Lecture Notes in Mathematics 2087 CIME Foundation Subseries Luca Capogna Pengfei Guan Cristian E. Gutiérrez Annamaria Montanari Fully Nonlinear PDEs in Real and Complex Geometry and Optics Cetraro, Italy 2012 Editors: Cristian E. Gutiérrez Ermanno Lanconelli Lecture Notes in Mathematics 2087 Editors: J.-M.Morel,Cachan B.Teissier,Paris Forfurthervolumes: http://www.springer.com/series/304 FondazioneC.I.M.E.,Firenze C.I.M.E.stands forCentroInternazionale Matematico Estivo,thatis,International Mathe- maticalSummerCentre.Conceivedintheearlyfifties,itwasbornin1954inFlorence,Italy, andwelcomedbytheworldmathematicalcommunity:itcontinuessuccessfully,yearforyear, tothisday. Many mathematicians from all over the world have been involved in a way oranother in C.I.M.E.’sactivitiesovertheyears.ThemainpurposeandmodeoffunctioningoftheCentre maybesummarisedasfollows:everyyear,duringthesummer,sessionsondifferentthemes from pure and applied mathematics are offered byapplication to mathematicians from all countries. ASessionis generally basedonthree orfourmaincourses given byspecialists ofinternationalrenown,plusacertainnumberofseminars,andisheldinanattractiverural locationinItaly. TheaimofaC.I.M.E.sessionistobringtotheattentionofyoungerresearcherstheorigins, development, and perspectives of some very active branch of mathematical research. The topicsofthecoursesaregenerallyofinternationalresonance.Thefullimmersionatmosphere ofthecoursesandthedailyexchangeamongparticipantsarethusaninitiationtointernational collaborationinmathematicalresearch. C.I.M.E.Director C.I.M.E.Secretary PietroZECCA ElviraMASCOLO DipartimentodiEnergetica“S.Stecco” DipartimentodiMatematica“U.Dini” Universita`diFirenze Universita`diFirenze ViaS.Marta,3 vialeG.B.Morgagni67/A 50139Florence 50134Florence Italy Italy e-mail:zecca@unifi.it e-mail:[email protected]fi.it FormoreinformationseeCIME’shomepage:http://www.cime.unifi.it CIMEactivityiscarriedoutwiththecollaborationandfinancialsupportof: -INdAM(IstitutoNazionalediAltaMatematica) -MIUR(Ministerodell’Istruzione,dell’Universita`edellaRicerca) -EnteCassadiRisparmiodiFirenze Luca Capogna Pengfei Guan (cid:2) Cristian E. Gutie´rrez Annamaria Montanari (cid:2) Fully Nonlinear PDEs in Real and Complex Geometry and Optics Cetraro, Italy 2012 Editors: Cristian E. Gutie´rrez Ermanno Lanconelli 123 LucaCapogna PengfeiGuan DepartmentofMathematicalSciences MathematicsandStatistics WorcesterPolytechnicInstitute McGillUniversity Worcester,MA,USA Montreal,QC,Canada CristianE.Gutie´rrez AnnamariaMontanari DepartmentofMathematics Dipto.Matematica TempleUniversity Universita`diBologna Philadelphia,PA,USA Bologna,Italy ISBN978-3-319-00941-4 ISBN978-3-319-00942-1(eBook) DOI10.1007/978-3-319-00942-1 SpringerChamHeidelbergNewYorkDordrechtLondon LectureNotesinMathematicsISSNprintedition:0075-8434 ISSNelectronicedition:1617-9692 LibraryofCongressControlNumber:2013945179 MathematicsSubjectClassification(2010):31-02,32-T-15,32-02,35-02,35-J-70,35-J-96, 53-A-10,53-02,78-02,78-A-05,78-A-25 (cid:2)c SpringerInternationalPublishingSwitzerland2014 Thisworkissubjecttocopyright.AllrightsarereservedbythePublisher,whetherthewholeorpartof thematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation, broadcasting,reproductiononmicrofilmsorinanyotherphysicalway,andtransmissionorinformation storageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarmethodology nowknownorhereafterdeveloped.Exemptedfromthislegalreservationarebriefexcerptsinconnection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. 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Printedonacid-freepaper SpringerispartofSpringerScience+BusinessMedia(www.springer.com) Preface This volume contains the notes from the CIME school “Fully Nonlinear PDEs in RealandComplexGeometryandOptics”heldatCetraro(Cosenza,Italy)duringthe weekofJuly9–13,2012.Theschoolconsistedoffourcourses:Extremalproblems forquasiconformalmappingsinspacebyLucaCapogna,Fullynonlinearequations ingeometrybyPengfeiGuan,Monge-Amper`etypeequationsandgeometricoptics byCristian E. Gutie´rrez,andOn the LeviMonge–Ampe`reequationby Annamaria Montanari. Thepurposeoftheschoolwastopresentcurrentareasofresearch,arisingboth in the theoretical and in the applied settings, that involve fully nonlinear partial differentialequations.The solutionto these problemsrequiresthe developmentof adhoctechniquesarisingintherelevantgeometricalframework,andincaseofthe applications, determined by the physical laws governing the studied phenomena. Precisely, the equations presented in the school come from conformal mapping theory, differential geometry, optics, and geometric theory of several complex variables. Thefollowingisaquickoverviewofthecontentsofeachcourse. LucaCapogna’slecturesprovidedanintroductiontotwovector-valuedextremal L1-variational problems involving mappings. The first one concerns a classical problem in geometric function theory that first arose in a work of Grotzsch from 1928:amongallorientationpreservingquasiconformalhomeomorphismswW(cid:2)! (cid:2)0 whose traces agree with a (cid:2)given ma(cid:2)pping u0 W @(cid:2) ! @(cid:2)0, find one which (cid:2) (cid:2) minimizesthefunctionalu ! (cid:2)(cid:2) jduj (cid:2)(cid:2) . Variantsof thisproblemoccurwhen, 1 .detdu/n 1 instead of using boundary data, the class of competitors is defined in terms of a fixedhomotopyclassorbyrequestingthatthetracesmapquasi-symmetrically@(cid:2) into@(cid:2)0.Thesecondproblemgoesbacktotwopapersfrom1934,onebyWhitney andtheotherbyMacShane,andleadingtotherecenttheoryofabsolutelyminimal Lipschitz extensions. That is, let (cid:2) (cid:3) Rn be open, F (cid:3) (cid:2) be a compact set, and let g 2 Lip.F;Rm/. Among all Lipschitz extensions of g from F to (cid:2), is there a canonical unique extension that in some sense has the smallest possible Lipschitznorm?Thenaturalquestionsarisinginconnectionwiththeseproblemsare v vi Preface existence,uniqueness,and structure of the minimizers. The last few decadeshave seen intense activity from different communities of mathematicians in the study of both problems. However, at this time there does not seem to be much synergy andcommunicationbetweenthesecommunities,bothintermsofsharedtechniques used in the study of these problemsand in terms of common pointof views. One ofthegoalsofCapogna’snotesistofostersuchsynergiesbyoutliningsomeofthe commonfeaturesintheseproblems. Pengfei Guan’s lectures considered nonlinear elliptic and parabolic partial dif- ferentialequationsarisingfromgeometricproblemsforhypersurfacesinRnC1.The notesareanintroductiontogeometricanalysis.Acurvature-typeellipticequationis usedtosolvetheproblemofprescribingcurvaturemeasures,whichisaMinkowski- typeproblem.CurvaturemeasuresaredefinedusingtheSteinerformula.Aninverse meancurvature-typeparabolicequationisemployedfortheproofofisoperimetric- typeinequalitiesforquermassintegralsofk-convexstar-shapeddomains.Bothtypes of equations are fully nonlinear geometric PDEs. The emphasis of Guan’s notes is on a priori estimates, a key step in the theory of fully nonlinear PDEs. The presentationisself-containedandrequiresbasicknowledgeofPDEsandgeometry, namelythestandardmaximumprinciplesforlinearellipticandparabolicequations, the elementary formulas of Gauss, Codazzi, and Weingarten for hypersurfaces in RnC1,andthecurvaturecommutatoridentities.Twobasicanddeepresultsareused without proofs: the Evans–Krylov theorem for uniformly fully nonlinear elliptic equationsandKrylov’stheoremforuniformlyparabolicfullynonlinearPDEs. Gutie´rrez’scoursepresentedan introductionto Monge–Ampe`re-typeequations and its applications to geometric optics. In general, these equations involve the Jacobian determinant of a map and arise in the mathematical description of numerousoptical,acoustic,andelectromagneticapplications,inparticular,in lens and reflector antenna design. The geometric optics problems considered concern refraction,reflection, or both.A typicalrefractionproblemthatwas consideredin thelecturesisthefollowing:supposewehavetwohomogenousmediaI andIIwith differentrefractiveindices, a lightbeam emanatesfrom a pointO, surroundedby mediumI,andweseekaninterfacesurfaceseparatingmediaI andIIdescribedby f(cid:3).x/x W x 2(cid:2)g;(cid:2)(cid:3) SnC1,andsuchthatallraysarerefractedintoeitherasetof prescribeddirectionsorilluminateagivenobjectlyingonasurface,sayonaplane inmediumII.Thefirsttypeofproblemiscalledfarfieldandthesecondnearfield. Thesetwoproblemsareofdifferentmathematicalnature:thefirstoneisvariational and the second is not. The input and outputintensities of radiation are prescribed and so the problem of finding the interface surface is a typical inverse problem. Gutie´rrez’s notes explain how to solve these problems: in the far field case using masstransport,andinthenearfieldcaseusingtheMinkowskimethod.Thephysical backgroundunderlyingtheseproblemsisexplainedusingMaxwellequations,and, as a consequence, a deduction of Fresnel formulas is presented. These formulas are finally applied to model the case when there is loss of energy due to internal reflection. Annamaria Montanari’s course focused on the Levi Monge–Ampe`re equation. The equation is related to notions of curvatures associated with pseudoconvexity Preface vii andtheLeviform,inawaysimilartohowtheclassicalGaussandmeancurvatures arerelatedtotheconvexityandtheHessianmatrix.Givenanonnegativefunctionk, theLeviMonge–Ampe`reequationforthegraphofafunctionuWR2nC1 !Ris detƒDk.xIu/.1CjDuj2/nC21; where ƒ is the Levi form of the graph of u and Du is the Euclidean gradient of u. More generally, in her notes, Montanari considers elementary symmetric functions of the eigenvalues of the Levi form ƒ and shows that these curvature equationscontaingeometricinformationabouthypersurfaceconsidered.Next,the notes show that the curvature operator leads to a new class of second order fully nonlinear equations whose characteristic form, when computed on generalized pseudoconvex functions, is nonnegative definite with a kernel of dimension one. Thus,theequationsarenotellipticatanypoint.However,theyhavethefollowing redeeming feature: the missing ellipticity direction can be recovered by suitable commutation relations. Using this property, existence, uniqueness, and regularity of viscosity solutions of the Dirichlet problem for graphs with prescribed Levi curvature are proved. Basic notions and results from the theory of functions of several complex variables, and from the theory of viscosity solutions for fully nonlineardegenerateellipticequations,arealsodescribedinthenotes. Itisagreatpleasuretothankthespeakersfortheirveryinterestinglecturesand for the useful lectures notes they have prepared for this volume. We also want to thankalltheparticipantsoftheschoolfortheirinterestinthesesubjects. Finally, we would like to warmly thankthe CIME foundationfor givingusthe opportunity to organize and finance this school. We give our special gratitude to PietroZecca,Elvira Mascolo,andall theCIME staff fortheirinvaluablehelpand support.Also,aspecialthankstoMrs.UteMcCroryatSpringerforherassistance inpreparingthisvolume. Worcester,MA LucaCapogna QC,Canada PengfeiGuan Philadelphia,PA CristianE.Gutie´rrez Bologna,Italy AnnamariaMontanari Bologna,Italy ErmannoLanconelli April5,2013 Contents L1-ExtremalMappingsinAMLEandTeichmu¨llerTheory ............... 1 LucaCapogna Curvature Measures, Isoperimetric Type Inequalities andFullyNonlinearPDEs ...................................................... 47 PengfeiGuan RefractionProblemsinGeometricOptics .................................... 95 CristianE.Gutie´rrez OntheLeviMonge-Ampe`reEquation......................................... 151 AnnamariaMontanari ListofParticipants............................................................... 209 ix