In mathematics, the Poincaré inequality is a result in the theory of Sobolev spaces, named after the French mathematician Henri Poincaré. The inequality allows one to obtain bounds on a function using bounds on its derivatives and the geometry of its domain of definition. Such bounds are of great importance in the modern, direct methods of the calculus of variations. A very closely related result is the Friedrichs’ inequality.
This topic will cover two versions of the Poincaré inequality, one is for spaces and the other is for spaces.
The classical Poincaré inequality for spaces. Assume that and that is a bounded open subset of the –dimensional Euclidean space with a Lipschitz boundary (i.e., is an open, bounded Lipschitz domain). Then there exists a constant , depending only on and , such that for every function in the Sobolev space ,
,
where
is the average value of over , with standing for the Lebesgue measure of the domain .
Proof. We argue by contradiction. Were the stated estimate false, there would exist for each integer a function satisfying
.
We renormalize by defining
.
Then
and therefore
.
In particular the functions are bounded in .
By mean of the Rellich-Kondrachov Theorem, there exists a subsequence and a function such that
in .
Passing to a limit, one easily gets
.
On the other hand, for each and ,
.
Consequently, with a.e. Thus is constant since is connected. Since then . This contradicts to .
The Poincaré inequality for spaces. Assume that is a bounded open subset of the -dimensional Euclidean space with a Lipschitz boundary (i.e., is an open, bounded Lipschitz domain). Then there exists a constant , depending only on such that for every function in the Sobolev space ,
.
Proof. Assume can be enclosed in a cube
.
Then for any , we have
.
Thus
.
Integration over from to gives the result.
The Poincaré inequality for spaces. Assume that and that is a bounded open subset of the -dimensional Euclidean space with a Lipschitz boundary (i.e., is an open, bounded Lipschitz domain). Then there exists a constant , depending only on and , such that for every function in the Sobolev space ,
,
where is defined to be .
Proof. The proof of this version is exactly the same to the proof of case.
Remark. The point on the boundary of is important. Otherwise, the constant function will not satisfy the Poincaré inequality. In order to avoid this restriction, a weight has been added like the classical Poincaré inequality for case. Sometimes, the Poincaré inequality for spaces is called the Sobolev inequality.