ADVANCED THEORY OF DIFFERENTIATION LORENTZ SPACES

JAN MALY

Contents
1. Hardys inequality
2. Rearrangement
3. Lorentz spaces
4. Rearrangement and Lorentz spaces in Rn
5. Embedding to continuous functions
6. Embedding into the Lorentz space
7. The critical case
8. Sobolev inequalities
9. Compact embedding
10. Notes
References

1
1
3
6
8
10
13
14
16
18
18

1. Hardys inequality
1.1. Theorem (Hardys inequality). Let 1 p < and < p 1. Suppose that f L1 (0, T ) and
Z t
F (t) =
f (s) ds.
0

(This is the same as that F is absolutely continuous, F (0) = 0 and f = F 0 ). Then

Z T
Z T



 F (t) p
f (t)p t dt,
(1)
 t dt C

t
0
0
where
p

p
.
C=
p1
Proof. Integration by parts.
R
1.2. Remark. If F (t) = t f (s) ds, then the inequality
Z
Z 



 F (t) p
f (t)p t dt,
(2)
 t dt C

t
T
T
holds for > p 1.
So, if F (0) = F () = 0, then the Hardy inequality on (0, ) for F holds for all 6= p 1.

2. Rearrangement
2.1. Distribution and rearrangement of a function. Let (X, S, ) be a -finite measure space and
f : X R be a measurable function. We define the distribution function of f as
f (s) = ({|f | > s}),

s > 0,

and the nonincreassing rearrangement of f as

f (t) = inf{s > 0, f (s) t},
2.2. Observations.
(a) s < f (t) t < f (s).
(b) (f ) = f .
Date: March 2003.
1

t > 0.

(c) f = (f ) .
(d) fR , f are nonincreassing,
right
R
R continuous (and thus lower semicontinuous).

(e) 0 f (t) dt = 0 f (s) ds = X |f | d.

Proof. The facts that the function f , f are nonincreassing and that f is right continuous are obvious.
For t > 0 denote Mt = { > 0, f () t}. If s < f (t) = inf Mt , then s does not belong to Mt and thus
f (s) > t. If t < f (s), then s does not belong to Mt . But Mt is an interval from somewhere to infinity
and Mt is left closed unless inf Mt = 0. It follows that s < inf Mt = f (t). This proves (a). From (a) we
obtain that {f > s} = (0, f (s)) and thus (f ) (s) = ((0, f (s))) = f (s). This proves (b). Similarly,
{f > t} = (0, f (t)) and thus (f ) (t) = f (t), which is (c). Then the right continuity of f follows
from (c) (but also easily seen directly). The right equality of (e) will follow from Proposition 2.3 (just
following) and the left equality uses the same and, in addition, takes into account (b).

2.3. Proposition (Distribution integration).
Z
Z
|f | d =
X

f (s) ds

Proof. By the Fubini theorem, both integrals are equal to the product measure of the set
{(x, s) X (0, ) : s < |f (x)|}.

2.4. Theorem (Hardy-Littlewood-P
olya inequality).
Z
Z
|f g| d
f (t)g (t) dt.
X

Proof. We use the Fubini theorem to estimate

Z
Z Z
|f g| d =
X

0<r<f (x)
0<s<g(x)


dr ds d(x)

{f > s} {g > r} dr ds

(0,)2

n



o
min {f > s} , {g > r} dr ds

(0,)2

{f > s} {g > r} dr ds

=
(0,)2
Z

Z
=

0<r<f (t)
0<s<g (t)

Z
=


dr ds dt

f (t)g (t) dt.


2.5. Double-star operator and test functions. We define
Z
Z 1
1 t
f (s) ds =
f (rt) dr.
f (t) =
t 0
0
Notice that f has nothing to do with (f ) . (Of course, (f ) = f always holds.)
It is easily seen for f L1 (X) that f is continuous, nonincreasing and f f .
We say that g is a test function for f (t) if g : X R is measurable, 0 g 1/t and
Z
g d 1.
X

The system of test functions for f (t) is denoted by Gt .

2.6. Proposition (Characterization of f ). Suppose that f : X R is a measurable function. Then
Z
f (t) = sup
|f | g d.
gGt
2

Proof. Suppose that g Gt . By Observations 2.2(c), the integral of g is 1. Using the monotonicity of
f and g we obtain
Z
Z
Z t



f (s)g (s) ds f (t)

g (s) ds = f (t) (1
g (s) ds
t
t
0
Z t
Z t

1

1
g (s) ds
g (s) ds,
= f (t)
f (s)
t
t
0
0
which shows, with the help of the Hardy-Littlewood-Polya inequality (Theorem 2.4) that
Z
Z
Z
1 t

f (s) ds = f (t).
|f g| d
f (s)g (s) ds
t 0
X
0
To prove converse inequality, we denote
t0 = ({f > f (t)}),
and set

(
g=

1
t

tt
t(t00 t0 )

A simple calculation shows that g Gt and

Z

t00 = {f f (t)}
on {f > f (t),
on{f = f (t)}.

|f |g d = f (t).


2.7. Proposition (Subadditivity). Let : (0, ) R be right continuous, nonnegative and nonincreasing. Then the operator
Z

(t)f (t) dt

f 7
0

is subadditive. In particular, the double-star operator is subadditive.

Proof. We will prove the statements in the converse order. The double-star operator is subadditive by the
characterization proved in Proposition 2.6. Now, each right continuous, nonnegative and nonincreasing
function can be represented as
(t) = c + ((t, )),
where is a Lebesgue-Stieltjes measure on R. There is no problem with the constant part of . Now,
by the Fubini theorem,
Z
Z Z s
Z


f (t) ((t, )) dt =
f (t) dt d(s) =
sf (s) d(s),
0

which is subadditive by the special statement.

3. Lorentz spaces
3.1. Lorentz norm. Let 1 m , 1 q . We define
1

kf kLm,q = kt 7 t m f (t)kLq ( dt ) .
t

We observe
kf kqLm,q =

(t1/m f (t))q

dt
,
t

q < ,

kf kLm, = sup t1/m f (t).

t>0

We define

n
o
Lm,q = f : f : X R measurable, kf kLm,q < .

It is easily seen that L,q = {0} for q < and k kL, = k k . From Observation 2.2(e) we obtain
that k kLp,p = k kp for all p (notice that |f p | = (f )p ). In what follows we will show that the triangle
inequality holds for k km,q if 1 q m and that the Lorentz norm is equivalent to a genuine norm
1

kf kL(m,q) = kt 7 t m f (t)kLq ( dt ) .
t

if m > 1. Within the range 1 = m < q the Lorentz spaces are not normable.
3.2. Proposition. The Lorentz space Lm,q is linear.
3

Proof. First, we observe that

{f + g > s} {f > s/2} {g > s/2}
and thus
(f + g) (s) f (s/2) + g (s/2).

(3)

If f (t/2) + g (t/2) s/2, then f (t/2) s/2 and thus f (s/2) t/2, similarly g (s/2) t/2. Using
(3) we obtain
(f + g) (s) t/2 + t/2 = t.
It follows that


(f + g) (t) 2 f (t/2) + g (t/2) .
From this we easily deduce that all the Lorentz spaces are linear.

3.3. Proposition (Triangle inequality). k kLm,q is a norm if 1 q m.

q

Proof. Let f, g be nonnegative measurable functions on X. Then t m 1 [(f + g) ]q1 (t) is nonincreasing
and thus by Proposition 2.7
Z
q
t m 1 [(f + g) (t)]q1 h (t) dt
h 7
0

is subadditive. Hence, as in the standard proof of the Minkowski inequality,

Z
Z
Z
q
q
q
1
q
1
q1

m
m
[(f + g) ] (t) dt
t
[(f + g) ] (t)f (t) dt +
t m 1 [(f + g) ]q1 (t)g (t) dt
t
0
0
0
Z q
11/q hZ q
1/q

t m 1 [(f + g) ]q (t) dt
t m 1 [f ]q (t) dt
0
0
1/q i
Z q
1

q
+
t m [g ] (t) dt
0

and a cancellation yields the result. The cancellation is legitimate by Proposition 3.2.

3.4. Theorem (Equivalent norm). If 1 < m < , then k kL(m,q) is a genuine norm equivalent to
k kLm,q .
Proof. The fact that this is a genuine norm follows from the subadditivity of the double-star operator,
Proposition 2.7. Since f f , the inequality
kf kLm,q kf kL(m,q)
is trivial. The converse inequality follows from the Hardy inequality (Theorem 1.1) if q < . For q =
we use the estimate
Z t
Z t
1
1
1
1
1
t m f (t) = t m 1
f (s) ds t m 1
s m s m f (s) ds
0
0
Z t
1
1
1
t m 1 sup{s m f (s)}
s m ds
s

m
m1

0
1

sup{s m f (s)},

t > 0.


3.5. Remark. We will not prove here that k kLm,q is not norm for m < q and k kL1,q is not equivalent
to any norm for q > 1. Instead of this, we will demonstrate this phenomenon on a particular case q = .
Example of failure of the triangle inequality in Lm, ((0, 2)) is the following: f (x) = min{1, x1/m },
g(x) = f (2 x). Then f = g = f , (f + g) (2) = 1 + 21/m . We have
kf kLm, = kgkLm, = 1,

kf + gkLm, 21/m (f + g) (2) = 21/m (1 + 21/m ) = 21/m + 1 > 2.

For the space L1, , consider the function

n

fn (x) =

1 X
1
.
2n i=1 |x nk |

Then fn belongs to the convex hull of the unit ball, but fn C log n.
4

3.6. Proposition (Lorentz norm via distribution).

1/m

kf kLm,q = m1/q ks 7 s f

(s)kLq ( ds ) .
s

Proof. We consider the set


m (f ) := [r, s] (0, )2 : f (rm ) > s}

={[r, s] (0, )2 : f (s) > rm ;

(4)

the equality follows from Observation 2.2a. For q < we use the Fubini theorem to obtain
Z
Z
q
q
1
m
t
[f (t)] dt =
rqm [f (rm )]q mrm1 dr
0

Z f (r p )

Z
=m
0

Z

rq1 qsq1 ds dr = m

0
Z [f (s)]1/m

Z
=m

Z0
=m

q(rs)q1 dr ds

m (f )


sq1 qrq1 dr ds

0
q1

[f (s)] m ds.

For q = , the supremum of measures of rectangles contained in m (f ) can be computed as

sup r[f (rm )] = sup t1/m f (t)
r>0

t>0

or as
sup s[f (s)]1/m .
s>0


3.7. Theorem (H
older type inequality).
Z
|f g| d kf kLm,q kgkLm0 ,q0 .
X

(Recall that p denotes the conjugated exponent to p, so that

1
p

1
p0

= 1).

Proof. By the Hardy-Littlewood-P

olya inequality (Theorem 2.4),
Z
Z
0
0
dt
kt 7 t1/m f (t)kLq ( dt ) kt 7 t1/m g (t)kLq0 ( dt )
|f g| d
t1/m f (t) t1/m g (t)
t
t
t
X
0
= kf kLm,q kgkLm0 ,q0 .

3.8. Theorem (Inclusions). Suppose that 1 m, q, M, Q .
(a) If q < Q, then kf kLm,Q Ckf kLm,q .

1

1
(b) If m < M then (X) m kf kLm,q C (X) M kf kLM,Q .
Proof. (a) We have

q
1
t m f (t)

q
m [f (t)]

Z
0

s m 1 ds

q
m

s m 1 [f (s)]q ds

q
m

s m 1 [f (s)]q ds,

which proves (a) for Q = . In the general case we refer to the previous estimate and obtain
Z
Z

Q dt

Qq 1
q dt
1
1

m
t f (t)
=
t m f (t)
t m f (t)
t
t
0
0
Z

Qq

q dt
1
1
sup s m f (s)
t m f (t)
t
s>0
0
Z
 Z q
 Qq
q
q
q
m
s m 1 [f (s)]q ds
s m 1 [f (s)]q ds
0
0
Z q
Q/q
Q


1
q q
= m
s m 1 [f (s)]q ds
.
0

(b) In view of (a), it is enough to consider the case q = 1, Q = . We have

Z
Z (X)
 Z (X) 1 1
1
1
1
1
1
t m 1 f (t) dt =
t m M 1 t M f (t) dt sup s M f (s)
t m M 1 dt
0

s>0

m1 M1

(X)
1
m

1
M


1
sup s M f (s) .
s>0


3.9. Remark. The inclusion LM,Q Lm,q fails if the measure of the space is infinite.
3.10. Lemma. Suppose that Ej are pairwise disjoint measurable subsets of X and f Lm,q (X), 1
q m. Then
X
m
kf E km
Lm,q kf kLm,q .
j

Proof. We may assume q < m. Denote fj = f Ej . Then

X
(fj ) f .
j

Let S = inf{s > 0 : f (s) = 0}. (S = if f is strictly positive everywhere.) Holders inequality yields
Z S
 mq 1
Z S
m/q Z S
q
q
1
q/m
sq1 fm (s) ds

sq1 (fj ) (s)fm (s) ds

sq1 (fj ) (s) ds
0

for each j N. Summing over j we obtain

m/q
X
XZ S
q/m
q1
mm/q
kf E km
=
s
(f
)
(s)
ds

j
Lm,q
j

Z

 mq 1 XZ
q
sq1 fm (s) ds

Z
0

j
S

sq1 (fj ) (s)fm


(s) ds

m/q
q/m
sq1 f (s) ds
= mm/q kf km
Lm,q .


3.11. Lemma (Absolute ontinuity of the norm). Let {Ek } be a sequence of measurable sets,
\ 
E1 E2 , . . . ,

Ek = 0.
k

Let u Lm,q (X), q < . Then

kuEk kLm,q 0.
Proof. We denote k (s) = sq1 (uEk ) (s)q/m . Then k (s)) sq1 |Ek |q/m 0 and
k (s) sq1 u (s)q/m
which is an integrable majorant. By the Lebesgue dominated convergence theorem
Z
kuEk kqLm,q = m
k (s) ds 0.
0


4. Rearrangement and Lorentz spaces in Rn
4.1. Lemma. Suppose that f L1loc (Rn ). Then
Z
s(M f ) (Cs)

|f (x)| dx,

{|f |>s}

where C depends only on n.

6

s > 0,

Proof. Without loss of generality we may assume f 0. We set C = 5n + 1. Then for each z {M f >
Cs} there exists a ball Bz = B(z, rz ) such that
Z
Z
Cs|Bz |
f (x) dx
f (x) dx + s|Bz |,
Bz {f >s}

Bz

so that

Z
(C 1)s|Bz |

f (x) dx.
Bz {f >s}

By a standard Vitali type covering argument we find a sequence

{Bj } of pairwise disjoint balls Bj =
S
B(zj , rj ) {Bz : z {M f > Cs}} such that {M f > Cs} j B(zj , 5rj ). We obtain
Z
X
X
5n X
n
f (x) dx
s(M f ) (Cs) = s|{M f > Cs}|
|B(zj , 5rj )| 5
|Bj |
(C 1) j Bj
j
j
Z

f (x) dx.
{f >s}


4.2. Lemma. Suppose that f L1loc (Rn ). Then
Z
|f (x)| dx Cs|{M f > s}|

s > 0,

{M f >s}

where C depends only on n.

Proof. Without loss of generality we may assume that f 0. The set G = {M f > s} is open, we may
assume that |G| < . For each z G there exists a ball Bz = B(z, rz ) such that 5rz = dist(z, Rn \ G).
This means that there exists a point y = yz G such that |z y| = 5rz , which implies that
B(z, 5rz ) B(y, 10rz ).
Hence

f (x) dx M f (y) |B(y, 10rz )| 10n s|B(z, rz )|.

f (x) dx
B(z,5rz )

B(y,10rz )

By a standard Vitali type covering argument

we find a sequence {Bj } of pairwise disjoint balls Bj =
S
B(zj , rj ) {Bz : z G} such that G j B(zj , 5rj ). We obtain
Z
XZ
X

B(zj , rj ) C s|G|.
f (x) dx
f (x) dx C s
G

B(zj ,5rj )


4.3. Theorem (HerzRiesz inequality). Suppose that f L1loc (Rn ). Then
C 0 f (t) (M f ) (t) Cf (t),

t > 0,

where C, C > 0 depends only on n.

Proof. Without loss of generality we may assume that f 0. We will use Lemma 4.1 with the same
constant C. We have
Z
Z

f (t) (M f ) Cf (t)
f (x) dx
f (x) dx
{f >f (t)}
t

{f >f (t)}

f ( ) d = t f (t).

Thus
Cf (t) {s 0 : (M f ) (s) t},
which yields
(M f ) (t) Cf (t).
To prove the converse inequality, we use Lemma 4.2 with s = (M f ) (t) and denote G = {M f > s},
F = Rn \ G = {M f s}. Then obviously |G| = |{M f > (M f ) (t)}| t and f F M f F s a.e. on
Rn . (Thus also (f F ) s and (f F ) s.) We have
Z t
Z

(5)
t(f G ) (t) =
(f G ) ( ) d =
f (x) dx Cs|G| Cst
0

and
t(f F ) (t) ts.

(6)

Since the double star operator is subadditive (Proposition 2.7), adding together (5) and (6) we obtain
tf (t) Cts = Ct(M f ) (t),
which concludes the proof.

4.4. Theorem (Boundedness of the maximal operator). If f Lm,q (Rn ), 1 < m < , then
kM f kLm,q Ckf kLm,q .
Proof. By Theorem 4.3 and Theorem 3.4
kM f kLm,q Ckf kL(m,q) Ckf kLm,q .

4.5. Proposition (Regularization). Let 1 < m < , 1 q < . Suppose that u Lm,q (Rn ) and is
a standard mollifier. Then u u in Lm,q (Rn ) as 0.
Proof. Using Luzins theorem we decompose u to a part with small norm and to a continuous function
with a compact support. For the part v with a small norm we use the estimate
v(x) CM v(x),
which implies
k vkLm,q CkM vkLm,q CkvkLm,q .
by Theorem 4.4.


5. Embedding to continuous functions

In what follows, denotes always an open subset of Rn .

5.1. Lemma (Symmetrization of Riesz kernel integral). If E Rn is Lebesgue measurable, then
Z
|x|1n dx C|E|1/n .
E

Proof. An elementary calculation shows that

Z
(7)
|x|1n dx = nn R.
B(0,R)

Let B = B(0, R) be such that |B| = |E|. Then also |B \ E| = |E \ B|, hence
Z
Z
Z
Z
|x|1n dx
R1n =
R1n
|x|1n dx.
E\B

Thus, adding

R
EB

E\B

B\E

B\E

to both sides, we get by (7)

Z
1
1
1 1
1 1
1n
|x|
dx
|x|1n dx nn R = nn n |B| n = nn n |E| n .


5.2. Theorem. Suppose that u Ln,1 () and B = B(y, r) be a ball containing z. Then u has
a continuous representative, which satisfies the estimate
Z 



(8)
u(z) u CkuB kLn,1 .
B

Proof. We may assume that u has a compact support, = Rn and z = 0. Suppose first that u is smooth.
Denote f = |u|B . By the potential estimate
Z 
Z




C
|x|1n f (x) dx.
u(z)

B

This may be rewriten using the distribution function and Lemma 5.1 as
Z 
Z Z
Z




1/n
|x|1n dx ds C
f (s) ds,
u(z) u C
B

{f >s}

which is the desired estimate. Now, in the non-smooth case, we aproximate u by standard mollifications
and observe that the estimate shows that the j u is a uniform Cauchy sequence. It follows that there
is a continuous representative for which the estimate (8) holds.

5.3. Corollary. Suppose that u Ln,1 () and B = B(y, r) be a ball. Then for the continuous
representative of u
oscB u CkuB kLn,1 ,
where we denote
oscE u = diam(u(E)).
Proof. For z, z 0 B we infer from Theorem 5.2
Z 
Z  


  0

0
|u(z ) u(z)| u(z) u + u(z ) u CkuB kLn,1 .
B


5.4. Theorem. If u Ln,1 (), then the continuous representative of u is a.e. differentiable.
Proof. We denote
lipf (x) = lim sup
yx

|f (y) f (x)|
.
|x y|

We will estimate the measure of the set

E = {x : lipf (x) > }.
If x E , by the oscillation estimate we obtain that there exists a radius rx (0, 1) such that
C

(9)

oscB(x,rx ) f
C
kuB(x,rx ) kLn,1
r
r

By the Vitali type covering theorem, we find a disjointed sequence B(xj , rj ) of balls from {B(x, rx ) : x
E } such that
E

B(xj , 5rj ).

j=1

Using (9) and Lemma 3.10 we obtain

|E | C

X
j=1

rjn C

n kuB(xj ,rj ) knLn,1

j=1

C
kuknLn,1
n

It follows that
|{x : lipf (x) = +}| = 0.
By the Rademacher-Stepanov theorem, the function u is differentiable a.e.

5.5. Theorem. If n > 1 and u Ln,1 (Rn ), then there exists c R such that uc C0 (Rn ). Moreover,
ku ck CkukLn,1 .
Proof. If z, z 0
/ B(0, 2R), then there is a chain of 3 balls in Rn \ B(0, R) which connects z and z 0 , and
thus
oscRn \B(0,2R) u CkukLn,1 (Rn \B(0,R))
and the expression on the right tends to zero as R by Lemma 3.11.
9

6. Embedding into the Lorentz space

6.1. Median. We say that a value c is a median of a function u in a measurable set M (with 0 < (M ) <
) if
1
1
|M {u > c}| |M |, |M {u < c}| |M |.
2
2
6.2. Proposition (Potential estimate). Let u be a Sobolev function with a zero median in a ball B
containing z. Suppose that z is a Lebesgue point for u. Then
Z
(10)
u(z) C
|x z|1n |u(x)| dx
B

with C depending only on n.

Proof. The proof follows the standard proofs of similar potential estimates.

6.3. Proposition (Weak type estimate). Suppose that u W 1,1 (B) and 0 is a median of u in B. Let
s > 0. Then
Z
1
|u(x)| dx,
(11)
s|{u > s}|1 n C
B

with C depending only on n.

Proof. We denote by G the set {x B; |u(x)| s}. Then, by Proposition 6.2, Lemma 5.1 and Fubinis
theorem
Z
Z Z

|u(y)|
s |G|
|u(x)| dx C
dy
dx
n1
G
G
B |x y|
Z
Z
Z

1
dx
n
|u(y)| dy.
C
|u(y)|
dy

C|G|
n1
G |x y|
B
B
Thus
Z
1
1 n
s |G|
C
|u(y)| dy.
B


1,1

6.4. Lemma. Suppose that u W (B) and 0 is a median of u in B. Let 0 a b < . Suppose that
1 q. Then
Z

q1

 q0
n
q
C
|u|q dx |{u > a}|
.
(12)
(b a) |{u b}|
{a<u<b}

with C depending only on q and n.

Proof. We use the truncated function

u a on a < u < b,
v = b a on u b,

0
on u a.
Then v has zero median in B and v = 0 a.e. outside {a < u < b}. Applying Proposition 6.3 to v and
s = (b a), we obtain immediately (12) for q = 1. If q > 1, using the Holder inequality at the right hand
side of (11) with s = b a we obtain

 10
Z
 q1 
 10

 10
n
n
q
= s |{v s}|
C
|v(x)|q dx
|{0 < v < s}|
(b a) |{u b}|
B
Z
1/q 
 10
q
=C
|u|q
|{a < u < b}|
,
{a<u<b}

which, after raising to the q, is the desired estimate.

6.5. Theorem (Peetre). Let B be a ball. Suppose that u W 1,1 (B) and 0 is a median of u in B.
1
Suppose that 1 < p < n and p is the Sobolev exponent, i.e. p
= p1 n1 . Let 1 q . Then
kukLp ,q CkukLp,q
with C depending only on p, q and n.
10

Proof. Case q p. We set tk = 2k |B|, use Lemma 6.4 with

ak = u (tk ),

bk = u (tk+1 ),

k = 0, 1, . . . .

Write
Ek = {ak < u < bk }.
Since
tk 2tk+1 2|{u bk }|,

(13)

|{u > ak }| tk ,

we obtain

q q q
u (tk+1 ) u (tk ) tk n Ctq1
k

(14)

Let

g=

tkp

|u|q dx.

Ek

E .
k

If q < p, then
q

g (tkp

) = |{g > tkp

and thus

g (tk ) tkp

}| |{u > ak }| tk

k = 0, 1, 2,

which implies
q

g (t) Ct p 1 ,

(15)

t > 0.

If q = p, then g 1 and thus (15) holds as well. Applying (15) and the Hardy-Littlewood-Polya
inequality (Theorem 2.4) to f = |u|q and g we obtain
Z
Z
Z
q
X
p 1
q
tk
|u| dx =
f (x)g(x) dx C
f (t)g (t) dt
Ek

k=0

(16)

Z
C

q
p 1

[|u| (t)]q dt

= kukqLp,q .
Now, we have

t p n 1 [u (t)]q dt
0
X Z tk q q
C
t p n 1 [u (t)]q dt

kukqp ,q =
(17)

tk+1

q
q
pn

tk

[u (tk )]q .

Given < 1, let us recall elementary inequality

q bq aq

(18)

 q
(b a)q .
1

If b < a, then the left hand side of (18) is negative, otherwise (1 )b (b a) and thus (18) holds as
well. Since u (t0 ) = 0 and 2tk+1 = tk , we can use (18) to estimate

q q
X qq
X qq

q q X pq nq
4 pn
1
tkp n [u (tk )]q = 34 p n
tk+1 [u (tk+1 )]q
tkp n [u (tk )]q
3
k

(19)

q
q
pn

tk

q q
2 pn
3

[u (tk+1 )]q [u (tk )]q

tkp

q
n

[u (tk+1 ) u (tk )]q .

Getting together (17), (19), (14) and (16) we obtain the assertion.
11

Case p < q < . Now we start with

Z

1 1
u (tk+1 ) u (tk ) tk n C

Ek

1
1 p

Ctk

|u| dx CkuEk kLp,q kEk kLp0 ,q0

kuEk kLp,q .

Raising to the power q we obtain

q q q
u (tk+1 ) u (tk ) tkp n CkuEk kqLp,q
Now we use the fact that for q > p, measurable f and disjoint measurable sets Ek we have
X
kf Ek kqLp,q kf kqLp,q .
k

Case q = . Let s > p . Then we find t0 > 0 such that

1/p

kukLp , = sup t1/p u (t) 21/s t0

u (t0 ).

t>0

Set b = u (t0 ), a = u (2t0 ). Then

1/p

(2t0 )1/p a kukLp , 21/s t0

and thus
1

a 2 s p b,

which means b C(b a).

Then we have
1
1 n

bt0

1
1 n

C(b a)t0

1
1 p

C
{a<u<b}

|u| dx kukLp, k{a<u<b} kLp0 ,1 t0

Thus

1/p

kukLp , Ct0

kukLp,

b CkukLp, .


6.6. Theorem. Let B be a ball. Suppose that u BV (B) and 0 is a median of u in B. Then
kukL1 ,1 Ckuk1
with C depending only on n.
Proof. For u W 1,1 (B) the preceeding proof works. For u BV (B) we use a molifying argument.

6.7. Theorem (Generalized P

olya-Szeg
o inequality by Cianchi and Pick). Suppose that u W 1,1 (B)
and 0 is a median of u in B. Let
0

v(s) = s1/n (u )0 (s),

s > 0.

v (t) C|u| (t),

t > 0,

Then
where C deponds only on n.
Proof. Let t > 0. Let F (0, ) be a measurable set with |F | < t. We find pairwise disjoint intervals
(i , i ] such that
i 2i , i = 1, 2, . . . ,
[
X
F (i , i ] and
(i i ) < t.
i

Denote

Ei = {u (i ) < u < u (i )},

[
E=
Ei .
i

We have
|Ei | i i
and thus
(20)

|E| < t.
12

i = 1, 2, . . . ,

By Lemma 6.4 (with q = 1), for each i 1, 2 . . . we have

Z

|v(s)| ds =
i

s1/n (u )0 (s) ds (2i )1/n

(u )0 (s) ds

i
0

(2i )1/n [u (i ) u (i )]
Z
C
|u(x)| dx.
Ei

Summing over i and applying the HardyLittlewoodPolya inequality and (20) we obtain
Z
|v(s)| ds
F

XZ

|v(s)| ds

Z
C

|u(x)| dx
ZE
(E ) (s)|u| (s) ds
C
0
Z t
|u| (s) ds = t|u| (t).
C
0

Passing to supremum with respect to all measurable sets F (0, ) with |F | < t we obtain
tv (t) Ct|u| (t).


7. The critical case

In this section we assume n 2.
7.1. Theorem (Mazya, Hansson, Brezis & Wainger). Let B Rn be a ball of measure 1. Suppose that
u W 1,1 (B) and 0 is a median of u in B. Then
Z 1  n
u
dt
Ckuknn
e
log
t
0
t

(21)
with C depending only on n.

Proof. We may assume that u is bounded. We set tk = 2k+1 , use Lemma 6.4 with
ak = u (tk ),

bk = u (tk+1 ),

k = 1, 2 . . . .

Since
tk 2tk+1 2|{u bk }|,

|{u > ak }| tk ,

we obtain

n
u (tk+1 ) u (tk ) C

(22)

|u|n dx.

{ak <u<bk }

Given m N, we have (using a1 = 0)

0

m1
X
ank+1
anm
ank

=

mn1
(k + 1)n1
k n1
k=1

m1
X
k=1

m1

X  1
ank
1
n

.
k
(k + 1)n1
k n1
(k + 1)n1

ank+1

k=1

13

Hence (passing to limit for m )

 1

X
X
X
ank+1 ank
1
ank
n

C
a
k
kn
k n1
(k + 1)n1
(k + 1)n1

k=1

k=1

(23)

k=1

k=1

an1
k+1 (ak+1 ak )
(k + 1)n1

X

ak+1 ak

n  n1 X

k=1

k=1

ank+1 1 n1
.
(k + 1)n

Recalling that a1 = 0, we infer from (22) and (23) that

X
u (tk )n
k=1

kn

X
X

n
ank
=
C
ak+1 ak C
|u|n dx,
kn
B
k=1

k=1

a discrete version of (21).

7.2. Theorem (Trudinger inequality). Let B Rn be a ball of measure 1. Suppose that u W 1,1 (B)
and 0 is a median of u in B. Then there exists > 0 depending only on n such that
Z
n0
|u|
(24)
e ( kukn ) dx 2.
B

Proof. We use (21) to estimate

(u (t))n
(n 1)(u (t))n
logn1 (e/t)
Ckuknn .

Z
0

ds
(n 1)
s logn (e/s)

Z
0

(u (s))n ds
s logn (e/s)

Thus there exists > 0 such that

 u (t) n0
log(e/t),
kukn
where (0, 1) is so small that e /(1 ) < 2. We obtain
Z
Z 1  |u (t)| n0
Z 1  
n0
|u|
e

e ( kukn ) dx =
dt 2.
e kukn
dt
t
B
0
0


8. Sobolev inequalities
1,1
8.1. Theorem (Global inequality on the entire space). Suppose that u Wloc
(Rn ) and u Lp,q , where
1 p < n and 1 q . Then there exists a constant c R such that u c Lp ,q (Rn ). Moreover

ku ckLp ,q CkukLp,q
with C depending only on p, q and n.
Proof. Let ck be medians of u on Bk := B(0, 2k ). Set
(
u ck in Bk ,
uk =
0
outside Bk
Then by Theorems 6.5 and 3.8
kuk kqLp ,q CkukqLp,q (Bk ) CkukqLp,q (Rn ) .

(25)
For the constants we have

Z
Z
1/p

|ck1 ck | C |u ck | dx C |u ck |p dx
C2kn/p kuk kLp ,q
Bk
kn/p

C2

Bk

kukLp,q (Rn ) .

Hence the sequence ck has a limit c. We may assume that c = 0. Then uk u a.e. and thus
u lim inf (uk ) .
k
14

By the Fatou lemma, from (25) it easily follows

kukqLp ,q CkukqLp,q

8.2. Theorem (Sobolev-Poincare inequality). Suppose that B = B(z, r) is a ball in Rn , p, q 1 are
exponents and u W 1,1 (B). If
1
1
1
,
q
p n

(26)
then

Z
1/q
Z
1/p
|u u
B |q
Cr |u|p
,

(27)

where u
B is the average of u on B and C depends only on n, p and q.
Proof. We may assume that u has zero median in B. Suppose first that there is an equality in (26).
Then by Theorem 6.5 and Theorem 3.8
Z
1/p
Z
Z
Z
1/q
1/q
1/p
+n
n
q
n/q
q
n/q
p
q
p
|u|p dx
|u| dx
=r
|u| dx
Cr
|u| dx
= Cr
B
B
B
B
Z
1/p
= Cr |u|p dx
B

If there is not equality in (26), we find an exponent s [1, n) (the case n = 1 is left to the reader) such
that s < p and s > q. Then using H
older inequality we obtain
Z
1/s
Z
1/q Z
1/s

|u|s dx
Cr |u|s dx
|u|q dx
B
B
B
Z
1/p
p
Cr |u| dx
B

We have
Z
 Z
1/q


|
uB | =  u dx |u|q dx
B

and thus
Z
1/q
Z
1/q
2 |u|q dx
|u u
B |q dx
B

which allows us to obtain the desired left hand side.

8.3. Remarks on Sobolev-Poincar

e inequalities. 1. The inequalities are stated in the scale of
Lebesgue spaces, the Lorentz space versions are of course also available.
2. Instead of balls we may consider scaled copies of a fixed convex domain D1 . Then the inequalities
holds for integrating over sets of type
D = {x : (x z)/r D1 }
and the constant C depends in addition on the parameter (diam D1 )n /|D1 |. The place where the shape
of the domain plays a role is the estimate (10), where the convexity of D is essential for the method of
the proof.
3. We say that is a q, p-Poincare domain, if (27) holds with in place of B. There are much more
Poincare domains than convex ones. The problem which domains are Poincare domains is not simple.
1,p
8.4. Theorem (Embedding W 1,p (Rn ) , Lq ()). Suppose that u Lp(Rn ) Wloc
(Rn ) and u
Lp (Rn ). Suppose that || < and
1
1
1
.
q
p n
Then
Z
1/q
Z
1/p
Z
1/p
1
1
p
1/q
q
1/p
p
n
||
|u| dx
C||
|u| dx
+ C||
|u|p dx
.

Rn

Rn
15

Proof. We may assume that || = 1, otherwise we make the rescaling v(y) = r u(y/r), where r is such a
number that rn = ||. Further we may asume that
Z
1/p Z
1/p
|u|p dx
+
|u|p dx
1.
Rn

Rn

We may assume that q > p, otherwise the inequality follows directly from the Holder inequality on
without using the term with the gradient. We find an exponent s [1, n) (the case n = 1 is left to the
reader) such that s p and s q. We may assume that u 0. Denote
w = u v.

v = min{u, 1},
Then w 0 and

Z
|{w > 0}| = |{u > 1}|

up dx 1.

Rn

Then by Theorem 8.1 there exist constants C > 0 and c R; C depending only on n and s, c depending
also on u, such that
Z
1/s Z
1/s Z
1/s Z
1/p

1
|w c|s dx

|w|s dx
=
|w|s dx

|w|p dx
C Rn
Rn
{w>0}
{w>0}
Z
1/p

|u|p dx
1.
Rn

and since w c = c everywhere except on the set {w > 0} of measure 1, the convergence of the integral
on the left implies that c = 0. It follows
Z
1/q Z
1/s

q
(28)
w dx

ws dx
C.

On the other hand, since 0 v 1 and q > p,

Z
Z
Z
(29)
v q dx
v q dx
Rn

v p dx

Rn

up dx 1.

Rn

From (28) and (29) we obtain the assertion.

8.5. Remarks on Sobolev embedding. 1. The embedding of type

1

kukq C|| q p + n kukp

can be obtained for u W01,p () by the chain
1

|| q + p n kukq Ck(TE u)kLp (Rn ) CkukLp () ,

where TE: W01,p () , W 1,p (Rn ) is the trivial extension operator by zero.
2. We say that is a W 1,p -extension domain if there exists a W 1,p -extension operator, this means a
bounded linear operator E: W 1,p () , W 1,p (Rn ) such that E u = u on for each u W 1,p (). If E is
a W 1,p -extension operator, then the embedding
kukq Ckuk1,p
can be obtained by the chain
kukq Ck E ukW 1,p (Rn ) CkukW 1,p () .
9. Compact embedding
9.1. Lemma. Suppose that || < and 1 q < a be exponents. Let {uk } be a sequence of measurable
functions bounded in La (). Suppose that there is a function u such that uk u a.e. Then kuk ukq 0.
Proof. By the Fatou lemma, u Lq (). Now we may assume that u = 0. Let Ek = {|uk | > 1}. We
split uk = vk + wk , where vk = uk \Ek is the good part and wk = uk Ek is the bad part. We have
vk 1 and vk 0 a.e., hence by the Lebesgue theorem
Z
(30)
|vk |q dx 0.

For the bad part, we denote

Sk =

[
jk
16

Ej ,

T
and observe that S1 S2 . . . and that k Sk is contained in the null set where {uk } diverges. Hence
|Ek | |Sk | 0 and
Z
Z
Z
 aq
q
q
q
(31)
|wk | dx =
|uk | dx
|uk |a dx |Ek |1 a 0.

Ek

From (30) and (31) we obtain the assertion.

9.2. Lemma. Suppose that {uk } is a bounded sequence in W 1,p (Rn ). Then there exists a subsequence of
uk which converges a.e.
Proof. Since the matter is local, we may assume that that {uk } is bounded in W01,1 (B) for a fixed ball
B (otherwise we multiply with a cut-off function). Let 1 be a standard mollification kernel and > 0.
Recall the notation
(x) = n 1 (x/).
Then for each k N
Z
Z
|( uk )(x) uk (x)| dx

Z


(x y)|uk (y) uk (x)| dy dx
n
Rn
ZR Z

C n
|uk (y) uk (x)| dy dx

Rn

Rn

Z
C

(32)

B(x,)

Z

Rn

B(x,)

Z

=C
Rn

B(y,)


|uk (y)|
dy
dx
|y x|n1

|uk (y)|
dx dy
n1
|y x|

Z
C

|uk (y)| dy.

Rn

There exists q (1, ) so that {uk } is locally bounded in Lq (B). This implies that there exists a
subsequence (labelled again as uk ) such that uk converges to some function u weakly in Lq , in particular
uk u

pointwise.

Now, by Lemma 9.1, uk uk in L1 (B). Using (32) we obtain

Z
Z
Z
Z
|uk uj | dx
|uk uk | dx +
| uk uj | dx +
| uj uj | dx
B
B
B
ZB
Z

| uk uj | dx + 2C sup
|ui | dx
i

Rn

It follows that uk u in L (B), and, passing if necessaty to a subsequence, uk u a.e. in B.

9.3. Examples. 1. Let be a nontrivial nonnegative smooth function with support in B(0, 1) and
rk 0. Let p, q [1, ) be exponents. Set
1 n
p

uk (x) = rk
Then

(x/rk ).

(|uk | + |uk | ) dx =
Rn

Rn

(rkp ||p + |p ) dy

and thus the sequence {uk } is bounded in W 1,p (Rn ). Since

Z
Z
n+q nq
p
q
(|uk | dx = rk

||q dy,

Rn

Rn

the only chance for a sequence ukj to converge to 0 in Lq is if

1
1
1
> .
q
p n
2. Let , p, q be as above. Suppose that contains an infinite sequence {Bk } of mutually disjoint
copies of the unit ball, Bk = B(zk , 1). Then the sequence {vk }, vk (x) = (zk + x), is bounded in
W 1,p (Rn ) and converges to 0 a.e. Nevertheless, none of its subsequences can converge to 0. Therefore,
for compactness we assume that the target domain is of finite measure.
17

9.4. Theorem (Rellich, Kondrashev). Suppose that || < and that 1 p, q < ,
the embedding W 1,p (Rn ) , Lq () is compact.

1
q

>

1
p

n1 . Then

Proof. Let uk be a sequence bounded in W 1,p (Rn ). We find an exponent s [1, n) (the case n = 1 is
left to the reader) such that s p and s > q. Then, by the embedding theorem (Theorem 8.4, the

sequence uk is bounded in Ls (). By Lemma 9.2, a subsequence of uk (labelled again as uk ) converges

to a function u pointwise in . By Lemma 9.1, uk u in Lq ().

10. Notes
The Hardy inequality is from 1920 and 1926, see [6]. The method of rearrangement has been systematically developed by Hardy, Littlewood and Polya [6]. For Theorem 2.4 see Hardy, Littlewood and
P
olya [6]. The Lorentz spaces were introduced in [10], [11]. The reader can find more information on
Lorentz spaces and their history e.g. in books [1], [16], [21], [24].
The inequalities of Theorem 4.3 are due to F. Riesz [18] (upper estimate) and Herz [7] (lower estimate).
The borderline case of the embedding into continuous functions and differentiability a.e. goes back to
Calder
on [3] and Stein [20], see also [4], [8]. The Sobolev type embedding in the setting of Lorentz spaces
is due to ONeil [14] and Peetre [15], see also Tartar [22]. Our proof follows [12]. Theorem 6.7 is from [4].
Theorem 7.1 as it is stated here has been discovered indendently by Hansson [5] and Brezis and Wainger
[2], the idea goes back to Mazja [13]. Our proof follows [12]. The Trudinger inequality is from [23]. The
original reference to Sobolev inequalities is [19]. The compact embedding theorem is due to Rellich [17]
and Kondrachov [9].
References
[1] C. Bennett and R. Sharpley. Interpolation of operators, volume 129 of Pure and Applied Mathematics. Academic Press
Inc., Boston, MA, 1988.
[2] H. Br
ezis and S. Wainger. A note on limiting cases of Sobolev embeddings and convolution inequalities. Comm. Partial
Differential Equations, 5(7):773789, 1980.
[3] A. P. Calder
on. On the differentiability of absolutely continuous functions. Rivista Mat. Univ. Parma, 2:203213,
1951.
[4] A. Cianchi and L. Pick. Sobolev embeddings into BMO, VMO, and L . Ark. Mat., 36(2):317340, 1998.
[5] K. Hansson. Imbedding theorems of Sobolev type in potential theory. Math. Scand., 45(1):77102, 1979.
[6] G. H. Hardy, J. E. Littlewood, and G. P
olya. Inequalities. Cambridge, at the University Press, 1952. 2d ed.
[7] C. Herz. The HardyLittlewood maximal theorem. In Symposium on Harmonic Analysis. University of Warwick, 1968.
[8] J. Kauhanen, P. Koskela, and J. Mal
y. On functions with derivatives in a Lorentz space. Manuscripta Math., 100(1):87
101, 1999.
[9] W. Kondrachov. Sur certaines propri
et
es des fonctions dans lespace. C. R. (Doklady) Acad. Sci. URSS (N. S.),
48:535538, 1945.
[10] G. G. Lorentz. Some new functional spaces. Ann. of Math. (2), 51:3755, 1950.
[11] G. G. Lorentz. On the theory of spaces . Pacific J. Math., 1:411429, 1951.
[12] J. Mal
y and L. Pick. An elementary proof of sharp Sobolev embeddings. Proc. Amer. Math. Soc., 130(2):555563
(electronic), 2002.
[13] V. G. Mazja. Sobolev spaces. Springer Series in Soviet Mathematics. Springer-Verlag, Berlin, 1985. Translated from
the Russian by T. O. Shaposhnikova.
[14] R. ONeil. Convolution operators and L(p, q) spaces. Duke Math. J., 30:129142, 1963.
[15] J. Peetre. Espaces dinterpolation et th
eor`
eme de Soboleff. Ann. Inst. Fourier (Grenoble), 16(fasc. 1):279317, 1966.
[16] L. Pick, A. Kufner, O. John, and S. Fu
ck. Function spaces. Vol. 1, volume 14 of De Gruyter Series in Nonlinear
Analysis and Applications. Walter de Gruyter & Co., Berlin, extended edition, 2013.
[17] F. Rellich. Ein Satz u
ber mittlere Konvergenz. Nachr. Akad. Wiss. G
ottingen Math.Phys., K1:3035, 1930.
[18] F. Riesz. Sur un th
eor`
eme de maximum de MM. Hardy and Littlewood. J. London Math. Soc., 7:1013, 1932.
[19] S. L. Sobolev. Applications of functional analysis in mathematical physics. Translated from the Russian by F. E.
Browder. Translations of Mathematical Monographs, Vol. 7. American Mathematical Society, Providence, R.I., 1963.
[20] E. M. Stein. Editors note: the differentiability of functions in Rn . Ann. of Math. (2), 113(2):383385, 1981.
[21] E. M. Stein and G. Weiss. Introduction to Fourier analysis on Euclidean spaces. Princeton University Press, Princeton,
N.J., 1971. Princeton Mathematical Series, No. 32.
[22] L. Tartar. Imbedding theorems of Sobolev spaces into Lorentz spaces. Boll. Unione Mat. Ital. Sez. B Artic. Ric. Mat.
(8), 1(3):479500, 1998.
[23] N. S. Trudinger. On imbeddings into Orlicz spaces and some applications. J. Math. Mech., 17:473483, 1967.
[24] W. P. Ziemer. Weakly differentiable functions, volume 120 of Graduate Texts in Mathematics. Springer-Verlag, New
York, 1989. Sobolev spaces and functions of bounded variation.
83, 18675 Praha 8, Czech
Charles University, Faculty of Mathematics and Physics KMA, Sokolovska
Republic
E-mail address: maly@karlin.mff.cuni.cz
18