Pólya–Szegő inequality

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In mathematical analysis, the Pólya–Szegő inequality (or Szegő inequality) states that the Sobolev energy of a function in a Sobolev space does not increase under symmetric decreasing rearrangement.[1] The inequality is named after the mathematicians George Pólya and Gábor Szegő.

Mathematical setting and statement

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Given a Lebesgue measurable function  the symmetric decreasing rearrangement   is the unique function such that for every   the sublevel set   is an open ball centred at the origin   that has the same Lebesgue measure as  

Equivalently,   is the unique radial and radially nonincreasing function, whose strict sublevel sets are open and have the same measure as those of the function  .

The Pólya–Szegő inequality states that if moreover   then   and

 

Applications of the inequality

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The Pólya–Szegő inequality is used to prove the Rayleigh–Faber–Krahn inequality, which states that among all the domains of a given fixed volume, the ball has the smallest first eigenvalue for the Laplacian with Dirichlet boundary conditions. The proof goes by restating the problem as a minimization of the Rayleigh quotient.[1]

The isoperimetric inequality can be deduced from the Pólya–Szegő inequality with  .

The optimal constant in the Sobolev inequality can be obtained by combining the Pólya–Szegő inequality with some integral inequalities.[2][3]

Equality cases

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Since the Sobolev energy is invariant under translations, any translation of a radial function achieves equality in the Pólya–Szegő inequality. There are however other functions that can achieve equality, obtained for example by taking a radial nonincreasing function that achieves its maximum on a ball of positive radius and adding to this function another function which is radial with respect to a different point and whose support is contained in the maximum set of the first function. In order to avoid this obstruction, an additional condition is thus needed.

It has been proved that if the function   achieves equality in the Pólya–Szegő inequality and if the set   is a null set for Lebesgue's measure, then the function   is radial and radially nonincreasing with respect to some point  .[4]

Generalizations

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The Pólya–Szegő inequality is still valid for symmetrizations on the sphere or the hyperbolic space.[5]

The inequality also holds for partial symmetrizations defined by foliating the space into planes (Steiner symmetrization)[6][7] and into spheres (cap symmetrization).[8][9]

There are also Pólya−Szegő inequalities for rearrangements with respect to non-Euclidean norms and using the dual norm of the gradient.[10][11][12]

Proofs of the inequality

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Original proof by a cylindrical isoperimetric inequality

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The original proof by Pólya and Szegő for   was based on an isoperimetric inequality comparing sets with cylinders and an asymptotics expansion of the area of the area of the graph of a function.[1] The inequality is proved for a smooth function   that vanishes outside a compact subset of the Euclidean space   For every  , they define the sets

 

These sets are the sets of points who lie between the domain of the functions   and   and their respective graphs. They use then the geometrical fact that since the horizontal slices of both sets have the same measure and those of the second are balls, to deduce that the area of the boundary of the cylindrical set   cannot exceed the one of  . These areas can be computed by the area formula yielding the inequality

 

Since the sets   and   have the same measure, this is equivalent to

 

The conclusion then follows from the fact that

 

Coarea formula and isoperimetric inequality

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The Pólya–Szegő inequality can be proved by combining the coarea formula, Hölder’s inequality and the classical isoperimetric inequality.[2]

If the function   is smooth enough, the coarea formula can be used to write

 

where   denotes the  –dimensional Hausdorff measure on the Euclidean space  . For almost every each  , we have by Hölder's inequality,

 

Therefore, we have

 

Since the set   is a ball that has the same measure as the set  , by the classical isoperimetric inequality, we have

 

Moreover, recalling that the sublevel sets of the functions   and   have the same measure,

 

and therefore,

 

Since the function   is radial, one has

 

and the conclusion follows by applying the coarea formula again.

Rearrangement inequalities for convolution

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When  , the Pólya–Szegő inequality can be proved by representing the Sobolev energy by the heat kernel.[13] One begins by observing that

 

where for  , the function   is the heat kernel, defined for every   by

 

Since for every   the function   is radial and radially decreasing, we have by the Riesz rearrangement inequality

 

Hence, we deduce that

 

References

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  1. ^ a b c Pólya, George; Szegő, Gábor (1951). Isoperimetric Inequalities in Mathematical Physics. Annals of Mathematics Studies. Princeton, N.J.: Princeton University Press. ISBN 9780691079882. ISSN 0066-2313.
  2. ^ a b Talenti, Giorgio (1976). "Best constant in Sobolev inequality". Annali di Matematica Pura ed Applicata. 110 (1): 353–372. CiteSeerX 10.1.1.615.4193. doi:10.1007/BF02418013. ISSN 0373-3114. S2CID 16923822.
  3. ^ Aubin, Thierry (1976-01-01). "Problèmes isopérimétriques et espaces de Sobolev". Journal of Differential Geometry (in French). 11 (4): 573–598. doi:10.4310/jdg/1214433725. ISSN 0022-040X.
  4. ^ Brothers, John E.; Ziemer, William P. (1988). "Minimal rearrangements of Sobolev functions". Journal für die Reine und Angewandte Mathematik. 384: 153–179. ISSN 0075-4102.
  5. ^ Baernstein II, Albert (1994). "A unified approach to symmetrization". In Alvino, Angelo; Fabes, Eugenes; Talenti, Giorgio (eds.). Partial Differential Equations of Elliptic Type. Symposia Mathematica. Cambridge University Press. pp. 47–92. ISBN 9780521460484.
  6. ^ Kawohl, Bernhard (1985). Rearrangements and Convexity of Level Sets in PDE. Lecture Notes in Mathematics. Vol. 1150. Berlin Heidelberg: Springer. doi:10.1007/bfb0075060. ISBN 978-3-540-15693-2. ISSN 0075-8434.
  7. ^ Brock, Friedemann; Solynin, Alexander (2000). "An approach to symmetrization via polarization". Transactions of the American Mathematical Society. 352 (4): 1759–1796. doi:10.1090/S0002-9947-99-02558-1. ISSN 0002-9947.
  8. ^ Sarvas, Jukka (1972). Symmetrization of Condensers in N-space. Suomalainen Tiedeakatemia. ISBN 9789514100635.
  9. ^ Smets, Didier; Willem, Michel (2003). "Partial symmetry and asymptotic behavior for some elliptic variational problems". Calculus of Variations and Partial Differential Equations. 18 (1): 57–75. doi:10.1007/s00526-002-0180-y. ISSN 0944-2669. S2CID 119466691.
  10. ^ Angelo, Alvino; Vincenzo, Ferone; Guido, Trombetti; Pierre-Louis, Lions (1997). "Convex symmetrization and applications". Annales de l'Institut Henri Poincaré C (in French). 14 (2): 275. Bibcode:1997AIHPC..14..275A. doi:10.1016/S0294-1449(97)80147-3.
  11. ^ Van Schaftingen, Jean (2006). "Anisotropic symmetrization". Annales de l'Institut Henri Poincaré C. 23 (4): 539–565. Bibcode:2006AIHPC..23..539V. doi:10.1016/j.anihpc.2005.06.001.
  12. ^ Cianchi, Andrea (2007). "Symmetrization in Anisotropic Elliptic Problems". Communications in Partial Differential Equations. 32 (5): 693–717. doi:10.1080/03605300600634973. ISSN 0360-5302. S2CID 121383998.
  13. ^ Lieb, Elliott H.; Loss, Michael (2001-01-01). Analysis (2 ed.). American mathematical Society. ISBN 9780821827833. OCLC 468606724.