Carleson embeddings for Sobolev spaces via heat equation
Let \(u(t,x)\) be the solution of the heat equation \((\partial_t - \Delta_x)u(t,x) =0\) on \(\mathbb R^{1+n}_+ = (0,\infty) \times \mathbb R^n\) with initital condition \(u(0,x)=f(x)\) on \(\mathbb R^n\). The main results of the paper provide equivalent conditions such that for a nonnegative measure \(\mu\) on \(\mathbb R^{1+n}_+\), the mapping \[ f(x) \mapsto u(t^2,x)\tag{1} \] induces a bounded embedding from the Sobolev space \(\overset {.}{W}^{1,p}(\mathbb R^n), p\in[1,n)\), into the Lebesgue space \(L^q(\mathbb R^{1+n}_+,\mu)\), \(q\in (0,\infty)\). When \(0<q<p\), the mapping (1) is bounded if and only if \[ \int_0^{\infty} \left(\frac{t^{p/q}}{c_p(\mu,t)}\right)^{q/(p-q)}\frac{dt}{t} <\infty,\tag{2} \] where \(c_p(\mu,t)\) denotes the \(p\)-variational minimizing function of \(t\in(0,\infty)\) associated with \(\mu\). When \(p\leq q<\infty\), the condition (2) can be replaced by the following weak-type inequality \(\sup_{\lambda>0} \lambda(\mu(\{(t,x): | u(t^2,x)| >\lambda\}))^{1/q} \leq C\| \nabla f\| _p\), as well as two simpler conditions involving the measure \(\mu\).
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