Paper 4, Section II, 23F

Analysis of Functions | Part II, 2018

Here and below, Φ:R→R\Phi: \mathbb{R} \rightarrow \mathbb{R} is smooth such that ∫Re−Φ(x)dx=1\int_{\mathbb{R}} e^{-\Phi(x)} \mathrm{d} x=1 and

lim⁡∣x∣→+∞(∣Φ′(x)∣24−Φ′′(x)2)=ℓ∈(0,+∞)\lim _{|x| \rightarrow+\infty}\left(\frac{\left|\Phi^{\prime}(x)\right|^{2}}{4}-\frac{\Phi^{\prime \prime}(x)}{2}\right)=\ell \in(0,+\infty)

Cc1(R)C_{c}^{1}(\mathbb{R}) denotes the set of continuously differentiable complex-valued functions with compact support on R\mathbb{R}.

(a) Prove that there are constants R0>0,λ1>0R_{0}>0, \lambda_{1}>0 and K1>0K_{1}>0 so that for any R⩾R0R \geqslant R_{0} and h∈Cc1(R)h \in C_{c}^{1}(\mathbb{R}) :

∫R∣h′(x)∣2e−Φ(x)dx⩾λ1∫{∣x∣⩾R}∣h(x)∣2e−Φ(x)dx−K1∫{∣x∣⩽R}∣h(x)∣2e−Φ(x)dx\int_{\mathbb{R}}\left|h^{\prime}(x)\right|^{2} e^{-\Phi(x)} d x \geqslant \lambda_{1} \int_{\{|x| \geqslant R\}}|h(x)|^{2} e^{-\Phi(x)} d x-K_{1} \int_{\{|x| \leqslant R\}}|h(x)|^{2} e^{-\Phi(x)} d x

[Hint: Denote g:=he−Φ/2g:=h e^{-\Phi / 2}, expand the square and integrate by parts.]

(b) Prove that, given any R>0R>0, there is a CR>0C_{R}>0 so that for any h∈C1([−R,R])h \in C^{1}([-R, R]) with ∫−R+Rh(x)e−Φ(x)dx=0\int_{-R}^{+R} h(x) e^{-\Phi(x)} d x=0 :

max⁡x∈[−R,R]∣h(x)∣+sip⁡{x,y∈[−R,R],x≠y}∣h(x)−h(y)∣∣x−y∣1/2⩽CR(∫−R+R∣h′(x)∣2e−Φ(x)dx)1/2\max _{x \in[-R, R]}|h(x)|+\operatorname{sip}_{\{x, y \in[-R, R], x \neq y\}} \frac{|h(x)-h(y)|}{|x-y|^{1 / 2}} \leqslant C_{R}\left(\int_{-R}^{+R}\left|h^{\prime}(x)\right|^{2} e^{-\Phi(x)} d x\right)^{1 / 2}

[Hint: Use the fundamental theorem of calculus to control the second term of the left-hand side, and then compare hh to its weighted mean to control the first term of the left-hand side.]

(c) Prove that, given any R>0R>0, there is a λR>0\lambda_{R}>0 so that for any h∈C1([−R,R])h \in C^{1}([-R, R]) :

∫−R+R∣h′(x)∣2e−Φ(x)dx⩾λR∫−R+R∣h(x)−∫−R+Rh(y)e−Φ(y)dy∫−R+Re−Φ(y)dy∣2e−Φ(x)dx\int_{-R}^{+R}\left|h^{\prime}(x)\right|^{2} e^{-\Phi(x)} d x \geqslant \lambda_{R} \int_{-R}^{+R}\left|h(x)-\frac{\int_{-R}^{+R} h(y) e^{-\Phi(y)} d y}{\int_{-R}^{+R} e^{-\Phi(y)} d y}\right|^{2} e^{-\Phi(x)} d x

[Hint: Show first that one can reduce to the case ∫−R+Rhe−Φ=0\int_{-R}^{+R} h e^{-\Phi}=0. Then argue by contradiction with the help of the Arzelà-Ascoli theorem and part (b).]

(d) Deduce that there is a λ0>0\lambda_{0}>0 so that for any h∈Cc1(R)h \in C_{c}^{1}(\mathbb{R}) :

∫R∣h′(x)∣2e−Φ(x)dx⩾λ0∫R∣h(x)−(∫Rh(y)e−Φ(y)dy)∣2e−Φ(x)dx\int_{\mathbb{R}}\left|h^{\prime}(x)\right|^{2} e^{-\Phi(x)} d x \geqslant \lambda_{0} \int_{\mathbb{R}}\left|h(x)-\left(\int_{\mathbb{R}} h(y) e^{-\Phi(y)} d y\right)\right|^{2} e^{-\Phi(x)} d x

[Hint: Show first that one can reduce to the case ∫Rhe−Φ=0\int_{\mathbb{R}} h e^{-\Phi}=0. Then combine the inequality (a), multiplied by a constant of the form ϵ=ϵ0λR\epsilon=\epsilon_{0} \lambda_{R} (where ϵ0>0\epsilon_{0}>0 is chosen so that ϵ\epsilon be sufficiently small), and the inequality (c).]

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