43.6. THE K METHOD 1451

and T is a linear map from A0 +A1 to B0 +B1 where the Ai and Bi are Banach spaces withthe properties described above, then it follows

T ∈L((A0,A1)θ ,q ,(B0,B1)θ ,q

)(43.6.30)

and if M is its norm, and M0 and M1 are the norms of T as a map in L (A0,B0) andL (A1,B1) respectively, then

M ≤M1−θ

0 Mθ1 . (43.6.31)

Proof: Suppose first a ∈ A0∩A1. Then

||a||qθ ,q ≡

∫ r

0

(t−θ K (t,a)

)q dtt+∫

r

(t−θ K (t,a)

)q dtt

(43.6.32)

≤∫ r

0

(t−θ ||a||1 t

)q dtt+∫

r

(t−θ ||a||0

)q dtt

= ||a||q1∫ r

0tq(1−θ)−1dt + ||a||q0

∫∞

rt−1−θqdt

= ||a||q1rq−qθ

q−qθ+ ||a||q0

r−θq

θq< ∞ (43.6.33)

Which shows the first inclusion of 43.6.26. The above holds for all r > 0 and in particularfor the value of r which minimizes the expression on the right in 43.6.33, r = ||a||0 / ||a||1.Therefore, doing some calculus,

||a||qθ ,q ≤

1θq(1+θ)

||a||q(1−θ)0 ||a||qθ

1

which shows 43.6.28. This also verifies that the first inclusion map is continuous in 43.6.26because if an→ 0 in A0∩A1, then an→ 0 in A0 and in A1 and so the above shows an→ 0in (A0,A1)θ ,q.

Now consider the second inclusion in 43.6.26. This is obvious since (A0,A1)θ ,q is givento be a subset of A0 +A1 defined by(∫

0

(t−θ K (t,a)

)q dtt

)1/q

< ∞

It remains to verify the inclusion map is continuous. Suppose an→ 0 in (A0,A1)θ ,q. Sincean→ 0 in (A0,A1)θ ,q , it follows the function, t→ t−θ K (t,an) converges to zero in Lq (0,∞)with respect to the measure, dt/t. Therefore, taking another subsequence, still denoted asan, you can assume this function converges to 0 a.e. Pick such a t where this convergencetakes place. Then K (t,an)→ 0 as n→ ∞ and so an → 0 in A0 + A1. (Recall all thesenorms K (t, ·) are equivalent.) This shows that if an→ 0 in (A0,A1)θ ,q , then there exists asubsequence

{ank

}such that ank → 0 in A0 +A1. It follows that if an→ 0 in (A0,A1)θ ,q ,

then an→ 0 in A0 +A1. This proves the continuity of the embedding.What about 43.6.27? Suppose {an} is a Cauchy sequence in (A0,A1)θ ,q. Then from

what was just shown this is a Cauchy sequence in A0 +A1 and so there exists a ∈ A0 +A1

43.6. THE K METHOD 1451and T is a linear map from Ag + A, to By + By where the A; and B; are Banach spaces withthe properties described above, then it followsTez ((40.A1) 0.4 (Bo.Bioa) (43.6.30)and if M is its norm, and Mo and M, are the norms of T as a map in Y(Ao,Bo) and-£ (A1,B1) respectively, thenM <M) °Mp. (43.6.31)Proof: Suppose first a € Ag NA;. Thenr q dt °° q dt| (°K (t,2)) oy (°K (t,2)) “ (43.6.32)0 t r tr q dt °° 4 dt~6 ~6t t) — t —_—[ (eetiaie) Sf (© Plallo)§, osVailt [ aera lel [oer earyd—-d\|a alli 6 +||a Ig <= (43.6.33)qdlalld,,lAWhich shows the first inclusion of 43.6.26. The above holds for all r > 0 and in particularfor the value of r which minimizes the expression on the right in 43.6.33, r = ||a||9 /|lal|,-Therefore, doing some calculus,1 1-6 6Nellbg < gocqey lll” lelwhich shows 43.6.28. This also verifies that the first inclusion map is continuous in 43.6.26because if a, — 0 in Ag MA}, then a, — 0 in Ag and in A, and so the above shows a, — 0in (Ao,A1)g 4-Now consider the second inclusion in 43.6.26. This is obvious since (A0,A1)g, q iS givento be a subset of Ap + A; defined by(f (°K (ta) *) <0It remains to verify the inclusion map is continuous. Suppose a, — 0 in (Ao, Aide. g: dunceAn — Oin (Ao,A1)¢_,, it follows the function, t + t~°K (t,ay) converges to zero in L4 (0,0)with respect to the measure, dt/t. Therefore, taking another subsequence, still denoted asdn, you can assume this function converges to 0 a.e. Pick such at where this convergencetakes place. Then K (t,a,) — 0 as n > © and so a, — 0 in Ag +A}. (Recall all thesenorms K (f,-) are equivalent.) This shows that if a, — 0 in (Ao,A1)g ,, then there exists asubsequence {a,, } such that ap, —> 0 in Ap +A). It follows that if a, — 0 in (Ao,A1)then a, — 0 in Ag+ Aj. This proves the continuity of the embedding.What about 43.6.27? Suppose {a,} is a Cauchy sequence in (Ao,A1)9,- Then fromwhat was just shown this is a Cauchy sequence in Ag + A, and so there exists a € Ag +A,8.q°