A NNALES DE L ’I. H. P., SECTION C
M ICHAEL G RÜTER
Regularity at the free boundary of two-dimensional stationary harmonic maps
Annales de l’I. H. P., section C, tome 15, n
o2 (1998), p. 151-167
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Regularity at the free boundary of
two-dimensional stationary harmonic maps
Michael
GRÜTER
Fachbereich Mathematik Universität des Saarlandes Im Stadtwald D-66123 Saarbrucken
Vol. 15, n" 2’, 1998, p. 151-167 Analyse non linéaire
ABSTRACT. - It is shown that the
regularity problem
at the freeboundary
of two-dimensional
stationary
harmonic maps can be reduced to thecorresponding problem
for two-dimensional minimal surfaces and that theanalogous regularity
results hold true. ©Elsevier,
ParisRESUME. - On montre que le
probleme
de laregularite
a la frontiere libre d’uneapplication harmonique
stationnaire bidimensionnelle peut etre reduitau
probleme analogue
pour les surfacesminimales,
et que les resultats deregularite correspondants
sont encore vrais. ©Elsevier,
Paris1. INTRODUCTION
Since the direct method of the calculus of variations in
general produces
weak solutions one of the basic
questions
is theregularity problem.
Isthe
generalized
solution a classicalsolution,
does it havesingularities,
how
large
can thesingular
set be? In thetheory
of harmonicmappings
between Riemannian manifolds there is a
big
difference -regarding
thesequestions -
between the two-dimensional and thehigher
dimensional case.If the domain of definition of the
mappings
has dimension n > 3 even 1991 Mathematics Subject Classification: 49 N 60. 35 R 35. 49 Q 05,Annales cle l’Institut Henri Poincaré - Analyse non linéaire - 0294-1449 Vol. 15f9810?IC Elsevier. Paris
152 M. GRUTER
minimizers of the energy functional may have
singular points.
Asimple example
is themapping
!R" -~given by
= ~; c.f.[ 17].
Here,
we are concerned with the two-dimensional case. In contrast tohigher
dimensions it hadalready
beenproved by
C.B.Morrey
in[18]
thatin two dimensions energy
minimizing
harmonic maps areregular.
Infact, Morrey’s
method works moregenerally
for variationalintegrals growing quadratically
w.r.t. thegradient
of the map.However,
in many situationsone is interested not
only
in the minimizers but also wants to know the whole set of criticalpoints.
As is well known there is an intimate connection between two- dimensional harmonic maps and two-dimensional minimal surfaces. For
example,
if N is a Riemannian manifold it turns out that every harmonic map u :S2 -+
N is in fact aparametric
minimal surface(or constant).
Ingeneral,
a harmonic map is aparametric
minimal surface(possibly
withbranch
points) provided
it isconformally parametrized.
In this case theenergy
integral equals
twice the area of themapping.
Since in
[6]
the authorproved
that weak H-surfaces with finite area areregular
in the interior it follows thatconformally parametrized
harmonicmaps
having
finite energy also areregular
in the interior. In[10],
see also[3],
it was then shown that the method of[6]
can be modified to work for minimal surfaces with a freeboundary. Later,
technicalimprovements
andgeneralizations
weregiven
in[4], [11], [9], [ 14],
and[15].
The behaviour of minimizers near the freeboundary
had before beeninvestigated by
H.Lewy [16]
and W.Jager [13].
For more references the reader is referred to the relevant sections of[1] ]
and[2]
as well as to the earliermonographs by
J.C.C. Nitsche
[19],
and[20].
Let us now turn to harmonic maps which are not
necessarily conformally parametrized. Nevertheless,
in the smooth case there still is a certainholomorphic
function(a holomorphic quadratic
differential if the domain of definition is a Riemannsurface)
associated to the map. Forexample.
if u E
C~ ( I~’ . l~ 1 )
satisfiesthen the function 03A6 : ~
(z
= x +iy) given by
can
easily
be checked to beholomorphic.
In the case that m is
only
known to beweakly
harmonic one may argueas follows.
Suppose
that in addition u is astationary point
of the energyAnnales de l’Institut Henri Poincaré - Analyse non linéaire
integral
w.r.t. inner variations(see
section 2 forprecise definitions).
Then,by
well known arguments it can be shown that the function ~ defined in(2) (respectively
itsanalogue
in the Riemanniancase)
is aweakly holomorphic L1-function. Using
this observation and asimple
construction c.f.[8],
and[22]
for aslightly
morecomplicated argument,
thequestion
of interior
regularity
forstationary
harmonic maps could be reduced to thecase treated in
[6].
In this paper we are
going
to show how these arguments can be modifiedto
give regularity
forstationary
harmonic maps with a freeboundary.
Let us mention here that the
regularity question
forweakly
harmonicmaps in the interior case has
successfully
been solvedby
F. Helein in[12].
Later,
J.Qing [21] ] using
Helein’s result was able to showregularity
at thefixed
boundary (Dirichlet conditions)
forweakly
harmonic maps. The caseof a free
boundary
iscurrently
underinvestigation.
This paper is
organized
as follows. In section 2 we treat the Euclideancase in fair detail because
already
here the main idea becomes clear andone can avoid the technical
complications
necessary in other cases. Section3 is then devoted to more
general problems
that can be handled in this way. Inparticular,
we indicate how to treat moregeneral functionals,
the Riemannian case, as well as the case where thesupporting
surface is allowed to have a non-emptyboundary (a
kind ofSignorini problem).
2. THE MODEL CASE
Here,
we consider thefollowing
situation.The two-dimensional Euclidean space
f~’
is identified with thecomplex plane C,
andaccordingly points
in are written as w =(1L. ’t7)
= u +As a parameter domain we choose the open semi-disk
Let C’ denote the closed circular arc
and I the open interval
so that ()~ = C
U
I(disjoint union).
Voi. )5. n’ -: 2-!998.
154 M. GRUTER
Furthermore,
assume that S is a smooth two-dimensional surface inf~~
- the so called
supporting surface.
We want toinvestigate
theregularity properties
of harmonic mapswhich map I into
S,
i.e. theboundary
values-í""’K I
:=X|I
are allowed tovary
freely
on thesupporting
surface. Of course, theonly problem
is theregularity
near the freeboundary
I. It is instructive to look at thefollowing
Example. -
OnB+
consider the real-valued functionf ~
defined
by
so
that
0.Denote
by
zo E the harmonic functionhaving
the sameboundary
values asf,
e.g. minimize the Dirichletintegral
in the class
As a
supporting
surface we take thehyperplane
and define .X E
H.~ ( B+ ; f~~3 ) by
Obviously,
we have~‘° ( B+ ) ;
indeed, X is not even bounded near the freeboundary.
DAnnales de l’Institut Henri Poincaré - Analyse non linéaire
Reinarks. - Of course, one can construct discontinuous bounded harmonic maps in the same way.
Note that the finiteness of the Dirichlet
integral
or the boundedness of a harmonic functionimply
thatsingular
sets ofcapacity
zero in the interiorare removable. D
In view of this
counterexample
we are led to considerstationary
harmonicmaps. To be more
precise
we make thefollowing assumptions.
Let
where
the free boundary
conditionX (I )
c S is to be understood in thesense that the
L~-trace XI
of X maps almost all of I into S.Here,
the two-dimensional surface S CE~~
issupposed
tosatisfy
thefollowing
Assumption (A)
There are numbers po >
0, Ko
> 0 and K > 1 such that thefollowing
holds:
For each
point xo e S
there is a(full) neighbourhood
U of xo in8~~
anda
C2-diffeomorphism x
=h(y)
ofR3
onto itself with thefollowing
twoproperties. Firstly,
the inverseh-1
maps xo onto 0 and U onto the open ballE f~ 3 : ~ ~ ~ I
such that S n Ucorresponds
to the set{y
Ey3
=0 ~
on thehyperplane {y3
=0 ~ .
Secondly,
if weset
Ithen
for all
~, ~
Ef~3,
as well asObviously,
every compact(without boundary) C?-submanifold
of1R3
satisfiesassumption (A).
Each submanifold ofR~, compact
or non-compact, for whichassumption (A) holds,
is acomplete
Riemannian manifold with respect to the induced metric of For non-compact surfacesS, assumption (A) imposes
a certainuniformity
condition on the metric’ Here and in the following the summation convention is used.
Vol. 15. n - 2-1998.
156 M. GRITER
ds’
=d~~
atinfinity
and is thus somewhat morestringent
thanthe sole condition S E
C~ . Therefore,
aC?-submanifold
off~~ satisfying (A)
will be called a strictC2-surface
inR3.
DEFINITION 1. - An admissible variation
of
asurface
X EC(S)
is afamily of surfaces Xt
EC(S), It I to for
some numberto
>0,
whereis
of
oneof
thefollowing
two types.TYPE I. -
(Inner variations)
The surfaces
Xt
are of the formXt
= X o Tt, where is afamily
ofdiffeomorphisms
from B+ to itself such that To is theidentity, T(w, t)
=Tt(w)
is of classC1 on
B+ x(-to, to),
and such thatTYPE II. -
(Outer variations)
The surfacesXt
t are of the formwhere
with C
independent of t, B+
UI,
with K compact andindependent
of t, and such thatRemarks. -
Note,
that condition(1)
isequivalent
to therequirement
thatthe
diffeomorphisms
Tt leave aneighbourhood
of Cfixed.
For an admissiblevariation of
type
II it follows from(3)
that for7-~1-almost
all w E I thevector 03A80(w)
i s tangent to S atX(w).
CIDEFINITION 2. - We call LY E
C(6’)
astationary
harmonic map if the Dirichletintegral D (l~’ )
isstationary
w.r.t. every admissible variation ofX,
i.e. ifCONSEQUENCES
OF STATIONNARITY. - As is wellknown, stationarity
w.r.t.admissible variations of type I
implies
Annales de l’Institut Henri Poiltc-crre - Analyse non linéaire
for any
vectorfield 03BE
E UI, R2)
which is "real" on I(i.e. tangential along I).
On the other
hand,
from admissible variations oftype
II we concludefor any
03A80
EH12(B+, R3)
suchthat 03A80|C
= 0 and Efor
H1-almost
all w E I.Taking ~
EC~ (B+, f~2)
in(5)
oneeasily
checks thatis a
holomorphic
function onB+.
Alternatively,
this can also be deduced from the fact that(6) implies
(take ~°
EHl 2 (B+, ~3)
theharmonicity
of X :An
important
step in theregularity proof
will be the fact that(5) implies
that ~ is
regular
up to theboundary
I.Although
this is more or less wellknown,
for the convenience of the reader werepeat
the shortproof given
in
[23],
see also[5]. First,
note that(5)
isequivalent
to theequation
for
every ç
EC)
with real.Here,
B :={w ‘ 1}
is the unitdisk,
and ~= 1 2(~u
+i~v),
a
= 1 2(~u - i~v)
denote theWirtinger operators. Now, (9) implies
that -in a weak sense is real-valued on I.
Thus,
if 03A6 is extended to B as anL2-function by
it follows -
by
the famous Schwarz reflectionprinciple -
that ~ is(weakly) holomorphic
on B. To see this considerany
EC)
andusing (9)
and ~ ( ~’~ )
=~c3~) *
check thatVol. 15. n - 2-1998.
158 M. GRÜTER
because £
+ç*
E U I.C)
and(ç
+~’~ ) ~I
= 2 ReThus,
theextended function ~ is
L2-equivalent
to aholomorphic function
on B(again
called~).
Inparticular,
we conclude from(10)
that(11)
~ is real-valued onI,
which can be
interpreted
asRetnarks. - As has first been observed
by
W.Jager [13]
relation(6) implies
that in a weak sense the surface isorthogonal
to thesupporting
surface S
along
I.Hence,
for smooth(up
to the freeboundary I)
maps X E which arestationary
w.r.t. outer variations theequation (12)
isautomatically
satisfied in view of the fact that in this case istangent
to 6’
along
I. 0Now, define :
B ~ Cby
so that
and from
(11)
we concludeThe
holomorphicity
of +obviously implies
thatSuppose
now that ~~T EC(S)
is astationary
harmonic map in the sense of Definition 2 and defineby
An easy
calculation,
c.f.[8],
shows that V now isconformally parametrized
on
B+,
i.e.Annales de l’Institut Henri Poincaré - Analyse non linéaire
Since in addition
we conclude that Y is a two-dimensional
parametric
minimalsurface
infF~~ .
The next
step
is to show that Y is astationary
minimal surface for somefree boundary problem.
To this end letso that ~’ is a three-dimensional surface in
f~~, namely
theright cylinder
over S in
R4
viewed as a subset ofR5.
As iseasily checked,
theC2-
submanifold S of
R5
is in fact a strictC2-submanifold
ofR5
in the(appropriately generalized)
sense ofassumption (A).
For any 0 R 1 the new class of
comparison
surfaces is definedby
Since for a.e. w E I we have
X (w)
E e R it followsthat Y E
CR(S) .
LEMMA. - For any 0 I~ 1 the niap Y G
defined
above is astationary point of
the Dirichletintegral (w.
r. t. inner and outervariations).
Remarks. - Since Y is
conformally parametrized
theanalogue (5’)
of
equation (5)
isobviously satisfied,
in fact(5’)
will hold for any~
E(~2). However,
for theregularity proof
no inner variations will be needed once it is known that the solution isconformally parametrized.
Proof -
Because of thepreceding
remark it suffices to check theanalogue
of
(6),
i.e.holds for
any W
EI~~’)
such that 0 and Efor
H1-almost
all w E To seethis,
first note that for any y =z )
E5’
we have
Next, write
any 03A8
as in(6’)
asVol. 15. n ~ 2-1998.
160 M. GRÜTER
Then,
in view of(6)
the conditions on Wimply
thatHere,
we used(14) together
with(11)
and the fact thatThus, (6’)
has been established and the Lemma isproved.
0In this way we have reduced the
regularity problem
forstationary
harmonic maps to the
analogous regularity problem
forstationary
minimalsurfaces.
Therefore,
thereasoning
of[10]
can beapplied
almost verbatim to deduce thecontinuity
of Y up to the freeboundary IR.
This inparticular implies
thecontinuity
of ouroriginal
harmonic map X.THEOREM 1. - Let S C
R3
be a strictC2-surface,
and suppose that X(w)
is a
stationary
harmonic map in the classC(S).
Then X(w)
is continuouson
B+
U I. 0Remarks. - For a detailed
proof
of thecorresponding
result forstationary
minimal surfaces the reader is referred to the nice
presentation
in section 7.6 of[2].
Oneeasily
checks that the restriction to two-dimensional surfaces in1R3
is not essential. DHIGHER REGULARITY. - Once
continuity
of X onB+
U I is known one can provehigher regularity by
methods well known toexperts,
e.g. Holder-continuity, Cm,03B1-regularity,
as well asanalyticity, provided
thesupporting
surface is
sufficiently regular.
Inparticular,
for a strictC2-surface
as in Theorem 1 one gets X EC1~~ (B+
UI, I~3)
for any c~ E(0,1),
and theimage
surfaceX(B+UI)
meets thesupporting
surface Sorthogonally
in theclassical sense. For more
precise
statements compare section 7.8 of[2].
D3. GENERALIZATIONS
First,
we aregoing
to look at moregeneral
functionals than the Dirichletintegral.
We shallonly
outline the argumentsindicating
the necessarychanges
from theconformally parametrized
case.Annales de l’Institut Henri Poincaré - Analyse non linéaire
In
[7]
it was shown that everyconformally
invariant variationalintegral
on
l~ 2
where
satisfies
as well as
can be written in the
form 2
Here,
the(n
xn)-matrix
issymmetric
andpositive definite,
while is
skew-symmetric.
It follows from[8]
that the interiorregularity theory
forstationary points
of(2)
can be reduced to the casewhere the solutions are
conformally parametrized. Hence,
the results of[6]
areapplicable.
A
prominent example
of such a functional isfor a domain c
~2, u
El~3),
and a smooth vector fieldQ
on(~3.
The
corresponding
Eulerequations
areand if u is
conformally parametrized
it follows that atregular points
themean curvature of the surface C is
given by H(u)
= divQ(u).
Let us now return to the
general
functional(2).
If u is a
stationary point
of theintegral
I the function(z
== x +iy
EC =
~)
2 Summation convention for j. k = 1. 2 ....1’V.
Vol. 15. rr 2-1998.
162 M. GRUTER
is
holomorphic
in the interior. Here,stationarity
is to be understood w.r.t.inner and outer variations
(always fixing
theboundary values).
That ~ doesnot
depend
on the coefficients follows from the fact that theintegral
is invariant under orientation
preserving diffeomorphisms
of the domain of definition of themapping
u.Hence,
inner variations of thisintegral
do notcontribute to the first variation.
Suppose
now that S is a k-dimensional(1 ~ k N)
strictC2-
submanifold of in the
(suitably generalized)
sense ofassumsption (A)
in section 2.As
before,
we define the classthe notion of admissible variation is defined as in Definition
1,
andstationary~ points of
theintegral
I are defined as in Definition 2. In theconformally parametrized
case theintegral (3)
has been treated in[11].
By
the samereasoning
as in the model case we mayagain
conclude that(7)
~ is real-valued on I.Geometrically speaking
this condition means that thetangent
vectors H.tand uy
areorthogonal
to each otheralong
the freeboundary
I if isequipped
with the Riemannian metricgiven by (G~~.)~_~;-~,....,~-.
The
original problem
is nowreplaced by
a freeboundary problem
infor the
(k
+1 )-dimensional supporting
submanifoldNote,
that istopologically just
+~’ but with a different Riemannianstructure.
If Uo E
C (S)
is astationary point
of I the newmapping Uo :
~3+ -=~ _’~given by
will then be
conformally parametrized (w.r.t.
the Riemannian metric on BIt).,W tturles clo l’Institut Henri Pmirrcctr-e - Analyse non linéaire
The new functional I will
again
beconformally
invariant, and its coefficients aregiven by
and
Hence,
for U =(~u, v)
we have thedecomposition
and it is
straightforward
to check that theanalogue
of the Lemma in section 2holds,
i.e.Uo
is astationary point
of I.To be able to
apply
the arguments from[11] ]
one has toimpose
anadditional
compatibility
condition on thesupporting
surface S and the coefficients in theoriginal
functional I. In the case of theintegral (3)
onehad to assume that the vector field
Q
istangential along
S. This conditionturns out to be
equivalent
to the fact that the surfaceUo (B+)
intersectsthe
supporting
surface Sorthogonally along
the freeboundary
I. However,since it is not clear that such a condition is
really
necessary we shall notbe more
explicit
here.Let us now turn our attention to the case of harmonic maps which are
stationary
for a freeboundary problem
in a Riemannian manifold. Thecorresponding problem
for minimal surfaces(= conformally parametrized
harmonic
maps)
has beeninvestigated by
J. Jost in[14]
and[15]. First,
weare
going
to consider the situation treated in[ 14]. There,
Jost showedregularity
for minimal surfaces in Riemannian manifolds of boundedgeometry 3
with a freeboundary
on asupporting hypersurface
of classC‘’
with bounded second fundamental form and a uniformneighbourhood
in which the nearest
point projection
onto thishypersurface
isuniquely
defined.
Obviously,
this is theappropriate generalization
of what we termedstrict C2-surface in
R3
in section 2. In section 5 of[ 15]
the result of[ 14]
was
generalized
from thehypersurface
situation to the case where thesupporting
surface is allowed to havearbitrary
codimension(> 1).
Sincei.e. the sectional curvature is bounded and the injectivity radius is bounded away from zero.
Vol. I ~. n ?- I 998.
164 M. GRUTER
our method reduces the case of
stationary
harmonic maps to the case ofstationary
minimal surfaces in ahigher
dimensional manifold we may as well consider the situation where thesupporting
submanifold hasarbitrary
codimension. The
reasoning
illustrated in the model case will thengive
thefollowing
result which we state withoutproof.
THEOREM 2. -
Suppose
that M is acomplete
n-dimensional Riemannianmanifold of
boundedgeometry, ~
is aC2-submanifold of
Mwithout
boundary
with bounded secondfundamental form
and auniform neighbourhood
in which the nearestpoint projection
onto 03A3 isuniquely defined.
LetC (~)
.-~X
EH2 (B+, M) : X(I)
c~~
and assume thatX E
C(~)
is astationary
harmonic map in the senseof Definition
2. ThenX is
of
class UI, M) for
any 03B1 E(0, 1). If 03A3
isof
classC3
thenX E U
I, M) for
any c~ E(0, 1).
DRemarks. - l. For the
proof
oneonly
has to note that as in section 2is
again holomorphic
onB+,
continuous inB+
UI,
and real-valued on I.Here, ( ~, ~ ~
denotes the scalarproduct
in thetangent
space TM.Thus,
wereplace M by M := M , 03A3 by 03A3:= 03A3 R ~ M, and X by Y where Y(w)
:=(X (w), w
+~(w)) ;
c.f. section 2 for the notation. Then we arelocally
in the situation considered in[14] respectively
in section 5 of[15].
The result
proved by
Jost nowimplies
Theorem 2.2. Our method also works in the
piecewise
smooth case considered in[15]
andyields continuity just
as forstationary
minimal surfaces. DInstead of
entering
thegeneral
framework let usfinally explain
the caseof a
supporting
surface withnon-empty boundary
in the Euclidean situation.Here,
one considers a surface S C(~3
of class(at least) C2
such that theboundary
c~s of the manifold S is aregular
one-dimensional submanifold of classC2
such that thefollowing assumption
is satisfied(compare [10]
and section 7.6 of
[2]).
DEFINITION 3. - A
supporting
surface S is said to fulfilAssumption (B)
if the
following
holds true:There are numbers 0 po 1,
Ko > 0,
and K > 1 such that we have:For each
point
:~o E S there is a(full) neighbourhood U
of xo inR~
anda
C’-diffeomorphism h
of1R3
onto itself with theproperties (B 1 )-(B4).
(Bl)
Theinverse g
:=h-1
maps U onto the open ballBpo
:=={y E Iyl po~
such thatg(xo)
= 0.Annales de l’Institut Henri Poincaré - Analyse non lineaire
(B2)
There exists some number cr =[- 1, 0]
such thatand
If Xo E then a- =
0,
and 03C3-/9o
if = ~.(B3)
If gjk(y)
:-hyj (~) ~ hyk (y)
are the components of the fundamental tensor of1R3
w.r.t. to the curvilinearcoordinates y
thenfor all
~, ~
EI~ 3 .
(B4)
For any y E1R3
and anyj, k, l E ~ l, 2, 3~
we haveFor the convenience of the reader we have chosen to
give
theprecise
definition as in
[2],
because it is nowstraightforward
to check that thenew
supporting
submanifold satisfies a similar condition. Forexample,
and
Here,
i1 denotes aneighbourhood
in(~5
andBPo
C(~5
the open ball of radius po centered at theorigin.
The classC (S)
is definedexactly
as insection 2. As
before,
if Y :B+ - ~’
is the new harmonic map theproof
of Y E
C° ~B+ U I , (~ ~ ) proceeds
in the same way as theproof
of Theorem1 in section 7.6 of
[2]
with the obviousslight
modifications that are due tothe fact that S is no
longer
ahypersurface.
To show
Holder-continuity
of theoriginal map X
one uses Widman’shole
filling technique
for the new map Y which isconformally parametrized.
Note,
that theconformality
condition nowimplies
thatUsing (12)
theproof
of Theorem 2 in section 7.6 of[2]
then showsthat Y E U
I , (!~~’ )
for some a E(0,1),
inparticular
theHolder-continuity
of X.Vol. 15. n ~ 2-1998.
166 M. GRUTER
THEOREM 3. - Let S C
R3
be asupporting C2-surface satisfyimg assumption (B),
and suppose that X CC(S)
is astationary
harmonicmap.
for
some 03B1 C(0, 1 )
haveThe
question
ofhigher regularity -
note thatC1,1/2
isoptimal
in the minimal surface case if
c~s ~ ~ -
will not be discussed here.Instead,
the interested reader is referred to section 7.7 of[2].
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(Manuscript received November 27, 1995.)
YoL 15. n’ 2-1998.