76.3. THE EXISTENCE OF APPROXIMATE SOLUTIONS 2547
It follows that ∫Ω
〈g(ω) ,
∫ T
0
(f − f̄
)ψ (t)dt
〉dP = 0
This is true for every such g ∈ L∞ (Ω,X ′) , and so for a fixed ψ ∈C ([0,T ]) and the Rieszrepresentation theorem, ∫
Ω
∥∥∥∥∫ T
0
(f − f̄
)ψ (t)dt
∥∥∥∥X
dP = 0
Therefore, there exists Nψ such that if ω /∈ Nψ , then
∫ T
0
(f − f̄
)ψ (t)dt = 0
Enlarge N, the exceptional set to also include ∪ψ∈DNψ where D is a countable dense subsetof C ([0,T ]). Therefore, if ω /∈N, then the above holds for all ψ ∈C ([0,T ]). It follows thatfor such ω, f (t,ω) = f̄ (t,ω) for a.e. t. Therefore, f (·,ω) = f̄ (·,ω) in Lα (0,T,X) for allω /∈ N.
Then one can obtain the following existence theorem using a technique of Bardos andBrezis [14].
Lemma 76.3.5 Let q ∈ V and let the conditions 76.3.14 - 76.3.17 be valid. Let f ∈ V ′
be given. Then for each ω off a set of measure zero, there exists u(·,ω) ∈ Vω such that(Bu)′ (·,ω) ∈ V ′ω and
Bu(0,ω) = 0
and also the following equation holds in V ′ω for a.e. ω
(Bu)′ (·,ω)+ Ā(ω)(·,u(·,ω)) = f (·,ω)
In addition to this, it can be assumed that (t,ω)→ u(t,ω) is progressively measurable intoV . That is, for each ω off a set of measure zero, t → u(t,ω) can be modified on a set ofmeasure zero in [0,T ] such that the resulting u is progressively measurable.
Proof: Consider the equation
LhBu+ Āu =1h(I− τh)(Bu)+ Āu = f in V ′ (76.3.18)
By Proposition 76.2.4 and Theorem 76.2.6, there exists a solution to the above equation ifthe left side is coercive. However, it was shown above in the computations leading to 76.2.5that Lh ◦B is monotone. Hence the coercivity follows right away from Lemma 76.3.2.
Thus 76.3.18 holds in V ′. It follows that, indexing the solution by h,
∫Ω
∫ T
0
∥∥∥∥1h(I− τh)(Buh)+ Āuh− f
∥∥∥∥p′
V ′dtdP = 0