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Consider the following Logarithmic Sobolev inequality on page 210 of Analysis by by Elliott H. Lieb, Michael Loss (GSM 14): for $f\in H^1(\mathbb R^n),$ and $a>0$ any positive number, $$ \frac{a^2}{\pi} \|\nabla f\|_{L^2(\mathbb R^n)}^2 \geq \int_{\mathbb R^n}|f(x)|^2 \ln\frac{|f(x)^2|}{\|f\|_{L^2}^2} dx + n(1+\ln a) \|f\|_{L^2}^2 $$

I am trying to show that equality is achieved for $f = Ce^{-\frac{\pi |x|^2}{2a^2}}.$ Of course, I can easily compute the $L^2$ norm of $f,\nabla f,$ but I cannot see where the constant term $n$ from $n(1+\ln a)$ comes from. (EDIT to be clear, I did know where $\ln a$ comes from, but I do not know where $1$ comes from.) It does not seem to cancel with terms inside the first integral in RHS, because $\|f\|_2$ does not contain a factor of $e^n,$ at least in the usual expression for it in terms of gamma function.

After some attempts, I do get very similar expressions for LHS and RHS, but the $n$ never seem to disappear.

How to show that equality holds?

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  • $\begingroup$ This inequality cannot be true in general, as it is not homogeneous in $f$. Did you copy it correctly? Also, what is $a$ here? Plus, I guess, the equality, if true, follows from the proof of the inequality. $\endgroup$ Commented Apr 29, 2021 at 15:41
  • $\begingroup$ Thank you for pointing out. I have missed a square at the very end. $a$ is a free parameter. This expression does come from the proof in some way, but I'd like to see it more directly. $\endgroup$
    – Ma Joad
    Commented Apr 29, 2021 at 16:42
  • $\begingroup$ Did you try computing the RHS? The $\ln a$ is hidden inside the $C$. $\endgroup$
    – Deane Yang
    Commented Apr 29, 2021 at 17:05
  • $\begingroup$ @DeaneYang Yes I have tried. I know where $\ln a$ comes from. It is in the norm $\|f\|_2$ when we take logarithm of it. But I did not get $n.$ So I do not get the $1$ in $n(1+\ln a).$ $\endgroup$
    – Ma Joad
    Commented Apr 29, 2021 at 17:11
  • $\begingroup$ Sorry. I misread what you wrote. I don't know the exact constants for this form of the log-Sobolev inequality. Their proof should also show that equality holds only if $f$ is an appropriate Gaussian. You should go through that part of the proof carefully and verify that it is consistent with the constants shown. $\endgroup$
    – Deane Yang
    Commented Apr 29, 2021 at 17:36

1 Answer 1

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$\newcommand{\na}{\nabla}\newcommand{\R}{\mathbb R}$Without loss of generality, $C=1$, so that \begin{equation} f(x)\equiv\exp\Big\{-\frac{\pi |x|^2}{2a^2}\Big\}, \end{equation} where it is assumed that $a\in(0,\infty)$. Hence, $\na f(x)=-f(x)\pi x/a^2$, $|\na f(x)|^2=f(x)^2\pi^2|x|^2/a^4$, and the left-hand side of the desired equality is (with $\|\cdot\|_2:=\|\cdot\|_{L^2}$ and $x=(x_1,\dots,x_n)\in\R^n$), \begin{equation} \begin{aligned} lhs&=\frac{a^2}\pi\|\na f(x)\|_2^2 \\ &=\frac{\pi}{a^2}\int_{\R^n} dx\,f(x)^2|x|^2 \\ &=\frac{\pi}{a^2}\int_{\R^n} dx\,f(x)^2\sum_1^n x_i^2 \\ &=n\,\frac{\pi}{a^2}\int_{\R^n} dx\,f(x)^2 x_1^2 \\ &=n\,\frac{\pi}{a^2}\int_{\R^n} f(x)^2 x_1^2\,\prod_1^n dx_i \\ &=n\,\frac{\pi}{a^2}\int_{\R}dx_1\,\exp\Big\{-\frac{\pi x_1^2}{a^2}\Big\} x_1^2\ \prod_2^n \int_{\R} dx_i\,\exp\Big\{-\frac{\pi x_i^2}{a^2}\Big\} \\ &=n\,\frac{\pi}{a^2}\frac{a^3}{2\pi}\,a^{n-1}=\frac n2\,a^n. \end{aligned} \end{equation} Similarly, \begin{equation} \begin{aligned} \|f\|_2^2 &= \prod_1^n \int_{\R} dx_i\,\exp\Big\{-\frac{\pi x_i^2}{a^2}\Big\}=a^n. \end{aligned} \end{equation} So, the right-hand side of the desired equality is \begin{equation} \begin{aligned} rhs&=-\frac{\pi}{a^2}\int_{\R^n} dx\,f(x)^2|x|^2 -\|f\|_2^2 \ln(\|f\|_2^2) +n(1+\ln a)\|f\|_2^2 \\ &=-lhs-\|f\|_2^2 \ln(\|f\|_2^2)+n(1+\ln a)\|f\|_2^2 \\ &=-\frac n2\,a^n-a^n \ln(a^n)+n(1+\ln a)a^n=\frac n2\,a^n=lhs, \end{aligned} \end{equation} as desired.

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