200910jpa Dsobolev
200910jpa Dsobolev
239-8686, Japan
Abstract
A discrete version of Sobolev inequalities in Hilbert spaces 2 and 2N , which
are equipped with an inner product defined by using 2Mth positive difference
operators, is presented. Their best constants are also found by means of the
theory of reproducing kernel and are given by a harmonic mean of the spectra
of the difference operator. Other expressions of the best constants are also
derived.
1. Introduction
This paper is organized as follows. In section 2, we start with the simplest example
corresponding to the case M = 1, that is the second-order difference operator. We derive
the discrete analogue of the Sobolev inequality and find its best constant by using the
theory of reproducing kernels. In section 3, we generalize this result to the case M 2.
Section 4 is devoted to the derivation of the discrete Sobolev inequality corresponding to
periodic boundary problems for the same difference operator as in section 3. Finally in
section 5, we give concluding remarks.
2. Simple example
2
J. Phys. A: Math. Theor. 42 (2009) 454014 A Nagai et al
The above relation shows that the inverse operator A−1 is a convolution operator by the
sequence (. . . , A−1 (i), . . .) given by
∞ ∞
−1 −k−1
A (i) = −z1 e0 z0 δ(i + k) − e1
k
z1 δ(i − k − 1)
k=0 k=0
∞ ∞
1
= k
z δ(i + k) + z k+1
δ(i − k − 1) . (6)
1 − |z|2 k=0 k=0
For the set of a Hilbert space 2 and an inner product (u, v)A , the kernel function
K(i, j ) = A−1 (i − j )
∞ ∞
−k−1
= −z1 e0 z0 δ(i − j + k) − e1
k
z1 δ(i − j − k − 1)
k=0 k=0
∞ ∞
1
= z δ(i − j + k) +
k
z k+1
δ(i − j − k − 1) . (7)
1 − |z|2 k=0 k=0
is a reproducing kernel. In fact, we can show from (3) and (7) that for any j ∈ Z =
{0, ±1, ±2, . . .} fixed and for any u ∈ 2 , K(i, j ), as a function in i, belongs to 2 and the
reproducing relation,
(u, K(·, j ))A = u(j ) (8)
holds. From the theory of reproducing kernel, we have the following theorem.
3
J. Phys. A: Math. Theor. 42 (2009) 454014 A Nagai et al
Theorem 1. Let z be a complex number which satisfies |z| < 1. We can find a positive constant
C such that for any u ∈ 2 the discrete Sobolev inequality of the following form holds:
(sup |u(j )|)2 C(Au, u). (9)
j ∈Z
Proof. [Proof of theorem 1.] Applying the Cauchy–Schwartz inequality to the reproducing
relation (8), we have
(sup |u(j )|)2 = (sup |(u, K(·, j ))A |)2
j ∈Z j ∈Z
M−1
A= A(zj ), (11)
j =0
M−1
A= (I − z̄j L−1 )(I − zj L)
j =0
is also self-adjoint and positive definite. Introducing new parameters zM , . . . , z2M−1 defined
by
zM+j = z̄j−1 (0 j M − 1),
we can write
⎛ ⎞
M−1
2M−1
A = (−1)M ⎝ −1 ⎠ M
zM+j L (L−1 − zj I ).
j =0 j =0
4
J. Phys. A: Math. Theor. 42 (2009) 454014 A Nagai et al
M−1
2M−1
A−1 = (−1)M zM+j L−M ej (L−1 − zj I )−1 .
j =0 j =0
M−1
M−1 ∞
2M−1 ∞
A−1 = (−1)M zM+j ⎣ ej zjk Lk+1−M − ej zj−k−1 L−k−M ⎦ .
j =0 j =0 k=0 j =M k=0
M−1
M−1 ∞
A−1 (i) = (−1)M zM+j ⎣ ej zjk δ(i + k + 1 − M)
j =0 j =0 k=0
⎤
2M−1 ∞
− ej zj−k−1 δ(i − k − M)⎦ .
j =M k=0
M−1
M−1
A−1 (0) = (−1)M zM+j ej zjM−1 . (12)
j =0 j =0
M−1
−1 ⎜ .. ⎟
⎜
⎟
A−1 (0) = (−1)M zM+j z0M−1 , . . . , zM−1
M−1
, 0, . . . , 0 zji ⎜ . ⎟ ,
⎝0⎠
j =0
1
where z0M−1 , . . . , zM−1
M−1
, 0, . . . , 0 and (0, . . . , 0, 1) are 2M-dimensional vectors. In general,
for any n×n matrix A = (aij ) and n×1 matrices b = t (b0 , . . . , bn−1 ) and c = t (c0 , . . . , cn−1 )
the following formula holds:
A c
t −1
bA c = − t |A|.
b 0
5
J. Phys. A: Math. Theor. 42 (2009) 454014 A Nagai et al
M−1 zji . i
−1 z ,
A (0) = (−1) M−1
zM+j 0
j
j =0 1
zM−1 · · · M−1
zM−1 0 ··· 0 0
0
where the numerator is a (2M + 1) × (2M + 1) matrix and the denominator is a 2M × 2M
matrix. The Laplace expansion of the above numerator with respect to the last column gives
M−1
zji i
A−1 (0) = (−1)M zM+j
z .
j (13)
j =0
zM−1 · · · zM−1 0 · · · 0
0 M−1
We now arrive at the following conclusion.
Theorem 2. Let z0 , . . . , zM−1 be M complex numbers which satisfy |zj | < 1 (0 j M −1).
zM , . . . , z2M−1 are given by zM+j = z̄j−1 (0 j M − 1). We can find a positive constant C
such that for any u ∈ 2 the following discrete Sobolev inequality of the Mth order holds:
M−1 2
(sup |u(j )|)2 C (I − zj L)u . (14)
j ∈Z
j =0
M−1 √
1
A(i) = e −1iy |1 − zj e− −1y |2 dy,
2π 0 j =0
where
M−1 √
λ(y) = |1 − zj e− −1y 2
|
j =0
is the continuous spectrum of the self-adjoint operator A, we also have the spectral
decomposition
2π √
M−1 √
−1 1 −1iy
A (i) = e |1 − zj e− −1y |−2 dy.
2π 0 j =0
6
J. Phys. A: Math. Theor. 42 (2009) 454014 A Nagai et al
Putting i = 0 we have
2π M−1 √
1
A−1 (0) = |1 − zj e− −1y −2
| dy. (16)
2π 0 j =0
We should remark, however, that it is not easy to perform integration if M 2.
M−1
M−1
−1 N−1
A−1 = (−1)M zM+j ⎣ ej 1 − zjN zjk Lk−M0
j =0 j =0 k=0
⎤
2M−1
−1
N−1
− ej 1 − zj−N zj−k−1 L−k−1−M0 ⎦ , (19)
j =M k=0
7
J. Phys. A: Math. Theor. 42 (2009) 454014 A Nagai et al
It should be noted that the relation A−1 (i + N ) = A−1 (i) holds for any i ∈ Z. Now we have
⎡
M−1
M−1
−1 N−1
A−1 (i) = (−1)M zM+j ⎣ ej 1 − zjN zjk δ(i + k − M0 )
j =0 j =0 k=0
⎤
2M−1
−1
N−1
− ej 1 − zj−N zj−k−1 δ(i − k − 1 − M0 )⎦ . (20)
j =M k=0
Putting i = 0, we have
⎡
M−1
M−1
−1 N−1
A−1 (0) = (−1)M zM+j ⎣ ej 1 − zjN zjk δ(k − M0 )
j =0 j =0 k=0
⎤
2M−1
−1
N−1
− ej 1 − zj−N zj−k−1 δ(−k − 1 − M0 )⎦
j =M k=0
M−1
2M−1
−1
= (−1)M zM+j ej 1 − zjN zjM0 . (21)
j =0 j =0
Through the same argument as in the previous section, A−1 (0) is rewritten in the following
determinant expression:
M−1
zji i
−1
A (0) = (−1) M
zM+j
z ,
j (22)
j =0
ϕ(z )
j
where
zM0
ϕ(z) = .
1 − zN
We finally have the following theorem.
M−1
zji i
C(N, M; z0 , . . . , zM−1 ) = (−1)M zM+j
z ,
j (24)
j =0
ϕ(zj )
8
J. Phys. A: Math. Theor. 42 (2009) 454014 A Nagai et al
Explicit forms of the best constants in the case M = 1, 2 are given in the following
theorem, which is proved in the appendix.
Theorem 4. For any fixed N = 2, 3, 4, . . ., the best constant C(N, 1; z0 ) and C(N, 2; z0 , z1 )
are given by
1 − |z0 |2N
C(N, 1; z0 ) = 2 > 0, (25)
(1 − |z0 |2 )1 − zN 0
N−1 j 2
z0i z1 + i+j =k+N z0i z1
j
i+j =k
k=0 i,j 0
C(N, 2; z0 , z1 ) =
i,j >k
> 0. (26)
1 − z N 2 1 − z N 2
0 1
It is interesting to note that A−1 (0) given by (22) has another expression, which follows
from the spectral decomposition or decomposition into Jordan canonical form. Using
√ 1
ω = exp( −1 2π/N), W = √ (ωij ), L̂ = (ωi δij ),
N
we have the decomposition
L = W L̂W ∗ .
The diagonal matrix L̂ is the Jordan canonical form of L; W is a unitary matrix, so we have
W ∗ = W −1 . Using this fact, we have the decomposition
A = W ÂW ∗ ,
where
M−1
M−1
−1 −1 ∗ −1 i −2
A = W Â W , Â = |1 − zk ω | δij ,
k=0
that is,
1 (i−j )l
N−1 M−1
A−1 (i − j ) = ω |1 − zk ωl |−2 .
N l=0 k=0
Finally, we have
1
N−1 M−1
−1
A (0) = |1 − zk ωl |−2 .
N l=0 k=0
9
J. Phys. A: Math. Theor. 42 (2009) 454014 A Nagai et al
5. Concluding remarks
We have derived the discrete Sobolev inequality which estimates the supremum of the sequence
u(j ) by the norm of difference sequence uA , which is considered as a discrete analogue of
the Sobolev norm. It is expected that the obtained results have important relations with error
analysis in the field of numerical analysis.
In the continuous limit, we essentially obtain the boundary value problem for 2Mth
differential operator M−1j =0 (−(d/dx) + qj ), where qj is constant. In the case qj = 0 (0
2
j M − 1), we have already obtained the result [3]. In the case M = 1 and q0 = 0, we have
a string deflection problem [2]. It is also an interesting problem to investigate in detail the
case M = 2, q0 , q1 = 0, which describes a beam deflection problem.
Acknowledgments
One of the authors (AN) is supported by J. S. P. S. Grant-in-Aid for Scientific Research (C)
No 20540138.
Appendix.
Proof of theorem 4. We here prove theorem 4 concerning the best constant of discrete Sobolev
inequality with periodic boundary condition. Since (25) is proved through simple calculations,
we prove only (26):
1 1 1 1
z z3
0 z1 z2
z2 2 2
z32
0 z1 z2
z0 z1 z2 z3
1−zN 1−zN 1−zN 1−z N
C(N, 2; z0 , z1 ) = z2 z3 0
1 2
3 . (A.1)
1 1 1 1
z0 z1 z2 z3
z 2 z 2 z 2 z 2
0 1 2 3
z 3 z 3 z 3 z 3
0 1 2 3
Noting that the denominator is calculated as
|z0 − z1 |2 |1 − z0 z¯1 |2 (1 − |z0 |2 )(1 − |z1 |2 )
(zi − zj ) = − ,
i<j
z¯0 3 z¯1 3
we have
1/z0 1/z1 z̄0 z̄1
1 1 1 1
2
|z0 | |z1 | z
2
0 z1 1/z̄0 1/z̄1
1 1
1−zN 1
1−z1N
1
1−z̄0−N 1−z̄ −N
C(N, 2; z0 , z1 ) = − 0 1
. (A.2)
|z0 − z1 |2 |1 − z0 z¯1 |2 (1 − |z0 |2 )(1 − |z1 |2 )
Expanding the numerator with respect to the last row, we have
1/z0 1/z1 z̄0 z̄1 1 1 z̄02 z̄12
1 1 1 1 z z z̄0 z̄1
0 1
−|z0 |2 |z1 |2 z 1/z̄1 = − z02 z12 1 1
0 z1 1/z̄0
1 z0 −z̄0N+1 −z̄1N+1
1−zN 1−z
1
N
1
1−z̄−N
1
1−z̄−N
N z1
N
0 1 0 1 1−z0 1−z1 1−z̄0N 1−z̄1N
10
J. Phys. A: Math. Theor. 42 (2009) 454014 A Nagai et al
z0
= z̄0 + z̄02 z1 |z1 |2 + |z1 |2 z̄1 − z̄0 |z1 |4 − z̄02 z1 − z̄1
1 − z0 N
z1
− z̄0 + |z0 |4 z̄1 + z0 z̄12 − |z0 |2 z0 z̄12 − |z0 |2 z̄0 − z̄1
1 − z1 N
z̄N+1
− 0 N z1 + z0 |z1 |4 + z02 z̄1 − z02 z1 |z1 |2 − |z1 |2 z1 − z0
1 − z̄0
z̄N+1
+ 1 N z1 + |z0 |2 z0 + |z0 |2 z̄0 z1 − |z0 |4 z1 − z̄0 z12 − z0
1 − z̄1
1 2 2
= 2 |z0 | (1 − |z0 |2N )(1 − |z1 |2 )|1 − z0 z̄1 |2 1 − z1N
1 − z |1 − z |2
N N
0 1
2
+ |z1 | (1 − |z1 | )(1 − |z0 |2 )|1 − z0 z̄1 |2 1 − z0N
2 2N
− z0 z̄1 (1 − (z0 z̄1 )N )(1 − |z0 |2 )(1 − |z1 |2 )(1 − z̄0 z1 ) 1 − z̄0N 1 − z1N
− z̄0 z1 (1 − (z̄0 z1 )N )(1 − |z0 |2 )(1 − |z1 |2 )(1 − z0 z̄1 ) 1 − z0N 1 − z̄1N
through straightforward calculations. Substitution of the above result into (A.2) gives
1
C(N, 2; z0 , z1 ) = 2 2
|z0 − z1 |2 (1
− |z0 |2 )(1
− |z1 − z0 z̄1 |2 1 − z0N 1 − z1N
|2 )|1
2
× |z0 |2 (1 − |z0 |2N )(1 − |z1 |2 )|1 − z0 z̄1 |2 1 − z1N
2
+ |z1 |2 (1 − |z1 |2N )(1 − |z0 |2 )|1 − z0 z̄1 |2 1 − z0N
− z0 z̄1 (1 − (z0 z̄1 )N )(1 − |z0 |2 )(1 − |z1 |2 )(1 − z̄0 z1 ) 1 − z̄0N 1 − z1N
− z̄0 z1 (1 − (z̄0 z1 )N )(1 − |z0 |2 )(1 − |z1 |2 )(1 − z0 z̄1 ) 1 − z0N 1 − z̄1N
1
= 2 2
|z0 − z1 | 1 − zN 1 − zN
2
0 1
|z0 |2 (1 − |z0 |2N ) 2 |z1 |2 (1 − |z1 |2N )
× 1 − z1N + 1 − z N 2
1 − |z0 | 2 1 − |z1 | 2 0
N
1 − (z0 z̄1 ) 1 − (z̄0 z1 )N
− z0 z̄1 1 − z1N 1 − z̄0N − z̄0 z1 1 − z0N 1 − z̄1N
1 − z0 z̄1 1 − z̄0 z1
1
N−1
2(k+1)
= 2 2 |z0 | 1 − zN 2 + |z1 |2(k+1) 1 − zN 2
|z0 − z1 |2 1 − zN 1 − zN
1 0
0 1 k=0
− (z0 z̄1 )k+1 1 − z1N 1 − z̄0N − (z̄0 z1 )k+1 1 − z0N 1 − z̄1N
1
N−1
= zk+1 1 − zN − zk+1 1 − zN 2
|z0 − z1 |2 1 − z0N 1 − z1N k=0
2 2 0 1 1 0
2
N−1
1 j j
= z i
z + z i
z ,
1 − zN 2 1 − zN 2 k=0 i+j =k 0 1 0 1
0 1 i,j 0 i+j =k+N
i,j >k
11
J. Phys. A: Math. Theor. 42 (2009) 454014 A Nagai et al
References
12