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Nirenberg's paper On elliptic PDEs claims that if a function $f$ on $\mathbb{R}^n$ tends to zero at infinity or is in $L^q$ for any $q < \infty$ then the "interpolation" inequality $$ \lVert∇ f \rVert_{L^{2p}} ≤ C \left(\lVert f\rVert_{L^\infty} \lVert ∇^2 f \rVert_{L^p}\right)^{1/2} $$ holds (theorem on p. 125). This is proved by establishing the inequality $$ \lVert∇ f \rVert_{L^{q}} ≤ C \left(\lVert f\rVert_{L^r} \lVert ∇^2 f \rVert_{L^p}\right)^{1/2} \label{1}\tag{1} $$ (equation (2.5) in the proof of that theorem) for any $1 < r,p < \infty$ and $\frac{2}{q} = \frac{1}{r} + \frac{1}{p}$ with a constant $C$ independent of $r, p$, and the taking the limit $r \to \infty$. I haven't really looked at Nirenberg's proof, but as far as I can see it is "calculus-based".

On the other hand inequality \eqref{1} looks like the interpolation inequality $$ \lVert f \rVert_{W^{1,q}} ≤ C_{p, r} \left(\lVert f\rVert_{L^r} \lVert f \rVert_{W^{p, 2}}\right)^{1/2} \label{2}\tag{2} $$ for $1 < r, p < \infty$ and $q$ as above, that you get by using harmonic analysis (the Mihlin multiplier theorem and the Littlewood--Paley characterization of Sobolev spaces, to be precise) to establish that $W^{1,q}$ is the $\frac{1}{2}$-interpolation space between $W^{2,p}$ and $W^{0,r} = L^r$ (e.g. Bergh--Löfström, An introduction to interpolation spaces, Thm 6.4.5).

Is there some way to get \eqref{1} using the same methods as for \eqref{2} (maybe only with $\lVert f \rVert_{W^{p,2}}$ on the RHS instead of $\lVert ∇^2 f \rVert_{L^p}$), but with the constant independent of $p, r$, so that you can conclude the case $r = \infty$?

Or even better, is there some way to modify the interpolation arguments to give the $r = \infty$ case directly?

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2 Answers 2

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Here is a Littlewood-Paley + interpolation style proof. If $P_k$ denotes a Littlewood-Paley projection to frequencies $|\xi| \sim 2^k$, then the standard Littlewood-Paley characterisations of Sobolev spaces give $$ \| \nabla f \|_{L^{2p}} \sim \| (\sum_k 2^{2k} |P_k f|^2)^{1/2} \|_{L^{2p}}$$ and $$ \| \nabla^2 f \|_{L^{p}} \sim \| (\sum_k 2^{4k} |P_k f|^2)^{1/2} \|_{L^{p}}$$ while $$ \| \sup_k |P_k f| \|_{L^\infty} \lesssim \|f\|_{L^\infty}$$ so by Holder's inequality it suffices to establish the pointwise bound $$ (\sum_k 2^{2k} |P_k f(x)|^2)^{1/2} \lesssim A(x)^{1/2} B(x)^{1/2}$$ where $$ A(x) := (\sum_k 2^{4k} |P_k f(x)|^2)^{1/2}$$ and $$ B(x) := \sup_k |P_k f(x)|.$$ In fact we have the stronger estimate $$ {\sum_k 2^{k} |P_k f(x)| \lesssim A(x)^{1/2} B(x)^{1/2}} \label{3} \tag{$\ast$} $$ since from the triangle inequality we have $$ \sum_{k \leq k_0} 2^{k} |P_k f(x)| \lesssim 2^{k_0} B(x)$$ and from Cauchy-Schwarz we have $$ \sum_{k > k_0} 2^{k} |P_k f(x)| \lesssim 2^{-k_0} A(x)$$ and the claim follows by optimising in $k_0$. (The estimate \eqref{3} also likely follows from some interpolation lemma on weighted $\ell^p$ spaces in Bergh-Lofstrom, but I don't have the reference handy.)

This argument in fact shows that we can replace the $W^{1,p}$ norm by the slightly stronger Triebel-Lizorkin norm $F^{1,p}_1$ if desired.

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  • $\begingroup$ How do you estimate $\left( \sum_k 2^{2k} |P_k f(x)|^2 \right)^{1/2}$ by $\sum_k 2^{2k} |P_k f(x)|$? Don't the weight mess things up at low frequencies (i.e.\ if $|P_k f(x)| = δ_{k k_0}$ then the former is $2^{k_0}$ and the latter is $2^{2k_0}$)? $\endgroup$ Commented Jan 8, 2023 at 11:51
  • $\begingroup$ In any case, can you also get the bound on $\left( \sum_k 2^{2k} |P_kf(x)|^2 \right)^{1/2}$ directly from $\sum_{k ≤ k_0} 2^{2k} |P_k f(x)|^2 ≲ 2^{2k_0} B(x)^2$ and $\sum_{k > k_0} 2^{2k} |P_k f(x)|^2 ≤ 2^{-2k_0}\sum_{k > k_0} 2^{4k} |P_k f(x)|^2 = 2^{-2k_0} A(x)^2$? $\endgroup$ Commented Jan 8, 2023 at 11:56
  • $\begingroup$ Oops, there were some extraneous factors of 2 that I have now deleted. $\endgroup$
    – Terry Tao
    Commented Jan 8, 2023 at 13:13
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I know this direct proof which works also for $\infty$. Assume $2/q=1/p+1/r$ and $q \geq 2$. Then $$ \int|D_ku|^q=\int D_k u D_k u |D_k u|^{q-2}=-(q-1)\int u|D_k u|^{q-2} D_{kk}u \leq (q-1)\int |u||D_k u|^{q-2} |D_{kk}u|. $$ Since $(1-2/q)+1/p+1/r=1$ and $q \geq 2$, by Holder inequality $$ \int |D_k u|^q \leq (q-1)\|u\|_p \left (\int|D_k u|^q\right )^{1-2/q} \|D_{kk}u\|_r $$ which gives $\|D_k u\|_q \leq \sqrt{q-1}\|u\|_p^{1/2}\|D_{kk}u\|_r^{1/2}$. If $q=2r$, then $p=\infty$ and you get the inequality (with $p$ and $r$ interchanged).

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  • $\begingroup$ Incidentally: this proof is basically also indicated in Evans' PDE textbook, as problem 9 and problem 10 in the Sobolev Space chapter. (I only remember because I assigned it for students in last Spring.) $\endgroup$ Commented Jan 8, 2023 at 16:05
  • $\begingroup$ @WillieWong True, I just checked it now. I copied the proff above from my old notes but I do not remember the source. $\endgroup$ Commented Jan 8, 2023 at 16:19

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