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Maximum Diversity and Support Transitions on Disks and Three-Dimensional Balls

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Abstract

For the similarity kernel e−∣x−y∣e^{-|x-y|}, we determine the probability measure of maximum diversity on every planar disk and three-dimensional ball, answering a question of Leinster and Roff. In each dimension the measure is uniform on the boundary up to a threshold. Above it, the support is a closed central ball and the outer sphere, separated by a mass-free annulus. In dimensions two and three, their conjecture of finitely many supporting spheres therefore holds only up to the respective threshold. We obtain the measure explicitly up to one scalar root in three dimensions and through Fredholm integral equations and a scalar contact equation in the plane. Computations in dimensions four and five suggest that interior supporting spheres appear one at a time.

Introduction

The maximum diversity of a compact metric space is the largest diversity of a probability measure on it, for the similarity kernel e−d(x,y)e^{-d(x,y)} [1]. On a nonempty compact set E⊂RNE \subset\mathbb{R}^{N} with the Euclidean metric it is

Dmax⁡(E)=(min⁡μ≥0, μ(E)=1supp⁡μ⊂E∬e−∣x−y∣ dμ(x) dμ(y))−1.(1)D_{\max}(E)=\left(\min_{\substack{\mu\ge0,\ \mu(E)=1\\ \operatorname{supp}\mu\subset E}}\iint e^{-|x-y|}\,d\mu(x)\,d\mu(y)\right)^{-1}. \tag*{(1)}

The reciprocal of the double integral is the diversity of order two of μ\mu. A minimizer maximizes the diversity of every order q∈[0,∞]q\in[0,\infty] at once, and the maximum value is independent of qq [1 Theorem 7.1 and Corollary 7.3], as Leinster and Meckes first proved for finite spaces [2]. Its logarithm is the maximum entropy of EE [1 Definition 7.2].

Rotational symmetry on a ball leaves the distribution of mass over the radii to be found. Leinster and Roff ask for the maximizing measure on a ball and conjecture that its support is a finite union of concentric spheres, their number depending on the radius [1 §10, Q (2)].1 Bouafia also says that the support on Euclidean balls is still unknown [3]. Leinster reiterated the problem in 2024, as a possible application of spectral geometry and semiclassical analysis, reporting Gimperlein’s suggestion that spectral geometry could advance the study of magnitude [4]. In this paper we determine the maximizing measure for every radius in dimensions two and three using a potential-theoretic approach.

Theorem 1.1 Let N∈{2,3}N\in\{2,3\}, let μR\mu_R be the unique maximizing measure for e−∣x−y∣e^{-|x-y|} on BR‾⊂RN\overline{B_R}\subset\mathbb{R}^{N}, and let σR\sigma_R be normalized surface measure on ∂BR\partial B_R. Let RNR_N be the unique R>0R>0 at which the potential of σR\sigma_R at the center equals its value on the sphere,

e−R=∫e−∣Re1−y∣ dσR(y).e^{-R}=\int e^{-|Re_1-y|}\,d\sigma_R(y).

Thus R2≈1.364R_2\approx1.364 and R3≈2.729R_3\approx2.729. If 0<R≤RN0<R\le R_N, then μR=σR\mu_R=\sigma_R, and Dmax⁡(BR‾)D_{\max}(\overline{B_R}) is the reciprocal of the boundary potential in the displayed equation. If R>RNR>R_N, there is a∈(0,R)a\in(0,R) such that

supp⁡μR=Ba‾∪∂BR.\operatorname{supp}\mu_R=\overline{B_a}\cup\partial B_R.

The measure has positive density throughout BaB_a and positive mass on ∂BR\partial B_R. Its mass on ∂Ba\partial B_a is positive in dimension three and zero in dimension two. The open annulus a<∣x∣<Ra<|x|<R has zero mass, and there the potential e−∣⋅∣∗μRe^{-|\cdot|}*\mu_R exceeds its value 1/Dmax⁡(BR‾)1/D_{\max}(\overline{B_R}) on the support.

Positive density on the central ball rules out a finite union of supporting spheres for R>RNR>R_N. The theorem follows from § 3 and the pointwise positivity proved in Theorem 5.8.

Up to the threshold the maximum diversity of the ball is therefore that of its boundary sphere, which is the magnitude of the sphere [1 Example 8.5]. Willerton computed this magnitude for the two-sphere with the Euclidean metric [5 Theorem 12].

Above the threshold in dimension three, Theorem 4.2 expresses the measure and maximum diversity in terms of the unique root of a scalar equation for the annulus width. For large RR the leading term is R3/6R^3/6, and the R2R^2 coefficient in (34) is approximately 0.928. Barceló and Carbery’s magnitude formula is R3/6+R2+2R+1R^3/6 + R^2 + 2R + 1 [6 Theorem 2].

In the plane the interior density is real analytic, and Theorem 5.8 determines it through integral equations. The density diverges like the inverse square root of the distance to its edge, and the inner radius grows linearly from zero at the threshold. At the threshold, the maximum diversity departs from the magnitude of the circle ∂BR\partial B_R only at second order.

For N=4,5N = 4, 5, numerical evidence points to a further range of radii with finitely many supporting spheres (Appendix B).

For a probability measure μ\mu on EE put Uμ=e−∣⋅∣∗μU_\mu= e^{-|\cdot|} * \mu and I(μ)=∫Uμ dμI(\mu) = \int U_\mu\,d\mu. We call a minimizer of II over these probability measures an equilibrium measure. It is the maximizing measure, whose uniqueness was proved by Meckes [1 Proposition 8.8]. Its equilibrium level γ=I(μ)\gamma= I(\mu) equals 1/Dmax⁡(E)1/D_{\max}(E), and the potential UμU_\mu is their typicality function [1 Definition 3.4]. A maximizing measure is balanced, with Uμ=γU_\mu= \gamma on its support [1 Proposition 6.3], and Uμ≥γU_\mu\ge\gamma on EE [1 Lemma 7.7(i)]. We call the latter the equilibrium inequality, and {x∈E:Uμ(x)=γ}\{x \in E : U_\mu(x) = \gamma\} the contact set.

The support proof is the same for both ball problems. For the equilibrium measure μ\mu of a ball put U=UμU = U_\mu and J=(1−Δ)U=(N−1)(e−∣⋅∣/∣⋅∣)∗μJ = (1 - \Delta)U = (N - 1)(e^{-|\cdot|}/|\cdot|) * \mu. At an interior contact point UU has a local minimum, so formally ΔU≥0\Delta U \ge0 and J=U−ΔU≤γJ = U - \Delta U \le\gamma; the latter inequality is proved in Lemma 3.6. In dimensions two and three JJ is strictly subharmonic on every open set disjoint from the support, so the maximum principle, applied to JJ and then to U−γU - \gamma, excludes a mass-free annulus between interior contact radii, and also a mass-free central ball bounded by an interior contact sphere. An open annulus next to the outer sphere is always mass-free, and together these force the supercritical support and contact set in Proposition 3.11 (Figure 1).

Support of the maximizing measure for $R \le R_N$ and $R > R_N$

Figure 1. Support of the maximizing measure for R≤RNR \le R_N and R>RNR > R_N. At R=RNR = R_N the center is also a contact point, but has zero mass.

To recover the density we invert convolution with e−∣⋅∣e^{-|\cdot|}. In R3\mathbb{R}^3 the identity (1−Δ)2U=8πμ(1 - \Delta)^2 U = 8\pi\mu is local and determines the constant density on the central ball. In R2\mathbb{R}^2 the inverse is proportional to (1−Δ)3/2(1 - \Delta)^{3/2}, and the density depends on the potential outside the central disk as well; § 5 obtains it through a screened charged disk problem.

Meckes’s variational formula for the magnitude Mag⁡(E)\operatorname{Mag}(E), denoted ∣E∣|E| by Leinster and Roff, is a supremum over signed measures; restricted to probability measures it is equivalent to maximum diversity, so Dmax⁡(E)≤Mag⁡(E)D_{\max}(E) \leq\operatorname{Mag}(E) [7], [1 (14)]. Meckes also expresses maximum diversity as a constant multiple of the Bessel capacity of order (N+1)/2(N+1)/2 [8]. In that form

Dmax⁡(E)=1cNinf⁡{∥(1−Δ)(N+1)/4f∥L22:f∈H(N+1)/2(RN), f≥1 on E}.D_{\max}(E)=\frac{1}{c_N}\inf\left\{\left\|(1-\Delta)^{(N+1)/4}f\right\|_{L^2}^2:f\in H^{(N+1)/2}(\mathbb{R}^N),\ f\geq1\text{ on }E\right\}.

with cNc_N the constant in (5), N!N! times the volume of the unit ball. Maximum diversity is thus an obstacle problem for a higher-order operator, which is a parallel Barceló and Carbery point out [6 §10]. Its minimizer is Uμ/γU_\mu/\gamma, with coincidence set equal to the contact set above.

Apart from finite spaces, the maximizing measures Leinster and Roff compute come from positive weight measures [1 Lemma 8.2]. Three-dimensional Euclidean balls have no weight measure [9], so their maximizing measure misses part of the ball [1 §8]. For R>RNR>R_N the measure μR/γ\mu_R/\gamma is a positive weight measure on its support Ba‾∪∂BR\overline{B_a}\cup\partial B_R [1 Lemma 5.6]. By their Corollary 7.4(ii), Dmax⁡(BR‾)D_{\max}(\overline{B_R}) equals the magnitude of that support. So Theorems 4.2 and 5.8 compute the magnitude of sets with a positive weight measure, a class they find apparently rare [1 §8]. Leinster and Roff’s uniform measure on a ball is normalized Lebesgue measure [1 Theorem 9.9]. In three dimensions the density is constant on the central ball, whose radius is R−O(1)R-O(1) and which contains all but O(1/R)O(1/R) of the mass (Remark 4.6), so after rescaling to the unit ball the maximizing measure approaches it in total variation at the rate O(1/R)O(1/R).

Spherical to volume transitions also occur for Riesz energies with radial external fields [10, 11]. The volume part in [11] reaches the sphere; the exponential equilibrium on a ball has an intervening mass-free annulus between these components.

Kernel identities

For N≥2N\geq2 put K(x)=e−∣x∣K(x)=e^{-|x|} and L(x)=e−∣x∣/∣x∣L(x)=e^{-|x|}/|x| for x≠0x\ne0; when it occurs in a potential, the locally integrable function LL is given the value +∞+\infty at zero. We use the Fourier transform h^(ξ)=∫e−ix⋅ξh(x) dx\widehat{h}(\xi)=\int e^{-ix\cdot\xi}h(x)\,dx. By radial differentiation,

(1−Δ)K=(N−1)L(2)(1-\Delta)K=(N-1)L \tag*{(2)}

and, away from the origin,

ΔL(x)=e−∣x∣∣x∣3(∣x∣2+(3−N)∣x∣+3−N).(3)\Delta L(x)=\frac{e^{-|x|}}{|x|^3}\left(|x|^2+(3-N)|x|+3-N\right). \tag*{(3)}

The first identity holds as distributions on RN\mathbb{R}^N; its classical second derivatives are locally integrable, and the flux of the bounded gradient of KK across a sphere of radius ε\varepsilon tends to zero. For N=2,3N=2,3 the second expression is positive.

For α,ζ>0\alpha,\zeta>0,

∫0∞t−1/2e−αt−ζ/t dt=παe−2αζ,∫0∞t−3/2e−αt−ζ/t dt=πζe−2αζ.(4)\int_{0}^{\infty} t^{-1/2}e^{-\alpha t-\zeta/t}\,\mathrm{d}t=\sqrt{\frac{\pi}{\alpha}}e^{-2\sqrt{\alpha\zeta}},\qquad\int_{0}^{\infty} t^{-3/2}e^{-\alpha t-\zeta/t}\,\mathrm{d}t=\sqrt{\frac{\pi}{\zeta}}e^{-2\sqrt{\alpha\zeta}}. \tag*{(4)}

References

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