Hölder's inequality for a function supported in a set #
Let w vanish almost everywhere off a set A of finite measure. For exponents r, s > 0 with
1/r + 1/s ≤ 1, Hölder's inequality with the three exponents r, s and
(1 - 1/r - 1/s)⁻¹, the last applied to the indicator of A, gives
‖∫ f • w‖ ≤ ‖f‖_{Lʳ} ‖w‖_{Lˢ} μ(A) ^ (1 - 1/r - 1/s).
The factor μ(A) ^ (1 - 1/r - 1/s) is what makes the inequality useful when A is small. In
Stampacchia's and De Giorgi's methods, w is a truncation (u - k)⁺, A is the superlevel set
{u > k}, and the power of its measure is the source of the superlinear gain that drives the
iteration.
Main declarations #
Hölder's inequality for a function vanishing off a set. Let 0 < r, 0 < s with
1/r + 1/s ≤ 1, let f ∈ Lʳ and w ∈ Lˢ, and suppose that w vanishes almost everywhere off a
set A of finite measure. Then
‖∫ f • w‖ ≤ ‖f‖_{Lʳ} ‖w‖_{Lˢ} μ(A) ^ (1 - 1/r - 1/s).