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Malinnikova Lecture1

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Malinnikova Lecture1

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jiuyi zhu
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© © All Rights Reserved
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Remez inequality and propagation of smallness

for solutions of second order elliptic PDEs


Part I. Classical Remez inequality,
analytic propagation of smallness

Eugenia Malinnikova
NTNU

March 2018

E. Malinnikova Propagation of smallness for elliptic PDEs


Chebyshev polynomials

Definition
The n-th Chebyshev polynomial of the fist kind is the
polynomial Tn of degree n which satisfies the identity

Tn (cos t) = cos nt.

Clearly T1 (x) = x, T2 (x) = 2x 2 − 1 and the trigonometric


formula

cos(n + 1)t + cos(n − 1)t = 2 cos nt cos t

implies the recursive formula for Tn

Tn+1 (x) = 2xTn (x) − Tn−1 (x).

E. Malinnikova Propagation of smallness for elliptic PDEs


Properties

• Leading coefficient: Tn (x) = 2n−1 x n + ... + cn


• Alternating min-max: We fix n and let xk = cos(kπ/n),
k = 0, ..., n. Then Tn (xk ) = (−1)k ,
−1 = xn < xn−1 < ... < xk < ... < x1 < x0 = 1.
• Extremal property:

max |Tn (x)| = 1 ≤ 2n−1 max |Pn (x)|


−1≤x≤1 −1≤x≤1

for any Pn (x) = x n + an−1 x n−1 + ... + a0 (monic


polynomial of degree n.)
√ √
• Formula 2Tn (x) = (x + x 2 − 1)n + (x − x 2 − 1)n

E. Malinnikova Propagation of smallness for elliptic PDEs


Remez inequality
Theorem (Remez, 1936)
Let E be a measurable subset of an interval I and |E | = m.
Then for any polynomial Pn of degree n
 
2(|I | − m)
max |Pn (x)| ≤ Tn 1 + max |Pn (x)|
x∈I m x∈E

The equality is attained when Pn (x) = CTn (2x/m),


I = (−m/2, m/2 + a) and E = (−m/2, m/2).
Corollary
 n
4|I |
max |Pn (x)| ≤ max |Pn (x)|
x∈I |E | x∈E

E. Malinnikova Propagation of smallness for elliptic PDEs


Tool: Lagrange interpolation formula

If P is a polynomial of degree ≤ n and y0 , ..., yn are distinct


points then
Xn Y y − yk
P(y ) = P(yj )
j=1
yj − yk
k6=j

Proof of Remez inequality


Renormalize to have |E | = 2, I = [−1, 1 + a]. Then find
yj ∈ E such that |yj − yk | ≥ |xj − xk | (extremal points for
Chebyshev polynomial) and |1 + a − yj | ≥ |1 + a − xj | and
compare interpolation formulas for Pn (1 + a) and Tn (1 + a).

E. Malinnikova Propagation of smallness for elliptic PDEs


Turan-Nazarov inequality for exponential sums
Pn
Let Fn (x) = k=0 ak e iλk x .
Theorem (Nazarov, 1993)
Let E be a measurable subset of an interval I and |E | = m.
(i) If all λk ∈ R then
 n
C |I |
max |Fn (x)| ≤ max |Fn (x)|
x∈I |E | x∈E

(ii) If λk ∈ C we define s = max |Imλk |, then


 n
s|I | C |I |
max |Fn (x)| ≤ e max |Fn (x)|
x∈I |E | x∈E

E. Malinnikova Propagation of smallness for elliptic PDEs


Reformulation of Remez inequality

The Remez inequality is equivalent to


 1/n
maxx∈E |Pn (x)|
|E | ≤ 4|I | .
maxx∈I |Pn (x)|
We rewrite it as
|Eδ | ≤ 4|I |δ 1/n ,
where
Eδ = {x ∈ I : |Pn (x)| < δ max |Pn (x)|}.
x∈I

E. Malinnikova Propagation of smallness for elliptic PDEs


Classical results of Cartan and Polya

Let Pn (z) = z n + ... be a monic polynomial of degree n.


Lemma (Cartan, 1928)
Let Fs = {z ∈ C : |Pn (z)| ≤ s n } and let α > 0 then there are
disks Bj (zj , rj ) such that
X
Fs ⊂ ∪j Bj , rjα ≤ e(2s)α
j

For α = 2 one obtains an estimate for the measure of the set


|Fs |. The sharp result here is due to Polya (1928) and it says
that
|Fs | ≤ πs 2 .

E. Malinnikova Propagation of smallness for elliptic PDEs


Hadamard three circle theorem
Theorem
Suppose that f is an analytic function in the domain
{r0 < |z| < R}. Let M(r ) = max|z|=r |f (z)| and
r0 < r1 < r2 < r3 < R. Then

M(r2 ) ≤ M(r1 )α M(r3 )1−α , where r2 = r1α r31−α .

It follows from the maximum principle for (sub)harmonic


function h(z) = log |z a f (z)|. We have

r2a M(r2 ) ≤ max{r1a M(r1 ), r3a M(r3 )}

and choose a such that r1a M(r1 ) = r3a M(r3 ), then

r2a M(r2 ) ≤ (r1a M(r2 ))α (r3a M(r3 ))1−α

E. Malinnikova Propagation of smallness for elliptic PDEs


Two-constant theorem

Theorem
Suppose that f is a bounded analytic function in a Jordan
domain Ω such that |f (z)| ≤ M in Ω and |f (ζ)| ≤ m when
ζ ∈ E ⊂ ∂Ω. Then for any z ∈ Ω

|f (z)| ≤ mωE (z) M 1−ωE (z) ,

where ωE (z) is the harmonic measure of E at point z.


In other words, ωE is the harmonic function with boundary
values 1 on E and 0 on ∂Ω \ E . We once again use the
maximum principle and compare log |f (z)| to
ωE (z) log m + (1 − ωE (z)) log M.

E. Malinnikova Propagation of smallness for elliptic PDEs


Propagation of smallness for real analytic functions
Suppose that u is a real-analytic function in the unite ball
B ⊂ Rd , u extends to a holomorphic function U in O ⊂ Cd
such that O ∩ Rd ⊃ B and |U| ≤ M in O. Suppose that
E ⊂ 1/2B, |E | > 0 and maxE |u| ≤ m. Then

max |u| ≤ Cmβ M 1−β ,


1/2B

where β depends on O and on |E |.


Theorem (Hayman, 1970)
Suppose that u is a harmonic function in B that satisfies
maxB |u|
√ ≤ M. Then there exists a holomorphic function
√ U in
BC (1/ 2) such that U(x) = u(x)√when x ∈ BR (1/ 2) and
|U(z)| ≤ C (|z|)M when |z| < 1/ 2.

E. Malinnikova Propagation of smallness for elliptic PDEs


Łojasiewicz inequality
Suppose that f is a non-zero real analytic function in B ⊂ Rn ,
Zf = f −1 (0),. Then Zf has dimension n − 1, Zf = ∪n−1j=0 Aj ,
where Aj is a countable union of j-dimensional manifolds.

Let Zf ∩ B1 6= ∅. Then for any compact subset K ⊂ B there


exists c > 0 and β such that

|f (x)| ≥ c dist(x, Zf )β , x ∈ K,

β is called the Łojasiewicz exponent of f (in K ).

In particular

Eδ = {x ∈ K : |f (x)| < δ max |f |} ⊂ K ∩ (Zf ) + B(0, c1 δ 1/β ),


B

where D + B(0, ) is the -neighborhood of a set D.


E. Malinnikova Propagation of smallness for elliptic PDEs
Second order elliptic equations

We study operators of the form

Lf = div (A∇f ),

where A(x) = [aij (x)]1≤i,j≤d is a symmetric matrix with


Lipschitz entries and

Λ−1 kv k2 ≤ (A(x)v , v ) ≤ Λkv k2

uniformly in x.

We will study local properties of solutions to the equation


Lf = 0 and changing the coordinates assume that L is a small
perturbation of the Laplacian.

E. Malinnikova Propagation of smallness for elliptic PDEs


Harnack inequality and comparison of norms

Suppose that Lf = 0 in B1 ⊂ Rd and f ≥ 0 in B1 then

max f ≤ CH min f .
B1/2 B1/2

In particular Eδ (f ) = {x ∈ B1/2 : |f (x)| < δ maxB1/2 |f |} is


empty when δ is sufficiently small.

We will also use the following inequality (equivalence of


norms) for any solution f of Lf = 0 in B1 we have
1 1
Z Z
2 2
|f | ≤ max |f | ≤ C |f |2 .
|S1/2 | S1/2 B1/2 |S1 | S1

E. Malinnikova Propagation of smallness for elliptic PDEs

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