8/20/23, 5:30 PM Poincaré inequality - Wikipedia

Poincaré inequality
In mathematics, the Poincaré inequality[1 ] is a result in the theory of Sobolev spaces, named
after the French mathematician Henri Poincaré. The inequality allows one to obtain bounds on a
function using bounds on its derivatives and the geometry of its domain of definition. Such bounds
are of great importance in the modern, direct methods of the calculus of variations. A very closely
related result is Friedrichs' inequality.

Statement of the inequality

The classical Poincaré inequality

Let p, so that 1  ≤  p  <  ∞ and Ω a subset bounded at least in one direction. Then there exists a
constant C, depending only on Ω and p, so that, for every function u of the Sobolev space W0 1 ,p (Ω)
of zero-trace (a.k.a. zero on the boundary) functions,

Poincaré–Wirtinger inequality

Assume that 1  ≤  p  ≤  ∞ and that Ω is a bounded connected open subset of the n-dimensional
Euclidean space ℝn with a Lipschitz boundary (i.e., Ω is a Lipschitz domain). Then there exists a
constant C, depending only on Ω and p, such that for every function u in the Sobolev space
W1,p(Ω),

where

is the average value of u over Ω, with |Ω| standing for the Lebesgue measure of the domain Ω.
When Ω is a ball, the above inequality is called a (p,p)-Poincaré inequality; for more general
domains Ω, the above is more familiarly known as a Sobolev inequality.

The necessity to subtract the average value can be seen by considering constant functions for
which the derivative is zero while, without subtracting the average, we can have the integral of the
function as large as we wish. There are other conditions instead of subtracting the average that we
can require in order to deal with this issue with constant functions, for example, requiring trace
zero, or subtracting the average over some proper subset of the domain. The constant C in the
Poincare inequality may be different from condition to condition. Also note that the issue is not just

https://en.wikipedia.org/wiki/Poincaré_inequality#:~:text=The constant C in the,its derivative remains the same. 1/4

8/20/23, 5:30 PM Poincaré inequality - Wikipedia

the constant functions, because it is the same as saying that adding a constant value to a function
can increase its integral while the integral of its derivative remains the same. So, simply excluding
the constant functions will not solve the issue.

Generalizations
In the context of metric measure spaces, the definition of a Poincaré inequality is slightly different.
One definition is: a metric measure space supports a (q,p)-Poincare inequality for some
if there are constants C and λ ≥ 1 so that for each ball B in the space,

Here we have an enlarged ball in the right hand side. In the context of metric measure spaces,
is the minimal p-weak upper gradient of u in the sense of Heinonen and Koskela.[2]

Whether a space supports a Poincaré inequality has turned out to have deep connections to the
geometry and analysis of the space. For example, Cheeger has shown that a doubling space
satisfying a Poincaré inequality admits a notion of differentiation.[3] Such spaces include sub-
Riemannian manifolds and Laakso spaces.

There exist other generalizations of the Poincaré inequality to other Sobolev spaces. For example,
consider the Sobolev space H1 /2 (T 2 ), i.e. the space of functions u in the L2 space of the unit torus
T 2 with Fourier transform û satisfying

In this context, the Poincaré inequality says: there exists a constant C such that, for every
u ∈ H1/2(T2) with u identically zero on an open set E ⊆ T2,

where cap(E × {0}) denotes the harmonic capacity of E × {0} when thought of as a subset of
ℝ3.[4]

Yet another generalization involves weighted Poincaré inequalities where the Lebesgue measure is
replaced by a weighted version.

The Poincaré constant

The optimal constant C in the Poincaré inequality is sometimes known as the Poincaré constant
for the domain Ω. Determining the Poincaré constant is, in general, a very hard task that depends
upon the value of p and the geometry of the domain Ω. Certain special cases are tractable,
however. For example, if Ω is a bounded, convex, Lipschitz domain with diameter d, then the
Poincaré constant is at most d/2 for p = 1, for p = 2,[5][6] and this is the best possible
estimate on the Poincaré constant in terms of the diameter alone. For smooth functions, this can be
understood as an application of the isoperimetric inequality to the function's level sets.[7 ] In one
dimension, this is Wirtinger's inequality for functions.

https://en.wikipedia.org/wiki/Poincaré_inequality#:~:text=The constant C in the,its derivative remains the same. 2/4

8/20/23, 5:30 PM Poincaré inequality - Wikipedia

However, in some special cases the constant C can be determined concretely. For example, for
p = 2, it is well known that over the domain of unit isosceles right triangle, C = 1/π ( < d/π where
).[8]

Furthermore, for a smooth, bounded domain Ω, since the Rayleigh quotient for the Laplace
operator in the space is minimized by the eigenfunction corresponding to the minimal
eigenvalue λ1 of the (negative) Laplacian, it is a simple consequence that, for any ,

and furthermore, that the constant λ 1 is optimal.

Poincaré inequality on metric-measure spaces

Since the 90s there have been several fruitful ways to make sense of Sobolev functions on general
metric measure spaces (metric spaces equipped with a measure that is often compatible with the
metric in certain senses). For example, the approach based on "upper gradients" leads to
Newtonian-Sobolev space of functions. Thus, it makes sense to say that a space "supports a
Poincare inequality".

It turns out that whether a space supports any Poincare inequality and if so, the critical exponent
for which it does, is tied closely to the geometry of the space. For example, a space that supports a
Poincare inequality must be path connected. Indeed, between any pair of points there must exist a
rectifiable path with length comparable to the distance of the points. Much deeper connections
have been found, e.g. through the notion of modulus of path families. A good and rather recent
reference is the monograph "Sobolev Spaces on Metric Measure Spaces, an approach based on
upper gradients" written by Heinonen et al.

See also
Friedrichs' inequality
Korn's inequality
Spectral gap

References
1. Poincaré, H. (1890). "Sur les Equations aux Dérivées Partielles de la Physique Mathématique" (h
ttp://www.jstor.org/stable/2369620). American Journal of Mathematics. 12 (3). Equation (11)
page 253. doi:10.2307/2369620 (https://doi.org/10.2307%2F2369620). ISSN 0002-9327 (https://
www.worldcat.org/issn/0002-9327). JSTOR 2369620 (https://www.jstor.org/stable/2369620).
2. Heinonen, J.; Koskela, P. (1998). "Quasiconformal maps in metric spaces with controlled
geometry" (https://doi.org/10.1007%2FBF02392747). Acta Mathematica. 181: 1–61.
doi:10.1007/BF02392747 (https://doi.org/10.1007%2FBF02392747). ISSN 1871-2509 (https://w
ww.worldcat.org/issn/1871-2509).
3. Cheeger, J. (1 August 1999). "Differentiability of Lipschitz functions on metric measure spaces".
Geometric and Functional Analysis. 9 (3): 428–517. doi:10.1007/s000390050094 (https://doi.or
g/10.1007%2Fs000390050094). S2CID 120149485 (https://api.semanticscholar.org/CorpusID:1
20149485).

https://en.wikipedia.org/wiki/Poincaré_inequality#:~:text=The constant C in the,its derivative remains the same. 3/4

8/20/23, 5:30 PM Poincaré inequality - Wikipedia

4. Garroni, Adriana; Müller, Stefan (2005). "Γ-limit of a phase-field model of dislocations". SIAM J.
Math. Anal. 36 (6): 1943–1964 (electronic). doi:10.1137/S003614100343768X (https://doi.org/1
0.1137%2FS003614100343768X). MR2178227 (https://mathscinet.ams.org/mathscinet-getite
m?mr=2178227)
5. Acosta, Gabriel; Durán, Ricardo G. (2004). "An optimal Poincaré inequality in L1 for convex
domains" (https://doi.org/10.1090%2FS0002-9939-03-07004-7). Proc. Amer. Math. Soc. 132
(1): 195–202 (electronic). doi:10.1090/S0002-9939-03-07004-7 (https://doi.org/10.1090%2FS00
02-9939-03-07004-7).
6. Payne, L. E.; Weinberger, H. F. (1960). "An optimal Poincaré inequality for convex domains".
Archive for Rational Mechanics and Analysis. 5 (1): 286–292. Bibcode:1960ArRMA...5..286P (h
ttps://ui.adsabs.harvard.edu/abs/1960ArRMA...5..286P). doi:10.1007/BF00252910 (https://doi.or
g/10.1007%2FBF00252910). ISSN 0003-9527 (https://www.worldcat.org/issn/0003-9527).
S2CID 121881343 (https://api.semanticscholar.org/CorpusID:121881343).
7. Alger, Nick. "L1 Poincare Inequality" (https://web.archive.org/web/20120303090859/http://maze5.
net/?page_id=790). Archived from the original (http://maze5.net/?page_id=790) on March 3,
2012.
8. Kikuchi, Fumio; Liu, Xuefeng (2007), "Estimation of interpolation error constants for the P0 and
P1 triangular finite elements", Comput. Methods. Appl. Mech. Engrg., 196 (37–40): 3750–3758,
Bibcode:2007CMAME.196.3750K (https://ui.adsabs.harvard.edu/abs/2007CMAME.196.3750K),
doi:10.1016/j.cma.2006.10.029 (https://doi.org/10.1016%2Fj.cma.2006.10.029) MR2340000 (htt
ps://mathscinet.ams.org/mathscinet-getitem?mr=2340000)

Evans, Lawrence C. (1998), Partial differential equations, Providence, RI: American

Mathematical Society, ISBN 0-8218-0772-2
Leoni, Giovanni (2009), A First Course in Sobolev Spaces (http://bookstore.ams.org/gsm-105),
Graduate Studies in Mathematics, American Mathematical Society, pp. xvi+607 ISBN 978-0-
8218-4768-8, MR2527916 (https://mathscinet.ams.org/mathscinet-getitem?mr=2527916),
Zbl 1180.46001 (https://zbmath.org/?format=complete&q=an:1180.46001), MAA (http://www.maa.
org/press/maa-reviews/a-first-course-in-sobolev-spaces)

Retrieved from "https://en.wikipedia.org/w/index.php?title=Poincaré_inequality&oldid=1168193789"

https://en.wikipedia.org/wiki/Poincaré_inequality#:~:text=The constant C in the,its derivative remains the same. 4/4