Infinitesimal Hilbertianity of locally CAT($\kappa$)-spaces
Simone Di Marino, Nicola Gigli, Enrico Pasqualetto, Elefterios, Soultanis

TL;DR
This paper proves that metric measure spaces with curvature bounded above in the Alexandrov sense are infinitesimally Hilbertian, meaning their Sobolev space W^{1,2} is a Hilbert space, by embedding derivations into tangent cones.
Contribution
It establishes the infinitesimal Hilbertianity of Alexandrov curvature bounded spaces using an isometric embedding into tangent cones, linking geometric and analytical structures.
Findings
Sobolev space W^{1,2} is Hilbert for these spaces
Constructs an isometric embedding of derivations into tangent cones
Tangent cones are CAT(0)-spaces with Hilbert-like structure
Abstract
We show that, given a metric space of curvature bounded from above in the sense of Alexandrov, and a positive Radon measure on giving finite mass to bounded sets, the resulting metric measure space is infinitesimally Hilbertian, i.e. the Sobolev space is a Hilbert space. The result is obtained by constructing an isometric embedding of the `abstract and analytical' space of derivations into the `concrete and geometrical' bundle whose fibre at is the tangent cone at of . The conclusion then follows from the fact that for every such a cone is a CAT(0)-space and, as such, has a Hilbert-like structure.
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Taxonomy
TopicsAdvanced Differential Geometry Research · Advanced Banach Space Theory · Advanced Topics in Algebra
Infinitesimal Hilbertianity of locally -spaces
Simone Di Marino
Istituto Nazionale di Alta Matematica, Unità INdAM SNS Pisa, Piazza dei Cavalieri 7, 56126 Pisa
,
Nicola Gigli
SISSA, Via Bonomea 265, 34136 Trieste
,
Enrico Pasqualetto
SISSA, Via Bonomea 265, 34136 Trieste, and
Department of Mathematics and Statistics, P.O. Box 35 (MaD), FI-40014 University of Jyväskylä
and
Elefterios Soultanis
SISSA, Via Bonomea 265, 34136 Trieste, and
University of Fribourg, Chemin du Musee 23, CH-1700 Fribourg
Abstract.
We show that, given a metric space of curvature bounded from above in the sense of Alexandrov, and a positive Radon measure on giving finite mass to bounded sets, the resulting metric measure space is infinitesimally Hilbertian, i.e. the Sobolev space is a Hilbert space.
The result is obtained by constructing an isometric embedding of the ‘abstract and analytical’ space of derivations into the ‘concrete and geometrical’ bundle whose fibre at is the tangent cone at of . The conclusion then follows from the fact that for every such a cone is a space and, as such, has a Hilbert-like structure.
Contents
1. Introduction
A metric space is said to be a space if, roughly said, it is geodesic and geodesic triangles are ‘thinner’ than triangles in the model space of constant sectional curvature . Typical examples of spaces are simply connected Riemannian manifolds with sectional curvature and their Gromov-Hausdorff limits. Despite the absence of any a priori smooth structure, spaces are quite regular and carry a solid calculus resembling that on manifolds with curvature . We refer to [25], [8], [10], [11], [1] for overviews on the topic and a more detailed bibliography.
In the particular case the condition reads as follows: for any points and any geodesic connecting them it holds that
[TABLE]
This can be regarded as a parallelogram inequality and from this point of view it is perhaps not surprising that several aspects of spaces strongly resemble properties of Hilbert spaces; this perspective is emphasised e.g. in [8]. For instance, from (1.1) it directly follows that if a normed vector space is a space, then the norm comes from a scalar product. Equivalently,
[TABLE]
Given that spaces naturally arise as tangent cones to generic spaces, these analogies with Hilbert structures appear also at small scales on spaces.
A metric measure space is called infinitesimally Hilbertian provided the Sobolev space is Hilbert (see [13] and then also [40], [5] for the definition of Sobolev spaces in this context). The concept of infinitesimal Hilbertianity, introduced in [21], aims at detecting Hilbert structures at small scales in the non-smooth setting. The motivating example in the smooth category is the following: if is a smooth Finsler manifold and is a smooth measure on it (i.e. with smooth density when seen in charts), then the -norm can be written as
[TABLE]
Since always satisfies the parallelogram identity, we see that has the same property if and only if satisfies the parallelogram identity. With a little bit of work it is possible to check that this is the case if and only if satisfies the parallelogram identity for every , i.e. if and only if is in fact a Riemannian manifold.
In the smooth category one could run the above consideration also with smooth functions, rather than with Sobolev ones, but this is obviously not possible on a metric measure space. In this direction let us emphasise that in the non-smooth environment it is crucial to work with Sobolev functions rather than, say, with Lipschitz ones. To see why, recall that the local Lipschitz constant of a function is defined as
[TABLE]
and consider the following example. Let be the Euclidean space and be a positive Radon measure. Then:
- a)
The map
[TABLE]
is not a quadratic form, in general.
- b)
The map
[TABLE]
is a quadratic form, i.e. is infinitesimally Hilbertian.
To see why (a) holds simply consider to be a Dirac delta at a point and generic functions not differentiable at : for these the parallelogram identity for typically fails. Intuitively, this is due to the fact that, if and are not differentiable at , they are not (close to being) linear in the vicinity of and thus their local Lipschitz constants fail to capture the Hilbert structure of the cotangent space at .
The statement in (b) is non-trivial and is one of the results proved in [22]. The crucial aspect of the proof is the possibility of approximating Sobolev functions with functions: these are by nature differentiable everywhere, and thus also -a.e., and hence are suitable to identify the Hilbertian structure of the cotangent spaces.
Hence the idea behind the notion of infinitesimal Hilbertianity is to exploit the fact that ‘by nature’ Sobolev functions are a.e. differentiable in some sense, regardless of the regularity of the metric and of the measure in consideration (for instance, if is a Dirac delta as above, it turns out that Sobolev functions have 0 differential, so that the claim (b) is trivially true in this case). This makes them suitable for detecting Hilbert structures at an infinitesimal scale. Let us emphasise that even though this is an analytic notion, it is strictly related to – and its introduction has been motivated by – the study of geometric properties of metric measure spaces, in particular those satisfying a curvature-dimension bound in the sense of Lott-Sturm-Villani. An example of this link is the validity of the non-smooth splitting theorem [18, 20], which states that under the appropriate geometric rigidity given by a LSV condition the weak and ‘differential’ notion of infinitesimal Hilbertianity implies the validity of a kind of Pythagora’s theorem for the ‘integrated’ object .
These considerations about Sobolev functions, together with the fact that tangents of -spaces are -spaces and thus exhibit behaviour akin to Hilbert spaces, might lead one to suspect that a -space equipped with any measure is infinitesimally Hilbertian.
This is indeed the case and is the main result of this manuscript:
Theorem 1.1** (Universal infinitesimal Hilbertianity of local spaces).**
Let , be a local -space and a non-negative and non-zero Radon measure on giving finite mass to bounded sets.
Then is infinitesimally Hilbertian, i.e. the Sobolev space is a Hilbert space.
Let us collect some comments:
- i)
Sobolev functions on metric measure spaces are typically studied either on generic mm-spaces, mostly for foundational purposes, or on spaces which are either doubling, support a Poincaré inequality, or have Ricci curvature bounded from below. In these contexts, Sobolev spaces constitute a key ingredient for the development of a non-smooth calculus (see [13], [9], [28], [29], [5] and the references therein). All these conditions are in strong contrast to the upper sectional curvature bound encoded by the notion as they all more-or-less point to a lower (Ricci) curvature bound.
In this direction it is worth mentioning that spaces do not carry any natural reference measure (unlike, for instance, finite-dimensional Alexandrov spaces with curvature bounded from below) and perhaps for this reason they have been investigated mostly as metric spaces, rather than as metric measure spaces.
To the best of our knowledge, this manuscript contains the first result about the structure of Sobolev functions on spaces.
- ii)
A particular case of Theorem 1.1 has been obtained in the recent paper [30] by Kapovitch and Ketterer. There the authors consider a metric measure space which is a space in the sense of Lott-Sturm-Villani ([32], [42, 43]) when seen as a metric measure space and a space when seen as metric space. Among other things, they prove that is infinitesimally Hilbertian, thus giving another instance of the fact that a condition forces to be Hilbert. Their proof is based on the strong rigidity which comes from having both a ‘lower Ricci’ and an ‘upper sectional’ curvature bound (in fact the study of such rigidity, and of the regularity it enforces, is their main goal) and cannot be adapted to our case.
- iii)
We have mentioned that, in [22], to prove the result stated in (b) above the use of functions is crucial. Something similar happens here, where we make extensive use of the fact that on spaces there are many semiconvex Lipschitz functions (e.g. distance functions) and they have a well-defined notion of differential at every point; see Subsection 2.3.
- iv)
This manuscript is part of a broader program aiming at stating and proving the Bochner-Eells-Sampson inequality
[TABLE]
for maps from a space to a space . Notice that inequality (1.4) would immediately imply Lipschitz regularity of harmonic maps, by well known elliptic regularity theory in the non-smooth setting.
The role of this manuscript, to be used in conjunction with [23], is to ensure that is a Hilbert module, so that the same holds for the tensor product L^{2}({\rm T}^{*}{\rm X};\mathfrak{m}_{\rm X})\otimes\big{(}u^{*}L^{2}({\rm T}^{*}{\rm Y};u_{*}(|{\rm d}u|^{2}\mathfrak{m}_{\rm X}))\big{)} and thus the ‘pointwise Hilbert-Schmidt norm’ appearing in (1.4) makes sense. We refer to [23] and [24] for more details on this.
- v)
spaces are not necessarily separable (for instance, the space obtained by glueing uncountably many copies of at 0 is not separable), as opposed to finite-dimensional spaces with curvature bounded from below. For this reason separability is not an assumption in Theorem 1.1. Still, given that Sobolev spaces on metric measure spaces are typically studied in a separable environment, we first prove our main result for separable spaces and postpone the technical details needed to handle the general case until the final section.
Let us briefly describe the proof of Theorem 1.1. The basic intuition is given by (1.2) and the fact that the tangent cone of a local space is a space. More precisely, we consider:
- (1)
The space of derivations (with divergence), as introduced by the first author in [14, 15] (see Section 5). These are in duality with Sobolev functions.
- (2)
The collection of ‘ Borel sections of the bundle on whose fibre at is the tangent cone ’ (see Section 3).
In Theorem 6.2 and Corollary 6.4, we construct an isometric embedding
[TABLE]
which respects distances fibrewise. From this fact, the arguments behind (1.2) and the aforementioned duality between derivations and Sobolev functions easily imply the main Theorem 1.1.
To construct the embedding , recall that a derivation gives rise to a normal 1-current in the sense of Ambrosio-Kirchheim [7] (Lemma 6.1). Using Paolini–Stepanov’s version [35, 36] of Smirnov’s superposition principle (see Theorem 4.9) we express the 1-current as a superposition , where is a finite measure on the space of absolutely continuous curves and is the current induced by .
Inspired by [33], we see that if is an absolutely continuous curve then the right and left derivatives and exist as elements of , and satisfy , for almost every (Proposition 2.20, Remark 2.21 and Lemma 2.22).
Given the measures (\pi_{T_{b}}\times{\mathcal{L}}^{1}\lower 3.0pt\hbox{|{[0,1]}})_{x}, obtained by disintegrating \pi_{T_{b}}\times{\mathcal{L}}^{1}\lower 3.0pt\hbox{|{[0,1]}} with respect to the evaluation map , we consider their push-forward by the ‘right-derivative’ map (cf. Proposition 3.7), thus obtaining measures supported in .
The Borel section is defined to be, at almost every , the barycenter of . The barycenter lies in the tangent cone . By a rigidity property of barycenters (Lemma 2.27), and convexity properties of tangent cones, the measure is concentrated on a half-line for almost every .
Theorem 1.2 below is an improved version of the embedding result (Theorem 6.2 and Corollary 6.4), and follows from it by Theorem 1.1 and Proposition 6.5. It states that the tangent module , introduced by the second named author in [19] (see also [21]), admits an isometric embedding into that is compatible with the fibrewise -structure on the target side. We refer to [19, 21] for the theory of tangent modules, and to Section 2.2 for the notation (below Theorem 2.10).
Theorem 1.2**.**
Let be a complete and separable locally -space () and a Borel measure on that is finite on bounded sets. Then there is a map such that for
- (1)
,
- (2)
, and
- (3)
**
pointwise -almost everywhere.
Both main results, along with Proposition 6.5, are proven in the end of Section 6.
Acknowledgement. This research has been supported by the MIUR SIR-grant ‘Nonsmooth Differential Geometry’ (RBSI147UG4). We would also like to thank S. Wenger for some useful comments on a preliminary version of this paper.
2. -spaces and basic calculus on them
2.1. Definition of -spaces and basic properties
In this paper geodesics will always be assumed to be minimizing and with constant speed. If, for two given points in a metric space , there is only one (up to reparametrization) geodesic connecting them, the one defined on will be denoted by . Given a point , we denote by the function .
For the model space is the connected, simply connected, complete 2-dimensional manifold with constant curvature , and is the distance induced by the metric tensor. Thus is (a) the hyperbolic space of constant sectional curvature , if , (b) with the usual Euclidean metric, if , and (c) the sphere of constant sectional curvature , if .
We set , i.e.
[TABLE]
We refer to [10, Chapter I.2] for a detailed study of the model spaces .
spaces are geodesic spaces where geodesic triangles are ‘thinner’ than in : they offer a metric counterpart to the notion of ‘having sectional curvature bounded from above by ’.
To define them we start by recalling that if is a triple of points satisfying , then there are points, called comparison points, such that
[TABLE]
A point is said to be intermediate between provided (if is geodesic, as we shall always assume, this means that lies on a geodesic joining and ). A comparison point of is a point , such that
[TABLE]
Definition 2.1** ( spaces).**
A metric space is called a -space if it is geodesic and satisfies the following triangle comparison principle: for any , satisfying , and any intermediate point between , there are comparison points as above such that
[TABLE]
A metric space is said to be locally (or of curvature ) if every point in has a neighbourhood which is a -space with the inherited metric.
It is worth noting that balls of radius in the model space are convex, cf. Definition 2.3. Hence the comparison property (2.1) grants that the same is true on spaces (see [10, Proposition II.1.4.(3)] for the rigorous proof of this fact). It is then easy to see that, for the same reasons, is locally provided every point has a neighbourhood where the comparison inequality (2.1) holds for every triple of points , where the geodesics connecting the points (and thus the intermediate points) are allowed to exit the neighbourhood .
Let us fix the following notation: if is a local space, for every we set
[TABLE]
Notice that in particular is a space. The definition trivially grants that and thus in particular is continuous.
We mention in passing that restricting attention to complete -spaces presents no loss of generality, since the completion of a -space is a -space; see [10, Corollary 3.11].
In a space, points at distance are connected by a unique (up to parametrization) geodesic and these geodesics vary continuously with the endpoints. The following lemma is a quantitative version of this statement, and directly implies the uniqueness and continuous dependence of geodesics between points of distance .
Lemma 2.2**.**
Let and let be a -space. For every , there are constants and such that the following holds: if satisfy , and is the midpoint of , we have, for any and , that
[TABLE]
Proof.
By the definition of space, using the triangle comparison property with the points , we see that it is sufficient to prove the claim when is the model space . Since spaces are spaces for (see [10, Part II, Chapter 1]), we can assume that . Thus we may assume . In this case the conclusion follows by direct computations, one possible line of thought being the following.
Let be such that
[TABLE]
Let , and let and be as in the claim.
Set and consider the set
[TABLE]
(note that ). The distance
[TABLE]
is maximized at a point where the geodesic segment makes a right angle with the geodesic segment . The spherical cosine law, applied to the triangle (resp. ) yields
[TABLE]
Denote and define
[TABLE]
Note that
[TABLE]
From this estimate, (2.3), and the fact that , we have
[TABLE]
This, the elementary estimate and (2.2) then imply that
[TABLE]
This completes the proof. ∎
Being geodesic spaces, on spaces it makes sense to speak about convex sets:
Definition 2.3** (Convex sets and convex hull).**
Let be a space. Then a set is said to be convex provided for any we have that every geodesic connecting them is entirely contained in . The (closed) convex hull of a set is the smallest (closed) convex set containing .
One might define a weaker form of convexity by requiring that for every there exists a geodesic connecting them which is entirely contained in . In spaces this distinction is relevant only when , as otherwise geodesics are unique. For the purposes of the current manuscript the distinction is irrelevant.
The following simple lemma will be useful later on:
Lemma 2.4** (Separable convex hull).**
Let be a space and a separable subset which is contained in a closed ball of radius .
Then the closed convex hull of is separable and contained in .
Proof.
Define the sequence of subsets of recursively as follows. Set , then iteratively let be the union of the images of geodesics whose endpoints are in . It is clear that the convex hull of must contain and thus .
To conclude the proof it is therefore enough to show that is convex and separable. The convexity of is a straightforward consequence of the definition using induction. Since is convex we see that . Hence we have that . By Lemma 2.2, the geodesic connecting two points depends continuously on and . In particular, the separability of follows from that of (and the uniqueness of geodesics). Thus is separable. By the continuous dependence of the (unique) geodesics and the convexity of the convexity of follows. ∎
We conclude the section with the following result, taken from [10, Part II, Lemma 3.20]:
Lemma 2.5**.**
Let be a space and . Then there exists a function defined on a right neighbourhood of [math] such that and
[TABLE]
for all sufficiently small.
2.2. Tangent cone
Here we define the tangent cone at a point on a space and study its first properties. We refer the interested reader to the surveys [10, 11, 12] and the references therein for more details.
We start by describing a construction of tangent cone which is valid in every geodesic space. Let be a geodesic space and . We denote by the space of (constant speed) geodesics starting from and defined on some right neighbourhood of 0 and equip such space with the pseudo-distance defined as:
[TABLE]
Then naturally induces an equivalence relation on by declaring iff . The equivalence class of in will be denoted by . Clearly passes to the quotient and defines a distance – still denoted by – on .
Definition 2.6** (Tangent cone).**
Let be a geodesic space and . The tangent cone is the completion of . We call , or sometimes , the equivalence class of the constant geodesic in .
In a general geodesic space little can be said about the structure of tangent cones, but if is locally a space then tangent cones have interesting geometric properties and can be used as basic tools to build a robust first-order calculus.
In order to understand the geometry of it is necessary to recall the notion of angle between geodesics. To do so, let us recall the definition of modified trigonometric functions
[TABLE]
and that in the model space the cosine law reads, for , as
[TABLE]
whenever are the lengths of the sides of a geodesic triangle and is the angle opposite to (in the limiting case this reduces to the classical Euclidean cosine law).
Then given three points in a metric space with , we define the angle between seen from as
[TABLE]
Notice that this is the angle in the model space at of a comparison triangle and from this observation it is not hard to check that
[TABLE]
for any four points in a metric space.
A direct consequence of the definition of space and of the above cosine law is that on a space , for and
[TABLE]
Hence, if is a local space, and the joint limit
[TABLE]
exists and it is called angle between the geodesics .
The following technical result will be useful (for the proof see [1, Lemma 3.3.1] and the discussion thereafter).
Lemma 2.7** (Independence of the angle on ).**
Let , . Then there is a constant such that the following holds: for any metric space and with it holds that
[TABLE]
In particular, the angle between geodesics does not depend on and we shall drop the superscript from the notation. Picking we see that, for any , we have
[TABLE]
We drop the superscript from the notation of the comparison angle as well, with the understanding that is fixed in each claim.
From (2.7) it is not hard to check that is a pseudo-distance on and thus defines an equivalence relation by declaring iff . It is worth noticing that the angle between two different reparametrizations of the same geodesic is 0.
We denote by the quotient and, abusing a bit the notation, we keep denoting by and the distance induced by and the equivalence class of , respectively.
Definition 2.8** (Space of directions).**
Let be a local space and . The space of directions is the completion of .
Let us now recall that given a generic metric space , the (Euclidean) cone over it is the metric space defined as follows (see also e.g. [11] for further details). As a set, is equal to \big{(}[0,\infty)\times{\rm X}\big{)}/\sim, where iff or . The distance is defined as
[TABLE]
On there is a natural operation of ‘multiplication by a positive scalar’: the product of by is defined as .
We then have the following:
Theorem 2.9** ( as a cone over the space of directions).**
Let be a local space. Fix a point . Then the in (2.5) is a limit. Moreover, the map sending to passes to the quotient and uniquely extends to a bijective isometry from to . Finally, the map is continuous. In particular, if is dense in a neighbourhood of , then is dense in .
Proof.
For any , by picking in (2.10) we see that
[TABLE]
Since it follows that the limit exists, and equals
[TABLE]
It follows that the map defines a bijective isometry .
For the continuity of , notice that from the monotonicity of the angle it follows that
[TABLE]
and thus if we have \angle_{x}\big{(}({\sf G}^{y}_{x})^{\prime}_{0},({\sf G}^{z}_{x})^{\prime}_{0}\big{)}\to 0. Since trivially it also holds that , continuity follows.
For the last claim, notice that by the definition of tangent cone and of multiplication by a positive scalar we have that is dense in for any . Then the continuity just proved ensures that for any the set is dense in , leading to the claim. ∎
A key property of the tangent cone is the following statement, which is central for our subsequent results. For the proof we refer to [10, Chapter II, Theorem 3.19].
Theorem 2.10**.**
Let be a local space and . Then the tangent cone is a -space.
The tangent cone is not only a space, but also comes with an additional structure which somehow resembles that of a Hilbert space. To make this more evident, let us introduce the following notation, valid for any (see [12, 37]).
- a)
Multiplication by a positive scalar. As for general cones, for and we put .
- b)
Norm. .
- c)
Scalar product. \langle v,w\rangle_{x}:=\tfrac{1}{2}\big{[}|v|_{x}^{2}+|w|_{x}^{2}-{\sf d}_{x}^{2}(v,w)\big{]}.
- d)
Sum. , where is the midpoint of (well-defined because is a space).
The basic properties of these operations are collected in the following proposition:
Proposition 2.11** (Basic calculus on the tangent cone).**
Let be a local space and . Then the four operations defined above are continuous in their variables. The ‘sum’ and the ‘scalar product’ are also symmetric. Moreover:
[TABLE]
for any , and .
Proof.
The symmetry of the ‘sum’ and ‘scalar product’ are obvious and so are the continuity of the ‘norm’ and then of the ‘scalar product’. The continuity of is a direct consequence of the inequality
[TABLE]
where the equality follows trivially from the definition of cone distance and Theorem 2.9. For the continuity of the ‘sum’ it is now sufficient to prove that the map is continuous. This follows from the bound
[TABLE]
which is valid in any space (see e.g. [8, Proposition 1.1.5 and Theorem 1.3.3]).
Notice that (2.12a), (2.12b) are direct consequences of the definitions. For (2.12c) we observe that by definition we have
[TABLE]
and thus recalling (2.5) (and the fact that the is actually a limit – see Theorem 2.9) we obtain
[TABLE]
For (2.12d) we note that from the definition (2.11) and Theorem 2.9 it is clear that for . Hence we also have and thus, taking into account the symmetry of the scalar product, to conclude it is sufficient to prove that
[TABLE]
To see this, notice that by the 2-convexity (1.1) of squared distance functions in -spaces we have, for and , that
[TABLE]
The estimate (2.13) follows from this and the definition of .
To prove (2.12e) let and and observe that
[TABLE]
Since elements of the form are dense in , we just proved (2.12e).
The ‘if’ in (2.12f) comes from (2.12d), for the ‘only if’ suppose that and take so that and in . It follows that
[TABLE]
i.e. . This implies that
[TABLE]
which was the claim.
Finally, (2.12g) is also a direct consequence of the 2-convexity of the squared distance from a point, which gives
[TABLE]
Taking into account the proved homogeneities, this is the claim. ∎
It is worth underlying that, in general, is not associative.
Lemma 2.12**.**
Let be a space. Fix a point . Then for any and it holds that
[TABLE]
where denotes the midpoint between and .
Proof.
Let us call and . For small it holds that , whence by using (2.5) and Lemma 2.5 we obtain that
[TABLE]
Similarly, we have that {\sf d}_{x}\big{(}\beta({\sf G}_{x}^{z})^{\prime}_{0},\varepsilon^{-1}({\sf G}_{x}^{m_{\varepsilon}})^{\prime}_{0}\big{)}\leq{\sf d}(p_{\varepsilon},q_{\varepsilon})/(2\varepsilon). Choosing so that
[TABLE]
we deduce that is a -approximate midpoint between and . This yields (2.14) by Lemma 2.2, as required. ∎
We close this section with the following important formula:
Proposition 2.13** (First variation formula).**
Let be a space, and with defined on and such that . Then
[TABLE]
Proof.
We know from (2.12c) and (2.10) that
[TABLE]
and by direct computation we see that
[TABLE]
Since the triangle inequality gives , from the above we deduce
[TABLE]
Now notice that from (2.12c), Lemma 2.7, the assumption and the monotonicity property (2.8) we get
[TABLE]
Thus using the expansions
[TABLE]
we get the inequality in (2.15) and the conclusion. ∎
2.3. Differential of locally semiconvex Lipschitz functions
In this section we see that for Lipschitz and locally semiconvex functions there is a well-behaved notion of differential defined on the tangent cone of every point in the domain of the function itself. See [37, 38] for the lower curvature bound case, and [33] for more general classes of metric spaces.
We start by recalling the following notion:
Definition 2.14** (Locally semiconvex function).**
Let be a geodesic metric space and . We say that is semiconvex if there exists so that the inequality
[TABLE]
holds for any geodesic .
A function , with open connected set, is called locally semiconvex if every point has a neighbourhood such that the inequality above holds for all geodesics with endpoints in .
For locally semiconvex functions it is possible to define directional derivatives, which we do in the setting of spaces:
Definition 2.15** (Directional derivative).**
Let be a local space, , a neighbourhood of and locally semiconvex. The directional derivative of at is the map defined as
[TABLE]
Notice that the monotonicity of incremental ratios of convex functions ensures that the limit above exists. Still, in general it is not clear if passes to the quotient nor if it is real-valued. In the next proposition we see that this is the case if we further assume that is Lipschitz in a neighbourhood of .
Recall that given the asymptotic Lipschitz constant is defined as
[TABLE]
Proposition 2.16** (Differentials of locally Lipschitz and semiconvex functions).**
Let be a local space, open and be locally semiconvex and Lipschitz.
Then for each there exists a unique continuous map , called the differential of at , such that
[TABLE]
Moreover, is convex, -Lipschitz and positively 1-homogeneous, i.e for any and .
Proof.
Fix and let be such that . Then for every we have for and thus
[TABLE]
This shows that passes to the quotient and defines a \mathrm{Lip}(f\lower 3.0pt\hbox{|{B{r}(x)}})-Lipschitz map on . Existence and uniqueness of the continuous extension to the whole are then obvious and, letting , it is also clear that is -Lipschitz.
For the homogeneity observe that, for and , the isometry given in Theorem 2.9 and the definition of multiplication by positive scalar ensure that in , where . Then (2.16) and the definition of directional derivative grant that for any and . Since tangent vectors of the form are dense in , the claim follows by the continuity of that we already proved.
It remains to prove that is convex and, thanks to the continuity just proven, it is sufficient to show that for any , letting be the midpoint of it holds that
[TABLE]
To this aim, let and use the density of in to find such that is an approximated midpoint of in the sense that
[TABLE]
By the very definition (2.5) of we see that there exists such that
[TABLE]
Up to taking smaller, we can assume that , thus we are in a position to apply Lemma 2.2 (in and ) to deduce that
[TABLE]
for some independent on , where is the midpoint of . Now let be a neighbourhood of where is -semiconvex and -Lipschitz and notice that what previously proved grants that is -Lipschitz as well. Then for and the -semiconvexity gives
[TABLE]
and thus
[TABLE]
Hence taking into account (2.18) and the -Lipschitz property of and we get
[TABLE]
The conclusion follows letting . ∎
In the model space , if is a geodesic on and is such that we have that is semiconvex. Hence if is a local space and , for any the function is semiconvex on .
We collect below the main properties of the differential:
Proposition 2.17** (Differentials of distance functions).**
Let be a space and . Then:
- i)
For with we have
[TABLE]
where is any geodesic passing through .
- ii)
For dense in a neighbourhood of we have
[TABLE]
- iii)
Let and be dense. Assume that
[TABLE]
Then and in particular .
If moreover either or , then we also have .
Proof.
(i) By the continuity of and of the stated expression it is sufficient to check (2.20) for of the form for arbitrary . Then keeping in mind the identity (2.16) and the definition of directional derivative we see that the case is obvious. For the case we notice that (2.12d) ensures that does not depend on the particular choice of . We choose to be defined on and such that and conclude noticing that the formula is a restatement of the first variation formula in Proposition 2.13.
(ii) Inequality follows from point (i) and the ‘Cauchy-Schwarz inequality’ (2.12e). The opposite inequality is trivial if . If not, we use the density result in Theorem 2.9 to find such that, letting be the geodesic from to , we have . By point (i) (and recalling the calculus rules in Proposition 2.11) we have that
[TABLE]
(iii) If the first claim is obvious. Otherwise use the density result in Theorem 2.9 to find such that, letting be the geodesic from to , we have . Then point (i) and our assumption give and passing to the limit (using the calculus rules in Proposition 2.11) we get the first claim.
For the second claim, notice that if , picking in our assumption and using again point (i) we deduce (and thus ). Hence from what previously proved we obtain , so that from (2.12f) we conclude and from the equality of norms we conclude , as desired. ∎
2.4. Velocity of absolutely continuous curves
Recall that a curve with values in a metric space is said to be absolutely continuous provided there is such that
[TABLE]
It is well-known that to any absolutely continuous curve we can associate a function , called metric speed, which plays the role of the modulus of the derivative. The following proposition recalls the main properties of ; for the proof we refer to [3, Theorem 1.1.2] and its proof.
Proposition 2.18**.**
Let be a separable metric space and be absolutely continuous. Then for a.e. there exists the limit as of . The function belongs to and is the least, in the a.e. sense, function for which (2.21) holds.
Moreover, for any dense, letting , the following holds: for a.e. the function is differentiable at for every and
[TABLE]
On a local space more can be said: for a.e. time we have not only a ‘numerical’ value for the derivative, but also right and left derivatives as elements of the tangent cone. The key lemma needed for achieving such a result is the following (see also [33, Theorem 1.6]):
Lemma 2.19**.**
Let be a local space and be an absolutely continuous curve. Then for almost every we have that either or
[TABLE]
Proof.
The statement is local in nature, thus up to use the compactness of , its cover made of and Lemma 2.4 we can assume that is a separable space of diameter .
Let be such that the metric derivative exists, is strictly positive and (2.22) holds for some fixed countable dense . Then for every we have
[TABLE]
with obvious modifications for . Using the expansions
[TABLE]
we obtain
[TABLE]
Picking and recalling that by assumption is differentiable at , we see that \varliminf_{\delta\downarrow 0}\cos\big{(}\overline{\angle}_{\gamma_{t}}^{\kappa}(\gamma_{t+\delta},x_{n})\big{)}=-\frac{f_{n,t}^{\prime}}{|\dot{\gamma}_{t}|}. Hence by triangle inequality for angles (2.7) we obtain
[TABLE]
Taking the infimum in and using (2.22) we conclude the proof. ∎
We then have the following result:
Proposition 2.20** (Right derivative of AC curves).**
Let be a local space and be an absolutely continuous curve. For any write, for brevity, in place of whenever this is well-defined.
Then for every for which exists and the conclusion of Lemma 2.19 holds (and thus in particular for a.e. ) we have that:
- i)
the limit, denoted by in , of as exists, and
- ii)
for every locally Lipschitz and locally semiconvex function defined on some neighbourhood of it holds that
[TABLE]
Proof.
(i) We shall prove that has a limit as for any for which exists and the conclusions of Lemma 2.19 hold. Notice that , thus if the conclusion follows. If , by the convergence of norms that we just proved and recalling (2.11) and Theorem 2.9, to conclude it is sufficient to prove that . This is a direct consequence of (2.23) and the monotonicity property (2.8), which ensures that
[TABLE]
(ii) If both sides of (2.24) are easily seen to be zero, so that the conclusion follows. Otherwise, for put for brevity and notice that the monotonicity (2.8) of angles gives
[TABLE]
From (2.10) we have that
[TABLE]
and thus using the identity and passing to the limit recalling (2.23) we deduce that
[TABLE]
Now let be the Lipschitz constant of in some neighbourhood of and notice that for sufficiently small we have
[TABLE]
The conclusion follows by letting and using (2.25). ∎
Remark 2.21**.**
The conclusions of Lemma 2.19 and Proposition 2.20 hold for left derivatives as well; for a.e. we have , and for every satisfying it the limit of as exists. We denote this limit by .
Lemma 2.22**.**
Let be an absolutely continuous curve. Then, for almost every , the limits and are antipodal, i.e.
[TABLE]
Proof.
We prove that
[TABLE]
for almost every . The claim follows from this.
If then and the claim is clear.
By Lemma 2.19, Proposition 2.20 and Remark 2.21, almost every satisfies conditions (i) and (ii) below.
(i) and ;
(ii) (including the existence of these limits).
We fix satisfying (i) and (ii). Note that, by the monotonicity of angles (2.8), we have the estimate
[TABLE]
To prove the opposite inequality, we use the triangle inequality (2.7) to obtain
[TABLE]
Here the last estimate follows simply by the monotonicity of angles (2.8). By (i), it follows that
[TABLE]
It remains to show that . By (ii) and (2.10), we have
[TABLE]
implying the claim and completing the proof. ∎
2.5. Barycenters and rigidity
In this section we review the concept of ‘barycenter’ of a probability measure on a space. With the exception of the rigidity statement given by Proposition 2.27, the content comes from [41].
Fix a space and denote by the set of all Borel probability measures on having separable support, and by the set of those with finite first moment, i.e. those such that for some, and thus all, it holds that .
For a proof of the following result we refer to [41, Proposition 4.3].
Proposition 2.23** (Definition of barycenter).**
Let be a space, and . Then
[TABLE]
admits a unique minimizer. The minimizer does not depend on , is called the barycenter of and is denoted by .
The basic properties of barycenters that we shall need are collected in the following statement:
Theorem 2.24**.**
Let be a space. Then the following holds:
- i)
Variance inequality.* For any and it holds*
[TABLE]
- ii)
Jensen’s inequality.* Let be convex and lower semicontinuous. Then for every we have*
[TABLE]
Proof.
The variance inequality (2.27) is proved in [41, Proposition 4.4], while Jensen’s inequality comes from [41, Theorem 6.2]. ∎
Applying Jensen’s inequality (2.28) to the convex and Lipschitz function we see that the inequality
[TABLE]
holds for any and . Our aim is now to study the equality case and in order to do so we first recall the notion of nonbranching geodesics.
Definition 2.25** (Non-branching from ).**
We say that a geodesic space is non-branching from provided the following holds: if, for given points with , we have that there are geodesics starting from and passing through and respectively, then there is a geodesic starting from and passing through .
Here ‘passing through’ implies nothing about the order in which these points are met. It is not hard to see that the above definition is equivalent to the more classical one requiring for any the injectivity of the map \gamma\mapsto\gamma\lower 3.0pt\hbox{|_{[0,t]}} on the space of constant speed geodesics starting from .
It is easy to verify that if and are given points such that there are geodesics starting from and passing through for every , then there is a curve starting from and passing through and all the ’s and such curve is either a geodesic or a half-line, i.e. a map from to such that its restriction to any compact interval is a geodesic.
The main example of space that is non-branching from one of its points is the cone over a metric space. Here the relevant point is the vertex 0.
Lemma 2.26** (Tangent cones are non-branching from the origin).**
Let be any metric space, and the Euclidean cone over . Then is non-branching from its origin 0. In particular, for a local space we have that
[TABLE]
Proof.
By direct computation based on the definition of the cone distance we see that if is a constant speed geodesic starting from the origin [math] it must hold , where the ‘product’ of and is defined as before Proposition 2.11. Thus for two given such curves we have – again using the definition of distance on the cone – that . Hence if we also have for every . This is sufficient to conclude. ∎
We now come to the rigidity statement:
Proposition 2.27** (Rigidity).**
Let be a space and . Assume that for some point it holds that
[TABLE]
Then
[TABLE]
In particular, if is non-branching from , then the measure is concentrated on the image of a curve starting from which is either a geodesic or a half-line.
Proof.
By the discussion following Definition 2.25, we see that it is sufficient to prove (2.31). To this aim, notice that the triangle inequality gives
[TABLE]
On the other hand we have
[TABLE]
This inequality and (2.32) give (2.31) and the conclusion. ∎
Remark 2.28**.**
It is easily seen that in the preceding proposition the non-branching assumption is needed. Indeed, consider the ‘tripod’, i.e. the -space obtained as the Euclidean cone over the space equipped with the discrete metric. Then is not non-branching from and, indeed, the conclusion of Proposition 2.27 fails for the measure , even though the identity (2.30) holds for . Note that in this case .
3. Geometric tangent bundle
In this section we fix a separable local space . Our first aim here is to give a measurable structure to the ‘geometric tangent bundle’ , i.e. the collection of all tangent cones on . Once this is done, we will endow with a non-negative and non-zero Radon measure and study the space of ‘-sections’ of , which we shall denote by .
As a set, the geometric tangent bundle is defined as
[TABLE]
We denote by the canonical projection defined by and call section of a map such that for every .
We now endow with a -algebra , defined as the smallest -algebra such that:
- i)
The projection map is measurable, being equipped with Borel sets.
- ii)
For every and the map , defined as
[TABLE]
is measurable.
It is clear that these define a -algebra , to which we shall refer as the class of Borel subsets of , hereafter speaking about Borel (rather than measurable) maps. This is a slight abuse of terminology, since we are not defining any topology on . The abuse of terminology is justified by the fact that if is a smooth Riemannian manifold, then coincides with the -algebra of Borel subsets of the tangent bundle of .
The following result gives a basic description of :
Proposition 3.1**.**
Let be a local space which is also separable and a countable set of points such that (these exist by the Lindelöf property of ). For each , let be countable and dense.
Then coincides with the smallest -algebra satisfying above and
- ii’)
For every the function is measurable.
Moreover, for any the measurable structure induced on by coincides with the Borel structure of .
Proof.
It is clear that . To prove the other inclusion start observing that the continuity of grants that if , thus to conclude it is sufficient to show that for given and the map is -measurable. Keeping in mind point of Proposition 2.17, this will be achieved if we prove that:
- a)
the map is measurable w.r.t. the -algebra induced by ,
- b)
is -measurable.
Point (a) is a direct consequence of point of Proposition 2.17. For (b), we notice that by assumption the claim is true if for some . Then the general case follows from the continuity of the scalar product established in Proposition 2.11 and the continuity of the map proved in Theorem 2.9.
For the second claim, denote by the collection of Borel sets in and by the -algebra induced by on . Then the continuity of the ‘norm’ and ‘scalar product’ on proved in Proposition 2.11 and the already recalled point of Proposition 2.17 give the inclusion . For the opposite inclusion it is sufficient to prove that for any the map is -measurable. Since in (a) above we have already proved that is -measurable, by (2.12b) it is sufficient to prove that is -measurable as well. For of the form for some this can be proved as in (b) above. Then the general case follows by the positive homogeneity of the scalar product given in (2.12d) and the density result in Theorem 2.9. ∎
Corollary 3.2**.**
Let be a local space which is also separable. Then is countably generated.
Proof.
By definition, the -algebra defined in Proposition 3.1 is countably generated. Thus the same holds for . ∎
Corollary 3.3**.**
Let be a local space which is also separable. Let us denote by the map sending to . Then is a Borel function.
Proof.
Given that is continuous, for any we can find such that whenever . By Lindelöf property, to get the statement it is sufficient to prove that (\pi^{\rm Y})^{-1}\big{(}B_{\lambda_{z}}(z)\big{)}\ni(x,v)\to|v|_{x} is Borel for every . Fix and choose a dense sequence . We know from item ii) of Proposition 2.17 that holds for every (x,v)\in(\pi^{\rm Y})^{-1}\big{(}B_{\lambda_{z}}(z)\big{)}. Thus the required measurability follows from the definition of , which grants that is measurable on (\pi^{\rm Y})^{-1}\big{(}B_{\lambda_{z}}(z)\big{)} for every choice of . ∎
We shall say that a section is simple provided there are , and a Borel partition of such that for every and we have and . We will use the notation v=\sum_{n}{\raise 1.29167pt\hbox{\chi}}_{E_{n}}\alpha_{n}({\sf G}_{\cdot}^{y_{n}})^{\prime}_{0} for simple sections. Notice that, arguing as in the proof of Proposition 3.1, we see that simple sections are automatically Borel.
The following lemma will be useful:
Lemma 3.4**.**
Let be a separable local space. Then for every Borel section of and there is a simple section such that {\sf d}_{x}\big{(}v(x),\tilde{v}(x)\big{)}<\varepsilon for every .
Proof.
Using the Lindelöf property of and the covering made by it is easy to see that we can reduce to the case in which is and, for any , it holds that . Assume this is the case and let be countable and dense. By Theorem 2.9, for every the set \big{\{}r({\sf G}_{x}^{y_{n}})^{\prime}_{0}\,:\,r\in\mathbb{Q}^{+},\ n\in\mathbb{N}\big{\}} is dense in . Let be an enumeration of the couples with and . Given a Borel section , define
[TABLE]
and notice that, since the map x\mapsto{\sf d}_{x}\big{(}v(x),r_{i}({\sf G}_{x}^{y_{i}})^{\prime}_{0}\big{)} is Borel for every , the sets are Borel. The density result previously recalled ensures that . It follows that \tilde{v}:=\sum_{i}{\raise 1.29167pt\hbox{\chi}}_{E_{i}}r_{i}({\sf G}_{\cdot}^{y_{i}})^{\prime}_{0} fulfills the requirements. ∎
Corollary 3.5**.**
Let be a local space which is also separable. Let be a locally semiconvex, locally Lipschitz function and a Borel section of . Then {\rm Y}\ni x\mapsto{\rm d}_{x}f\big{(}v(x)\big{)} is a Borel function.
Proof.
In light of Lemma 3.4, it is sufficient to prove the statement for simple sections. Let v=\sum_{n}{\raise 1.29167pt\hbox{\chi}}_{E_{n}}\alpha_{n}({\sf G}_{\cdot}^{y_{n}})^{\prime}_{0} be simple and observe that, for every , one has that
[TABLE]
Since the function E_{n}\ni x\mapsto f\big{(}({\sf G}_{x}^{y_{n}})_{h}\big{)}-f(x) is continuous for all by Lemma 2.2, we conclude that {\rm Y}\ni x\mapsto{\rm d}_{x}f\big{(}v(x)\big{)} is Borel, thus completing the proof of the statement. ∎
The approximation result Lemma 3.4 also links the notion of Borel sections to Borel functions on .
Proposition 3.6**.**
Let be a separable local space. Let be Borel sections of and . Then it holds that
[TABLE]
are Borel functions. Moreover, and are Borel sections of .
Proof.
For the first part of the statement it is sufficient to prove that x\mapsto{\sf d}_{x}\big{(}v(x),w(x)\big{)} is Borel, by the definition of ‘norm’ and of ‘scalar product’. As for the proof of Lemma 3.4 above, we use the Lindelöf property of and the covering made of the balls , , to reduce to the case of a space such that for every . By Lemma 3.4 it is sufficient to prove the claim for simple sections . Let v=\sum_{i}{\raise 1.29167pt\hbox{\chi}}_{E_{i}}\alpha_{i}({\sf G}_{\cdot}^{y_{i}})^{\prime}_{0} and w=\sum_{j}{\raise 1.29167pt\hbox{\chi}}_{F_{j}}\beta_{j}({\sf G}_{\cdot}^{z_{j}})^{\prime}_{0} be simple, and notice that
[TABLE]
The Borel regularity of x\mapsto{\sf d}_{x}\big{(}v(x),w(x)\big{)} will follow if we show that x\mapsto{\sf d}_{x}\big{(}\alpha({\sf G}_{x}^{y})^{\prime}_{0},\beta({\sf G}_{x}^{z})^{\prime}_{0}\big{)} is Borel for every and . To this aim notice that, since geodesics in are unique, they depend continuously (w.r.t. uniform convergence) on their endpoints (see also Lemma 2.2). Therefore, for every , we have that x\mapsto{\sf d}\big{(}({\sf G}_{x}^{y})_{\alpha t},({\sf G}_{x}^{z})_{\beta t}\big{)} is continuous and the conclusion follows recalling that, by (2.11) and Theorem 2.9, we have
[TABLE]
where is any sequence decreasing to [math].
It is straightforward to see that is a Borel section of : the function {\rm Y}\ni x\mapsto{\rm d}_{x}\mathrm{dist}_{y}\big{(}\lambda v(x)\big{)}=\lambda\,{\rm d}_{x}\mathrm{dist}_{y}\big{(}v(x)\big{)} is Borel for every , whence is a Borel section.
We now aim to prove that is a Borel section of . By Lemma 3.4 it is enough to show that {\rm Y}\setminus\{y,z\}\ni x\mapsto{\rm d}_{x}\mathrm{dist}_{p}\big{(}\alpha({\sf G}_{x}^{y})^{\prime}_{0},\beta({\sf G}_{x}^{z})^{\prime}_{0}\big{)} is Borel for every and . By Lemma 2.12 and the properties of we have
[TABLE]
where stands for the midpoint between and . Given that the map sending to is continuous (as one can see by repeatedly applying Lemma 2.2), we conclude that {\rm Y}\setminus\{y,z\}\ni x\mapsto{\rm d}_{x}\mathrm{dist}_{p}\big{(}\alpha({\sf G}_{x}^{y})^{\prime}_{0},\beta({\sf G}_{x}^{z})^{\prime}_{0}\big{)} is Borel, as required. This completes the proof of the statement. ∎
We now consider the ‘right derivative’ map , given by
[TABLE]
Proposition 3.7**.**
Let be a separable local space. Then is a Borel map.
Proof.
Let us denote by the evaluation map , which is clearly continuous. In order to show that is Borel it suffices to prove that:
is Borel,
is Borel for every and .
Item i) trivially follows from the observation that . To prove ii), fix and . Let us define the sets , and for as follows:
[TABLE]
respectively. Since and are continuous, we have that and are open. Notice that
[TABLE]
where the first equality stems from the continuity of . Given any , the map (\gamma,t)\mapsto{\raise 1.29167pt\hbox{\chi}}_{S_{h}}(\gamma,t)\big{[}{\sf d}\big{(}y,({\sf G}_{\gamma_{t}}^{\gamma_{t+h}})_{\varepsilon}\big{)}-{\sf d}(y,\gamma_{t})\big{]}/(\varepsilon h) is continuous on by Lemma 2.2. Thus, to obtain the measurability of the function , it remains to show that the set is Borel. To this aim, let us set
[TABLE]
for every and . Given that for all we can write
[TABLE]
we can deduce (by Lemma 2.2) that each set is Borel. Finally, observe that
[TABLE]
whence the set is Borel. The statement follows. ∎
We now fix a non-negative and non-zero Radon measure on . We are interested in Borel sections of which are also in .
Definition 3.8** (The space ).**
Let be a separable local -space and a non-negative non-zero Radon measure on . The space is defined as
[TABLE]
where if is -negligible. We endow with the distance
[TABLE]
Notice that, by Proposition 3.6, the integrals in Definition 3.8 are well-defined. With a (common) abuse of notation we do not distinguish between a Borel section and its equivalence class up to -a.e. equality.
We conclude the section collecting some basic properties of \big{(}L^{2}({\rm T}_{G}{\rm Y};\mu),{\sf d}_{\mu}\big{)}:
Proposition 3.9**.**
Let be a separable local space and a non-negative, non-zero Radon measure on it. Then \big{(}L^{2}({\rm T}_{G}{\rm Y};\mu),{\sf d}_{\mu}\big{)} is a complete and separable space.
Proof.
The fact that is a distance on is trivial, so we turn to the other properties.
Completeness. The argument is standard: as it is well-known, it is sufficient to prove that any such that is convergent. Then from the inequality
[TABLE]
we see that and in particular that for -a.e. . For any such the sequence is Cauchy in and thus has a limit . It is then clear that is (the equivalence class up to -a.e. equality of) a Borel section. Moreover, by Fatou’s lemma and the definition of we see that
[TABLE]
having used again the assumption that is -Cauchy. This proves that is the -limit of and, since this fact and the triangle inequality for also tell that , the claim is proved.
Separability. Using the Lindelöf property of and the very definition of distance we can reduce to the case in which is a separable space with diameter and is a finite measure. Then taking into account Lemma 3.4 above it is easy to see that to conclude it is sufficient to find a countable set whose closure contains all simple sections of the form v={\raise 1.29167pt\hbox{\chi}}_{E}({\sf G}_{\cdot}^{y})^{\prime}_{0} for generic Borel and . Let be countable and dense and be countable and such that for any Borel and there is such that (for instance, the family of all finite unions of open balls having center in and rational radius does the job – by regularity of the measure ).
We then define
[TABLE]
and claim that this does the job. To see this, notice that the inequality
[TABLE]
grants that the closure of contains all the sections of the form {\raise 1.29167pt\hbox{\chi}}_{E}({\sf G}_{\cdot}^{y})^{\prime}_{0} for Borel and . To conclude recall the continuity of proved in Theorem 2.9 and notice that an application of the dominated convergence theorem gives that {\raise 1.29167pt\hbox{\chi}}_{E}({\sf G}_{\cdot}^{y_{n}})^{\prime}_{0}\to{\raise 1.29167pt\hbox{\chi}}_{E}({\sf G}_{\cdot}^{y})^{\prime}_{0} in if .
condition. By [41, Remark 2.2], it is sufficient to show that for any there exists such that
[TABLE]
Let us define as
[TABLE]
(Note that is the midpoint between and .) The fact that is (the equivalence class of) a Borel section of follows by Proposition 3.6, while the integrability condition is implied by inequality (2.12g). By [41, Corollary 2.5], we have
[TABLE]
By integrating with respect to we obtain the desired inequality. ∎
4. Normal 1-currents and the superposition principle
In this section we recall the notion of metric 1-current as introduced by Ambrosio-Kirchheim in [7] and Paolini-Stepanov’s metric version of Smirnov’s superposition principle. Throughout this section is a complete and separable metric space. See also [31] and [45] for more on the topic.
We denote by the space of real-valued Lipschitz functions on , and by the subspace of bounded Lipschitz functions.
Definition 4.1** (Normal 1-currents).**
A (metric) -current of finite mass on is a bilinear functional
[TABLE]
satisfying the following conditions:
- (a)
* if the function is constant on the support of ,*
- (b)
* whenever pointwise and ,*
- (c)
there exists a finite Borel measure on satisfying
[TABLE]
A normal 1 current is a 1-current of finite mass such that there is a finite Borel measure (called boundary of and denoted by ) such that
[TABLE]
It is not hard to check that if has finite mass, there is a minimal (in the sense of partial ordering of measures) Borel measure for which (4.1) holds: it will be denoted by and called mass measure of . We set .
A prototypical example is the normal 1-current induced by an absolutely continuous curve via the formula
[TABLE]
Its mass measure is given by \gamma_{*}\big{(}|\dot{\gamma}|\mathcal{L}^{1}\lower 3.0pt\hbox{|_{[0,1]}}\big{)} and its boundary is given by .
Notice that the current remains unchanged if we change the parametrization of . This makes it natural to consider the space of ‘curves up to reparametrization’ as follows (here we only consider non-decreasing reparametrizations).
4.1. Reparametrizations of curves
A reparametrization is a non-decreasing continuous surjection. If , we say that is a reparametrization of if there is a reparametrization satisfying .
Remark 4.2**.**
Given , there exists a curve which is not constant on any open interval, and is a reparametrization of , cf. [16, Proposition 3.6].
Define an equivalence relation on by declaring if there is a curve which is a reparametrization of both and . It is easy to see that this indeed defines an equivalence relation. Let be the quotient space. We define a distance function on by
[TABLE]
where
[TABLE]
This is clearly symmetric, and satisfies the triangle inequality. Consequently it defines a pseudometric on . It follows from Lemma 4.3 below that defines a metric on .
Note that, since a non-decreasing surjection may be approximated uniformly by increasing homeomorphisms of , it easily follows that has the representation
[TABLE]
Lemma 4.3**.**
Let be such that . Then .
Proof.
Let . By Remark 4.2 we may assume that is not constant on any non-trivial interval. We will prove that there is a reparametrization such that .
Let be a sequence of increasing homeomorphisms minimizing :
[TABLE]
Denote . For each , is also an increasing homeomorphism. Thus, and are of bounded variation and their distributional derivatives and (which are positive measures on ) satisfy
[TABLE]
for all . By Helly’s selection principle (see [34]), there are subsequences (labeled here by the same indices) and functions of bounded variation so that and pointwise. Clearly, and are non-decreasing and satisfy , . Since is continuous, and pointwise, we have the estimate
[TABLE]
for all . Thus
[TABLE]
Similarly we obtain
[TABLE]
For any , the pointwise convergence implies that
[TABLE]
Moreover, we have
[TABLE]
To see this, let . For all large enough , we have or, equivalently, . Thus . The inclusions above imply
[TABLE]
It follows that is continuous. Indeed, if a non-decreasing function has a point of discontinuity, it must omit some non-trivial interval , i.e. , implying . By (4.2), we have
[TABLE]
which contradicts the fact that is not constant on any non-trivial interval. ∎
Remark 4.4**.**
Since is complete and separable, we have that is complete and separable.
We will denote by the image of under the quotient map given by , i.e. \Gamma({\rm Y})=q\big{(}AC([0,1];{\rm Y})\big{)}. Notice that since is a Borel subset of (see for instance [5, Section 2.2]), we have that is a Suslin subset of and thus universally measurable.
Recall that a curve is called rectifiable, if it has finite length:
[TABLE]
where the supremum is taken over all partitions of . Note that the length is independent of reparametrization and, for absolutely continuous curves, is given by
[TABLE]
see [26] for these statements, as well as the proposition below.
Proposition 4.5** (Reparametrization with constant speed).**
[26, Theorem 3.2 and Corollary 3.8]** Let be a complete and separable space and a non-constant rectifiable curve. Define by
[TABLE]
Then is a -Lipschitz curve and has constant metric speed for almost every . Moreover
[TABLE]
i.e. is a reparametrization of .
If are two absolutely continuous curves, then their reparametrizations with constant speed coincide.
We shall denote by the map sending the equivalence class of to the constant speed reparametrization of any element in the class. Proposition 4.5 implies that this map is well-defined. Also, we have:
Proposition 4.6**.**
Let be a complete separable space. Then is a Borel map.
Proof.
Throughout the proof we use the shorthand . Introduce a new metric on by setting
[TABLE]
Since the length functional is lower semicontinuous, and since
[TABLE]
it follows that -balls are Borel in . Consequently the identity
[TABLE]
is a Borel map. Define
[TABLE]
and note that . Thus, it suffices to prove that is continuous. We thank Stefan Wenger for providing the elegant argument presented below.
Suppose as . Then there are nondecreasing bijections such that
[TABLE]
Denote . We have . Moreover, for any , we have
[TABLE]
Since
[TABLE]
it follows from (4.3) that the inequalities in (4.4) are in fact equalities, and we may pass to a subsequence (not relabeled) so that, for a countable dense set , we have
[TABLE]
Set
[TABLE]
whence, by (4.5) and the fact that is constant speed parametrized, we have
[TABLE]
The sequence of constant speed parametrizations of is uniformly Lipschitz and thus, after passing to a subsequence, it has a uniform limit which is a Lipschitz curve. Note that .
By the constant speed parametrization, we have
[TABLE]
For each we have, by (4.6) and (4.7),
[TABLE]
Since the equality holds on a dense set of points, we conclude that .
By repeating this argument for any subsequence of we have that, if in , then . Thus is continuous, and this completes the proof of the claim. ∎
4.2. The superposition principle
We shall consider finite Borel measures on concentrated on and typically denote by their ‘integration variable’. In doing this, we always implicitly assume that is absolutely continuous for -a.e. (i.e. we select an element in which is absolutely continuous – see also Proposition 4.6 above).
Lemma 4.7**.**
For any , the map given by
[TABLE]
is a Borel map.
Proof.
Since is Borel, it suffices to show that the map
[TABLE]
is Borel. Let denote the constant speed parametrization given by Proposition 4.5. Let be the quotient map . Since , Proposition 4.6 implies that is Borel. Consequently the map
[TABLE]
is Borel for each . To show that A\lower 3.0pt\hbox{|_{AC}} is Borel it suffices to see that
[TABLE]
For each we have that is Lipschitz and thus, by the dominated convergence theorem,
[TABLE]
establishing (4.9). ∎
By (4.8), and the fact that if , we see that for any finite non-negative Borel measure on concentrated on the functional given by
[TABLE]
is well-defined and a normal 1-current: for its mass we have the bound
[TABLE]
for every non-negative ; notice that \gamma_{*}(|\dot{\gamma}|\mathcal{L}^{1}\lower 3.0pt\hbox{|_{[0,1]}}) is independent on the parametrization of – see also Proposition 4.5 below. For its boundary we have
[TABLE]
(notice that are independent on the parametrization of ). Observe that picking in (4.10) we obtain
[TABLE]
The superposition principle states that every normal 1-current is of the form for some as above, and moreover can be chosen so that equality holds in (4.11). For the proof of the following result we refer to [36, Corollary 3.3]:
Theorem 4.8** (Superposition principle).**
Let be a complete and separable space and a normal 1-current. Then there is a finite non-negative Borel measure on concentrated on such that
[TABLE]
For our applications it will be more convenient to deal with measures on rather than on . Using Lemma 4.7 and Proposition 4.6, we can reformulate Theorem 4.8 as follows:
Theorem 4.9** (Superposition principle - equivalent formulation).**
Let be a complete and separable space and a normal 1-current. Then there is a finite non-negative Borel measure on concentrated on the set of non-constant absolutely continuous curves with constant speed such that
[TABLE]
for any and .
Proof.
By Theorem 4.8, there is a finite measure for which
[TABLE]
We define as
[TABLE]
Since both
[TABLE]
are independent of parametrization, we have the identities
[TABLE]
for all .
It remains to prove the second identity in the claim. It suffices to prove it for g={\raise 1.29167pt\hbox{\chi}}_{E} for Borel sets . It follows from (4.13) that
[TABLE]
whence , where is defined by
[TABLE]
By the characterisation of mass (see [7, Proposition 2.7]) it follows that, for every , there are functions such that and , and for which
[TABLE]
Using (4.13) and the identity 1={\raise 1.29167pt\hbox{\chi}}_{E}(\gamma_{t})+{\raise 1.29167pt\hbox{\chi}}_{{\rm Y}\setminus E}(\gamma_{t}), we have
[TABLE]
which implies
[TABLE]
for every . It follows that , and this completes the proof of the last identity in (4.12). ∎
5. Metric measure spaces
For our purposes, a metric measure space is a triple where is a complete separable metric space and a Borel measure on that is finite on bounded sets.
5.1. Derivations and the space
We introduce derivations and their basic properties, based on the presentation in [14, 15]. This notion of derivation has been inspired by a similar concept introduced by N. Weaver in [44].
Let us denote by the set of equivalence classes of -measurable maps on (without any integrability assumptions).
Definition 5.1**.**
A derivation on is a linear map satisfying the following two conditions:
- (1)
(Leibniz rule) -a.e. for all .
- (2)
(Weak locality) There is such that \big{|}b(f)\big{|}\leq g\,\mathrm{lip}_{a}f -a.e. for all .
We denote the set of derivations on by . The space is a -module: given a Lipschitz function and a derivation , the linear map
[TABLE]
is again a derivation; see [14].
Remark 5.2**.**
By weak locality, we may extend a derivation to act on . Indeed, given and an open ball , we have
[TABLE]
for any for which f\lower 3.0pt\hbox{|{B}}=\tilde{f}\lower 3.0pt\hbox{|{B}}. Thus, for any (and some fixed ), the function
[TABLE]
is well-defined, and satisfies (1) and (2) above.
Given a derivation , we define
[TABLE]
Lemma 5.3**.**
Let . Then satisfies (2) in Definition 5.1. Moreover, is the least function satisfying (2) in Definition 5.1.
Proof.
Let . For and , set L_{r}=L_{r}(x):=\mathrm{Lip}\big{(}f\lower 3.0pt\hbox{|{B{r}(x)}}\big{)}. Consider the McShane extension of f\lower 3.0pt\hbox{|{B{r}(x)}}; in particular, is -Lipschitz and so we have
[TABLE]
Since in , we deduce that \big{|}b(f/L_{r})\big{|}\leq|b| holds -almost everywhere on . Thus for each and we have
[TABLE]
Using this reasoning for a countable dense set , we deduce that for every
[TABLE]
The conclusion now follows by taking a sequence and taking the limit as . ∎
A derivation is said to have divergence if there exists a function (that is, is integrable on bounded sets) so that
[TABLE]
(whenever this makes sense). If such a function exists, it is unique and we denote it by or . The set of that have divergence is denoted by .
For we set
[TABLE]
and, for ,
[TABLE]
Lemma 5.4**.**
Let . Assume is a sequence in converging to pointwise and with .
- (1)
Then
[TABLE]
for each .
- (2)
If, in addition, for some , then the convergence (5.2) holds for all with bounded support. Here is the conjugate exponent of , i.e. .
Proof.
By linearity it suffices to prove the claims when . The Leibniz rule implies
[TABLE]
Thus
[TABLE]
Since pointwise and it follows – using the dominated convergence theorem – that for all . This proves (1).
Let have bounded support , and consider the set B=\big{\{}x\,:\,\mathrm{dist}(B^{\prime},x)\leq 1\big{\}}. Take a sequence with supports in such that
[TABLE]
Denote
[TABLE]
Then, for each we may estimate
[TABLE]
Taking first and then we obtain
[TABLE]
thus proving (2). ∎
In order to prove the next proposition, we recall the notion of strong locality, cf. [14, Lemma 7.13]: if , then for every we have
[TABLE]
and, moreover,
[TABLE]
for every closed set .
Proposition 5.5**.**
Let be a metric measure space, an open set, and . Let be countable and dense in . Define . Then we have
[TABLE]
-almost everywhere in .
Proof.
Denote and . It suffices to prove that and -almost everywhere on .
Claim Consider the countable set**
[TABLE]
*The set of restrictions \{g\lower 3.0pt\hbox{|_{\Omega}}\,:\,g\in\mathscr{A}\} is dense in \mathrm{LIP}_{1}(\Omega):=\big{\{}f\in\mathrm{LIP}(\Omega)\,:\,\mathrm{Lip}(f)\leq 1\big{\}} in the topology of pointwise convergence. *
Proof of Claim.
Let . Since is dense in , it is easy to see that
[TABLE]
for every . For each , let be a sequence in satisfying
[TABLE]
for all . Set
[TABLE]
Then is a sequence in , and
[TABLE]
for every . Since and are 1-Lipschitz functions, it follows that
[TABLE]
for every . ∎
For any , let be a sequence such that g_{j}\lower 3.0pt\hbox{|{\Omega}} converges to f\lower 3.0pt\hbox{|{\Omega}} pointwise. By passing to a subsequence we may assume that converges pointwise to some 1-Lipschitz function in (in this case f^{\prime}\lower 3.0pt\hbox{|{\Omega}}=f\lower 3.0pt\hbox{|{\Omega}}). For each write as
[TABLE]
with . Define the sets , as if and if ; also set
[TABLE]
Note that is a partition of . By the strong locality of we have
[TABLE]
-almost everywhere on . Thus the identity
[TABLE]
is valid -almost everywhere. For any non-negative with bounded support, we then have
[TABLE]
It follows that -a.e. and, by Lemma 5.4, that -almost everywhere. Since f^{\prime}\lower 3.0pt\hbox{|{\Omega}}=f\lower 3.0pt\hbox{|{\Omega}} the locality of implies that -almost everywhere on . Since is arbitrary it follows that -almost everywhere on .
The inequality (-almost everywhere) on is proven analogously, using the identity
[TABLE]
∎
Definition 5.6**.**
Given , we define the norm on as
[TABLE]
The normed space \big{(}{\rm Der}^{p,p}({\rm Y};\mu),\|\cdot\|_{p,p}\big{)} is a Banach space; see [14]. We shall also use the norm
[TABLE]
5.2. The Sobolev space
In order to define Sobolev spaces on metric measure spaces, we adopt the approach in [14] using derivations with divergence.
Definition 5.7** (Sobolev space).**
Let be a metric measure space and . Let be the conjugate exponent of . A function belongs to the Sobolev space provided there exists a -linear continuous map such that
[TABLE]
Whenever such a map exists, it is unique (cf. [14, Remark 7.1.5]).
Theorem 5.8** (-weak gradient).**
Let . Then there is a function such that
[TABLE]
The least function (in the -a.e. sense) that realises (5.4) is called -weak gradient of and denoted by .
For a proof of the previous result we refer to [14, Theorem 7.1.6]. We point out that the -weak gradient might depend on (this dependence is omitted in our notation). Thus, the -weak gradient and the -weak gradient of a function in can be different.
The space equipped with the norm
[TABLE]
is a Banach space. In general it is not a Hilbert space. There are alternative (equivalent) ways to define Sobolev spaces on metric measure spaces, namely the approaches that have been proposed in [13, 40, 5]; see also [29, 9] and the monographs [27, 26] for related discussions.
By combining [14, Theorem 7.2.5] with the results of [4], one gets the ensuing approximation theorem:
Theorem 5.9**.**
Let be given. Then there exists a sequence such that and in .
The following identity expresses a duality between and .
Proposition 5.10**.**
Let be a given Sobolev function. Let us denote by the normed dual of \big{(}{\rm Der}^{2,2}({\rm Y};\mu),\|\cdot\|_{2}\big{)}. We define the element as for every . Then
[TABLE]
To prove Proposition 5.10, we use the following well-known lemma. Let be the space of all Lipschitz functions on with bounded support.
Lemma 5.11**.**
Let be given. Then there exists a sequence such that pointwise -a.e. and for every .
Proof of Proposition 5.10.
Step 1. First of all, we claim that
[TABLE]
Call the right hand side of (5.7). Recall that by definition of dual norm we have
[TABLE]
whence trivially . To show the converse inequality, fix with . By Lemma 5.11, we can choose such that and hold -a.e.. Hence by applying the dominated convergence theorem we get
[TABLE]
Since and for all , we have \int\big{|}L_{f}(b)\big{|}\,{\rm d}\mu\leq{\|\mathscr{L}_{f}\|}_{\mathbb{B}} and accordingly . This proves (5.7).
Step 2. It can be readily checked that
[TABLE]
This means that there exists a sequence such that
[TABLE]
For any , we can pick pairwise disjoint Borel subsets of such that -a.e. on for all and
[TABLE]
Notice that \lim_{n}\mu\big{(}D\setminus\bigcup_{i\leq n}A^{n}_{i}\big{)}=0, where we set D:=\big{\{}|Df|>0\big{\}}. Moreover, by monotone convergence theorem we see that \sum_{i=1}^{n}{\raise 1.29167pt\hbox{\chi}}_{A^{n}_{i}}\,L_{f}(b_{i})/|b_{i}|\to|Df| in as . Let us choose Borel subsets such that
[TABLE]
Now let be fixed. Lemma 5.11 grants for all the existence of such that and g^{i}_{k}\to{\raise 1.29167pt\hbox{\chi}}_{B^{n}_{i}}/|b_{i}| -a.e. in . Then an application of the dominated convergence theorem yields
[TABLE]
Hence for sufficiently big we have that the derivation is such that the -norm of L(\tilde{b}_{n})-\sum_{i=1}^{n}{\raise 1.29167pt\hbox{\chi}}_{B^{n}_{i}}\,L_{f}(b_{i})/|b_{i}| and the -norm of |\tilde{b}_{n}|-{\raise 1.29167pt\hbox{\chi}}_{\bigcup_{i\leq n}B^{n}_{i}} are smaller than . By recalling (5.8), we thus deduce that in and |\tilde{b}_{n}|\to{\raise 1.29167pt\hbox{\chi}}_{D} in as . Possibly passing to a not relabeled subsequence, we can assume that there exists such that
[TABLE]
Step 3. We can finally prove (5.6). For any with it holds that
[TABLE]
by Hölder inequality, whence {\|\mathscr{L}_{f}\|}_{\mathbb{B}}\leq{\big{\|}|Df|\big{\|}}_{L^{2}(\mu)} by (5.7). For the converse inequality, fix . By recalling (5.9) and using the dominated convergence theorem, we get
[TABLE]
Now choose any sequence such that pointwise -a.e. and (dominated) in . By writing (5.10) with in place of and then letting , we conclude that {\big{\|}|Df|\big{\|}}_{L^{2}(\mu)}\leq{\|\mathscr{L}_{f}\|}_{\mathbb{B}}, as required. ∎
6. Proof of the main result in the separable case
In this section we assume that is a complete and separable local space equipped with a Borel measure that is finite on bounded sets. As discussed in the introduction, the crucial step in the proof of Theorem 1.1 is the construction of an embedding of the ‘abstract analytical object’ into the ‘concrete and geometric bundle’ that preserves distances on fibres. The construction of such embedding is the scope of this section.
We start by recalling the following general fact (see also [39, Theorem 3.7] for the general module homomorphism between derivations and -currents; notice that it is obvious that the boundary operation and the divergence operator are in correspondence under this homomorphism).
Lemma 6.1** (From derivations to currents).**
Let be a metric measure space. Fix any derivation . Then the functional defined by
[TABLE]
is a normal -current and the mass measure satisfies
[TABLE]
See Remark 5.2 for extending derivations to act on .
Proof.
By Lemma 5.3 we get the estimate
[TABLE]
and thus taking into account Lemma 5.4 we see that is a finite mass 1-current, with
[TABLE]
It is moreover normal, since
[TABLE]
We are left with proving (6.2). By (6.4), it suffices to show that . Let be countable and dense, and let be the function , for each . For and , set
[TABLE]
Since, by Proposition 5.5, -almost everywhere, we have that the sets cover up to a set of -measure zero. Thus the collection is a countable Borel partition of up to a -null set. Let be a ball, and estimate
[TABLE]
By the characterization of mass (cf. [7, Proposition 2.7]), we obtain
[TABLE]
Since and are arbitrary, the claim follows. ∎
We now come to the construction of the embedding.
Theorem 6.2** (Embedding of into ).**
Let be a complete and separable local space equipped with a Borel measure which is finite on bounded sets, and let . Then there exists a unique such that for any and it holds that
[TABLE]
Moreover, satisfies
[TABLE]
Proof.
Borel regularity. Taking into account Proposition 2.17(i), we can rewrite (6.5) as
[TABLE]
Thus taking into account the continuity of , established in Theorem 2.9, and the weak continuity of , given by Lemma 5.4, we see that (6.5) holds for every if and only if it holds for a countable and dense set of . Since the continuity of grants that if , using an argument based on the Lindelöf property of , we can reduce the claim to checking (6.5) for a countable and dense set of ’s.
Now for given , and running in these countable sets, fix a Borel representative of on and notice that if satisfies (6.5) for any in such countable sets, there is a Borel -negligible set such that for every . Thus redefining on by setting it to 0 and recalling Proposition 3.1 we conclude that any for which (6.5) holds for any and is, up to modification in a negligible set, a Borel section of .
Integrability. Propositions 5.5 and 2.17 ensure that any for which (6.5) holds also satisfies (2.12a). This, together with the Borel measurability proved above, implies that any satisfying (6.5) belongs to .
Uniqueness. Let satisfy (6.5) so that, by what we already proved, we have that for -a.e. . By Proposition 2.17, we conclude that for -a.e. .
Existence. Assume at first that and let be defined as in Lemma 6.1, so that is a normal 1-current. By Theorem 4.9, we find a finite non-negative Borel measure on concentrated on curves with constant speed for which (4.12) holds with . Notice that, by restricting to the complement of the set of constant curves (this does not affect the validity of (4.12)), we can assume that gives 0 mass to constant curves.
Let be the evaluation map defined as and put \hat{\pi}:=\pi\times\mathcal{L}^{1}\lower 3.0pt\hbox{|_{[0,1]}} and . Since and are Polish spaces, we may apply the disintegration theorem (see e.g. [2, Theorem 5.3.1] or [17, Chapter 45]) to and to find a weakly measurable family of Borel probability measures on such that
[TABLE]
and
[TABLE]
for any Borel real-valued map for which any of these two integrals makes sense.
Recall that the map defined in (3.1) is Borel (Proposition 3.7) and set . Notice that although, by definition, the measures are measures on , in fact for -a.e. we have that is concentrated on and will therefore be considered, with a slight abuse of notation, as a measure on . To see this, let be the canonical projection and notice that , thus (6.8) gives for -a.e. , which implies the claim.
Now observe that, for any , we have
[TABLE]
By Proposition 2.20 and the definition of given in Corollary 3.3 (which also grants that this map is Borel, so that the integrals below are well-defined) we have
[TABLE]
Therefore we have
[TABLE]
As mentioned above, in the last step we made the slight abuse of notation in considering as a measure on . In particular, choosing , we get
[TABLE]
which implies that for -a.e. . Let us define
[TABLE]
Now set, for brevity, and notice that the regularity granted by the disintegration theorem ensures that is Borel. Also, the fact that is concentrated on curves whose speed is constant and non-zero tells that for -a.e. and hence that -a.e.. Now notice that (6.10) and the arbitrariness of yield , so that the positivity of implies . Hence it holds that , i.e.
[TABLE]
Let and and denote . Thus is Lipschitz and semiconvex on . Then, for with support in , we have, by the same considerations as before to justify the computations (and writing for ):
[TABLE]
By the arbitrariness of , it follows that
[TABLE]
By the Jensen inequality recalled in Subsection 2.5 and the convexity and continuity of (Proposition 2.16) this gives
[TABLE]
Now we let vary in a countable set so that the balls cover the whole (such set can be found by the Lindelöf property of ) and for each such we let vary in a countable dense set in : taking the infimum in (6.13) among these and recalling Proposition 2.17 and Proposition 5.5, we deduce
[TABLE]
Hence taking into account (6.11) we obtain
[TABLE]
Since , by the rigidity statement in Proposition 2.27 we deduce that is concentrated on a half-line starting from for -a.e. . For any for which this is true, it is easy to check (see also [41, Example 5.2]) that any positively 1-homogeneous function satisfies
[TABLE]
Applying this identity to , from (6.12) we get
[TABLE]
which by the arbitrariness of means that satisfies (6.5), and thus concludes the proof for .
For the case we argue as follows. Fix and let be a sequence of Lipschitz functions with bounded support such that on . Then, by the Leibniz rule for the divergence (cf. [14, Lemma 7.1.2]), we see that . Thus we have the existence of satisfying (6.5) for . In particular, by (6.6), we have that
[TABLE]
From the weak locality of derivations it follows that on for every , hence the Borel section of given by
[TABLE]
is well-defined and, by (6.14) and the assumption , belongs to . Then again the weak locality of derivations ensures that satisfies (6.5), thus concluding the proof. ∎
Definition 6.3**.**
For we shall denote by the section given by Theorem 6.2. Thus we have a map
[TABLE]
Then we have:
Corollary 6.4** (‘Linearity’ of ).**
Let be a complete and separable local space equipped with a Borel measure finite on bounded sets and . Then -a.e. we have
[TABLE]
Proof.
The statement is local in nature, thus up to using a countable cover of with balls of the form , we can assume that is a separable space with diameter .
Now let be countable and dense and put for brevity . For every we have
[TABLE]
-a.e., having used the fact that is 1-Lipschitz in the last step (Proposition 2.16). Passing to the supremum in we obtain
[TABLE]
On the other hand, using the convexity and positive 1-homogeneity of (Proposition 2.16) we have
[TABLE]
for -a.e. . By Proposition 2.17 and the arbitrariness of this implies
[TABLE]
Therefore, -a.e. we have
[TABLE]
Writing this for in place of we see that all the inequalities that we used are in fact equalities.
In particular the last inequality is an equality, thus proving the last identity in (6.15). The equality in (6.16) is the second in (6.15). Finally, the equality in (6.18) and Proposition 2.17 imply the first identity in (6.15). This completes the proof. ∎
We can now easily prove our main result. We restrict ourselves to the separable setting for the moment, and postpone the technical differences to deal with in non-separable spaces to the next section.
Proof of Theorem 1.1 for separable spaces. By Proposition 5.10 we have
[TABLE]
Since the space
[TABLE]
is (pre)Hilbert by Theorem 6.2 and Corollary 6.4 (in particular by the third in (6.15)), it follows that its dual is a Hilbert space (note that in the notation of Proposition 5.10). Thus
[TABLE]
This completes the proof. ∎
In fact, as we shall see shortly, the completion of the space defined in (6.19) is isomorphic to the -tangent module. This is the content of Proposition 6.5 below. We briefly introduce some additional machinery before stating the proposition.
Recall the space of -derivations
[TABLE]
which, by [14, Section 7.1.1], is complete when equipped with the norm . Since , the completion of under is a Banach space and satisfies . In particular, there is a pointwise norm given by the norm of a derivation (see Lemma 5.3). Using the fact that is a -module (cf. [14, Lemma 7.1.2]), Lemma 5.11 and the dominated convergence theorem, we see that is an -module. Thus \big{(}\overline{\mathbb{D}},\|\cdot\|_{2},|\cdot|\big{)} is an -normed -module. We refer to [19] for the theory of normed -modules.
The estimate (5.4) implies that, given , the module-homomorphism extends to a -linear bounded map satisfying the bound
[TABLE]
We briefly recall that the cotangent module (see [19]) is an -normed -module, equipped with an exterior derivative
[TABLE]
whose image generates as a module. The tangent module is defined to be the module dual of . A vector field is said to have Sobolev divergence if there exists a function such that
[TABLE]
The function , if it exists, is unique, and denoted by . We denote by the vector space of elements of that have Sobolev divergence. See [19] for the details.
Proposition 6.5**.**
Let be an infinitesimally Hilbertian metric measure space. Then the map
[TABLE]
takes values in and provides an isomorphism of modules between and .
Proof.
It is easy to see that, if has divergence , then has divergence in the sense of (5.1), and
[TABLE]
-almost everywhere. Since is a Hilbert space, [19, Proposition 2.3.17] implies that is a Hilbert module. As a simple consequence of [19, Proposition 2.3.14 and (2.3.13)], the space is dense in . Thus since we already noticed that , we also get that . We will prove that is a module isomorphism .
For each , and , we have
[TABLE]
establishing that is a -linear module homomorphism . Note that
[TABLE]
so that is bounded. By definition, we have that
[TABLE]
Since is a Hilbert space, using Theorem 5.9 and Mazur’s lemma, it is easy to see that is dense in (see also [21, Corollary 2.9]). From this and Theorem 5.9, it follows that
[TABLE]
Thus we have
[TABLE]
We have established that is an -module homomorphism satisfying
[TABLE]
pointwise -almost everywhere, for every . To show it is an isometric module isomorphism, it suffices to prove that it is onto.
Let . Define the linear map
[TABLE]
By (6.20) and [19, Proposition 1.4.8], extends to a vector field satisfying
[TABLE]
In particular, for , we have
[TABLE]
This implies the surjectivity of , and concludes the proof. ∎
See [15] for more on preduals of the Sobolev spaces.
Proof of Theorem 1.2. Let be a complete and separable -space, and a Borel measure on , which is finite on bounded sets. By the proof above of Theorem 1.1 in the separable case, we have that is a Hilbert space. From Theorem 6.2 and Corollary 6.4 it follows that the space admits an isometric embedding
[TABLE]
satisfying (6.15). Thus the claim follows directly from Proposition 6.5 by precomposing with the isometric module isomorphism .∎
7. The non-separable case
In defining derivations and Sobolev functions we assumed, following [14], that the underlying metric space is separable. Yet, as noted in the introduction, from a purely geometric perspective it is quite unnatural to impose a separability condition when dealing with spaces. In this section we discuss how to remove the condition of separability, the relevant result being Theorem 7.1. Let us remark that we shall continue to assume that the measure on has separable support, or equivalently that it is tight: the discussion here concerns the definition of Sobolev functions itself, in this setting.
One of the reasons for the success of the theory of Sobolev calculus on metric measure spaces is that there are many different definitions of Sobolev spaces in such environment which turn out to be equivalent. In trying to extend such an equivalence result to the non-separable setting one could either re-run all the arguments and check that they work even in the more general framework (this is possible – and works – but is quite tedious) or argue as below.
Out of the several definitions of Sobolev functions, there are two ‘extremal’ ones introduced in [5]: the one obtained by relaxation of the asymptotic Lipschitz constant (we shall denote the corresponding space and notion of minimal relaxed upper gradient by and ) and the one obtained by duality with test plans (we shall denote the corresponding space and notion of minimal weak upper gradient by and ). These produce in some sense the ‘biggest’ and ‘smallest’ weak notion of upper gradient and it is easy to check from the definitions that
[TABLE]
One of the main results in [5] is the proof that the two spaces and the two notions of upper gradients coincide. This fact is used by the first author in [14] to prove that the notion of Sobolev space obtained by duality with derivations coincides with and induces the same upper gradient.
We add the following ingredient to the discussion above:
Theorem 7.1**.**
Let be a complete and separable metric space equipped with a positive Radon measure which is finite on bounded sets. Let be closed sets on which is concentrated. Set {\sf d}_{i}:={\sf d}\lower 3.0pt\hbox{|{{\rm Y}{i}\times{\rm Y}{i}}}, \mu_{i}:=\mu\lower 3.0pt\hbox{|{{\rm Y}_{i}}}, and notice that the identity on the support of induces an isomorphism . Then:
- i)
* induces an isomorphism from to which respects ,*
- ii)
* induces an isomorphism from to which respects .*
Proof.
We can assume .
(i) Given that for any we have \mathrm{lip}_{a}(f)(x)\geq\mathrm{lip}_{a}(f\lower 3.0pt\hbox{|{{\rm Y}{1}}})(x), we see that with for any . To prove the other inclusion and inequality, by the definition of it is sufficient to prove that for any Lipschitz function we have
[TABLE]
Fix a Lipschitz function and . For any , let be such that \mathrm{Lip}(f\lower 3.0pt\hbox{|{{\rm Y}{1}\cap B_{r}(x)}})\leq\mathrm{lip}_{a}(f\lower 3.0pt\hbox{|{{\rm Y}{1}}})+\varepsilon. By the McShane extension lemma there is a Lipschitz function coinciding with on such that \mathrm{Lip}(g)=\mathrm{Lip}(f\lower 3.0pt\hbox{|{{\rm Y}{1}\cap B_{r}(x)}}). By the locality property of relaxed upper gradients we see that
[TABLE]
Keeping in mind that and the construction we deduce that
[TABLE]
Repeat this argument for every and then use the Lindelöf property of to deduce that, as varies in a countable dense set, the balls as above cover the whole . Then (7.2) gives
[TABLE]
and the conclusion follows by letting .
(ii) It is sufficient to check that a test plan on is also a test plan on and vice versa. The ‘vice versa’ is obvious by the inclusion . For the other implication it is sufficient to show that any test plan on is concentrated on . To see this, let be defined by and notice that for any dense set the inclusion
[TABLE]
holds. Since and are concentrated on , we have that \pi\big{(}{\rm e}_{t_{n}}^{-1}({\rm Y}\setminus{\rm Y}_{1})\big{)}=0 for every . The claim follows. ∎
Thanks to this result we can now give the following definition:
Definition 7.2** (Sobolev spaces on non-separable metric spaces).**
Let be a complete, not necessarily separable, metric space equipped with a non-negative and non-zero Radon measure giving finite mass to bounded sets.
Then the Sobolev space (and the corresponding notion of upper gradient ) is defined as , where is any closed and separable subspace of on which is concentrated, while {\sf d}_{1}:={\sf d}\lower 3.0pt\hbox{|{{\rm Y}{1}\times{\rm Y}{1}}} and \mu_{1}:=\mu\lower 3.0pt\hbox{|{{\rm Y}_{1}}}.
The role of Theorem 7.1 is to prove that this definition is consistent with the case of separable spaces. By the fact that most of the notions of Sobolev spaces in mm-spaces (including those of Cheeger [13], [40] and the first author [14]) are naturally ‘chained’ between and and, since these latter spaces coincide as already remarked, we see that Theorem 7.1 implies that all these notions remain unchanged when passing from to , as in Theorem 7.1. This is why we do not specify the definition of Sobolev space we are referring to in Definition 7.2: they all agree.
With this said, the proof of our main Theorem 1.1 in the general case is a trivial consequence of the result established in the separable setting:
Proof of Theorem 1.1 in the general non-separable setting. We need to prove that for any it holds that
[TABLE]
Notice that the measure is by assumption finite on bounded sets and Radon. Hence it is concentrated on a countable union of compact sets, which is separable. Fix . We claim that there exists with the following properties:
[TABLE]
To construct such a set we start by noticing that the map is non-decreasing, hence continuous except at a countable number of points. Fix a continuity point , for which . Since is a continuity point, we have . Let be the closed convex hull of and define as the interior of in . (Notice that and that, by convexity of the ball , .)
Since is the interior of a convex set it follows that , and thus its closure , is a -space. The set is separable by construction. This establishes (7.5).
Note that is open in . Moreover, . To see this, let and let be a radius for which . Then
[TABLE]
is a neighbourhood of in . Thus is an interior point of . This proves (7.4) and (7.6).
To show (7.7), note that since is open in , it is open in . It suffices to show that . This follows from the estimate
[TABLE]
Thus we have constructed a set with the desired properties.
By [6, Theorem 4.19] applied with we see that f\lower 3.0pt\hbox{|_{\bar{\Omega}}}\in W^{1,2}(\bar{\Omega}) with
[TABLE]
and the same holds for . Since we know that Theorem 1.1 holds on separable spaces we have (see, e.g., also [19, Proposition 2.3.17]) that
[TABLE]
Then the conclusion (7.3) comes from this identity, (7.8) and the Lindelöf property of . ∎
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