {d} x}\right|^{1/p}\left|{\int _{K}\mathrm {d} x}\right|^{1/q}=\|f\|_{p}|K|^{1/q}<+\infty ,}$

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

Corollary 1. Every function f in L_p,loc(Ω), 1 < p ≤ +∞, is locally integrable, i. e. belongs to L_1,loc(Ω).

L_1,loc is the space of densities of absolutely continuous measures

Theorem 3. A function f is the density of an absolutely continuous measure if and only if f ∈L_1,loc.

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.^[16]

Examples

• The constant function 1 defined on the real line is locally integrable but not globally integrable. More generally, constants, continuous functions^[17] and integrable functions are locally integrable.^[18]
• The function

$f(x)={\begin{cases}1/x&x\neq 0,\\0&x=0,\end{cases}}$

is not locally integrable in x = 0: it is indeed locally integrable near this point since its integral over every compact set not including it is finite. Formally speaking, 1/x ∈ L_1,loc(ℝ \ 0):^[19] however, this function can be extended to a distribution on the whole ℝ as a Cauchy principal value.^[20]

• The preceding example raises a question: does every function which is locally integrable in Ω ⊊ ℝ admit an extension to the whole ℝ as a distribution? The answer is negative, and a counterexample is provided by the following function:

$f(x)={\begin{cases}e^{{1/x}}&x\neq 0,\\0&x=0,\end{cases}}$

does not define any distribution on ℝ.^[21]

• The following example, similar to the preceding one, is a function belonging to L_1,loc(ℝ \ 0) which serves as an elementary counterexample in the application of the theory of distributions to differential operators with irregular singular coefficients:

$f(x)={\begin{cases}k_{1}e^{{1/x^{2}}}&x>0,\\0&x=0,\\k_{2}e^{{1/x^{2}}}&x<0,\end{cases}}$

where k₁ and k₂ are complex constants, is a general solution of the following elementary non-Fuchsian differential equation of first order

$x^3\frac{\mathrm{d}f}{\mathrm{d}x}+2f=0.$

Again it does not define any distribution on the whole ℝ, if k₁ or k₂ 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.^[22]

Applications

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

• Compact set
• Distribution (mathematics)
• Lebesgue's density theorem
• Lebesgue differentiation theorem
• Lebesgue integral
• Lp space

Notes

1. According to Gel'fand & Shilov (1964, p. 3).
2. 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 K ⋐ Ω (or, using the notation of Gilbarg & Trudinger (2001, p. 9), K ⊂⊂ Ω), meaning that K is strictly included in Ω i.e. it is a set having compact closure strictly included in the given ambient set.
4. The notion of compactness must obviously be defined on the given abstract measure space.
5. 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.
6. See for example (Strichartz 2003, pp. 12–13).
7. This approach was praised by Schwartz (1998, pp. 16–17) who remarked also its usefulness, however using Definition 1 to define locally integrable functions.
8. Be noted that Maz'ya and Shaposhnikova define explicitly only the "localized" version of the Sobolev space W^k,p(Ω), nevertheless explicitly asserting that the same method is used to define localized versions of all other Banach spaces used in the cited book: in particular, L_p,loc(Ω) is introduced on page 44.
9. Not to be confused with the Hausdorff distance.
10. See for example (Vladimirov 2002, p. 3) and (Maz'ya & Poborchi 1997, p. 4).
11. As remarked in the previous section, this is the approach adopted by Maz'ya & Shaposhnikova (2009), without developing the elementary details.
12. Precisely, they form a vector subspace of L_1,loc(Ω): see Corollary 1 to Theorem 2.
13. See for example (Vladimirov 2002, p. 3), where a calligraphic ℒ is used.
14. See (Gilbarg & Trudinger 1998, 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).
15. Gilbarg & Trudinger (1998, 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.
16. According to Saks (1937, p. 36), "If E is a set of finite measure, or, more generally the sum of a sequence of sets of finite measure (μ), then, in order that an additive function of a set (𝔛) on E be absolutely continuous on E, it is necessary and sufficient that this function of a set be the indefinite integral of some integrable function of a point of E". Assuming (μ) to be the Lebesgue measure, the two statements can be seen to be equivalent.
17. See for example (Hörmander 1990, p. 37).
18. See (Strichartz 2003, p. 12).
19. See (Schwartz 1998, p. 19).
20. See (Vladimirov 2002, pp. 19–21).
21. See (Vladimirov 2002, p. 21).
22. For a brief discussion of this example, see (Schwartz 1998, pp. 131–132).

References

• Cafiero, Federico (1959), Misura e integrazione, Monografie matematiche del Consiglio Nazionale delle Ricerche (in Italian), 5, Roma: Edizioni Cremonese, pp. VII+451, MR 0215954, Zbl 0171.01503. Measure and integration (as the English translation of the title reads) is a definitive monograph on integration and measure theory: the treatment of the limiting behavior of the integral of various kind of sequences of measure-related structures (measurable functions, measurable sets, measures and their combinations) is somewhat conclusive.
• Gel'fand, I. M.; Shilov, G. E. (1964) [1958], Generalized functions. Vol. I: Properties and operations, New York–London: Academic Press, pp. xviii+423, ISBN 978-0-12-279501-5, MR 0166596, Zbl 0115.33101. Translated from the original 1958 Russian edition by Eugene Saletan, this is an important monograph on the theory of generalized functions, dealing both with distributions and analytic functionals.
• Gilbarg, David; Trudinger, Neil S. (2001) [1998], Elliptic partial differential equations of second order, Classics in Mathematics (Revised 3rd printing of 2nd ed.), Berlin – Heidelberg – New York: Springer Verlag, pp. xiv+517, ISBN 3-540-41160-7, MR 1814364, Zbl 1042.35002.
• Hörmander, Lars (1990), The analysis of linear partial differential operators I, Grundlehren der Mathematischen Wissenschaft, 256 (2nd ed.), Berlin-Heidelberg-New York City: Springer-Verlag, pp. xii+440, ISBN 0-387-52343-X, MR 1065136, Zbl 0712.35001 (available also as ISBN 3-540-52343-X).
• Maz'ja, Vladimir G. (1985), Sobolev Spaces, Berlin–Heidelberg–New York: Springer-Verlag, pp. xix+486, ISBN 3-540-13589-8, MR 817985, Zbl 0692.46023 (available also as ISBN 0-387-13589-8).
• Maz'ya, Vladimir G. (2011) [1985], Sobolev Spaces. With Applications to Elliptic Partial Differential Equations., Grundlehren der Mathematischen Wissenschaften, 342 (2nd revised and augmented ed.), Berlin–Heidelberg–New York: Springer Verlag, pp. xxviii+866, ISBN 978-3-642-15563-5, MR 2777530, Zbl 1217.46002.
• Maz'ya, Vladimir G.; Poborchi, Sergei V. (1997), Differentiable Functions on Bad Domains, Singapore–New Jersey–London–Hong Kong: World Scientific, pp. xx+481, ISBN 981-02-2767-1, MR 1643072, Zbl 0918.46033.
• Maz'ya, Vladimir G.; Shaposhnikova, Tatyana O. (2009), Theory of Sobolev multipliers. With applications to differential and integral operators, Grundlehren der Mathematischen Wissenschaft, 337, Heidelberg: Springer-Verlag, pp. xiii+609, ISBN 978-3-540-69490-8, MR 2457601, Zbl 1157.46001.
• Meise, Reinhold; Vogt, Dietmar (1997), Introduction to Functional Analysis, Oxford Graduate Texts in Mathematics, 2, Oxford: Clarendon Press, pp. x+437, ISBN 0-19-851485-9, MR 1483073, Zbl 0924.46002.
• Saks, Stanisław (1937), Theory of the Integral, Monografie Matematyczne, 7 (2nd ed.), Warszawa-Lwów: G.E. Stechert & Co., pp. VI+347, JFM 63.0183.05, MR 0167578, Zbl 0017.30004. English translation by Laurence Chisholm Young, with two additional notes by Stefan Banach: the Mathematical Reviews number refers to the Dover Publications 1964 edition, which is basically a reprint.
• Schwartz, Laurent (1998) [1966], Théorie des distributions, Publications de l'Institut de Mathématique de l'Université de Strasbourg (in French), No. IX–X (Nouvelle ed.), Paris: Hermann Éditeurs, pp. xiii+420, ISBN 2-7056-5551-4, MR 0209834, Zbl 0149.09501.
• Strichartz, Robert S. (2003), A Guide to Distribution Theory and Fourier Transforms (2nd printing ed.), River Edge, NJ: World Scientific Publishers, pp. x+226, ISBN 981-238-430-8, MR 2000535, Zbl 1029.46039.
• Vladimirov, V. S. (2002), Methods of the theory of generalized functions, Analytical Methods and Special Functions, 6, London–New York: Taylor & Francis, pp. XII+353, ISBN 0-415-27356-0, MR 2012831, Zbl 1078.46029. A monograph on the theory of generalized functions written with an eye towards their applications to several complex variables and mathematical physics, as is customary for the Author.

External links

• Rowland, Todd. "Locally integrable". MathWorld.

• Vinogradova, I.A. (2001), "Locally integrable function", in Hazewinkel, Michiel, Encyclopedia of Mathematics, Springer, ISBN 978-1-55608-010-4

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