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) ( M , g ) and ( N , h ) ↪ R ℓ (N,h) \hookrightarrow\mathbb{R}^{\ell} ( N , h ) ↪ R ℓ , the heat flow of harmonic map u : M × ( 0 , T ) → N u:M \times(0,T) \to N u : M × ( 0 , T ) → N , T > 0 T>0 T > 0 , evolves according to
∂ t u − Δ u ⊥ T u N , (1) \partial_t u-\Delta u \perp T_uN, \tag*{(1)} ∂ t u − Δ u ⊥ T u N , (1)
and can be interpreted as the (negative) gradient flow of the Dirichlet energy functional
E ( u ) = 1 2 ∫ M ∣ ∇ u ∣ 2 d v g , u : M → N ↪ R ℓ . E(u)=\frac{1}{2}\int_M |\nabla u|^2\,d v_g,\quad u:M\to N\hookrightarrow\mathbb{R}^{\ell}. E ( u ) = 2 1 ∫ M ∣∇ u ∣ 2 d v g , u : M → N ↪ R ℓ .
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) ( 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 N N N via the development of monotonicity inequalities, local energy inequalities, and ε \varepsilon ε -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 < 1 0<s<1 0 < s < 1 , a natural formulation for the fractional harmonic map flow is
∂ t u + ( − Δ ) s u ⊥ T u N , (2) \partial_tu+(-\Delta)^su\perp T_uN, \tag*{(2)} ∂ t u + ( − Δ ) s u ⊥ T u N , (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 ) s u ⊥ T u N (3) (\partial_t-\Delta)^su\perp T_uN \tag*{(3)} ( ∂ t − Δ ) s u ⊥ T u N (3)
where ( ∂ t − Δ ) s (\partial_t-\Delta)^s ( ∂ t − Δ ) 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 t → ∞ . However, formulation (1.3) offers a distinct analytical advantage: via a parabolic extension, it transforms a purely nonlocal problem on R m × R \mathbb{R}^m\times\mathbb{R} R m × R into a local, degenerate parabolic equation in one higher spatial dimension, where the degeneracy is dictated by a Muckenhoupt A 2 A_2 A 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 = S ℓ − 1 N=\mathbb{S}^{\ell-1} N = S ℓ − 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 N N N .
To make this precise, we recall the definition of the fractional heat operator ( ∂ t − Δ ) s u (\partial_t-\Delta)^s u ( ∂ t − Δ ) s u on R m × R \mathbb{R}^m \times\mathbb{R} R m × R , due to Nyström–Sande [24 ] and Stinga–Torrea [25 ] . For 0 < s < 1 0<s<1 0 < s < 1 and u ∈ D ( H s ) u\in D(H^s) u ∈ D ( H s ) , we define the Poisson representation formula
( ∂ t − Δ ) s u ( x , t ) = ∬ R m × R + ( u ( x , t ) − u ( x − z , t − τ ) ) K s ( z , τ ) d y d τ , (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)} ( ∂ t − Δ ) s u ( x , t ) = ∬ R m × R + ( u ( x , t ) − u ( x − z , t − τ )) K s ( z , τ ) d y d τ , (4)
where the kernel K s K_s K s is given by
K s ( z , τ ) = { e − ∣ z ∣ 2 4 τ ( 4 π ) m 2 ∣ Γ ( − s ) ∣ τ m 2 + 1 + s , ∀ z ∈ R m , τ > 0 , 0 , ∀ z ∈ R m , 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} K s ( z , τ ) = ⎩ ⎨ ⎧ ( 4 π ) 2 m ∣Γ ( − s ) ∣ τ 2 m + 1 + s e − 4 τ ∣ z ∣ 2 , 0 , ∀ z ∈ R m , τ > 0 , ∀ z ∈ R m , τ ≤ 0.
and Γ \Gamma Γ denotes the Gamma function. The domain D ( H s ) D(H^s) D ( H s ) is defined is
D ( H s ) = { v ∈ S ′ ( R m + 1 ) : v ^ ∈ L l o c 1 ( R m + 1 ) , ( i τ + ∣ ξ ∣ 2 ) s 2 v ^ ( ξ , τ ) ∈ L 2 ( R m + 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)} D ( H s ) = { v ∈ S ′ ( R m + 1 ) : v ∈ L loc 1 ( R m + 1 ) , ( i τ + ∣ ξ ∣ 2 ) 2 s v ( ξ , τ ) ∈ L 2 ( R m + 1 ) } . (5)
where S ′ ( R m + 1 ) \mathcal{S}'(\mathbb{R}^{m+1}) S ′ ( R m + 1 ) denotes the space of tempered distributions and v ^ \widehat{v} v is the Fourier transform of v v v . The domain D ( H s ) D(H^s) D ( H s ) coincides with the anisotropic (homogeneous) Sobolev space
H ˙ x , t s , s / 2 ( R m + 1 ) = { v ∈ L l o c 1 ( R m + 1 ) : ∥ v ∥ H ˙ x , t s , s / 2 2 ≡ ∬ R m + 1 ( ∣ τ ∣ s + ∣ ξ ∣ 2 s ) ∣ 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\}. H ˙ x , t s , s /2 ( R m + 1 ) = { v ∈ L loc 1 ( R m + 1 ) : ∥ v ∥ H ˙ x , t s , s /2 2 ≡ ∬ R m + 1 ( ∣ τ ∣ s + ∣ ξ ∣ 2 s ) ∣ v ∣ 2 ( ξ , τ ) < + ∞ } .
We define the the corresponding space for maps into the sphere S ℓ − 1 \mathbb{S}^{\ell-1} S ℓ − 1 by
H ˙ x , t s , s / 2 ( R m + 1 , S ℓ − 1 ) = { u = ( u 1 , ⋯ , u ℓ ) : R m + 1 → S ℓ − 1 ∣ u i ∈ H ˙ x , t s , s / 2 ( R m + 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\}. H ˙ x , t s , s /2 ( R m + 1 , S ℓ − 1 ) = { u = ( u 1 , ⋯ , u ℓ ) : R m + 1 → S ℓ − 1 ∣ u i ∈ H ˙ x , t s , s /2 ( R m + 1 ) , i = 1 , ⋯ , ℓ } .
We now give the notation of weak solutions to the heat flow of s s s -harmonic maps from M = R m M=\mathbb{R}^m M = R m into the sphere S ℓ − 1 ↪ R ℓ \mathbb{S}^{\ell-1}\hookrightarrow\mathbb{R}^{\ell} S ℓ − 1 ↪ R ℓ .
Definition 1.1 For 0 < s < 1 0<s<1 0 < s < 1 and an initial data u 0 ∈ H ˙ s ( R m , S ℓ − 1 ) u_0\in\dot{H}^s(\mathbb{R}^m,\mathbb{S}^{\ell-1}) u 0 ∈ H ˙ s ( R m , S ℓ − 1 ) , u ∈ H ˙ x , t s , s / 2 ( R m × R , S ℓ − 1 ) u\in\dot{H}^{s,s/2}_{x,t}(\mathbb{R}^m\times\mathbb{R},\mathbb{S}^{\ell-1}) u ∈ H ˙ x , t s , s /2 ( R m × R , S ℓ − 1 ) is a weak solution to heat flow of s s s -harmonic maps with the initial data u 0 u_0 u 0 , if it satisfies, in the sense of distributions,
{ ( ∂ t − Δ ) s u = λ ( x , t ) u in R m × ( 0 , ∞ ) , u ( x , t ) = u 0 ( x ) in R m × ( − ∞ , 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} { ( ∂ t − Δ ) s u = λ ( x , t ) u u ( x , t ) = u 0 ( x ) in R m × ( 0 , ∞ ) , in R m × ( − ∞ , 0 ] , (6) where λ \lambda λ is the Lagrangian multiplier given by
λ ( x , t ) = 1 2 ∬ R m × R + ∣ u ( x , t ) − u ( x − z , t − τ ) ∣ 2 K s ( z , τ ) d y d τ . \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. λ ( x , t ) = 2 1 ∬ R m × R + ∣ u ( x , t ) − u ( x − z , t − τ ) ∣ 2 K s ( z , τ ) d y d τ . Because λ ( x , t ) u ⊥ T u S ℓ − 1 \lambda(x,t)u\perp T_u\mathbb{S}^{\ell-1} λ ( x , t ) u ⊥ T u S ℓ − 1 , the first equation of (1.6) can be equivalently expressed in the geometric form
( ∂ t − Δ ) s u ⊥ T u S ℓ − 1 . (7) (\partial_t-\Delta)^s u\perp T_u\mathbb{S}^{\ell-1}. \tag*{(7)} ( ∂ t − Δ ) s u ⊥ T u S ℓ − 1 . (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} R + m + 1 × R with weight y a y^{a} y a , a = 1 − 2 s ∈ ( − 1 , 1 ) a = 1 - 2s \in(-1,1) a = 1 − 2 s ∈ ( − 1 , 1 ) , subject to a nonlinear geometric boundary condition on R m = ∂ R + m + 1 \mathbb{R}^{m} = \partial\mathbb{R}^{m+1}_{+} R m = ∂ R + m + 1 . Specifically, for ( X , t ) = ( x , y , t ) ∈ R m × ( 0 , ∞ ) × R (X,t) = (x,y,t) \in\mathbb{R}^{m} \times(0,\infty) \times\mathbb{R} ( X , t ) = ( x , y , t ) ∈ R m × ( 0 , ∞ ) × R , consider the extension parabolic equation:
{ y a ∂ t U = div X ( y a D U ) in R + m + 1 × R , U ( x , 0 , t ) = u ( x , t ) in R m × 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} { y a ∂ t U = div X ( y a D U ) U ( x , 0 , t ) = u ( x , t ) in R + m + 1 × R , in R m × R . (8)
For any u ∈ D ( H s ) u \in\mathcal{D}(H^{s}) u ∈ D ( H s ) , there exists a unique smooth solution U U U of (8) satisfying the trace condition
− 1 c s y a ∂ U ∂ y ∣ y = 0 = ( ∂ t − Δ ) s u , with c s = Γ ( 1 − s ) 2 2 s − 1 Γ ( s ) . (9) -\frac{1}{c_{s}}y^{a}\frac{\partial U}{\partial y}\bigg|_{y=0} = (\partial_{t} - \Delta)^{s}u,\quad\text{with } c_{s} = \frac{\Gamma(1-s)}{2^{2s-1}\Gamma(s)}. \tag*{(9)} − c s 1 y a ∂ y ∂ U y = 0 = ( ∂ t − Δ ) s u , with c s = 2 2 s − 1 Γ ( s ) Γ ( 1 − s ) . (9)
Throughout this paper, we will denote
y a ∂ U ∂ y ∣ y = 0 = lim y → 0 + y a ∂ U ∂ y , y^{a}\frac{\partial U}{\partial y}\bigg|_{y=0} = \lim_{y\to0^{+}} y^{a}\frac{\partial U}{\partial y}, y a ∂ y ∂ U y = 0 = y → 0 + lim y a ∂ y ∂ U ,
where the limit is understood in the sense of distributions on R m × R \mathbb{R}^{m} \times\mathbb{R} R m × R . Consequently, the original flow (6) translates to the local extended system:
{ y a ∂ t U ( X , t ) = div X ( y a D U ) ( X , t ) , in R + m + 1 × R , U ( x , 0 , t ) = u 0 ( x ) , in R m × ( − ∞ , 0 ] , y a ∂ U ( X , t ) ∂ y ∣ y = 0 ⊥ T U ( x , 0 , t ) S ℓ − 1 , on R m × ( 0 , + ∞ ) . (10) \begin{cases}
y^{a}\partial_{t}U(X,t) = \operatorname{div}_{X}(y^{a}DU)(X,t), & \text{in } \mathbb{R}^{m+1}_{+} \times\mathbb{R},\\
U(x,0,t) = u_{0}(x), & \text{in } \mathbb{R}^{m} \times(-\infty,0],\\
y^{a}\dfrac{\partial U(X,t)}{\partial y}\bigg|_{y=0} \perp T_{U(x,0,t)}S^{\ell-1}, & \text{on } \mathbb{R}^{m} \times(0,+\infty). \tag*{(10)}
\end{cases} ⎩ ⎨ ⎧ y a ∂ t U ( X , t ) = div X ( y a D U ) ( X , t ) , U ( x , 0 , t ) = u 0 ( x ) , y a ∂ y ∂ U ( X , t ) y = 0 ⊥ T U ( x , 0 , t ) S ℓ − 1 , in R + m + 1 × R , in R m × ( − ∞ , 0 ] , on R m × ( 0 , + ∞ ) . (10)
By the extension theorem [3 ] there exists a harmonic extension U ^ 0 ∈ H ˙ 1 ( ( R + m + 1 , y a d X ) , R ℓ ) \widehat{U}_{0} \in\dot{H}^{1}((\mathbb{R}^{m+1}_{+},y^{a}dX),\mathbb{R}^{\ell}) U 0 ∈ H ˙ 1 (( R + m + 1 , y a d X ) , R ℓ ) solving
div X ( y a D U ^ 0 ) = 0 in R + m + 1 ; U ^ 0 ( x , 0 ) = u 0 ( x ) on R m . \operatorname{div}_{X}(y^{a}D\widehat{U}_{0}) = 0 \quad\text{in } \mathbb{R}^{m+1}_{+};\quad\widehat{U}_{0}(x,0) = u_{0}(x) \quad\text{on } \mathbb{R}^{m}. div X ( y a D U 0 ) = 0 in R + m + 1 ; U 0 ( x , 0 ) = u 0 ( x ) on R m .
Using U ^ 0 \widehat{U}_{0} U 0 as stationary initial data, (10) (and hence (6) ) becomes the initial and boundary value problem as
{ y a ∂ t U ( X , t ) = div X ( y a D U ) ( X , t ) , ( X , t ) ∈ R + m + 1 × ( 0 , ∞ ) , U ( x , y , 0 ) = U ^ 0 ( x , y ) , ( x , y ) ∈ R + m + 1 , ∣ U ∣ ( x , 0 , t ) = 1 ; y a ∂ U ( x , y , t ) ∂ y ∣ y = 0 ⊥ T U ( x , 0 , t ) S ℓ − 1 , ( x , t ) ∈ R m × ( 0 , + ∞ ) . (11) \begin{cases}
y^{a}\partial_{t}U(X,t) = \operatorname{div}_{X}(y^{a}DU)(X,t), & (X,t) \in\mathbb{R}^{m+1}_{+} \times(0,\infty),\\
U(x,y,0) = \widehat{U}_{0}(x,y), & (x,y) \in\mathbb{R}^{m+1}_{+},\\
|U|(x,0,t) = 1;\quad y^{a}\dfrac{\partial U(x,y,t)}{\partial y}\bigg|_{y=0} \perp T_{U(x,0,t)}S^{\ell-1}, & (x,t) \in\mathbb{R}^{m} \times(0,+\infty). \tag*{(11)}
\end{cases} ⎩ ⎨ ⎧ y a ∂ t U ( X , t ) = div X ( y a D U ) ( X , t ) , U ( x , y , 0 ) = U 0 ( x , y ) , ∣ U ∣ ( x , 0 , t ) = 1 ; y a ∂ y ∂ U ( x , y , t ) y = 0 ⊥ T U ( x , 0 , t ) S ℓ − 1 , ( X , t ) ∈ R + m + 1 × ( 0 , ∞ ) , ( x , y ) ∈ R + m + 1 , ( x , t ) ∈ R m × ( 0 , + ∞ ) . (11)
Throughout this paper, μ a = y a d X \mu_{a} = y^{a}dX μ a = y a d X (and μ − a = y − a d X \mu_{-a} = y^{-a}dX μ − a = y − a d X ) denotes the weighted Lebesgue measure on R m + 1 \mathbb{R}^{m+1} R m + 1 . Hyder-Segatti-Sire-Wang [17 ] established that for any u 0 ∈ H ˙ s ( R m , S ℓ − 1 ) u_{0} \in\dot{H}^{s}(\mathbb{R}^{m},S^{\ell-1}) u 0 ∈ H ˙ s ( R m , S ℓ − 1 ) , (11) admits a global weak solution
U ∈ L ∞ ( R + ; H 1 ( ( R + m + 1 , μ a ) , R ℓ ) ) ∩ H 1 ( R + ; L 2 ( ( R + m + 1 , μ a ) , R ℓ ) ) . U \in L^{\infty}(\mathbb{R}_{+};H^{1}((\mathbb{R}^{m+1}_{+},\mu_{a}),\mathbb{R}^{\ell})) \cap H^{1}(\mathbb{R}_{+};L^{2}((\mathbb{R}^{m+1}_{+},\mu_{a}),\mathbb{R}^{\ell})). U ∈ L ∞ ( R + ; H 1 (( R + m + 1 , μ a ) , R ℓ )) ∩ H 1 ( R + ; L 2 (( R + m + 1 , μ a ) , R ℓ )) .
Moreover, when s = 1 / 2 s = 1/2 s = 1/2 , the boundary trace u = U ∣ R m × ( 0 , + ∞ ) u = U|_{\mathbb{R}^{m}\times(0,+\infty)} u = U ∣ R m × ( 0 , + ∞ ) of (6) is smooth outside a closed set of locally finite ( m + 1 ) (m+1) ( m + 1 ) -dimensional parabolic Hausdorff measure, see also Badman-Cozzi [2 ] for a related work. In a forthcoming paper [16 ] , we will extend the main theorems of [17 ] to all 0 < s < 1 0 < s < 1 0 < s < 1 with s ≠ 1 / 2 s \ne1/2 s = 1/2 .
We would like to remark that when s = 1 / 2 s = 1/2 s = 1/2 , the heat flow of 1 / 2 1/2 1/2 -harmonic map (6) can be interpreted as the free boundary problem of the heat flow of harmonic map U U U from R + m + 1 \mathbb{R}^{m+1}_{+} R + m + 1 into R ℓ \mathbb{R}^{\ell} R ℓ with the free boundary condition U ( ∂ R + m + 1 ) ⊂ S ℓ − 1 U(\partial\mathbb{R}_{+}^{m+1}) \subset\mathbb{S}^{\ell-1} U ( ∂ R + m + 1 ) ⊂ S ℓ − 1 via (11) . This view of point has played an important role in the study of steady 1 / 2 1/2 1/2 -harmonic map problems, see Millot-Sire [18 ] , Millot-Pegon [20 ] , Mazowiecka-Rodiac-Schikorra [19 ] , Millot-Pegon-Schikorra [21 ] for relevant results. We would also like to mention the important work by Da Lio-Rivière [12 ] on the regularity for 1 / 2 1/2 1/2 -harmonic maps via commutator estimates.
In this paper, we address the partial regularity of stationary weak solutions of (11) , which satisfy a domain-variation stationarity condition analogously to Feldman’s framework [14 ] for the heat flow of harmonic maps.
Given admissible vector fields ξ ( X , t ) ∈ C 0 ∞ ( R ‾ + m + 1 × ( 0 , ∞ ) , R m + 1 ) \xi(X,t) \in C^\infty_0(\overline{\mathbb{R}}_{+}^{m+1} \times(0,\infty),\mathbb{R}^{m+1}) ξ ( X , t ) ∈ C 0 ∞ ( R + m + 1 × ( 0 , ∞ ) , R m + 1 ) , with ξ m + 1 ≥ 0 \xi^{m+1} \ge0 ξ m + 1 ≥ 0 , and test functions 0 ≤ θ ( X , t ) ∈ C 0 ∞ ( R ‾ + m + 1 × ( 0 , ∞ ) ) 0 \le\theta(X,t) \in C^\infty_0(\overline{\mathbb{R}}_{+}^{m+1} \times(0,\infty)) 0 ≤ θ ( X , t ) ∈ C 0 ∞ ( R + m + 1 × ( 0 , ∞ )) , the inner variation of U τ U^\tau U τ for τ > 0 \tau> 0 τ > 0 is defined as
U τ ( X , t ) = U ( X + τ ξ ( X , t ) , t + τ θ ( X , t ) ) , ( X , t ) ∈ R ‾ + m + 1 × [ 0 , ∞ ) . U^\tau(X,t) = U(X+\tau\xi(X,t),t+\tau\theta(X,t)), \quad(X,t) \in\overline{\mathbb{R}}_{+}^{m+1} \times[0,\infty). U τ ( X , t ) = U ( X + τ ξ ( X , t ) , t + τ θ ( X , t )) , ( X , t ) ∈ R + m + 1 × [ 0 , ∞ ) .
Definition 1.2 A map U : R ‾ + m + 1 × ( 0 , ∞ ) → R ℓ U:\overline{\mathbb{R}}_{+}^{m+1} \times(0,\infty) \to\mathbb{R}^{\ell} U : R + m + 1 × ( 0 , ∞ ) → R ℓ , belonging to L ∞ ( R + ; H ˙ 1 ( R + m + 1 ; μ a , R ℓ ) ) ∩ H ˙ 1 ( R + ; L 2 ( R + m + 1 ; μ a , R ℓ ) ) L^\infty(\mathbb{R}_{+};\dot{H}^{1}(\mathbb{R}_{+}^{m+1};\mu_a,\mathbb{R}^{\ell})) \cap\dot{H}^{1}(\mathbb{R}_{+};L^{2}(\mathbb{R}_{+}^{m+1};\mu_a,\mathbb{R}^{\ell})) L ∞ ( R + ; H ˙ 1 ( R + m + 1 ; μ a , R ℓ )) ∩ H ˙ 1 ( R + ; L 2 ( R + m + 1 ; μ a , R ℓ )) , is called a stationary solution of the heat flow of s s s -harmonic maps into S ℓ − 1 \mathbb{S}^{\ell-1} S ℓ − 1 , if U U U is not only a weak solution of (11) but also satisfies the following variational inequality:
2 ∬ R + m + 1 × R + ∂ t U ⋅ d d τ ∣ τ = 0 U τ μ a d t + d d τ ∣ τ = 0 ∬ R + m + 1 × R + ∣ D U τ ∣ 2 ( X , t ) μ a d t ≤ 0 (12) 2\iint_{\mathbb{R}_{+}^{m+1}\times\mathbb{R}_{+}} \partial_t U \cdot\left.\frac{d}{d\tau}\right|_{\tau=0} U^\tau\,\mu_a\,dt+\left.\frac{d}{d\tau}\right|_{\tau=0}\iint_{\mathbb{R}_{+}^{m+1}\times\mathbb{R}_{+}} |DU^\tau|^2(X,t)\,\mu_a\,dt \le0 \tag*{(12)} 2 ∬ R + m + 1 × R + ∂ t U ⋅ d τ d τ = 0 U τ μ a d t + d τ d τ = 0 ∬ R + m + 1 × R + ∣ D U τ ∣ 2 ( X , t ) μ a d t ≤ 0 (12) for all admissible ξ \xi ξ , with ξ m + 1 ≥ 0 \xi^{m+1} \ge0 ξ m + 1 ≥ 0 and ξ m + 1 ∣ y = 0 = 0 \left.\xi^{m+1}\right|_{y=0}=0 ξ m + 1 y = 0 = 0 , and 0 ≤ θ ∈ C 0 ∞ ( R ‾ + m + 1 × ( 0 , ∞ ) ) 0 \le\theta\in C^\infty_0(\overline{\mathbb{R}}_{+}^{m+1} \times(0,\infty)) 0 ≤ θ ∈ C 0 ∞ ( R + m + 1 × ( 0 , ∞ )) .
Stationary solutions satisfy two pivotal structural properties:
Struwe’s type monotonicity inequality for y a y^a y a -weighted energy; and
Local y a y^a y a -weighted energy inequality.
These inequalities serve as the primary source for proving partial regularity. Our main theorem is as follows.
Theorem 1.3 For 0 < s < 1 0 < s < 1 0 < s < 1 , let U ∈ L ∞ ( R + ; H ˙ 1 ( R + m + 1 ; μ a , R ℓ ) ) ∩ H ˙ 1 ( R + ; L 2 ( R + m + 1 ; μ a , R ℓ ) ) U \in L^\infty(\mathbb{R}_{+};\dot{H}^{1}(\mathbb{R}_{+}^{m+1};\mu^a,\mathbb{R}^{\ell})) \cap\dot{H}^{1}(\mathbb{R}_{+};L^{2}(\mathbb{R}_{+}^{m+1};\mu_a,\mathbb{R}^{\ell})) U ∈ L ∞ ( R + ; H ˙ 1 ( R + m + 1 ; μ a , R ℓ )) ∩ H ˙ 1 ( R + ; L 2 ( R + m + 1 ; μ a , R ℓ )) be a stationary solution of the heat flow of harmonic maps into S ℓ − 1 \mathbb{S}^{\ell-1} S ℓ − 1 in the sense of Definition 1.2. Then there exists a closed set Σ ⊂ R m × ( 0 , ∞ ) \Sigma\subset\mathbb{R}^{m} \times(0,\infty) Σ ⊂ R m × ( 0 , ∞ ) , with H m + 2 − 2 s ( Σ ) = 0 \mathcal{H}^{m+2-2s}(\Sigma)=0 H m + 2 − 2 s ( Σ ) = 0 , such that
u = U ∣ ∂ R + m + 1 × ( 0 , ∞ ) ∈ C ∞ ( R m × ( 0 , ∞ ) ∖ Σ , S ℓ − 1 ) . u = U|_{\partial\mathbb{R}_{+}^{m+1}\times(0,\infty)} \in C^\infty(\mathbb{R}^{m}\times(0,\infty)\setminus\Sigma,\mathbb{S}^{\ell-1}). u = U ∣ ∂ R + m + 1 × ( 0 , ∞ ) ∈ C ∞ ( R m × ( 0 , ∞ ) ∖ Σ , S ℓ − 1 ) .
Here H m + 2 − 2 s \mathcal{H}^{m+2-2s} H m + 2 − 2 s denotes ( m + 2 − 2 s ) (m+2-2s) ( m + 2 − 2 s ) -dimensional Hausdorff measure with respect to the parabolic distance:
d ( ( x , t ) , ( y , s ) ) = max { ∣ x − y ∣ , ∣ t − s ∣ } , ∀ ( x , t ) , ( y , s ) ∈ R m × ( 0 , ∞ ) . d((x,t),(y,s)) = \max\left\{|x-y|,\sqrt{|t-s|}\right\}, \quad\forall(x,t),(y,s) \in\mathbb{R}^{m}\times(0,\infty). d (( x , t ) , ( y , s )) = max { ∣ x − y ∣ , ∣ t − s ∣ } , ∀ ( x , t ) , ( y , s ) ∈ R m × ( 0 , ∞ ) .
Theorem 1.3 is deduced via an ε 0 \varepsilon_0 ε 0 -regularity criterion under the smallness of the weighted Morrey norm ∥ ∂ t U ∥ M μ a d t 2 , 4 + ∥ D U ∥ M μ a d t 2 , 2 \|\partial_t U\|_{M^{2,4}_{\mu_a\,dt}}+\|DU\|_{M^{2,2}_{\mu_a\,dt}} ∥ ∂ t U ∥ M μ a d t 2 , 4 + ∥ D U ∥ M μ a d t 2 , 2 . Beyond monotonicity inequality and local energy inequality, a crucial structural ingredient is the hidden algebraic structure of (11) , which can be rewritten as (see Lemma 2.2 below)
y a ∂ t U k − div X ( y a D U k ) = 1 2 y a ∂ t ( ∣ U ∣ 2 − 1 ) U k + y a D U i ⋅ Ω k i − 1 2 div X ( y a D ( ∣ U ∣ 2 − 1 ) U k ) + y a D ( ∣ U ∣ 2 − 1 ) ⋅ D U k in R + m + 1 × ( 0 , ∞ ) , (13) y^a\partial_t U^k-\operatorname{div}_X(y^aDU^k)=\frac{1}{2}y^a\partial_t(|U|^2-1)U^k+y^aDU^i\cdot\Omega^{ki}-\frac{1}{2}\operatorname{div}_X\left(y^aD(|U|^2-1)U^k\right)+y^aD(|U|^2-1)\cdot DU^k \quad\text{in } \mathbb{R}_{+}^{m+1}\times(0,\infty), \tag*{(13)} y a ∂ t U k − div X ( y a D U k ) = 2 1 y a ∂ t ( ∣ U ∣ 2 − 1 ) U k + y a D U i ⋅ Ω k i − 2 1 div X ( y a D ( ∣ U ∣ 2 − 1 ) U k ) + y a D ( ∣ U ∣ 2 − 1 ) ⋅ D U k in R + m + 1 × ( 0 , ∞ ) , (13)
y a ∂ U k ∂ y ∣ y = 0 = 1 2 y a ∂ ∂ y ( ( ∣ U ∣ 2 − 1 ) U k ) ∣ y = 0 on ∂ R + m + 1 × ( 0 , ∞ ) . (14) \left.y^a\frac{\partial U^k}{\partial y}\right|_{y=0}=\left.\frac{1}{2}y^a\frac{\partial}{\partial y}\left((|U|^2-1)U^k\right)\right|_{y=0}\quad\text{on } \partial\mathbb{R}_{+}^{m+1}\times(0,\infty). \tag*{(14)} y a ∂ y ∂ U k y = 0 = 2 1 y a ∂ y ∂ ( ( ∣ U ∣ 2 − 1 ) U k ) y = 0 on ∂ R + m + 1 × ( 0 , ∞ ) . (14)
Here the matrix-valued connection 1-form Ω i j = U i D U j − U j D U i \Omega^{ij}=U^{i}DU^{j}-U^{j}DU^{i} Ω ij = U i D U j − U j D U i satisfies
div X ( y a Ω i j ) = y a ( U i ∂ t U j − U j ∂ t U i ) . \operatorname{div}_{X}(y^{a}\Omega^{ij})=y^{a}\left(U^{i}\partial_{t}U^{j}-U^{j}\partial_{t}U^{i}\right). div X ( y a Ω ij ) = y a ( U i ∂ t U j − U j ∂ t U i ) .
This identity on divergence implies that y a D U i ⋅ Ω k i y^{a}DU^{i}\cdot\Omega^{ki} y a D U i ⋅ Ω k i exhibits a div-curl structure so that it is embedding into the (local) Hardy space in R + m + 1 × ( 0 , ∞ ) \mathbb{R}_{+}^{m+1}\times(0,\infty) R + m + 1 × ( 0 , ∞ ) . Exploiting Hardy–BMO duality yields an improved energy estimate of U U U (Theorem 3.3 ), forming a key step in establishing Theorem 1.3 .
Organization of the Paper
The paper is organized as follows. In Section 2, we rewrite system (11) to uncover the hidden algebraic structure. In Section 3, we establish the improved energy estimates via Hardy–BMO duality. In Section 4, we derive the y a y^{a} y a -weighted energy monotonicity and local y a y^{a} y a -weighted energy inequalities under the stationarity condition. In Section 5, we execute the blow-up analysis and establish the initial Hölder continuity (C α s C^{\alpha_{s}} C α s ). In Section 6, we perform the higher-order bootstrap argument to establish C ∞ C^{\infty} C ∞ regularity off the singular set. Finally, Section 7 (Appendix) collects some key properties of weighted function spaces and integral estimates.
Structure of Nonlinearities of the Heat Flow of s s s -Harmonic Maps
In this section, we provide the hidden algebraic structure of system (11) governing the heat flow of s s s -harmonic maps. This structural property will play a critical role in deriving the Hardy–BMO duality estimates and establishing the main partial regularity theorem. Similar algebraic structures were previously identified by Mazowiecka-Rodiac-Schikorra [19 ] in the context of free boundary problems for p p p -harmonic maps.
Lemma 2.1 Let U : R + m + 1 × R + → R ℓ U:\mathbb{R}_{+}^{m+1}\times\mathbb{R}_{+}\to\mathbb{R}^{\ell} U : R + m + 1 × R + → R ℓ be a weak solution to (11) with boundary trace u = U ∣ ∂ R + m + 1 × R + : ∂ R + m + 1 × R + → S ℓ − 1 u=U|_{\partial\mathbb{R}_{+}^{m+1}\times\mathbb{R}_{+}}:\partial\mathbb{R}_{+}^{m+1}\times\mathbb{R}_{+}\to S^{\ell-1} u = U ∣ ∂ R + m + 1 × R + : ∂ R + m + 1 × R + → S ℓ − 1 . Then for any test function Φ ∈ C 0 ∞ ( R + m + 1 × R + ) \Phi\in C_{0}^{\infty}(\mathbb{R}_{+}^{m+1}\times\mathbb{R}_{+}) Φ ∈ C 0 ∞ ( R + m + 1 × R + ) and each k = 1 , ⋯ , ℓ k=1,\cdots,\ell k = 1 , ⋯ , ℓ , we have
∬ R + m + 1 × R + ( ∂ t U k Φ + D U k ⋅ D Φ ) μ a d t = ∬ R + m + 1 × R + ( ∂ t U i ( U k U i Φ ) + D U i ⋅ D ( U k U i Φ ) ) μ a d t . (15) \iint_{\mathbb{R}_{+}^{m+1}\times\mathbb{R}_{+}}\left(\partial_{t}U^{k}\Phi+DU^{k}\cdot D\Phi\right)\,\mu_{a}dt
=
\iint_{\mathbb{R}_{+}^{m+1}\times\mathbb{R}_{+}}\left(\partial_{t}U^{i}(U^{k}U^{i}\Phi)+DU^{i}\cdot D(U^{k}U^{i}\Phi)\right)\,\mu_{a}dt. \tag*{(15)} ∬ R + m + 1 × R + ( ∂ t U k Φ + D U k ⋅ D Φ ) μ a d t = ∬ R + m + 1 × R + ( ∂ t U i ( U k U i Φ ) + D U i ⋅ D ( U k U i Φ ) ) μ a d t . (15)
Proof. Applying the equation y a ∂ t U = div X ( y a D U ) y^{a}\partial_{t}U=\operatorname{div}_{X}(y^{a}DU) y a ∂ t U = div X ( y a D U ) in R + m + 1 × R + \mathbb{R}_{+}^{m+1}\times\mathbb{R}_{+} R + m + 1 × R + and integrating by parts, the difference between the two sides of (15) can be written as
∬ R + m + 1 × R + ( ∂ t U k Φ + D U k ⋅ D Φ ) μ a d t − ∬ R + m + 1 × R + ( ∂ t U i ( U k U i Φ ) + D U i ⋅ D ( U k U i Φ ) ) μ a d t = ∬ R + m + 1 × R + y a ∂ t U i ( δ k i − U k U i ) Φ d X d t − ∬ R + m + 1 × R + y a D U i ⋅ D ( ( δ k i − U k U i ) Φ ) d X d t = − ∬ ∂ R + m + 1 × R + lim y → 0 + ( y a ∂ U i ∂ y ) ( δ k i − U k U i ) Φ d x d t . \begin{aligned}
&\iint_{\mathbb{R}_{+}^{m+1}\times\mathbb{R}_{+}}\left(\partial_{t}U^{k}\Phi+DU^{k}\cdot D\Phi\right)\,\mu_{a}dt-\iint_{\mathbb{R}_{+}^{m+1}\times\mathbb{R}_{+}}\left(\partial_{t}U^{i}(U^{k}U^{i}\Phi)+DU^{i}\cdot D(U^{k}U^{i}\Phi)\right)\,\mu_{a}dt\\
&=\iint_{\mathbb{R}_{+}^{m+1}\times\mathbb{R}_{+}}y^{a}\partial_{t}U^{i}\left(\delta_{ki}-U^{k}U^{i}\right)\Phi\,dXdt-\iint_{\mathbb{R}_{+}^{m+1}\times\mathbb{R}_{+}}y^{a}DU^{i}\cdot D\left((\delta_{ki}-U^{k}U^{i})\Phi\right)\,dXdt\\
&=-\iint_{\partial\mathbb{R}_{+}^{m+1}\times\mathbb{R}_{+}}\lim_{y\to0^{+}}\left(y^{a}\frac{\partial U^{i}}{\partial y}\right)\left(\delta_{ki}-U^{k}U^{i}\right)\Phi\,dxdt.
\end{aligned} ∬ R + m + 1 × R + ( ∂ t U k Φ + D U k ⋅ D Φ ) μ a d t − ∬ R + m + 1 × R + ( ∂ t U i ( U k U i Φ ) + D U i ⋅ D ( U k U i Φ ) ) μ a d t = ∬ R + m + 1 × R + y a ∂ t U i ( δ k i − U k U i ) Φ d X d t − ∬ R + m + 1 × R + y a D U i ⋅ D ( ( δ k i − U k U i ) Φ ) d X d t = − ∬ ∂ R + m + 1 × R + y → 0 + lim ( y a ∂ y ∂ U i ) ( δ k i − U k U i ) Φ d x d t .
Since ∣ u ( x , t ) ∣ = ∣ U ( x , 0 , t ) ∣ = 1 |u(x,t)|=|U(x,0,t)|=1 ∣ u ( x , t ) ∣ = ∣ U ( x , 0 , t ) ∣ = 1 on ∂ R + m + 1 × R + \partial\mathbb{R}_{+}^{m+1}\times\mathbb{R}_{+} ∂ R + m + 1 × R + , contractive sum over i i i gives
u i ( δ k i − u k u i ) = u k − ∣ u ∣ 2 u k = 0 on ∂ R + m + 1 × R + . u^{i}\left(\delta_{ki}-u^{k}u^{i}\right)=u^{k}-|u|^{2}u^{k}=0\quad\text{on }\partial\mathbb{R}_{+}^{m+1}\times\mathbb{R}_{+}. u i ( δ k i − u k u i ) = u k − ∣ u ∣ 2 u k = 0 on ∂ R + m + 1 × R + .
Consequently, the vector field ( δ k 1 − u k 1 u 1 , … , δ k ℓ − u k ℓ u ℓ ) (\delta_{k_1}-u^{k_1}u^1,\ldots,\delta_{k_\ell}-u^{k_\ell}u^\ell) ( δ k 1 − u k 1 u 1 , … , δ k ℓ − u k ℓ u ℓ ) is tangent to the sphere S ℓ − 1 S^{\ell-1} S ℓ − 1 at u ( x , t ) u(x,t) u ( x , t ) . Recalling the geometric Neumann boundary condition in (11) , namely
lim y → 0 + y a ∂ U ∂ y ⊥ T u S ℓ − 1 , \lim_{y\to0^+} y^a \frac{\partial U}{\partial y} \perp T_uS^{\ell-1}, y → 0 + lim y a ∂ y ∂ U ⊥ T u S ℓ − 1 ,
it follows immediately that the boundary integral vanishes:
∬ ∂ R + m + 1 × R + lim y → 0 + ( y a ∂ U i ∂ y ) ( δ k i − U k U i ) Φ d x d t = 0. \iint_{\partial\mathbb{R}^{m+1}_+\times\mathbb{R}_+} \lim_{y\to0^+}\left(y^a\frac{\partial U^i}{\partial y}\right)(\delta_{k_i}-U^kU^i)\Phi\,dx\,dt=0. ∬ ∂ R + m + 1 × R + y → 0 + lim ( y a ∂ y ∂ U i ) ( δ k i − U k U i ) Φ d x d t = 0.
This completes the proof of (15) . □ \square □
Recall the matrix-valued connection 1-form ( Ω i j ) 1 ≤ i , j ≤ ℓ (\Omega^{ij})_{1\leq i,j\leq\ell} ( Ω ij ) 1 ≤ i , j ≤ ℓ on R + m + 1 ‾ × R + \overline{\mathbb{R}^{m+1}_+}\times\mathbb{R}_+ R + m + 1 × R + defined in § 1 :
Ω i j = U i D U j − U j D U i . \Omega^{ij}=U^iDU^j-U^jDU^i. Ω ij = U i D U j − U j D U i .
By construction, ( Ω i j ) (\Omega^{ij}) ( Ω ij ) is skew-symmetric, i.e., Ω i j = − Ω j i \Omega^{ij}=-\Omega^{ji} Ω ij = − Ω j i . Its conservation-law properties are established in the following lemma:
Lemma 2.2 Let U : R + m + 1 × R + → R ℓ U:\mathbb{R}^{m+1}_+\times\mathbb{R}_+\to\mathbb{R}^{\ell} U : R + m + 1 × R + → R ℓ be a weak solution to (11) . Then for any Φ ∈ C 0 ∞ ( R + m + 1 ‾ × R + ) \Phi\in C^\infty_0(\overline{\mathbb{R}^{m+1}_+}\times\mathbb{R}_+) Φ ∈ C 0 ∞ ( R + m + 1 × R + ) and each 1 ≤ i , j ≤ ℓ 1\leq i,j\leq\ell 1 ≤ i , j ≤ ℓ , we have
∬ R + m + 1 × R + Ω i j ⋅ D Φ μ a d t = − ∬ R + m + 1 × R + ( U i ∂ t U j − U j ∂ t U i ) Φ μ a d t . (16) \iint_{\mathbb{R}^{m+1}_+\times\mathbb{R}_+}\Omega^{ij}\cdot D\Phi\,\mu_a\,dt=-\iint_{\mathbb{R}^{m+1}_+\times\mathbb{R}_+}(U^i\partial_tU^j-U^j\partial_tU^i)\Phi\,\mu_a\,dt. \tag*{(16)} ∬ R + m + 1 × R + Ω ij ⋅ D Φ μ a d t = − ∬ R + m + 1 × R + ( U i ∂ t U j − U j ∂ t U i ) Φ μ a d t . (16)
Proof. Integrating by parts on the left-hand side of (16) yields
∬ R + m + 1 × R + Ω i j ⋅ D Φ μ a d t = − ∬ R + m + 1 × R + div X ( y a Ω i j ) Φ d X d t − ∬ ∂ R + m + 1 × R + lim y → 0 + y a ( U i ∂ U j ∂ y − U j ∂ U i ∂ y ) Φ d x d t . \iint_{\mathbb{R}^{m+1}_+\times\mathbb{R}_+}\Omega^{ij}\cdot D\Phi\,\mu_a\,dt
=-\iint_{\mathbb{R}^{m+1}_+\times\mathbb{R}_+}\operatorname{div}_X(y^a\Omega^{ij})\Phi\,dX\,dt
-\iint_{\partial\mathbb{R}^{m+1}_+\times\mathbb{R}_+}\lim_{y\to0^+}y^a\left(U^i\frac{\partial U^j}{\partial y}-U^j\frac{\partial U^i}{\partial y}\right)\Phi\,dx\,dt. ∬ R + m + 1 × R + Ω ij ⋅ D Φ μ a d t = − ∬ R + m + 1 × R + div X ( y a Ω ij ) Φ d X d t − ∬ ∂ R + m + 1 × R + y → 0 + lim y a ( U i ∂ y ∂ U j − U j ∂ y ∂ U i ) Φ d x d t .
Using the equation y a ∂ t U = div X ( y a D U ) y^a\partial_tU=\operatorname{div}_X(y^aDU) y a ∂ t U = div X ( y a D U ) satisfied in the interior R + m + 1 × R + \mathbb{R}^{m+1}_+\times\mathbb{R}_+ R + m + 1 × R + , a direct computation shows that
div X ( y a Ω i j ) = U i div X ( y a D U j ) − U j div X ( y a D U i ) = y a ( U i ∂ t U j − U j ∂ t U i ) . \operatorname{div}_X(y^a\Omega^{ij})=U^i\operatorname{div}_X(y^aDU^j)-U^j\operatorname{div}_X(y^aDU^i)=y^a\left(U^i\partial_tU^j-U^j\partial_tU^i\right). div X ( y a Ω ij ) = U i div X ( y a D U j ) − U j div X ( y a D U i ) = y a ( U i ∂ t U j − U j ∂ t U i ) .
For the boundary integral, since u = U ∣ ∂ R + m + 1 ∈ S ℓ − 1 u=U|_{\partial\mathbb{R}^{m+1}_+}\in S^{\ell-1} u = U ∣ ∂ R + m + 1 ∈ S ℓ − 1 and lim y → 0 + y a ∂ U ∂ y ⊥ T u S ℓ − 1 \lim_{y\to0^+}y^a\frac{\partial U}{\partial y}\perp T_uS^{\ell-1} lim y → 0 + y a ∂ y ∂ U ⊥ T u S ℓ − 1 , the normal derivative at the boundary is parallel to u ( x , t ) u(x,t) u ( x , t ) :
lim y → 0 + y a ∂ U ∂ y = ⟨ lim y → 0 + y a ∂ U ∂ y , u ⟩ u on ∂ R + m + 1 × R + . \lim_{y\to0^+}y^a\frac{\partial U}{\partial y}
=\left\langle\lim_{y\to0^+}y^a\frac{\partial U}{\partial y},u\right\rangle u
\quad\text{on }\partial\mathbb{R}^{m+1}_+\times\mathbb{R}_+. y → 0 + lim y a ∂ y ∂ U = ⟨ y → 0 + lim y a ∂ y ∂ U , u ⟩ u on ∂ R + m + 1 × R + .
Therefore, componentwise on the boundary ∂ R + m + 1 × R + \partial\mathbb{R}^{m+1}_+\times\mathbb{R}_+ ∂ R + m + 1 × R + , we have
u i lim y → 0 + y a ∂ U j ∂ y − u j lim y → 0 + y a ∂ U i ∂ y = u i u j ⟨ lim y → 0 + y a ∂ U ∂ y , u ⟩ − u j u i ⟨ lim y → 0 + y a ∂ U ∂ y , u ⟩ = 0. u^i\lim_{y\to0^+}y^a\frac{\partial U^j}{\partial y}-u^j\lim_{y\to0^+}y^a\frac{\partial U^i}{\partial y}
=u^iu^j\left\langle\lim_{y\to0^+}y^a\frac{\partial U}{\partial y},u\right\rangle-u^ju^i\left\langle\lim_{y\to0^+}y^a\frac{\partial U}{\partial y},u\right\rangle=0. u i y → 0 + lim y a ∂ y ∂ U j − u j y → 0 + lim y a ∂ y ∂ U i = u i u j ⟨ y → 0 + lim y a ∂ y ∂ U , u ⟩ − u j u i ⟨ y → 0 + lim y a ∂ y ∂ U , u ⟩ = 0.
Hence the boundary contribution vanishes, completing the proof of (16) . □ \square □
Combining Lemmas 2.1 and 2.2, we obtain the main algebraic identity for the s s s -harmonic map heat flow.
Lemma 2.3 Let U : R + m + 1 × R + → R ℓ U:\mathbb{R}^{m+1}_{+}\times\mathbb{R}_{+}\to\mathbb{R}^{\ell} U : R + m + 1 × R + → R ℓ be a weak solution to (1.11). Then for any Φ ∈ C ∞ ( R + m + 1 × R + ‾ ) \Phi\in C^{\infty}(\overline{\mathbb{R}^{m+1}_{+}\times\mathbb{R}_{+}}) Φ ∈ C ∞ ( R + m + 1 × R + ) and 1 ≤ k ≤ ℓ 1\leq k\leq\ell 1 ≤ k ≤ ℓ , we have
∬ R + m + 1 × R + ( ∂ t U k Φ + D U k ⋅ D Φ ) μ a d t = 1 2 ∬ R + m + 1 × R + ∂ t ( ∣ U ∣ 2 − 1 ) U k Φ μ a d t + ∬ R + m + 1 × R + D U i ⋅ Ω k i Φ μ a d t + 1 2 ∬ R + m + 1 × R + D ( ∣ U ∣ 2 − 1 ) U k ⋅ D Φ μ a d t + ∬ R + m + 1 × R + D ( ∣ U ∣ 2 − 1 ) ⋅ D U k Φ μ a d t . (17) \iint_{\mathbb{R}^{m+1}_{+}\times\mathbb{R}_{+}}\left(\partial_t U^k\Phi+DU^k\cdot D\Phi\right)\,\mu_a\,dt
=
\frac{1}{2}\iint_{\mathbb{R}^{m+1}_{+}\times\mathbb{R}_{+}}\partial_t\left(|U|^2-1\right)U^k\Phi\,\mu_a\,dt
+\iint_{\mathbb{R}^{m+1}_{+}\times\mathbb{R}_{+}}DU^i\cdot\Omega^{ki}\Phi\,\mu_a\,dt
+\frac{1}{2}\iint_{\mathbb{R}^{m+1}_{+}\times\mathbb{R}_{+}}D\left(|U|^2-1\right)U^k\cdot D\Phi\,\mu_a\,dt
+\iint_{\mathbb{R}^{m+1}_{+}\times\mathbb{R}_{+}}D\left(|U|^2-1\right)\cdot DU^k\Phi\,\mu_a\,dt. \tag*{(17)} ∬ R + m + 1 × R + ( ∂ t U k Φ + D U k ⋅ D Φ ) μ a d t = 2 1 ∬ R + m + 1 × R + ∂ t ( ∣ U ∣ 2 − 1 ) U k Φ μ a d t + ∬ R + m + 1 × R + D U i ⋅ Ω k i Φ μ a d t + 2 1 ∬ R + m + 1 × R + D ( ∣ U ∣ 2 − 1 ) U k ⋅ D Φ μ a d t + ∬ R + m + 1 × R + D ( ∣ U ∣ 2 − 1 ) ⋅ D U k Φ μ a d t . (17) Proof. We expand the integrands on the right-hand side of identity (2.1) in Lemma 2.1. First, for the temporal derivative term, we write:
∂ t U i ( U k U i Φ ) = ( U i ∂ t U i ) U k Φ = 1 2 ∂ t ( ∣ U ∣ 2 − 1 ) U k Φ . \partial_t U^i(U^kU^i\Phi)=\left(U^i\partial_tU^i\right)U^k\Phi=\frac{1}{2}\partial_t\left(|U|^2-1\right)U^k\Phi. ∂ t U i ( U k U i Φ ) = ( U i ∂ t U i ) U k Φ = 2 1 ∂ t ( ∣ U ∣ 2 − 1 ) U k Φ. Next, expanding the spatial gradient term yields:
D U i ⋅ D ( U k U i Φ ) = D U i ⋅ ( U i U k D Φ + U i Φ D U k + U k Φ D U i ) DU^i\cdot D(U^kU^i\Phi)=DU^i\cdot\left(U^iU^kD\Phi+U^i\Phi DU^k+U^k\Phi DU^i\right) D U i ⋅ D ( U k U i Φ ) = D U i ⋅ ( U i U k D Φ + U i Φ D U k + U k Φ D U i ) = ( U i D U i ) ⋅ D Φ U k + ( U i D U i ) ⋅ D U k Φ + ∣ D U ∣ 2 U k Φ . =\left(U^iDU^i\right)\cdot D\Phi\,U^k+\left(U^iDU^i\right)\cdot DU^k\Phi+|DU|^2U^k\Phi. = ( U i D U i ) ⋅ D Φ U k + ( U i D U i ) ⋅ D U k Φ + ∣ D U ∣ 2 U k Φ. Using U i D U i = 1 2 D ( ∣ U ∣ 2 − 1 ) U^iDU^i=\frac{1}{2}D(|U|^2-1) U i D U i = 2 1 D ( ∣ U ∣ 2 − 1 ) , the first two terms become 1 2 D ( ∣ U ∣ 2 − 1 ) U k ⋅ D Φ \frac{1}{2}D(|U|^2-1)U^k\cdot D\Phi 2 1 D ( ∣ U ∣ 2 − 1 ) U k ⋅ D Φ and 1 2 D ( ∣ U ∣ 2 − 1 ) ⋅ D U k Φ \frac{1}{2}D(|U|^2-1)\cdot DU^k\Phi 2 1 D ( ∣ U ∣ 2 − 1 ) ⋅ D U k Φ , respectively. For the third term, we re-express ∣ D U ∣ 2 U k Φ |DU|^2U^k\Phi ∣ D U ∣ 2 U k Φ using the connection 1-form Ω k i = U k D U i − U i D U k \Omega^{ki}=U^kDU^i-U^iDU^k Ω k i = U k D U i − U i D U k :
D U i ⋅ Ω k i = D U i ⋅ ( U k D U i − U i D U k ) DU^i\cdot\Omega^{ki}=DU^i\cdot\left(U^kDU^i-U^iDU^k\right) D U i ⋅ Ω k i = D U i ⋅ ( U k D U i − U i D U k ) = ∣ D U ∣ 2 U k − ( U i D U i ) ⋅ D U k =|DU|^2U^k-\left(U^iDU^i\right)\cdot DU^k = ∣ D U ∣ 2 U k − ( U i D U i ) ⋅ D U k = ∣ D U ∣ 2 U k − 1 2 D ( ∣ U ∣ 2 − 1 ) ⋅ D U k . =|DU|^2U^k-\frac{1}{2}D(|U|^2-1)\cdot DU^k. = ∣ D U ∣ 2 U k − 2 1 D ( ∣ U ∣ 2 − 1 ) ⋅ D U k . Rearranging this identity gives
∣ D U ∣ 2 U k Φ = D U i ⋅ Ω k i Φ + 1 2 D ( ∣ U ∣ 2 − 1 ) ⋅ D U k Φ . |DU|^2U^k\Phi=DU^i\cdot\Omega^{ki}\Phi+\frac{1}{2}D(|U|^2-1)\cdot DU^k\Phi. ∣ D U ∣ 2 U k Φ = D U i ⋅ Ω k i Φ + 2 1 D ( ∣ U ∣ 2 − 1 ) ⋅ D U k Φ. Summing all the expanded pieces, the right-hand side of (2.1) transforms into:
∬ R + m + 1 × R + ( ∂ t U i ( U k U i Φ ) + D U i ⋅ D ( U k U i Φ ) ) μ a d t \iint_{\mathbb{R}^{m+1}_{+}\times\mathbb{R}_{+}}\left(\partial_tU^i(U^kU^i\Phi)+DU^i\cdot D(U^kU^i\Phi)\right)\,\mu_a\,dt ∬ R + m + 1 × R + ( ∂ t U i ( U k U i Φ ) + D U i ⋅ D ( U k U i Φ ) ) μ a d t = 1 2 ∬ R + m + 1 × R + ∂ t ( ∣ U ∣ 2 − 1 ) U k Φ μ a d t + ∬ R + m + 1 × R + D U i ⋅ Ω k i Φ μ a d t =\frac{1}{2}\iint_{\mathbb{R}^{m+1}_{+}\times\mathbb{R}_{+}}\partial_t\left(|U|^2-1\right)U^k\Phi\,\mu_a\,dt
+\iint_{\mathbb{R}^{m+1}_{+}\times\mathbb{R}_{+}}DU^i\cdot\Omega^{ki}\Phi\,\mu_a\,dt = 2 1 ∬ R + m + 1 × R + ∂ t ( ∣ U ∣ 2 − 1 ) U k Φ μ a d t + ∬ R + m + 1 × R + D U i ⋅ Ω k i Φ μ a d t + 1 2 ∬ R + m + 1 × R + D ( ∣ U ∣ 2 − 1 ) U k ⋅ D Φ μ a d t + ∬ R + m + 1 × R + D ( ∣ U ∣ 2 − 1 ) ⋅ D U k Φ μ a d t . +\frac{1}{2}\iint_{\mathbb{R}^{m+1}_{+}\times\mathbb{R}_{+}}D\left(|U|^2-1\right)U^k\cdot D\Phi\,\mu_a\,dt
+\iint_{\mathbb{R}^{m+1}_{+}\times\mathbb{R}_{+}}D\left(|U|^2-1\right)\cdot DU^k\Phi\,\mu_a\,dt. + 2 1 ∬ R + m + 1 × R + D ( ∣ U ∣ 2 − 1 ) U k ⋅ D Φ μ a d t + ∬ R + m + 1 × R + D ( ∣ U ∣ 2 − 1 ) ⋅ D U k Φ μ a d t . Substituting this back into (2.1) establishes (2.3), completing the proof. ✷
Hybrid inequality under small y a y^{a} y a -weighted Morrey norm
In this section, we will derive a hybrid energy inequality for the heat flow of s s s -harmonic map under the smallness condition of y a y^{a} y a -weighted Morrey norm. First, we recall the definition of y a y^{a} y a -weighted Morrey spaces in the parabolic upper half-space.
Definition 3.1 Let O ⊂ R m + 1 × ( 0 , ∞ ) O \subset\mathbb{R}^{m+1} \times(0,\infty) O ⊂ R m + 1 × ( 0 , ∞ ) be an open set, and denote O + = O ∩ ( R + m + 1 × ( 0 , ∞ ) ) O_{+}=O\cap\left(\mathbb{R}^{m+1}_{+}\times(0,\infty)\right) O + = O ∩ ( R + m + 1 × ( 0 , ∞ ) ) . For 0 < λ < m + 3 + a 0<\lambda<m+3+a 0 < λ < m + 3 + a , let M 2 , λ ( O + , μ a d t ) M^{2,\lambda}(O_{+},\mu_{a}dt) M 2 , λ ( O + , μ a d t ) be the space consisting of all measurable functions f ∈ L l o c 2 ( O + , μ a d t ) f\in L^{2}_{\mathrm{loc}}(O_{+},\mu_{a}dt) f ∈ L loc 2 ( O + , μ a d t ) such that
∥ f ∥ M 2 , λ ( O + , μ a d t ) 2 = sup ( x , t ) ∈ O + , r > 0 { r λ − ( m + 3 + a ) ∬ P r ( x , t ) ∩ O + ∣ f ∣ 2 μ a d t } < ∞ . (18) \|f\|^{2}_{M^{2,\lambda}(O_{+},\mu_{a}dt)}
=\sup_{(x,t)\in O_{+},r>0}\left\{r^{\lambda-(m+3+a)}\iint_{P_{r}(x,t)\cap O_{+}}|f|^{2}\mu_{a}dt\right\}<\infty. \tag*{(18)} ∥ f ∥ M 2 , λ ( O + , μ a d t ) 2 = ( x , t ) ∈ O + , r > 0 sup { r λ − ( m + 3 + a ) ∬ P r ( x , t ) ∩ O + ∣ f ∣ 2 μ a d t } < ∞. (18)
Throughout this paper, denote by P r ( X , t ) = B r ( X ) × ( t − r 2 , t + r 2 ) P_{r}(X,t)=B_{r}(X)\times(t-r^{2},t+r^{2}) P r ( X , t ) = B r ( X ) × ( t − r 2 , t + r 2 ) the parabolic ball centered at ( X , t ) (X,t) ( X , t ) with radius r r r , and P r + ( X , t ) = P r ( X , t ) ∩ ( R + m + 1 × R ) P_{r}^{+}(X,t)=P_{r}(X,t)\cap(\mathbb{R}^{m+1}_{+}\times\mathbb{R}) P r + ( X , t ) = P r ( X , t ) ∩ ( R + m + 1 × R ) . The weighted average of U U U over P r + ( z 0 ) P_{r}^{+}(z_{0}) P r + ( z 0 ) with respect to μ a d t \mu_{a}dt μ a d t is defined by
( U ) z 0 , r , + a = 1 ∣ P r + ( z 0 ) ∣ a ∬ P r + ( z 0 ) U μ a d t , where ∣ P r + ( z 0 ) ∣ a = ∬ P r + ( z 0 ) μ a d t . (U)^{a}_{z_{0},r,+}=\frac{1}{|P_{r}^{+}(z_{0})|_{a}}\iint_{P_{r}^{+}(z_{0})}U\mu_{a}dt,\qquad\text{where }|P_{r}^{+}(z_{0})|_{a}=\iint_{P_{r}^{+}(z_{0})}\mu_{a}dt. ( U ) z 0 , r , + a = ∣ P r + ( z 0 ) ∣ a 1 ∬ P r + ( z 0 ) U μ a d t , where ∣ P r + ( z 0 ) ∣ a = ∬ P r + ( z 0 ) μ a d t .
When a = 0 a=0 a = 0 , ∣ P r + ( z 0 ) ∣ 0 |P_{r}^{+}(z_{0})|_{0} ∣ P r + ( z 0 ) ∣ 0 and ( U ) z 0 , r , + 0 (U)^{0}_{z_{0},r,+} ( U ) z 0 , r , + 0 reduce to the unweighted the Lebesgue measure ∣ P r + ( z 0 ) ∣ |P_{r}^{+}(z_{0})| ∣ P r + ( z 0 ) ∣ and the standard average U z 0 , r , + U_{z_{0},r,+} U z 0 , r , + respectively.
Before proving the main hybrid inequality, we establish a crucial point-wise distance estimate showing that small Morrey bounds force U U U to stay close to the target manifold S ℓ − 1 S^{\ell-1} S ℓ − 1 .
Lemma 3.2 For any z 0 = ( x 0 , 0 , t 0 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) z_{0}=(x_{0},0,t_{0})\in\partial\mathbb{R}^{m+1}_{+}\times(0,\infty) z 0 = ( x 0 , 0 , t 0 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) and 0 < r 0 < t 0 0<r_{0}<\sqrt{t_{0}} 0 < r 0 < t 0 , we have
sup z ∈ P r 0 / 4 + ( z 0 ) dist ( U ( z ) , S ℓ − 1 ) ≤ C [ ∥ D U ∥ M 2 , 2 ( P r 0 + ( z 0 ) , μ a d t ) + ∥ ∂ t U ∥ M 2 , 4 ( P r 0 + ( z 0 ) , μ a d t ) ] . \sup_{z\in P^{+}_{r_{0}/4}(z_{0})}\operatorname{dist}(U(z),S^{\ell-1})
\le C\left[\|DU\|_{M^{2,2}(P^{+}_{r_{0}}(z_{0}),\mu_{a}dt)}
+\|\partial_{t}U\|_{M^{2,4}(P^{+}_{r_{0}}(z_{0}),\mu_{a}dt)}\right]. z ∈ P r 0 /4 + ( z 0 ) sup dist ( U ( z ) , S ℓ − 1 ) ≤ C [ ∥ D U ∥ M 2 , 2 ( P r 0 + ( z 0 ) , μ a d t ) + ∥ ∂ t U ∥ M 2 , 4 ( P r 0 + ( z 0 ) , μ a d t ) ] .
Proof. Pick any z = ( x , y , t ) ∈ P r 0 / 4 + ( z 0 ) z=(x,y,t)\in P^{+}_{r_{0}/4}(z_{0}) z = ( x , y , t ) ∈ P r 0 /4 + ( z 0 ) . Since U ( x , 0 , t ) ∈ S ℓ − 1 U(x,0,t)\in S^{\ell-1} U ( x , 0 , t ) ∈ S ℓ − 1 , we may assume y > 0 y>0 y > 0 . Since U U U solves the heat equation in the interior of R + m + 1 \mathbb{R}^{m+1}_{+} R + m + 1 and P y / 2 ( z ) ⊂ P y ( z ) ⊂ P r 0 / 2 + ( z 0 ) P_{y/2}(z)\subset P_{y}(z)\subset P^{+}_{r_{0}/2}(z_{0}) P y /2 ( z ) ⊂ P y ( z ) ⊂ P r 0 /2 + ( z 0 ) , it follows from the interior regularity estimates for parabolic equations that
∣ U ( z ) − ( U ) z , y / 2 ∣ ≤ C ( ∣ y ∣ − ( m + 3 + a ) ∬ P ∣ y ∣ ( z ) ( ∣ D U ∣ 2 + ∣ y ∣ 2 ∣ ∂ t U ∣ 2 ) μ a d t ) 1 2 ≤ C ( ∥ D U ∥ M 2 , 2 ( P r 0 + ( z 0 ) , μ a d t ) + ∥ ∂ t U ∥ M 2 , 4 ( P r 0 + ( z 0 ) , μ a d t ) ) . (19) \begin{aligned}
\left|U(z)-(U)_{z,y/2}\right|
\le C\left(|y|^{-(m+3+a)}\iint_{P_{|y|}(z)}\left(|DU|^{2}+|y|^{2}|\partial_{t}U|^{2}\right)\mu_{a}dt\right)^{\frac12} \\
&\le C\left(\|DU\|_{M^{2,2}(P^{+}_{r_{0}}(z_{0}),\mu_{a}dt)}
+\|\partial_{t}U\|_{M^{2,4}(P^{+}_{r_{0}}(z_{0}),\mu_{a}dt)}\right). \tag*{(19)}
\end{aligned} U ( z ) − ( U ) z , y /2 ≤ C ( ∣ y ∣ − ( m + 3 + a ) ∬ P ∣ y ∣ ( z ) ( ∣ D U ∣ 2 + ∣ y ∣ 2 ∣ ∂ t U ∣ 2 ) μ a d t ) 2 1 ≤ C ( ∥ D U ∥ M 2 , 2 ( P r 0 + ( z 0 ) , μ a d t ) + ∥ ∂ t U ∥ M 2 , 4 ( P r 0 + ( z 0 ) , μ a d t ) ) . (19)
Set z ˉ = ( x , 0 , t ) \bar z=(x,0,t) z ˉ = ( x , 0 , t ) . By inclusion, P y / 2 ( z ) ⊂ P 3 y / 2 + ( z ˉ ) ⊂ P r 0 + ( z 0 ) P_{y/2}(z)\subset P^{+}_{3y/2}(\bar z)\subset P^{+}_{r_{0}}(z_{0}) P y /2 ( z ) ⊂ P 3 y /2 + ( z ˉ ) ⊂ P r 0 + ( z 0 ) . Applying Hölder’s inequality, and the fact that y a y^{a} y a is a A 2 A_{2} A 2 -weight, and the y a y^{a} y a -weighted Poincaré inequality, we obtain
∣ ( U ) z , y / 2 − ( U ) z ˉ , 3 y / 2 , + a ∣ ≤ 3 m + 2 ∣ P 3 y / 2 + ( z ˉ ) ∣ ∬ P 3 y / 2 + ( z ˉ ) ∣ U − ( U ) z ˉ , 3 y / 2 , + a ∣ d X d t ≤ C ( 1 ∣ P 3 y / 2 + ( z ˉ ) ∣ a ∬ P 3 y / 2 + ( z ˉ ) ∣ U − ( U ) z ˉ , 3 y / 2 , + a ∣ 2 μ a d t ) 1 2 ≤ C ( ∥ D U ∥ M 2 , 2 ( P r 0 + ( z 0 ) , μ a d t ) + ∥ ∂ t U ∥ M 2 , 4 ( P r 0 + ( z 0 ) , μ a d t ) ) . (20) \begin{aligned}
\left|(U)_{z,y/2}-(U)_{\bar z,3y/2,+}^{a}\right|
\le\frac{3^{m+2}}{|P^{+}_{3y/2}(\bar z)|}\iint_{P^{+}_{3y/2}(\bar z)}|U-(U)_{\bar z,3y/2,+}^{a}|\,dXdt \\
&\le C\left(\frac{1}{|P^{+}_{3y/2}(\bar z)|_{a}}\iint_{P^{+}_{3y/2}(\bar z)}
|U-(U)_{\bar z,3y/2,+}^{a}|^{2}\mu_{a}dt\right)^{\frac12} \\
&\le C\left(\|DU\|_{M^{2,2}(P^{+}_{r_{0}}(z_{0}),\mu_{a}dt)}
+\|\partial_{t}U\|_{M^{2,4}(P^{+}_{r_{0}}(z_{0}),\mu_{a}dt)}\right). \tag*{(20)}
\end{aligned} ( U ) z , y /2 − ( U ) z ˉ , 3 y /2 , + a ≤ ∣ P 3 y /2 + ( z ˉ ) ∣ 3 m + 2 ∬ P 3 y /2 + ( z ˉ ) ∣ U − ( U ) z ˉ , 3 y /2 , + a ∣ d X d t ≤ C ( ∣ P 3 y /2 + ( z ˉ ) ∣ a 1 ∬ P 3 y /2 + ( z ˉ ) ∣ U − ( U ) z ˉ , 3 y /2 , + a ∣ 2 μ a d t ) 2 1 ≤ C ( ∥ D U ∥ M 2 , 2 ( P r 0 + ( z 0 ) , μ a d t ) + ∥ ∂ t U ∥ M 2 , 4 ( P r 0 + ( z 0 ) , μ a d t ) ) . (20)
Since u ( x , t ) = U ( x , 0 , t ) ∈ S ℓ − 1 u(x,t)=U(x,0,t)\in\mathbb{S}^{\ell-1} u ( x , t ) = U ( x , 0 , t ) ∈ S ℓ − 1 , for any boundary point w ∈ ∂ R + m + 1 × R + w\in\partial\mathbb{R}^{m+1}_{+}\times\mathbb{R}_{+} w ∈ ∂ R + m + 1 × R + we have
dist ( ( U ) z ˉ , 3 y 2 , + , S ℓ − 1 ) ≤ ∣ ( U ) z ˉ , 3 y 2 , + − u ( w ) ∣ ≤ C y − ( m + 3 ) ∬ P 3 y 2 + ( z ˉ ) ∣ U − u ( w ) ∣ . \operatorname{dist}\left((U)_{\bar z,\frac{3y}{2},+},\mathbb{S}^{\ell-1}\right)\leq\left|(U)_{\bar z,\frac{3y}{2},+}-u(w)\right|\leq Cy^{-(m+3)}\iint_{P^{+}_{\frac{3y}{2}}(\bar z)}|U-u(w)|. dist ( ( U ) z ˉ , 2 3 y , + , S ℓ − 1 ) ≤ ( U ) z ˉ , 2 3 y , + − u ( w ) ≤ C y − ( m + 3 ) ∬ P 2 3 y + ( z ˉ ) ∣ U − u ( w ) ∣.
Averaging w w w over P ^ 3 y 2 ( z ˉ ) : = D 3 y 2 ( x ) × [ t − 9 y 2 4 , t + 9 y 2 4 ] \widehat{P}_{\frac{3y}{2}}(\bar z):=D_{\frac{3y}{2}}(x)\times[t-\frac{9y^{2}}{4},t+\frac{9y^{2}}{4}] P 2 3 y ( z ˉ ) := D 2 3 y ( x ) × [ t − 4 9 y 2 , t + 4 9 y 2 ] , the parabolic ball in R m × R \mathbb{R}^{m}\times\mathbb{R} R m × R , applying the triangle inequality, the weighted Poincaré inequality (7.5), and the trace inequality (7.8), we find
dist ( ( U ) z ˉ , 3 y 2 , + , S ℓ − 1 ) ≤ C y − ( m + 3 ) ∬ P 3 y 2 + ( z ˉ ) ∣ U − ( u ) P ^ 3 y 2 ( z ˉ ) ∣ + C y − ( m + 2 ) ∬ P ^ 3 y 2 ( z ˉ ) ∣ u − ( u ) P ^ 3 y 2 ( z ˉ ) ∣ ≤ C ( ∥ D U ∥ M 2 , 2 ( P r 0 + ( z 0 ) , μ a d t ) + ∥ ∂ t U ∥ M 2 , 4 ( P r 0 + ( z 0 ) , μ a d t ) ) . (21) \begin{aligned}
\operatorname{dist}\left((U)_{\bar z,\frac{3y}{2},+},\mathbb{S}^{\ell-1}\right)
&\leq Cy^{-(m+3)}\iint_{P^{+}_{\frac{3y}{2}}(\bar z)}\left|U-(u)_{\widehat{P}_{\frac{3y}{2}}(\bar z)}\right| \\
&\quad+Cy^{-(m+2)}\iint_{\widehat{P}_{\frac{3y}{2}}(\bar z)}\left|u-(u)_{\widehat{P}_{\frac{3y}{2}}(\bar z)}\right| \\
&\leq C\left(\|DU\|_{M^{2,2}(P^{+}_{r_{0}}(z_{0}),\mu_{a}dt)}+\|\partial_{t}U\|_{M^{2,4}(P^{+}_{r_{0}}(z_{0}),\mu_{a}dt)}\right). \tag*{(21)}
\end{aligned} dist ( ( U ) z ˉ , 2 3 y , + , S ℓ − 1 ) ≤ C y − ( m + 3 ) ∬ P 2 3 y + ( z ˉ ) U − ( u ) P 2 3 y ( z ˉ ) + C y − ( m + 2 ) ∬ P 2 3 y ( z ˉ ) u − ( u ) P 2 3 y ( z ˉ ) ≤ C ( ∥ D U ∥ M 2 , 2 ( P r 0 + ( z 0 ) , μ a d t ) + ∥ ∂ t U ∥ M 2 , 4 ( P r 0 + ( z 0 ) , μ a d t ) ) . (21)
Combining (3.3), (3.4), and (3.5) completes the proof of (3.2) □ \square □
Equipped with Lemma 3.2, we establish the key hybrid inequality under a smallness condition.
Theorem 3.3 There exist ε 0 > 0 \varepsilon_{0}>0 ε 0 > 0 and θ 0 > 0 \theta_{0}>0 θ 0 > 0 such that for any z 0 = ( x 0 , t 0 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) z_{0}=(x_{0},t_{0})\in\partial\mathbb{R}^{m+1}_{+}\times(0,\infty) z 0 = ( x 0 , t 0 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) , if U ∈ L t ∞ H X 1 ( P r 0 + ( z 0 ) , μ a d t ) U\in L_{t}^{\infty}H_{X}^{1}(P^{+}_{r_{0}}(z_{0}),\mu_{a}dt) U ∈ L t ∞ H X 1 ( P r 0 + ( z 0 ) , μ a d t ) satisfies
r 0 − ( m + 1 + a ) ∬ P r 0 + ( z 0 ) ∣ D U ∣ 2 μ a d t ≤ ε 0 2 , (22) r_{0}^{-(m+1+a)}\iint_{P^{+}_{r_{0}}(z_{0})}|DU|^{2}\mu_{a}dt\leq\varepsilon_{0}^{2}, \tag*{(22)} r 0 − ( m + 1 + a ) ∬ P r 0 + ( z 0 ) ∣ D U ∣ 2 μ a d t ≤ ε 0 2 , (22) then for all 0 < r ≤ θ 0 r 0 0<r\leq\theta_{0}r_{0} 0 < r ≤ θ 0 r 0 , the following hybrid energy inequality
r − ( m + 1 + a ) ∬ P r + ( z 0 ) ∣ D U ∣ 2 μ a d t ≤ C ε 0 r − ( m + 1 + a ) ∬ P 2 r + ( z 0 ) ( r 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t + C ε 0 r − ( m − 1 + a ) sup t ∈ [ t 0 − 4 r 2 , t 0 + 4 r 2 ] ∫ B 2 r + ( x 0 ) ∣ D U ∣ 2 μ a + C ε 0 − 1 r − ( m + 3 + a ) ∬ P 2 r + ( z 0 ) ( ∣ U − ( U ) z 0 , 2 r , + a ∣ 2 + ∣ U − ( U ) z 0 , 2 r , + 4 ∣ 2 ) μ a d t + C ε 0 − 1 r − ( m + 3 + a ) ∬ P 2 r + ( z 0 ) ( ∣ U ∣ 2 − 1 ) 2 μ a d t , (23) \begin{aligned}
r^{-(m+1+a)}\iint_{P^{+}_{r}(z_{0})}|DU|^{2}\mu_{a}dt
&\leq C\varepsilon_{0}r^{-(m+1+a)}\iint_{P^{+}_{2r}(z_{0})}\left(r^{2}|\partial_{t}U|^{2}+|DU|^{2}\right)\mu_{a}dt \\
&\quad+C\varepsilon_{0}r^{-(m-1+a)}
\sup_{t\in[t_{0}-4r^{2},t_{0}+4r^{2}]}\int_{B^{+}_{2r}(x_{0})}|DU|^{2}\mu_{a} \\
&\quad+C\varepsilon_{0}^{-1}r^{-(m+3+a)}\iint_{P^{+}_{2r}(z_{0})}
\left(|U-(U)^{a}_{z_{0},2r,+}|^{2}+|U-(U)^{4}_{z_{0},2r,+}|^{2}\right)\mu_{a}dt \\
&\quad+C\varepsilon_{0}^{-1}r^{-(m+3+a)}\iint_{P^{+}_{2r}(z_{0})}(|U|^{2}-1)^{2}\mu_{a}dt, \tag*{(23)}
\end{aligned} r − ( m + 1 + a ) ∬ P r + ( z 0 ) ∣ D U ∣ 2 μ a d t ≤ C ε 0 r − ( m + 1 + a ) ∬ P 2 r + ( z 0 ) ( r 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t + C ε 0 r − ( m − 1 + a ) t ∈ [ t 0 − 4 r 2 , t 0 + 4 r 2 ] sup ∫ B 2 r + ( x 0 ) ∣ D U ∣ 2 μ a + C ε 0 − 1 r − ( m + 3 + a ) ∬ P 2 r + ( z 0 ) ( ∣ U − ( U ) z 0 , 2 r , + a ∣ 2 + ∣ U − ( U ) z 0 , 2 r , + 4 ∣ 2 ) μ a d t + C ε 0 − 1 r − ( m + 3 + a ) ∬ P 2 r + ( z 0 ) ( ∣ U ∣ 2 − 1 ) 2 μ a d t , (23) holds for some $C=C(m)>0.
Proof. Without loss of generality, assume z 0 = ( 0 , 1 ) z_{0}=(0,1) z 0 = ( 0 , 1 ) and r 0 = 1 2 r_{0}=\frac{1}{2} r 0 = 2 1 . For 0 < r < 1 8 0<r<\frac{1}{8} 0 < r < 8 1 , let η ∈ C 0 ∞ ( P 1 ( 0 , 1 ) ) \eta\in C_{0}^{\infty}(P_{1}(0,1)) η ∈ C 0 ∞ ( P 1 ( 0 , 1 )) be a parabolic cut off function for P r ( 0 , 1 ) P_{r}(0,1) P r ( 0 , 1 ) satisfying 0 ≤ η ≤ 1 0\leq\eta\leq1 0 ≤ η ≤ 1 , η ≡ 1 \eta\equiv1 η ≡ 1 in P r ( 0 , 1 ) P_{r}(0,1) P r ( 0 , 1 ) , η ≡ 0 \eta\equiv0 η ≡ 0 outside P 2 r ( 0 , 1 ) P_{2r}(0,1) P 2 r ( 0 , 1 ) , and ∣ D 2 η ∣ + ∣ D η ∣ 2 + ∣ ∂ t η ∣ ≤ 16 r − 2 |D^{2}\eta|+|D\eta|^{2}+|\partial_{t}\eta|\leq16r^{-2} ∣ D 2 η ∣ + ∣ D η ∣ 2 + ∣ ∂ t η ∣ ≤ 16 r − 2 Substituting test function Φ = ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 \Phi=(U^k-(U^k)^a_{(0,1),2r,+})\eta^2 Φ = ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 into (2.3), we obtain
∬ P 1 + ( 0 , 1 ) ∣ D U ∣ 2 η 2 μ a d t = − ∬ P 1 + ( 0 , 1 ) ∂ t U k ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 μ a d t − ∬ P 1 + ( 0 , 1 ) D U k ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) ⋅ D η 2 μ a d t + ∬ P 1 + ( 0 , 1 ) 1 2 ∂ t ( ∣ U ∣ 2 − 1 ) U k ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 μ a d t + ∬ P 1 + ( 0 , 1 ) 1 2 D ( ∣ U ∣ 2 − 1 ) U k ⋅ D ( ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 ) μ a d t + ∬ P 1 + ( 0 , 1 ) D ( ∣ U ∣ 2 − 1 ) ⋅ D U k ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 μ a d t + ∬ P 1 + ( 0 , 1 ) D U i ⋅ Ω k i ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 μ a d t = I + I I + I I I + I V + V + V I . \begin{aligned}
\iint_{P^+_1(0,1)} |DU|^2\eta^2\mu_a\,dt
={}&-\iint_{P^+_1(0,1)}\partial_tU^k(U^k-(U^k)^a_{(0,1),2r,+})\eta^2\mu_a\,dt\\
&-\iint_{P^+_1(0,1)}DU^k(U^k-(U^k)^a_{(0,1),2r,+})\cdot D\eta^2\mu_a\,dt\\
&+\iint_{P^+_1(0,1)}\frac{1}{2}\partial_t(|U|^2-1)U^k(U^k-(U^k)^a_{(0,1),2r,+})\eta^2\mu_a\,dt\\
&+\iint_{P^+_1(0,1)}\frac{1}{2}D(|U|^2-1)U^k\cdot D((U^k-(U^k)^a_{(0,1),2r,+})\eta^2)\mu_a\,dt\\
&+\iint_{P^+_1(0,1)}D(|U|^2-1)\cdot DU^k(U^k-(U^k)^a_{(0,1),2r,+})\eta^2\mu_a\,dt\\
&+\iint_{P^+_1(0,1)}DU^i\cdot\Omega^{ki}(U^k-(U^k)^a_{(0,1),2r,+})\eta^2\mu_a\,dt\\
={}&I+II+III+IV+V+VI.
\end{aligned} ∬ P 1 + ( 0 , 1 ) ∣ D U ∣ 2 η 2 μ a d t = = − ∬ P 1 + ( 0 , 1 ) ∂ t U k ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 μ a d t − ∬ P 1 + ( 0 , 1 ) D U k ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) ⋅ D η 2 μ a d t + ∬ P 1 + ( 0 , 1 ) 2 1 ∂ t ( ∣ U ∣ 2 − 1 ) U k ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 μ a d t + ∬ P 1 + ( 0 , 1 ) 2 1 D ( ∣ U ∣ 2 − 1 ) U k ⋅ D (( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 ) μ a d t + ∬ P 1 + ( 0 , 1 ) D ( ∣ U ∣ 2 − 1 ) ⋅ D U k ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 μ a d t + ∬ P 1 + ( 0 , 1 ) D U i ⋅ Ω k i ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 μ a d t I + I I + I I I + I V + V + V I .
Before estimating I , I I , I I I , I V , V I,II,III,IV,V I , I I , I I I , I V , V , recall Lemma 3.2, (3.6), Lemma 4.3, and Lemma 4.4 imply that there exists θ 0 ∈ ( 0 , 1 4 ) \theta_0\in(0,\frac14) θ 0 ∈ ( 0 , 4 1 ) such that
∣ 1 − ∣ U ( z ) ∣ ∣ = dist ( U ( z ) , S ℓ − 1 ) ≤ C ε 0 , ∀ z ∈ P 2 θ 0 + ( 0 , 1 ) . (24) |1-|U(z)||=\operatorname{dist}(U(z),\mathbb{S}^{\ell-1})\le C\varepsilon_0,\quad\forall z\in P^+_{2\theta_0}(0,1). \tag*{(24)} ∣1 − ∣ U ( z ) ∣∣ = dist ( U ( z ) , S ℓ − 1 ) ≤ C ε 0 , ∀ z ∈ P 2 θ 0 + ( 0 , 1 ) . (24)
In particular, ∣ U ∣ ≤ 2 |U|\le2 ∣ U ∣ ≤ 2 on P 2 θ 0 + ( 0 , 1 ) P^+_{2\theta_0}(0,1) P 2 θ 0 + ( 0 , 1 ) if ε 0 > 0 \varepsilon_0>0 ε 0 > 0 is chosen to be sufficiently small.
For 0 < r < min { 1 8 , θ 0 2 } 0<r<\min\{\frac18,\frac{\theta_0}{2}\} 0 < r < min { 8 1 , 2 θ 0 } , by Young’s inequality, the terms I , I I , I I I I,II,III I , I I , I I I are bounded as follows
∣ I ∣ ≤ ε 0 ( 2 r ) 2 ∬ P 2 r + ( 0 , 1 ) ∣ ∂ t U ∣ 2 μ a d t + C ε 0 − 1 r − 2 ∬ P 2 r + ( 0 , 1 ) ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 2 μ a d t , |I|\le\varepsilon_0(2r)^2\iint_{P^+_{2r}(0,1)}|\partial_tU|^2\mu_a\,dt+C\varepsilon_0^{-1}r^{-2}\iint_{P^+_{2r}(0,1)}|U-(U)^a_{(0,1),2r,+}|^2\mu_a\,dt, ∣ I ∣ ≤ ε 0 ( 2 r ) 2 ∬ P 2 r + ( 0 , 1 ) ∣ ∂ t U ∣ 2 μ a d t + C ε 0 − 1 r − 2 ∬ P 2 r + ( 0 , 1 ) ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 2 μ a d t ,
∣ I I ∣ ≤ ε 0 ∬ P 2 r + ( 0 , 1 ) ∣ D U ∣ 2 μ a d t + C ε 0 r − 2 ∬ P 2 r + ( 0 , 1 ) ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 2 μ a d t , |II|\le\varepsilon_0\iint_{P^+_{2r}(0,1)}|DU|^2\mu_a\,dt+C\varepsilon_0r^{-2}\iint_{P^+_{2r}(0,1)}|U-(U)^a_{(0,1),2r,+}|^2\mu_a\,dt, ∣ I I ∣ ≤ ε 0 ∬ P 2 r + ( 0 , 1 ) ∣ D U ∣ 2 μ a d t + C ε 0 r − 2 ∬ P 2 r + ( 0 , 1 ) ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 2 μ a d t ,
∣ I I I ∣ ≤ 1 4 ε 0 ( 2 r ) 2 ∥ U ∥ L ∞ ( P 1 4 + ( 0 , 1 ) ) 2 ∬ P 2 r + ( 0 , 1 ) ∣ ∂ t U ∣ 2 μ a d t + C ε 0 r − 2 ∬ P 2 r + ( 0 , 1 ) ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 2 μ a d t ≤ ε 0 ( 2 r ) 2 ∬ P 2 r + ( 0 , 1 ) ∣ ∂ t U ∣ 2 μ a d t + C ε 0 r − 2 ∬ P 2 r + ( 0 , 1 ) ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 2 μ a d t . \begin{aligned}
|III|
&\le\frac14\varepsilon_0(2r)^2\|U\|^2_{L^\infty(P^+_{\frac14}(0,1))}\iint_{P^+_{2r}(0,1)}|\partial_tU|^2\mu_a\,dt\\
&\quad+C\varepsilon_0r^{-2}\iint_{P^+_{2r}(0,1)}|U-(U)^a_{(0,1),2r,+}|^2\mu_a\,dt\\
&\le\varepsilon_0(2r)^2\iint_{P^+_{2r}(0,1)}|\partial_tU|^2\mu_a\,dt+C\varepsilon_0r^{-2}\iint_{P^+_{2r}(0,1)}|U-(U)^a_{(0,1),2r,+}|^2\mu_a\,dt.
\end{aligned} ∣ I I I ∣ ≤ 4 1 ε 0 ( 2 r ) 2 ∥ U ∥ L ∞ ( P 4 1 + ( 0 , 1 )) 2 ∬ P 2 r + ( 0 , 1 ) ∣ ∂ t U ∣ 2 μ a d t + C ε 0 r − 2 ∬ P 2 r + ( 0 , 1 ) ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 2 μ a d t ≤ ε 0 ( 2 r ) 2 ∬ P 2 r + ( 0 , 1 ) ∣ ∂ t U ∣ 2 μ a d t + C ε 0 r − 2 ∬ P 2 r + ( 0 , 1 ) ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 2 μ a d t .
To estimate I V IV I V , observe that ( ∣ U ∣ 2 − 1 ) η 2 = 0 (|U|^2-1)\eta^2=0 ( ∣ U ∣ 2 − 1 ) η 2 = 0 on ∂ P 1 + ( 0 , 1 ) \partial P^+_1(0,1) ∂ P 1 + ( 0 , 1 ) . Integrating by parts yields
I V = ∬ P 1 + ( 0 , 1 ) [ D ( ∣ U ∣ 2 − 1 ) ⟨ U , D U ⟩ η 2 + D ( ∣ U ∣ 2 − 1 ) ⟨ U , U − ( U ) ( 0 , 1 ) , 2 r , + a ⟩ D η 2 ] μ a d t = − ∬ P 1 + ( 0 , 1 ) ( ∣ U ∣ 2 − 1 ) div X ( y a ⟨ U , D U ⟩ η 2 ) μ a d t + ∬ P 1 + ( 0 , 1 ) D ( ∣ U ∣ 2 − 1 ) ⟨ U , U − ( U ) ( 0 , 1 ) , 2 r , + a ⟩ D η 2 μ a d t = − ∬ P 1 + ( 0 , 1 ) ( ∣ U ∣ 2 − 1 ) ( ⟨ U , ∂ t U ⟩ η 2 + ∣ D U ∣ 2 η 2 + ⟨ U , D U ⟩ D η 2 ) μ a d t + ∬ P 1 + ( 0 , 1 ) D ( ∣ U ∣ 2 − 1 ) ⟨ U , U − ( U ) ( 0 , 1 ) , 2 r , + a ⟩ D η 2 μ a d t = I V 1 + I V 2 . \begin{aligned}
IV
={}&\iint_{P^+_1(0,1)}
\left[D(|U|^2-1)\langle U,DU\rangle\eta^2+D(|U|^2-1)\langle U,U-(U)^a_{(0,1),2r,+}\rangle D\eta^2\right]\mu_a\,dt\\
={}&-\iint_{P^+_1(0,1)}(|U|^2-1)\operatorname{div}_X(y^a\langle U,DU\rangle\eta^2)\mu_a\,dt\\
&+\iint_{P^+_1(0,1)}D(|U|^2-1)\langle U,U-(U)^a_{(0,1),2r,+}\rangle D\eta^2\mu_a\,dt\\
={}&-\iint_{P^+_1(0,1)}(|U|^2-1)
\left(\langle U,\partial_tU\rangle\eta^2+|DU|^2\eta^2+\langle U,DU\rangle D\eta^2\right)\mu_a\,dt\\
&+\iint_{P^+_1(0,1)}D(|U|^2-1)\langle U,U-(U)^a_{(0,1),2r,+}\rangle D\eta^2\mu_a\,dt\\
={}&IV_1+IV_2.
\end{aligned} I V = = = = ∬ P 1 + ( 0 , 1 ) [ D ( ∣ U ∣ 2 − 1 ) ⟨ U , D U ⟩ η 2 + D ( ∣ U ∣ 2 − 1 ) ⟨ U , U − ( U ) ( 0 , 1 ) , 2 r , + a ⟩ D η 2 ] μ a d t − ∬ P 1 + ( 0 , 1 ) ( ∣ U ∣ 2 − 1 ) div X ( y a ⟨ U , D U ⟩ η 2 ) μ a d t + ∬ P 1 + ( 0 , 1 ) D ( ∣ U ∣ 2 − 1 ) ⟨ U , U − ( U ) ( 0 , 1 ) , 2 r , + a ⟩ D η 2 μ a d t − ∬ P 1 + ( 0 , 1 ) ( ∣ U ∣ 2 − 1 ) ( ⟨ U , ∂ t U ⟩ η 2 + ∣ D U ∣ 2 η 2 + ⟨ U , D U ⟩ D η 2 ) μ a d t + ∬ P 1 + ( 0 , 1 ) D ( ∣ U ∣ 2 − 1 ) ⟨ U , U − ( U ) ( 0 , 1 ) , 2 r , + a ⟩ D η 2 μ a d t I V 1 + I V 2 .
Applying (3.8) and Hölder’s inequality, we can bound I V 1 IV_1 I V 1 by
∣ I V 1 ∣ ≤ ∥ ∣ U ∣ 2 − 1 ∥ L ∞ ( P 1 4 + ( 0 , 1 ) ) ∬ P 1 + ( 0 , 1 ) ∣ D U ∣ 2 η 2 μ a d t + 2 ∬ P 1 4 + ( 0 , 1 ) ∣ U ∣ 2 − 1 ∣ ( ∣ ∂ t U ∣ η 2 + ∣ D U ∣ ∣ D η 2 ∣ ) μ a d t ≤ ε 0 2 ∬ P 2 r + ( 0 , 1 ) ( r 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t + C ε 0 − 1 r − 2 ∬ P 2 r + ( 0 , 1 ) ( ∣ U ∣ 2 − 1 ) 2 μ a d t . \begin{aligned}
|IV_1| &\le\| |U|^2-1\|_{L^\infty(P_{\frac{1}{4}}^+(0,1))}\iint_{P_1^+(0,1)} |DU|^2\eta^2\,\mu_a\,dt \\
&\quad+2\iint_{P^+_{\frac{1}{4}}(0,1)} |U|^2-1|(|\partial_t U|\eta^2+|DU||D\eta^2|)\,\mu_a\,dt \\
&\le\frac{\varepsilon_0}{2}\iint_{P^+_{2r}(0,1)}(r^2|\partial_t U|^2+|DU|^2)\,\mu_a\,dt+C\varepsilon_0^{-1}r^{-2}\iint_{P^+_{2r}(0,1)}(|U|^2-1)^2\,\mu_a\,dt.
\end{aligned} ∣ I V 1 ∣ ≤ ∥∣ U ∣ 2 − 1 ∥ L ∞ ( P 4 1 + ( 0 , 1 )) ∬ P 1 + ( 0 , 1 ) ∣ D U ∣ 2 η 2 μ a d t + 2 ∬ P 4 1 + ( 0 , 1 ) ∣ U ∣ 2 − 1∣ ( ∣ ∂ t U ∣ η 2 + ∣ D U ∣∣ D η 2 ∣ ) μ a d t ≤ 2 ε 0 ∬ P 2 r + ( 0 , 1 ) ( r 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t + C ε 0 − 1 r − 2 ∬ P 2 r + ( 0 , 1 ) ( ∣ U ∣ 2 − 1 ) 2 μ a d t .
while I V 2 IV_2 I V 2 can be bounded by
∣ I V 2 ∣ ≤ ε 0 2 ∬ P 2 r + ( 0 , 1 ) ∣ D U ∣ 2 μ a d t + C ε 0 − 1 r − 2 ∬ P 2 r + ( 0 , 1 ) ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 2 μ a d t . |IV_2|\le\frac{\varepsilon_0}{2}\iint_{P^+_{2r}(0,1)}|DU|^2\,\mu_a\,dt+C\varepsilon_0^{-1}r^{-2}\iint_{P^+_{2r}(0,1)}|U-(U)^a_{(0,1),2r,+}|^2\,\mu_a\,dt. ∣ I V 2 ∣ ≤ 2 ε 0 ∬ P 2 r + ( 0 , 1 ) ∣ D U ∣ 2 μ a d t + C ε 0 − 1 r − 2 ∬ P 2 r + ( 0 , 1 ) ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 2 μ a d t .
Substituting the estimates of I V 1 IV_1 I V 1 and I V 2 IV_2 I V 2 into that of I V IV I V , we arrive at
∣ I V ∣ ≤ ε 0 ∬ P 2 r + ( 0 , 1 ) ( r 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t + C ε 0 − 1 r − 2 ∬ P 2 r + ( 0 , 1 ) ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 2 μ a d t + C ε 0 − 1 r − 2 ∬ P 2 r + ( 0 , 1 ) ( ∣ U ∣ 2 − 1 ) 2 μ a d t . \begin{aligned}
|IV|&\le\varepsilon_0\iint_{P^+_{2r}(0,1)}(r^2|\partial_t U|^2+|DU|^2)\,\mu_a\,dt+C\varepsilon_0^{-1}r^{-2}\iint_{P^+_{2r}(0,1)}|U-(U)^a_{(0,1),2r,+}|^2\,\mu_a\,dt\\
&\quad+C\varepsilon_0^{-1}r^{-2}\iint_{P^+_{2r}(0,1)}(|U|^2-1)^2\,\mu_a\,dt.
\end{aligned} ∣ I V ∣ ≤ ε 0 ∬ P 2 r + ( 0 , 1 ) ( r 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t + C ε 0 − 1 r − 2 ∬ P 2 r + ( 0 , 1 ) ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 2 μ a d t + C ε 0 − 1 r − 2 ∬ P 2 r + ( 0 , 1 ) ( ∣ U ∣ 2 − 1 ) 2 μ a d t .
The term V V V can be handled similarly to I V IV I V . Integrating by parts, we obtain
∣ V ∣ = ∣ ∬ P r + ( 0 , 1 ) ( ∣ U ∣ 2 − 1 ) ( ∂ t U ⋅ ( U − ( U ) ( 0 , 1 ) , 2 r , + a ) η 2 + ∣ D U ∣ 2 η 2 + D U ( U − ( U ) ( 0 , 1 ) , 2 r , + a ) ⋅ D η 2 ) μ a d t ∣ ≤ ∥ ∣ U ∣ 2 − 1 ∥ L ∞ ( P 1 4 + ( 0 , 1 ) ) ∬ P 2 r + ( 0 , 1 ) ( ( r ∣ ∂ t U ∣ + ∣ D U ∣ ) r − 1 ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ + ∣ D U ∣ 2 ) μ a d t ≤ ε 0 ∬ P 2 r + ( 0 , 1 ) ( r 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t + C ε 0 r − 2 ∬ P 2 r + ( 0 , 1 ) ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 2 μ a d t . \begin{aligned}
|V|=\left|\iint_{P^+_r(0,1)}(|U|^2-1)\left(\partial_tU\cdot(U-(U)^a_{(0,1),2r,+})\eta^2+|DU|^2\eta^2+DU(U-(U)^a_{(0,1),2r,+})\cdot D\eta^2\right)\,\mu_a\,dt\right| \\
&\le\| |U|^2-1\|_{L^\infty(P^+_{\frac{1}{4}}(0,1))}\iint_{P^+_{2r}(0,1)}\left((r|\partial_tU|+|DU|)r^{-1}|U-(U)^a_{(0,1),2r,+}|+|DU|^2\right)\,\mu_a\,dt \\
&\le\varepsilon_0\iint_{P^+_{2r}(0,1)}(r^2|\partial_tU|^2+|DU|^2)\,\mu_a\,dt+C\varepsilon_0r^{-2}\iint_{P^+_{2r}(0,1)}|U-(U)^a_{(0,1),2r,+}|^2\,\mu_a\,dt.
\end{aligned} ∣ V ∣ = ∬ P r + ( 0 , 1 ) ( ∣ U ∣ 2 − 1 ) ( ∂ t U ⋅ ( U − ( U ) ( 0 , 1 ) , 2 r , + a ) η 2 + ∣ D U ∣ 2 η 2 + D U ( U − ( U ) ( 0 , 1 ) , 2 r , + a ) ⋅ D η 2 ) μ a d t ≤ ∥∣ U ∣ 2 − 1 ∥ L ∞ ( P 4 1 + ( 0 , 1 )) ∬ P 2 r + ( 0 , 1 ) ( ( r ∣ ∂ t U ∣ + ∣ D U ∣ ) r − 1 ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ + ∣ D U ∣ 2 ) μ a d t ≤ ε 0 ∬ P 2 r + ( 0 , 1 ) ( r 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t + C ε 0 r − 2 ∬ P 2 r + ( 0 , 1 ) ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 2 μ a d t .
In order to estimate V I VI V I , we first apply (2.2) of Lemma 2.2 to write
V I = ∫ 1 − 4 r 2 1 + 4 r 2 ∫ B 2 r + ( 0 ) D U i ⋅ Ω k i ( U k − ( U ) ( 0 , 1 ) , 2 r , + a ) η 2 μ a d t = − ∫ 1 − 4 r 2 1 + 4 r 2 ∫ B 2 r + ( 0 ) ( U i − ( U i ) ( 0 , 1 ) , 2 r , + a ) ( U i ∂ t U k − U k ∂ t U i ) ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 μ a d t − ∫ 1 − 4 r 2 1 + 4 r 2 ∫ B 2 r + ( 0 ) ( U i − ( U i ) ( 0 , 1 ) , 2 r , + a ) Ω k i D ( ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 ) μ a d t = V I 1 + V I 2 . \begin{aligned}
VI={}&\int_{1-4r^2}^{1+4r^2}\int_{B^+_{2r}(0)}DU^i\cdot\Omega^{ki}(U^k-(U)^a_{(0,1),2r,+})\eta^2\,\mu_a\,dt\\
={}&-\int_{1-4r^2}^{1+4r^2}\int_{B^+_{2r}(0)}(U^i-(U^i)^a_{(0,1),2r,+})(U^i\partial_tU^k-U^k\partial_tU^i)(U^k-(U^k)^a_{(0,1),2r,+})\eta^2\,\mu_a\,dt\\
&-\int_{1-4r^2}^{1+4r^2}\int_{B^+_{2r}(0)}(U^i-(U^i)^a_{(0,1),2r,+})\Omega^{ki}D((U^k-(U^k)^a_{(0,1),2r,+})\eta^2)\,\mu_a\,dt\\
={}&VI_1+VI_2.
\end{aligned} V I = = = ∫ 1 − 4 r 2 1 + 4 r 2 ∫ B 2 r + ( 0 ) D U i ⋅ Ω k i ( U k − ( U ) ( 0 , 1 ) , 2 r , + a ) η 2 μ a d t − ∫ 1 − 4 r 2 1 + 4 r 2 ∫ B 2 r + ( 0 ) ( U i − ( U i ) ( 0 , 1 ) , 2 r , + a ) ( U i ∂ t U k − U k ∂ t U i ) ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 μ a d t − ∫ 1 − 4 r 2 1 + 4 r 2 ∫ B 2 r + ( 0 ) ( U i − ( U i ) ( 0 , 1 ) , 2 r , + a ) Ω k i D (( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 ) μ a d t V I 1 + V I 2 .
By Hölder’s inequality, V I 1 VI_1 V I 1 can be bounded by
∣ V I 1 ∣ ≤ ε 0 2 ∬ P 2 r + ( 0 , 1 ) r 2 ∣ ∂ t U ∣ 2 μ a d t + C ε 0 − 1 r − 2 ∬ P 2 r + ( 0 , 1 ) ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 4 μ a d t . |VI_1|\le\frac{\varepsilon_0}{2}\iint_{P^+_{2r}(0,1)}r^2|\partial_tU|^2\,\mu_a\,dt+C\varepsilon_0^{-1}r^{-2}\iint_{P^+_{2r}(0,1)}|U-(U)^a_{(0,1),2r,+}|^4\,\mu_a\,dt. ∣ V I 1 ∣ ≤ 2 ε 0 ∬ P 2 r + ( 0 , 1 ) r 2 ∣ ∂ t U ∣ 2 μ a d t + C ε 0 − 1 r − 2 ∬ P 2 r + ( 0 , 1 ) ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 4 μ a d t .
The estimate of main term V I 2 VI_2 V I 2 requires Hardy and BMO duality. For a.e. t ∈ ( 1 − 4 r 2 , 1 + 4 r 2 ) t\in(1-4r^2,1+4r^2) t ∈ ( 1 − 4 r 2 , 1 + 4 r 2 ) , observe that y a Ω k i ( ⋅ , t ) ∈ L 2 ( B 2 r + ( 0 ) , μ − a ) y^a\Omega^{ki}(\cdot,t)\in L^2(B^+_{2r}(0),\mu_{-a}) y a Ω k i ( ⋅ , t ) ∈ L 2 ( B 2 r + ( 0 ) , μ − a ) with weight μ − a = y − a d X \mu_{-a}=y^{-a}dX μ − a = y − a d X . Since y − a y^{-a} y − a is an A 2 A_2 A 2 -weight, the Hodge decomposition guarantees that there exist
G k i ( t ) ∈ H 1 ( B 2 r + ( 0 ) , μ − a ) and H k i ( t ) ∈ H 0 1 ( B 2 r + ( 0 ) , μ − a ; ∧ 2 R m + 1 ) G^{ki}(t)\in H^1(B^+_{2r}(0),\mu_{-a})\quad\text{and}\quad H^{ki}(t)\in H^1_0(B^+_{2r}(0),\mu_{-a};\wedge^2\mathbb{R}^{m+1}) G k i ( t ) ∈ H 1 ( B 2 r + ( 0 ) , μ − a ) and H k i ( t ) ∈ H 0 1 ( B 2 r + ( 0 ) , μ − a ; ∧ 2 R m + 1 )
such that
y a Ω k i ( ⋅ , t ) = D G k i ( t ) + curl H k i ( t ) in B 2 r + ( 0 ) , (25) y^{a}\Omega^{ki}(\cdot,t)=DG^{ki}(t)+\operatorname{curl}H^{ki}(t)\quad\text{in }B^+_{2r}(0), \tag*{(25)} y a Ω k i ( ⋅ , t ) = D G k i ( t ) + curl H k i ( t ) in B 2 r + ( 0 ) , (25)
and
∫ B 2 r + ( 0 ) ∣ D G k i ( t ) ∣ 2 μ − a + ∫ B 2 r + ( 0 ) ∣ D H k i ( t ) ∣ 2 μ − a ≤ C ∫ B 2 r + ( 0 ) ( y a ∣ Ω k i ( ⋅ , t ) ∣ ) 2 ( X , t ) μ − a = C ∫ B 2 r + ( 0 ) ∣ Ω k i ( ⋅ , t ) ∣ 2 ( X , t ) μ a . (26) \int_{B^+_{2r}(0)}|DG^{ki}(t)|^2\mu_{-a}+\int_{B^+_{2r}(0)}|DH^{ki}(t)|^2\mu_{-a}
\le C\int_{B^+_{2r}(0)}(y^a|\Omega^{ki}(\cdot,t)|)^2(X,t)\mu_{-a}
=C\int_{B^+_{2r}(0)}|\Omega^{ki}(\cdot,t)|^2(X,t)\mu_a. \tag*{(26)} ∫ B 2 r + ( 0 ) ∣ D G k i ( t ) ∣ 2 μ − a + ∫ B 2 r + ( 0 ) ∣ D H k i ( t ) ∣ 2 μ − a ≤ C ∫ B 2 r + ( 0 ) ( y a ∣ Ω k i ( ⋅ , t ) ∣ ) 2 ( X , t ) μ − a = C ∫ B 2 r + ( 0 ) ∣ Ω k i ( ⋅ , t ) ∣ 2 ( X , t ) μ a . (26)
In view of (2.2), G k i ( t ) G^{ki}(t) G k i ( t ) solves the Neumann boundary value problem
{ − Δ X G k i ( t ) = y a ( U i ∂ t U k − U k ∂ t U i ) ( ⋅ , t ) in B 2 r + ( 0 ) , ∂ G k i ( t ) ∂ y = 0 on ∂ B 2 r + ( 0 ) ∩ ∂ R + m + 1 . (27) \begin{cases}
-\Delta_XG^{ki}(t)=y^a(U^i\partial_tU^k-U^k\partial_tU^i)(\cdot,t)&\text{in }B^+_{2r}(0),\\
\dfrac{\partial G^{ki}(t)}{\partial y}=0&\text{on }\partial B^+_{2r}(0)\cap\partial\mathbb{R}^{m+1}_+. \tag*{(27)}
\end{cases} ⎩ ⎨ ⎧ − Δ X G k i ( t ) = y a ( U i ∂ t U k − U k ∂ t U i ) ( ⋅ , t ) ∂ y ∂ G k i ( t ) = 0 in B 2 r + ( 0 ) , on ∂ B 2 r + ( 0 ) ∩ ∂ R + m + 1 . (27)
By the y − a y^{-a} y − a -weighted W 2 , 2 W^{2,2} W 2 , 2 -estimate, we have that G k i ∈ H 2 ( B 3 r 2 + ( 0 ) , μ − a ) G^{ki}\in H^2(B^+_{\frac{3r}{2}}(0),\mu_{-a}) G k i ∈ H 2 ( B 2 3 r + ( 0 ) , μ − a ) , and
∫ B 3 r 2 + ( 0 ) ( ∣ D G k i ∣ 2 ( X , t ) + r 2 ∣ D 2 G k i ∣ 2 ( X , t ) ) μ − a ≤ C ∫ B 2 r + ( 0 ) ( ∣ D G k i ∣ 2 ( X , t ) + r 2 y 2 a ∣ ∂ t U ∣ 2 ( X , t ) ) μ − a ≤ C ∫ B 2 r + ( 0 ) ( ∣ y ∣ 2 a ∣ Ω k i ∣ 2 ( X , t ) + r 2 y 2 a ∣ ∂ t U ∣ 2 ( X , t ) ) μ − a ≤ C ∫ B 2 r + ( 0 ) ( ∣ D U ∣ 2 ( X , t ) + r 2 ∣ ∂ t U ∣ 2 ( X , t ) ) μ a . (28) \begin{aligned}
\int_{B^+_{\frac{3r}{2}}(0)}\left(|DG^{ki}|^2(X,t)+r^2|D^2G^{ki}|^2(X,t)\right)\mu_{-a}
\le C\int_{B^+_{2r}(0)}\left(|DG^{ki}|^2(X,t)+r^2y^{2a}|\partial_tU|^2(X,t)\right)\mu_{-a} \\
&\le C\int_{B^+_{2r}(0)}\left(|y|^{2a}|\Omega^{ki}|^2(X,t)+r^2y^{2a}|\partial_tU|^2(X,t)\right)\mu_{-a}
\le C\int_{B^+_{2r}(0)}\left(|DU|^2(X,t)+r^2|\partial_tU|^2(X,t)\right)\mu_a. \tag*{(28)}
\end{aligned} ∫ B 2 3 r + ( 0 ) ( ∣ D G k i ∣ 2 ( X , t ) + r 2 ∣ D 2 G k i ∣ 2 ( X , t ) ) μ − a ≤ C ∫ B 2 r + ( 0 ) ( ∣ D G k i ∣ 2 ( X , t ) + r 2 y 2 a ∣ ∂ t U ∣ 2 ( X , t ) ) μ − a ≤ C ∫ B 2 r + ( 0 ) ( ∣ y ∣ 2 a ∣ Ω k i ∣ 2 ( X , t ) + r 2 y 2 a ∣ ∂ t U ∣ 2 ( X , t ) ) μ − a ≤ C ∫ B 2 r + ( 0 ) ( ∣ D U ∣ 2 ( X , t ) + r 2 ∣ ∂ t U ∣ 2 ( X , t ) ) μ a . (28)
By the y a y^a y a -weighted Sobolev inequality (7.6), (3.12) yields
∥ D G k i ( t ) ∥ L 2 a ∗ ( B 3 r 2 + ( 0 ) , μ − a ) ≤ C ( ∥ D 2 G k i ( t ) ∥ L 2 ( B 3 r 2 + ( 0 ) , μ − a ) + r − 1 ∥ D G k i ( t ) ∥ L 2 ( B 3 r 2 + ( 0 ) , μ − a ) ) ≤ C r − 1 ( ∥ D U ( ⋅ , t ) ∥ L 2 ( B 2 r + ( 0 ) , μ a ) + r ∥ ∂ t U ( ⋅ , t ) ∥ L 2 ( B 2 r + ( 0 ) , μ a ) ) , \begin{aligned}
\|DG^{ki}(t)\|_{L^{2_a^*}(B^+_{\frac{3r}{2}}(0),\mu_{-a})}
\le C\left(\|D^2G^{ki}(t)\|_{L^2(B^+_{\frac{3r}{2}}(0),\mu_{-a})}+r^{-1}\|DG^{ki}(t)\|_{L^2(B^+_{\frac{3r}{2}}(0),\mu_{-a})}\right) \\
&\le Cr^{-1}\left(\|DU(\cdot,t)\|_{L^2(B^+_{2r}(0),\mu_a)}+r\|\partial_tU(\cdot,t)\|_{L^2(B^+_{2r}(0),\mu_a)}\right),
\end{aligned} ∥ D G k i ( t ) ∥ L 2 a ∗ ( B 2 3 r + ( 0 ) , μ − a ) ≤ C ( ∥ D 2 G k i ( t ) ∥ L 2 ( B 2 3 r + ( 0 ) , μ − a ) + r − 1 ∥ D G k i ( t ) ∥ L 2 ( B 2 3 r + ( 0 ) , μ − a ) ) ≤ C r − 1 ( ∥ D U ( ⋅ , t ) ∥ L 2 ( B 2 r + ( 0 ) , μ a ) + r ∥ ∂ t U ( ⋅ , t ) ∥ L 2 ( B 2 r + ( 0 ) , μ a ) ) ,
where
2 a ∗ = { 2 ( m + 1 − a ) m − 1 − a , m ≥ 2 or m = 1 and a < 0 , ∞ , m = 1 and a > 0. 2_a^*=
\begin{cases}
\dfrac{2(m+1-a)}{m-1-a},&m\ge2\text{ or }m=1\text{ and }a<0,\\
\infty,&m=1\text{ and }a>0.
\end{cases} 2 a ∗ = ⎩ ⎨ ⎧ m − 1 − a 2 ( m + 1 − a ) , ∞ , m ≥ 2 or m = 1 and a < 0 , m = 1 and a > 0.
Combining condition (3.6), the interior Hölder continuity of U U U , the energy monotonicity inequality (4.11), and the local energy inequality (4.16) and the y a y^a y a -weighted Poincaré inequality, there exists θ 0 ∈ ( 0 , 1 ) \theta_0\in(0,1) θ 0 ∈ ( 0 , 1 ) , depending only on ε 0 , t 0 , E 0 \varepsilon_0,t_0,E_0 ε 0 , t 0 , E 0 , such that
1 ∣ P r + ( z ) ∣ a ∬ P r + ( z ) ∣ U − ( U ) z , r , + a ∣ 2 μ a d t ≤ C r 2 ∣ P r + ( z ) ∣ a ∬ P r + ( z ) ( r 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t ≤ C ∬ P 1 2 + ( 0 , 1 ) ( ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t ≤ C ε 0 2 . (29) \begin{aligned}
\frac{1}{|P_r^+(z)|_a}\iint_{P_r^+(z)}|U-(U)^a_{z,r,+}|^2\mu_a\,dt
\le\frac{Cr^2}{|P_r^+(z)|_a}\iint_{P_r^+(z)}(r^2|\partial_tU|^2+|DU|^2)\mu_a\,dt \\
&\le C\iint_{P^+_{\frac12}(0,1)}(|\partial_tU|^2+|DU|^2)\mu_a\,dt
\le C\varepsilon_0^2. \tag*{(29)}
\end{aligned} ∣ P r + ( z ) ∣ a 1 ∬ P r + ( z ) ∣ U − ( U ) z , r , + a ∣ 2 μ a d t ≤ ∣ P r + ( z ) ∣ a C r 2 ∬ P r + ( z ) ( r 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t ≤ C ∬ P 2 1 + ( 0 , 1 ) ( ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t ≤ C ε 0 2 . (29)
holds for all z ∈ P 1 2 + ( 0 , 1 ) z \in P_{\frac{1}{2}}^+(0,1) z ∈ P 2 1 + ( 0 , 1 ) and 0 < r < θ 0 0<r<\theta_0 0 < r < θ 0 . This implies U ∈ BMO ( P θ 0 + ( 0 , 1 ) , μ a d t ) U\in\operatorname{BMO}(P_{\theta_0}^+(0,1),\mu_a dt) U ∈ BMO ( P θ 0 + ( 0 , 1 ) , μ a d t ) with bound
[ u ] BMO ( P θ 0 + ( 0 , 1 ) , μ a d t ) ≤ C ε 0 . (30) [u]_{\operatorname{BMO}(P_{\theta_0}^+(0,1),\mu_a dt)}\le C\varepsilon_0. \tag*{(30)} [ u ] BMO ( P θ 0 + ( 0 , 1 ) , μ a d t ) ≤ C ε 0 . (30)
Since y a y^a y a is a A 2 A_2 A 2 -weight, we can apply the weighted form of John-Nirenberg’s inequality (99) to obtain that for any z ∈ P θ 0 + ( 0 , 1 ) z\in P_{\theta_0}^+(0,1) z ∈ P θ 0 + ( 0 , 1 ) and 0 < r < θ 0 0<r<\theta_0 0 < r < θ 0 , ( U − ( U ) z , r , + a ) ∈ L p ( P r + ( z ) , μ a d t ) (U-(U)^a_{z,r,+})\in L^p(P_r^+(z),\mu_a dt) ( U − ( U ) z , r , + a ) ∈ L p ( P r + ( z ) , μ a d t ) for all p ∈ ( 1 , ∞ ) p\in(1,\infty) p ∈ ( 1 , ∞ ) , satisfying
1 ∣ P r + ( z ) ∣ a ∬ P r + ( z ) ∣ U − ( U ) z , r , + a ∣ p μ a d t ≤ C ( m , p ) [ u ] BMO ( P θ 0 + ( 0 , 1 ) , μ a d t ) p ≤ C ( m , p ) ε 0 p . (31) \frac{1}{|P_r^+(z)|_a}\iint_{P_r^+(z)}|U-(U)^a_{z,r,+}|^p\mu_a dt\le C(m,p)[u]_{\operatorname{BMO}(P_{\theta_0}^+(0,1),\mu_a dt)}^p\le C(m,p)\varepsilon_0^p. \tag*{(31)} ∣ P r + ( z ) ∣ a 1 ∬ P r + ( z ) ∣ U − ( U ) z , r , + a ∣ p μ a d t ≤ C ( m , p ) [ u ] BMO ( P θ 0 + ( 0 , 1 ) , μ a d t ) p ≤ C ( m , p ) ε 0 p . (31)
Decomposing I V 2 IV_2 I V 2 by (25) , we have
− V I 2 = ∫ 1 − 4 r 2 1 + 4 r 2 ∫ B 2 r + ( 0 ) ( U i − ( U i ) ( 0 , 1 ) , 2 r , + a ) Ω k i D ( ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 ) μ a d t = ∫ 1 − 4 r 2 1 + 4 r 2 ∫ B 2 r + ( 0 ) ( U i − ( U i ) ( 0 , 1 ) , 2 r , + a ) D G k i D ( ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 ) + ∫ 1 − 4 r 2 1 + 4 r 2 ∫ B 2 r + ( 0 ) ( U i − ( U i ) ( 0 , 1 ) , 2 r , + a ) curl H k i D ( ( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 ) = V I 21 + V I 22 . \begin{aligned}
-VI_2={}&\int_{1-4r^2}^{1+4r^2}\int_{B_{2r}^+(0)}(U^i-(U^i)^a_{(0,1),2r,+})\Omega^{ki}D((U^k-(U^k)^a_{(0,1),2r,+})\eta^2)\mu_a dt\\
={}&\int_{1-4r^2}^{1+4r^2}\int_{B_{2r}^+(0)}(U^i-(U^i)^a_{(0,1),2r,+})DG^{ki}D((U^k-(U^k)^a_{(0,1),2r,+})\eta^2)\\
&+\int_{1-4r^2}^{1+4r^2}\int_{B_{2r}^+(0)}(U^i-(U^i)^a_{(0,1),2r,+})\operatorname{curl}H^{ki}D((U^k-(U^k)^a_{(0,1),2r,+})\eta^2)\\
={}&VI_{21}+VI_{22}.
\end{aligned} − V I 2 = = = ∫ 1 − 4 r 2 1 + 4 r 2 ∫ B 2 r + ( 0 ) ( U i − ( U i ) ( 0 , 1 ) , 2 r , + a ) Ω k i D (( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 ) μ a d t ∫ 1 − 4 r 2 1 + 4 r 2 ∫ B 2 r + ( 0 ) ( U i − ( U i ) ( 0 , 1 ) , 2 r , + a ) D G k i D (( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 ) + ∫ 1 − 4 r 2 1 + 4 r 2 ∫ B 2 r + ( 0 ) ( U i − ( U i ) ( 0 , 1 ) , 2 r , + a ) curl H k i D (( U k − ( U k ) ( 0 , 1 ) , 2 r , + a ) η 2 ) V I 21 + V I 22 .
Using Hölder’s inequality with conjugate exponent ( 2 a ∗ ) ′ = 2 a ∗ 2 a ∗ − 1 (2_a^*)'=\frac{2_a^*}{2_a^*-1} ( 2 a ∗ ) ′ = 2 a ∗ − 1 2 a ∗ , V I 21 VI_{21} V I 21 is bounded by
∣ V I 21 ∣ ≤ ( ∫ 1 − 4 r 2 1 + 4 r 2 ∥ D G ∥ L a ∗ 2 ( B 2 r + ( 0 ) , μ − a ) 2 d t ) 1 2 ⋅ ( ∫ 1 − 4 r 2 1 + 4 r 2 ∥ D ( ( U − ( U ) ( 0 , 1 ) , 2 r , + a ) η 2 ) ( U − ( U ) ( 0 , 1 ) , 2 r , + a ) ∥ L ( 2 a ∗ ) ′ ( B 2 r + ( 0 ) , μ a ) 2 d t ) 1 2 ≤ C r − 1 ( ∬ P 2 r + ( 0 , 1 ) ( r 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t ) 1 2 ⋅ ( ∫ 1 − 4 r 2 1 + 4 r 2 ∥ r − 1 ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 2 + ∣ D U ∣ ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ ∥ L ( 2 a ∗ ) ′ ( B 2 r + ( 0 ) , μ a ) 2 d t ) 1 2 ≤ C r − 1 ( ∬ P 2 r + ( 0 , 1 ) ( r 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t ) 1 2 ⋅ ( ∫ 1 − 4 r 2 1 + 4 r 2 ∥ r − 1 ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 2 + ∣ D U ∣ ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ ∥ L ( 2 a ∗ ) ′ ( B 2 r + ( 0 ) , μ a ) 2 d t ) 1 2 ≤ C ε 0 ∬ P 2 r + ( 0 , 1 ) ( r 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t + C ε 0 − 1 r − 2 ∬ P 2 r + ( 0 , 1 ) ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 4 μ a d t . \begin{aligned}
|VI_{21}|\le{}&
\left(\int_{1-4r^2}^{1+4r^2}\|DG\|_{L^2_{a^*}(B_{2r}^+(0),\mu_{-a})}^2dt\right)^{\frac12}\\
&\cdot\left(\int_{1-4r^2}^{1+4r^2}\|D((U-(U)^a_{(0,1),2r,+})\eta^2)(U-(U)^a_{(0,1),2r,+})\|_{L^{(2_a^*)'}(B_{2r}^+(0),\mu_a)}^2dt\right)^{\frac12}\\
\le{}&Cr^{-1}\left(\iint_{P_{2r}^+(0,1)}(r^2|\partial_tU|^2+|DU|^2)\mu_a dt\right)^{\frac12}\\
&\cdot\left(\int_{1-4r^2}^{1+4r^2}\left\|r^{-1}|U-(U)^a_{(0,1),2r,+}|^2+|DU||U-(U)^a_{(0,1),2r,+}|\right\|_{L^{(2_a^*)'}(B_{2r}^+(0),\mu_a)}^2dt\right)^{\frac12}\\
\le{}&Cr^{-1}\left(\iint_{P_{2r}^+(0,1)}(r^2|\partial_tU|^2+|DU|^2)\mu_a dt\right)^{\frac12}\\
&\cdot\left(\int_{1-4r^2}^{1+4r^2}\left\|r^{-1}|U-(U)^a_{(0,1),2r,+}|^2+|DU||U-(U)^a_{(0,1),2r,+}|\right\|_{L^{(2_a^*)'}(B_{2r}^+(0),\mu_a)}^2dt\right)^{\frac12}\\
\le{}&C\varepsilon_0\iint_{P_{2r}^+(0,1)}(r^2|\partial_tU|^2+|DU|^2)\mu_a dt\\
&+C\varepsilon_0^{-1}r^{-2}\iint_{P_{2r}^+(0,1)}|U-(U)^a_{(0,1),2r,+}|^4\mu_a dt.
\end{aligned} ∣ V I 21 ∣ ≤ ≤ ≤ ≤ ( ∫ 1 − 4 r 2 1 + 4 r 2 ∥ D G ∥ L a ∗ 2 ( B 2 r + ( 0 ) , μ − a ) 2 d t ) 2 1 ⋅ ( ∫ 1 − 4 r 2 1 + 4 r 2 ∥ D (( U − ( U ) ( 0 , 1 ) , 2 r , + a ) η 2 ) ( U − ( U ) ( 0 , 1 ) , 2 r , + a ) ∥ L ( 2 a ∗ ) ′ ( B 2 r + ( 0 ) , μ a ) 2 d t ) 2 1 C r − 1 ( ∬ P 2 r + ( 0 , 1 ) ( r 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t ) 2 1 ⋅ ( ∫ 1 − 4 r 2 1 + 4 r 2 r − 1 ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 2 + ∣ D U ∣∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ L ( 2 a ∗ ) ′ ( B 2 r + ( 0 ) , μ a ) 2 d t ) 2 1 C r − 1 ( ∬ P 2 r + ( 0 , 1 ) ( r 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t ) 2 1 ⋅ ( ∫ 1 − 4 r 2 1 + 4 r 2 r − 1 ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 2 + ∣ D U ∣∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ L ( 2 a ∗ ) ′ ( B 2 r + ( 0 ) , μ a ) 2 d t ) 2 1 C ε 0 ∬ P 2 r + ( 0 , 1 ) ( r 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t + C ε 0 − 1 r − 2 ∬ P 2 r + ( 0 , 1 ) ∣ U − ( U ) ( 0 , 1 ) , 2 r , + a ∣ 4 μ a d t .
Finally, we estimate V I 22 VI_{22} V I 22 using the Hardy–BMO duality. Extending H k i ( t ) H^{ki}(t) H k i ( t ) by 0 0 0 outside B 2 r + ( 0 ) B_{2r}^+(0) B 2 r + ( 0 ) and U U U evenly across ∂ R + m + 1 \partial\mathbb{R}_+^{m+1} ∂ R + m + 1 , we apply the y a y^a y a -weighted parabolic div-curl Lemma 7.5 from Appendix to obtain
∣ V I 22 ∣ = ∣ ∫ 1 − 4 r 2 1 + 4 r 2 ∫ R + m + 1 ( U i − ( U i ) ( 0 , 1 ) , 2 r , + a ) ⋅ ( curl H k i ) ⋅ D ( ( U k − ( U k ) ( 0 , 1 ) , 2 r a ) η 2 ) ∣ ≤ C ∥ D ( ( U k − ( U k ) ( 0 , 1 ) , 2 r a ) η 2 ) ⋅ curl H k i ∥ H 1 ( R m + 1 × R ) [ U i ] BMO ( P 2 r + ( 0 , 1 ) ) ≤ C ∥ D U i ∥ L 2 ( P 2 r + ( 0 , 1 ) , μ a d t ) ∥ D H k i ∥ L 2 ( P 2 r + ( 0 , 1 ) , μ − a d t ) [ U i ] BMO ( P 2 r + ( 0 , 1 ) ) ≤ C ε 0 ∬ P 2 r + ( 0 , 1 ) ( r 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t . \begin{aligned}
|VI_{22}|&=\left|\int_{1-4r^2}^{1+4r^2}\int_{\mathbb{R}^{m+1}_+}\left(U^i-(U^i)^{a}_{(0,1),2r,+}\right)\cdot(\operatorname{curl}H^{ki})\cdot D\left((U^k-(U^k)^{a}_{(0,1),2r})\eta^2\right)\right|\\
&\le C\left\|D\left((U^k-(U^k)^{a}_{(0,1),2r})\eta^2\right)\cdot\operatorname{curl}H^{ki}\right\|_{\mathcal{H}^1(\mathbb{R}^{m+1}\times\mathbb{R})}\left[U^i\right]_{\operatorname{BMO}(P^+_{2r}(0,1))}\\
&\le C\left\|D U^i\right\|_{L^2(P^+_{2r}(0,1),\mu_a dt)}\left\|D H^{ki}\right\|_{L^2(P^+_{2r}(0,1),\mu_{-a}dt)}\left[U^i\right]_{\operatorname{BMO}(P^+_{2r}(0,1))}\\
&\le C\varepsilon_0\iint_{P^+_{2r}(0,1)}\left(r^2|\partial_tU|^2+|DU|^2\right)\mu_a dt.
\end{aligned} ∣ V I 22 ∣ = ∫ 1 − 4 r 2 1 + 4 r 2 ∫ R + m + 1 ( U i − ( U i ) ( 0 , 1 ) , 2 r , + a ) ⋅ ( curl H k i ) ⋅ D ( ( U k − ( U k ) ( 0 , 1 ) , 2 r a ) η 2 ) ≤ C D ( ( U k − ( U k ) ( 0 , 1 ) , 2 r a ) η 2 ) ⋅ curl H k i H 1 ( R m + 1 × R ) [ U i ] BMO ( P 2 r + ( 0 , 1 )) ≤ C D U i L 2 ( P 2 r + ( 0 , 1 ) , μ a d t ) D H k i L 2 ( P 2 r + ( 0 , 1 ) , μ − a d t ) [ U i ] BMO ( P 2 r + ( 0 , 1 )) ≤ C ε 0 ∬ P 2 r + ( 0 , 1 ) ( r 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t .
where we have used (3.10) and the BMO estimate (see (7.3))
[ U ] BMO ( P 2 r + ( 0 , 1 ) ) ≤ [ U ] BMO ( P θ 0 + ( 0 , 1 ) ) ≤ C [ U ] BMO ( P θ 0 + ( 0 , 1 ) , μ a d t ) ≤ C ( ∥ D U ∥ M 2 , 2 ( P 1 2 + ( 0 , 1 ) , μ a d t ) + ∥ ∂ t U ∥ M 2 , 4 ( P 1 2 + ( 0 , 1 ) , μ a d t ) ) ≤ C ε 0 . \begin{aligned}
\left[U\right]_{\operatorname{BMO}(P^+_{2r}(0,1))}\le\left[U\right]_{\operatorname{BMO}(P^+_{\theta_0}(0,1))}\le C\left[U\right]_{\operatorname{BMO}(P^+_{\theta_0}(0,1),\mu_a dt)} \\
&\le C\left(\|DU\|_{\mathcal{M}^{2,2}(P^+_{\frac12}(0,1),\mu_a dt)}+\|\partial_tU\|_{\mathcal{M}^{2,4}(P^+_{\frac12}(0,1),\mu_a dt)}\right) \\
&\le C\varepsilon_0.
\end{aligned} [ U ] BMO ( P 2 r + ( 0 , 1 )) ≤ [ U ] BMO ( P θ 0 + ( 0 , 1 )) ≤ C [ U ] BMO ( P θ 0 + ( 0 , 1 ) , μ a d t ) ≤ C ( ∥ D U ∥ M 2 , 2 ( P 2 1 + ( 0 , 1 ) , μ a d t ) + ∥ ∂ t U ∥ M 2 , 4 ( P 2 1 + ( 0 , 1 ) , μ a d t ) ) ≤ C ε 0 .
Combining the bounds for I I I through V I VI V I yields (3.7). This completes the proof □ \square □
Energy monotonicity inequality and local energy inequality
In this section, motivated by the definition of stationarity of heat flow of harmonic maps, we introduce the notation of stationary heat flow of s s s -harmonic maps and derive their fundamental properties.
For convenience, we first recall the Definition 1.2. Let ξ ( X , t ) ∈ C 0 ∞ ( R + m + 1 ‾ × ( 0 , ∞ ) , R m + 1 ) \xi(X,t)\in C^\infty_0(\overline{\mathbb{R}^{m+1}_+}\times(0,\infty),\mathbb{R}^{m+1}) ξ ( X , t ) ∈ C 0 ∞ ( R + m + 1 × ( 0 , ∞ ) , R m + 1 ) with ξ m + 1 ≥ 0 \xi^{m+1}\ge0 ξ m + 1 ≥ 0 and θ ( X , t ) ∈ C 0 ∞ ( R + m + 1 × ( 0 , ∞ ) ) \theta(X,t)\in C^\infty_0(\mathbb{R}^{m+1}_+\times(0,\infty)) θ ( X , t ) ∈ C 0 ∞ ( R + m + 1 × ( 0 , ∞ )) with θ ≥ 0 \theta\ge0 θ ≥ 0 , and let U ∈ L ∞ ( R + ; H 1 ( ( R + m + 1 , μ a ) , R ℓ ) ) ∩ H 1 ( R + ; L 2 ( ( R + m + 1 , μ a ) , R ℓ ) ) U\in L^\infty(\mathbb{R}_+;H^1((\mathbb{R}^{m+1}_+,\mu_a),\mathbb{R}^{\ell}))\cap H^1(\mathbb{R}_+;L^2((\mathbb{R}^{m+1}_+,\mu_a),\mathbb{R}^{\ell})) U ∈ L ∞ ( R + ; H 1 (( R + m + 1 , μ a ) , R ℓ )) ∩ H 1 ( R + ; L 2 (( R + m + 1 , μ a ) , R ℓ )) . For a sufficiently small τ > 0 \tau>0 τ > 0 , define the inner variation U τ U^\tau U τ of U U U by
U τ ( X , t ) = U ( X + τ ξ ( X , t ) , t + τ θ ( X , t ) ) , ( X , t ) ∈ R + m + 1 × [ 0 , ∞ ) . U^\tau(X,t)=U(X+\tau\xi(X,t),t+\tau\theta(X,t)),\qquad(X,t)\in\mathbb{R}^{m+1}_+\times[0,\infty). U τ ( X , t ) = U ( X + τ ξ ( X , t ) , t + τ θ ( X , t )) , ( X , t ) ∈ R + m + 1 × [ 0 , ∞ ) .
Definition 4.1 A weak solution U : R + m + 1 × ( 0 , ∞ ) → R ℓ U:\mathbb{R}^{m+1}_+\times(0,\infty)\to\mathbb{R}^{\ell} U : R + m + 1 × ( 0 , ∞ ) → R ℓ of (1.11) is called a stationary heat flow of s s s -harmonic maps, if the following inequality
2 ∬ R + m + 1 × R + ∂ t U ⋅ d d τ ∣ τ = 0 U τ μ a d t + d d τ ∣ τ = 0 ∬ R + m + 1 × R + ∣ D U τ ∣ 2 μ a d t ≤ 0. (32) 2\iint_{\mathbb{R}^{m+1}_+\times\mathbb{R}_+}\partial_tU\cdot\left.\frac{d}{d\tau}\right|_{\tau=0}U^\tau\mu_a dt+\left.\frac{d}{d\tau}\right|_{\tau=0}\iint_{\mathbb{R}^{m+1}_+\times\mathbb{R}_+}|DU^\tau|^2\mu_a dt\le0. \tag*{(32)} 2 ∬ R + m + 1 × R + ∂ t U ⋅ d τ d τ = 0 U τ μ a d t + d τ d τ = 0 ∬ R + m + 1 × R + ∣ D U τ ∣ 2 μ a d t ≤ 0. (32)
holds for all ξ ( X , t ) ∈ C 0 ∞ ( R + m + 1 ‾ × ( 0 , ∞ ) , R m + 1 ) \xi(X,t)\in C^\infty_0(\overline{\mathbb{R}^{m+1}_+}\times(0,\infty),\mathbb{R}^{m+1}) ξ ( X , t ) ∈ C 0 ∞ ( R + m + 1 × ( 0 , ∞ ) , R m + 1 ) , with ξ m + 1 ≥ 0 \xi^{m+1}\ge0 ξ m + 1 ≥ 0 and ξ m + 1 ( ( x , 0 ) , t ) = 0 \xi^{m+1}((x,0),t)=0 ξ m + 1 (( x , 0 ) , t ) = 0 for ( x , t ) ∈ R m × ( 0 , ∞ ) (x,t)\in\mathbb{R}^m\times(0,\infty) ( x , t ) ∈ R m × ( 0 , ∞ ) , and 0 ≤ θ ( X , t ) ∈ C 0 ∞ ( R + m + 1 × ( 0 , ∞ ) ) 0\le\theta(X,t)\in C^\infty_0(\mathbb{R}^{m+1}_+\times(0,\infty)) 0 ≤ θ ( X , t ) ∈ C 0 ∞ ( R + m + 1 × ( 0 , ∞ )) .
Since ξ ( ⋅ , t ) : ∂ R + m + 1 → ∂ R + m + 1 \xi(\cdot,t):\partial\mathbb{R}^{m+1}_+\to\partial\mathbb{R}^{m+1}_+ ξ ( ⋅ , t ) : ∂ R + m + 1 → ∂ R + m + 1 for t > 0 t>0 t > 0 , it is clear that U τ ( x , 0 , t ) ∈ S ℓ − 1 U^\tau(x,0,t)\in S^{\ell-1} U τ ( x , 0 , t ) ∈ S ℓ − 1 for ( x , t ) ∈ R m × ( 0 , ∞ ) (x,t)\in\mathbb{R}^m\times(0,\infty) ( x , t ) ∈ R m × ( 0 , ∞ ) , rendering U τ U^\tau U τ an admissible inner variation of U U U . A direct calculation yields
d d τ ∣ τ = 0 U τ = ξ ⋅ D U + θ ∂ t U , \left.\frac{d}{d\tau}\right|_{\tau=0}U^\tau=\xi\cdot DU+\theta\partial_tU, d τ d τ = 0 U τ = ξ ⋅ D U + θ ∂ t U ,
so that condition (4.1) takes the form
∬ R + m + 1 × R + ∂ t U ⋅ ( ξ ⋅ D U + θ ∂ t U ) μ a d t + ∬ R + m + 1 × R + D U ⋅ D ( ξ ⋅ D U + θ ∂ t U ) μ a d t ≤ 0. (33) \iint_{\mathbb{R}^{m+1}_+\times\mathbb{R}_+}\partial_tU\cdot(\xi\cdot DU+\theta\partial_tU)\mu_a dt+\iint_{\mathbb{R}^{m+1}_+\times\mathbb{R}_+}DU\cdot D(\xi\cdot DU+\theta\partial_tU)\mu_a dt\le0. \tag*{(33)} ∬ R + m + 1 × R + ∂ t U ⋅ ( ξ ⋅ D U + θ ∂ t U ) μ a d t + ∬ R + m + 1 × R + D U ⋅ D ( ξ ⋅ D U + θ ∂ t U ) μ a d t ≤ 0. (33)
For any 0 < t 1 < t 2 < ∞ 0<t_1<t_2<\infty 0 < t 1 < t 2 < ∞ , if we set θ ≡ 0 \theta\equiv0 θ ≡ 0 and choose ξ ∈ C ∞ ( R + m + 1 ‾ × ( t 1 , t 2 ) ) \xi\in C^\infty(\overline{\mathbb{R}^{m+1}_+}\times(t_1,t_2)) ξ ∈ C ∞ ( R + m + 1 × ( t 1 , t 2 )) with ξ m + 1 = 0 \xi^{m+1}=0 ξ m + 1 = 0 on ∂ R + m + 1 × ( 0 , ∞ ) \partial\mathbb{R}^{m+1}_+\times(0,\infty) ∂ R + m + 1 × ( 0 , ∞ ) (and testing with both ξ \xi ξ and − ξ -\xi − ξ ) in (4.2), and integration by parts together with the boundary condition of U U U on ∂ R + m + 1 × ( 0 , ∞ ) \partial\mathbb{R}^{m+1}_+\times(0,\infty) ∂ R + m + 1 × ( 0 , ∞ ) yields the the stationarity identity
∬ R + m + 1 × [ t 1 , t 2 ] y a ∂ t U ⋅ ( ξ ⋅ D U ) − 1 2 div X ( y a ξ ) ∣ D U ∣ 2 + y a D U ⊗ D U : D ξ = 0. (34) \iint_{\mathbb{R}^{m+1}_+\times[t_1,t_2]} y^a\partial_tU\cdot(\xi\cdot DU)-\frac{1}{2}\operatorname{div}_X(y^a\xi)|DU|^2+y^aDU\otimes DU:D\xi=0. \tag*{(34)} ∬ R + m + 1 × [ t 1 , t 2 ] y a ∂ t U ⋅ ( ξ ⋅ D U ) − 2 1 div X ( y a ξ ) ∣ D U ∣ 2 + y a D U ⊗ D U : D ξ = 0. (34)
On the other hand, setting ξ ≡ 0 \xi\equiv0 ξ ≡ 0 and choosing 0 ≤ θ ∈ C 0 ∞ ( R + m + 1 × [ t 1 , t 2 ] ) 0\leq\theta\in C^\infty_0(\mathbb{R}^{m+1}_+\times[t_1,t_2]) 0 ≤ θ ∈ C 0 ∞ ( R + m + 1 × [ t 1 , t 2 ]) in (4.2) results
∬ R + m + 1 × { t 2 } ∣ D U ∣ 2 θ μ a − ∬ R + m + 1 × { t 1 } ∣ D U ∣ 2 θ μ a ≤ ∬ R + m + 1 × [ t 1 , t 2 ] ( ∣ D U ∣ 2 ∂ t θ − 2 D θ ⋅ D U ⋅ ∂ t U − 2 ∣ ∂ t U ∣ 2 θ ) μ a d t . (35) \iint_{\mathbb{R}^{m+1}_+\times\{t_2\}}|DU|^2\theta\mu_a-\iint_{\mathbb{R}^{m+1}_+\times\{t_1\}}|DU|^2\theta\mu_a
\leq\iint_{\mathbb{R}^{m+1}_+\times[t_1,t_2]}\left(|DU|^2\partial_t\theta-2D\theta\cdot DU\cdot\partial_tU-2|\partial_tU|^2\theta\right)\mu_a\,dt. \tag*{(35)} ∬ R + m + 1 × { t 2 } ∣ D U ∣ 2 θ μ a − ∬ R + m + 1 × { t 1 } ∣ D U ∣ 2 θ μ a ≤ ∬ R + m + 1 × [ t 1 , t 2 ] ( ∣ D U ∣ 2 ∂ t θ − 2 D θ ⋅ D U ⋅ ∂ t U − 2∣ ∂ t U ∣ 2 θ ) μ a d t . (35)
For X 0 = ( X 0 , 0 ) ∈ ∂ R + m + 1 X_0=(X_0,0)\in\partial\mathbb{R}^{m+1}_+ X 0 = ( X 0 , 0 ) ∈ ∂ R + m + 1 and t 0 > 0 t_0>0 t 0 > 0 , let G ( X 0 , t 0 ) a G^a_{(X_0,t_0)} G ( X 0 , t 0 ) a be the backward kernel of the weighted parabolic operator L a V : = ∣ y ∣ a ∂ t V − div ( ∣ y ∣ a D V ) \mathcal{L}_aV:=|y|^a\partial_tV-\operatorname{div}(|y|^aDV) L a V := ∣ y ∣ a ∂ t V − div ( ∣ y ∣ a D V ) on R + m + 1 \mathbb{R}^{m+1}_+ R + m + 1 , defined by
G ( X 0 , t 0 ) a ( X , t ) = 1 Γ ( 1 − a 2 ) ( 4 π ) m 2 ∣ t − t 0 ∣ m + 1 + a 2 exp ( − ∣ X − X 0 ∣ 2 4 ∣ t − t 0 ∣ ) , t < t 0 . (36) G^a_{(X_0,t_0)}(X,t)=\frac{1}{\Gamma\left(\frac{1-a}{2}\right)(4\pi)^{\frac{m}{2}}|t-t_0|^{\frac{m+1+a}{2}}}\exp\left(-\frac{|X-X_0|^2}{4|t-t_0|}\right),\qquad t<t_0. \tag*{(36)} G ( X 0 , t 0 ) a ( X , t ) = Γ ( 2 1 − a ) ( 4 π ) 2 m ∣ t − t 0 ∣ 2 m + 1 + a 1 exp ( − 4∣ t − t 0 ∣ ∣ X − X 0 ∣ 2 ) , t < t 0 . (36)
In particular, when s = 1 / 2 s=1/2 s = 1/2 , a = 0 a=0 a = 0 and G ( X 0 , t 0 ) 0 G^0_{(X_0,t_0)} G ( X 0 , t 0 ) 0 becomes the backward heat kernel G ( X 0 , t 0 ) G_{(X_0,t_0)} G ( X 0 , t 0 ) on R m + 1 \mathbb{R}^{m+1} R m + 1 . For 0 < R ≤ t 0 2 0<R\leq\frac{\sqrt{t_0}}{2} 0 < R ≤ 2 t 0 , set
T R + ( t 0 ) = { ( X , t ) ∈ R + m + 1 × R + : t 0 − 4 R 2 < t < t 0 − R 2 } , T_R^+(t_0)=\{(X,t)\in\mathbb{R}^{m+1}_+\times\mathbb{R}_+:t_0-4R^2<t<t_0-R^2\}, T R + ( t 0 ) = {( X , t ) ∈ R + m + 1 × R + : t 0 − 4 R 2 < t < t 0 − R 2 } ,
∂ + T R + ( t 0 ) = { ( x , t ) ∈ R m × R + : t 0 − 4 R 2 < t < t 0 − R 2 } , \partial^+T_R^+(t_0)=\{(x,t)\in\mathbb{R}^{m}\times\mathbb{R}_+:t_0-4R^2<t<t_0-R^2\}, ∂ + T R + ( t 0 ) = {( x , t ) ∈ R m × R + : t 0 − 4 R 2 < t < t 0 − R 2 } ,
and abbreviate T 1 + = T 1 + ( 0 ) T_1^+=T_1^+(0) T 1 + = T 1 + ( 0 ) and ∂ + T 1 + = ∂ T 1 + ( 0 ) \partial^+T_1^+=\partial T_1^+(0) ∂ + T 1 + = ∂ T 1 + ( 0 ) .
Lemma 4.2 If U U U is a stationary weak solution of heat flow of s s s -harmonic maps and a = 1 − 2 s a=1-2s a = 1 − 2 s then, for every Z 0 = ( X 0 , t 0 ) Z_0=(X_0,t_0) Z 0 = ( X 0 , t 0 ) with X 0 ∈ ∂ R + m + 1 X_0\in\partial\mathbb{R}^{m+1}_+ X 0 ∈ ∂ R + m + 1 and t 0 > 0 t_0>0 t 0 > 0 , the renormalized energies
D a ( U , Z 0 , R ) : = R 2 2 ∬ R + m + 1 × { t 0 − R 2 } ∣ D U ∣ 2 G ( X 0 , t 0 ) a ( X , t ) μ a \mathcal{D}^a(U,Z_0,R):=\frac{R^2}{2}\iint_{\mathbb{R}^{m+1}_+\times\{t_0-R^2\}}|DU|^2G^a_{(X_0,t_0)}(X,t)\mu_a D a ( U , Z 0 , R ) := 2 R 2 ∬ R + m + 1 × { t 0 − R 2 } ∣ D U ∣ 2 G ( X 0 , t 0 ) a ( X , t ) μ a and
E a ( U , Z 0 , R ) : = 1 2 ∬ T R + ( t 0 ) ∣ D U ∣ 2 G ( X 0 , t 0 ) a ( X , t ) μ a d t \mathcal{E}^a(U,Z_0,R):=\frac{1}{2}\iint_{T_R^+(t_0)}|DU|^2G^a_{(X_0,t_0)}(X,t)\mu_a\,dt E a ( U , Z 0 , R ) := 2 1 ∬ T R + ( t 0 ) ∣ D U ∣ 2 G ( X 0 , t 0 ) a ( X , t ) μ a d t are monotone nondecreasing with respect to R R R , satisfying
D a ( U , Z 0 , r ) ≤ D a ( U , Z 0 , R ) , 0 < r ≤ R < t 0 , (37) \mathcal{D}^a(U,Z_0,r)\leq\mathcal{D}^a(U,Z_0,R),\qquad0<r\leq R<\sqrt{t_0}, \tag*{(37)} D a ( U , Z 0 , r ) ≤ D a ( U , Z 0 , R ) , 0 < r ≤ R < t 0 , (37) and
E a ( U , Z 0 , r ) ≤ E a ( U , Z 0 , R ) , 0 < r ≤ R < 1 2 t 0 . (38) \mathcal{E}^a(U,Z_0,r)\leq\mathcal{E}^a(U,Z_0,R),\qquad0<r\leq R<\frac{1}{2}\sqrt{t_0}. \tag*{(38)} E a ( U , Z 0 , r ) ≤ E a ( U , Z 0 , R ) , 0 < r ≤ R < 2 1 t 0 . (38)
Proof. Without loss of generality, assume X 0 = ( 0 , 0 ) X_0=(0,0) X 0 = ( 0 , 0 ) and t 0 = 1 t_0=1 t 0 = 1 , and write G a ( X , t ) = G ( X 0 , t 0 ) a ( X , t ) G^a(X,t)=G^a_{(X_0,t_0)}(X,t) G a ( X , t ) = G ( X 0 , t 0 ) a ( X , t ) . Note that testing with − ξ -\xi − ξ makes (4.3) an equality. Select ξ = X G a ( X , t ) \xi=XG^a(X,t) ξ = X G a ( X , t ) . Then ξ m + 1 \xi^{m+1} ξ m + 1 is nonnegative and satisfies ξ m + 1 = 0 \xi^{m+1}=0 ξ m + 1 = 0 on ∂ R + m + 1 × ( 0 , ∞ ) \partial\mathbb{R}^{m+1}_+\times(0,\infty) ∂ R + m + 1 × ( 0 , ∞ ) .1 Direct computations yield
div X ( y a ξ ) = y a ( m + 1 + a − ∣ X ∣ 2 2 ( 1 − t ) ) G a , \operatorname{div}_{X}(y^a\xi)=y^a\left(m+1+a-\frac{|X|^2}{2(1-t)}\right)G^a, div X ( y a ξ ) = y a ( m + 1 + a − 2 ( 1 − t ) ∣ X ∣ 2 ) G a ,
∇ X i ξ j = { ( δ i j − X i X j 2 ( 1 − t ) ) G a , 1 ≤ i , j ≤ m , − y X i 2 ( 1 − t ) G a , 1 ≤ i ≤ m , j = m + 1 , − y X j 2 ( 1 − t ) G a , i = m + 1 , 1 ≤ j ≤ m , ( 1 − y 2 2 ( 1 − t ) ) G a , i = j = m + 1. \nabla_{X_i}\xi^j=
\begin{cases}
\left(\delta_{ij}-\frac{X_iX_j}{2(1-t)}\right)G^a, & 1\le i,j\le m,\\
-\frac{yX_i}{2(1-t)}G^a, & 1\le i\le m,\ j=m+1,\\
-\frac{yX_j}{2(1-t)}G^a, & i=m+1,\ 1\le j\le m,\\
\left(1-\frac{y^2}{2(1-t)}\right)G^a, & i=j=m+1.
\end{cases} ∇ X i ξ j = ⎩ ⎨ ⎧ ( δ ij − 2 ( 1 − t ) X i X j ) G a , − 2 ( 1 − t ) y X i G a , − 2 ( 1 − t ) y X j G a , ( 1 − 2 ( 1 − t ) y 2 ) G a , 1 ≤ i , j ≤ m , 1 ≤ i ≤ m , j = m + 1 , i = m + 1 , 1 ≤ j ≤ m , i = j = m + 1.
For 0 < r < R < 1 0<r<R<1 0 < r < R < 1 , setting t 1 = 1 − R 2 t_1=1-R^2 t 1 = 1 − R 2 and t 2 = 1 − r 2 t_2=1-r^2 t 2 = 1 − r 2 and substituting ξ \xi ξ into (4.3) yields
0 = ∬ R + m + 1 × [ 1 − R 2 , 1 − r 2 ] ∂ t U ⋅ ( X ⋅ D U ) G a μ a d t + ∬ R + m + 1 × [ 1 − R 2 , 1 − r 2 ] [ ( − m − 1 + a 2 + ∣ X ∣ 2 4 ( 1 − t ) ) ∣ D U ∣ 2 − ∣ X ⋅ D U ∣ 2 2 ( 1 − t ) ] G a μ a d t . (39) \begin{aligned}
0={}&\iint_{\mathbb{R}^{m+1}_+\times[1-R^2,1-r^2]}\partial_tU\cdot(X\cdot DU)G^a\mu_a\,dt\\
&+\iint_{\mathbb{R}^{m+1}_+\times[1-R^2,1-r^2]}
\left[\left(-\frac{m-1+a}{2}+\frac{|X|^2}{4(1-t)}\right)|DU|^2-\frac{|X\cdot DU|^2}{2(1-t)}\right]G^a\mu_a\,dt. \tag*{(39)}
\end{aligned} 0 = ∬ R + m + 1 × [ 1 − R 2 , 1 − r 2 ] ∂ t U ⋅ ( X ⋅ D U ) G a μ a d t + ∬ R + m + 1 × [ 1 − R 2 , 1 − r 2 ] [ ( − 2 m − 1 + a + 4 ( 1 − t ) ∣ X ∣ 2 ) ∣ D U ∣ 2 − 2 ( 1 − t ) ∣ X ⋅ D U ∣ 2 ] G a μ a d t . (39)
Next, choosing θ = ( 1 − t ) G a \theta=(1-t)G^a θ = ( 1 − t ) G a , we find θ t = m − 1 + a 2 G a − ∣ X ∣ 2 4 ( 1 − t ) G a \theta_t=\frac{m-1+a}{2}G^a-\frac{|X|^2}{4(1-t)}G^a θ t = 2 m − 1 + a G a − 4 ( 1 − t ) ∣ X ∣ 2 G a . Substituting θ \theta θ into (4.4) yields
∬ R + m + 1 × [ 1 − R 2 , 1 − r 2 ] ( − 2 ( 1 − t ) ∣ ∂ t U ∣ 2 + X ⋅ D U ⋅ ∂ t U + ( m − 1 + a 2 − ∣ X ∣ 2 4 ( 1 − t ) ) ∣ D U ∣ 2 ) G a μ a d t ≥ ∫ R + m + 1 × { 1 − r 2 } ∣ D U ∣ 2 r 2 G a μ a − ∫ R + m + 1 × { 1 − R 2 } ∣ D U ∣ 2 R 2 G a μ a . (40) \begin{aligned}
&\iint_{\mathbb{R}^{m+1}_+\times[1-R^2,1-r^2]}
\left(-2(1-t)|\partial_tU|^2+X\cdot DU\cdot\partial_tU+\left(\frac{m-1+a}{2}-\frac{|X|^2}{4(1-t)}\right)|DU|^2\right)G^a\mu_a\,dt\\
&\qquad\ge\int_{\mathbb{R}^{m+1}_+\times\{1-r^2\}}|DU|^2r^2G^a\mu_a-\int_{\mathbb{R}^{m+1}_+\times\{1-R^2\}}|DU|^2R^2G^a\mu_a. \tag*{(40)}
\end{aligned} ∬ R + m + 1 × [ 1 − R 2 , 1 − r 2 ] ( − 2 ( 1 − t ) ∣ ∂ t U ∣ 2 + X ⋅ D U ⋅ ∂ t U + ( 2 m − 1 + a − 4 ( 1 − t ) ∣ X ∣ 2 ) ∣ D U ∣ 2 ) G a μ a d t ≥ ∫ R + m + 1 × { 1 − r 2 } ∣ D U ∣ 2 r 2 G a μ a − ∫ R + m + 1 × { 1 − R 2 } ∣ D U ∣ 2 R 2 G a μ a . (40)
Adding (4.8) and (4.9), we obtain
R 2 ∫ R + m + 1 × { 1 − R 2 } ∣ D U ∣ 2 G a μ a − r 2 ∫ R + m + 1 × { 1 − r 2 } ∣ D U ∣ 2 G a μ a ≥ ∬ R + m + 1 × [ 1 − R 2 , 1 − r 2 ] ( 2 ( 1 − t ) ∣ ∂ t U ∣ 2 − 2 X ⋅ D U ⋅ ∂ t U + 1 2 ( 1 − t ) ∣ X ⋅ D U ∣ 2 ) G a μ a d t = ∬ R + m + 1 × [ 1 − R 2 , 1 − r 2 ] ∣ X ⋅ D U + 2 ( t − 1 ) ∂ t U ∣ 2 2 ( 1 − t ) G a μ a d t . (41) \begin{aligned}
&R^2\int_{\mathbb{R}^{m+1}_+\times\{1-R^2\}}|DU|^2G^a\mu_a-r^2\int_{\mathbb{R}^{m+1}_+\times\{1-r^2\}}|DU|^2G^a\mu_a\\
&\qquad\ge\iint_{\mathbb{R}^{m+1}_+\times[1-R^2,1-r^2]}
\left(2(1-t)|\partial_tU|^2-2X\cdot DU\cdot\partial_tU+\frac{1}{2(1-t)}|X\cdot DU|^2\right)G^a\mu_a\,dt\\
&\qquad=\iint_{\mathbb{R}^{m+1}_+\times[1-R^2,1-r^2]}
\frac{|X\cdot DU+2(t-1)\partial_tU|^2}{2(1-t)}G^a\mu_a\,dt. \tag*{(41)}
\end{aligned} R 2 ∫ R + m + 1 × { 1 − R 2 } ∣ D U ∣ 2 G a μ a − r 2 ∫ R + m + 1 × { 1 − r 2 } ∣ D U ∣ 2 G a μ a ≥ ∬ R + m + 1 × [ 1 − R 2 , 1 − r 2 ] ( 2 ( 1 − t ) ∣ ∂ t U ∣ 2 − 2 X ⋅ D U ⋅ ∂ t U + 2 ( 1 − t ) 1 ∣ X ⋅ D U ∣ 2 ) G a μ a d t = ∬ R + m + 1 × [ 1 − R 2 , 1 − r 2 ] 2 ( 1 − t ) ∣ X ⋅ D U + 2 ( t − 1 ) ∂ t U ∣ 2 G a μ a d t . (41)
This proves (4.6). Moreover, observing that
E a ( U , Z 0 , R ) = 2 ∫ R 2 R D a ( U , Z 0 , τ ) τ d τ , \mathcal{E}^a(U,Z_0,R)=2\int_R^{2R}\frac{\mathcal{D}^a(U,Z_0,\tau)}{\tau}\,d\tau, E a ( U , Z 0 , R ) = 2 ∫ R 2 R τ D a ( U , Z 0 , τ ) d τ ,
so that differentiating with respect to R R R implies
d d R E a ( U , Z 0 , R ) = 2 R ( D a ( U , Z 0 , 2 R ) − D a ( U , Z 0 , R ) ) ≥ 0. \frac{d}{dR}\mathcal{E}^a(U,Z_0,R)=\frac{2}{R}\left(\mathcal{D}^a(U,Z_0,2R)-\mathcal{D}^a(U,Z_0,R)\right)\ge0. d R d E a ( U , Z 0 , R ) = R 2 ( D a ( U , Z 0 , 2 R ) − D a ( U , Z 0 , R ) ) ≥ 0.
This implies (4.7). □
Next, we obtain a local version of y a y^a y a -weighted energy monotonicity inequality.
Lemma 4.3 Let U U U be a stationary solution of heat flow of s s s -harmonic maps in R + m + 1 \mathbb{R}^{m+1}_{+} R + m + 1 and a = 1 − 2 s a=1-2s a = 1 − 2 s . For any ε > 0 \varepsilon>0 ε > 0 , there exists K ( ε ) ∼ ∣ ln ε ∣ K(\varepsilon)\sim\sqrt{|\ln\varepsilon|} K ( ε ) ∼ ∣ ln ε ∣ such that for Z 0 = ( X 0 , t 0 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) Z_{0}=(X_{0},t_{0})\in\partial\mathbb{R}^{m+1}_{+}\times(0,\infty) Z 0 = ( X 0 , t 0 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) and 0 < R < t 0 2 K ( ε ) 0<R<\frac{\sqrt{t_{0}}}{2K(\varepsilon)} 0 < R < 2 K ( ε ) t 0 ,
ρ − ( m + 1 + a ) ∬ P ρ + ( Z 0 ) ∣ D U ∣ 2 μ a d t ≤ 2 ln ( 5 2 ) t 0 1 − m − a 2 E 0 + R − ( m + 1 + a ) ∬ P K ( ε ) R + ( Z 0 ) ∣ D U ∣ 2 μ a d t . (42) \rho^{-(m+1+a)}\iint_{P_{\rho}^{+}(Z_{0})}|DU|^{2}\mu_{a}\,dt\leq2\ln\left(\frac{5}{2}\right)t_{0}^{\frac{1-m-a}{2}}E_{0}+R^{-(m+1+a)}\iint_{P_{K(\varepsilon)R}^{+}(Z_{0})}|DU|^{2}\mu_{a}\,dt. \tag*{(42)} ρ − ( m + 1 + a ) ∬ P ρ + ( Z 0 ) ∣ D U ∣ 2 μ a d t ≤ 2 ln ( 2 5 ) t 0 2 1 − m − a E 0 + R − ( m + 1 + a ) ∬ P K ( ε ) R + ( Z 0 ) ∣ D U ∣ 2 μ a d t . (42) holds for 0 < ρ < R 2 0<\rho<\frac{R}{2} 0 < ρ < 2 R , where E 0 = ∫ R + m + 1 y a ∣ D U ∣ 2 ( ⋅ , 0 ) E_{0}=\int_{\mathbb{R}^{m+1}_{+}}y^{a}|DU|^{2}(\cdot,0) E 0 = ∫ R + m + 1 y a ∣ D U ∣ 2 ( ⋅ , 0 ) .
Proof. By the definition of G a G^{a} G a , there is c = c ( m , a ) > 0 c=c(m,a)>0 c = c ( m , a ) > 0 such that
ρ − ( m + 1 + a ) ≤ c G ( X 0 , t 0 + 2 ρ 2 ) a ( X , t ) , ∀ ( X , t ) ∈ P ρ + ( Z 0 ) . \rho^{-(m+1+a)}\leq cG^{a}_{(X_{0},t_{0}+2\rho^{2})}(X,t),\quad\forall(X,t)\in P_{\rho}^{+}(Z_{0}). ρ − ( m + 1 + a ) ≤ c G ( X 0 , t 0 + 2 ρ 2 ) a ( X , t ) , ∀ ( X , t ) ∈ P ρ + ( Z 0 ) .
Since P ρ + ( Z 0 ) ⊂ T ρ + ( t 0 + 2 ρ 2 ) P_{\rho}^{+}(Z_{0})\subset T_{\rho}^{+}(t_{0}+2\rho^{2}) P ρ + ( Z 0 ) ⊂ T ρ + ( t 0 + 2 ρ 2 ) , by (38) we have that
ρ − ( m + 1 + a ) ∬ P ρ + ( Z 0 ) ∣ D U ∣ 2 μ a d t ≤ c ∬ P ρ + ( Z 0 ) ∣ D U ∣ 2 G ( X 0 , t 0 + 2 ρ 2 ) a μ a d t ≤ c ∬ T ρ + ( t 0 + 2 ρ 2 ) ∣ D U ∣ 2 G ( X 0 , t 0 + 2 ρ 2 ) a μ a d t ≤ c ∬ T R + ( t 0 + 2 ρ 2 ) ∣ D U ∣ 2 G ( X 0 , t 0 + 2 ρ 2 ) a μ a d t . (43) \begin{aligned}
\rho^{-(m+1+a)}\iint_{P_{\rho}^{+}(Z_{0})}|DU|^{2}\mu_{a}\,dt\leq c\iint_{P_{\rho}^{+}(Z_{0})}|DU|^{2}G^{a}_{(X_{0},t_{0}+2\rho^{2})}\mu_{a}\,dt \\
&\leq c\iint_{T_{\rho}^{+}(t_{0}+2\rho^{2})}|DU|^{2}G^{a}_{(X_{0},t_{0}+2\rho^{2})}\mu_{a}\,dt \\
&\leq c\iint_{T_{R}^{+}(t_{0}+2\rho^{2})}|DU|^{2}G^{a}_{(X_{0},t_{0}+2\rho^{2})}\mu_{a}\,dt. \tag*{(43)}
\end{aligned} ρ − ( m + 1 + a ) ∬ P ρ + ( Z 0 ) ∣ D U ∣ 2 μ a d t ≤ c ∬ P ρ + ( Z 0 ) ∣ D U ∣ 2 G ( X 0 , t 0 + 2 ρ 2 ) a μ a d t ≤ c ∬ T ρ + ( t 0 + 2 ρ 2 ) ∣ D U ∣ 2 G ( X 0 , t 0 + 2 ρ 2 ) a μ a d t ≤ c ∬ T R + ( t 0 + 2 ρ 2 ) ∣ D U ∣ 2 G ( X 0 , t 0 + 2 ρ 2 ) a μ a d t . (43)
Now, we claim that
∬ T R + ( t 0 + 2 ρ 2 ) ∣ D U ∣ 2 G ( X 0 , t 0 + 2 ρ 2 ) a μ a d t ≤ 2 ln ( 5 2 ) t 0 1 − m − a 2 E 0 + R − ( m + 1 + a ) ∬ P K ( ε ) R + ( Z 0 ) ∣ D U ∣ 2 μ a d t . (44) \iint_{T_{R}^{+}(t_{0}+2\rho^{2})}|DU|^{2}G^{a}_{(X_{0},t_{0}+2\rho^{2})}\mu_{a}\,dt\leq2\ln\left(\frac{5}{2}\right)t_{0}^{\frac{1-m-a}{2}}E_{0}
+R^{-(m+1+a)}\iint_{P_{K(\varepsilon)R}^{+}(Z_{0})}|DU|^{2}\mu_{a}\,dt. \tag*{(44)} ∬ T R + ( t 0 + 2 ρ 2 ) ∣ D U ∣ 2 G ( X 0 , t 0 + 2 ρ 2 ) a μ a d t ≤ 2 ln ( 2 5 ) t 0 2 1 − m − a E 0 + R − ( m + 1 + a ) ∬ P K ( ε ) R + ( Z 0 ) ∣ D U ∣ 2 μ a d t . (44)
The proof of (44) is based on suitable modifications of [8 Theorem 3] (see also [14 Lemma 3.1] ). Here we sketch it. First, as in the proof of [8 Lemma 1] , if we choose K ( ε ) ∼ ∣ log ε ∣ K(\varepsilon)\sim\sqrt{|\log\varepsilon|} K ( ε ) ∼ ∣ log ε ∣ , then there holds,
G ( X 0 , t 0 + 2 ρ 2 ) a ( X , t ) ≤ { R − ( m + 1 + a ) ( X , t ) ∈ T R + ( t 0 + 2 ρ 2 ) , ε G ( X 0 , t 0 + 2 ρ 2 + R 2 ) a ( X , t ) ( X , t ) ∈ T R + ( t 0 + 2 ρ 2 ) with ∣ X − X 0 ∣ ≥ K ( ε ) R . G^{a}_{(X_{0},t_{0}+2\rho^{2})}(X,t)\leq
\begin{cases}
R^{-(m+1+a)} & (X,t)\in T_{R}^{+}(t_{0}+2\rho^{2}),\\
\varepsilon G^{a}_{(X_{0},t_{0}+2\rho^{2}+R^{2})}(X,t) & (X,t)\in T_{R}^{+}(t_{0}+2\rho^{2})\text{ with }|X-X_{0}|\geq K(\varepsilon)R.
\end{cases} G ( X 0 , t 0 + 2 ρ 2 ) a ( X , t ) ≤ { R − ( m + 1 + a ) ε G ( X 0 , t 0 + 2 ρ 2 + R 2 ) a ( X , t ) ( X , t ) ∈ T R + ( t 0 + 2 ρ 2 ) , ( X , t ) ∈ T R + ( t 0 + 2 ρ 2 ) with ∣ X − X 0 ∣ ≥ K ( ε ) R .
Indeed, for ( X , t ) ∈ T R + ( t 0 + 2 ρ 2 ) (X,t)\in T_{R}^{+}(t_{0}+2\rho^{2}) ( X , t ) ∈ T R + ( t 0 + 2 ρ 2 ) with ∣ X − X 0 ∣ ≥ K ( ε ) R |X-X_{0}|\geq K(\varepsilon)R ∣ X − X 0 ∣ ≥ K ( ε ) R ,
G ( X 0 , t 0 + 2 ρ 2 ) a ( X , t ) G ( X 0 , t 0 + 2 ρ 2 + R 2 ) a ( X , t ) = ( t 0 + 2 ρ 2 + R 2 − t t 0 + 2 ρ 2 − t ) m + 1 + a 2 exp ( − ∣ X − X 0 ∣ 2 4 ( t 0 + 2 ρ 2 − t ) + ∣ X − X 0 ∣ 2 4 ( t 0 + 2 ρ 2 + R 2 − t ) ) \frac{G^{a}_{(X_{0},t_{0}+2\rho^{2})}(X,t)}{G^{a}_{(X_{0},t_{0}+2\rho^{2}+R^{2})}(X,t)}
=
\left(\frac{t_{0}+2\rho^{2}+R^{2}-t}{t_{0}+2\rho^{2}-t}\right)^{\frac{m+1+a}{2}}
\exp\left(-\frac{|X-X_{0}|^{2}}{4(t_{0}+2\rho^{2}-t)}+\frac{|X-X_{0}|^{2}}{4(t_{0}+2\rho^{2}+R^{2}-t)}\right) G ( X 0 , t 0 + 2 ρ 2 + R 2 ) a ( X , t ) G ( X 0 , t 0 + 2 ρ 2 ) a ( X , t ) = ( t 0 + 2 ρ 2 − t t 0 + 2 ρ 2 + R 2 − t ) 2 m + 1 + a exp ( − 4 ( t 0 + 2 ρ 2 − t ) ∣ X − X 0 ∣ 2 + 4 ( t 0 + 2 ρ 2 + R 2 − t ) ∣ X − X 0 ∣ 2 )
≤ 5 m + 1 + a 2 exp ( − R 2 ∣ X − X 0 ∣ 2 4 ( t 0 + 2 ρ 2 − t ) ( t 0 + 2 ρ 2 + R 2 − t ) ) \leq5^{\frac{m+1+a}{2}}\exp\left(-\frac{R^{2}|X-X_{0}|^{2}}{4(t_{0}+2\rho^{2}-t)(t_{0}+2\rho^{2}+R^{2}-t)}\right) ≤ 5 2 m + 1 + a exp ( − 4 ( t 0 + 2 ρ 2 − t ) ( t 0 + 2 ρ 2 + R 2 − t ) R 2 ∣ X − X 0 ∣ 2 )
≤ 5 m + 1 + a 2 exp ( − K 2 ( ε ) 8 ) ≤ ε . \leq5^{\frac{m+1+a}{2}}\exp\left(-\frac{K^{2}(\varepsilon)}{8}\right)\leq\varepsilon. ≤ 5 2 m + 1 + a exp ( − 8 K 2 ( ε ) ) ≤ ε .
Decomposing the integration domain into B K ( ε ) R + ( X 0 ) B^{+}_{K(\varepsilon)R}(X_{0}) B K ( ε ) R + ( X 0 ) and T R + ( t 0 + 2 ρ 2 ) ∖ B K ( ε ) R + ( X 0 ) T^{+}_{R}(t_{0}+2\rho^{2})\setminus B^{+}_{K(\varepsilon)R}(X_{0}) T R + ( t 0 + 2 ρ 2 ) ∖ B K ( ε ) R + ( X 0 ) , we obtain
∬ T R + ( t 0 + 2 ρ 2 ) ∣ D U ∣ 2 G ( X 0 , t 0 + 2 ρ 2 ) a μ a d t ≤ R − ( m + 1 + a ) ∫ t 0 + 2 ρ 2 − R 2 t 0 + 2 ρ 2 − 4 R 2 ∫ B K ( ε ) R + ( X 0 ) ∣ D U ∣ 2 μ a d t + ε ∬ T R + ( t 0 + 2 ρ 2 ) ∣ D U ∣ 2 G ( X 0 , t 0 + 2 ρ 2 + R 2 ) a μ a d t ≤ R − ( m + 1 + 1 ) ∬ P K ( ε ) R + ( Z 0 ) ∣ D U ∣ 2 μ a d t + ε ∬ T R + ( t 0 + 2 ρ 2 ) ∣ D U ∣ 2 G ( X 0 , t 0 + 2 ρ 2 + R 2 ) a μ a d t . (45) \begin{aligned}
\iint_{T^{+}_{R}(t_{0}+2\rho^{2})}|DU|^{2}G^{a}_{(X_{0},t_{0}+2\rho^{2})}\mu_{a}\,dt
&\leq R^{-(m+1+a)}\int_{t_{0}+2\rho^{2}-R^{2}}^{t_{0}+2\rho^{2}-4R^{2}}\int_{B^{+}_{K(\varepsilon)R}(X_{0})}|DU|^{2}\mu_{a}\,dt \\
&\quad+\varepsilon\iint_{T^{+}_{R}(t_{0}+2\rho^{2})}|DU|^{2}G^{a}_{(X_{0},t_{0}+2\rho^{2}+R^{2})}\mu_{a}\,dt \\
&\leq R^{-(m+1+1)}\iint_{P^{+}_{K(\varepsilon)R}(Z_{0})}|DU|^{2}\mu_{a}\,dt \\
&\quad+\varepsilon\iint_{T^{+}_{R}(t_{0}+2\rho^{2})}|DU|^{2}G^{a}_{(X_{0},t_{0}+2\rho^{2}+R^{2})}\mu_{a}\,dt. \tag*{(45)}
\end{aligned} ∬ T R + ( t 0 + 2 ρ 2 ) ∣ D U ∣ 2 G ( X 0 , t 0 + 2 ρ 2 ) a μ a d t ≤ R − ( m + 1 + a ) ∫ t 0 + 2 ρ 2 − R 2 t 0 + 2 ρ 2 − 4 R 2 ∫ B K ( ε ) R + ( X 0 ) ∣ D U ∣ 2 μ a d t + ε ∬ T R + ( t 0 + 2 ρ 2 ) ∣ D U ∣ 2 G ( X 0 , t 0 + 2 ρ 2 + R 2 ) a μ a d t ≤ R − ( m + 1 + 1 ) ∬ P K ( ε ) R + ( Z 0 ) ∣ D U ∣ 2 μ a d t + ε ∬ T R + ( t 0 + 2 ρ 2 ) ∣ D U ∣ 2 G ( X 0 , t 0 + 2 ρ 2 + R 2 ) a μ a d t . (45)
As in [8 page 172] , we can apply Lemma 4.2 to estimate
∬ T R + ( t 0 + 2 ρ 2 ) ∣ D U ∣ 2 G ( X 0 , t 0 + 2 ρ 2 + R 2 ) a μ a d t = 2 ∫ t 0 + 2 ρ 2 − 4 R 2 t 0 + 2 ρ 2 − R 2 ( t 0 + 2 ρ 2 + R 2 − t ) − 1 ⋅ D a ( U , ( X 0 , t 0 + 2 ρ 2 + R 2 ) , t 0 + 2 ρ 2 + R 2 − t ) d t ≤ 2 D a ( U , ( X 0 , t 0 + 2 ρ 2 + R 2 ) , t 0 + 2 ρ 2 ) ⋅ ∫ t 0 + 2 ρ 2 − 4 R 2 t 0 + 2 ρ 2 − R 2 ( t 0 + 2 ρ 2 + R 2 − t ) − 1 d t ≤ 2 ln ( 5 2 ) ( t 0 + 2 ρ 2 + R 2 ) 1 − m − a 2 E 0 ≤ 2 ln ( 5 2 ) t 0 1 − m − a 2 E 0 . (46) \begin{aligned}
\iint_{T^{+}_{R}(t_{0}+2\rho^{2})}|DU|^{2}G^{a}_{(X_{0},t_{0}+2\rho^{2}+R^{2})}\mu_{a}\,dt
&=2\int_{t_{0}+2\rho^{2}-4R^{2}}^{t_{0}+2\rho^{2}-R^{2}}(t_{0}+2\rho^{2}+R^{2}-t)^{-1} \\
&\quad\cdot D^{a}\left(U,(X_{0},t_{0}+2\rho^{2}+R^{2}),\sqrt{t_{0}+2\rho^{2}+R^{2}-t}\right)\,dt \\
&\leq2D^{a}\left(U,(X_{0},t_{0}+2\rho^{2}+R^{2}),\sqrt{t_{0}+2\rho^{2}}\right) \\
&\quad\cdot\int_{t_{0}+2\rho^{2}-4R^{2}}^{t_{0}+2\rho^{2}-R^{2}}(t_{0}+2\rho^{2}+R^{2}-t)^{-1}\,dt \\
&\leq2\ln\left(\frac{5}{2}\right)(t_{0}+2\rho^{2}+R^{2})^{\frac{1-m-a}{2}}E_{0} \\
&\leq2\ln\left(\frac{5}{2}\right)t_{0}^{\frac{1-m-a}{2}}E_{0}. \tag*{(46)}
\end{aligned} ∬ T R + ( t 0 + 2 ρ 2 ) ∣ D U ∣ 2 G ( X 0 , t 0 + 2 ρ 2 + R 2 ) a μ a d t = 2 ∫ t 0 + 2 ρ 2 − 4 R 2 t 0 + 2 ρ 2 − R 2 ( t 0 + 2 ρ 2 + R 2 − t ) − 1 ⋅ D a ( U , ( X 0 , t 0 + 2 ρ 2 + R 2 ) , t 0 + 2 ρ 2 + R 2 − t ) d t ≤ 2 D a ( U , ( X 0 , t 0 + 2 ρ 2 + R 2 ) , t 0 + 2 ρ 2 ) ⋅ ∫ t 0 + 2 ρ 2 − 4 R 2 t 0 + 2 ρ 2 − R 2 ( t 0 + 2 ρ 2 + R 2 − t ) − 1 d t ≤ 2 ln ( 2 5 ) ( t 0 + 2 ρ 2 + R 2 ) 2 1 − m − a E 0 ≤ 2 ln ( 2 5 ) t 0 2 1 − m − a E 0 . (46)
Combining (4.14) with (4.15) yields (4.13). Substituting (4.13) into (4.12) completes the proof of (4.11). □
The stationarity condition (4.1) also leads to the local energy inequality. More precisely, let 0 ≤ η ∈ C 0 ∞ ( R m + 1 × ( 0 , ∞ ) ) 0\leq\eta\in C^{\infty}_{0}(\mathbb{R}^{m+1}\times(0,\infty)) 0 ≤ η ∈ C 0 ∞ ( R m + 1 × ( 0 , ∞ )) be even w.r.t. y y y , i.e. η ( ( x , − y ) , t ) = η ( x , y , t ) \eta((x,-y),t)=\eta(x,y,t) η (( x , − y ) , t ) = η ( x , y , t ) for X = ( x , y ) ∈ R m + 1 X=(x,y)\in\mathbb{R}^{m+1} X = ( x , y ) ∈ R m + 1 and t > 0 t>0 t > 0 . Then ξ ( X , t ) = D η ∈ C 0 ∞ ( R + m + 1 ) \xi(X,t)=D\eta\in C^{\infty}_{0}(\mathbb{R}^{m+1}_{+}) ξ ( X , t ) = D η ∈ C 0 ∞ ( R + m + 1 ) satisfies ξ ( ( x , 0 ) , t ) = 0 \xi((x,0),t)=0 ξ (( x , 0 ) , t ) = 0 for ( x , t ) ∈ R m × ( 0 , ∞ ) (x,t)\in\mathbb{R}^{m}\times(0,\infty) ( x , t ) ∈ R m × ( 0 , ∞ ) . Substituting ξ \xi ξ into (4.3) and replacing θ \theta θ by η \eta η in (4.4) and summing the two resulting inequalities yields
∫ R + m + 1 × { t 2 } ∣ D U ∣ 2 η μ a − ∫ R + m + 1 × { t 1 } ∣ D U ∣ 2 η μ a + 2 ∫ R + m + 1 × [ t 1 , t 2 ] ∣ ∂ t U ∣ 2 η μ a d t ≤ ∬ R + m + 1 × [ t 1 , t 2 ] [ ∣ D U ∣ 2 ( y a ∂ t η + div X ( y a D η ) ) − 2 y a D U ⊗ D U : D 2 η ] d X d t . (47) \begin{aligned}
\int_{\mathbb{R}^{m+1}_{+}\times\{t_{2}\}}|DU|^{2}\eta\mu_{a}
-\int_{\mathbb{R}^{m+1}_{+}\times\{t_{1}\}}|DU|^{2}\eta\mu_{a}
+2\int_{\mathbb{R}^{m+1}_{+}\times[t_{1},t_{2}]}|\partial_{t}U|^{2}\eta\mu_{a}\,dt \\
\leq\iint_{\mathbb{R}^{m+1}_{+}\times[t_{1},t_{2}]}
\left[|DU|^{2}\left(y^{a}\partial_{t}\eta+\operatorname{div}_{X}(y^{a}D\eta)\right)
-2y^{a}DU\otimes DU:D^{2}\eta\right]\,dX\,dt. \tag*{(47)}
\end{aligned} ∫ R + m + 1 × { t 2 } ∣ D U ∣ 2 η μ a − ∫ R + m + 1 × { t 1 } ∣ D U ∣ 2 η μ a + 2 ∫ R + m + 1 × [ t 1 , t 2 ] ∣ ∂ t U ∣ 2 η μ a d t ≤ ∬ R + m + 1 × [ t 1 , t 2 ] [ ∣ D U ∣ 2 ( y a ∂ t η + div X ( y a D η ) ) − 2 y a D U ⊗ D U : D 2 η ] d X d t . (47)
As an immediate consequence of (4.16), we establish the local y a y^{a} y a -energy inequality.
Lemma 4.4 If U U U is a stationary solution of heat flow of s s s -harmonic maps in R + m + 1 \mathbb{R}^{m+1}_{+} R + m + 1 and a = 1 − 2 s a=1-2s a = 1 − 2 s then
∬ P R + ( Z 0 ) ∣ ∂ t U ∣ 2 μ a d t ≤ C R − 2 ∬ P 2 R + ( Z 0 ) ∣ D U ∣ 2 μ a d t . (48) \iint_{P^{+}_{R}(Z_{0})}|\partial_{t}U|^{2}\mu_{a}\,dt\leq CR^{-2}\iint_{P^{+}_{2R}(Z_{0})}|DU|^{2}\mu_{a}\,dt. \tag*{(48)} ∬ P R + ( Z 0 ) ∣ ∂ t U ∣ 2 μ a d t ≤ C R − 2 ∬ P 2 R + ( Z 0 ) ∣ D U ∣ 2 μ a d t . (48) holds for every Z 0 = ( X 0 , t 0 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) Z_{0}=(X_{0},t_{0})\in\partial\mathbb{R}^{m+1}_{+}\times(0,\infty) Z 0 = ( X 0 , t 0 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) and 0 < R < t 0 4 0<R<\frac{\sqrt{t_{0}}}{4} 0 < R < 4 t 0 .
Proof. By Fubini’s theorem there exists t ∗ ∈ ( t 0 − R 2 , t 0 − 4 R 2 ) t_{*}\in(t_{0}-R^{2},t_{0}-4R^{2}) t ∗ ∈ ( t 0 − R 2 , t 0 − 4 R 2 ) such that
∫ B 2 R + ( X 0 ) ∣ D U ∣ 2 ( X , t ∗ ) μ a ≤ 1 R 2 ∬ P 2 R + ( Z 0 ) ∣ D U ∣ 2 μ a d t . \int_{B^{+}_{2R}(X_{0})}|DU|^{2}(X,t_{*})\mu_{a}
\leq\frac{1}{R^{2}}\iint_{P^{+}_{2R}(Z_{0})}|DU|^{2}\mu_{a}\,dt. ∫ B 2 R + ( X 0 ) ∣ D U ∣ 2 ( X , t ∗ ) μ a ≤ R 2 1 ∬ P 2 R + ( Z 0 ) ∣ D U ∣ 2 μ a d t .
Choose a parabolic cut-off function η ∈ C ∞ ( P 2 R + ( Z 0 ) ) \eta\in C^\infty(P_{2R}^{+}(Z_0)) η ∈ C ∞ ( P 2 R + ( Z 0 )) satisfying η ( x , − y , t ) = η ( x , y , t ) \eta(x,-y,t)=\eta(x,y,t) η ( x , − y , t ) = η ( x , y , t ) , 0 ≤ η ≤ 1 0\leq\eta\leq1 0 ≤ η ≤ 1 , η ≡ 1 \eta\equiv1 η ≡ 1 in P R + ( Z 0 ) P_R^{+}(Z_0) P R + ( Z 0 ) , and ∣ D 2 η ∣ + ∣ D η ∣ 2 + ∣ ∂ t η ∣ ≤ 24 R 2 |D^2\eta|+|D\eta|^2+|\partial_t\eta|\leq\frac{24}{R^2} ∣ D 2 η ∣ + ∣ D η ∣ 2 + ∣ ∂ t η ∣ ≤ R 2 24 . Since ∂ η ∂ y ∣ y = 0 = 0 \left.\frac{\partial\eta}{\partial y}\right|_{y=0}=0 ∂ y ∂ η y = 0 = 0 , we have
∣ ∂ η ∂ y ∣ ≤ ∣ y ∣ ∥ ∂ 2 η ∂ y 2 ∥ L ∞ ≤ C R − 2 ∣ y ∣ . \left|\frac{\partial\eta}{\partial y}\right|\leq|y|\left\|\frac{\partial^2\eta}{\partial y^2}\right\|_{L^\infty}\leq CR^{-2}|y|. ∂ y ∂ η ≤ ∣ y ∣ ∂ y 2 ∂ 2 η L ∞ ≤ C R − 2 ∣ y ∣.
With help of this, we can apply (48) with t = t ∗ t=t_* t = t ∗ and t 2 = t 0 + R 2 t_2=t_0+R^2 t 2 = t 0 + R 2 to get
∬ P R + ( Z 0 ) ∣ ∂ t U ∣ 2 μ a d t ≤ ∬ R + m + 1 × [ t ∗ , t 0 + R 2 ] ∣ ∂ t U ∣ 2 η μ a d t ≤ ∬ R + m + 1 × { t ∗ } ∣ D U ∣ 2 η μ a + ∬ R + m + 1 × [ t ∗ , t 0 + R 2 ] [ ∣ D U ∣ 2 ( y a ∂ t η + div X ( y a D η ) ) − 2 y a D U ⊗ D U : D 2 η ] d X d t ≤ ∬ B 2 R + ( X 0 ) × { t ∗ } ∣ D U ∣ 2 μ a + C ∬ P 2 R + ( Z 0 ) ( R − 2 ∣ D U ∣ 2 + y − 1 ∣ ∂ η ∂ y ∣ ∣ D U ∣ 2 ) μ a d t ≤ C R − 2 ∬ P 2 R + ( Z 0 ) ∣ D U ∣ 2 μ a d t . \begin{aligned}
\iint_{P_R^+(Z_0)}|\partial_tU|^2\mu_a\,dt\leq\iint_{\mathbb{R}^{m+1}_+\times[t_*,t_0+R^2]}|\partial_tU|^2\eta\mu_a\,dt \\
&\leq\iint_{\mathbb{R}^{m+1}_+\times\{t_*\}}|DU|^2\eta\mu_a
+\iint_{\mathbb{R}^{m+1}_+\times[t_*,t_0+R^2]}\left[|DU|^2\left(y^a\partial_t\eta+\operatorname{div}_X(y^aD\eta)\right)-2y^aDU\otimes DU:D^2\eta\right]\,dX\,dt \\
&\leq\iint_{B_{2R}^+(X_0)\times\{t_*\}}|DU|^2\mu_a+C\iint_{P_{2R}^+(Z_0)}\left(R^{-2}|DU|^2+y^{-1}\left|\frac{\partial\eta}{\partial y}\right||DU|^2\right)\mu_a\,dt \\
&\leq CR^{-2}\iint_{P_{2R}^+(Z_0)}|DU|^2\mu_a\,dt.
\end{aligned} ∬ P R + ( Z 0 ) ∣ ∂ t U ∣ 2 μ a d t ≤ ∬ R + m + 1 × [ t ∗ , t 0 + R 2 ] ∣ ∂ t U ∣ 2 η μ a d t ≤ ∬ R + m + 1 × { t ∗ } ∣ D U ∣ 2 η μ a + ∬ R + m + 1 × [ t ∗ , t 0 + R 2 ] [ ∣ D U ∣ 2 ( y a ∂ t η + div X ( y a D η ) ) − 2 y a D U ⊗ D U : D 2 η ] d X d t ≤ ∬ B 2 R + ( X 0 ) × { t ∗ } ∣ D U ∣ 2 μ a + C ∬ P 2 R + ( Z 0 ) ( R − 2 ∣ D U ∣ 2 + y − 1 ∂ y ∂ η ∣ D U ∣ 2 ) μ a d t ≤ C R − 2 ∬ P 2 R + ( Z 0 ) ∣ D U ∣ 2 μ a d t .
This yields (48) . The proof is complete. □
Proof of Theorem 1.3: Hölder continuity
In this section, we will prove the following partial regularity theorem for stationary solutions of the heat flow of s s s -harmonic maps. A key step to prove Theorem 1.3 is the following ϵ 0 \epsilon_0 ϵ 0 -decay Lemma.
Lemma 5.1 There exist ϵ 0 > 0 \epsilon_0>0 ϵ 0 > 0 and θ 0 ∈ ( 0 , 1 ) \theta_0\in(0,1) θ 0 ∈ ( 0 , 1 ) such that if U U U is a stationary solution of heat flow of s s s -harmonic maps in R + m + 1 \mathbb{R}^{m+1}_+ R + m + 1 satisfying, for ( X 0 , t 0 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) (X_0,t_0)\in\partial\mathbb{R}^{m+1}_+\times(0,\infty) ( X 0 , t 0 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) and 0 < r < t 0 4 0<r<\frac{\sqrt{t_0}}{4} 0 < r < 4 t 0 ,
( 2 r ) − ( m + 1 + a ) ∬ P 2 r + ( X 0 , t 0 ) ∣ D U ∣ 2 μ a d t ≤ ϵ 0 2 , (49) (2r)^{-(m+1+a)}\iint_{P_{2r}^+(X_0,t_0)}|DU|^2\mu_a\,dt\leq\epsilon_0^2, \tag*{(49)} ( 2 r ) − ( m + 1 + a ) ∬ P 2 r + ( X 0 , t 0 ) ∣ D U ∣ 2 μ a d t ≤ ϵ 0 2 , (49) then
( θ 0 r ) − ( m + 1 + a ) ∬ P θ 0 r + ( X 0 , t 0 ) ∣ D U ∣ 2 μ a d t ≤ 1 2 ( 2 r ) − ( m + 1 + a ) ∬ P 2 r + ( X 0 , t 0 ) ∣ D U ∣ 2 μ a d t . (50) (\theta_0r)^{-(m+1+a)}\iint_{P_{\theta_0r}^+(X_0,t_0)}|DU|^2\mu_a\,dt\leq\frac{1}{2}(2r)^{-(m+1+a)}\iint_{P_{2r}^+(X_0,t_0)}|DU|^2\mu_a\,dt. \tag*{(50)} ( θ 0 r ) − ( m + 1 + a ) ∬ P θ 0 r + ( X 0 , t 0 ) ∣ D U ∣ 2 μ a d t ≤ 2 1 ( 2 r ) − ( m + 1 + a ) ∬ P 2 r + ( X 0 , t 0 ) ∣ D U ∣ 2 μ a d t . (50)
Proof. We may assume X 0 = 0 X_0=0 X 0 = 0 and t 0 = 1 t_0=1 t 0 = 1 . We argue it by contradiction. Suppose the conclusions were false. Then for any θ ∈ ( 0 , 1 ) \theta\in(0,1) θ ∈ ( 0 , 1 ) there exist r i > 0 r_i>0 r i > 0 and ϵ i → 0 \epsilon_i\to0 ϵ i → 0 such that
( 2 r i ) − ( m + 1 + a ) ∬ P 2 r i + ( 0 , 1 ) ∣ D U ∣ 2 μ a d t = ϵ i 2 , (51) (2r_i)^{-(m+1+a)}\iint_{P_{2r_i}^+(0,1)}|DU|^2\mu_a\,dt=\epsilon_i^2, \tag*{(51)} ( 2 r i ) − ( m + 1 + a ) ∬ P 2 r i + ( 0 , 1 ) ∣ D U ∣ 2 μ a d t = ϵ i 2 , (51)
then
( θ r i ) − ( m + 1 + a ) ∬ P θ r i + ( 0 , 1 ) ∣ D U ∣ 2 μ a d t > 1 2 ( 2 r i ) − ( m + 1 + a ) ∬ P 2 r i + ( 0 , 1 ) ∣ D U ∣ 2 μ a d t . (52) (\theta r_i)^{-(m+1+a)}\iint_{P_{\theta r_i}^+(0,1)}|DU|^2\mu_a\,dt>\frac{1}{2}(2r_i)^{-(m+1+a)}\iint_{P_{2r_i}^+(0,1)}|DU|^2\mu_a\,dt. \tag*{(52)} ( θ r i ) − ( m + 1 + a ) ∬ P θ r i + ( 0 , 1 ) ∣ D U ∣ 2 μ a d t > 2 1 ( 2 r i ) − ( m + 1 + a ) ∬ P 2 r i + ( 0 , 1 ) ∣ D U ∣ 2 μ a d t . (52)
Define the blow-up sequence U i ( X , t ) = U ( r i X , 1 + r i 2 t ) − U ( 0 , 1 ) ϵ i : R + m + 1 × ( − 4 , 4 ) → R ℓ U_i(X,t)=\frac{U(r_iX,1+r_i^2t)-U(0,1)}{\epsilon_i}:\mathbb{R}^{m+1}_+\times(-4,4)\to\mathbb{R}^{\ell} U i ( X , t ) = ϵ i U ( r i X , 1 + r i 2 t ) − U ( 0 , 1 ) : R + m + 1 × ( − 4 , 4 ) → R ℓ . Then we have that
2 − ( m + 1 + a ) ∬ P 2 + ( 0 , 0 ) ∣ D U i ∣ 2 μ a d t = 1 , (53) 2^{-(m+1+a)}\iint_{P_2^+(0,0)}|DU_i|^2\mu_a\,dt=1, \tag*{(53)} 2 − ( m + 1 + a ) ∬ P 2 + ( 0 , 0 ) ∣ D U i ∣ 2 μ a d t = 1 , (53)
but
θ − ( m + 1 + a ) ∬ P 2 + ( 0 , 0 ) ∣ D U i ∣ 2 μ a d t > 1 2 . (54) \theta^{-(m+1+a)}\iint_{P_2^+(0,0)} |DU_i|^2\,\mu_a\,dt > \frac{1}{2}. \tag*{(54)} θ − ( m + 1 + a ) ∬ P 2 + ( 0 , 0 ) ∣ D U i ∣ 2 μ a d t > 2 1 . (54)
Since U U U solves (1.11), it follows that U i U_i U i satisfies
{ y a ∂ t U i = div X ( y a D U i ) in P 2 + ( 0 , 0 ) , U i ( ∂ R + m × ( − 4 , 4 ) ) ⊂ ϵ i − 1 ( S ℓ − 1 − U ( 0 , 1 ) ) , y a ∂ U i ∂ y ∣ y = 0 ⊥ T U ( ( r i x , 0 ) , r 2 t ) S ℓ − 1 , ( x , t ) ∈ B 2 m ( 0 ) × ( − 4 , 4 ) . (55) \begin{cases}
y^a\partial_t U_i=\operatorname{div}_X(y^aDU_i) & \text{in } P_2^+(0,0),\\
U_i(\partial\mathbb{R}_+^m\times(-4,4))\subset\epsilon_i^{-1}(S^{\ell-1}-U(0,1)),\\
y^a\left.\dfrac{\partial U_i}{\partial y}\right|_{y=0}\perp T_{U((ri x,0),r_2t)}S^{\ell-1}, & (x,t)\in B_2^m(0)\times(-4,4). \tag*{(55)}
\end{cases} ⎩ ⎨ ⎧ y a ∂ t U i = div X ( y a D U i ) U i ( ∂ R + m × ( − 4 , 4 )) ⊂ ϵ i − 1 ( S ℓ − 1 − U ( 0 , 1 )) , y a ∂ y ∂ U i y = 0 ⊥ T U (( r i x , 0 ) , r 2 t ) S ℓ − 1 , in P 2 + ( 0 , 0 ) , ( x , t ) ∈ B 2 m ( 0 ) × ( − 4 , 4 ) . (55)
From (4.16) we can deduce that
∬ P 1 + ( 0 , 0 ) ∣ ∂ t U i ∣ 2 μ a d t ≤ C ∬ P 2 + ( 0 , 0 ) ∣ D U i ∣ 2 μ a d t ≤ C . (56) \iint_{P_1^+(0,0)}|\partial_tU_i|^2\mu_a\,dt\le C\iint_{P_2^+(0,0)}|DU_i|^2\mu_a\,dt\le C. \tag*{(56)} ∬ P 1 + ( 0 , 0 ) ∣ ∂ t U i ∣ 2 μ a d t ≤ C ∬ P 2 + ( 0 , 0 ) ∣ D U i ∣ 2 μ a d t ≤ C . (56)
By the y a y^a y a -weighted Poincaré inequality, we have that
∬ P 1 + ( 0 , 0 ) ∣ U i ∣ 2 μ a d t ≤ C ∬ P 1 + ( 0 , 0 ) ( ∣ ∂ t U i ∣ 2 + ∣ D U i ∣ 2 ) μ a d t ≤ C . (57) \iint_{P_1^+(0,0)}|U_i|^2\mu_a\,dt\le C\iint_{P_1^+(0,0)}(|\partial_tU_i|^2+|DU_i|^2)\mu_a\,dt\le C. \tag*{(57)} ∬ P 1 + ( 0 , 0 ) ∣ U i ∣ 2 μ a d t ≤ C ∬ P 1 + ( 0 , 0 ) ( ∣ ∂ t U i ∣ 2 + ∣ D U i ∣ 2 ) μ a d t ≤ C . (57)
It follows from (5.5), (5.8), and (5.9) that we may assume that there exists U ∞ ∈ H 1 ( P 1 + ( 0 , 0 ) , R ℓ ) U_\infty\in H^1(P_1^+(0,0),\mathbb{R}^{\ell}) U ∞ ∈ H 1 ( P 1 + ( 0 , 0 ) , R ℓ ) such that, after passing to a subsequence,
( ∂ t U i , D U i ) ⇀ ( ∂ t U ∞ , D U ∞ ) ; U i → U ∞ in L 2 ( P 1 + ( 0 , 0 ) , μ a d t ) . (\partial_tU_i,DU_i)\rightharpoonup(\partial_tU_\infty,DU_\infty); \quad U_i\to U_\infty\quad\text{in }L^2(P_1^+(0,0),\mu_a\,dt). ( ∂ t U i , D U i ) ⇀ ( ∂ t U ∞ , D U ∞ ) ; U i → U ∞ in L 2 ( P 1 + ( 0 , 0 ) , μ a d t ) .
Moreover, by using the y a y^a y a -weighted John-Nirenberg inequality (3.15), we can further assume that
U i → U ∞ in L 4 ( P 1 + ( 0 , 0 ) , μ a d t ) . U_i\to U_\infty\quad\text{in }L^4(P_1^+(0,0),\mu_a\,dt). U i → U ∞ in L 4 ( P 1 + ( 0 , 0 ) , μ a d t ) .
It is not hard to check that
∬ P 1 + ( 0 , 0 ) ( ∣ ∂ t U ∞ ∣ 2 + ∣ D U ∞ ∣ 2 ) μ a d t ≤ 1 , (58) \iint_{P_1^+(0,0)}(|\partial_tU_\infty|^2+|DU_\infty|^2)\mu_a\,dt\le1, \tag*{(58)} ∬ P 1 + ( 0 , 0 ) ( ∣ ∂ t U ∞ ∣ 2 + ∣ D U ∞ ∣ 2 ) μ a d t ≤ 1 , (58)
and
{ y a ∂ t U ∞ = div X ( y a D U ∞ ) in P 1 + ( 0 , 0 ) , U ∞ ( B 1 m ( 0 ) × ( − 1 , 1 ) ) ⊂ T U ( 0 , 1 ) S ℓ − 1 , y a ∂ U ∞ ∂ y ∣ y = 0 ⊥ T U ( 0 , 1 ) S ℓ − 1 , ( x , t ) ∈ B 1 m ( 0 ) × ( − 1 , 1 ) . (59) \begin{cases}
y^a\partial_tU_\infty=\operatorname{div}_X(y^aDU_\infty) & \text{in }P_1^+(0,0),\\
U_\infty(B_1^m(0)\times(-1,1))\subset T_{U(0,1)}S^{\ell-1},\\
y^a\left.\dfrac{\partial U_\infty}{\partial y}\right|_{y=0}\perp T_{U(0,1)}S^{\ell-1}, & (x,t)\in B_1^m(0)\times(-1,1). \tag*{(59)}
\end{cases} ⎩ ⎨ ⎧ y a ∂ t U ∞ = div X ( y a D U ∞ ) U ∞ ( B 1 m ( 0 ) × ( − 1 , 1 )) ⊂ T U ( 0 , 1 ) S ℓ − 1 , y a ∂ y ∂ U ∞ y = 0 ⊥ T U ( 0 , 1 ) S ℓ − 1 , in P 1 + ( 0 , 0 ) , ( x , t ) ∈ B 1 m ( 0 ) × ( − 1 , 1 ) . (59)
By choosing a suitable coordinate system in R ℓ \mathbb{R}^{\ell} R ℓ , we may assume U ( 0 , 1 ) = ( 0 ′ , 1 ) U(0,1)=(0',1) U ( 0 , 1 ) = ( 0 ′ , 1 ) and T U ( 0 , 1 ) S ℓ − 1 = R ℓ − 1 × { 0 } T_{U(0,1)}S^{\ell-1}=\mathbb{R}^{\ell-1}\times\{0\} T U ( 0 , 1 ) S ℓ − 1 = R ℓ − 1 × { 0 } so that
U ∞ ℓ = 0 , y a ∂ U ∞ i ∂ y ∣ y = 0 = 0 ( 1 ≤ i ≤ ℓ − 1 ) on B 1 m ( 0 ) × ( − 1 , 1 ) . (60) U_\infty^\ell=0,\quad y^a\left.\dfrac{\partial U_\infty^i}{\partial y}\right|_{y=0}=0\ (1\le i\le\ell-1)\quad\text{on }B_1^m(0)\times(-1,1). \tag*{(60)} U ∞ ℓ = 0 , y a ∂ y ∂ U ∞ i y = 0 = 0 ( 1 ≤ i ≤ ℓ − 1 ) on B 1 m ( 0 ) × ( − 1 , 1 ) . (60)
Let us extend U ∞ U_\infty U ∞ to P 1 ( 0 , 0 ) P_1(0,0) P 1 ( 0 , 0 ) in such a way that U ∞ ℓ U_\infty^\ell U ∞ ℓ is odd and U ∞ i U_\infty^i U ∞ i , 1 ≤ i ≤ ℓ − 1 1\le i\le\ell-1 1 ≤ i ≤ ℓ − 1 , is even with respect to y y y . Then it is easy to verify that U ∞ U_\infty U ∞ solves
∣ y ∣ a ∂ t U ∞ = div X ( ∣ y ∣ a D U ∞ ) in P 1 ( 0 , 0 ) . (61) |y|^a\partial_tU_\infty=\operatorname{div}_X(|y|^aDU_\infty)\quad\text{in }P_1(0,0). \tag*{(61)} ∣ y ∣ a ∂ t U ∞ = div X ( ∣ y ∣ a D U ∞ ) in P 1 ( 0 , 0 ) . (61)
Hence by the regularity theorem that U ∞ ∈ C α s ( P 1 ( 0 , 0 ) ) U_{\infty} \in C^{\alpha_s}(P_1(0,0)) U ∞ ∈ C α s ( P 1 ( 0 , 0 )) and, for any θ ∈ ( 0 , 1 4 ) \theta\in(0,\frac{1}{4}) θ ∈ ( 0 , 4 1 ) ,
θ − ( m + 3 + a ) ∬ P θ + ( 0 , 0 ) ∣ U ∞ − ( U ∞ ) ( 0 , 0 ) , θ , + a ∣ 2 μ a d t ≤ C θ 2 α s , (62) \theta^{-(m+3+a)} \iint_{P_{\theta}^{+}(0,0)} \lvert U_{\infty}-(U_{\infty})_{(0,0),\theta,+}^{a}\rvert^{2}\mu_a\,dt \leq C\theta^{2\alpha_s}, \tag*{(62)} θ − ( m + 3 + a ) ∬ P θ + ( 0 , 0 ) ∣ U ∞ − ( U ∞ ) ( 0 , 0 ) , θ , + a ∣ 2 μ a d t ≤ C θ 2 α s , (62)
where
α s = { 2 s 0 < s < 1 2 , 1 1 2 ≤ s < 1. \alpha_s =
\begin{cases}
2s & 0<s<\frac{1}{2},\\
1 & \frac{1}{2}\leq s<1.
\end{cases} α s = { 2 s 1 0 < s < 2 1 , 2 1 ≤ s < 1.
With (5.14) at the hand, we can apply (3.7) to reach a contradiction to (5.6) as follows. First of all, by the energy monotonicity inequality (4.11) and the local energy inequality (4.17) for U U U , we have that for any z ∈ P r i + ( 0 , 1 ) z\in P_{r_i}^{+}(0,1) z ∈ P r i + ( 0 , 1 ) and 0 < r < θ 0 r i 0<r<\theta_0r_i 0 < r < θ 0 r i ,
r − ( m + 1 + a ) ∬ P r + ( z ) ∣ D U ∣ 2 μ a d t ≤ C r i − ( m + 1 + a ) ∬ P 2 r i + ( 0 , 1 ) ∣ D U ∣ 2 μ a d t , (63) r^{-(m+1+a)}\iint_{P_r^{+}(z)}\lvert DU\rvert^2\mu_a\,dt\leq Cr_i^{-(m+1+a)}\iint_{P_{2r_i}^{+}(0,1)}\lvert DU\rvert^2\mu_a\,dt, \tag*{(63)} r − ( m + 1 + a ) ∬ P r + ( z ) ∣ D U ∣ 2 μ a d t ≤ C r i − ( m + 1 + a ) ∬ P 2 r i + ( 0 , 1 ) ∣ D U ∣ 2 μ a d t , (63)
and
r − ( m + 1 + a ) ∬ P r + ( z ) r 2 ∣ ∂ t U ∣ 2 μ a d t ≤ C r i − ( m + 1 + a ) ∬ P 2 r i + ( 0 , 1 ) ∣ D U ∣ 2 μ a d t . (64) r^{-(m+1+a)}\iint_{P_r^{+}(z)}r^2\lvert\partial_tU\rvert^2\mu_a\,dt\leq Cr_i^{-(m+1+a)}\iint_{P_{2r_i}^{+}(0,1)}\lvert DU\rvert^2\mu_a\,dt. \tag*{(64)} r − ( m + 1 + a ) ∬ P r + ( z ) r 2 ∣ ∂ t U ∣ 2 μ a d t ≤ C r i − ( m + 1 + a ) ∬ P 2 r i + ( 0 , 1 ) ∣ D U ∣ 2 μ a d t . (64)
It follows from (5.15) and (5.16) that
∥ D U ∥ M 2 , 2 ( P r i + ( 0 , 1 ) , μ a d t ) + ∥ ∂ t U ∥ M 2 , 4 ( P r i + ( 0 , 1 ) , μ a d t ) ≤ C ( r i − ( m + 1 + a ) ∬ P 2 r i + ( 0 , 1 ) ∣ D U ∣ 2 μ a d t ) 1 2 ≤ C ε i , (65) \lVert DU\rVert_{M^{2,2}(P_{r_i}^{+}(0,1),\mu_a\,dt)}+\lVert\partial_tU\rVert_{M^{2,4}(P_{r_i}^{+}(0,1),\mu_a\,dt)}
\leq C\left(r_i^{-(m+1+a)}\iint_{P_{2r_i}^{+}(0,1)}\lvert DU\rvert^2\mu_a\,dt\right)^{\frac{1}{2}}
\leq C\varepsilon_i, \tag*{(65)} ∥ D U ∥ M 2 , 2 ( P r i + ( 0 , 1 ) , μ a d t ) + ∥ ∂ t U ∥ M 2 , 4 ( P r i + ( 0 , 1 ) , μ a d t ) ≤ C ( r i − ( m + 1 + a ) ∬ P 2 r i + ( 0 , 1 ) ∣ D U ∣ 2 μ a d t ) 2 1 ≤ C ε i , (65)
Let ε 0 > 0 \varepsilon_0>0 ε 0 > 0 be the small constant given by Theorem 3.3. We may assume C ε i ≤ ε 0 C\varepsilon_i\leq\varepsilon_0 C ε i ≤ ε 0 for all i i i , as ε i → 0 \varepsilon_i\to0 ε i → 0 . Hence we can apply the inequality (3.7) of Theorem 3.3, with rescaling, to obtain that for any 0 < θ < θ 0 0<\theta<\theta_0 0 < θ < θ 0 ,
θ − ( m + 1 + a ) ∬ P θ + ∣ D U i ∣ 2 μ a d t ≤ ε 0 ( 2 θ ) − ( m + 1 + a ) ∬ P 2 θ + ( ( 2 θ ) 2 ∣ ∂ t U i ∣ 2 + ∣ D U i ∣ 2 ) μ a d t + ε 0 ( 2 θ ) − ( m − 1 + a ) sup t ∈ [ − 4 θ 2 , 4 θ 2 ] ∫ B 2 θ + ∣ D U i ∣ 2 μ a + C ε 0 − 1 ( 2 θ ) − ( m + 3 + a ) ∬ P 2 θ + ∣ U i − ( U i ) 0 , 2 θ , + a ∣ 2 μ a d t + C ε 0 − 1 ( 2 θ ) − ( m + 3 + a ) ∬ P 2 θ + ∣ U i − ( U i ) 0 , 2 θ , + a ∣ 4 μ a d t + C ε 0 − 1 ε i − 2 ( 2 θ ) − ( m + 3 + a ) ∬ P 2 θ + ( ∣ U ‾ i ∣ 2 − 1 ) 2 μ a d t , (66) \begin{aligned}
\theta^{-(m+1+a)}\iint_{P_{\theta}^{+}}\lvert DU_i\rvert^2\mu_a\,dt
&\leq\varepsilon_0(2\theta)^{-(m+1+a)}\iint_{P_{2\theta}^{+}}\left((2\theta)^2\lvert\partial_tU_i\rvert^2+\lvert DU_i\rvert^2\right)\mu_a\,dt\\
&\quad+\varepsilon_0(2\theta)^{-(m-1+a)}
\sup_{t\in[-4\theta^2,4\theta^2]}\int_{B_{2\theta}^{+}}\lvert DU_i\rvert^2\mu_a\\
&\quad+C\varepsilon_0^{-1}(2\theta)^{-(m+3+a)}
\iint_{P_{2\theta}^{+}}\lvert U_i-(U_i)_{0,2\theta,+}^{a}\rvert^2\mu_a\,dt\\
&\quad+C\varepsilon_0^{-1}(2\theta)^{-(m+3+a)}
\iint_{P_{2\theta}^{+}}\lvert U_i-(U_i)_{0,2\theta,+}^{a}\rvert^4\mu_a\,dt\\
&\quad+C\varepsilon_0^{-1}\varepsilon_i^{-2}(2\theta)^{-(m+3+a)}
\iint_{P_{2\theta}^{+}}(\lvert\overline{U}_i\rvert^2-1)^2\mu_a\,dt, \tag*{(66)}
\end{aligned} θ − ( m + 1 + a ) ∬ P θ + ∣ D U i ∣ 2 μ a d t ≤ ε 0 ( 2 θ ) − ( m + 1 + a ) ∬ P 2 θ + ( ( 2 θ ) 2 ∣ ∂ t U i ∣ 2 + ∣ D U i ∣ 2 ) μ a d t + ε 0 ( 2 θ ) − ( m − 1 + a ) t ∈ [ − 4 θ 2 , 4 θ 2 ] sup ∫ B 2 θ + ∣ D U i ∣ 2 μ a + C ε 0 − 1 ( 2 θ ) − ( m + 3 + a ) ∬ P 2 θ + ∣ U i − ( U i ) 0 , 2 θ , + a ∣ 2 μ a d t + C ε 0 − 1 ( 2 θ ) − ( m + 3 + a ) ∬ P 2 θ + ∣ U i − ( U i ) 0 , 2 θ , + a ∣ 4 μ a d t + C ε 0 − 1 ε i − 2 ( 2 θ ) − ( m + 3 + a ) ∬ P 2 θ + (∣ U i ∣ 2 − 1 ) 2 μ a d t , (66)
where U ‾ i ( x , t ) = U ( r i x , 1 + r i 2 t ) \overline{U}_i(x,t)=U(r_i x,1+r_i^2t) U i ( x , t ) = U ( r i x , 1 + r i 2 t ) .
Since ∣ U ‾ i ∣ = 1 \lvert\overline{U}_i\rvert=1 ∣ U i ∣ = 1 on P ^ 1 ( 0 , 0 ) \widehat{P}_1(0,0) P 1 ( 0 , 0 ) , here P ^ r ( 0 , 0 ) = B r m ( 0 ) × ( − r 2 , r 2 ) \widehat{P}_r(0,0)=B_r^m(0)\times(-r^2,r^2) P r ( 0 , 0 ) = B r m ( 0 ) × ( − r 2 , r 2 ) , it follows from the triangle inequality that
( 2 θ ) − ( m + 3 + a ) ∬ P 2 θ + ( ∣ U ‾ i ∣ 2 − 1 ) 2 μ a d t ≤ ( 1 + ∥ U ‾ i ∥ L ∞ ( P 1 2 + ) ) 2 ( 2 θ ) − ( m + 3 + a ) ∬ P 2 θ + ∣ U ‾ i − c ‾ i ( θ ) ∣ 2 μ a d t ≤ C ( 1 + ∥ U ‾ i ∥ L ∞ ( P 1 2 + ) ) 2 ( 2 θ ) − ( m + 3 + a ) ( ∬ P 2 θ + ∣ U ‾ i − ( U ‾ i ) 0 , 2 θ , + a ∣ 2 μ a d t + ∬ P 2 θ + ∣ U ‾ i − c ‾ i ( θ ) ∣ 2 μ a d t ) \begin{aligned}
(2\theta)^{-(m+3+a)}\iint_{P_{2\theta}^{+}}(\lvert\overline{U}_i\rvert^2-1)^2\mu_a\,dt
\leq\left(1+\lVert\overline{U}_i\rVert_{L^\infty(P_{\frac12}^{+})}\right)^2(2\theta)^{-(m+3+a)}
\iint_{P_{2\theta}^{+}}\lvert\overline{U}_i-\overline{c}_i(\theta)\rvert^2\mu_a\,dt \\
&\leq C\left(1+\lVert\overline{U}_i\rVert_{L^\infty(P_{\frac12}^{+})}\right)^2(2\theta)^{-(m+3+a)}
\left(\iint_{P_{2\theta}^{+}}\lvert\overline{U}_i-(\overline{U}_i)_{0,2\theta,+}^{a}\rvert^2\mu_a\,dt+\iint_{P_{2\theta}^{+}}\lvert\overline{U}_i-\overline{c}_i(\theta)\rvert^2\mu_a\,dt\right)
\end{aligned} ( 2 θ ) − ( m + 3 + a ) ∬ P 2 θ + (∣ U i ∣ 2 − 1 ) 2 μ a d t ≤ ( 1 + ∥ U i ∥ L ∞ ( P 2 1 + ) ) 2 ( 2 θ ) − ( m + 3 + a ) ∬ P 2 θ + ∣ U i − c i ( θ ) ∣ 2 μ a d t ≤ C ( 1 + ∥ U i ∥ L ∞ ( P 2 1 + ) ) 2 ( 2 θ ) − ( m + 3 + a ) ( ∬ P 2 θ + ∣ U i − ( U i ) 0 , 2 θ , + a ∣ 2 μ a d t + ∬ P 2 θ + ∣ U i − c i ( θ ) ∣ 2 μ a d t )
where c ˉ i ( θ ) \bar{c}_i(\theta) c ˉ i ( θ ) denotes the average of U ‾ i \overline{U}_i U i over P ^ 2 θ ( 0 , 0 ) \widehat{P}_{2\theta}(0,0) P 2 θ ( 0 , 0 ) with respect to d x d t dxdt d x d t .
From (5.17), and (3.2) of Lemma 3.2, we have
∥ U ‾ i ∥ L ∞ ( P 1 2 + ) ≤ 1 + C ε i ≤ 2. \left\|\overline{U}_i\right\|_{L^\infty(P^+_{\frac{1}{2}})} \leq1+C\varepsilon_i\leq2. U i L ∞ ( P 2 1 + ) ≤ 1 + C ε i ≤ 2.
Hence, after rescaling, we obtain
ε i − 2 ( 2 θ ) − ( m + 3 + a ) ∬ P 2 θ + ( ∣ U ‾ i ∣ 2 − 1 ) 2 μ a d t ≤ C ( 2 θ ) − ( m + 3 + a ) ( ∬ P 2 θ + ∣ U i − ( U i ) 0 , 2 θ , + a ∣ 2 μ a d t + ∬ P 2 θ + ∣ U i − c i ( θ ) ∣ 2 μ a d t ) . (67) \varepsilon_i^{-2}(2\theta)^{-(m+3+a)}\iint_{P^+_{2\theta}} \left(\left|\overline{U}_i\right|^2-1\right)^2\mu_a\,dt
\leq C(2\theta)^{-(m+3+a)}\left(\iint_{P^+_{2\theta}}\left|U_i-(U_i)^a_{0,2\theta,+}\right|^2\mu_a\,dt+\iint_{P^+_{2\theta}}\left|U_i-c_i(\theta)\right|^2\mu_a\,dt\right). \tag*{(67)} ε i − 2 ( 2 θ ) − ( m + 3 + a ) ∬ P 2 θ + ( U i 2 − 1 ) 2 μ a d t ≤ C ( 2 θ ) − ( m + 3 + a ) ( ∬ P 2 θ + U i − ( U i ) 0 , 2 θ , + a 2 μ a d t + ∬ P 2 θ + ∣ U i − c i ( θ ) ∣ 2 μ a d t ) . (67)
with c i ( θ ) c_i(\theta) c i ( θ ) denotes the average of U i U_i U i over P ^ 2 θ ( 0 , 0 ) \widehat{P}_{2\theta}(0,0) P 2 θ ( 0 , 0 ) .
Since U i → U ∞ U_i\to U_\infty U i → U ∞ in L 4 ( P θ 0 + ( 0 , 0 ) , μ a d t ) L^4(P^+_{\theta_0}(0,0),\mu_a\,dt) L 4 ( P θ 0 + ( 0 , 0 ) , μ a d t ) and U ∞ U_\infty U ∞ satisfies (5.14), we can estimate
( 2 θ ) − ( m + 3 + a ) ( ∬ P 2 θ + ∣ U i − ( U i ) 0 , 2 θ , + a ∣ 2 μ a d t + ∬ P 2 θ + ∣ U i − c i ( θ ) ∣ 2 μ a d t ) ≤ 2 ( 2 θ ) − ( m + 3 + a ) ( ∬ P 2 θ + ∣ U ∞ − ( U ∞ ) 0 , 2 θ , + a ∣ 2 μ a d t + ∬ P 2 θ + ∣ U ∞ − c ∞ ( θ ) ∣ 2 μ a d t ) + 4 ( 2 θ ) − ( m + 3 + a ) ∬ P 2 θ + ∣ U i − U ∞ ∣ 2 μ a d t ≤ C θ 2 + C θ − ( m + 3 + a ) o i ( 1 ) . \begin{aligned}
&(2\theta)^{-(m+3+a)}\left(\iint_{P^+_{2\theta}}\left|U_i-(U_i)^a_{0,2\theta,+}\right|^2\mu_a\,dt+\iint_{P^+_{2\theta}}\left|U_i-c_i(\theta)\right|^2\mu_a\,dt\right)\\
&\leq2(2\theta)^{-(m+3+a)}\left(\iint_{P^+_{2\theta}}\left|U_\infty-(U_\infty)^a_{0,2\theta,+}\right|^2\mu_a\,dt+\iint_{P^+_{2\theta}}\left|U_\infty-c_\infty(\theta)\right|^2\mu_a\,dt\right)\\
&\quad+4(2\theta)^{-(m+3+a)}\iint_{P^+_{2\theta}}\left|U_i-U_\infty\right|^2\mu_a\,dt\\
&\leq C\theta^2+C\theta^{-(m+3+a)}o_i(1).
\end{aligned} ( 2 θ ) − ( m + 3 + a ) ( ∬ P 2 θ + U i − ( U i ) 0 , 2 θ , + a 2 μ a d t + ∬ P 2 θ + ∣ U i − c i ( θ ) ∣ 2 μ a d t ) ≤ 2 ( 2 θ ) − ( m + 3 + a ) ( ∬ P 2 θ + U ∞ − ( U ∞ ) 0 , 2 θ , + a 2 μ a d t + ∬ P 2 θ + ∣ U ∞ − c ∞ ( θ ) ∣ 2 μ a d t ) + 4 ( 2 θ ) − ( m + 3 + a ) ∬ P 2 θ + ∣ U i − U ∞ ∣ 2 μ a d t ≤ C θ 2 + C θ − ( m + 3 + a ) o i ( 1 ) .
where o i ( 1 ) → 0 o_i(1)\to0 o i ( 1 ) → 0 as i → ∞ i\to\infty i → ∞ . Substituting this estimate into (5.19), we have
ε i − 2 ( 2 θ ) − ( m + 3 + a ) ∬ P 2 θ + ( ∣ U ‾ i ∣ 2 − 1 ) 2 μ a d t ≤ C θ 2 + C θ − ( m + 3 + a ) o i ( 1 ) . (68) \varepsilon_i^{-2}(2\theta)^{-(m+3+a)}\iint_{P^+_{2\theta}}\left(\left|\overline{U}_i\right|^2-1\right)^2\mu_a\,dt\leq C\theta^2+C\theta^{-(m+3+a)}o_i(1). \tag*{(68)} ε i − 2 ( 2 θ ) − ( m + 3 + a ) ∬ P 2 θ + ( U i 2 − 1 ) 2 μ a d t ≤ C θ 2 + C θ − ( m + 3 + a ) o i ( 1 ) . (68)
Substituting (5.20) and the scaled version of estimate (5.17) into (5.18), we arrive at
θ − ( m + 1 + a ) ∬ P θ + ∣ D U i ∣ 2 μ a d t ≤ C ε 0 + C θ 2 + C θ − m − 3 − a o i ( 1 ) . (69) \theta^{-(m+1+a)}\iint_{P^+_{\theta}}\left|DU_i\right|^2\mu_a\,dt\leq C\varepsilon_0+C\theta^2+C\theta^{-m-3-a}o_i(1). \tag*{(69)} θ − ( m + 1 + a ) ∬ P θ + ∣ D U i ∣ 2 μ a d t ≤ C ε 0 + C θ 2 + C θ − m − 3 − a o i ( 1 ) . (69)
We now choose the parameters orderly: (i) First, choose ε 0 > 0 \varepsilon_0>0 ε 0 > 0 so small that C ε 0 < 1 8 C\varepsilon_0<\frac{1}{8} C ε 0 < 8 1 , (ii) Second, choose θ > 0 \theta>0 θ > 0 so small that C θ 2 < 1 8 C\theta^2<\frac{1}{8} C θ 2 < 8 1 , and (iii) Finally, since o i ( 1 ) → 0 o_i(1)\to0 o i ( 1 ) → 0 as i → ∞ i\to\infty i → ∞ , choosing i i i sufficiently large so that C θ − m − 3 − a o i ( 1 ) < 1 8 C\theta^{-m-3-a}o_i(1)<\frac{1}{8} C θ − m − 3 − a o i ( 1 ) < 8 1 . This yields
θ − ( m + 1 + a ) ∬ P θ + ∣ D U i ∣ 2 < 3 8 . \theta^{-(m+1+a)}\iint_{P^+_{\theta}}\left|DU_i\right|^2<\frac{3}{8}. θ − ( m + 1 + a ) ∬ P θ + ∣ D U i ∣ 2 < 8 3 .
which contradicts to (5.6). The proof is complete. □
Iterations of (5.2) give rise to Hölder continuity of U U U . More precisely, we have
Lemma 5.2 There exist ϵ 0 > 0 \epsilon_0>0 ϵ 0 > 0 and α 0 ∈ ( 0 , 1 ) \alpha_0\in(0,1) α 0 ∈ ( 0 , 1 ) such that if U U U is a stationary solution of heat flow of s s s -harmonic maps in R + m + 1 \mathbb{R}^{m+1}_+ R + m + 1 , which satisfies, for ( X 0 , t 0 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) (X_0,t_0)\in\partial\mathbb{R}^{m+1}_+\times(0,\infty) ( X 0 , t 0 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) and 0 < r < t 0 4 0<r<\frac{\sqrt{t_0}}{4} 0 < r < 4 t 0 ,
( 2 r ) − ( m + 1 + a ) ∬ P 2 r + ( X 0 , t 0 ) ∣ D U ∣ 2 μ a d t ≤ ϵ 0 2 , (70) (2r)^{-(m+1+a)}\iint_{P^+_{2r}(X_0,t_0)}|DU|^2\mu_a\,dt\leq\epsilon_0^2, \tag*{(70)} ( 2 r ) − ( m + 1 + a ) ∬ P 2 r + ( X 0 , t 0 ) ∣ D U ∣ 2 μ a d t ≤ ϵ 0 2 , (70) then U ∈ C X , t α 0 , α 0 2 ( P r 2 + ( X 0 , t 0 ) ) U\in C^{\alpha_0,\frac{\alpha_0}{2}}_{X,t}(P^+_{\frac{r}{2}}(X_0,t_0)) U ∈ C X , t α 0 , 2 α 0 ( P 2 r + ( X 0 , t 0 )) , and, for any Z ∈ P r + ( Z 0 ) Z\in P^+_r(Z_0) Z ∈ P r + ( Z 0 ) and 0 < τ < r 0<\tau<r 0 < τ < r ,
τ − ( m + 1 + a ) ∬ P τ + ( Z 1 ) ∣ D U ∣ 2 μ a d t ≤ ( τ r ) 2 α 0 r − ( m + 1 + a ) ∬ P r + ( Z 1 ) ∣ D U ∣ 2 μ a d t . (71) \tau^{-(m+1+a)}\iint_{P^+_{\tau}(Z_1)}|DU|^2\mu_a\,dt\leq\left(\frac{\tau}{r}\right)^{2\alpha_0}r^{-(m+1+a)}\iint_{P^+_r(Z_1)}|DU|^2\mu_a\,dt. \tag*{(71)} τ − ( m + 1 + a ) ∬ P τ + ( Z 1 ) ∣ D U ∣ 2 μ a d t ≤ ( r τ ) 2 α 0 r − ( m + 1 + a ) ∬ P r + ( Z 1 ) ∣ D U ∣ 2 μ a d t . (71)
Proof. Let Z 0 = ( X 0 , t 0 ) Z_0=(X_0,t_0) Z 0 = ( X 0 , t 0 ) . It follows from (70) that
r − ( m + 1 + a ) ∬ P r + ( X ∗ , t ∗ ) ∣ D U ∣ 2 μ a d t ≤ 2 m + 1 + a ϵ 0 2 (72) r^{-(m+1+a)}\iint_{P_r^+(X_*,t_*)}|DU|^2\mu_a\,dt\leq2^{m+1+a}\epsilon_0^2 \tag*{(72)} r − ( m + 1 + a ) ∬ P r + ( X ∗ , t ∗ ) ∣ D U ∣ 2 μ a d t ≤ 2 m + 1 + a ϵ 0 2 (72)
holds for all ( X ∗ , t ∗ ) ∈ P ^ r ( Z 0 ) (X_*,t_*)\in\widehat{P}_r(Z_0) ( X ∗ , t ∗ ) ∈ P r ( Z 0 ) . Hence we can repeatedly apply Lemma 5.1 to conclude that there exists θ 0 ∈ ( 0 , 1 ) \theta_0\in(0,1) θ 0 ∈ ( 0 , 1 ) such that for any k ≥ 1 k\geq1 k ≥ 1 ,
( θ 0 k r ) − ( m + 1 + a ) ∬ P θ 0 k r + ( X ∗ , t ∗ ) ∣ D U ∣ 2 μ a d t ≤ 2 − k r − ( m + 1 + a ) ∬ P r + ( X ∗ , t ∗ ) ∣ D U ∣ 2 μ a d t (73) (\theta_0^k r)^{-(m+1+a)}\iint_{P_{\theta_0^k r}^+(X_*,t_*)}|DU|^2\mu_a\,dt
\leq2^{-k}r^{-(m+1+a)}\iint_{P_r^+(X_*,t_*)}|DU|^2\mu_a\,dt \tag*{(73)} ( θ 0 k r ) − ( m + 1 + a ) ∬ P θ 0 k r + ( X ∗ , t ∗ ) ∣ D U ∣ 2 μ a d t ≤ 2 − k r − ( m + 1 + a ) ∬ P r + ( X ∗ , t ∗ ) ∣ D U ∣ 2 μ a d t (73)
holds for all ( X ∗ , t ∗ ) ∈ P ^ r ( Z 0 ) (X_*,t_*)\in\widehat{P}_r(Z_0) ( X ∗ , t ∗ ) ∈ P r ( Z 0 ) . This, combined with the local energy inequality (47) , yields
( θ 0 k r ) − ( m + 1 + a ) ∬ P θ 0 k r + ( X ∗ , t ∗ ) ( ∣ D U ∣ 2 + ( θ 0 k r ) 2 ∣ ∂ t U ∣ 2 ) μ a d t ≤ C 2 − k r − ( m + 1 + a ) ∬ P r + ( X ∗ , t ∗ ) ∣ D U ∣ 2 μ a d t (74) \begin{aligned}
(\theta_0^k r)^{-(m+1+a)}\iint_{P_{\theta_0^k r}^+(X_*,t_*)}\left(|DU|^2+(\theta_0^k r)^2|\partial_tU|^2\right)\mu_a\,dt\\
\leq C2^{-k}r^{-(m+1+a)}\iint_{P_r^+(X_*,t_*)}|DU|^2\mu_a\,dt \tag*{(74)}
\end{aligned} ( θ 0 k r ) − ( m + 1 + a ) ∬ P θ 0 k r + ( X ∗ , t ∗ ) ( ∣ D U ∣ 2 + ( θ 0 k r ) 2 ∣ ∂ t U ∣ 2 ) μ a d t ≤ C 2 − k r − ( m + 1 + a ) ∬ P r + ( X ∗ , t ∗ ) ∣ D U ∣ 2 μ a d t (74)
holds for all ( X ∗ , t ∗ ) ∈ P ^ r ( Z 0 ) (X_*,t_*)\in\widehat{P}_r(Z_0) ( X ∗ , t ∗ ) ∈ P r ( Z 0 ) . Standard interpolation then implies that there exists α 1 ∈ ( 0 , 1 ) \alpha_1\in(0,1) α 1 ∈ ( 0 , 1 ) such that
τ − ( m + 1 + a ) ∬ P τ + ( X ∗ , t ∗ ) ( ∣ D U ∣ 2 + τ 2 ∣ ∂ t U ∣ 2 ) μ a d t ≤ C ( τ r ) 2 α 1 r − ( m + 1 + a ) ∬ P r + ( X ∗ , t ∗ ) ∣ D U ∣ 2 μ a d t (75) \begin{aligned}
\tau^{-(m+1+a)}\iint_{P_\tau^+(X_*,t_*)}\left(|DU|^2+\tau^2|\partial_tU|^2\right)\mu_a\,dt\\
\leq C\left(\frac{\tau}{r}\right)^{2\alpha_1}r^{-(m+1+a)}\iint_{P_r^+(X_*,t_*)}|DU|^2\mu_a\,dt \tag*{(75)}
\end{aligned} τ − ( m + 1 + a ) ∬ P τ + ( X ∗ , t ∗ ) ( ∣ D U ∣ 2 + τ 2 ∣ ∂ t U ∣ 2 ) μ a d t ≤ C ( r τ ) 2 α 1 r − ( m + 1 + a ) ∬ P r + ( X ∗ , t ∗ ) ∣ D U ∣ 2 μ a d t (75)
holds for all Z ∗ = ( X ∗ , t ∗ ) ∈ P ^ r ( Z 0 ) Z_*=(X_*,t_*)\in\widehat{P}_r(Z_0) Z ∗ = ( X ∗ , t ∗ ) ∈ P r ( Z 0 ) and 0 < τ < r 0<\tau<r 0 < τ < r .
On the other hand, by the interior Hölder continuity of U U U , we have that there exists α 2 ∈ ( 0 , 1 ) \alpha_2\in(0,1) α 2 ∈ ( 0 , 1 ) such that for any Z ∗ = ( x ∗ , y ∗ , t ∗ ) ∈ P r + ( Z 0 ) Z_*=(x_*,y_*,t_*)\in P_r^+(Z_0) Z ∗ = ( x ∗ , y ∗ , t ∗ ) ∈ P r + ( Z 0 ) with y ∗ > 0 y_*>0 y ∗ > 0 ,
τ − ( m + 1 + a ) ∬ P τ ( Z ∗ ) ( ∣ D U ∣ 2 + τ 2 ∣ ∂ t U ∣ 2 ) μ a d t ≤ C ( τ r ) 2 α 2 y ∗ − ( m + 1 + a ) ∬ P y ∗ + ( Z ∗ ) ∣ D U ∣ 2 μ a d t ≤ C ( τ r ) 2 α 2 ( 2 y ∗ ) − ( m + 1 + a ) ∬ P 2 y ∗ + ( ( X ∗ , 0 , t ∗ ) ) ∣ D U ∣ 2 μ a d t (76) \begin{aligned}
\tau^{-(m+1+a)}\iint_{P_\tau(Z_*)}\left(|DU|^2+\tau^2|\partial_tU|^2\right)\mu_a\,dt\\
\leq C\left(\frac{\tau}{r}\right)^{2\alpha_2}y_*^{-(m+1+a)}\iint_{P_{y_*}^+(Z_*)}|DU|^2\mu_a\,dt\\
\leq C\left(\frac{\tau}{r}\right)^{2\alpha_2}(2y_*)^{-(m+1+a)}\iint_{P_{2y_*}^+((X_*,0,t_*))}|DU|^2\mu_a\,dt \tag*{(76)}
\end{aligned} τ − ( m + 1 + a ) ∬ P τ ( Z ∗ ) ( ∣ D U ∣ 2 + τ 2 ∣ ∂ t U ∣ 2 ) μ a d t ≤ C ( r τ ) 2 α 2 y ∗ − ( m + 1 + a ) ∬ P y ∗ + ( Z ∗ ) ∣ D U ∣ 2 μ a d t ≤ C ( r τ ) 2 α 2 ( 2 y ∗ ) − ( m + 1 + a ) ∬ P 2 y ∗ + (( X ∗ , 0 , t ∗ )) ∣ D U ∣ 2 μ a d t (76)
holds for all 0 < τ < y ∗ 0<\tau<y_* 0 < τ < y ∗ .
Combining (75) and (5.28, it is not hard to show that
τ − ( m + 1 + a ) ∬ P τ + ( Z ∗ ) ( ∣ D U ∣ 2 + τ 2 ∣ ∂ t U ∣ 2 ) μ a d t ≤ C ( τ r ) 2 α 0 r − ( m + 1 + a ) ∬ P r + ( Z 0 ) ∣ D U ∣ 2 μ a d t (77) \tau^{-(m+1+a)}\iint_{P_\tau^+(Z_*)}\left(|DU|^2+\tau^2|\partial_tU|^2\right)\mu_a\,dt
\leq C\left(\frac{\tau}{r}\right)^{2\alpha_0}r^{-(m+1+a)}\iint_{P_r^+(Z_0)}|DU|^2\mu_a\,dt \tag*{(77)} τ − ( m + 1 + a ) ∬ P τ + ( Z ∗ ) ( ∣ D U ∣ 2 + τ 2 ∣ ∂ t U ∣ 2 ) μ a d t ≤ C ( r τ ) 2 α 0 r − ( m + 1 + a ) ∬ P r + ( Z 0 ) ∣ D U ∣ 2 μ a d t (77)
holds for all Z ∗ ∈ P r + ( Z 0 ) Z_*\in P_r^+(Z_0) Z ∗ ∈ P r + ( Z 0 ) and 0 < τ < r 0<\tau<r 0 < τ < r , where α 0 = min { α 1 , α 2 } \alpha_0=\min\{\alpha_1,\alpha_2\} α 0 = min { α 1 , α 2 } . Thus, by Morrey’s decay Lemma (see [15 ] ) and Lemma 7.1 and Lemma 7.2 below, we conclude that U ∈ C X , t α 0 , α 0 2 ( P r + ( Z 0 ) ) U\in C_{X,t}^{\alpha_0,\frac{\alpha_0}{2}}(P_r^+(Z_0)) U ∈ C X , t α 0 , 2 α 0 ( P r + ( Z 0 )) and (71) holds. □ \square □
Proof of Theorem 1.3: Higher order regularity
This section is devoted to the proof of C 1 , α C^{1,\alpha} C 1 , α -regularity of the heat flow of s s s -harmonic maps u = U ∣ ∂ R + m + 1 × ( 0 , ∞ ) u = \left.U\right|_{\partial\mathbb{R}^{m+1}_{+}\times(0,\infty)} u = U ∣ ∂ R + m + 1 × ( 0 , ∞ ) in a neighborhood of Z 0 = ( X 0 , t 0 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) Z_{0}=(X_{0},t_{0})\in\partial\mathbb{R}^{m+1}_{+}\times(0,\infty) Z 0 = ( X 0 , t 0 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) where U U U is Hölder continuous. This amounts to show that ( ∂ t k u , D x k u ) (\partial_{t}^{k}u,D_{x}^{k}u) ( ∂ t k u , D x k u ) is continuous near Z 0 Z_{0} Z 0 for all k ≥ 1 k\geq1 k ≥ 1 .
To achieve this, we first choose a small R 0 > 0 R_{0}>0 R 0 > 0 and extend U ‾ \overline{U} U from P R 0 + ( Z 0 ) P^{+}_{R_{0}}(Z_{0}) P R 0 + ( Z 0 ) to P R 0 ( Z 0 ) P_{R_{0}}(Z_{0}) P R 0 ( Z 0 ) such that the extension U ‾ \overline{U} U solves a ∣ y ∣ a |y|^{a} ∣ y ∣ a -weighted parabolic system of approximated harmonic maps.
Since U U U is Hölder continuous near Z 0 = ( X 0 , t 0 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) Z_{0}=(X_{0},t_{0})\in\partial\mathbb{R}^{m+1}_{+}\times(0,\infty) Z 0 = ( X 0 , t 0 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) , there exists R 0 > 0 R_{0}>0 R 0 > 0 such that
1 2 ≤ ∣ U ( Z ) ∣ ≤ 1 , ∀ Z ∈ P R 0 + ( Z 0 ) . (78) \frac{1}{2}\leq|U(Z)|\leq1,\quad\forall Z\in P^{+}_{R_{0}}(Z_{0}). \tag*{(78)} 2 1 ≤ ∣ U ( Z ) ∣ ≤ 1 , ∀ Z ∈ P R 0 + ( Z 0 ) . (78)
Now we define the extension map U ‾ : P R 0 ( Z 0 ) → R ℓ \overline{U}:P_{R_{0}}(Z_{0})\to\mathbb{R}^{\ell} U : P R 0 ( Z 0 ) → R ℓ by
U ‾ ( X , t ) = { U ( X , t ) , ( X , t ) = ( ( x , y ) , t ) ∈ P R 0 + ( Z 0 ) , ( 2 U ∣ U ∣ − U ) ( x , − y , t ) , ( X , t ) = ( ( x , y ) , t ) ∈ P R 0 − ( Z 0 ) . \overline{U}(X,t)=
\begin{cases}
U(X,t), & (X,t)=((x,y),t)\in P^{+}_{R_{0}}(Z_{0}),\\
\left(2\frac{U}{|U|}-U\right)(x,-y,t), & (X,t)=((x,y),t)\in P^{-}_{R_{0}}(Z_{0}).
\end{cases} U ( X , t ) = { U ( X , t ) , ( 2 ∣ U ∣ U − U ) ( x , − y , t ) , ( X , t ) = (( x , y ) , t ) ∈ P R 0 + ( Z 0 ) , ( X , t ) = (( x , y ) , t ) ∈ P R 0 − ( Z 0 ) .
We remark that this type of extension has played crucial roles in the study of boundary regularity for heat flow of harmonic maps subject to free boundary conditions (see for example [28 , 6 ] ).
By direct calculations and application of the boundary condition of U U U , we obtain
Lemma 6.1 The extension map U ‾ : P R 0 ( Z 0 ) → R ℓ \overline{U}:P_{R_{0}}(Z_{0})\to\mathbb{R}^{\ell} U : P R 0 ( Z 0 ) → R ℓ solves
∣ y ∣ a ∂ t U ‾ − div X ( ∣ y ∣ a D U ‾ ) = ∣ y ∣ a Γ , (79) |y|^{a}\partial_{t}\overline{U}-\operatorname{div}_{X}\left(|y|^{a}D\overline{U}\right)=|y|^{a}\Gamma, \tag*{(79)} ∣ y ∣ a ∂ t U − div X ( ∣ y ∣ a D U ) = ∣ y ∣ a Γ , (79) where
Γ ( X , t ) = { 0 , ( X , t ) ∈ P R 0 + ( Z 0 ) , 2 ( ∣ D U ∣ 2 U ∣ U ∣ 3 + 2 D U ⟨ D U , U ⟩ ∣ U ∣ 3 − 3 ∣ ⟨ D U , U ⟩ ∣ 2 U ∣ U ∣ 5 ) ( x , − y , t ) , ( X , t ) ∈ P R 0 − ( Z 0 ) . (80) \Gamma(X,t)=
\begin{cases}
0, & (X,t)\in P^{+}_{R_{0}}(Z_{0}),\\
2\left(\frac{|DU|^{2}U}{|U|^{3}}+2\frac{DU\langle DU,U\rangle}{|U|^{3}}-3\frac{|\langle DU,U\rangle|^{2}U}{|U|^{5}}\right)(x,-y,t), & (X,t)\in P^{-}_{R_{0}}(Z_{0}).
\end{cases} \tag*{(80)} Γ ( X , t ) = { 0 , 2 ( ∣ U ∣ 3 ∣ D U ∣ 2 U + 2 ∣ U ∣ 3 D U ⟨ D U , U ⟩ − 3 ∣ U ∣ 5 ∣ ⟨ D U , U ⟩ ∣ 2 U ) ( x , − y , t ) , ( X , t ) ∈ P R 0 + ( Z 0 ) , ( X , t ) ∈ P R 0 − ( Z 0 ) . (80) Observe that (6.2) and (6.3) can be viewed as a ∣ y ∣ a |y|^{a} ∣ y ∣ a weighted parabolic harmonic map like system, since
∣ Γ ( X , t ) ∣ ≤ { 0 , ( X , t ) ∈ P R 0 + ( Z 0 ) , C ∣ D U ∣ 2 ( x , − y , t ) , ( X , t ) ∈ P R 0 − ( Z 0 ) . |\Gamma(X,t)|\leq
\begin{cases}
0, & (X,t)\in P^{+}_{R_{0}}(Z_{0}),\\
C|DU|^{2}(x,-y,t), & (X,t)\in P^{-}_{R_{0}}(Z_{0}).
\end{cases} ∣Γ ( X , t ) ∣ ≤ { 0 , C ∣ D U ∣ 2 ( x , − y , t ) , ( X , t ) ∈ P R 0 + ( Z 0 ) , ( X , t ) ∈ P R 0 − ( Z 0 ) .
It turns out that some of the techniques to prove higher order boundary regularity for the heat flow of harmonic maps can be adapted to establish the smoothness of u u u near Z 0 Z_{0} Z 0 . We divide the proof of smoothness into three steps.
Step 1. Improving the Hölder continuity of U U U . We want to show U ‾ ∈ C X , t γ a , γ a 2 ( P R 0 2 ( Z 0 ) ) \overline{U}\in C^{\gamma_{a},\frac{\gamma_{a}}{2}}_{X,t}\left(P_{\frac{R_{0}}{2}}(Z_{0})\right) U ∈ C X , t γ a , 2 γ a ( P 2 R 0 ( Z 0 ) ) , where
γ a = { 2 s , 0 < s < 1 2 , 1 , 1 2 ≤ s < 1. \gamma_{a}=
\begin{cases}
2s, & 0<s<\frac{1}{2},\\
1, & \frac{1}{2}\leq s<1.
\end{cases} γ a = { 2 s , 1 , 0 < s < 2 1 , 2 1 ≤ s < 1.
To show this, let R ∈ ( R 0 2 , R 0 ) R\in\left(\frac{R_{0}}{2},R_{0}\right) R ∈ ( 2 R 0 , R 0 ) and V : P R ( Z 0 ) → R ℓ V:P_{R}(Z_{0})\to\mathbb{R}^{\ell} V : P R ( Z 0 ) → R ℓ solve
{ ∣ y ∣ a ∂ t V − div X ( ∣ y ∣ a D V ) = 0 in P R ( Z 0 ) , V = U ‾ on ∂ p P R ( Z 0 ) . (81) \begin{cases}
|y|^{a}\partial_{t}V-\operatorname{div}_{X}\left(|y|^{a}DV\right)=0 & \text{in }P_{R}(Z_{0}),\\
V=\overline{U} & \text{on }\partial_{p}P_{R}(Z_{0}). \tag*{(81)}
\end{cases} { ∣ y ∣ a ∂ t V − div X ( ∣ y ∣ a D V ) = 0 V = U in P R ( Z 0 ) , on ∂ p P R ( Z 0 ) . (81)
Here ∂ p P R ( Z 0 ) \partial_pP_R(Z_0) ∂ p P R ( Z 0 ) denotes the parabolic boundary of P R ( Z 0 ) P_R(Z_0) P R ( Z 0 ) . Since U ‾ \overline{U} U is Hölder continuous with exponent α 0 ∈ ( 0 , 1 ) \alpha_0\in(0,1) α 0 ∈ ( 0 , 1 ) , the maximum principle implies that
osc P R ( Z 0 ) V ≤ osc P R ( Z 0 ) U ‾ ≤ C R α 0 . \operatorname{osc}_{P_R(Z_0)}V\leq\operatorname{osc}_{P_R(Z_0)}\overline{U}\leq CR^{\alpha_0}. osc P R ( Z 0 ) V ≤ osc P R ( Z 0 ) U ≤ C R α 0 .
Testing (79) and (81) with U ‾ − V \overline{U}-V U − V and integrating the resulting equations over P R ( Z 0 ) P_R(Z_0) P R ( Z 0 ) , then subtracting each other, we obtain
∬ P R ( Z 0 ) ∣ D ( U ‾ − V ) ∣ 2 ∣ y ∣ a d X d t ≤ C ∥ U ‾ − V ∥ L ∞ ( P R ( Z 0 ) ) ∬ P R + ( Z 0 ) ∣ D U ‾ ∣ 2 ∣ y ∣ a d X d t ≤ C ( osc P R ( Z 0 ) U ‾ ) R m + 1 + a + 2 α 0 ≤ C R m + 1 + a + 3 α 0 . (82) \begin{aligned}
\iint_{P_R(Z_0)}|D(\overline{U}-V)|^2|y|^a\,dXdt\leq C\|\overline{U}-V\|_{L^\infty(P_R(Z_0))}\iint_{P_R^+(Z_0)}|D\overline{U}|^2|y|^a\,dXdt \\
&\leq C\left(\operatorname{osc}_{P_R(Z_0)}\overline{U}\right)R^{m+1+a+2\alpha_0} \\
&\leq CR^{m+1+a+3\alpha_0}. \tag*{(82)}
\end{aligned} ∬ P R ( Z 0 ) ∣ D ( U − V ) ∣ 2 ∣ y ∣ a d X d t ≤ C ∥ U − V ∥ L ∞ ( P R ( Z 0 )) ∬ P R + ( Z 0 ) ∣ D U ∣ 2 ∣ y ∣ a d X d t ≤ C ( osc P R ( Z 0 ) U ) R m + 1 + a + 2 α 0 ≤ C R m + 1 + a + 3 α 0 . (82)
On the other hand, it is well-known (see [11 ] ) that V ∈ C γ a , γ a 2 ( P 3 R 4 ( Z 0 ) ) V\in C^{\gamma_a,\frac{\gamma_a}{2}}(P_{\frac{3R}{4}}(Z_0)) V ∈ C γ a , 2 γ a ( P 4 3 R ( Z 0 )) , and
( θ R ) − ( m + 1 + a ) ∬ P θ R ( Z 0 ) ∣ D V ∣ 2 ∣ y ∣ a d X d t ≤ C θ 2 γ a R − ( m + 1 + a ) ∬ P R ( Z 0 ) ∣ D V ∣ 2 ∣ y ∣ a d X d t ≤ C θ 2 γ a R − ( m + 1 + a ) ∬ P R ( Z 0 ) ∣ D U ‾ ∣ 2 ∣ y ∣ a d X d t ≤ C θ 2 γ a R − ( m + 1 + a ) ∬ P R + ( Z 0 ) ∣ D U ‾ ∣ 2 μ a d t d x . (83) \begin{aligned}
(\theta R)^{-(m+1+a)}\iint_{P_{\theta R}(Z_0)}|DV|^2|y|^a\,dXdt\leq C\theta^{2\gamma_a}R^{-(m+1+a)}\iint_{P_R(Z_0)}|DV|^2|y|^a\,dXdt \\
&\leq C\theta^{2\gamma_a}R^{-(m+1+a)}\iint_{P_R(Z_0)}|D\overline{U}|^2|y|^a\,dXdt \\
&\leq C\theta^{2\gamma_a}R^{-(m+1+a)}\iint_{P_R^+(Z_0)}|D\overline{U}|^2\mu_a\,dtdx. \tag*{(83)}
\end{aligned} ( θ R ) − ( m + 1 + a ) ∬ P θ R ( Z 0 ) ∣ D V ∣ 2 ∣ y ∣ a d X d t ≤ C θ 2 γ a R − ( m + 1 + a ) ∬ P R ( Z 0 ) ∣ D V ∣ 2 ∣ y ∣ a d X d t ≤ C θ 2 γ a R − ( m + 1 + a ) ∬ P R ( Z 0 ) ∣ D U ∣ 2 ∣ y ∣ a d X d t ≤ C θ 2 γ a R − ( m + 1 + a ) ∬ P R + ( Z 0 ) ∣ D U ∣ 2 μ a d t d x . (83)
holds for all 0 < θ < 3 4 0<\theta<\frac{3}{4} 0 < θ < 4 3 . Combining (82) with (83) , we obtain that for any θ ∈ ( 0 , 3 4 ) \theta\in(0,\frac{3}{4}) θ ∈ ( 0 , 4 3 ) , there holds
( θ R ) − ( m + 1 + a ) ∬ P θ R + ( Z 0 ) ∣ D U ‾ ∣ 2 μ a d t (\theta R)^{-(m+1+a)}\iint_{P_{\theta R}^+(Z_0)}|D\overline{U}|^2\mu_a\,dt ( θ R ) − ( m + 1 + a ) ∬ P θ R + ( Z 0 ) ∣ D U ∣ 2 μ a d t
≤ 2 ( θ R ) − ( m + 1 + a ) ∬ P θ R ( Z 0 ) ( ∣ D V ∣ 2 + ∣ D ( U ‾ − V ) ∣ 2 ) ∣ y ∣ a d X d t ≤ C θ 2 γ a R − ( m + 1 + a ) ∬ P R + ( Z 0 ) ∣ D U ‾ ∣ 2 μ a d t + C θ − ( m + 1 + a ) R 3 α 0 . \begin{aligned}
\leq2(\theta R)^{-(m+1+a)}\iint_{P_{\theta R}(Z_0)}\left(|DV|^2+|D(\overline{U}-V)|^2\right)|y|^a\,dXdt \\
&\leq C\theta^{2\gamma_a}R^{-(m+1+a)}\iint_{P_R^+(Z_0)}|D\overline{U}|^2\mu_a\,dt+C\theta^{-(m+1+a)}R^{3\alpha_0}.
\end{aligned} ≤ 2 ( θ R ) − ( m + 1 + a ) ∬ P θ R ( Z 0 ) ( ∣ D V ∣ 2 + ∣ D ( U − V ) ∣ 2 ) ∣ y ∣ a d X d t ≤ C θ 2 γ a R − ( m + 1 + a ) ∬ P R + ( Z 0 ) ∣ D U ∣ 2 μ a d t + C θ − ( m + 1 + a ) R 3 α 0 .
Without loss of generality, we start the iterations by assuming 3 α 0 ≤ 2 γ a 3\alpha_0\leq2\gamma_a 3 α 0 ≤ 2 γ a . Then, by Giaquinta’s iteration Lemma [15 ] , we conclude that for 0 < ρ < R ≤ R 0 2 0<\rho<R\leq\frac{R_0}{2} 0 < ρ < R ≤ 2 R 0 ,
ρ − ( m + 1 + a ) ∬ P ρ + ( Z 0 ) ∣ D U ‾ ∣ 2 μ a d t ≤ C [ ( ρ R ) 3 α 0 R − ( m + 1 + a ) ∬ P R + ( Z 0 ) ∣ D U ‾ ∣ 2 μ a d t + ρ 3 α 0 ] . (84) \rho^{-(m+1+a)}\iint_{P_\rho^+(Z_0)}|D\overline{U}|^2\mu_a\,dt\leq C\left[\left(\frac{\rho}{R}\right)^{3\alpha_0}R^{-(m+1+a)}\iint_{P_R^+(Z_0)}|D\overline{U}|^2\mu_a\,dt+\rho^{3\alpha_0}\right]. \tag*{(84)} ρ − ( m + 1 + a ) ∬ P ρ + ( Z 0 ) ∣ D U ∣ 2 μ a d t ≤ C [ ( R ρ ) 3 α 0 R − ( m + 1 + a ) ∬ P R + ( Z 0 ) ∣ D U ∣ 2 μ a d t + ρ 3 α 0 ] . (84)
Together with the local energy inequality (48) , this leads to
ρ − ( m + 1 + a ) ∬ P ρ + ( Z 0 ) ( ρ 2 ∣ ∂ t U ‾ ∣ 2 + ∣ D U ‾ ∣ 2 ) μ a d t ≤ C [ ( ρ R ) 3 α 0 R − ( m + 1 + a ) ∬ P R + ( Z 0 ) ∣ D U ‾ ∣ 2 μ a d t + ρ 3 α 0 ] . (85) \begin{aligned}
\rho^{-(m+1+a)}\iint_{P_\rho^+(Z_0)}\left(\rho^2|\partial_t\overline{U}|^2+|D\overline{U}|^2\right)\mu_a\,dt \\
&\leq C\left[\left(\frac{\rho}{R}\right)^{3\alpha_0}R^{-(m+1+a)}\iint_{P_R^+(Z_0)}|D\overline{U}|^2\mu_a\,dt+\rho^{3\alpha_0}\right]. \tag*{(85)}
\end{aligned} ρ − ( m + 1 + a ) ∬ P ρ + ( Z 0 ) ( ρ 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t ≤ C [ ( R ρ ) 3 α 0 R − ( m + 1 + a ) ∬ P R + ( Z 0 ) ∣ D U ∣ 2 μ a d t + ρ 3 α 0 ] . (85)
On the other hand, if Z ∗ = ( x ∗ , y ∗ , t ∗ ) ∈ R + m + 1 × ( 0 , ∞ ) Z_*=(x_*,y_*,t_*)\in\mathbb{R}^{m+1}_+\times(0,\infty) Z ∗ = ( x ∗ , y ∗ , t ∗ ) ∈ R + m + 1 × ( 0 , ∞ ) , then by the interior smoothness of U U U , it is not hard to show that for 0 < ρ < y ∗ 0<\rho<y_* 0 < ρ < y ∗ , we have
ρ − ( m + 1 + a ) ∬ P ρ ( Z ∗ ) ( ρ 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t ≤ C ( ρ y ∗ ) 2 γ a y ∗ − ( m + 1 + a ) ∬ P y 0 ( Z ∗ ) ∣ D U ∣ 2 μ a d t ≤ C ( ρ y ∗ ) 2 γ a y ∗ − ( m + 1 + a ) ∬ P 2 y ∗ + ( x ∗ , 0 , t ∗ ) ∣ D U ∣ 2 μ a d t . (86) \begin{aligned}
\rho^{-(m+1+a)}\iint_{P_\rho(Z_*)}\left(\rho^2|\partial_tU|^2+|DU|^2\right)\mu_a\,dt
&\le C\left(\frac{\rho}{y_*}\right)^{2\gamma_a}y_*^{-(m+1+a)}\iint_{P_{y_0}(Z_*)}|DU|^2\mu_a\,dt\\
&\le C\left(\frac{\rho}{y_*}\right)^{2\gamma_a}y_*^{-(m+1+a)}\iint_{P^+_{2y_*}(x_*,0,t_*)}|DU|^2\mu_a\,dt. \tag*{(86)}
\end{aligned} ρ − ( m + 1 + a ) ∬ P ρ ( Z ∗ ) ( ρ 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t ≤ C ( y ∗ ρ ) 2 γ a y ∗ − ( m + 1 + a ) ∬ P y 0 ( Z ∗ ) ∣ D U ∣ 2 μ a d t ≤ C ( y ∗ ρ ) 2 γ a y ∗ − ( m + 1 + a ) ∬ P 2 y ∗ + ( x ∗ , 0 , t ∗ ) ∣ D U ∣ 2 μ a d t . (86)
Based on (84) and (86) , we can show that the following inequality
ρ − ( m + 1 + a ) ∬ P ρ + ( Z 1 ) ( ρ 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t ≤ C [ ( ρ R 0 ) 2 α 1 R 0 − ( m + 1 + a ) ∬ P R 0 + ( Z 0 ) ∣ D U ∣ 2 μ a d t + ρ 2 α 1 ] (87) \rho^{-(m+1+a)}\iint_{P^+_\rho(Z_1)}\left(\rho^2|\partial_tU|^2+|DU|^2\right)\mu_a\,dt
\le C\left[\left(\frac{\rho}{R_0}\right)^{2\alpha_1}R_0^{-(m+1+a)}\iint_{P^+_{R_0}(Z_0)}|DU|^2\mu_a\,dt+\rho^{2\alpha_1}\right] \tag*{(87)} ρ − ( m + 1 + a ) ∬ P ρ + ( Z 1 ) ( ρ 2 ∣ ∂ t U ∣ 2 + ∣ D U ∣ 2 ) μ a d t ≤ C [ ( R 0 ρ ) 2 α 1 R 0 − ( m + 1 + a ) ∬ P R 0 + ( Z 0 ) ∣ D U ∣ 2 μ a d t + ρ 2 α 1 ] (87)
holds for all Z 1 ∈ P R 0 2 + ( Z 0 ) Z_1\in P^+_{\frac{R_0}{2}}(Z_0) Z 1 ∈ P 2 R 0 + ( Z 0 ) and 0 < ρ ≤ R 0 4 0<\rho\le\frac{R_0}{4} 0 < ρ ≤ 4 R 0 , where α 1 = min { γ a , 3 α 0 4 } > α 0 \alpha_1=\min\{\gamma_a,\frac{3\alpha_0}{4}\}>\alpha_0 α 1 = min { γ a , 4 3 α 0 } > α 0 .
Applying the y a y^a y a -weighted Morrey decay Lemma [15 ] to (87) , we have U ∈ C X , t α 1 , α 1 2 ( P R 0 2 + ( Z 0 ) ‾ ) U\in C^{\alpha_1,\frac{\alpha_1}{2}}_{X,t}\left(\overline{P^+_{\frac{R_0}{2}}(Z_0)}\right) U ∈ C X , t α 1 , 2 α 1 ( P 2 R 0 + ( Z 0 ) ) .
If α 1 < γ a \alpha_1<\gamma_a α 1 < γ a , then we can repeat the same argument to improve U ∈ C X , t α 2 , α 2 2 ( P R 0 4 + ( Z 0 ) ‾ ) U\in C^{\alpha_2,\frac{\alpha_2}{2}}_{X,t}\left(\overline{P^+_{\frac{R_0}{4}}(Z_0)}\right) U ∈ C X , t α 2 , 2 α 2 ( P 4 R 0 + ( Z 0 ) ) , with α 2 = min { γ a , 9 α 0 4 } \alpha_2=\min\{\gamma_a,\frac{9\alpha_0}{4}\} α 2 = min { γ a , 4 9 α 0 } . It is clear that it takes at most k k k -times for some k ≥ 1 k\ge1 k ≥ 1 so that the Hölder exponent α k = γ a \alpha_k=\gamma_a α k = γ a and U ∈ C X , t γ a , γ a 2 ( P R 0 2 k + ( Z 0 ) ‾ ) U\in C^{\gamma_a,\frac{\gamma_a}{2}}_{X,t}\left(\overline{P^+_{\frac{R_0}{2^k}}(Z_0)}\right) U ∈ C X , t γ a , 2 γ a ( P 2 k R 0 + ( Z 0 ) ) .
Step 2. Regularity of λ u \lambda_u λ u for 0 < s < 1 2 0<s<\frac{1}{2} 0 < s < 2 1 . Since 1 2 ≤ s < 1 \frac{1}{2}\le s<1 2 1 ≤ s < 1 can be handled similarly, we focus on the case 0 < s < 1 2 0<s<\frac{1}{2} 0 < s < 2 1 . From Step 1 and suitable scaling, we may assume that Z 0 = ( 0 , 1 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) Z_0=(0,1)\in\partial\mathbb{R}^{m+1}_+\times(0,\infty) Z 0 = ( 0 , 1 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) and u ∈ C X , t 2 s , s ( P 1 2 + ( 0 , 1 ) ^ ) u\in C^{2s,s}_{X,t}\left(\widehat{P^+_{\frac{1}{2}}(0,1)}\right) u ∈ C X , t 2 s , s ( P 2 1 + ( 0 , 1 ) ) . We want to establish the following:
Claim. For any small 0 < ε < s 0<\varepsilon<s 0 < ε < s , λ u ∈ C X , t 2 ( s − ε ) , s − ε ( P 1 4 + ( 0 , 1 ) ^ ) \lambda_u\in C^{2(s-\varepsilon),s-\varepsilon}_{X,t}\left(\widehat{P^+_{\frac{1}{4}}(0,1)}\right) λ u ∈ C X , t 2 ( s − ε ) , s − ε ( P 4 1 + ( 0 , 1 ) ) . To see this, let’s recall the parabolic distance on R m × ( 0 , ∞ ) \mathbb{R}^m\times(0,\infty) R m × ( 0 , ∞ ) by
d ( ( x , t ) , ( y , τ ) ) = ∣ x − y ∣ + ∣ t − τ ∣ , ( x , t ) , ( y , τ ) ∈ R m × ( 0 , ∞ ) . d((x,t),(y,\tau))=|x-y|+\sqrt{|t-\tau|},\qquad(x,t),(y,\tau)\in\mathbb{R}^m\times(0,\infty). d (( x , t ) , ( y , τ )) = ∣ x − y ∣ + ∣ t − τ ∣ , ( x , t ) , ( y , τ ) ∈ R m × ( 0 , ∞ ) .
Given two different points z 1 = ( x 1 , t 1 ) , z 2 = ( x 2 , t 2 ) ∈ P 1 4 + ( 0 , 1 ) ^ z_1=(x_1,t_1),z_2=(x_2,t_2)\in\widehat{P^+_{\frac{1}{4}}(0,1)} z 1 = ( x 1 , t 1 ) , z 2 = ( x 2 , t 2 ) ∈ P 4 1 + ( 0 , 1 ) . Then 0 < δ = d ( z 1 , z 2 ) ≤ 1 2 0<\delta=d(z_1,z_2)\le\frac{1}{2} 0 < δ = d ( z 1 , z 2 ) ≤ 2 1 , and
∣ λ u ( z 1 ) − λ u ( z 2 ) ∣ ≤ ∣ ∬ { d ( ( y , τ ) , z 1 ) < 2 δ } [ ∣ u ( z 1 ) − u ( y , τ ) ∣ 2 K s ( x 1 − y , t 1 − τ ) − ∣ u ( z 2 ) − u ( y , τ ) ∣ 2 K s ( x 2 − y , t 2 − τ ) ] d y d τ ∣ + ∣ ∬ { d ( ( y , τ ) , z 1 ) ≥ 2 δ } [ ∣ u ( z 1 ) − u ( y , τ ) ∣ 2 K s ( x 1 − y , t 1 − τ ) − ∣ u ( z 2 ) − u ( y , τ ) ∣ 2 K s ( x 2 − y , t 2 − τ ) ] d y d τ ∣ = I + I I . \begin{aligned}
|\lambda_u(z_1)-\lambda_u(z_2)|
&\le\left|\iint_{\{d((y,\tau),z_1)<2\delta\}}\left[|u(z_1)-u(y,\tau)|^2K_s(x_1-y,t_1-\tau)\right.\right.\\
&\qquad\left.\left.-|u(z_2)-u(y,\tau)|^2K_s(x_2-y,t_2-\tau)\right]\,dy\,d\tau\right|\\
&\quad+\left|\iint_{\{d((y,\tau),z_1)\ge2\delta\}}\left[|u(z_1)-u(y,\tau)|^2K_s(x_1-y,t_1-\tau)\right.\right.\\
&\qquad\left.\left.-|u(z_2)-u(y,\tau)|^2K_s(x_2-y,t_2-\tau)\right]\,dy\,d\tau\right|\\
&=I+II.
\end{aligned} ∣ λ u ( z 1 ) − λ u ( z 2 ) ∣ ≤ ∬ { d (( y , τ ) , z 1 ) < 2 δ } [ ∣ u ( z 1 ) − u ( y , τ ) ∣ 2 K s ( x 1 − y , t 1 − τ ) − ∣ u ( z 2 ) − u ( y , τ ) ∣ 2 K s ( x 2 − y , t 2 − τ ) ] d y d τ + ∬ { d (( y , τ ) , z 1 ) ≥ 2 δ } [ ∣ u ( z 1 ) − u ( y , τ ) ∣ 2 K s ( x 1 − y , t 1 − τ ) − ∣ u ( z 2 ) − u ( y , τ ) ∣ 2 K s ( x 2 − y , t 2 − τ ) ] d y d τ = I + I I .
Since
∣ u ( z ) − u ( w ) ∣ ≤ C d ( z , w ) 2 s , ∀ z , w ∈ P 1 2 + ( 0 , 1 ) ^ , |u(z)-u(w)|\le Cd(z,w)^{2s},\qquad\forall z,w\in\widehat{P^+_{\frac{1}{2}}(0,1)}, ∣ u ( z ) − u ( w ) ∣ ≤ C d ( z , w ) 2 s , ∀ z , w ∈ P 2 1 + ( 0 , 1 ) ,
and
∣ K s ( x − y , t − τ ) ∣ ≤ C d ( ( x , t ) , ( y , τ ) ) n + 2 + 2 s , ( x , t ) , ( y , τ ) ∈ R m × ( 0 , ∞ ) , |K_s(x-y,t-\tau)|\le\frac{C}{d((x,t),(y,\tau))^{n+2+2s}},\qquad(x,t),(y,\tau)\in\mathbb{R}^m\times(0,\infty), ∣ K s ( x − y , t − τ ) ∣ ≤ d (( x , t ) , ( y , τ ) ) n + 2 + 2 s C , ( x , t ) , ( y , τ ) ∈ R m × ( 0 , ∞ ) ,
and d ( z , z 1 ) ≤ 2 δ d(z,z_1) \le2\delta d ( z , z 1 ) ≤ 2 δ implies d ( z , z 2 ) ≤ 3 δ d(z,z_2) \le3\delta d ( z , z 2 ) ≤ 3 δ by the triangle inequality, we can bound I I I by
∣ I ∣ ≤ ∬ { d ( ( y , τ ) , z 1 ) < 2 δ } ∣ u ( z 1 ) − u ( y , τ ) ∣ 2 ∣ K s ( x 1 − y , t 1 − τ ) ∣ + ∬ { d ( ( y , τ ) , z 2 ) < 3 δ } ∣ u ( z 2 ) − u ( y , τ ) ∣ 2 ∣ K s ( x 2 − y , t 2 − τ ) ∣ ≤ C ∬ { d ( ( y , τ ) , z 1 ) < 2 δ } 1 d ( ( y , τ ) , z 1 ) n + 2 − 2 s + ∬ { d ( ( y , τ ) , z 2 ) < 3 δ } 1 d ( ( y , τ ) , z 2 ) n + 2 − 2 s ≤ C ∫ 0 2 δ r − 1 + 2 s d r + C ∫ 0 3 δ r − 1 + 2 s d r ≤ C δ 2 s . \begin{aligned}
|I| &\le\iint_{\{d((y,\tau),z_1)<2\delta\}} |u(z_1)-u(y,\tau)|^2 |K_s(x_1-y,t_1-\tau)| \\
&\quad+ \iint_{\{d((y,\tau),z_2)<3\delta\}} |u(z_2)-u(y,\tau)|^2 |K_s(x_2-y,t_2-\tau)| \\
&\le C\iint_{\{d((y,\tau),z_1)<2\delta\}} \frac{1}{d((y,\tau),z_1)^{n+2-2s}} + \iint_{\{d((y,\tau),z_2)<3\delta\}} \frac{1}{d((y,\tau),z_2)^{n+2-2s}} \\
&\le C\int_0^{2\delta} r^{-1+2s}\,dr+C\int_0^{3\delta}r^{-1+2s}\,dr\le C\delta^{2s}.
\end{aligned} ∣ I ∣ ≤ ∬ { d (( y , τ ) , z 1 ) < 2 δ } ∣ u ( z 1 ) − u ( y , τ ) ∣ 2 ∣ K s ( x 1 − y , t 1 − τ ) ∣ + ∬ { d (( y , τ ) , z 2 ) < 3 δ } ∣ u ( z 2 ) − u ( y , τ ) ∣ 2 ∣ K s ( x 2 − y , t 2 − τ ) ∣ ≤ C ∬ { d (( y , τ ) , z 1 ) < 2 δ } d (( y , τ ) , z 1 ) n + 2 − 2 s 1 + ∬ { d (( y , τ ) , z 2 ) < 3 δ } d (( y , τ ) , z 2 ) n + 2 − 2 s 1 ≤ C ∫ 0 2 δ r − 1 + 2 s d r + C ∫ 0 3 δ r − 1 + 2 s d r ≤ C δ 2 s .
For I I II I I , we have
∣ I I ∣ ≤ ∬ { d ( ( y , τ ) , z 1 ) ≥ 2 δ } ∣ u ( z 1 ) − u ( y , τ ) ∣ 2 ∣ K s ( x 1 − y , t 1 − τ ) − K s ( x 2 − y , t 2 − τ ) ∣ + ∬ { d ( ( y , τ ) , z 1 ) ≥ 2 δ } ∣ ∣ u ( z 1 ) − u ( y , τ ) ∣ 2 − ∣ u ( z 2 ) − u ( y , τ ) ∣ 2 ∣ ∣ K s ( x 2 − y , t 2 − τ ) ∣ = I I I + I V . \begin{aligned}
|II| &\le\iint_{\{d((y,\tau),z_1)\ge2\delta\}} |u(z_1)-u(y,\tau)|^2\left|K_s(x_1-y,t_1-\tau)-K_s(x_2-y,t_2-\tau)\right| \\
&\quad+\iint_{\{d((y,\tau),z_1)\ge2\delta\}}\left||u(z_1)-u(y,\tau)|^2-|u(z_2)-u(y,\tau)|^2\right||K_s(x_2-y,t_2-\tau)| \\
&= III+IV.
\end{aligned} ∣ I I ∣ ≤ ∬ { d (( y , τ ) , z 1 ) ≥ 2 δ } ∣ u ( z 1 ) − u ( y , τ ) ∣ 2 ∣ K s ( x 1 − y , t 1 − τ ) − K s ( x 2 − y , t 2 − τ ) ∣ + ∬ { d (( y , τ ) , z 1 ) ≥ 2 δ } ∣ u ( z 1 ) − u ( y , τ ) ∣ 2 − ∣ u ( z 2 ) − u ( y , τ ) ∣ 2 ∣ K s ( x 2 − y , t 2 − τ ) ∣ = I I I + I V .
Since
∣ K s ( x 1 − y , t 1 − τ ) − K s ( x 2 − y , t 2 − τ ) ∣ ≤ C d ( z 1 , z 2 ) d ( ( x 1 , t 1 ) , ( y , τ ) ) n + 3 + 2 s , for d ( ( y , τ ) , z 1 ) ≥ 2 δ , \left|K_s(x_1-y,t_1-\tau)-K_s(x_2-y,t_2-\tau)\right|\le\frac{Cd(z_1,z_2)}{d((x_1,t_1),(y,\tau))^{n+3+2s}},\qquad\text{for }d((y,\tau),z_1)\ge2\delta, ∣ K s ( x 1 − y , t 1 − τ ) − K s ( x 2 − y , t 2 − τ ) ∣ ≤ d (( x 1 , t 1 ) , ( y , τ ) ) n + 3 + 2 s C d ( z 1 , z 2 ) , for d (( y , τ ) , z 1 ) ≥ 2 δ ,
and ∣ u ( z ) − u ( w ) ∣ 2 ≤ 4 |u(z)-u(w)|^2\le4 ∣ u ( z ) − u ( w ) ∣ 2 ≤ 4 for all z , w ∈ R m × ( 0 , ∞ ) z,w\in\mathbb{R}^m\times(0,\infty) z , w ∈ R m × ( 0 , ∞ ) , we can bound I I I III I I I by
∣ I I I ∣ ≤ ∬ { 2 δ ≤ d ( ( y , τ ) , z 1 ) < 2 } ∣ u ( z 1 ) − u ( y , τ ) ∣ 2 ∣ K s ( x 1 − y , t 1 − τ ) − K s ( x 2 − y , t 2 − τ ) ∣ + ∬ { d ( ( y , τ ) , z 1 ) ≥ 2 } ∣ u ( z 1 ) − u ( y , τ ) ∣ 2 ∣ K s ( x 1 − y , t 1 − τ ) − K s ( x 2 − y , t 2 − τ ) ∣ ≤ C δ ( ∬ { 2 δ ≤ d ( ( y , τ ) , z 1 ) < 2 } d ( ( y , τ ) , z 1 ) 4 s d ( ( y , τ ) , z 1 ) n + 3 + 2 s + ∬ { d ( ( y , τ ) , z 1 ) ≥ 2 } 4 d ( ( y , τ ) , z 1 ) n + 3 + 2 s ) ≤ C δ ∫ 2 δ 2 r − ( n + 3 − 2 s ) r n + 1 d r + C δ ∫ 2 ∞ r − ( n + 3 + 2 s ) r n + 1 d r ≤ C δ 2 s + C δ ≤ C δ 2 s , \begin{aligned}
|III| &\le\iint_{\{2\delta\le d((y,\tau),z_1)<2\}} |u(z_1)-u(y,\tau)|^2\left|K_s(x_1-y,t_1-\tau)-K_s(x_2-y,t_2-\tau)\right| \\
&\quad+\iint_{\{d((y,\tau),z_1)\ge2\}} |u(z_1)-u(y,\tau)|^2\left|K_s(x_1-y,t_1-\tau)-K_s(x_2-y,t_2-\tau)\right| \\
&\le C\delta\left(\iint_{\{2\delta\le d((y,\tau),z_1)<2\}}\frac{d((y,\tau),z_1)^{4s}}{d((y,\tau),z_1)^{n+3+2s}}+\iint_{\{d((y,\tau),z_1)\ge2\}}\frac{4}{d((y,\tau),z_1)^{n+3+2s}}\right) \\
&\le C\delta\int_{2\delta}^{2}r^{-(n+3-2s)}r^{n+1}\,dr+C\delta\int_2^\infty r^{-(n+3+2s)}r^{n+1}\,dr \\
&\le C\delta^{2s}+C\delta\le C\delta^{2s},
\end{aligned} ∣ I I I ∣ ≤ ∬ { 2 δ ≤ d (( y , τ ) , z 1 ) < 2 } ∣ u ( z 1 ) − u ( y , τ ) ∣ 2 ∣ K s ( x 1 − y , t 1 − τ ) − K s ( x 2 − y , t 2 − τ ) ∣ + ∬ { d (( y , τ ) , z 1 ) ≥ 2 } ∣ u ( z 1 ) − u ( y , τ ) ∣ 2 ∣ K s ( x 1 − y , t 1 − τ ) − K s ( x 2 − y , t 2 − τ ) ∣ ≤ C δ ( ∬ { 2 δ ≤ d (( y , τ ) , z 1 ) < 2 } d (( y , τ ) , z 1 ) n + 3 + 2 s d (( y , τ ) , z 1 ) 4 s + ∬ { d (( y , τ ) , z 1 ) ≥ 2 } d (( y , τ ) , z 1 ) n + 3 + 2 s 4 ) ≤ C δ ∫ 2 δ 2 r − ( n + 3 − 2 s ) r n + 1 d r + C δ ∫ 2 ∞ r − ( n + 3 + 2 s ) r n + 1 d r ≤ C δ 2 s + C δ ≤ C δ 2 s ,
as 0 < 2 s < 1 0<2s<1 0 < 2 s < 1 .
For I V IV I V , since d ( w , z 1 ) ≥ 2 δ d(w,z_1) \ge2\delta d ( w , z 1 ) ≥ 2 δ implies d ( w , z 2 ) ≥ δ d(w,z_2) \ge\delta d ( w , z 2 ) ≥ δ by the triangle inequality, we have
∣ I V ∣ ≤ C ∬ { d ( ( y , τ ) , z 2 ) > δ } ∣ ⟨ u ( z 1 ) − u ( z 2 ) , u ( y , τ ) ⟩ ∣ d ( ( y , τ ) , z 2 ) − ( n + 2 + 2 s ) ≤ C ∬ { d ( ( y , τ ) , z 2 ) > δ } ∣ ⟨ u ( z 1 ) − u ( z 2 ) , u ( y , τ ) − u ( z 2 ) ⟩ ∣ + ∣ u ( z 1 ) − u ( z 2 ) ∣ 2 d ( ( y , τ ) , z 2 ) n + 2 + 2 s ≤ C ∬ { d ( ( y , τ ) , z 2 ) > δ } ∣ u ( z 1 ) − u ( z 2 ) ∣ ∣ u ( y , τ ) − u ( z 2 ) ∣ + ∣ u ( z 1 ) − u ( z 2 ) ∣ 2 d ( ( y , τ ) , z 2 ) n + 2 + 2 s ≤ C δ 2 s ∬ { δ ≤ d ( ( y , τ ) , z 2 ) ≤ 1 } d ( ( y , τ ) , z 2 ) 2 s d ( ( y , τ ) , z 2 ) n + 2 + 2 s + C δ 2 s ∬ { d ( ( y , τ ) , z 2 ) ≥ 1 } 4 d ( ( y , τ ) , z 2 ) n + 2 + 2 s + C δ 4 s ∬ { d ( ( y , τ ) , z 2 ) ≥ δ } 1 d ( ( y , τ ) , z 2 ) n + 2 + 2 s ≤ C δ 2 s ( ∫ δ 1 r − ( n + 2 + 2 s ) r 2 s r n + 1 d r + ∫ 1 ∞ r − ( n + 2 + 2 s ) r n + 1 d r + δ 2 s ∫ δ ∞ r − ( n + 2 + 2 s ) r n + 1 d r ) ≤ C δ 2 s ( 1 + ∣ ln δ ∣ ) . \begin{aligned}
|IV| &\le C \iint_{\{d((y,\tau),z_2)>\delta\}} \left|\langle u(z_1)-u(z_2),u(y,\tau)\rangle\right|d((y,\tau),z_2)^{-(n+2+2s)} \\
&\le C \iint_{\{d((y,\tau),z_2)>\delta\}} \frac{\left|\langle u(z_1)-u(z_2),u(y,\tau)-u(z_2)\rangle\right|+|u(z_1)-u(z_2)|^2}{d((y,\tau),z_2)^{n+2+2s}} \\
&\le C \iint_{\{d((y,\tau),z_2)>\delta\}} \frac{|u(z_1)-u(z_2)||u(y,\tau)-u(z_2)|+|u(z_1)-u(z_2)|^2}{d((y,\tau),z_2)^{n+2+2s}} \\
&\le C\delta^{2s}\iint_{\{\delta\le d((y,\tau),z_2)\le1\}}\frac{d((y,\tau),z_2)^{2s}}{d((y,\tau),z_2)^{n+2+2s}}+C\delta^{2s}\iint_{\{d((y,\tau),z_2)\ge1\}}\frac{4}{d((y,\tau),z_2)^{n+2+2s}} \\
&\quad+C\delta^{4s}\iint_{\{d((y,\tau),z_2)\ge\delta\}}\frac{1}{d((y,\tau),z_2)^{n+2+2s}} \\
&\le C\delta^{2s}\left(\int_\delta^1r^{-(n+2+2s)}r^{2s}r^{n+1}\,dr+\int_1^\infty r^{-(n+2+2s)}r^{n+1}\,dr+\delta^{2s}\int_\delta^\infty r^{-(n+2+2s)}r^{n+1}\,dr\right) \\
&\le C\delta^{2s}(1+|\ln\delta|).
\end{aligned} ∣ I V ∣ ≤ C ∬ { d (( y , τ ) , z 2 ) > δ } ∣ ⟨ u ( z 1 ) − u ( z 2 ) , u ( y , τ )⟩ ∣ d (( y , τ ) , z 2 ) − ( n + 2 + 2 s ) ≤ C ∬ { d (( y , τ ) , z 2 ) > δ } d (( y , τ ) , z 2 ) n + 2 + 2 s ∣ ⟨ u ( z 1 ) − u ( z 2 ) , u ( y , τ ) − u ( z 2 )⟩ ∣ + ∣ u ( z 1 ) − u ( z 2 ) ∣ 2 ≤ C ∬ { d (( y , τ ) , z 2 ) > δ } d (( y , τ ) , z 2 ) n + 2 + 2 s ∣ u ( z 1 ) − u ( z 2 ) ∣∣ u ( y , τ ) − u ( z 2 ) ∣ + ∣ u ( z 1 ) − u ( z 2 ) ∣ 2 ≤ C δ 2 s ∬ { δ ≤ d (( y , τ ) , z 2 ) ≤ 1 } d (( y , τ ) , z 2 ) n + 2 + 2 s d (( y , τ ) , z 2 ) 2 s + C δ 2 s ∬ { d (( y , τ ) , z 2 ) ≥ 1 } d (( y , τ ) , z 2 ) n + 2 + 2 s 4 + C δ 4 s ∬ { d (( y , τ ) , z 2 ) ≥ δ } d (( y , τ ) , z 2 ) n + 2 + 2 s 1 ≤ C δ 2 s ( ∫ δ 1 r − ( n + 2 + 2 s ) r 2 s r n + 1 d r + ∫ 1 ∞ r − ( n + 2 + 2 s ) r n + 1 d r + δ 2 s ∫ δ ∞ r − ( n + 2 + 2 s ) r n + 1 d r ) ≤ C δ 2 s ( 1 + ∣ ln δ ∣ ) .
Putting all these estimates together, we obtain that
∣ λ u ( z 1 ) − λ u ( z 2 ) ∣ ≤ C d ( z 1 , z 2 ) 2 s ( 1 + ∣ ln d ( z 1 , z 2 ) ∣ ) , ∀ z 1 , z 2 ∈ P ^ 1 4 + ( Z 0 ) . |\lambda_u(z_1)-\lambda_u(z_2)|\le Cd(z_1,z_2)^{2s}(1+|\ln d(z_1,z_2)|),\qquad\forall z_1,z_2\in\widehat{P}^{+}_{\frac14}(Z_0). ∣ λ u ( z 1 ) − λ u ( z 2 ) ∣ ≤ C d ( z 1 , z 2 ) 2 s ( 1 + ∣ ln d ( z 1 , z 2 ) ∣ ) , ∀ z 1 , z 2 ∈ P 4 1 + ( Z 0 ) .
This clearly yields the claim.
Smoothness of u = U ∣ ∂ R + m + 1 × ( 0 , ∞ ) u=U|_{\partial\mathbb{R}^{m+1}_+\times(0,\infty)} u = U ∣ ∂ R + m + 1 × ( 0 , ∞ ) via Schauder estimate
For Z 0 = ( x 0 , 0 , t 0 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) Z_0=(x_0,0,t_0)\in\partial\mathbb{R}^{m+1}_+\times(0,\infty) Z 0 = ( x 0 , 0 , t 0 ) ∈ ∂ R + m + 1 × ( 0 , ∞ ) , let 0 < R 0 < t 0 2 0<R_0<\frac{\sqrt{t_0}}{2} 0 < R 0 < 2 t 0 be such that u ∈ C x , t γ , γ 2 ( D R 0 ( x 0 ) × ( t 0 − R 0 2 , t 0 + R 0 2 ) ) u\in C^{\gamma,\frac{\gamma}{2}}_{x,t}(D_{R_0}(x_0)\times(t_0-R_0^2,t_0+R_0^2)) u ∈ C x , t γ , 2 γ ( D R 0 ( x 0 ) × ( t 0 − R 0 2 , t 0 + R 0 2 )) . We want to show u ∈ C ∞ ( P ^ R 0 ( x 0 , t 0 ) ) u\in C^\infty(\widehat{P}_{R_0}(x_0,t_0)) u ∈ C ∞ ( P R 0 ( x 0 , t 0 )) . For simplicity, we only consider 0 < s < 1 2 0<s<\frac12 0 < s < 2 1 and sketch the proof by assuming ( x 0 , t 0 ) = ( 0 , 1 ) (x_0,t_0)=(0,1) ( x 0 , t 0 ) = ( 0 , 1 ) and R 0 = 2 R_0=2 R 0 = 2 . From Step 2, we know that λ u ( x , t ) u ( x , t ) ∈ C x , t γ a , γ a 2 ( P ^ 1 4 + ( 0 , 1 ) ) \lambda_u(x,t)u(x,t)\in C^{\gamma_a,\frac{\gamma_a}{2}}_{x,t}(\widehat{P}^{+}_{\frac14}(0,1)) λ u ( x , t ) u ( x , t ) ∈ C x , t γ a , 2 γ a ( P 4 1 + ( 0 , 1 )) . Let η ∈ C 0 ∞ ( R m × ( 0 , ∞ ) ) \eta\in C^\infty_0(\mathbb{R}^m\times(0,\infty)) η ∈ C 0 ∞ ( R m × ( 0 , ∞ )) be a cut-off function of P ^ 1 5 + ( 0 , 1 ) \widehat{P}^{+}_{\frac15}(0,1) P 5 1 + ( 0 , 1 ) and let v : R m × R → R ℓ v:\mathbb{R}^m\times\mathbb{R}\to\mathbb{R}^{\ell} v : R m × R → R ℓ solve
( ∂ t − Δ ) s v = η 2 λ u u in R m × R . (\partial_t-\Delta)^s v=\eta^2\lambda_u u\quad\text{in }\mathbb{R}^m\times\mathbb{R}. ( ∂ t − Δ ) s v = η 2 λ u u in R m × R .
Then, by the Schauder estimate for fractional parabolic equations (see [25 Theorem 1.19] ), we deduce that v ∈ C x , t 4 s − 2 ε , 2 s − ε ( R m × ( 0 , ∞ ) ) v\in C^{4s-2\varepsilon,2s-\varepsilon}_{x,t}(\mathbb{R}^m\times(0,\infty)) v ∈ C x , t 4 s − 2 ε , 2 s − ε ( R m × ( 0 , ∞ )) , ∀ 0 < ε < s \forall0<\varepsilon<s ∀0 < ε < s .
Since u u u solves (1.6), that is,
( ∂ t − Δ ) s u = λ u u , in R m × ( 0 , ∞ ) , (\partial_t-\Delta)^s u=\lambda_u u,\quad\text{in }\mathbb{R}^m\times(0,\infty), ( ∂ t − Δ ) s u = λ u u , in R m × ( 0 , ∞ ) ,
If we denote w = u − v w=u-v w = u − v . Then
( ∂ t − Δ ) s w = 0 in P ^ 1 5 + ( 0 , 1 ) . (\partial_t-\Delta)^s w=0\quad\text{in }\widehat{P}^{+}_{\frac15}(0,1). ( ∂ t − Δ ) s w = 0 in P 5 1 + ( 0 , 1 ) .
Applying the Schauder estimate for fractional parabolic equations once again, we deduce that w ∈ C ∞ ( P ^ 1 5 + ( 0 , 1 ) ) w\in C^\infty(\widehat{P}^{+}_{\frac15}(0,1)) w ∈ C ∞ ( P 5 1 + ( 0 , 1 )) . Thus u ∈ C x , t 4 s − 2 ε , 2 s − ε ( P ^ 1 5 + ( 0 , 1 ) ) u\in C^{4s-2\varepsilon,2s-\varepsilon}_{x,t}(\widehat{P}^{+}_{\frac15}(0,1)) u ∈ C x , t 4 s − 2 ε , 2 s − ε ( P 5 1 + ( 0 , 1 )) , ∀ 0 < ε < s \forall0<\varepsilon<s ∀0 < ε < s .
By the bootstrap argument, we can conclude that u ∈ C x , t 2 k s − 2 ε , k s − ε ( P ^ 1 8 + ( 0 , 1 ) ) u\in C^{2ks-2\varepsilon,ks-\varepsilon}_{x,t}(\widehat{P}^{+}_{\frac18}(0,1)) u ∈ C x , t 2 k s − 2 ε , k s − ε ( P 8 1 + ( 0 , 1 )) for all k ≥ 1 k\ge1 k ≥ 1 and 0 < ε < s 0<\varepsilon<s 0 < ε < s . In particular, u u u is smooth in P ^ 1 8 + ( 0 , 1 ) \widehat{P}^{+}_{\frac18}(0,1) P 8 1 + ( 0 , 1 ) . This establishes the smoothness of u u u near Z 0 Z_0 Z 0 .
Appendix
In this section, we will provide several important Lemmas that are used in the previous sections. We begin this section by pointing out that for − 1 < a < 1 -1<a<1 − 1 < a < 1 , the weight function
w a ( x , y ) = ∣ y ∣ a , ( x , y ) ∈ R m + 1 , w_a(x,y)=|y|^a,\qquad(x,y)\in\mathbb{R}^{m+1}, w a ( x , y ) = ∣ y ∣ a , ( x , y ) ∈ R m + 1 ,
is a Muckenhoupt A 2 A_2 A 2 -weight function on R m + 1 \mathbb{R}^{m+1} R m + 1 , namely,
[ w a ] A 2 = sup Q ( 1 ∣ Q ∣ ∬ Q w a d X d t ) ( 1 ∣ Q ∣ ∬ Q w − a d X d t ) < + ∞ , (88) [w_a]_{A_2}=\sup_Q\left(\frac{1}{|Q|}\iint_Q w_a\,dXdt\right)\left(\frac{1}{|Q|}\iint_Q w_{-a}\,dXdt\right)<+\infty, \tag*{(88)} [ w a ] A 2 = Q sup ( ∣ Q ∣ 1 ∬ Q w a d X d t ) ( ∣ Q ∣ 1 ∬ Q w − a d X d t ) < + ∞ , (88)
where the supremum is taken among all cubes Q ⊂ R m + 1 Q\subset\mathbb{R}^{m+1} Q ⊂ R m + 1 .
Now, we recall the definition of y a y^a y a -weighted BMO spaces in R + m + 1 × ( 0 , ∞ ) \mathbb{R}^{m+1}_+\times(0,\infty) R + m + 1 × ( 0 , ∞ ) . For any open set O ⊂ R m + 1 × ( 0 , ∞ ) O\subset\mathbb{R}^{m+1}\times(0,\infty) O ⊂ R m + 1 × ( 0 , ∞ ) , denote O + = O ∩ R + m + 1 × ( 0 , ∞ ) O_+=O\cap\mathbb{R}^{m+1}_+\times(0,\infty) O + = O ∩ R + m + 1 × ( 0 , ∞ ) and define BMO ( O + , μ a d t ) \operatorname{BMO}(O_+,\mu_a\,dt) BMO ( O + , μ a d t ) to the space consisting of all U ∈ L l o c 1 ( O + , μ a d t ) U\in L^1_{\mathrm{loc}}(O_+,\mu_a\,dt) U ∈ L loc 1 ( O + , μ a d t ) such that
[ U ] BMO ( O + , μ a d t ) 2 = sup { 1 ∣ P r + ( z ) ∣ a ∬ P r + ( z ) ∣ U − ( U ) P r + ( z ) a ∣ 2 μ a d t : P r ( z ) ⊂ O + } < ∞ , (89) [U]^2_{\operatorname{BMO}(O_+,\mu_a\,dt)}
=\sup\left\{\frac{1}{|P_r^+(z)|_a}\iint_{P_r^+(z)}|U-(U)^a_{P_r^+(z)}|^2\mu_a\,dt:P_r(z)\subset O_+\right\}<\infty, \tag*{(89)} [ U ] BMO ( O + , μ a d t ) 2 = sup { ∣ P r + ( z ) ∣ a 1 ∬ P r + ( z ) ∣ U − ( U ) P r + ( z ) a ∣ 2 μ a d t : P r ( z ) ⊂ O + } < ∞ , (89)
where
∣ P r + ( z ) ∣ a = ∬ P r + ( z ) μ a d t and ( U ) P r + ( z ) a = 1 ∣ P r + ( z ) ∣ a ∬ P r + ( z ) U μ a d t . |P_r^+(z)|_a=\iint_{P_r^+(z)}\mu_a\,dt
\qquad\text{and}\qquad
(U)^a_{P_r^+(z)}=\frac{1}{|P_r^+(z)|_a}\iint_{P_r^+(z)}U\mu_a\,dt. ∣ P r + ( z ) ∣ a = ∬ P r + ( z ) μ a d t and ( U ) P r + ( z ) a = ∣ P r + ( z ) ∣ a 1 ∬ P r + ( z ) U μ a d t .
Notice that when a = 0 a=0 a = 0 , we have μ 0 d t = d X d t \mu_0dt=dXdt μ 0 d t = d X d t and BMO ( O + , μ a d t ) \operatorname{BMO}(O_+,\mu_a\,dt) BMO ( O + , μ a d t ) reduces to the standard BMO space BMO ( O + ) \operatorname{BMO}(O_+) BMO ( O + ) with respect to the Lebesgue measure.
The following simple fact on the relationship between the BMO space and the y a y^a y a -weighted BMO space plays an important role in this paper.
Lemma 7.1 If U ∈ BMO ( O + , μ a d t ) U\in\operatorname{BMO}(O_+,\mu_a\,dt) U ∈ BMO ( O + , μ a d t ) , then U ∈ BMO ( O + ) U\in\operatorname{BMO}(O_+) U ∈ BMO ( O + ) , and
[ U ] BMO ( O + ) ≤ C [ U ] BMO ( O + , μ a d t ) . (90) [U]_{\operatorname{BMO}(O_+)}\leq C[U]_{\operatorname{BMO}(O_+,\mu_a\,dt)}. \tag*{(90)} [ U ] BMO ( O + ) ≤ C [ U ] BMO ( O + , μ a d t ) . (90)
Proof. For any f ∈ L l o c 1 ( O + , R ℓ ) f\in L^1_{\mathrm{loc}}(O_+,\mathbb{R}^{\ell}) f ∈ L loc 1 ( O + , R ℓ ) and P r ( z ) ⊂ O + P_r(z)\subset O_+ P r ( z ) ⊂ O + , by (7.1) we have
1 ∣ P r ( z ) ∣ ∬ P r ( z ) ∣ f ∣ d X d t ≤ 1 ∣ P r ( z ) ∣ ( ∬ P r ( z ) ∣ f ∣ 2 μ a d t ) 1 2 ( ∬ P r ( z ) y − a d X d t ) 1 2 ≤ C ( ∬ P r ( z ) ∣ f ∣ 2 μ a d t ) 1 2 ( ∬ P r ( z ) y a d X d t ) − 1 2 ≤ C ( 1 ∣ P r ( z ) ∣ a ∬ P r ( z ) ∣ f ∣ 2 μ a d t ) 1 2 . (91) \begin{aligned}
\frac{1}{|P_r(z)|}\iint_{P_r(z)}|f|\,dXdt
\leq\frac{1}{|P_r(z)|}\left(\iint_{P_r(z)}|f|^2\mu_a\,dt\right)^{\frac12}\left(\iint_{P_r(z)}y^{-a}\,dXdt\right)^{\frac12} \\
&\leq C\left(\iint_{P_r(z)}|f|^2\mu_a\,dt\right)^{\frac12}\left(\iint_{P_r(z)}y^a\,dXdt\right)^{-\frac12} \\
&\leq C\left(\frac{1}{|P_r(z)|_a}\iint_{P_r(z)}|f|^2\mu_a\,dt\right)^{\frac12}. \tag*{(91)}
\end{aligned} ∣ P r ( z ) ∣ 1 ∬ P r ( z ) ∣ f ∣ d X d t ≤ ∣ P r ( z ) ∣ 1 ( ∬ P r ( z ) ∣ f ∣ 2 μ a d t ) 2 1 ( ∬ P r ( z ) y − a d X d t ) 2 1 ≤ C ( ∬ P r ( z ) ∣ f ∣ 2 μ a d t ) 2 1 ( ∬ P r ( z ) y a d X d t ) − 2 1 ≤ C ( ∣ P r ( z ) ∣ a 1 ∬ P r ( z ) ∣ f ∣ 2 μ a d t ) 2 1 . (91)
Applying (7.4) with f = U − ( U ) P r ( z ) a f=U-(U)^a_{P_r(z)} f = U − ( U ) P r ( z ) a , we can estimate
inf c ∈ R ℓ 1 ∣ P r ( z ) ∣ ∬ P r ( z ) ∣ U − c ∣ d X d t ≤ 1 ∣ P r ( z ) ∣ ∬ P r ( z ) ∣ U − ( U ) P r ( z ) a ∣ d X d t ≤ C ( 1 ∣ P r ( z ) ∣ a ∬ P r ( z ) ∣ U − ( U ) P r ( z ) a ∣ 2 μ a d t ) 1 2 ≤ C [ U ] BMO ( O + , μ a d t ) . \begin{aligned}
\inf_{c\in\mathbb{R}^{\ell}}\frac{1}{|P_r(z)|}\iint_{P_r(z)}|U-c|\,dXdt
\leq\frac{1}{|P_r(z)|}\iint_{P_r(z)}|U-(U)^a_{P_r(z)}|\,dXdt \\
&\leq C\left(\frac{1}{|P_r(z)|_a}\iint_{P_r(z)}|U-(U)^a_{P_r(z)}|^2\mu_a\,dt\right)^{\frac12} \\
&\leq C[U]_{\operatorname{BMO}(O_+,\mu_a\,dt)}.
\end{aligned} c ∈ R ℓ inf ∣ P r ( z ) ∣ 1 ∬ P r ( z ) ∣ U − c ∣ d X d t ≤ ∣ P r ( z ) ∣ 1 ∬ P r ( z ) ∣ U − ( U ) P r ( z ) a ∣ d X d t ≤ C ( ∣ P r ( z ) ∣ a 1 ∬ P r ( z ) ∣ U − ( U ) P r ( z ) a ∣ 2 μ a d t ) 2 1 ≤ C [ U ] BMO ( O + , μ a d t ) .
this, after taking supremum over all P r ( z ) ⊂ O + P_r(z)\subset O_+ P r ( z ) ⊂ O + , implies (7.3). □ \square □
It is well-known that the following y a y^a y a -weighted Poincaré inequality and Sobolev inequality hold, thanks to y a y^a y a being a A 2 A_2 A 2 -weight.
Lemma 7.2 There exists C > 0 C>0 C > 0 such that for any f ∈ H l o c 1 ( R + m + 1 × ( 0 , ∞ ) ; μ a d t ) f\in H^1_{\mathrm{loc}}(\mathbb{R}^{m+1}_+\times(0,\infty);\mu_a dt) f ∈ H loc 1 ( R + m + 1 × ( 0 , ∞ ) ; μ a d t ) , there holds
∬ P R + ( Z ) ∣ f − ( f ) P R + ( Z ) a ∣ 2 μ a d t ≤ C R 2 ∬ P R + ( Z ) ( ∣ D f ∣ 2 + R 2 ∣ ∂ t f ∣ 2 ) μ a d t . (92) \iint_{P_R^+(Z)} |f-(f)^a_{P_R^+(Z)}|^2\mu_a dt\le CR^2\iint_{P_R^+(Z)}\left(|Df|^2+R^2|\partial_t f|^2\right)\mu_a dt. \tag*{(92)} ∬ P R + ( Z ) ∣ f − ( f ) P R + ( Z ) a ∣ 2 μ a d t ≤ C R 2 ∬ P R + ( Z ) ( ∣ D f ∣ 2 + R 2 ∣ ∂ t f ∣ 2 ) μ a d t . (92) and
( 1 ∣ P R + ( Z ) ∣ a ∬ P R + ( Z ) ∣ f − ( f ) P R + ( Z ) a ∣ 2 a ∗ μ a d t ) 1 2 a ∗ ≤ C R ( 1 ∣ P R + ( Z ) ∣ a ∬ P R + ( Z ) ( ∣ D f ∣ 2 + R 2 ∣ ∂ t f ∣ 2 ) μ a d t ) 1 2 , (93) \left(\frac{1}{|P_R^+(Z)|_a}\iint_{P_R^+(Z)}|f-(f)^a_{P_R^+(Z)}|^{2_a^*}\mu_a dt\right)^{\frac{1}{2_a^*}}
\le CR\left(\frac{1}{|P_R^+(Z)|_a}\iint_{P_R^+(Z)}\left(|Df|^2+R^2|\partial_t f|^2\right)\mu_a dt\right)^{\frac{1}{2}}, \tag*{(93)} ( ∣ P R + ( Z ) ∣ a 1 ∬ P R + ( Z ) ∣ f − ( f ) P R + ( Z ) a ∣ 2 a ∗ μ a d t ) 2 a ∗ 1 ≤ C R ( ∣ P R + ( Z ) ∣ a 1 ∬ P R + ( Z ) ( ∣ D f ∣ 2 + R 2 ∣ ∂ t f ∣ 2 ) μ a d t ) 2 1 , (93) for any P R ( Z ) ⊂ R m + 1 × ( 0 , ∞ ) P_R(Z)\subset\mathbb{R}^{m+1}\times(0,\infty) P R ( Z ) ⊂ R m + 1 × ( 0 , ∞ ) , where 2 a ∗ 2_a^* 2 a ∗ is the y a y^a y a -weighted Sobolev exponent:
2 a ∗ = { 2 ( m + 1 − a ) m − 1 − a , m ≥ 2 , or m = 1 and a < 0 , ∞ , m = 1 and a > 0. (94) 2_a^*=
\begin{cases}
\frac{2(m+1-a)}{m-1-a}, & m\ge2,\ \text{or }m=1\text{ and }a<0,\\
\infty, & m=1\text{ and }a>0.
\end{cases} \tag*{(94)} 2 a ∗ = { m − 1 − a 2 ( m + 1 − a ) , ∞ , m ≥ 2 , or m = 1 and a < 0 , m = 1 and a > 0. (94)
In the proof of Lemma 3.2, we need the following modified Poincaré inequality. Let D R ( x 0 ) ⊂ R m D_R(x_0)\subset\mathbb{R}^m D R ( x 0 ) ⊂ R m be the ball with center x 0 ∈ R m x_0\in\mathbb{R}^m x 0 ∈ R m and radius R > 0 R>0 R > 0 so that D R ( x 0 ) = { x ∈ R m : ∣ x − x 0 ∣ ≤ R } D_R(x_0)=\{x\in\mathbb{R}^m:|x-x_0|\le R\} D R ( x 0 ) = { x ∈ R m : ∣ x − x 0 ∣ ≤ R } . Denote P ^ R ( x 0 , t 0 ) = D R ( x 0 ) × [ t 0 − R 2 , t 0 + R 2 ] \widehat{P}_R(x_0,t_0)=D_R(x_0)\times[t_0-R^2,t_0+R^2] P R ( x 0 , t 0 ) = D R ( x 0 ) × [ t 0 − R 2 , t 0 + R 2 ] .
Lemma 7.3 There exists a constant C > 0 C>0 C > 0 such that for any x 0 ∈ R m x_0\in\mathbb{R}^m x 0 ∈ R m , t 0 > 0 t_0>0 t 0 > 0 and 0 < R < t 0 0<R<\sqrt{t_0} 0 < R < t 0 , it holds that
R − 1 ∬ P R + ( x 0 , t 0 ) ∣ U − [ u ] ( x 0 , t 0 ) , R ∣ d X d t + ∬ P ^ R ( x 0 , t 0 ) ∣ u − [ u ] ( x 0 , t 0 ) , R ∣ d x d t ≤ C ∬ P R + ( x 0 , t 0 ) ( ∣ D U ∣ + R ∣ ∂ t U ∣ ) d X d t . (95) R^{-1}\iint_{P_R^+(x_0,t_0)}|U-[u]_{(x_0,t_0),R}|\,dXdt+\iint_{\widehat{P}_R(x_0,t_0)}|u-[u]_{(x_0,t_0),R}|\,dxdt
\le C\iint_{P_R^+(x_0,t_0)}\left(|DU|+R|\partial_tU|\right)\,dXdt. \tag*{(95)} R − 1 ∬ P R + ( x 0 , t 0 ) ∣ U − [ u ] ( x 0 , t 0 ) , R ∣ d X d t + ∬ P R ( x 0 , t 0 ) ∣ u − [ u ] ( x 0 , t 0 ) , R ∣ d x d t ≤ C ∬ P R + ( x 0 , t 0 ) ( ∣ D U ∣ + R ∣ ∂ t U ∣ ) d X d t . (95) where u = U ∣ ∂ R + m + 1 × ( 0 , ∞ ) u=U|_{\partial\mathbb{R}^{m+1}_+\times(0,\infty)} u = U ∣ ∂ R + m + 1 × ( 0 , ∞ ) , and [ u ] ( x 0 , t 0 ) , R [u]_{(x_0,t_0),R} [ u ] ( x 0 , t 0 ) , R denotes the average of u u u over P ^ R ( x 0 , t 0 ) \widehat{P}_R(x_0,t_0) P R ( x 0 , t 0 ) with respect to d x d t dxdt d x d t .
Proof. Here we give a sketch of proof. By scaling, it is sufficient to show (7.8) for R = 1 R=1 R = 1 . Suppose it were false. There would exist a sequence U i U^i U i , with ( ∂ t U i , D U i ) ∈ L 2 ( P 1 + ( x 0 , t 0 ) ) (\partial_tU^i,DU^i)\in L^2(P_1^+(x_0,t_0)) ( ∂ t U i , D U i ) ∈ L 2 ( P 1 + ( x 0 , t 0 )) , such that
α i : = ∥ U i − [ u i ] ( x 0 , t 0 ) , 1 ∥ L 1 ( P 1 + ( x 0 , t 0 ) ) + ∥ u i − [ u i ] ( x 0 , t 0 ) , 1 ∥ L 1 ( P ^ 1 ( x 0 , t 0 ) ) > i ∬ P 1 + ( x 0 , t 0 ) ( ∣ D U i ∣ + ∣ ∂ t U i ∣ ) d X d t . (96) \alpha_i:=\left\|U^i-[u^i]_{(x_0,t_0),1}\right\|_{L^1(P_1^+(x_0,t_0))}+\left\|u^i-[u^i]_{(x_0,t_0),1}\right\|_{L^1(\widehat{P}_1(x_0,t_0))}
>i\iint_{P_1^+(x_0,t_0)}\left(|DU^i|+|\partial_tU^i|\right)\,dXdt. \tag*{(96)} α i := U i − [ u i ] ( x 0 , t 0 ) , 1 L 1 ( P 1 + ( x 0 , t 0 )) + u i − [ u i ] ( x 0 , t 0 ) , 1 L 1 ( P 1 ( x 0 , t 0 )) > i ∬ P 1 + ( x 0 , t 0 ) ( ∣ D U i ∣ + ∣ ∂ t U i ∣ ) d X d t . (96)
Replacing U i U^i U i by
V i = U i − [ u i ] ( x 0 , t 0 ) , 1 α i , V^i=\frac{U^i-[u^i]_{(x_0,t_0),1}}{\alpha_i}, V i = α i U i − [ u i ] ( x 0 , t 0 ) , 1 ,
we may further assume that
[ u i ] ( x 0 , t 0 ) , 1 = 0 and ∥ U i − [ u i ] ( x 0 , t 0 ) , 1 ∥ L 1 ( P 1 + ( x 0 , t 0 ) ) + ∥ u i ∥ L 1 ( P ^ 1 ( x 0 , t 0 ) ) = 1. [u^i]_{(x_0,t_0),1}=0\quad\text{and}\quad\left\|U^i-[u^i]_{(x_0,t_0),1}\right\|_{L^1(P_1^+(x_0,t_0))}+\left\|u^i\right\|_{L^1(\widehat{P}_1(x_0,t_0))}=1. [ u i ] ( x 0 , t 0 ) , 1 = 0 and U i − [ u i ] ( x 0 , t 0 ) , 1 L 1 ( P 1 + ( x 0 , t 0 )) + u i L 1 ( P 1 ( x 0 , t 0 )) = 1.
Hence we have
∬ P 1 + ( x 0 , t 0 ) ( ∣ D U i ∣ + ∣ ∂ t U i ∣ ) d X d t ≤ 1 i . (97) \iint_{P_1^+(x_0,t_0)}\left(|DU^i|+|\partial_tU^i|\right)\,dXdt\le\frac{1}{i}. \tag*{(97)} ∬ P 1 + ( x 0 , t 0 ) ( ∣ D U i ∣ + ∣ ∂ t U i ∣ ) d X d t ≤ i 1 . (97)
Recall by the standard Poincaré inequality, we have that
∬ P 1 + ( x 0 , t 0 ) ∣ U i ∣ d X d t ≤ C ( ∬ P 1 + ( x 0 , t 0 ) ( ∣ D U i ∣ + ∣ ∂ t U i ∣ ) d X d t + ∬ P ^ 1 ( x 0 , t 0 ) ∣ u i ∣ d x d t ) ≤ C ( 1 + i − 1 ) ≤ 2 C . (98) \iint_{P_1^+(x_0,t_0)} |U^i|\,dXdt \le C\left(\iint_{P_1^+(x_0,t_0)} (|DU^i|+|\partial_tU^i|)\,dXdt+\iint_{\widehat{P}_1(x_0,t_0)} |u^i|\,dxdt\right)
\le C(1+i^{-1})\le2C. \tag*{(98)} ∬ P 1 + ( x 0 , t 0 ) ∣ U i ∣ d X d t ≤ C ( ∬ P 1 + ( x 0 , t 0 ) ( ∣ D U i ∣ + ∣ ∂ t U i ∣ ) d X d t + ∬ P 1 ( x 0 , t 0 ) ∣ u i ∣ d x d t ) ≤ C ( 1 + i − 1 ) ≤ 2 C . (98)
Thus { U i } ⊂ W 1 , 1 ( P 1 + ( x 0 , t 0 ) ) \{U^i\}\subset W^{1,1}(P_1^+(x_0,t_0)) { U i } ⊂ W 1 , 1 ( P 1 + ( x 0 , t 0 )) is a bounded sequence. Since
W 1 , 1 ( P 1 + ( x 0 , t 0 ) ) ⊂ L 1 ( P ^ 1 ( x 0 , t 0 ) ) W^{1,1}(P_1^+(x_0,t_0))\subset L^1(\widehat{P}_1(x_0,t_0)) W 1 , 1 ( P 1 + ( x 0 , t 0 )) ⊂ L 1 ( P 1 ( x 0 , t 0 ))
is compact, we can conclude that there exists a U ∈ B V ( P 1 + ( x 0 , t 0 ) ) U\in BV(P_1^+(x_0,t_0)) U ∈ B V ( P 1 + ( x 0 , t 0 )) such that
U i ⇀ U in B V ( P 1 + ( x 0 , t 0 ) ) , U i → U in L 1 ( P 1 + ( x 0 , t 0 ) ) , U^i\rightharpoonup U\quad\text{in }BV(P_1^+(x_0,t_0)),\qquad U_i\to U\quad\text{in }L^1(P_1^+(x_0,t_0)), U i ⇀ U in B V ( P 1 + ( x 0 , t 0 )) , U i → U in L 1 ( P 1 + ( x 0 , t 0 )) ,
and
u i → u = U ∣ P ^ 1 ( x 0 , t 0 ) in L 1 ( P ^ 1 ( x 0 , t 0 ) ) . u^i\to u=U|_{\widehat{P}_1(x_0,t_0)}\quad\text{in }L^1(\widehat{P}_1(x_0,t_0)). u i → u = U ∣ P 1 ( x 0 , t 0 ) in L 1 ( P 1 ( x 0 , t 0 )) .
Hence
[ u ] ( x 0 , t 0 ) , 1 = 0 , ∥ U ∥ L 1 ( P 1 + ( x 0 , t 0 ) ) + ∥ u ∥ L 1 ( P ^ 1 ( x 0 , t 0 ) ) = 1. [u]_{(x_0,t_0),1}=0,\qquad\|U\|_{L^1(P_1^+(x_0,t_0))}+\|u\|_{L^1(\widehat{P}_1(x_0,t_0))}=1. [ u ] ( x 0 , t 0 ) , 1 = 0 , ∥ U ∥ L 1 ( P 1 + ( x 0 , t 0 )) + ∥ u ∥ L 1 ( P 1 ( x 0 , t 0 )) = 1.
On the other hand, it follows from (97) and the lower semicontinuity that
( ∂ t U , D U ) = ( 0 , 0 ) in P 1 + ( x 0 , t 0 ) . (\partial_tU,DU)=(0,0)\quad\text{in }P_1^+(x_0,t_0). ( ∂ t U , D U ) = ( 0 , 0 ) in P 1 + ( x 0 , t 0 ) .
Hence U U U is a constant, which, combined with [ u ] ( x 0 , t 0 ) , 1 = 0 [u]_{(x_0,t_0),1}=0 [ u ] ( x 0 , t 0 ) , 1 = 0 , implies that U ≡ 0 U\equiv0 U ≡ 0 . This contradicts to ∥ U ∥ L 1 ( P 1 + ( x 0 , t 0 ) ) + ∥ u ∥ L 1 ( P ^ 1 ( x 0 , t 0 ) ) = 1 \|U\|_{L^1(P_1^+(x_0,t_0))}+\|u\|_{L^1(\widehat{P}_1(x_0,t_0))}=1 ∥ U ∥ L 1 ( P 1 + ( x 0 , t 0 )) + ∥ u ∥ L 1 ( P 1 ( x 0 , t 0 )) = 1 . This completes the proof. □
For the proof of Theorem 3.3, we need the John-Nirenberg inequality in BMO ( O + , μ a d t ) \operatorname{BMO}(\mathcal{O}_+,\mu_a dt) BMO ( O + , μ a d t ) , whose proof can be found in Cruz-Uribe–Martell–Pérez [10 ] .
Lemma 7.4 Let f ∈ BMO ( P 1 2 + ( 0 , 1 ) , μ a d t ) f\in\operatorname{BMO}(P_{\frac12}^+(0,1),\mu_a dt) f ∈ BMO ( P 2 1 + ( 0 , 1 ) , μ a d t ) . Then for any 1 ≤ p < ∞ 1\le p<\infty 1 ≤ p < ∞ , there exists C p > 0 C_p>0 C p > 0 such that
1 ∣ P r + ( z ) ∣ a ∬ P r + ( z ) ∣ f − ( f ) P r + ( z ) a ∣ p μ a d t ≤ C p [ f ] BMO ( P 1 2 + ( 0 , 1 ) , μ a d t ) p , ∀ P r ( z ) ⊂ P 1 2 + ( 0 , 1 ) . (99) \frac{1}{|P_r^+(z)|_a}\iint_{P_r^+(z)} |f-(f)_{P_r^+(z)}^a|^p\mu_a dt\le C_p[f]_{\operatorname{BMO}(P_{\frac12}^+(0,1),\mu_a dt)}^p,\qquad\forall P_r(z)\subset P_{\frac12}^+(0,1). \tag*{(99)} ∣ P r + ( z ) ∣ a 1 ∬ P r + ( z ) ∣ f − ( f ) P r + ( z ) a ∣ p μ a d t ≤ C p [ f ] BMO ( P 2 1 + ( 0 , 1 ) , μ a d t ) p , ∀ P r ( z ) ⊂ P 2 1 + ( 0 , 1 ) . (99)
For the proof of Theorem 3.3, we also need the following ∣ y ∣ a |y|^a ∣ y ∣ a -weight version of the div-curl Lemma by Coifman-Lions-Meyer-Semmes [9 ] , see Alvarez-Bagby-Kurtz-Perez [1 ] for the proof.
Lemma 7.5 If f ∈ L 2 ( R m + 1 × R ; μ a d t ) , R m + 1 ) f\in L^2(\mathbb{R}^{m+1}\times\mathbb{R};\mu_a dt),\mathbb{R}^{m+1}) f ∈ L 2 ( R m + 1 × R ; μ a d t ) , R m + 1 ) is curl-free, i.e. curl X f ( X , t ) = 0 \operatorname{curl}_X f(X,t)=0 curl X f ( X , t ) = 0 for a.e. t t t , and g ∈ L 2 ( ( R m + 1 × R ; μ − a d t ) , R m + 1 ) g\in L^2((\mathbb{R}^{m+1}\times\mathbb{R};\mu_{-a}dt),\mathbb{R}^{m+1}) g ∈ L 2 (( R m + 1 × R ; μ − a d t ) , R m + 1 ) is divergence free, i.e. div X g ( X , t ) = 0 \operatorname{div}_Xg(X,t)=0 div X g ( X , t ) = 0 for a.e. t t t , then f ⋅ g ∈ H 1 ( R m + 1 × R ) f\cdot g\in H^1(\mathbb{R}^{m+1}\times\mathbb{R}) f ⋅ g ∈ H 1 ( R m + 1 × R ) , the Hardy space, and
∥ f ⋅ g ∥ H 1 ( R m + 1 × R ) ≤ C ∥ f ∥ L 2 ( R m + 1 × R , μ a d t ) ∥ g ∥ L 2 ( R m + 1 × R , μ − a d t ) . (100) \|f\cdot g\|_{H^1(\mathbb{R}^{m+1}\times\mathbb{R})}\le C\|f\|_{L^2(\mathbb{R}^{m+1}\times\mathbb{R},\mu_a dt)}\|g\|_{L^2(\mathbb{R}^{m+1}\times\mathbb{R},\mu_{-a}dt)}. \tag*{(100)} ∥ f ⋅ g ∥ H 1 ( R m + 1 × R ) ≤ C ∥ f ∥ L 2 ( R m + 1 × R , μ a d t ) ∥ g ∥ L 2 ( R m + 1 × R , μ − a d t ) . (100)
Finally, we would like to remark on the function spaces to which the stationary heat flow of s s s -harmonic maps belongs. Recall from Definition 1.1 that on the one hand, we assume u ∈ H x s , s 2 ( R m , S ℓ − 1 ) u\in H_x^{s,\frac{s}{2}}(\mathbb{R}^m,S^{\ell-1}) u ∈ H x s , 2 s ( R m , S ℓ − 1 ) ; on the other hand, since the stationarity of u u u is formulated by requiring that its extension map U : R + m + 1 × ( 0 , ∞ ) → R ℓ U : \mathbb{R}^{m+1}_{+} \times(0,\infty) \to\mathbb{R}^{\ell} U : R + m + 1 × ( 0 , ∞ ) → R ℓ satisfies both the y a y^{a} y a -weighted parabolic equation (11) and the Definition 1.2 of stationarity condition. The validity naturally implies
U ∈ L ∞ ( R + ; H ˙ 1 ( R + m + 1 , μ a ) , R ℓ ) ∩ H ˙ 1 ( R + ; L 2 ( R + m + 1 , μ a ) , R ℓ ) , U \in L^{\infty}\left(\mathbb{R}_{+}; \dot{H}^{1}\left(\mathbb{R}^{m+1}_{+},\mu_{a}\right),\mathbb{R}^{\ell}\right) \cap\dot{H}^{1}\left(\mathbb{R}_{+};L^{2}\left(\mathbb{R}^{m+1}_{+},\mu_{a}\right),\mathbb{R}^{\ell}\right), U ∈ L ∞ ( R + ; H ˙ 1 ( R + m + 1 , μ a ) , R ℓ ) ∩ H ˙ 1 ( R + ; L 2 ( R + m + 1 , μ a ) , R ℓ ) ,
which, with the help of the trace theorem by [23 ] on y a y^{a} y a -weighted Sobolev spaces, implies that u u u enjoys better Sobolev regularity in t t t -direction. In particular, u ∈ H ( x , t ) , l o c s , s ( R m × ( 0 , ∞ ) , S ℓ − 1 ) u \in H^{s,s}_{(x,t),\mathrm{loc}}\left(\mathbb{R}^{m} \times(0,\infty),\mathbb{S}^{\ell-1}\right) u ∈ H ( x , t ) , loc s , s ( R m × ( 0 , ∞ ) , S ℓ − 1 ) , with ( − Δ ) s 2 u ∈ L ∞ ( R + , L 2 ( R m ) ) (-\Delta)^{\frac{s}{2}}u \in L^{\infty}(\mathbb{R}_{+},L^{2}(\mathbb{R}^{m})) ( − Δ ) 2 s u ∈ L ∞ ( R + , L 2 ( R m )) and ( ∣ D t ∣ ) s u ∈ L 2 ( R + , L 2 ( R m ) ) (|D_{t}|)^{s}u \in L^{2}(\mathbb{R}_{+},L^{2}(\mathbb{R}^{m})) ( ∣ D t ∣ ) s u ∈ L 2 ( R + , L 2 ( R m )) .
Acknowledgments. Wang is partially supported by NSF DMS 2453789 and Simons Travel Grant TSM-00007723. Schikorra is partially supported by NSF Career DMS-2044898.
References