[step:Establish strong continuity of the integral functional under $W^{1,p}$ convergence]We use the following standard continuity fact for Nemytskii integral functionals with $p$-growth.
[claim:Strong continuity of the $p$-growth integral]
Let $(w_j)_{j=1}^{\infty}$ be a sequence in $W^{1,p}(U)$ and let $w\in W^{1,p}(U)$. If
\begin{align*}
w_j\to w \quad\text{in } W^{1,p}(U),
\end{align*}
then
\begin{align*}
\int_U F(x,w_j(x),\nabla w_j(x))\,d\mathcal L^n(x) \to \int_U F(x,w(x),\nabla w(x))\,d\mathcal L^n(x).
\end{align*}
[/claim]
[proof]
Define the functions $G_j:U\to[0,\infty)$ and $G:U\to[0,\infty)$ by
\begin{align*}
G_j(x)=F(x,w_j(x),\nabla w_j(x)), \qquad G(x)=F(x,w(x),\nabla w(x)).
\end{align*}
The compositions are measurable by [citetheorem:8735], because the restriction of $F$ to $U\times\mathbb R\times\mathbb R^n$ is continuous, hence a Caratheodory integrand, and $w_j,w,\nabla w_j,\nabla w$ are measurable.
Since $w_j\to w$ in $W^{1,p}(U)$, we have $w_j\to w$ in $L^p(U)$ and $\nabla w_j\to \nabla w$ in $L^p(U;\mathbb R^n)$. After passing to an arbitrary subsequence and then to a further subsequence, we may assume $w_j(x)\to w(x)$ and $\nabla w_j(x)\to \nabla w(x)$ for $\mathcal L^n$-a.e. $x\in U$. By continuity of $F$ in all variables, this gives $G_j(x)\to G(x)$ for $\mathcal L^n$-a.e. $x\in U$.
The upper $p$-growth hypothesis gives, for $\mathcal L^n$-a.e. $x\in U$,
\begin{align*}
0\le G_j(x)\le C(1+|w_j(x)|^p+|\nabla w_j(x)|^p).
\end{align*}
Because $w_j\to w$ in $L^p(U)$, the [reverse triangle inequality](/theorems/2300) gives $|w_j|\to |w|$ in $L^p(U)$. The map $f\mapsto |f|^p$ is continuous from $L^p(U)$ to $L^1(U)$: for $p=1$ this is immediate, and for $p>1$ it follows from Hölder's inequality with conjugate exponents $q$ and $p$, where
\begin{align*}
q=\frac{p}{p-1},
\end{align*}
applied to the pointwise estimate
\begin{align*}
||a|^p-|b|^p|\le p(|a|^{p-1}+|b|^{p-1})|a-b|.
\end{align*}
Hence $|w_j|^p\to |w|^p$ in $L^1(U)$. Similarly, $|\nabla w_j|\to |\nabla w|$ in $L^p(U)$ and hence $|\nabla w_j|^p\to |\nabla w|^p$ in $L^1(U)$. The same growth bound applied to $w$ gives $0\le G(x)\le C(1+|w(x)|^p+|\nabla w(x)|^p)$ for $\mathcal L^n$-a.e. $x\in U$, so $G\in L^1(U)$. Strong $L^1(U)$ convergence of $|w_j|^p$ and $|\nabla w_j|^p$ implies uniform integrability of those two sequences; since $U$ is bounded, the constant function $1$ is integrable on $U$. Finite sums of uniformly integrable families are uniformly integrable, so $1+|w_j|^p+|\nabla w_j|^p$ is uniformly integrable on $U$. The pointwise bound $0\le G_j\le C(1+|w_j|^p+|\nabla w_j|^p)$ then implies that $(G_j)_{j=1}^{\infty}$ is uniformly integrable as well. By the [Vitali convergence theorem](/theorems/950) for uniformly integrable functions, applied to the a.e. convergence $G_j\to G$, we obtain
\begin{align*}
\int_U |G_j(x)-G(x)|\,d\mathcal L^n(x)\to 0.
\end{align*}
In particular,
\begin{align*}
\int_U G_j(x)\,d\mathcal L^n(x)\to \int_U G(x)\,d\mathcal L^n(x).
\end{align*}
Since every subsequence admits a further subsequence along which the displayed convergence holds, the original sequence of integrals converges. This proves the claim.
[/proof][/step]