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Spectral Graph Theory

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.

Definition 336 Harmonic eigenfunction, s9.1

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:

\[ \sum _{y\sim x}\bigl(f(x)-f(y)\bigr)=\lambda \, f(x)\, d_x , \]

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.

Definition 337 Harnack inequality (9.1)

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 \(x\),

\[ \frac{1}{d_x}\sum _{y\sim x}\bigl(f(x)-f(y)\bigr)^2 \; \le \; c\, \lambda \, \max _z f^2(z). \tag {9.1} \]
Lemma 338 The Harnack inequality fails for general graphs, s9.1

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.

Proof

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 \(g\in \mathcal{K}\iff g^{-1}\in \mathcal{K}\).

Definition 339 Invariant homogeneous graph, s9.2

A homogeneous graph \(\Gamma \) with edge generating set \(\mathcal{K}\) is invariant if for every \(a\in \mathcal{K}\),

\[ a\, \mathcal{K}\, a^{-1}=\mathcal{K}; \]

that is, \(\mathcal{K}\) is invariant as a set under conjugation by its own elements.

Definition 340 Abelian homogeneous graph, s9.2

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.

Definition 341 Strongly convex subgraph, s9.2

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 \(b^{-1}a\in \mathcal{K}\).
Lemma 342 Shortest-path convexity implies strong convexity, s9.2

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 \(S\).

Proof

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.

Lemma 343 Intersection of strongly convex subgraphs, s9.2

The intersection of two strongly convex subgraphs of \(\Gamma \) is strongly convex.

Proof

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.

Construction 344 Homogeneous lattice and its halfplanes (Example 9.1)

Fix integers \(t\ge 1\) and \(n\), and let \(\Gamma _t\) have vertex set

\[ \Bigl\{ (a_1,a_2,\dots ,a_t) : a_i\in \mathbb {Z},\ \textstyle \sum _i a_i=n\Bigr\} , \]

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

\[ H_i=\{ (a_1,\dots ,a_t)\in V(\Gamma _t) : a_i\ge 0\} \]

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.

Proof

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.

Definition 345 Convex subgraph (9.2), s9.2

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 \(X\subseteq \delta S\),

\[ \bigl|\, N^{*}(X)\setminus (S\cup \delta S)\, \bigr|\; \ge \; |X|. \tag {9.2} \]

In words, every subset \(X\) of the boundary \(\delta S\) has at least \(|X|\) neighbors lying outside \(S\cup \delta S\).

Lemma 346 Intersection of convex subgraphs (Lemma 9.2)

If two induced subgraphs \(F_1,F_2\) are both convex, then \(F_1\cap F_2\) is convex.

Proof

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,

\[ \bigl|N^{*}(X_1)\setminus (F_1\cup \delta F_1)\bigr|\ge |X_1|,\qquad \bigl|N^{*}(X_2)\setminus (F_2\cup \delta F_2)\bigr|\ge |X_2|. \]

Since \(N^{*}(X_2)\setminus F_2\subseteq F_1\setminus \delta F_1\), the two sets are disjoint:

\[ \bigl(N^{*}(X_2)\setminus (F_2\cup \delta F_2)\bigr)\cap \bigl(N^{*}(X_1)\setminus (F_1\cup \delta F_1)\bigr)=\emptyset . \]

Hence

\[ \bigl|N^{*}(X)\setminus \bigl(F_1\cap F_2\cup \delta (F_1\cap F_2)\bigr)\bigr| \ge \bigl|N^{*}(X_1)\setminus (F_1\cup \delta F_1)\bigr| +\bigl|N^{*}(X_2)\setminus (F_2\cup \delta F_2)\bigr| \ge |X_1|+|X_2|=|X|, \]

so \(F_1\cap F_2\) is convex.

Construction 347 Contingency-table graph (Example 9.3)

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

\[ u_{ik}=v_{ik}+1,\quad u_{jk}=v_{jk}-1,\quad u_{i\ell }=v_{i\ell }-1,\quad u_{j\ell }=v_{j\ell }+1, \]

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 \(\Gamma \).

Proof

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.

Definition 348 Laplacian of a homogeneous graph, s9.3

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

\[ Lf(x)=\frac1k\sum _{a\in \mathcal{K}}\bigl(f(x)-f(ax)\bigr). \]

An eigenfunction with eigenvalue \(\lambda \) satisfies \(Lf(x)=\lambda f(x)\).

Lemma 349 Maximum principle for \(L\)

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 \(Lg(v)\ge 0\).

Proof

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.

Lemma 350 Square identity for \(L\)

If \(Lf=\lambda f\), then for every vertex \(x\),

\[ Lf^2(x)=2\lambda f^2(x)-\frac1k\sum _{a\in \mathcal{K}}\bigl(f(x)-f(ax)\bigr)^2 . \]
Proof

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 \(a\in \mathcal{K}\),

\[ Lf^2(x)=\frac1k\sum _{a}\bigl(f^2(x)-f^2(ax)\bigr) =2f(x)\, \frac1k\sum _a\bigl(f(x)-f(ax)\bigr) -\frac1k\sum _a\bigl(f(x)-f(ax)\bigr)^2 . \]

The first term equals \(2f(x)\, Lf(x)=2\lambda f^2(x)\), giving the claim.

Lemma 351 Bound on \(L\rho \) for invariant homogeneous graphs

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 \(x\),

\[ L\rho (x)\le 2\lambda \, \rho (x)=\frac{2\lambda }{k}\sum _{a\in \mathcal{K}}\bigl(f(x)-f(ax)\bigr)^2 . \]
Proof

By definition,

\[ L\rho (x)=\frac1{k^2}\sum _{b\in \mathcal{K}}\sum _{a\in \mathcal{K}} \Bigl\{ \bigl(f(x)-f(ax)\bigr)^2-\bigl(f(bx)-f(abx)\bigr)^2\Bigr\} . \]

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

\[ L\rho (x)=-\frac1{k^2}\sum _{b,a}\bigl(f(x)-f(ax)-f(bx)+f(abx)\bigr)^2 +X,\qquad X=\frac2{k^2}\sum _{b,a}\bigl(f(x)-f(ax)-f(bx)+f(abx)\bigr)\bigl(f(x)-f(ax)\bigr). \]

The first term is \(\le 0\). Writing \(f(abx)=f(bax)+\bigl(f(abx)-f(bax)\bigr)\),

\[ X=\frac2{k^2}\sum _{a}\Bigl(\sum _b\bigl(f(x)-f(ax)-f(bx)+f(bax)\bigr)\Bigr)\bigl(f(x)-f(ax)\bigr) +\frac2{k^2}\sum _{a}\Bigl(\sum _b\bigl(f(abx)-f(bax)\bigr)\Bigr)\bigl(f(x)-f(ax)\bigr). \]

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

\[ L\rho (x)\le X=\frac{2\lambda }{k}\sum _{a\in \mathcal{K}}\bigl(f(x)-f(ax)\bigr)^2 =2\lambda \, \rho (x). \qedhere \]
Theorem 352 Harnack inequality for homogeneous graphs (Theorem 9.4)

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),

\[ \frac1k\sum _{a\in \mathcal{K}}\bigl(f(x)-f(ax)\bigr)^2+\alpha \lambda f^2(x) \; \le \; \frac{\lambda \, \alpha ^2}{\alpha -2}\, \sup _y f^2(y). \]
Proof

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 (\(Lf^2=2\lambda f^2-\rho \)),

\[ L\Phi (x)=L\rho (x)+\alpha \lambda \, Lf^2(x) \le 2\lambda \rho (x)+\alpha \lambda \bigl(2\lambda f^2(x)-\rho (x)\bigr) =2\alpha \lambda ^2 f^2(x)-(\alpha -2)\lambda \, \rho (x). \]

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 \(\alpha {\gt}2\),

\[ \rho (v)\le \frac{2\alpha \lambda }{\alpha -2}f^2(v). \]

Hence for every \(x\),

\[ \Phi (x)\le \Phi (v)=\rho (v)+\alpha \lambda f^2(v) \le \frac{2\alpha \lambda }{\alpha -2}f^2(v)+\alpha \lambda f^2(v) =\frac{\alpha ^2\lambda }{\alpha -2}f^2(v) \le \frac{\alpha ^2}{\alpha -2}\, \lambda \, \max _y f^2(y), \]

which is the assertion.

Corollary 353 Harnack inequality, \(\alpha =4\) (Theorem 9.5)

Under the hypotheses of 352, for every \(x\in V(\Gamma )\),

\[ \frac1k\sum _{a\in \mathcal{K}}\bigl(f(x)-f(ax)\bigr)^2\le 8\lambda \, \sup _y f^2(y). \]
Proof

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.

Lemma 354 Extension of a Dirichlet eigenfunction (Lemma 9.6)

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

\[ \sum _{y\sim x}\bigl(f(x)-f(y)\bigr)=\lambda f(x)\, d_x \]

at every such \(x\).

Proof

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

\[ \sum _{y\sim x}\bigl(f(x)-f(y)\bigr)=\lambda f(x)\, d_x,\qquad x\in \delta S, \]

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.

Theorem 355 Harnack inequality for Dirichlet eigenvalues (Theorem 9.7)

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 \(\alpha {\gt}2\),

\[ \bigl(f(x)-f(ax)\bigr)^2+k\alpha \lambda f^2(x) \; \le \; \frac{k\lambda \, \alpha ^2}{\alpha -2}\, \sup _{y\in S} f^2(y). \]
Proof

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 \(x\in S\),

\[ L\phi (x)=\frac1k\sum _{b\in \mathcal{K}}\bigl(\phi (x)-\phi (bx)\bigr) \le \frac1k\sum _{b}\Bigl(\bigl(f(x)-f(ax)\bigr)^2-\bigl(f(bx)-f(abx)\bigr)^2\Bigr) +\alpha \lambda \sum _{b}\bigl(f^2(x)-f^2(bx)\bigr)=Y+Z. \]

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,

\[ Y=\frac1k\sum _b\Bigl(\bigl(f(x)-f(ax)\bigr)^2-\bigl(f(bx)-f(abx)\bigr)^2\Bigr) \le \frac2k\Bigl(\sum _b\bigl(f(x)-f(bx)\bigr)-\sum _b\bigl(f(ax)-f(abx)\bigr)\Bigr)\bigl(f(x)-f(ax)\bigr) \le 2\lambda \bigl(f(x)-f(ax)\bigr)^2, \]

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 \(f^2(x)-f^2(bx)=2(f(x)-f(bx))f(x)-(f(x)-f(bx))^2\),

\[ Z=\alpha \lambda \sum _b\bigl(f^2(x)-f^2(bx)\bigr) =\alpha \lambda \Bigl(2k\lambda f^2(x)-\sum _b\bigl(f(x)-f(bx)\bigr)^2\Bigr). \]

Now let \(z\) be the maximizer above. By 349, \(0\le L\phi (z)\le Y+Z\). Since \(\bigl(f(z)-f(az)\bigr)^2\le \sum _b\bigl(f(z)-f(bz)\bigr)^2\),

\[ 0\le 2\lambda \bigl(f(z)-f(az)\bigr)^2+2k\alpha \lambda ^2 f^2(z) -\alpha \lambda \sum _b\bigl(f(z)-f(bz)\bigr)^2 \le 2k\alpha \lambda ^2 f^2(z)-(\alpha -2)\lambda \bigl(f(z)-f(az)\bigr)^2, \]

so for \(\alpha {\gt}2\),

\[ \bigl(f(z)-f(az)\bigr)^2\le \frac{2k\lambda \alpha }{\alpha -2}f^2(z). \]

Finally, for all \(x\in S\), \(g\in \mathcal{K}\) with \(gx\in S\),

\[ \bigl(f(x)-f(gx)\bigr)^2+k\alpha \lambda f^2(x)=\phi _g(x)\le \phi (z) =\bigl(f(z)-f(az)\bigr)^2+k\alpha \lambda f^2(z) \le \frac{2k\lambda \alpha }{\alpha -2}f^2(z)+k\alpha \lambda f^2(z) =\frac{k\lambda \alpha ^2}{\alpha -2}f^2(z) \le \frac{k\lambda \alpha ^2}{\alpha -2}\max _{y\in S}f^2(y). \qedhere \]
Corollary 356 Dirichlet Harnack inequality, \(\alpha =4\) (Theorem 9.8)

Under the hypotheses of 355, for all \(x\in S\) and \(a\in \mathcal{K}\),

\[ \bigl(f(x)-f(ax)\bigr)^2\le 8k\lambda \, \sup _{y\in S} f^2(y). \]
Proof

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.

Theorem 357 Harnack inequality for Neumann eigenvalues (Theorem 9.9)

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 \(\alpha {\gt}2\),

\[ \bigl(f(x)-f(ax)\bigr)^2+k\alpha \lambda f^2(x) \; \le \; \frac{k\lambda \, \alpha ^2}{\alpha -2}\, \sup _{y\in S} f^2(y). \]
Proof

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

\[ \phi _g(x)=\Bigl(\tfrac 1w\sum _{b\in W}f(bx)-f(gx)\Bigr)^2 +k\alpha \lambda \Bigl(\tfrac 1w\sum _{b\in W}f(bx)\Bigr)^2 \le \frac1w\sum _{b\in W}\bigl(f(bx)-f(gx)\bigr)^2+\frac{k\alpha \lambda }{w}\sum _{b\in W}f^2(bx). \]

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

\[ \phi _g(x)=\Bigl(f(x)-\tfrac 1{w’}\sum _{b\in W'}f(bgx)\Bigr)^2+k\alpha \lambda f^2(x) \le \frac1{w'}\sum _{b\in W'}\bigl(f(x)-f(bgx)\bigr)^2+k\alpha \lambda f^2(x) \le \frac1{w'}\sum _{b\in W'}\max _g\phi _g(x)\le \phi _a(z), \]

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

\[ f(x)-f(gx)=\frac{w_3}{w}f(x)+\frac1w\sum _{b\in W_1\cup W_2}f(bx) -\frac{w_2}{w}f(gx)-\frac1w\sum _{b\in W_1\cup W_3}f(bgx), \]

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,

\[ \phi _g(x)\le \frac1w\Bigl(\sum _{W_1}\bigl(f(bx)-f(bgx)\bigr)^2+\sum _{W_2}\bigl(f(bx)-f(gx)\bigr)^2+\sum _{W_3}\bigl(f(x)-f(bgx)\bigr)^2\Bigr) +\frac{k\alpha \lambda }{w}\Bigl(\sum _{W_1}f^2(bx)+\sum _{W_2}f^2(bx)+\sum _{W_3}f^2(x)\Bigr). \]

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 \(\bigl(f(x)-f(ax)\bigr)^2+k\alpha \lambda f^2(x)\le \frac{k\lambda \alpha ^2}{\alpha -2}\sup _{y\in S}f^2(y)\).

Corollary 358 Neumann Harnack inequality, \(\alpha =4\) (Theorem 9.10)

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 \(ax\in S\)),

\[ \bigl(f(x)-f(ax)\bigr)^2\le 8k\lambda \, \sup _{y\in S} f^2(y). \]
Proof

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.

Lemma 359 Cauchy–Schwarz / power-mean inequality
#

For real numbers \(b_1,\dots ,b_t\),

\[ \Bigl(\sum _{i=1}^{t} b_i\Bigr)^2\le t\sum _{i=1}^{t} b_i^2, \qquad \text{equivalently}\qquad \Bigl(\tfrac 1t\sum _{i=1}^{t} b_i\Bigr)^2\le \tfrac 1t\sum _{i=1}^{t} b_i^2 . \]
Theorem 360 Neumann eigenvalue and diameter (Theorem 9.11)

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

\[ \lambda _S\ge \frac{1}{8kD^2}. \]
Proof

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

\[ \mathcal S=\sum _{i=0}^{t-1}\bigl(f(v_i)-f(v_{i+1})\bigr)^2 . \]

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

\[ \mathcal S\le 8k\lambda \, t\le 8k\lambda D. \]

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 \(t\le D\),

\[ \mathcal S=\sum _{i=0}^{t-1} b_i^2\ge \frac1t\Bigl(\sum _i b_i\Bigr)^2 =\frac1t\bigl(f(u)-f(v)\bigr)^2\ge \frac1D\bigl(f(u)-f(v)\bigr)^2\ge \frac1D, \]

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 \(\lambda \ge \frac{1}{8kD^2}\).