Laplace problem with von Neumann condition proves Isoperimetric Inequality

by greenturtle3141, Sep 8, 2023, 3:54 AM

Reading Difficulty: 5/5
Prerequisites: Understand literally anything in the first paragraph

If you have studied PDEs, you may be familiar with the Laplace problem with a Dirichlet boundary condition:
$$\begin{cases}\Delta f = g & \text{in }\Omega \\ f = h & \text{in }\partial \Omega\end{cases}$$The boundary condition here describes pointwise values that $f$ needs to take, and is hence called a Dirichlet condition. There are other sorts of boundary conditions, however, and one such sort is a von Neumann boundary condition, which imposes a condition on the gradient of $f$ on the boundary:
$$\begin{cases}\Delta f = g & \text{in }\Omega \\ \nabla f \cdot \nu = h & \text{in }\partial \Omega\end{cases},$$where $\nu$ denotes the unit outward normal to the relevant boundary (which, here, is $\partial \Omega$).

Let us take $g,h,\Omega$ to be sufficiently nice. Then an obvious necessary condition for a solution $f$ to exist is found via the Divergence theorem. To be precise, if $f$ solves the above problem then we must have
$$\int_\Omega g\,dx = \int_\Omega \Delta f\,dx = \int_\Omega \operatorname{div} \nabla f\,dx = \int_{\partial\Omega} \nabla f \cdot \nu\,d\mathcal{H}^{N-1} = \int_{\partial\Omega}h\,d\mathcal{H}^{N-1},$$where $\mathcal{H}^{N-1}$ denotes the $N-1$-dimensional Hausdorff measure. For the record, we will be using $\mathcal{L}^N(\cdot)$ to denote the $N$-dimensional Lebesgue measure.

It turns out that the condition $\int_\Omega g\,dx = \int_{\partial\Omega}h\,d\mathcal{H}^{N-1}$ is not only necessary but sufficient. (See https://math.stackexchange.com/questions/3214541/necessary-and-sufficient-conditions-for-the-solution-of-neumann-problem) What is surprising is that this fact implies the Isoperimetric Inequality! Let $\Omega \subseteq \mathbb{R}^N$ be a bounded domain with $\partial \Omega$ smooth. We will prove that
$$\mathcal{L}^N(\Omega)^{\frac1N} \leq C_N\mathcal{H}^{N-1}(\partial\Omega)^{\frac{1}{N-1}}$$for a constant $C$ depending only on $N$, with equality exactly when $\Omega$ is a ball. Equivalently, we will show that
$$\frac{
\mathcal{H}^{N-1}(\partial B_N(0,1))^{\frac{1}{N-1}}
}{
\mathcal{L}^N(B_N(0,1))^{\frac{1}{N}}
} \leq \frac{
\mathcal{H}^{N-1}(\partial\Omega)^{\frac{1}{N-1}}
}{
\mathcal{L}^N(\Omega)^{\frac{1}{N}}
},$$where $B_N(0,1)$ denotes the unit $N$-ball.

Begin by finding the unique solution $f:\Omega \to \mathbb{R}$ to the von Neumann problem
$$\begin{cases}\Delta f = \frac{\mathcal{H}^{N-1}(\partial\Omega)}{\mathcal{L}^N(\Omega)} & \text{in }\Omega \\ \nabla f \cdot \nu = 1 & \text{in }\partial \Omega\end{cases}.$$The constant $\frac{\mathcal{H}^{N-1}(\partial\Omega)}{\mathcal{L}^N(\Omega)}$ was chosen carefully to ensure that we satisfy the necessary and sufficient condition for existence of the solution $f$.

Now let $E \subset \Omega$ be the set of points $x \in \Omega$ for which the tangent plane to the graph of $f$ at $x$ lies entirely below $f$. That is, $E = \{x \in \Omega : \nabla f(x) \cdot (y-x) + f(x) \leq f(y) \quad \forall y \in \Omega\}$. What's important about $E$ is that $f$ is convex inside $E$. This will be useful for taming its Hessian matrix, as we'll see soon.

Key Claim: $\nabla f(E) \supseteq B_N(0,1)$

Proof. Here is the intuitive argument. Take $c \in B_N(0,1)$ and take a plane with gradient $c$. Raise this plane from below the graph of $f$ until it hits the graph at a point $x \in \overline{\Omega}$. Since $\|c\| < 1$, and on $\partial \Omega$ we have $\|\nabla f\| \geq 1$ from the von Neumann condition, it cannot be the case that $x \in \partial \Omega$. So $x \in \Omega$. Clearly $x \in E$ and $\nabla f(x) = c$, so $c \in \nabla f(E)$.

The rigorous details go something like this. $\square$

As you might guess, this claim is precisely how we sneak in the ball $B_N(0,1)$ into our equations. By using $\nabla f$ as a change of variables (!), we have that
$$\mathcal{L}^N(B_N(0,1)) = \int_{B_N(0,1)}1\,dx \leq \int_{\nabla f(E)}1\,dx$$$$\leq \int_E |\det D\nabla f|\,dy = \int_E |\det \nabla^2 f|\,dy,$$where we write $\leq$ because $\nabla f$ may not be injective.

Now we must reason about the determinant of the Hessian $\nabla^2 f$. But recall that $f$ is convex in $E$! So in $E$, $\nabla^2 f$ must be positive semi-definite, so all its eigenvalues $\lambda_1,\cdots,\lambda_N$ are non-negative everywhere. It follows that
$$|\det \nabla^2 f| = \det \nabla^2 f = \prod_{i=1}^N \lambda_i$$$$\leq \left(\frac1N\sum_{i=1}^N \lambda_i\right)^N = \left(\frac{\operatorname{tr} \nabla^2 f}{N}\right)^N = \left(\frac{\Delta f}{N}\right)^N = \left(\frac{\mathcal{H}^{N-1}(\partial\Omega)}{N\mathcal{L}^N(\Omega)}\right)^N$$by AM-GM. This gives
$$\mathcal{L}^N(B_N(0,1)) \leq \left(\frac{\mathcal{H}^{N-1}(\partial\Omega)}{N\mathcal{L}^N(\Omega)}\right)^N\mathcal{L}^N(E) \leq \left(\frac{\mathcal{H}^{N-1}(\partial\Omega)}{N\mathcal{L}^N(\Omega)}\right)^N\mathcal{L}^N(\Omega)$$which rearranges to
$$\frac{\mathcal{H}^{N-1}(\partial\Omega)^N}{\mathcal{L}^N(\Omega)^{N-1}} \geq N^N\mathcal{L}^N(B_N(0,1)) = \frac{(N\mathcal{L}^N(B_N(0,1)))^N}{\mathcal{L}^N(B_N(0,1))^{N-1}}$$$$= \frac{\mathcal{H}^{N-1}(\partial B_N(0,1))^N}{\mathcal{L}^N(B_N(0,1))^{N-1}}.$$Taking the $N(N-1)$th root concludes the proof.

This methodology is known as the ABP estimate, and the above application of this technique for proving the isoperimetric problem was discovered relatively recently by X. Cabre.
This post has been edited 5 times. Last edited by greenturtle3141, Sep 8, 2023, 5:27 AM

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  • Can you give some thought to dropping a guide to STS? Just like how you presented your research (in your paper), what your essays were about, etc. Also cool blog!

    by Shreyasharma, Mar 13, 2025, 7:03 PM

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    by purpledonutdragon, Mar 4, 2025, 2:05 PM

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    by Lhaj3, Jan 23, 2025, 7:43 PM

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    by eduD_looC, Dec 31, 2024, 8:57 PM

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    by kingu, Dec 4, 2024, 1:02 AM

  • Although I had a decent college essay, this isn't really my specialty so I don't really have anything useful to say that isn't already available online.

    by greenturtle3141, Nov 3, 2024, 7:25 PM

  • Could you also make a blog post about college essay writing :skull:

    by Shreyasharma, Nov 2, 2024, 9:04 PM

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    by peace09, Oct 15, 2024, 3:39 PM

  • oh lmao, i was confused because of the title initially. thanks! great read

    by OlympusHero, Jul 20, 2024, 5:00 AM

  • It should be under August 2023

    by greenturtle3141, Jul 11, 2024, 11:44 PM

  • does this blog still have the post about your math journey? for some reason i can't find it

    by OlympusHero, Jul 10, 2024, 5:41 PM

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    by fruitmonster97, Apr 2, 2024, 12:39 AM

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    by s12d34, Jan 24, 2024, 11:37 PM

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    by StarLex1, Jan 3, 2024, 3:12 PM

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