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Entire solutions of two-convex Lagrangian
mean curvature flows

Chung-Jun Tsai Department of Mathematics, National Taiwan University, Taipei 10617, Taiwan [email protected] Mao-Pei Tsui Department of Mathematics, National Taiwan University, Taipei 10617, Taiwan [email protected]  and  Mu-Tao Wang Department of Mathematics, Columbia University, New York, NY 10027, USA [email protected]
(Date: \usdate)
Abstract.

Given an entire C2C^{2} function uu on n\mathbb{R}^{n}, we consider the graph of DuDu as a Lagrangian submanifold of 2n\mathbb{R}^{2n}, and deform it by the mean curvature flow in 2n\mathbb{R}^{2n}. This leads to the special Lagrangian evolution equation, a fully nonlinear Hessian type PDE. We prove long-time existence and convergence results under a 2-positivity assumption of (I+(D2u)2)1D2u(I+(D^{2}u)^{2})^{-1}D^{2}u. Such results were previously known only under the stronger assumption of positivity of D2uD^{2}u.

C.-J. Tsai is supported in part by the National Science and Technology Council grants 112-2636-M-002-003 and 112-2628-M-002-004-MY4. M.-P. Tsui is supported in part by the National Science and Technology Council grants 109-2115-M-002-006 and 112-2115-M-002-015-MY3. This material is based upon work supported by the National Science Foundation under Grant Numbers DMS-1810856 and DMS-2104212 (Mu-Tao Wang). Part of this work was carried out when M.-T. Wang was visiting the National Center of Theoretical Sciences.

1. Introduction

Fundamental to a fully nonlinear Hessian type partial differential equation is the convexity assumption, which guarantees ellipticity or parabolicity and facilitates essential regularity estimates. Among these equations, the special Lagrangian equation is rather unique in that the variational structure always implies ellipticity or parabolicity without the need of any convexity assumption. Still most previous results were obtained under the convexity condition or its equivalence. In [TTW22l], a substantial improvement was achieved by removing the convexity assumption and replacing it by the two-convexity assumption. The main purpose of this paper is to extend results in [TTW22l] from the compact setting to the non-compact global setting. Essential difficulties of this extension were dealt with by several new ingredients in this article. These include two new evolution equations (Proposition 4.1 and Proposition 4.2) which allow us to localize estimates in [TTW22l] in the global setting. There is also a new regularization procedure that works without the convexity assumption. In particular, new non-convex self-expanders of Lagrangian mean curvature flows were discovered.

Given an entire C2C^{2} function u0u_{0} on n\mathbb{R}^{n}, we consider the graph of Du0Du_{0} as a Lagrangian submanifold of 2n\mathbb{R}^{2n} and deform it by the mean curvature flow, which corresponds to the following initial value problem for the potential function uu:

ut=11logdet(𝐈+1D2u)det(𝐈+(D2u)2)with u(x,0)=u0(x).\displaystyle\begin{split}\frac{\partial u}{\partial t}&=\frac{1}{\sqrt{-1}}\log\frac{\det(\mathbf{I}+\sqrt{-1}D^{2}u)}{\sqrt{\det(\mathbf{I}+(D^{2}u)^{2})}}\\ \text{with }&u(x,0)=u_{0}(x)~{}.\end{split} (1.1)

As remarked above, this is a fully nonlinear Hessian type parabolic equation. We assume that u0u_{0} is 2-convex, which is a 2-positivity assumption in terms of (I+(D2u0)2)1D2u0(I+(D^{2}u_{0})^{2})^{-1}D^{2}u_{0}(see Definition 2.1 for the definition in terms of the eigenvalues of D2u0D^{2}u_{0}). This is a natural quantity as it corresponds to the Hessian of uu as measured with respect to the induced metric on the corresponds Lagrangian submanifold.

The main result of this paper is the following long-time existence result.

Theorem 1.1 (Theorem 5.6).

Let u0C2(n)u_{0}\in C^{2}(\mathbb{R}^{n}) be a 22-convex function with supxn|D2u0|2c\sup_{x\in\mathbb{R}^{n}}|D^{2}u_{0}|^{2}\leq c for some c>0c>0. Then, (1.1) admits a unique solution u(x,t)u(x,t) in the space C0(n×[0,))C(n×(0,))C^{0}(\mathbb{R}^{n}\times[0,\infty))\cap C^{\infty}(\mathbb{R}^{n}\times(0,\infty)) such that

  • for any t>0t>0, uu is 22-convex;

  • there exists c=c(c)>0c_{\ell}=c_{\ell}(c)>0 for any 2\ell\geq 2 such that supxn|Du|2ct2\sup_{x\in\mathbb{R}^{n}}|D^{\ell}u|^{2}\leq c_{\ell}t^{2-\ell} for any t>0t>0.

Depending on the asymptotic behavior of the initial data, we prove the following convergence theorems.

Theorem 1.2 (Theorem 6.1).

Let u0C2(n)u_{0}\in C^{2}(\mathbb{R}^{n}) be a 22-convex function with supxn|D2u0|2c\sup_{x\in\mathbb{R}^{n}}|D^{2}u_{0}|^{2}\leq c for some c>0c>0. Denote by u(x,t)u(x,t) the solution to (1.1) with u(x,0)=u0(x)u(x,0)=u_{0}(x) given by Theorem 1.1. Suppose that there exists a constant c1>0c_{1}>0 so that |Du0|2c1|Du_{0}|^{2}\leq c_{1} on n\mathbb{R}^{n}. Then, there exists an an\vec{a}\in\mathbb{R}^{n} such that Du(x,t)Du(x,t) converges to the constant map from n\mathbb{R}^{n} to a\vec{a} in Cloc(n,n)C^{\infty}_{\text{loc}}(\mathbb{R}^{n},\mathbb{R}^{n}).

In other words, Lu={(x,Du(x,t)):xn}L_{u}=\{(x,Du(x,t)):x\in\mathbb{R}^{n}\} converges locally smoothly to n×{a}\mathbb{R}^{n}\times\{\vec{a}\} as tt\to\infty.

Theorem 1.3 (Theorem 6.2).

Let u0C2(n)u_{0}\in C^{2}(\mathbb{R}^{n}) be a 22-convex function with supxn|D2u0|2c\sup_{x\in\mathbb{R}^{n}}|D^{2}u_{0}|^{2}\leq c for some c>0c>0, and

limμu0(μx)μ2\displaystyle\lim_{\mu\to\infty}\frac{u_{0}(\mu x)}{\mu^{2}} =U0(x),\displaystyle=U_{0}(x)~{},

for some U0(x)U_{0}(x). Let u(x,t)u(x,t) be the solution to (1.1) given by Theorem 1.1. Then, u(μx,μ2t)/μ2u(\mu x,\mu^{2}t)/\mu^{2} converges to a smooth self-expanding solution U(x,t)U(x,t) to (1.1) in Cloc(n×(0,))C^{\infty}_{\text{loc}}(\mathbb{R}^{n}\times(0,\infty)) as μ\mu\to\infty. As t0t\to 0, U(x,t)U(x,t) converges to U0(x)U_{0}(x) in Cloc0(n)C^{0}_{\text{loc}}(\mathbb{R}^{n}).

The paper is organized as follows. In Section 2, we consider the geometry of a Lagrangian submanifold in terms of its potential function. In Section 3, we review some known results about Lagrangian mean curvature flows that are needed in the article. In Section 4, we derive two important evolution equations that play critical roles in the proof of long-time existence. The long-time existence results are established in Section 5 and the convergence results in Section 6.

2. The Lagrangian Geometry in Potential

Endow 2n=nn\mathbb{R}^{2n}=\mathbb{R}^{n}\oplus\mathbb{R}^{n} the standard metric, symplectic form, and complex structure. Given a function u:nu:\mathbb{R}^{n}\to\mathbb{R}, the graph of its gradient is a Lagrangian submanifold in 2n\mathbb{R}^{2n}. Denote it by Lu={(x,Du(x)):xn}L_{u}=\{(x,Du(x)):x\in\mathbb{R}^{n}\}.

At any xnx\in\mathbb{R}^{n}, one may find a orthonormal basis to diagonalize the Hessian of uu, D2uD^{2}u. Specifically, D2u=λiδijD^{2}u=\lambda_{i}\delta_{ij} with respect to an orthonormal basis {ai}i=1,,n\{a_{i}\}_{i=1,\ldots,n} for n\mathbb{R}^{n}. It follows that the tangent space of Γ(Du)\Gamma(Du) has the orthonormal basis

ei\displaystyle e_{i} =11+λi2(ai+λiJ(ai))\displaystyle=\frac{1}{\sqrt{1+\lambda_{i}^{2}}}\left(a_{i}+\lambda_{i}J(a_{i})\right) (2.1)

for i=1,,ni=1,\ldots,n. In terms of the parametrization xn(x,Du(x))nnx\in\mathbb{R}^{n}\to(x,Du(x))\in\mathbb{R}^{n}\oplus\mathbb{R}^{n} (the so-called non-parametric form in the minimal graph theory), the induced metric has metric coefficients

gij\displaystyle g_{ij} =(1+λi2)δij.\displaystyle=(1+\lambda_{i}^{2})\delta_{ij}~{}. (2.2)

We shall study two parallel tensors on 2n\mathbb{R}^{2n}. The first tensor is the volume form of n{0}2n\mathbb{R}^{n}\oplus\{0\}\subset\mathbb{R}^{2n}. It is an nn-form on 2n\mathbb{R}^{2n}, and denote it by Ω\Omega. The restriction of Ω\Omega on LuL_{u} is equivalent to the scalar-valued function Ω*\Omega, where * is the Hodge star of the induced metric on LuL_{u}. By using the frame (2.1),

Ω\displaystyle*\Omega =1i=1n(1+λi2).\displaystyle=\frac{1}{\sqrt{\prod_{i=1}^{n}(1+\lambda_{i}^{2})}}~{}. (2.3)

It is clear that Ω*\Omega takes value in (0,1](0,1].

The second one is a (0,2)(0,2)-tensor:

S(X,Y)\displaystyle S(X,Y) =Jπ1(X),π2(Y).\displaystyle=\langle{J\pi_{1}(X)},{\pi_{2}(Y)}\rangle~{}. (2.4)

With respect to the frame (2.1), the restriction of SS on LuL_{u} is

Sij\displaystyle S_{ij} =λi1+λi2δij.\displaystyle=\frac{\lambda_{i}}{1+\lambda_{i}^{2}}\delta_{ij}~{}.

In particular, it is positive definite if and only if uu is convex. The main interest of this paper is the 22-positivity case. Namely,

Sii+Sjj\displaystyle S_{ii}+S_{jj} =(λi+λj)(1+λiλj)(1+λi2)(1+λj2)>0.\displaystyle=\frac{(\lambda_{i}+\lambda_{j})(1+\lambda_{i}\lambda_{j})}{(1+\lambda_{i}^{2})(1+\lambda_{j}^{2})}>0~{}. (2.5)

for any iji\neq j. Note that (λi+λj)(1+λiλj)>0(\lambda_{i}+\lambda_{j})(1+\lambda_{i}\lambda_{j})>0 does not correspond to a connected region in the λiλj\lambda_{i}\lambda_{j}-plane.

Definition 2.1.

A C2C^{2}-function u:nu:\mathbb{R}^{n}\to\mathbb{R} is said to be 22-convex if the eigenvalues of its Hessian satisfy everywhere

λi+λj0and1+λiλj0\displaystyle\lambda_{i}+\lambda_{j}\geq 0\quad\text{and}\quad 1+\lambda_{i}\lambda_{j}\geq 0

for any iji\neq j. It is said to be strictly 22-convex if both inequalities are strict.

As in [CNS85], we introduce a symmetric endomorphism on Λ2TLu\Lambda^{2}TL_{u} to study the 22-convexity of uu. It is denoted by S[2]S^{[2]}, and is given by

S(ij)(k)[2]\displaystyle S^{[2]}_{(ij)(k\ell)} =Sikδj+SjδikSiδjkSjkδi\displaystyle=S_{ik}\delta_{j\ell}+S_{j\ell}\delta_{ik}-S_{i\ell}\delta_{jk}-S_{jk}\delta_{i\ell}

with respect to an orthonormal frame of LuL_{u}. The 22-convexity (2.5) condition corresponds to the positivity of S[2]S^{[2]}, and thus it is useful to study the scalar valued function detS[2]\det S^{[2]}. In terms of (2.1),

detS[2]\displaystyle\det S^{[2]} =i<j(Sii+Sjj)=i<j(λi+λj)(1+λiλj)(1+λi2)(1+λj2).\displaystyle=\prod_{i<j}(S_{ii}+S_{jj})=\prod_{i<j}\frac{(\lambda_{i}+\lambda_{j})(1+\lambda_{i}\lambda_{j})}{(1+\lambda_{i}^{2})(1+\lambda_{j}^{2})}~{}. (2.6)

It is not hard to see that if uu is strictly 22-convex, detS[2]\det S^{[2]} takes value within (0,1](0,1].

When ε1Ω1\varepsilon_{1}\leq*\Omega\leq 1 and ε2detS[2]1\varepsilon_{2}\leq\det S^{[2]}\leq 1, one can deduce that

iλi2\displaystyle\sum_{i}\lambda_{i}^{2} ε121,\displaystyle\leq\varepsilon_{1}^{-2}-1~{}, (2.7)
1+λiλj\displaystyle 1+\lambda_{i}\lambda_{j} ε22(ε121),\displaystyle\geq\frac{\varepsilon_{2}}{\sqrt{2(\varepsilon_{1}^{-2}-1)}}~{}, (2.8)
λi+λj\displaystyle\lambda_{i}+\lambda_{j} 2ε2ε12+1\displaystyle\geq\frac{2\varepsilon_{2}}{\varepsilon_{1}^{-2}+1} (2.9)

for any iji\neq j (under the strict 22-convexity assumption).

3. The Lagrangian Mean Curvature Flow

Given any u0:nu_{0}:\mathbb{R}^{n}\to\mathbb{R}, it is known that the Lagrangian mean curvature flow (up to a tangential diffeomorphism) equation on Lu0L_{u_{0}} reduces to (1.1) for the potential function uu.

The uniqueness of the solution to (1.1) was established by Chen and Pang in [CP09].

Remark 3.1.

Consider the function

f(B)\displaystyle f(B) =11logdet(𝐈+1B)det(𝐈+B2)\displaystyle=\frac{1}{\sqrt{-1}}\log\frac{\det(\mathbf{I}+\sqrt{-1}B)}{\sqrt{\det(\mathbf{I}+B^{2})}}

on the space of symmetric matrices. A direct computation shows that its derivative is

df(B)=tr((gB)1dB)\displaystyle{\mathrm{d}}f(B)=\operatorname{tr}((g_{B})^{-1}{\mathrm{d}}B)

where gB=𝐈+B2g_{B}=\mathbf{I}+B^{2}.

We recall some preliminary results about short-time existence and finite time singularity established in [CCH12, CCY13].

Proposition 3.2 ([CCY13]*Proposition 2.1).

Suppose that u0:nu_{0}:\mathbb{R}^{n}\to\mathbb{R} is a smooth function with sup|Du0|<\sup|D^{\ell}u_{0}|<\infty for any 2\ell\geq 2. Then, (1.1) admits a smooth solution u(x,t):n×[0,T)u(x,t):\mathbb{R}^{n}\times[0,T)\to\mathbb{R} for some T>0T>0. Moreover, sup{|Du(x,t)|:xn}<\sup\{|D^{\ell}u(x,t)|:x\in\mathbb{R}^{n}\}<\infty for any 2\ell\geq 2 and t[0,T)t\in[0,T).

Lemma 3.3 ([CCH12]*Lemma 4.2).

Let uu be a smooth solution to (1.1) on n×[0,T)\mathbb{R}^{n}\times[0,T) for some T>0T>0. Suppose that

  • sup{|Du(x,t)|:xn}<\sup\{|D^{\ell}u(x,t)|:x\in\mathbb{R}^{n}\}<\infty for any 2\ell\geq 2 and t[0,T)t\in[0,T);

  • D2uD^{2}u and D3uD^{3}u are uniformly bounded on n×[0,T)\mathbb{R}^{n}\times[0,T). Namely, there exist c2,c3>0c_{2},c_{3}>0 such that |D2u(x,t)|c2|D^{2}u(x,t)|\leq c_{2} and |D3u(x,t)|c3|D^{3}u(x,t)|\leq c_{3} on n×[0,T)\mathbb{R}^{n}\times[0,T).

Then, there exists c=c(c2,c3)>0c_{\ell}=c_{\ell}(c_{2},c_{3})>0 for any 4\ell\geq 4 such that |Du(x,t)|c|D^{\ell}u(x,t)|\leq c_{\ell} on n×[0,T)\mathbb{R}^{n}\times[0,T).

Corollary 3.4.

Suppose that u0:nu_{0}:\mathbb{R}^{n}\to\mathbb{R} is a smooth function with sup|Du0|<\sup|D^{\ell}u_{0}|<\infty for any 2\ell\geq 2. Let u(x,t):n×[0,T)u(x,t):\mathbb{R}^{n}\times[0,T)\to\mathbb{R} be the solution to (1.1) given by Proposition 3.2, where TT is the maximal existence time. If T<T<\infty and |D2u(x,t)|c2|D^{2}u(x,t)|\leq c_{2} for some c2>0c_{2}>0 on n×[0,T)\mathbb{R}^{n}\times[0,T), then

limtTsup{|D3u(x,t)|:xn,tt}\displaystyle\lim_{t\to T}\sup\{|D^{3}u(x,t^{\prime})|:x\in\mathbb{R}^{n},~{}t^{\prime}\leq t\} =.\displaystyle=\infty~{}.
Proof.

Suppose that the above limit is finite. Due to Lemma 3.3, all the higher order (2\ell\geq 2) derivatives of uu are uniformly bounded on n×[0,T)\mathbb{R}^{n}\times[0,T). In particular, Proposition 3.2 applies to the family of initial data u~k(x)=u(x,(12k)T)\tilde{u}_{k}(x)=u(x,(1-2^{-k})T), and there is a T>0T^{\prime}>0 such that the solution starting from u~k\tilde{u}_{k} exists on the time interval [0,T)[0,T^{\prime}). It follows that the solution from u0u_{0} can be extended over time TT, which contradicts to T<T<\infty. ∎

We will also need the Liouville theorem and a priori estimate established by Nguyen and Yuan in [NY11]. Denote n×(,0]\mathbb{R}^{n}\times(-\infty,0] by QQ_{\infty}. For any r>0r>0, denote Br(0)×[r2,0]QB_{r}(0)\times[-r^{2},0]\subset Q_{\infty} by QrQ_{r}.

Proposition 3.5 ([NY11]*Proposition 2.1).

Let uu be a smooth solution to (1.1) in QQ_{\infty}. Suppose that D2uD^{2}u is uniformly bounded over QQ_{\infty}. Then, uu is stationary. In other words, the right hand side of (1.1) vanishes, and LuL_{u} is a static special Lagrangian submanifold.

Theorem 3.6 ([NY11]*Theorem 1.1).

There exists a constant c>0c>0 with the following significance. Let uu be a smooth solution to (1.1) in Q1Q_{1}. Suppose that 1+λiλj01+\lambda_{i}\lambda_{j}\geq 0 for any iji\neq j everywhere in Q1Q_{1}. Then,

[tu]1,12;Q12+[D2u]1,12;Q12\displaystyle[\partial_{t}u]_{1,\frac{1}{2};Q_{\frac{1}{2}}}+[D^{2}u]_{1,\frac{1}{2};Q_{\frac{1}{2}}} cD2uL(Q1).\displaystyle\leq c\,||D^{2}u||_{L^{\infty}(Q_{1})}~{}. (3.1)

The notation on the left hand side is the semi-norm:

[f]1,12;Qr\displaystyle[f]_{1,\frac{1}{2};Q_{r}} =sup{f(x,t)f(x,t)max{|xx|,|tt|12}:(x,t),(x,t)Qr and (x,t)(x,t)}.\displaystyle=\sup\left\{\frac{f(x^{\prime},t^{\prime})-f(x,t)}{\max\{|x^{\prime}-x|,|t^{\prime}-t|^{\frac{1}{2}}\}}:(x^{\prime},t^{\prime}),(x,t)\in Q_{r}\,\text{ and }\,(x^{\prime},t^{\prime})\neq(x,t)\right\}~{}.

In particular, Theorem 3.6 implies that D3uL(Q12)cD2uL(Q1)||D^{3}u||_{L^{\infty}(Q_{\frac{1}{2}})}\leq c\,||D^{2}u||_{L^{\infty}(Q_{1})}.

4. Two Evolution Equations

We derive the evolution equations for log(Ω)\log(*\Omega) and logdetS[2]\log\det S^{[2]}, defined in (2.3) and (2.6), respectively. They will be considered in the parametric form: the parametrization given by tF=H\frac{\partial}{\partial t}F=H. That is to say, suppose that u:n×[0,T)u:\mathbb{R}^{n}\times[0,T) is a solution to (1.1), then FF is (x,Du(x,t))(x,Du(x,t)) composing with a time-dependent diffeomorphism.

Proposition 4.1.

Let u:n×[0,T)u:\mathbb{R}^{n}\times[0,T) be a solution to (1.1). Suppose that uu is 22-convex for all t[0,T)t\in[0,T). Then. log(Ω)\log(*\Omega) satisfies

(tΔ)log(Ω)\displaystyle(\frac{\partial}{\partial t}-\Delta)\log(*\Omega) 1n|log(Ω)|2\displaystyle\geq\frac{1}{n}\left|\nabla\log(*\Omega)\right|^{2} (4.1)

in the parametric form of the mean curvature flow.

Proof.

With respect to the orthonormal frame (2.1),

k(Ω)\displaystyle\nabla_{k}(*\Omega) =(Ω)(ihiik).\displaystyle=-(*\Omega)(\sum_{i}h_{iik})~{}.

By the Cauchy–Schwarz inequality,

|log(Ω)|2\displaystyle|\nabla\log(*\Omega)|^{2} =k|iλihkii|2\displaystyle=\sum_{k}\left|\sum_{i}\lambda_{i}h_{kii}\right|^{2}
ni,kλi2hkii2=n[iλi2hiii2+ijλi2hiij2].\displaystyle\leq n\sum_{i,k}\lambda_{i}^{2}h_{kii}^{2}=n\left[\sum_{i}\lambda_{i}^{2}h_{iii}^{2}+\sum_{i\neq j}\lambda_{i}^{2}h_{iij}^{2}\right]~{}.

According to [TTW22l]*Proposition 2.2,

(tΔ)log(Ω)\displaystyle\quad(\frac{\partial}{\partial t}-\Delta)\log(*\Omega)
i(1+λi2)hiii2+ij(3+λi2+2λiλj)hiij2+i<j<k(6+2λiλj+2λjλk+2λkλi)hijk2\displaystyle\geq\sum_{i}(1+\lambda_{i}^{2})h_{iii}^{2}+\sum_{i\neq j}(3+\lambda_{i}^{2}+2\lambda_{i}\lambda_{j})h_{iij}^{2}+\sum_{i<j<k}(6+2\lambda_{i}\lambda_{j}+2\lambda_{j}\lambda_{k}+2\lambda_{k}\lambda_{i})h_{ijk}^{2}
ihiii2+ij(3+2λiλj)hiij2+i<j<k(6+2λiλj+2λjλk+2λkλi)hijk2+1n|log(Ω)|2.\displaystyle\geq\sum_{i}h_{iii}^{2}+\sum_{i\neq j}(3+2\lambda_{i}\lambda_{j})h_{iij}^{2}+\sum_{i<j<k}(6+2\lambda_{i}\lambda_{j}+2\lambda_{j}\lambda_{k}+2\lambda_{k}\lambda_{i})h_{ijk}^{2}+\frac{1}{n}\left|\nabla\log(*\Omega)\right|^{2}~{}.

Since 1+λiλj01+\lambda_{i}\lambda_{j}\geq 0, it finishes the proof of this proposition. ∎

Proposition 4.2.

Let u:n×[0,T)u:\mathbb{R}^{n}\times[0,T) be a solution to (1.1). Suppose that uu is strictly 22-convex for all t[0,T)t\in[0,T). Then. logdetS[2]\log\det S^{[2]} satisfies

(tΔ)logdetS[2]\displaystyle(\frac{\partial}{\partial t}-\Delta)\log\det S^{[2]} 2|A|2+1n(n1)|logdetS[2]|2\displaystyle\geq 2|A|^{2}+\frac{1}{n(n-1)}\left|\nabla\log\det S^{[2]}\right|^{2} (4.2)

in the parametric form of the mean curvature flow.

Proof.

According to [TTW22l]*Proposition 2.1,

(tΔ)logdetS[2]\displaystyle\quad(\frac{\partial}{\partial t}-\Delta)\log\det S^{[2]}
ki<j[4hkij2+(1+λi2)(1+λj2)(λi+λj)2(hkii+hkjj)2+(1+λi2)(1+λj2)(1+λiλj)2(hkiihkjj)2].\displaystyle\geq\sum_{k}\sum_{i<j}\left[4h_{kij}^{2}+\frac{(1+\lambda_{i}^{2})(1+\lambda_{j}^{2})}{(\lambda_{i}+\lambda_{j})^{2}}(h_{kii}+h_{kjj})^{2}+\frac{(1+\lambda_{i}^{2})(1+\lambda_{j}^{2})}{(1+\lambda_{i}\lambda_{j})^{2}}(h_{kii}-h_{kjj})^{2}\right]~{}.

Since

(1+λi2)(1+λj2)\displaystyle(1+\lambda_{i}^{2})(1+\lambda_{j}^{2}) =(λi+λj)2+(1λiλj)2\displaystyle=(\lambda_{i}+\lambda_{j})^{2}+(1-\lambda_{i}\lambda_{j})^{2}
=(1+λiλj)2+(λiλj)2,\displaystyle=(1+\lambda_{i}\lambda_{j})^{2}+(\lambda_{i}-\lambda_{j})^{2}~{},

one finds that

(tΔ)logdetS[2]\displaystyle\quad(\frac{\partial}{\partial t}-\Delta)\log\det S^{[2]}
ki<j[4hkij2+(hkii+hkjj)2+(hkiihkjj)2\displaystyle\geq\sum_{k}\sum_{i<j}\left[4h_{kij}^{2}+(h_{kii}+h_{kjj})^{2}+(h_{kii}-h_{kjj})^{2}\right.
+(1λiλj)2(λi+λj)2(hkii+hkjj)2+(λiλj)2(1+λiλj)2(hkiihkjj)2]\displaystyle\qquad\qquad\quad\left.+\frac{(1-\lambda_{i}\lambda_{j})^{2}}{(\lambda_{i}+\lambda_{j})^{2}}(h_{kii}+h_{kjj})^{2}+\frac{(\lambda_{i}-\lambda_{j})^{2}}{(1+\lambda_{i}\lambda_{j})^{2}}(h_{kii}-h_{kjj})^{2}\right]
2|A|2+ki<j[(1λiλj)2(λi+λj)2(hkii+hkjj)2+(λiλj)2(1+λiλj)2(hkiihkjj)2].\displaystyle\geq 2|A|^{2}+\sum_{k}\sum_{i<j}\left[\frac{(1-\lambda_{i}\lambda_{j})^{2}}{(\lambda_{i}+\lambda_{j})^{2}}(h_{kii}+h_{kjj})^{2}+\frac{(\lambda_{i}-\lambda_{j})^{2}}{(1+\lambda_{i}\lambda_{j})^{2}}(h_{kii}-h_{kjj})^{2}\right]~{}. (4.3)

With respect to the orthonormal frame (2.1),

k(Sii+Sjj)\displaystyle\nabla_{k}(S_{ii}+S_{jj}) =(1λi21+λi2hkii+1λj21+λj2hkjj).\displaystyle=-\left(\frac{1-\lambda_{i}^{2}}{1+\lambda_{i}^{2}}h_{kii}+\frac{1-\lambda_{j}^{2}}{1+\lambda_{j}^{2}}h_{kjj}\right)~{}.

By the Cauchy–Schwarz inequality,

|logdetS[2]|2\displaystyle|\nabla\log\det S^{[2]}|^{2} =k|i<j(Sii+Sjj)1k(Sii+Sjj)|2\displaystyle=\sum_{k}\left|\sum_{i<j}(S_{ii}+S_{jj})^{-1}\nabla_{k}(S_{ii}+S_{jj})\right|^{2}
n(n1)2ki<j(Sii+Sjj)2|k(Sii+Sjj)|2.\displaystyle\leq\frac{n(n-1)}{2}\sum_{k}\sum_{i<j}(S_{ii}+S_{jj})^{-2}|\nabla_{k}(S_{ii}+S_{jj})|^{2}~{}. (4.4)

Rewrite k(Sii+Sjj)-\nabla_{k}(S_{ii}+S_{jj}) as follows:

1λi21+λi2hkii+1λj21+λj2hkjj\displaystyle\quad\frac{1-\lambda_{i}^{2}}{1+\lambda_{i}^{2}}h_{kii}+\frac{1-\lambda_{j}^{2}}{1+\lambda_{j}^{2}}h_{kjj}
=12(1λi21+λi2+1λj21+λj2)(hkii+hkjj)+12(1λi21+λi21λj21+λj2)(hkiihkjj)\displaystyle=\frac{1}{2}\left(\frac{1-\lambda_{i}^{2}}{1+\lambda_{i}^{2}}+\frac{1-\lambda_{j}^{2}}{1+\lambda_{j}^{2}}\right)(h_{kii}+h_{kjj})+\frac{1}{2}\left(\frac{1-\lambda_{i}^{2}}{1+\lambda_{i}^{2}}-\frac{1-\lambda_{j}^{2}}{1+\lambda_{j}^{2}}\right)(h_{kii}-h_{kjj})
=1λi2λj2(1+λi2)(1+λj2)(hkii+hkjj)λi2λj2(1+λi2)(1+λj2)(hkiihkjj).\displaystyle=\frac{1-\lambda_{i}^{2}\lambda_{j}^{2}}{(1+\lambda_{i}^{2})(1+\lambda_{j}^{2})}(h_{kii}+h_{kjj})-\frac{\lambda_{i}^{2}-\lambda_{j}^{2}}{(1+\lambda_{i}^{2})(1+\lambda_{j}^{2})}(h_{kii}-h_{kjj})~{}.

Together with (2.5), it leads to

(Sii+Sjj)2|k(Sii+Sjj)|2\displaystyle\quad(S_{ii}+S_{jj})^{-2}|\nabla_{k}(S_{ii}+S_{jj})|^{2}
=[1λiλjλi+λj(hkii+hkjj)λiλj1+λiλj(hkiihkjj)]2\displaystyle=\left[\frac{1-\lambda_{i}\lambda_{j}}{\lambda_{i}+\lambda_{j}}(h_{kii}+h_{kjj})-\frac{\lambda_{i}-\lambda_{j}}{1+\lambda_{i}\lambda_{j}}(h_{kii}-h_{kjj})\right]^{2}
2(1λiλj)2(λi+λj)2(hkii+hkjj)2+2(λiλj)2(1+λiλj)2(hkiihkjj)2.\displaystyle\leq 2\frac{(1-\lambda_{i}\lambda_{j})^{2}}{(\lambda_{i}+\lambda_{j})^{2}}(h_{kii}+h_{kjj})^{2}+2\frac{(\lambda_{i}-\lambda_{j})^{2}}{(1+\lambda_{i}\lambda_{j})^{2}}(h_{kii}-h_{kjj})^{2}~{}. (4.5)

Putting (4.4), (4.5) and (4.3) togehter finishes the proof of this proposition. ∎

5. Long-Time Existence

5.1. A Maximum Principle

We first establish a maximum principle, whose proof is based on the argument in [EH91]*Theorem 2.1.

Lemma 5.1.

Let F:L×[0,T)NF:L\times[0,T)\to\mathbb{R}^{N} be a solution to the mean curvature flow111in the parametric form, tF=H\frac{\partial}{\partial t}F=H. Suppose that vv is a positive smooth function satisfying

(tΔ)logv\displaystyle(\frac{\partial}{\partial t}-\Delta)\log v q|logv|2\displaystyle\leq-q|\nabla\log v|^{2} (5.1)

for some constant q>0q>0, and supL×{t}v<\sup_{L\times\{t\}}v<\infty for every t[0,T)t\in[0,T). Then,

supL×{t}v\displaystyle\sup_{L\times\{t\}}v supL×{0}v\displaystyle\leq\sup_{L\times\{0\}}v (5.2)

for every t(0,T)t\in(0,T).

Proof.

Let dimL=n\dim L=n. It follows from tF=H\frac{\partial}{\partial t}F=H that

(tΔ)|F|2\displaystyle(\frac{\partial}{\partial t}-\Delta)|F|^{2} =2n.\displaystyle=-2n~{}. (5.3)

Fix R>0R>0, and consider the function φ=R2|F|22nt\varphi=R^{2}-|F|^{2}-2nt. It follows from (5.3) that

φ2\displaystyle\nabla\varphi^{2} =2φ|F|2,\displaystyle=-2\varphi\,\nabla|F|^{2}~{}, (5.4)
(tΔ)φ2\displaystyle(\frac{\partial}{\partial t}-\Delta)\varphi^{2} =2||F|2|2\displaystyle=-2\left|\nabla|F|^{2}\right|^{2} (5.5)

By (5.1), the functions w=vq=exp(qlogv)>0w=v^{q}=\exp(q\log v)>0 obeys

(tΔ)w\displaystyle(\frac{\partial}{\partial t}-\Delta)w =qw[(tΔ)logv]w1|w|22w1|w|2.\displaystyle=qw\left[(\frac{\partial}{\partial t}-\Delta)\log v\right]-w^{-1}|\nabla w|^{2}\leq-2w^{-1}|\nabla w|^{2}~{}.

Together with (5.4) and (5.5),

(tΔ)(φ2w2)\displaystyle(\frac{\partial}{\partial t}-\Delta)(\varphi^{2}w^{2}) 6|w|φ22||F|2|2w22φ2,w2\displaystyle\leq-6|\nabla w|\varphi^{2}-2\left|\nabla|F|^{2}\right|^{2}w^{2}-2\langle{\nabla\varphi^{2}},{\nabla w^{2}}\rangle
+c(φ1φ,(φ2w2)2w2|φ|2φφ,w2)\displaystyle\quad+c\left(\varphi^{-1}\langle{\nabla\varphi},{\nabla(\varphi^{2}w^{2})}\rangle-2w^{2}|\nabla\varphi|^{2}-\varphi\langle{\nabla\varphi},{\nabla w^{2}}\rangle\right)
=cφ1φ,(φ2w2)\displaystyle=c\,\varphi^{-1}\langle{\nabla\varphi},{\nabla(\varphi^{2}w^{2})}\rangle
6|w|φ22(1+c)||F|2|2w2+(8+2c)φw,w|F|2\displaystyle\quad-6|\nabla w|\varphi^{2}-2(1+c)\left|\nabla|F|^{2}\right|^{2}w^{2}+(8+2c)\langle{\varphi\nabla w},{w\nabla|F|^{2}}\rangle

for any cc\in\mathbb{R}.

Choosing c=2c=2 gives

(tΔ)(φ2w2)\displaystyle(\frac{\partial}{\partial t}-\Delta)(\varphi^{2}w^{2}) 2φ1φ,(φ2w2).\displaystyle\leq 2\varphi^{-1}\langle{\nabla\varphi},{\nabla(\varphi^{2}w^{2})}\rangle~{}. (5.6)

By replacing φ\varphi with φ+=max{φ,0}\varphi_{+}=\max\{\varphi,0\}, the computation remains valid. Due to the maximum principle,

supL×{t}(φ+w)\displaystyle\sup_{L\times\{t\}}(\varphi_{+}\cdot w) supL×{0}(φ+w).\displaystyle\leq\sup_{L\times\{0\}}(\varphi_{+}\cdot w)~{}. (5.7)

By letting RR\to\infty, it implies that supL×{t}wsupL×{0}w\sup_{L\times\{t\}}w\leq\sup_{L\times\{0\}}w. ∎

5.2. Smooth Initial Condition

Proposition 5.2.

Let u0:nu_{0}:\mathbb{R}^{n}\to\mathbb{R} be a smooth function with sup|Du0|<\sup|D^{\ell}u_{0}|<\infty for any 2\ell\geq 2. Suppose that

u0 is strictly 2-convex,Ωε1anddetS[2]ε2\displaystyle u_{0}\text{ is strictly $2$-convex,}\quad*\Omega\geq\varepsilon_{1}\quad\text{and}\quad\det S^{[2]}\geq\varepsilon_{2} (5.8)

for some ε1,ε2(0,1)\varepsilon_{1},\varepsilon_{2}\in(0,1). Then, (1.1) admits a unique smooth solution u(x,t):n×[0,)u(x,t):\mathbb{R}^{n}\times[0,\infty)\to\mathbb{R} which has the following properties.

  1. (i)

    The solution u(x,t)u(x,t) is strictly 22-convex for all tt. Specifically, (5.8) is preserved along the flow.

  2. (ii)

    For any >2\ell>2, there exists a constant c=c(ε1)>0c_{\ell}=c_{\ell}(\varepsilon_{1})>0 such that supxn|Du|2ct2\sup_{x\in\mathbb{R}^{n}}|D^{\ell}u|^{2}\leq c_{\ell}t^{2-\ell} for any t>0t>0.

Proof.

Step 1. Preservation of (5.8). Denote by TT the maximal existence time. Since

𝒫\displaystyle\mathcal{P} ={t[0,T):(5.8) holds true everywhere on Lu(,t)}\displaystyle=\{t\in[0,T):\text{\eqref{bound1} holds true everywhere on }L_{u(\cdot,t)}\}

is a closed subset of [0,T)[0,T), it remains to show that if t0𝒫t_{0}\in\mathcal{P}, [t0,t0+δ)𝒫[t_{0},t_{0}+\delta)\subset\mathcal{P} for some δ=δ(t0)>0\delta=\delta(t_{0})>0.

It suffices to do it for t0=0t_{0}=0. Note that (2.7), (2.8) and (2.9) hold true everywhere at t=0t=0. By Proposition 3.2 and Remark 3.1, there exists δ(0,T]\delta\in(0,T] such that uu remains 22-convex for t[0,δ)t\in[0,\delta). According to Proposition 4.2,

(tΔ)log(detS[2])1\displaystyle(\frac{\partial}{\partial t}-\Delta)\log(\det S^{[2]})^{-1} 1n(n1)|log(detS[2])1|2\displaystyle\leq-\frac{1}{n(n-1)}\left|\nabla\log(\det S^{[2]})^{-1}\right|^{2}

for t[0,δ)t\in[0,\delta). By applying Lemma 5.1 for v=(detS[2])1v=(\det S^{[2]})^{-1}, we find that detS[2]ε2\det S^{[2]}\geq\varepsilon_{2} for t[0,δ)t\in[0,\delta).

Similarly, Proposition 4.1 says that

(tΔ)log(Ω)1\displaystyle(\frac{\partial}{\partial t}-\Delta)\log(*\Omega)^{-1} 1n|log(Ω)1|2\displaystyle\leq\frac{1}{n}\left|\nabla\log(*\Omega)^{-1}\right|^{2}

for t[0,δ)t\in[0,\delta). It follows from Lemma 5.1 for v=(Ω)1v=(*\Omega)^{-1} that (Ω)ε1(*\Omega)\geq\varepsilon_{1} for t[0,δ)t\in[0,\delta). Hence, 𝒫=[0,T)\mathcal{P}=[0,T).

Step 2. Long Time Existence. The next step is to show the maximal existence time TT is infinity. Suppose not. By Corollary 3.4,

A(t)=sup{|D3u(x,t)|:xn,tt}\displaystyle A(t)=\sup\{|D^{3}u(x,t^{\prime})|:x\in\mathbb{R}^{n},t^{\prime}\leq t\}

is unbounded as tTt\to T. It follows that there exists a sequence (xk,tk)n×[0,T)(x_{k},t_{k})\in\mathbb{R}^{n}\times[0,T) such that

  • tkTt_{k}\to T as kk\to\infty;

  • A(tk)A(t_{k})\to\infty as kk\to\infty;

  • |D3u(xk,tk)|A(tk)/2|D^{3}u(x_{k},t_{k})|\geq A(t_{k})/2 for all kk.

Denote A(tk)A(t_{k}) by ρk\rho_{k}. Let

u~k(y,s)\displaystyle\tilde{u}_{k}(y,s) =ρk2[u(yρk,tk+sρk2)u(0,tk)Du(0,tk)yρk]\displaystyle=\rho_{k}^{2}\left[u(\frac{y}{\rho_{k}},t_{k}+\frac{s}{\rho_{k}^{2}})-u(0,t_{k})-Du(0,t_{k})\cdot\frac{y}{\rho_{k}}\right]

for yny\in\mathbb{R}^{n} and s[ρk2tk,0]s\in[-\rho_{k}^{2}t_{k},0]. Then one has u~k(0,0)=0=Du~k(0,0)\tilde{u}_{k}(0,0)=0=D\tilde{u}_{k}(0,0), |D3u~(0,0)|1/2|D^{3}\tilde{u}(0,0)|\geq 1/2, and |D3u~(y,t)|1|D^{3}\tilde{u}(y,t)|\leq 1 on n×[ρk2tk,0]\mathbb{R}^{n}\times[-\rho_{k}^{2}t_{k},0]. It is straightforward to see that u~k\tilde{u}_{k} solves (1.1) on n×[ρk2tk,0]\mathbb{R}^{n}\times[-\rho_{k}^{2}t_{k},0]. Note that the eigenvalues of Dy2uk~D^{2}_{y}\tilde{u_{k}} is the same as those of Dx2uD^{2}_{x}u.

By using Lemma 3.3 and the Arzelà–Ascoli theorem, u~k\tilde{u}_{k} admits a subsequence which converges to u~:n×(,0]\tilde{u}:\mathbb{R}^{n}\times(-\infty,0] in ClocC^{\infty}_{\text{loc}}. Hence, u~\tilde{u} is an ancient solution to (1.1) with |D3u~(0,0)|1/2|D^{3}\tilde{u}(0,0)|\geq 1/2, and the eigenvalues of D2u~D^{2}\tilde{u} satisfies (2.7), (2.8) and (2.9). Due to Proposition 3.5, u~\tilde{u} is stationary. Since 1+λiλj01+\lambda_{i}\lambda_{j}\geq 0 and λi\lambda_{i}’s are bounded, [TW02]*Theorem A asserts that Lu~L_{\tilde{u}} is an affine nn-plane. It contradicts to |D3u~(0,0)|1/2|D^{3}\tilde{u}(0,0)|\geq 1/2. Thus, the maximal existence time TT cannot be finite.

Step 3. Estimates. The argument for assertion (ii) follows from the a priori estimate [NY11]*Theorem 1.1 and the scaling argument; see [CCY13]*p.173. The =3\ell=3 case is included here for completeness. Fix (x,t)n×(0,)(x,t)\in\mathbb{R}^{n}\times(0,\infty). Let

u^(y,s)\displaystyle\hat{u}(y,s) =1tu(x+t12y,t(1+s)).\displaystyle=\frac{1}{t}u(x+t^{\frac{1}{2}}y,t(1+s))~{}.

Then, u^\hat{u} is a solution to (1.1) on Q1=B1(0)×[1,0]Q_{1}=B_{1}(0)\times[-1,0]. Since the second order derivative remains unchanged in the rescaling, it follows from Theorem 3.6 that D3u^L(Q12)cD2u^L(Q1)||D^{3}\hat{u}||_{L^{\infty}}(Q_{\frac{1}{2}})\leq c||D^{2}\hat{u}||_{L^{\infty}}(Q_{1}). Due to (2.7), |D2u^||D^{2}\hat{u}| is uniformly bounded. Therefore,

|D3u(x,t)|\displaystyle|D^{3}u(x^{\prime},t^{\prime})| c(ε1)t12\displaystyle\leq c(\varepsilon_{1})\,t^{-\frac{1}{2}}

for any (x,t)(x^{\prime},t^{\prime}) with |xx|t12/2|x^{\prime}-x|\leq t^{\frac{1}{2}}/2 and 3t/4tt3t/4\leq t^{\prime}\leq t. The estimate holds true for any (x,t)(x,t), and it finishes the proof for =3\ell=3. The estimate for >3\ell>3 follows a scaling argument; see the last part in the proof of [CCH12]*Lemma 5.2. ∎

5.3. C2C^{2} Initial Condition

With Proposition 5.2, we can now prove the main theorem of this paper. In [CCH12]*section 5 and 6 and [CCY13]*section 3, the long-time existence was proved by constructing smooth approximations to the initial condition. Unlike their situation, the convolution between the standard mollifier and a 22-convex function needs not to be 22-convex. It requires some extra work to handle this issue.

The following lemma says that for a strict 22-convex region, one can find a positive cone such that the corresponding translation leaves the region invariant. In fact, the slope of the cone is determined by the corner points of the boundary of the region. See Figure 2 for the 22-convex region, and Figure 2 for a strictly 22-convex region.

Lemma 5.3.

For any δ1(0,1)\delta_{1}\in(0,1) and δ2>0\delta_{2}>0, let Qδ1,δ2={(x,y)2:1+xyδ1,x+yδ2}Q_{\delta_{1},\delta_{2}}=\{(x,y)\in\mathbb{R}^{2}:1+xy\geq\delta_{1},\,x+y\geq\delta_{2}\}. There exists a τ>1\tau>1 depending on δ1,δ2\delta_{1},\delta_{2} such that

Qδ1,δ2+CτQδ1,δ2\displaystyle Q_{\delta_{1},\delta_{2}}+C_{\tau}\subset Q_{\delta_{1},\delta_{2}}

where Cτ={(x,y):x0,x/τyτx}C_{\tau}=\{(x,y):x\geq 0,\,x/\tau\leq y\leq\tau x\}. The above sum of two sets is the Minkowski sum.

Refer to caption
Figure 1. δ1=0=δ2\delta_{1}=0=\delta_{2}
Refer to caption
Figure 2. δ1=1/2=δ2\delta_{1}=1/2=\delta_{2}
Proof.

Since δ1(0,1)\delta_{1}\in(0,1) and δ2>0\delta_{2}>0, 1+xy=δ11+xy=\delta_{1} and x+y=δ2x+y=\delta_{2} have exactly two intersection point; one in the second quadrant, and the other in the fourth quadrant. Denote the intersection point in the second quadrant by (x0,y0)(x_{0},y_{0}). It must belong to the region Ω={(x,y)2:1<x<0,x<y<1/x}\Omega=\{(x,y)\in\mathbb{R}^{2}:-1<x<0,\,-x<y<-1/x\}. It is not hard to see that (δ1,δ2)(0,1)×(0,)(x0,y0)Ω(\delta_{1},\delta_{2})\in(0,1)\times(0,\infty)\mapsto(x_{0},y_{0})\in\Omega is a one-to-one correspondence. The inverse map is given by δ1=1+x0y0\delta_{1}=1+x_{0}y_{0} and δ2=x0+y0\delta_{2}=x_{0}+y_{0}.

Let

τ\displaystyle\tau =y0x0.\displaystyle=-\frac{y_{0}}{x_{0}}~{}.

Pick any (u,v)Cτ{(0,0)}(u,v)\in C_{\tau}\setminus\{(0,0)\}. It is clear that (x+u)+(y+v)>x0+y0(x+u)+(y+v)>x_{0}+y_{0} if x+yx0+y0x+y\geq x_{0}+y_{0}. It remains to verify that (x+u)(y+v)x0y0(x+u)(y+v)\geq x_{0}y_{0} if xyx0y0xy\geq x_{0}y_{0} and x+yx0+y0x+y\geq x_{0}+y_{0}. Note that the condition implies that xx0x\geq x_{0}. Assume that x<0x<0,

(x+u)(y+v)(x0y0)\displaystyle(x+u)(y+v)-(x_{0}y_{0}) >u(y+xvu)u(y+xτ)\displaystyle>u\left(y+x\frac{v}{u}\right)\geq u\left(y+x\tau\right)
u(yxy0x0)\displaystyle\geq u\left(y-x\frac{y_{0}}{x_{0}}\right)
u(x0+y0xxy0x0)=u(x0+y0)xx0x00.\displaystyle\geq u\left(x_{0}+y_{0}-x-x\frac{y_{0}}{x_{0}}\right)=u(x_{0}+y_{0})\frac{x-x_{0}}{-x_{0}}\geq 0~{}.

The argument for y<0y<0 is similar. If x0x\geq 0 and y0y\geq 0, it is obvious. ∎

Lemma 5.3 allows to construct some functions FkF_{k} such that u0+Fku_{0}+F_{k} is still 22-convex, and becomes convex outside Bk(0)B_{k}(0).

Lemma 5.4.

Given any τ>1\tau>1, there exists a sequence of smooth functions {Fk(x)}k\{F_{k}(x)\}_{k\in\mathbb{N}} with the following significance.

  1. (i)

    D2Fk=𝐈D^{2}F_{k}=\mathbf{I} when |x|k|x|\geq k.

  2. (ii)

    0<D2Fkτ0<D^{2}F_{k}\leq\tau everywhere.

  3. (iii)

    At any xnx\in\mathbb{R}^{n}, the ratio between any two eigenvalues of D2Fk(x)D^{2}F_{k}(x) belongs to [1/τ,τ][1/\tau,\tau].

  4. (iv)

    For any R>0R>0, FkF_{k} converges to 0 uniformly over BR(0)¯\overline{B_{R}(0)} as kk\to\infty, so do their derivatives.

Proof.

Let rr be the distance to the origin. For F=F(r)F=F(r), its Hessian has two eigenvalues, F′′F^{\prime\prime} and r1Fr^{-1}F^{\prime}. The first one is simple, and the second one has multiplicity n1n-1. Denote F(r)F^{\prime}(r) by f(r)f(r). Let

u(r)\displaystyle u(r) =f(r)rf(r),\displaystyle=f^{\prime}(r)\frac{r}{f(r)}~{}, (5.9)

and then

f(r)\displaystyle f(r) =f(r0)exp(r0ru(ρ)ρdρ).\displaystyle=f(r_{0})\exp\left(\int_{r_{0}}^{r}\frac{u(\rho)}{\rho}{\mathrm{d}}\rho\right)~{}. (5.10)

Thus, one only needs to specify u(r)u(r), r0r_{0}, and f(r0)f(r_{0}) to construct f(r)f(r). By requiring F(0)=0F(0)=0, the function F(r)F(r) is uniquely determined.

Fix a constant θ(0,1/10)\theta\in(0,1/10). For any kk\in\mathbb{N}, choose a smooth function uk(r)u_{k}(r) for r0r\geq 0 with

  • uk(r)=1u_{k}(r)=1 if rθr\leq\theta or rkr\geq k;

  • uk(r)=τu_{k}(r)=\tau if 2θrk/22\theta\leq r\leq k/2;

  • uk(r)0u^{\prime}_{k}(r)\geq 0 if θr2θ\theta\leq r\leq 2\theta;

  • uk(r)0u^{\prime}_{k}(r)\leq 0 if k/2rkk/2\leq r\leq k.

The base point r0r_{0} is set to be kk, and the base value fk(k)f_{k}(k) is set to be kk. One can see Figure 3 for an illustration of some fk(r)f_{k}(r)’s (by using piecewise constant uku_{k}).

It follows that fk(r)=rf_{k}(r)=r for rkr\geq k. When rkr\leq k,

fk(r)\displaystyle f_{k}(r) =kexp(rku(ρ)ρdρ)kexp(rk1ρdρ)=r.\displaystyle=k\exp\left(-\int_{r}^{k}\frac{u(\rho)}{\rho}{\mathrm{d}}\rho\right)\leq k\exp\left(-\int_{r}^{k}\frac{1}{\rho}{\mathrm{d}}\rho\right)=r~{}.

When 2θrk/22\theta\leq r\leq k/2,

fk(r)\displaystyle f_{k}(r) =fk(k/2)exp(rk/2u(ρ)ρdρ)(2k)τ1rτ.\displaystyle=f_{k}(k/2)\exp\left(-\int_{r}^{k/2}\frac{u(\rho)}{\rho}{\mathrm{d}}\rho\right)\leq\left(\frac{2}{k}\right)^{\tau-1}{r^{\tau}}~{}.

With a similar argument, fk(r)=ckrf_{k}(r)=c_{k}r when rθr\leq\theta, where

ck\displaystyle c_{k} =fk(θ)θfk(2θ)2θ(4θk)τ1.\displaystyle=\frac{f_{k}(\theta)}{\theta}\leq\frac{f_{k}(2\theta)}{2\theta}\leq\left(\frac{4\theta}{k}\right)^{\tau-1}~{}.

It is not hard to see that the corresponding Fk(r)F_{k}(r) satisfies the assertions of this lemma. ∎

Refer to caption
Figure 3. Fk(r)F^{\prime}_{k}(r)

Note that Lemma 5.4 (ii) and (iii) implies that ((D2Fk)𝐮,𝐮,(D2Fk)𝐯,𝐯)(\langle{(D^{2}F_{k})\mathbf{u}},{\mathbf{u}}\rangle,\langle{(D^{2}F_{k})\mathbf{v}},{\mathbf{v}}\rangle) belongs to CτC_{\tau} defined in Lemma 5.3, for any unit vectors 𝐮,𝐯n\mathbf{u},\mathbf{v}\in\mathbb{R}^{n}.

Theorem 5.5.

Let u0C2(n)u_{0}\in C^{2}(\mathbb{R}^{n}) satisfying (5.8) for some ε1,ε2(0,1)\varepsilon_{1},\varepsilon_{2}\in(0,1). Then, (1.1) admits a unique solution u(x,t)u(x,t) in the space C0(n×[0,))C(n×(0,))C^{0}(\mathbb{R}^{n}\times[0,\infty))\cap C^{\infty}(\mathbb{R}^{n}\times(0,\infty)) such that

  • (5.8) is preserved along the flow;

  • there exists c=c(ε1)>0c_{\ell}=c_{\ell}(\varepsilon_{1})>0 for any >2\ell>2 such that supxn|Du|2ct2\sup_{x\in\mathbb{R}^{n}}|D^{\ell}u|^{2}\leq c_{\ell}t^{2-\ell} for any t>0t>0.

Proof.

Let

δ1=min{ε22(ε121),ε2}andδ2=2ε2ε12+1.\displaystyle\delta_{1}=\min\left\{\frac{\varepsilon_{2}}{\sqrt{2(\varepsilon_{1}^{-2}-1)}},\varepsilon_{2}\right\}\quad\text{and}\quad\delta_{2}=\frac{2\varepsilon_{2}}{\varepsilon_{1}^{-2}+1}~{}.

By (2.8) and (2.9), the eigenvalues of D2u0D^{2}u_{0} satisfy 1+λiλjδ11+\lambda_{i}\lambda_{j}\geq\delta_{1} and λi+λjδ2\lambda_{i}+\lambda_{j}\geq\delta_{2} for any iji\neq j. Let τ=τ(δ1,δ2)\tau=\tau(\delta_{1},\delta_{2}) be given by Lemma 5.3. Apply Lemma 5.4 for this τ\tau to get a sequence of functions, {Fk(x)}k\{F_{k}(x)\}_{k\in\mathbb{N}}.

It follows from Lemma 5.3, Lemma 5.4 and (2.7) that the eigenvalues of D2(u0+Fk)D^{2}(u_{0}+F_{k}) satisfy

1+λiλjδ1,λi+λjδ2 for any ij,and i|λi|22(ε121+nτ2).\displaystyle\begin{split}&1+\lambda_{i}\lambda_{j}\geq\delta_{1}~{},~{}~{}\lambda_{i}+\lambda_{j}\geq\delta_{2}~{}\text{ for any }i\neq j~{},\\ &\text{and }~{}\sum_{i}|\lambda_{i}|^{2}\leq 2(\varepsilon_{1}^{-2}-1+n\tau^{2})~{}.\end{split} (5.11)

A complete discussion on the perturbation theory of eigenvalues of matrices can be found in [Kato76]*ch.1 and 2. By (5.11), there exist ε1,ε2(0,1)\varepsilon^{\prime}_{1},\varepsilon^{\prime}_{2}\in(0,1) depending222The dependence on the dimension nn is always omitted in this paper. on ε1,ε2\varepsilon_{1},\varepsilon_{2} such that

Ωε1anddetS[2]ε2\displaystyle*\Omega\geq\varepsilon^{\prime}_{1}\quad\text{and}\quad\det S^{[2]}\geq\varepsilon^{\prime}_{2} (5.12)

for u0+Fku_{0}+F_{k}. Let AA be a symmetric matrix whose eigenvalues satisfy (5.11). It is not hard to see that there exists δ3>0\delta_{3}>0 such that δ3A+𝐈1/δ3\delta_{3}\leq A+\mathbf{I}\leq 1/\delta_{3}. Note that {B: symmetric n×n matrix:δ3B1/δ3}\{B:\text{ symmetric }n\times n\text{ matrix}:\delta_{3}\leq B\leq 1/\delta_{3}\} is a convex set, and there exists ε1′′,ε2′′(0,1)\varepsilon^{\prime\prime}_{1},\varepsilon^{\prime\prime}_{2}\in(0,1) such that

Ωε1′′anddetS[2]ε2′′\displaystyle*\Omega\geq\varepsilon^{\prime\prime}_{1}\quad\text{and}\quad\det S^{[2]}\geq\varepsilon^{\prime\prime}_{2} (5.13)

for any symmetric matrix333The functions log(Ω)\log(*\Omega) and logdetS[2]\log\det S^{[2]} are defined for a symmetric matrix by using (2.3) and (2.6), respectively. BB with δ3B1/δ3\delta_{3}\leq B\leq 1/\delta_{3}.

Let {ησ}σ>0\{\eta_{\sigma}\}_{\sigma>0} be the standard mollifiers; see for instance [Evans98]*Appendix C.4. They have the following properties: ησ0\eta_{\sigma}\geq 0, suppησBσ(0)¯\operatorname{supp}\eta_{\sigma}\subset\overline{B_{\sigma}(0)}, nησ=1\int_{\mathbb{R}^{n}}\eta_{\sigma}=1 for all σ>0\sigma>0, and ησ(x)\eta_{\sigma}(x) depends only on |x||x|. For any kk\in\mathbb{N} and σ>0\sigma>0, let

w~0k,σ(x)\displaystyle\tilde{w}_{0}^{k,\sigma}(x) =n(u0(y)+Fk(y))ησ(xy)dy.\displaystyle=\int_{\mathbb{R}^{n}}\left(u_{0}(y)+F_{k}(y)\right)\,\eta_{\sigma}(x-y)\,{\mathrm{d}}y~{}. (5.14)

We claim that there exists a sequence of positive numbers {σk}k\{\sigma_{k}\}_{k\in\mathbb{N}} with σk0\sigma_{k}\to 0 as kk\to\infty such that w~0k,σk\tilde{w}_{0}^{k,\sigma_{k}} obeys

Ωmin{12ε1,ε1′′}anddetS[2]min{12ε2,ε2′′}.\displaystyle*\Omega\geq\min\{\frac{1}{2}\varepsilon^{\prime}_{1},\varepsilon^{\prime\prime}_{1}\}\quad\text{and}\quad\det S^{[2]}\geq\min\{\frac{1}{2}\varepsilon^{\prime}_{2},\varepsilon^{\prime\prime}_{2}\}~{}. (5.15)

Note that

Dx2w~0k,σ(x)\displaystyle D_{x}^{2}\tilde{w}_{0}^{k,\sigma}(x) =nDy2(u0(y)+Fk(y))ησ(xy)dy.\displaystyle=\int_{\mathbb{R}^{n}}D^{2}_{y}\left(u_{0}(y)+F_{k}(y)\right)\,\eta_{\sigma}(x-y)\,{\mathrm{d}}y~{}.

When |x|k+1|x|\geq k+1, it follows from Lemma 5.4 (i) and (5.13) that for w~0k,σ\tilde{w}_{0}^{k,\sigma}, Ω|x<ε1′′*\Omega|_{x}<\varepsilon^{\prime\prime}_{1} and detS[2]|xε2′′\det S^{[2]}|_{x}\geq\varepsilon^{\prime\prime}_{2} for any σk<1\sigma_{k}<1. When |x|k+1|x|\leq k+1, it follows from (5.11), (5.12) and the uniform continuity of D2(u0+Fk)D^{2}(u_{0}+F_{k}) on Bk+2(0)¯\overline{B_{k+2}(0)} that (5.15) holds true for w~0k,σk\tilde{w}_{0}^{k,\sigma_{k}} on Bk+1(0)B_{k+1}(0), provided that σk\sigma_{k} is sufficiently small. This finishes the proof of the claim.

Now, set w0kw^{k}_{0} to be w~0k,σk\tilde{w}_{0}^{k,\sigma_{k}}. With (5.15) and

Dxw0k(x)\displaystyle D_{x}^{\ell}w_{0}^{k}(x) =nDy2(u0(y)+Fk(y))Dx2ησk(xy)dy,\displaystyle=\int_{\mathbb{R}^{n}}D^{2}_{y}\left(u_{0}(y)+F_{k}(y)\right)\,D^{\ell-2}_{x}\eta_{\sigma_{k}}(x-y)\,{\mathrm{d}}y~{},

for any 2\ell\geq 2, one can apply Proposition 5.2 to the initial conditions w0kw_{0}^{k}. Denote the solution by wkw^{k}, and it obeys (5.15) for all tt.

It follows from (5.15) and (2.7) that D2wkD^{2}w^{k} is uniformly bounded on n×[0,)\mathbb{R}^{n}\times[0,\infty). Since wkw^{k} solves (1.1), wkt\frac{\partial w^{k}}{\partial t} is also uniformly bounded over n×[0,)\mathbb{R}^{n}\times[0,\infty). Fix R>0R>0 and T>0T>0. Let KR,T=BR(0)¯×[0,T]n×[0,)K_{R,T}=\overline{B_{R}(0)}\times[0,T]\subset\mathbb{R}^{n}\times[0,\infty). It follows from (5.14) and Lemma 5.4 (iv) that w0kw^{k}_{0} is uniformly bounded over BR(0)¯\overline{B_{R}(0)}. With the uniform boundedness of the time derivative, wkw^{k} is uniformly bounded over KR,TK_{R,T}. Together with the uniformly boundedness of D2wkD^{2}w^{k}, DwkDw^{k} is uniformly bounded over KR,TK_{R,T}. Hence, there exists a subsequence of wkw^{k} which converges uniformly on any compact subset of n×[0,)\mathbb{R}^{n}\times[0,\infty). By Lemma 5.4 (iv) and σk0\sigma_{k}\to 0 as kk\to\infty, limkw0k(x)=u0(x)\lim_{k\to\infty}w^{k}_{0}(x)=u_{0}(x).

This together with assertion (ii) of Proposition 5.2 implies that (a subsequence of) wk(x,t)w^{k}(x,t) converges smoothly on any compact subset of n×(0,)\mathbb{R}^{n}\times(0,\infty). The limit uu is a solution to (1.1) with initial condition u0u_{0}. The decay estimate on the derivatives of uu follows from that of wkw^{k}. Since the constant cc_{\ell} depends on the |D2wk||D^{2}w^{k}|, it is not hard to see from the last item of (5.11) that cc_{\ell} depends only on ε1\varepsilon_{1}.

By construction, uu satisfies (5.15) for all t>0t>0. To see that uu still satisfies (5.8), we will need the local estimate (5.7) in Lemma 5.1. Fix an ϵ0>0{\epsilon_{0}}>0. For any (x0,t0)n×(0,)(x_{0},t_{0})\in\mathbb{R}^{n}\times(0,\infty), let K0K_{0} be its compact neighborhood B1(x0)¯×[t0/2,2t0]n×(0,)\overline{B_{1}(x_{0})}\times[t_{0}/2,2t_{0}]\subset\mathbb{R}^{n}\times(0,\infty). Since DwkDw^{k} is uniformly bounded over K0K_{0}, there exists an R>0R>0 such that

φ=R2|x|2|Dwk|22ntR21+ϵ0\displaystyle\varphi=R^{2}-|x|^{2}-|Dw^{k}|^{2}-2nt\geq\frac{R^{2}}{1+\epsilon_{0}}

on K0K_{0}. By Proposition 4.1 and Lemma 5.1, (5.7) for v=(Ω)1v=(*\Omega)^{-1} gives that

max(x,t)K0[(Ω) of wk]1\displaystyle\max_{(x,t)\in K_{0}}\left[(*\Omega)\text{ of }w^{k}\right]^{-1} (1+ϵ0)maxxBR(0)¯[(Ω) of w0k]1.\displaystyle\leq(1+\epsilon_{0})\max_{x\in\overline{B_{R}(0)}}\left[(*\Omega)\text{ of }w_{0}^{k}\right]^{-1}~{}.

Due to the uniform continuity of D2u0D^{2}u_{0} over BR(0)¯\overline{B_{R}(0)}, Lemma 5.4 (iv), and σk0\sigma_{k}\to 0,

lim supkmaxxBR(0)¯[(Ω) of w0k]11ε1.\displaystyle\limsup_{k\to\infty}\max_{x\in\overline{B_{R}(0)}}\left[(*\Omega)\text{ of }w_{0}^{k}\right]^{-1}\leq\frac{1}{\varepsilon_{1}}~{}.

It follows that (Ω)1(*\Omega)^{-1} of uu over K0K_{0} is no greater than (1+ϵ0)/ε1(1+\epsilon_{0})/\varepsilon_{1}. Since it is true for any ϵ0>0\epsilon_{0}>0, Ω*\Omega of uu is always greater than or equal to ε1\varepsilon_{1}. The argument for detS[2]\det S^{[2]} is similar. ∎

Since a 22-convex initial can be approximated by strictly 22-convex functions, we can extend Theorem 5.5 to 22-convex initial condition.

Theorem 5.6.

Let u0C2(n)u_{0}\in C^{2}(\mathbb{R}^{n}) be a 22-convex function with supxn|D2u0|2c\sup_{x\in\mathbb{R}^{n}}|D^{2}u_{0}|^{2}\leq c for some c>0c>0. Then, (1.1) admits a unique solution u(x,t)u(x,t) in the space C0(n×[0,))C(n×(0,))C^{0}(\mathbb{R}^{n}\times[0,\infty))\cap C^{\infty}(\mathbb{R}^{n}\times(0,\infty)) such that

  • for any t>0t>0, uu is 22-convex and Ωε1*\Omega\geq\varepsilon_{1};

  • there exists c=c(ε1)>0c_{\ell}=c_{\ell}(\varepsilon_{1})>0 for any >2\ell>2 such that supxn|Du|2ct2\sup_{x\in\mathbb{R}^{n}}|D^{\ell}u|^{2}\leq c_{\ell}t^{2-\ell} for any t>0t>0.

Proof.

Consider w0k=u0+ek|x|2w^{k}_{0}=u_{0}+e^{-k}|x|^{2} for kk\in\mathbb{N}. Since |D2u0|C|D^{2}u_{0}|\leq C, it is not hard to see that there exist ε1=ε1(ε1)>0\varepsilon^{\prime}_{1}=\varepsilon^{\prime}_{1}(\varepsilon_{1})>0 and ε2,k=ε2,k(ε1,k)>0\varepsilon^{\prime}_{2,k}=\varepsilon^{\prime}_{2,k}(\varepsilon_{1},k)>0 such that Ωε1*\Omega\geq\varepsilon^{\prime}_{1} and detS[2]ε2,k\det S^{[2]}\geq\varepsilon^{\prime}_{2,k} for w0kw^{k}_{0}. Denote by wkw^{k} the solution to (1.1) with initial condition w0kw^{k}_{0} given by Theorem 5.5. Note that the bound of the derivatives given by Theorem 5.5 only depends on ε1\varepsilon_{1}. By the same argument as that in the proof of Theorem 5.5, there exists a subsequence of wkw^{k} which converges in Cloc0(n×[0,))C^{0}_{\text{loc}}(\mathbb{R}^{n}\times[0,\infty)) and in C(n×(0,))C^{\infty}(\mathbb{R}^{n}\times(0,\infty)). The properties asserted by this theorem follows from lim infk(Ω of w0k)ε1\liminf_{k\to\infty}(*\Omega\text{ of }w^{k}_{0})\geq\varepsilon_{1} and the smooth convergence of wkw^{k} in C(n×(0,))C^{\infty}(\mathbb{R}^{n}\times(0,\infty)). ∎

6. Some Convergence Results

6.1. Potentials of Bounded Gradient

Theorem 6.1.

Let u0C2(n)u_{0}\in C^{2}(\mathbb{R}^{n}) be a 22-convex function with supxn|D2u0|2c\sup_{x\in\mathbb{R}^{n}}|D^{2}u_{0}|^{2}\leq c for some c>0c>0. Denote by u(x,t)u(x,t) the solution to (1.1) with u(x,0)=u0(x)u(x,0)=u_{0}(x) given by Theorem 5.6. Then, there exists an an\vec{a}\in\mathbb{R}^{n} such that Du(x,t)Du(x,t) converges to the constant map from n\mathbb{R}^{n} to a\vec{a} in Cloc(n,n)C^{\infty}_{\text{loc}}(\mathbb{R}^{n},\mathbb{R}^{n}). In other words, Lu={(x,Du(x,t)):xn}L_{u}=\{(x,Du(x,t)):x\in\mathbb{R}^{n}\} converges locally smoothly to n×{a}\mathbb{R}^{n}\times\{\vec{a}\} as tt\to\infty.

Proof.

The key step is to show that the bounded gradient condition is preserved along the flow. Denote u/xku\partial u/\partial{x^{k}}u by uku_{k}, 2u/xixj\partial^{2}u/\partial x^{i}\partial x^{j} by uiju_{ij}, etc. By (1.1) and Remark 3.1,

tuk\displaystyle\frac{\partial}{\partial t}u_{k} =gijuijk\displaystyle=g^{ij}u_{ijk} (6.1)

where gijg^{ij} is the inverse of gij=δij+kuikujkg_{ij}=\delta_{ij}+\sum_{k}u_{ik}u_{jk}. It follows that

t[ck(uk)2]\displaystyle\frac{\partial}{\partial t}\big{[}c-\sum_{k}(u_{k})^{2}\big{]} =2kukgijuijk\displaystyle=-2\sum_{k}u_{k}g^{ij}u_{ijk}
=gijij[ck(uk)2]+2kgijukiukj,\displaystyle=g^{ij}\partial_{i}\partial_{j}\big{[}c-\sum_{k}(u_{k})^{2}\big{]}+2\sum_{k}g^{ij}u_{ki}u_{kj}~{},

and hence

t[ck(uk)2]gijij[ck(uk)2]\displaystyle\frac{\partial}{\partial t}\big{[}c-\sum_{k}(u_{k})^{2}\big{]}-g^{ij}\partial_{i}\partial_{j}\big{[}c-\sum_{k}(u_{k})^{2}\big{]} 0.\displaystyle\geq 0~{}. (6.2)

Since Ωε1*\Omega\geq\varepsilon_{1} along the flow, gijg^{ij} is uniformly bounded over n×[0,)\mathbb{R}^{n}\times[0,\infty). According to Theorem 5.6, t|D3u|2t|D^{3}u|^{2} is uniformly bounded. With (6.1), there exits for any T>0T>0 a constant CTC_{T} such that |uk|CT|u_{k}|\leq C_{T} on n×[0,T]\mathbb{R}^{n}\times[0,T]. Thus, there is a CT>0C^{\prime}_{T}>0 such that [ck(uk)2]CT\big{[}c-\sum_{k}(u_{k})^{2}\big{]}\geq-C_{T} on n×[0,T]\mathbb{R}^{n}\times[0,T]. By the maximum principle in [Fr64]*Theorem 9 on p.43, ck(uk)20c-\sum_{k}(u_{k})^{2}\geq 0 on n×[0,T]\mathbb{R}^{n}\times[0,T].

With |Du|ct2|D^{\ell}u|\leq c_{\ell}t^{2-\ell} for any >2\ell>2, Du(x,t)Du(x,t) converges in Cloc(n,n)C^{\infty}_{\text{loc}}(\mathbb{R}^{n},\mathbb{R}^{n}) to some p(x)p(x) as tt\to\infty. Since the convergence is ClocC^{\infty}_{\text{loc}}, the image of (x,p(x))(x,p(x)) is still a minimal Lagrangian submanifold. Thus, p(x)=Du¯(x)p(x)=D\bar{u}(x) for some u¯(x)C(n)\bar{u}(x)\in C^{\infty}(\mathbb{R}^{n}) satisfying |D2u¯|K|D^{2}\bar{u}|\leq K for some K>0K>0 and 1+λiλj01+\lambda_{i}\lambda_{j}\geq 0. According to the Bernstein theorem [TW02]*Theorem A, (x,Du¯(x))(x,D\bar{u}(x)) must be an affine subspace. Since k(ku¯)2c\sum_{k}(\partial_{k}\bar{u})^{2}\leq c, the affine subspace must be n×{a}\mathbb{R}^{n}\times\{a\}. ∎

6.2. Convergence to Self-Expanders

A solution F:L×(0,)nF:L\times(0,\infty)\to\mathbb{R}^{n} to the mean curvature flow is called a self-expander if the submanifold F(L,t)F(L,t) is the dilation of F(L,1)F(L,1) with the factor t\sqrt{t}. It is a natural model for immortal solutions to the mean curvature flow, and can also be used to study the mean curvature flow of conical singularities. In our setting F(x,t)=(x,Du)F(x,t)=(x,Du), one finds that being a self-expander means that

u(x,1)\displaystyle u(x,1) =tu(xt,1)\displaystyle=t\cdot u\left(\frac{x}{\sqrt{t}},1\right) (6.3)

for any t>0t>0. Therefore, for the entire Lagrangian mean curvature flow (1.1), u:L×(0,)nu:L\times(0,\infty)\to\mathbb{R}^{n} is a self-expander if and only if u1=u(,1)u_{1}=u(\,\cdot\,,1) obeys

11det(𝐈+1D2u1)det(𝐈+(D2u1)2)u1+12Du1,x\displaystyle\frac{1}{\sqrt{-1}}\frac{\det(\mathbf{I}+\sqrt{-1}D^{2}u_{1})}{\sqrt{\det(\mathbf{I}+(D^{2}u_{1})^{2})}}-u_{1}+\frac{1}{2}\langle{Du_{1}},{x}\rangle =0\displaystyle=0 (6.4)

In [CCH12]*Theorem 1.2, it is shown that if the initial condition u0u_{0} is strictly distance-decreasing, and (x,Du0(x))(x,Du_{0}(x)) is asymptotic to a cone at spatially infinity, then the rescaled flow converges to a self-expander. In the following proposition, we prove that the result holds true in the 22-convex case.

Theorem 6.2.

Let u0C2(n)u_{0}\in C^{2}(\mathbb{R}^{n}) be a 22-convex function with supxn|D2u0|2c\sup_{x\in\mathbb{R}^{n}}|D^{2}u_{0}|^{2}\leq c for some c>0c>0, and

limμu0(μx)μ2\displaystyle\lim_{\mu\to\infty}\frac{u_{0}(\mu x)}{\mu^{2}} =U0(x),\displaystyle=U_{0}(x)~{},

for some U0(x)U_{0}(x). Let u(x,t)u(x,t) be the solution to (1.1) given by Theorem 5.5. Then, u(μx,μ2t)/μ2u(\mu x,\mu^{2}t)/\mu^{2} converges to a smooth self-expanding solution U(x,t)U(x,t) to (1.1) in Cloc(n×(0,))C^{\infty}_{\text{loc}}(\mathbb{R}^{n}\times(0,\infty)) as μ\mu\to\infty. As t0t\to 0, U(x,t)U(x,t) converges to U0(x)U_{0}(x) in Cloc0(n)C^{0}_{\text{loc}}(\mathbb{R}^{n}).

Proof.

It is straightforward to see that for any μ>0\mu>0,

uμ(x,t)\displaystyle u_{\mu}(x,t) =1μ2u(μx,μ2t)\displaystyle=\frac{1}{\mu^{2}}u(\mu x,\mu^{2}t)

is a solution to (1.1) with initial condition uμ(x,0)=μ2u0(μx)u_{\mu}(x,0)=\mu^{-2}u_{0}(\mu x). Since the spatial Hessian remains unchanged in this rescaling, it follows from Theorem 5.6 that

|Duλ(x,t)|\displaystyle\left|D^{\ell}u_{\lambda}(x,t)\right| ct12\displaystyle\leq c_{\ell}\,t^{1-\frac{\ell}{2}}

for any λ>0\lambda>0, >2\ell>2 and on n×(0,)\mathbb{R}^{n}\times(0,\infty). With Remark 3.1, there exists for any m1m\geq 1 and 0\ell\geq 0 a constant cm,>0c_{m,\ell}>0 such that

|mtmDuμ|\displaystyle\left|\frac{\partial^{m}}{\partial t^{m}}D^{\ell}u_{\mu}\right| cm,t1m2.\displaystyle\leq c_{m,\ell}\,t^{1-m-\frac{\ell}{2}}~{}.

It is clear that uμ(0,0)u_{\mu}(0,0) and Duμ(0,0)Du_{\mu}(0,0) are uniformly bounded for μ1\mu\geq 1. These estimates together with the Arzelà–Ascoli theorem implies that uμ(x,t)u_{\mu}(x,t) converges to some U(x,t)U(x,t) in Cloc(n×(0,))C^{\infty}_{\text{loc}}(\mathbb{R}^{n}\times(0,\infty)) as μ\mu\to\infty. Moreover, U(x,t)U(x,t) satisfies the equation (1.1), is 22-convex for all tt, and Ωε1*\Omega\geq\varepsilon_{1} for all tt. It follows from the construction that U(x,t)U(x,t) satisfies U(μx,μ2t)=μ2U(x,t)U(\mu x,\mu^{2}t)=\mu^{2}\,U(x,t) for any μ>0\mu>0, and thus U(x,t)U(x,t) is a self-expander.

Since |U/t|c1,0|\partial U/\partial t|\leq c_{1,0}, U(x,t)U(x,t) converges to a function U(x,0)U(x,0) as t0t\to 0. Again by |uμ/t|c1,0|\partial u_{\mu}/\partial t|\leq c_{1,0}, one finds that

U(x,0)\displaystyle U(x,0) =limt0limμuμ(x,t)=limμuμ(x,0)=U0(x).\displaystyle=\lim_{t\to 0}\lim_{\mu\to\infty}u_{\mu}(x,t)=\lim_{\mu\to\infty}u_{\mu}(x,0)=U_{0}(x)~{}.

It finishes the proof of this proposition. ∎

On the other hand, it is shown in [CCH12]*Lemma 7.1 that for any U0(x)U_{0}(x) which is strictly distance-decreasing and homogeneous of degree 22, there exists a self-expander to (1.1) which is strictly distance-decreasing for all time. A function is said to be homogeneous of degree 22 if

U0(x)=1λ2U0(λx)\displaystyle U_{0}(x)=\frac{1}{\lambda^{2}}U_{0}(\lambda x)

for all λ>0\lambda>0. If U0U_{0} is C2C^{2} over n\mathbb{R}^{n}, we can invoke Theorem 5.5. It is more interesting to assume that U0U_{0} is C2C^{2} only on n{0}\mathbb{R}^{n}\setminus\{0\}, and it requires some more work to construct the solution.

Proposition 6.3.

Suppose that U0:nU_{0}:\mathbb{R}^{n}\to\mathbb{R} is homogeneous of degree 22, is C2C^{2} on n{0}\mathbb{R}^{n}\setminus\{0\}, and satisfy (5.8) on n{0}\mathbb{R}^{n}\setminus\{0\}. Then, (1.1) admits a unique self-expanding solution u(x,t)u(x,t) in the space C0(n×[0,))C(n×(0,))C^{0}(\mathbb{R}^{n}\times[0,\infty))\cap C^{\infty}(\mathbb{R}^{n}\times(0,\infty)) with initial condition U0U_{0} such that u(x,t)=tu(x/t,1)u(x,t)=t\cdot u(x/\sqrt{t},1) and (5.8) is preserved along the flow.

Moreover, there exists c=c(ε1)c_{\ell}=c_{\ell}(\varepsilon_{1}) for any >2\ell>2 such that supxn|Du|2ct2\sup_{x\in\mathbb{R}^{n}}|D^{\ell}u|^{2}\leq c_{\ell}t^{2-\ell} for any t>0t>0.

It follows from the assumption that DU0DU_{0} is uniformly Lipschitz. The following lemma is analogous to Lemma 5.4, and will be used to handle U0U_{0} near the origin.

Lemma 6.4.

Given any τ>1\tau>1, there exists a sequence of smooth functions {Ek(x)}k\{E_{k}(x)\}_{k\in\mathbb{N}} with the following significance.

  1. (i)

    D2Ek=𝐈D^{2}E_{k}=\mathbf{I} when |x|1/k|x|\leq 1/k.

  2. (ii)

    0<D2Ekτ0<D^{2}E_{k}\leq\tau everywhere.

  3. (iii)

    At any xnx\in\mathbb{R}^{n}, the ratio between any two eigenvalues of D2Ek(x)D^{2}E_{k}(x) belongs to [1/τ,τ][1/\tau,\tau].

  4. (iv)

    For any R>0R>0, EkE_{k} converges to 0 uniformly over BR(0)¯\overline{B_{R}(0)} as kk\to\infty, so do their derivatives.

Proof.

As in the proof of Lemma 5.4, let E=E(r)E=E(r) where r=|x|r=|x|. Denote E(r)E^{\prime}(r) by e(r)e(r). Let

u(r)\displaystyle u(r) =e(r)re(r),\displaystyle=e^{\prime}(r)\frac{r}{e(r)}~{}, (6.5)

and then

e(r)\displaystyle e(r) =e(r0)exp(r0ru(ρ)ρdρ).\displaystyle=e(r_{0})\exp\left(\int_{r_{0}}^{r}\frac{u(\rho)}{\rho}{\mathrm{d}}\rho\right)~{}. (6.6)

For any kk\in\mathbb{N}, choose a smooth function uk(r)u_{k}(r) for r0r\geq 0 with

  • uk(r)=1u_{k}(r)=1 if r1/kr\leq 1/k;

  • uk(r)=1/τu_{k}(r)=1/\tau if r2/kr\geq 2/k;

  • uk(r)0u^{\prime}_{k}(r)\leq 0 for all rr.

Set the r0r_{0} to be 1/k1/k, and set ek(1/k)e_{k}(1/k) to be 1/k1/k. It follows that ek(r)=re_{k}(r)=r for rkr\leq k. When r1/kr\geq 1/k,

ek(r)\displaystyle e_{k}(r) =1kexp(1/kru(ρ)ρdρ)1kexp(1/kr1ρdρ)=r.\displaystyle=\frac{1}{k}\exp\left(\int_{1/k}^{r}\frac{u(\rho)}{\rho}{\mathrm{d}}\rho\right)\leq\frac{1}{k}\exp\left(\int_{1/k}^{r}\frac{1}{\rho}{\mathrm{d}}\rho\right)=r~{}.

When r2/kr\geq 2/k,

ek(r)\displaystyle e_{k}(r) =ek(2/k)exp(k/2ru(ρ)ρdρ)(2k)11τr1τ.\displaystyle=e_{k}(2/k)\exp\left(\int_{k/2}^{r}\frac{u(\rho)}{\rho}{\mathrm{d}}\rho\right)\leq\left(\frac{2}{k}\right)^{1-\frac{1}{\tau}}{r^{\frac{1}{\tau}}}~{}.

The function Ek(r)E_{k}(r) is determined by setting Ek(0)=0E_{k}(0)=0. It is not hard to see that the corresponding Ek(r)E_{k}(r) satisfies the assertions of this lemma. ∎

Proof of Proposition 6.3.

To start, note that there exists a δ>0\delta>0 such that δD2(U0+Ek)1/δ\delta\leq D^{2}(U_{0}+E_{k})\leq 1/\delta on where 0<|x|1/k0<|x|\leq 1/k. With this observation, the argument of Theorem 5.5 works for the initial condition U0+EkU_{0}+E_{k}. Denote the solution by u~k\tilde{u}^{k}. By the same argument as that in Theorem 5.5, u~k\tilde{u}^{k} (subsequentially) converges on compact subsets of n×[0,)\mathbb{R}^{n}\times[0,\infty), and converges smoothly on compact subsets of n×(0,)\mathbb{R}^{n}\times(0,\infty). The limit, uu, is a solution to (1.1) with initial condition U0U_{0}.

Since U0U_{0} is homogeneous of degree 22, uμ(x,t)=μ2u(μx,μ2t)u_{\mu}(x,t)=\mu^{-2}\,u(\mu x,\mu^{2}t) (for any μ>0\mu>0) is also a solution to (1.1) with initial condition U0U_{0}. It follows from the uniqueness theorem in [CP09] that uμ(x,t)=u(x,t)u_{\mu}(x,t)=u(x,t) for any μ>0\mu>0. Hence, the solution is a self-expander. ∎

With the same argument as that in Theorem 5.6, Proposition 6.3 can be pushed to the 22-convex case.

Proposition 6.5.

Let U0:nU_{0}:\mathbb{R}^{n}\to\mathbb{R} be homogeneous of degree 22. Suppose that on n{0}\mathbb{R}^{n}\setminus\{0\}, U0U_{0} is C2C^{2}, satisfy Ωε1*\Omega\geq\varepsilon_{1} for some ε1>0\varepsilon_{1}>0, and is 22-convex. Then, (1.1) admits a unique solution u(x,t)u(x,t) in the space C0(n×[0,))C(n×(0,))C^{0}(\mathbb{R}^{n}\times[0,\infty))\cap C^{\infty}(\mathbb{R}^{n}\times(0,\infty)) with initial condition U0U_{0} such that u(x,t)=tu(x/t,1)u(x,t)=t\cdot u(x/\sqrt{t},1). Moreover, the two conclusions of Theorem 5.6 hold true for u(x,t)u(x,t).

References