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Partial regularity of heat flow of fractional harmonic maps to spheres

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Abstract

In this paper, we introduce the notation of stationary heat flow of ss-harmonic maps from Rm\R^m into the unit sphere Sℓ−1↪Rℓ\mathbb{S}^{\ell-1}\hookrightarrow \mathbb{R}^\ell, for 0<s<10<s<1, framed through the parabolic version of Caffarelli-Silvestre's extension. We prove that any stationary heat flow of ss-harmonic maps is smooth away from a closed set of vanishing (m+2−2s)(m+2-2s)-dimensional parabolic Hausdorff measure. This extends to the fractional settings the partial regularity theorem on the heat flow of harmonic maps into spheres by Chen-Li-Lin and Feldman.

Introduction

Geometric evolution equations play a central role in geometric analysis and the calculus of variations. Among them, the harmonic map heat flow has served as a fundamental paradigm for understanding the interplay between geometry and regularity theory. Given two complete smooth Riemannian manifolds (M,g)(M,g) and (N,h)↪Rℓ(N,h) \hookrightarrow\mathbb{R}^{\ell}, the heat flow of harmonic map u:M×(0,T)→Nu:M \times(0,T) \to N, T>0T>0, evolves according to

∂tu−Δu⊥TuN,(1)\partial_t u-\Delta u \perp T_uN, \tag*{(1)}

and can be interpreted as the (negative) gradient flow of the Dirichlet energy functional

E(u)=12∫M∣∇u∣2 dvg,u:M→N↪Rℓ.E(u)=\frac{1}{2}\int_M |\nabla u|^2\,d v_g,\quad u:M\to N\hookrightarrow\mathbb{R}^{\ell}.

In their landmark paper, Eells and Sampson [13] established the existence of a unique global smooth solution of (1.1) whenever the target manifold (N,h)(N,h) has non-positive curvature. Subsequently, pioneering advances by Struwe [27], Chen-Struwe [7], and Chen-Lin [5] established the global existence of partially smooth harmonic heat flows into any compact target manifold NN via the development of monotonicity inequalities, local energy inequalities, and ε\varepsilon-priori regularity estimates for Ginzburg-Landau type approximations. Their techniques—most notably the energy monotonicity inequality—laid the foundation for the partial regularity theories for stationary weak solutions of the heat flow of harmonic maps, developed independently by Chen-Li-Lin [4] and Feldman [14] for sphere targets, and later extended by Moser [22] for arbitrary compact target manifolds.

In recent years, nonlocal geometric variational problems driven by fractional operators have attracted considerable interest, including fractional harmonic maps, nonlocal minimal surfaces. These developments naturally motivate the study of geometric evolution equations governed by fractional operators. For 0<s<10<s<1, a natural formulation for the fractional harmonic map flow is

∂tu+(−Δ)su⊥TuN,(2)\partial_tu+(-\Delta)^su\perp T_uN, \tag*{(2)}

which corresponds to the negative gradient flow of the fractional Dirichlet energy. While this formulation is natural from both physical and geometric prospectives, there seems lack of analytic tools to establish its existence and regularity, see Schikorra-Sire-Wang [30], Wettstein [31, 32], Sire-Wei-Zheng [26], and Struwe [29] for some related results in this direction.

In this paper, we will investigate an alternative, structurally advantageous formulation of heat flow of fractional harmonic maps, given by

(∂t−Δ)su⊥TuN(3)(\partial_t-\Delta)^su\perp T_uN \tag*{(3)}

where (∂t−Δ)s(\partial_t-\Delta)^s denotes the fractional power of the parabolic heat operator. Both flows (1.2) and (1.3) serve as effective tools for identifying steady states, as both converge to fractional harmonic maps as t→∞t\to\infty. However, formulation (1.3) offers a distinct analytical advantage: via a parabolic extension, it transforms a purely nonlocal problem on Rm×R\mathbb{R}^m\times\mathbb{R} into a local, degenerate parabolic equation in one higher spatial dimension, where the degeneracy is dictated by a Muckenhoupt A2A_2-weight and the map is subject to a nonlinear geometric boundary condition. Crucially, the variational structure of the extension framework yields both a Struwe-type energy monotonicity inequality and a local energy estimate. By contrast, the absence of an appropriate monotonicity formula for (1.2) presents a primary obstacle to its analysis, especially the issue of partial regularity.

Here, we focus on the fractional harmonic map flow (1.3) targeting the sphere N=Sℓ−1N=\mathbb{S}^{\ell-1}. We establish a partial regularity theory for stationary weak solutions by developing analytical tools tailored to the fractional parabolic regime. Our approach combines the semigroup representation of the fractional parabolic operator with its Caffarelli-Silvestre type extension, exploiting both the intrinsic nonlocal structure and the degenerate local PDE in the upper half-space. Under a natural stationarity condition, we establish that both Struwe-type monotonicity formula and local energy estimate hold for the extended flows. We expect that this paradigm—translating boundary non-linearities into extended degenerate parabolic systems—will extend to flows to general target manifolds NN.

To make this precise, we recall the definition of the fractional heat operator (∂t−Δ)su(\partial_t-\Delta)^s u on Rm×R\mathbb{R}^m \times\mathbb{R}, due to Nyström–Sande [24] and Stinga–Torrea [25]. For 0<s<10<s<1 and u∈D(Hs)u\in D(H^s), we define the Poisson representation formula

(∂t−Δ)su(x,t)=∬Rm×R+(u(x,t)−u(x−z,t−τ))Ks(z,τ) dydτ,(4)(\partial_t-\Delta)^s u(x,t)=\iint_{\mathbb{R}^m\times\mathbb{R}_+}(u(x,t)-u(x-z,t-\tau))K_s(z,\tau)\,dyd\tau, \tag*{(4)}

where the kernel KsK_s is given by

Ks(z,τ)={e−∣z∣24τ(4π)m2∣Γ(−s)∣τm2+1+s,∀z∈Rm, τ>0,0,∀z∈Rm, τ≤0.K_s(z,\tau)= \begin{cases} \dfrac{e^{-\frac{|z|^2}{4\tau}}}{(4\pi)^{\frac{m}{2}}|\Gamma(-s)|\tau^{\frac{m}{2}+1+s}}, & \forall z\in\mathbb{R}^m,\ \tau>0,\\ 0, & \forall z\in\mathbb{R}^m,\ \tau\le0. \end{cases}

and Γ\Gamma denotes the Gamma function. The domain D(Hs)D(H^s) is defined is

D(Hs)={v∈S′(Rm+1):v^∈Lloc1(Rm+1), (iτ+∣ξ∣2)s2v^(ξ,τ)∈L2(Rm+1)}.(5)D(H^s)=\left\{v\in\mathcal{S}'(\mathbb{R}^{m+1}):\widehat{v}\in L^1_{\mathrm{loc}}(\mathbb{R}^{m+1}),\ (i\tau+|\xi|^2)^{\frac{s}{2}}\widehat{v}(\xi,\tau)\in L^2(\mathbb{R}^{m+1})\right\}. \tag*{(5)}

where S′(Rm+1)\mathcal{S}'(\mathbb{R}^{m+1}) denotes the space of tempered distributions and v^\widehat{v} is the Fourier transform of vv. The domain D(Hs)D(H^s) coincides with the anisotropic (homogeneous) Sobolev space

H˙x,ts,s/2(Rm+1)={v∈Lloc1(Rm+1):∥v∥H˙x,ts,s/22≡∬Rm+1(∣τ∣s+∣ξ∣2s)∣v^∣2(ξ,τ)<+∞}.\dot{H}^{s,s/2}_{x,t}(\mathbb{R}^{m+1})=\left\{v\in L^1_{\mathrm{loc}}(\mathbb{R}^{m+1}):\|v\|^2_{\dot{H}^{s,s/2}_{x,t}}\equiv\iint_{\mathbb{R}^{m+1}}(|\tau|^s+|\xi|^{2s})|\widehat{v}|^2(\xi,\tau)<+\infty\right\}.

We define the the corresponding space for maps into the sphere Sℓ−1\mathbb{S}^{\ell-1} by

H˙x,ts,s/2(Rm+1,Sℓ−1)={u=(u1,⋯ ,uℓ):Rm+1→Sℓ−1∣ui∈H˙x,ts,s/2(Rm+1), i=1,⋯ ,ℓ}.\dot{H}^{s,s/2}_{x,t}(\mathbb{R}^{m+1},\mathbb{S}^{\ell-1})=\left\{u=(u^1,\cdots,u^\ell):\mathbb{R}^{m+1}\to\mathbb{S}^{\ell-1}\mid u^i\in\dot{H}^{s,s/2}_{x,t}(\mathbb{R}^{m+1}),\ i=1,\cdots,\ell\right\}.

We now give the notation of weak solutions to the heat flow of ss-harmonic maps from M=RmM=\mathbb{R}^m into the sphere Sℓ−1↪Rℓ\mathbb{S}^{\ell-1}\hookrightarrow\mathbb{R}^{\ell}.

Definition 1.1 For 0<s<10<s<1 and an initial data u0∈H˙s(Rm,Sℓ−1)u_0\in\dot{H}^s(\mathbb{R}^m,\mathbb{S}^{\ell-1}), u∈H˙x,ts,s/2(Rm×R,Sℓ−1)u\in\dot{H}^{s,s/2}_{x,t}(\mathbb{R}^m\times\mathbb{R},\mathbb{S}^{\ell-1}) is a weak solution to heat flow of ss-harmonic maps with the initial data u0u_0, if it satisfies, in the sense of distributions,

{(∂t−Δ)su=λ(x,t)uin Rm×(0,∞),u(x,t)=u0(x)in Rm×(−∞,0],(6)\begin{cases} (\partial_t-\Delta)^s u=\lambda(x,t)u & \text{in }\mathbb{R}^m\times(0,\infty),\\ u(x,t)=u_0(x) & \text{in }\mathbb{R}^m\times(-\infty,0], \tag*{(6)} \end{cases}

where λ\lambda is the Lagrangian multiplier given by

λ(x,t)=12∬Rm×R+∣u(x,t)−u(x−z,t−τ)∣2Ks(z,τ) dydτ.\lambda(x,t)=\frac{1}{2}\iint_{\mathbb{R}^m\times\mathbb{R}_+}|u(x,t)-u(x-z,t-\tau)|^2K_s(z,\tau)\,dyd\tau.

Because λ(x,t)u⊥TuSℓ−1\lambda(x,t)u\perp T_u\mathbb{S}^{\ell-1}, the first equation of (1.6) can be equivalently expressed in the geometric form

(∂t−Δ)su⊥TuSℓ−1.(7)(\partial_t-\Delta)^s u\perp T_u\mathbb{S}^{\ell-1}. \tag*{(7)}

Following the parabolic Caffarelli–Silvestre extension framework [3, 24, 25], we reformulate (6) into a degenerate parabolic system in R+m+1×R\mathbb{R}^{m+1}_{+} \times\mathbb{R} with weight yay^{a}, a=1−2s∈(−1,1)a = 1 - 2s \in(-1,1), subject to a nonlinear geometric boundary condition on Rm=∂R+m+1\mathbb{R}^{m} = \partial\mathbb{R}^{m+1}_{+}. Specifically, for (X,t)=(x,y,t)∈Rm×(0,∞)×R(X,t) = (x,y,t) \in\mathbb{R}^{m} \times(0,\infty) \times\mathbb{R}, consider the extension parabolic equation:

{ya∂tU=div⁡X(yaDU)in R+m+1×R,U(x,0,t)=u(x,t)in Rm×R.(8)\begin{cases} y^{a}\partial_{t}U = \operatorname{div}_{X}(y^{a}DU) & \text{in } \mathbb{R}^{m+1}_{+} \times\mathbb{R},\\ U(x,0,t) = u(x,t) & \text{in } \mathbb{R}^{m} \times\mathbb{R}. \tag*{(8)} \end{cases}

For any u∈D(Hs)u \in\mathcal{D}(H^{s}), there exists a unique smooth solution UU of (8) satisfying the trace condition

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