Paper 4, Section II, 23F

Analysis of Functions
Part II, 2018

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

limx+(Φ(x)24Φ(x)2)=(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 RR0R \geqslant R_{0} and hCc1(R)h \in C_{c}^{1}(\mathbb{R}) :

Rh(x)2eΦ(x)dxλ1{xR}h(x)2eΦ(x)dxK1{xR}h(x)2eΦ(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:=heΦ/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 hC1([R,R])h \in C^{1}([-R, R]) with R+Rh(x)eΦ(x)dx=0\int_{-R}^{+R} h(x) e^{-\Phi(x)} d x=0 :

maxx[R,R]h(x)+sip{x,y[R,R],xy}h(x)h(y)xy1/2CR(R+Rh(x)2eΦ(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 hC1([R,R])h \in C^{1}([-R, R]) :

R+Rh(x)2eΦ(x)dxλRR+Rh(x)R+Rh(y)eΦ(y)dyR+ReΦ(y)dy2eΦ(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+RheΦ=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 hCc1(R)h \in C_{c}^{1}(\mathbb{R}) :

Rh(x)2eΦ(x)dxλ0Rh(x)(Rh(y)eΦ(y)dy)2eΦ(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 RheΦ=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).]