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Is there a counterexample of Sobolev Embedding Theorem? More precisely, please help me construct a sobolev function $u\in W^{1,p}(R^n),\,p\in[1,n)$ such that $u\notin L^q(R^n)$, where $q>p^*:=\frac{np}{n-p}$.^-^

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Here is how you can do this on the unit ball $\{x | \|x \| \le 1\}$: Set $u(x) = \|x\|^{-\alpha}$. Then $\nabla u$ is easy to find. Now you can compute $\|u\|_{L^q}$ and $\|u\|_{W^{1,p}}$ using polar coordinates. Play around until the $L^q$ norm is infinite while the $W^{1,p}$ norm is still finite.

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    @ Hans Engler:Thank you! ^-^2012-11-26