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A new conformal heat flow of harmonic maps

Woongbae Park 522 Thackeray Hall, Department of Mathematics, University of Pittsburgh, Pittsburgh, Pennsylvania, 15260 [email protected]
Abstract.

We introduce and study a conformal heat flow of harmonic maps defined by an evolution equation for a pair consisting of a map and a conformal factor of metric on the two-dimensional domain. This flow is designed to postpone finite time singularity but does not get rid of possibility of bubble forming. We show that Struwe type global weak solution exists, which is smooth except at most finitely many points.

Key words and phrases:
harmonic maps, conformal heat flow, short time existence, global weak solution
2020 Mathematics Subject Classification:
Primary 58E20, 53E99, 53C43; Secondary 35K58

1. Introduction

Consider a map f0:Σ×[0,T)Nf_{0}:\Sigma\times[0,T)\rightarrow N from a compact Riemann surface (Σ,g0)(\Sigma,g_{0}) with metric g0g_{0} to a Riemannian manifold (N,h)(N,h). Under the usual harmonic map heat flow, f0f_{0} evolves to a map f(t)f(t) according to the evolution equation ft=τg0(f)f_{t}=\tau_{g_{0}}(f), where τg(f)=trg(gdf)\tau_{g}(f)=\operatorname{tr}_{g}(\nabla^{g}df) is the tension field with respect to the metric gg. In this paper we consider the generalization in which both the map and the metric evolve with (f(t),g(t))(f(t),g(t)) satisfying the equations

(1a) ft=τg(f)\displaystyle f_{t}\ =\tau_{g}(f)
(1b) gt=(2b|df|g22a)g\displaystyle g_{t}\ =(2b|df|_{g}^{2}-2a)g

where a,b>0a,b>0 are constants and |df|g2=gijhαβfiαfjβ|df|_{g}^{2}=g^{ij}h_{\alpha\beta}f_{i}^{\alpha}f_{j}^{\beta} is the energy density. We assume that the initial map f(0)=f0f(0)=f_{0} and metric g(0)=g0g(0)=g_{0} are smooth.

The first of these equations is the harmonic map heat flow, with varying metric gg. The second equation is designed to attenuate energy concentration. If the energy density become large in some region ΩΣ\Omega\subset\Sigma, then under the flow (1b), the metric is conformally enlarged; this increases the area of Ω\Omega and decreases the energy density. This suggests that the system (1b) may be better behaved than the harmonic map heat flow, where energy concentration at points is an impediment to convergence.

Writing the metric g(t)=e2ug0g(t)=e^{2u}g_{0} for a real-valued function u(t)u(t), equations (1b) are equivalent to the following equations for the pair (f(t),u(t))(f(t),u(t)):

(2a) ft=e2uτ(f)\displaystyle f_{t}\ =e^{-2u}\tau(f)
(2b) ut=be2u|df|2a\displaystyle u_{t}\ =be^{-2u}|df|^{2}-a

where τ\tau and |df|2|df|^{2} are with respect to the fixed metric g0g_{0}, and where the initial conditions are f(0)=f0f(0)=f_{0}, u(0)=0u(0)=0. In this form, the flow is more easily analyzed.

The main Theorem of this paper is the following.

Theorem 1.1.

(Existence of global weak solution) For any f0W3,2(Σ,N)f_{0}\in W^{3,2}(\Sigma,N), a global weak solution (f,u)(f,u) of (2b) exists on Σ×[0,)\Sigma\times[0,\infty) which is smooth on Σ×(0,)\Sigma\times(0,\infty) except at most finitely many points.

There is a long history of harmonic maps and related fields. We could not list all such literatures but only few, including [1], [2], [3], [4], [5], [6], [7], [8], [9], [10], [11], [12] and therein. In terms of heat flow of harmonic maps, see for example [13], [14], [15], [16], [17], [18], [19], [20], [21], [22], [23], [24], [25] and therein. Note that usual heat flow can have finite time singularity, see Chang-Ding-Ye [26], Raphael-Schweyer [27], or more recently Dávila-Del Pino-Wei [28].

There are several directions to allow metric change along harmonic map heat flow. The most well-known direction is Teichmüller flow, where metric lies in Teichmüller space of constant curvature. Teichmüller flow is the L2L^{2} gradient flow of the energy and hence reduce the energy in the fastest sense. For relevant literature, see for example Rupflin-Topping [29], Huxol-Rupflin-Topping [30] or Rupflin-Topping [31] and therein. Another direction is Ricci-harmonic map flow. This is a combination of harmonic map heat flow and Ricci flow of the metric. Surprisingly, this flow is more regular than both harmonic map heat flow and Ricci flow. See for example, Muller [32], Williams [33] or Buzano-Rupflin [34] among others. Recently in Huang-Tam [35], harmonic map heat flow together with evolution equation of metric is considered under time-dependent curvature restriction and smooth short time existence is obtained. Because we do not assume a priori curvature bounds of the domain, the result cannot be applied into our case.

The paper is organized as follows. In Section 2 we look at some preliminaries, including volume formula and its asymptotic limit if the map ff is steady solution, that is, harmonic. Next, in Section 3 we define Hilbert spaces X,Y,ZX,Y,Z and their closed subsets B,BB,B^{\prime}. So, from Section 3 we consider fBf\in B and uBu\in B^{\prime}. Then Section 4 defines the operator S1,S2S_{1},S_{2} and shows their properties. Briefly, we can show that S1:B×BBS_{1}:B\times B^{\prime}\to B and S2:B×BBS_{2}:B\times B^{\prime}\to B^{\prime} and they satisfy twisted partial contraction properties, see Lemmas 4.3, 4.4, 4.7, and 4.8. In the last section 5 we define the operator 𝒮\mathcal{S} on B×BB\times B^{\prime} mapping into itself defined by 𝒮=(S1,S2)\mathcal{S}=(S_{1},S_{2}). For TT small enough, 𝒮\mathcal{S} is a contraction and hence we can prove short time existence.

Next we are working on types of singularity. Ultimately we will show that the solution is singular only when energy concentrates, similar with Struwe’s result. In Section 6 we show local estimate and obtain bounds for e2u|ft|4\iint e^{2u}|f_{t}|^{4}. This is used in Section 7 to show W2,2W^{2,2} and higher estimate, which implies boundedness of |df||df|. Finally in Section 8 we prove the main theorem 1.1.

1.1. Notation

Even though our equation is heat-type equation for varying metric, we use initial metric g0g_{0} as default. So, all terms using metric use g0g_{0} unless we specify the metric. For example, |df|2|df|^{2} is calculated in terms of g0g_{0} and |df|g2|df|_{g}^{2} is calculated in terms of gg. If the volume form is calculated in terms of metric gg, we denote it as dvolgdvol_{g}. We also omit dvolg0dvol_{g_{0}} and dtdt if there is no confusion. We also use the simplifications Wk,p=Wk,p(Σ×[0,T])\|\cdot\|_{W^{k,p}}=\|\cdot\|_{W^{k,p}(\Sigma\times[0,T])}, C0=C0(Σ×[0,T])\|\cdot\|_{C^{0}}=\|\cdot\|_{C^{0}(\Sigma\times[0,T])} and Lp=Lp(Σ×[0,T])\|\cdot\|_{L^{p}}=\|\cdot\|_{L^{p}(\Sigma\times[0,T])}. Also, the constant cc is universal and changed line by line.

2. Preliminaries

Before we show the main result, we record a few facts about solutions to the flow equations (2b).

2.1. Energy and Volume

First note that the 2-form |df|2dvolg|df|^{2}\,dvol_{g} is conformally invariant, and that the energy

(3) E(t)=12|df|2𝑑volgE(t)=\tfrac{1}{2}\int|df|^{2}\,dvol_{g}

satisfies

(4) E(t)=df,dft=df,e2uτ(f)=e2u|τ(f)|2 0.E^{\prime}(t)=\int\ \langle df,df_{t}\rangle\ =\ -\int\langle\nabla df,e^{-2u}\tau(f)\rangle\ =\ -\int e^{-2u}|\tau(f)|^{2}\ \leq\ 0.

Thus E(t)E0E(t)\leq E_{0} for all tt.

Lemma 2.1.

The volume satisfies V(t)e2atV(0)+2baE0V(t)\leq e^{-2at}V(0)+\tfrac{2b}{a}E_{0}, and hence is finite for all tt.

Proof.

The second equation (2b) can be explicitly solved, yielding

(5) e2u=e2at(1+2b0te2as|df|2(s)𝑑s).e^{2u}=e^{-2at}\left(1+2b\int_{0}^{t}e^{2as}|df|^{2}(s)ds\right).

Consequently, the volume

(6) V(t)=Σ𝑑volg(t)=Σe2u𝑑volg0V(t)=\int_{\Sigma}dvol_{g(t)}=\int_{\Sigma}e^{2u}dvol_{g_{0}}

can be written as

(7) V(t)=e2at(V(0)+4b0te2asE(s)𝑑s).V(t)=e^{-2at}\left(V(0)+4b\int_{0}^{t}e^{2as}E(s)ds\right).

The lemma follows by noting that E(s)E0E(s)\leq E_{0} and integrating. ∎

2.2. Asymptotic behavior of steady solution

Now we consider steady solution.

Lemma 2.2.

Let (f,u)(f,u) be a solution of (2b) and f(0)f(0) a harmonic with energy EE. Then f(t)f(t) is harmonic for all tt and as tt\rightarrow\infty,

e2uba|df|2e^{2u}\rightarrow\tfrac{b}{a}|df|^{2}

and hence by (6) the volume V(t)V(t) converges to

V()=2baE.V(\infty)=\tfrac{2b}{a}E.
Proof.

If f(0)f(0) is harmonic, then ft=0f_{t}=0 and hence ff and |df|2|df|^{2} are independent of tt. Integrating (5) then shows that, as tt\rightarrow\infty,

e2u\displaystyle e^{2u} =e2at(1+2b|df|2e2at12a)\displaystyle=e^{-2at}\left(1+2b|df|^{2}\frac{e^{2at}-1}{2a}\right)
=e2at+ba|df|2(1e2at)ba|df|2.\displaystyle=e^{-2at}+\tfrac{b}{a}|df|^{2}(1-e^{-2at})\rightarrow\tfrac{b}{a}|df|^{2}.

This means that, for solutions as in Lemma 2.2, the energy density |df|g2=|df|2e2u|df|_{g}^{2}=|df|^{2}e^{-2u} converges as tt\to\infty to the constant ab\frac{a}{b}. Hence the conformal heat flow forces the conformal factor and the energy density be distributed evenly. Remark that, because the image f(Σ)f(\Sigma) does not change, this flow modifies the domain toward the space which is similar to the image with the similarity ratio ab\frac{a}{b}.

3. Construction of Hilbert spaces

In this section we build Hilbert spaces XT,YT,ZTX_{T},Y_{T},Z_{T} and their closed subsets B,BB,B^{\prime}. For parabolic theory used here, see Mantegazza-Martinazzi [36], Evans [37] or Lieberman [38]. From now on, we consider the target manifold being isometrically embedded, NLN\hookrightarrow\mathbb{R}^{L}.

3.1. Spaces XX, YY and ZZ

The set

YT=L2([0,T],W4,2(Σ,L))W1,2([0,T],W2,2(Σ,L))W2,2([0,T],L2(Σ,L))Y_{T}\ =L^{2}([0,T],W^{4,2}(\Sigma,\mathbb{R}^{L}))\cap W^{1,2}([0,T],W^{2,2}(\Sigma,\mathbb{R}^{L}))\cap W^{2,2}([0,T],L^{2}(\Sigma,\mathbb{R}^{L}))

is a Hilbert space with norm

fY2=0TΣ|4f|2+|f|2+|2ft|2+|ft|2+|ftt|2dvolg0dt.\|f\|^{2}_{Y}\ =\ \int_{0}^{T}\int_{\Sigma}\ |\nabla^{4}f|^{2}+|f|^{2}+|\nabla^{2}f_{t}|^{2}+|f_{t}|^{2}+|f_{tt}|^{2}\ dvol_{g_{0}}\ dt.

As in Proposition 4.1 in [36],

YTC0([0,T],C1(Σ,L))L4([0,T],W3,4(Σ,L))W1,4([0,T],W1,4(Σ,L))Y_{T}\hookrightarrow C^{0}([0,T],C^{1}(\Sigma,\mathbb{R}^{L}))\cap L^{4}([0,T],W^{3,4}(\Sigma,\mathbb{R}^{L}))\cap W^{1,4}([0,T],W^{1,4}(\Sigma,\mathbb{R}^{L}))

and there is a constant c{c} such that

(8) fC0+fC0+3fL4+ftL4cfY.\displaystyle\|f\|_{C^{0}}+\|\nabla f\|_{C^{0}}+\|\nabla^{3}f\|_{L^{4}}+\|\nabla f_{t}\|_{L^{4}}\leq{c}\|f\|_{Y}.

Also, by standard parabolic theory (See, for example, [37]), fYTf\in Y_{T} implies fC0([0,T],W3,2(Σ,L))f\in C^{0}([0,T],W^{3,2}(\Sigma,\mathbb{R}^{L})), ftC0([0,T],W1,2(Σ,L))f_{t}\in C^{0}([0,T],W^{1,2}(\Sigma,\mathbb{R}^{L})) and

(9) max0tTf(t)W3,2(Σ),max0tTft(t)W1,2(Σ)cfY.\displaystyle\max_{0\leq t\leq T}\|f(t)\|_{W^{3,2}(\Sigma)},\max_{0\leq t\leq T}\|f_{t}(t)\|_{W^{1,2}(\Sigma)}\leq{c}\|f\|_{Y}.

This also implies that

(10) max0tTf(t)W2,8(Σ)cfY.\displaystyle\max_{0\leq t\leq T}\|f(t)\|_{W^{2,8}(\Sigma)}\leq{c}\|f\|_{Y}.

Next, denote

XT=L2([0,T],W2,2(Σ,L))W1,2([0,T],L2(Σ,L))X_{T}=L^{2}([0,T],W^{2,2}(\Sigma,\mathbb{R}^{L}))\cap W^{1,2}([0,T],L^{2}(\Sigma,\mathbb{R}^{L}))

be another Hilbert space with norm

fX2=0TΣ|f|2+|2f|2+|ft|2dvolg0dt.\|f\|^{2}_{X}=\int_{0}^{T}\int_{\Sigma}|f|^{2}+|\nabla^{2}f|^{2}+|f_{t}|^{2}\ dvol_{g_{0}}\ dt.

Note that in the notation of [36], Y=P2Y=P^{2} and X=P1X=P^{1}.

Now we define spaces for uu. The set

ZT=L2([0,T],W3,2(Σ))W1,2([0,T],W1,2(Σ))Z_{T}\ =L^{2}([0,T],W^{3,2}(\Sigma))\cap W^{1,2}([0,T],W^{1,2}(\Sigma))

is a Hilbert space with norm

uZ2=0TΣ|3u|2+|u|2+|ut|2+|ut|2dvolg0dt.\|u\|_{Z}^{2}\ =\ \int_{0}^{T}\int_{\Sigma}\ |\nabla^{3}u|^{2}+|u|^{2}+|\nabla u_{t}|^{2}+|u_{t}|^{2}\ dvol_{g_{0}}\ dt.

Similar to above, there is a constant c{c} such that

(11) 2uL4+utL4cuZ\|\nabla^{2}u\|_{L^{4}}+\|u_{t}\|_{L^{4}}\leq{c}\|u\|_{Z}

and

(12) max0tTu(t)W2,2(Σ)+max0tTut(t)L2(Σ)cuZ.\max_{0\leq t\leq T}\|u(t)\|_{W^{2,2}(\Sigma)}+\max_{0\leq t\leq T}\|u_{t}(t)\|_{L^{2}(\Sigma)}\leq{c}\|u\|_{Z}.

Also, by Sobolev embedding, we have

(13) max0tTu(t)W1,8(Σ)cuZ.\max_{0\leq t\leq T}\|u(t)\|_{W^{1,8}(\Sigma)}\leq{c}\|u\|_{Z}.

Moreover, uu is continuous and there is a constant C2C_{2} such that for all uZTu\in Z_{T},

(14) uC0C2uZ.\|u\|_{C^{0}}\leq C_{2}\|u\|_{Z}.

3.2. The ball BB and BB^{\prime}

Now we fix f0W3,2(Σ)f_{0}\in W^{3,2}(\Sigma) throughout the section and thereafter. Consider the operator te2uΔ\partial_{t}-e^{-2u}\Delta. If uC01\|u\|_{C^{0}}\leq 1, this operator is uniformly elliptic. So, Proposition 2.3 of [36] then says that the map f(f0,(te2uΔ)f)f\mapsto\big{(}f_{0},(\partial_{t}-e^{-2u}\Delta)f\big{)} is a linear isomorphism

YTW3,2(Σ)×XT.Y_{T}\to W^{3,2}(\Sigma)\times X_{T}.

Hence there is a constant C1C_{1} such that for each f0W3,2(Σ)f_{0}\in W^{3,2}(\Sigma) and gXTg\in X_{T}, there is a unique solution h(t,x)YTh(t,x)\in Y_{T} of the initial value problem

(15) (te2uΔ)h=gh(0)=f0\displaystyle(\partial_{t}-e^{-2u}\Delta)h=g\qquad h(0)=f_{0}

with

(16) hYC1(f03,2+gX).\displaystyle\|h\|_{Y}\leq C_{1}\big{(}\|f_{0}\|_{3,2}+\|g\|_{X}\big{)}.

Let h0(t,x)h_{0}(t,x) be the unique solution of

(17) (tΔ)h=0h(0)=f0.\displaystyle(\partial_{t}-\Delta)h=0\qquad h(0)=f_{0}.

By (16) there is a constant C0C_{0}, depending on C1C_{1} and f03,2\|f_{0}\|_{3,2} such that

(18) h0YC0.\|h_{0}\|_{Y}\ \leq\ C_{0}.

Because of (8), {fYT|f(0)=f0}\big{\{}f\in Y_{T}\,\big{|}\,f(0)=f_{0}\big{\}} is a closed affine subspace of YTY_{T}. Hence the ball

(19) B=Bδ={fYT|f(0)=f0andfh0Yδ}\displaystyle B=B_{\delta}\ =\ \big{\{}f\in Y_{T}\,\big{|}\,f(0)=f_{0}\ \mbox{and}\ \|f-h_{0}\|_{Y}\leq\delta\big{\}}

is a closed subset of YTY_{T}. Note that each fBδf\in B_{\delta} satisfies

(20) fYfh0Y+h0Yδ+C0.\displaystyle\|f\|_{Y}\ \leq\ \|f-h_{0}\|_{Y}+\|h_{0}\|_{Y}\ \leq\ \delta+C_{0}.

Also let the ball

B=Bδ={uZT|u(0)=0anduZδ}B^{\prime}=B_{\delta^{\prime}}^{\prime}=\{u\in Z_{T}\,\big{|}\,u(0)=0\ \mbox{and}\ \|u\|_{Z}\leq\delta^{\prime}\}

be a closed subset of ZTZ_{T}. Obviously h0Bδh_{0}\in B_{\delta} and 0Bδ0\in B_{\delta^{\prime}}^{\prime}. For simplicity, we denote B=BδB=B_{\delta} and B=BδB^{\prime}=B_{\delta^{\prime}}^{\prime}.

Now fix δ>0\delta>0 and define

(21) C3:=1600C0C1C2.C_{3}:=1600C_{0}C_{1}C_{2}.

Choose δ\delta^{\prime} small enough so that C2δ<1C_{2}\delta^{\prime}<1 which implies uC01\|u\|_{C^{0}}\leq 1. Also we assume δδC3\delta^{\prime}\leq\frac{\delta}{C_{3}}.

4. Construction of operators

In this section we will construct operators S1:YT×ZTYTS_{1}:Y_{T}\times Z_{T}\to Y_{T} and S2:YT×ZTZTS_{2}:Y_{T}\times Z_{T}\to Z_{T}. First fix fYTf\in Y_{T} and uZTu\in Z_{T}. ff and uu are considered to be fixed throughout this section and after unless we mention any choice of them.

First we show a lemma that is needed in several places.

Lemma 4.1.

Fix f0W3,2(Σ)f_{0}\in W^{3,2}(\Sigma). Then there is an T0=T0(C0,δ,δ)>0T_{0}=T_{0}(C_{0},\delta,\delta^{\prime})>0 such that for all TT0T\leq T_{0}, for each hBh\in B and u1,u2Bu_{1},u_{2}\in B^{\prime},

(22) (e2u22u11)thXC32C1u1u2Z.\|(e^{2u_{2}-2u_{1}}-1)\partial_{t}h\|_{X}\leq\frac{C_{3}}{2C_{1}}\|u_{1}-u_{2}\|_{Z}.
Proof.

Denote

g:=(e2u22u11)th.g:=(e^{2u_{2}-2u_{1}}-1)\partial_{t}h.

Recall that

|e2u12u21|e2|u1u2||1e2|u1u2||2e4|u1u2|\left|e^{2u_{1}-2u_{2}}-1\right|\leq e^{2|u_{1}-u_{2}|}\left|1-e^{-2|u_{1}-u_{2}|}\right|\leq 2e^{4}|u_{1}-u_{2}|

if u1u2C02\|u_{1}-u_{2}\|_{C^{0}}\leq 2, which comes from u1,u2Bu_{1},u_{2}\leq B^{\prime}. Using 2e42002e^{4}\leq 200 and by (9) and (20),

gL22\displaystyle\|g\|_{L^{2}}^{2} 2002u1u2C02max0tTth2(t)L22T\displaystyle\leq 200^{2}\|u_{1}-u_{2}\|_{C^{0}}^{2}\max_{0\leq t\leq T}\|\partial_{t}h_{2}(t)\|_{L^{2}}^{2}\,T
C3216C12u1u2Z2\displaystyle\leq\frac{C_{3}^{2}}{16C_{1}^{2}}\|u_{1}-u_{2}\|_{Z}^{2}

if we choose TT small enough.

Next, consider |2g|2\left|\nabla^{2}g\right|^{2}.

|2g|\displaystyle\left|\nabla^{2}g\right| =|2((e2u22u11)th2)|\displaystyle=\left|\nabla^{2}\left((e^{2u_{2}-2u_{1}}-1)\partial_{t}h_{2}\right)\right|
800|u1u2||(u1u2)|2|th2|+400|u1u2||2(u1u2)||th2|\displaystyle\leq 800|u_{1}-u_{2}||\nabla(u_{1}-u_{2})|^{2}|\partial_{t}h_{2}|+400|u_{1}-u_{2}||\nabla^{2}(u_{1}-u_{2})||\partial_{t}h_{2}|
+400|u1u2||(u1u2)||th2|+200|u1u2||2th2|.\displaystyle\quad+400|u_{1}-u_{2}||\nabla(u_{1}-u_{2})||\nabla\partial_{t}h_{2}|+200|u_{1}-u_{2}||\nabla^{2}\partial_{t}h_{2}|.

Hence, by integrating, we have

2gL22\displaystyle\|\nabla^{2}g\|_{L^{2}}^{2} 16002u1u2C02(u1u2)L84max0tTth2(t)L4(Σ)2T1/2\displaystyle\leq 1600^{2}\|u_{1}-u_{2}\|_{C^{0}}^{2}\|\nabla(u_{1}-u_{2})\|_{L^{8}}^{4}\max_{0\leq t\leq T}\|\partial_{t}h_{2}(t)\|_{L^{4}(\Sigma)}^{2}\,T^{1/2}
+8002u1u2C022(u1u2)L42max0tTth2(t)L8(Σ)4T1/2\displaystyle\quad+800^{2}\|u_{1}-u_{2}\|_{C^{0}}^{2}\|\nabla^{2}(u_{1}-u_{2})\|_{L^{4}}^{2}\max_{0\leq t\leq T}\|\partial_{t}h_{2}(t)\|_{L^{8}(\Sigma)}^{4}\,T^{1/2}
+8002u1u2C02max0tT(u1(t)u2(t))L4(Σ)2th2L42T1/2\displaystyle\quad+800^{2}\|u_{1}-u_{2}\|_{C^{0}}^{2}\max_{0\leq t\leq T}\|\nabla(u_{1}(t)-u_{2}(t))\|_{L^{4}(\Sigma)}^{2}\|\nabla\partial_{t}h_{2}\|_{L^{4}}^{2}\,T^{1/2}
+4002u1u2C022th2L22\displaystyle\quad+400^{2}\|u_{1}-u_{2}\|_{C^{0}}^{2}\|\nabla^{2}\partial_{t}h_{2}\|_{L^{2}}^{2}
4002C22u1u2Z22C02\displaystyle\leq 400^{2}C_{2}^{2}\|u_{1}-u_{2}\|_{Z}^{2}2C_{0}^{2}
=C328C12u1u2Z2\displaystyle=\frac{C_{3}^{2}}{8C_{1}^{2}}\|u_{1}-u_{2}\|_{Z}^{2}

if we choose TT small enough.

Finally, we will compute gtL22\|g_{t}\|_{L^{2}}^{2}.

|gt|\displaystyle|g_{t}| 400|u1u2||th2||(u1u2)t|+200|u1u2||tth2|.\displaystyle\leq 400|u_{1}-u_{2}||\partial_{t}h_{2}||(u_{1}-u_{2})_{t}|+200|u_{1}-u_{2}||\partial_{tt}h_{2}|.

Hence,

gtL22\displaystyle\|g_{t}\|_{L^{2}}^{2} 2(400)2u1u2C02(u1u2)tL42max0tTth2L4(Σ)2T1/2\displaystyle\leq 2(400)^{2}\|u_{1}-u_{2}\|_{C^{0}}^{2}\|(u_{1}-u_{2})_{t}\|_{L^{4}}^{2}\max_{0\leq t\leq T}\|\partial_{t}h_{2}\|_{L^{4}(\Sigma)}^{2}\,T^{1/2}
+2(200)2u1u2C02tth2L22\displaystyle\quad+2(200)^{2}\|u_{1}-u_{2}\|_{C^{0}}^{2}\|\partial_{tt}h_{2}\|_{L^{2}}^{2}
2(200)2C22u1u2Z22C02\displaystyle\leq 2(200)^{2}C_{2}^{2}\|u_{1}-u_{2}\|_{Z}^{2}2C_{0}^{2}
=C3216C12u1u2Z2\displaystyle=\frac{C_{3}^{2}}{16C_{1}^{2}}\|u_{1}-u_{2}\|_{Z}^{2}

if we choose TT small enough.

Combining all the estimates above, we get

(e2u22u11)thXC32C1u1u2Z\|(e^{2u_{2}-2u_{1}}-1)\partial_{t}h\|_{X}\leq\frac{C_{3}}{2C_{1}}\|u_{1}-u_{2}\|_{Z}

which proves the lemma. ∎

4.1. The construction S1S_{1}

Define an operator

S1:YT×ZTYTS_{1}:Y_{T}\times Z_{T}\to Y_{T}

by S1(f,u)=hS_{1}(f,u)=h where hYTh\in Y_{T} is the unique solution of

(23) (te2uΔ)h=e2uAf(df,df)h(0)=f0.\displaystyle(\partial_{t}-e^{-2u}\Delta)h=e^{-2u}A_{f}(df,df)\qquad h(0)=f_{0}.
Lemma 4.2.

Fix f0W3,2(Σ)f_{0}\in W^{3,2}(\Sigma). Then there is T0=T0(C0,δ,δ)>0T_{0}=T_{0}(C_{0},\delta,\delta^{\prime})>0 such that for all TT0T\leq T_{0}, S1S_{1} restricts to an operator S1:B×BBS_{1}:B\times B^{\prime}\to B.

Proof.

We also can assume A,DA,D2A,D3Ac\|A\|,\|DA\|,\|D^{2}A\|,\|D^{3}A\|\leq{c} where c{c} depends only on the geometry of NN. Then the vector-valued function Af(df,df)A_{f}(df,df) satisfies the pointwise bound |Af(df,df)|2c|df|4|A_{f}(df,df)|^{2}\leq{c}|df|^{4}. Fix fBf\in B and uBu\in B^{\prime}.

Now we estimate XX norm of

g=e2u(t)Af(df,df).g=e^{-2u(t)}A_{f}(df,df).

First, |g|2c|df|4|g|^{2}\leq{c}|df|^{4}, so gL22cfY4|Σ|T\|g\|_{L^{2}}^{2}\leq{c}\|f\|_{Y}^{4}|\Sigma|T. Hence if we choose TT small enough, we have gL22δ26C12\|g\|_{L^{2}}^{2}\leq\frac{\delta^{2}}{6C_{1}^{2}}. Next, compute |2g|2|\nabla^{2}g|^{2}.

|2g|\displaystyle|\nabla^{2}g| c|df|2|2u|+c|df|2|u|2+c|df|3|u|+c|df||df||u|\displaystyle\leq{c}|df|^{2}|\nabla^{2}u|+{c}|df|^{2}|\nabla u|^{2}+{c}|df|^{3}|\nabla u|+{c}|\nabla df||df||\nabla u|
+c|df|4+c|df|2|df|+c|3f||df|+c|df|2.\displaystyle\quad+{c}|df|^{4}+{c}|df|^{2}|\nabla df|+{c}|\nabla^{3}f||df|+{c}|\nabla df|^{2}.

So, using Young’s inequality

cdfC02|df|2|u|2cdfC04|u|4+c|df|4,{c}\|df\|_{C^{0}}^{2}\iint|\nabla df|^{2}|\nabla u|^{2}\leq{c}\|df\|_{C^{0}}^{4}\iint|\nabla u|^{4}+{c}\iint|\nabla df|^{4},

we get, by (8), (9), (10), (12) and (20),

2gL22\displaystyle\|\nabla^{2}g\|_{L^{2}}^{2} cdfC04(|2u|2+|u|4)+cdfC06|u|2\displaystyle\leq{c}\|df\|_{C^{0}}^{4}\iint(|\nabla^{2}u|^{2}+|\nabla u|^{4})+{c}\|df\|_{C^{0}}^{6}\iint|\nabla u|^{2}
+cdfC02|df|2|u|2+cdfC08|Σ|T+cdfC04|df|2\displaystyle\quad+{c}\|df\|_{C^{0}}^{2}\iint|\nabla df|^{2}|\nabla u|^{2}+{c}\|df\|_{C^{0}}^{8}|\Sigma|T+{c}\|df\|_{C^{0}}^{4}\iint|\nabla df|^{2}
+cdfC02|3f|2+c|df|4\displaystyle\quad+{c}\|df\|_{C^{0}}^{2}\iint|\nabla^{3}f|^{2}+{c}\iint|\nabla df|^{4}
cfY4(max0tT2u(t)L2(Σ)2+max0tTu(t)L4(Σ)4)T\displaystyle\leq{c}\|f\|_{Y}^{4}\left(\max_{0\leq t\leq T}\|\nabla^{2}u(t)\|_{L^{2}(\Sigma)}^{2}+\max_{0\leq t\leq T}\|\nabla u(t)\|_{L^{4}(\Sigma)}^{4}\right)T
+cfY6max0tTu(t)L2(Σ)2T+cfY8|Σ|T\displaystyle\quad+{c}\|f\|_{Y}^{6}\max_{0\leq t\leq T}\|\nabla u(t)\|_{L^{2}(\Sigma)}^{2}T+{c}\|f\|_{Y}^{8}|\Sigma|T
+cfY4max0tTdf(t)L2(Σ)2T+cfY2max0tT3f(t)L2(Σ)2T\displaystyle\quad+{c}\|f\|_{Y}^{4}\max_{0\leq t\leq T}\|\nabla df(t)\|_{L^{2}(\Sigma)}^{2}T+{c}\|f\|_{Y}^{2}\max_{0\leq t\leq T}\|\nabla^{3}f(t)\|_{L^{2}(\Sigma)}^{2}T
+cmax0tTdfL4(Σ)4T\displaystyle\quad+{c}\max_{0\leq t\leq T}\|\nabla df\|_{L^{4}(\Sigma)}^{4}T
δ26C12\displaystyle\leq\frac{\delta^{2}}{6C_{1}^{2}}

if we choose TT small enough. Finally,

|gt|\displaystyle|g_{t}| c|df|2|ut|+c|df|2|ft|+c|dft||df|\displaystyle\leq{c}|df|^{2}|u_{t}|+{c}|df|^{2}|f_{t}|+{c}|df_{t}||df|

and

gtL22\displaystyle\|g_{t}\|_{L^{2}}^{2} cdfC04|ut|2+|ft|2+cdfC02|dft|2\displaystyle\leq{c}\|df\|_{C^{0}}^{4}\iint|u_{t}|^{2}+|f_{t}|^{2}+{c}\|df\|_{C^{0}}^{2}\iint|df_{t}|^{2}
cfY4(max0tTut(t)L2(Σ)2+max0tTft(t)L2(Σ)2)T\displaystyle\leq{c}\|f\|_{Y}^{4}\left(\max_{0\leq t\leq T}\|u_{t}(t)\|_{L^{2}(\Sigma)}^{2}+\max_{0\leq t\leq T}\|f_{t}(t)\|_{L^{2}(\Sigma)}^{2}\right)T
+cfY2max0tTftL2(Σ)2T\displaystyle\quad+{c}\|f\|_{Y}^{2}\max_{0\leq t\leq T}\|\nabla f_{t}\|_{L^{2}(\Sigma)}^{2}T
δ26C12\displaystyle\leq\frac{\delta^{2}}{6C_{1}^{2}}

if we choose TT small enough.

Therefore, if we choose TT small enough, we have gX2δ22C12\|g\|_{X}^{2}\leq\frac{\delta^{2}}{2C_{1}^{2}}. Noting that S(f)h0=hh0S(f)-h_{0}=h-h_{0} satisfies

(te2uΔ)(hh0)=g+(e2u1)Δh0(hh0)(0)=0.(\partial_{t}-e^{-2u}\Delta)(h-h_{0})=g+(e^{-2u}-1)\Delta h_{0}\qquad(h-h_{0})(0)=0.

The bounds (16) give

S(f)h0Y2\displaystyle\|S(f)-h_{0}\|_{Y}^{2}\ C12(gX2+(e2u1)Δh0X2)\displaystyle\leq\ C_{1}^{2}\left(\|g\|_{X}^{2}+\|(e^{-2u}-1)\Delta h_{0}\|_{X}^{2}\right)
=C12(gX2+(e2u1)th0X2)\displaystyle=C_{1}^{2}\left(\|g\|_{X}^{2}+\|(e^{-2u}-1)\partial_{t}h_{0}\|_{X}^{2}\right)

because h0h_{0} satisfies (17).

Now by Lemma 4.1 with h=h0h=h_{0}, u1=uu_{1}=u, u2=0u_{2}=0,

(e2u1)th0XC32C1uZδ2C1.\|(e^{-2u}-1)\partial_{t}h_{0}\|_{X}\leq\frac{C_{3}}{2C_{1}}\|u\|_{Z}\leq\frac{\delta}{2C_{1}}.

This implies

S(f)h0Y2C12(δ22C12+δ24C12)δ2.\|S(f)-h_{0}\|_{Y}^{2}\ \leq\ C_{1}^{2}\left(\frac{\delta^{2}}{2C_{1}^{2}}+\frac{\delta^{2}}{4C_{1}^{2}}\right)\leq\delta^{2}.

Therefore S(f)BS(f)\in B. ∎

Lemma 4.3.

Fix f0W3,2(Σ)f_{0}\in W^{3,2}(\Sigma) and uBu\in B^{\prime}. Then there is an T0=T0(C0,δ,δ)>0T_{0}=T_{0}(C_{0},\delta,\delta^{\prime})>0 such that for all TT0T\leq T_{0} and for each f1,f2Bf_{1},f_{2}\in B,

(24) S1(f1,u)S1(f2,u)Y13f1f2Y.\displaystyle\|S_{1}(f_{1},u)-S_{1}(f_{2},u)\|_{Y}\leq\frac{1}{3}\|f_{1}-f_{2}\|_{Y}.
Proof.

Set hi=S1(fi,u)h_{i}=S_{1}(f_{i},u) and gi=e2uAfi(dfi,dfi)g_{i}=e^{-2u}A_{f_{i}}(df_{i},df_{i}) for i=1,2i=1,2 and subtracting, the function h1h2h_{1}-h_{2} satisfies

(te2uΔ)(h1h2)=g1g2(h1h2)(0)=0.(\partial_{t}-e^{-2u}\Delta)(h_{1}-h_{2})=g_{1}-g_{2}\qquad(h_{1}-h_{2})(0)=0.

Hence (15) gives a bound

(25) h1h2YC1g1g2X.\displaystyle\|h_{1}-h_{2}\|_{Y}\leq C_{1}\|g_{1}-g_{2}\|_{X}.

Next, we have

g1g2\displaystyle g_{1}-g_{2}\ =e2u(Af1Af2)(df1,df1)+e2uAf2(df1+df2,df1df2)\displaystyle=\ e^{-2u}(A_{f_{1}}-A_{f_{2}})(df_{1},df_{1})+e^{-2u}A_{f_{2}}(df_{1}+df_{2},df_{1}-df_{2})
=I+II.\displaystyle=I+II.

So, there is a constant c{c} with

|g1g2|2c|f1f2|2|df1|4+c|df1df2|2(|df1|2+|df2|2).|g_{1}-g_{2}|^{2}\ \leq\ {c}|{f_{1}}-f_{2}|^{2}|df_{1}|^{4}+{c}|df_{1}-df_{2}|^{2}\left(|df_{1}|^{2}+|df_{2}|^{2}\right).

Integrating and applying Holder’s inequality, (8), and (20) gives

g1g2L22\displaystyle\|g_{1}-g_{2}\|_{L^{2}}^{2} cf1f2C02|df1|4+cdf1df2L42(df1L42+df2L42)\displaystyle\leq{c}\|{f_{1}}-f_{2}\|_{C^{0}}^{2}\iint|df_{1}|^{4}\ +\ {c}\|df_{1}-df_{2}\|_{L^{4}}^{2}\left(\|df_{1}\|_{L^{4}}^{2}+\|df_{2}\|_{L^{4}}^{2}\right)
cf1f2Y2f1Y4|Σ|T+cf1f2Y2(f1Y2+f2Y2)|Σ|1/2T1/2\displaystyle\leq{c}\|{f_{1}}-f_{2}\|_{Y}^{2}\|f_{1}\|_{Y}^{4}|\Sigma|T\ +\ {c}\|{f_{1}}-f_{2}\|_{Y}^{2}(\|f_{1}\|_{Y}^{2}+\|f_{2}\|_{Y}^{2})|\Sigma|^{1/2}T^{1/2}
127C12f1f2Y2\displaystyle\leq\frac{1}{27C_{1}^{2}}\,\|{f_{1}}-f_{2}\|_{Y}^{2}

if we choose TT small enough.

For 2(g1g2)\nabla^{2}(g_{1}-g_{2}), first note that

(Af1Af2)\displaystyle\nabla(A_{f_{1}}-A_{f_{2}}) =DAf1df1DAf2df2=(DAf1DAf2)df1+DAf2(df1df2)\displaystyle=DA_{f_{1}}df_{1}-DA_{f_{2}}df_{2}=(DA_{f_{1}}-DA_{f_{2}})df_{1}+DA_{f_{2}}(df_{1}-df_{2})
(DAf1DAf2)\displaystyle\nabla(DA_{f_{1}}-DA_{f_{2}}) =(D2Af1D2Af2)df1+D2Af2(df1df2).\displaystyle=(D^{2}A_{f_{1}}-D^{2}A_{f_{2}})df_{1}+D^{2}A_{f_{2}}(df_{1}-df_{2}).

So, we get

|2I|\displaystyle|\nabla^{2}I| c|f1f2||df1|2|2u|+c|f1f2||df1|2|u|2+c|f1f2||df1|3|u|\displaystyle\leq{c}|f_{1}-f_{2}||df_{1}|^{2}|\nabla^{2}u|+{c}|f_{1}-f_{2}||df_{1}|^{2}|\nabla u|^{2}+{c}|f_{1}-f_{2}||df_{1}|^{3}|\nabla u|
+c|df1df2||df1|2|u|+c|f1f2||df1||df1||u|\displaystyle\qquad+{c}|df_{1}-df_{2}||df_{1}|^{2}|\nabla u|+{c}|f_{1}-f_{2}||\nabla df_{1}||df_{1}||\nabla u|
+c|f1f2||df1|4+c|f1f2||df1||df1|2\displaystyle\quad+{c}|f_{1}-f_{2}||df_{1}|^{4}+{c}|f_{1}-f_{2}||\nabla df_{1}||df_{1}|^{2}
+c|df1df2||df2||df1|2+c|df1df2||df1|2\displaystyle\qquad+{c}|df_{1}-df_{2}||df_{2}||df_{1}|^{2}+{c}|\nabla df_{1}-\nabla df_{2}||df_{1}|^{2}
+c|df1df2||df1||df1|\displaystyle\qquad+{c}|df_{1}-df_{2}||\nabla df_{1}||df_{1}|
+c|f1f2||3f1||df1|+c|f1f2||df1|2.\displaystyle\quad+{c}|f_{1}-f_{2}||\nabla^{3}f_{1}||df_{1}|+{c}|f_{1}-f_{2}||\nabla df_{1}|^{2}.

Using (8), (9), (10), (12), (13), and using Young’s inequality, we can estimate it term by term.

|f1f2|2|df1|4|2u|2\displaystyle\iint|f_{1}-f_{2}|^{2}|df_{1}|^{4}|\nabla^{2}u|^{2} f1f2Y2f1Y4max0tT2u(t)L2(Σ)2T\displaystyle\leq\|f_{1}-f_{2}\|_{Y}^{2}\|f_{1}\|_{Y}^{4}\max_{0\leq t\leq T}\|\nabla^{2}u(t)\|_{L^{2}(\Sigma)}^{2}T
|f1f2|2|df1|4|u|4\displaystyle\iint|f_{1}-f_{2}|^{2}|df_{1}|^{4}|\nabla u|^{4} f1f2Y2f1Y4max0tTu(t)L4(Σ)4T\displaystyle\leq\|f_{1}-f_{2}\|_{Y}^{2}\|f_{1}\|_{Y}^{4}\max_{0\leq t\leq T}\|\nabla u(t)\|_{L^{4}(\Sigma)}^{4}T
|f1f2|2|df1|6|u|2\displaystyle\iint|f_{1}-f_{2}|^{2}|df_{1}|^{6}|\nabla u|^{2} f1f2Y2f1Y6max0tTu(t)L2(Σ)2T\displaystyle\leq\|f_{1}-f_{2}\|_{Y}^{2}\|f_{1}\|_{Y}^{6}\max_{0\leq t\leq T}\|\nabla u(t)\|_{L^{2}(\Sigma)}^{2}T
|f1f2|2|df1|2|df1|2|u|2\displaystyle\iint|f_{1}-f_{2}|^{2}|\nabla df_{1}|^{2}|df_{1}|^{2}|\nabla u|^{2} f1f2Y2f1Y4max0tTu(t)L4(Σ)4T\displaystyle\leq\|f_{1}-f_{2}\|_{Y}^{2}\|f_{1}\|_{Y}^{4}\max_{0\leq t\leq T}\|\nabla u(t)\|_{L^{4}(\Sigma)}^{4}T
+f1f2Y2max0tTdf1(t)L4(Σ)4T\displaystyle\quad+\|f_{1}-f_{2}\|_{Y}^{2}\max_{0\leq t\leq T}\|\nabla df_{1}(t)\|_{L^{4}(\Sigma)}^{4}T
|f1f2|2|df1|8\displaystyle\iint|f_{1}-f_{2}|^{2}|df_{1}|^{8} f1f2Y2f1Y8|Σ|T\displaystyle\leq\|f_{1}-f_{2}\|_{Y}^{2}\|f_{1}\|_{Y}^{8}|\Sigma|T
|f1f2|2|df1|2|df1|4\displaystyle\iint|f_{1}-f_{2}|^{2}|\nabla df_{1}|^{2}|df_{1}|^{4} f1f2Y2f1Y4max0tTdf1(t)L2(Σ)2T\displaystyle\leq\|f_{1}-f_{2}\|_{Y}^{2}\|f_{1}\|_{Y}^{4}\max_{0\leq t\leq T}\|\nabla df_{1}(t)\|_{L^{2}(\Sigma)}^{2}T
|df1df2|2|df2|2|df1|4\displaystyle\iint|df_{1}-df_{2}|^{2}|df_{2}|^{2}|df_{1}|^{4} f1f2Y2f2Y2f1Y4|Σ|T\displaystyle\leq\|f_{1}-f_{2}\|_{Y}^{2}\|f_{2}\|_{Y}^{2}\|f_{1}\|_{Y}^{4}|\Sigma|T
|df1df2|2|df1|4\displaystyle\iint|\nabla df_{1}-\nabla df_{2}|^{2}|df_{1}|^{4} f1Y4max0tTdf1(t)df2(t)L2(Σ)2T\displaystyle\leq\|f_{1}\|_{Y}^{4}\max_{0\leq t\leq T}\|\nabla df_{1}(t)-\nabla df_{2}(t)\|_{L^{2}(\Sigma)}^{2}T
|df1df2|2|df1|2|df1|2\displaystyle\iint|df_{1}-df_{2}|^{2}|\nabla df_{1}|^{2}|df_{1}|^{2} f1f2Y2f1Y2max0tTdf1(t)L2(Σ)2T\displaystyle\leq\|f_{1}-f_{2}\|_{Y}^{2}\|f_{1}\|_{Y}^{2}\max_{0\leq t\leq T}\|\nabla df_{1}(t)\|_{L^{2}(\Sigma)}^{2}T
|f1f2|2|3f1|2|df1|2\displaystyle\iint|f_{1}-f_{2}|^{2}|\nabla^{3}f_{1}|^{2}|df_{1}|^{2} f1f2Y2f1Y2max0tT3f1(t)L2(Σ)2T\displaystyle\leq\|f_{1}-f_{2}\|_{Y}^{2}\|f_{1}\|_{Y}^{2}\max_{0\leq t\leq T}\|\nabla^{3}f_{1}(t)\|_{L^{2}(\Sigma)}^{2}T
|f1f2|2|df1|4\displaystyle\iint|f_{1}-f_{2}|^{2}|\nabla df_{1}|^{4} f1f2Y2max0tTdf1(t)L4(Σ)4T.\displaystyle\leq\|f_{1}-f_{2}\|_{Y}^{2}\max_{0\leq t\leq T}\|\nabla df_{1}(t)\|_{L^{4}(\Sigma)}^{4}T.

Hence, using (20), if we choose TT small enough, we get

2IL22\displaystyle\|\nabla^{2}I\|_{L^{2}}^{2} 154C12f1f2Y2.\displaystyle\leq\frac{1}{54C_{1}^{2}}\|f_{1}-f_{2}\|_{Y}^{2}.

We obtain similar result for IIII if we choose TT small enough:

2IIL22\displaystyle\|\nabla^{2}II\|_{L^{2}}^{2} 154C12f1f2Y2.\displaystyle\leq\frac{1}{54C_{1}^{2}}\|f_{1}-f_{2}\|_{Y}^{2}.

Hence, we obtain that 2(g1g2)L22127C12f1f2Y2\|\nabla^{2}(g_{1}-g_{2})\|_{L^{2}}^{2}\leq\frac{1}{27C_{1}^{2}}\|f_{1}-f_{2}\|_{Y}^{2}.

Finally, compute t(g1g2)\partial_{t}(g_{1}-g_{2}). As above, note that

t(Af1Af2)=DAf1tf1DAf2tf2=(DAf1DAf2)tf1+DAf2(t(f1f2)).\partial_{t}(A_{f_{1}}-A_{f_{2}})=DA_{f_{1}}\partial_{t}f_{1}-DA_{f_{2}}\partial_{t}f_{2}=(DA_{f_{1}}-DA_{f_{2}})\partial_{t}f_{1}+DA_{f_{2}}(\partial_{t}(f_{1}-f_{2})).

So,

|t(g1g2)|\displaystyle|\partial_{t}(g_{1}-g_{2})| c|f1f2||df1|2|ut|+c|f1f2||tf1||df1|2+c|t(f1f2)||df1|2\displaystyle\leq{c}|f_{1}-f_{2}||df_{1}|^{2}|u_{t}|+{c}|f_{1}-f_{2}||\partial_{t}f_{1}||df_{1}|^{2}+{c}|\partial_{t}(f_{1}-f_{2})||df_{1}|^{2}
+c|f1f2||tdf1||df1|\displaystyle\quad+{c}|f_{1}-f_{2}||\partial_{t}df_{1}||df_{1}|
+c|df1+df2||df1df2||ut|+c|tf2||df1+df2||df1df2|\displaystyle\quad+{c}|df_{1}+df_{2}||df_{1}-df_{2}||u_{t}|+{c}|\partial_{t}f_{2}||df_{1}+df_{2}||df_{1}-df_{2}|
+c|t(df1+df2)||df1df2|+c|df1+df2||t(df1df2)|.\displaystyle\quad+{c}|\partial_{t}(df_{1}+df_{2})||df_{1}-df_{2}|+{c}|df_{1}+df_{2}||\partial_{t}(df_{1}-df_{2})|.

Similar with above, by (8), (9), (10), (12), (13) and (20),

t\displaystyle\|\partial_{t} (g1g2)L22cf1Y4f1f2Y2(max0tTut(t)L2(Σ)2+max0tTtf1(t)L2(Σ)2)T\displaystyle(g_{1}-g_{2})\|_{L^{2}}^{2}\leq{c}\|f_{1}\|_{Y}^{4}\|f_{1}-f_{2}\|_{Y}^{2}\left(\max_{0\leq t\leq T}\|u_{t}(t)\|_{L^{2}(\Sigma)}^{2}+\max_{0\leq t\leq T}\|\partial_{t}f_{1}(t)\|_{L^{2}(\Sigma)}^{2}\right)T
+cf1Y4max0tTt(f1(t)f2(t))L2(Σ)2T\displaystyle\,\,+{c}\|f_{1}\|_{Y}^{4}\max_{0\leq t\leq T}\|\partial_{t}(f_{1}(t)-f_{2}(t))\|_{L^{2}(\Sigma)}^{2}T
+cf1Y2f1f2Y2max0tTtdf1(t)L2(Σ)2T\displaystyle\,\,+{c}\|f_{1}\|_{Y}^{2}\|f_{1}-f_{2}\|_{Y}^{2}\max_{0\leq t\leq T}\|\partial_{t}df_{1}(t)\|_{L^{2}(\Sigma)}^{2}T
+c(f1Y2+f2Y2)f1f2Y2(max0tTut(t)L2(Σ)2+max0tTtf2(t)L2(Σ)2)T\displaystyle\,\,+{c}(\|f_{1}\|_{Y}^{2}+\|f_{2}\|_{Y}^{2})\|f_{1}-f_{2}\|_{Y}^{2}\left(\max_{0\leq t\leq T}\|u_{t}(t)\|_{L^{2}(\Sigma)}^{2}+\max_{0\leq t\leq T}\|\partial_{t}f_{2}(t)\|_{L^{2}(\Sigma)}^{2}\right)T
+cf1f2Y2(max0tTtdf1(t)L2(Σ)2+max0tTtdf2(t)L2(Σ)2)T\displaystyle\,\,+{c}\|f_{1}-f_{2}\|_{Y}^{2}\left(\max_{0\leq t\leq T}\|\partial_{t}df_{1}(t)\|_{L^{2}(\Sigma)}^{2}+\max_{0\leq t\leq T}\|\partial_{t}df_{2}(t)\|_{L^{2}(\Sigma)}^{2}\right)T
+c(f1Y2+f2Y2)max0tTt(df1(t)df2(t))L2(Σ)2T\displaystyle\,\,+{c}(\|f_{1}\|_{Y}^{2}+\|f_{2}\|_{Y}^{2})\max_{0\leq t\leq T}\|\partial_{t}(df_{1}(t)-df_{2}(t))\|_{L^{2}(\Sigma)}^{2}T
127C12f1f2Y2\displaystyle\leq\frac{1}{27C_{1}^{2}}\|f_{1}-f_{2}\|_{Y}^{2}

if we choose TT small enough.

Combine all of them,

h1h2YC1g1g2X13f1f2Y\|h_{1}-h_{2}\|_{Y}\leq C_{1}\|g_{1}-g_{2}\|_{X}\leq\frac{1}{3}\|f_{1}-f_{2}\|_{Y}

which proves the lemma. ∎

Lemma 4.4.

Fix f0W3,2(Σ)f_{0}\in W^{3,2}(\Sigma) and fBf\in B. Then there is an T0=T0(C0,δ,δ)>0T_{0}=T_{0}(C_{0},\delta,\delta^{\prime})>0 such that for all TT0T\leq T_{0} and for each u1,u2Bu_{1},u_{2}\in B^{\prime},

(26) S1(f,u1)S1(f,u2)YC32u1u2Z.\displaystyle\|S_{1}(f,u_{1})-S_{1}(f,u_{2})\|_{Y}\leq\frac{C_{3}}{2}\|u_{1}-u_{2}\|_{Z}.
Proof.

Set hi=S1(f,ui)h_{i}=S_{1}(f,u_{i}). Multiplying e2uie^{2u_{i}} to the equation for hih_{i} respectively and subtracting them gives

e2u1t(h1h2)Δ(h1h2)\displaystyle e^{2u_{1}}\partial_{t}(h_{1}-h_{2})-\Delta(h_{1}-h_{2}) =(e2u1e2u2)th2\displaystyle=-(e^{2u_{1}}-e^{2u_{2}})\partial_{t}h_{2}
(te2u1Δ)(h1h2)\displaystyle(\partial_{t}-e^{-2u_{1}}\Delta)(h_{1}-h_{2}) =(e2u22u11)th2.\displaystyle=(e^{2u_{2}-2u_{1}}-1)\partial_{t}h_{2}.

So, h1h2h_{1}-h_{2} satisfies the estimate from (16), and by Lemma 4.1,

h1h2YC1(e2u22u11)th2XC32u1u2Z\|h_{1}-h_{2}\|_{Y}\leq C_{1}\|(e^{2u_{2}-2u_{1}}-1)\partial_{t}h_{2}\|_{X}\leq\frac{C_{3}}{2}\|u_{1}-u_{2}\|_{Z}

if we choose TT small enough.

4.2. The construction S2S_{2}

Define an operator

S2:YT×ZTZTS_{2}:Y_{T}\times Z_{T}\to Z_{T}

by S2(f,u)=vS_{2}(f,u)=v where vZTv\in Z_{T} is the unique solution of

(27) tv=b|df|2e2uav(0)=0.\displaystyle\partial_{t}v=b|df|^{2}e^{-2u}-a\qquad v(0)=0.
Lemma 4.5.

In the above definition, vZTv\in Z_{T}.

Proof.

From (27), we directly get

(28) v(t)=0t(b|df|2e2ua).v(t)=\int_{0}^{t}(b|df|^{2}e^{-2u}-a).

So, vL2\|v\|_{L^{2}} and vtL2\|v_{t}\|_{L^{2}} is trivially bounded if fYTf\in Y_{T} and uZTu\in Z_{T}. (Because uZTu\in Z_{T}, we have e2ue^{-2u} is pointwise uniformly bounded by eCuZe^{C\|u\|_{Z}}.) Applying Cauchy-Schwarz, we obtain the pointwise bound

|3v|2\displaystyle|\nabla^{3}v|^{2} =|b0T2(df,dfe2u2|df|2e2uu)|2\displaystyle=\left|b\int_{0}^{T}\nabla^{2}\left(\langle\nabla df,df\rangle e^{-2u}-2|df|^{2}e^{-2u}\nabla u\right)\right|^{2}
cT0T(|4f|2|df|2+|3f|2|df|2+|3f|2|df|2|u|2+|2f|4|u|2\displaystyle\leq{c}T\int_{0}^{T}\Big{(}|\nabla^{4}f|^{2}|df|^{2}+|\nabla^{3}f|^{2}|\nabla df|^{2}+|\nabla^{3}f|^{2}|df|^{2}|\nabla u|^{2}+|\nabla^{2}f|^{4}|\nabla u|^{2}
+|2f|2|df|2(|u|4+|2u|2)+|df|4(|u|6+|2u|2|u|2+|3u|2))\displaystyle\qquad+|\nabla^{2}f|^{2}|df|^{2}(|\nabla u|^{4}+|\nabla^{2}u|^{2})+|df|^{4}(|\nabla u|^{6}+|\nabla^{2}u|^{2}|\nabla u|^{2}+|\nabla^{3}u|^{2})\Big{)}

so

3vL22\displaystyle\|\nabla^{3}v\|_{L^{2}}^{2} cT2dfC024fL22+cT23fL422fL42\displaystyle\leq{c}T^{2}\|df\|_{C^{0}}^{2}\|\nabla^{4}f\|_{L^{2}}^{2}+{c}T^{2}\|\nabla^{3}f\|_{L^{4}}^{2}\|\nabla^{2}f\|_{L^{4}}^{2}
+cT2dfC023fL42uL42+cT22fL84uL42\displaystyle\quad+{c}T^{2}\|df\|_{C^{0}}^{2}\|\nabla^{3}f\|_{L^{4}}^{2}\|\nabla u\|_{L^{4}}^{2}+{c}T^{2}\|\nabla^{2}f\|_{L^{8}}^{4}\|\nabla u\|_{L^{4}}^{2}
+cT2dfC022fL42(uL84+2uL42)\displaystyle\quad+{c}T^{2}\|df\|_{C^{0}}^{2}\|\nabla^{2}f\|_{L^{4}}^{2}(\|\nabla u\|_{L^{8}}^{4}+\|\nabla^{2}u\|_{L^{4}}^{2})
+cT2dfC04(uL66+2uL42uL42+3uL22)\displaystyle\quad+{c}T^{2}\|df\|_{C^{0}}^{4}(\|\nabla u\|_{L^{6}}^{6}+\|\nabla^{2}u\|_{L^{4}}^{2}\|\nabla u\|_{L^{4}}^{2}+\|\nabla^{3}u\|_{L^{2}}^{2})

which is bounded if fYTf\in Y_{T} and uZTu\in Z_{T}.

Finally, compute vt\nabla v_{t} from (27).

|vt|2\displaystyle|\nabla v_{t}|^{2} c|df||df|+|df|2|u|\displaystyle\leq{c}|\nabla df||df|+|df|^{2}|\nabla u|
vtL22\displaystyle\|\nabla v_{t}\|_{L^{2}}^{2} cdfC02dfL22+cdfC04uL22\displaystyle\leq{c}\|df\|_{C^{0}}^{2}\|\nabla df\|_{L^{2}}^{2}+{c}\|df\|_{C^{0}}^{4}\|\nabla u\|_{L^{2}}^{2}

which is bounded if fYTf\in Y_{T} and uZTu\in Z_{T}. ∎

In fact, we can show further.

Lemma 4.6.

Fix f0W3,2(Σ)f_{0}\in W^{3,2}(\Sigma). Then there is T0=T0(C0,δ,δ)>0T_{0}=T_{0}(C_{0},\delta,\delta^{\prime})>0 such that for all TT0T\leq T_{0}, S2S_{2} restricts to an operator S2:B×BBS_{2}:B\times B^{\prime}\to B^{\prime}.

Proof.

From previous calculation, we have

3vL22cT2fY4(1+uZ2+uZ4+uZ6).\|\nabla^{3}v\|_{L^{2}}^{2}\leq{c}T^{2}\|f\|_{Y}^{4}(1+\|u\|_{Z}^{2}+\|u\|_{Z}^{4}+\|u\|_{Z}^{6}).

So, if we choose TT small enough, we get 3vL22δ24\|\nabla^{3}v\|_{L^{2}}^{2}\leq\frac{{\delta^{\prime}}^{2}}{4}. Also, because |vt|c(dfC0+1)|v_{t}|\leq{c}(\|df\|_{C^{0}}+1) and |v|cT(dfC0+1)|v|\leq{c}T(\|df\|_{C^{0}}+1), we can make vtL22,vL22δ24\|v_{t}\|_{L^{2}}^{2},\|v\|_{L^{2}}^{2}\leq\frac{{\delta^{\prime}}^{2}}{4} if we choose TT small. Finally,

vtL22cdfC02max0tTdf(t)L2(Σ)2T+cdfC04max0tTu(t)L2(Σ)2T\|\nabla v_{t}\|_{L^{2}}^{2}\leq{c}\|df\|_{C^{0}}^{2}\max_{0\leq t\leq T}\|\nabla df(t)\|_{L^{2}(\Sigma)}^{2}\,T+{c}\|df\|_{C^{0}}^{4}\max_{0\leq t\leq T}\|\nabla u(t)\|_{L^{2}(\Sigma)}^{2}\,T

so if we choose TT small enough, we get vtL22δ24\|\nabla v_{t}\|_{L^{2}}^{2}\leq\frac{{\delta^{\prime}}^{2}}{4}. This proves the lemma. ∎

Lemma 4.7.

Fix f0W3,2(Σ)f_{0}\in W^{3,2}(\Sigma) and uBu\in B^{\prime}. Then there is an T0=T0(C0,δ,δ)>0T_{0}=T_{0}(C_{0},\delta,\delta^{\prime})>0 such that for all TT0T\leq T_{0} and for each f1,f2Bf_{1},f_{2}\in B,

(29) S2(f1,u)S2(f2,u)ZT1/4f1f2Y.\displaystyle\|S_{2}(f_{1},u)-S_{2}(f_{2},u)\|_{Z}\leq T^{1/4}\|f_{1}-f_{2}\|_{Y}.
Proof.

Set vi=S2(fi,u)v_{i}=S_{2}(f_{i},u). Then from (27), subtracting them gives

(v1v2)t\displaystyle(v_{1}-v_{2})_{t} =b(|df1|2|df2|2)e2u=be2udf1+df2,df1df2\displaystyle=b(|df_{1}|^{2}-|df_{2}|^{2})e^{-2u}=be^{-2u}\langle df_{1}+df_{2},df_{1}-df_{2}\rangle
v1v2\displaystyle v_{1}-v_{2} =b0te2udf1+df2,df1df2.\displaystyle=b\int_{0}^{t}e^{-2u}\langle df_{1}+df_{2},df_{1}-df_{2}\rangle.

So,

v1v2L22\displaystyle\|v_{1}-v_{2}\|_{L^{2}}^{2} cT2(df1C02+df2C02)df1df2L22\displaystyle\leq{c}T^{2}(\|df_{1}\|_{C^{0}}^{2}+\|df_{2}\|_{C^{0}}^{2})\|df_{1}-df_{2}\|_{L^{2}}^{2}
T4f1f2Y2\displaystyle\leq\frac{\sqrt{T}}{4}\|f_{1}-f_{2}\|_{Y}^{2}

if we choose TT small enough. Also,

(v1v2)tL22\displaystyle\|(v_{1}-v_{2})_{t}\|_{L^{2}}^{2} c(f1Y2+f2Y2)max0tTdf1(t)df2(t)L2(Σ)2T\displaystyle\leq{c}(\|f_{1}\|_{Y}^{2}+\|f_{2}\|_{Y}^{2})\max_{0\leq t\leq T}\|df_{1}(t)-df_{2}(t)\|_{L^{2}(\Sigma)}^{2}\,T
T4f1f2Y2\displaystyle\leq\frac{\sqrt{T}}{4}\|f_{1}-f_{2}\|_{Y}^{2}

if we choose TT small enough.

Next, compute 3(v1v2)\nabla^{3}(v_{1}-v_{2}).

(v1v2)\displaystyle\nabla(v_{1}-v_{2}) =b0te2u((df1+df2),df1df2+df1+df2,(df1df2)\displaystyle=b\int_{0}^{t}e^{-2u}\Big{(}\langle\nabla(df_{1}+df_{2}),df_{1}-df_{2}\rangle+\langle df_{1}+df_{2},\nabla(df_{1}-df_{2})\rangle
df1+df2,df1df22u).\displaystyle\qquad\qquad-\langle df_{1}+df_{2},df_{1}-df_{2}\rangle 2\nabla u\Big{)}.

So,

|3(v1v2)|\displaystyle|\nabla^{3}(v_{1}-v_{2})| c0Te2u(|3(df1+df2)||df1df2|+|2(df1+df2)||(df1df2)|\displaystyle\leq{c}\int_{0}^{T}e^{-2u}\Big{(}|\nabla^{3}(df_{1}+df_{2})||df_{1}-df_{2}|+|\nabla^{2}(df_{1}+df_{2})||\nabla(df_{1}-df_{2})|
+|(df1+df2)||2(df1df2)|+|df1+df2||3(df1df2)|\displaystyle\qquad+|\nabla(df_{1}+df_{2})||\nabla^{2}(df_{1}-df_{2})|+|df_{1}+df_{2}||\nabla^{3}(df_{1}-df_{2})|
+|2(df1+df2)||df1df2||u|+|(df1+df2)||(df1df2)||u|\displaystyle\quad+|\nabla^{2}(df_{1}+df_{2})||df_{1}-df_{2}||\nabla u|+|\nabla(df_{1}+df_{2})||\nabla(df_{1}-df_{2})||\nabla u|
+|df1+df2||2(df1df2)||u|\displaystyle\qquad+|df_{1}+df_{2}||\nabla^{2}(df_{1}-df_{2})||\nabla u|
+|(df1+df2)||df1df2|(|u|2+|2u|)\displaystyle\quad+|\nabla(df_{1}+df_{2})||df_{1}-df_{2}|(|\nabla u|^{2}+|\nabla^{2}u|)
+|df1+df2||(df1df2)|(|u|2+|2u|)\displaystyle\qquad+|df_{1}+df_{2}||\nabla(df_{1}-df_{2})|(|\nabla u|^{2}+|\nabla^{2}u|)
+|df1+df2||df1df2|(|u|3+|2u||u|+|3u|)).\displaystyle\quad+|df_{1}+df_{2}||df_{1}-df_{2}|(|\nabla u|^{3}+|\nabla^{2}u||\nabla u|+|\nabla^{3}u|)\Big{)}.

Integrating over Σ×[0,T]\Sigma\times[0,T] gives

3\displaystyle\|\nabla^{3} (v1v2)L22\displaystyle(v_{1}-v_{2})\|_{L^{2}}^{2}
cT2df1df2C024(f1+f2)L22+cT23(f1+f2)L422(f1f2)L42\displaystyle\leq{c}T^{2}\|df_{1}-df_{2}\|_{C^{0}}^{2}\|\nabla^{4}(f_{1}+f_{2})\|_{L^{2}}^{2}+{c}T^{2}\|\nabla^{3}(f_{1}+f_{2})\|_{L^{4}}^{2}\|\nabla^{2}(f_{1}-f_{2})\|_{L^{4}}^{2}
+cT22(f1+f2)L423(f1f2)L42+cT2df1+df2C024(f1f2)L22\displaystyle\quad+{c}T^{2}\|\nabla^{2}(f_{1}+f_{2})\|_{L^{4}}^{2}\|\nabla^{3}(f_{1}-f_{2})\|_{L^{4}}^{2}+{c}T^{2}\|df_{1}+df_{2}\|_{C^{0}}^{2}\|\nabla^{4}(f_{1}-f_{2})\|_{L^{2}}^{2}
+cT2df1df2C023(f1+f2)L42uL42\displaystyle+{c}T^{2}\|df_{1}-df_{2}\|_{C^{0}}^{2}\|\nabla^{3}(f_{1}+f_{2})\|_{L^{4}}^{2}\|\nabla u\|_{L^{4}}^{2}
+cT22(f1f2)L422(f1+f2)L84uL84\displaystyle\quad+{c}T^{2}\|\nabla^{2}(f_{1}-f_{2})\|_{L^{4}}^{2}\|\nabla^{2}(f_{1}+f_{2})\|_{L^{8}}^{4}\|\nabla u\|_{L^{8}}^{4}
+cT2df1+df2C023(f1f2)L42uL42\displaystyle\quad+{c}T^{2}\|df_{1}+df_{2}\|_{C^{0}}^{2}\|\nabla^{3}(f_{1}-f_{2})\|_{L^{4}}^{2}\|\nabla u\|_{L^{4}}^{2}
+cT2df1df2C022(f1+f2)L42(uL84+2uL42)\displaystyle+{c}T^{2}\|df_{1}-df_{2}\|_{C^{0}}^{2}\|\nabla^{2}(f_{1}+f_{2})\|_{L^{4}}^{2}(\|\nabla u\|_{L^{8}}^{4}+\|\nabla^{2}u\|_{L^{4}}^{2})
+cT2df1+df2C022(f1f2)L42(uL84+2uL42)\displaystyle\quad+{c}T^{2}\|df_{1}+df_{2}\|_{C^{0}}^{2}\|\nabla^{2}(f_{1}-f_{2})\|_{L^{4}}^{2}(\|\nabla u\|_{L^{8}}^{4}+\|\nabla^{2}u\|_{L^{4}}^{2})
+cT2df1df2C02df1+df2C02(uL66+2uL42uL42+3uL22)\displaystyle+{c}T^{2}\|df_{1}-df_{2}\|_{C^{0}}^{2}\|df_{1}+df_{2}\|_{C^{0}}^{2}(\|\nabla u\|_{L^{6}}^{6}+\|\nabla^{2}u\|_{L^{4}}^{2}\|\nabla u\|_{L^{4}}^{2}+\|\nabla^{3}u\|_{L^{2}}^{2})
T4f1f2Y2\displaystyle\leq\frac{\sqrt{T}}{4}\|f_{1}-f_{2}\|_{Y}^{2}

if we choose TT small enough.

Finally consider (v1v2)t\nabla(v_{1}-v_{2})_{t}.

(v1v2)t\displaystyle\nabla(v_{1}-v_{2})_{t} =be2u((df1+df2),df1df2+df1+df2,(df1df2)\displaystyle=be^{-2u}\left(\langle\nabla(df_{1}+df_{2}),df_{1}-df_{2}\rangle+\langle df_{1}+df_{2},\nabla(df_{1}-df_{2})\rangle\right.
df1+df2,df1df22u).\displaystyle\qquad\qquad\left.-\langle df_{1}+df_{2},df_{1}-df_{2}\rangle 2\nabla u\right).

So,

(v1v2)tL22\displaystyle\|\nabla(v_{1}-v_{2})_{t}\|_{L^{2}}^{2} cdf1df2C02max0tT2(f1(t)+f2(t))L2(Σ)2T\displaystyle\leq{c}\|df_{1}-df_{2}\|_{C^{0}}^{2}\max_{0\leq t\leq T}\|\nabla^{2}(f_{1}(t)+f_{2}(t))\|_{L^{2}(\Sigma)}^{2}\,T
+cdf1+df2C02max0tT2(f1(t)f2(t))L2(Σ)2T\displaystyle\quad+{c}\|df_{1}+df_{2}\|_{C^{0}}^{2}\max_{0\leq t\leq T}\|\nabla^{2}(f_{1}(t)-f_{2}(t))\|_{L^{2}(\Sigma)}^{2}\,T
+cdf1+df2C02df1df2C02max0tTu(t)L2(Σ)2T\displaystyle\quad+{c}\|df_{1}+df_{2}\|_{C^{0}}^{2}\|df_{1}-df_{2}\|_{C^{0}}^{2}\max_{0\leq t\leq T}\|\nabla u(t)\|_{L^{2}(\Sigma)}^{2}\,T
T4f1f2Y2\displaystyle\leq\frac{\sqrt{T}}{4}\|f_{1}-f_{2}\|_{Y}^{2}

if we choose TT small enough.

In summary, we get

v1v2Z2Tf1f2Y2\|v_{1}-v_{2}\|_{Z}^{2}\leq\sqrt{T}\|f_{1}-f_{2}\|_{Y}^{2}

which proves the lemma.

Lemma 4.8.

Fix f0W3,2(Σ)f_{0}\in W^{3,2}(\Sigma) and fBf\in B. Then there is an T0=T0(C0,δ,δ)>0T_{0}=T_{0}(C_{0},\delta,\delta^{\prime})>0 such that for all TT0T\leq T_{0} and for each u1,u2Bu_{1},u_{2}\in B^{\prime},

(30) S2(f,u1)S2(f,u2)Z13u1u2Z.\displaystyle\|S_{2}(f,u_{1})-S_{2}(f,u_{2})\|_{Z}\leq\frac{1}{3}\|u_{1}-u_{2}\|_{Z}.
Proof.

Set vi=S2(f,ui)v_{i}=S_{2}(f,u_{i}). Subtracting them gives

(v1v2)t\displaystyle(v_{1}-v_{2})_{t} =b|df|2(e2u1e2u2)\displaystyle=b|df|^{2}(e^{-2u_{1}}-e^{-2u_{2}})
v1v2\displaystyle v_{1}-v_{2} =b0t|df|2(e2u1e2u2).\displaystyle=b\int_{0}^{t}|df|^{2}(e^{-2u_{1}}-e^{-2u_{2}}).

Using |e2u1e2u2|c|u1u2||e^{-2u_{1}}-e^{-2u_{2}}|\leq{c}|u_{1}-u_{2}|, we have

v1v2L22\displaystyle\|v_{1}-v_{2}\|_{L^{2}}^{2} cT2dfC04u1u2L22\displaystyle\leq{c}T^{2}\|df\|_{C^{0}}^{4}\|u_{1}-u_{2}\|_{L^{2}}^{2}
(v1v2)tL22\displaystyle\|(v_{1}-v_{2})_{t}\|_{L^{2}}^{2} cdfC04max0tTu1(t)u2(t)L2(Σ)2T\displaystyle\leq{c}\|df\|_{C^{0}}^{4}\max_{0\leq t\leq T}\|u_{1}(t)-u_{2}(t)\|_{L^{2}(\Sigma)}^{2}\,T

so if we choose TT small enough, we have that v1v2L22,(v1v2)tL22136u1u2Z2\|v_{1}-v_{2}\|_{L^{2}}^{2},\|(v_{1}-v_{2})_{t}\|_{L^{2}}^{2}\leq\frac{1}{36}\|u_{1}-u_{2}\|_{Z}^{2}.

Next, compute 3(v1v2)\nabla^{3}(v_{1}-v_{2}).

(v1v2)\displaystyle\nabla(v_{1}-v_{2}) =b0t(2df,df(e2u1e2u2)|df|2(e2u1e2u2)2(u1u2)).\displaystyle=b\int_{0}^{t}\Big{(}2\langle\nabla df,df\rangle(e^{-2u_{1}}-e^{-2u_{2}})-|df|^{2}(e^{-2u_{1}}-e^{-2u_{2}})2(\nabla u_{1}-\nabla u_{2})\Big{)}.

So,

|3\displaystyle|\nabla^{3} (v1v2)|c0T(|4f||df||u1u2|+|3f||2f||u1u2|\displaystyle(v_{1}-v_{2})|\leq{c}\int_{0}^{T}\Big{(}|\nabla^{4}f||df||u_{1}-u_{2}|+|\nabla^{3}f||\nabla^{2}f||u_{1}-u_{2}|
+(|3f||df|+|2f|2)|u1u2||(u1u2)|\displaystyle\quad+(|\nabla^{3}f||df|+|\nabla^{2}f|^{2})|u_{1}-u_{2}||\nabla(u_{1}-u_{2})|
+|2f||df||u1u2|(|(u1u2)|2+|2(u1u2)|)\displaystyle\quad+|\nabla^{2}f||df||u_{1}-u_{2}|(|\nabla(u_{1}-u_{2})|^{2}+|\nabla^{2}(u_{1}-u_{2})|)
+|df|2|u1u2|(|(u1u2)|3+|2(u1u2)||(u1u2)|+|3(u1u2)|)).\displaystyle\quad+|df|^{2}|u_{1}-u_{2}|(|\nabla(u_{1}-u_{2})|^{3}+|\nabla^{2}(u_{1}-u_{2})||\nabla(u_{1}-u_{2})|+|\nabla^{3}(u_{1}-u_{2})|)\Big{)}.

Now we integrate over Σ×[0,T]\Sigma\times[0,T].

3\displaystyle\|\nabla^{3} (v1v2)L22\displaystyle(v_{1}-v_{2})\|_{L^{2}}^{2}
cT2dfC02u1u2C024fL22+cT2u1u2C023fL422fL42\displaystyle\leq{c}T^{2}\|df\|_{C^{0}}^{2}\|u_{1}-u_{2}\|_{C^{0}}^{2}\|\nabla^{4}f\|_{L^{2}}^{2}+{c}T^{2}\|u_{1}-u_{2}\|_{C^{0}}^{2}\|\nabla^{3}f\|_{L^{4}}^{2}\|\nabla^{2}f\|_{L^{4}}^{2}
+cT2(dfC023fL42+2fL84)u1u2C02(u1u2)L42\displaystyle\quad+{c}T^{2}(\|df\|_{C^{0}}^{2}\|\nabla^{3}f\|_{L^{4}}^{2}+\|\nabla^{2}f\|_{L^{8}}^{4})\|u_{1}-u_{2}\|_{C^{0}}^{2}\|\nabla(u_{1}-u_{2})\|_{L^{4}}^{2}
+cT2dfC02u1u2C022fL42((u1u2)L84+2(u1u2)L42)\displaystyle\quad+{c}T^{2}\|df\|_{C^{0}}^{2}\|u_{1}-u_{2}\|_{C^{0}}^{2}\|\nabla^{2}f\|_{L^{4}}^{2}(\|\nabla(u_{1}-u_{2})\|_{L^{8}}^{4}+\|\nabla^{2}(u_{1}-u_{2})\|_{L^{4}}^{2})
+cT2dfC04u1u2C02(u1u2)L66\displaystyle\quad+{c}T^{2}\|df\|_{C^{0}}^{4}\|u_{1}-u_{2}\|_{C^{0}}^{2}\|\nabla(u_{1}-u_{2})\|_{L^{6}}^{6}
+cT2dfC04u1u2C022(u1u2)L42(u1u2)L42\displaystyle\quad+{c}T^{2}\|df\|_{C^{0}}^{4}\|u_{1}-u_{2}\|_{C^{0}}^{2}\|\nabla^{2}(u_{1}-u_{2})\|_{L^{4}}^{2}\|\nabla(u_{1}-u_{2})\|_{L^{4}}^{2}
+cT2dfC04u1u2C023(u1u2)L22\displaystyle\quad+{c}T^{2}\|df\|_{C^{0}}^{4}\|u_{1}-u_{2}\|_{C^{0}}^{2}\|\nabla^{3}(u_{1}-u_{2})\|_{L^{2}}^{2}
136u1u2Z2\displaystyle\leq\frac{1}{36}\|u_{1}-u_{2}\|_{Z}^{2}

if we choose TT small enough.

Finally,

|(v1v2)t|\displaystyle|\nabla(v_{1}-v_{2})_{t}| c|df||df||u1u2|+|df|2|u1u2||(u1u2)|\displaystyle\leq{c}|\nabla df||df||u_{1}-u_{2}|+|df|^{2}|u_{1}-u_{2}||\nabla(u_{1}-u_{2})|

so

(v1v2)tL22\displaystyle\|\nabla(v_{1}-v_{2})_{t}\|_{L^{2}}^{2} cdfC02u1u2C02max0tT2f(t)L2(Σ)2T\displaystyle\leq{c}\|df\|_{C^{0}}^{2}\|u_{1}-u_{2}\|_{C^{0}}^{2}\max_{0\leq t\leq T}\|\nabla^{2}f(t)\|_{L^{2}(\Sigma)}^{2}\,T
+cdfC04u1u2C02max0tT(u1(t)u2(t))L2(Σ)2T\displaystyle\quad+{c}\|df\|_{C^{0}}^{4}\|u_{1}-u_{2}\|_{C^{0}}^{2}\max_{0\leq t\leq T}\|\nabla(u_{1}(t)-u_{2}(t))\|_{L^{2}(\Sigma)}^{2}\,T
136u1u2Z2\displaystyle\leq\frac{1}{36}\|u_{1}-u_{2}\|_{Z}^{2}

if we choose TT small enough.

In summary, we get

v1v2Z219u1u2Z2\|v_{1}-v_{2}\|_{Z}^{2}\leq\frac{1}{9}\|u_{1}-u_{2}\|_{Z}^{2}

which proves the lemma.

5. Existence of fixed point

Because YTY_{T} and ZTZ_{T} are Hilbert space, YT×ZTY_{T}\times Z_{T} is also a Hilbert space and we can equip the norm

(31) (f,u)Y×Z=(C3)1fY+uZ.\|(f,u)\|_{Y\times Z}=(C_{3})^{-1}\|f\|_{Y}+\|u\|_{Z}.

Define an operator 𝒮:YT×ZTYT×ZT\mathcal{S}:Y_{T}\times Z_{T}\rightarrow Y_{T}\times Z_{T} by

(32) 𝒮(f,u)=(S1(f,u),S2(f,u)).\mathcal{S}(f,u)=(S_{1}(f,u),S_{2}(f,u)).
Proposition 5.1.

Fix f0W3,2(Σ)f_{0}\in W^{3,2}(\Sigma). Then there is an T0=T0(C0,δ,δ)>0T_{0}=T_{0}(C_{0},\delta,\delta^{\prime})>0 such that for all TT0T\leq T_{0},

  1. (a)

    𝒮\mathcal{S} restricts to an operator 𝒮:B×BB×B\mathcal{S}:B\times B^{\prime}\to B\times B^{\prime}.

  2. (b)

    For each f1,f2Bf_{1},f_{2}\in B and u1,u2Bu_{1},u_{2}\in B^{\prime},

    (33) 𝒮(f1,u1)𝒮(f2,u2)Y×Z56(f1,u1)(f2u2)Y×Z.\displaystyle\|\mathcal{S}(f_{1},u_{1})-\mathcal{S}(f_{2},u_{2})\|_{Y\times Z}\leq\frac{5}{6}\|(f_{1},u_{1})-(f_{2}-u_{2})\|_{Y\times Z}.
Proof.

By Lemma 4.2 and Lemma 4.6, (a) is proved. For (b), using Lemmas 4.3, 4.4, 4.7, 4.8, there is T0=T0(δ,δ)>0T_{0}=T_{0}(\delta,\delta^{\prime})>0 such that for all TT0T\leq T_{0},

𝒮(f1,u1)\displaystyle\|\mathcal{S}(f_{1},u_{1}) 𝒮(f2,u2)Y×Z\displaystyle-\mathcal{S}(f_{2},u_{2})\|_{Y\times Z}
=(C3)1S1(f1,u1)S1(f2,u2)Y+S2(f1,u1)S2(f2,u2)Z\displaystyle=(C_{3})^{-1}\|S_{1}(f_{1},u_{1})-S_{1}(f_{2},u_{2})\|_{Y}+\|S_{2}(f_{1},u_{1})-S_{2}(f_{2},u_{2})\|_{Z}
(C3)1S1(f1,u1)S1(f2,u1)Y+(C3)1S1(f2,u1)S1(f2,u2)Y\displaystyle\leq(C_{3})^{-1}\|S_{1}(f_{1},u_{1})-S_{1}(f_{2},u_{1})\|_{Y}+(C_{3})^{-1}\|S_{1}(f_{2},u_{1})-S_{1}(f_{2},u_{2})\|_{Y}
+S2(f1,u1)S2(f2,u1)Z+S2(f2,u1)S2(f2,u2)Z\displaystyle\quad+\|S_{2}(f_{1},u_{1})-S_{2}(f_{2},u_{1})\|_{Z}+\|S_{2}(f_{2},u_{1})-S_{2}(f_{2},u_{2})\|_{Z}
13(C3)1f1f2Y+12u1u2Z\displaystyle\leq\frac{1}{3}(C_{3})^{-1}\|f_{1}-f_{2}\|_{Y}+\frac{1}{2}\|u_{1}-u_{2}\|_{Z}
+T1/4f1f2Y+13u1u2Z\displaystyle\quad+T^{1/4}\|f_{1}-f_{2}\|_{Y}+\frac{1}{3}\|u_{1}-u_{2}\|_{Z}
56((C3)1f1f2Y+u1u2Z)\displaystyle\leq\frac{5}{6}\left((C_{3})^{-1}\|f_{1}-f_{2}\|_{Y}+\|u_{1}-u_{2}\|_{Z}\right)
=56(f1,u1)(f2,u2)Y×Z\displaystyle=\frac{5}{6}\|(f_{1},u_{1})-(f_{2},u_{2})\|_{Y\times Z}

if T1/412(C3)1T^{1/4}\leq\frac{1}{2}(C_{3})^{-1}. ∎

Theorem 5.2.

(Short time existence for strong solution) There is T0>0T_{0}>0 such that there exists a smooth solution (f,u)B×B(f,u)\in B\times B^{\prime} of (2b) on Σ×[0,T0]\Sigma\times[0,T_{0}].

Proof.

The existence of solution f,uf,u comes from 5.1. The fact f(Σ×[0,T0])Nf(\Sigma\times[0,T_{0}])\subset N can be easily shown using nearest point projection, see for example [24]. Moreover, the operator te2uΔ\partial_{t}-e^{-2u}\Delta is uniformly parabolic, so |(te2uΔ)f|Lp(Σ×[0,T0])|(\partial_{t}-e^{-2u}\Delta)f|\in L^{p}(\Sigma\times[0,T_{0}]) for any 1p<1\leq p<\infty, by standard parabolic theory. This implies

2f,tfLp(Σ×[0,T0])\nabla^{2}f,\partial_{t}f\in L^{p}(\Sigma\times[0,T_{0}])

for any 1p<1\leq p<\infty.

Next, by direct computation from (2b), we have

e2u=e2at(1+2b0te2as|df|2)e^{2u}=e^{-2at}\left(1+2b\int_{0}^{t}e^{2as}|df|^{2}\right)

hence

u\displaystyle\nabla u =e2u2at2b0te2asdf,df\displaystyle=e^{-2u-2at}2b\int_{0}^{t}e^{2as}\langle\nabla df,df\rangle
|u|p\displaystyle\int|\nabla u|^{p} (4b)p(0t|df||df|)p\displaystyle\leq(4b)^{p}\int\left(\int_{0}^{t}|\nabla df||df|\right)^{p}
(4b)ptp10t|df|p|df|p\displaystyle\leq(4b)^{p}t^{p-1}\int\int_{0}^{t}|\nabla df|^{p}|df|^{p}

which implies uLp(Σ×[0,T0])\nabla u\in L^{p}(\Sigma\times[0,T_{0}]) for any 1p<1\leq p<\infty. Now taking \nabla in the equation (2a) to get

|(te2uΔ)f|C(|u||Δf|+|u||df|2+|df||df|+|df|3)Lp(Σ×[0,T0])|(\partial_{t}-e^{-2u}\Delta)\nabla f|\leq C\left(|\nabla u||\Delta f|+|\nabla u||df|^{2}+|\nabla df||df|+|df|^{3}\right)\in L^{p}(\Sigma\times[0,T_{0}])

which implies

3f,t(f)Lp(Σ×[0,T0])\nabla^{3}f,\partial_{t}(\nabla f)\in L^{p}(\Sigma\times[0,T_{0}])

for any 1p<1\leq p<\infty.

Finally, from Sobolev embedding, we have f,dfCα(Σ×[0,T0])f,df\in C^{\alpha}(\Sigma\times[0,T_{0}]) for some α>0\alpha>0. This implies (te2uΔ)fCα,α/2(Σ×[0,T0])(\partial_{t}-e^{-2u}\Delta)f\in C^{\alpha,\alpha/2}(\Sigma\times[0,T_{0}]) where Cα,α/2C^{\alpha,\alpha/2} is parabolic Hölder space of exponent α\alpha. Now by Schauder estimate and standard bootstrapping argument, we conclude that ff is smooth, so uu is. ∎

6. Local estimate

To get global weak solution, we will follow Struwe’s idea: Run the flow until singularity occurs. Then take weak limit as new initial condition, run the flow again. Keep going this process and we will have only finitely many singularities due to finiteness of the energy. Because our flow is coupled, we need to re-establish the whole process with ff and uu. And this requires some condition on bb, which can be interpreted as the sensitiveness of the conformal evolution of the metric with respect to high energy density. Let CN>0C_{N}>0 be a constant only depending on the embedding NLN\hookrightarrow\mathbb{R}^{L} such that RN,A,DACN\|R^{N}\|,\|A\|,\|DA\|\leq C_{N} where RNR^{N} is the Riemannian curvature tensor of NN. And from now on, assume bCN2b\geq C_{N}^{2}.

6.1. Energy estimate

Now we establish local energy estimate. Fix B2rB_{2r} and let φ\varphi be a cut-off function supported on B2rB_{2r} such that φ1\varphi\equiv 1 on BrB_{r}, 0φ10\leq\varphi\leq 1 and |φ|4r|\nabla\varphi|\leq\frac{4}{r}.

Proposition 6.1.

For solutions (f,u)(f,u) of (2b), we have

(34) t1t2B2re2u|ft|2φ2+\displaystyle\int_{t_{1}}^{t_{2}}\int_{B_{2r}}e^{2u}|f_{t}|^{2}\varphi^{2}+ B2r|df|2φ2(t2)B2r|df|2φ2(t1)\displaystyle\int_{B_{2r}}|df|^{2}\varphi^{2}(t_{2})-\int_{B_{2r}}|df|^{2}\varphi^{2}(t_{1})
42ar2(e2at2e2at1)E0.\displaystyle\leq\frac{4^{2}}{ar^{2}}(e^{2at_{2}}-e^{2at_{1}})E_{0}.

Especially, we have

(35) E(Br,t2)E(B2r,t1)422ar2(e2at2e2at1)E0.E(B_{r},t_{2})-E(B_{2r},t_{1})\leq\frac{4^{2}}{2ar^{2}}(e^{2at_{2}}-e^{2at_{1}})E_{0}.
Proof.

From the equation (2a), multiplying e2uftφ2e^{2u}f_{t}\varphi^{2} gives

B2re2u|ft|2φ2\displaystyle\int_{B_{2r}}e^{2u}|f_{t}|^{2}\varphi^{2} =B2rft,τ(f)φ2\displaystyle=\int_{B_{2r}}\langle f_{t},\tau(f)\varphi^{2}\rangle
=B2rdft,dfφ22B2rft,fiφiφ\displaystyle=-\int_{B_{2r}}\langle df_{t},df\varphi^{2}\rangle-2\int_{B_{2r}}\langle f_{t},f_{i}\rangle\varphi\nabla_{i}\varphi
12ddtB2r|df|2φ2+12B2re2u|ft|2φ2+2B2re2u|df|2|φ|2.\displaystyle\leq-\frac{1}{2}\frac{d}{dt}\int_{B_{2r}}|df|^{2}\varphi^{2}+\frac{1}{2}\int_{B_{2r}}e^{2u}|f_{t}|^{2}\varphi^{2}+2\int_{B_{2r}}e^{-2u}|df|^{2}|\nabla\varphi|^{2}.

So, we have

B2re2u|ft|2φ2+ddtB2r|df|2φ2\displaystyle\int_{B_{2r}}e^{2u}|f_{t}|^{2}\varphi^{2}+\frac{d}{dt}\int_{B_{2r}}|df|^{2}\varphi^{2} 4B2re2u|df|2|φ|2\displaystyle\leq 4\int_{B_{2r}}e^{-2u}|df|^{2}|\nabla\varphi|^{2}
442r2e2atB2r|df|2\displaystyle\leq 4\frac{4^{2}}{r^{2}}e^{2at}\int_{B_{2r}}|df|^{2}
442r2e2at2E0.\displaystyle\leq 4\frac{4^{2}}{r^{2}}e^{2at}2E_{0}.

Integrating from t1t_{1} to t2t_{2} gives the result. ∎

Lemma 6.2.

Furthermore, assume

supt1tt2E(B2r,t)<ε1.\sup_{t_{1}\leq t\leq t_{2}}E(B_{2r},t)<\varepsilon_{1}.

Then we have

(36) t1t2B2re2u|ft|2φ2\displaystyle\int_{t_{1}}^{t_{2}}\int_{B_{2r}}e^{2u}|f_{t}|^{2}\varphi^{2} 42ε1(1+e2at2e2at12ar2)\displaystyle\leq 4^{2}\varepsilon_{1}\left(1+\frac{e^{2at_{2}}-e^{2at_{1}}}{2ar^{2}}\right)
(37) t1t2B2r|ft|2φ2\displaystyle\int_{t_{1}}^{t_{2}}\int_{B_{2r}}|f_{t}|^{2}\varphi^{2} e2at242ε1(1+e2at2e2at12ar2).\displaystyle\leq e^{2at_{2}}4^{2}\varepsilon_{1}\left(1+\frac{e^{2at_{2}}-e^{2at_{1}}}{2ar^{2}}\right).
Proof.

The first equation directly comes from (34), by changing E0E_{0} to ε1\varepsilon_{1}. Also, it is easy to see that

t1t2B2r|ft|2φ2\displaystyle\int_{t_{1}}^{t_{2}}\int_{B_{2r}}|f_{t}|^{2}\varphi^{2} =t1t2B2re2ue2u|ft|2φ2e2at2t1t2B2re2u|ft|2φ2\displaystyle=\int_{t_{1}}^{t_{2}}\int_{B_{2r}}e^{-2u}e^{2u}|f_{t}|^{2}\varphi^{2}\leq e^{2at_{2}}\int_{t_{1}}^{t_{2}}\int_{B_{2r}}e^{2u}|f_{t}|^{2}\varphi^{2}
e2at242ε1(1+e2at2e2at12ar2).\displaystyle\leq e^{2at_{2}}4^{2}\varepsilon_{1}\left(1+\frac{e^{2at_{2}}-e^{2at_{1}}}{2ar^{2}}\right).

6.2. Estimate for |ft|2\int|f_{t}|^{2}

The next step is to get estimate for derivative of B2r|ft|2φ2\int_{B_{2r}}|f_{t}|^{2}\varphi^{2}, which will lead to the control of itself. For the future purpose, here we introduce more general version of it. For now, we need p=0p=0.

Proposition 6.3.

Let (f,u)(f,u) are solutions of (2b). For p0p\geq 0, we have

(38) ddtB2re2u|ft|p+2φ2\displaystyle\frac{d}{dt}\int_{B_{2r}}e^{2u}|f_{t}|^{p+2}\varphi^{2} 2a(p+1)B2re2u|ft|p+2φ2+4(p+2)B2r|ft|p+2|φ|2\displaystyle\leq 2a(p+1)\int_{B_{2r}}e^{2u}|f_{t}|^{p+2}\varphi^{2}+4(p+2)\int_{B_{2r}}|f_{t}|^{p+2}|\nabla\varphi|^{2}
p+24B2r|ft|2|ft|pφ2\displaystyle-\frac{p+2}{4}\int_{B_{2r}}|\nabla f_{t}|^{2}|f_{t}|^{p}\varphi^{2}
+((p+2)CN+(p+2)CN222b(p+1))B2r|df|2|ft|p+2φ2.\displaystyle+\left((p+2)C_{N}+\frac{(p+2)C_{N}^{2}}{2}-2b(p+1)\right)\int_{B_{2r}}|df|^{2}|f_{t}|^{p+2}\varphi^{2}.

Especially, we have

(39) B2re2u|ft|p+2φ2(t)\displaystyle\int_{B_{2r}}e^{2u}|f_{t}|^{p+2}\varphi^{2}(t) e2a(p+1)(tt0)\displaystyle\leq e^{2a(p+1)(t-t_{0})}
(B2re2u|ft|p+2φ2(t0)+4(p+2)t0tB2r|ft|p+2|φ|2).\displaystyle\quad\cdot\left(\int_{B_{2r}}e^{2u}|f_{t}|^{p+2}\varphi^{2}(t_{0})+4(p+2)\int_{t_{0}}^{t}\int_{B_{2r}}|f_{t}|^{p+2}|\nabla\varphi|^{2}\right).
Proof.

By taking time-derivative to (2a), we have

(e2uft)t=Δft+A(df,df)t.(e^{2u}f_{t})_{t}=\Delta f_{t}+A(df,df)_{t}.

Taking inner product with ft|ft|pφ2f_{t}|f_{t}|^{p}\varphi^{2} and integrating gives

(e2uft)t,ft|ft|pφ2\displaystyle\int\langle(e^{2u}f_{t})_{t},f_{t}|f_{t}|^{p}\varphi^{2}\rangle =Δft,ft|ft|pφ2+A(df,df)t,ft|ft|pφ2\displaystyle=\int\langle\Delta f_{t},f_{t}|f_{t}|^{p}\varphi^{2}\rangle+\int\langle A(df,df)_{t},f_{t}|f_{t}|^{p}\varphi^{2}\rangle
=|ft|2|ft|pφ2ft,ftp|ft|p2φ2ft,ft\displaystyle=-\int|\nabla f_{t}|^{2}|f_{t}|^{p}\varphi^{2}-\int\langle\nabla f_{t},f_{t}\rangle p|f_{t}|^{p-2}\varphi^{2}\langle\nabla f_{t},f_{t}\rangle
2ft,ft|ft|pφφ+DA(df,df)ft,ft|ft|pφ2\displaystyle\qquad-2\int\langle\nabla f_{t},f_{t}\rangle|f_{t}|^{p}\varphi\nabla\varphi+\int\langle DA(df,df)\cdot f_{t},f_{t}|f_{t}|^{p}\varphi^{2}\rangle
+A(dft,df),ft|ft|pφ2\displaystyle\qquad+\int\langle A(df_{t},df),f_{t}|f_{t}|^{p}\varphi^{2}\rangle
=|ft|2|ft|pφ2p|ft,ft|2|ft|p2φ2\displaystyle=-\int|\nabla f_{t}|^{2}|f_{t}|^{p}\varphi^{2}-p\int|\langle\nabla f_{t},f_{t}\rangle|^{2}|f_{t}|^{p-2}\varphi^{2}
+III+IV+V.\displaystyle\qquad+III+IV+V.

Now we have

III\displaystyle III 14|ft|2φ2|ft|p+4|ft|p+2|φ|2\displaystyle\leq\frac{1}{4}\int|\nabla f_{t}|^{2}\varphi^{2}|f_{t}|^{p}+4\int|f_{t}|^{p+2}|\nabla\varphi|^{2}
IV\displaystyle IV CN|df|2|ft|p+2φ2\displaystyle\leq C_{N}\int|df|^{2}|f_{t}|^{p+2}\varphi^{2}
V\displaystyle V CN|ft||df||ft|p+1φ2\displaystyle\leq C_{N}\int|\nabla f_{t}||df||f_{t}|^{p+1}\varphi^{2}
12|ft|2φ2|ft|p+CN22|df|2|ft|p+2φ2.\displaystyle\leq\frac{1}{2}\int|\nabla f_{t}|^{2}\varphi^{2}|f_{t}|^{p}+\frac{C_{N}^{2}}{2}\int|df|^{2}|f_{t}|^{p+2}\varphi^{2}.

On the other hand, LHS becomes

(e2uft)t,ft|ft|pφ2\displaystyle\int\langle(e^{2u}f_{t})_{t},f_{t}|f_{t}|^{p}\varphi^{2}\rangle =1p+2ddte2u|ft|p+2φ2+2p+1p+2e2u|ft|p+2utφ2\displaystyle=\frac{1}{p+2}\frac{d}{dt}\int e^{2u}|f_{t}|^{p+2}\varphi^{2}+2\frac{p+1}{p+2}\int e^{2u}|f_{t}|^{p+2}u_{t}\varphi^{2}
=1p+2ddte2u|ft|p+2φ2+2bp+1p+2|df|2|ft|p+2φ2\displaystyle=\frac{1}{p+2}\frac{d}{dt}\int e^{2u}|f_{t}|^{p+2}\varphi^{2}+2b\frac{p+1}{p+2}\int|df|^{2}|f_{t}|^{p+2}\varphi^{2}
2ap+1p+2e2u|ft|p+2φ2.\displaystyle\qquad-2a\frac{p+1}{p+2}\int e^{2u}|f_{t}|^{p+2}\varphi^{2}.

All together, we have

ddte2u|ft|p+2φ2\displaystyle\frac{d}{dt}\int e^{2u}|f_{t}|^{p+2}\varphi^{2} 2a(p+1)e2u|ft|p+2φ2+4(p+2)|ft|p+2|φ|2\displaystyle\leq 2a(p+1)\int e^{2u}|f_{t}|^{p+2}\varphi^{2}+4(p+2)\int|f_{t}|^{p+2}|\nabla\varphi|^{2}
p+24|ft|2|ft|pφ2\displaystyle\qquad-\frac{p+2}{4}\int|\nabla f_{t}|^{2}|f_{t}|^{p}\varphi^{2}
+((p+2)CN+(p+2)CN222b(p+1))|df|2|ft|p+2φ2.\displaystyle\qquad+\left((p+2)C_{N}+\frac{(p+2)C_{N}^{2}}{2}-2b(p+1)\right)\int|df|^{2}|f_{t}|^{p+2}\varphi^{2}.

By the choice of bb, the last term is negative for all p0p\geq 0. Hence,

ddte2u|ft|p+2φ2\displaystyle\frac{d}{dt}\int e^{2u}|f_{t}|^{p+2}\varphi^{2} 2a(p+1)e2u|ft|p+2φ2+4(p+2)|ft|p+2|φ|2\displaystyle\leq 2a(p+1)\int e^{2u}|f_{t}|^{p+2}\varphi^{2}+4(p+2)\int|f_{t}|^{p+2}|\nabla\varphi|^{2}
B2re2u|ft|p+2φ2(t)\displaystyle\int_{B_{2r}}e^{2u}|f_{t}|^{p+2}\varphi^{2}(t) e2a(p+1)(tt0)\displaystyle\leq e^{2a(p+1)(t-t_{0})}
(B2re2u|ft|p+2φ2(t0)+4(p+2)t0tB2r|ft|p+2|φ|2)\displaystyle\quad\cdot\left(\int_{B_{2r}}e^{2u}|f_{t}|^{p+2}\varphi^{2}(t_{0})+4(p+2)\int_{t_{0}}^{t}\int_{B_{2r}}|f_{t}|^{p+2}|\nabla\varphi|^{2}\right)

by Gronwall’s inequality. ∎

Lemma 6.4.

Let (f,u)(f,u) are solutions of (2b). Assume that

supT2δr2tTE(B2r,t)<ε1.\sup_{T-2\delta r^{2}\leq t\leq T}E(B_{2r},t)<\varepsilon_{1}.

Then for t[Tδr2,T]t\in[T-\delta r^{2},T], we have

(40) B2re2u|ft|2φ2(t)C1(r,δ,t)C2(r,δ,t)ε1\int_{B_{2r}}e^{2u}|f_{t}|^{2}\varphi^{2}(t)\leq C_{1}(r,\delta,t)C_{2}(r,\delta,t)\varepsilon_{1}

where

(41) C1(r,δ,t)\displaystyle C_{1}(r,\delta,t) =42(1+e2at1e2aδr22ar2)\displaystyle=4^{2}\left(1+e^{2at}\frac{1-e^{-2a\delta r^{2}}}{2ar^{2}}\right)
(42) C2(r,δ,t)\displaystyle C_{2}(r,\delta,t) =e6aδr2(1δr2+16(4)2r2e2at).\displaystyle=e^{6a\delta r^{2}}\left(\frac{1}{\delta r^{2}}+\frac{16(4)^{2}}{r^{2}}e^{2at}\right).
Proof.

Suppose φ\varphi be a cut-off function supported on B3r/2B_{3r/2} and φ1\varphi\equiv 1 on BrB_{r} and |φ|4r|\nabla\varphi|\leq\frac{4}{r}. Also, let ψ\psi be a cut-off function supported on B2rB_{2r} and ψ1\psi\equiv 1 on B3r/2B_{3r/2} and |ψ|4r|\nabla\psi|\leq\frac{4}{r}. From (39) for p=0p=0 and using (37), we have

B2re2u|ft|2φ2(t)\displaystyle\int_{B_{2r}}e^{2u}|f_{t}|^{2}\varphi^{2}(t) e2a(tt0)(B2re2u|ft|2φ2(t0)+8t0tB3r/2|ft|2|φ|2)\displaystyle\leq e^{2a(t-t_{0})}\left(\int_{B_{2r}}e^{2u}|f_{t}|^{2}\varphi^{2}(t_{0})+8\int_{t_{0}}^{t}\int_{B_{3r/2}}|f_{t}|^{2}|\nabla\varphi|^{2}\right)
e2a(tt0)(B2re2u|ft|2φ2(t0)+8(4)2r2t0tB2r|ft|2ψ2)\displaystyle\leq e^{2a(t-t_{0})}\left(\int_{B_{2r}}e^{2u}|f_{t}|^{2}\varphi^{2}(t_{0})+\frac{8(4)^{2}}{r^{2}}\int_{t_{0}}^{t}\int_{B_{2r}}|f_{t}|^{2}\psi^{2}\right)
e2a(tt0)B2re2u|ft|2φ2(t0)\displaystyle\leq e^{2a(t-t_{0})}\int_{B_{2r}}e^{2u}|f_{t}|^{2}\varphi^{2}(t_{0})
+e2a(tt0)8(4)2r2e2at42ε1(1+e2ate2at02ar2).\displaystyle\quad+e^{2a(t-t_{0})}\frac{8(4)^{2}}{r^{2}}e^{2at}4^{2}\varepsilon_{1}\left(1+\frac{e^{2at}-e^{2at_{0}}}{2ar^{2}}\right).

Now take t0[tδr2,t]t_{0}\in[t-\delta r^{2},t] such that

B2re2u|ft|2φ2(t0)=mintδr2stB2re2u|ft|2φ2(s).\int_{B_{2r}}e^{2u}|f_{t}|^{2}\varphi^{2}(t_{0})=\min_{t-\delta r^{2}\leq s\leq t}\int_{B_{2r}}e^{2u}|f_{t}|^{2}\varphi^{2}(s).

Then by (36),

B2re2u|ft|2φ2(t0)1δr2tδr2tB2re2u|ft|2φ21δr242ε1(1+e2ate2a(tδr2)2ar2).\int_{B_{2r}}e^{2u}|f_{t}|^{2}\varphi^{2}(t_{0})\leq\frac{1}{\delta r^{2}}\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}e^{2u}|f_{t}|^{2}\varphi^{2}\leq\frac{1}{\delta r^{2}}4^{2}\varepsilon_{1}\left(1+\frac{e^{2at}-e^{2a(t-\delta r^{2})}}{2ar^{2}}\right).

Therefore,

B2re2u|ft|2φ2(t)\displaystyle\int_{B_{2r}}e^{2u}|f_{t}|^{2}\varphi^{2}(t) 42ε1(1+e2ate2at2aδr22ar2)(1δr2+8(4)2r2e2at)e2aδr2.\displaystyle\leq 4^{2}\varepsilon_{1}\left(1+\frac{e^{2at}-e^{2at-2a\delta r^{2}}}{2ar^{2}}\right)\left(\frac{1}{\delta r^{2}}+\frac{8(4)^{2}}{r^{2}}e^{2at}\right)e^{2a\delta r^{2}}.

This completes the proof. ∎

Corollary 6.5.

Under the same assumption as above, we also have

(43) tδr2tB2r|ft|2φ2\displaystyle\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}|\nabla f_{t}|^{2}\varphi^{2} CC1(r,δ,t)C2(r,δ,t)ε1\displaystyle\leq CC_{1}(r,\delta,t)C_{2}(r,\delta,t)\varepsilon_{1}
(44) tδr2tB2r|df|2|ft|2φ2\displaystyle\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}|df|^{2}|f_{t}|^{2}\varphi^{2} CC1(r,δ,t)C2(r,δ,t)ε1.\displaystyle\leq CC_{1}(r,\delta,t)C_{2}(r,\delta,t)\varepsilon_{1}.
Proof.

From the equation (38) with p=0p=0, we can integrate from tδr2t-\delta r^{2} to tt.

B2re2u|ft|2φ2|tδr2t\displaystyle\left.\int_{B_{2r}}e^{2u}|f_{t}|^{2}\varphi^{2}\right|^{t}_{t-\delta r^{2}} 2atδr2tB2re2u|ft|2φ2+8tδr2tB2r|ft|2|φ|2\displaystyle\leq 2a\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}e^{2u}|f_{t}|^{2}\varphi^{2}+8\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}|f_{t}|^{2}|\nabla\varphi|^{2}
12tδr2tB2r|ft|2φ2\displaystyle-\frac{1}{2}\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}|\nabla f_{t}|^{2}\varphi^{2}
+(2CN+CN22b)tδr2tB2r|df|2|ft|2φ2.\displaystyle+\left(2C_{N}+C_{N}^{2}-2b\right)\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}|df|^{2}|f_{t}|^{2}\varphi^{2}.

Hence, we have

12tδr2tB2r|ft|2φ2\displaystyle\frac{1}{2}\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}|\nabla f_{t}|^{2}\varphi^{2} 2C1(r,δ,t)C2(r,δ,t)ε1+2aC1(r,δ,t)ε1+842r2e2atC1(r,δ,t)ε1\displaystyle\leq 2C_{1}(r,\delta,t)C_{2}(r,\delta,t)\varepsilon_{1}+2aC_{1}(r,\delta,t)\varepsilon_{1}+8\frac{4^{2}}{r^{2}}e^{2at}C_{1}(r,\delta,t)\varepsilon_{1}
CC1(r,δ,t)C2(r,δ,t)ε1.\displaystyle\leq CC_{1}(r,\delta,t)C_{2}(r,\delta,t)\varepsilon_{1}.

The other inequality is similar. ∎

6.3. Higher estimate for time derivatives

In this subsection we will get estimate for e2u|ft|4e^{2u}|f_{t}|^{4}. We first build up (p+2)(p+2)-version of Equation 34.

Proposition 6.6.

For solutions (f,u)(f,u) of (2b) and for p1p\geq 1, we have

(45) t1t2B2re2u|ft|p+2φ2\displaystyle\int_{t_{1}}^{t_{2}}\int_{B_{2r}}e^{2u}|f_{t}|^{p+2}\varphi^{2} Ct1t2B2r|fti|2|ft|p1φ2+Ct1t2B2r|ft|p+1|φ|2\displaystyle\leq C\int_{t_{1}}^{t_{2}}\int_{B_{2r}}|f_{ti}|^{2}|f_{t}|^{p-1}\varphi^{2}+C\int_{t_{1}}^{t_{2}}\int_{B_{2r}}|f_{t}|^{p+1}|\nabla\varphi|^{2}
+Ct1t2B2r|df|2|ft|p+1φ2.\displaystyle\quad+C\int_{t_{1}}^{t_{2}}\int_{B_{2r}}|df|^{2}|f_{t}|^{p+1}\varphi^{2}.
Proof.

First note that for any p1p\geq 1, i|ft|p=p|ft|p2fti,ft\nabla_{i}|f_{t}|^{p}=p|f_{t}|^{p-2}\langle f_{ti},f_{t}\rangle. Also, for simplicity, denote =t1t2B2r\int\int=\int_{t_{1}}^{t_{2}}\int_{B_{2r}}. Multiplying τ(f)\tau(f) to (2a) gives

2e2u|ft|2=2fti,fi+i(2ft,fi).2e^{2u}|f_{t}|^{2}=-2\langle f_{ti},f_{i}\rangle+\nabla_{i}(2\langle f_{t},f_{i}\rangle).

Multiplying |ft|pφ2|f_{t}|^{p}\varphi^{2} for p1p\geq 1 and integrating gives

2e2u|ft|p+2φ2\displaystyle 2\int\int e^{2u}|f_{t}|^{p+2}\varphi^{2} =2fti,fi|ft|pφ24ft,fi|ft|pφiφ\displaystyle=-2\int\int\langle f_{ti},f_{i}\rangle|f_{t}|^{p}\varphi^{2}-4\int\int\langle f_{t},f_{i}\rangle|f_{t}|^{p}\varphi\nabla_{i}\varphi
2pft,fiφ2|ft|p2fti,ft\displaystyle\qquad-2p\int\int\langle f_{t},f_{i}\rangle\varphi^{2}|f_{t}|^{p-2}\langle f_{ti},f_{t}\rangle
=I+II+III.\displaystyle=I+II+III.

Now

I\displaystyle I C|fti|2|ft|p1φ2+C|df|2|ft|p+1φ2\displaystyle\leq C\int\int|f_{ti}|^{2}|f_{t}|^{p-1}\varphi^{2}+C\int\int|df|^{2}|f_{t}|^{p+1}\varphi^{2}
II\displaystyle II C|ft|p+1|φ|2+C|df|2|ft|p+1φ2\displaystyle\leq C\int\int|f_{t}|^{p+1}|\nabla\varphi|^{2}+C\int\int|df|^{2}|f_{t}|^{p+1}\varphi^{2}
III\displaystyle III C|fti|2|ft|p1φ2+C|df|2|ft|p+1φ2.\displaystyle\leq C\int\int|f_{ti}|^{2}|f_{t}|^{p-1}\varphi^{2}+C\int\int|df|^{2}|f_{t}|^{p+1}\varphi^{2}.

This completes the proof. ∎

Now we will show the desired estimate.

Proposition 6.7.

Let (f,u)(f,u) are solutions of (2b). Assume that

supT2δr2tTE(B2r,t)<ε1.\sup_{T-2\delta r^{2}\leq t\leq T}E(B_{2r},t)<\varepsilon_{1}.

Then for t[Tδr2,T]t\in[T-\delta r^{2},T], we have

(46) B2re2u|ft|4φ2(t)C3\int_{B_{2r}}e^{2u}|f_{t}|^{4}\varphi^{2}(t)\leq C_{3}

where

(47) C3=CC1(r,δ,t)C2(r,δ,t)3ε1.C_{3}=CC_{1}(r,\delta,t)C_{2}(r,\delta,t)^{3}\varepsilon_{1}.

Note that C3C_{3} depends on r,t,δr,t,\delta.

Proof.

For simplicity, denote C1=C1(r,δ,t)C_{1}=C_{1}(r,\delta,t), C2=C2(r,δ,t)C_{2}=C_{2}(r,\delta,t). Also, denote CC for any number appeared in computations. Suppose φ\varphi be a cut-off function supported on B3r/2B_{3r/2} and φ1\varphi\equiv 1 on BrB_{r} and |φ|4r|\nabla\varphi|\leq\frac{4}{r}. Also, let ψ\psi be a cut-off function supported on B2rB_{2r} and ψ1\psi\equiv 1 on B3r/2B_{3r/2} and |ψ|4r|\nabla\psi|\leq\frac{4}{r}. Let t1=tδr2t_{1}=t-\delta r^{2} and t2=tt_{2}=t.

The proof consists of several steps, increasing power of |ft||f_{t}|.

Step 1. Estimate for e2u|ft|3φ2\int\int e^{2u}|f_{t}|^{3}\varphi^{2}.

From (45) with p=1p=1 and using (37), (43) and (44), we have

(48) tδr2tB2re2u|ft|3φ2CC1C2ε1\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}e^{2u}|f_{t}|^{3}\varphi^{2}\leq CC_{1}C_{2}\varepsilon_{1}

and

(49) tδr2tB2r|ft|3φ2e2atCC1C2ε1.\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}|f_{t}|^{3}\varphi^{2}\leq e^{2at}CC_{1}C_{2}\varepsilon_{1}.

Step 2. Estimate for e2u|ft|3φ2\int e^{2u}|f_{t}|^{3}\varphi^{2}.

Now let t0[tδr2,t]t_{0}\in[t-\delta r^{2},t] be such that

B2re2u|ft|3φ2(t0)=mintδr2stB2re2u|ft|3φ2(s).\int_{B_{2r}}e^{2u}|f_{t}|^{3}\varphi^{2}(t_{0})=\min_{t-\delta r^{2}\leq s\leq t}\int_{B_{2r}}e^{2u}|f_{t}|^{3}\varphi^{2}(s).

From (39) with p=1p=1 and using (48) and (49), we have

B2re2u|ft|3φ2(t)\displaystyle\int_{B_{2r}}e^{2u}|f_{t}|^{3}\varphi^{2}(t) e4aδr2(B2re2u|ft|3φ2(t0)+12t0tB3r/2|ft|3|φ|2)\displaystyle\leq e^{4a\delta r^{2}}\left(\int_{B_{2r}}e^{2u}|f_{t}|^{3}\varphi^{2}(t_{0})+12\int_{t_{0}}^{t}\int_{B_{3r/2}}|f_{t}|^{3}|\nabla\varphi|^{2}\right)
e4aδr2(1δr2tδr2tB2re2u|ft|3φ2+1242r2tδr2tB2r|ft|3ψ2)\displaystyle\leq e^{4a\delta r^{2}}\left(\frac{1}{\delta r^{2}}\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}e^{2u}|f_{t}|^{3}\varphi^{2}+12\frac{4^{2}}{r^{2}}\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}|f_{t}|^{3}\psi^{2}\right)
e4aδr2(1δr2CC1C2ε1+1242r2e2atCC1C2ε1)\displaystyle\leq e^{4a\delta r^{2}}\left(\frac{1}{\delta r^{2}}CC_{1}C_{2}\varepsilon_{1}+12\frac{4^{2}}{r^{2}}e^{2at}CC_{1}C_{2}\varepsilon_{1}\right)
=CC1C2ε1(1δr2+12(4)2r2e2at)e4aδr2.\displaystyle=CC_{1}C_{2}\varepsilon_{1}\left(\frac{1}{\delta r^{2}}+\frac{12(4)^{2}}{r^{2}}e^{2at}\right)e^{4a\delta r^{2}}.

So, simply,

(50) B2re2u|ft|3φ2(t)CC1C22ε1.\int_{B_{2r}}e^{2u}|f_{t}|^{3}\varphi^{2}(t)\leq CC_{1}C_{2}^{2}\varepsilon_{1}.

Step 3. Estimate for |ft|2|ft|φ2\int\int|\nabla f_{t}|^{2}|f_{t}|\varphi^{2} and |df|2|ft|3φ2\int\int|df|^{2}|f_{t}|^{3}\varphi^{2}.

From (38) with p=1p=1, we can integrate from tδr2t-\delta r^{2} to tt.

B2re2u|ft|3φ2|tδr2t\displaystyle\left.\int_{B_{2r}}e^{2u}|f_{t}|^{3}\varphi^{2}\right|^{t}_{t-\delta r^{2}} 4atδr2tB2re2u|ft|3φ2+12tδr2tB2r|ft|3|φ|2\displaystyle\leq 4a\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}e^{2u}|f_{t}|^{3}\varphi^{2}+12\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}|f_{t}|^{3}|\nabla\varphi|^{2}
34tδr2tB2r|ft|2|ft|φ2\displaystyle-\frac{3}{4}\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}|\nabla f_{t}|^{2}|f_{t}|\varphi^{2}
+(3CN+3CN224b)tδr2tB2r|df|2|ft|3φ2.\displaystyle+\left(3C_{N}+\frac{3C_{N}^{2}}{2}-4b\right)\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}|df|^{2}|f_{t}|^{3}\varphi^{2}.

Note that 3CN+3CN224b<03C_{N}+\frac{3C_{N}^{2}}{2}-4b<0. Now, from (48), (49), and (50), we have

34tδr2tB2r|ft|2|ft|φ2\displaystyle\frac{3}{4}\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}|\nabla f_{t}|^{2}|f_{t}|\varphi^{2} 2CC1C22ε1+4aCC1C2ε1+1242r2e2atCC1C2ε1\displaystyle\leq 2CC_{1}C_{2}^{2}\varepsilon_{1}+4aCC_{1}C_{2}\varepsilon_{1}+12\frac{4^{2}}{r^{2}}e^{2at}CC_{1}C_{2}\varepsilon_{1}
CC1C22ε1.\displaystyle\leq CC_{1}C_{2}^{2}\varepsilon_{1}.

So, we have

(51) tδr2tB2r|ft|2|ft|φ2CC1C22ε1.\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}|\nabla f_{t}|^{2}|f_{t}|\varphi^{2}\leq CC_{1}C_{2}^{2}\varepsilon_{1}.

Similarly,

(52) tδr2tB2r|df|2|ft|3φ2CC1C22ε1.\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}|df|^{2}|f_{t}|^{3}\varphi^{2}\leq CC_{1}C_{2}^{2}\varepsilon_{1}.

Step 4. Estimate for e2u|ft|4φ2\int\int e^{2u}|f_{t}|^{4}\varphi^{2}.

From (45) with p=2p=2 and using (49), (51) and (52), we have

(53) tδr2tB2re2u|ft|4φ2CC1C22ε1\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}e^{2u}|f_{t}|^{4}\varphi^{2}\leq CC_{1}C_{2}^{2}\varepsilon_{1}

and

(54) tδr2tB2r|ft|4φ2e2atCC1C22ε1.\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}|f_{t}|^{4}\varphi^{2}\leq e^{2at}CC_{1}C_{2}^{2}\varepsilon_{1}.

Step 5. Estimate for e2u|ft|4φ2\int e^{2u}|f_{t}|^{4}\varphi^{2}.

Now let t0[tδr2,t]t_{0}\in[t-\delta r^{2},t] be such that

B2re2u|ft|4φ2(t0)=mintδr2stB2re2u|ft|4φ2(s).\int_{B_{2r}}e^{2u}|f_{t}|^{4}\varphi^{2}(t_{0})=\min_{t-\delta r^{2}\leq s\leq t}\int_{B_{2r}}e^{2u}|f_{t}|^{4}\varphi^{2}(s).

From (39) with p=2p=2 and using (53) and (54), we have

B2re2u|ft|4φ2(t)\displaystyle\int_{B_{2r}}e^{2u}|f_{t}|^{4}\varphi^{2}(t) e6aδr2(B2re2u|ft|4φ2(t0)+16t0tB3r/2|ft|4|φ|2)\displaystyle\leq e^{6a\delta r^{2}}\left(\int_{B_{2r}}e^{2u}|f_{t}|^{4}\varphi^{2}(t_{0})+16\int_{t_{0}}^{t}\int_{B_{3r/2}}|f_{t}|^{4}|\nabla\varphi|^{2}\right)
e6aδr2(1δr2tδr2tB2re2u|ft|4φ2+1642r2tδr2tB2r|ft|3ψ2)\displaystyle\leq e^{6a\delta r^{2}}\left(\frac{1}{\delta r^{2}}\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}e^{2u}|f_{t}|^{4}\varphi^{2}+16\frac{4^{2}}{r^{2}}\int_{t-\delta r^{2}}^{t}\int_{B_{2r}}|f_{t}|^{3}\psi^{2}\right)
e6aδr2(1δr2CC1C22ε1+1642r2e2atCC1C22ε1)\displaystyle\leq e^{6a\delta r^{2}}\left(\frac{1}{\delta r^{2}}CC_{1}C_{2}^{2}\varepsilon_{1}+16\frac{4^{2}}{r^{2}}e^{2at}CC_{1}C_{2}^{2}\varepsilon_{1}\right)
=CC1C22ε1(1δr2+16(4)2r2e2at)e6aδr2.\displaystyle=CC_{1}C_{2}^{2}\varepsilon_{1}\left(\frac{1}{\delta r^{2}}+\frac{16(4)^{2}}{r^{2}}e^{2at}\right)e^{6a\delta r^{2}}.

So, simply,

B2re2u|ft|4φ2(t)CC1C23ε1.\int_{B_{2r}}e^{2u}|f_{t}|^{4}\varphi^{2}(t)\leq CC_{1}C_{2}^{3}\varepsilon_{1}.

Remark 6.8.

We can keep going on to get bounds for B2re2u|ft|nφ2(t)C3(n)\int_{B_{2r}}e^{2u}|f_{t}|^{n}\varphi^{2}(t)\leq C_{3}(n) for any nn. However, these bounds blow up to infinity as nn\rightarrow\infty.

7. W2,2W^{2,2} and gradient estimate

In this section we will get W2,2W^{2,2} estimate and gradient estimate for the solution ff of (2a). For simplicity, denote k,p=Wk,p(B2r)\|\cdot\|_{k,p}=\|\cdot\|_{W^{k,p}(B_{2r})} and p=0,p\|\cdot\|_{p}=\|\cdot\|_{0,p}. First observe the following.

Lemma 7.1.

Let uu be a solution of (2b). For p>2p>2 and for any r>0r>0,

(55) B2repuφr(t)B2repuφr(t0)+2b2(p2)pat0tB2r|df|pφr.\int_{B_{2r}}e^{pu}\varphi^{r}(t)\leq\int_{B_{2r}}e^{pu}\varphi^{r}(t_{0})+\frac{2b^{2}(p-2)}{pa}\int_{t_{0}}^{t}\int_{B_{2r}}|df|^{p}\varphi^{r}.
Proof.

Note that

t(epu)=pepuut=pbe(p2)u|df|2paepu.\partial_{t}(e^{pu})=pe^{pu}u_{t}=pbe^{(p-2)u}|df|^{2}-pae^{pu}.

So, multiplying φr\varphi^{r} and integrating over B2rB_{2r} gives

ddtB2repuφr\displaystyle\frac{d}{dt}\int_{B_{2r}}e^{pu}\varphi^{r} =pbB2re(p2)u|df|2φrpaB2repuφr\displaystyle=pb\int_{B_{2r}}e^{(p-2)u}|df|^{2}\varphi^{r}-pa\int_{B_{2r}}e^{pu}\varphi^{r}
bλ(p2)B2repuφr+2bλ1B2r|df|pφrpaB2repuφr\displaystyle\leq b\lambda(p-2)\int_{B_{2r}}e^{pu}\varphi^{r}+2b\lambda^{-1}\int_{B_{2r}}|df|^{p}\varphi^{r}-pa\int_{B_{2r}}e^{pu}\varphi^{r}
=2b2(p2)paB2r|df|pφr\displaystyle=\frac{2b^{2}(p-2)}{pa}\int_{B_{2r}}|df|^{p}\varphi^{r}

by Young’s inequality with weight λ=pab(p2)\lambda=\frac{pa}{b(p-2)}. Hence, by integrating, we obtain the result. ∎

Lemma 7.2.

Let ff be any smooth function and let φC0(B2r)\varphi\in C^{\infty}_{0}(B_{2r}) be a cut-off function. Then for any r>1r>1 and p2p\geq 2, we have

(56) |df|rφpC|df|r1pfφ2,2.\|\,|df|^{r}\varphi\|_{p}\leq C\|\,|df|^{r-1}\|_{p}\|f\varphi\|_{2,2}.
Proof.

Let 1s<21\leq s<2 be such that p=2s(2s)p=2s(2-s). By Sobolev embedding,

|df|rφp\displaystyle\|\,|df|^{r}\varphi\|_{p} C(|df|rφ)s\displaystyle\leq C\|\nabla(|df|^{r}\varphi)\|_{s}
C|df|r1(|df|φ)s\displaystyle\leq C\||df|^{r-1}\nabla(|df|\varphi)\|_{s}
C|df|r1pfφ2,2.\displaystyle\leq C\|\,|df|^{r-1}\|_{p}\|f\varphi\|_{2,2}.

Next, we will show W2,2W^{2,2} estimate.

Proposition 7.3.

Let (f,u)(f,u) are solutions of (2b). Then there exists ε1>0\varepsilon_{1}>0 such that the following holds:

Assume that

supT2δr2tTE(B2r,t)ε1,B2r×{T2δr2}e6uε1.\sup_{T-2\delta r^{2}\leq t\leq T}E(B_{2r},t)\leq\varepsilon_{1},\qquad\int_{B_{2r}\times\{T-2\delta r^{2}\}}e^{6u}\leq\varepsilon_{1}.

Then for t[Tδr2,T]t\in[T-\delta r^{2},T], we have

(57) fφ2,2C4=C4(r,δ,T,ε1,CN)\|f\varphi\|_{2,2}\leq C_{4}=C_{4}(r,\delta,T,\varepsilon_{1},C_{N})

where

C4=(CC3ε1+Cε14)1/4(1+C3ε1δr2exp(C3ε1δr2))1/4.C_{4}=\left(CC_{3}\varepsilon_{1}+C\varepsilon_{1}^{4}\right)^{1/4}\left(1+C_{3}\varepsilon_{1}\delta r^{2}\exp(C_{3}\varepsilon_{1}\delta r^{2})\right)^{1/4}.
Proof.

Suppose φ\varphi be a cut-off function supported on B3r/2B_{3r/2} and φ1\varphi\equiv 1 on BrB_{r} and |φ|4r|\nabla\varphi|\leq\frac{4}{r}. Also, let ψ\psi be a cut-off function supported on B2rB_{2r} and ψ1\psi\equiv 1 on B3r/2B_{3r/2} and |ψ|4r|\nabla\psi|\leq\frac{4}{r}. Let t0=T2δr2t_{0}=T-2\delta r^{2}.

Without loss of generality, assume Ωf=0\int_{\Omega}f=0. Then we have, by Poincare,

fpCpdfp.\|f\|_{p}\leq C_{p}\|df\|_{p}.

From the equation Δf+A(df,df)=e2uft\Delta f+A(df,df)=e^{2u}f_{t}, multiplying φ\varphi and arranging terms gives

|Δ(fφ)|\displaystyle|\Delta(f\varphi)| |A(df,df)φ|+|e2uftφ|+k(φ)(|f|+|df|)\displaystyle\leq|A(df,df)\varphi|+|e^{2u}f_{t}\varphi|+k(\varphi)(|f|+|df|)
CN||df|2φ|+|e2uftφ|+k(φ)(|f|+|df|).\displaystyle\leq C_{N}|\,|df|^{2}\varphi|+|e^{2u}f_{t}\varphi|+k(\varphi)(|f|+|df|).

By the LpL^{p} estimate, we have

(58) fφ2,pC(CN|df|2φp+e2u|ft|φp+dfp)\|f\varphi\|_{2,p}\leq C\left(C_{N}\|\,|df|^{2}\varphi\|_{p}+\|e^{2u}|f_{t}|\varphi\|_{p}+\|df\|_{p}\right)

where the constant CC only depends on pp and rr.

Now let p=2p=2. Note that, by (46) and (55),

e2u|ft|φ24\displaystyle\|e^{2u}|f_{t}|\varphi\|_{2}^{4} =(B2re4u|ft|2φ2)2\displaystyle=\left(\int_{B_{2r}}e^{4u}|f_{t}|^{2}\varphi^{2}\right)^{2}
(B3r/2e2u|ft|4)(B2re6uφ4)\displaystyle\leq\left(\int_{B_{3r/2}}e^{2u}|f_{t}|^{4}\right)\left(\int_{B_{2r}}e^{6u}\varphi^{4}\right)
(B2re2u|ft|4ψ2)(B2re6uφ4)\displaystyle\leq\left(\int_{B_{2r}}e^{2u}|f_{t}|^{4}\psi^{2}\right)\left(\int_{B_{2r}}e^{6u}\varphi^{4}\right)
C3(B2re6uφ4(t0)+8b26at0tB2r|df|6φ4)\displaystyle\leq C_{3}\left(\int_{B_{2r}}e^{6u}\varphi^{4}(t_{0})+\frac{8b^{2}}{6a}\int_{t_{0}}^{t}\int_{B_{2r}}|df|^{6}\varphi^{4}\right)
C3ε1+C3t0tB2r|df|6φ4.\displaystyle\leq C_{3}\varepsilon_{1}+C_{3}\int_{t_{0}}^{t}\int_{B_{2r}}|df|^{6}\varphi^{4}.

Now applying Lemma 7.2 with r=3/2r=3/2,q=4q=4 gives

(B2r|df|6φ4)1/4\displaystyle\left(\int_{B_{2r}}|df|^{6}\varphi^{4}\right)^{1/4} =|df|3/2φ4C|df|1/24fφ2,2\displaystyle=\|\,|df|^{3/2}\varphi\|_{4}\leq C\|\,|df|^{1/2}\|_{4}\|f\varphi\|_{2,2}
Cε11/4fφ2,2.\displaystyle\leq C\varepsilon_{1}^{1/4}\|f\varphi\|_{2,2}.

On the other hand, applying Lemma 7.2 with r=2r=2, q=2q=2 gives

|df|2φ2Cdf2fφ2,2Cε11/2fφ2,2.\|\,|df|^{2}\varphi\|_{2}\leq C\|df\|_{2}\|f\varphi\|_{2,2}\leq C\varepsilon_{1}^{1/2}\|f\varphi\|_{2,2}.

All together, we have

fφ2,24CCN4ε12fφ2,24+CC3ε1+CC3ε1t0tfφ2,2+Cε14\|f\varphi\|_{2,2}^{4}\leq CC_{N}^{4}\varepsilon_{1}^{2}\|f\varphi\|_{2,2}^{4}+CC_{3}\varepsilon_{1}+CC_{3}\varepsilon_{1}\int_{t_{0}}^{t}\|f\varphi\|_{2,2}+C\varepsilon_{1}^{4}

Let X=fφ2,24X=\|f\varphi\|_{2,2}^{4}. Then the above equation becomes

(1CCN4ε12)XCC3ε1+Cε14+C3ε1t0tX.(1-CC_{N}^{4}\varepsilon_{1}^{2})X\leq CC_{3}\varepsilon_{1}+C\varepsilon_{1}^{4}+C_{3}\varepsilon_{1}\int_{t_{0}}^{t}X.

So, if ε1\varepsilon_{1} is small enough so that 1CCN4ε12>1/21-CC_{N}^{4}\varepsilon_{1}^{2}>1/2, then by Gronwall’s inequality, we have

fφ2,24\displaystyle\|f\varphi\|_{2,2}^{4} (CC3ε1+Cε14)(1+C3ε1(tt0)exp(C3ε1(tt0)))\displaystyle\leq\left(CC_{3}\varepsilon_{1}+C\varepsilon_{1}^{4}\right)\left(1+C_{3}\varepsilon_{1}(t-t_{0})\exp(C_{3}\varepsilon_{1}(t-t_{0}))\right)
(CC3ε1+Cε14)(1+C3ε1δr2exp(C3ε1δr2)).\displaystyle\leq\left(CC_{3}\varepsilon_{1}+C\varepsilon_{1}^{4}\right)\left(1+C_{3}\varepsilon_{1}\delta r^{2}\exp(C_{3}\varepsilon_{1}\delta r^{2})\right).

This completes the proof. ∎

From Sobolev embedding, we now have, for t[Tδr2,T]t\in[T-\delta r^{2},T],

(59) fφ1,pC4\|f\varphi\|_{1,p}\leq C_{4}

for any p>1p>1.

Now we will show gradient estimate. This can be achieved by obtaining better estimate than W2,2W^{2,2}, say W2,3W^{2,3}.

Proposition 7.4.

Assume the same as in 7.3. In addition, we assume that

B2r×{T2δr2}e18uε1.\int_{B_{2r}\times\{T-2\delta r^{2}\}}e^{18u}\leq\varepsilon_{1}.

Then for t[Tδr2,T]t\in[T-\delta r^{2},T], we have

(60) fφ2,3C5=C5(r,δ,T,ε1,CN)\|f\varphi\|_{2,3}\leq C_{5}=C_{5}(r,\delta,T,\varepsilon_{1},C_{N})

where

C5=C(CNC42+C31/12ε11/12+C31/12δ1/12r1/6C43/2+C4).C_{5}=C\left(C_{N}C_{4}^{2}+C_{3}^{1/12}\varepsilon_{1}^{1/12}+C_{3}^{1/12}\delta^{1/12}r^{1/6}C_{4}^{3/2}+C_{4}\right).

In particular,

(61) supBr|df|C5.\sup_{B_{r}}|df|\leq C_{5}.
Proof.

By Equation 59, we have uniform bound for |df|p|df|^{p} for any pp. Now from equation (58), we have

fφ2,pC(CNdf2p2+e2u|ft|φp+dfp).\|f\varphi\|_{2,p}\leq C\left(C_{N}\|\,df\|_{2p}^{2}+\|e^{2u}|f_{t}|\varphi\|_{p}+\|df\|_{p}\right).

Now let p=3p=3 and t0=T2δr2t_{0}=T-2\delta r^{2}. Then we have, using (55) and Equation 59,

e2u|ft|φ312\displaystyle\|e^{2u}|f_{t}|\varphi\|_{3}^{12} eu/2|ft|φ412e3u/21212\displaystyle\leq\|e^{u/2}|f_{t}|\varphi\|_{4}^{12}\|e^{3u/2}\|_{12}^{12}
C3B2re18u\displaystyle\leq C_{3}\int_{B_{2r}}e^{18u}
C3(B2re18u(t0)+Ct0tB2r|df|18)\displaystyle\leq C_{3}\left(\int_{B_{2r}}e^{18u}(t_{0})+C\int_{t_{0}}^{t}\int_{B_{2r}}|df|^{18}\right)
C3ε1+CC3δr2C418.\displaystyle\leq C_{3}\varepsilon_{1}+CC_{3}\delta r^{2}C_{4}^{18}.

Applying Equation 59 completes the proof. ∎

8. Global weak solution

In this section, we will prove the main theorem 1.1.

Lemma 8.1.

There exists ε1>0\varepsilon_{1}>0 such that if (f,u)(f,u) be a smooth solution of (2b) on B2r×[T2δr2,T]B_{2r}\times[T-2\delta r^{2},T] and

(62) supT2δr2tTE(B2r,t)ε1 and B2r×{T2δr2}e18uε1,\sup_{T-2\delta r^{2}\leq t\leq T}E(B_{2r},t)\leq\varepsilon_{1}\quad\textrm{ and }\quad\int_{B_{2r}\times\{T-2\delta r^{2}\}}e^{18u}\leq\varepsilon_{1},

then Hölder norms of f,uf,u and their derivatives are all bounded by constants only depending on T,r,δ,ε1,CNT,r,\delta,\varepsilon_{1},C_{N}.

Proof.

By the sup bound of |df||df|, we have e2u(f)e2aTe^{-2u(f)}\leq e^{2aT} and

e2u(f)\displaystyle e^{-2u(f)} =e2at1+2b0te2as|df|2(x,s)𝑑se2at1+2bM2e2at12a\displaystyle=\frac{e^{2at}}{1+2b\int_{0}^{t}e^{2as}|df|^{2}(x,s)ds}\geq\frac{e^{2at}}{1+2b{M^{\prime}}^{2}\frac{e^{2at}-1}{2a}}
11+baM2.\displaystyle\geq\frac{1}{1+\frac{b}{a}{M^{\prime}}^{2}}.

Hence the operator te2uΔ\partial_{t}-e^{-2u}\Delta is uniformly parabolic on [0,T0)[0,T_{0}).

Similar in proof of Theorem 5.2, we conclude the desired estimate. ∎

Proof.

(Proof of Theorem 1.1) First consider f0f_{0} is smooth. By Theorem 5.2, there exists a smooth solution in (Σ×[0,T))(\Sigma\times[0,T)) for some T>0T>0. Let T1T_{1} be the maximal existence time. If T1=T_{1}=\infty then we obtain global solution which is smooth everywhere. So suppose T1<T_{1}<\infty.

If we have lim suptT1E(B2r(x),t)ε1\limsup_{t\nearrow T_{1}}E(B_{2r}(x),t)\leq\varepsilon_{1} for any xΣx\in\Sigma and r>0r>0, then by above lemma Hölder norms of f,uf,u and their derivatives are all bounded, hence f,uf,u can be extended beyond the time T1T_{1}. This contradicts with maximality of T1T_{1}. So there should be a point xΣx\in\Sigma such that

lim suptT1E(B2r(x),t)>ε1.\limsup_{t\nearrow T_{1}}E(B_{2r}(x),t)>\varepsilon_{1}.

Since the total energy is finite, there are at most finitely many such points {x1,,xk1}\{x_{1},\cdots,x_{k_{1}}\}. Then by above lemma, we get smooth solution (f1,u1)(f_{1},u_{1}) on Σ×[0,T]{(xi1,T1)}i=1,,k1\Sigma\times[0,T]\setminus\{(x_{i}^{1},T_{1})\}_{i=1,\cdots,k_{1}}. If we denote f(x,T1)f(x,T_{1}) and u(x,T1)u(x,T_{1}) as the weak limit of f(x,t)f(x,t) and u(x,t)u(x,t) as tT1t\nearrow T_{1}, then f(t),u(t)f(t),u(t) converges to f(T1),u(T1)f(T_{1}),u(T_{1}) strongly in Wloc1,2(Σ{xi1})W^{1,2}_{loc}(\Sigma\setminus\{x_{i}^{1}\}).

Next, denote g1=e2u1(x,T1)g0g_{1}=e^{2u_{1}(x,T_{1})}g_{0} and consider the flow (2b) with initial map f1f_{1} and initial metric g1g_{1}. As above, there is a smooth solution (f2,u2)(f_{2},u_{2}) on Σ×[0,T2]{(xi2,T2)}i=1,,k2\Sigma\times[0,T_{2}]\setminus\{(x_{i}^{2},T_{2})\}_{i=1,\cdots,k_{2}}. From these we can set up a smooth solution (f,u)(f,u) on Σ×[0,T1+T2]\Sigma\times[0,T_{1}+T_{2}] which is smooth except {(xi1,T1)}{(xi2,T2)}\{(x_{i}^{1},T_{1})\}\cup\{(x_{i}^{2},T_{2})\}. Iterate this process to obtain global solution with exception points, which are at most finitely many because the total energy is finite.

9. Finite time singularity

As the conformal heat flow is developed to postpone the finite time singularity, it is expected to have no finite time singularity. In this section we will discuss few remarks about finite time singularity.

Recall the following

Lemma 9.1.

([23]) There exist a compact target manifold NN, a smooth map f0:DNf_{0}:D\to N and ε>0\varepsilon>0 such that every smooth map f:DNf:D\to N homotopic to v0v_{0} fails to be harmonic. If furthermore E(f)E(f0)E(f)\leq E(f_{0}), then

D|τ(f)|2ε.\int_{D}|\tau(f)|^{2}\geq\varepsilon.

Together with energy decreasing property of harmonic map heat flow f(t)f(t), the above lemma implies that no heat flow starting with initial map f1f_{1} homotopic to f0f_{0} above can be smooth after the time t=E(f1)εt=\frac{E(f_{1})}{\varepsilon}.

This argument can be avoided in conformal heat flow. From (4), we have

E(0)E(t)=0tDe2u|τ(f(t))|2.E(0)-E(t)=\int_{0}^{t}\int_{D}e^{-2u}|\tau(f(t))|^{2}.

So, if uu is large, De2u|τ(f(t))|2\int_{D}e^{-2u}|\tau(f(t))|^{2} can be smaller than ε\varepsilon even if D|τ(f(t))|2>ε\int_{D}|\tau(f(t))|^{2}>\varepsilon.

The proof of the above lemma relies on no-neck property of approximate harmonic map with τL20\|\tau\|_{L^{2}}\to 0. And the assumption τL20\|\tau\|_{L^{2}}\to 0 is essential in the no-neck property as there is a counter example of Parker without the assumption. The conformal heat flow makes the tension field converge to zero with different scale. Hence the information about the converging scale of the tension field will play an important role in the property of the flow.

Acknowledgement

The author would like to thanks Armin Schikorra and Thomas Parker for valuable comments and advice.

References