I am studying Sobolev spaces, and always appear inequalities like the following $$ ||u||_{\mathcal{X}}\leq C ||u||_{\mathcal{Y}}, $$ where $\mathcal{X}=L^\infty $ and $\mathcal{Y}=W^{1,p}$ for example.
Why if I have this kind of inequalities is possible conclude that $\mathcal{Y}\subset\mathcal{X}$ with continuous injections?
We have the following well-known result:
Let $X, Y$ be normed vector spaces. We note $\mathcal L(X, Y)$ the set of all continuous map from $X$ to $Y$ with the usual norm, for $L \in \mathcal L(X, Y)$, $$\|L\|_\mathcal L = \sup_{\|x\|_X \le 1} \|L(x)\|_Y$$ which is well-defined since continuous map are Lipschitz continuous. Now to answer your question, if we have a canonical linear injection $\iota: X \to Y$, show that the injection is continuous is equivalent to show that there is $C > 0$ with $$\|\iota(x)\|_Y = \|x\|_Y \le C \|x\|_X.$$