PARTIAL DIFFERENTIAL EQUATIONS

IMPA - AUG-NOV 2011

LECTURE 2
EMANUEL CARNEIRO

1. Interpolation techniques
1.1. The Riesz-Thorin interpolation. Let us first recall some basic facts about
functions and operators in Lp -spaces.
Proposition 1. Let 1 p < q . If f Lp (Rn ) Lq (Rn ) then f Lr (Rn ), for
any p r q. In fact, if we write
1
1
= +
,
r
p
q
with 0 1, we have the inequality
kf kLr (Rn ) kf kLp (Rn ) kf k1
Lq (Rn ) .
Proof. Using H
olders inequality we have
Z
1/r Z
kf kLr (Rn ) =
|f (x)|r dx
=
Rn

Z

1/r

Rn

/p Z

|f (x)| dx
Rn

|f (x)|r |f (x)|r(1) dx

(1)/p

|f (x)| dx
Rn

= kf kLp (Rn ) kf k1
Lq (Rn ) .


Next we prove a version for operators of the last proposition, a result called the
Riesz-Thorin interpolation theorem. First we need a lemma from complex analysis.
Lemma 2 (Hadamards three lines lemma). Let be a bounded and continuous function on the strip 0 <z 1 that is holomorphic on the interior of the strip. If
|(z)| M0 for <(z) = 0 and |(z)| M1 for <(z) = 1 then |(z)| M01t M1t for
<(z) = t with 0 < t < 1.
Proof. For  > 0 consider the function
 (z) =

ez(1z) (z)
M01z M1z

Observe that  satisfies the hypotheses of the lemma with M0 = M1 = 1 and

that | | 0 as =(z) . Therefore | (z)| 1 on the boundary of the rectangle
Date: August 31, 2011.
2000 Mathematics Subject Classification. XX-XXX.
Key words and phrases. XXX-XXX.
1

EMANUEL CARNEIRO

0 <(z) 1 and A =(z) A (for A large) and the maximum modulus principle
implies that | (z)| 1 on the strip 0 <(z) 1. Letting  0 we obtain
|(z)|M0t1 M1t = lim | (z)| 1,
0

for <(z) = t, and this concludes the proof.

Theorem 3 (Riesz-Thorin interpolation). Let 1 p0 , q0 , p1 , q1 . Suppose that

T is a linear map from Lp0 (Rn ) + Lp1 (Rn ) into Lq0 (Rn ) + Lq1 (Rn ) that satisfies the
following estimates
kT f kLq0 (Rn ) M0 kf kLp0 (Rn )
and
kT f kLq1 (Rn ) M1 kf kLp1 (Rn ) .
Let (pt , qt ) be a point such that
1
1t
t
=
+
pt
p0
p1

and

1
1t
t
=
+ ,
qt
q0
q1

for some 0 < t < 1 (i.e. the point (1/pt , 1/qt ) belongs to the segment connecting
(1/p0 , 1/q0 ) and (1/p1 , 1/q1 )). Therefore we have
kT f kLt (Rn ) M01t M1t kf kLpt (Rn ) .

(1.1)

Proof. The case p0 = p1 is given by Proposition 1. Now suppose that p0 6= p1 and thus
that 1 < pt < . We shall prove first that inequality (1.1) holds for f in the space
of simple functions that vanish outside a set of finite measure (note that is dense in
Lp (Rn ), for 1 p < ). For this observe that by duality we have


Z


T f (x) g(x) dx , g , kgkLqt0 = 1
kT f kLqt (Rn ) = sup 
Rn

We may assume that f 6= 0 and rescale to get kf kLpt (Rn ) = 1. Write

f=

m
X

cj Ej

and g =

n
X

dk Fk ,

where the sets Ej are disjoint and the sets Fk are disjoint as well, and the cj s and dk s
are non-zero. Write cj and dk in the polar form
cj = |cj |eij
Let
(z) =

1z
z
+
p0
p1

and dk = |dk |eik .

and

(z) =

1z
z
+ ,
q0
q1

and thus (t) = p1

and (t) = qt1 , for 0 < t < 1. Fix t (0, 1) and since we have
t
assumed pt < we have (t) > 0. We may then define
fz =

m
X

|cj |(z)/(t) eij Ej .

If (t) < 1 we define

gz =

n
X
1

|dk |(1(z))/(1(t)) eik Fk ,

PDE - LECTURE 2

while if (t) = 1 we set gz = g for all z. We henceforth assume (t) < 1, since the
other is a simple modification of the argument. Finally we set
Z
(z) =
T fz (x) gz (x) dx.
Rn

Therefore
(z) =

Ajk |cj |(z)/(t) |dk |(1(z))/(1(t)) ,

j,k

where
Ajk = ei(j +k )

Z
T Ej (x) Fk (x) dx.
Rn

and thus
R we see that is and entire function that is bounded on the strip 0 <(z) 1.
Since (T f )gdx = (t), by the three lines lemma it suffices to show that |(z)| M0
when <(z) = 0, and |(z)| M1 when <(z) = 1. Now observe that






1
1
1
1
1
1
(is) =
+ is

and 1 (is) = 1
is

,
p0
p1
p0
q0
q1
q0
for s R and therefore
|fis | = |f |<((is)/(t)) = |f |pt /p0

and |gis | = |g|<[(1(is))/(1(t))] = |g|qt /q0 .

By H
olders inequality we have
p /p

qt0 /q00

|(is)| kT fis kLq0 kgis kLq00 M0 kfis kLp0 kgis kLq00 = M0 kf kLtpt 0 kgk

Lqt

= M0 .

A similar calculation shows that |(1 + is)| M1 , and we have proved that (1.1)
holds for f . For the general case, given f Lpt (Rn ), we can choose a sequence
{fn } in such that |fn | |f | and fn f pointwise. Also, let E = {x : |f (x)| > 1,
g = f E , gn = fn E , h = f g, hn = fn gn . Suppose without loss of generality that
p0 < p1 , then g Lp0 and h Lp1 , and by dominated convergence kfn f kLpt 0,
kgn gkLp0 0 and khn hkLp1 0. Hence kT gn T gkLq0 0 and kT hn T hkLq1
0, and by passing to a suitable subsequence we may assume that T gn T g a.e and
T hn T h a.e.. But then T fn T f a.e. and by Fatous lemma
kT f kLqt lim inf kT fn kLqt lim inf M01t M1t kfn kLpt = M01t M1t kf kLpt ,
and this concludes the proof.

1.2. Two applications. We list two classical applications of this result. First define
the convolution of two functions f and g by
Z
Z
f g(x) =
f (y) (g(x y) dy =
f (x y) (g(y) dy.
Rn

Rn

Theorem 4 (Youngs inequality for convolutions). Let 1 p, q, r . Then

kf gkLr (Rn ) kf kLp (Rn )) kgkLq (Rn ) .
Proof. One can see the proof of this theorem in three ways. First, one could see that the
proposed inequality is true for (p, q, r) = (1, 1, 1), (1, , ) and (, 1, ) and appeal
to a multilinear (in this case bilinear) version on the Riesz-Thorin intepolation to fill
in the convex hull. The proof of a multilinear version of the Riesz-Thorin interpolation
is basically the same as we did above.
Second, if one wants to use the theorem as we proved above, we should proceed this
way. If is easy to se that we can have (p, q, r) = (1, 1, 1). From Holders inequality we
also have it for (p, q, r) = (p, p0 , ). In particular fixing f L1 we can see that this

EMANUEL CARNEIRO

is a linear operator in g and from the triples (1, 1, 1) and (1, , ) we can produce
(1, q, q). Now fix g Lq and look this linear operator in f . From the points (1, q, q)
and (q 0 , q, ) we reach the desirable (p, q, r) satisfying 1 = 1/r = 1/p + 1/q.
Third, one could prove this theorem directly from a clever use of Holders inequality.
I will leave this as an exercise.

Now define the Fourier transform of a function f L1 (Rn ) by
Z
b
f () =
e2ix f (x) dx.
Rn

It is clear from the definition that

kfbkL (Rn ) kf kL1 (Rn ) .
We shall prove later in this course that the Fourier transform can be extended in natural
way to L2 (Rn ) and satisfies Plancherels theorem
kfbkL2 (Rn ) = kf kL2 (Rn ) .
From these two points, using Riesz interpolation we have
Theorem 5 (Hausdorff-Youngs inequality for the Fourier transform). Let 1 p 2.
Then
kfbkLp0 (Rn ) kf kLp (Rn ) .
References
[1] L. C. Evans, Partial Differential Equations, Graduate Studies in Mathematics, AMS, Volume 19,
1998.
[2] G. B. Folland, Real Analysis, Modern Techniques and Their Applications, John Wiley and Sons,
1999.
[3] R. I
orio and V. M. I
orio, Fourier Analysis and Partial Differential Equations, Cambridge studies
in advanced mathematics, Cambridge University Press, 2001.
IMPA - Estrada Dona Castorina, 110, Rio de Janeiro, RJ, Brazil 22460-320
E-mail address: carneiro@impa.br