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Let $\Omega=[0,1]^2$ be the unit square and $a>0$.

1) I would like to know one estimate of the constant $C(a)$ such that $$ \forall u\in W^{1,2}(\Omega)\quad \int_\Omega u^2\le C(a)\int_\Omega |\nabla u|^2, $$
under the weighted average and periodicity conditions $$ \int_\Omega e^{-ay}u(x,y)\, dx dy=0,\qquad u(0,y)=u(1,y). $$ Or, at least, a proof of existence.

2) How is the Euler-Lagrange equation of the associated variational problem? Is $$ \Delta u+\lambda u+\mu e^{-az}=0,\quad \int_\Omega u^2=1,\quad \int_\Omega e^{-ay}u=0 $$ correct?

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    $\begingroup$ The first should be true (even without the periodicity condition) by expanding everything into the sines and cosines (aka eigenvalues of the laplacian). But I don't understand the second question. $\endgroup$ Commented Apr 12, 2020 at 18:36
  • $\begingroup$ The second question is about the calculation of the optimal constant $C$ and the function $u$ realizing the infimum of $ \|\nabla u\|^2/ \|u\|^2$ $\endgroup$
    – DiegoG7
    Commented Apr 12, 2020 at 18:42
  • $\begingroup$ Can you give an (even very rough) estimate of $C$ by means of the method of expansion you mentioned? $\endgroup$
    – DiegoG7
    Commented Apr 12, 2020 at 18:45
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    $\begingroup$ The first follows by contradiction (without the periodicity conditions) as for $a=0$. If false, you get a sequence $(u_n)$ of norm one functions and gradients tending to 0 in $L^2$. By compactness a subsequence converges in $L^2$ to a norm 1 function whose gradient is zero, hence to a constant. However, the mean zero condition (which is inherited by the limit) forces the constant to be 0 and contradicts norm 1. $\endgroup$ Commented Apr 12, 2020 at 18:46
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    $\begingroup$ My back of the envelope computation suggests that $C(a) = C\sqrt{a+1}$ works. $\endgroup$ Commented Apr 12, 2020 at 19:03

1 Answer 1

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For $u\in W^{1, 2}(\Omega)$ set $L(u) = \int_\Omega e^{-ay}u(x, y)dxdy$. We want to prove that if $L(u) = 0$ then $||u||_{L^2}\le C||\nabla u||_{L^2}$ for some universal constant $C$. We will first deal with the more interesting case $a \ge 1$ for simplicity.

Since $W^{1, 2}(\Omega)$ is a Hilbert space and $L$ is a continuous linear functional there exists $f\in W^{1, 2}(\Omega)$ such that $L(u) = \langle u, f\rangle_{W^{1, 2}}$. First of all let us prove that $||f||_{W^{1, 2}} \le \frac{C}{a}$. We have $||f||_{W^{1, 2}} = \sup_{||u||_{W^{1, 2}} = 1} |\langle u, f\rangle|_{W^{1, 2}}$.

$$\langle u, f\rangle_{W^{1, 2}} = \int_\Omega e^{-ay}u(x, y)dxdy = \int_\Omega \frac{\partial u}{\partial y}(x, y)\frac{1}{a}e^{-ay}dxdy + \int_0^1\frac{1}{a}u(x, 0)dx - \int_0^1\frac{e^{-a}}{a}u(x, 1)dx.$$

From this (and the boundedness of the trace map) we can easily see that $|\langle u, f\rangle_{W^{1, 2}}| \le \frac{C}{a}$ if $||u||_{W^{1, 2}} = 1$.

On the other hand we have $\langle 1, f\rangle_{W^{1, 2}} = \int_\Omega e^{-ay}dxdy = \frac{1-e^{-a}}{a} \ge \frac{1-e^{-1}}{a}$.

Let's expand everything into the eigenvectors of the Laplacian $v_0 = 1, v_1, v_2, \ldots $ with eigenvalues $0 = \lambda_0 < \lambda_1 \le \lambda_2 \le \ldots$(in our case they are sines and cosines but we do not need this). We normalize them so that $||v_n||_{L^2} = 1$.

Let $u = \sum_{n = 0}^\infty a_nv_n$, $f = \sum_{n = 0}^\infty b_nv_n$. We have $0 = \langle u, f\rangle_{W^{1, 2}} = \sum_{n = 0}^\infty (\lambda_n + 1)a_n \overline{b_n}$. Therefore

$$|a_0| = |-\frac{1}{\overline{b_0}} \sum_{n = 1}^\infty (\lambda_n + 1)a_n\overline{b_n}| \le \frac{1}{|b_0|} \sqrt{\sum_{n = 1}^\infty (\lambda_n + 1)|a_n|^2}\sqrt{\sum_{n = 1}^\infty (\lambda_n + 1)|b_n|^2} \le C\frac{1}{|b_0|}||\nabla u||_{L^2} *||f||_{W^{1, 2}},$$

where in the first inequality we used Cauchy-Schwarz and in the second we used the standard Poincare inequality for the zero-mean function $u - a_0$ (or the inequality $\frac{1+\lambda_n}{\lambda_n} \le \frac{1+\lambda_1}{\lambda_1} < \infty$).

Recall that $|b_0| = |\langle 1, f\rangle_{W^{1, 2}}| \ge \frac{c}{a}$ and $||f||_{W^{1, 2}} \le \frac{C}{a}$. Therefore we get (denoting all constants and their product by $C$) that

$$|a_0| \le C||\nabla u||_{L^2}.$$

Therefore we have

$$||u||_{L^2} = \sum_{n = 0}^\infty |a_n|^2 = |a_0|^2 + \sum_{n = 1}^\infty |a_n|^2 \le C^2||\nabla u||^2_{L^2} + C'||\nabla u||^2_{L^2} = C_1||\nabla u||^2_{L^2},$$

where in the inequality step we used the above bound for $|a_0|$ and once again standard Poincare inequality for $u-a_0$. This is exactly what we want.

In the case $0 < a < 1$ we can see directly from the definition (without integration by parts) that $|\langle u, f\rangle_{W^{1, 2}}| \le ||u||_{L^2} \le ||u||_{W^{1, 2}}$, therefore $||f||_{W^{1, 2}}\le 1$. On the other hand $\langle 1, f\rangle_{W^{1, 2}} = \frac{1-e^{-a}}{a} \ge c$ for some universal $c > 0$. The rest of the proof is exactly the same.

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  • $\begingroup$ Ok. One more question: when you write $ \langle u, f\rangle_{W^{1, 2}} = \sum_{n = 0}^\infty (\lambda_n + 1)a_n \overline{b_n}$ I guess there has been an integration by parts on $\int\nabla u\cdot\nabla f$. What about the surface terms? $\endgroup$
    – DiegoG7
    Commented Apr 13, 2020 at 15:39
  • $\begingroup$ @AlekseiKulikov I like the proof but I wonder what happens for $p \neq 2$ (also for similar situations). If $p>2$ one can use Sobolev embedding to deduce $L^p$ estimates from $L^2$ (hence also here $C$ does not depend on $a$) but I do not know for $p<2$. Do you see how to do? $\endgroup$ Commented Apr 13, 2020 at 15:44
  • $\begingroup$ @DiegoG7 I don't think it is integration by parts... Like, we have $\langle v_n, v_m\rangle = \delta_{n, m} (\lambda_n + 1)$ by the definition of the eigenvalues and eigenvectors, I believe. I guess the right words here are Neumann eigenvalues $\endgroup$ Commented Apr 13, 2020 at 15:45
  • $\begingroup$ @DiegoG7 Aleksei is using the Laplacian with Neumann boundary conditions. $\endgroup$ Commented Apr 13, 2020 at 15:46
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    $\begingroup$ @GiorgioMetafune Actually, there is a proof completely avoiding any eigenvalues and working for all $1\le p\le \infty$. Here is a sketch: we can decompose $u = c + u_0$ with $u_0$ zero-mean. Then we have $L(u) = L(c) + L(u_0) = cL(1) + L(u_0)$. Therefore $|c| = |-\frac{L(u_0)}{L(1)}| \le C||u_0||$ for some universal $C$ in our case (by the bounds for $||L||$ and $L(1)$ from the post). Thus $||u|| \le c + ||u_0|| \le (C+1)||u_0|| \le (C+1)C'||\nabla u_0|| = (C+1)C' ||\nabla u||$, where in the second step we used Poincare. $\endgroup$ Commented Apr 13, 2020 at 15:56

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