• Aucun résultat trouvé

Stability in Gagliardo-Nirenberg-Sobolev inequalities

N/A
N/A
Protected

Academic year: 2022

Partager "Stability in Gagliardo-Nirenberg-Sobolev inequalities"

Copied!
36
0
0

Texte intégral

(1)

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)

(2)

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

(3)

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] functionswhend3? 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

(4)

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

(5)

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|xy|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|4dxπ Z

R2|f|6dx [Carlen, Carrillo, Loss, 2010]Ifusolvesut =∆p

uandf =u1/4, then

−1 8

d

dtH[u]= Z

R2|∇f|2dxπ R

R2|f|6dx R

R2|f|4dx Stability for log-HLS arises from the stability for GNS

(6)

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

(7)

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

(8)

Gagliardo-Nirenberg-Sobolev inequalities

k∇fkθ2kfk1p+θ1CGNS(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

(9)

Gagliardo-Nirenberg-Sobolev inequalities

We consider the inequalities

k∇fkθ2kfk1p+θ1CGNS(p)kfk2p (GNS)

θ=(d+2d(pp(d1)2))p, p(1,+∞)ifd=1or2, p(1,p]ifd3, p=dd2

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((xy)/λ),g(x)=¡1+ |x|2¢

1 p1

(10)

Related inequalities

k∇fkθ2kfk1p+θ1CGNS(p)kfk2p (GNS) BSobolev’s inequality:d3,p=p=d/(d2)

Sdk∇fk2≥ kfk2p

BEuclidean Onofri inequality Z

R2ehh 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|2dx12RRd|f|2log µ|f|2

kfk22

dx+d4log¡2πe2¢ RRd|f|2dx

J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities

(11)

Deficit, scale invariance

Deficit functional

δ[f] :=(p1)2k∇fk22+4dp(d2)

p+1 kfkpp++11KGNSkfk2p2pγ Lemma

(GNS)is equivalent toδ[f]0if and only if KGNS=C(p,d)CGNS2pγ

whereγ=d+d2p(dp(d4)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 thatf0a.e.

(12)

Relative entropy, relative Fisher information

BFree energyorrelative entropy functional E[f|g] := 2p

1p Z

Rd

³

fp+1gp+112p+pg1p³f2pg2p´´dx If

Z

Rdf2p(1,x,|x|2)dx= Z

Rdg2p(1,x,|x|2)dx, gM then E[f|g]= 2p

1p Z

Rd

³

fp+1gp+1´dx and δ?[f]E[f|g]2 BRelative Fisher information

J[f|g] :=p+1 p1 Z

Rd

¯

¯

¯(p1)f+fpg1p¯¯¯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

(13)

Some inequalities

Lemma (Csiszár-Kullback inequality)

Letd1andp>1. There exists a constantCp>0such that

°

°

°f2pg2p°°°2

L1(Rd)≤CpE[f|g] if kfk2p= kgk2p

Lemma (Entropy - entropy production inequality) p+1

p1δ[f]=J£f|gf¤4E£f|gf¤0

Lemma (A weak stability result)

δ[f]δ?[f]E[f|g]2

(14)

Concentration-compactness

IM=infn(p1)2k∇fk22+4dpp(d+12)kfkpp++11:fHp(Rd), kfk22pp=Mo I1=KGNSandIM=I1Mγfor anyM>0

Lemma

Ifd1 andp is an admissible exponent withp<d/(d2), then IM1+M2<IM1+IM2 M1,M2>0

Lemma

Letd1andpbe an admissible exponent withp<d/(d2)ifd3. 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

(15)

Existence of a minimizer, further properties

Proposition

Assume thatd1is an integer and letpbe an admissible exponent with p<d/(d2)ifd3. Then there is an optimal function for (GNS) BPólya-Szeg˝o principle: there is a radial minimizer solving

−2(p1)2∆f+4¡dp(d2)¢fpC f2p1=0 Iff=g, thenC=8p

BA rigidity result: iff is a minimizer andP= −pp+11f1p, then

¡dp(d2)¢ Z

Rdfp+1

¯

¯

¯

¯∆P+(p+1)2

R

Rd|∇f|2dx R

Rdfp+1dx

¯

¯

¯

¯ 2

dx +2d p

Z

Rdfp+1°°°D2Pd1∆PId°

°

° 2dx=0

BWeak stability result: the minimizer isuniqueup to the invariances f(x)=g(x)=(1+ |x|2)1/(p1)

(16)

An abstract stability result

Relative entropy

F[f] :=12ppRRd

³

fp+1gp+112p+pg1p¡f2pg2p¢´dx Deficit functional

δ[f] :=ak∇fk22+bkfkpp++11KGNkfk22ppγ0 Theorem

Letd1andp(1,p). There is a C>0such that δ[f]C F[f]

for anyfW :=©fL1(Rd,(1+ |x|)2dx) :fL2(Rd, dx)ªsuch that Z

Rdf2p(1,x)dx= Z

Rd|g|2p(1,x)dx

J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities

(17)

A constructive result

Therelative entropy F[f] :=12ppRRd

³

fp+1gp+112p+pg1p¡f2pg2p¢´dx Thedeficit functional

δ[f] :=ak∇fk22+bkfkp+1

p+1−KGNkfk22pγ

p ≥0 Theorem

Letd1,p(1,p),A>0andG>0. There is a C>0such that δ[f]C F[f]

for anyfW :=©fL1(Rd,(1+ |x|)2dx) :fL2(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

f2pdxA and F[f]G

(18)

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

(19)

The fast diffusion equation in original variables

Consider thefast diffusionequation inRd,d1,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(m1),κ:=

¯

¯

¯ 2µm m1

¯

¯

¯ 1/µ

andBis the Barenblatt profile B(x) :=¡C+ |x|2¢

1 1−m

(20)

Entropy growth rate and Rényi entropy powers

Withp=2m11⇐⇒m=p2p+1, let us considerf such thatu=f2p um=fp+1andu|∇m1u|2=(p1)2|∇f|2

M= kfk2p2p, E[u] := Z

Rdumdx= kfkpp++11 and I[u] :=(p+1)2k∇fk22 By(GNS), ifusolves(1), then

E0=p1

2p I=p1

2p (p+1)2 Z

Rd|∇f|2dx

≥p1

2p (p+1)2³CGNS(p)´2θ kfk

2 θ

2pkfk

2(1−θ) θ

p+1 ≥C0E1m−mc1−m withC0:=p2p1(p+1)2(CGNS(p))2θ M

(d+2)m−d d(1m)

Z

Rdum(t,x)dx µZ

Rdum0 dx+(1mm)Cm 0

c t

m−mc1m

∀t0

J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities

(21)

Theentropyis defined by

E:= Z

Rdumdx and theFisher informationby

I:= Z

Rdu|∇P|2dx with P= m

m1um1is thepressure variable Ifusolves the fast diffusion equation, then

E0=(1m)I

TheRényi entropy powerF:=Eσ=(RRdumdx)σwithσ=2d 11m−1 applied to self-similar Barenblatt solutions has a linear growth int [Toscani, Savaré, 2014],[JD, Toscani, 2016]

(22)

Nonlinear carré du champ method

I0= Z

Rd∆(um)|∇P|2dx+2 Z

RduP· ∇³(m1)P∆P+ |∇P|2´dx Ifuis a smooth and rapidly decaying function onRd, then

Z

Rd∆(um)|∇P|2dx+2 Z

RduP· ∇³(m1)P∆P+ |∇P|2´dx

= −2 Z

Rdum

°

°

°D2Pd1∆PId°

°

°

2dx2(mm1) Z

Rdum(∆P)2dx Lemma

Letd1and assume thatm(m1,1). Ifu solves (1)with initial datum u0L1+(Rd)such that RRd|x|2u0dx< +∞and if, for anyt0, u(t,·)is a smooth and rapidly decaying function onRd, then for anyt0we have

dtd log µ

I12Eθ(p+1)1−θ

=R

Rdum°°D2P1d∆PId°

°

2dx+(mm1)RRdum¯¯∆P+EI¯¯ 2dx

J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities

(23)

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 =R1µ, τ(t) :=12logR(t)

u

t =∆umis changed intoa Fokker-Planck type equation

v

∂τ+ ∇ ·h

v³um12x´ i=0 (2) Generalized entropy (free energy)andFisher information

F[v] := −1 m

Z

Rd

³

vm−BmmBm1(v−B)´dx I[v] :=

Z

Rdv

¯

¯¯∇vm1+2x¯¯¯2dx

are such thatI[v]4F[v]by(GNS)[del Pino, JD, 2002]so that F[v(t,·)]F[v0]e4t

(24)

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 e2γ(m)t t0, γ(m) :=(1m)Λα,d whereΛα,d>0is the best constant in the Hardy–Poincaré inequality

Λα,d Z

Rdf2α1≤ Z

Rd|∇f|2α ∀fH1(dµα), Z

Rdfdµα1=0 withα:=m11<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

(25)

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 e2γ(m)t t0

[BBDGV, 2009] [BDGV, 2010] [JD, Toscani, 2015]

(26)

The asymptotic time layer improvement

Linearized free energyandlinearized Fisher information F[g] :=m

2 Z

Rdg2B2mdx and I[g] :=m(1m) Z

Rd|∇g|2Bdx Hardy-Poincaré inequality. Letd1,m(m1,1)andgL2(Rd,B2mdx) such that∇gL2(Rd,Bdx),R

RdgB2mdx=0andR

Rdx gB2mdx=0 I[g]4αF[g] where α=2d(1m)

Proposition

Letm(m1,1)ifd2,m(1/3,1)ifd=1,η=2d(mm1)and χ=m/(266+56m). IfRRdvdx=M,RRdx vdx=0and

(1ε)Bv(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

(27)

The initial time layer improvement: backward estimate

Rephrasing thecarré du champmethod,Q[v] :=I[v]

F[v]is such that

dQ

dt Q(Q4)

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+ 4ηe4T

4+η−ηe4T t[0,T]

(28)

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

(29)

Uniform convergence in relative error

Theorem

Assume thatm(m1,1)ifd2,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 datumu0L1(Rd)satisfying

sup

r>0

r

d(m−mc) (1−m)

Z

|x|>r

u0dxA< ∞ (HA)

R

Rdu0dx=RRdBdx=M andF[u0]G, then

sup

x∈Rd

¯

¯

¯

¯ u(t,x) B(t,x)1

¯

¯

¯

¯≤ε ∀tt?

(30)

The threshold time

Proposition

Letm(m1,1)ifd2,m(1/3,1)ifd=1,ε∈(0,εm,d),A>0andG>0

t?=c?

1+A1m+Gα2 εa wherea=αϑ21mm andϑ=ν/(d+ν)

c?=c?(m,d)= sup

ε(0m,d)

max©ε κ1(ε,m),εaκ2(ε,m),ε κ3(ε,m)ª

κ1(ε,m) :=maxn 8c (1+ε)1m1,

23mκ?

1(1ε)1m o

κ2(ε,m) :=(4α)α1Kαϑ ε2−m1mαϑ

and κ3(ε,m) := 8α1 1(1ε)1m

J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities

(31)

Improved entropy-entropy production inequality

Theorem

Letm(m1,1)ifd2,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 functionvL1(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)Bv(t)(1+ε)B tT

and, as a consequence, theinitial time layer estimate

I[v(t,.)](4+ζ)F[v(t,.)] t[0,T], where ζ= 4ηe4T 4ηe4T

(32)

Two consequences

ζ=Z¡A,F[u0]¢, Z(A,G) := ζ?

1+A(1m)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)ifd2,m(1/2,1)ifd=1,A>0andG>0. Ifv is a solution of (2) with nonnegative initial datumv0L1(Rd)such that F[v0]=G,RRdv0dx=M, RRdx v0dx=0 andv0 satisfies (HA), then

F[v(t,.)]F[v0]e(4+ζ)t t0 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

(33)

A general stability result

λ[f] :=

µ2dκ[f]p−1 p21

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] :=12ppRRd

Ã

κ[f]p+1 λ[f]d

p1 2p

fp+1gp+112+ppg1p µκ[f]2p

λ[f]2 f2pg2p

¶! dx S[f]:=M

p−1 2p

p21 1

C(p,d)Z(A[f],E[f]) Theorem

Letd1andp(1,p). For anyfW, we have

³k∇fkθ2kfk1p+θ1´2pγ(CGNkfk2p)2pγS[f]kfk22ppγE[f]

(34)

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

(35)

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 !

(36)

J. Dolbeault Stability in Gagliardo-Nirenberg-Sobolev inequalities

Références

Documents relatifs

Sobolev spaces; Hardy-Littlewood-Sobolev inequality; logarithmic Hardy- Littlewood-Sobolev inequality; Sobolev’s inequality; Onofri’s inequality; Gagliardo-Nirenberg in-

We find a new sharp trace Gagliardo-Nirenberg-Sobolev inequality on convex cones, as well as a sharp weighted trace Sobolev inequality on epigraphs of convex functions... With

One is to establish an abstract convex Sobolev type inequality using mass transport, and the other one is to establish a new functional Brunn-Minkowski type inequality on R n + ,

N = 1, Ω = R.. The proof consists of a tedious analysis of all possibilities. Apply Corollary 3.1. Here we use again reiteration. There is nothing to prove! Case 9.. This follows

The fast diffusion equation determines the family of inequalities, which in- cludes Sobolev’s inequality as an endpoint, and dictates the functional setting and the strategy,

There is a also notion of gradient flow for a well-chosen notion of distance (which is not, in general, Wasserstein’s distance), that is studied in Section 6.2 and for which

Explicit constants in Harnack inequalities and regularity estimates, with an application to the fast diffusion equation (supplementary material).

B Stability in a weaker norm but with explicit constants B From duality to improved estimates based on Yamabe’s flow.. Dolbeault Stability in