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# Quantum walks based on an interferometric analogy

## 1 Introduction

Random walks on graphs are the basis of a number of classical algorithms, Examples include, 2-SAT, graph connectivity, and finding satisfying assignments for Boolean formulas. As a result, it is natural to explore the quantum counterpart of a random walk, in the hope that it will be useful in the development of quantum algorithms. This has led to a number of studies. Quantum walks on the line were examined by Nayak and Vishwananth , and on the cycle by Aharonov, et al. . The latter study also considered a number of properties of quantum walks on general graphs. Numerical simulations of walks in two and three dimensions were performed by Mackay, et al. . Absorbing times and probabilities of quantum walks on the line were studied by several authors . One of the main results to come from this work is that quantum walks spread faster than do classical ones. In particular, on the line, the standard deviation of the position of the particle making the walk increases linearly with the number of steps rather that with its square root as in the classical case. Walks on the hypercube have also been considered, and here the results are even more dramatic . Kempe has shown that the hitting time for the walk from one corner of an $`n`$-bit hypercube to the opposite corner is polynomial in $`n`$ for a quantum walk, but exponential for a classical one. The quantum walk on the hypercube was subsequently used as the basis of a quantum search algorithm . The effect of decoherence on these walks has also been studied. Brun et al. showed how increasing dedoherence turns a quantum walk into a classical random walk . Kendon and Treganna found that small amounts of decoherence can actually speed the convergence of the time-averaged probability distribution of a particle in a quantum walk to a uniform distribution .

The time steps in the quantum walks considered in these works are discrete. Continuous-time quantum walks have also been proposed . It was shown that on a particular graph, the propagation between two properly chosen nodes is exponentially faster in the quantum case.

There is, at the moment, only one algorithm based on quantum walks on graphs, and it was proposed very recently by Childs, et al. . They constructed an oracle problem that can be solved by exponentially faster on a quantum computer than on a classical one by utilizing continuous quantum walks. The vertices of the graph are numbered (named), and there are two special vertices called the entrance and the exit. The problem is, given the name of the entrance, and the oracle, find the name of the exit. The oracle specifies the graph, which belongs to a particular set of possible graphs, by taking a binary number as its input, and either telling you that this number does not correspond to a vertex, or if it does, telling you the names of the adjacent vertices.

All of the discrete-time quantum walks are based on a particular model, the, “coined quantum walk”, due to Watrous . In trying to formulate a quantum walk on a graph, the most natural thing to do is to let a set of orthonormal basis states correspond to the vertices of the graph. If a particle is in the state $`|n`$, that corresponds to its being located on vertex $`n`$. Trying to define a unitary evolution using this scheme soon leads to serious problems, as was first noted by Meyer . Watrous solved this problem by enlarging the Hilbert space in which the quantum walk takes place. How this scheme works is most easily seen by considering the quantum walk on a line. The vertices are labelled by integers, and, in addition, there is a quantum coin, which has two states, $`|L`$ and $`|R`$, corresponding to left and right, respectively. A basis for the Hilbert space describing this system is given by the states $`|n\alpha `$, where $`n`$ is an integer, and $`\alpha `$ is either $`L`$ or $`R`$. A step in this walk consists of applying the Hadamard operator, $`H`$, to the coin,

$`H|L`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(|L+|R)`$
$`H|R`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{2}}}(|L|R).`$ (1)
and then the operator

$$V_H=S|RR|+S^{}|LL|,$$
(2)
where $`S`$ is the shift operator, whose action is given by

$$S|n=|n+1S^{}|n=|n1.$$
(3)
The coined quantum walk can be extended in a simple way to regular graphs, i.e. those in which all vertices have the same number of edges emanating from them. When this is not true, things become more complicated, and it seems to be necessary to consdier the global structure of the graph in defining the walk. So far, no studies of discrete-time quantum walks on graphs that are not regular have appeared.

What we wish to propose here is a different type of discrete-time quantum walk. It is based on thinking about the graph as an interferometer. The vertices are optical elements known as $`2N`$-ports, where $`N`$ is the number of edges meeting at the vertex, and the edges correspond to paths a photon can take through the interferometer. There is no quantum coin in these walks. The states are labelled by the edges rather than the vertices in the graph, and each edge has two states. If the edge is labelled $`ab`$, $`a`$ corresponding to one end and $`b`$ to the other, then one state is $`ab`$, corresponding to a photon going from $`a`$ to $`b`$, and the other is $`ba`$, corresponding to a photon going from $`b`$ to $`a`$. This approach is easily extended to arbitrary graphs; one simply writes down the transition rules for each vertex, and all of them taken together define a unitary operator that advances the walk one step. In addition, we can add elements to this walk that correspond to the addition of phase shifters to paths in an interferometer.

This model of a quantum walk on a graph is closely related to the optical networks considered by Törmä and Jex . They considered two-dimensional arrays of beam splitters and the propagation of photons through them. The horizontal motion of the photon in these networks corresponds to the time steps in a quantum walk, and the vertical position of the photon is just the position of the particle in the quantum walk. Note that these networks provide one with the opportunity to simulate the model of quantum walks proposed here with linear optics.

## 2 Walk on the cycle

Perhaps the simplest walk is that on a cycle or ring. Let us label the vertices by the numbers $`0`$ through $`N1`$, where the vertex $`N`$ is identical to $`0`$. That is, if we move one step forward from the vertex $`N1`$, we end up at vertex $`0`$. The states of the system are $`|j,k`$, where $`k=j\pm 1`$, which can be thought of as a photon on the edge between vertices $`j`$ and $`k`$ going from $`j`$ to $`k`$. Because each edge has two states, and there are $`N`$ edges, the dimension of this space is $`2N`$.

The vertices can be thought of as beam splitters. Consider what happens when a photon travelling in the horizontal direction hits a vertical beam splitter. The photon has a certain amplitude to continue in the direction it was going, i.e. to be transmitted, and an amplitude to be change its direction, i.e. to be reflected. The beam splitter has two input modes, the photon can enter from either the right or the left, and two output modes, the photon can leave heading either right or left. The beam splitter defines a unitary transformation between the input and output modes.

We now need to translate this analogy into transition rules for our quantum walk. Suppose we are in the state $`|j1,j`$. If the photon is transmitted it will be in the state $`|j,j+1`$, and if reflected in the state $`|j,j1`$. Let the transmission amplitude be $`t`$, and the reflection amplitude be $`r`$. We then have the transition rule

$$|j1,jt|j,j+1+r|j,j1,$$
(4)
where unitarity implies that $`|t|^2+|r|^2=1`$. The other possibility is that the photon is incident on vertex $`j`$ from the right, that is it is in the state $`|j+1,j`$. If it is transmitted it is in the state $`|j,j1`$, and if it is reflected, it is in the state $`|j,j+1`$. Unitarity of the beam splitter transformation then gives us that

$$|j+1,jt^{}|j,j1r^{}|j,j+1.$$
(5)
These rules specify our walk.

The case $`t=1`$ and $`r=0`$ corresponds to free particle propagation; a “photon” in the state $`|j,j+1`$ simply moves one step to the right with each time step in the walk. If $`r0`$, then there is some amplitude to move both to the right and to the left. A physical system to which this is analogous is the motion of a particle in a periodic potential. The beam splitters can be thought of as scattering centers with the scattering resulting from a localized potential. As is well known, this leads to energy bands, and, as we shall soon see, a similar structure emerges in quantum walks on the cycle.

One way of approaching the study of the dynamics generated by this walk is to find the eigenvalues and eigenstates of the unitary transformation, $`U`$, that moves the system a single step. In order to do this, we first note that $`U`$ commutes with the translation operator, $`T`$, where

$$T|j,j+1=|j+1,j+2T|j+1,j=|j+2,j+1.$$
(6)
This implies that these operators can be simultaneously diagonalized. The eigenvalues of $`T`$ are $`e^{i\theta _k}`$, where $`\theta _k=2\pi k/N`$, and $`k=0,1,\mathrm{}N1`$. Each of these eigenvalues is doubly degenerate, and the two dimensional space of eigenvectors corresponding to $`e^{i\theta _k}`$ is spanned by

$`|u_{k+}`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{N}}}{\displaystyle \underset{j=0}{\overset{N1}{}}}e^{ij\theta _k}|j,j+1`$
$`|u_k`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{N}}}{\displaystyle \underset{j=0}{\overset{N1}{}}}e^{ij\theta _k}|j+1,j.`$ (7)
The eigenstates of $`U`$ are just linear combinations of $`|u_{k+}`$ and $`|u_k`$. Defining

$$|\psi _k=a_{k+}|u_{k+}+a_k|u_k,$$
(8)
we find that the equation $`U|\psi _k=\lambda |\psi _k`$ becomes

$$\left(\begin{array}{cc}te^{i\theta _k}& r^{}\\ r& t^{}e^{i\theta _k}\end{array}\right)\left(\begin{array}{c}a_{k+}\\ a_k\end{array}\right)=\lambda \left(\begin{array}{c}a_{k+}\\ a_k\end{array}\right).$$
(9)
Expressing $`t`$ as $`t=|t|e^{i\eta }`$, we find that the eigenvalues are

$$\lambda _{k\pm }=|t|\mathrm{cos}(\theta _k\eta )\pm i[1|t|^2\mathrm{cos}^2(\theta _k\eta )]^{1/2},$$
(10)
and the corresponding eigenfunctions are given by

$`a_{k+}^{(+)}`$ $`=`$ $`{\displaystyle \frac{r^{}}{[2C_k(C_k+S_k)]^{1/2}}}`$
$`a_k^{(+)}`$ $`=`$ $`{\displaystyle \frac{i(S_k+C_k)}{[2C_k(C_k+S_k)]^{1/2}}},`$ (11)
for $`\lambda _{k+}`$, and

$`a_{k+}^{()}`$ $`=`$ $`{\displaystyle \frac{r^{}}{[2C_k(C_kS_k)]^{1/2}}}`$
$`a_k^{()}`$ $`=`$ $`{\displaystyle \frac{i(C_kS_k)}{[2C_k(C_kS_k)]^{1/2}}},`$ (12)
for $`\lambda _k`$. Here we have defined

$`C_k`$ $`=`$ $`[1|t|^2\mathrm{cos}^2(\theta _k\eta )]^{1/2}`$
$`S_k`$ $`=`$ $`|t|\mathrm{sin}(\theta _k\eta ).`$ (13)
One thing we notice immediately, is that for all of these eigenstates, the probability to be located on an edge, is the same for all edges, just $`1/N`$. That means, that for any initial state, $`|\mathrm{\Psi }_{in}`$, the average probability distribution,

$$p_j^{(m)}=\frac{1}{m}\underset{k=0}{\overset{m1}{}}(|j,j+1|U^k|\mathrm{\Psi }_{in}|^2+|j+1,j|U^k|\mathrm{\Psi }_{in}|^2,$$
(14)
where $`p_j^{(m)}`$ is the average probability of being on the edge between $`j`$ and $`j+1`$ after $`m`$ steps, goes to a constant as $`m\mathrm{}`$, if all of the eigenvalues in Eq. (10) are distinct . This will be the case if $`(N\eta )/\pi `$ is not an integer.

## 3 Walk on the line

The quantum walk on the infinite line can be approached directly or as the limit of the walk on the cycle as $`N`$ goes to infinity. Because we have just found the eigenstates and eigenvalues for the walk on the cycle in the previous section, we shall adopt the latter course here. In particular, we want to examine what happens when we start the walk in the state $`|0,1`$. We shall present numerical results and then follow the approach developed by Nayak and Vishwanath to study the long time limit of the probability of being on the edge between the vertices $`j`$ and $`j+1`$.

The probability distribution for the particle after $`n`$ steps can be computed in a straightforward manner. We display the results for the case $`t=r=1/\sqrt{2}`$ and the initial state $`|0,1`$. In Figure 1 we have $`n=50`$ and in Figure 2, $`n=1000`$. Note that, as with the coined quantum walk, these probability distributions are not normal distributions. In addition, the region in which the probability of finding the particle is large is, roughly,in the case of $`n=50`$, between $`35`$ and $`35`$, and in the case $`n=1000`$, between $`700`$ and $`700`$. In both cases this corresponds to the high probability region lying between $`|t|n`$ and $`|t|n`$. This feature of the dynamics will be confirmed by our asymptotic analysis.

The asymptotic probabilities can be calculated as follows. Denoting the eigenstates corresponding to the eigenvalues $`\lambda _{k+}`$ and $`\lambda _k`$ as $`|\psi _{k+}`$ and $`|\psi _k`$, respectively, we find that the wave function of the particle executing the walk, $`|\mathrm{\Psi }(\tau )`$ is, after $`\tau `$ steps,

$`|\mathrm{\Psi }(\tau )`$ $`=`$ $`{\displaystyle \underset{k=0}{\overset{N1}{}}}{\displaystyle \underset{s=\pm }{}}\lambda _{k,s}^\tau |\psi _{k,s}\psi _{k,s}|0,1`$ (15)
$`=`$ $`{\displaystyle \frac{1}{\sqrt{N}}}{\displaystyle \underset{k=0}{\overset{N1}{}}}(a_{k+}^{(+)}\lambda _{k+}^\tau |\psi _{k+}+a_{k+}^{()}\lambda _k^{tau}|\psi _k),`$
where, as mentioned in the previous paragraph, the initial state is taken to be $`|0,1`$. The amplitudes to be in the states $`|j.j+1`$ and $`|j+1,j`$ at time $`\tau `$ are given by

$`j,j+1|\mathrm{\Psi }(\tau )`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{k=0}{\overset{N1}{}}}e^{ij\theta _k}(\lambda _{k+}^\tau |a_{k+}^{(+)}|^2+\lambda _k^\tau |a_{k+}^{()}|^2)`$
$`j+1,j|\mathrm{\Psi }(\tau )`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{k=0}{\overset{N1}{}}}e^{ij\theta _k}(\lambda _{k+}^\tau a_{k+}^{(+)}a_k^{(+)}+\lambda _k^\tau a_{k+}^{()}a_k^{()}).`$ (16)
The probability of being on the edge between vertices $`j`$ and $`j+1`$ at time $`\tau `$, $`p(j,j+1;\tau )`$, is

$$p(j,j+1;\tau )=|j,j+1|\mathrm{\Psi }(\tau )|^2+|j+1,j|\mathrm{\Psi }(\tau )|^2.$$
(17)
In order to go the the $`N\mathrm{}`$ limit, we need to define a number of functions of the continuous variable $`\theta `$ rather than expressing them as functions of the discrete variable $`\theta _k`$. We first define

$`C(\theta )=[1|t|^2\mathrm{cos}^2(\theta \eta )]^{1/2}`$
$`S(\theta )=|t|\mathrm{sin}(\theta \eta ).`$ (18)
The eigenvalues also become functions of $`\theta `$, and we shall express them as

$$\lambda _\pm (\theta )=e^{i\omega _\pm (\theta )},$$
(19)
where $`0\omega _+(\theta )\pi `$ and

$$\omega _+(\theta )=\mathrm{tan}^1\left(\frac{|t|\mathrm{cos}(\theta \eta )}{C(\theta )}\right),$$
(20)
and $`\pi \omega _{}(\theta )0`$ and

$$\omega _{}(\theta )=\mathrm{tan}^1\left(\frac{|t|\mathrm{cos}(\theta \eta )}{C(\theta )}\right).$$
(21)
We can now proceed to take the $`N\mathrm{}`$ limit of the sums appearing in Eqs. (3). For the sums appearing in the first of these equations we have

$`{\displaystyle \frac{1}{N}}{\displaystyle \underset{k=0}{\overset{N1}{}}}e^{ij\theta _k}\lambda _{k+}^\tau |a_{k+}^{(+)}|^2`$ $``$ $`{\displaystyle _0^{2\pi }}𝑑\theta e^{i[j\theta +\tau \omega _+(\theta )]}{\displaystyle \frac{|r|^2}{4\pi C(\theta )[C(\theta )+S(\theta )]}}`$
$`{\displaystyle \frac{1}{N}}{\displaystyle \underset{k=0}{\overset{N1}{}}}e^{ij\theta _k}\lambda _k^\tau |a_{k+}^{()}|^2`$ $``$ $`{\displaystyle _0^{2\pi }}𝑑\theta e^{i[j\theta +\tau \omega _{}(\theta )]}`$ (22)
$`{\displaystyle \frac{|r|^2}{4\pi C(\theta )[C(\theta )S(\theta )]}}.`$
The sums in the second equation become

$`{\displaystyle \frac{1}{N}}{\displaystyle \underset{k=0}{\overset{N1}{}}}e^{ij\theta _k}\lambda _{k+}^\tau a_{k+}^{(+)}a_k^{(+)}`$ $``$ $`{\displaystyle _0^{2\pi }}𝑑\theta e^{i[j\theta +\tau \omega _+(\theta )]}{\displaystyle \frac{ir}{4\pi C(\theta )}}`$
$`{\displaystyle \frac{1}{N}}{\displaystyle \underset{k=0}{\overset{N1}{}}}e^{ij\theta _k}\lambda _k^\tau a_{k+}^{()}a_k^{()}`$ $``$ $`{\displaystyle _0^{2\pi }}𝑑\theta e^{i[j\theta +\tau \omega _{}(\theta )]}{\displaystyle \frac{ir}{4\pi C(\theta )}}.`$ (23)
We are now going to analyze these integrals in the large $`\tau `$ limit by using the method of stationary phase. This will be done in two different ways. In the first, $`j`$ will be fixed and $`\tau `$ will go to infinity. In the second, we shall set $`j=\alpha \tau `$, and then let $`\tau `$ go to infinity. Some of the details of this analysis are given in the appendix. Here we shall just present the results. In the case of fixed $`j`$ we have that

$`p(j,j+1;\tau )`$ $``$ $`{\displaystyle \frac{|r|}{\pi \tau |t|}}\{[1+(1)^{j+\tau }]\mathrm{cos}^2(\tau \mu +\pi /4)`$ (24)
$`+[1(1)^{j+\tau }]\mathrm{sin}^2(\tau \mu +\pi /4)\},`$
where $`0\mu \pi /2`$, and

$$\mu =\mathrm{tan}^1\left(\frac{|r|}{|t|}\right).$$
(25)
We note that this implies that for any interval located symmetrically about the origin, the probability of being in that interval goes like $`1/\tau `$, whereas for a classical random walk starting at the origin, it would go like $`1/\sqrt{\tau }`$. This implies that, as with the coined quantum walk, this quantum walk spreads faster than a classical one. In the case that $`j=\alpha \tau `$, we find that there are stationary phase points only if $`\alpha |t|`$. That means that for $`\alpha >|t|`$, $`p(j,j+1;\tau )=p(\alpha \tau ,\alpha \tau +1;\tau )`$ decreases faster than any inverse power of $`\tau `$. For $`\alpha <|t|`$ we have that $`p(j,j+1;\tau )`$ goes like $`1/\tau `$. Therefore, it is most probable that the particle is located in the region $`|j||t|\tau `$, and we can say that the allowed region for the particle expands with speed $`|t|`$.

## 4 Relation between quantum walks

We now have two different quantum walks on the line, the coined walk, where one moves between vertices, and, what we shall call the edge walk, where the quantum particle making the walk resides on the edges between the vertices. It would be useful to know if the two different walks are related. In this section we shall show that they are unitarily equivalent. It should be emphasized that this result will only be demonstrated for the line, whether it holds for more general graphs is not known. Presently, no description of a coined walk for a general graph has appeared.

Let us begin by examining the Hilbert spaces for the two different quantum walks. The canonical orthonormal basis states of the Hilbert space for the coined walk on the line are given by $`\{|j|R,|j|L|jZ\}`$, where the state $`|j`$ corresponds to the $`j`$th vertex, and $`|r`$ and $`|L`$ are the coin states. The Hilbert space in which this walk takes place is just $`L^2(Z)L^2(Z_2)`$. The canonical orthonormal basis of the Hilbert space for the edge walk is $`\{|j,j+1,|j+1,j|jZ\}`$, and the Hilbert space itself is $`L^2(Z\times Z_2)`$, which is identical to $`L^2(Z)L^2(Z_2)`$.

Let us now move to the dynamics. The unitary operator, $`V`$, that advances the coined walk one step is given by

$$V=(S|RR|+S^{}|LL|)(IG),$$
(26)
where $`GU(2)`$ is a generalized “coin-flip” operator, and is given by

$`G|R`$ $`=`$ $`t|R+r|L`$
$`G|L`$ $`=`$ $`r^{}|R+t^{}|L.`$ (27)
The unitary operator, $`U`$, that advances the edge walk one step was given in Section 2, and is

$`U|j1,j`$ $`=`$ $`t|j,j+1+r|j,j1`$
$`U|j+1,j`$ $`=`$ $`t^{}|j,j1r^{}|j,j+1.`$ (28)
Define the unitary operator $`\widehat{E}`$, which takes $`L^2(Z\times Z_2)`$ into itself, and is given explicitly by

$`\widehat{E}|j1,j`$ $`=`$ $`|j|R`$
$`\widehat{E}|j+1,j`$ $`=`$ $`|j|L.`$ (29)
We find that

$$V\widehat{E}=\widehat{E}U,$$
(30)
so that at the level of amplitudes, the two walks are unitarily equivalent.

There is, however, a difference in the probabilities. In the coined walk, the probability to be on vertex $`j`$ is given by combining (taking the squares of the magnitudes and adding) the amplitudes for the states $`|j|R`$ and $`|j|L`$. Under the mapping $`\widehat{E}^1`$, these states correspond to states on different edges, $`|j1,j`$ and $`|j+1,j`$, respectively. However, the probabilities in the edge walk are computed by combining the amplitudes for being on the same edge, e.g. those for $`|j1,j`$ and $`|j,j1`$. Therefore, there will be a difference in the probabilites for the two walks. This can be seen explcitly if we examine the probability distribution for the case $`t=r=1/\sqrt{2}`$. We again start in the state $`|1,0`$, let the walk go for $`50`$ steps, but now compute the probability that the particle is on a vertex, instead of computing the probability that it is on an edge. The result is shown in Figure 3. By comparing this figure to Fig. 1, we see that the overall shape of the probability distributions is similar, but the details are different.

## 5 Phase shifters

Going back to the interferometer analogy, we note that we can add a new element to quantum walks that has no analogue in classical random walks. Interferometers are made up of multiports and phase shifters; a phase shifter imparts a constant phase to a photon that passes through it. Suppose we were to put a phase shifter that imparts a phase shift of $`\varphi `$ just before the $`j^{\mathrm{th}}`$ vertex. The transition rules for the states adjacent to this vertex are modified, while the rules for all other states are unaffected. In particular, we now have

$`|j1,j`$ $``$ $`te^{i\varphi }|j,j+1+re^{2i\varphi }|j,j1`$
$`|j+1,j`$ $``$ $`r^{}|j,j+1+t^{}e^{i\varphi }|j,j1.`$ (31)
Insertion of a phase shifter into an edge can change the properties of a quantum walk, because it changes how different paths interfere.

One system that allows us to see their effect on the average probability distribution is a modified walk on a cycle. Suppose that the number of vertices is even, and that we put a phase shifter in all of the edges whose left end is an even numbered vertex, i.e. every second edge has a phase shifter in it. This system is exactly solvable, and by examining its eigenstates, we shall see how the average probability distributions it gives rise to depend on the value of $`\varphi `$.

The unitary operator that advances this walk one step acts in the following way if $`j`$ is even

$`U_2|j,j+1`$ $`=`$ $`te^{i\varphi }|j+1,j+2+re^{2i\varphi }|j+1,j`$
$`U_2|j+1,j`$ $`=`$ $`t^{}|j,j1r^{}|j,j+1,`$ (32)
and if $`j`$ is odd, then

$`U_2|j,j+1`$ $`=`$ $`t|j+1,j+2+r|j+1,j`$
$`U_2|j+1,j`$ $`=`$ $`t^{}e^{i\varphi }|j,j1r^{}|j,j+1.`$ (33)
This operator commutes with translations by two steps, i.e. with the operator $`T^2`$. The eigenstates of $`T^2`$ are given by

$`|u_{k+}^{(e)}`$ $`=`$ $`\sqrt{{\displaystyle \frac{2}{N}}}{\displaystyle \underset{j=0,\mathrm{even}}{\overset{N1}{}}}e^{ij\theta _k}|j,j+1`$
$`|u_{k+}^{(o)}`$ $`=`$ $`\sqrt{{\displaystyle \frac{2}{N}}}{\displaystyle \underset{j=0,\mathrm{odd}}{\overset{N1}{}}}e^{ij\theta _k}|j,j+1`$
$`|u_k^{(e)}`$ $`=`$ $`\sqrt{{\displaystyle \frac{2}{N}}}{\displaystyle \underset{j=0,\mathrm{even}}{\overset{N1}{}}}e^{ij\theta _k}|j+1,j`$
$`|u_k^{(o)}`$ $`=`$ $`\sqrt{{\displaystyle \frac{2}{N}}}{\displaystyle \underset{j=0,\mathrm{odd}}{\overset{N1}{}}}e^{ij\theta _k}|j+1,j.`$ (34)
Each of these states has the eigenvalue $`\mathrm{exp}(2i\theta _k)`$. Eigenstates of $`U_2`$ are just linear combinations of the above states. In particular, expressing the eigenstate of $`U_2`$, $`|\psi _k^{(2)}`$, as

$$|\psi _k^{(2)}=a_{k+}|u_{k+}^{(e)}+a_k|u_k^{(e)}+b_{k+}|u_{k+}^{(o)}+b_k|u_k^{(o)},$$
(35)
the eigenvalue equation $`U_2|\psi _k^{(2)}=\lambda |\psi _k^{(2)}`$ becomes

$$\left(\begin{array}{cccc}0& 0& r^{}& te^{i\theta _k}\\ 0& 0& t^{}e^{i\theta _k}& r\\ re^{2i\varphi }& t^{}e^{i(\theta _k+\varphi )}& 0& 0\\ te^{i(\varphi \theta _k)}& r^{}& 0& 0\end{array}\right)\left(\begin{array}{c}a_{k+}\\ b_k\\ a_k\\ b_{k+}\end{array}\right)=\lambda \left(\begin{array}{c}a_{k+}\\ b_k\\ a_k\\ b_{k+}\end{array}\right).$$
(36)
The eigenvalues satisfy the equation

$$\lambda ^4+\lambda ^2[|r|^2(1+e^{2i\varphi })e^{i\varphi }(t^2e^{2i\theta _k}+t^2e^{2i\theta _k})]+e^{2i\varphi }=0.$$
(37)
The eigenstates of this system no longer give rise to constant probability distributions; the probabilities of being on an even edge (an edge whose left-most vertex is even) and an odd edge (an edge whose left-most vertex is odd) are, in general, different. If $`\varphi =0`$, these probabilities are the same, but if $`\varphi =\pi /2`$, then this is no longer the case. In the latter case we find that

$$\lambda ^2=i|t|^2\mathrm{cos}(2\theta _k2\eta )\pm [1|t|^4\mathrm{cos}^2(2\theta _k2\eta )]^{1/2}.$$
(38)
Choosing the plus sign in the above equation, we find that for an eigenfunction corresponding to $`\theta _k\eta =\pi /4`$, we have for the ratio of the probability of being on an even edge to being on an odd one

$$\frac{p_{even}}{p_{odd}}=\frac{1+|r|^2}{1|r|^2}.$$
(39)
If $`\theta _k\eta `$ cannot be exactly equal to $`\pi /4`$ because of the values of $`N`$ or $`\eta `$, then for $`\theta _k\eta `$ close to $`\pi /4`$ the ratio of even-edge to odd-edge probabilities will be approximately given by the above equation. This ratio is not generally equal to one, which means that the average probability distribution to which a given initial state converges will not be constant. The introduction of the phase shifters has changed the character of the quantum walk.

These changes can also be seen by calculating the probability distributions after a finite number of steps. This is done for $`50`$ steps and for the case $`t=r=1/\sqrt{2}`$ and $`\varphi =\pi /2,\pi /3`$ in the following figures. The initial state is, as before, $`|0,1`$. These can be compared to Fig. 1, which corresponds to the case $`\varphi =0`$. It can be seen that the introduction of the phase shifter greatly changes the character of the probability distribution. Note that particularly for the case of $`\varphi =\pi /2`$, the size of the region in which it is very likely that the particle will be found is smaller than when $`\varphi =0`$. For a small number of steps, it is easy to verify by hand that destructive interference in the $`\varphi =\pi /2`$ case makes the walk spread more slowly than when $`\varphi =0`$, and the numerical results indicate that this feature persists for at least $`50`$ steps.

If we extend this walk to the infinite line, the difference caused by the phase shifters can be seen in the asymptotic behavior. For both $`\varphi =0`$ and $`\varphi =\pi /2`$ the size of the region in which it is most likely to find the particle grows linearly with the number of steps, but the “speed” is different. We saw that in the case $`\varphi =0`$ the probability distribution $`p(j,j+1:\tau )`$ falls off rapidly for $`|j|>|t|\tau `$. If $`\varphi =\pi /2`$, it falls off rapidly for $`|j|>|t|^2\tau `$, which means that the size of the high probability region is smaller in this case. We see yet again, that phase effects, which do not exist in classical random walks, can significantly influence the behavior of quantum walks.

## 6 Probability current

In standard quantum mechanics, it is possible to define a probability current density. In one dimension, if the wave function of the particle is $`\psi (x,t)`$, then the probability current density is given by

$$j(x,t)=\frac{1}{2im}\left[\psi ^{}(x,t)\frac{d}{dx}\psi (x,t)\psi (x,t)\frac{d}{dx}\psi ^{}(x,t)\right],$$
(40)
where $`m`$ is the mass of the particle, and we are using units in which $`\mathrm{}=1`$. This current has the property that

$$\frac{}{t}_{x_1}^{x_2}|\psi (x,t)|^2=[j(x_2,t)j(x_1,t)],$$
(41)
that is, the change in the probability of the particle being in a particular region is given by the net flow of probability into the region. For an eigenstate of the Hamiltonian, the probability density $`|\psi (x,t)|^2`$ is independent of time, so that the probability current density is a constant. We would like to show that there is a quantity similar to the probability current density for quantum walks.

Suppose that the state of the walk on the cycle is given by

$$|\mathrm{\Psi }=\underset{j=0}{\overset{N1}{}}(c_{j,j+1}|j,j+1+c_{j+1,j}|j+1,j).$$
(42)
Define the probability current at the $`k^{\mathrm{th}}`$ vertex to be

$$J_k=(c_{k+1,k}^{}c_{k1,k}^{})\left(\begin{array}{cc}|t|^2& tr\\ t^{}r^{}& |t|^2\end{array}\right)\left(\begin{array}{c}c_{k+1,k}\\ c_{k1,k}\end{array}\right).$$
(43)
We find that, if $`\mathrm{\Delta }P_{k,k+1}`$ is the change in the probability of being on the edge between vertices $`k`$ and $`k+1`$ in one step of the walk, then

$$\mathrm{\Delta }P_{k,k+1}=J_{k+1}J_k,$$
(44)
which is the discrete analogue of Eq. (41). For an eigenstate of the walk, this current, $`J_k`$, must be independent of $`k`$. The above equation holds even if the transmission and reflection amplitudes are different for each beam splitter, i.e. they depend on $`k`$, and also if phase shifters are present. In that case, if $`t_k`$ is the transmission amplitude at vertex $`k`$, $`r_k`$ the reflection amplitude, and $`\varphi _k`$ the phase shift of the phase shifter just to the left of vertex $`k`$, the current at this vertex is give by

$$J_k=(c_{k+1,k}^{}c_{k1,k}^{})\left(\begin{array}{cc}|t_k|^2& tre^{i\varphi _k}\\ t^{}r^{}e^{i\varphi _k}& |t_k|^2\end{array}\right)\left(\begin{array}{c}c_{k+1,k}\\ c_{k1,k}\end{array}\right).$$
(45)
We can use this fact to demonstrate a general property of eigenstates of certain kinds of walks on a line. Suppose that all of the beam splitters located at vertices $`k<0`$ and $`k>N`$ have transmission amplitude $`t=1`$ and reflection amplitude $`r=0`$. The beam splitters for $`0kN`$ can have any value of transmission amplitude and reflection amplitude, and these values can vary from vertex to vertex. We shall refer to the vertices between $`0`$ and $`N`$ as the scattering region. The problem we are considering is analogous to the scattering of a particle moving in one dimension off of a potential, which is nonzero only in a bounded interval. From the point of view of a walk, we may be interested in a walk that starts to the left of the scattering region in a right-moving state, and finding out how long it takes to get through the scattering region.

The eigenstates of this type of walk are of two types. The first of a particle coming in from the left, its reflected amplitude, and a transmitted amplitude to the right of the scattering region. The second consists of a particle coming in from the right, its reflected amplitude, and a transmitted amplitude to the left of the scattering region. We shall consider the first type, which can be expressed as

$$|\mathrm{\Psi }=\underset{j=\mathrm{}}{\overset{N1}{}}(c_{j,j+1}|j,j+1+c_{j+1,j}|j+1,j)+\underset{j=N}{\overset{\mathrm{}}{}}c_{j,j+1}|j,j+1.$$
(46)
Setting the eigenvalue, $`\lambda `$, equal to $`\mathrm{exp}(i\theta )`$, the equation $`U|\mathrm{\Psi }=\lambda |\mathrm{\Psi }`$ gives us that

$`c_{j,j+1}=e^{i(j+1)\theta }c_{1,0}`$ $`\mathrm{for}j1`$
$`c_{j+1,j}=e^{i(j+1)\theta }c_{0,1}`$ $`\mathrm{for}j1`$
$`c_{j,j+1}=e^{i(jN)\theta }c_{N,N+1}`$ $`\mathrm{for}jN.`$ (47)
The amplitude $`c_{1,0}`$ can be thought of as the amplitude of the incoming wave, $`c_{0,1}`$ the amplitude of the reflected wave, and $`c_{N,N+1}`$ the amplitude of the transmitted wave. We can find a condition that these quantities must satisfy, if we make use of the fact that $`J_1=J_{N+1}`$. This gives us that

$$|c_{0,1}|^2+|c_{N,N+1}|^2=|c_{1,0}|^2,$$
(48)
where we have used the fact that $`|c_{2,1}|^2=|c_{1,0}|^2`$. Defining the reflection coefficient of the scattering region to be $`R=|c_{0,1}|^2/|c_{1,0}|^2`$ and the transmission coefficient to be $`T=|c_{N,N+1}|^2/|c_{1,0}|^2`$, then the above equation can be expressed as $`R+T=1`$.

## 7 Vertices with more than two edges

So far we have only considered vertices at which two edges meet, but if we are to construct graphs more complicated than lines, we need to see how a vertex with more that two edges emanating from it behaves. We shall look at two examples, one with three edges, and another with an arbitrary number.

A vertex with three edges emanating from it, which is inspired by the optical multiport known as the tritter , can be described as follows. Let us label the vertex with three edges meeting at it by $`O`$, and the opposite ends of the edges by $`A`$, $`B`$, and $`C`$. The ingoing states for this vertex are $`|AO`$, $`|BO`$, and $`|CO`$, and the outgoing states are $`|OA`$, $`|OB`$, and $`|OC`$. Setting $`z=\mathrm{exp}(2\pi i/3)`$, we have for the transition rules

$`|AO`$ $``$ $`{\displaystyle \frac{1}{\sqrt{3}}}(|OA+|OB+|OC)`$
$`|BO`$ $``$ $`{\displaystyle \frac{1}{\sqrt{3}}}(z^{}|OA+|OB+z|OC)`$
$`|CO`$ $``$ $`{\displaystyle \frac{1}{\sqrt{3}}}(z^{}|OA+z|OB+|OC).`$ (49)
This vertex has the property that an incoming particle is equally likely to exit through each edge. However, note that because the incoming states from different edges behave differently with regard to their phases, the use of this vertex requires the labelling of edges. In this particular case, only one of the edges needs to be labelled. If we attach a label to $`AO`$, we interpret it to mean that if the input state is along either of the other two edges, then the output with a phase factor of $`z^{}`$ is along the labelled edge. For any edge, if the input state is along this edge, the part of the output state along the same edge has a phase factor of one.

It is possible to define vertices that do not require the labelling of edges, though the cost is that the probabilities of exiting through each of the edges are no longer the same. This particular kind of vertex is very closely related to the quantum coin used in the walk on the hypercube . Let the vertex at which all of the edges meet be labelled by $`O`$, and the opposite ends of the edges be labelled by the numbers $`1`$ through $`n`$. For any input state, $`|kO`$, where $`k`$ is an integer between $`1`$ and $`n`$, the transition rule is that the amplitude to go the output state $`|Ok`$ is $`r`$, and the amplitude to go to any other output state is $`t`$. That is, the amplitude to be reflected is $`r`$, and the amplitude to be transmitted through any of the other edges is $`t`$. Unitarity places two conditions on these amplitudes

$`(n1)|t|^2+|r|^2=1`$
$`(n2)|t|^2+r^{}t+t^{}r=0.`$ (50)
As an example, for the case $`n=3`$, possible values of $`r`$ and $`t`$ are $`r=1/3`$ and $`t=2/3`$. Because each of the edges in this vertex behaves in the same way, they are equivalent to each other and no labelling is necessary.

In order to construct a walk for a general graph, one chooses a unitary operator for each vertex, i.e. one that maps the states coming into a vertex to states leaving the same vertex. One step of the walk consists of the combined effect of all of these operations; the overall unitary operator,$`U`$, that advances the walk one step is constructed from the local operators for each vertex. Explicitly, the edge state $`|ab`$, which can be interpreted as going from vertex $`a`$ to vertex $`b`$, will go to the state $`U_b|ab`$ after one step, where $`U_b`$ is the operator corresponding to vertex $`b`$. This prescription guarantees that the overall operation is unitary, in particular, $`U`$ acting on any other edge state $`|cd`$ will give a state orthogonal to $`U|ab`$. If $`d=b`$, then $`|ab`$ and $`|cd`$ will be mapped onto the same set of states (the states leaving vertex $`b`$), but the unitarity of $`U_b`$ will ensure that $`U|ab`$ and $`U|cd`$ are orthogonal. If $`db`$, then $`U`$ maps $`|ab`$ and $`|cd`$ onto different sets of states, and the so results are then orthogonal. Therefore, as the edge states make up an orthonormal basis of the Hilbert space in which the walk occurs, and $`U`$ maps this basis to another orthonormal basis, it is unitary.

## 8 Conclusion

Quantum walks on graphs seem promising for the development of algorithms, because they spread over a graph faster than does a classical walk, and can thereby explore the structure of the graph faster than can a classical random walk. Here we have discussed a discrete quantum walk that is based on an analogy to optical interferomenters. The vertices act as optical multiports and phase shifters can be inserted into the edges. As we have seen, the behavior of this type of walk depends on both types of elements. The advantage of this type of quantum walk is that it can easily be defined for any graph.

In this paper, we have, for the most part, confined our attention to the quantum walk on the line. We found that the probability distribution of the particle making the walk spreads linearly with the number of steps, and with a “speed” given by $`|t|`$. In addition, there is a probability current, whose “divergence” gives the probability flowing into an edge. This allowed us to define reflection and transmission coefficients for one-dimensional graphs.

The extension of these results to more general graphs is clearly the next step. It has been shown how definine a quantum walk for any graph, but the properties of these walks have yet to be explored.

## Acknowledgments

This research was supported in part by the National Science Foundation under grant number PHY-0139692 and by the Office of Naval Research under grant number N00014-94J-1233. We would also like to thank Jozef Škvarček for preliminary numerical work on this problem.

## Appendix

Here we want to explicitly show how the asymptotic analysis on the integrals in section III. We shall show how to do the analysis for the first integral in Eq. (3), and the procedure for the others is similar.

We shall first consider the case when $`j`$ is fixed. Then the stationary phase points are the solutions of the equation $`\omega _+^{}(\theta )=0`$, and we find the two solutions $`\theta =\eta `$ and $`\theta =\eta +\pi `$. We also find that $`\omega _+^{\prime \prime }(\eta )=|t|/|r|`$ and $`\omega _+^{\prime \prime }(\eta +\pi )=|t|/|r|`$. In addition, $`\omega _+(\eta )=\mu `$ and $`\omega _+(\eta +\pi )=\pi \mu `$. Inserting these values into the standard formula for stationary phase , we find that

$`{\displaystyle _0^{2\pi }}𝑑\theta e^{i[j\theta +\tau \omega _+(\theta )]}{\displaystyle \frac{|r|^2}{4\pi C(\theta )[C(\theta )+S(\theta )]}}`$ $``$ $`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{|r|}{2\pi \tau |t|}}\right)^{1/2}e^{ij\eta }`$
$`(e^{i(\tau \mu +\pi /4)}+(1)^{j+\tau }e^{i(\tau \mu +\pi /4)}).`$ (51)
Let us now consider the case when $`j=\alpha \tau `$. The stationary phase points are now given by the solutions of

$$\omega _+^{}(\theta )=\frac{|t|\mathrm{sin}(\theta \eta )}{[1|t|^2\mathrm{cos}^2(\theta \eta )]^{1/2}}=\alpha .$$
(52)
For this equation to have any solutions, we find that $`\alpha |t|`$. If this condition is not satisfied, there are no stationary phase points, and the integral decreases faster than any inverse power of $`\tau `$. If $`\alpha <|t|`$, then there are two solutions, and they satisfy the conditions $`\pi \theta \eta 2\pi `$ and

$$\mathrm{sin}^2(\theta \eta )=\frac{(\alpha |t|)^2}{(1\alpha ^2)|t|^2}.$$
(53)
Explicitly, if $`\gamma `$ lies between $`0`$ and $`\pi /2`$ and satisfies

$$\mathrm{sin}^2(\gamma )=\frac{(\alpha |t|)^2}{(1\alpha ^2)|t|^2},$$
(54)
then the two solutions to Eq. (52) are $`\theta _1=\eta +\gamma +\pi `$ and $`\theta _2=\eta +2\pi \gamma `$. We find that

$`\omega _+^{\prime \prime }(\theta _1)`$ $`=`$ $`{\displaystyle \frac{1}{|r|}}(|t|^2\alpha ^2)^{1/2}(1\alpha ^2)`$
$`\omega _+^{\prime \prime }(\theta _2)`$ $`=`$ $`{\displaystyle \frac{1}{|r|}}(|t|^2\alpha ^2)^{1/2}(1\alpha ^2),`$ (55)
and $`\omega _+(\theta _1)=\pi \nu `$ and $`\omega _+(\theta _2)=\nu `$, where $`0\nu \pi /2`$ and

$$\nu =\mathrm{tan}^1\left(\frac{|r|}{(|t|^2\alpha ^2)^{1/2}}\right).$$
(56)
Finally for the integral we find that

$`{\displaystyle _0^{2\pi }}𝑑\theta e^{i\tau [\alpha \theta +\omega _+(\theta )]}{\displaystyle \frac{|r|^2}{4\pi C(\theta )[C(\theta )+S(\theta )]}}`$
$`{\displaystyle \frac{1}{2(1\alpha )}}\left[{\displaystyle \frac{|r|(1\alpha ^2)}{2\pi \tau (|t|^2\alpha ^2)^{1/2}}}\right]^{1/2}e^{i\alpha \tau \eta }[(1)^\tau e^{i\tau [\alpha (\pi +\gamma )\nu ]i\pi /4}`$
$`+e^{i\tau [\alpha (2\pi \gamma )+\nu ]+i\pi /4}].`$ (57)
Finding the asymptotic form of the other integrals in a similar fashion, we have for $`j=\alpha \tau `$ and $`\alpha <|t|`$

$`p(j,j+1;\tau )`$ $``$ $`{\displaystyle \frac{|r|}{\pi \tau (|t|^2\alpha ^2)^{1/2}(1\alpha )}}[1+\alpha (1)^\tau \mathrm{cos}(\pi \alpha \tau )]`$ (58)
$`\{1+(1)^\tau \mathrm{sin}[2\tau (\alpha \gamma \nu )\pi \alpha \tau ]\}.`$


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# Series expansion for 𝐿^𝑝 Hardy inequalities

## 1 Introduction

Let $`\mathrm{\Omega }`$ be a bounded domain in $`IR^N`$ containing the origin. Hardy inequality asserts that for any $`p>1`$

$$_\mathrm{\Omega }|u|^p𝑑x\left|\frac{Np}{p}\right|^p_\mathrm{\Omega }\frac{|u|^p}{|x|^p}𝑑x,uC_c^{\mathrm{}}(\mathrm{\Omega }\{0\}),$$
(1.1)
with $`|\frac{Np}{p}|^p`$ being the best constant, see for example \[HLP\], \[OK\], \[DH\]. An analogous result asserts that for a convex domain $`\mathrm{\Omega }IR^N`$ with smooth boundary, and $`d(x)=\mathrm{dist}(x,\mathrm{\Omega })`$, there holds

$$_\mathrm{\Omega }|u|^p𝑑x\left(\frac{p1}{p}\right)^p_\mathrm{\Omega }\frac{|u|^p}{d^p}𝑑x,uC_c^{\mathrm{}}(\mathrm{\Omega }),$$
(1.2)
with $`(\frac{p1}{p})^p`$ being the best constant, cf \[MS\], \[MMP\]. See \[OK\] for a comprehensive account of Hardy inequalities and \[D\] for a review of recent results.

In the last few years improved versions of the above inequalities have been obtained, in the sense that nonnegative terms are added in the right hand side of (1.1) or (1.2). Improved Hardy inequalities are useful in the study of critical phenomena in elliptic and parabolic PDE’s; see, e.g., \[BM, BV, MMP, VZ\]. In this work we obtain an infinite series improvement for general Hardy inequalities, that include (1.1) or (1.2) as special cases.

Before stating our main theorems let us first introduce some notation. Let $`\mathrm{\Omega }`$ be a domain in $`IR^N`$, $`N2`$, and $`K`$ a piecewise smooth surface of codimension $`k`$, $`k=1,\mathrm{},N`$. In case $`k=N`$, we adopt the convention that $`K`$ is a point, say, the origin. We also set

$$d(x)=\mathrm{dist}(x,K),$$

and we assume that the following inequality holds in the weak sense:

$$pk,\mathrm{\Delta }_pd^{\frac{pk}{p1}}0,\text{ in }\mathrm{\Omega }K\text{.}(𝐂)$$

Here $`\mathrm{\Delta }_p`$ denotes the usual $`p`$-Laplace operator, $`\mathrm{\Delta }_pw=\mathrm{div}(|w|^{p2}w)`$. When $`k=N`$ (C) is satisfied as equality, since $`d^{\frac{pk}{p1}}=|x|^{\frac{pN}{p1}}`$ is the fundamental solution of the $`p`$-Laplacian. Also, if $`k=1`$, $`\mathrm{\Omega }`$ is convex and $`K=\mathrm{\Omega }`$ condition (C) is satisfied. For a detailed analysis of this condition, as well as for examples in the intermediate cases $`1<k<N`$, we refer to \[BFT\].

We next define the function:

$$X_1(t)=(1\mathrm{log}t)^1,t(0,1),$$
(1.3)
and recursively

$$X_k(t)=X_1(X_{k1}(t)),k=2,3,\mathrm{};$$

these are iterrated logarithmic functions suitably normalized. We also set

$$I_m[u]:=_\mathrm{\Omega }|u|^p𝑑x|H|^p_\mathrm{\Omega }\frac{|u|^p}{d^p}𝑑x\frac{p1}{2p}|H|^{p2}\underset{i=1}{\overset{m}{}}_\mathrm{\Omega }\frac{|u|^p}{d^p}X_1^2X_2^2\mathrm{}X_i^2𝑑x.$$
(1.4)
where

$$H=\frac{kp}{p}.$$

Our main result reads

Theorem A  Let $`\mathrm{\Omega }`$ be a domain in $`IR^N`$ and $`K`$ a piecewise smooth surface of codimension $`k`$, $`k=1,\mathrm{},N`$. Suppose that $`sup_{x\mathrm{\Omega }}d(x)<\mathrm{}`$ and condition (C) is satisfied. Then:
(1) There exists a positive constant $`D_0=D_0(k,p)sup_{x\mathrm{\Omega }}d(x)`$ such that for any $`DD_0`$ and all $`uW_0^{1,p}(\mathrm{\Omega }K)`$ there holds

$`{\displaystyle _\mathrm{\Omega }}|u|^p𝑑x|H|^p{\displaystyle _\mathrm{\Omega }}{\displaystyle \frac{|u|^p}{d^p}}𝑑x`$
$`{\displaystyle \frac{p1}{2p}}|H|^{p2}\left({\displaystyle \underset{i=1}{\overset{\mathrm{}}{}}}{\displaystyle _\mathrm{\Omega }}{\displaystyle \frac{|u|^p}{d^p}}X_1^2(d/D)\mathrm{}X_i^2(d/D)𝑑x\right).`$ (1.5)
If in addition $`2p<k`$, then we can take $`D_0=sup_{x\mathrm{\Omega }}d(x)`$.
(2) Moreover, for each $`m=1,2,\mathrm{}`$ the constant $`\frac{p1}{2p}|H|^{p2}`$ is the best constant for the corresponding $`m`$-Improved Hardy inequality, that is,

$$\frac{p1}{2p}|H|^{p2}=\underset{uW_0^{1,p}(\mathrm{\Omega }K)}{inf}\frac{I_{m1}[u]}{_\mathrm{\Omega }\frac{|u|^p}{d^p}X_1^2X_2^2\mathrm{}X_m^2𝑑x},$$

in either of the following cases: (a) $`k=N`$ and $`K=\{0\}\mathrm{\Omega }`$, (b) $`k=1`$ and $`K=\mathrm{\Omega }`$, (c) $`2kN1`$ and $`\mathrm{\Omega }K\mathrm{}`$.

We also note that the exponent two of the logarithmic corrections in (1.5) are optimal; see Proposition 3.1 for the precise statement.

For $`p=2`$, $`\mathrm{\Omega }`$ convex and $`K=\mathrm{\Omega }`$ the first term in the infinite series of (1.5) was obtained in \[BM\]. In the more general framework of Theorem A, the first term in the above series was obtained in \[BFT\]. On the other hand, when $`p=2`$ and $`K=\{0\}`$ the full series was obtained in \[FT\] by a different method. For other types of improved Hardy inequalities we refer to \[BV, GGM, M, VZ\]; in all these works one correction term is added in the right hand side of the plain Hardy inequality.

We next consider the degenerate case $`p=k`$ for which we do not have the usual Hardy inequality. In \[BFT\] a substitute for Hardy inequality was given in that case. The analogue of condition (C) is now:

$$p=k,\mathrm{\Delta }_p(\mathrm{ln}d)0,\text{ in }\mathrm{\Omega }K\text{.}(𝐂^{})$$

If $`(C^{})`$ is satisfied then for any $`Dsup_\mathrm{\Omega }d(x)`$ there holds (cf \[BFT\], Theorems 4.2 and 5.4):

$$_\mathrm{\Omega }|u|^k𝑑x\left(\frac{k1}{k}\right)^k_\mathrm{\Omega }\frac{|u|^k}{d^k}X_1^k(d/D)𝑑x,uW_0^{1,p}(\mathrm{\Omega }K),$$
(1.6)
with $`\left(\frac{k1}{k}\right)^k`$ being the best constant. In our next result we obtain a series improvement for inequality (1.6). We set

$`\stackrel{~}{I}_m[u]=:{\displaystyle _\mathrm{\Omega }}|u|^kdx\left({\displaystyle \frac{k1}{k}}\right)^k{\displaystyle _\mathrm{\Omega }}{\displaystyle \frac{|u|^k}{d^k}}X_1^k(d/D)dx`$
$`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{k1}{k}}\right)^{k1}{\displaystyle \underset{i=2}{\overset{m}{}}}{\displaystyle _\mathrm{\Omega }}{\displaystyle \frac{|u|^k}{d^k}}X_1^k(d/D)X_2^2(d/D)\mathrm{}X_m^2(d/D)𝑑x.`$
We then have

Theorem B Let $`\mathrm{\Omega }`$ be a domain in $`IR^N`$ and $`K`$ a piecewise smooth surface of codimension $`k`$, $`k=2,\mathrm{},N`$. Suppose that $`sup_{x\mathrm{\Omega }}d(x)<\mathrm{}`$ and condition (C’) is satisfied. Then,

(1) for any $`Dsup_\mathrm{\Omega }d(x)`$ and all $`uW_0^{1,k}(\mathrm{\Omega }K)`$ there holds

$`{\displaystyle _\mathrm{\Omega }}|u|^k𝑑x\left({\displaystyle \frac{k1}{k}}\right)^k{\displaystyle _\mathrm{\Omega }}{\displaystyle \frac{|u|^k}{d^k}}X_1^k(d/D)𝑑x`$
$`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{k1}{k}}\right)^{k1}{\displaystyle \underset{i=2}{\overset{\mathrm{}}{}}}{\displaystyle _\mathrm{\Omega }}{\displaystyle \frac{|u|^k}{d^k}}X_1^k(d/D)X_2^2(d/D)\mathrm{}X_i^2(d/D)𝑑x.`$ (1.7)
(2) Moreover, for each $`m=2,3,\mathrm{}`$ the constant $`\frac{1}{2}\left(\frac{k1}{k}\right)^{k1}`$ is the best constant for the corresponding $`m`$-Improved inequality. That is

$$\frac{1}{2}\left(\frac{k1}{k}\right)^{k1}=\underset{uW_0^{1,p}(\mathrm{\Omega }K)}{inf}\frac{\stackrel{~}{I}_{m1}[u]}{_\mathrm{\Omega }\frac{|u|^k}{d^k}X_1^kX_2^2\mathrm{}X_m^2𝑑x}.$$

in either of the following cases: (a) $`k=N`$ and $`K=\{0\}\mathrm{\Omega }`$, (b) $`2kN1`$ and $`\mathrm{\Omega }K\mathrm{}`$.

To prove parts (1) of the above Theorems, we make use of suitable vector fields and elementary inequalities; this is carried out in Section 2. To prove the second parts, we use a local argument and appropriate test functions; this is done in Section 3.

## 2 The series expansion

In this Section we will derive the series improvement that appear in part (1) of Theorems A and B. We shall repeatedly use the differentiation rule

$$\frac{d}{dt}X_i^\beta (t)=\frac{\beta }{t}X_1(t)X_2(t)\mathrm{}X_{i1}(t)X_i^{1+\beta }(t),i=1,2,\mathrm{},\beta 1,$$
(2.1)
which is proved by induction: for $`i=1`$ (2.1) follows immediately from the definition of $`X_1(t)`$, cf. (1.3):

$$\frac{d}{dt}X_1^\beta (t)=\frac{\beta }{t}(1\mathrm{log}t)^{\beta 1}=\frac{\beta }{r}X_1^{\beta +1}(t).$$

Moreover assuming (2.1) for a fixed $`i1`$ we have

$`{\displaystyle \frac{d}{dt}}X_{i+1}^\beta (t)`$ $`=`$ $`{\displaystyle \frac{d}{dt}}[X_1^\beta (X_i(t))]`$
$`=`$ $`{\displaystyle \frac{\beta }{X_i(t)}}X_1^{\beta +1}(X_i(t)){\displaystyle \frac{dX_i(t)}{dt}}`$
$`=`$ $`{\displaystyle \frac{\beta }{X_i(t)}}X_{i+1}^{\beta +1}(t){\displaystyle \frac{1}{t}}X_1(t)\mathrm{}X_{i1}(t)X_i^2(t)`$
$`=`$ $`{\displaystyle \frac{\beta }{t}}X_1(t)\mathrm{}X_i(t)X_{i+1}^{\beta +1}(t);`$
hence (2.1) is proved.

Proof of Theorem A(1): We will make use of a suitable vectot field as in \[BFT\]. If $`T`$ is a $`C^1`$ vector field in $`\mathrm{\Omega }`$, then, for any $`uC_c^{\mathrm{}}(\mathrm{\Omega }K)`$ we first integrate by parts and then use Hölder’s inequality to obtain

$`{\displaystyle _\mathrm{\Omega }}\mathrm{div}T|u|^p𝑑x`$ $`=`$ $`p{\displaystyle _\mathrm{\Omega }}(Tu)|u|^{p2}u𝑑x`$
$``$ $`p\left({\displaystyle _\mathrm{\Omega }}|u|^p𝑑x\right)^{\frac{1}{p}}\left({\displaystyle _\mathrm{\Omega }}|T|^{\frac{p}{p1}}|u|^p𝑑x\right)^{\frac{p1}{p}}`$
$``$ $`{\displaystyle _\mathrm{\Omega }}|u|^p𝑑x+(p1){\displaystyle _\mathrm{\Omega }}|T|^{\frac{p}{p1}}|u|^p𝑑x.`$
We therefore arrive at

$$_\mathrm{\Omega }|u|^p𝑑x_\mathrm{\Omega }(\mathrm{div}T(p1)|T|^{\frac{p}{p1}})|u|^p𝑑x.$$
(2.2)
For $`m1`$ we introduce the notation

$`\eta (t)={\displaystyle \underset{i=1}{\overset{m}{}}}X_1(t)\mathrm{}X_i(t),`$
$`B(t)={\displaystyle \underset{i=1}{\overset{m}{}}}X_1^2(t)\mathrm{}X_i^2(t),t(0,1).`$
In view of (2.2) in order to prove (1.5) it is enough to establish the following pointwise estimate:

$$\mathrm{div}T(p1)|T|^{\frac{p}{p1}}\frac{|H|^p}{d^p}\left(1+\frac{p1}{2pH^2}B(d(x)/D)\right).$$
(2.3)
To proceed we now make a specific choice of $`T`$. We take

$$T(x)=H|H|^{p2}\frac{d(x)}{d^{p1}(x)}\left(1+\frac{p1}{pH}\eta (d(x)/D)+a\eta ^2(d(x)/D)\right).$$

where $`a`$ is a free parameter to be chosen later. In any case $`a`$ will be such that the quantity $`1+\frac{p1}{pH}\eta (d/D)+a\eta ^2(d/D)`$ is positive on $`\mathrm{\Omega }`$. Note that $`T(x)`$ is singular at $`xK`$, but since $`uC_c^{\mathrm{}}(\mathrm{\Omega }K)`$ all previous calculations are legitimate.

When computing $`\mathrm{div}T`$ we need to diffferentiate $`\eta (d(x)/D)`$. Recalling (2.1) a straightforward calculation gives

$$\eta ^{^{}}(t)=\frac{1}{t}\left(X_1^2+(X_1^2X_2+X_1^2X_2^2)+\mathrm{}+(X_1^2X_2\mathrm{}X_m+\mathrm{}+X_1^2\mathrm{}X_m^2)\right),$$

from which follows that

$$t\eta ^{^{}}(t)=\frac{1}{2}B(t)+\frac{1}{2}\eta ^2(t).$$
(2.4)
On the other hand, observing that

$$\mathrm{\Delta }_pd^{\frac{pk}{p1}}=\frac{pk}{p1}\left|\frac{pk}{p1}\right|^{p2}d^k(d\mathrm{\Delta }d+(1k)|d|^2),$$

condition (C) implies

$$(pk)(d\mathrm{\Delta }d+1k)0.$$
(2.5)
For the sake of simplicity we henceforth omit the argument $`d(x)/D`$ from $`\eta (d(x)/D)`$ and $`B(d(x)/D)`$. Using (2.4) and (2.5) a straightforward calculation shows that

$$\mathrm{div}T\frac{|H|^p}{d^p}\left(p+\frac{p1}{H}\eta +pa\eta ^2+\frac{p1}{2pH^2}(B+\eta ^2)+\frac{a}{H}(B+\eta ^2)\eta \right).$$
(2.6)
It then follows that (2.3) will be established once we prove the following inequality

$$(p1)+\frac{p1}{H}\eta +(pa+\frac{p1}{2pH^2})\eta ^2+\frac{a}{H}B\eta +\frac{a}{H}\eta ^3(p1)\left(1+\frac{p1}{pH}\eta +a\eta ^2\right)^{\frac{p}{p1}}0,$$

for all $`x\mathrm{\Omega }`$. We set for convenience

$`f(B,\eta )`$ $`=`$ $`(p1)+{\displaystyle \frac{p1}{H}}\eta +(pa+{\displaystyle \frac{p1}{2pH^2}})\eta ^2+{\displaystyle \frac{a}{H}}B\eta +{\displaystyle \frac{a}{H}}\eta ^3,`$
$`g(\eta )`$ $`=`$ $`\left(1+{\displaystyle \frac{p1}{pH}}\eta +a\eta ^2\right)^{\frac{p}{p1}},`$
and the required inequality is written as

$$f(B,\eta )(p1)g(\eta )0.$$
(2.7)
When $`\eta =\eta (d(x)/D)>0`$ is small, the Taylor expansion of $`g(\eta )`$ about $`\eta =0`$, gives

$$g(\eta )=1+\frac{1}{H}\eta +\frac{1}{2}\left(\frac{2ap}{p1}+\frac{1}{pH^2}\right)\eta ^2+\frac{1}{6}\left(\frac{6a}{(p1)H}+\frac{2p}{p^2H^3}\right)\eta ^3+O(\eta ^4).$$
(2.8)
Let us also note, that in the special case $`a=0`$, there holds

$$g(\eta )=1+\frac{1}{H}\eta +\frac{1}{2pH^2}\eta ^2+\frac{2p}{6p^2H^3}\left(1+\frac{p1}{pH}\xi _\eta \right)^{\frac{32p}{p1}}\eta ^3,(a=0),$$
(2.9)
for some $`\xi _\eta (0,\eta )`$, without any smallness assumption on $`\eta `$.

In view of (2.8), if $`\eta `$ is small, inequality (2.7) will be proved once we show:

$$\frac{a}{H}\left(\frac{(2p)(p1)}{6p^2H^3}+O(\eta )\right)\frac{\eta ^2}{B}.$$
(2.10)
From the definition of $`\eta `$ and $`B`$ it follows easily that

$$m\frac{\eta ^2}{B}1.$$
(2.11)
We will show that for any choice of $`H`$ and $`p>1`$, there exists an $`aIR`$, such that (2.7) holds true. We distinguish various cases:

(a) $`H>0`$, $`1<p<2`$. We assume that $`\eta `$ is small, which amounts to taking $`D`$ big. It is enough to show that we can choose $`a`$ such that (2.10) holds. In view of (2.11) we see that for (2.10) to be valid, it is enough to take $`a`$ to be big and positive.

(b) $`H>0`$, $`p2`$. In this case we choose $`a=0`$ and we use (2.9). Notice that under our current assumptions on $`H`$, $`p`$ the last term in (2.9) is negative and therefore

$$g(\eta )1+\frac{1}{H}\eta +\frac{1}{2pH^2}\eta ^2,(a=0).$$
(2.12)
On the other hand

$$f(B,\eta )=(p1)+\frac{p1}{H}\eta +\frac{p1}{2pH^2}\eta ^2,(a=0),$$

and therefore (2.7) is satisfied, without any smallness assumption on $`\eta `$. In particular, we can take $`D_0=sup_{x\mathrm{\Omega }}d(x)`$ in this case.

(c) $`H<0`$, $`1<p<2`$. We assume that $`\eta `$ is small. In this case, the right hand side of (2.10) is negative. Hence, we can choose $`a=0`$ and (2.10) holds true.

(d) $`H<0`$, $`p2`$. Arguing as in case (a) we take $`a`$ to be big and negative, and (2.10) holds true. $`//`$

We next consider the degenerate case $`p=k`$.

Proof of Theorem B(1): We assume that $`p=k2`$ and that condition (C’) is satisfied. The proof is quite similar to the previous one.

An easy calculation shows that condition (C’) implies that

$$d\mathrm{\Delta }d+1k0.$$
(2.13)
We now choose the vector field

$$T(x)=\left(\frac{k1}{k}\right)^{k1}\frac{d}{d^{k1}}\left(X_1^{k1}+\underset{i=2}{\overset{m}{}}X_1^{k1}X_2\mathrm{}X_i\right).$$
(2.14)
where, here and below, $`X_j=X_j(d(x)/D)`$. Taking into account (2.13) a straightforward calculation yields that

$`\mathrm{div}T(p1)|T|^{\frac{p}{p1}}{\displaystyle \frac{(k1)^k}{k^{k1}}}{\displaystyle \frac{X_1^k}{d^k}}(1+{\displaystyle \underset{i=2}{\overset{m}{}}}X_2\mathrm{}X_i`$
$`+{\displaystyle \frac{1}{k1}}{\displaystyle \underset{i=2}{\overset{m}{}}}{\displaystyle \underset{j=2}{\overset{i}{}}}X_2^2\mathrm{}X_j^2X_{j+1}\mathrm{}X_i{\displaystyle \frac{k1}{k}}(1+{\displaystyle \underset{i=2}{\overset{m}{}}}X_2\mathrm{}X_i)^{\frac{k}{k1}}).`$ (2.15)
To estimate the last term in the right hand side of (2.15) we use Taylor’s expansion to obtain the inequality

$$\left(1+\underset{i=2}{\overset{m}{}}X_2\mathrm{}X_i\right)^{\frac{k}{k1}}1+\frac{k}{k1}\underset{i=2}{\overset{m}{}}X_2\mathrm{}X_i+\frac{k}{2(k1)^2}\left(\underset{i=2}{\overset{m}{}}X_2\mathrm{}X_i\right)^2.$$

It then follows that

$`\mathrm{div}T(p1)|T|^{\frac{p}{p1}}`$
$`{\displaystyle \frac{(k1)^{k1}}{k^{k1}}}{\displaystyle \frac{X_1^k}{d^k}}\left({\displaystyle \frac{k1}{k}}+{\displaystyle \underset{i=2}{\overset{m}{}}}{\displaystyle \underset{j=2}{\overset{i}{}}}X_2^2\mathrm{}X_j^2X_{j+1}\mathrm{}X_i{\displaystyle \frac{1}{2}}\left({\displaystyle \underset{i=2}{\overset{m}{}}}X_2\mathrm{}X_i\right)^2\right).`$ (2.16)
Expanding the square in the last term in (2.16) we conclude that

$$\mathrm{div}T(p1)|T|^{\frac{p}{p1}}\left(\frac{k1}{k}\right)^{k1}\frac{X_1^k}{d^k}\left(\frac{k1}{k}+\frac{1}{2}\underset{i=2}{\overset{m}{}}X_2^2\mathrm{}X_i^2\right),$$

and the result follows. $`//`$

## 3 Best constants

In this section we are going to prove the optimality of the Improved Hardy Inequality of Section 2. More precisely, for any $`m1`$ let us recall that

$`I_m[u]`$ $`=`$ $`{\displaystyle _\mathrm{\Omega }}|u|^p𝑑x|H|^p{\displaystyle _\mathrm{\Omega }}{\displaystyle \frac{|u|^p}{d^p}}𝑑x`$
$`{\displaystyle \frac{p1}{2p}}|H|^{p2}{\displaystyle _\mathrm{\Omega }}{\displaystyle \frac{|u|^p}{d^p}}\left(X_1^2+X_1^2X_2^2+\mathrm{}+X_1^2\mathrm{}X_m^2\right)𝑑x,`$
where $`X_i=X_i(d(x)/D)`$. We have the following

###### Proposition 3.1

Let $`\mathrm{\Omega }`$ be a domain in $`IR^N`$. $`(\mathrm{i})`$ If $`2kN1`$ then we take $`K`$ to be a piecewise smooth surface of codimension $`k`$ and assume $`K\mathrm{\Omega }\mathrm{}`$; $`(\mathrm{ii})`$ if $`k=N`$ then we take $`K=\{0\}\mathrm{\Omega }`$; $`(\mathrm{iii})`$ if $`k=1`$ then we assume $`K=\mathrm{\Omega }`$. Let $`Dsup_\mathrm{\Omega }d(x)`$ be fixed and suppose that for some constants $`B>0`$ and $`\gamma IR`$ the following inequality holds true for all $`uW_0^{1,p}(\mathrm{\Omega }K)`$

$$I_{m1}[u]B_\mathrm{\Omega }\frac{|u|^p}{d^p}X_1^2(d/D)\mathrm{}X_{m1}^2(d/D)X_m^\gamma (d/D)𝑑x.$$
(3.1)
Then

$`(\mathrm{i})`$ $`\gamma 2`$

$`(\mathrm{ii})`$ If $`\gamma =2`$ then $`B\frac{p1}{2p}|H|^{p2}`$.

Proof. All our analysis will be local, say, in a fixed ball of radius $`\delta `$ (denoted by $`B_\delta `$) centered at the origin, for some fixed small $`\delta `$. The proof we present works for any $`k=1,2,\mathrm{},N`$. We note however that for $`k=N`$ (distance from a point) the subsequent calculations are substantially simplified, whereas for $`k=1`$ (distance from the boundary) one should replace $`B_\delta `$ by $`B_\delta \mathrm{\Omega }`$. This last change entails some minor modifications, the arguments otherwise being the same. Without any loss of generality we may assume that $`0K\mathrm{\Omega }`$ ($`k1`$), or $`0\mathrm{\Omega }`$ if $`k=1`$. We divide the proof into several steps.

Step 1. Let $`\varphi C_c^{\mathrm{}}(B_\delta )`$ be such that $`0\varphi 1`$ in $`B_\delta `$ and $`\varphi =1`$ in $`B_{\delta /2}`$. We fix small parameters $`\alpha _0,\alpha _1,\mathrm{},\alpha _m>0`$ and define the functions

$$w(x)=d^{H+\frac{\alpha _0}{p}}X_1^{\frac{1+\alpha _1}{p}}(d/D)\mathrm{}X_m^{\frac{1+\alpha _m}{p}}(d/D)$$

and

$$u(x)=\varphi (x)w(x).$$

It is an immediate consequence of (3.17) below that $`uW^{1,p}(\mathrm{\Omega })`$ . Moreover, if $`k<p`$ then $`H<0`$ and therefore $`u|_K=0`$. On the other hand, if $`k>p`$ then a standard approximation argument – using cut-off functions – shows that $`W_0^{1,p}(\mathrm{\Omega }K)=W^{1,p}(\mathrm{\Omega }K)`$. Hence $`uW_0^{1,p}(\mathrm{\Omega }K)`$. To prove the proposition we shall estimate the corresponding Rayleigh quotient of $`u`$ in the limit $`\alpha _00`$, $`\alpha _10`$, $`\mathrm{}`$, $`\alpha _m0`$ in this order.

It is easily seen that

$$w=d^{\frac{k+\alpha _0}{p}}X_1^{\frac{1+\alpha _1}{p}}\mathrm{}X_m^{\frac{1+\alpha _m}{p}}\left(H+\frac{\zeta (x)}{p}\right)d.$$
(3.2)
where

$$\zeta (x)=\alpha _0+(1\alpha _1)X_1+\mathrm{}+(1\alpha _m)X_1X_2\mathrm{}X_m,$$
(3.3)
where, here and below, we omit the argument $`d(x)/D`$ from $`X_i(d/D)`$. Since $`\delta `$ is small the $`X_i`$’s are also small. Hence $`\zeta (x)`$ can be thought as a small parameter in the rest of the proof.

Now $`u=\varphi w+\varphi w`$ and hence, using the elementary inequality

$$|a+b|^p|a|^p+c_p(|a|^{p1}|b|+|b|^p),a,bIR^N,p>1,$$
(3.4)
we obtain

$`{\displaystyle _\mathrm{\Omega }}|u|^p𝑑x`$ $``$ $`{\displaystyle _{B_\delta }}\varphi ^p|w|^p𝑑x+c_p{\displaystyle _{B_\delta }}|\varphi ||\varphi |^{p1}|w|^{p1}|w|𝑑x+`$ (3.5)
$`+c_p{\displaystyle _{B_\delta }}|\varphi |^p|w|^p𝑑x`$
$`=:`$ $`I_1+I_2+I_3.`$
We claim that

$$I_2,I_3=O(1)\text{uniformly as }\alpha _0,\alpha _1,\mathrm{},\alpha _m\text{ tend to zero.}$$
(3.6)
Let us give the proof for $`I_2`$. Using the definition of $`w(x)`$ and the regularity of $`\varphi `$ we obtain

$$I_2c_{B_\delta }d^{1k+\alpha _0}X_1^{1+\alpha _1}\mathrm{}X_m^{1+\alpha _m}\left|H+\frac{\zeta (x)}{p}\right|^{p1}𝑑x.$$

The appearance of $`d^{k+1}`$ together with the fact that $`\zeta `$ is small compared to $`H`$ implies that $`I_2`$ is uniformly bounded (see step 2). The integral $`I_3`$ is treated similarly.

Step 2. We shall repeatedly deal with integrals of the form

$$Q=_\mathrm{\Omega }\varphi ^pd^{k+\beta _0}X_1^{1+\beta _1}(d/D)\mathrm{}X_m^{1+\beta _m}(d/D)𝑑x,\beta _iIR,$$
(3.7)
we therefore provide precise conditions under which $`Q<\mathrm{}`$. From our assumptions on $`\varphi `$ we have

$$_{B_{\delta /2}}d^{k+\beta _0}X_1^{1+\beta _1}\mathrm{}X_m^{1+\beta _m}𝑑xQ_{B_\delta }d^{k+\beta _0}X_1^{1+\beta _1}\mathrm{}X_m^{1+\beta _m}𝑑x.$$

Using the coarea formula and the fact that

$$c_1r^{k1}_{\{d=r\}B_\delta }𝑑S<c_2r^{k1}$$

we conclude that

$$c_1_0^{\delta /2}r^{1+\beta _0}X_1^{1+\beta _1}\mathrm{}X_m^{1+\beta _m}𝑑rQc_2_0^\delta r^{1+\beta _0}X_1^{1+\beta _1}\mathrm{}X_m^{1+\beta _m}𝑑r.$$

where $`X_i=X_i(r/D)`$. Hence, recalling (2.1) we conclude that

$$Q<\mathrm{}\{\begin{array}{cc}& \beta _0>0\hfill \\ \text{ or}\hfill & \beta _0=0\text{ and }\beta _1>0\hfill \\ \text{ or}\hfill & \beta _0=\beta _1=0\text{ and }\beta _2>0\hfill \\ & \mathrm{}\hfill \\ \text{ or}\hfill & \beta _0=\beta _1=\mathrm{}=\beta _{m1}=0\text{ and }\beta _m>0\text{.}\hfill \end{array}$$
(3.8)
Step 3. We introduce some auxiliary quantities and prove some simple relations about them. For $`0ijm`$ we define

$`A_0={\displaystyle _\mathrm{\Omega }}\varphi ^pd^{k+\alpha _0}X_1^{1+\alpha _1}\mathrm{}X_m^{1+\alpha _m}𝑑x`$
$`A_i={\displaystyle _\mathrm{\Omega }}\varphi ^pd^{k+\alpha _0}X_1^{1+\alpha _1}\mathrm{}X_i^{1+\alpha _i}X_{i+1}^{1+\alpha _{i+1}}\mathrm{}X_m^{1+\alpha _m}𝑑x`$
$`\mathrm{\Gamma }_{0j}={\displaystyle _\mathrm{\Omega }}\varphi ^pd^{k+\alpha _0}X_1^{\alpha _1}\mathrm{}X_i^{\alpha _i}X_{i+1}^{1+\alpha _{i+1}}\mathrm{}X_m^{1+\alpha _m}𝑑x`$
$`\mathrm{\Gamma }_{ij}={\displaystyle _\mathrm{\Omega }}\varphi ^pd^{k+\alpha _0}X_1^{1+\alpha _1}\mathrm{}X_i^{1+\alpha _i}X_{i+1}^{\alpha _{i+1}}\mathrm{}X_j^{\alpha _j}X_{j+1}^{1+\alpha _{j+1}}\mathrm{}X_m^{1+\alpha _m}𝑑x,`$
with $`\mathrm{\Gamma }_{ii}=A_i`$. We have the following

Two identities:  Let $`0im1`$ be given and assume that $`\alpha _0=\alpha _1=\mathrm{}=\alpha _{i1}=0`$. Then

$`\alpha _iA_i={\displaystyle \underset{j=i+1}{\overset{m}{}}}(1\alpha _j)\mathrm{\Gamma }_{ij}+O(1)`$ (3.9)
$`\alpha _i\mathrm{\Gamma }_{ij}={\displaystyle \underset{k=i+1}{\overset{j}{}}}\alpha _k\mathrm{\Gamma }_{kj}+{\displaystyle \underset{k=j+1}{\overset{m}{}}}(1\alpha _k)\mathrm{\Gamma }_{jk}+O(1)`$ (3.10)
where the $`O(1)`$ is uniform as the $`\alpha _i`$’s tend to zero. Let us give the proof for (3.9). We assume that $`i>0`$, the case $`i=0`$ being a straight-forward adaptation. A direct computation gives

$$\alpha _id^kX_1\mathrm{}X_{i1}X_i^{1+\alpha _i}=\mathrm{div}(d^{k+1}X_i^{\alpha _i}d)d^k(d\mathrm{\Delta }d+1k)X_i^{\alpha _i}.$$
(3.11)
hence

$`\alpha _iA_i`$ $`=`$ $`{\displaystyle _\mathrm{\Omega }}\varphi ^p\mathrm{div}(d^{k+1}X_i^{\alpha _i}d)X_{i+1}^{1+\alpha _{i+1}}\mathrm{}X_m^{1+\alpha _m}𝑑x`$
$`{\displaystyle _\mathrm{\Omega }}\varphi ^pd^k(d\mathrm{\Delta }d+1k)X_i^{\alpha _i}X_{i+1}^{1+\alpha _{i+1}}\mathrm{}X_m^{1+\alpha _m}𝑑x`$
$`=:`$ $`E_1E_2.`$
It is a direct consequence of \[AS, Theorem 3.2\] that

$$d\mathrm{\Delta }d+1k=O(d),\text{as }d0\text{,}$$
(3.12)
hence $`E_2`$ is estimated by a constant times $`_\mathrm{\Omega }\varphi ^pd^{k+1}X_i^{\alpha _i}X_{i+1}^{1+\alpha _{i+1}}\mathrm{}X_m^{1+\alpha _m}𝑑x`$ and therefore is bounded uniformly in $`\alpha _0,\alpha _1,\mathrm{},\alpha _m`$. To handle $`E_1`$ we integrate by parts obtaining

$`E_1`$ $`=`$ $`{\displaystyle _\mathrm{\Omega }}\varphi ^pdd^{k+1}X_i^{\alpha _i}X_{i+1}^{1+\alpha _{i+1}}\mathrm{}X_m^{1+\alpha _m}dx`$
$`{\displaystyle _\mathrm{\Omega }}\varphi ^pd^{k+1}X_i^{\alpha _i}d\left(X_1^{1+\alpha _1}\mathrm{}X_m^{1+\alpha _m}\right)dx`$
The first integral is of order $`O(1)`$ (similarly to $`I_2,I_3`$ above) while the second is equal to $`_{j=i+1}^m(1\alpha _j)\mathrm{\Gamma }_{ij}`$. Hence (3.9) has been proved. To prove (3.10) we use (3.11) once more and proceed similarly; we omit the details.

Step 4. We proceed to estimate $`I_1`$. It follows from (3.2) that

$$I_1=_\mathrm{\Omega }\varphi ^pd^{k+\alpha _0}X_1^{1+\alpha _1}\mathrm{}X_m^{1+\alpha _m}\left|H+\frac{\zeta }{p}\right|^p𝑑x.$$

Since $`\zeta `$ is small compared to $`H`$ we may use Taylor’s expansion to obtain

$$\left|H+\frac{\zeta }{p}\right|^p|H|^p+|H|^{p2}H\zeta +\frac{p1}{2p}|H|^{p2}\zeta ^2+c|\zeta |^3.$$
(3.13)
Using this inequality we can bound $`I_1`$ by

$$I_1I_{10}+I_{11}+I_{12}+I_{13},$$
(3.14)
where

$`I_{10}`$ $`=`$ $`|H|^p{\displaystyle _{B_\delta }}\varphi ^pd^{k+\alpha _0}X_1^{1+\alpha _1}\mathrm{}X_m^{1+\alpha _m}𝑑x=|H|^p{\displaystyle _\mathrm{\Omega }}{\displaystyle \frac{|u|^p}{d^p}}𝑑x,`$ (3.15)
$`I_{11}`$ $`=`$ $`|H|^{p2}H{\displaystyle _{B_\delta }}\varphi ^pd^{k+\alpha _0}X_1^{1+\alpha _1}\mathrm{}X_m^{1+\alpha _m}\zeta (x)𝑑x,`$
$`I_{12}`$ $`=`$ $`{\displaystyle \frac{p1}{2p}}|H|^{p2}{\displaystyle _{B_\delta }}\varphi ^pd^{k+\alpha _0}X_1^{1+\alpha _1}\mathrm{}X_m^{1+\alpha _m}\zeta ^2(x)𝑑x,`$
$`I_{13}`$ $`=`$ $`c{\displaystyle _{B_\delta }}\varphi ^pd^{k+\alpha _0}X_1^{1+\alpha _1}\mathrm{}X_m^{1+\alpha _m}|\zeta (x)|^3𝑑x.`$
Step 5. We shall prove that

$$I_{11},I_{13}=O(1)\text{uniformly in }\alpha _0,\alpha _1,\mathrm{},\alpha _m\text{.}$$
(3.16)
Indeed, substituting for $`\zeta `$ in $`I_{11}`$ we see by a direct application of (3.9) (for $`i=0`$) that $`I_{11}=O(1)`$. To estimate $`I_{13}`$ we observe that $`X_1\mathrm{}X_icX_1`$ for some $`c>0`$ and thus obtain

$`I_{13}`$ $``$ $`c_1\alpha _0^3{\displaystyle _\mathrm{\Omega }}\varphi ^pd^{k+\alpha _0}X_1^{1+\alpha _1}\mathrm{}X_m^{1+\alpha _m}𝑑x+`$
$`+c_2{\displaystyle _\mathrm{\Omega }}\varphi ^pd^{k+\alpha _0}X_1^{2+\alpha _1}X_2^{1+\alpha _2}\mathrm{}X_m^{1+\alpha _m}𝑑x.`$
The second integral is bounded uniformly in the $`\alpha _i`$’s due to the factor $`X_1^2`$. Moreover, using the fact $`0\varphi 1`$ and $`_{\{d=r\}B_\delta }𝑑S<cr^{k1}`$ we obtain

$`\alpha _0^3{\displaystyle _\mathrm{\Omega }}\varphi ^pd^{k+\alpha _0}X_1^{1+\alpha _1}\mathrm{}X_m^{1+\alpha _m}𝑑x`$
$``$ $`c\alpha _0^3{\displaystyle _0^\delta }r^{1+\alpha _0}X_1^{1+\alpha _1}(r/D)\mathrm{}X_m^{1+\alpha _m}(r/D)𝑑r`$
$``$ $`c\alpha _0^3{\displaystyle _0^\delta }r^{1+\alpha _0}X_1^2(r/D)𝑑r`$
$`(r=Ds^{1/\alpha _0})`$ $`=`$ $`cD^{\alpha _0}\alpha _0^2{\displaystyle _0^{(\delta /D)^{\alpha _0}}}\left(1{\displaystyle \frac{1}{\alpha _0}}\mathrm{log}s\right)^2𝑑s`$
$`=`$ $`O(1)`$
as $`\alpha _00`$, uniformly in $`\alpha _1,\mathrm{}\alpha _m`$. Hence (3.16) has been proved. Combining (3.5), (3.6), (3.14), (3.15) and (3.16) we conclude that

$$_\mathrm{\Omega }|u|^p𝑑x|H|^p_\mathrm{\Omega }\frac{|u|^p}{d^p}𝑑xI_{12}+O(1),$$
(3.17)
uniformly in the $`\alpha _i`$’s.

Step 6. Recalling the definition of $`I_{m1}[]`$ we obtain from (3.17)

$`I_{m1}[u]`$ $``$ $`{\displaystyle \frac{p1}{2p}}|H|^{p2}{\displaystyle _\mathrm{\Omega }}\varphi ^pd^{k+\alpha _0}X_1^{1+\alpha _1}\mathrm{}X_m^{1+\alpha _m}\times `$ (3.18)
$`\times \left(\zeta ^2(x){\displaystyle \underset{i=1}{\overset{m1}{}}}X_1^2\mathrm{}X_i^2\right)dx+O(1)`$
$`=:`$ $`{\displaystyle \frac{p1}{2p}}|H|^{p2}J+O(1).`$
Expanding $`\zeta ^2(x)`$ (cf (3.3)) and collecting similar terms we obtain

$`J`$ $`=`$ $`{\displaystyle _\mathrm{\Omega }}\varphi ^pd^{k+\alpha _0}X_1^{1+\alpha _1}\mathrm{}X_m^{1+\alpha _m}\{\alpha _0^2+{\displaystyle \underset{i=1}{\overset{m}{}}}(1\alpha _i)^2X_1^2\mathrm{}X_i^2`$ (3.19)
$`{\displaystyle \underset{i=1}{\overset{m1}{}}}X_1^2\mathrm{}X_i^22\alpha _0{\displaystyle \underset{j=1}{\overset{m}{}}}(1\alpha _j)X_1\mathrm{}X_j+`$
$`+2{\displaystyle \underset{i=1}{\overset{m1}{}}}{\displaystyle \underset{j=i+1}{\overset{m}{}}}(1\alpha _i)(1\alpha _j)X_1^2\mathrm{}X_i^2X_{i+1}\mathrm{}X_j\}dx`$
$`=`$ $`\alpha _0^2A_0+A_m+{\displaystyle \underset{i=1}{\overset{m}{}}}(\alpha _i^22\alpha _i)A_i2\alpha _0{\displaystyle \underset{j=1}{\overset{m}{}}}(1\alpha _j)\mathrm{\Gamma }_{0j}+`$
$`+{\displaystyle \underset{i=1}{\overset{m1}{}}}{\displaystyle \underset{j=i+1}{\overset{m}{}}}2(1\alpha _i)(1\alpha _j)\mathrm{\Gamma }_{ij}.`$
Step 7. We intend to take the limit $`\alpha _00`$ in (3.19). All terms have finite limits except those containing $`A_0`$ and $`\mathrm{\Gamma }_{0j}`$ which, when viewed separately, diverge. When combined however, they give

$`\alpha _0^2A_02\alpha _0{\displaystyle \underset{j=1}{\overset{m}{}}}(1\alpha _j)\mathrm{\Gamma }_{0j}`$
(by (3.9)) $`=`$ $`\alpha _0{\displaystyle \underset{j=1}{\overset{m}{}}}(1\alpha _j)\mathrm{\Gamma }_{0j}+O(1)`$
(by (3.10)) $`=`$ $`{\displaystyle \underset{j=1}{\overset{m}{}}}(1\alpha _j)\left({\displaystyle \underset{i=1}{\overset{j}{}}}\alpha _i\mathrm{\Gamma }_{ij}+{\displaystyle \underset{i=j+1}{\overset{m}{}}}(1\alpha _i)\mathrm{\Gamma }_{ji}\right)+O(1)`$
$`=`$ $`{\displaystyle \underset{i=1}{\overset{m}{}}}(\alpha _i\alpha _i^2)A_i+{\displaystyle \underset{i=1}{\overset{m1}{}}}{\displaystyle \underset{j=i+1}{\overset{m}{}}}(2\alpha _i1)(1\alpha _j)\mathrm{\Gamma }_{ij}+O(1).`$
All the terms in the last expression remain bounded as $`\alpha _00`$; hence taking the limit in (3.19) we obtain

$$J=A_m\underset{i=1}{\overset{m}{}}\alpha _iA_i+\underset{i=1}{\overset{m1}{}}\underset{j=i+1}{\overset{m}{}}(1\alpha _j)\mathrm{\Gamma }_{ij}+O(1)(\alpha _0=0)$$
(3.20)
where the $`O(1)`$ is uniform with respect to $`\alpha _1,\mathrm{},\alpha _m`$.

Step 8. We next let $`\alpha _10`$ in (3.20). All terms have finite limits except those involving $`A_1`$ and $`\mathrm{\Gamma }_{1j}`$ which diverge. Using (3.9) once more – this time for $`i=1`$ – we see that when combined these terms stay bounded in the limit $`\alpha _10`$. Hence

$$J=A_m\underset{i=2}{\overset{m}{}}\alpha _iA_i+\underset{i=2}{\overset{m1}{}}\underset{j=i+1}{\overset{m}{}}(1\alpha _j)\mathrm{\Gamma }_{ij}+O(1)(\alpha _0=\alpha _1=0)$$
(3.21)
We proceed in this way and after letting $`\alpha _{m1}0`$ we are left with

$$J=(1\alpha _m)A_m+O(1),(\alpha _0=\alpha _1=\mathrm{}\alpha _{m1}=0),$$
(3.22)
uniformly in $`\alpha _m`$.

Combining (3.1), (3.18) and (3.22) we conclude that

$$B\frac{p1}{2p}|H|^{p2}\frac{(1\alpha _m)A_m+O(1)}{_\mathrm{\Omega }\varphi ^pd^kX_1\mathrm{}X_{m1}X_m^{\gamma 1+\alpha _m}𝑑x}.$$
(3.23)
Suppose now that $`\gamma <2`$. Then letting $`\alpha _m2\gamma >0`$ we observe that the denominator in (3.23) tends to infinity while the numerator stays bounded. This implies $`B=0`$ proving part (i) of the Proposition.

Now, if $`\gamma =2`$ then the denominator in (3.23) is equal to $`A_m`$. Hence letting $`\alpha _m0`$ we have $`A_m\mathrm{}`$ (by (3.8)) and hence $`B\frac{p1}{2p}|H|^{p2}`$. This concludes the proof. $`//`$

We next consider the degenerate case $`p=k`$. We have the following

###### Proposition 3.2

Let $`\mathrm{\Omega }`$ be a domain in $`IR^N`$. $`(\mathrm{i})`$ If $`2kN1`$ then we take $`K`$ to be a piecewise smooth surface of codimension $`k`$ and assume $`K\mathrm{\Omega }\mathrm{}`$; $`(\mathrm{ii})`$ if $`k=N`$ then we take $`K=\{0\}\mathrm{\Omega }`$. Let $`Dsup_{x\mathrm{\Omega }}d(x)`$ be fixed and suppose that for some constants $`B>0`$ and $`\gamma IR`$ the following inequality holds true for all $`uC_c^{\mathrm{}}(\mathrm{\Omega }K)`$

$$\stackrel{~}{I}_{m1}[u]B_\mathrm{\Omega }\frac{|u|^k}{d^k}X_1^k(d/D)X_2^2(d/D)\mathrm{}X_m^\gamma (d/D)𝑑x.$$
(3.24)
Then:

$`(\mathrm{i})`$ $`\gamma 2`$

$`(\mathrm{ii})`$ If $`\gamma =2`$ then $`B\frac{1}{2}\left(\frac{k1}{k}\right)^{k1}`$.

Proof. The proof is similar to that of Proposition 3.1. Without any loss of generality we assume that $`0K\mathrm{\Omega }`$. As in the previous theorem we let $`\varphi `$ be a non-negative, smooth cut-off function supported in $`B_\delta =\{|x|<\delta \}`$, equal to one on $`B_{\delta /2}`$ and taking values in $`[0,1]`$.

Given small parameters $`\alpha _1,\mathrm{},\alpha _m>0`$ we define

$$w(x)=X_1^{\frac{k+1+\alpha _1}{k}}(d/D)X_2^{\frac{1+\alpha _2}{k}}(d/D)\mathrm{}X_m^{\frac{1+\alpha _m}{k}}(d/D).$$

and

$$u(x)=\varphi (x)w(x).$$

Subsequent calculations will establish that $`uW^{1,k}(\mathrm{\Omega })`$ (see (3.29)). We will prove that $`uW_0^{1,k}(\mathrm{\Omega }K)`$ by showing that

$$d^{\frac{\alpha _0}{k}}uu\text{in }W^{1,k}(\mathrm{\Omega })\text{ as }\alpha _00.$$
(3.25)
We have

$$_\mathrm{\Omega }|(d^{\frac{\alpha _0}{k}}u)u|^k𝑑xc\alpha _0^k_\mathrm{\Omega }d^{k+\alpha _0}u^k𝑑x+_\mathrm{\Omega }|d^{\frac{\alpha _0}{k}}1|^k|u|^k𝑑x.$$
(3.26)
The second term in the right hand side of (3.26) tends to zero as $`\alpha _00`$ by the dominated convergence theorem. Moreover, there exists a constant $`c_{\alpha _1}`$ such that $`X_1^{\alpha _1/2}X_2^1\mathrm{}X_m^1c_{\alpha _1}`$. Hence the first term in the right hand side of (3.26) is estimated by

$$c_{\alpha _1}\alpha _0^k_\mathrm{\Omega }d^{k+\alpha _0}X_1^{k+1+\frac{\alpha _1}{2}}𝑑x.$$

A direct application of \[BFT, Lemma 5.2\] shows that this tends to zero as $`\alpha _00`$. Hence $`uW_0^{1,p}(\mathrm{\Omega }K)`$.

To proceed we use (3.4) obtaining

$`{\displaystyle _\mathrm{\Omega }}|u|^k𝑑x`$ $``$ $`{\displaystyle _\mathrm{\Omega }}\varphi ^k|w|^k𝑑x+c_k{\displaystyle _\mathrm{\Omega }}|\varphi ||\varphi |^{k1}|w|^{k1}|w|𝑑x+`$ (3.27)
$`+c_k{\displaystyle _\mathrm{\Omega }}|\varphi |^k|w|^k𝑑x`$
$`=:`$ $`I_1+I_2+I_3.`$
Arguing as in the proof of the previous proposition (cf step 1) we see that $`I_2`$ and $`I_3`$ are bounded uniformly with respect to the $`\alpha _i`$’s. Hence

$$_\mathrm{\Omega }|u|^k𝑑x_\mathrm{\Omega }\varphi ^k|w|^k𝑑x+O(1)$$
(3.28)
uniformly as $`\alpha _1,\mathrm{},\alpha _m0`$.

Now, a direct computation yields

$$w=d^1X_1^{\frac{1+\alpha _1}{k}}X_2^{\frac{1+\alpha _2}{k}}\mathrm{}X_m^{\frac{1+\alpha _m}{k}}\left(\frac{k1}{k}+\frac{\zeta (x)}{k}\right)d$$

where

$$\zeta (x)=\alpha _1+\underset{i=2}{\overset{m}{}}(1\alpha _i)X_2(d/D)\mathrm{}X_i(d/D).$$

From (3.28) and recalling (3.13) we have

$`{\displaystyle _\mathrm{\Omega }}|u|^kdx{\displaystyle _\mathrm{\Omega }}\varphi ^kd^kX_1^{1+\alpha _1}X_2^{1+\alpha _2}\mathrm{}X_m^{1+\alpha _m}\times `$ (3.29)
$`\times \left\{\left({\displaystyle \frac{k1}{k}}\right)^k+\left({\displaystyle \frac{k1}{k}}\right)^{k1}\zeta +{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{k1}{k}}\right)^{k1}\zeta ^2+c|\zeta |^3\right\}dx.`$
The term containing $`|\zeta |^3`$ is bounded uniformly with respect to $`\alpha _1,\mathrm{},\alpha _m`$ (cf Step 4 in the previous proposition). Moreover it is immediately seen that

$$\varphi ^kd^kX_1^{1+\alpha _1}X_2^{1+\alpha _2}\mathrm{}X_m^{1+\alpha _m}=\frac{|u|^k}{d^k}X_1^k,$$
(3.30)
Hence

$`\stackrel{~}{I}_{m1}[u]`$ $``$ $`{\displaystyle _\mathrm{\Omega }}\varphi ^kd^kX_1^{1+\alpha _1}X_2^{1+\alpha _2}\mathrm{}X_m^{1+\alpha _m}\times `$ (3.31)
$`\{\left({\displaystyle \frac{k1}{k}}\right)^{k1}(\alpha _1+{\displaystyle \underset{i=2}{\overset{m}{}}}(1\alpha _i)X_2\mathrm{}X_i)+`$
$`+{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{k1}{k}}\right)^{k1}\left(\alpha _1+{\displaystyle \underset{i=2}{\overset{m}{}}}(1\alpha _i)X_2\mathrm{}X_i\right)^2`$
$`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{k1}{k}}\right)^{k1}{\displaystyle \underset{i=2}{\overset{m1}{}}}X_2^2\mathrm{}X_i^2\}dx+O(1)`$
where the $`O(1)`$ is uniform with respect to all the $`\alpha _i`$’s. Expanding the square and collecting similar terms we conclude that

$$\stackrel{~}{I}_{m1}[u]\frac{1}{2}\left(\frac{k1}{k}\right)^{k1}\stackrel{~}{J}+O(1),\text{uniformly in }\alpha _1,\mathrm{},\alpha _m\text{,}$$
(3.32)
where

$$\stackrel{~}{J}=A_m+\underset{i=1}{\overset{m}{}}(\alpha _i^22\alpha _i)A_i+2\underset{i=1}{\overset{m1}{}}\underset{j=i+1}{\overset{m}{}}(1\alpha _i)(1\alpha _j)\mathrm{\Gamma }_{ij}.$$
(3.33)
We intend to take the limit $`\alpha _10`$ in (3.33). All terms have a finite limit except $`A_1`$ and $`\mathrm{\Gamma }_{1j}`$ which do not contain the factor $`X_2^{1+\alpha _2}`$. When combined they give

$`(\alpha _1^22\alpha _1)A_1+2{\displaystyle \underset{j=2}{\overset{m}{}}}(1\alpha _1)(1\alpha _j)\mathrm{\Gamma }_{1j}`$
(by (3.9)) $`=`$ $`\alpha _1^2A_12\alpha _1{\displaystyle \underset{j=2}{\overset{m}{}}}(1\alpha _j)\mathrm{\Gamma }_{1j}+O(1)`$
(by (3.9)) $`=`$ $`{\displaystyle \underset{j=2}{\overset{m}{}}}(1\alpha _j)\alpha _1\mathrm{\Gamma }_{1j}+O(1)`$
(by (3.10)) $`=`$ $`{\displaystyle \underset{j=2}{\overset{m}{}}}(1\alpha _j)\left({\displaystyle \underset{i=2}{\overset{j}{}}}\alpha _i\mathrm{\Gamma }_{ij}{\displaystyle \underset{i=j+1}{\overset{m}{}}}(1\alpha _i)\mathrm{\Gamma }_{ji}\right)+O(1)`$
$`=`$ $`{\displaystyle \underset{i=2}{\overset{m}{}}}(\alpha _i\alpha _i^2)A_i+{\displaystyle \underset{i=2}{\overset{m1}{}}}{\displaystyle \underset{j=i+1}{\overset{m}{}}}(2\alpha _i1)(1\alpha _j)\mathrm{\Gamma }_{ij}+O(1).`$
In this expression we can let $`\alpha _10`$. Hence (3.33) becomes

$$\stackrel{~}{J}=A_m\underset{i=2}{\overset{m}{}}\alpha _iA_i+\underset{i=2}{\overset{m1}{}}\underset{j=i+1}{\overset{m}{}}(1\alpha _j)\mathrm{\Gamma }_{ij}+O(1),(\alpha _1=0).$$
(3.34)
This relation is completely analogous to (3.20). For the rest of the proof we argue as in the proof of Proposition 3.1; we omit the details. $`//`$


text:
# Brownian Motion in wedges, last passage time and the second arc-sine law

## Abstract

We consider a planar Brownian motion starting from $`O`$ at time $`t=0`$ and stopped at $`t=1`$ and a set $`F=\{OI_i;i=1,2,\mathrm{},n\}`$ of $`n`$ semi-infinite straight lines emanating from $`O`$. Denoting by $`g`$ the last time when $`F`$ is reached by the Brownian motion, we compute the probability law of $`g`$. In particular, we show that, for a symmetric $`F`$ and even $`n`$ values, this law can be expressed as a sum of $`\mathrm{arcsin}`$ or $`(\mathrm{arcsin})^2`$ functions. The original result of Levy is recovered as the special case $`n=2`$. A relation with the problem of reaction-diffusion of a set of three particles in one dimension is discussed.

1 Laboratoire de Physique Théorique et Modèles Statistiques. Université Paris-Sud, Bât. 100, F-91405 Orsay Cedex, France.

2 Institut Henri Poincaré, 11 rue Pierre et Marie Curie, 75005, Paris

The first arc-sine law gives the distribution of the number of positive partial sums in a sequence of independent and identically distributed random variables. It was first discovered by P. Levy in his study of the linear Brownian motion and then discussed a lot for its relevance to the coin-tossing game . The second arc-sine law, also discovered by P. Levy , provides an information on the last passage time which can be stated as follows. Consider a linear Brownian motion $`B(\tau )`$ starting at $`0`$ at time $`\tau =0`$ and stopped at time $`t`$ and let $`g`$ be the last time when $`0`$ is visited. The random variable

$$g=sup\{\tau <t,B(\tau )=0\}$$
(1)
satisfies

$`P(g<u)`$ $`=`$ $`{\displaystyle \frac{2}{\pi }}\mathrm{arcsin}\sqrt{{\displaystyle \frac{u}{t}}}`$ (2)
$`\text{with the density }𝒫(u)`$ $`=`$ $`{\displaystyle \frac{1}{\pi }}{\displaystyle \frac{1}{\sqrt{u(tu)}}}`$ (3)
Over the years, this result has been extended in several different directions (see for instance, ) and is still a subject of active research in probability . Generalizations of the first arc-sine law have also been considered in different contexts (one-dimensional diffusion in a random medium , Brownian motion on graphs  and, also, in two dimensions ).

The purpose of this Letter is to present a two dimensional generalization of the law (2). As a by-product of this result we also derive an explicit expression of the first passage time distribution which is relevant for a problem of reaction-diffusion involving three identical particles.

Exit problems for Brownian motion have a rich history and several applications in physics (see for instance ). They are in particular related with problems of capture of independent Brownian particles diffusing on the line. This connection was first anticipated by Arratia  and then discussed in the mathematics  and physics litterature  mainly in the context of reaction-diffusion models. In the case of three particles, the process $`(x_1(t)x_2(t)`$, $`x_2(t)x_3(t))`$ defines a certain diffusion in a quadrant of $`R^2`$. By a suitable transformation, this process can be mapped on a diffusion inside a wedge whose angle depends on the diffusion constants. Using this correspondance, it has been shown that the first passage time through the wedge gives the survival probability; a quantity which decays with a power law which only depends on the angle of the wedge . At the end of this work, we exploit this correspondance to compute exactly (and not only asymptotically) the first collision time distribution for a three particle problem. Our approach is based on an identity relating the first passage and last passage distribution which has an interesting probabilistic interpretation.

To begin with, let us start by considering, as in Figure $`1`$, a wedge of apex $`O`$ and angle $`\varphi `$ with a boundary $`F=\{OI_i;i=1,2\}`$ and a two dimensional Brownian motion $`\stackrel{}{r}(t)`$ starting from $`O`$ at $`t=0`$ and stopped at $`t`$ somewhere in the plane. We denote by $`g`$ the last time when $`F`$ is visited and compute the probability $`P(g<u)`$. Due to the scaling property of the Brownian motion, this distribution is a function of the reduced variable $`u/t`$. In the following, we will for simplicity set $`t=1`$.

Suppose that the particle reaches some point $`\stackrel{}{r_0}`$ at time $`t=u`$ (see Figure 1). Clearly, if $`\stackrel{}{r_0}`$ belongs to region (1) (resp.(2)), the particle must stay in (1) (resp.(2)) between $`t=u`$ and $`t=1`$ in order to satisfy the condition $`g<u`$. We can therefore write

$$P(g<u)=P^{(1)}(u)+P^{(2)}(u)$$
(4)
Expressing the fact that the propagation is free between $`t=0`$ and $`t=u`$ and that the particle has not hit the boundary between $`t=u`$ and $`t=1`$, we get

$$P^{(i)}(u)=_{(i)}\mathrm{d}^2\stackrel{}{r_0}_{(i)}\mathrm{d}^2\stackrel{}{r}\frac{1}{2\pi u}e^{\frac{r_0^2}{2u}}G^{(i)}(\stackrel{}{r}\mathrm{,1};\stackrel{}{r_0},u);i=\mathrm{1,2}$$
(5)
The propagator $`G^{(1)}`$ satisfying the diffusion equation with Dirichlet boundary conditions on $`F`$ is given by

$$G^{(1)}=\frac{2}{\varphi (1u)}\underset{m=1}{\overset{\mathrm{}}{}}\mathrm{sin}\frac{m\theta \pi }{\varphi }\mathrm{sin}\frac{m\theta _0\pi }{\varphi }e^{\frac{r^2+r_0^2}{2(1u)}}I_{\frac{m\pi }{\varphi }}\left(\frac{rr_0}{1u}\right)$$
(6)
where $`I_\nu `$ is a modified Bessel function and the notations are defined on Figure 1.

Performing the spatial integrations in (5), we get

$$P^{(1)}(u)=\frac{1}{\pi \varphi }\underset{p,k=0}{\overset{\mathrm{}}{}}u^{p\frac{\pi }{\varphi }+k+\frac{\pi }{2\varphi }}\frac{\left[\mathrm{\Gamma }(p\frac{\pi }{\varphi }+k+\frac{\pi }{2\varphi })\right]^2}{\mathrm{\Gamma }(\frac{2p\pi }{\varphi }+\frac{\pi }{\varphi }+k+1)}\frac{1}{k!}$$
(7)
$`P^{(2)}`$ is obtained by the change $`\varphi 2\pi \varphi `$ in (7). Therefore, for arbitrary values of $`\varphi `$ the law $`P(g<u)`$ is written in terms of a double series.

As a check, let us first consider the special case $`\varphi =\pi `$. We may write

$`P(g<u)=2P^{(1)}(u)`$ $`=`$ $`{\displaystyle \frac{2}{\pi ^2}}u^{1/2}{\displaystyle \underset{p,k=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{u^{p+k}}{k!}}{\displaystyle \frac{\left[\mathrm{\Gamma }(p+k+1/2)\right]^2}{(2p+k+1)!}}`$ (8)
$`=`$ $`{\displaystyle \frac{2}{\pi }}\mathrm{arcsin}\sqrt{u}`$ (9)
The fact that one recovers Levy’s second arc-sine law is not surprising since, when $`\varphi =\pi `$, $`F`$ divides the plane into two half-planes. Therefore the component of the Brownian motion parallel to $`F`$ factorises and plays no role: we are thus left with a one dimensional problem.

Coming back to general values of $`\varphi `$, we can derive the behavior of the probability density $`𝒫`$ $`(\frac{\mathrm{d}P(g<u)}{\mathrm{d}u})`$ when $`u0`$ and $`u1`$. By using (4) and (7), one gets a power-law behavior when $`u0^+`$

$`𝒫(u)`$ $``$ $`{\displaystyle \frac{1}{\pi }}u^{1/2}\text{for }\varphi =\pi `$ (10)
$`𝒫(u)`$ $``$ $`C(\mu )u^{\frac{\mu }{2}1}\text{for }\varphi \pi `$ (11)
$`\text{with }C(\mu )`$ $`=`$ $`{\displaystyle \frac{\mu ^2}{2\pi ^2}}{\displaystyle \frac{\left[\mathrm{\Gamma }(\frac{\mu }{2})\right]^2}{\mathrm{\Gamma }(\mu +1)}}`$ (12)
$`\text{and }\mu `$ $`=`$ $`{\displaystyle \frac{\pi }{2\pi \varphi }}\text{when}0<\varphi <\pi `$ (13)
$`\mu `$ $`=`$ $`{\displaystyle \frac{\pi }{\varphi }}\text{when}\pi <\varphi <2\pi `$ (14)
Now, for the limit $`u1^{}`$, using asymptotic expansions for $`\mathrm{\Gamma }`$ functions and also an equivalence between series and integrals, we get

$$𝒫(u)\frac{1}{\pi }\frac{1}{\sqrt{1u}}$$
(15)
i.e. the same behavior as for (3). The expression (15) doesn’t depend on $`\varphi `$ and we have already seen that $`\varphi =\pi `$ gives the Levy’s law. Remark that $`u1^{}`$ corresponds to Brownian curves that stop close to $`F`$. Therefore, between $`t=u`$ and $`t=1`$, the Brownian particle only “sees” an infinitesimal part of $`F`$, i.e. a straight line as for $`\varphi =\pi `$. This is, in our opinion, why the result (15) doesn’t depend on $`\varphi `$. Actually, it only depends on the fact that the plane is divided by $`F`$ into two regions. We will come back to this point latter on.

To go further, let us remark that for $`F=\{OI_i;i=1,2,\mathrm{},n\}`$ as in Figure 2, (4) becomes simply:

$$P(g<u)=\underset{i=1}{\overset{n}{}}P^{(i)}(u)$$
(16)
(Replace $`\varphi `$ by $`\varphi _i`$ in (7) in order to get $`P^{(i)}`$).

Let us now specialize to the situation when $`F`$ is symmetric and $`n`$ is even ($`n2l`$). In that case, $`F`$ consists in $`l`$ infinite straight lines crossing at point $`O`$ and dividing the plane into $`2l`$ equal angular sectors, each one of angle $`\varphi =\pi /l`$.

Equation (16) writes

$$P(g<u)P_l(u)=\frac{2}{\pi ^2}l^2u^{l/2}\underset{p=0}{\overset{\mathrm{}}{}}u^{lp}\underset{k=0}{\overset{\mathrm{}}{}}\frac{\left[\mathrm{\Gamma }(lp+k+l/2)\right]^2}{(2lp+l+k)!}\frac{u^k}{k!}$$
(17)
$`l`$ being an integer, we can sum the series and, finally, get

$`P_l(u)`$ $`=`$ $`{\displaystyle \frac{2l}{\pi }}\left({\displaystyle \underset{k=0}{\overset{l1}{}}}\mathrm{arcsin}\left(\sqrt{u}\mathrm{cos}{\displaystyle \frac{2\pi k}{l}}\right)\right),l\text{ odd}`$ (18)
$`P_l(u)`$ $`=`$ $`{\displaystyle \frac{2l}{\pi ^2}}\left({\displaystyle \underset{k=0}{\overset{l1}{}}}(1)^k\left(\mathrm{arcsin}\left(\sqrt{u}\mathrm{cos}{\displaystyle \frac{\pi k}{l}}\right)\right)^2\right),l\text{ even}`$ (19)
which is the central result of this paper.

We remark that the correct small $`u`$ behavior for $`P_l(u)`$ follows from the two identities

$`{\displaystyle \underset{k=0}{\overset{l1}{}}}\left(\mathrm{cos}{\displaystyle \frac{2\pi k}{l}}\right)^m`$ $`=`$ $`0,l\text{ odd },m=1,3,\mathrm{},l2`$ (20)
$`{\displaystyle \underset{k=0}{\overset{l1}{}}}(1)^k\left(\mathrm{cos}{\displaystyle \frac{\pi k}{l}}\right)^m`$ $`=`$ $`0,l\text{ even },m=0,2,4,\mathrm{},l2`$ (21)
In particular

$`P_1(u)`$ $`=`$ $`{\displaystyle \frac{2}{\pi }}\mathrm{arcsin}\sqrt{u}`$ (22)
$`P_2(u)`$ $`=`$ $`{\displaystyle \frac{4}{\pi ^2}}\left(\mathrm{arcsin}\sqrt{u}\right)^2=P_1^2`$ (23)
$`P_3(u)`$ $`=`$ $`{\displaystyle \frac{6}{\pi }}\left(\mathrm{arcsin}\sqrt{u}\mathrm{\hspace{0.33em}2}\mathrm{arcsin}{\displaystyle \frac{\sqrt{u}}{2}}\right)`$ (24)
$`P_4(u)`$ $`=`$ $`{\displaystyle \frac{8}{\pi ^2}}\left(\left(\mathrm{arcsin}\sqrt{u}\right)^2\mathrm{\hspace{0.33em}2}\left(\mathrm{arcsin}\sqrt{{\displaystyle \frac{u}{2}}}\right)^2\right)`$ (25)
$`P_5(u)`$ $`=`$ $`{\displaystyle \frac{10}{\pi }}\left(\mathrm{arcsin}\sqrt{u}\mathrm{\hspace{0.33em}2}\mathrm{arcsin}\left(\mathrm{cos}{\displaystyle \frac{\pi }{5}}\sqrt{u}\right)+\mathrm{\hspace{0.33em}2}\mathrm{arcsin}\left(\mathrm{cos}{\displaystyle \frac{2\pi }{5}}\sqrt{u}\right)\right)`$ (26)
These functions are displayed below in Figure 4.

As expected, the Levy’s second arc-sine law is recovered in (22). Moreover, the result (23) is straightforward since, when $`l=2`$, the $`2`$ components of the Brownian motion factorize. Thus, for $`l=2`$, $`(\mathrm{arcsin})^2`$ functions appear. What is surprising is that they will appear each time $`l`$ is even while being absent when $`l`$ is odd.

For the probability density, $`𝒫_l`$ ($`\frac{\mathrm{d}P_l}{\mathrm{d}u}`$), with (18) and (19), we obtain:

$$𝒫_l(u)\frac{l}{\pi }\frac{1}{\sqrt{1u}}\text{ when }u1^{}$$
(27)
This is consistent with (15) that corresponds to $`l=1`$.

We now present a formula which relates the first passage and the last passage time distribution. The starting point is (4) and (5) which may be rewritten as

$$P(g1u|r_0)\frac{1}{u}e^{\frac{r_0^2}{2u}}r_0dr_0$$
(28)
where $`Pr(T>(1u)|r_0)`$ is the probability distribution of the first passage time $`T`$ through F, given that the process starts at $`r_0`$. Then, by scaling one has

$$Pr(T>(1u)|r_0)=Pr(T>\frac{(1u)}{r_{0}^{}{}_{}{}^{2}}|1)$$
(29)
By a simple change of variables it follows that

$$P(g<\frac{1}{1+t})=Pr(T>\frac{t}{2x}|1)e^xdx$$
(30)
Therefore

$$P(g<\frac{1}{1+t})=E(e^{\frac{t}{2T}})$$
(31)
which is a relation between the first passage characteristic function for a process starting at $`r_0=1`$ and the probability distribution of the last passage time. Interestingly enough this formula can also be derived in a more intrinsic fashion using only time inversion and scaling . As an application, let us the derive the density of first passage time in a wedge of angle $`\varphi =\frac{\pi }{3}`$. In the context of the capture problem mentioned in the introduction, this corresponds to a set of three identical and independent particles . In this case, the distribution $`P(g)`$ is given in eq (24). By an inverse Laplace transform (31) gives the density of first passage time:

$$f(T)=\frac{6}{\pi ^{\frac{3}{2}}T}e^{\frac{1}{2T}}(_0^{\sqrt{\frac{1}{2T}}}e^{y^2}dy2_0^{\sqrt{\frac{1}{8T}}}e^{y^2}dy)$$
(32)
One can check that this formula is in agreement with (16) of  which expresses the first collision time probability for a given set of initial conditions. By averaging this formula over the angle and setting $`r=1`$ one recovers (32).

ACKNOWLEDGMENT We are particularly grateful to Prof. Marc Yor for introducing us to the subject and for pointing out (31).