Consider the function $u(x) = (1+x^2)^{-\frac{\alpha}{2}} (\ln(2+x^2))^{-1}$, where $0 < \alpha < 1$ and $x \in \mathbb{R}$.
Check that
- $u \in W^{1,p} (\mathbb{R})$ $\forall p \in [\frac{1}{\alpha},\infty)$
- $u \notin L^q (\mathbb{R})$ $\forall q \in [1,\frac{1}{\alpha}]$
First of all, I have a problem even with understanding why it is not in $L^1$. For that we need to see $\int\limits_{\mathbb{R}}|u(x)|d\mu > \infty$ (and for $L^q$ in general case $\int\limits_{\mathbb{R}}|u(x)|^q d\mu > \infty$). But since $x$ is real it has no singular points and $u(x) \to 0$ when $x \to \infty$, so I can't see why it is not Lebesgue integrable.