Interpolation inequality

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 L^p 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 ${\displaystyle W^{s,p}}$, which loosely speaking is composed of functions whose ${\displaystyle s^{th}}$ order weak derivatives lie in ${\displaystyle L^{p}}$. Interpolation inequalities are also applied when working with Besov spaces ${\displaystyle B_{p,q}^{s}(\Omega )}$, which are a generalization of the Sobolev spaces.[1] Another class of space admitting interpolation inequalities are the Hölder spaces.

A simple example of an interpolation inequality — one in which all the u_k are the same u, but the norms ‖·‖_k are different — is Ladyzhenskaya's inequality for functions u: ℝ² → ℝ, which states that whenever u is a compactly supported function such that both u and its gradient ∇u are square integrable, it follows that the fourth power of u is integrable and[2]

${\displaystyle \int _{\mathbb {R} ^{2}}|u(x)|^{4}\,\mathrm {d} x\leq 2\int _{\mathbb {R} ^{2}}|u(x)|^{2}\,\mathrm {d} x\int _{\mathbb {R} ^{2}}|\nabla u(x)|^{2}\,\mathrm {d} x,}$

i.e.

${\displaystyle \|u\|_{L^{4}}\leq {\sqrt[{4}]{2}}\,\|u\|_{L^{2}}^{1/2}\,\|\nabla u\|_{L^{2}}^{1/2}.}$

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 ${\displaystyle L^{2}}$ Sobolev spaces by ${\displaystyle H^{k}=W^{k,2}}$, and given real numbers ${\textstyle 1\leq k<\ell <m}$ and a function ${\displaystyle u\in H^{m}}$, we have

${\displaystyle \|u\|_{H^{\ell }}\leq \|u\|_{H^{k}}^{\frac {m-\ell }{m-k}}\|u\|_{H^{m}}^{\frac {\ell -k}{m-k}}}$

An example of an interpolation inequality where the elements differ is Young's inequality for convolutions.[5] Given exponents ${\displaystyle 1\leq p,q,r\leq \infty }$ such that ${\displaystyle {\tfrac {1}{p}}+{\tfrac {1}{q}}=1+{\tfrac {1}{r}}}$ and functions ${\displaystyle f\in L^{p},\ g\in L^{q}}$, their convolution lies in ${\displaystyle L^{r}}$ and

${\displaystyle \|f*g\|_{L^{r}}\leq \|f\|_{L^{p}}\|g\|_{L^{q}}}$

The well known Hölder's inequality[3] is another of this type: given ${\displaystyle 1\leq p,q\leq \infty }$ and functions ${\displaystyle f\in L^{p}(\Omega ),\ g\in L^{q}(\Omega )}$ with ${\displaystyle 1/p+1/q=1}$, their product is in ${\displaystyle L^{1}(\Omega )}$ and

${\displaystyle \|fg\|_{L^{1}}\leq \|f\|_{L^{p}}\|g\|_{L^{q}}}$

• Agmon's inequality
• Gagliardo–Nirenberg interpolation inequality
• Ladyzhenskaya's inequality
• Landau–Kolmogorov inequality
• Marcinkiewicz interpolation theorem
• Nash's inequality
• Riesz–Thorin theorem
• Young's inequality for convolutions