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Articles

The streamlines of -harmonic functions obey the inverse mean curvature flow

Pages 2124-2145 | Received 12 Aug 2021, Accepted 01 Aug 2022, Published online: 23 Aug 2022

Abstract

Given an -harmonic function u on a domain ΩR2, consider the function w=log|u|. If uC2(Ω) with u0 and |u|0, then it is easy to check that

  • the streamlines of u are the level sets of w and

  • w solves the level set formulation of the inverse mean curvature flow.

For less regular solutions, neither statement is true in general, but even so, w is still a weak solution of the inverse mean curvature flow under far weaker assumptions. This is proved through an approximation of u by p-harmonic functions, the use of conjugate p-harmonic functions, and the known connection of the latter with the inverse mean curvature flow. A statement about the regularity of |u| arises as a by-product.

1. Introduction

Let ΩR2 be an open set. A function uC0(Ω) is called -harmonic if it is a viscosity solution of the Aronsson equation (1) (ux1)22ux12+2ux1ux22ux1x2+(ux2)22ux22=0.(1)

This equation was introduced by Aronsson [Citation1, Citation2], motivated by optimal Lipschitz extensions of the boundary data, and has been studied extensively since then. Highlights of the theory include existence [Citation3] and uniqueness [Citation4] of solutions for boundary value problems associated to Equation(1), regularity results [Citation5, Citation6], and connections to stochastic tug-of-war games [Citation7].

For uC2(Ω), EquationEq. Equation(1) may alternatively be represented as u·|u|2=0.

It is then obvious that the function |u| is constant along the streamlines of u, i.e., along the curves in Ω arising through the solutions of the ordinary differential equation γ̇(t)=u(γ(t)). This is one of the reasons why the streamlines of an -harmonic function are of particular interest and have received some attention in the literature [Citation2, Citation8, Citation9]. In general, however, viscosity solutions of Equation(1) are not C2-regular. It was shown by Evans and Savin [Citation5] that they are of class C1,α for some α>0. As the example u(x)=|x1|4/3|x2|4/3 of Aronsson [Citation10] shows, no exponent better than α=1/3 can be expected. Nevertheless, at least in an annular domain with boundary values 0 and 1, respectively, on the two boundary components, it was shown by Lindgren and Lindqvist [Citation8, Citation9] that |u| is constant along streamlines that are generic in some sense. There is also a weaker statement that is true in general (see, e.g., the description by Crandall [Citation11, Section 6]).

If uC2(Ω) is a solution of Equation(1) with u0 and |u|0, then we also conclude that |u|||u||=±u|u|, where we write =(x2,x1). Hence, the function w=log|u| satisfies div(w|w|)=div(u|u|)=±u·|u||u|2=|w|.

The equation (2) div(w|w|)=|w|(2) has a geometric interpretation: it is the level set formulation of the inverse mean curvature flow.

The inverse mean curvature flow is an evolution equation for hypersurfaces. It is often studied on a Riemannian manifold, but we explain it here for an open set ΩRn. Consider an oriented (n1)-dimensional manifold N and a smooth map ϕ:[0,T)×NΩ such that Nt=ϕ({t}×N) is an immersed hypersurface for every t[0,T). Suppose that ν:[0,T)×NSn1 is a smooth map such that ν(t, ·) is a normal vector field on NtΩ for every t, and let H:[0,T)×NR be the function such that H(t, ·) is the corresponding (scalar) mean curvature of Nt. We say that ϕ is a classical solution of the inverse mean curvature flow if (3) ϕt=νH(3) in (0,t)×N. This is a parabolic equation, so we may hope to solve it for a prescribed initial hypersurface N0 under suitable boundary conditions. But this is not always possible, either because H has zeroes at t = 0 or because singularities develop in finite time. For this reason, a weak notion of solutions was proposed by Huisken and Ilmanen [Citation12], based on a level set formulation. The underlying idea is to look for a function w:ΩR such that Nt=w1({t}). As long as w is sufficiently smooth and w0, EquationEq. Equation(3) is equivalent to Equation(2).

EquationEquation Equation(2), however, allows a weak interpretation as well. Huisken and Ilmanen use a variational principle for this purpose. In this paper, we use a different formulation, which is more convenient for our main results and perhaps more intuitive, too. We will see in Section 5, however, that the following condition implies that w is a weak solution in the sense of Huisken and Ilmanen, as long as we impose enough regularity such that the latter makes sense.

Definition 1.

A function wWloc1,1(Ω) is called a weak solution of Equation(2) if there exists a measurable vector field F:ΩRn such that |F|1 and F·w=|w| almost everywhere in Ω, and divF=|w| weakly in Ω.

By the last condition, we mean that Ω(η·F+η|w|) dx=0 for all ηC0(Ω).

We now restrict our attention to n = 2 again. For w=log|u|, EquationEq. Equation(2) means that the level sets of |u| move by the inverse mean curvature flow. Furthermore, if uC2(Ω) with u0 and |u|0, as assumed for the above calculations, then the level sets of |u| are the streamlines of u.

We study the question to what extent these observations persist when we remove the regularity assumptions. It is not true in general that viscosity solutions of Equation(1) give rise even to weak solutions of Equation(2). The function u(x)=|x1|4/3|x2|4/3 provides a counterexample here, too. In this case, as |u|0 almost everywhere, there is only one possible choice for the vector field F from Definition 1. We can then check that Equation(2) does not hold on the coordinate axes. By contrast, the function u(x)=ξ·x, for a constant ξR2{0}, may appear an unlikely candidate for the inverse mean curvature flow. Its streamlines are straight lines and the curvature vanishes identically. But in the formulation of Definition 1 (and also in the formulation of Huisken and Ilmanen [Citation12]), the inverse mean curvature flow can deal with this situation. It is easily seen that any constant function is a weak solution of Equation(2).

If w=0, then the level sets are not hypersurfaces in general. We may, for example, have a certain value t0 such that the sets Nt=w1({t}) evolve smoothly for t<t0 and for t>t0, but Nt0 has a non-empty interior. Then we have a jump in Nt at the time t0. This is indeed the typical way in which the weak inverse mean curvature flow resolves singularities.

In this paper, we will establish that w=log|u| does solve Equation(2) weakly under an additional assumption, which is based on the idea that the function |u| is monotone along the level sets of u. This induces a sense of direction on the level sets and, by comparison with u, an orientation of R2. Writing Br(x) for the open disc in R2 with centre x and radius r, we can formalise this notion as follows.

Definition 2.

Let uC1(Ω) with u0 everywhere. For GΩ, an orientation of u in G is a continuous function ω:G{1,1} such that for any xG there exists r > 0 with the following property: for all y,zBr(x)G, if u(y)=u(z) and (zy)·u(x)0, then ω(x)|u(z)|ω(x)|u(y)|.

For example, the function u(x)=|x1|4/3|x2|4/3 has no orientation in R2, but does have an orientation in {xR2:x1x20}, which is ω(x)=x1x2|x1||x2|. More generally, if uC2(Ω) is -harmonic with u0 and |u|0, then u has an orientation in Ω. In this case, we may consider the basis of R2 given by the pair of vectors (u(x),|u|(x)) at any point xΩ. We set ω(x)=1 if this basis gives the standard orientation and ω(x)=1 otherwise. Then we can check that the conditions of the definition are satisfied.

It is also possible to have an orientation when |u|=0. For example, if |u| is constant, then we may choose ω constant (of either value). This applies, e.g., to the function u(x)=ξ·x, or to the function u:R2{0}R with u(x)=|x|.

Theorem 3.

Let uC1(Ω) be an ∞-harmonic function with u0 in Ω. Suppose that ω is an orientation of u in Ω. Then |u| belongs to Wloc1,q(Ω) for all q< and satisfies(4) ||u||u|u|=ω|u|(4) almost everywhere and(5) div(u|u|)=ω||u|||u|(5) weakly in Ω. Hence the function w=log|u| is a weak solution of Equation(2).

Note that the condition uC1(Ω) is satisfied automatically for viscosity solutions of Equation(1) by the results of Evans and Savin [Citation5]. The condition that u0 and the existence of an orientation, however, are additional assumptions.

EquationEquation Equation(4) may be regarded as another representation of the Aronsson Equationequation Equation(1). EquationEquation Equation(5), on the other hand, provides additional information about the behaviour of the solutions.

It is already known from work of Koch, Zhang, and Zhou [Citation13] that |u|Wloc1,2(Ω). This result applies to all viscosity solutions of Equation(1) and does not require any additional assumptions. Theorem 3 improves this regularity to Wloc1,q(Ω) for any q<, but only if u0 and if there is an orientation. As discussed in the aforementioned paper, so much regularity cannot be expected in general. A counterexample is given by the previously considered function u(x)=|x1|4/3|x2|4/3. Nevertheless, the regularity statement from Theorem 3 can be improved somewhat.

Theorem 4.

Let uC1(Ω) be an ∞-harmonic function with u0 in Ω. Let GΩ be an open set and ΓGΩ. Suppose that ω is an orientation of u in GΓ. Suppose further that for every xΓ there exist r > 0 and a Lipschitz function f:RR such thatGBr(x)={yBr(x):ω(x)y·u(x)<f(y·u(x))}.

Let UG be an open set with U¯GΓ. Then |u|W1,q(U) for every q<.

In less technical terms, we require that |u| is non-decreasing if we travel along a level set of u inside G towards Γ. There is no such restriction outside of Γ. In some cases, when |u| has local maxima on Γ, it may be possible to apply the theorem on the other side of Γ as well with the opposite orientation. Even then, however, it does not follow that log|u| will satisfy EquationEq. Equation(2) on Γ.

The assumption that f is Lipschitz continuous is stronger than necessary; we use it for the sake of a simpler statement. A weaker assumption is used in Proposition 5 below.

Clearly we need some prior information about the behaviour of u before we can apply a result such as this. Such information is available, for example, for the -harmonic functions studied by Lindgren and Lindqvist [Citation8, Citation9]. Combining their results with Theorem 4, we see that under the assumptions of the second paper [Citation9], we have local W1,q-regularity of |u| for all q< away from what Lindgren and Lindqvist call the attracting streamlines.

The main purpose of this paper, however, is not to provide regularity results, but to explore the relationship between -harmonic functions and the inverse mean curvature flow. It seems that this has not been discussed in the literature before even in the smooth case, although some related calculations are present in the work of Aronsson [Citation2] and Evans [Citation14]. The proof of Theorem 3 shows that the connection is in fact deeper than the simple calculations at the beginning of the introduction suggest. The arguments are based on the following ideas, explained here for uC1(Ω¯) when Ω is a simply connected domain with Lipschitz boundary.

According to the results of Jensen [Citation4], an -harmonic function can be approximated by p-harmonic functions. For p[2,), let therefore up denote the unique minimiser of the functional Ep(u)=(1pΩ|u|p dx)1/p in the space u+W01,p(Ω). Then it satisfies the p-Laplace equation div(|up|p2up)=0.

We use the notation Δpu=div(|u|p2u) for the p-Laplace operator; then we can write this equation in the form Δpup=0.

We eventually consider the limit p, but for the moment we fix p<. Let p be its conjugate exponent with 1p+1p=1. Then we note that curl(|up|p2up)=Δpup=0. Hence there exists vpW1,p(Ω) satisfying vp=ω|up|p2up.

Then we compute |vp|p2vp=ωup. Therefore, Δpvp=0.

Thus we have the same sort of equation, but we can now consider the limit p1. The duality between these two problems has been exploited for different purposes before [Citation15, Citation16], but the consequences for the limit behaviour have never been studied in detail, perhaps because swapping p for p1 does not seem helpful superficially. Here, however, is where the inverse mean curvature flow and its p-approximation come into play.

Set wp=11plogvp. Then we compute Δpwp=|wp|p.

EquationEquation Equation(2) arises as the formal limit as p1. This connection between p-harmonic functions and the inverse mean curvature flow has been used before to construct weak solutions of the latter [Citation17–20]. In the context of -harmonic functions, the advantage of this transformation is that it removes some of the degenerate behaviour that arises for vp in the limit.

Next we use some tools developed for the inverse mean curvature flow [Citation18, Citation20] to show that we have at least a sequence pk such that wpk converges weakly in Wloc1,q(Ω), for any q<, to a weak solution w of Equation(2). Then we can reverse the above transformations to see what this means for u. We compute |wp|p2wp=(p1)p1ωewpup.

The left-hand side, at least if restricted to a certain subsequence, will converge weakly in Llocq(Ω;R2) for every q< to a vector field F, and we will eventually see that F satisfies the conditions from Definition 1. The right-hand side converges to ωewu. At almost every point xΩ such that w(x)0, we conclude that w(x)|w(x)|=ωew(x)u(x), and at such a point we therefore recover the relationship w(x)=log|u(x)| and also EquationEqs. Equation(4) and Equation(5).

But it is possible that w vanishes, and this is indeed expected for situations such as when u is constant. In this case, we need much better information about the functions wp, and this is the most intricate part of the proof. We do not go into the details here, but because of the technical difficulties arising when w=0, we will first consider a small neighbourhood of a given point where u is approximately constant. As a consequence, we need to show at the end of the proof that a local weak solution of the inverse mean curvature flow gives rise to a global weak solution. This is the main reason why we favour Definition 1 over the definition of Huisken and Ilmanen [Citation12]. At least in the presence of EquationEqs. Equation(4) and Equation(5), this step turns out to be quite straightforward.

This strategy resembles some arguments that have been used for several higher order variational problems related to the Aronsson equation [Citation21–25]. These papers study minimisers of certain functionals involving the L-norm. They rely on the idea of approximating the L-norm by the Lp-norm for p<, studying minimisers of the resulting functionals, and reformulating the Euler-Lagrange equation in a way that removes the expected degeneracy in the limit p, so that conclusions about the original problem can be drawn. It is typically quite easy to find bounds for the relevant quantities in the appropriate spaces in this context, but it is necessary and difficult to show that they stay away from 0.

It may seem that the above observations are specific to two-dimensional domains, but they conceivably have a higher-dimensional generalisation—not for the Aronsson Equationequation Equation(1), but for an analogous problem involving differential forms. Indeed, the relationship between p-harmonic functions and the p-approximation of EquationEq. Equation(2) exists for any dimension. If d denotes the exterior derivative and d* its formal L2-adjoint, then we may write the equation Δpvp=0 in the form d*(|dvp|p2dvp)=0. Assuming that this is satisfied in a star-shaped domain ΩRn, it implies that |dvp|p2dvp=d*up for some 2-form up on Ω. Moreover, up will satisfy d(|d*up|p2d*up)=0, which is the Euler-Lagrange equation for the functional Ep(u)=(1pΩ|d*u|p dx)1/p.

This suggests that we study the problem of minimising ||d*u||L(Ω) if we wish to find a connection to the inverse mean curvature flow. (If n = 3, we may alternatively minimise ||curlu||L(Ω) for vector fields u:ΩR3.) Indeed, formal calculations analogous to Aronsson’s [Citation1] lead to the equation (6) d|d*u|2d*u=0.(6)

(For n = 3, we alternatively have the equation |curl u|2×curl u=0.) But almost nothing is known about this equation; indeed, even the vector-valued optimal Lipschitz extension problem and the Aronsson equation for vector-valued functions u:ΩRN with N2 are poorly understood despite some existing work on the former by Sheffield and Smart [Citation26] and a series of papers on the latter by Katzourakis [Citation27–32]. In particular, several of the tools for the proof of Theorem 3 are missing in higher dimensions, and we have no results here apart from the following calculations for C2-solutions, which are completely analogous to the above calculations for n = 2.

Suppose that u is a 2-form with coefficients in C2(Ω). If u solves Equation(6) and satisfies d*u0 and d|d*u|0 in Ω, then we conclude that d|d*u||d|d*u||=±d*u|d*u|.

Define w=log|d*u|. Then d*(dw|dw|)=±d*(d*u|d*u|)=±d|d*u|·d*u|d*u|2=|d|d*u|||d*u|=|dw|.

As the operator d* for 1-forms can be identified with the divergence for vector fields, this means that w solves EquationEq. Equation(2). Of course it is no longer appropriate to speak of streamlines here. Their higher-dimensional counterparts are the hypersurfaces characterised by the condition that their tangent vectors X satisfy d*u(X)=0, and using Equation(6) we can check that they coincide with the level sets of |u|.

Sections 2–4 are devoted to the proofs of Theorem 3 and Theorem 4. Then, in Section 5, we prove that weak solutions of Equation(2) in the sense of Definition 1 are also weak solutions in the sense of Huisken and Ilmanen [Citation12]. This final section is not essential for the understanding of the main theorems, but it provides a connection with a larger body of literature on the inverse mean curvature flow.

2. Reduction to a local result

As discussed in the introduction, we first consider small neighbourhoods of a given point x0Ω where u is nearly constant. We may then rescale these neighbourhoods and thereby renormalise u(x0) to unit size, using the following observation: if u is a given -harmonic function, then for any aR, r > 0, and RO(2), the rescaled function u˜(x)=au(rRx+x0) is also -harmonic. If adetR>0, then the transformation preserves the orientation, and if adetR<0, it reverses the orientation of u. (We do not consider the case a = 0.)

The following result should be thought of as a statement about u after such a rescaling, chosen such that u(x0) becomes the second standard basis vector and the orientation becomes negative. Here and throughout the rest of the paper, we use the notation (e1, e2) for the standard basis of R2, and we also write Qr=(r,r)2 for r > 0.

Proposition 5.

There exists δ>0 with the following property. Suppose that uC1(Q1¯) is ∞-harmonic with |ue2|δ in Q1¯. For t[12,12], let Lt={xQ1:u(x)=u(0,t)}, and suppose that the numbers mt[1,1] satisfy the following condition: for all x,yLt, if x1y1mt, then |u(x)||u(y)|. LetM=t[12,12]{xLt:x1mt}.

Then there exists wq<W1,q(Q1/4) such that

  1. wlog|u| and ewu·w=|w| almost everywhere in Q1/4,

  2. w=log|u| in Q1/4M, and

  3. the equationdiv(ewu)=|w|

    holds weakly in Q1/4.

We give the proof of this result in Section 4 after some auxiliary results in Section 3. But first, we show how Theorem 3 and Theorem 4 follow from Proposition 5.

Proof of Theorem 3.

For any x0Ω, we can choose aR, r > 0, and RSO(2) such that Proposition 5 applies to u˜(x)=au(rRx+x0). Since |u˜| is monotone along the level sets of u, we may choose mt = 1 for every t[12,12]. Hence we obtain a function w˜q<W1,q(Q1/4) satisfying (a)-(c) in Q1/4. In particular w˜=log|u˜|, and it follows that |u˜|W1,q(Q1/4) for every q<.

From the pointwise equations (a) and (b), we obtain u˜|u˜|=|u˜|||u˜|| at almost every point where |u˜|0. This amounts to EquationEq. Equation(4) for u˜, which is trivially satisfied where the gradient vanishes. The combination of (b) and (c) gives Equation(5) for u˜. In terms of u, this means that there exists a neighbourhood U of x0 such that |u|W1,q(U) for every q< and Equation(4) holds almost everywhere in U, while Equation(5) holds weakly in U.

It follows that |u|Wloc1,q(Ω) and the two equations hold in Ω. Let F=ωu|u|.

For the function w=log|u|, we then compute w·F=|w| because of Equation(4), and divF=|w| because of Equation(5). Thus w is a weak solution of Equation(2). □

Proof of Theorem 4.

For points in G, the arguments in the proof of Theorem 3 apply. For x0Γ, we can still argue similarly. Here we can still choose aR, r > 0, and RSO(2) such that the function u˜(x)=au(rRx+x0) satisfies |u˜e2|<δ in Q1¯ and such that 1rR1(Gx0)Q1={xQ1:x1<f(x2)} for some Lipschitz function f:[1,1]R with f(0)=0, the Lipschitz constant of which is independent of the rescaling. We define Lt as in Proposition 5 for u˜. If δ is sufficiently small, then each Lt will intersect the graph of f exactly once for every t[12,12]. We choose mt such that the unique point xLt with x1=mt is this intersection point.

The orientation in Theorem 4 is such that |u| is non-decreasing if we approach Γ from inside G. In terms of u˜, this means that |u˜| is non-decreasing when we travel along Lt from left to right up to mt. Then the hypothesis of Proposition 5 is satisfied, so we infer |u˜|W1,q(MQ1/4) for every q<. Since MQ1/4 corresponds to a neighbourhood of x0 in GΓ, a standard covering argument now implies the desired statement. □

3. Some estimates for p-harmonic functions

In this section we consider solutions of the equation Δpu=0. For the proofs of our main results, we require an L-estimate for the gradient away from the boundary. We have the following lemma, which is an easy consequence of estimates due to Bhattacharya, DiBenedetto, and Manfredi [Citation3].

Lemma 6.

There exists a constant C > 0 with the following property. Suppose that ΩR2 is an open set. For ϱ>0, let Ωϱ={xΩ:dist(x,Ω)>ϱ}. Let p2. Then for any p-harmonic function uW1,p(Ω), ||u||L(Ωϱ)(Cϱn)1p||u||Lp(Ω),provided that diam Ωϱϱ.

Proof.

Bhattacharya, DiBenedetto, and Manfredi [Citation3, Part III, Proposition 1.1] prove an inequality similar to this, the difference being that they consider a more general equation of the form Δpu=f(x,u,u) (for a function f satisfying a certain growth condition) and that they consequently obtain ||u||L(Ωϱ)(Cϱn)1p(Ω(1+|u|p) dx)1p.

If we study the equation Δpu=0 instead, then we can apply this result to cu instead of u for any constant c > 0. Letting c, we obtain the desired inequality. □

We require another estimate for p-harmonic functions. The following result gives an estimate from below for the partial derivative ux2, provided that we have a suitable domain and suitable boundary data.

Lemma 7.

Let f,g:[1,1]R be two Lipschitz functions with f < g and U={x(1,1)×R:f(x1)<x2<g(x1)}. Let ϕ:U¯R be a Lipschitz function such that ϕx21 for almost all xU and such that there are two numbers a,bR with ϕ(x)=a+x2 when x2=f(x1) and ϕ(x)=b+x2 when x2=g(x1). Then the solution u:U¯R of the boundary value problemΔpu=0in U,u=ϕon U,satisfies ux21 in U.

Proof.

Let c=max{||f||L(1,1),||g||L(1,1)}+2 and write U0=(1,1)×(c,c). Extend ϕ to U0 by ϕ(x)=a+x2 when x2<f(x1) and ϕ(x)=b+x2 when x2>g(x1). Choose a sequence of functions ϕkC(U0¯), for kN, such that ϕkϕ in W1,p(U0) as k and such that

  • ϕk(x)=a+x2 when x2<f(x1)1k,

  • ϕk(x)=b+x2 when x2>g(x1)+1k, and

  • ϕkx21.

Now choose a sequence of domains UkU0 with smooth boundaries, such that each Uk is of the form Uk={x(1,1)×R:fk(x1)<x2<gk(x1)} for some smooth functions fk,gk:(1,1)R with f(x1)2k<fk(x1)<f(x1)1k<g(x1)+1k<gk(x1)<g(x1)+2k for 1<x1<1.

Let uk:UkR be the solution of div((|uk|2+k2)p/21uk)=0in Uk,uk=ϕkon Uk.

Extend uk to U0 by uk(x)=a+x2 when x2<fk(x1) and uk(x)=b+x2 when x2>gk(x1). Then the sequence (uk)kN is clearly bounded in W1,p(U0), and we may assume that it converges weakly in this space to a limit u˜W1,p(U0). We claim that u˜=u in U.

In order to prove this, note that Uk(|uk|2+k2)p/2 dxUk(|(ϕk+w)|2+k2)p/2 dx for any wW01,p(U), because uk minimises this quantity for its boundary data. Letting k, we find that U|u˜|p dxliminfkUk(|uk|2+k2)p/2 dxliminfkUk(|(ϕk+w)|2+k2)p/2 dx.

Moreover, Uk(|(ϕk+w)|2+k2)p/2 dx=U0(|(ϕk+w)|2+k2)p/2 dxU0Uk(|ϕ|2+k2)p/2 dxU0|(ϕ+w)|p dxU0U|ϕ|p dx=U|(ϕ+w)|p dx as k. Therefore, U|u˜|p dxU|(ϕ+w)|p dx for any wW01,p(U). Furthermore, it is clear that u˜=ϕ on U. Since the functional vU|v|p dx has a unique minimiser in ϕ+W01,p(U), which is u, we conclude that u˜=u.

The regularity theory of Lieberman [Citation33] shows that ukC(Uk¯). Moreover, the function ukx2 satisfies the equation div(Akukx2)=0, where Ak=(|uk|2+k2)p/21(I+(p2)ukuk|uk|2+k2) and I is the identity matrix. This is a uniformly elliptic equation.

The comparison principle applies to uk and implies that a+x2uk(x)b+x2 for xUk. Hence ukx21 on {x(1,1)×R:x2=fk(x1) or x2=gk(x1)}.

On the rest of Uk, the inequality is inherited directly from ϕk. Applying the maximum principle to ukx2, we prove that ukx21 in Uk. Then the desired inequality follows for u as well. □

4. Proof of Proposition 5

This section contains the key arguments of this paper.

We first fix δ(0,116) and also fix a constant σ[12,18δ). The values of both will be determined later. (We will require that δ and 1σ are sufficiently small.) We consider an -harmonic function uC1(Q1¯) that satisfies the hypotheses of Proposition 5. We wish to find a function wq<W1,q(Q1/4) with the properties (a)-(c). In particular, we wish to show that w is a weak solution of the inverse mean curvature flow.

The function u˜(x)=u(x)σx2 satisfies |u˜(1σ)e2|δ.

Hence the level sets of u˜ are Lipschitz graphs with Lipschitz constants bounded by δ(1σ)2δ2.

Let a=u˜(0,34) and b=u˜(0,34). Set U={xQ1:a<u˜(x)<b}.

Since δ18(1σ) by the choice of σ, it follows that [1,1]×[12,12]U¯[1,1]×(1,1).

For p[2,), let upW1,p(U) be the unique solutions of Δpup=0in U,u=uon U.

Then we apply Lemma 7 to the functions up/σ, with boundary data given by u/σ. This implies that (7) upx2σ(7) in U. Moreover, (8) U|up|p dxU|u|p dx4(1+δ)p,(8) as up minimises this quantity among all functions with the same boundary data. Define Up={xU:dist(x,U)>2p}. Then Lemma 6 implies that ||up||L(Up)(41+pC)1p(1+δ), where C is the constant from Lemma 6, provided that p is sufficiently large. In particular, if p is sufficiently large, then (9) ||up||L(Up)1+2δ.(9)

Inequalities (Equation7) and (Equation9) then imply that (10) upx2σ|up|1+2δ.(10) in Up.

By Equation(8), we have uniform bounds for up in W1,q(U) for any q<. It therefore follows that a subsequence converges weakly in these spaces. The limit is -harmonic and coincides with u by the uniqueness result of Jensen [Citation4, Corollary 3.14]. This implies that we have in fact the convergence upu weakly in W1,q(U) for any q<. Clearly this convergence also holds uniformly in U. Moreover, we have the following variant of a result by Lindgren and Lindqvist [Citation9].

Lemma 8.

For any precompact set KU, the convergence |up||u| holds uniformly in K.

Proof.

The arguments of Lindgren and Lindqvist [Citation9, Section 3] (which depend to some degree on the ideas of Koch, Zhang, and Zhou [Citation13] and also use an inequality of Lebesgue [Citation34]) can be used here. Although their paper deals with an annular domain and with specific boundary conditions, their reasoning applies more generally to p-harmonic functions in a domain UR2 satisfying |up|>0 in U and limsupp||up||L(K)< for any KU. In our case, the first property follows from Equation(7) and the second from Equation(9). □

Remark.

Lemma 8 does not imply that upu. Nevertheless, the ideas of Koch, Zhang, and Zhou [Citation13], as adapted by Lindgren and Lindqvist [Citation9], do give convergence almost everywhere. But we do not need this information here.

For p[2,), let p(1,2] denote the conjugate exponent with 1p+1p=1. Since U is simply connected and since curl(|up|p2up)=Δpup=0, there exists vpW1,p(U) satisfying vp=|up|p2up.

Then we compute |vp|p2vp=up. Therefore, Δpvp=0 in U. Note that the level sets of vp are the streamlines of up. Moreover, Equation(10) implies that (11) vpx1σ|vp|1+2δ(11) in Up. That is, the angle between vp and e1 is at most arccos(σ1+2δ).

If δ and 1σ are sufficiently small, then this means that for every βR there exists θ[1,1] such that (1,θ)×[12,12]{x(1,1)×[12,12]:vp(x)<β}(1,θ+116)×[12,12] for p large enough.

We can further prove the following inequalities for vp. Here we use the notation a+=max{a,0} for aR. For ξ=(ξ1,ξ2)R2, we write ξ=(ξ2,ξ1).

Lemma 9.

Let λ:[0,]U be a C1-curve with |λ|1 and |λe1|δ. Let x=λ(0) and y=λ(). Then for any ϱ>0, limsupp(infBϱ(y)UvpsupBϱ(x)Uvp)+1p1sup0s|u(λ(s))|andliminfp(supBϱ(y)UvpinfBϱ(x)Uvp)1p10(λ(s))·u(λ(s)) ds.

Proof.

We may approximate λ in the C1-topology with smooth curves. Therefore, we may assume without loss of generality that λC([0,];U). Let ϵ>0. Define Φ:[0,]×[T,T]U by Φ(s,t)=λ(s)+t(λ(s)), where T > 0 is chosen so small that (12) |u(Φ(s,t))u(λ(s))|ϵ(12) for all s[0,] and t[T,T]. Since detDΦ(s,t)=1+tλ(s)·(λ(s)), we may further choose T so small that |detDΦ1|<ϵ and |(detDΦ)11|<ϵ in [0,]×[T,T]. We write Σ=Φ([0,]×[T,T]) and Σt=Φ([0,]×{t}) for TtT, and we set X=Φt°Φ1. (I.e., X(Φ(s,t))=(λ(s)).)

Now note that ΣUp for p sufficiently large and T sufficiently small. Hence X·up0 by Equation(10) and X·vp0 by Equation(11).

We write H1 for the 1-dimensional Hausdorff measure. Then (13) TT(vp(Φ(,t))vp(Φ(0,t))) dt=TTΣtX·vp dH1 dt=12TΣX·vp dx=12TΣ|up|p2X·up dx|Σ|2TsupΣ|up|p1.(13)

By Equation(12) and Lemma 8, if p is sufficiently large, then supΣ|up|sup0s|u(λ(s))|+2ϵ.

If T<ϱ, it follows that (infBϱ(y)UvpsupBϱ(x)Uvp)+1p1(|Σ|2T)1p1(sup0s|u(λ(s))|+2ϵ).

Letting p and ϵ0, we obtain the first inequality.

We can also estimate (14) 0(up(Φ(s,T))up(Φ(s,T))) ds=0TTΦt(s,t)·up(Φ(s,t)) dt ds=ΣX·up |detDΦ1| dx(1+ϵ)ΣX·up dx(1+ϵ)|Σ|p2p1(Σ(X·up)p1 dx)1p1(1+ϵ)|Σ|p2p1(Σ|up|p2X·up dx)1p1=(1+ϵ)|Σ|p2p1(ΣX·vp dx)1p1.(14)

Since upu uniformly, for p sufficiently large we have the inequality 0(up(Φ(s,T))up(Φ(s,T))) ds(1ϵ)0(u(Φ(s,T))u(Φ(s,T))) ds=(1ϵ)0TTΦt(s,t)·u(Φ(s,t)) dt ds.

Moreover, by Equation(12) and because (λ(s))·u(λ(s))12 by the assumptions on λ, we know that Φt(s,t)·u(Φ(s,t))(12ϵ)(λ(s))·u(λ(s)). Thus (15) 0(up(Φ(s,T))up(Φ(s,T))) ds2T(13ϵ)0(λ(s))·u(λ(s)) ds.(15)

Recall that TT(vp(Φ(,t))vp(Φ(0,t))) dt=12TΣX·vp dx according to Equation(13). We also know that |Σ|2(1+ϵ)T. Therefore, combining the above inequalities (Equation14) and (Equation15), we obtain TT(vp(Φ(,t))vp(Φ(0,t))) dt(13ϵ)p1(1+ϵ)2p3(0(λ(s))·u(λ(s)) ds)p1.

Thus if T<ϱ, then (supBϱ(y)UvpinfBϱ(x)Uvp)1p113ϵ(1+ϵ)21p10(λ(s))·u(λ(s)) ds.

Since ϵ>0 was chosen arbitrarily, the second inequality follows. □

Now fix a constant γ(0,1δ). Since we may add arbitrary constants to vp without changing the properties used, we may assume that vp(34,0)=γp1 for every p[2,). In view of inequality (Equation11) and the considerations immediately following it, if δ and 1σ are sufficiently small and p is sufficiently large, then vpγp1 in (1,78]×[12,12] and vpγp1 in [58,1)×[12,12]. In particular, the functions wp=logvp1p are well-defined and satisfy wplogγ at least in [58,1)×[12,12]. We observe that (16) Δpwp=|wp|p(16) wherever wp is defined. Thus for any ηC0(Q1/2) with η0, Uηp|wp|p dx=pUηp1|wp|p2η·wp dxp(U|η|p dx)1p(Uηp|wp|p dx)1p.

Hence Uηp|wp|p dx(p)pU|η|p dx.

This means that ||wp||L1(K) is uniformly bounded for any precompact set KQ1/2.

We apply Lemma 9 to λ(s)=(s1516,0) for 0s2716. We already know that supB1/16(15/16,0)vpγp1.

The first inequality in Lemma 9 then gives the estimate infB1/16(3/4,0)vp(1+2δ)p1+γp1 for p sufficiently large. Using Equation(11) again, we conclude that vp(1+2δ)p1+γp1 in Q1/2. It follows that wp is uniformly bounded in L(Q1/2).

A result from the theory of the inverse mean curvature flow [Citation20, Proposition 2.1] implies that for any qp, we have the inequality Q1/2η2e2wp|wp|q+2 dx(5+4q+8p)Q1/2e2wp|η|2|wp|q dx for any ηC0(Q1/2), provided that p is sufficiently large. Because wp is uniformly bounded in L(Q1/2), the factor e2wp is also uniformly bounded and bounded away from 0. We can then iterate this inequality and obtain a uniform bound for ||wp||W1,q(K) for any precompact KQ1/2 and any q<. Therefore, there exists a sequence pk such that wpkw weakly in q<Wloc1,q(Q1/2) for some function w:Q1/2R. By Morrey’s inequality and the Arzelà-Ascoli theorem, the convergence is also locally uniform and w is continuous.

Lemma 10.

Let λ:[0,]U be a solution of the equationλ(s)=u(λ(s))|u(λ(s))|for s[0,]. Let x=λ(0) and y=λ(). If x(1,1516]×[38,38] and yQ1/4, theninf0s(log|u(λ(s))|)w(y)log|u(y)|.

Proof.

Set A=sup0s|u(λ(s))|. We apply Lemma 9 with ϱ116. Then supBϱ(x)Uvpγp1.

Let ϵ>0. It follows that for p sufficiently large, infBϱ(y)vp(A+ϵ)p1+γp1, and therefore, supBϱ(y)wp11plog((A+ϵ)p1+γp1)=log(A+ϵ)+11plog(1+(γA+ϵ)p1).

Since γ<1δA, it follows that supBϱ(y)wlog(A+ϵ).

Since w is continuous, we obtain the first estimate by letting ϱ0 and ϵ0.

For the proof of the second inequality, we apply Lemma 9 to the restriction of λ to [k,], where k[0,) is chosen such that λ(k)Q1/2 and k|u(λ(s))| ds|u(y)|ϵ.

Then liminfp(supBϱ(y)vpinfBϱ(λ(k))vp)1p1|u(y)|ϵ.

Note that infBϱ(λ(k))vpγp1>0 by the above observations. Hence for p large enough, supBϱ(y)vp(|u(y)|2ϵ)p1 and infBϱ(y)wplog(|u(y)|2ϵ).

The same inequality follows for w. Again we conclude the proof by letting ϱ0 and ϵ0.

Under the assumptions of Proposition 5, the level sets Lt of u can be parametrised by curves λ as in Lemma 10. Considering the monotonicity of |u| along these level sets, it follows that sup0s|u(λ(s))|=|u(λ())| if λ()M. Furthermore, if δ is sufficiently small, then any Lt that intersects Q1/4 will also intersect (1,1516]×[38,38]. Thus Lemma 10 implies that w=log|u| in Q1/4M, which is statement (b).

Next we have a closer look at EquationEq. Equation(16) and study what it means for the limit. We define Fp=|wp|p2wp, so we can write (17) divFp=|wp|p.(17)

For any q< and any precompact set KQ1/2, we have the inequality (K|Fp|q dx)1q|K|pqpq(K|Fp|p dx)1p=|K|pqpq(K|wp|p dx)1p.

Hence limsupp(K|Fp|q dx)1q|K|1q.

Therefore, we may assume that FpkF weakly in Llocq(Q1/2;R2) for every q<. Moreover, ||F||L(K)=limq||F||Lq(K)1.

That is, we have the inequality |F|1 almost everywhere in Q1/2.

We also observe that by the definition of wp, Fp=(p1)1p1ewpup.

As upku weakly in Llocq(U) and wpkw locally uniformly in Q1/2, this implies that F=ewu.

It follows that wlog|u|.

Lemma 11.

For any ηC0(Q1/2), Uη|wpk|pk dxUη|w| dx.

Proof.

The following arguments are known [Citation18, p. 82], but are repeated here for the reader’s convenience.

We first show that for any compact set KQ1/2 and any function fW1,p(Q1/2) with f = wp in Q1/2K, the inequality (18) K(1p|wp|p+wp|wp|p) dxK(1p|f|p+f|wp|p) dx(18) holds true. Indeed, using Equation(16), an integration by parts, and Young’s inequality, we compute K(wpf)|wp|p dx=Q1/2|wp|p2wp·(wpf) dx1pK(|f|p|wp|p) dx.

Now given ηC0(Q1/2) with 0η1, we set f=ηw+(1η)wp and use Equation(18). Then Q1/2(1p|wp|p+η(wpw)|wp|p) dx1pQ1/2|ηw+(1η)wp+(wwp)η|p dx3p1pQ1/2(ηp|w|p+(1η)p|wp|p+|wwp|p|η|p) dx.

(In the last step, we have used Hölder’s inequality for the counting measure.) Letting p (and therefore p1), we find that limsuppQ1/2η|wp|p dxQ1/2η|w| dx.

As we already know that wpkw weakly in W1,1(supp η), the desired convergence follows when 0η1. It is then easy to prove in general. □

Using Lemma 11, we see that Equation(17) gives rise to divF=|w| in Q1/2, which amounts to statement (c). Testing this equation with ηew, we find that Uηew|w| dx=Uew(ηηw)·F dx=U(ηηw)·u dx=Uηw·u dx for any ηC0(Q1/2). Therefore, ew|w|=w·u almost everywhere in Q1/2. Thus we have proved statement (a) as well.

5. Weak solutions of the inverse mean curvature flow

The study of weak solutions of the inverse mean curvature flow goes back to a seminal paper of Huisken and Ilmanen [Citation12], where they are defined in terms of a variational condition. EquationEquation Equation(2) is not actually variational, but Huisken and Ilmanen get around that problem by asking that a function w minimise a functional depending on w itself. They work with local Lipschitz functions, but the same ideas make sense for functions wWloc1,1(Ω)Lloc(Ω). According to their definition, w is a weak solution of Equation(2) if (19) K(1+w)|w| dxK(|w˜|+w˜|w|) dx(19) for every precompact set KΩ and every w˜Wloc1,1(Ω)Lloc(Ω) with w˜=w in ΩK.

The same paper also proves a number of properties implied by this condition, including a comparison principle, a resulting uniqueness theorem, and a minimising hull property for the sublevel sets. Despite some technical differences, many of the underlying ideas will apply to the situation discussed in the introduction, too. It is therefore useful to know that the condition from Definition 1 implies inequality Equation(19), provided that wLloc(Ω).

Proposition 12.

Suppose that wWloc1,1(Ω)Lloc(Ω) is a weak solution of Equation(2) in the sense of Definition 1. Then for every KΩ and every w˜Wloc1,1(Ω)L(Ω) with w˜=w in ΩK, inequality (Citation19) holds true.

Proof.

Let FL(Ω;Rn) be a vector field satisfying |F|1 and F·w=|w| almost everywhere in Ω and divF=|w| weakly. Then for almost every xΩ, either w(x)=0 or F(x)=w(x)|w(x)|.

Let KΩ be a precompact set and let w˜Wloc1,1(Ω)Lloc(Ω) with w˜=w in ΩK. Then |w˜|F·w˜=|w|+F·(w˜w) almost everywhere. It follows that K|w˜| dxK|w| dxK(w˜w)|w| dx.

Rearranging the terms, we obtain inequality (Equation19). □

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