English

On distributional adjugate and derivative of the inverse

Functional Analysis 2019-08-12 v2 Analysis of PDEs

Abstract

Let Ω\er3\Omega\subset\er^3 be a domain and let f ⁣:Ω\er3f\colon\Omega\to\er^3 be a bi-BVBV homeomorphism. Very recently in \cite{HKL} it was shown that the distributional adjugate of DfDf (and thus also of Df1Df^{-1}) is a matrix-valued measure. In the present paper we show that the components of \AdjDf\Adj Df are equal to components of Df1(f(U))Df^{-1}(f(U)) as measures and that the absolutely continuous part of the distributional adjugate \AdjDf\Adj Df equals to the pointwise adjugate \adjDf(x)\adj Df(x) a.e. We also show the equivalence of several approaches to the definition of the distributional adjugate.

Keywords

Cite

@article{arxiv.1904.04574,
  title  = {On distributional adjugate and derivative of the inverse},
  author = {Stanislav Hencl and Aapo Kauranen and Jan Malý},
  journal= {arXiv preprint arXiv:1904.04574},
  year   = {2019}
}