11 11. Sobolev inequalities
In spectral geometry, Sobolev inequalities are among the main tools for controlling eigenfunctions. In this chapter we derive discrete versions of Sobolev inequalities for arbitrary graphs, based on a single combinatorial invariant, the isoperimetric dimension of a graph, and we use them to bound the eigenvalues of the normalized Laplacian \(\mathcal{L}\). Throughout, \(\operatorname {vol} X=\sum _{v\in X}d_v\) for \(X\subseteq V(G)\) and \(\operatorname {vol}G=\sum _{v}d_v\).
For nonnegative reals \(f_i,g_i\) and exponents \(p,q{\gt}0\) with \(\frac1p+\frac1q=1\),
The case \(p=q=2\) is the Cauchy–Schwarz inequality.
For \(a,b\ge 0\) and \(0{\lt}s\le 1\) one has \(a^{s}+b^{s}\ge (a+b)^{s}\), and more generally \(\sum _i a_i^{s}\ge \big(\sum _i a_i\big)^{s}\).
A graph \(G\) has isoperimetric dimension \(\delta \) with isoperimetric constant \(c_\delta \) if for every subset \(X\subseteq V(G)\) the number of edges between \(X\) and its complement \(\bar X\), denoted \(|E(X,\bar X)|\), satisfies
where \(c_\delta \) depends only on \(\delta \). Equivalently, the Sobolev constant \(c_\delta \) is
For a function \(f:V(G)\to \mathbb {R}\) write \(\| \nabla f\| _p=\big(\sum _{u\sim v}|f(u)-f(v)|^{p}\big)^{1/p}\) and \(\| f\| _q=\big(\sum _{v}|f(v)|^{q}d_v\big)^{1/q}\). For \(p,q{\gt}0\) the Sobolev constant of \(G\) is
The Cheeger constant of \(G\) equals \(h_G=s_{1,1}\), and the isoperimetric constant \(c_\delta \) is the case \(\delta =\infty \) of the Cheeger constant. The two Sobolev inequalities proved below (Corollary 389 and Theorem 391) concern \(s_{1,q}\) and \(s_{2,q}\) for \(q\) depending on \(\delta \).
For a vertex \(v\) and an integer \(r\ge 0\) let \(N_r(v)=\{ u\in V(G):d(u,v)\le r\} \), where \(d(u,v)\) is the graph distance. The graph \(G\) has polynomial growth rate of type \((c,\delta )\) if
A graph with isoperimetric dimension \(\delta \) and constant \(c_\delta \) has polynomial growth rate of some type \((c',\delta )\), but the converse fails.
For reals \(x_0,\dots ,x_{n+1}\) and \(y_0,\dots ,y_{n+1}\),
and the last two terms vanish if \(x_0=y_n=0\) or \(y_0=x_{n+1}=0\).
Expand the left side as \(\sum _{i=0}^{n}x_{i+1}y_i-\sum _{i=0}^{n}x_i y_i\) and reindex the first sum by \(i\mapsto i-1\) to obtain \(\sum _{i=1}^{n+1}x_i y_{i-1}-\sum _{i=0}^{n}x_i y_i=\sum _{i=1}^{n}x_i(y_{i-1}-y_i)+x_{n+1}y_n-x_0y_0\). The stated vanishing is immediate.
In a connected graph \(G\) with isoperimetric dimension \(\delta {\gt}1\) and isoperimetric constant \(c_\delta \), for an arbitrary function \(f:V(G)\to \mathbb {R}\) let \(m\) denote the largest value such that
Then
Label the vertices so that \(f(v_1)\ge f(v_2)\ge \cdots \ge f(v_n)\), and abbreviate \(f(i)=f(v_i)\), \(d_i=d_{v_i}\). For \(1\le i\le n-1\) let \(A_i=\{ \{ v_j,v_k\} \in E(G):j\le i{\lt}k\} \) be the set of edges of the cut \((\{ v_1,\dots ,v_i\} ,\{ v_{i+1},\dots ,v_n\} )\) and put \(a_i=|A_i|\). Set
so that \(S_i=S_i^{+}\) when \(f(i)\ge m\) and \(S_i=S_i^{-}\) when \(f(i){\lt}m\), and \(S_i\) is the volume of the smaller side of the cut \(A_i\). By 1,
Use the convention \(S_0=S_{n+1}=0\), set \(h(i)=f(i)-m\), and let \(i_0\) satisfy \(f(i_0)=m\), so \(h(i)\ge 0\) for \(i\le i_0\) and \(h(i){\lt}0\) for \(i{\gt}i_0\). Since \(f\) is monotone, applying Lemma 387,
We treat \(W_1\); \(W_2\) is symmetric. Writing \(S_{i+1}=S_i+d_i\) on this side and using \((S_i+d_i)^{\frac{\delta -1}{\delta }}-S_i^{\frac{\delta -1}{\delta }}\ge \frac{\delta -1}{\delta }\, d_i\, S_i^{-1/\delta }\),
where the middle inequality uses \(\big(h(i)^{\frac{\delta }{\delta -1}}S_i\big)^{1/\delta }\le \big(\sum _{i\le i_0}|h(i)|^{\frac{\delta }{\delta -1}}d_i\big)^{1/\delta }\). Combining with the analogous bound for \(W_2\) and applying Lemma 383 (superadditivity of \(x\mapsto x^{\frac{\delta -1}{\delta }}\)),
which is the claim with \(c_1=c_\delta \frac{\delta -1}{\delta }\).
In a connected graph \(G\) with isoperimetric dimension \(\delta \) and isoperimetric constant \(c_\delta \), for an arbitrary \(f:V(G)\to \mathbb {R}\),
Let \(m_0\) be the value of \(m\) produced in Theorem 388. Since the minimum over \(m\) is at most the value at \(m=m_0\),
In a connected graph \(G\) with isoperimetric dimension \(\delta \) and isoperimetric constant \(c_\delta \), for \(f:V(G)\to \mathbb {R}\), a vertex \(w\), and \(m\) as in Theorem 388, define the truncated function
the boundary count
and the level set \(S_w=\{ v:f(v)\ge f(w)\} \) if \(f(w)\ge m\), resp. \(S_w=\{ u:f(u)\le f(w)\} \) if \(f(w){\lt}m\). Then
This follows from the proof of Theorem 388 applied to the truncated function \(f_w\). In the ordering of that proof, \(f_w\) is constant equal to \(f(w)\) outside \(S_w\), so all cuts \(A_i\) with \(f(i)\) strictly between \(m\) and \(f(w)\) contribute nothing, and for \(f(w)\ge m\)
by Lemma 387. Adding \(a_w|f(w)-m|\) and running the \(W_1\)-estimate of Theorem 388 over the vertices of \(S_w\) yields the stated lower bound.
For a graph \(G\) with isoperimetric dimension \(\delta {\gt}2\) and isoperimetric constant \(c_\delta \), any function \(f:V(G)\to \mathbb {R}\) satisfies
where \(\gamma =\dfrac {2\delta }{\delta -2}\) and \(c_2=\sqrt{c_\delta }\, \dfrac {\delta -1}{2\delta }\).
Use the notation of Theorem 388: order \(f(1)\ge \cdots \ge f(n)\), set \(h(i)=f(i)-m\) with \(f(i_0)=m\), and write \(h_i(x)=h_{v_i}(x)\) for the truncation of Corollary 390 at \(w=v_i\). Representing the square of a gradient through its level cuts,
We bound \(P_1\), assuming without loss of generality that all \(h(i){\gt}0\); \(P_2\) is symmetric. Applying summation by parts (Lemma 387) and then Corollary 390 to the inner sums,
Hence \(2P_1\ge \sum _{i\le i_0}h(i)a_{i+1}(h(i)-h(i+1))\). Applying Lemma 387 once more,
so that
Define
By Corollary 390, \(T_i=\sum _{u\sim v}|f_{v_i}(u)-f_{v_i}(v)|+a_i(f(i)-m)\ge c_\delta \frac{\delta -1}{\delta }\, T_i'^{\, \frac{\delta -1}{\delta }}\), and directly from the definition \(T_i-T_{i-1}=(a_i-a_{i-1})h(i-1)\), so \((a_{i+1}-a_i)h(i)=T_{i+1}-T_i\). Using \(T_{i+1}'=T_i'+h(i)^{\frac{\delta }{\delta -1}}d_i\) and \((1+x)^{\frac{\delta -1}{\delta }}-1\ge \frac{\delta -1}{\delta }\, x\, (1+x)^{-1/\delta }\),
the last two steps using Hölder’s inequality (Lemma 382) and \(T_i'^{\, 1/\delta }\le \big(\sum _{i{\lt}i_0}h(i)^{\frac{\delta }{\delta -1}}d_i\big)^{1/\delta }\), with \(\gamma =\frac{2\delta }{\delta -2}\) so that \(2/\gamma =\frac{\delta -2}{\delta }\). Symmetrically \(P_2\ge c_\delta \frac{(\delta -1)^2}{4\delta ^2}\big(\sum _{i{\gt}i_0}|h(i)|^{\gamma }d_i\big)^{2/\gamma }\). Since \(\gamma \ge 2\), i.e. \(2/\gamma \le 1\), superadditivity (Lemma 383) gives
Taking square roots yields the inequality at this \(m\) with \(c_2=\sqrt{c_\delta }\, \frac{\delta -1}{2\delta }\); minimizing the right-hand side over \(m\) gives the stated form.
Assume \(\delta {\gt}2\) and set \(\gamma =\frac{2\delta }{\delta -2}\). Let \(H_t\) be the heat kernel of \(G\), fix a vertex \(x\), and let \(m\) be the value associated (as in Theorem 388) to the function \(y\mapsto H_{1/2}(x,y)/\sqrt{d_y}\). Then
Apply Hölder’s inequality (Lemma 382) with \(\frac1p+\frac1q=1\), \(p=\gamma -1\), \(q=\frac{\gamma -1}{\gamma -2}\), and
which gives
It remains to prove \(\sum _{y}\big|\frac{H_{t/2}(x,y)}{\sqrt{d_y}}-m\big|d_y\le 3\sqrt{d_x}\). Put \(m'=\frac{\sqrt{d_x}}{\operatorname {vol}G}\). By Lemma 365, \(\sum _y H_{t/2}(x,y)\sqrt{d_y}=\sqrt{d_x}\), hence
Writing \(N_x^{-}=\{ y:H_{t/2}(x,y)/\sqrt{d_y}{\lt}m'\} \), equation 6 gives \(\sum _y|\frac{H_{t/2}(x,y)}{\sqrt{d_y}}-m'|d_y=2\sum _{y\in N_x^{-}}(m'-\frac{H_{t/2}(x,y)}{\sqrt{d_y}})d_y\le 2\sum _{y\in N_x^{-}}m'd_y=2\frac{\sqrt{d_x}}{\operatorname {vol}G}\sum _{y\in N_x^{-}}d_y\le 2\sqrt{d_x}\). Therefore, provided \(m'\ge m/2{\gt}0\),
Finally \(m'\ge m/2\): with \(M_x^{+}=\{ y:H_{1/2}(y,x)/\sqrt{d_y}\ge m\} \) (of volume \(\ge \operatorname {vol}G/2\) by the definition of \(m\)) and \(H\ge 0\),
For a graph \(G\) with isoperimetric dimension \(\delta {\gt}2\) and isoperimetric constant \(c_\delta \), the eigenvalues \(0=\lambda _0\le \lambda _1\le \cdots \le \lambda _{n-1}\) of \(\mathcal{L}\) satisfy
where \(c_3\) is a constant depending only on \(\delta \).
Set \(\gamma =\frac{2\delta }{\delta -2}\). By the semigroup property \(H_t(x,y)=\sum _z H_{t/2}(x,z)H_{t/2}(z,y)\) and symmetry, \(H_t(x,x)=\sum _y H_{t/2}(x,y)^2\). Differentiating and using that \(y\mapsto H_{t/2}(x,y)\) solves the heat equation,
Applying Theorem 391 to \(y\mapsto H_{t/2}(y,x)/\sqrt{d_y}\),
Insert Lemma 392: since \(\big(\sum _y(\cdot )^{\gamma }d_y\big)^{2/\gamma }=\big[\big(\sum _y(\cdot )^{\gamma }d_y\big)^{\frac{1}{\gamma -1}}\big]^{\frac{2(\gamma -1)}{\gamma }}\ge \big[\sum _y(\frac{H_{t/2}}{\sqrt{d}}-m)^2 d_y\big]^{\frac{2(\gamma -1)}{\gamma }}(3\sqrt{d_x})^{-\frac{2(\gamma -2)}{\gamma }}\), and using \(\sum _y(\frac{H_{t/2}(x,y)}{\sqrt{d_y}}-m)^2 d_y\ge \sum _y(\frac{H_{t/2}(x,y)}{\sqrt{d_y}}-m')^2 d_y=H_t(x,x)-2m'\sqrt{d_x}+m'^2\operatorname {vol}G=H_t(x,x)-\frac{d_x}{\operatorname {vol}G}\) (by 6 and \(m'=\sqrt{d_x}/\operatorname {vol}G\)),
Note \(1-\frac{2(\gamma -1)}{\gamma }=-\frac{2}{\delta }\) and \(\frac{2(\gamma -2)}{\gamma }=\frac{4}{\delta }\). Writing \(u(t)=H_t(x,x)-\frac{d_x}{\operatorname {vol}G}\ge 0\),
Integrating from \(0\) to \(t\) and using \(u(0)=H_0(x,x)-\frac{d_x}{\operatorname {vol}G}=1-\frac{d_x}{\operatorname {vol}G}\le 1\),
so that, since \(\frac{2(\gamma -2)}{\gamma }\cdot \frac{\delta }{2}=2\),
Summing over \(x\) and using \(\sum _x d_x/\operatorname {vol}G=1\) gives \(\sum _x H_t(x,x)-1\le c_3\operatorname {vol}G/t^{\delta /2}\). Finally, by the spectral decomposition \(\sum _x H_t(x,x)=\sum _x\sum _i e^{-\lambda _i t}\phi _i^2(x)=\sum _i e^{-\lambda _i t}\), whence \(\sum _{i\neq 0}e^{-\lambda _i t}=\sum _i e^{-\lambda _i t}-1\le c_3\operatorname {vol}G/t^{\delta /2}\).
Let \(G\) have isoperimetric dimension \(\delta {\gt}2\) and isoperimetric constant \(c_\delta \). The \(k\)-th eigenvalue \(\lambda _k\) of \(\mathcal{L}\) satisfies
where \(c_4=\frac{\delta }{2e}\, c_3^{-2/\delta }\) depends only on \(\delta \).
Since the eigenvalues are ordered, for every \(t{\gt}0\) Theorem 393 gives
Hence \(k\le c_3\operatorname {vol}G\cdot \inf _{t{\gt}0}\frac{e^{\lambda _k t}}{t^{\delta /2}}\). The function \(t\mapsto e^{\lambda _k t}/t^{\delta /2}\) is minimized at \(t=\frac{\delta }{2\lambda _k}\), giving value \(\big(\frac{2\lambda _k e}{\delta }\big)^{\delta /2}\), so \(k\le c_3\operatorname {vol}G\big(\frac{2\lambda _k e}{\delta }\big)^{\delta /2}\). Solving for \(\lambda _k\),
Let \(G\) be a weighted undirected graph with edge weights \(w_{u,v}=w_{v,u}\), \(d_v=\sum _u w_{u,v}\), and \(\operatorname {vol}X=\sum _{v\in X}d_v\). We say \(G\) has isoperimetric dimension \(\delta \) with isoperimetric constant \(c_\delta \) if
Let \(G\) be a weighted undirected graph with edge weights \(w_{u,v}\) having isoperimetric dimension \(\delta \) and isoperimetric constant \(c_\delta \). Let \(S\subseteq V(G)\) and let \(S^{*}\) be the set of edges with at least one endpoint in \(S\). Then any function \(f:S\cup \delta S\to \mathbb {R}\) satisfying either Dirichlet or Neumann boundary conditions satisfies
Let \(G\) be a weighted undirected graph with edge weights \(w_{u,v}\) having isoperimetric dimension \(\delta {\gt}2\) and isoperimetric constant \(c_\delta \). Then any function \(f:V(G)\to \mathbb {R}\) satisfying either Dirichlet or Neumann boundary conditions satisfies
where \(\gamma =\frac{2\delta }{\delta -2}\) and \(c_2=\sqrt{c_\delta }\, \frac{\delta -1}{2\delta }\).
For a weighted undirected graph \(G\) with isoperimetric dimension \(\delta {\gt}2\) and an induced subgraph \(S\), the Dirichlet or Neumann eigenvalues \(\lambda _i\) of \(S\) satisfy
where \(c_3\) is a constant depending only on \(\delta \).
Suppose a weighted undirected graph \(G\) has isoperimetric dimension \(\delta {\gt}2\) and isoperimetric constant \(c_\delta \), and let \(S\) be an induced subgraph. The \(k\)-th Dirichlet or Neumann eigenvalue \(\lambda _k\) of \(S\) satisfies
where \(c_4\) is a constant depending only on \(\delta \).