Category Archives: PDE


Bubble functions under different setting

Bubble function can be defined either on \mathbb{R}^n, \mathbb{S}^n or \mathbb{B}^n. For the following notations, c_n will denote suitable constants which may be different from line to line.

  • For every \epsilon>0 and  \xi\in\mathbb{R}^n, define

\displaystyle u_{\epsilon,\xi}=c_n\left(\frac{\epsilon}{\epsilon^2+|x-\xi|^2}\right)^{\frac{n-2}{2}}

It is well know that -\Delta u= c_nu^{\frac{n+2}{n-2}}. Moreover (\mathbb{R}^n,u^{\frac{4}{n-2}}_{\epsilon,\xi}g_E) is isometric to the standard sphere minus one point.

  • For any a\in \mathbb{S}^n and \lambda>0 define

\displaystyle\delta(a,\lambda)=c_n\left(\frac{\lambda}{\lambda^2+1+(\lambda^2-1)\cos d(a,x)}\right)^{\frac{n-2}{2}}

where d(a,x) is the geodesic distance of a and x on \mathbb{S}^n. Actually \cos d(a,x)=a\cdot x

  • For each p\in \mathbb{B}^{n+1}, define \delta_p(x):\mathbb{S}^n\to \mathbb{R} by


Both the second and third one satisfy

\displaystyle \frac{4(n-1)}{n-2}\Delta_{\mathbb{S}^n}\delta-n(n-1)\delta+c_n\delta^{\frac{n-2}{n+2}}=0

If we make p=\frac{\lambda-1}{\lambda+1}a, the third one will be changed to the second one.

To get the second one from the first one, let us deonte \Phi_a:\mathbb{S}^n\to \mathbb{R}^n be the stereographic projection from point a. Then

\displaystyle \delta(a,\lambda)\circ \Phi^{-1}_a=c_n\left(\frac{\lambda(1+|y|^2)}{\lambda^2|y|^2+1}\right)^{\frac{n-2}{2}}=c_nu_{\lambda,0}u_{1,0}^{-1}

It should be able to see the third one from hyperbolic translation directly.

Unique continuation property on the boundary

I am writing a theorem proved by Jin Zhiren in his thesis.


Suppose \Omega is a smooth domain in \mathbb{R}^n, x_0\in \partial \Omega and u is a harmonic function in \Omega. If there exists A, b>0 such that

\displaystyle |u(x)|\leq Ae^{-\frac{b}{|x-x_0|}}\quad x\in \Omega

for |x-x_0| small, then u=0. If n=2, the same conclusion holds for the solutions of a general second order linear elliptic equation.

A borderline example for this theorem is u be the real part of e^{-1/z^\alpha}, \alpha\in (0,1). u is harmonic in the right half plane and u\leq Ae^{-1/|x|^\alpha} and consequently D^\beta u(0)=0.





Interior estimate for Monge Ampere equation

Suppose we have u is a generalized solution of the Monge-Ampere equation

\det(\nabla^2 u)=1 \text{ in } B_1\subset\mathbb{R}^n

when n=2, Heinz proved

    |\nabla^2 u|_{B_{1/2}}\leq \sup_{B_1}u

when n\geq 3, Pogorelov has a counter example. One can have a solution u\in C^1(B_1), but u\in C^{1,\beta}(B_1) for some \beta\in (0,1). See his book The Minkowski Multidimensional Problem, on page 83.

Newton tensor

Suppose {A:V\rightarrow V} is a symmetric endomorphism of vector space {V}, {\sigma_k} is the {k-}th elementary symmetric function of the eigenvalue of {A}. Then

\displaystyle \det(A+tI)=\sum_{k=0}^n \sigma_k t^{n-k}

One can define the {k-}th Newton transformation as the following

\displaystyle \det(A+tI)(A+tI)^{-1}=\sum_{k=0}^{n-1}T_k(A)t^{n-k-1}

This means

\displaystyle \det(A+tI)=\sum_{k=0}^{n-1}T_k(A+tI)t^{n-k-1}

\displaystyle =T_0 t^n+\sum_{k=0}^{n-2}(A\cdot T_k(A)+T_{k+1}(A))t^{n-k-1}+T_{n-1}(A)

By comparing coefficients of {t}, we get the relations of {T_k}

\displaystyle T_0=1,\quad A\cdot T_k(A)+T_{k+1}(A)=\sigma_{k+1}I,\, 0\leq k\leq n-2\quad T_{n-1}(A)=\sigma_n

Induction shows

\displaystyle T_{k}(A)=\sigma_kI-\sigma_{k-1}A+\cdots+(-1)^kA^k

For example

\displaystyle T_1(A)=\sigma_1I-A

\displaystyle T_2(A)=\sigma_2-\sigma_1A+A^2

One of the important property of Newton transformation is that: Suppose {F(A)=\sigma_k(A)}, then

\displaystyle F^{ij}=\frac{\partial F}{\partial A_{ij}}=T_{k-1}^{ij}(A)

The is because

\displaystyle \frac{\partial }{\partial A_{ij}}\det(A+tI)=\det(A+tI)((A+tI)^{-1})_{ij}.

If {A\in \Gamma_k}, then {T_{k-1}(A)} is positive definite and therefore {F} is elliptic.

Remark: Hu, Z., Li, H. and Simon, U. . Schouten curvature functions on locally conformally flat Riemannian manifolds. Journal of Geometry, 88(1{-}2), (2008), 75{-}100.

Self-shrinker and polynomial volume growth

Proposition: If M is an entire graph of at most polynomial volume growth and H=\langle X,\nu\rangle, namely M is a self-shrinker. Then M is a plane.

Proof: Suppose

\displaystyle v=\frac{1}{\langle \nu, w\rangle}

Then one can derive the following equation

\displaystyle \Delta v=\langle\nabla v,X\rangle+|A|^2v+2v^{-1}|\nabla v|^2

Multiplying both sides by e^{-|X|^2/2} and integration on M, which makes sense because of the polynomial volume growth, we get

\int_M (\Delta v-\langle\nabla v,X\rangle)e^{-\frac{|X|^2}{2}}d\mu=\int_M (|A|^2v+2v^{-1}|\nabla v|^2)e^{-\frac{|X|^2}{2}}d\mu

However, integration by parts shows the LHS is zero. Thus A\equiv v\equiv 0, M must be a plane.

Some calculations of sigma_2

On four-manifold {(M^4,g_0)}, we define Shouten tensor

\displaystyle A = Ric-\frac 16 Rg

and Einstein tensor and gravitational tensor

\displaystyle E=Ric - \frac 14 Rg\quad S=-Ric+\frac{1}{2}Rg

Suppose {\sigma_2} is the elemantary symmetric function

\displaystyle \sigma_2(\lambda)=\sum_{i<j}\lambda_i\lambda_j

Thinking of {A} as a tensor of type {(1,1)}. {\sigma_2(A)} is defined as {\sigma_2} applied to eigenvalues of {A}. Then

\displaystyle \sigma_2(A)= \frac{1}{2}[(tr_g A)^2-\langle A, A\rangle_g] \ \ \ \ \ (1)

Notice {A=E+\frac{1}{12}Rg}. Easy calculation reveals that

\displaystyle \sigma_2(A)=-\frac{1}{2}|E|^2+\frac{1}{24}R^2 \ \ \ \ \ (2)

Under conformal change of metric {g=e^{2w}g_0}, we have

\displaystyle R= e^{-2w}(R_0-6\Delta_0 w-6|\nabla_0 w|^2) \ \ \ \ \ (3)

\displaystyle A=A_0-2\nabla^2_0 w+2dw\otimes dw-|\nabla_0w|^2g_0 \ \ \ \ \ (4)

\displaystyle S=S_0+2\nabla_0^2w-2\Delta_0wg_0-2dw\otimes dw-|\nabla_0 w|^2g_0 \ \ \ \ \ (5)

We want to solve the equation {\sigma_2(A)=f>0}, which is equivalent to solve

\displaystyle \sigma_2(A_0-2\nabla^2_0w+2dw\otimes dw-|\nabla_0w|^2g_0)=f

This is an fully nonlinear equation of Monge-Ampere type. Under local coordinates, the above equation can be treated as

\displaystyle F(\partial_i\partial_j w,\partial_kw,w,x)=f

where {F(p_{ij},v_k,s,x):\mathbb{R}^{n\times n}\times\mathbb{R}^n\times\mathbb{R}\times\mathbb{R}^n\rightarrow \mathbb{R}}. This equation is elliptic if the matrix {\left(\frac{\partial F}{\partial p_{ij}}\right)} is positive definite. In order to find that matrix, we need the linearized operator

\displaystyle L[\phi]=\frac{\partial F}{\partial p_{ij}}(\nabla_0^2\phi)_{ij}=\frac{d}{dt}|_{t=0}F(\partial_i\partial_j w+t\partial_i\partial_j\phi,\partial_kw,w,x) \ \ \ \ \ (6)

Using the elementary identity

\displaystyle \frac{d}{dt}\rvert_{t=0}\sigma_2(H+tG)=tr_gH\cdot tr_gG-\langle H, G\rangle_g. \ \ \ \ \ (7)

for any fixed matrix {H} and {G}. Now plug in {H=A} is Schouten tensor and {B=-2\nabla_0^2\phi}. One can calculate them as

\displaystyle tr_g H\cdot tr_g G=\langle \frac{1}{3}Rg, G\rangle_g \ \ \ \ \ (8)

Then we get

\displaystyle L[\phi]=\langle S,G\rangle_g=-2\langle S,\nabla^2_0\phi\rangle_g

Parallel surfaces and Minkowski formula

Suppose {X:M^n\rightarrow \mathbb{R}^{n+1}} is an immersed orientable closed hypersurface. {N} is the inner unit normal for {X(M^n)} and denote by {\sigma} the second fundamental form of the immersion and by {\kappa_i}, {i=1,\cdots,n} the principle curvatures at an arbitrary point of {M}. The {r-}th mean curvature of {H_r} is obtained by applying {r-}elementary symmetric function to {\kappa_i}. Equivalently, {H_r} can be defined through the identity

\displaystyle P_n(t)=(1+t\kappa_1)\cdots(1+\kappa_n)=1+\binom{n}{1}H_1 t+\cdots+\binom{n}{n}H_n t^n

for all real number {t}. One can see that {H_1} represents the mean curvature of {X}, {H_n} is the gauss-Kronecker curvature. {H_2} can reflect the scalar curvature of {M} on the condition that the ambient manifold is a space form.

We want to study the consequence of moving the hypersurface parallel. Namely, define {X_t} to be

\displaystyle X_t= X-tN.

When {t} is small enough, {X_t} is well defined immersed hypersurface. Suppose {e_1,\cdots, e_n} are principle directions at a point {p} of {M}, then

\displaystyle \quad(X_t)_*(e_i)=(1+\kappa_it)e_i

here we identify {X_*(e_i)=e_i} as abbreviation. This implies that {N_t= N\circ X_t^{-1}} is also an unit normal field of {X_t}. The area element {dA_t} will be

\displaystyle dA_t=(1+t\kappa_1)\cdots(1+t\kappa_n)dA=P_n(t)dA.

The second fundamental form of {X_t} with respect to {N} will be

\displaystyle \sigma_t(v,w)=\langle N_t,\nabla^{\mathbb{R}^{n+1}}_vw\rangle=-\langle \nabla^{\mathbb{R}^{n+1}}_vN_t,w\rangle

for all {v,w} tangent vector fields on {X_t(M)}. Plugging in {v=(X_t)_*(e_i)} and {w=(X_t)_*(e_j)}, we get

\displaystyle (\nabla^{\mathbb{R}^{n+1}}_vw)(X_t(p))=(\nabla^{\mathbb{R}^{n+1}}_{e_i}e_j)(X(p))

\displaystyle \nabla_{v}^{\mathbb{R}^{n+1}}N_t=-\frac{\kappa_i}{1+t\kappa_i}v

So {e_1,\cdots, e_n} are also principle directions for {X_t} and principle curvatures are

\displaystyle \frac{\kappa_i}{1+t\kappa_i}

Another way to see this is by choosing a geodesic local coordinates such that {\partial_iX} are the principle directions of {X} at {p}. Then

\displaystyle \partial_j\partial_iX=\Gamma_{ij}^k\partial_kX+\kappa_iN\delta_{ij}

\displaystyle \partial_iN=-\kappa_i\partial_iX

\displaystyle \partial_i X_t=\partial_i X-t\partial_i N=\partial_i X+t\kappa_i\partial_iX

\displaystyle \partial_j\partial_iX_t=(1+t\kappa_i)\partial_j\partial_iX=(1+t\kappa_i)(\Gamma_{ij}^k\partial_kX+\kappa_iN\delta_{ij})

Since {g^{ij}_t=(1+\kappa_it)^{-2}\delta_{ij}} at {p}. Therefore we get the principle curvature are {\frac{\kappa_i}{1+t\kappa_i}}.

Therefore the mean curvature {H(t)} for {X_t} is

\displaystyle H(t)=\frac{1}{n}\frac{P_n'(t)}{P_n(t)}

Since we have identity

\displaystyle \Delta|X_t|^2=2n(1+H\langle X_t,N\rangle)

which implies

\displaystyle \int_M\left(1+H(t)\langle X_t,N\rangle\right)dA_t=0

Plugging in all the information,

\displaystyle \int_M\left(nP_n(t)+P_n'(t)\langle X,N\rangle-tP_n'(t)\right)dA=0

Reorder the terms in the above identity by the order of {t}, we get

\displaystyle \int_M (H_{r-1}+H_r\langle X,N\rangle )dA=0

One can use this to prove Heintze-Karcher inequality. There are Minkowski formula in Hyperbolic space and \mathbb{S}^n also.

Remark: S. Montiel and Anotnio Ros, compact hypersurfaces: the alexandrov theorem for higher order mean curvatures. Differential Geometry, 52, 279-296

f-extremal disk

In the last nonlinear analysis seminar, Professor Espinar talked about the overdetermined elliptic problem(OEP) which looks like the following

\Delta u+f(u)=0\quad\text{ in }\Omega

u>0\quad \text{ in }\Omega

u=0 \quad \text{on }\partial \Omega

\frac{\partial u}{\partial\eta}=cst\quad\text{on }\partial \Omega

There is a BCN conjecture related to this

BCN: If f is Lipschitz, \Omega\subset \mathbb{R}^n is a smooth(in fact, Lipschitz) connected domain with \mathbb{R}^n\backslash\Omega connected where OEP admits a bounded solution, then \Omega must be either a ball, a half space, a generalized cylinder or the complement of one of them.

BCN is false in n\geq 3. Epsinar wih Mazet proved BCN when n=2. This implies the Shiffer conjecture in dimension 2. In higher dimension of Shiffer conjecture, if we know the domain is contained in one hemisphere of \mathbb{S}^n, then one can use the equator or the great circle to perform the moving plane.

Compensated compactness

Suppose T is a vector field and \nabla\cdot T = 0. E= \nabla \psi and \psi is a scalar function. We have following theorem(Coifman-Lions-Meyers-Semmes)

Theorem: If T\in L^2(\mathbb{R}^n) and T\in L^2(\mathbb{R}^n), then E\cdot T\in \mathcal{H}^1(\mathbb{R}^n), which is the hardy space.
Given f(x)\in L^1(\mathbb{R}^n), it has harmonic extension \mathbb{R}^{n+1}_+=\{(x,t)|x\in\mathbb{R}^n, t>0\}

\tilde{f}(x,t)=c_n\int_{\mathbb{R}^n}\frac{ f(x-y)t}{(t^2+|x|^2)^{\frac{n+1}{2}}}dy

Definition: the non-tangential maximal function

N(f)=\sup_{(\xi,t)\in \Gamma(x)}|\tilde f(\xi, t)|

It is easy to prove that N(f)\leq c_n f^*(x) the Hardy-Littlewood maximal function. From this we can Hardy norm as


Hardy space consists of all f having finite hardy norm. There is well know fact that the dual space of \mathcal{H}^1 is BMO, which is defined as the following.

Define f\in L^1_{loc}(\mathbb{R}^n), if for any cube Q,

\sup_Q\frac{1}{|Q|}\int_Q|f-f_Q|<\infty,\quad \text{where }f_Q=\frac{1}{|Q|}\int_Qf

then f\in BMO. L^\infty \subset BMO and \log|x|\in BMO but not in L^\infty.

Let us see how do we use the main theorem. Suppose on \mathbb{R}^2, u is the solution of the following elliptic equation

\displaystyle\frac{\partial}{\partial x_i}\left(a_{ij}(x)\frac{\partial u}{\partial x_j}\right)=\frac{\partial f}{\partial x_1}\frac{\partial g}{\partial x_2}-\frac{\partial f}{\partial x_2}\frac{\partial f}{\partial x_2}

where ||\nabla f||_{L^2}<\infty, ||\nabla g||_{L^2}<\infty and (a_{ij}) is uniform elliptic. YanYan Li and Sagun Chanillo proved that the green function of this elliptic operator belongs to BMO. The right hand side of this equation can be rewritten as T\cdot E, where

T=\left(\frac{\partial f}{\partial x_2}, -\frac{\partial f}{\partial x_1}\right),\quad E=\left(\frac{\partial g}{\partial x_1},\frac{\partial g}{\partial x_a}\right)

therefore the right hand side belong to \mathcal{H}^1. Since

u(x)=\int G_x(y)T\cdot E(y)dy

therefore from the theorem we stated at the beginning, we get

||u||_\infty\leq C||\nabla f||_{L^2}||\nabla g||_{L^2}

Conformal killing operator and divergence transformation under conformal change

Suppose {(M,g)} is a Riemannian manifold. For each vector field {V}, we can define the conformal killing operator {\mathcal{D}} to be the trace free part of Lie derivative {\mathcal{L}_Vg}, more precisely

\displaystyle \mathcal{D}V=\mathcal{L}_Vg-\frac{2}{n}(div_g V)g

Obviously {\mathcal{D}} maps vector field to trace free symmetric two tensors. Now suppose we have a conformal transformation {\tilde{g}=e^{2f}g}, then what happen to the conformal killing operator {\tilde{\mathcal{D}}}? Notice that

\displaystyle \mathcal{L}_V\tilde g=\mathcal{L}_V(e^{2f}g)=2e^{2f}V(f)g+e^{2f}\mathcal{L}_v g

By using the identity {\mathcal{L}_V d\mu_g=(div_g V)d\mu_g} for any vector field {V}, here {d\mu_g} is the volume element, one can get the transfromation of divergence under confromal change

\displaystyle div_{\tilde g}V=div_g V+nV(f)


\displaystyle \tilde{\mathcal{D}}V=\mathcal{L}_V\tilde g-\frac{2}{n}(div_{\tilde g} V)\tilde g=e^{2f}\mathcal{D}V.

{\mathcal{D}} induces a formal adjoint {\mathcal{D}^*} on trace free 2-tensors. Suppose we have a symmetric 2-tensor {h=h_{ij}dx^i\otimes dx^j}, where {x^i} are coordinates on {M}. If one has

\displaystyle \tilde{\mathcal{D}}^*(h-\tilde{\mathcal{D}}V)=0

for some vector field {V} and trace free 2-tensor {h}. What does this coorespond to under metric {g}? To see that, we first need a formula about symmtric 2-tensors,

\displaystyle \langle h,w\rangle_{\tilde g}=\int_M h_{ij}w_{kl}\tilde g^{ik}\tilde g^{jl}d\mu_{\tilde {g}}=\langle e^{(n-4)f}h,w\rangle_g

Now choose any vector field {W}, then

\displaystyle 0=\langle h-\tilde{\mathcal{D}}V,\tilde{\mathcal{D}}W\rangle_{\tilde g}=\langle h-e^{2f}\mathcal{D}V, e^{2f}\mathcal{D}w \rangle_{\tilde g}=\langle e^{nf}(e^{-2f}h-\mathcal{D} V),\mathcal{D} W\rangle_{g}

This is equivalent to

\displaystyle \mathcal D^*(e^{nf}(e^{-2f}h-\mathcal DV))=0

Next consider the divergence operator {\delta:\mathscr{S}^{p+1}M\rightarrow \mathscr{S}^p M} and its adjoints {\delta^*}.

\displaystyle \delta T=-g^{ik}\nabla_iT_{k....}

It is well know that on 1-forms

\displaystyle \delta^*\alpha(X,Y)=\frac{1}{2}{\nabla_X\alpha(Y)+\nabla_Y\alpha(X)}=\frac 12 (L_{\alpha^\sharp}g)(X,Y).

where {\sharp} operator turns 1-form to a vector field by using metric {g}. What is the relation of {\delta h} and {\tilde \delta h}? To find that, choose any 1-form {\alpha},

\displaystyle \langle\tilde \delta h,\alpha\rangle_{g}=\langle \tilde \delta h,e^{-(n-2)f}\alpha\rangle_{\tilde g}=\langle h,\tilde\delta^*(e^{-(n-2)f}\alpha)\rangle_{\tilde g} \ \ \ \ \ (1)

using the formula about {\delta^*}, one gets

\displaystyle \tilde \delta^*(e^{-(n-2)f}\alpha)=e^{-(n-2)f}\tilde \delta^*\alpha-(n-2)e^{-(n-2)f}\frac{1}{2}(df\otimes\alpha+\alpha\otimes df)

\displaystyle =e^{-(n-2)f}\delta^*\alpha+e^{-(n-2)f}\alpha(f)g-ne^{-(n-2)f}\frac{1}{2}(df\otimes\alpha+\alpha\otimes df)

then using {h} is symmetric, continue from (1)

\displaystyle \langle\tilde \delta h,\alpha\rangle_{g}=\langle e^{(n-4)f},\tilde \delta^*(e^{-(n-2)f}\alpha)\rangle_{g}=\langle e^{-2f}h,\delta^*\alpha+\alpha(f)g-ndf\otimes\alpha\rangle_{g}

\displaystyle =\langle\delta(e^{-2f}h)-ne^{-2f}h(\nabla f,\cdot)+e^{-2f}(tr_g h)\nabla f,\alpha\rangle_g

In other words,

\displaystyle \tilde \delta h=\delta(e^{-2f}h)-ne^{-2f}h(\nabla f,\cdot)+e^{-2f}(tr_g h)\nabla f

\displaystyle =\delta h-(n-2)e^{-2f}h(\nabla f,\cdot)+e^{-2f}(tr_g h)\nabla f \ \ \ \ \ (2)

In the other way, we can calculate more directly

\displaystyle \nabla_k h_{ij}=\frac{\partial}{\partial x^k}h_{ij}-\Gamma^p_{ki}h_{pj}-\Gamma^p_{kj}h_{ip}

\displaystyle \tilde \Gamma^k_{ij} = \Gamma^k_{ij}+ \delta^k_i\partial_j f + \delta^k_j\partial_i f -g_{ij}\nabla^k f

We get

\displaystyle \tilde \delta h=-\tilde g^{ki}\tilde \nabla_kh_{ij}=-e^{-2f}g^{ki}\nabla_kh_{ij}+e^{-2f}g^{ki}h_{pj}(\delta_k^p\partial_if+\delta^p_i\partial_kf-g_{ki}\nabla^pf)

\displaystyle +e^{-2f}g^{ki}h_{ip}(\delta^p_k\partial_j f+\delta^p_j\partial_kf-g_{kj}\nabla^pf)

\displaystyle \tilde \delta h=e^{-2f}\delta h+e^{-2f}(g^{ki}h_{kj}\partial_if+g^{ki}h_{ij}\partial_kf-nh_{pj}\nabla^p f+g^{ki}h_{ik}\partial_j f+g^{ki}h_{ij}\partial_k f- h_{jp}\nabla^p f)


\displaystyle \tilde \delta h=e^{-2f}\delta h-(n-2)e^{-2f}g^{ki}h_{kj}\partial_if+e^{-2f}(tr_gh)\nabla f

One can compare this with (2).