Convexity Properties of Harmonic Functions on Parameterized Families of Hypersurfaces
Stine Marie Berge

TL;DR
This paper investigates the convexity properties of the $L^{2}$-norms of harmonic functions over various evolving hypersurfaces, extending known results from spheres to more general geometries and providing new inequalities.
Contribution
It introduces a differential inequality for $L^{2}$-norms of harmonic functions on a broad class of hypersurfaces, generalizing convexity results beyond spheres and ellipses.
Findings
Established a differential inequality for harmonic functions on evolving hypersurfaces.
Extended convexity results to positively curved Riemannian manifolds with variable curvature.
Provided examples with ellipses and tori illustrating the theoretical results.
Abstract
It is known that the -norms of a harmonic function over spheres satisfies some convexity inequality strongly linked to the Almgren's frequency function. We examine the -norms of harmonic functions over a wide class of evolving hypersurfaces. More precisely, we consider compact level sets of smooth regular functions and obtain a differential inequality for the -norms of harmonic functions over these hypersurfaces. To illustrate our result, we consider ellipses with constant eccentricity and growing tori in Moreover, we give a new proof of the convexity result for harmonic functions on a Riemannian manifold when integrating over spheres. The inequality we obtain for the case of positively curved Riemannian manifolds with non-constant curvature is slightly better than the one previously known.
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Convexity Properties of Harmonic Functions on Parameterized Families of Hypersurfaces
Stine Marie Berge
Department of Mathematical Sciences, Norwegian University of Science and Technology, 7491 Trondheim, Norway
Abstract.
It is known that the -norms of a harmonic function over spheres satisfies some convexity inequality strongly linked to the Almgren’s frequency function. We examine the -norms of harmonic functions over a wide class of evolving hypersurfaces. More precisely, we consider compact level sets of smooth regular functions and obtain a differential inequality for the -norms of harmonic functions over these hypersurfaces. To illustrate our result, we consider ellipses with constant eccentricity and growing tori in Moreover, we give a new proof of the convexity result for harmonic functions on a Riemannian manifold when integrating over spheres. The inequality we obtain for the case of positively curved Riemannian manifolds with non-constant curvature is slightly better than the one previously known.
2010 Mathematics Subject Classification:
53B20,35J05,31B05
1. Introduction
Since the paper by Almgren [Alm79], the frequency function have been intensively used to study harmonic functions in and, more generally, solutions to second order elliptic equations. For a harmonic function on we let denote the -norm of over the sphere of radius . In [Agm66], and later in [Alm79], it was shown that the function is geometrically convex, i.e.
[TABLE]
Inequality (1.1) is equivalent to the statement that the frequency function
[TABLE]
is increasing. The notion of frequency function was generalized to solutions of elliptic operators of divergence form by Garafalo and Lin in [GL86] and was shown to be almost increasing for . They further used the result to show that the squares of solutions of the elliptic equations are Muckenhoupt weights on the ball with radius .
In the paper of Mangoubi [Man13], a more explicit convexity result on Riemannian manifolds was obtained by using comparison geometry. Using this result and extending eigenfunctions to harmonic functions, Mangoubi gave a new proof that a solution to satisfies
[TABLE]
In (1.2) the positive constants , and only depend on the dimension and curvature of the Riemannian manifold. Inequality (1.2) was first shown by Donnelly and Fefferman in [DF88].
The main aim of this work is to study the -norm of harmonic functions over families of surfaces, generalizing the geometric convexity inequality (1.1). Let be a harmonic function on a domain in a Riemannian manifold and fix a point . Consider for a smooth function that is regular and have compact level surfaces. Let
[TABLE]
be the squared -norm of over the level surface with the weight .
Our main theorem states that satisfies an inequality of the type
[TABLE]
where and are independent of . In fact, the functions and only depend on explicit estimates on the derivatives of and are given in Theorem 2.5. These kinds of inequalities when integrated imply that satisfies a variant of Inequality (1.1). In particular, when is the Riemannian distance function from a fixed point, we give a new proof of [Man13, Theorem 2.2]. For the case when the curvature is positive we obtain a slight improvement of his inequality, see Section 3.1.
Next we illustrate our result by considering -homogeneous functions, that is, functions that satisfy for . A way to construct -homogeneous functions is to choose a compact and star convex (with respect to the origin) set with smooth boundary . Define a function by for all and extend this to a -homogeneous function on the whole In this case, we will show that there exist constants and such that the function satisfies
[TABLE]
For the special case where is an ellipsoid in we find in Section 3.2.1 the explicit values of and .
To give an example of level surfaces not diffeomorphic to the sphere we take the distance function of the submanifold
[TABLE]
In particular, whenever and the level surfaces form a family of tori. Let , and be as above. Then for a fixed we have that for all the function satisfies (1.3) for some and . Lastly, in Section 3.4 we show that if then the spherical -norm of satisfies (1.1).
Acknowledgment
The author would like to thank Eugenia Malinnikova for her guidance and Dan Mangoubi for his insightful suggestions. The author was partially supported by the BFS/TFS project Pure Mathematics in Norway.
2. The Convexity Result
2.1. Prerequisites
In this article will always denote a smooth Riemannian manifold. The volume density and its respective divergence will be denoted by and . We will use the notation to denote the Levi-Civita connection, and define the Hessian of a function by
[TABLE]
where and are vector fields and denotes the gradient of the function . The Laplace operator is given by
[TABLE]
where denotes the trace with respect to the metric
The idea of the proof of Theorem 2.5 is to emulate the proof of the well known special case (which is presented in details in Section 3.1): Let be a harmonic function on the ball with radius centered at and define
[TABLE]
where is the geodesic sphere centered at with radius and is its surface measure. In [Man13] it was shown that satisfies a convexity property, which in the case of constant curvature spaces is on the form
[TABLE]
where is the sectional curvature and is the function defined by Equation (3.1) in Section 3.1.
Our goal is to obtain a similar inequality for other families of parameterized surfaces than geodesic spheres. Since an important step in [Man13] depends indirectly on the coarea formula, we will assume that this family of surfaces is given as the level surfaces of a Lipschitz function where is an open set. To ensure that the preimages are hypersurfaces for , we will assume that every value in is regular (see [Lee13, Theorem 5.12]), meaning that for all We will also need that the integral over the hypersurfaces are finite. Thus we assume that that the surfaces are closed manifolds, that is, compact manifolds without boundary. Finally, to be able to use the divergence theorem on the surfaces we will assume that is open and compactly embedded in for all and is given as the boundary of
Definition 2.1**.**
We say that the function is a parameterizing function if it satisfies the following properties;
- (1)
is Lipschitz continuous in and smooth on , 2. (2)
all values in are regular values of , and are closed hypersurfaces in 3. (3)
are compactly embedded submanifolds of with boundary . Furthermore, we need that is an integrable function on for all .
Under the assumptions on the function we can formulate the coarea formula on manifolds.
Lemma 2.2** ([Fed59, Theorem 3.1]).**
Let be a parameterizing function. Define and let be the area measure on . Then for all integrable functions we have that
[TABLE]
It will be beneficial for us to view as variations of hypersurfaces following the flow of the vector field To make this precise, we formulate the following lemma.
Lemma 2.3**.**
Let be a parameterizing function. Let denote the flow of the vector field and fix a value . Then for all we have that .
Proof.
Let be an integral curve of such that We need to show that Taking the derivative we obtain
[TABLE]
Integrating (2.1) shows that . To see that we pick . Since is a diffeomorphism with the element is in by repeating the argument above. Hence and the result follows. ∎
We remind the reader that the Lie derivative of a -form in the direction of the vector field evaluated at the point is given by
[TABLE]
where denotes the pull back with respect to the flow of . We will use some standard properties of the Lie derivative acting on forms which can be found in [Lee13, p. 372]. Let be a vector field and and be differentiable - and -forms, respectively. Then
[TABLE]
[TABLE]
where denotes the interior product and is the exterior differential. The Cartan’s magic formula implies that for any function we have the formula
[TABLE]
where we have used that and The reason for going from the level surfaces of a function to a variation of surfaces by using the flow point of view is to utilize the following differentiation theorem.
Lemma 2.4**.**
Let be an -form and let be an oriented closed smooth hypersurface in . Denote by a vector field and denote by the flow generated by Then
[TABLE]
where denotes the Lie derivative with respect to
Proof.
By using the definition of we get
[TABLE]
We refer the reader to [Fra12, p.139] where the result is proved for more general variations of submanifolds. ∎
2.2. The Main Theorem
Let be a harmonic function where is an open set and let be a parametrization function from Section 2.1. Define the function
[TABLE]
where and is its surface measure. The goal of this section is to show that satisfies a convexity property.
We will need the following version of a result of Hörmander, [Hör18, Theorem 1]: Let be a parameterizing function and and be as above. Then there exists a function only depending on such that for any harmonic function
[TABLE]
where and denote the gradient with respect to and the unit normal derivative, respectively. Inequality (2.5) is proved in the end of this section, see Lemma 2.11. The following theorem is the main result of the paper; it shows that for any harmonic function the -norms satisfy some convexity inequality only depending on the function
Theorem 2.5**.**
Let be a Riemannian manifold, and let the functions , and be as described earlier in this section. Define the functions and such that:
- (4)
* on , and* 2. (5)
* on *
Then satisfies the growth estimate
[TABLE]
Moreover, if is the function given in Inequality (2.5) and then
[TABLE]
Proof.
Using Lemma 2.4 to take the derivative of we obtain
[TABLE]
The following lemma takes care of the last term in the above computation and finishes the proof of Equation (2.6). In the literature a version of the next lemma is known as the first variation of area for hypersurfaces (see [CLN06, p. 51]).
Lemma 2.6**.**
Using the notation above, we have that
[TABLE]
where is the mean curvature of and is the dimension of .
Proof.
Using the properties of the Lie derivative given by Equation (2.2) and (2.3) together with the definition of the divergence we obtain
[TABLE]
∎
This concludes the proof of the Identity (2.6), note that the expression for holds for an arbitrary function not necessarily harmonic.
To prove the differential inequality (2.7) we differentiate (2.6). We rewrite the first term by using the divergence formula and applying the coarea formula given in Lemma 2.2 when and obtain
[TABLE]
Computing the second derivative of by applying Lemma 2.4 and 2.6 once more gives
[TABLE]
Using that and denoting
[TABLE]
we have
[TABLE]
Applying Inequality (2.5) we get
[TABLE]
and by Cauchy-Schwarz we have the inequalities
[TABLE]
and
[TABLE]
A straightforward computation combining (2.9), (2.10) and (2.2) shows that
[TABLE]
Applying the estimates (4) and (5) and noting the fact that is non-negative, implies
[TABLE]
Dividing both sides of the equation by , we obtain (2.7) and thus finish the proof of Theorem 2.5. ∎
Remark 2.7*.*
Sometimes it is beneficial to replace Inequality (2.5) by
[TABLE]
to obtain a better result. Using this inequality in the proof above replaces Inequality (2.12) with
[TABLE]
Completing the proof in the same manner as before gives
[TABLE]
as a generalization of Inequality (2.7) in Theorem 2.5. We will use this modified version of Theorem 2.5 in Section 3.1 when the upper bound of the sectional curvature is negative.
Remark 2.8*.*
If is an oriented manifold, then is always orientable. In general, when is orientable any hypersurface that can be described as the level set of a regular value of a smooth function is orientable (see [Lee13, Proposition 15.23]).
2.3. Corollaries
Before proving Inequality (2.5), we provide some corollaries and remarks.
Corollary 2.9**.**
Let be a convex and parameterizing function. Then is non-negative, and hence is increasing. In this case, the sets are (totally) convex.
Proof.
That is convex means that the Hessian of satisfies for all and . Taking the trace of the Hessian of shows that , and hence Thus Inequality (2.6) implies that is increasing. We say that is (totally) convex if any geodesic in starting and ending in is contained in . For a geodesic a straightforward computation gives that
[TABLE]
Hence if is geodesic such that and , then
[TABLE]
In conclusion, we have that and hence is (totally) convex. ∎
In the case when is constant, the term coincides with the mean curvature, giving a geometric interpretation to the functions and When is given as the distance function from a compact submanifold (e.g. radial distance function) we have that (see [Lee18, Theorem 6.38]). Letting be the distance function from a point, then is equivalent with the Riemannian manifold being locally harmonic at , meaning that is constant for all and less than some fixed When is not constant the geometric interpretation of and becomes somewhat more diffuse. However, the following proposition tells us that the difference measures how far the level sets of are from satisfying the mean value theorem.
Proposition 2.10**.**
Assume that is a parameterizing function such that on Then
[TABLE]
satisfies the mean value property, i.e.
When is the radial distance function centered at the point , then for all less that some fixed is equivalent with the Riemannian manifold being locally harmonic at .
Proof.
The derivative of is equal to
[TABLE]
by using Lemma 2.6. Hence if we get that , and is constant.
For the last claim we utilize that the manifold is locally harmonic if and only if the geodesic spheres centered at have constant mean curvature (see [Kre10, Proposition 3.1.2]). The mean curvature of a hypersurface given as a level surface of a function at the value satisfies
[TABLE]
(see [Lee18, Exercise 8-2 b)]). Since the gradient of has norm one we get , which proves the claim. ∎
2.4. An Inequality of Hörmander
The only thing left is to prove Inequality (2.5). The statement and its proof can be found in Hörmander’s works, see [Hör18, p. 38 Theorem 1]. We need a weighted version of the inequality and provide a proof for the convenience of the reader.
Lemma 2.11**.**
Let , and assume that is an open compactly embedded manifold. Denote by and by its area measure. Let denote any smooth extension of the outward unit normal vector of to . Then
[TABLE]
where is a smooth vector field defined on . Since is compact there exists a minimum (and maximum) of
[TABLE]
where and Hence there exists a constant such that
[TABLE]
Proof.
Denote by and . Then computing the divergence of we get
[TABLE]
Applying the divergence theorem we get
[TABLE]
Using the definition of gives
[TABLE]
when Hence
[TABLE]
∎
Remark 2.12*.*
For Lemma 2.11 to hold it is not enough for the function to be Lipschitz. Consider for example the function is defined by In this case we have that the level surfaces are squares. Considering the family of harmonic functions we get that
[TABLE]
and
[TABLE]
Thus there is no such that
[TABLE]
holds for all functions in this family.
3. Examples
Although Theorem 2.5 is rather technical, it has several novel applications which are explored in this section. As stated in the introduction, we start with an application to geodesic spheres on Riemannian manifolds. In this case, we will use results from comparison geometry to find the functions and in Theorem 2.5. Thereafter we consider level surfaces of -homogeneous functions which cover ellipsoids with constant eccentricity. The distance function for closed lower dimensional spheres will be an example of level surfaces that are not homeomorphic to spheres. Finally, we will show if we have upper and lower estimates on the sectional curvature we have that eigenfunctions of the Laplacian corresponding to positive eigenvalues satisfy the same type of convexity as harmonic functions.
3.1. Geodesic Spheres
Using exponential coordinates centered at a point we can introduce polar coordinates in a neighborhood of . Define the radial distance function on a normal neighborhood of by
[TABLE]
where are the coordinate functions in the normal neighborhood. In this example we let the function given in Theorem 2.5 be . The level surfaces of are precisely the geodesic spheres of radius . Moreover, the Riemannian metric in polar coordinates can be written as where is the induced metric on . Let denote the injectivity radius at the point , i.e. the supremum over the radius of all balls centered at where the exponential map is injective. Then is smooth in . We will use the notation
[TABLE]
[TABLE]
Theorem 3.1**.**
Assume that is an -dimensional Riemannian manifold with and with sectional curvature satisfying
[TABLE]
where and . Set if and whenever . Let be a harmonic function defined on . If is the radial distance function and , then
[TABLE]
Moreover, we have
[TABLE]
for every
Remark 3.2*.*
- (1)
Note that Equation (3.3) implies that is increasing. When Inequality (3.3) is also valid when However, when the function is negative. To see that is not necessarily increasing for values we consider the unit sphere and . In this case, we have precisely that . This shows the necessity of the constraint since is negative whenever . 2. (2)
Equation (3.4) is slightly better than the one presented in [Man13, Theorem 2.2 (ii)] whenever and . The Inequality (3.3) in [Man13] is proved with the right hand side equal to
[TABLE]
instead of our improvement
Proof.
To prove this theorem, we will apply Theorem 2.5 and use comparison geometry to find and When , we will need to adapt the Theorem 2.5 slightly, see Remark 2.7.
Rauch Comparison Theorem states that the following estimate hold under the sectional curvature bounds given in (3.2)
[TABLE]
The proof of Rauch Comparison Theorem can be found in [Pet16, Theorem 6.4.3] or [Lee18]. Inequality (3.5) implies that
[TABLE]
To find we use the following identity, see [Pet16, Equation (2) p. 276],
[TABLE]
for all functions with Using the Rauch Comparison Theorem we obtain
[TABLE]
Hence we conclude that
[TABLE]
Next we need to find which exists by Inequality (2.5). To do this, we will use the following version of Lemma 2.11.
Lemma 3.3**.**
Let be a smooth vector field, then
[TABLE]
Proof.
Fix . Using Lemma 2.11 with the extension of to be equal to gives
[TABLE]
Using the product rule for the divergence and covariant derivative finishes the proof. ∎
Using Lemma 3.3 with implies
[TABLE]
Applying Rauch Comparison Theorem gives
[TABLE]
where we have used that
[TABLE]
is decreasing for . Using integration by part on the last term together with the observation that
[TABLE]
we get that
[TABLE]
where we have used that
[TABLE]
Setting
[TABLE]
we finish the case when When , we use Remark 2.7 with
[TABLE]
Hence we have that
[TABLE]
and
[TABLE]
Using that
[TABLE]
see [Man13, p.652], we get that
[TABLE]
∎
Let us briefly discuss the sharpness of our results in Theorem 3.1. Remember that in the homogeneous harmonic polynomials can be written in polar coordinates as
[TABLE]
where . In this case we have that and Theorem 3.1 becomes
[TABLE]
For the homogeneous polynomials we have that the inequality is sharp. Let and define . The equivalent of homogeneous harmonic polynomials for the two dimensional constant curvature spaces are
[TABLE]
In this case we have that Theorem 3.1 becomes
[TABLE]
and again we have that for the functions we have that the inequality is sharp. When we have that for the constant harmonic function Theorem 3.1 is sharp for all . In the case when doing the example of constant harmonic functions would suggest that the inequality could be improved to the right hand side being When and the radial solutions using spherical harmonics can be found in [Min75, Proposition 4.2]. However, the solutions are expressed using hypergeometric functions and it is thus no trivial task to see if the result is sharp for these solutions.
3.2. -Homogeneous Functions
The natural next step from looking at spheres in is to look at families of surfaces in where the domains bounded by the surfaces are star convex with respect to the origin. Fix a smooth and compact surface such that the origin is not contained in . Moreover, assume that for each point the ray intersects the surface precisely once, namely at . The we can unambiguously define the inside of to be the collection of points
[TABLE]
It is clear from its definition that is star convex with respect to the origin.
A function is called -homogeneous for if for all Define to be by requiring that on and
[TABLE]
Then is a -homogeneous function since for every and . Given a -homogeneous with smooth compact level surface . Denote by , then are star convex with respect to
Proposition 3.4**.**
Let be a -homogeneous function which is smooth in with compact smooth level surfaces . Consider a harmonic function and set
[TABLE]
Then the function satisfies
[TABLE]
where the positive constants and only depend on
Proof.
To apply Theorem 2.5 we will use the fact that the derivative of a -homogeneous function is a -homogeneous function. Thus the derivatives of satisfy , and Note also that all -homogeneous functions are uniquely determined by their restrictions to the unit sphere . This implies that the estimates we need to satisfy in Theorem 2.5 are given by taking the minimum or maximum of the derivatives over . Hence we can take , and for some constants and .
Fix . To find we extend the normal vector field on to the inside by . Then by Equation (2.14) we obtain
[TABLE]
for some constant where the last inequality follows from the components of being -homogeneous in each component. Using Theorem 2.5 we obtain Inequality (3.7) with and ∎
Note that if is a homogeneous harmonic functions of degree then becomes an homogeneous function. Thus . Hence
[TABLE]
Since this holds for all we have that
We can integrate the inequality in Proposition 3.4 and get a convexity property for Doing this we get the following corollary.
Corollary 3.5**.**
- (1)
When we have that satisfies
[TABLE]
where
[TABLE]
In this case, the function
[TABLE]
is increasing. 2. (2)
When we have that
[TABLE]
where
[TABLE]
In this case, the function
[TABLE]
is increasing.
Proof.
Assume first that . By using the integrating factor inequality (3.7) becomes
[TABLE]
Hence the function
[TABLE]
is increasing. Define
[TABLE]
Then is an increasing function and
[TABLE]
Similarly,
[TABLE]
We also know that
[TABLE]
This implies the required inequality
Whenever we obtain through similar computations that
[TABLE]
Since is convex we get
[TABLE]
Using that
[TABLE]
and
[TABLE]
we get that
[TABLE]
In this case, the function is increasing. ∎
3.2.1. Ellipsoids with Constant Eccentricity
We will now specialize to the case of ellipsoids with constant eccentricity. Define the dilation matrix
[TABLE]
where . The function is -homogeneous and its level surfaces are ellipsoids in centered at the origin. We wish to illustrate Proposition 3.4 and will hence need to find the values and in Proposition 3.4 explicitly. To find and we will use Theorem 2.5.
A straightforward calculation gives the gradient, Hessian and Laplacian of as
[TABLE]
Hence we obtain the estimates
[TABLE]
We may now set and , such that and are the functions in Equation (4).
To find a candidate for in Equation (5) we compute that
[TABLE]
This allows us to set
[TABLE]
Next we want to use Lemma 2.11 to find the function . Fix and extend the unit normal of the ellipsoid to the inside of by . Then
[TABLE]
Furthermore, we have that
[TABLE]
Hence using Lemma 2.11 we get that
[TABLE]
Using Theorem 2.5 we find the explicit values
[TABLE]
and
[TABLE]
Note that if and only if . In this case, we are integrating over spheres. In all other cases we have
Let be a harmonic function. Define . Then By using change
[TABLE]
where is the sphere with radius and is the spherical measure. This is the same measure as was considered in [GL86], however they only considered the case the when when .
3.3. Example of the distance function of
Let and
[TABLE]
Then the distance from a point to the surfaces is given by
[TABLE]
where
[TABLE]
This is a special case of Fermi coordinates, see [Cha06], where the submanifold is . In the case when the set consists only of two points. In this case, the function is the usual distance function from to the nearest of the two points in . When and the level surfaces for small are tori.
Note that is not smooth along the set of points
[TABLE]
Hence we will only consider values in the range of in for some . Let be a harmonic function and consider where . Again, we wish to apply Theorem 2.5.
The gradient of is given by
[TABLE]
It follows from a computation that and the Laplacian of is given by
[TABLE]
We can similarly compute the gradient of the Laplacian and we find that
[TABLE]
Assume that is fixed. Let be the extension of to . If is a unit vector then
[TABLE]
In short, if we assume that we obtain the expressions
[TABLE]
[TABLE]
Setting
[TABLE]
and
[TABLE]
we get that satisfy the convexity property
[TABLE]
Note that this is again an equation on the same form as (3.7). Hence we get the convexity inequality for given by Corollary 3.5.
3.4. Non-Positive Eigenvalues of
Let be a non-compact dimensional Riemannian manifold and sectional curvature bounded by
[TABLE]
where is a vector field and and are constants. Assume that is a solution . We will show that the spherical -norm of satisfies a convexity property similarly to harmonic functions.
Denote by the circle with radius . Let be the normalized first eigenfunction for with eigenvalue . Extend the function to a harmonic function on by , and denote by all harmonic functions created this way. Define the function , where is the radial distance corresponding to a fixed point . Then
[TABLE]
In this case, we obtain
[TABLE]
where is the measure on the geodesic sphere on .
Note that we can use Theorem 2.5 on with the function as described above. Since does not depend on , to find and we can use Rauch Comparison Theorem on . Using the argumentation found in Section 3.1 we get that
[TABLE]
and
[TABLE]
Fix and let . Denote by , then we have that
[TABLE]
by using the same argument as in Section 3.1 and that . Using Theorem 2.5 on the family we get that satisfies
[TABLE]
In short, solutions to satisfy the same convexity estimate as harmonic functions.
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