Sobolev Spaces - Key Proof
We prove the fundamental Gagliardo-Nirenberg-Sobolev inequality, which underlies the Sobolev embedding theorem and connects integrability of derivatives to integrability of functions.
We first prove the one-dimensional case, which illustrates the key ideas. The result is: For :
Step 1: Fundamental Theorem of Calculus
For any : since has compact support (so ).
Similarly:
Step 2: Average the Two Representations
Adding and dividing by 2:
Therefore:
For with : where .
Step 1: Representation Formula
For , integrating along a ray:
Step 2: Apply Hölder's Inequality
where and .
If , 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 by iterating over dimensions
- Using Young's convolution inequality
- Obtaining the sharp constant via Riesz potentials
The result is:
Step 4: Extension to Sobolev Spaces
By density of in and continuity of norms, the inequality extends to all .
The sharp constant can be computed explicitly and is attained by functions of the form . These extremizers are crucial in studying critical exponents for nonlinear PDEs.