Optimal power‐weighted Birman–Hardy–Rellich‐type inequalities on finite intervals and annuli

Abstract We derive an optimal power‐weighted Hardy‐type inequality in integral form on finite intervals and subsequently prove the analogous inequality in differential form. We note that the optimal constant of the latter inequality differs from the former. Moreover, by iterating these inequalities we derive the sequence of power‐weighted Birman–Hardy–Rellich‐type inequalities in integral form on finite intervals and then also prove the analogous sequence of inequalities in differential form. We use the one‐dimensional Hardy‐type result in differential form to derive an optimal multi‐dimensional version of the power‐weighted Hardy inequality in differential form on annuli (i.e., spherical shell domains), and once more employ an iteration procedure to derive the Birman–Hardy–Rellich‐type sequence of power‐weighted higher order Hardy‐type inequalities for annuli. In the limit as the annulus approaches \{0}, we recover well‐known prior results on Rellich‐type inequalities on \{0}.