# From the Pólya-Szegö symmetrization inequality for Dirichlet integrals to comparison theorems for p.d.e.’s on manifolds∗Presented at the 8th Symposium on Classical AnalysisKazimierz Dolny, Poland, September, 1995

## 1. The Manifold Cases Under Consideration

Let $`𝕄_k^m`$ be the simply connected constant curvature space form of dimension $`m`$.

Other definitions:

This isoperimetric inequality was conjectured by Aubin (1976) if all the sectional curvatures of $`M`$ are bounded above by $`k`$. It is true if:

Our results assume the inequality and only have substance where the inequality is true.

For a real $`f`$ on a set $`X`$, let $`f_t=\{x:f(x)>t\}`$. Given a map $`()^\mathrm{\#}`$ of measurable subsets of $`X`$ into measurable subsets of $`Y`$, for $`yY`$ let

$$f^\mathrm{\#}(y)=inf\{t:y(f_t)^\mathrm{\#}\}.$$

If $`()^\mathrm{\#}`$ is measure preserving then $`f^\mathrm{\#}`$ and $`f`$ are equimeasurable. If it is subset-preserving, then the Hardy-Littlewood inequality holds for real $`f`$ and $`g`$:

$$_Xfg_Yf^\mathrm{\#}g^\mathrm{\#}.$$

Let $`f`$ be non-negative and smooth on $`M`$, vanishing on $`B`$. Then, it follows from the isoperimetric inequality and coarea formula that

$$_B|f|^2𝑑V_m_{B^\mathrm{\#}}|f^\mathrm{\#}|^2𝑑V_m.$$

If $`M=B=𝕄_k^m=^m`$, this is the Pólya-Szegö Dirichlet-integral symmetrization inequality. Note that $`_B|f|^2=_Bf\mathrm{\Delta }f`$.

Let $`N`$ be a manifold of dimension $`n0`$. Given $`\mathrm{\Omega }M\times N`$, let

$$\mathrm{\Omega }^\mathrm{\#}=\underset{yN}{}(\mathrm{\Omega }(y))^\mathrm{\#}\times \{y\},$$

where $`\mathrm{\Omega }(y)=\{x:(x,y)\mathrm{\Omega }\}`$. The set $`\mathrm{\Omega }^\mathrm{\#}𝕄_k^m\times N`$ is a generalized Steiner symmetrization. It is precisely Steiner symmetrization if $`M=^m=𝕄_k^m`$ and $`N=^n`$. The operation $`()^\mathrm{\#}`$ induces a rearrangement on functions as above.

## 2. Results on manifolds

###### Theorem

Let $`\mathrm{\Omega }B\times N`$ have compact closure and nice boundary. Let $`u`$ and $`v`$ be $`C^2`$ and non-negative on $`\mathrm{\Omega }`$ and $`\mathrm{\Omega }^\mathrm{\#}`$ respectively, vanishing outside their respective domains, and solving

$$\mathrm{\Delta }u=\varphi (u)+\psi u+\lambda $$

and

$$\mathrm{\Delta }v=\varphi (v)+\psi ^\mathrm{\#}u+\lambda ^\mathrm{\#},$$

where $`\varphi `$ is continuous decreasing on $`[0,\mathrm{})`$ and $`\lambda `$ and $`\psi `$ continuous on $`\overline{B}\times N`$. Let $`\mathrm{\Phi }`$ be convex increasing on $`[0,\mathrm{})`$. Then, for all $`yB`$ we have

$$_{\mathrm{\Omega }(y)}\mathrm{\Phi }(u(x,y))𝑑V_m(x)_{\mathrm{\Omega }(y)^\mathrm{\#}}\mathrm{\Phi }(v(x,y))𝑑V_m(x),$$

and moreover $`v=v^\mathrm{\#}`$.

In particular,

$$\underset{x}{\mathrm{max}}u(x,y)v(O,y),$$

where $`O`$ is the origin in $`𝕄_k^m`$.

A similar parabolic theorem can be proved, with the added condition that $`v`$ satisfies the symmetrization of the initial condition for $`u`$.

## 3. Some ideas for proofs

Given $`u`$ on $`B\times N`$, define on $`B^\mathrm{\#}\times N`$:

$$u^I(x,y)=_{𝔹(d(x,O))}u^\mathrm{\#}(x^{},y)𝑑V_m(x^{})$$

(Baernstein $``$-function), where $`𝔹(r)`$ is the ball around $`O𝕄_k^m`$ with geodesic radius $`r`$. Given $`v`$ on $`B^\mathrm{\#}\times N`$, define on $`B^\mathrm{\#}\times N`$:

$$Jv(x,y)=_{𝔹(d(x,O))}v(x^{},y)𝑑V_m(x^{}).$$

Thus, $`u^I=J(u^\mathrm{\#})`$. The conclusion of our theorem is equivalent to

$$u^IJv.$$

The proof of the theorem hinges on:

###### Proposition

Let $`u`$ be as in the Theorem. Then,

$$_{\mathrm{\Omega }^\mathrm{\#}}\vartheta (\mathrm{\Delta }u^\mathrm{\#})_{\mathrm{\Omega }^\mathrm{\#}}\vartheta (\varphi (u^\mathrm{\#})+\psi ^\mathrm{\#}u^\mathrm{\#}+\lambda ^\mathrm{\#}),$$

in the distributional sense for every smooth (say $`C^2`$) function $`\vartheta `$ on $`\mathrm{\Omega }^\mathrm{\#}`$ vanishing on the boundary and satisfying $`\vartheta =\vartheta ^\mathrm{\#}`$.

Assume the Proposition. Suppose we are in the case $`\varphi \psi 0`$. (The proof extends to the general case by a clever method of Weitsman as in the case of Steiner symmetrization on $`^{n+m}`$.) Let $`\vartheta `$ be as in the Proposition. Then,

$$_{\mathrm{\Omega }^\mathrm{\#}}\vartheta (\mathrm{\Delta }v)=_{\mathrm{\Omega }^\mathrm{\#}}\vartheta \lambda ^\mathrm{\#}.$$

By the Proposition if $`g=u^\mathrm{\#}v`$ then,

$$_{\mathrm{\Omega }^\mathrm{\#}}\vartheta (\mathrm{\Delta }g)0.$$

Let $`\alpha `$ be a continuous positive function on $`\mathrm{\Omega }^\mathrm{\#}`$, vanishing on the boundary, and satisfying $`\mathrm{\Delta }\alpha =1`$ in $`\mathrm{\Omega }^\mathrm{\#}`$. Let $`g_\epsilon =g\epsilon \alpha `$. We have

$$_{\mathrm{\Omega }^\mathrm{\#}}\vartheta \mathrm{\Delta }g_\epsilon _{\mathrm{\Omega }^\mathrm{\#}}\epsilon \vartheta .$$

We shall show that it follows that $`g_\epsilon ^I0`$ on $`\mathrm{\Omega }^\mathrm{\#}`$. The Theorem follows from this in the limit as $`\epsilon 0`$.

Let $``$ be the set of measures $`\mu `$ on $`\overline{\mathrm{\Omega }^\mathrm{\#}}`$ such that $`\mu (A^\mathrm{\#})\mu (A)`$ for all Borel $`A`$ and $`\mu (\overline{\mathrm{\Omega }^\mathrm{\#}})1`$. Define

$$G(\mu )=g_\epsilon 𝑑\mu .$$

We shall prove that $`G0`$. This will immediately imply that $`g_\epsilon ^I(x,y)0`$ since $`g_\epsilon ^I(x,y)=|B(d(y,O))|G(\mu _{x,y})`$ for an appropriate probability measure $`\mu _{x,y}`$. To prove $`G0`$, let $`\mu `$ be the measure at which $`G`$ attains a maximum, and assume that this maximum is strictly positive. Then $`\mu `$ has total mass $`1`$. Taking slices carefully we may prove that there is an extremal $`\mu `$ which has support contained in $`M\times \{y\}`$ for some $`y`$ and which is in be proportional to the measure $`V_m`$ on $`M`$ lifted to $`M\times \{y\}`$ and restricted to some set $`B(r)\times \{y\}`$. More precisely, for a continuous $`f`$

$$f𝑑\mu =\frac{1}{V_m(𝔹(r))}_{V_m(𝔹(r))}f(x,y)𝑑V_m(x).$$

I claim that the support of such $`\mu `$ cannot be contained inside $`\mathrm{\Omega }^\mathrm{\#}`$. For, if it is then for $`t>0`$ define a measure $`\mu _t`$ with density

$$\rho _t(z)=_{\mathrm{\Omega }^\mathrm{\#}}K_t(z,w)𝑑\mu (w),$$

on $`\mathrm{\Omega }^\mathrm{\#}`$, where $`K_t`$ is the heat kernel on $`B^\mathrm{\#}`$ (Dirichlet boundary conditions). The measure $`\mu _t`$ will have total measure at most $`1`$. Let $`\mu _0=\mu `$. If the support of $`\mu `$ is contained in $`\mathrm{\Omega }^\mathrm{\#}`$, then

$$\frac{d}{dt}|_{t=0+}_{\mathrm{\Omega }^\mathrm{\#}}g_\epsilon 𝑑\mu _t=_{\mathrm{\Omega }^\mathrm{\#}}\mathrm{\Delta }g_\epsilon 𝑑\mu \epsilon .$$

Of course this equation does not really make sense since $`\mathrm{\Delta }g_\epsilon `$ is only defined distributionally, but we can make it make enough sense by approximating $`\mu `$ with measures which have sufficiently smooth density. The last inequality “follows” from the fact that $`_{\mathrm{\Omega }^\mathrm{\#}}\vartheta \mathrm{\Delta }g_\epsilon \epsilon `$ if $`\vartheta `$ is positive, $`C^2`$, has $`\vartheta ^\mathrm{\#}=\vartheta `$ and mean $`1`$. Since $`\mu _t`$ as it has desired symmetry because of the symmetry of $`K_t`$, it follows that $`\mu _0`$ cannot be the extremal measure.

Now, suppose the extremal measure is proportional to a lifting of the measure on $`M`$ to $`\mathrm{\Omega }^\mathrm{\#}(y)\times \{y\}`$ for some $`y`$. Let $`r_0`$ be such that $`\mathrm{\Omega }^\mathrm{\#}(y)=𝔹(r_0)`$. Assume that $`r_0>0`$. (The case $`r_0=0`$ is easy as $`g_\epsilon (0,y)=0`$.) Define $`\nu _r`$ to be the measure on $`B(r)`$ lifted from the measure on $`M`$ so that

$$f𝑑\nu _r=_{𝔹(r)}f(x,y)𝑑\nu _r(x).$$

Then,

$$\frac{d}{dr}|_{r=r_0}g_\epsilon 𝑑\nu _r=\frac{dV_m(𝔹(r))}{dr}|_{r=r_0}g_\epsilon (x,y)=0,$$

where $`x`$ was such that $`d(x,O)=r_0`$. Now then, let $`\mu _r`$ be $`\nu _r`$ normalized to have total mass $`1`$, i.e., let $`\mu _r=(V_m(𝔹(r)))^1\nu _r`$. It follows that the derivative of

$$G(\mu _r)=\frac{1}{V_m(𝔹(r))}g_\epsilon 𝑑\nu _r$$

with respect to $`r`$ from the left at $`r_0`$ equals $`G(\mu _{r_0})`$ times the derivative with respect to $`r`$ of $`V_m(𝔹(r))^1`$, which derivative is strictly negative. Thus, if $`G(\mu _{r_0})>0`$ then the derivative of $`G(\mu _r)`$ is strictly negative at $`r_0`$, and it follows that $`G(\mu _r)<G(\mu _r^{})`$ for some $`r^{}<r`$. Since $`\mu _r^{}`$ for $`r^{}r`$, this is a contradiction. Hence $`G(\mu _{r_0})0`$, and the proof is complete.

To prove the Proposition, we first need the parabolic case of the Theorem with $`\varphi =\lambda =0`$. This uses a slight extension of the Polyá-Szegö inequality, and in effect has already been done by Bérard and Gallot (1980)<sup>1</sup><sup>1</sup>1Note added in 1997: Cf. Gallot, 1988, Theorem 5.4(iii). This case can be rewritten as:

$$_{B^2}f(x)K_t^B(x,y)g(y)𝑑V_{2m}(x,y)_{(B^\mathrm{\#})^2}f^\mathrm{\#}(x)K_t^{B^\mathrm{\#}}(x,y)g^\mathrm{\#}(y)𝑑V_{2m}(x,y),$$

for $`f,g0`$ on $`B`$, where $`K_t^B`$ is the heat kernel vanishing on the boundary of $`B`$. This inequality is similar to the Riesz-Sobolev inequality. Now, $`K_t^{B\times N}((x_1,x_2),(y_1,y_2))=K_t^B(x_1,y_1)K_t^N(x_2,y_2)`$. This and Fubini’s theorem implies that

$$\begin{array}{cc}\hfill _{(B\times N)^2}& f(x)K_t^{B\times N}(x,y)g(y)dV_{2(m+n)}(x,y)\hfill \\ & _{(B^\mathrm{\#}\times N)^2}f^\mathrm{\#}(x)K_t^{B^\mathrm{\#}\times N}(x,y)g^\mathrm{\#}(y)𝑑V_{2(m+n)}(x,y).\hfill \end{array}$$

How can we use this to prove our Proposition? Well, let $`\vartheta `$ and $`u`$ be as in it. Let $`\stackrel{~}{\vartheta }`$ be a function on $`B\times N`$ such that:

We have

$$\begin{array}{cc}\hfill _{\mathrm{\Omega }^\mathrm{\#}}& \vartheta (\mathrm{\Delta }u^\mathrm{\#})dV_{m+n}\hfill \\ & =\underset{t0+}{lim}\frac{1}{t}_{(\mathrm{\Omega }^\mathrm{\#})^2}[\vartheta (x)K_t^{B^\mathrm{\#}\times N}(x,y)u^\mathrm{\#}(y)\vartheta (x)\delta (x,y)u^\mathrm{\#}(y)]𝑑V_{2(m+n)}(x,y)\hfill \\ & \underset{t0+}{lim}\frac{1}{t}_{\mathrm{\Omega }^2}[\stackrel{~}{\vartheta }(x)K_t^{B\times N}(x,y)u(y)\stackrel{~}{\vartheta }(x)\delta (x,y)u(y)]𝑑V_{2(m+n)}(x,y)\hfill \\ & =_\mathrm{\Omega }\stackrel{~}{\vartheta }(\mathrm{\Delta }u)𝑑V_{m+n}\hfill \\ & =_\mathrm{\Omega }\stackrel{~}{\vartheta }(\varphi (u)+\psi u+\lambda )\hfill \\ & _{\mathrm{\Omega }^\mathrm{\#}}\vartheta (\varphi (u^\mathrm{\#})+\psi ^\mathrm{\#}u^\mathrm{\#}+\lambda ^\mathrm{\#}).\hfill \end{array}$$

## 4. Discrete cases

The methods used can also give discrete symmetrization theorems. Here, $`M`$ and $`N`$ are two discrete sets, and a laplacian is defined on $`M\times N`$. Starting with a convolution-rearrangement inequality on $`M`$ like the one for the heat kernel in the manifold case, one can duplicate most if not all of the above work for a symmetrization on the discrete product set $`M\times N`$, with difference equations instead of p.d.e.’s.

An appropriate convolution-rearrangement inequality is known if $`M`$ is:

All four convolution-rearrangement inequalities can be proved by a discrete analogue of a method of Baernstein and Taylor (1976), generalized (still in the continuous case) by Beckner (1993).

However, in the discrete case the method cannot handle many situations. For instance, even the analogue of the Dirichlet integral inequality fails on the graphs $`_2^3`$ (cube) and $`_3^2`$ (a euclidean plane based on a finite field).<sup>2</sup><sup>2</sup>2Note added in 1997: See Pruss, 1997a, 1997b, and 1997c for details of the discrete work.

## 5. Remarks added in 1997

It is worth noting that while the above symmetrization methods symmetrize a manifold $`M`$ by using a manifold of revolution modelled on the isoperimetric relations in $`M`$ (see Gallot, 1988) instead of $`𝕄_k^n`$.

The question of the general results that these kinds of methods can give on manifolds is still open and the reader is invited to explore this further.<sup>3</sup><sup>3</sup>3The reader should feel free to contact the author if the reader is interested in the project. The present notes merely outline the method. Further research on the manifold cases could probably make use of the analogous but fully worked-out version of the method in the discrete case (Pruss, 1997b; see especially Technical Remark 3.1 for connections to manifolds).

## Bibliography

Aubin (1976) \[\[ reference missing \]\]

Baernstein II, A. and Taylor, B.A. (1976): Spherical rearrangements, subharmonic functions and $``$-functions in $`n`$-space. Duke Math. J. 43, 245–268

Beckner, W. (1991): Sharp Sobolev inequalities on the sphere and the Moser-Trudinger inequality. Ann. Math. 138, 213–242

Bérard and Gallot (1980) \[\[ reference missing: instead see Gallot, 1988 \]\]

Croke, C.B. (1984): A sharp four-dimensional isoperimetric inequality. Comment. Math. Helv. 59, 187–192

Gallot, S. (1988): Inégalités isopérimétriques et analytiques sur les variétés riemanniennes. Astérisque 163–164, 31–91

Kleiner, B. (1992): An isoperimetric comparison theorem. Invent. Math. 108, 37–47

Pruss, A.R. (1997a): Discrete convolution-symmetrization inequalities and the Faber-Krahn inequality on regular trees. Duke Math. J. (to appear)

Pruss, A.R. (1997b): Symmetrization inequalities for difference equations on graphs. Preprint

Pruss, A.R. (1997c): Discrete harmonic measure, Green’s functions and symmetrization: a unified probabilistic approach. Preprint