Skip to content
Preprint

Capacitary-Distance Hardy Inequality

Aug 2026 · 0 citations · 33 references
Mathematics

Abstract

Let $n\ge3$, $\Omega\subset\mathbb R^n$ be an open set, $F:=\mathbb R^n\setminus\Omega$, and $\alpha\in(0,\infty)$. For any $x\in\Omega$, we define the capacitary distance \begin{align*} d_\alpha(x) := \inf\left\{ r>0: \operatorname{cap}(\overline{F\cap B(x,r)}) \ge \alpha\operatorname{cap}(B(\mathbf0,r)) \right\}. \end{align*} In this article, we prove that there exists a positive constant $C_n$, depending only on $n$, such that, for any $\alpha\in(0,1]$ and any $u\in C_{\rm{c}}^\infty(\Omega)$, \begin{align*} \int_\Omega \frac{|u(x)|^2}{d_\alpha(x)^2}\,d x \le \frac{C_n}{\alpha^{2}} \int_\Omega|\nabla u(x)|^2\,d x. \end{align*} This gives an affirmative answer to Problem 8 of Maz'ya [25]. Moreover, this dependence on $\alpha$ is sharp: there exists a positive constant $c_n$, depending only on $n$, such that, for every $\alpha\in(0,1]$, we are able to construct a bounded connected domain $\Omega_\alpha$ on which the optimal constant in the above Hardy inequality is at least $\frac{c_n}{\alpha^{2}}$. The proof combines a variable-time semigroup estimate for the killed Brownian motion with finite-time exit estimates derived from capacity.

View source

Similar papers

Preprint Aug 2026

Motion helps the contact process: survival below the percolation threshold on Poisson Brownian motions

We consider the SIS contact process on a Poisson system of independent Brownian motions in $\mathbb{R}^d$ of intensity $\eta$. Two particles are in contact when their distance is at most $2r$. An infected particle transmits the infection to a susceptible particle in contact with it at rate $\lambda\in(0,\infty]$, and r...

Peter Gracar · 0 citations
Preprint Sep 2026

No free lunch for continuity of stochastic convolutions

We construct compact, exponentially stable $C_0$-semigroups $S$ on Hilbert spaces $X$ such that, for every $T>0$, the stochastic convolution $U_g(t)=\int_0^t S(t-s)g(s)\,\mathrm{d}\beta_s $ is unbounded on $[0,T]$ with positive probability for some predictable $g\in L^\infty(\Omega;L^2(0,T;X))$, where $\beta$ is a real...

M. Veraar, J. van Winden · 0 citations
Preprint Sep 2026

Support of Dyson Brownian Motion

We consider beta-Dyson Brownian motion, with $\beta>= 1$, started from a deterministic configuration with uniformly bounded support. Let $\mu_t$ be the semicircular free-convolution flow issued from the initial empirical measure, and set $S_t = supp(\mu_t)$. For every fixed $T, \epsilon>0$, with probability at least $1...

Jiaoyang Huang, Sheng-Jing Xu · 0 citations
Preprint Sep 2026

Geodesic traces in dynamical Brownian last passage percolation

We consider Brownian last passage percolation (BLPP) in which the Brownian increment process on each unit horizontal interval is independently resampled at rate one. By combining strong passage-time stability estimates with a multiscale analysis of static near-optimal paths, we show that, for every $\varepsilon>0$, the...

Manan Bhatia · 1 citation · ⚡1
Preprint Aug 2026

Large-diffusion dynamics for a planar Neumann heat equation with exponential nonlinearity

We study the Neumann problem $u_t-\varepsilon\Delta u=e^u-1-au\ (a>1)$ on a smooth bounded domain $\Omega\subset\mathbb{R}^2$. For the spatially homogeneous problem, $0$ is stable, the positive equilibrium $\xi_a$ is unstable, and solutions starting above $\xi_a$ blow up in finite time. Although finite-time blow-up per...

Jun-Ho Seo · 0 citations
Preprint Aug 2026

Volume Growth and Recurrence of Fractional Powers of the Laplace--Beltrami Operator

Let $M$ be a connected geodesically complete Riemannian manifold without boundary, write $\mu$ for Riemannian volume, and set $V(o,r)=\mu(B(o,r))$ for geodesic balls centered at $o$. For $0<\alpha<2$, let $X^{(\alpha)}$ be the process obtained by subordinating Brownian motion with an independent $\alpha/2$-stable subor...

Hao Cheng · 0 citations

We use cookies to run the site and, with your consent, for analytics and to show ads. See our Cookie Policy.