A NNALES DE L ’I. H. P., SECTION C
T IMOTHY R. C RANNY
On the uniqueness of solutions of the homogeneous curvature equations
Annales de l’I. H. P., section C, tome 13, n
o5 (1996), p. 619-630
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Article numérisé dans le cadre du programme Numérisation de documents anciens mathématiques
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On the uniqueness of solutions of the homogeneous curvature equations
Timothy
R. CRANNYCentre for Mathematics and its Applications
Australian National University, Canberra, ACT 0200, Australia
Vol. 13, n° 5, 1996, p. 619-630 Analyse non linéaire
ABSTRACT. - We prove that
viscosity
solutions of thedegenerate prescribed
curvatureequation F ~u~
=F ( ~ 1, ... , ~n )
- 0 in0, u
= gon ~03A9 are
unique
for a broad class of differentialoperators
F.1. INTRODUCTION
We consider in this paper the
fully
nonlinearpartial
differentialequation
where S2 is a bounded domain in
(~n,
and F is a continuous function of thexi ’ s,
theprincipal
curvatures of thegraph
of u. Since there is no intrinsicordering
of these curvatures, we restrict our attention tosymmetric
F. It istherefore natural to consider
examples
of functions F such as the k’ th-orderelementary symmetric
functions(for
1 I~n) ~
where the summation is over all
strictly increasing
C(1, 2, ..,77.}.
Thisfamily
of functions includes the mean, scalar and GaussAnnales de l’lnstitut Henri Poincaré - Analyse non linéaire - 0294-1449 Vol. 13/96/05/$ 4.00/@ Gauthier-Villars
curvatures
by taking k
=1, 2
and nrespectively. By defining Ho
to be1,
and
considering quotients
of the formwe include more
general equations
such as the harmonic curvatureequation (corresponding
to k =n, l
=n -1).
Suchequations
and the related Hessianequations
have been usedby Trudinger [6]
to derive newisoperimetric inequalities.
For the classicaltheory
of suchequations,
see[2], [4]
and references therein.In the paper
[5], Trudinger
considered theproblem
with the
functions ~ and g
of insufficient smoothness to obtain classical solutions. It was therefore natural to consider the notion ofviscosity
solutionintroduced
by
Crandall and Lions[1].
Thisrequires
a little care, sinceequations
of the form(1.1)
are notelliptic
for all functions u, butrequire
the curvature vector ~ _
( ~ 1, .. , ~n )
of thegraph
of u to lie in some suitablesubset of called the admissible set.
For the
problems
considered in[5],
it is assumed that the admissible set isK,
where K is an opensymmetric
cone in IRn with vertex at theorigin
and
containing
thepositive
cone. F is assumed tosatisfy
thefollowing:
F is concave in
K;
where are
positive nondecreasing
functions onR+
and theconditions
involving
thepartial
derivativesFi
are taken to hold wherever theFi
exist.Annales de l ’lnstitut Henri Poincaré - Analyse non linéaire
To deal with
merely
continuous Dirichletboundary data,
interiorgradient
estimates are needed. To obtain
these,
astrengthened
version of(1.10)
is
needed,
where v3 is another
positive nondecreasing
function onI~+.
To ensure the existence of barriers
(also guaranteeing
that the Dirichletboundary
condition holds in thestrong sense),
certain constraints areimposed
on aSZ.Letting x’
=(~i, ~2,
...,~n-1 )
denote theprincipal
curvatures of ~03A9 we
require (03BA’, 0)
EK,
anduniformly
for y E~03A9,
where 03BA _(03BA1,
..,03BAn-1).
Variations and refinements of the above conditions are discussed in[5].
The
following
theorem was proven in[5]:
THEOREM 1.1. - Let F E
CO(K) satisfy
conditions(1.5)
to(1.10),
andlet SZ be a bounded domain in Rn with
C2 boundary
8Qand 03C8
Enonnegative satisfying ( 1.12), ( 1.13), vo(inf v2(inf
> 0. Thenif there
exists any bounded
viscosity
subsolutionof (1.4)
inSZ,
there existsfor
any g E
C 1 ~ 1 ( SZ )
aviscosity
solution u Esatisfying
u = g on~03A9.
If
in addition to the above structureconditions, (1.11)
holds withV3 (inf
>0,
thenfor
any g EC° (aSZ)
there exists aviscosity
solutionu E
(SZ)
nC° (SZ) satisfying
u = g onRemark. - It should be noted that in
[5]
the conditionsVi (inf
> 0for i =
0, 2,
3 are satisfied for the differentialoperators
ofprimary
interesteven when
inf 03C8
= 0by considering
F = and ratherthan
Hk
andHk,i.
The
principal
curvatures ~i are theeigenvalues
of the curvature matrix(second
fundamentalform) H,
which can be written aswhere v =
P(p)
= I - It is thenpossible
to think ofthe differential
equation
asF[u]
=where F
is afunction of the
eigenvalues
of the matrix-valuedargument.
The notion of’
admissible H is a trivial
adaptation
of that of admissible curvature vectorsx E We will at different times denote the differential
operator by
F[u], F(Du, D2u),
orThe standard notion of a
viscosity
subsolution doesnot
need modification to deal withprescribed
curvatureequations,
but that of asupersolution
needsto be altered since a function
~(’)
which touches u from below at xo maysatisfy F[cp](xo)
> the curvaturesof §
at xo lie outside the admissible set. Thesimplest example
of this is = A -Blxl2
forB » 0 and F
= Hk
for k even.Following [5],
we will say a function u ECO(O)
is aviscosity
subsolutionof if for any Xo E
C2(S2) satisfying
cp
> u inH,
=u(xo),
one has>_
0.However,
we say u E is aviscosity supersolution
if for any Xo ES2, ~
EC2(0) satisfying §
u inH, cp(xo)
= one hasfor ~
ESn,
therefore
avoiding
the above-mentionedcomplications.
It is alsopossible
todefine a
supersolution by restricting
one’s attention to admissible smooth~).
The
question
of theuniqueness
of solutions of(1.1)
has remained anopen
question
even for thecase 03C8
> > 0 in 03A9 for some constantuJo.
The standard
techniques
used in thetheory
ofviscosity
solutions are notapplicable,
since such curvatureequations
lack both the strictellipticity
andthe strict
monotonicity
in the z variablenormally
used to obtainuniqueness
results. We show here that the above solution is
unique
in thehighly degenerate case -
0.Subsequent
work will consider the moregeneral
case of
varying
The result proven here is:
THEOREM 1.2. - For 03A9 a bounded domain in let u E
C° (SZ)
be aviscosity
solutionof
thepartial differential equation
where F E x
Sn). If
F and g are such that the aboveboundary
condition
always
holds in the strong sense, andAnnales de l ’lnstitut Henri Poincaré - Analyse non linéaire
holds
for
all admissible and c >0,
then theviscosity
solution u isunique
in
The
proof begins
in atypical
fashionby assuming
that the solution u is notunique,
andconsidering
the difference u - v where v is another solution.A
geometric argument
allows us to find apoint
in the interior of f2 wherewe have very
good
information about the difference in secondderivatives,
at the cost of some
potentially
awkward differences in thegradient
terms.This
point
istypically
not apoint
wheresup (u - v)
isattained,
and itsprecise
location is not determinedby
thearguments
used.In the
following
section wegive
a technical result which will allow us to exert some control over the location of thispoint,
sufficient to show in the section that follows it that the useful informationregarding
the Hessians out-weighs
anypossible problems
introducedby gradient
differences. We then obtainuniqueness
results from a standard differentialinequality argument.
2. LOCALIZATION
We show in this section that if u and v are
’reasonably
nice’ functionsthen the set upon which
sup ( u - v)
is attained can be madearbitrarily
small in diameter
by making
anarbitrarily
smallrigid-body perturbation
ofthe
graph
of u. The result isintuitively reasonable,
and it islikely
that theproof
below could bereplaced
with a more directproof.
THEOREM 2.1. -
If
thefunctions
u and vsatisfy
1. u and -v are
Lipschitz
andsemiconvex,
then for any 6
> 0 one mayperform
anarbitrarily
small’rigid-body ’ pertur-
bationof
thegraph of u
toproduce
a newLipschitz
andsemiconvex function
ic such that
C
={x
En ] (ic - v) (x)
=sup(û - v) ~
C CB(xo, 8)
C C HQ
for
somepoint
xo E S2.Remark. - 1. The
assumptions
above on u and v will holdautomatically
in our
applications
since we willapply
this resultonly
toregularisations
ofour solutions. 2.
By
a’rigid-body perturbation’
of a function or itsgraph
we mean
changes corresponding
to translations and rotations of thegraph
in The
magnitude
of theperturbation
can be measured in terms ofgreatest
distance movedby
anypoint
on thegraph.
3. One effect of any suchperturbation
is toslightly change
thedomain,
but since ourarguments
Vol. 13, n° 5-1996.
are all concerned with
points
which are bounded away from an and weonly
usearbitrarily
smallperturbations,
we willignore
this effect.The above result is a consequence of the
following
Theorem.THEOREM 2.2. - Let u, v and C be as in Theorem 2.1. For any x E C
one may make an
arbitrarily
smallrigid-body perturbation
icof
u so asto ensure that
where
for Co, Ci
E(0, oo)
constantsdepending only
upon theLipschitz
andsemiconvexity
bounds on u and -v.Proof. -
For the sake ofsimplicity
let ustemporarily
shift uvertically
to consider the case where sup03A9
(u - v)
= 0. The idea behind theproof
isto leave v as it
is,
but to lower thegraph
of uby
T «1, taking
the twographs
out of contact. We then tilt thegraph
of u - T in anappropriate
direction until contact is re-established. We are able show that contact must
be established for a certain small tilt
angle,
and that information tells usthat the contact
point
cannot be too close to x, since the small tilt cannotcompensate
for thedrop
inheight
until one issufficiently
far away from the ’axis’ of rotation.(When talking
of rotations we will use some of thelanguage
ofR~, although
all work is done in ~n for narbitrary.)
The
only problem
inusing
a rotation of thegraph
of u - T to forcerenewal of the contact between the two
graphs
is that while one caneasily
make a
point ( x, u ( x ) - T )
trace out aportion
of a vertical circle(and thereby
rise asdesired),
it is conceivable that near thepoint
inquestion
the
graph
ofv(.)
has the samepartially spherical shape, meaning
thatthe
improvement
due to thetilting
of gr(u - T) brings (x, ~z(~) 2014 T)
nocloser to gr v. This
problem
can be ruled outby using semiconcavity
andalmost-everywhere differentiability
andrestricting
one’s attention topoints
which are
sufficiently
closetogether (this
lastpoint
isresponsible
for theCi
term in(2.2)).
Let us
begin by choosing
T very small and fixed. Let C be a constant such thatAnnales de l’Institut Henri Poincaré - Analyse non linéaire
Since u and v are
only
twice-differentiablealmost-everywhere,
we usethe now-standard
arguments
of Jensen to find apoint
xoextremely
closeto C such that
1. u and v are twice differentiable at xo,
By (2.3)
we haveSince u :S v and u is
Lipschitz,
it follows thatfor some constant
Cn+l
oo, wheredist~A, B~ _
E
A,
y EB}
forA,
B CIRn+l.
We consider a
point
on gr(u - T) sufficiently
close to(xo, u(xo) - T)
and call it the
origin
in(thereby ensuring
thatIxo I
issufficiently small).
We choose our coordinatesystem
for IRn so that xo liesalong
thexn
-axis,
and tilt thegraph
of u - Tby angle
a about theorigin
’in the xndirection’
by applying
the linearoperator A~
where the(n
+1)
x(n + 1)
matrix of
A~
isgiven by
so under the action of
Aa
upong r ( u - T ) ,
x 1, .... , xn _ 1 areunchanged,
but x~, ~ cos a sina
(u(x) - T)
and(u(x) - T)
-~ sina xn +cos 03C3
(u(x) - T).
The distance a
point (x, u(x) - T)
is movedby A~
is bounded(for
a «
1) by 203C3Cu |x|
whereCu
is theLipschitz
bound on u, so contactbetween the
graphs
cannot be re-established ifWe now show that a
tilting by angle
o- C T(for
some Coo )
ensures contact between the two
graphs, by showing
that atilting by angle
CT means that the
point (xo, u(xo) - T)
is rotated to apoint lying
above the
graph
of v.Accordingly
there must be some smallerangle
forwhich contact first occurs
(we
do not know where or for what tiltangle
this contact
occurs).
We now concentrate on the two-dimensional vertical
plane spanned by
xn and This allows us to treat this
aspect
of theproceedings
as a1-dimensional
problem.
Using (2.4)
one can showby simple
calculations thatif is
less thansome constant
Cl,
then thepath swept
outby (xo, u(xo) - T)
upontilting
is almost
perpendicular
to theslope
of gr v at xo . This means that as onetilts about the
origin, (xo, u( xo) - T)
does not ’follow’ thegraph
of v atall,
but instead lifts
upwards (for
the correctsign of a !)
towards gr v. One canthen
easily
show that for a tiltangle
of agiven by
=CT, (for
someconstant C
depending only
on theLipschitz
andsemiconcavity
bounds foru and
v),
thepoint (xo, u(xo) - T)
isswept
above thegraph
of v.Clearly,
for some smaller ~, contact between the two
graphs
is made for the firsttime,
so for this a we haveT/a
>Harking
back to(2.7),
we seethat contact has taken
place,
but that the contact cannot be for x such thatSince we have the restriction that the
origin
and xo be within distanceCi
of each
other,
and we wish to consider the case 0 E C and also Xo very close toC,
theright-hand
side of the aboveexpression
can be written asKo
=Co By relabeling
ourorigin,
we have the desiredresult. 0
The ball C R" has therefore been ’bitten out’ from the set upon which the new supremum is achieved. The
important
feature of the above result is that the size of the ball removed from contentiondepends only
onthe relative sizes of T and ~, so one may
trivially
make theperturbation
used as small as desired without
changing
the result in any way.Remark. - It should be noted that we are not
claiming
that the newsupremum set
C is
The lessimportant
reason is that theAnnales de l ’lnstitut Henri Poincaré - Analyse non linéaire
perturbation
maybring points (barely)
outside C into contention(one
can
easily
control thistendency by decreasing
themagnitude
of theperturbation),
while moresignificantly,
what wouldtypically happen
isthat the
perturbation
wouldproduce
a much smallerC,
with theexplicit
removal of the ball above
dramatically understating
the’pruning’
done.For
example,
if u and v are affine asingle perturbation
can result inC
=~x~
for some x E n. Thisexample
illustrates theprinciple
that ifone has any additional information the results used here can be
replaced
with a
satisfyingly
concreteconstruction,
butunfortunately
none arereadily apparent
in the moregeneral
case.Proof of
Theorem 2.1. - The result now followseasily
from therepeated application
of Theorem2.2,
due to thecompactness
of C and allsubsequent
versions thereof. The
only aspect deserving
of caution is the fact that eachperturbation
may allowpoints
outside theprevious
supremum set to bebrought
intoplay.
This can beeasily
avoidedby using
asimple
compactness argument
to add at each iteration the restriction that theperturbation
besufficiently
small to ensure that far more is removed from contention than is introduced. For anygiven 8
> 0only
a finite number of iterations isrequired
to cut the supremum set down until it has diameter less than 8. If one wishes the totalperturbation
to be at most of size To, thenTheorem 2.2 is used with successive
perturbations
of at most size Tofor i =
1, 2,...
D3. PROOF OF
UNIQUENESS
Proof of
Theorem 1.2. - If u is notunique,
then there exists a second distinctviscosity
solution v E Since theboundary
conditionholds in the
strong
sense,u(.)
=v(.)
=g(.)
on ~03A9 and without loss ofgenerality
we assumeMo = sup(u - v)
> 0 and C cc H for_ Q C
I (u - v) (~J) = Mo ~ ~
To avoid the
problems
causedby
the lack of smoothness of u and v, we take the standard route ofconsidering
the sup- and inf-convolutionsv;,
first used in this context in[3]
and definedby
Vol. 5-1996.
for E > 0. As shown in
[3], uE and v-~
are alsoviscosity
subsolution andsupersolution respectively
of(1.1)
with the domain nowslightly
restricted
(we
use here the fact that thehomogeneous
curvatureequation
is
independent
ofx).
The two functions are twice differentiable almost
everywhere,
withholding
in the sense of distributions. It is clear that for Esufficiently small, vE
will attain its supremum inside some setstrictly
contained in H.We fix E to be such a small constant. We now use the results of the
previous
section to
perform
a(small) rigid body perturbation
ofuE
so as to makethe set upon which the supremum of is attained have diameter less than 8 where 8 is some constant
sufficiently
small withrespect
to E.This
rigid-body perturbation
does notchange
theprincipal
curvatures of thegraph,
but does introduce some smallchange
in where these curvatures arerecorded. Since in this instance we are interested in the case where there is no
spatial dependence,
this makes no difference. This means thatuE
isa subsolution of the
original equation,
and is asupersolution.
For easeof notation we will refer to these functions as ic and v.
We now take the
origin
in ~n to be the centre of the small ballcontaining
the supremum set of K - v. Consider the
sphere
S in with centre(0, -A)
and radiusR,
withA(R)
chosen so that S lies above thegraph
and touches it at some
point
x.By
standardnegligible tilting
we may assume that the functions ic and v are twice differentiable at x.
We will derive a contradiction
by evaluating
the differentialinequalities
for ic and v at x.
It is clear that:
The
inequality
for second derivativesgives
us a very valuable tool inattempting
to derive a differentialinequality,
but the difference ingradient
terms is a
complicating
factor and one which can, to some extent, cancel out the benefits from the second derivative information. The reason for the localisationarguments
in theprevious
section is that since the supremum of I - v is takenonly
inB(0,8),
it is clear that for Rsufficiently large, Ixl
28. This hasprecisely
the effect ofensuring
that the ’bad’gradient
Annales de l’Institut Henri Poincaré - Analyse non linéaire
difference is much smaller than the
’good’
Hessian difference term, since thegradient
difference is for R »1,
while the Hessian difference isBy choosing 8 sufficiently
small and then Rsufficiently large,
we may make this imbalance as
great
as we wish.We are now in a
position
to prove a differentialinequality
whichcontradicts
(1.15)
and proves the nonexistence of a second solution. One mayproceed by using
the information contained in(3.3) directly
in(1.14) (a
messyprocedure!),
but we shall illustrate further theutility
of therigid- body perturbation
invariance of solutionsby concluding
theproof using
that
property.
One can tilt the
graph
of I about(~, u(~) )
so as to removecompletely
the difference between the
gradients
of I and v at x.Straightforward
buttedious calculation shows that the
magnitude
of thechange
incaused
by
thistilting
is boundedby
some constant times themagnitude
of the
change
in thegradient (i.e.
with the constant factorcontrolling
thechange
in the Hessiandepending only
upon E(through
thebounds on and
D2u(x)).
Since(3.3) holds,
and we maymake ~~~
as small as we like
by taking 8 sufficently
small and Rsufficiently large,
after
tilting
we have a new function u* which is a subsolution of ouroriginal equation
and satisfiesWe then have at x,
x(Dzc*,D2u*)
+cI, (3.5)
where c > 0 is some constant
depending only
on E and R(this
followsdirectly
from the definition of?-C).
It follows that at x,So we have
with the same true if we
replace D2v
with for r~ > 0 inSn,
since
D 2 v >
so thereexists §
EC2(n) touching v
from below at somepoint
y such thatin contradiction of
(1.15).
Vol. 13, n° 5-1996.
4. CONCLUDING REMARKS
The
techniques
used here have relied on several occasions upon the factwe are
dealing
with thehomogeneous prescribed
curvatureproblem
ratherthan the more
general F ( r~ 1, ~ 2 , ... , ~n ) _ ~ ( x ) >
0. The use of the abovetechniques
in this moregeneral
context is the focus of work in progress. As istypical
inviscosity theory,
thespatial dependence
in theinhomogeneous
case introduces
complications
due to the effect of theregularisation
process.It is
interesting
to note that therigid-body perturbation
process issimilarly affected,
but thespatial shifting
there is somewhat amenable to control. It ispossible
that theperturbation
process can beactively
used tomitigate
the effect of the
regularisation
process.ACKNOWLEDGEMENTS
The author would like to express his
deep appreciation
for thehelp
ofDrs John Urbas and Alex Isaev and Professors Neil
Trudinger
and NinaIvochkina in a number of very useful discussions
during
thedevelopment
of this work.
REFERENCES
[1] M. G. CRANDALL and P.-L. LIONS, Viscosity solutions of Hamilton-Jacobi equations, Trans.
Amer. Math. Soc., Vol. 277, 1983, pp. 1-42.
[2] N. N. IVOCHKINA, Solution of the Dirichlet problem for curvature equations of order m,
Mat. Sb., Vol. 180, 1989, pp. 867-887; English trans. Math. USSR. Sb., Vol. 67, 1990, pp. 317-339.
[3] R. JENSEN, P.-L. LIONS and P. E. SOUGANIDIS, A uniqueness result for viscosity solutions
of second order fully nonlinear partial differential equations, Proc. Amer. Math. Soc., Vol. 102, 1988, pp. 975-978.
[4] M. LIN and N. S. TRUDINGER, The Dirichlet problem for the prescribed curvature quotient equations, Top. Methods in Nonlinear Analysis, Vol. 3, 1994, pp. 1-17.
[5] N. S. TRUDINGER, The Dirichlet problem for the prescribed curvature equations, Arch. Rat.
Mech. Anal., Vol. 111, 1990, pp. 153-179.
[6] N. S. TRUDINGER, Isoperimetric inequalities for quermassintegrals, Ann. l’Inst. Henri Poincaré. Analyse non linéaire, Vol. 11 (4), 1994, pp. 411-425.
Annales de l ’lnstitut Henri Poincaré - Analyse non linéaire