1422 CHAPTER 43. INTERPOLATION IN BANACH SPACE
From the first part of this proof which showed that fn → f̂ in Lp (R;V ) and f ′n → f̂ ′ inLp′ (R;V ′) , an application of Holder’s inequality shows the above converges to 0 as n→∞.Therefore, passing to the limit as n→ ∞ in the 43.1.8,∫
R
∣∣∣ f̂ (t)∣∣∣2H
φ′ (t)dt =−
∫R
2〈
f̂ ′ (t) , f̂ (t)〉
φ (t)dt
which shows t→∣∣∣ f̂ (t)∣∣∣2
Hequals a continuous function a.e. and it also has a weak derivative
equal to 2〈
f̂ ′, f̂〉
.
It remains to verify that f̂ is continuous on [0,T ] . Of course f̂ = f on this interval. LetN be large enough that fn (−T ) = 0 for all n > N. Then for m,n > N and t ∈ [−T,2T ]
| fn (t)− fm (t)|2H = 2∫ t
−T
(f ′n (s)− f ′m (s) , fn (s)− fm (s)
)ds
= 2∫ t
−T
〈f ′n (s)− f ′m (s) , fn (s)− fm (s)
〉V ′,V ds
≤ 2∫R
∣∣∣∣ f ′n (s)− f ′m (s)∣∣∣∣
V ′ || fn (s)− fm (s)||V ds
≤ 2 || fn− fm||Lp′ (R;V ′) || fn− fm||Lp(R;V )
which shows from the above that { fn} is uniformly Cauchy on [−T,2T ] with values in H.Therefore, there exists g a continuous function defined on [−T,2T ] having values in H suchthat
limn→∞
max{| fn (t)−g(t)|H ; t ∈ [−T,2T ]}= 0.
However, g = f̂ a.e. because fn converges to f in Lp (0,T ;V ) . Therefore, taking a subse-quence, the convergence is a.e. It follows from the fact that V ⊆H = H ′ ⊆V ′ and Theorem43.1.9, there exists f (0) ∈V ′ such that for a.e. t,
f (t) = f (0)+∫ t
0f ′ (s)ds in V ′
Now g = f a.e. and g is continuous with values in H hence continuous with values in V ′andso
g(t) = f (0)+∫ t
0f ′ (s)ds in V ′
for all t. Since g is continuous with values in H it is continuous with values in V ′. Taking thelimit as t ↓ 0 in the above, g(a) = limt→0+ g(t) = f (0) , showing that f (0)∈H. Therefore,for a.e. t,
f (t) = f (0)+∫ t
0f ′ (s)ds in H,
∫ t
0f ′ (s)ds ∈ H.
Note that if f ∈ Lp (0,T ;V ) and f ′ ∈ Lp′ (0,T ;V ′) , then you can consider the initialvalue of f and it will be in H. What if you start with something in H? Is it an initialcondition for a function f ∈ Lp (0,T ;V ) such that f ′ ∈ Lp′ (0,T ;V ′)? This is worth thinking