ProofComplete

Sobolev Spaces - Key Proof

We prove the fundamental Gagliardo-Nirenberg-Sobolev inequality, which underlies the Sobolev embedding theorem and connects LpL^p integrability of derivatives to LqL^q integrability of functions.

ProofGagliardo-Nirenberg-Sobolev Inequality (1D case)

We first prove the one-dimensional case, which illustrates the key ideas. The result is: For uCc1(R)u \in C_c^1(\mathbb{R}): uL(R)12uL1(R)\|u\|_{L^\infty(\mathbb{R})} \leq \frac{1}{2}\|u'\|_{L^1(\mathbb{R})}

Step 1: Fundamental Theorem of Calculus

For any xRx \in \mathbb{R}: u(x)=xu(t)dtu(x) = \int_{-\infty}^x u'(t)\,dt since uu has compact support (so u()=0u(-\infty) = 0).

Similarly: u(x)=xu(t)dt-u(x) = \int_x^\infty u'(t)\,dt

Step 2: Average the Two Representations

Adding and dividing by 2: u(x)=12xu(t)dtxu(t)dt12u(t)dt|u(x)| = \frac{1}{2}\left|\int_{-\infty}^x u'(t)\,dt - \int_x^\infty u'(t)\,dt\right| \leq \frac{1}{2}\int_{-\infty}^\infty |u'(t)|\,dt

Therefore: uL12uL1\|u\|_{L^\infty} \leq \frac{1}{2}\|u'\|_{L^1}

ProofGagliardo-Nirenberg-Sobolev Inequality (General Case)

For uCc1(Rn)u \in C_c^1(\mathbb{R}^n) with 1p<n1 \leq p < n: uLpC(n,p)uLp\|u\|_{L^{p^*}} \leq C(n,p)\|\nabla u\|_{L^p} where p=npnpp^* = \frac{np}{n-p}.

Step 1: Representation Formula

For x=(x1,,xn)x = (x_1, \ldots, x_n), integrating along a ray: u(x)=x1ux1(t,x2,,xn)dtux1dt|u(x)| = \left|\int_{-\infty}^{x_1} \frac{\partial u}{\partial x_1}(t, x_2, \ldots, x_n)\,dt\right| \leq \int_{-\infty}^\infty \left|\frac{\partial u}{\partial x_1}\right|\,dt

Step 2: Apply Hölder's Inequality

u(x)(R1qdt)1/q(Rux1pdt)1/p|u(x)| \leq \left(\int_{\mathbb{R}} 1^q\,dt\right)^{1/q}\left(\int_{\mathbb{R}} \left|\frac{\partial u}{\partial x_1}\right|^p\,dt\right)^{1/p} where 1/p+1/q=11/p + 1/q = 1 and q=p/(p1)q = p/(p-1).

If p>1p > 1, the first integral diverges. We need a more sophisticated approach.

Step 3: Iteration (Sketch)

Use representation formulas in each coordinate direction and combine carefully. The full proof requires:

  • Estimating up|u|^{p^*} by iterating over dimensions
  • Using Young's convolution inequality
  • Obtaining the sharp constant via Riesz potentials

The result is: uLnp/(np)CuLp\|u\|_{L^{np/(n-p)}} \leq C\|\nabla u\|_{L^p}

Step 4: Extension to Sobolev Spaces

By density of CcC_c^\infty in W1,pW^{1,p} and continuity of norms, the inequality extends to all uW1,p(Rn)u \in W^{1,p}(\mathbb{R}^n).

Remark

The sharp constant C(n,p)C(n,p) can be computed explicitly and is attained by functions of the form u(x)=(1+xp/(p1))(np)/pu(x) = (1 + |x|^{p/(p-1)})^{-(n-p)/p}. These extremizers are crucial in studying critical exponents for nonlinear PDEs.