Reversed Gronwall-Bellman’s inequality

In mathematics, Gronwall’s inequality (also called Grönwall’s lemma, Gronwall’s lemma or Gronwall–Bellman inequality) allows one to bound a function that is known to satisfy a certain differential or integral inequality by the solution of the corresponding differential or integral equation. The differential form was proven by Grönwall in 1919. The integral form was proven by Richard Bellman in 1943. A nonlinear generalization of the Gronwall–Bellman inequality is known as Bihari’s inequality.

First, we consider the Gronwall inequality.

Type 1. Bounds by integrals based on lower bound .

Let and be real-valued continuous functions defined on . If is differentiable in and satisfies the differential inequality

then is bounded by the solution of the corresponding differential equation , that is to say

for all .

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The failure of compact Rellich-Kondrachov embedding: Unbounded domains and critical exponents

In a very old entry, I talked about an extension of Rellich-Kondrachov theorem for embeddings between Sobolev spaces. For the sake of convenience, here is the statement of this extension:

Theorem (Extension of Rellich-Kondrachov for bounded domains). Let be an open, bounded Lipschitz domain, and let  . Set

Then we have

for 

and

for 

Clearly, when , the above embedding is not compact, in general. In this context, we call the failure of compact Rellich-Kondrachov embedding due to critical exponents.

There is an other example of the failure of compact Rellich-Kondrachov embedding which is basically due to the unbounded domains. In this entry, we address counter-examples for these two lacks of compactness.