9 9. Harnack inequalities
A crucial part of spectral graph theory concerns the behavior of eigenfunctions. Intuitively, an eigenfunction maps the vertices of a graph to the real line so that edges behave like “elastic bands” pulling adjacent vertices together. Harnack inequalities are the tool that captures, globally, how close adjacent vertices must be.
Let \(G\) be a graph (or an induced subgraph \(S\) with nonempty boundary) and let \(f\colon V\to \mathbb {R}\). We say \(f\) is a harmonic eigenfunction with eigenvalue \(\lambda \) if, at every vertex \(x\), the incident edges are stretched in a balanced way:
where \(d_x\) denotes the degree of \(x\). This is precisely the eigenfunction equation \(\mathcal{L}f=\lambda f\) for the (normalized) Laplacian written in the harmonic normalization.
A graph \(G\) is said to satisfy the Harnack inequality (with some absolute constant \(c\)) if every eigenfunction \(f\) with eigenvalue \(\lambda \) satisfies, for every vertex \(x\),
Inequality (9.1) does not hold for all graphs. The graph obtained by joining two complete graphs of the same size by a single edge is a counterexample.
The book asserts this counterexample without giving the explicit eigenfunction and the failing inequality; it should be reconstructed.
Throughout this section \(\Gamma \) denotes a homogeneous graph with associated group \(\mathcal{H}\), isotropy group \(\mathcal{I}\), and edge generating set \(\mathcal{K}\); the neighbors of a vertex \(x\) are exactly \(\{ ax : a\in \mathcal{K}\} \), and we require \(g\in \mathcal{K}\iff g^{-1}\in \mathcal{K}\).
A homogeneous graph \(\Gamma \) with edge generating set \(\mathcal{K}\) is invariant if for every \(a\in \mathcal{K}\),
that is, \(\mathcal{K}\) is invariant as a set under conjugation by its own elements.
A homogeneous graph whose associated group \(\mathcal{H}\) is abelian is called an abelian homogeneous graph. Every abelian homogeneous graph is invariant (in the sense of 339); more generally, if \(\mathcal{H}\) is nonabelian but \(\mathcal{K}\) is a subgroup of \(\mathcal{H}\), then \(\Gamma \) is still invariant.
An induced subgraph \(S\) of a homogeneous graph \(\Gamma \), with vertex boundary \(\delta S\), is strongly convex if \(\mathcal{K}\) satisfies condition (A):
(A) For all \(a,b\in \mathcal{K}\) and \(x\in \delta S\), if \(ax\in S\) and \(bx\in S\), then \(b^{-1}a\in \mathcal{K}\).
Condition (A) of 341 is implied by condition (B): for all pairs of vertices \(u,v\in S\), every shortest path joining \(u\) and \(v\) is contained in \(S\).
Sketch: let \(a,b\in \mathcal{K}\), \(x\in \delta S\), with \(ax,bx\in S\). Since \(a^{-1},b^{-1}\in \mathcal{K}\), the vertex \(x\) is adjacent to both \(ax\) and \(bx\), so \(ax\) and \(bx\) are joined by a path of length \(2\) through \(x\notin S\). If \(ax\not\sim bx\) and \(ax\neq bx\), this path is a shortest path leaving \(S\), contradicting (B); hence \(ax\sim bx\), which in the invariant/abelian setting gives \(b^{-1}a\in \mathcal{K}\). The degenerate case \(ax=bx\) and the exact passage \(ab^{-1}\in \mathcal{K}\Rightarrow b^{-1}a\in \mathcal{K}\) in a general (nonabelian) group are not spelled out in the book and need to be completed.
The intersection of two strongly convex subgraphs of \(\Gamma \) is strongly convex.
Let \(S_1,S_2\) be strongly convex and \(S=S_1\cap S_2\). Take \(a,b\in \mathcal{K}\) and \(x\in \delta S\) with \(ax\in S\) and \(bx\in S\); then \(ax,bx\in S_1\) and \(ax,bx\in S_2\). Since \(x\in \delta S\) we have \(x\notin S_1\cap S_2\), so \(x\notin S_1\) or \(x\notin S_2\). Suppose \(x\notin S_1\). As \(x\) is adjacent to the vertex \(ax\in S_1\cap S_2\subseteq S_1\), we have \(x\in \delta S_1\); and \(ax,bx\in S_1\). By strong convexity of \(S_1\) (condition (A)), \(b^{-1}a\in \mathcal{K}\). The case \(x\notin S_2\) is symmetric, using \(S_2\). Hence \(S\) satisfies (A) and is strongly convex.
Fix integers \(t\ge 1\) and \(n\), and let \(\Gamma _t\) have vertex set
where \((a_1,\dots ,a_i,\dots ,a_j,\dots ,a_t)\) is adjacent to \((a_1,\dots ,a_i+1,\dots ,a_j-1,\dots ,a_t)\) for all \(1\le i,j\le t\). For a fixed \(i\), the halfplane
is strongly convex, and the intersection \(\bigcap _i H_i=\{ (a_1,\dots ,a_t)\in V(\Gamma _t): a_i\ge 0\ \forall i\} \) is strongly convex.
We verify condition (B) for \(H_i\), which by 342 yields strong convexity. A single edge changes exactly two coordinates by \(\pm 1\), so the graph distance between \(u,v\in V(\Gamma _t)\) equals \(\tfrac 12\sum _l|u_l-v_l|\), and a shortest path moves one unit at a time from a coordinate that must decrease to one that must increase, never moving a coordinate in both directions. For such a path the \(i\)-th coordinate is monotone between \(u_i\) and \(v_i\), hence stays \(\ge \min (u_i,v_i)\). If \(u,v\in H_i\) then \(u_i,v_i\ge 0\), so every intermediate vertex has \(i\)-th coordinate \(\ge 0\) and lies in \(H_i\). Thus (B) holds and \(H_i\) is strongly convex. By 343 the intersection \(\bigcap _i H_i\) is strongly convex.
For a subset \(X\) of vertices let \(N^{*}(X)=\{ y : y\in X\text{ or } y\sim x\text{ for some }x\in X\} \). An induced subgraph \(S\) of a homogeneous graph \(\Gamma \) with vertex boundary \(\delta S\) is convex if it has the boundary expansion property: for every subset \(X\subseteq \delta S\),
In words, every subset \(X\) of the boundary \(\delta S\) has at least \(|X|\) neighbors lying outside \(S\cup \delta S\).
If two induced subgraphs \(F_1,F_2\) are both convex, then \(F_1\cap F_2\) is convex.
Let \(X\subseteq \delta (F_1\cap F_2)\). Partition \(X\) into \(X_1=X\cap \delta F_1\) and \(X_2=X\setminus \delta F_1\); clearly \(X_2\subseteq F_1\). Since \(F_1\) and \(F_2\) are convex,
Since \(N^{*}(X_2)\setminus F_2\subseteq F_1\setminus \delta F_1\), the two sets are disjoint:
Hence
so \(F_1\cap F_2\) is convex.
Let \(S\) be the space of all \(m\times n\) matrices with non-negative integral entries having fixed column sums \(c_1,\dots ,c_n\) and row sums \(r_1,\dots ,r_m\). Construct a homogeneous graph \(\Gamma \) whose vertices are all \(m\times n\) matrices with integral (possibly negative) entries and the same row and column sums, where two matrices \(u,v\) are adjacent iff they differ in exactly four entries determined by two columns \(i,j\) and two rows \(k,\ell \) with
i.e. the edge generating set consists of all \(2\times 2\) submatrix moves \(\left(\begin{smallmatrix} 1 & -1 \\ -1 & 1 \end{smallmatrix}\right)\). Then \(S\) is the intersection of the halfplanes \(\{ \)matrices whose \((i,j)\) entry is non-negative\(\} \), and each such halfplane is convex; consequently, by 346, \(S\) is a convex subgraph of \(\Gamma \).
The reduction of \(S\) to an intersection of single-entry halfplanes is immediate, and convexity of \(S\) then follows from 346 once each halfplane is shown convex. The verification of the boundary expansion property (9.2) for an individual halfplane is stated in the book only as “easy to see” and is left to be completed.
We remark that these notions of convexity are dictated by the proofs of the Harnack inequalities below and are far from exhaustive; a general definition via embeddings into a manifold is deferred to the chapter on heat kernels.
Let \(\Gamma \) be a homogeneous graph with edge generating set \(\mathcal{K}\) of \(k\) generators (so \(\Gamma \) is \(k\)-regular and the neighbors of \(x\) are exactly \(\{ ax:a\in \mathcal{K}\} \)). The (normalized) Laplacian \(L\) acts on \(f\colon V(\Gamma )\to \mathbb {R}\) by
An eigenfunction with eigenvalue \(\lambda \) satisfies \(Lf(x)=\lambda f(x)\).
Let \(L\) be as in 348 and let \(g\colon V(\Gamma )\to \mathbb {R}\). If a vertex \(v\) satisfies \(g(v)\ge g(av)\) for every \(a\in \mathcal{K}\) (in particular if \(g\) attains its maximum over the relevant vertex set at \(v\)), then \(Lg(v)\ge 0\).
Every summand of \(Lg(v)=\frac1k\sum _{a\in \mathcal{K}}\bigl(g(v)-g(av)\bigr)\) is non-negative, so the sum is non-negative.
If \(Lf=\lambda f\), then for every vertex \(x\),
Using \(f^2(x)-f^2(ax)=2f(x)\bigl(f(x)-f(ax)\bigr)-\bigl(f(x)-f(ax)\bigr)^2\) and summing over \(a\in \mathcal{K}\),
The first term equals \(2f(x)\, Lf(x)=2\lambda f^2(x)\), giving the claim.
Let \(\Gamma \) be an invariant homogeneous graph, let \(Lf=\lambda f\), and set \(\rho (x)=\frac1k\sum _{a\in \mathcal{K}}\bigl(f(x)-f(ax)\bigr)^2\). Then for every vertex \(x\),
By definition,
With \(p=f(x)-f(ax)\) and \(q=f(bx)-f(abx)\) we have \(p^2-q^2=-(p-q)^2+2(p-q)p\), where \(p-q=f(x)-f(ax)-f(bx)+f(abx)\), so
The first term is \(\le 0\). Writing \(f(abx)=f(bax)+\bigl(f(abx)-f(bax)\bigr)\),
For the inner sum of the first term, \(\frac1k\sum _b\bigl(f(x)-f(bx)\bigr)=Lf(x)=\lambda f(x)\) and \(\frac1k\sum _b\bigl(f(bax)-f(ax)\bigr)=-Lf(ax)=-\lambda f(ax)\), so \(\frac1k\sum _b\bigl(f(x)-f(ax)-f(bx)+f(bax)\bigr)=\lambda \bigl(f(x)-f(ax)\bigr)\), and the first term equals \(\frac{2\lambda }{k}\sum _a\bigl(f(x)-f(ax)\bigr)^2\). For the second term, invariance \(a\mathcal{K}a^{-1}=\mathcal{K}\) lets us reindex \(b\mapsto aba^{-1}\in \mathcal{K}\), under which \(abx=(aba^{-1})ax\) and so \(\sum _b f(abx)=\sum _b f(bax)\); hence \(\sum _b\bigl(f(abx)-f(bax)\bigr)=0\). Therefore
Let \(\Gamma \) be an invariant homogeneous graph with edge generating set \(\mathcal{K}\) of \(k\) generators, and suppose \(f\colon V(\Gamma )\to \mathbb {R}\) satisfies \(Lf(x)=\frac1k\sum _{a\in \mathcal{K}}\bigl(f(x)-f(ax)\bigr)=\lambda f(x)\). Then for all \(x\in V(\Gamma )\) and every \(\alpha {\gt}2\) (assuming \(f\) attains a maximum of the functional below, e.g. \(\Gamma \) finite),
Write \(\rho (x)=\frac1k\sum _{a\in \mathcal{K}}\bigl(f(x)-f(ax)\bigr)^2\) and \(\Phi (x)=\rho (x)+\alpha \lambda f^2(x)\). Combining 351 (\(L\rho \le 2\lambda \rho \)) and 350 (\(Lf^2=2\lambda f^2-\rho \)),
Let \(v\) maximize \(\Phi \). By 349, \(0\le L\Phi (v)\le 2\alpha \lambda ^2 f^2(v)-(\alpha -2)\lambda \, \rho (v)\), so for \(\alpha {\gt}2\),
Hence for every \(x\),
which is the assertion.
Under the hypotheses of 352, for every \(x\in V(\Gamma )\),
Take \(\alpha =4\) in 352: then \(\frac{\alpha ^2}{\alpha -2}=8\), and dropping the non-negative term \(\alpha \lambda f^2(x)\) on the left gives the bound.
Let \(S\) be a convex subgraph of a graph \(G\) and let \(f\) be an eigenfunction with Dirichlet eigenvalue \(\lambda \) defined on \(S\cup \delta S\). Then \(f\) can be extended to all vertices of \(G\) that are adjacent to some vertex \(x\in S\cup \delta S\) so that it satisfies the harmonic relation
at every such \(x\).
By the Dirichlet condition, \(f(x)=0\) for every \(x\in \delta S\). To extend \(f\) to the vertices lying just outside \(S\cup \delta S\), we impose the system of \(|\delta S|\) equations
whose unknowns are the values \(f(z)\) for \(z\notin S\cup \delta S\) with \(z\sim y\in S\cup \delta S\). This is a linear system in which each equation is indexed by a boundary vertex and involves the unknowns adjacent to it. The boundary expansion property (9.2) says that any \(j\) of these equations (\(j\le |\delta S|\)) involve at least \(j\) distinct unknowns; by Hall’s condition the equation–variable incidence has a system of distinct representatives, so the system can be solved (choose a private variable for each equation and back-substitute). Hence the extension exists.
Let \(S\) be a convex subgraph in an abelian homogeneous graph \(\Gamma \) with edge generating set \(\mathcal{K}\) of \(k\) generators, and let \(f\colon S\to \mathbb {R}\) be an eigenfunction with associated Dirichlet eigenvalue \(\lambda \). Then for all \(x\in S\), \(a\in \mathcal{K}\) and every \(\alpha {\gt}2\),
By 354 we may assume \(f\) is extended so that \(Lf=\lambda f\) holds on \(S\cup \delta S\). For \(g\in \mathcal{K}\) put \(\phi _g(x)=\bigl(f(x)-f(gx)\bigr)^2+k\alpha \lambda f^2(x)\) for \(x\in S\cup \delta S\). The maximum of \(\phi _g(x)\) over \(g\in \mathcal{K}\) and \(x\in S\cup \delta S\) is attained at some edge \(\{ z,az\} \) with \(z\in S\): if the maximum were at \(x\in \delta S\), then \(f(x)=0\) so \(\phi _g(x)=f^2(gx)\), whereas the reverse edge gives \(\phi _{g^{-1}}(gx)=f^2(gx)+k\alpha \lambda f^2(gx)\ge \phi _g(x)\), with \(gx\in S\) (else \(f(gx)=0\) and \(\phi _g(x)=0\)).
Write \(\phi =\phi _a\). For \(x\in S\),
Using \(p^2-q^2=2(p-q)p-(p-q)^2\) with \(p=f(x)-f(ax)\), \(q=f(bx)-f(abx)\) and discarding the negative square,
since \(\frac1k\sum _b(f(x)-f(bx))=Lf(x)=\lambda f(x)\) and \(\frac1k\sum _b(f(ax)-f(abx))=Lf(ax)=\lambda f(ax)\) on \(S\cup \delta S\). Also, using \(f^2(x)-f^2(bx)=2(f(x)-f(bx))f(x)-(f(x)-f(bx))^2\),
Now let \(z\) be the maximizer above. By 349, \(0\le L\phi (z)\le Y+Z\). Since \(\bigl(f(z)-f(az)\bigr)^2\le \sum _b\bigl(f(z)-f(bz)\bigr)^2\),
so for \(\alpha {\gt}2\),
Finally, for all \(x\in S\), \(g\in \mathcal{K}\) with \(gx\in S\),
Under the hypotheses of 355, for all \(x\in S\) and \(a\in \mathcal{K}\),
Take \(\alpha =4\) in 355, so \(\frac{k\lambda \alpha ^2}{\alpha -2}=8k\lambda \), and drop the non-negative term \(k\alpha \lambda f^2(x)\) on the left.
Let \(S\) be a finite strongly convex subgraph in an abelian homogeneous graph \(\Gamma \) with edge generating set \(\mathcal{K}\) of \(k\) generators, and let \(f\colon S\to \mathbb {R}\) be an eigenfunction with associated Neumann eigenvalue \(\lambda \). Then for all \(x\in S\), \(a\in \mathcal{K}\) with \(ax\in S\), and every \(\alpha {\gt}2\),
For \(g\in \mathcal{K}\) put \(\phi _g(x)=\bigl(f(x)-f(gx)\bigr)^2+k\alpha \lambda f^2(x)\), and let \(\{ z,az\} \) be an edge in \(S\) at which the maximum of \(\phi _g(x)\), over all \(g\in \mathcal{K}\) and \(x,gx\in S\), is achieved.
Claim: \(\phi _g(x)\le \phi _a(z)\) for all \(x,gx\in \delta S\cup S\). We treat three cases; throughout, the Neumann condition means that at a boundary vertex \(x\) the value \(f(x)\) is the average of \(f\) over the neighbors of \(x\) lying in \(S\), and \(\left(\tfrac 1w\sum b_i\right)^2\le \tfrac 1w\sum b_i^2\) is convexity (359).
Case 1: \(gx\in S\), \(x\in \delta S\). Let \(W=\delta x\cap S\), \(w=|W|\), so the Neumann condition gives \(f(x)=\frac1w\sum _{b\in W}f(bx)\). Then
By strong convexity, \(bx\sim gx\) for every \(b\in W\), so each summand equals \(\phi _{gb^{-1}}(bx)\le \max _g\phi _g(bx)\); hence \(\phi _g(x)\le \frac1w\sum _{b\in W}\max _g\phi _g(bx)\le \phi _a(z)\).
Case 2: \(gx\in \delta S\), \(x\in S\). Let \(W'=\delta (gx)\cap S\), \(w'=|W'|\), so \(f(gx)=\frac1{w'}\sum _{b\in W'}f(bgx)\). Then
using that \(bgx\sim x\) by strong convexity.
Case 3: \(x,gx\in \delta S\). Put \(W_1=\{ b:bx\in S,\ bgx\in S\} \), \(W_2=\{ b:bx\in S,\ bgx\notin S\} \), \(W_3=\{ b:bx\notin S,\ bgx\in S\} \), with \(w_i=|W_i|\) and \(w=w_1+w_2+w_3\). Using the Neumann conditions at \(x\) and at \(gx\) one checks
which exhibits \(f(x)-f(gx)\) as a mean of the \(w\) differences \(\{ f(bx)-f(bgx)\} _{b\in W_1}\), \(\{ f(bx)-f(gx)\} _{b\in W_2}\), \(\{ f(x)-f(bgx)\} _{b\in W_3}\); likewise \(f(x)\) is the mean of \(\{ f(bx)\} _{b\in W_1\cup W_2}\) together with \(w_3\) copies of \(f(x)\). By convexity,
Grouping term by term: for \(b\in W_1\) both \(bx,bgx\in S\) and \(bx\sim bgx\), giving \(\phi _g(bx)\le \phi _a(z)\); for \(b\in W_2\) we have \(bx\sim gx\) (since \(bgx\in \delta S\) has neighbors \(bx,gx\in S\), so strong convexity applies), reducing to Case 2; for \(b\in W_3\) we have \(x\sim bgx\) (since \(bx\in \delta S\) has neighbors \(x,bgx\in S\)), reducing to Case 1. Each grouped term is \(\le \phi _a(z)\), hence \(\phi _g(x)\le \phi _a(z)\). This proves the Claim.
Given the Claim, \(z\) maximizes \(\phi =\phi _a\) over all relevant edges, and the remaining maximum-principle computation is identical to that in the proof of 355: \(0\le L\phi (z)\) yields \(\bigl(f(z)-f(az)\bigr)^2\le \frac{2k\lambda \alpha }{\alpha -2}f^2(z)\), and therefore \(\bigl(f(x)-f(ax)\bigr)^2+k\alpha \lambda f^2(x)\le \frac{k\lambda \alpha ^2}{\alpha -2}\sup _{y\in S}f^2(y)\).
Let \(S\) be a strongly convex subgraph in an abelian homogeneous graph \(\Gamma \) with edge generating set \(\mathcal{K}\) of \(k\) generators, and let \(f\colon S\to \mathbb {R}\) be an eigenfunction with Neumann eigenvalue \(\lambda \). Then for all \(x\in S\), \(a\in \mathcal{K}\) (with \(ax\in S\)),
Take \(\alpha =4\) in 357, so \(\frac{k\lambda \alpha ^2}{\alpha -2}=8k\lambda \), and drop the non-negative term \(k\alpha \lambda f^2(x)\) on the left.
For real numbers \(b_1,\dots ,b_t\),
Let \(S\) be a convex subgraph of an abelian homogeneous graph \(\Gamma \) of degree \(k\), and let \(D\) be the diameter of \(S\). Then the Neumann eigenvalue \(\lambda _S\) of \(S\) satisfies
Let \(f\) be an eigenfunction on \(S\) achieving \(\lambda _S=\lambda \), normalized so that \(\sup _{x\in S}|f(x)|=1=\sup _{x\in S}f(x)\). Let \(u\in S\) with \(f(u)=\max _{x\in S}f(x)=1\), and let \(v\in S\) with \(f(v){\lt}0\); such \(v\) exists because \(\sum _{x\in S}f(x)=0\). Choose a shortest path \(P=(u=v_0,v_1,\dots ,v_t=v)\) in \(S\), so \(t\le D\). Set
By 358, each term satisfies \(\bigl(f(v_i)-f(v_{i+1})\bigr)^2\le 8k\lambda \sup _{y\in S}f^2(y)=8k\lambda \), so
On the other hand, by 359 applied to \(b_i=f(v_i)-f(v_{i+1})\) (note \(\sum _i b_i=f(u)-f(v)\)) and \(t\le D\),
since \(f(u)=1\) and \(f(v){\lt}0\) give \(f(u)-f(v){\gt}1\). Combining the two bounds, \(\frac1D\le 8k\lambda D\), whence \(\lambda \ge \frac{1}{8kD^2}\).