Lipschitzian norm estimate of one-dimensional Poisson equations and applications (Q537132)

In this paper, the authors, by direct calculation, identify explicitly the Lipschitzian norm of the solution of the Poisson equation \(-\mathcal {L}G = g\) in terms of various norms of \(g\), where \(\mathcal L\) is a Sturm-Liouville operator or generator of a non-singular diffusion in an interval. This allows one to obtain the best constant in the \(L^{1}\)-Poincaré inequality (a little stronger than the Cheeger isoperimetric inequality) and some sharp transportation-information inequalities and concentration inequalities for empirical means. Several illustrative examples are also given. For some partial extensions of the results in this paper to the multi-dimensional Riemannian manifolds case, see [\textit{L.-M. Wu}, ``Gradient estimates of Poisson equations on Riemannian manifolds and applications'', J. Funct. Anal. 257, No. 12, 4015--4033 (2009; Zbl 1181.58015)].