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Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev Inequality David Applebaum School of Mathematics and Statistics, University of Sheffield, UK Talk at "Wales Mathematical Colloquium 2015", Gregynog. 18- 20 May 2015 Talk based on joint work with Rodrigo Bañuelos (Purdue) in “Analytic Methods in Interdisciplinary Applications”, Springer Proc. Math. Stat. Vol. 116, pp. 17-40 (2014) Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev Inequality May 2015 1 / 32

Analytic and Probabilistic Perspectives on the Hardy-Littlewood …HLSIneq).pdf · 2015. 5. 28. · in “Analytic Methods in Interdisciplinary Applications”, Springer Proc. Math

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  • Analytic and Probabilistic Perspectives on theHardy-Littlewood-Sobolev Inequality

    David Applebaum

    School of Mathematics and Statistics, University of Sheffield, UK

    Talk at "Wales Mathematical Colloquium 2015",Gregynog.

    18- 20 May 2015

    Talk based on joint work with Rodrigo Bañuelos (Purdue)

    in “Analytic Methods in Interdisciplinary Applications”, SpringerProc. Math. Stat. Vol. 116, pp. 17-40 (2014)

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 1 / 32

  • Outline of Talk

    Background on fractional integral operators. Work of Hardy andLittlewood.Analytic approach using ultracontractive semigroups. Simplifiedproof of Varopoulos’ generalisation of Hardy-Littlewood-Sobolev.Probabilistic approach using Brownian motion and quadraticvariation.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 2 / 32

  • Historical Background on Fractional Integration

    Fractional integration/differentation has origins in work of Leibnitz andEuler. The first papers were due to Liouville (1832).

    Riemann (1872) introduced what is now called the Riemann-Liouvilleoperator for f ∈ L1loc(R),0 < α < 1:

    (Iαf )(x) =1

    Γ(α)

    ∫ x0

    f (t)(x − t)α−1dt .

    This generalised to fractional order a formula due to Cauchy:

    (Inf )(x) =∫ x

    0

    ∫ y10· · ·∫ yn−1

    0f (yn)dyndyn−1 · · · dy1.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 3 / 32

  • Historical Background on Fractional Integration

    Fractional integration/differentation has origins in work of Leibnitz andEuler. The first papers were due to Liouville (1832).Riemann (1872) introduced what is now called the Riemann-Liouvilleoperator for f ∈ L1loc(R),0 < α < 1:

    (Iαf )(x) =1

    Γ(α)

    ∫ x0

    f (t)(x − t)α−1dt .

    This generalised to fractional order a formula due to Cauchy:

    (Inf )(x) =∫ x

    0

    ∫ y10· · ·∫ yn−1

    0f (yn)dyndyn−1 · · · dy1.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 3 / 32

  • Historical Background on Fractional Integration

    Fractional integration/differentation has origins in work of Leibnitz andEuler. The first papers were due to Liouville (1832).Riemann (1872) introduced what is now called the Riemann-Liouvilleoperator for f ∈ L1loc(R),0 < α < 1:

    (Iαf )(x) =1

    Γ(α)

    ∫ x0

    f (t)(x − t)α−1dt .

    This generalised to fractional order a formula due to Cauchy:

    (Inf )(x) =∫ x

    0

    ∫ y10· · ·∫ yn−1

    0f (yn)dyndyn−1 · · · dy1.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 3 / 32

  • Riemann also introduced the Riemann-Liouville fractional derivative

    Dα =ddx◦ I1−α,

    which enables the solution of Abel’s integral equation, i.e. for given f ,to find φ so that

    f (x) =1

    Γ(α)

    ∫ t0

    φ(s)(x − s)1−α

    ds.

    The case α = 12 is the “tautochrome” problem which finds the timetaken for a particle to fall under gravity along a specified path f .

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 4 / 32

  • Riemann also introduced the Riemann-Liouville fractional derivative

    Dα =ddx◦ I1−α,

    which enables the solution of Abel’s integral equation, i.e. for given f ,to find φ so that

    f (x) =1

    Γ(α)

    ∫ t0

    φ(s)(x − s)1−α

    ds.

    The case α = 12 is the “tautochrome” problem which finds the timetaken for a particle to fall under gravity along a specified path f .

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 4 / 32

  • Hardy and Littlewood wrote two papers on this topic (on real andcomplex analytic aspects, resp). In their first paper (1928) they wrote“Our first object is to determine the Lebesgue class to which Iαfbelongs when f ∈ Lp.”

    Sobolev extended this to d - dimensions, where we have the Rieszpotential operator, for 0 < α < d :

    (Iαf )(x) =1cd

    ∫Rd

    f (y)|x − y |d−α

    dy = (f ∗ rd )(x),

    where the Riesz kernel is rd (x) = 1cd |x |d−α , and cd =Γ( d−α2 )

    Γ(α2 )2α2 π

    d2

    .

    Theorem (Hardy-Littlewood-Sobolev)

    If 0 < α < d ,1 < p < dα and1q =

    1p −

    αd , then there exists C ≥ 0 so that

    for all f ∈ Lp,

    ||Iαf ||q ≤ C||f ||p. ...(HLS)

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 5 / 32

  • Hardy and Littlewood wrote two papers on this topic (on real andcomplex analytic aspects, resp). In their first paper (1928) they wrote“Our first object is to determine the Lebesgue class to which Iαfbelongs when f ∈ Lp.”Sobolev extended this to d - dimensions, where we have the Rieszpotential operator, for 0 < α < d :

    (Iαf )(x) =1cd

    ∫Rd

    f (y)|x − y |d−α

    dy = (f ∗ rd )(x),

    where the Riesz kernel is rd (x) = 1cd |x |d−α , and cd =Γ( d−α2 )

    Γ(α2 )2α2 π

    d2

    .

    Theorem (Hardy-Littlewood-Sobolev)

    If 0 < α < d ,1 < p < dα and1q =

    1p −

    αd , then there exists C ≥ 0 so that

    for all f ∈ Lp,

    ||Iαf ||q ≤ C||f ||p. ...(HLS)

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 5 / 32

  • Hardy and Littlewood wrote two papers on this topic (on real andcomplex analytic aspects, resp). In their first paper (1928) they wrote“Our first object is to determine the Lebesgue class to which Iαfbelongs when f ∈ Lp.”Sobolev extended this to d - dimensions, where we have the Rieszpotential operator, for 0 < α < d :

    (Iαf )(x) =1cd

    ∫Rd

    f (y)|x − y |d−α

    dy = (f ∗ rd )(x),

    where the Riesz kernel is rd (x) = 1cd |x |d−α , and cd =Γ( d−α2 )

    Γ(α2 )2α2 π

    d2

    .

    Theorem (Hardy-Littlewood-Sobolev)

    If 0 < α < d ,1 < p < dα and1q =

    1p −

    αd , then there exists C ≥ 0 so that

    for all f ∈ Lp,

    ||Iαf ||q ≤ C||f ||p. ...(HLS)

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 5 / 32

  • Varopoulos’ Theory

    For x ∈ Rd , t ≥ 0, introduce Gauss kernel: k(t ; x) = 1(2πt)

    d2

    e−|x|22t , and

    the Gaussian semigroup

    (Tt f )(x) = (f ∗ k(t ; ·))(x) =∫Rd

    f (y)k(t ; x − y)dy ,

    for f ∈ Lp(Rd ).

    A straightforward calculation using the definition of Γ(α) shows that∫ ∞0

    tα2−1k(t ; x)dt = rd (x),

    i.e. the Mellin transform of the Gauss kernel is the Riesz kernel.It follows that

    (Iαf )(x) =∫ ∞

    0tα2−1Tt f (x)dt ,

    i.e. the Mellin transform of the heat semigroup is the Rieszpotential operator.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 6 / 32

  • Varopoulos’ Theory

    For x ∈ Rd , t ≥ 0, introduce Gauss kernel: k(t ; x) = 1(2πt)

    d2

    e−|x|22t , and

    the Gaussian semigroup

    (Tt f )(x) = (f ∗ k(t ; ·))(x) =∫Rd

    f (y)k(t ; x − y)dy ,

    for f ∈ Lp(Rd ).A straightforward calculation using the definition of Γ(α) shows that∫ ∞

    0tα2−1k(t ; x)dt = rd (x),

    i.e. the Mellin transform of the Gauss kernel is the Riesz kernel.

    It follows that

    (Iαf )(x) =∫ ∞

    0tα2−1Tt f (x)dt ,

    i.e. the Mellin transform of the heat semigroup is the Rieszpotential operator.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 6 / 32

  • Varopoulos’ Theory

    For x ∈ Rd , t ≥ 0, introduce Gauss kernel: k(t ; x) = 1(2πt)

    d2

    e−|x|22t , and

    the Gaussian semigroup

    (Tt f )(x) = (f ∗ k(t ; ·))(x) =∫Rd

    f (y)k(t ; x − y)dy ,

    for f ∈ Lp(Rd ).A straightforward calculation using the definition of Γ(α) shows that∫ ∞

    0tα2−1k(t ; x)dt = rd (x),

    i.e. the Mellin transform of the Gauss kernel is the Riesz kernel.It follows that

    (Iαf )(x) =∫ ∞

    0tα2−1Tt f (x)dt ,

    i.e. the Mellin transform of the heat semigroup is the Rieszpotential operator.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 6 / 32

  • Varopoulos’ Theory

    For x ∈ Rd , t ≥ 0, introduce Gauss kernel: k(t ; x) = 1(2πt)

    d2

    e−|x|22t , and

    the Gaussian semigroup

    (Tt f )(x) = (f ∗ k(t ; ·))(x) =∫Rd

    f (y)k(t ; x − y)dy ,

    for f ∈ Lp(Rd ).A straightforward calculation using the definition of Γ(α) shows that∫ ∞

    0tα2−1k(t ; x)dt = rd (x),

    i.e. the Mellin transform of the Gauss kernel is the Riesz kernel.It follows that

    (Iαf )(x) =∫ ∞

    0tα2−1Tt f (x)dt ,

    i.e. the Mellin transform of the heat semigroup is the Rieszpotential operator.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 6 / 32

  • Varopoulos based his generalisation of HLS on this last identity(J.Funct. Anal. 63, 240 (1985)).

    Let (S,Σ, µ) be a measure space and (Tt , t ≥ 0) be a C0-contractionsemigroup on Lp(S) for 1 ≤ p 0 |Tt f (x)|.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 7 / 32

  • Varopoulos based his generalisation of HLS on this last identity(J.Funct. Anal. 63, 240 (1985)).

    Let (S,Σ, µ) be a measure space and (Tt , t ≥ 0) be a C0-contractionsemigroup on Lp(S) for 1 ≤ p 0 |Tt f (x)|.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 7 / 32

  • Varopoulos based his generalisation of HLS on this last identity(J.Funct. Anal. 63, 240 (1985)).

    Let (S,Σ, µ) be a measure space and (Tt , t ≥ 0) be a C0-contractionsemigroup on Lp(S) for 1 ≤ p 0 |Tt f (x)|.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 7 / 32

  • The Ultracontractivity Assumption

    We say that the semigroup (Tt , t ≥ 0) satisfies (n,p)-ultracontractivityif there exists an n > 0 (not required to be an integer) such that for all1 ≤ p 0 so that for all t > 0, f ∈ Lp(S),

    ||Tt f ||∞ ≤ Cp,nt−n

    2p ||f ||p (U).

    The number n will be referred to as the dimension of the semigroup.e.g. By Jensen’s inequality, (n,p)-ultracontractivity holds wheneverTt f (x) =

    ∫S f (y)kt (x , y)µ(dy) and kt is a symmetric kernel satisfying∫

    S kt (x , y)µ(dy) = 1, and an estimate of the form

    kt (x , y) ≤ Ct−n2 ,

    for all t ≥ 0, x , y ∈ S.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 8 / 32

  • The Ultracontractivity Assumption

    We say that the semigroup (Tt , t ≥ 0) satisfies (n,p)-ultracontractivityif there exists an n > 0 (not required to be an integer) such that for all1 ≤ p 0 so that for all t > 0, f ∈ Lp(S),

    ||Tt f ||∞ ≤ Cp,nt−n

    2p ||f ||p (U).

    The number n will be referred to as the dimension of the semigroup.e.g. By Jensen’s inequality, (n,p)-ultracontractivity holds wheneverTt f (x) =

    ∫S f (y)kt (x , y)µ(dy) and kt is a symmetric kernel satisfying∫

    S kt (x , y)µ(dy) = 1, and an estimate of the form

    kt (x , y) ≤ Ct−n2 ,

    for all t ≥ 0, x , y ∈ S.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 8 / 32

  • Examples of Ultracontractivity

    The heat kernel on Euclidean space and some Riemannianmanifolds. In this case n = d .

    If 0 < β < 1 we can subordinate the heat kernel to get 2β-stabletransition kernels in Euclidean space, and stable-like kernels onsome Riemannian manifolds. In this case n = dβ .

    Some fractals such as the Sierpinski gasket. In that case n = 2Hβwhere H is the Hausdorff dimension and β is the walk dimension.Strictly elliptic operators on domains in Euclidean space, whereagain n = d .

    For ultracontractive Schrödinger semigroups, see Davies and Simon,J.Funct. Anal. 59, 335 (1984)

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 9 / 32

  • Examples of Ultracontractivity

    The heat kernel on Euclidean space and some Riemannianmanifolds. In this case n = d .If 0 < β < 1 we can subordinate the heat kernel to get 2β-stabletransition kernels in Euclidean space, and stable-like kernels onsome Riemannian manifolds. In this case n = dβ .

    Some fractals such as the Sierpinski gasket. In that case n = 2Hβwhere H is the Hausdorff dimension and β is the walk dimension.Strictly elliptic operators on domains in Euclidean space, whereagain n = d .

    For ultracontractive Schrödinger semigroups, see Davies and Simon,J.Funct. Anal. 59, 335 (1984)

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 9 / 32

  • Examples of Ultracontractivity

    The heat kernel on Euclidean space and some Riemannianmanifolds. In this case n = d .If 0 < β < 1 we can subordinate the heat kernel to get 2β-stabletransition kernels in Euclidean space, and stable-like kernels onsome Riemannian manifolds. In this case n = dβ .

    Some fractals such as the Sierpinski gasket. In that case n = 2Hβwhere H is the Hausdorff dimension and β is the walk dimension.

    Strictly elliptic operators on domains in Euclidean space, whereagain n = d .

    For ultracontractive Schrödinger semigroups, see Davies and Simon,J.Funct. Anal. 59, 335 (1984)

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 9 / 32

  • Examples of Ultracontractivity

    The heat kernel on Euclidean space and some Riemannianmanifolds. In this case n = d .If 0 < β < 1 we can subordinate the heat kernel to get 2β-stabletransition kernels in Euclidean space, and stable-like kernels onsome Riemannian manifolds. In this case n = dβ .

    Some fractals such as the Sierpinski gasket. In that case n = 2Hβwhere H is the Hausdorff dimension and β is the walk dimension.Strictly elliptic operators on domains in Euclidean space, whereagain n = d .

    For ultracontractive Schrödinger semigroups, see Davies and Simon,J.Funct. Anal. 59, 335 (1984)

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 9 / 32

  • Examples of Ultracontractivity

    The heat kernel on Euclidean space and some Riemannianmanifolds. In this case n = d .If 0 < β < 1 we can subordinate the heat kernel to get 2β-stabletransition kernels in Euclidean space, and stable-like kernels onsome Riemannian manifolds. In this case n = dβ .

    Some fractals such as the Sierpinski gasket. In that case n = 2Hβwhere H is the Hausdorff dimension and β is the walk dimension.Strictly elliptic operators on domains in Euclidean space, whereagain n = d .

    For ultracontractive Schrödinger semigroups, see Davies and Simon,J.Funct. Anal. 59, 335 (1984)

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 9 / 32

  • From now on, we define for 0 < α < n, and (Tt , t ≥ 0) an(n,p)-ultracontractive semigroup:

    (Iαf )(x) =1

    Γ(α/2)

    ∫ ∞0

    tα2−1Tt f (x)dt .

    Its not hard to show that (Iαf )(x) is absolutely convergent.

    We aim to prove (HLS). We proceed as follows:

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 10 / 32

  • Analytic Proof of HLS

    Let δ > 0 to be chosen later. Let x ∈ S be arbitrary and choosef ∈ L1(S) ∩ Lp(S) with f 6= 0.

    We splitIαf (x) = Jαf (x) + Kαf (x),

    where the integrals on the right hand side range from 1 to δ and δ to∞(respectively).Using f ∗(x) := supt>0 |Tt f (x)| we have

    |Jαf (x)| ≤2α

    1Γ(α/2)

    f ∗(x)δα2 .

    Now using (U) we obtain

    |Kαf (x)| ≤ Cp,n,α∫ ∞δ

    tα2−

    n2p−1||f ||p

    ≤ Cp,n,αδα2−

    n2p ||f ||p,

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 11 / 32

  • Analytic Proof of HLS

    Let δ > 0 to be chosen later. Let x ∈ S be arbitrary and choosef ∈ L1(S) ∩ Lp(S) with f 6= 0.We split

    Iαf (x) = Jαf (x) + Kαf (x),

    where the integrals on the right hand side range from 1 to δ and δ to∞(respectively).

    Using f ∗(x) := supt>0 |Tt f (x)| we have

    |Jαf (x)| ≤2α

    1Γ(α/2)

    f ∗(x)δα2 .

    Now using (U) we obtain

    |Kαf (x)| ≤ Cp,n,α∫ ∞δ

    tα2−

    n2p−1||f ||p

    ≤ Cp,n,αδα2−

    n2p ||f ||p,

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 11 / 32

  • Analytic Proof of HLS

    Let δ > 0 to be chosen later. Let x ∈ S be arbitrary and choosef ∈ L1(S) ∩ Lp(S) with f 6= 0.We split

    Iαf (x) = Jαf (x) + Kαf (x),

    where the integrals on the right hand side range from 1 to δ and δ to∞(respectively).Using f ∗(x) := supt>0 |Tt f (x)| we have

    |Jαf (x)| ≤2α

    1Γ(α/2)

    f ∗(x)δα2 .

    Now using (U) we obtain

    |Kαf (x)| ≤ Cp,n,α∫ ∞δ

    tα2−

    n2p−1||f ||p

    ≤ Cp,n,αδα2−

    n2p ||f ||p,

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 11 / 32

  • Analytic Proof of HLS

    Let δ > 0 to be chosen later. Let x ∈ S be arbitrary and choosef ∈ L1(S) ∩ Lp(S) with f 6= 0.We split

    Iαf (x) = Jαf (x) + Kαf (x),

    where the integrals on the right hand side range from 1 to δ and δ to∞(respectively).Using f ∗(x) := supt>0 |Tt f (x)| we have

    |Jαf (x)| ≤2α

    1Γ(α/2)

    f ∗(x)δα2 .

    Now using (U) we obtain

    |Kαf (x)| ≤ Cp,n,α∫ ∞δ

    tα2−

    n2p−1||f ||p

    ≤ Cp,n,αδα2−

    n2p ||f ||p,

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 11 / 32

  • so that|Iαf (x)| ≤ Cp,n,α(f ∗(x)δ

    α2 + δ

    α2−

    n2p ||f ||p).

    Picking

    δ =

    (||f ||pf ∗(x)

    )2p/nto minimize the right hand side gives

    |Iαf (x)| ≤ Cp,n,α (f ∗(x))1−αp/n ||f ||αp/np = Cp,n,α (f ∗(x))p/q ||f ||αp/np .

    Thus for 1 < p < nα and using (S),

    ||Iαf ||qq ≤ Cp,n,α||f ||αpq/np ||f ∗||

    pp

    ≤ Cn,p,α||f ||p(1+αqn )p

    = Cn,p,α||f ||qp,

    and the required result follows by density.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 12 / 32

  • so that|Iαf (x)| ≤ Cp,n,α(f ∗(x)δ

    α2 + δ

    α2−

    n2p ||f ||p).

    Picking

    δ =

    (||f ||pf ∗(x)

    )2p/nto minimize the right hand side gives

    |Iαf (x)| ≤ Cp,n,α (f ∗(x))1−αp/n ||f ||αp/np = Cp,n,α (f ∗(x))p/q ||f ||αp/np .

    Thus for 1 < p < nα and using (S),

    ||Iαf ||qq ≤ Cp,n,α||f ||αpq/np ||f ∗||

    pp

    ≤ Cn,p,α||f ||p(1+αqn )p

    = Cn,p,α||f ||qp,

    and the required result follows by density.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 12 / 32

  • so that|Iαf (x)| ≤ Cp,n,α(f ∗(x)δ

    α2 + δ

    α2−

    n2p ||f ||p).

    Picking

    δ =

    (||f ||pf ∗(x)

    )2p/nto minimize the right hand side gives

    |Iαf (x)| ≤ Cp,n,α (f ∗(x))1−αp/n ||f ||αp/np = Cp,n,α (f ∗(x))p/q ||f ||αp/np .

    Thus for 1 < p < nα and using (S),

    ||Iαf ||qq ≤ Cp,n,α||f ||αpq/np ||f ∗||

    pp

    ≤ Cn,p,α||f ||p(1+αqn )p

    = Cn,p,α||f ||qp,

    and the required result follows by density.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 12 / 32

  • so that|Iαf (x)| ≤ Cp,n,α(f ∗(x)δ

    α2 + δ

    α2−

    n2p ||f ||p).

    Picking

    δ =

    (||f ||pf ∗(x)

    )2p/nto minimize the right hand side gives

    |Iαf (x)| ≤ Cp,n,α (f ∗(x))1−αp/n ||f ||αp/np = Cp,n,α (f ∗(x))p/q ||f ||αp/np .

    Thus for 1 < p < nα and using (S),

    ||Iαf ||qq ≤ Cp,n,α||f ||αpq/np ||f ∗||

    pp

    ≤ Cn,p,α||f ||p(1+αqn )p

    = Cn,p,α||f ||qp,

    and the required result follows by density.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 12 / 32

  • so that|Iαf (x)| ≤ Cp,n,α(f ∗(x)δ

    α2 + δ

    α2−

    n2p ||f ||p).

    Picking

    δ =

    (||f ||pf ∗(x)

    )2p/nto minimize the right hand side gives

    |Iαf (x)| ≤ Cp,n,α (f ∗(x))1−αp/n ||f ||αp/np = Cp,n,α (f ∗(x))p/q ||f ||αp/np .

    Thus for 1 < p < nα and using (S),

    ||Iαf ||qq ≤ Cp,n,α||f ||αpq/np ||f ∗||

    pp

    ≤ Cn,p,α||f ||p(1+αqn )p

    = Cn,p,α||f ||qp,

    and the required result follows by density.Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 12 / 32

  • Consequences of HLS 1: Fractional Powers

    Let −A be the (self-adjoint) infinitesimal generator of the semigroup(Tt , t ≥ 0) and assume that A is a positive operator in L2(S). For eachγ ∈ R, we can construct the self-adjoint operator Aγ in L2(S) byfunctional calculus, and we denote its domain in L2(S) by Dom(Aγ).

    TheoremFor all f ∈ Dom(A−

    α2 ),

    Iα(f ) = A−α2 f ,

    in the sense of linear operators acting on L2(S)

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 13 / 32

  • Proof.We use the spectral theorem to write Tt =

    ∫∞0 e

    −tλP(dλ) for all t ≥ 0where P(·) is the projection-valued measure associated to A.

    For allf ∈ Dom(A−

    α2 ),g ∈ L2(S) we have, using Fubini’s theorem

    〈Iα(f ),g〉 =1

    Γ(α/2)

    ∫ ∞0

    ∫ ∞0

    tα/2−1e−λt〈P(dλ)f ,g〉dt

    =1

    Γ(α/2)

    (∫ ∞0

    tα/2−1e−tdt)(∫ ∞

    0

    1λα2〈P(dλ)f ,g〉

    )= 〈A−

    α2 f ,g〉.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 14 / 32

  • Proof.We use the spectral theorem to write Tt =

    ∫∞0 e

    −tλP(dλ) for all t ≥ 0where P(·) is the projection-valued measure associated to A. For allf ∈ Dom(A−

    α2 ),g ∈ L2(S) we have, using Fubini’s theorem

    〈Iα(f ),g〉 =1

    Γ(α/2)

    ∫ ∞0

    ∫ ∞0

    tα/2−1e−λt〈P(dλ)f ,g〉dt

    =1

    Γ(α/2)

    (∫ ∞0

    tα/2−1e−tdt)(∫ ∞

    0

    1λα2〈P(dλ)f ,g〉

    )= 〈A−

    α2 f ,g〉.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 14 / 32

  • Proof.We use the spectral theorem to write Tt =

    ∫∞0 e

    −tλP(dλ) for all t ≥ 0where P(·) is the projection-valued measure associated to A. For allf ∈ Dom(A−

    α2 ),g ∈ L2(S) we have, using Fubini’s theorem

    〈Iα(f ),g〉 =1

    Γ(α/2)

    ∫ ∞0

    ∫ ∞0

    tα/2−1e−λt〈P(dλ)f ,g〉dt

    =1

    Γ(α/2)

    (∫ ∞0

    tα/2−1e−tdt)(∫ ∞

    0

    1λα2〈P(dλ)f ,g〉

    )= 〈A−

    α2 f ,g〉.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 14 / 32

  • Consequences of HLS 2: Sobolev Inequality

    Corollary

    For all 1 < p < n, f ∈ Dom(A12 ), if A

    12 f ∈ Lp(S) then f ∈ L

    npn−p (S) and

    ||f || npn−p≤ Cn,p,1||A

    12 f ||p.

    Proof.Take α = 1 so that so that q = npn−p . Writing the Riesz potential

    operator as a fractional power in (HLS) yields ||A−12 f ||q ≤ Cn,p,1||f ||p.

    Replacing f with A12 f , we find that ||f ||q ≤ Cn,p,1||A

    12 f ||p as required.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 15 / 32

  • Consequences of HLS 2: Sobolev Inequality

    Corollary

    For all 1 < p < n, f ∈ Dom(A12 ), if A

    12 f ∈ Lp(S) then f ∈ L

    npn−p (S) and

    ||f || npn−p≤ Cn,p,1||A

    12 f ||p.

    Proof.Take α = 1 so that so that q = npn−p . Writing the Riesz potential

    operator as a fractional power in (HLS) yields ||A−12 f ||q ≤ Cn,p,1||f ||p.

    Replacing f with A12 f , we find that ||f ||q ≤ Cn,p,1||A

    12 f ||p as required.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 15 / 32

  • Remark.1 In most cases of interest the operator A and the space S will be

    such that Dom(A)12 contains a rich set of vectors such as

    Schwartz space (in Rd ) or the smooth functions of compactsupport (on a manifold). In practice, we would only apply theinequality to vectors in that set.

    2 Note that in the case where n > 2 and p = 2 we have

    ||f ||22nn−2≤ DE(f ),

    where E(f ) := 〈Af , f 〉 is a Dirichlet form. If S is a completeRiemannian manifold with bounded geometry and −A is theLaplacian ∆, then we have n = d , the dimension of the manifold,and our Sobolev inequality is more familiar to those who areknowledgeable about that topic.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 16 / 32

  • Probabilistic Approach

    We return to the case S = Rd . Then Tt = et∆2 is the heat semigroup.

    Our first goal is to find a probabilistic interpretation of the Rieszpotential operator Iα:Let (B(t), t ≥ 0) be standard Brownian motion on Rd . It makes lifeeasier if we use a non-standard notion for “expectation”:

    E(f (B(t))) :=∫Rd

    E(f (B(t))|B(0) = x)dx

    =

    ∫Rd

    ∫Rd

    f (y)k(t , x − y)dydx

    =

    ∫Rd

    f (y)(∫

    Rdk(t , x − y)dx

    )dy

    =

    ∫Rd

    f (y)dy ...(E)

    which is intuitively the same as taking B(0) to have Lebesgue measureas its “distribution.”

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 17 / 32

  • Probabilistic Approach

    We return to the case S = Rd . Then Tt = et∆2 is the heat semigroup.

    Our first goal is to find a probabilistic interpretation of the Rieszpotential operator Iα:

    Let (B(t), t ≥ 0) be standard Brownian motion on Rd . It makes lifeeasier if we use a non-standard notion for “expectation”:

    E(f (B(t))) :=∫Rd

    E(f (B(t))|B(0) = x)dx

    =

    ∫Rd

    ∫Rd

    f (y)k(t , x − y)dydx

    =

    ∫Rd

    f (y)(∫

    Rdk(t , x − y)dx

    )dy

    =

    ∫Rd

    f (y)dy ...(E)

    which is intuitively the same as taking B(0) to have Lebesgue measureas its “distribution.”

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 17 / 32

  • Probabilistic Approach

    We return to the case S = Rd . Then Tt = et∆2 is the heat semigroup.

    Our first goal is to find a probabilistic interpretation of the Rieszpotential operator Iα:Let (B(t), t ≥ 0) be standard Brownian motion on Rd . It makes lifeeasier if we use a non-standard notion for “expectation”:

    E(f (B(t))) :=∫Rd

    E(f (B(t))|B(0) = x)dx

    =

    ∫Rd

    ∫Rd

    f (y)k(t , x − y)dydx

    =

    ∫Rd

    f (y)(∫

    Rdk(t , x − y)dx

    )dy

    =

    ∫Rd

    f (y)dy ...(E)

    which is intuitively the same as taking B(0) to have Lebesgue measureas its “distribution.”

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 17 / 32

  • Two Useful Martingales

    For f ∈ S(Rd ) (Schwartz space of rapidly decreasing functions) andfixed a > 0, consider the martingales:

    Maf (t) =∫ a∧t

    0∇(Ta−sf )(Bs) · dBs

    Ma,αf (t) =∫ a∧t

    0(a− s)α/2∇(Ta−sf )(Bs) · dBs.

    By Itô’s formula,

    Ta−t f (Bt ) = Taf (B0) + Maf (t), 0 < t ≤ a ...(I)

    Quadratic variations:

    [Maf ](t) =∫ a∧t

    0|∇(Ta−sf )(Bs)|2ds

    [Ma,αf ](t) =∫ a∧t

    0(a− s)α|∇(Ta−sf )(Bs)|2ds.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 18 / 32

  • Two Useful Martingales

    For f ∈ S(Rd ) (Schwartz space of rapidly decreasing functions) andfixed a > 0, consider the martingales:

    Maf (t) =∫ a∧t

    0∇(Ta−sf )(Bs) · dBs

    Ma,αf (t) =∫ a∧t

    0(a− s)α/2∇(Ta−sf )(Bs) · dBs.

    By Itô’s formula,

    Ta−t f (Bt ) = Taf (B0) + Maf (t), 0 < t ≤ a ...(I)

    Quadratic variations:

    [Maf ](t) =∫ a∧t

    0|∇(Ta−sf )(Bs)|2ds

    [Ma,αf ](t) =∫ a∧t

    0(a− s)α|∇(Ta−sf )(Bs)|2ds.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 18 / 32

  • Two Useful Martingales

    For f ∈ S(Rd ) (Schwartz space of rapidly decreasing functions) andfixed a > 0, consider the martingales:

    Maf (t) =∫ a∧t

    0∇(Ta−sf )(Bs) · dBs

    Ma,αf (t) =∫ a∧t

    0(a− s)α/2∇(Ta−sf )(Bs) · dBs.

    By Itô’s formula,

    Ta−t f (Bt ) = Taf (B0) + Maf (t), 0 < t ≤ a ...(I)

    Quadratic variations:

    [Maf ](t) =∫ a∧t

    0|∇(Ta−sf )(Bs)|2ds

    [Ma,αf ](t) =∫ a∧t

    0(a− s)α|∇(Ta−sf )(Bs)|2ds.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 18 / 32

  • A Useful Identity

    Set t = a in (I) to obtain

    f (Ba) = Taf (B0) +∫ a

    0∇(Ta−sf )(Bs) · dBs.

    If g ∈ S(Rd ), we have

    g(Ba)∫ a

    0(a− s)α/2∇(Ta−sf )(Bs) · dBs

    = Tag(B0)∫ a

    0(a− s)α/2∇(Ta−sf )(Bs) · dBs

    +

    (∫ a0∇(Ta−sg)(Bs) · dBs

    )(∫ a0

    (a− s)α/2∇(Ta−sf )(Bs) · dBs).

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 19 / 32

  • A Useful Identity

    Set t = a in (I) to obtain

    f (Ba) = Taf (B0) +∫ a

    0∇(Ta−sf )(Bs) · dBs.

    If g ∈ S(Rd ), we have

    g(Ba)∫ a

    0(a− s)α/2∇(Ta−sf )(Bs) · dBs

    = Tag(B0)∫ a

    0(a− s)α/2∇(Ta−sf )(Bs) · dBs

    +

    (∫ a0∇(Ta−sg)(Bs) · dBs

    )(∫ a0

    (a− s)α/2∇(Ta−sf )(Bs) · dBs).

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 19 / 32

  • Observe further that the expectation of the first term is zero. That is,

    E(

    Tag(B0)∫ a

    0(a− s)α/2∇(Ta−sf )(Bs) · dBs

    )=

    ∫Rd

    Ex(

    Tag(B0)∫ a

    0(a− s)α/2∇(Ta−sf )(Bs) · dBs

    )dx

    =

    ∫Rd

    Tag(x)Ex(∫ a

    0(a− s)α/2∇(Ta−sf )(Bs) · dBs

    )dx

    = 0

    Thus by Itô’s isometry,

    E(

    g(Ba)∫ a

    0(a− s)α/2∇(Ta−sf )(Bs) · dBs

    )= E

    (∫ a0∇(Ta−sg)(Bs) · dBs

    )(∫ a0

    (a− s)α/2∇(Ta−sf )(Bs) · dBs)

    = E(∫ a

    0(a− s)α/2∇(Ta−sf )(Bs) · ∇(Ta−sg)(Bs)ds

    )...(ID)

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 20 / 32

  • Probabilistic Interpretation of Riesz Potential Operator

    From now on, let t = a and define Mαf (a) = Ma,αf (a).

    Definition: Probabilistic Riesz PotentialDefine for all x ∈ Rd :

    (Sa,αf )(x) = E(Mαf (a) | Ba = x).

    TheoremFor all f ∈ S(Rd ), x ∈ Rd ,

    1

    Sa,αf (x) = −∫ a

    0sα/2Ts(∆Tsf )(x)ds.

    2

    lima→∞

    (Sa,αf )(x) = cαIα(f )(x),

    (almost everywhere) where cα > 0 depends only on α.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 21 / 32

  • Proof. (1) Let g ∈ S(Rd ). Using (E) and (ID), we have∫RdSa,αf (x)g(x)dx

    =

    ∫Rd

    E(∫ a

    0(a− s)α/2∇(Ta−sf )(Bs) · dBs | Ba = x

    )g(x)dx

    = E(E(∫ a

    0(a− s)α/2∇(Ta−sf )(Bs) · dBs | Ba

    )g(Ba)

    )= E

    (E(

    g(Ba)∫ a

    0(a− s)α/2∇(Ta−sf )(Bs) · dBs

    )|Ba)

    = E(

    g(Ba)∫ a

    0(a− s)α/2∇(Ta−sf )(Bs) · dBs

    )= E

    (∫ a0

    (a− s)α/2∇(Ta−sf )(Bs) · ∇(Ta−sg)(Bs)ds)

    =

    ∫ a0

    {sα/2

    ∫Rd∇(Tsf )(x) · ∇(Tsg)(x)dx

    }ds

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 22 / 32

  • Now by integration by parts, and self-adjointness of the semigroup,∫RdSa,αf (x)g(x)dx

    = −∫ a

    0

    {sα/2

    ∫Rd

    Ts (∆(Tsf ))(x)g(x)dx}

    ds

    = −∫Rd

    {∫ a0

    sα/2 Ts (∆(Tsf ))(x)ds}

    g(x)dx .

    (2) Recall that ddt Tt f = ∆Tt f . Write u(t , ·) = Tt f , then∂∂t u(t , ·) = ∆u(t , ·) and so

    ∂tu(2t , ·) = 2u′(2t , ·) = 2∆u(2t , ·).

    This gives that

    ∆T2sf =12

    dds

    T2sf

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 23 / 32

  • Proof.(2)Hence

    Sa,αf (x) = −∫ a

    0sα/2 ∆(T2s)f (x)ds

    = −12

    ∫ a0

    sα/2dT2sf

    ds(x)ds

    = −12

    aα/2T2af (x) +α

    4

    ∫ a0

    sα/2−1T2sf (x)ds.

    Since by (U), |T2af (x)| ≤ Cad/2 ‖f‖1 and 0 < α < d , as a→∞, the righthand side of the previous equality goes to

    α

    4

    ∫ ∞0

    sα/2−1T2sf (x)ds = 2−α+4

    2 αΓ (α/2) Iαf (x).

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 24 / 32

  • Some Heat Kernel Estimates

    Our next goal is to find a probabilistic proof of (HLS). We’ll sketch themain ideas rather than giving fully detailed proofs:

    We begin by deriving some cheap estimates for heat kernelderivatives.

    Here we write, for x ∈ Rd t ≥ 0, kt (x) := kt (x ,0) so that kt is the law ofB(t).

    TheoremFor all x ∈ Rd , t > 0,

    |∇xkt (x)| ≤ 2d+4

    21√tk2t (x). ...(G)

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 25 / 32

  • Some Heat Kernel Estimates

    Our next goal is to find a probabilistic proof of (HLS). We’ll sketch themain ideas rather than giving fully detailed proofs:

    We begin by deriving some cheap estimates for heat kernelderivatives.

    Here we write, for x ∈ Rd t ≥ 0, kt (x) := kt (x ,0) so that kt is the law ofB(t).

    TheoremFor all x ∈ Rd , t > 0,

    |∇xkt (x)| ≤ 2d+4

    21√tk2t (x). ...(G)

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 25 / 32

  • Some Heat Kernel Estimates

    Our next goal is to find a probabilistic proof of (HLS). We’ll sketch themain ideas rather than giving fully detailed proofs:

    We begin by deriving some cheap estimates for heat kernelderivatives.

    Here we write, for x ∈ Rd t ≥ 0, kt (x) := kt (x ,0) so that kt is the law ofB(t).

    TheoremFor all x ∈ Rd , t > 0,

    |∇xkt (x)| ≤ 2d+4

    21√tk2t (x). ...(G)

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 25 / 32

  • Some Heat Kernel Estimates

    Our next goal is to find a probabilistic proof of (HLS). We’ll sketch themain ideas rather than giving fully detailed proofs:

    We begin by deriving some cheap estimates for heat kernelderivatives.

    Here we write, for x ∈ Rd t ≥ 0, kt (x) := kt (x ,0) so that kt is the law ofB(t).

    TheoremFor all x ∈ Rd , t > 0,

    |∇xkt (x)| ≤ 2d+4

    21√tk2t (x). ...(G)

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 25 / 32

  • Some Heat Kernel Estimates

    Our next goal is to find a probabilistic proof of (HLS). We’ll sketch themain ideas rather than giving fully detailed proofs:

    We begin by deriving some cheap estimates for heat kernelderivatives.

    Here we write, for x ∈ Rd t ≥ 0, kt (x) := kt (x ,0) so that kt is the law ofB(t).

    TheoremFor all x ∈ Rd , t > 0,

    |∇xkt (x)| ≤ 2d+4

    21√tk2t (x). ...(G)

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 25 / 32

  • Proof. Observe that

    ∇xkt (x) = −(x1

    t, · · · xd

    t

    )kt (x)

    so that

    |∇xkt (x)| ≤1√t

    √|x |2

    tkt (x)

    =1√t

    √|x |2

    t1

    (2πt)d/2e−|x|22t

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 26 / 32

  • We now claim that the right hand side is dominated by 2d+4

    2 1√tk2t (x).

    To see this, observe that if√|x |2

    t ≤ 1, then the right hand side is

    dominated by 1√t

    1(2πt)d/2 e

    − |x|2

    2t .

    If a =√|x |2

    t > 1, then a < a2 = 4(a/2)2 ≤ 4e

    a24 and the right hand side

    is dominated by

    41√t

    1(2πt)d/2

    e(−|x|22t +

    |x|24t ) = 4

    1√t

    1(2πt)d/2

    e−|x|24t .

    Since e−|x|22t ≤ e−

    |x|24t , we see that in either case, the right hand side is

    dominated by

    41√t

    1(2πt)d/2

    e−|x|24t = 2

    d+42

    1√tk2t (x)

    and this completes the proof.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 27 / 32

  • We are in the HLS framework where 0 < α < d ,1 < p < dα and1q =

    1p −

    αd .

    The derivation of the next few results are rather lengthy and technical.We will want to use the Burkholder-Davis-Gundy inequality, and for thiswe need control of the quadratic variation of the martingale Mαf (t) attime t = a.Recall that

    [Mαf ](a) =∫ a∧t

    0(a− s)α|∇(Ta−sf )(Bs)|2ds.

    LemmaLet δ > 0 be arbitrary. Then there exists C1,C2 ≥ 0 so that

    [Mαf ](a) ≤ C1(

    sup0

  • We are in the HLS framework where 0 < α < d ,1 < p < dα and1q =

    1p −

    αd .

    The derivation of the next few results are rather lengthy and technical.

    We will want to use the Burkholder-Davis-Gundy inequality, and for thiswe need control of the quadratic variation of the martingale Mαf (t) attime t = a.Recall that

    [Mαf ](a) =∫ a∧t

    0(a− s)α|∇(Ta−sf )(Bs)|2ds.

    LemmaLet δ > 0 be arbitrary. Then there exists C1,C2 ≥ 0 so that

    [Mαf ](a) ≤ C1(

    sup0

  • We are in the HLS framework where 0 < α < d ,1 < p < dα and1q =

    1p −

    αd .

    The derivation of the next few results are rather lengthy and technical.We will want to use the Burkholder-Davis-Gundy inequality, and for thiswe need control of the quadratic variation of the martingale Mαf (t) attime t = a.

    Recall that

    [Mαf ](a) =∫ a∧t

    0(a− s)α|∇(Ta−sf )(Bs)|2ds.

    LemmaLet δ > 0 be arbitrary. Then there exists C1,C2 ≥ 0 so that

    [Mαf ](a) ≤ C1(

    sup0

  • We are in the HLS framework where 0 < α < d ,1 < p < dα and1q =

    1p −

    αd .

    The derivation of the next few results are rather lengthy and technical.We will want to use the Burkholder-Davis-Gundy inequality, and for thiswe need control of the quadratic variation of the martingale Mαf (t) attime t = a.Recall that

    [Mαf ](a) =∫ a∧t

    0(a− s)α|∇(Ta−sf )(Bs)|2ds.

    LemmaLet δ > 0 be arbitrary. Then there exists C1,C2 ≥ 0 so that

    [Mαf ](a) ≤ C1(

    sup0

  • We are in the HLS framework where 0 < α < d ,1 < p < dα and1q =

    1p −

    αd .

    The derivation of the next few results are rather lengthy and technical.We will want to use the Burkholder-Davis-Gundy inequality, and for thiswe need control of the quadratic variation of the martingale Mαf (t) attime t = a.Recall that

    [Mαf ](a) =∫ a∧t

    0(a− s)α|∇(Ta−sf )(Bs)|2ds.

    LemmaLet δ > 0 be arbitrary. Then there exists C1,C2 ≥ 0 so that

    [Mαf ](a) ≤ C1(

    sup0

  • The proof uses (G) and (U), and requires separate arguments for thetwo cases δ ≥ a and δ < a.

    If we minimise this inequality with respect to δ, just as in the case ofthe analytic proof, we find that there exists Cp,α,d > 0 so that

    [Mαf ](a)12 ≤ Cp,α,d

    (sup

    0

  • The proof uses (G) and (U), and requires separate arguments for thetwo cases δ ≥ a and δ < a.If we minimise this inequality with respect to δ, just as in the case ofthe analytic proof, we find that there exists Cp,α,d > 0 so that

    [Mαf ](a)12 ≤ Cp,α,d

    (sup

    0

  • The proof uses (G) and (U), and requires separate arguments for thetwo cases δ ≥ a and δ < a.If we minimise this inequality with respect to δ, just as in the case ofthe analytic proof, we find that there exists Cp,α,d > 0 so that

    [Mαf ](a)12 ≤ Cp,α,d

    (sup

    0

  • Probabilistic Proof of HLS

    Now we proceed to derive the classical HLS. We need theBurkholder-Davis-Gundy inequality for the martingale (Ma,αf (t), t ≥ 0)at t = a, namely there exists Cq ≥ 0 so that

    ||Mαf (a)||q ≤ Cq||[Mαf ](a)

    12 ||q

    Using the definition (Sa,αf )(x) = E(Mαf (a) | Ba = x) , the fact thatconditional expectation is an Lq-contraction and (Q) we deduce that:

    ||Sa,αf ||q ≤ ||Mαf (a)||q≤ Cq||[Mαf ](a)

    12 ||q

    ≤ Cp,α,d∥∥∥∥ sup

    0

  • Probabilistic Proof of HLS

    Now we proceed to derive the classical HLS. We need theBurkholder-Davis-Gundy inequality for the martingale (Ma,αf (t), t ≥ 0)at t = a, namely there exists Cq ≥ 0 so that

    ||Mαf (a)||q ≤ Cq||[Mαf ](a)

    12 ||q

    Using the definition (Sa,αf )(x) = E(Mαf (a) | Ba = x) , the fact thatconditional expectation is an Lq-contraction and (Q) we deduce that:

    ||Sa,αf ||q ≤ ||Mαf (a)||q≤ Cq||[Mαf ](a)

    12 ||q

    ≤ Cp,α,d∥∥∥∥ sup

    0

  • Now apply (S) to find that

    ||Sa,αf ||q ≤ Cp,α,d‖f‖pqp ‖f‖

    αpd

    p .

    ≤ Cp,α,d‖f‖p,

    since1q

    d=

    1p.

    Since this bound does not depend on a, letting a→∞ and applyingFatou’s lemma gives the result for f ∈ S(Rd ).The result extends to all f ∈ Lp by density of Schwartz space therein.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 31 / 32

  • Now apply (S) to find that

    ||Sa,αf ||q ≤ Cp,α,d‖f‖pqp ‖f‖

    αpd

    p .

    ≤ Cp,α,d‖f‖p,

    since1q

    d=

    1p.

    Since this bound does not depend on a, letting a→∞ and applyingFatou’s lemma gives the result for f ∈ S(Rd ).The result extends to all f ∈ Lp by density of Schwartz space therein.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 31 / 32

  • Thank You For Listening.Diolch Yn Fawr Am Wrando.

    Dave Applebaum (Sheffield UK) Analytic and Probabilistic Perspectives on the Hardy-Littlewood-Sobolev InequalityMay 2015 32 / 32