Sobolev conjugate

The Sobolev conjugate of p for $1\leq p<n$, where n is space dimensionality, is

$p^{*}={\frac {pn}{n-p}}>p$

This is an important parameter in the Sobolev inequalities.

Motivation

A question arises whether u from the Sobolev space $W^{1,p}(\mathbb {R} ^{n})$ belongs to $L^{q}(\mathbb {R} ^{n})$ for some q>p. More specifically, when does $\|Du\|_{L^{p}(\mathbb {R} ^{n})}$ control $\|u\|_{L^{q}(\mathbb {R} ^{n})}$? It is easy to check that the following inequality

$\|u\|_{L^{q}(\mathbb {R} ^{n})}\leq C(p,q)\|Du\|_{L^{p}(\mathbb {R} ^{n})}$ (*)

can not be true for arbitrary q. Consider $u(x)\in C_{c}^{\infty }(\mathbb {R} ^{n})$, infinitely differentiable function with compact support. Introduce $u_{\lambda }(x):=u(\lambda x)$. We have that

$\|u_{\lambda }\|_{L^{q}(\mathbb {R} ^{n})}^{q}=\int _{\mathbb {R} ^{n}}|u(\lambda x)|^{q}dx={\frac {1}{\lambda ^{n}}}\int _{\mathbb {R} ^{n}}|u(y)|^{q}dy=\lambda ^{-n}\|u\|_{L^{q}(\mathbb {R} ^{n})}^{q}$

$\|Du_{\lambda }\|_{L^{p}(\mathbb {R} ^{n})}^{p}=\int _{\mathbb {R} ^{n}}|\lambda Du(\lambda x)|^{p}dx={\frac {\lambda ^{p}}{\lambda ^{n}}}\int _{\mathbb {R} ^{n}}|Du(y)|^{p}dy=\lambda ^{p-n}\|Du\|_{L^{p}(\mathbb {R} ^{n})}^{p}$

The inequality (*) for $u_{\lambda }$ results in the following inequality for $u$

$\|u\|_{L^{q}(\mathbb {R} ^{n})}\leq \lambda ^{1-n/p+n/q}C(p,q)\|Du\|_{L^{p}(\mathbb {R} ^{n})}$

If $1-n/p+n/q\not =0$, then by letting $\lambda$ going to zero or infinity we obtain a contradiction. Thus the inequality (*) could only be true for

$q={\frac {pn}{n-p}}$,

which is the Sobolev conjugate.

See also

• Sergei Lvovich Sobolev

References

• Lawrence C. Evans. Partial differential equations. Graduate Studies in Mathematics, Vol 19. American Mathematical Society. 1998. ISBN 0-8218-0772-2