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THE PARABOLIC INFINITE-LAPLACE EQUATION IN CARNOT GROUPS 5 THOMAS BIESKE AND ERIN MARTIN 1 0 Abstract. By employing a Carnot parabolic maximum principle, we show existence- 2 uniquenessofviscositysolutionstoaclassofequationsmodeledontheparabolicinfinite n Laplace equation in Carnotgroups. We show stability of solutions within the class and a J examine the limit as t goes to infinity. 8 2 ] P 1. Motivation A . In Carnot groups, the following theorem has been established. h t a Theorem 1.1. [3,16,5] LetΩ be a bounded domainin a Carnotgroup and let v : ∂Ω → R m be a continuous function. Then the Dirichlet problem [ 1 ∆∞u = 0 in Ω v (cid:26) u = v on ∂Ω 1 8 has a unique viscosity solution u . 1 ∞ 7 0 Our goal is to prove a parabolic version of Theorem 1.1 for a class of equations (defined . in the next section), namely 1 0 5 Conjecture 1.2. Let Ω be a bounded domain in a Carnot group and let T > 0. Let 1 ψ ∈ C(Ω) and let g ∈ C(Ω×[0,T)) Then the Cauchy-Dirichlet problem : v i u −∆h u = 0 in Ω×(0,T), X t ∞ (1.1)  u(x,0) = ψ(x) on Ω r a  u(x,t) = g(x,t) on ∂Ω×(0,T)  has a unique viscosity solution u. In Sections 2 and 3, we review key properties of Carnot groups and parabolic viscosity solutions. In Section 4, we prove uniqueness and Section 5 covers existence. Date: January 15, 2015. 2010 Mathematics Subject Classification. Primary 53C17, 35K65, 35D40; Secondary 35H20, 22E25, 17B70. Key words and phrases. parabolic p-Laplace equation, viscosity solution, Carnot groups. The first author was partially supported by a University of South Florida Proposal Enhancement Grant. 1 2 THOMAS BIESKE ANDERIN MARTIN 2. Calculus on Carnot Groups We begin by denoting an arbitrary Carnot group in RN by G and its corresponding Lie Algebra by g. Recall that g is nilpotent and stratified, resulting in the decomposition g = V ⊕V ⊕···⊕V 1 2 l for appropriate vector spaces that satisfy the Lie bracket relation [V ,V ] = V . The Lie 1 j 1+j Algebra g is associated with the group G via the exponential map exp : g → G. Since this map is a diffeomorphism, we can choose a basis for g so that it is the identity map. Denote this basis by X ,X ,...,X ,Y ,Y ,...,Y ,Z ,Z ,...,Z 1 2 n1 1 2 n2 1 2 n3 so that V = span{X ,X ,...,X } 1 1 2 n1 V = span{Y ,Y ,...,Y } 2 1 2 n2 V ⊕V ⊕···⊕V = span{Z ,Z ,...,Z }. 3 4 l 1 2 n3 We endow g with an inner product h·,·i and related norm k · k so that this basis is orthonormal. Clearly, the Riemannian dimension of g (and so G) is N = n +n +n . 1 2 3 However, we will also consider the homogeneous dimension of G, denoted Q, which is given by l Q = i·dimV . i Xi=1 Before proceeding with the calculus, we recall the group and metric space proper- ties. Since the exponential map is the identity, the group law is the Campbell-Hausdorff formula (see, for example, [7]). For our purposes, this formula is given by 1 (2.1) p·q = p+q + [p,q]+R(p,q) 2 where R(p,q) are terms of order 3 or higher. The identity element of G will be denoted by 0 and called the origin. There is also a natural metric on G, which is the Carnot- Carath´eodory distance, defined for the points p and q as follows: 1 d (p,q) = inf kγ′(t)kdt C Γ Z 0 where the set Γ is the set of all curves γ such that γ(0) = p,γ(1) = q and γ′(t) ∈ V . By 1 Chow’s theorem (see, for example, [2]) any two points can be connected by such a curve, which means d (p,q) is an honest metric. Define a Carnot-Carath´eodory ball of radius C r centered at a point p by 0 B(p ,r) = {p ∈ G : d (p,p ) < r}. 0 C 0 THE PARABOLIC INFINITE-LAPLACE EQUATION IN CARNOT GROUPS 3 In addition to the Carnot-Carath´eodory metric, there is a smooth (off the origin) gauge. This gauge is defined for a point p = (ζ ,ζ ,...,ζ ) with ζ ∈ V by 1 2 l i i 1 l 2l! 2l! (2.2) N(p) = kζ k i i (cid:18) (cid:19) Xi=1 and it induces a metric d that is bi-Lipschitz equivalent to the Carnot-Carath´eodory N metric and is given by d (p,q) = N(p−1 ·q). N We define a gauge ball of radius r centered at a point p by 0 B (p ,r) = {p ∈ G : d (p,p ) < r}. N 0 N 0 In this environment, a smooth function u : G → R has the horizontal derivative given by ∇ u = (X u,X u,...,X u) 0 1 2 n1 andthesymmetrized horizontalsecondderivativematrix, denotedby(D2u)⋆, withentries 1 ((D2u)⋆) = (X X u+X X u) ij i j j i 2 for i,j = 1,2,...,n . We also consider the semi-horizontal derivative given by 1 ∇ u = (X u,X u,...,X u,Y u,Y u,...,Y u). 1 1 2 n1 1 2 n2 Using the above derivatives, we define the h-homogeneous infinite Laplace operator for h ≥ 1 by n1 ∆h f = k∇ fkh−3 X fX fX X f = k∇ fkh−3h(D2f)⋆∇ f,∇ fi. ∞ 0 i j i j 0 0 0 iX,j=1 Given T > 0 anda function u : G×[0,T] → R, we may define the analogoussubparabolic infinite Laplace operator by u −∆h u t ∞ and we consider the corresponding equation (2.3) u −∆h u = 0. t ∞ We note that when h ≥ 3, this operator is continuous. When h = 3, we have the subparabolic infinite Laplace equation analogous to the infinite Laplace operator in [5]. The Euclidean analog for h = 1 has been explored in [14] and the Euclidean analog for 1 < h < 3 in [15]. We recall that for any open set O ⊂ G, the function f is in the horizontal Sobolev spaceW1,p(O)if f andX f areinLp(O) fori = 1,2,...,n . Replacing Lp(O)byLp (O), i 1 loc the space W1,p(O) is defined similarly. The space W1,p(O) is the closure in W1,p(O) of loc 0 smooth functions with compact support. In addition, we recall a function u : G → R is C2 if ∇ u and X X u are continuous for all i,j = 1,2,...n . Note that C2 is not sub 1 i j 1 sub equivalent to (Euclidean) C2. For spaces involving time, the space C(t ,t ;X) consists 1 2 4 THOMAS BIESKE ANDERIN MARTIN of all continuous functions u : [t ,t ] → X with max ku(·,t)k < ∞. A similar 1 2 t1≤t≤t2 X definition holds for Lp(t ,t ;X). 1 2 Given an open box O = (a ,b ) × (a ,b ) × ··· × (a ,b ), we define the parabolic 1 1 2 2 N N space O to be O×[t ,t ]. Its parabolic boundary is given by ∂ O = (O×{t })∪ t1,t2 1 2 par t1,t2 1 (∂O ×(t ,t ]). 1 2 Finally, recall that if G is a Carnot group with homogeneous dimension Q, then G×R is again a Carnot group of homogeneous dimension Q + 1 where we have added an extra vector field ∂ to the first layer of the grading. This allows us to give mean- ∂t ing to notations such as W1,2(O ) and C2 (O ) where we consider ∇ u to be t1,t2 sub t1,t2 0 X u,X u,...,X u, ∂u . 1 2 n1 ∂t (cid:0) (cid:1) 3. Parabolic Jets and Viscosity Solutions 3.1. Parabolic Jets. In this subsection, we recall the definitions of the parabolic jets, as given in [6], but included here for completeness. We define the parabolic superjet of u(p,t) at the point (p ,t ) ∈ O , denoted P2,+u(p ,t ), by using triples (a,η,X) ∈ 0 0 t1,t2 0 0 R×V ⊕V ×Sn1 so that (a,η,X) ∈ P2,+u(p ,t ) if 1 2 0 0 \ 1 u(p,t) ≤ u(p ,t )+a(t−t )+hη,p−1·pi+ hXp−1 ·p,p−1 ·pi 0 0 0 0 2 0 0 +o(|t−t |+|p−1 ·p|2) as (p,t) → (p ,t ). 0 0 0 0 We recall that Sk is the set of k × k symmetric matrices and n = dimV . We define i i \ p−1 ·p as the first n coordinates of p−1 ·p and p−1 ·p as the first n +n coordinates of 0 1 0 0 1 2 p−1·p. This definition isanextension of thesuperjet definition forsubparabolic equations 0 in the Heisenberg group [4]. We define the subjet P2,−u(p ,t ) by 0 0 P2,−u(p ,t ) = −P2,+(−u)(p ,t ). 0 0 0 0 2,+ We define the set theoretic closure of the superjet, denoted P u(p ,t ), by requiring 0 0 2,+ (a,η,X) ∈ P u(p ,t ) exactly when there is a sequence 0 0 (a ,p ,t ,u(p ,t ),η ,X ) → (a,p ,t ,u(p ,t ),η,X) with the triple n n n n n n n 0 0 0 0 (a ,η ,X ) ∈ P2,+u(p ,t ). A similar definition holds for the closure of the subjet. n n n n n We may also define jets using appropriate test functions. Given a function u : O → t1,t2 R we consider the set Au(p ,t ) given by 0 0 Au(p ,t ) = {φ ∈ C2 (O ) : u(p,t)−φ(p,t) ≤ u(p ,t )−φ(p ,t ) = 0 ∀(p,t) ∈ O }. 0 0 sub t1,t2 0 0 0 0 t1,t2 consisting of all test functions that touch u from above at (p ,t ). We define the set of 0 0 all test functions that touch from below, denoted Bu(p ,t ), similarly. 0 0 The following lemma relates the test functions to jets. The proof is identical to Lemma 3.1 in [4], but uses the (smooth) gauge N(p) instead of Euclidean distance. Lemma 3.1. P2,+u(p ,t ) = {(φ (p ,t ),∇φ(p ,t ),(D2φ(p ,t ))⋆) : φ ∈ Au(p ,t )}. 0 0 t 0 0 0 0 0 0 0 0 THE PARABOLIC INFINITE-LAPLACE EQUATION IN CARNOT GROUPS 5 3.2. Jet Twisting. We recall that the set V = span{X ,X ,...,X } and notationally, 1 1 2 n1 we will always denote n by n. The vectors X at the point p ∈ G can be written as 1 i N ∂ X (p) = a (p) i ij ∂x Xj=1 j forming the n×N matrix A with smooth entries A = a (p). By linear independence ij ij of the X , A has rank n. Similarly, i N ∂ Y (p) = b (p) i ij ∂x Xj=1 j forming the n ×N matrix B with smooth entries B = b . The matrix B has rank n . 2 ij ij 2 The following lemma differs from [5, Corollary 3.2] only in that there is now a parabolic term. This term however, does not need to be twisted. The proof is then identical, as only the space terms need twisting. Lemma 3.2. Let (a,η,X) ∈ P2,+u(p,t). (Recall that (η,X) ∈ RN ×SN.) Then eucl (a,A·η ⊕B·η, AXAT +M) ∈ P2,+u(p,t). M Here the entries of the (symmetric) matrix are given by N N ∂ ∂a ik a (p) a (p)+a (p) (p) η i 6= j,  (cid:18) il ∂x jk jl ∂x (cid:19) k Xk=1Xl=1 l l  M =  ij    N N ∂a ik a (p) (p)η i = j.  il ∂x k Xk=1Xl=1 l    3.3. Viscosity Solutions. We consider parabolic equations of the form (3.1) u +F(t,p,u,∇ u,(D2u)⋆) = 0 t 1 for continuous and proper F : [0,T] × G × R × g × Sn → R. [8] We recall that Sn is the set of n × n symmetric matrices (where dimV = n) and the derivatives ∇ u and 1 1 (D2u)⋆ are taken in the space variable p. We then use the jets to define subsolutions and supersolutions to Equation (3.1) in the usual way. Definition 1. Let (p ,t ) ∈ O be as above. The upper semicontinuous function u 0 0 t1,t2 is a parabolic viscosity subsolution in O if for all (p ,t ) ∈ O we have (a,η,X) ∈ t1,t2 0 0 t1,t2 2,+ P u(p ,t ) produces 0 0 a+F(t ,p ,u(p ,t ),η,X) ≤ 0. 0 0 0 0 A lower semicontinuous function u is a parabolic viscosity supersolution in O if for all t1,t2 2,− (p ,t ) ∈ O we have (b,ν,Y) ∈ P u(p ,t ) produces 0 0 t1,t2 0 0 b+F(t ,p ,u(p ,t ),ν,Y) ≥ 0. 0 0 0 0 6 THOMAS BIESKE ANDERIN MARTIN A continuous function u is a parabolic viscosity solution in O if it is both a parabolic t1,t2 viscosity subsolution and parabolic viscosity supersolution. Remark 3.3. In the special case when F(t,p,u,∇ u,(D2u)⋆) = Fh(∇ u,(D2u)⋆) = 1 ∞ 0 −∆h u, for h ≥ 3, we use the terms “parabolic viscosity h-infinite supersolution”, etc. ∞ In the case when 1 ≤ h < 3, the definition above is insufficient due to the singularity occurring when the horizontal gradient vanishes. Therefore, following [14] and [15], we define viscosity solutions to Equation (2.3) when 1 ≤ h < 3 as follows: Definition 2. Let O be as above. A lower semicontinuous function v : O → R is t1,t2 t1,t2 a parabolic viscosity h-infinite supersolution of u −∆h u = 0 if whenever (p ,t ) ∈ O t ∞ 0 0 t1,t2 and φ ∈ Bu(p ,t ), we have 0 0 φ (p ,t )−∆h φ(p ,t ) ≥ 0 when ∇ φ(p ,t ) 6= 0 t 0 0 ∞ 0 0 0 0 0   φ (p ,t )− minh(D2φ)⋆(p ,t ) η,ηi ≥ 0 when ∇ φ(p ,t ) = 0 and h = 1  t 0 0 0 0 0 0 0  kηk=1 φ (p ,t ) ≥ 0 when ∇ φ(p ,t ) = 0 and 1 < h < 3 t 0 0 0 0 0   An upper semicontinuous function u : O → R is a parabolic viscosity h-infinite subso- t1,t2 lution of u −∆h u = 0 if whenever (p ,t ) ∈ O and φ ∈ Au(p ,t ), we have t ∞ 0 0 t1,t2 0 0 φ (p ,t )−∆h φ(p ,t ) ≤ 0 when ∇ φ(p ,t ) 6= 0 t 0 0 ∞ 0 0 0 0 0   φ (p ,t )− maxh(D2φ)⋆(p ,t ) η,ηi ≤ 0 when ∇ φ(p ,t ) = 0 and h = 1  t 0 0 0 0 0 0 0  kηk=1 φ (p ,t ) ≤ 0 when ∇ φ(p ,t ) = 0 and 1 < h < 3 t 0 0 0 0 0    Acontinuous function is a parabolic viscosity h-infinite solution if it is both a parabolic viscosity h-infinite subsolution and parabolic viscosity h-infinite subsolution. Remark 3.4. When 1 < h < 3, we can actually consider the continuous operator −k∇ ukh−3h(D2u)⋆∇ u,∇ ui = −∆h u ∇ u 6= 0 (3.2)Fh(∇ u,(D2u)⋆) = 0 0 0 ∞ 0 ∞ 0 (cid:26) 0 ∇ u = 0. 0 Definitions 1 and 2 would then agree. (cf. [15]) We also wish to define what [12] refers to as parabolic viscosity solutions. We first need to consider the set A−u(p ,t ) = {φ ∈ C2(O ) : u(p,t)−φ(p,t) ≤ u(p ,t )−φ(p ,t ) = 0forp 6= p ,t < t } 0 0 t1,t2 0 0 0 0 0 0 consisting of all functions that touch from above only when t < t . Note that this set is 0 larger than Au and corresponds physically to the past alone playing a role in determining the present. We define B−u(p ,t ) similarly. We then have the following definition. 0 0 Definition 3. An upper semicontinuous function u on O is a past parabolic viscosity t1,t2 subsolution in O if φ ∈ A−u(p ,t ) produces t1,t2 0 0 φ (p ,t )+F(t ,p ,u(p ,t ),∇ φ(p ,t ),(D2φ(p ,t ))⋆) ≤ 0. t 0 0 0 0 0 0 1 0 0 0 0 THE PARABOLIC INFINITE-LAPLACE EQUATION IN CARNOT GROUPS 7 An lower semicontinuous function u on O is a past parabolic viscosity supersolution t1,t2 in O if φ ∈ B−u(p ,t ) produces t1,t2 0 0 φ (p ,t )+F(t ,p ,u(p ,t ),∇ φ(p ,t ),(D2φ(p ,t ))⋆) ≥ 0. t 0 0 0 0 0 0 1 0 0 0 0 A continuous function is a past parabolic viscosity solution if it is both a past parabolic viscosity supersolution and subsolution. We have the following proposition whose proof is obvious. Proposition 3.5. Past parabolic viscosity sub(super-)solutions are parabolic viscosity sub(super-)solutions. In particular, past parabolic viscosity h-infinite sub(super-)solutions are parabolic viscosity h-infinite subsub(super-)solutions for h ≥ 1. 3.4. The Carnot Parabolic Maximum Principle. In this subsection, we recall the Carnot Parabolic Maximum Principle and key corollaries, as proved in [6]. Lemma 3.6 (Carnot Parabolic Maximum Principle). Let u be a viscosity subsolution to Equation (3.1) and v be a viscosity supersolution to Equation (3.1) in the bounded parabolic set Ω × (0,T) where Ω is a (bounded) domain and let τ be a positive real parameter. Let φ(p,q,t) = ϕ(p · q−1,t) be a C2 function in the space variables p and q and a C1 function in t. Suppose the local maximum (3.3) M ≡ max {u(p,t)−v(q,t)−τφ(p,q,t)} τ Ω×Ω×[0,T] occurs at the interior point (p ,q ,t ) of the parabolic set Ω×Ω×(0,T). Define the n×n τ τ τ matrix W by W = X (p)X (q)φ(p ,q ,t ). ij i j τ τ τ Let the 2n×2n matrix W be given by 0 1(W −WT) (3.4) W = 2 (cid:18)1(WT −W) 0 (cid:19) 2 and let the matrix W ∈ S2N be given by D2 φ(p ,q ,t ) D2 φ(p ,q ,t ) pp τ τ τ pq τ τ τ (3.5) W =   D2 φ(p ,q ,t ) D2 φ(p ,q ,t )  qp τ τ τ qq τ τ τ . Suppose lim τφ(p ,q ,t ) = 0. τ τ τ τ→∞ Then for each τ > 0, there exists real numbers a and a , symmetric matrices X and Y 1 2 τ τ and vector Υ ∈ V ⊕V , namely Υ = ∇ (p)φ(p ,q ,t ), so that the following hold: τ 1 2 τ 1 τ τ τ 2,+ 2,− A) (a ,τΥ ,X ) ∈ P u(p ,t ) and (a ,τΥ ,Y ) ∈ P v(q ,t ). 1 τ τ τ τ 2 τ τ τ τ B) a −a = φ (p ,q ,t ). 1 2 t τ τ τ 8 THOMAS BIESKE ANDERIN MARTIN C) For any vectors ξ,ǫ ∈ V , we have 1 hX ξ,ξi−hY ǫ,ǫi ≤ τh(D2φ)⋆(p ,q ,t )(ξ −ǫ),(ξ −ǫ)i+τhW(ξ ⊕ǫ),(ξ ⊕ǫ)i τ τ p τ τ τ (3.6) +τkWk2kA(pˆ)Tξ ⊕A(qˆ)Tǫk2. In particular, (3.7) hX ξ,ξi−hY ξ,ξi . τkWk2kξk2. τ τ Corollary 3.7. Let φ(p,q,t) = φ(p,q) = ϕ(p·q−1) be independent of t and a non-negative function. Suppose φ(p,q) = 0 exactly when p = q. Then lim τφ(p ,q ) = 0. τ τ τ→∞ In particular, if N 1 (3.8) φ(p,q,t) = (p·q−1) m i m Xi=1 (cid:0) (cid:1) for some even integer m ≥ 4 where (p·q−1) is the i-th component of the Carnot group i multiplication group law, then for the vector Υ and matrices X ,Y , from the Lemma, τ τ τ we have 2,+ 2,− A) (a ,τΥ ,X ) ∈ P u(p ,t ) and (a ,τΥ ,Y ) ∈ P v(q ,t ). 1 τ τ τ τ 1 τ τ τ τ B) The vector Υ satisfies τ m−1 kΥτk ∼ φ(pτ,qτ) m . C) For any fixed vector ξ ∈ V , we have 1 (3.9) hXτξ,ξi−hYτξ,ξi . τkWk2kξk2 . τ(φ(pτ,qτ))2mm−4kξk2. 4. Uniqueness of viscosity solutions We wish to formulate a comparison principle for the following problem. Problem 4.1. Let h ≥ 1. Let Ω be a bounded domain and let Ω = Ω × [0,T). Let T ψ ∈ C(Ω) and g ∈ C(Ω ). We consider the following boundary and initial value problem: T u +Fh(∇ u,(D2u)⋆) = 0 in Ω×(0,T) (E) t ∞ 0 (4.1)  u(p,t) = g(p,t) p ∈ ∂Ω, t ∈ [0,T) (BC)  u(p,0) = ψ(p) p ∈ Ω (IC) We also adopt the definition that a subsolution u(p,t) to Problem 4.1 is a viscosity sub- solution to (E), u(p,t) ≤ g(p,t) on ∂Ω with 0 ≤ t < T and u(p,0) ≤ ψ(p) on Ω. Supersolutions and solutions are defined in an analogous matter. Because our solution u will be continuous, we offer the following remark: Remark 4.2. The functions ψ and g may be replaced by one function g ∈ C(Ω ). This T combines conditions (E) and (BC) into one condition (4.2) u(p,t) = g(p,t), (p,t) ∈ ∂ Ω (IBC) par T THE PARABOLIC INFINITE-LAPLACE EQUATION IN CARNOT GROUPS 9 Theorem 4.3. Let Ω be a bounded domain in G and let h ≥ 1. If u is a parabolic viscosity subsolution and v a parabolic viscosity supersolution to Problem (4.1) then u ≤ v on Ω ≡ Ω×[0,T). T Proof. Our proof follows that of [8, Thm. 8.2] and so we discuss only the main parts. ε For ε > 0, we substitute u˜ = u− for u and prove the theorem for T−t ε (4.3) u +Fh(∇ u,(D2u)⋆) ≤ − < 0 t ∞ 0 T2 (4.4) limu(p,t) = −∞ uniformly on Ω t↑T and take limits to obtain the desired result. Assume the maximum occurs at (p ,t ) ∈ 0 0 Ω×(0,T) with u(p ,t )−v(p ,t ) = δ > 0. 0 0 0 0 Case 1: h > 1. Let H ≥ h+3 be an even number. As in Equation (3.8), we let N 1 φ(p,q) = (p·q−1) H i H Xi=1 (cid:0) (cid:1) where (p·q−1) is the i-th component of the Carnot group multiplication group law. Let i M = u(p ,t )−v(q ,t )−τφ(p ,q ) τ τ τ τ τ τ τ with (p ,q ,t ) the maximum point in Ω×Ω×[0,T) of u(p,t)−v(q,t)−τφ(p,q). τ τ τ If t = 0, we have τ 0 < δ ≤ M ≤ sup(ψ(p)−ψ(q)−τφ(p,q)) τ Ω×Ω leading to a contradiction for large τ. We therefore conclude t > 0 for large τ. Since τ u ≤ v on ∂Ω × [0,T) by Equation (BC) of Problem (4.1), we conclude that for large τ, we have (p ,q ,t ) is an interior point. That is, (p ,q ,t ) ∈ Ω × Ω× (0,T). Using τ τ τ τ τ τ Corollary 3.7 Property A, we obtain 2,+ (a,τΥ(p ,q ),X ) ∈ P u(p ,t ) τ τ τ τ τ 2,− (a,τΥ(p ,q ),Y ) ∈ P v(q ,t ) τ τ τ τ τ satisfying the equations ε a+Fh(τΥ(p ,q ),X ) ≤ − ∞ τ τ τ T2 a+Fh(τΥ(p ,q ),Y ) ≥ 0. ∞ τ τ τ 10 THOMAS BIESKE ANDERIN MARTIN Ifthereisasubsequence {p ,q } suchthatp 6= q , wesubtract, andusingCorollary τ τ τ>0 τ τ 3.7, we have ε 0 < ≤ (τΥ(p ,q ))h−3τ2 hX Υ(p ,q ),Υ(p ,q )i−hY Υ(p ,q ),Υ(p ,q )i τ τ τ τ τ τ τ τ τ τ τ τ T2 (cid:18) (cid:19) (4.5) . τh ϕ(pτ,qτ)HH−1 h−3(ϕ(pτ,qτ))2HH−4(ϕ(pτ,qτ))2HH−2 (4.6) = τh((cid:0)ϕ(pτ,qτ))Hh+(cid:1)HH−h−3 = (τϕ(pτ,qτ))hϕ(pτ,qτ)H−Hh−3. Because H > h+3, we arrive at a contradiction as τ → ∞. If we have p = q , we arrive at a contradiction since τ τ Fh(τΥ(p ,q ),X ) = Fh(τΥ(p ,q ),Y ) = 0. ∞ τ τ τ ∞ τ τ τ Case 2: h = 1. We follow the proof of Theorem 3.1 in [14]. We let N 1 1 ϕ(p,q,t,s) = (p·q−1) 4 + (t−s)2 i 4 2 Xi=1 (cid:0) (cid:1) and let (p ,q ,t ,s ) be the maximum of τ τ τ τ u(p,t)−v(q,s)−τφ(p,q,t,s) Again, for large τ, this point is an interior point. If we have a sequence where p 6= q , τ τ then Lemma 3.2 yields 2,+ (τ(t −s ),τΥ(p ,q ),X ) ∈ P u(p ,t ) τ τ τ τ τ τ τ 2,− (τ(t −s ),τΥ(p ,q ),Y ) ∈ P v(q ,s ) τ τ τ τ τ τ τ satisfying the equations ε τ(t −s )+Fh(τΥ(p ,q ),X ) ≤ − τ τ ∞ τ τ τ T2 τ(t −s )+Fh(τΥ(p ,q ),Y ) ≥ 0. τ τ ∞ τ τ τ As in the first case, we subtract to obtain ε 0 < ≤ (τΥ(p ,q ))−2τ2 hX Υ(p ,q ),Υ(p ,q )i−hY Υ(p ,q ),Υ(p ,q )i τ τ τ τ τ τ τ τ τ τ τ τ T2 (cid:18) (cid:19) . ϕ(pτ,qτ)−23(τϕ(pτ,qτ)ϕ(pτ,qτ)32) = τϕ(pτ,qτ). We arrive at a contradiction as τ → ∞. If p = q , then v(q,s)−βv(q,s) has a local minimum at (q ,s ) where τ τ τ τ N τ τ βv(q,s) = − (p ·q−1) 4 − (t −s)2. τ i τ 4 2 Xi=1 (cid:0) (cid:1) We then have 0 < ε(T −s )−2 ≤ βv(q ,s )− minh(D2βv)⋆(q ,s ) η,ηi. τ s τ τ τ τ kηk=1

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