Interpolation inequality explained

In the field of mathematical analysis, an interpolation inequality is an inequality of the form

\|u0\|0\leqC\|u1

\alpha1
\|
1

\|u2

\alpha2
\|
2

...\|un

\alphan
\|
n

,n\geq2,

where for

0\leqk\leqn

,

uk

is an element of some particular vector space

Xk

equipped with norm

\|\|k

and

\alphak

is some real exponent, and

C

is some constant independent of

u0,..,un

. The vector spaces concerned are usually function spaces, and many interpolation inequalities assume

u0=u1==un

and so bound the norm of an element in one space with a combination norms in other spaces, such as Ladyzhenskaya's inequality and the Gagliardo-Nirenberg interpolation inequality, both given below. Nonetheless, some important interpolation inequalities involve distinct elements

u0,..,un

, including Hölder's Inequality and Young's inequality for convolutions which are also presented below.

Applications

The main applications of interpolation inequalities lie in fields of study, such as partial differential equations, where various function spaces are used. An important example are the Sobolev spaces, consisting of functions whose weak derivatives up to some (not necessarily integer) order lie in Lp spaces for some p. There interpolation inequalities are used, roughly speaking, to bound derivatives of some order with a combination of derivatives of other orders. They can also be used to bound products, convolutions, and other combinations of functions, often with some flexibility in the choice of function space. Interpolation inequalities are fundamental to the notion of an interpolation space, such as the space

Ws,p

, which loosely speaking is composed of functions whose

sth

order weak derivatives lie in

Lp

. Interpolation inequalities are also applied when working with Besov spaces
s
B
p,q

(\Omega)

, which are a generalization of the Sobolev spaces.[1] Another class of space admitting interpolation inequalities are the Hölder spaces.

Examples

A simple example of an interpolation inequality — one in which all the are the same, but the norms are different — is Ladyzhenskaya's inequality for functions

u:R2\rarrR

, which states that whenever is a compactly supported function such that both and its gradient are square integrable, it follows that the fourth power of is integrable and[2]
\int
R2

|u(x)|4dx\leq2

\int
R2

|u(x)|2dx

\int
R2

|\nablau(x)|2dx,

i.e.

\|u

\|
L4

\leq\sqrt[4]{2}\|u

1/2
\|
L2

\|\nablau

1/2
\|
L2

.

A slightly weaker form of Ladyzhenskaya's inequality applies in dimension 3, and Ladyzhenskaya's inequality is actually a special case of a general result that subsumes many of the interpolation inequalities involving Sobolev spaces, the Gagliardo-Nirenberg interpolation inequality.[3]

The following example, this one allowing interpolation of non-integer Sobolev spaces, is also a special case of the Gagliardo-Nirenberg interpolation inequality.[4] Denoting the

L2

Sobolev spaces by

Hk=Wk,2

, and given real numbers 1\leq k < \ell < m and a function

u\inHm

, we have
\|u\|
H\ell

\leq

m-\ell
m-k
\|u\|
Hk
\ell-k
m-k
\|u\|
Hm

.

The elementary interpolation inequality for Lebesgue spaces, which is a direct consequence of the Hölder's inequality reads: for exponents

1\leqp\ler\leq\leinfty

, every

f\inLp(X,\mu)\capLq(X,\mu)

is also in

Lr(X,\mu),

and one has
\|f\|
Lr

\leq

t
\|f\|
Lp
1-t
\|f\|
Lq

,

where, in the case of

p<q<infty,

r

is written as a convex combination

r=tp+(1-t)q

, that is, with
t:=q-r
q-p

and
1-t=r-p
q-p
; in the case of

p<q=infty

,

r

is written as
r=pt
with
t:=pr
and
1-t=r-p
r.

An example of an interpolation inequality where the elements differ is Young's inequality for convolutions.[5] Given exponents

1\leqp,q,r\leqinfty

such that

\tfrac{1}{p}+\tfrac{1}{q}=1+\tfrac{1}{r}

and functions

f\inLp,g\inLq

, their convolution lies in

Lr

and

\|f*

g\|
Lr

\leq

\|f\|
Lp
\|g\|
Lq

.

Examples of interpolation inequalities

Notes and References

  1. DeVore. Ronald A.. Popov. Vasil A.. 1988. Interpolation of Besov spaces. Transactions of the American Mathematical Society. en. 305. 1. 397–414. 10.1090/S0002-9947-1988-0920166-3. 0002-9947. free.
  2. Book: Foias, C.. Navier-Stokes Equations and Turbulence. Manley. O.. Rosa. R.. Temam. R.. 2001. Cambridge University Press. 978-0-521-36032-6. Encyclopedia of Mathematics and its Applications. Cambridge. 10.1017/cbo9780511546754.
  3. Book: Evans, Lawrence C.. Partial differential equations. 2010. 978-0-8218-4974-3. 2. Providence, R.I.. 465190110.
  4. Book: Brézis, H.. Functional analysis, Sobolev spaces and partial differential equations. 2011. Springer. H.. Brézis. 978-0-387-70914-7. New York. 233. 695395895.
  5. Book: Leoni, Giovanni. A first course in Sobolev spaces. 2017. 978-1-4704-2921-8. 2. Providence, Rhode Island. 976406106.