Jean Dolbeault
http://www.ceremade.dauphine.fr/∼dolbeaul
Ceremade, Université Paris-Dauphine February 26, 2021
Applications of Optimal Transportation in the Natural Sciences Oberwolfach Workshop (21 - 27 February 2021)
Matteo Bonforte
BUniversidad Autónoma de Madrid and ICMAT
Bruno Nazaret
BUniversité Paris 1 Panthéon-Sorbonne and Mokaplan team
Nikita Simonov
BCeremade, Université Paris-Dauphine (PSL)
J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities
The stability result of G. Bianchi and H. Egnell
In Sobolev’s inequality (with optimal contantSd), Sdk∇fk2L2(
Rd)− kfk2
L2∗(Rd)≥0
is there a natural way to bound the l.h.s. from below in terms of a “distance”
to the set of optimal [Aubin-Talenti] functionswhend≥3? A question raised in[Brezis, Lieb (1985)]
B[Bianchi, Egnell (1991)]There is a positive constantαsuch that Sdk∇fk2
L2(Rd)− kfk2
L2∗(Rd)≥α inf
ϕ∈Mk∇f− ∇ϕk2L2(Rd)
BVarious improvements,e.g.,[Cianchi, Fusco, Maggi, Pratelli (2009)]
there are constantsαandκandf7→λ(f)such that Sdk∇fk2
L2(Rd)≥(1+κ λ(f)α)kfk2
L2∗(Rd)
However, the question ofconstructiveestimates is still widely open
From the carré du champ method to stability results
Carré du champ method(adapted from D. Bakry and M. Emery)
∂u
∂t =∆um, dF dt = −I,
dI
dt ≤ −ΛI deduce thatI−ΛFis monotone non-increasing with limit0
I[u]≥ΛF[u]
BImproved constantmeansstability
Under some restrictions on the functions, there is someΛ?≥Λsuch that I−ΛF≥(Λ?−Λ)F
BImproved entropy – entropy production inequality(weaker form) I≥Λψ(F)
for someψsuch thatψ(0)=0,ψ0(0)=1andψ00>0 I−ΛF≥Λ(ψ(F)−F)≥0
J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities
An application in the Natural Sciences
[Carlen, Figalli, 2013]Stability for a GNS inequality and the log-HLS inequality, with application to the critical mass Keller-Segel equation Bthe log-HLS (Hardy-Littlewood-Sobolev) inequality
H[u] := Z
R2ulog³u M
´ dx+2
M Ï
R2×R2u(x)u(y)log|x−y|dx dy+M(1+logπ)≥0 withM= kuk1is linked with the8πcritical mass in the Keller-Segel model Bthe GNS (Gagliardo-Nirenberg-Sobolev) inequality (special case)
Z
R2|∇f|2dx Z
R2|f|4dx≥π Z
R2|f|6dx [Carlen, Carrillo, Loss, 2010]Ifusolves∂∂ut =∆p
uandf =u1/4, then
−1 8
d
dtH[u]= Z
R2|∇f|2dx−π R
R2|f|6dx R
R2|f|4dx Stability for log-HLS arises from the stability for GNS
Optimal transportation and gradient flows
The fast diffusion flow seen as a gradient flow with respect to Wasserstein’s distance
[McCann, 1997],[Otto, 2001]
[Cordero-Erausquin, Nazaret, Villani, 2004]
[Agueh, Ghoussoub, Kang, 2004]
[Carrillo, Lisini, Savaré, Slepˇcev, 2009]
[Zinsl, Matthes, 2015],[Zinsl, 2019]
[Iacobelli, Patacchini, Santambrogio, 2019]
[Ambrosio, Mondino, Savaré, 2019]
... already a long story (with apologizes for not quoting all relevant papers) Bthe PDE point of view:
– decay of the entropies
– regularization properties of the parabolic equations – carré du champ method
– some spectral analysis
J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities
Outline
Gagliardo-Nirenberg-Sobolev inequalities by variational methods BA special family of Gagliardo-Nirenberg-Sobolev inequalities BConcentration-compactness
BStability results by variational methods
The fast diffusion equation and the entropy methods BRényi entropy powers
BSpectral gaps and asymptotics BInitial time layer
Regularity and stability
BUniform convergence in relative error BThe threshold time
BImproved entropy-entropy production inequality BSome consequences
Gagliardo-Nirenberg-Sobolev inequalities
k∇fkθ2kfk1p−+θ1≥CGNS(p)kfk2p (GNS) Up to translations, multiplications by a constant and scalings, there is a unique optimal function
g(x)=³1+ |x|2´−
1 p−1
J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities
Gagliardo-Nirenberg-Sobolev inequalities
We consider the inequalities
k∇fkθ2kfk1p−+θ1≥CGNS(p)kfk2p (GNS)
θ=(d+2d−(pp(d−1)−2))p, p∈(1,+∞)ifd=1or2, p∈(1,p∗]ifd≥3, p∗=dd−2
Theorem (del Pino, JD)
Equality case in(GNS)is achieved if and only if
f ∈M:=ngλ,µ,y : (λ,µ,y)∈(0,+∞)×R×Rdo
Aubin-Talenti functions: gλ,µ,y(x) :=µg((x−y)/λ),g(x)=¡1+ |x|2¢−
1 p−1
Related inequalities
k∇fkθ2kfk1p−+θ1≥CGNS(p)kfk2p (GNS) BSobolev’s inequality:d≥3,p=p∗=d/(d−2)
Sdk∇fk2≥ kfk2p∗
BEuclidean Onofri inequality Z
R2eh−h dx
π(1+|x|2)2≤e16π1 RR2|∇h|2dx
d=2,p→ +∞withfp(x) :=g(x)³1+21p(h(x)−h)´,h=RR2h(x) dx
π(1+|x|2)2
BEuclidean logarithmic Sobolev inequality in scale invariant form d
2 log µ 2
πd e Z
Rd|∇f|2dx
¶
≥ Z
Rd|f|2log|f|2dx orR
Rd|∇f|2dx≥12RRd|f|2log µ|f|2
kfk22
¶
dx+d4log¡2πe2¢ RRd|f|2dx
J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities
Deficit, scale invariance
Deficit functional
δ[f] :=(p−1)2k∇fk22+4d−p(d−2)
p+1 kfkpp++11−KGNSkfk2p2pγ Lemma
(GNS)is equivalent toδ[f]≥0if and only if KGNS=C(p,d)CGNS2pγ
whereγ=d+d−2−p(dp(d−−4)2) andC(p,d)is an explicit positive constant
Takefλ(x)=λ2pd f(λx)and optimize onλ>0 δ[f]≥δ[f]−inf
λ>0δ[fλ]=:δ?[f]≥0
A simplification:δ[f]=δ[|f|]so we shall assume thatf≥0a.e.
Relative entropy, relative Fisher information
BFree energyorrelative entropy functional E[f|g] := 2p
1−p Z
Rd
³
fp+1−gp+1−12p+pg1−p³f2p−g2p´´dx If
Z
Rdf2p(1,x,|x|2)dx= Z
Rdg2p(1,x,|x|2)dx, g∈M then E[f|g]= 2p
1−p Z
Rd
³
fp+1−gp+1´dx and δ?[f]≈E[f|g]2 BRelative Fisher information
J[f|g] :=p+1 p−1 Z
Rd
¯
¯
¯(p−1)∇f+fp∇g1−p¯¯¯2dx BNonlinear extension of theHeisenberg uncertainty principle
µZ
Rdfp+1dx
¶2
≤ Z
Rd|∇f|2dx Z
Rd|x|2f2pdx
J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities
Some inequalities
Lemma (Csiszár-Kullback inequality)
Letd≥1andp>1. There exists a constantCp>0such that
°
°
°f2p−g2p°°°2
L1(Rd)≤CpE[f|g] if kfk2p= kgk2p
Lemma (Entropy - entropy production inequality) p+1
p−1δ[f]=J£f|gf¤−4E£f|gf¤≥0
Lemma (A weak stability result)
δ[f]≥δ?[f]≈E[f|g]2
Concentration-compactness
IM=infn(p−1)2k∇fk22+4d−pp(d+1−2)kfkpp++11:f∈Hp(Rd), kfk22pp=Mo I1=KGNSandIM=I1Mγfor anyM>0
Lemma
Ifd≥1 andp is an admissible exponent withp<d/(d−2), then IM1+M2<IM1+IM2 ∀M1,M2>0
Lemma
Letd≥1andpbe an admissible exponent withp<d/(d−2)ifd≥3. If (fn)n is minimizing and iflim sup
n→+∞ sup
y∈Rd Z
B(y)|fn|p+1dx=0, then
nlim→∞kfnk2p=0
J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities
Existence of a minimizer, further properties
Proposition
Assume thatd≥1is an integer and letpbe an admissible exponent with p<d/(d−2)ifd≥3. Then there is an optimal function for (GNS) BPólya-Szeg˝o principle: there is a radial minimizer solving
−2(p−1)2∆f+4¡d−p(d−2)¢fp−C f2p−1=0 Iff=g, thenC=8p
BA rigidity result: iff is a minimizer andP= −pp+−11f1−p, then
¡d−p(d−2)¢ Z
Rdfp+1
¯
¯
¯
¯∆P+(p+1)2
R
Rd|∇f|2dx R
Rdfp+1dx
¯
¯
¯
¯ 2
dx +2d p
Z
Rdfp+1°°°D2P−d1∆PId°
°
° 2dx=0
BWeak stability result: the minimizer isuniqueup to the invariances f(x)=g(x)=(1+ |x|2)−1/(p−1)
An abstract stability result
Relative entropy
F[f] :=12−ppRRd
³
fp+1−gp+1−12p+pg1−p¡f2p−g2p¢´dx Deficit functional
δ[f] :=ak∇fk22+bkfkpp++11−KGNkfk22ppγ≥0 Theorem
Letd≥1andp∈(1,p∗). There is a C>0such that δ[f]≥C F[f]
for anyf∈W :=©f∈L1(Rd,(1+ |x|)2dx) :∇f∈L2(Rd, dx)ªsuch that Z
Rdf2p(1,x)dx= Z
Rd|g|2p(1,x)dx
J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities
A constructive result
Therelative entropy F[f] :=12−ppRRd
³
fp+1−gp+1−12p+pg1−p¡f2p−g2p¢´dx Thedeficit functional
δ[f] :=ak∇fk22+bkfkp+1
p+1−KGNkfk22pγ
p ≥0 Theorem
Letd≥1,p∈(1,p∗),A>0andG>0. There is a C>0such that δ[f]≥C F[f]
for anyf∈W :=©f∈L1(Rd,(1+ |x|)2dx) :∇f∈L2(Rd, dx)ªsuch that Z
Rdf2pdx= Z
Rd|g|2pdx, Z
Rdx f2pdx=0 sup
r>0
rd−pp−1(d−4) Z
|x|>r
f2pdx≤A and F[f]≤G
The fast diffusion equation and the entropy methods
∂u
∂t =∆um
The Rényi entropy powers and the Gagliardo-Nirenberg inequalities Self-similar solutions and the entropy-entropy production method Large time asymptotics, spectral analysis (Hardy-Poincaré inequality)
J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities
The fast diffusion equation in original variables
Consider thefast diffusionequation inRd,d≥1,m∈(0,1)
∂u
∂t =∆um (1)
with initial datumu(t=0,x)=u0(x)≥0such that Z
Rdu0dx=M>0 and Z
Rd|x|2u0dx< +∞
The large time behavior is governed bythe self-similar Barenblatt solutions
B(t,x) := 1
¡κt1/µ¢dB
µ x
κt1/µ
¶
whereµ:=2+d(m−1),κ:=
¯
¯
¯ 2µm m−1
¯
¯
¯ 1/µ
andBis the Barenblatt profile B(x) :=¡C+ |x|2¢−
1 1−m
Entropy growth rate and Rényi entropy powers
Withp=2m1−1⇐⇒m=p2p+1, let us considerf such thatu=f2p um=fp+1andu|∇m−1u|2=(p−1)2|∇f|2
M= kfk2p2p, E[u] := Z
Rdumdx= kfkpp++11 and I[u] :=(p+1)2k∇fk22 By(GNS), ifusolves(1), then
E0=p−1
2p I=p−1
2p (p+1)2 Z
Rd|∇f|2dx
≥p−1
2p (p+1)2³CGNS(p)´2θ kfk
2 θ
2pkfk−
2(1−θ) θ
p+1 ≥C0E1−m−mc1−m withC0:=p2−p1(p+1)2(CGNS(p))2θ M
(d+2)m−d d(1−m)
Z
Rdum(t,x)dx≥ µZ
Rdum0 dx+(1m−−m)Cm 0
c t
¶m−mc1−m
∀t≥0
J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities
Theentropyis defined by
E:= Z
Rdumdx and theFisher informationby
I:= Z
Rdu|∇P|2dx with P= m
m−1um−1is thepressure variable Ifusolves the fast diffusion equation, then
E0=(1−m)I
TheRényi entropy powerF:=Eσ=(RRdumdx)σwithσ=2d 1−1m−1 applied to self-similar Barenblatt solutions has a linear growth int [Toscani, Savaré, 2014],[JD, Toscani, 2016]
Nonlinear carré du champ method
I0= Z
Rd∆(um)|∇P|2dx+2 Z
Rdu∇P· ∇³(m−1)P∆P+ |∇P|2´dx Ifuis a smooth and rapidly decaying function onRd, then
Z
Rd∆(um)|∇P|2dx+2 Z
Rdu∇P· ∇³(m−1)P∆P+ |∇P|2´dx
= −2 Z
Rdum
°
°
°D2P−d1∆PId°
°
°
2dx−2(m−m1) Z
Rdum(∆P)2dx Lemma
Letd≥1and assume thatm∈(m1,1). Ifu solves (1)with initial datum u0∈L1+(Rd)such that RRd|x|2u0dx< +∞and if, for anyt≥0, u(t,·)is a smooth and rapidly decaying function onRd, then for anyt≥0we have
−dtd log µ
I12Eθ(p+1)1−θ
¶
=R
Rdum°°D2P−1d∆PId°
°
2dx+(m−m1)RRdum¯¯∆P+EI¯¯ 2dx
J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities
Self-similar variables: entropy-entropy production inequality
With a time-dependent rescaling based onself-similar variables u(t,x)= 1
κdRdv³τ, x κR
´ where dR
dt =R1−µ, τ(t) :=12logR(t)
∂u
∂t =∆umis changed intoa Fokker-Planck type equation
∂v
∂τ+ ∇ ·h
v³∇um−1−2x´ i=0 (2) Generalized entropy (free energy)andFisher information
F[v] := −1 m
Z
Rd
³
vm−Bm−mBm−1(v−B)´dx I[v] :=
Z
Rdv
¯
¯¯∇vm−1+2x¯¯¯2dx
are such thatI[v]≥4F[v]by(GNS)[del Pino, JD, 2002]so that F[v(t,·)]≤F[v0]e−4t
Spectral gap: sharp asymptotic rates of convergence
[Blanchet, Bonforte, JD, Grillo, Vázquez, 2009]
¡C0+ |x|2¢−
1
1−m≤v0≤¡C1+ |x|2¢−
1
1−m (H)
F[v(t,·)]≤C e−2γ(m)t ∀t≥0, γ(m) :=(1−m)Λα,d whereΛα,d>0is the best constant in the Hardy–Poincaré inequality
Λα,d Z
Rdf2dµα−1≤ Z
Rd|∇f|2dµα ∀f∈H1(dµα), Z
Rdfdµα−1=0 withα:=m1−1<0, dµα:=hαdx,hα(x) :=(1+ |x|2)α
Lemma (already a stability result)
Under assumption(H), I[v]≥(4+η)F[v]for someη∈(0,2(γ(m)−2)) Much more is know,e.g.,[Denzler, Koch, McCann, 2015]
J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities
Spectral gap and the asymptotic time layer
mc=d−2d 0
m1=d−1d m2=d+1d+2
! m2:=d+4d+6
m 1
2 4
Case 1 Case 2 Case 3
γ(m)
(d= 5)
! m1:=d+2d
F[v(t,·)]≤C e−2γ(m)t ∀t≥0
[BBDGV, 2009] [BDGV, 2010] [JD, Toscani, 2015]
The asymptotic time layer improvement
Linearized free energyandlinearized Fisher information F[g] :=m
2 Z
Rdg2B2−mdx and I[g] :=m(1−m) Z
Rd|∇g|2Bdx Hardy-Poincaré inequality. Letd≥1,m∈(m1,1)andg∈L2(Rd,B2−mdx) such that∇g∈L2(Rd,Bdx),R
RdgB2−mdx=0andR
Rdx gB2−mdx=0 I[g]≥4αF[g] where α=2−d(1−m)
Proposition
Letm∈(m1,1)ifd≥2,m∈(1/3,1)ifd=1,η=2d(m−m1)and χ=m/(266+56m). IfRRdvdx=M,RRdx vdx=0and
(1−ε)B≤v≤(1+ε)B
for someε∈(0,χ η), then
Q[v] :=I[v] F[v]≥4+η
J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities
The initial time layer improvement: backward estimate
Rephrasing thecarré du champmethod,Q[v] :=I[v]
F[v]is such that
dQ
dt ≤Q(Q−4)
Lemma
Assume thatm>m1 andv is a solution to (2)with nonnegative initial datumv0. If for someη>0 andT>0, we haveQ[v(T,·)]≥4+η, then
Q[v(t,·)]≥4+ 4ηe−4T
4+η−ηe−4T ∀t∈[0,T]
Regularity and stability The threshold time
Improved entropy-entropy production inequality
Regularity and stability
Our strategy
Regularity and stability
Our strategy
Choose">0, small enough
Get a threshold timet?(")
0 t?(") t
Backward estimate by entropy methods
Forward estimate based on a spectral gap
J. Dolbeault Stability in Gagliardo-Nirenberg inequalities
E s
⇐
# ↳
Initial time layer Asymptotic time layer
J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities
Uniform convergence in relative error
Theorem
Assume thatm∈(m1,1)ifd≥2,m∈(1/3,1)ifd=1 and letε∈(0,1/2), small enough,A>0, andG>0 be given. There exists an explicit time t?≥0 such that, ifu is a solution of
∂u
∂t =∆um (2)
with nonnegative initial datumu0∈L1(Rd)satisfying
sup
r>0
r
d(m−mc) (1−m)
Z
|x|>r
u0dx≤A< ∞ (HA)
R
Rdu0dx=RRdBdx=M andF[u0]≤G, then
sup
x∈Rd
¯
¯
¯
¯ u(t,x) B(t,x)−1
¯
¯
¯
¯≤ε ∀t≥t?
The threshold time
Proposition
Letm∈(m1,1)ifd≥2,m∈(1/3,1)ifd=1,ε∈(0,εm,d),A>0andG>0
t?=c?
1+A1−m+Gα2 εa wherea=αϑ21−−mm andϑ=ν/(d+ν)
c?=c?(m,d)= sup
ε∈(0,εm,d)
max©ε κ1(ε,m),εaκ2(ε,m),ε κ3(ε,m)ª
κ1(ε,m) :=maxn 8c (1+ε)1−m−1,
23−mκ?
1−(1−ε)1−m o
κ2(ε,m) :=(4α)α−1Kαϑ ε2−m1−mαϑ
and κ3(ε,m) := 8α−1 1−(1−ε)1−m
J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities
Improved entropy-entropy production inequality
Theorem
Letm∈(m1,1)ifd≥2,m∈(1/2,1)ifd=1,A>0andG>0. Then there is a positive numberζsuch that
I[v]≥(4+ζ)F[v]
for any nonnegative functionv∈L1(Rd)such thatF[v]=G, R
Rdvdx=M, RRdx vdx=0andv satisfies (HA) We have theasymptotic time layer estimate
ε∈(0,2ε?), ε?:=1
2min©εm,d,χ ηª
with T=1
2logR(t?) (1−ε)B≤v(t,·)≤(1+ε)B ∀t≥T
and, as a consequence, theinitial time layer estimate
I[v(t,.)]≥(4+ζ)F[v(t,.)] ∀t∈[0,T], where ζ= 4ηe−4T 4+η−ηe−4T
Two consequences
ζ=Z¡A,F[u0]¢, Z(A,G) := ζ?
1+A(1−m)α2+G, ζ? := 4η
4+η µ εa?
2αc?
¶α2 cα
BImproved decay rate for the fast diffusion equation in rescaled variables Corollary
Letm∈(m1,1)ifd≥2,m∈(1/2,1)ifd=1,A>0andG>0. Ifv is a solution of (2) with nonnegative initial datumv0∈L1(Rd)such that F[v0]=G,RRdv0dx=M, RRdx v0dx=0 andv0 satisfies (HA), then
F[v(t,.)]≤F[v0]e−(4+ζ)t ∀t≥0 BThe stability in the entropy - entropy production estimate I[v]−4F[v]≥ζF[v]also holds in a stronger sense
I[v]−4F[v]≥ ζ 4+ζI[v]
J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities
A general stability result
λ[f] :=
µ2dκ[f]p−1 p2−1
kfkp+p+11 k∇fk22
¶
2p d−p(d−4)
, κ[f] :=M
1 2p kfk2p
A[f] := M
λ[f]
d−p(d−4) p−1 kfk22pp
supr>0rd−p(d−
4) p−1 R
|x|>r|f(x+xf)|2pdx
E[f] :=12p−pRRd
Ã
κ[f]p+1 λ[f]d
p−1 2p
fp+1−gp+1−12+ppg1−p µκ[f]2p
λ[f]2 f2p−g2p
¶! dx S[f]:=M
p−1 2p
p2−1 1
C(p,d)Z(A[f],E[f]) Theorem
Letd≥1andp∈(1,p∗). For anyf∈W, we have
³k∇fkθ2kfk1p−+θ1´2pγ−(CGNkfk2p)2pγ≥S[f]kfk22ppγE[f]
References
M. Bonforte, J. Dolbeault, B. Nazaret, and N. Simonov.Stability in Gagliardo-Nirenberg inequalities.
Preprinthttps://hal.archives-ouvertes.fr/hal-02887010
M. Bonforte, J. Dolbeault, B. Nazaret, and N. Simonov.Explicit constants in Harnack inequalities and regularity estimates, with an application to the fast diffusion equation(supplementary material).
Preprinthttps://hal.archives-ouvertes.fr/hal-02887013
M. Bonforte, J. Dolbeault, B. Nazaret, and N. Simonov. A memoir...
work in progress ! + some results also in the PhD thesis of N. Simonov (UAM, february 2020)
http://www.ceremade.dauphine.fr/∼dolbeaul
J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities
These slides can be found at
http://www.ceremade.dauphine.fr/∼dolbeaul/Conferences/
BLectures The papers can be found at
http://www.ceremade.dauphine.fr/∼dolbeaul/Preprints/list/
BPreprints and papers
For final versions, useDolbeaultas login andJeanas password
E-mail:dolbeault@ceremade.dauphine.fr
Thank you for your attention !
J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities