I am studying the book Fourier Analysis and Nonlinear Partial Differential Equations by Hajer Bahouri, Jean-Yves Chemin and Raphaël Danchin. I am trying to understand a statement in the Remark 1.44 (section 1.3.2).
Let us recall that we define $$ \dot{H}^s(\mathbb{R}^d)=\{u \in S'(\mathbb{R}^d): \hat{u} \in L^1_{loc} \mbox{ such that } \|u\|_{\dot{H}^s(\mathbb{R}^d)} < +\infty\} $$ where $$ \|u\|_{\dot{H}^s(\mathbb{R}^d)}=\int_{\mathbb{R}^d}|\xi|^{2s}|\hat{u}(\xi)| d\xi. $$ Thanks to the following embedding theorem:
Theorem: $\|u\|_{L^p(\mathbb{R}^d)} \leq C_d \frac{p}{\sqrt{p-2}}\|u\|_{\dot{H}^s(\mathbb{R}^d)}$ for $p=\frac{2d}{d-2s}$ and where $C_d$ only depends on $d$.
the authors remark (and this is where I found problems) that observing $\|u \|_{L^2}=C \|u\|_{\dot{H}^0(\mathbb{R}^d)}$ we can conclude that if $2<p<4$: $$\|u\|_{L^p(\mathbb{R}^d)} \leq C' \sqrt{p} \cdot \|u\|_{\dot{H}^s(\mathbb{R}^d)}$$ for a constant $C'$ which does not depend on $p$. Thus the constant does not explode when $p$ goes to $2$ from above.
I do not know exactly why they obtain a constant with a $\sqrt p$ but it is indeed true that the constant does not blow-up at $p=2$ and indeed one can prove that by the method of complex interpolation:
Of course, up to replacing $C_d$ by $C_d+1$, I can assume that $2\sqrt{2}\,C_d \geq 1$, and write $(2\sqrt{2}\,C_d)^{1-4s/d}\leq \sqrt{2}\,C'_d$. Moreover, $\sqrt{2} \leq \sqrt{p}$ so indeed one can rewrite the eqaution as $\|u\|_{L^p} \leq C_d\,\sqrt p\,\|u\|_{\dot{H}^s}$, but there is nothing special about this $\sqrt p$ as far as I can see?