Let $I\subset \mathbb R$ be a (not necessary bounded) interval and $p>1$. Show that there exists $C>0$ such that for all $u\in W^{1,p}(I),$ $$ \|u\|_\infty\le C\|u\|_{W^{1,p}(I)} $$
Recalling that $$\|u\|^p_{W^{1,p}(I)} = \|u\|^p_{L^{p}(I)}+\|u'\|^p_{L^{p}(I)}$$ I started with the following well known identity for all $u\in W^{1,p}(I),$
$$u(y)-u(x)=\int_x^y u'(t) \, dt $$ This is true only on the real line. But I dont know how to proceed.
There might be a more elementary way to prove this, but the tools developed by Adams and Fournier in Sobolev Spaces make for a very easy proof (which can be used to verify that the proposition is correct, even in the case that the domain is unbounded). Note that for an interval $U\subset \mathbb{R}$, $U$ satisfies the strong local Lipschitz property (see page 83 of Sobolev Spaces). Therefore, for $p > 1$, we have the imbedding $W^{1,p}(U)\to C^{0,\gamma}(\overline{U})$ for $\gamma = 1-\frac{1}{p}$, i.e. for $u\in W^{1,p}(U)$, there is a version $u^*\in C^{0,\gamma}(\overline{U})$ of $u$ such that $\|u^*-u\|_{W^{1,p}(U)} = 0$ and $$\|u^*\|_{C^{0,\gamma}(\overline{U})}\lesssim_{U,p} \|u\|_{W^{1,p}(U)}$$ Of course, $$\|u^*\|_{C^{0,\gamma}(\overline{U})} = \|u^*\|_{C^0(\overline{U})}+\sup_{x,y\in \overline{U}} \frac{\lvert u^*(x)-u^*(y)\rvert}{\lvert x-y\rvert^{\gamma}}\geq \|u^*\|_{C^0(\overline{U})}$$ and $\|u^*\|_{C^0(\overline{U})} = \|u^*\|_{C^0(U)}$, so $$\|u^*\|_{C^0(U)}\lesssim_{U,p} \|u\|_{W^{1,p}(U)}$$ As $u^*$ is continuous, we have $\|u^*\|_{C^0(U)} = \|u^*\|_{L^{\infty}(U)}$, and as $u^* = u$ almost everywhere, we have $\|u^*\|_{L^{\infty}(U)} = \|u\|_{L^{\infty}(U)}$. Therefore, $$\|u\|_{L^{\infty}(U)}\lesssim_{U,p} \|u\|_{W^{1,p}(U)}$$