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Sobolev conjugate

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The Sobolev conjugate of p for 1 p < n {\displaystyle 1\leq p<n} , where n is space dimensionality, is

p = p n n p > p {\displaystyle p^{*}={\frac {pn}{n-p}}>p}

This is an important parameter in the Sobolev inequalities.

Motivation

A question arises whether u from the Sobolev space W 1 , p ( R n ) {\displaystyle W^{1,p}(\mathbb {R} ^{n})} belongs to L q ( R n ) {\displaystyle L^{q}(\mathbb {R} ^{n})} for some q > p. More specifically, when does D u L p ( R n ) {\displaystyle \|Du\|_{L^{p}(\mathbb {R} ^{n})}} control u L q ( R n ) {\displaystyle \|u\|_{L^{q}(\mathbb {R} ^{n})}} ? It is easy to check that the following inequality

u L q ( R n ) C ( p , q ) D u L p ( R n ) ( ) {\displaystyle \|u\|_{L^{q}(\mathbb {R} ^{n})}\leq C(p,q)\|Du\|_{L^{p}(\mathbb {R} ^{n})}\qquad \qquad (*)}

can not be true for arbitrary q. Consider u ( x ) C c ( R n ) {\displaystyle u(x)\in C_{c}^{\infty }(\mathbb {R} ^{n})} , infinitely differentiable function with compact support. Introduce u λ ( x ) := u ( λ x ) {\displaystyle u_{\lambda }(x):=u(\lambda x)} . We have that:

u λ L q ( R n ) q = R n | u ( λ x ) | q d x = 1 λ n R n | u ( y ) | q d y = λ n u L q ( R n ) q D u λ L p ( R n ) p = R n | λ D u ( λ x ) | p d x = λ p λ n R n | D u ( y ) | p d y = λ p n D u L p ( R n ) p {\displaystyle {\begin{aligned}\|u_{\lambda }\|_{L^{q}(\mathbb {R} ^{n})}^{q}&=\int _{\mathbb {R} ^{n}}|u(\lambda x)|^{q}dx={\frac {1}{\lambda ^{n}}}\int _{\mathbb {R} ^{n}}|u(y)|^{q}dy=\lambda ^{-n}\|u\|_{L^{q}(\mathbb {R} ^{n})}^{q}\\\|Du_{\lambda }\|_{L^{p}(\mathbb {R} ^{n})}^{p}&=\int _{\mathbb {R} ^{n}}|\lambda Du(\lambda x)|^{p}dx={\frac {\lambda ^{p}}{\lambda ^{n}}}\int _{\mathbb {R} ^{n}}|Du(y)|^{p}dy=\lambda ^{p-n}\|Du\|_{L^{p}(\mathbb {R} ^{n})}^{p}\end{aligned}}}

The inequality (*) for u λ {\displaystyle u_{\lambda }} results in the following inequality for u {\displaystyle u}

u L q ( R n ) λ 1 n p + n q C ( p , q ) D u L p ( R n ) {\displaystyle \|u\|_{L^{q}(\mathbb {R} ^{n})}\leq \lambda ^{1-{\frac {n}{p}}+{\frac {n}{q}}}C(p,q)\|Du\|_{L^{p}(\mathbb {R} ^{n})}}

If 1 n p + n q 0 , {\displaystyle 1-{\frac {n}{p}}+{\frac {n}{q}}\neq 0,} then by letting λ {\displaystyle \lambda } going to zero or infinity we obtain a contradiction. Thus the inequality (*) could only be true for

q = p n n p {\displaystyle q={\frac {pn}{n-p}}} ,

which is the Sobolev conjugate.

See also

References

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