[Math] Showing when Young’s Inequality is in fact equality.

functional-analysismeasure-theoryreal-analysis

Young

The ellipses is where I'm stuck. I don't think a simple algebraic manipulation will work here.

Best Answer

Here is an alternative argument for the equality condition:


Young's Inequality: $\forall p\in]1,\infty[, \frac{1}{p}+\frac{1}{q}=1,\forall a,b\in]0,\infty[: ab\leq\frac{a^p}{p}+\frac{b^q}{q}$. Furthermore

$$ab=\frac{a^p}{p}+\frac{b^q}{q} \iff a^p=b^q.$$


Observation: \begin{align} a^p=b^q \iff & a^{p/q}=b \iff & a^{p-1}=b \\ & a=b^{q/p} & a=b^{q-1} \end{align}


Lemma: Set

\begin{align} f:&]0,\infty[\to\Bbb{R} \\ &x\mapsto (1-x^{1-p})+(p-1)(1-x). \end{align} Then $f(x)=0 \iff x=1.$

Proof of Lemma: First observe that $f(1)=0$. Also $f'(x)=(p-1)(x^{-p}-1)$, from which we deduce that $1$ is the maximum point of $f$. $\checkmark$


Proof of the Equality Condition:

$(\impliedby)$ First suppose $a^p=b^q$. Then by the observation above

\begin{align} \dfrac{a^p}{p}+\dfrac{b^q}{q}=\dfrac{(q+p)b^q}{pq}=b^q=b^{q-1}b=ab. \end{align}

$(\implies)$ Conversely suppose we have equality. Then

\begin{align} &ab=\dfrac{a^p}{p}+\dfrac{b^q}{q} =\dfrac{qa^p+pb^q}{p+q}\\ &\implies p+q =q\dfrac{a^{p-1}}{b} + p\dfrac{b^{q-1}}{a}\\ &\implies q\left(\dfrac{a^{p-1}}{b}-1\right)=p\left(1-\dfrac{b^{q-1}}{a}\right)\\ &\implies \left(\dfrac{a^{p-1}}{b}-1\right)=\dfrac{p}{q}\left(1-\dfrac{b^{q-1}}{a}\right)\\ &\implies \left(\left(\dfrac{b^{q-1}}{a}\right)^{1-p}-1\right)=(p-1)\left(1-\dfrac{b^{q-1}}{a}\right)\\ &\implies 0=\left(1-\left(\dfrac{b^{q-1}}{a}\right)^{1-p}\right)+(p-1)\left(1-\dfrac{b^{q-1}}{a}\right) \end{align}

Hence $\dfrac{b^{q-1}}{a}$ is a root of $f$ in the above lemma, which guarantees that $\dfrac{b^{q-1}}{a}=1$. By the observation this is equivalent to $a^p=b^q$.


Note: I used certain arithmetical properties of the conjugates $(p,q)$. I'll leave those and the observation for you to check.

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