Conformally Invariant Variational Problems
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Conformally Invariant Variational Problems. Tristan Rivi`ere1 1Department of Mathematics, ETH Zentrum CH-8093 Z¨urich, Switzerland. 1 I Introduction These lecture notes form the cornerstone between two areas of Mathematics: calculus of variations and conformal invariance theory. Conformal invariance plays a significant role in many areas of Physics, such as conformal field theory, renormalization theory, turbulence, general relativity. Naturally, it also plays an im- portant role in geometry: theory of Riemannian surfaces, Weyl tensors, Q-curvature, Yang-Mills fields, etc... We shall be con- cerned with the study of conformal invariance in analysis. More precisely, we will focus on the study of nonlinear PDEs aris- ing from conformally invariant variational problems (e.g. har- monic maps, prescribed mean curvature surfaces, Yang-Mills equations, amongst others). 2 II Conformal transformations - some funda- mental results. Conformal invariance is a universal property. A transformation is called conformal when it preserves angles infinitesimally, that is, when its differential is a similarity at every point. Unlike in higher dimensions, the group of conformal transformations in two dimensions is very large ; it has infinite dimension. In fact, it contains as many elements as there are holomorphic and an- tiholomorphic maps. This particularly rich feature motivates us to restrict our attention on the two-dimensional case. Although we shall not be concerned with higher dimension, the reader should know that many of the results presented in these notes can be generalized to any dimension. Definition II.1. A C1 map u between two riemannian man- ifolds (M m,g) and (N n, h) is said to be conformal if at every m m point p M dup is a composition of isometries from TpM ∈ m into dup(TpM ) and dilations. This is equivalent to p M m X,Y T M m < du X,du Y > X Y ∀ ∈ ∀ ∈ p p · p · h | |g| |g = dup X h dup Y h <X,Y >g | · | | · | (II.1) Where < , >g and < , >h denotes respectively the scalar · · m · · n ✷ products g on TpM and h on dup(TpM) C Tu(p)N . Lemma II.1. A map u is conformal if and only if there exists a function λ on M m such that p M m X,Y T M m (II.2) ∀ ∈ ∀ ∈ p < du X,du Y > = e2λ(p) <X,Y > p · p · h g λ(p) is called the conformal factor at p. ✷ This result comes from the following Lemma in linear algebra. 3 Lemma II.2. Let A (Rm, Rn) the space of linear maps ∈ L from Rm into Rn Assume that A =0. Then 6 m X,Y R <X,Y > m =0 (II.3) ∀ ∈ R = <AX,AY > n =0 ⇒ R Where <,>Rk denotes the canonical scalar product on the eu- clidian space Rk if and only if there exists λ R such that ∈ m 2λ X,Y R <AX,AY > n = e <X,Y > m (II.4) ∀ ∈ R R Proof of Lemma II.2 We assume II.2 Let X Rm , X =0 We introduce L Rm Rn given by ∈ 6 x −→ 2 m AX y R L Y : = <AX,AY > n | | <X,Y > m ∀ ∈ X R − X 2 R | | m Denote (X)⊥ the subspace of R made of Vectors Y orthgonal to X. We have LXX =0 L (X) =0 X ⊥ m RX (X)⊥ = R ⊕ This clearly implies that L 0 X ≡ For any X and Y in Rm 0 we then have \{ } AX 2 <AX,AY > n = | | <X,Y > m R X 2 R | | (II.4b) AY 2 n m <AX,AY >R = | Y 2| <X,Y >R | | 4 this implies 2 2 m AX AY X,Y R 0 | | <X,Y > m = | | <X,Y > m ∀ ∈ \{ } X 2 R Y 2 R | | | | (II.5) if <X,Y >= 0 then we have 6 AX AY | | = | | (II.6) X Y | | | | if <X,Y >=0 and X = 0 and Y =0 6 6 Let Z = X+Y <X,Z >=0 and <Y,Z >=0 2 6 6 and from (II.5) we deduce AX AZ AY | | = | | = | | X Z Y | | | | | | Hence (II.6) holds for any pair of vectors in Rm 0 and since AX λ \{ } A =0 | X | = e for some λ R 6 | | ∈ This implies (II.4) . It is clear that (II.4) implies (II.3) and we have proved then Lemma II.2 . ✷ Famous conformal transformations are given by the holomorphic or the antiholomorphic maps from a domain C C into C. This characterizes uniquely the conformal transformations from a 2- dimentional domain of C into C. We have indeed the following result. Proposition II.1. Let u be a C1 map from a connected domain of C into C. is conformal if and only if on one has U U U 5 1 either ∂ u = (∂ u i∂ u) 0 (II.7) z 2 x1 − x2 ≡ 1 or ∂ u = (∂ u + i u) 0 (II.8) z¯ 2 x1 x2 ≡ ✷ Proof of Proposition II.1 Because of (II.1) a map u from a 2-dimensional domain of U C into a manifold (N n, h) is conformal if and only if one has <∂x1 u,∂x2 u>h=0 (II.9) ∂ u = ∂ u | x1 |h | x2 |h in the case of U : C C C a direct computation gives U −→ ∂u ∂u¯ 1 = [(∂ u + ∂ u )+ i (∂ u ∂ u )] ∂z ∂z 4 x1 1 x2 2 x1 2 − x2 1 [(∂ u ∂ u ) i (∂ u + ∂ u )] (II.10) x1 1 − x2 2 − x2 1 x1 2 1 = ∂ u 2 ∂ u 2 2i<∂ u,∂ u> 4 | x1 | − | x2 | − x1 x2 where < , > denotes the scalar product in C. Observe that · · the quadratic 1 0 1 0 form Φ(u) given by − ⊗ − ∂u ∂u¯ Φ(u)= dz dz ∂z ∂z ⊗ is invariant under holomorphic change of coordinates: for w(z) satisfying ∂z¯w = 0 one has locally away from zeros of w′ ∂u ∂u¯ φ(u)= dw dw ∂w ∂w ⊗ 6 This form is called the Hopf differential of the mapping u. From (II.10) one sees that u is conformal if and only if ∂zu ∂zu¯ =0 2 which means that either u is antiholomorphic ,∂zu = 0, or u is holomorphic, ∂zu¯ = 0. Which proves proposition II.1. ✷ Thus in two dimension the space of conformal transformations is infinite dimensional. The space of conformal maps from 2 dimensions into 3 or higher dimensions is even ”bigger” in the sense that it contains non analytic mappings. We shall see for in- stance in section V that any W 2,2 graph in R2 R possess locally × a conformal parametrization. Looking now at transformations (diffeomorphisms) in dimension larger than 2 the constraint of being conformal is suddenly even more rigid and reduces to a finite dimensional group. Precisely we have the following theorem which was first proved for smooth conformal transformation of R3 by Joseph Liouville around 1850. Theorem II.1. Let n > 3 and an open connected set of Rn. Any conformal smooth map (at least W 1,n( )) from into Rn is loc U of the form P (x x ) u(x)= a + α − 0 x x δ | − 0 | Where a Rn V , α R, P O(n), the space of orthogonal ∈ \ ∈ ∈ matrices, and δ is either 0 or 2. ✷ 2More generally for a map u going from a riemann surface Σ into a riemannian manifold (N, h) the cancellation of the intrinsic 1 0 1 0 − ⊗ − Hopf diffenrential given in local holomorphic coordinates z = x1 + ix2 by φ(u)= ∂ u 2 ∂ u 2 2i < ∂ u, ∂ u> dz dz | x1 |h − | x2 | − x1 x2 h ⊗ characterizes the conformality of u. 7 In other words u is either constant or is the translation of the composition of an isometry with a dilation or the composition of an inversion, an isometry and a dilation. Regarding the as- sumption on the regularity, there is a weak formulation for being conformal (see [Iwaniez Martin]) which permits to consider the conformal condition for W 1,1 maps from Rn into Rn. Iwaniez and Martin proved that the rigidity result given by Liouville Theorem still holds for W 1,p( , Rn) maps when p > n U 2 and n is even and they provided counterexamples to Liouville 1,p n n Theorem in W ( , R ) for any p< 2 . Whether the threshold n U 2 holds also for n odd is still open. We shall give a Proof of Theorem II.1 for u being a C4 diffeomorphism. In order to do so we shall first prove the following Lemma. Lemma II.3. Let CRn be open and u be a C4 conformal U diffeomorphism from into u( )CRn then there exists A and U U B in R such that x X,Y Rn ∀ ∈ U ∀ ∈ 1 < du X,du Y >= <X,Y > x · x · (A x x 2 +B)2 | − 0 | where < , > denotes the canonical scalar product in Rn. ✷ · · Proof of Lemma II.3 Denote eλ = ∂u for any i =1...n | ∂xi | λ ∂u n By assumption e− forms an orthonormal basis of R . Thus ∂xi there exist coefficients Xj C2(U) such that ki ∈ 2 n ∂ u j λ ∂u = X e− (II.11) ∂x ∂x ki ∂x k i j=1 j X We have with those notations for any choice of i,j,k 1...n ∈{ } 8 ∂ 2λ ∂ ∂u ∂u (e δij)= < , > ∂xk ∂xk ∂xi ∂xj j λ i λ = Xki e + Xkj e From this identity we deduce i,j,k 1...n ∀ ∈{ } j ∂λ λ ∂λ λ ∂λ λ Xik = δij e + δjk e δik e ∂xk ∂xi − ∂xj (II.12) Combining (II.11) and (II.12) for a pair of indices ∂2u ∂λ ∂u ∂λ ∂u = + k = i ∂xk∂xi ∂xk ∂xi ∂xi ∂xk ∀ 6 n (II.13) ∂2u ∂λ ∂u ∂λ ∂u =2 i 2 ∂x ∂x − ∂x ∂x ∀ ∂xi i i j=1 j j X λ ∂ Multiplying the first line of (II.13) by e− and taking the ∂xj derivative gives λ 2 3 2 λ ∂e− ∂ u λ ∂ u ∂ e− ∂u + e− + ∂xj ∂xk∂xi ∂xk∂xi∂xj ∂xj∂xk ∂xi (II.14) ∂e λ ∂2u ∂e λ ∂2u + − + − =0 ∂xk ∂xi∂xj ∂xi ∂xk∂xj 9 Exchanging the role of i and j assuming moreover that j = k and 6 subtracting to (II.14) the corresponding identity for the triplet (j,i,k) instead of (i,j,k) gives ∂2e λ ∂u ∂2e λ ∂u − − =0 (II.15) ∂xj∂xk ∂xi − ∂xi∂xk ∂xj We are assuming that n > 3 hence, for any pair i = k there 6 exists a j = k and j = i.