The Gradient Flow of Infinity-Harmonic Potentials
Abstract: We study the streamlines of -harmonic functions in planar convex rings. We include convex polygons. The points where streamlines can meet are characterized: they lie on certain curves. The gradient has constant norm along streamlines outside the set of meeting points, the infinity-ridge.
AMS Classification 2010: 49N60, 35J15, 35J60, 35J65, 35J70.
Keywords: Infinity-Laplace Equation, streamlines, convex rings, infinity-potential function
1 Introduction
The -Laplace Equation
was introduced by G. Aronsson in 1967 (cf. [Ar1]) to produce optimal Lipschitz extensions of boundary values. It has been extensively studied. Some of the highlights are
-
•
Viscosity solutions for , [BDM]
-
•
Uniqueness, [J]
- •
-
•
Tug-of-War (connection with stochastic game theory), [PSW]
We are interested in the two-dimensional equation
in so-called convex ring domains . Here is a bounded convex domain in and is a closed convex set. We continue our investigation in [LL] of the -potential , which is the unique solution in of the boundary value problem
In [LL] we proved that the ascending streamlines, the solutions of
with given initial point , are unique and terminate at . (The descending ones are not!) Streamlines may meet and then continue along a common arc. Uniqueness prevents crossing streamlines.
Along a streamline one would expect that the speed is constant. Indeed,
but the calculation requires second derivatives. The main difficulty is the lack of second derivatives. Although, the second derivatives are known to exist almost everywhere with respect to the Lebesgue area, see [KZZ] for this new result, this is of little use since the area of a streamline is zero. In [LL] it was shown that the above calculation fails: for most streamlines the speed is not constant the whole way up to . (We shall see that the speed is constant from the initial point till the streamline meets another streamline.)
We use the approximation with the (unique) solution of the -Laplace equation
in with the same boundary values as .
We shall use several facts about these -harmonic functions due to J. Lewis, cf. [L]. It is decisive that the level curves are convex and that . See Section 2 for more details.
We also need the facts that (i) in and (ii) the family is locally equicontinuous. (Notice that we wrote , not .) We extract a proof of this from the recent pathbreaking work by H. Koch, Y. R-Y. Zhang and Y. Zhou in [KZZ], complementing their results by applying a simple device, due to Lebesgue in [Leb], to the norm of the quasiregular mapping
The quasiregularity was obtained by B. Bojarski and T. Iwaniec in [BI].
We prove the following basic result in Section 3.
Theorem 1 (Non-decreasing speed).
Let , , be a streamline of , i.e.,
and , . Then the function is convex when . In particular, the speed , is a non-decreasing function of .
Combining this with a result in the opposite direction (cf. Lemma 12 in [LL]), we can control the meeting points so that these lie on a few specific streamlines, here called attracting streamlines.
Polygons.
To avoid a complicated description, we begin with a convex polygon as with vertices (set for convenience). With as initial point there is a unique streamline
with terminal point on . The
Occasionally, some of them meet and then share a common arc up to . The collection of all the points on the attracting streamlines is called the -ridge and is denoted by , i.e.,
It seems to play a similar role for the -Laplace Equation as the (ordinary) ridge does for the Eikonal Equation.
Before meeting any other streamline, a streamline either meets an attracting streamline or hits the upper boundary . We formulate this as a theorem, proved in Section 6.
Theorem 2.
The speed is constant along the streamline from the initial point on until it meets one of the attracting streamlines , after which the speed is non-decreasing. It cannot meet any other streamline before it meets an attracting one.
Thus there are no meeting points in , i.e., they all lie on the attracting streamlines . In other words, there is no branching outside the -ridge .
General Domains.
The polygon has a piecewise smooth boundary and at the vertices . Thus the attracting streamlines start at the points of minimal speed. Similar results hold when is no longer a polygon, but now we have to assume that the following holds:
Assumptions:
-
1.
is continuous in , in particular along .111For example, if is piecewise , then the gradient is continuous in , see Section 2.
-
2.
On , the continuous function has a finite number of local minimum points, say , and a finite number of local maximum points.
Again, the streamlines with the initial points are called attracting streamlines:
The -ridge is again
Theorem 2 holds also in this setting. As a consequence, streamlines cannot meet, except on . The theorem below is proved in Section 7.
Theorem 3.
The speed is constant along a streamline from the initial point on until it meets one of the attracting streamlines . It cannot meet any other streamline before it meets an attracting one.
The situation when is constant on some arc on can happen even for a rectangle, but does not cause extra complications.
Proposition 4.
If the speed is constant along a boundary arc , then the streamlines with initial points on the arc are non-intersecting segments of straight lines. They meet no other streamlines in , except possibly when the initial point is or .
This follows from Lemma 12 and Lemma 16. It allows us to relax assumption 2 to include boundary arcs with constant local maximum speed:
-
2*.
The local maxima and minima of on are attained along at most finitely many closed subarcs, which may degenerate to points.
The definition of the attracting streamlines must be amended if the speed attains a local minimum along a boundary arc : it contributes with two attracting streamlines, namely the ones with initial points at and .
Remark 5.
The behavior of the streamlines suggests that the -potential is smooth outside the -ridge .
Examples.
We mention some examples.

Example 1.
Let be the square
and the origin. The attracting streamlines are the four half-diagonals, constituting the -ridge
All streamlines meet at a diagonal, except the four segments along the coordinate axes. See Figure 1.
Example 2.
Let be the origin and the square in Example 1 which is truncated in the following symmetric way: in the south west corner we have removed the triangle with corners and , for some small . See Figure 2. We only describe the behavior in the south west quarter of .
The attracting streamlines are those starting in and (in blue). The only streamlines that do not meet any other before reaching origin, are the medians (in red). Any other streamline will meet one of the attracting streamlines. The streamline starting in the middle of and (in red) will be a straight line to the origin and will be joined by the attracting streamlines from both sides before terminating at the origin.
2 Preliminaries
is a bounded convex domain in and is a compact and convex set, which may reduce to a point. We study the equation in the convex ring . We assume the following normalization:
The boundary value problem
has a unique solution in general. By [ESa], is locally Hölder continuous in . We will assume that also . This is fulfilled if for instance has a piecewise regular boundary. See Lemma 2 and Theorem 2 in [HL], Theorem 7.1 in [MPS] and Theorem 1 in [WY].
In [LL] it was established that, for a given initial point , the gradient flow
has a unique solution , which terminates at some point on . (Some caution is required if .) We say that is a streamline. Although unique, two streamlines may meet, join, and continue along a common arc.
We shall employ the -harmonic approximation
for . It is known that and it takes the correct values (in the classical sense) at each boundary point. We shall need the following results from [L] (see also [Ja]):
-
1.
The level curves are convex, if ,
-
2.
uniformly in ,
-
3.
in ,
-
4.
is real analytic in ,
-
5.
.
The streamlines of do not meet in . This is due to the regularity of and the Picard-Lindelöf theorem. Properties 1), 3), and 5) are preserved at the limit . Especially, in .
We keep the normalization . Then , but we also need a uniform bound for . The bound
(1) |
follows by comparison with the distance function
In a convex domain, is a supersolution of the -Laplace equation. Since
the same inequality also holds in . In general, is unbounded (but ), so we have to consider a subdomain, say .
Lemma 6.
The uniform bound
(2) |
holds when , .
Proof.
Let denote the level curve and
Since obeys the maximum principle and on by (1), it is enough to control on . We see that
(3) |
on and on , i.e., on the boundary of . Again, the majorant is a supersolution to the -Laplace equation, and hence (3) holds in by the comparison principle. It follows that
(4) |
on222Since , increases with . Thus we get an upper bound independent of . This is sufficient for our purpose. .
3 Equicontinuity of
We shall prove that
locally uniformly in . From [KZZ] we can extract the following important properties: If , then
(J) |
for all (large) .
The constant depends on , where , and , but not on .
In [KZZ] the estimates were derived for solutions of the auxiliary equation
while we use written as
The advantage of our approach is that the inequality is available in convex domains for .
The conversion from to requires only obvious changes. Formally, the factor in front of an integral in [KZZ] should be moved in under the integral sign and then replaced by , upon which every be replaced by . This procedure is explained in our Appendix.
In order to prove that the family is locally equicontinuous, we shall use a device due to Lebesgue in [Leb]. A function is monotone (in the sense of Lebesgue) if
where are concentric discs. For such a function
(4) |
The proof is merely an integration in polar coordinates, cf. [Leb]. We shall apply this oscillation lemma on the function . It was shown by Bojarski and Iwaniec in [BI] that the mapping
is quasiregular. That property implies that its norm satisfies the maximum principle, and, where , also the minimum principle. Thus is monotone. So is . From (4) we obtain
The uniform bound in (2) and a standard covering argument for compact sets yields the following result.
Theorem 7.
(Equicontinuity) Let . Given , there is such that the inequality
holds simultaneously for all .
Since in we can use Ascoli’s theorem to conclude that
locally uniformly. (More accurately, we have to extract a subsequence in Ascoli’s theorem, but since the limit is unique, this precaution is not called for here.)
Caution: The more demanding convergence holds a.e., but perhaps not locally uniformly.
Let us finally mention that the uniform convergence is not global. For example, in the ring we have
Now is not even bounded near . Thus the convergence cannot be uniform in the whole ring.
4 Convergence of the Streamlines
In this section, we study the convergence of the streamlines and prove Theorem 1. It is plain that the level curves converge to the level curves . However, the convergence of the streamlines requires a more sophisticated proof. (The problem is the identification of the limit as an -streamline.)
Suppose that we have the streamlines and having the same initial point . Now
when , where . Thus
Using the bound
in Lemma 6 we see that
(5) |
as long as the curves are below the level , i.e., . In particular, the bound is valid in the domain , where . Thus, the family of curves is locally equicontinuous. By Ascoli’s theorem we can extract a sequence such that
uniformly in every domain . Here is some curve with initial point .
The endpoint of is on . Indeed, let denote the parameter value at which . Take any convergent sequence, say . Then
Thus . Then for all .
By (5)
Rademacher’s theorem for Lipschitz continuous functions implies that is differentiable at a.e. .
We claim that . Since they start at the same point, the uniqueness of -streamlines shows that it is enough to verify
To this end, we shall employ the convex functions . Indeed,
and
By Lewis’s theorem, in convex ring domains, if . Thus,
and so the function is convex. The convergence
is at least locally uniform, when takes the values extracted above. Also the limit is convex, of course.
We have the locally uniform convergence
which follows from Theorem 7 by writing
Thus,
It follows that333 for a.e. . We also have by the chain rule
a.e., since exists for a.e. .
We have arrived at the identity
valid for a.e. . From
we get
and, hence for a.e.
We conclude that in the Cauchy-Schwarz inequality
we have equality. It follows that
for a.e. . In fact, it holds everywhere because now the identity
can be differentiated. This concludes our proof of the fact .
We see that the tangent is continuous. The proof reveals that the convex functions uniformly and hence is convex as well. Therefore, its derivative
is non-decreasing. In other words, is non-decreasing along the limit streamline.
This proves Theorem 1.
5 Quadrilaterals and Triangles
Curved quadrilaterals and triangles, bounded by arcs of streamlines and level curves, are useful building blocks. It is tentatively understood that at least the interior of the figures are comprised in ; the level arcs can be on and, occasionally, on .
Recall that the -streamline
with initial point is unique and terminates at on . On its way, it may (and usually does) meet other streamlines and has common parts with them. By Theorem 1, the speed
is non-decreasing. Thus we have the bound444
Sometimes the result below (cf. Lemma 12 in [LL]), valid for curved quadrilaterals and triangles, provides us with the reverse inequality, so that we may even conclude that the speed is constant along suitable arcs of streamlines.
Lemma 8.
Suppose that the streamlines and together with the level curves (lower level) and (upper level) form a quadrilateral with vertices and . If and do not meet before reaching , then
i.e., the maximal speed on the upper level is the smaller one.
Suppose now that is a point on the lower level curve at which
Let be the streamline that passes through . It intersects at some point (it may have joined or before reaching ). See Figure 3. The following result holds:
Lemma 9.
We have
Moreover,
Proof.
We can also formulate a similar result for curved triangles. Suppose that the streamlines and together with the level curve form a curved triangle with vertices and . Assume again that is a point at which
Let be the streamline that passes through . It passes through (but may have joined or before reaching ). The following result holds:
Corollary 10.
For the triangle we have
Moreover,
Proof.
Take to be a sequence of level curves approaching from below. Then apply Lemma 9 on the quadrilateral formed by and and let . ∎
The Quadrilateral Rule.
We provide a practical rule for preventing meeting points. We keep the same notation.
Proposition 11 (Quadrilateral Rule).
If is strictly monotone on the arcs and of the level curve (one of them may reduce to a point), then no streamlines can meet inside the quadrilateral. A streamline with initial point on the arc (but not or ) has constant speed till it meets or reaches .
Proof.
Let be a streamline passing through the point , on the level curve .
We have three cases: 1) If meets at the point , then Lemma 9 applied on the quadrilateral (or Corollary 10 if meets , so that we have a triangle) implies
on the whole arc of (or until reaches ). But then
which contradicts the strict monotonicity of .
3) If passes through a point on the upper level , , , then Lemma 9 applied on the quadrilateral (or Corollary 10 in case of a curved triangle) yields
on the arc .
Finally, if is chosen from the left level arc , the proof consists of three similar cases again. Thus we have established that has constant speed till it first meets , or hits .
It remains to show that no two streamlines can meet in the quadrilateral. A streamline passing through the point at the level curve has constant speed
till meets , or hits . But two meetings streamlines must have the same speed, which requires that they pass through at two points with the same speed . By the strict monotonicity of , this would require that the points are on different arcs and . This is impossible, since no streamlines meet . ∎
The Quadrilateral Rule remains true if the monotonicity of is not supposed to be strict. If is constant on some subarc , then the streamlines with initial points on are non-intersecting straight lines. To see this, we again consider the quadrilateral bounded by
Lemma 12.
Assume that is constant on the arc . Then no streamlines can meet inside the quadrilateral. Moreover, is constant in the quadrilateral and all streamlines are straight lines.
Proof.
By Lemma 9, is constant on the upper arc . In particular, must be constant along and . Then must be constant along any arc of a streamline passing through the quadrilateral. Every point inside the quadrilateral lies on such a streamline. Therefore is constant in the quadrilateral, which means that it solves the Eikonal Equation. Since is of class , we can apply the next proposition to conclude that all streamlines are non-intersecting straight lines. ∎
Proposition 13 (Eikonal Equation).
Suppose that is a solution of the Eikonal Equation in the domain , where denotes a constant. Then the streamlines of are non-intersecting segments of straight lines.
Proof.
A very appeling direct proof is given in Lemma 1 in [Ar2]. ∎
For the next result we abandon the strict monotonicity in Proposition 11.
Corollary 14 (Quadrilateral Rule).
Assume that is monotone on the arc . Then no streamlines can meet inside the quadrilateral. A streamline with initial point on the arc (but not or ) has constant speed till it meets , or reaches .
Proof.
Assume that is non-decreasing. Consider the subarc on so that , where . Let be the streamline passing through . We claim that does not meet inside the quadrilateral. Indeed, suppose they meet at a point at the level line before reaching , where intersects and at and respectively. Then Lemma 9 applied to the quadrilaterals and exhibit that the speeds
are constant along the arcs. Again we see that the Eikonal Equation is valid in the triangle . At the point this leads to a contradiction with Proposition 13. (Thus the eventual point must lie on and on .)
∎
The Triangular Rule.
The above results may be formulated for a curved triangle as in Figure 7 (seen as a degenerate quadrilateral). Again, suppose that the streamlines and together with the level curve form a curved triangle with vertices and ; is the meeting point of and . Assume that is a point at which
Let be the streamline that passes through . It passes through (but may have joined or before reaching ).
By simply using the results for quadrilaterals, we may deduce the following.
Corollary 15.
If is strictly monotone on the arcs and of the level curve (one of them may reduce to a point), then no streamlines can meet inside the triangle. A streamline with initial point on the arc (but not or ) has constant speed till it meets or .
Proof.
If two streamlines meet at a point in the triangle we may construct a quadrilateral containing that point by letting be a level curve above . Then Proposition 11 yields a contradiction. ∎
Lemma 16.
cannot be constant on a subarc of , except if
Proof.
We can again construct a triangle in which the Eikonal Equation is valid. This yields a contradiction, unless we allow a corner to be outside . ∎
Vi can again abandon the strict monotonicity.
Corollary 17 (Triangular Rule).
Suppose that is monotone on the arc of the level curve . Then no streamlines can meet inside the triangle. A streamline with initial point on the arc has constant speed till it meets or .
6 Polygons
Let be a convex polygon with vertices and set . The gradient is continuous up to the boundary and especially at the vertices,
From each vertex , there is a unique streamline that terminates on . They are the attracting streamlines.
Let denote a point on the edge at which attains its maximum, i.e,
The point divides the edge into two line segments and . Denote by the streamline starting at the point .
Lemma 18.
The normal derivative
is monotone along the half-edges and for .
Proof.
We arrange it so that the polygon is in the upper half-plane and the edge in question is on the -axis, say the edge is
The convex level curves
approach the -axis as . The shortest distance from the level curve to the edge is attained at some point, say . Choose a sequence so that and , where is some point, (in fact, ). If , let and keep so large that . The vertical lines and intersect the level curve at the points and , i.e.
The convexity of the level curve implies that . (The chord between and must lie inside the set .) It follows that the difference quotients in the normal direction satisfy
since both numerators are . As , also and . By passing to the limit we obtain
as desired.
If we also obtain the reverse inequality for all so that we may conclude the desired result again. It also follows that is the point of this edge. This excludes that or . ∎
We are now ready to prove our main theorem for polygons.
Proof of Theorem 2..
Consider the region bounded by and, if does not meet also . This can be either a curved triangle (meeting attracting streamlines) or a quadrilateral (the attracting streamlines do not meet). By Lemma 18, is monotone along and . Therefore, Corollary 14 (in the case of a quadrilateral) and Corollary 17 (in the case of a curved triangle) imply that no streamlines can meet (on either side of ) and that they have constant speed until they meet or , or hit
∎
7 General Domains
In this section we assume that is continuous in and that has a finite number of local minimum points and maximum points. Denote by (with as before) the minimum points. From each , there is a unique streamline that terminates in . These streamlines divide into triangles with corners and if and meet at , and quadrilateras with corners and if and do not meet but they reach at the points and . Recall the -ridge,
We give the proof of Theorem 3.
Proof of Theorem 3..
Consider the region bounded by and perhaps . This can be either a curved triangle or quadrilateral. By construction, is monotone along and . Therefore, Corollary 14 in the case of a quadrilateral and Corollary 17 in the case of a curved triangle imply that no streamlines can meet (on either side of ) and that they are constant until they meet or or reach . ∎
8 Appendix: Estimates of Derivatives of
The fundamental properties
(J) |
for all (large) used in Section 3 follow directly from [KZZ], where the corresponding estimates are ingeniously derived for the solution of
To transcribe the work to the solution of the -Laplace equation
one has to replace the constant factor by the function under the integral sign. Below we give just a synopsis of the procedure, referring to the numbering of formulas and theorems in [KZZ]. (The reader is supposed to have access to [KZZ].)
Formula (2.5) in [KZZ] becomes
Formula (2.7) becomes
and (2.8)
Lemma 5.1 is needed only for (and since we can put in the proof). It becomes
This yields Lemma 2.6 and the desired property (J), since is locally bounded by Lemma 6.
Lemma 5.2 is valid with no changes (replace with ), but the proof uses Lemma 5.1 as above. Then Lemma 5.2 implies the flatness estimate in Lemma 2.7:
valid for any linear function . This estimate is needed for the proof of Theorem 1.4, when one has to identify the limit of in as . Theorem 1.4 contains our desired property (8).
References
- [Ar1] G. Aronsson. Extension of functions satisfying Lipschitz conditions, Arkiv för Matematik 6, 1967, pp. 551–561.
- [Ar2] G. Aronsson. On the partial differential equation Arkiv för Matematik 7, 1968, pp. 397–425.
- [BDM] T. Bhattacharya, E. DiBenedetto, J. Manfredi. Limits as of and related extremal problems, Rendiconti del Seminario Matematico Università e Politecnico di Torino, 1989, pp. 15–68.
- [BI] B. Bojarski, T. Iwaniec. -harmonic equation and quasiregular mappings. Banach Center Publications 19.1 (1987): pp. 25–38.
- [ESa] L. Evans, O. Savin. regularity of infinite harmonic functios in two dimensions, Calculus of Variations and Partial Differential Equations 32, 2008, pp. 325–347.
- [ES] L. Evans, C. Smart. Everywhere differentiability of infinity harmonic functions, Calculus of Variations and Partial Differential Equations 42, 2011, pp. 289–299.
- [HL] G. Hong, D. Liu. Slope estimate and boundary differentiability of infinity harmonic functions on convex domains, Nonlinear Analysis: TMA, Volume 139, 2016, pp. 158–168
- [Ja] U. Janfalk. Behaviour in the limit, as , of minimizers of functionals involving -Dirichlet integrals, SIAM Journal on Mathematical Analysis 27, no.2, 1996, pp. 341–360.
- [J] R. Jensen. Uniqueness of Lipschitz extension: minimizing the sup norm of the gradient, Archive for Rational Mechanics and Analysis 123, 1993, pp. 51–74.
- [KZZ] H. Koch, Y. Zhang, Y. Zhou. An asymptotic sharp Sobolev regularity for planar infinity harmonic functions, Journal de Mathématiques Pures et Appliquées (9) 132 (2019), pp. 457–482.
- [Leb] H. Lebesgue. Sur le problème de Dirichlet, Rendiconti del Circolo Matematico di Palermo 24 (1907), pp. 371–402.
- [L] J. Lewis. Capacitory functions in convex rings, Archive for Rational Mechanics and Analysis 66, no. 3, 1977, pp. 201–224.
- [LL] E. Lindgren, P. Lindqvist. Infinity-Harmonic Potentials and Their Streamlines, Discrete and Continuous Dynamical Systems (Series A) 39 (2019), no. 8, pp. 4731–4746.
- [MPS] J. Manfredi, A. Petrosyan, H. Shahgholian. A free boundary problem for -Laplace equation, Calculus of Variations and Partial Differential Equations 14, no. 3, 2002, pp. 359–384.
- [PSW] Y. Peres, O. Schramm, S. Sheffield, D. Wilson. Tug-of-war and the infinity Laplacian, Journal of the American Mathematical Society 22. 2009, pp. 167–210.
- [S] O. Savin. regularity for infinity harmonic functions in two dimensions, Archive for Rational Mechanics and Analysis 176, no. 3, 2005, pp. 351–361.
- [WY] C.Y. Wang, Y.F. Yu. -boundary regularity of planar infinity harmonic functions, Mathematical Research Letters 19 (4) (2012), pp. 823–835.
Acknowledgments:
Erik Lindgren was supported by the Swedish Research Council, 2017-03736. Peter Lindqvist was supported by The Norwegian Research Council, grant no. 250070 (WaNP).
Erik Lindgren
Department of Mathematics
Uppsala University
Box 480
751 06 Uppsala, Sweden
e-mail: [email protected]
Peter Lindqvist
Department of
Mathematical Sciences
Norwegian University of Science and
Technology
N–7491, Trondheim, Norway
e-mail: [email protected]