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Abstract
We consider reflection principle for classical solutions of the homogeneous real Monge–Ampère equation. We show that both the odd and the even reflected functions satisfy the Monge–Ampère equation if the second-order partial derivatives have continuous limits on the reflection boundary. In addition to sufficient conditions, we give some necessary conditions. Before stating the main results, we present elementary formulas for the reflected functions and study their differentiability properties across the reflection boundary. As an important special case, we finally consider extension of polynomials satisfying the homogeneous Monge–Ampère equation.
Public Interest Statement
Functions play a central role in all mathematical approaches. Sometimes it is important to be able to extend the domain of a function. Then the reflection may offer an admissible method for the extension. We consider the reflection principle for the Monge–Ampére equation which arises naturally in several areas of both mathematics and physics. We show that both the odd and the even reflected functions satisfy the Monge–Ampère equation if the second order partial derivatives have continuous limits on the reflection boundary.
1. Introduction
Reflection is a method to extend functions and, in particular, solutions of homogeneous differential equations across a flat boundary. Classically, it is applied for some strong type equations but later on also for several weak type equations. The reflected function is usually equipped with negative sign in the reflected domain, but in our case it turns out to be profitable to study also a variant of the reflected function with positive sign.
Let be a domain in the upper half complex plane
and let
be open in
. If
is analytic and
for all
, then
has an analytic extension to
where
and
is the reflection with respect to the real coordinate axis. The analytic extension from
to
is given by
. This classical reflection principle originates with H. A. Schwarz.
An analogous principle holds for harmonic functions given in the upper half space of with
, that is,
. If
is open and
is harmonic and extends continuously to zero on
, then
extends to a harmonic function in
by reflection. This can be easily proved by using the mean value principle of harmonic functions, see Armitage and Gardiner (Citation2001). Similar principles hold for biharmonic and, more generally, for polyharmonic functions, see Duffin (Citation1955) and Huber (Citation1955, Citation1957). Armitage (Citation1978) showed that the classical reflection principle for
harmonic in
holds when one assumes (instead of
tending to
at each point of
) that
converges locally in mean to
on
, that is, for all
there exists
such that
(1.1)
(1.1)
In higher real dimensions, Martio and Rickman (Citation1972) introduced the reflection principle for quasiregular mappings as a generalization of the original result for plane analytic functions. Later on, Martio (Citation1981) showed that the reflection principle holds for solutions of certain elliptic partial differential equations, and he also treated further the reflection principle for quasiregular mappings. Recently, Martio (Citation2009) proved an equivalent principle for quasiminimizers in .
The real Monge–Ampère equation(1.2)
(1.2)
is a second-order partial differential equation. It is fully non-linear which means that it is not elliptic, in general. If is open, then the Equation 1.2 is elliptic only for
that is uniformly convex at each point of
; and for such a solution to exist, we must also have
positive, see Gilbarg and Trudinger (Citation1983). Roots of the real Monge–Ampère equation go back to the time of Monge (Citation1784) in the end of the eighteenth century and Ampère (Citation1820) in the beginning of the nineteenth century, but the mathematical theory including a few variants of weak solutions has mainly been developed during the latter part of the twentieth century, see e.g. Aleksandrov (Citation1961), Bakelman (Citation1957, Citation1983), Pogorelov (Citation1971), Lions (Citation1983), Caffarelli, Nirenberg, and Spruck (Citation1984). Self-contained expositions of the real Monge–Ampère equation have been written by Pogorelov (Citation1964) and later on by Gutiérrez (Citation2001). Moreover, the second and later editions of the distinguished monograph in second-order partial differential equations by Gilbarg and Trudinger (Citation1983) contain a part devoted to the Monge–Ampère equation.
We consider classical solutions of the homogeneous real Monge–Ampère Equation 1.2 where . For example, all twice continuously differentiable real valued functions which are constant with respect to at least one variable satisfy the homogeneous Monge–Ampère equation, because then the Hesse matrix
contains at least one zero row and one zero column. Note that
is, in fact, the Jacobian determinant of the partial derivatives
of a function
.
In the one-dimensional case, the Monge–Ampère operator coincides with the Laplace operator since ” for any twice differentiable function
. Therefore, reflection theory for the homogeneous Monge–Ampère equation provides nothing new in the case
. However, we state our results and give proofs so that the one-dimensional case is included.
In higher dimensions , harmonic functions do not necessarily satisfy the homogeneous Monge–Ampère equation. The contrary is neither true: Twice continuously differentiable functions
satisfying the homogeneous Monge–Ampère equation are not necessarily harmonic. However, there are functions which satisfy both the homogeneous Laplace equation and the homogeneous Monge–Ampère equation; all constant functions and first-order polynomials which are constant with respect to at least one variable, for example.
2. Preliminaries including notation and terminology
We first set central notation connected to the reflection in . Let
be a domain in
. Let
be the reflection with respect to
, that is,
. Suppose that there is a non-empty set
open in
. Set
where
. Then
is a domain (open and connected set) in
. Suppose that a function
satisfies the following boundary condition on
:
(2.1)
(2.1)
Note that the boundary condition 2.1 is stronger than the boundary condition 1.1 used by Armitage (Citation1978). In fact, we need to assume a much stronger boundary condition than 2.1 to ensure sufficiently nice behaviour of partial derivatives across the reflection boundary , see 4.8 and 4.9.
We define the odd reflected function ,
(2.2)
(2.2)
Formula 2.2 is mainly used for a reflected function since the minus sign in the reflected domain guarantees many useful properties towards the reflection boundary
.
All rather simple but substantial examples of this paper are given in the plane. The upper half plane is denoted by and the upper half unit disk by
. Write
. Then
is the open unit disk where
.
Our first example emphasizes that the second-order differentiability of a function may get broken on the reflection boundary.
Example 2.3
Let be the function
where
. Obviously,
and it extends continuously to zero in
. Now for every
we have
, and hence
but does not exist for any
. In addition, the limit
does not exist for any .
Consequently, if a given function is smooth (at least twice differentiable) and extends continuously to zero in the reflection boundary, but we have no assumptions giving extra regularity towards the boundary, then the odd reflected function
is not necessarily smooth though it is continuous by the boundary condition 2.1 and definition 2.2.
Example 2.4
The function given in Example 2.3 and therefore also
satisfy the homogeneous Monge–Ampère equation in
. Moreover,
satisfies the homogeneous Monge–Ampère equation in
, and hence the limit
In particular, the limit exists for every . However, the second-order partial derivative
does not exist in
, and hence
does not exist for any
.
Therefore, we observe that nice limiting behaviour of does not guarantee the homogeneous Monge–Ampere equation to hold in the reflection boundary although it holds everywhere outside.
Example 2.5
Still, let be given like in Example 2.3. If we define a function
by
which means that for all
, then
and it satisfies the homogeneous Monge–Ampère equation in
.
Motivated by the previous Example 2.5 we introduce the following variant of the reflected function. Suppose that a function satisfies the boundary condition 2.1. Then the even reflected function
is given by
(2.6)
(2.6)
Both reflected functions and
adopt continuity of a function
which satisfies the boundary condition 2.1. Reflected functions provide optional methods to extend functions and solutions of equations across a flat boundary. It may happen that just one of the reflected functions works or both of them work for the purpose the extension is needed . However, there are situations where the extension over a flat boundary is available by using neither of the reflected functions, see Section 6.
Remark 2.7
Our setting to study reflection is valid for the one-dimensional case, indeed. Then where
,
,
and
. The boundary condition 2.1 for a function
means that
. The reflected functions
are given by
3. Formulas for the reflected functions
In this section, we give formulas for gradients and Hesse matrices of the reflected functions at points with respect to the reflected points
. Most of the formulas are probably well known but cannot be found in the literature, so the elementary calculations needed for the proofs are presented here. These formulas are key tools to study the reflection principle for the homogeneous Monge–Ampère equation.
Lemma 3.1
Let a point be such that
is differentiable at
. Then
(3.2)
(3.2)
and(3.3)
(3.3)
Moreover,(3.4)
(3.4)
In particular, if , then
.
Proof
Since is given coordinately by
we have
Now by the chain rule of partial derivatives(3.5)
(3.5)
Therefore, formula 3.2 is valid. Formula 3.4 follows directly from the identity in
and then 3.3 follows from 3.2 and 3.4.
Lemma 3.6
Let a point be such that
is twice differentiable at
. Then
(3.7)
(3.7)
and(3.8)
(3.8)
Moreover,(3.9)
(3.9)
In particular, if , then
.
Proof
The chain rule for partial derivatives implies now together with formula 3.5 that(3.10)
(3.10)
Therefore, formula 3.7 is valid. Formula 3.9 follows directly from the identity in
and then 3.8 follows from 3.7 and 3.9.
Since the Laplacian is the trace of the Hesse matrix, we observe from the formulas 3.7 and 3.8 that(3.11)
(3.11)
for all such that
is twice differentiable at
. It appears that we obtain corresponding equations for the determinants of the Hesse matrices of the reflected functions
and
, which is favourable since we study reflection for the homogeneous Monge–Ampère equation. These equations are stated and proved next.
Theorem 3.11
Let a point be such that
is twice differentiable at
. Then
(3.13)
(3.13)
and(3.14)
(3.14)
In particular,(3.15)
(3.15)
Proof
We apply elementary properties of determinants to matrices 3.7 and 3.8 getting
and
Formula 3.15 follows now directly from formulas 3.13 and 3.14, or alternatively from formula 3.9.
4. Differentiability of the reflected functions
In this section, we present some examples and results clarifying the second-order differentiability of functions under reflection. We find necessary conditions for the existence and continuity of second-order partial derivatives in . Evidently, our study of classical solutions of the Monge–Ampère equation requires that all second-order partial derivatives exist which justifies our goal.
It is clear that the reflected functions and
are continuous in
whenever the original function
is continuous in
and satisfies the boundary condition 2.1. In Section 3, we have confirmed that if
is once or twice continuously differentiable in
, then
and
are once or twice continuously differentiable in
, respectively. Therefore, differentiability requires extra care only in the reflection boundary
. Indeed, if
satisfies the boundary condition 2.1, the reflected functions
and
may behave badly in
. It helps none if
satisfies, in addition, the homogeneous Monge–Ampère equation in
. This can be seen by the following examples.
Example 4.1
The function ,
, is
in
and satisfies the boundary condition 2.1. However,
and the first order partial derivatives and
do not exist for any
. In particular,
.
Example 4.2
The function ,
, is
in
and satisfies the boundary condition 2.1. Hence
and
are continuous in
. The first-order partial derivatives of
and
with respect to both
and
exist in
, indeed, we have
for every
,
and
However,
do not exist for any because sine and cosine of
and
oscillate as
tends to
. Consequently,
and
are not continuous at any
. In particular,
, even though all first-order partial derivatives of
and
exist at every point of
.
Observe that in the previous examples both and
satisfy the homogeneous Monge–Ampère equation in
. These counterexamples are important giving us two essential observations. If a function
is (twice) differentiable in
and satisfies the boundary condition 2.1, then the reflected functions
and
are not always differentiable in
. On the other hand, if
is (twice) continuously differentiable, then the reflected functions
and
may be differentiable but not continuously differentiable in
.
Our primary requirement is that the studied functions are twice continuously differentiable, even though we need, in principle, the existence of all second-order partial derivatives only. Of course, we present only such conditions which are not true for all satisfying the boundary condition 2.1. In the first theorem, we present a necessary condition for the odd reflected function
such that the second-order partial derivatives exist and are continuous in
.
Theorem 4.3
Let satisfy the boundary condition 2.1. If
, then
(4.4)
(4.4)
for every .
Proof
Suppose that and
. Now 3.10 yields
and hence the limit exists if and only if
The continuity of at
implies that the Equation 4.4 holds.
Next, we give a necessary condition for the even reflected function such that, firstly, the first-order partial derivatives exist and are continuous in
; and secondly, the second-order partial derivatives exist in
.
Theorem 4.5
Let satisfy the boundary condition 2.1. If
, then
(4.6)
(4.6)
for every .
Proof
Suppose that and
. It follows from 3.3 that
and hence the limit exists if and only if
Therefore, continuity of at
implies that the Equation 4.6 holds.
Corollary 4.7
Let satisfy the boundary condition 2.1. If all second-order partial derivatives of
exist in
, then 4.6 holds for every
.
Proof
The existence of the second-order partial derivatives of in
implies continuity of the first order partial derivatives of
in
, therefore
. Theorem 4.5 yields now that the Equation 4.6 holds for every
.
Note that the necessary conditions 4.4 and 4.6 concern only the th first- and second-order partial derivatives of the reflected functions
and
. In our rather restrictive setting other partial derivatives of the reflected functions are not so crucial.
Finally, to ensure that the determinant of the Hesse matrix (that is, the Monge–Ampère operator) of a reflected function is defined in , the second-order partial derivatives need to behave nicely around
. Therefore, whenever
is
, we set the following boundary conditions on
:
(4.8)
(4.8)
(4.9)
(4.9)
We will see (and have partly seen already) that if , it may happen that none, only one, or both of the conditions 4.8 and 4.9 hold. It is clear that if
and the boundary condition 4.8 holds, then
. Correspondingly, if
and the boundary condition 4.9 holds, then
. The boundary conditions 4.8 and 4.9 mean that all second order partial derivatives have continuous limits on the reflection boundary.
5. Reflection principles for the homogeneous real Monge–Ampère equation
We are ready to state our first reflection principle for the homogeneous Monge–Ampère equation.
Theorem 5.1
Let satisfy the boundary conditions 2.1 and 4.8. If
satisfies the equation
in
, then the odd reflected function
satisfies
in
.
Proof
Let . Then by 3.13,
because . Hence
satisfies the homogeneous Monge–Ampère equation in
, and further, in the union
, since it is clear that
in
where
.
We need to show that satisfies the homogeneous Monge–Ampère equation in
. If
, then
is the only point in
and the continuity of
” at
yields
because in
.
Suppose then that and let
. Since
in
,
is constant in
with respect to the variables
. Hence we have
for each
. If
, continuity of the second-order partial derivatives yields
because in
. Otherwise, if
,
since in the cofactor expansion along the last row the last cofactor matrix is the zero matrix and other cofactor matrices have zero columns, that is, at least one zero column. We conclude that
satisfies the homogeneous Monge–Ampère equation in
.
Next, we state our second reflection principle for the homogeneous Monge–Ampère equation.
Theorem 5.2
Let satisfy the boundary conditions 2.1 and 4.9. If
satisfies the equation
in
, then the even reflected function
satisfies
in
.
Proof
Let . Then by 3.14,
because . Hence
satisfies the homogeneous Monge–Ampère equation in
, and further, in the union
. The rest of the proof is similar to the end of the proof of Theorem 5.1.
Remark 5.3
In any case, even without having the boundary conditions 4.8 and 4.9, the even reflected functions and
satisfy the equations
and
in the open components
and
of
. Note that the union
is disconnected since
separates it into two components.
6. Continuation of solutions of the homogeneous real Monge–Ampère equation
If a solution of the homogeneous Monge–Ampère equation satisfies either the boundary condition 4.8 or 4.9 in addition to the boundary condition 2.1, then by Theorems 5.1 and 5.2 an extension of the solution over a flat boundary can always be found by using the reflected functions. Therefore, we may ask if an extension is always available by our two variants of the reflection. And if not, is it nevertheless possible that an extension is available. The answer for the first question is negative but for the second question positive. This can be seen by the following example.
Example 6.1
Let be the function
if
. Then
satisfies the homogeneous Monge–Ampère equation in
and the boundary condition 2.1 on
. Firstly,
for every . Hence by Theorem 4.5, the even reflected function
is not
in
. This can easily be seen by a straightforward calculation. Since
if
, we have
for every . Hence the first-order partial derivative
does not exist in
. In particular,
does not satisfy the boundary condition 4.9 and it can not be a classical solution of the homogeneous Monge–Ampère equation for any
.
Secondly, the second-order partial derivative with respect to the second variable satisfies
for every . Hence by Theorem 4.3, the odd reflected function
is not
in
. Like above, this can be seen by a straightforward calculation. Since
if
, we have
for every . Hence the second-order partial derivative
does not exist in
. In particular,
does not satisfy the boundary condition 4.8 and it can not be a classical solution of the homogeneous Monge–Ampère equation for any
.
However, the real analytic continuation of , that is, the function
,
, gives an extension of
over the boundary
. Therefore, an extension may exist if it is not available by using either the odd reflected function or the even reflected function.
The class of polynomials is undeniably one of the most important categories of functions. On the other hand, polynomials which are constant with respect to at least one of the variables and of which every term contains the variable
, satisfy both the homogeneous Monge–Ampère equation and the boundary condition 2.1. This means that a large family of polynomials is relevant to our study. Hence, consider finally if for polynomials satisfying the homogeneous Monge–Ampère equation an extension is always available. We already observed in Example 6.1 that an extension for polynomials cannot be always found by our two reflection methods.
Since the th variable is in a special position in our considerations, we write a polynomial
of degree
in the form
(6.2)
(6.2)
where each is a polynomial of the variables
and of degree
at most, that is,
(6.3)
(6.3)
Our first lemma gives an equivalent expression to the boundary condition 2.1 for polynomials.
Lemma 6.4
A polynomial satisfies the boundary condition 2.1 if and only if
is the zero polynomial.
Proof
Since we suppose that the reflection boundary is non-empty and open in
, there is a point
such that
for every
. Hence from 6.2 we see that
if and only if .
If , then
(6.5)
(6.5)
and(6.6)
(6.6)
In case of polynomials, the next lemma gives equivalent expressions to the conditions 4.4 and 4.6 being necessary for the boundary conditions 4.8 and 4.9.
Lemma 6.7
Let a polynomial be such that
. Then
(i) | the even reflected function | ||||
(ii) | the odd reflected function |
Proof
As in the proof of Lemma 6.4, we may suppose that there is a point such that
for every
. Now
if and only if . Then by 6.6 we have
Therefore, 4.6 holds for every .
Similarly,
if and only if . Then by 6.5 we have
Therefore, 4.4 holds for every .
Lemma 6.8
Let a polynomial be such that
. Then all partial derivatives
extend continuously from
to
. Correspondingly, if a polynomial
is defined in
and
, then all partial derivatives
extend continuously from
to
.
Proof
Since extends continuously to 0 in
, we have
for every
, meaning that
and
have the same terms with the same coefficients in
than
in
. Therefore, all partial derivatives
extend continuously from
to
. Note that here
is considered
-sided in
because the
-sided limit is not defined in
. The second part of the lemma follows similarly.
Lemma 6.9
Let a polynomial be such that
. Then
(i) |
| ||||
(ii) |
|
Proof
By Lemma 6.7(i) and Corollary 4.7, is a necessary condition to have
. We need show that
and
imply the boundary condition 4.9. By 6.6,
which yields
for every . Above, the second equation follows from Lemma 6.8 since partial derivatives of polynomials are polynomials. Otherwise, suppose that
or
. Then
When we evaluate the second-order partial derivatives in the sum expressions above, we observe that every term achieved includes variable with power
, that is,
. This implies again by Lemma 6.8 that
for every . We conclude that the boundary condition 4.9 holds.
Correspondingly, by Lemma 6.7(ii) and Theorem 4.3, is a necessary condition to have
. We need show that
and
imply the boundary condition 4.8. Then by 6.5
which yields by Lemma 6.8 that
for every . Otherwise, suppose that
or
. Then
If and
, then by Lemma 6.8
for . Similarly, if
and
, then by Lemma 6.8
for . If
and
, then Lemma 6.8 again yields
for every . We conclude that the boundary condition 4.8 holds.
Theorem 6.10
Let a polynomial be such that
and
in
. Then
(i) | the even reflected function | ||||
(ii) | the odd reflected function |
Proof
By Lemma 6.9, we only need to verify that the homogeneous Monge–Ampère equation holds in . But for
this follows now immediately from Theorem 5.1 and for
from Theorem 5.1.
If a polynomial is such that
and
, then it follows from Theorem 6.10 that an extension to
cannot be found by using the reflected functions. However, an extension can always be found, which was tentatively observed in Example 6.1.
Theorem 6.11
Let a polynomial be such that
and
in
. Then there is an extension
of
such that
satisfies
in
.
Proof
Write where
. If
or
, then by Theorem 6.10 an extension is found by choosing
or
in
.
Otherwise, and also simultaneously, we may simply extend to
real analytically so that the polynomial
has the same terms with the same coefficients than
in
. Note that
is then
in
. Entries of the Hesse matrix of
are polynomials, and hence the determinant
is a polynomial as a sum of products of polynomials. Since
at every
and
is open and non-empty,
has uncountably many zeroes. Hence
and
at every
.
In fact, a polynomial can always be extended real analytically using the latest method. Even the boundary condition 2.1 is not necessary. In particular, our considerations show that an extension of a solution of the homogeneous Monge–Ampère equation is not necessarily unique.
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Acknowledgements
The author would like to thank the referees for their valuable comments and suggestions.
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Notes on contributors
Mika Koskenoja
Mika Koskenoja is a university lecturer at the Department of Mathematics and Statistics in the University of Helsinki. After receiving his PhD in 2002, the author has continued to consider potential theoretic issues of several complex variables and spaces of variable exponents. Moreover, he has studied some specific questions of both real and complex Monge-Ampére equations. The results of this paper belong to the latter research topic.
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