1320 CHAPTER 38. SOBOLEV SPACES BASED ON L2

Now (∫∞

0

∣∣∣(uk (·,xn) ,φ j

)H−(

u(·,xn) ,φ j

)H

∣∣∣2 dxn

)1/2

=

(∫∞

0

∣∣∣(uk (·,xn)−u(·,xn) ,φ j

)H

∣∣∣2 dxn

)1/2

≤(∫

0|uk (·,xn)−u(·,xn)|2H

∣∣∣φ j

∣∣∣2H

dxn

)1/2

=∣∣∣φ j

∣∣∣2H

(∫∞

0|uk (·,xn)−u(·,xn)|2H dxn

)1/2

=∣∣∣φ j

∣∣∣2H

(∫∞

0

∫Rn−1

∣∣uk(x′,xn

)−u(x′,xn

)∣∣2 dx′dxn

)1/2

which converges to zero. Therefore, there exists a set of measure zero, N j and a subse-quence, still denoted by k such that if xn /∈ N j, then(

uk (·,xn) ,φ j

)H→(

u(·,xn) ,φ j

)H.

Now by Theorem 38.5.4, γuk→ γu in H = L2(Rn−1

). It only remains to consider the term

of 38.5.20 which involves an integral.∣∣∣∣∫ xn

0

(uk,n (·, t) ,φ j

)H

dt−∫ xn

0

(u,n (·, t) ,φ j

)H

dt∣∣∣∣

≤∫ xn

0

∣∣∣(uk,n (·, t)−u,n (·, t) ,φ j

)H

∣∣∣dt

≤∫ xn

0

∣∣uk,n (·, t)−u,n (·, t)∣∣H

∣∣∣φ j

∣∣∣H

dt

≤(∫ xn

0

∣∣uk,n (·, t)−u,n (·, t)∣∣2H dt

)1/2(∫ xn

0

∣∣∣φ j

∣∣∣2H

dt)1/2

= x1/2n

∣∣∣φ j

∣∣∣H

(∫ xn

0

∫Rn−1

∣∣uk,n(x′, t)−u,n

(x′, t)∣∣2 dx′

)1/2

dt

and this converges to zero as k→∞. Therefore, using a diagonal sequence argument, thereexists a subsequence, still denoted by k and a set of measure zero, N ≡ ∪∞

j=1N j such thatfor x′ /∈ N, you can pass to the limit in 38.5.20 and obtain that for all φ j,(

γu,φ j

)H+∫ xn

0

(u,n (·, t) ,φ j

)H

dt =(

u(·,xn) ,φ j

)H.

By density of{

φ j

}, this equality holds for all φ ∈ L2

(Rn−1

). In particular, the equal-

ity holds for every φ ∈ Cc(Rn−1

). Since u is uniformly continuous on the compact set,

spt(φ)× [0,1] , there exists a sequence, (xn)k → 0 such that the above equality holds for

1320 CHAPTER 38. SOBOLEV SPACES BASED ON L?Now(w(.1).,), (ute), fa)ug (-,Xn) —kK (+,Xn) —U(f- (FI(ilA= 9, (fb (li) m“ F , 2.5 1/2i), [hae (tn) =u (a) dx dXpwhich converges to zero. Therefore, there exists a set of measure zero, N; and a subse-quence, still denoted by k such that if x, ¢ N;, then(ui (4%) ,0;),, > (uC.a») 0)awNow by Theorem 38.5.4, Yuy — Yu in H = L? (R"'). It only remains to consider the termof 38.5.20 which involves an integral.[FP (in -0-0)) at [ (un 8)-0)) at< [| (unt) —un61)-0)),, fet<P ent) un 6-D |u|), 4< ([" tua Cst)— tala) ([" ofa)%n 1/2xl/? loi, (/ [. |ukn (x’,1) ~un (x’,1) Pav) dtand this converges to zero as k — co. Therefore, using a diagonal sequence argument, thereexists a subsequence, still denoted by k and a set of measure zero, N = Uz N ; such thatfor x’ ¢ N, you can pass to the limit in 38.5.20 and obtain that for all @ p(m0) f° tn) t= (ne),By density of {o i}. this equality holds for all @ € L? (R"~'). In particular, the equal-ity holds for every ¢ € CG (R"~') . Since u is uniformly continuous on the compact set,spt(@) x [0,1], there exists a sequence, (x,), — 0 such that the above equality holds for