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8.5 Bounded complex Hessians and elliptic extensionsEA00781761AE

EA00781761AE

Uniform complex-Hessian bounds give enough compactness both to pass the nonlinear products to a limit and to make the Hessian root uniformly elliptic. In coordinates use the metric matrix $g$ of the preceding section and write $H(u)=(u_{i\bar j})$. Coefficient products with bounded measurable factors will be identified with currents by convolution.

Lemma 8.5.1.89771FD1FD15 Suppose $u_ j$ is smooth,

\[ \sup _ j\bigl (\| u_ j\| _\infty +\| \mathrm{dd}^{\mathrm{c}}u_ j\| _{L^\infty }\bigr )<\infty , \qquad u_ j\longrightarrow u\quad \hbox{uniformly on }X. \]

Then $u\in W^{2,p}(X)$ for every $1<p<\infty $, its distributional complex Hessian has bounded coefficients, and $u_ j\to u$ in $C^{1,\alpha }(X)$ for every $0<\alpha <1$. The same hypotheses give uniform $W^{2,p}$ bounds for the sequence.

Proof. On a coordinate ball the Euclidean Laplacian is $\Delta u_ j=4\sum _ i (u_ j)_{i\bar i}$, so it is uniformly bounded. The interior Laplace estimate on two nested balls gives

\[ \| u_ j\| _{W^{2,p}(B')}\leq C_ p \bigl (\| \Delta u_ j\| _{L^ p(B)}+\| u_ j\| _{L^ p(B)}\bigr ). \]

A finite cover gives the global bound. Weak $W^{2,p}$ limits coincide with the uniform limit. The bounded complex Hessians have weak-star limits in $L^\infty $; testing against compactly supported smooth functions identifies them with $H(u)$. Choose $p$ with $1-2n/p>\alpha $. The compact Sobolev embedding into $C^{1,\alpha }$ gives convergence of subsequences. Every such limit is $u$, hence the whole sequence converges. This estimates the full real Hessian in every finite $L^ p$ space, without asserting that it is bounded. $\square$

Lemma 8.5.2.1881F6670EF4 For $1\leq a\leq k\leq n$, suppose $u_ j^ a$ and $u^ a$ satisfy the preceding lemma. Let $\theta _ a$ be fixed smooth real $(1,1)$-forms. Then

\[ \bigwedge _{a=1}^ k(\theta _ a+\mathrm{dd}^{\mathrm{c}}u_ j^ a) \longrightarrow \bigwedge _{a=1}^ k(\theta _ a+\mathrm{dd}^{\mathrm{c}}u^ a) \quad \hbox{as currents}. \]

The current on the right is the product of the almost-everywhere coefficients. No closedness or positivity of the $\theta _ a$ is required. For each compactly supported smooth complementary test form $\eta $, the difference of its pairings is bounded by $C_\eta \max _ a\| u_ j^ a-u^ a\| _\infty $.

Proof. Set $D_ j^ a=\mathrm{dd}^{\mathrm{c}}u_ j^ a$ and $D^ a=\mathrm{dd}^{\mathrm{c}}u^ a$. On a smaller coordinate ball, convolution gives smooth $u_\epsilon ^ a$ whose complex Hessians are uniformly bounded and converge to $H(u^ a)$ in every finite $L^ p$ space. Their coefficient products consequently converge in finite $L^ p$ spaces. In particular the products of the $D^ a$ are closed currents, since their smooth approximants are closed.

Expand the smooth background factors and telescope each remaining product. Every difference has the form

\[ \mathrm{dd}^{\mathrm{c}}(u_ j^ a-u^ a)\wedge T_ j, \]

where $T_ j$ is a product of $D_ j^ b$ and $D^ b$ with $b\ne a$. It has uniformly bounded coefficients and is closed. Local convolution, followed by strong convergence of its finite coefficient products, justifies integration by parts:

\[ \left\langle \mathrm{dd}^{\mathrm{c}}(u_ j^ a-u^ a)\wedge T_ j,\xi \right\rangle =\int (u_ j^ a-u^ a)\, T_ j\wedge \mathrm{dd}^{\mathrm{c}}\xi . \]

Here $\xi $ includes the chosen smooth background factors and the test form, so their derivatives are retained. The right-hand side has the asserted uniform bound. A finite partition of unity proves the claim on $X$. This argument also proves that the coefficient product is the distributional limit; it does not identify a separately defined bounded Hessian operator for all nonsmooth admissible functions. $\square$

Lemma 8.5.3.BAC60298D0F2 For $f_0>0$ and $L>0$, assume the set

\[ K=\{ A\in C_{n,m}:\operatorname {tr}A\leq L, \ \sigma _ m(A)\geq f_0^ m\} \]

is nonempty. It is a compact subset of the interior, and there are $\vartheta ,\Theta >0$, depending only on $n,m,f_0,L$, such that

\[ \vartheta I\leq DF_ A\leq \Theta I\qquad (A\in K). \]

The function on all Hermitian matrices defined by

\[ \widehat F(B)=\inf _{A\in K} \bigl (F(A)+\operatorname {tr}(DF_ A(B-A))\bigr ) \]

is concave, agrees with $F$ on $K$, and satisfies, for $P\geq 0$,

\[ \vartheta \operatorname {tr}P\leq \widehat F(B+P)-\widehat F(B) \leq \Theta \operatorname {tr}P. \]

Proof. In the closed $2$-cone,

\[ \sum _ i\lambda _ i^2=(\operatorname {tr}A)^2-2S_2(A) \leq L^2. \]

Thus $K$ is bounded and closed. Maclaurin gives $\sigma _ j(A)\geq \sigma _ m(A)^{j/m}\geq f_0^ j$ for $j\leq m$, so every matrix in $K$ is in the interior. In a unitary eigenframe,

\[ F_ i=\frac{F^{1-m}S_{m-1}(\lambda |i)}{m\binom nm}, \qquad \frac{f_0}{m!L}\leq F_ i\leq \frac{L^{m-1}}{n f_0^{m-1}}. \]

The lower bound is 8.2.5; the upper bound uses $|\lambda _ i|\leq L$ in the polynomial numerator and its positivity. These bounds give possible values of $\vartheta $ and $\Theta $. Concavity places each tangent plane above $F$ on the cone; the plane at $B$ gives equality when $B\in K$. An infimum of affine functions is concave. Each plane increases under $P\geq 0$ by a number between the two displayed trace bounds; taking infima preserves these bounds. The same estimates give global Lipschitz continuity of $\widehat F$. $\square$

To interpret this as a real elliptic operator, let $\mathcal C(R)$ be the complex Hessian of the real quadratic function $q(x)=\frac12 x^{\mathsf T}Rx$, where $x\in \mathbb R^{2n}$. For $R\geq 0$, one has $\mathcal C(R)\geq 0$ and $\operatorname {tr}\mathcal C(R)=\operatorname {tr}R/4$. If $\mu I\leq g(x)\leq MI$, then

\[ \mathcal G(x,R)=\widehat F \bigl (I+g(x)^{-1/2}\mathcal C(R)g(x)^{-1/2}\bigr ) \]

is uniformly elliptic on real symmetric matrices, with constants $\vartheta /(4M)$ and $\Theta /(4\mu )$. Its dependence on $x$ satisfies on compact coordinate balls

\[ |\mathcal G(x,R)-\mathcal G(y,R)| \leq C|x-y|(1+\| R\| ). \]

These follow respectively from the trace bound and the smooth dependence of the positive matrix square root of the fixed metric.

We use the classical interior Evans–Krylov–Caffarelli estimate for a concave operator on all real symmetric matrices with fixed positive ellipticity constants and coefficient oscillation bounded by $C|x-y|^\gamma (1+\| R\| )$, where $\gamma >0$. A Hölder right-hand side then gives an interior $C^{2,\beta }$ estimate, for some $\beta >0$. This estimate applies also to continuous viscosity solutions. The real extension just constructed satisfies these conditions. Once its solution is $C^{2,\beta }$ and the attained complex Hessians remain in a compact subset of the open cone, the original smooth Hessian operator and Schauder estimates give the higher derivatives.

We next identify the limit of the proper auxiliary equations that will be used for regularity.

Proposition 8.5.4.6FBA7BB8AC94 Suppose $v_ j\to \varphi $ uniformly on $X$, $h(x,t)$ is smooth on a fixed bounded interval containing their values, and smooth admissible $u_ j$ satisfy

\[ (\omega +\mathrm{dd}^{\mathrm{c}}u_ j)^ m\wedge \omega ^{n-m} =e^{u_ j+h(x,v_ j)}\omega ^ n. \]

Assume $u_ j\to u$ uniformly and the complex Hessians of $u_ j$ are uniformly bounded. Then $\omega +\mathrm{dd}^{\mathrm{c}}u$ is admissible almost everywhere and its coefficient product satisfies

\[ (\omega +\mathrm{dd}^{\mathrm{c}}u)^ m\wedge \omega ^{n-m} =e^{u+h(x,\varphi )}\omega ^ n. \]

On every coordinate ball $u$ also solves the corresponding uniformly elliptic concave extension in the viscosity sense.

Proof. The first lemma gives $u\in W^{2,p}$ for every finite $p$ and a bounded complex Hessian. The matrices $A_ j=I+g^{-1/2}H(u_ j)g^{-1/2}$ converge weakly in $L^2$ to the analogous matrix $A$ for $u$. Mazur's lemma gives convex combinations of tails converging strongly in $L^2$, hence almost everywhere along a subsequence. The pointwise closed cone is convex, so $A\in C_{n,m}$ almost everywhere. The product lemma passes the equation to the limit as currents, since its right-hand side converges uniformly. Equality of the bounded densities then gives the equation almost everywhere.

The right-hand sides are bounded above and away from zero. The complex Hessian bound gives a uniform upper bound $L$ for $\operatorname {tr}A_ j$. Choose $f_0>0$ below all their normalized roots. Thus every $A_ j$, and almost every $A$, belongs to the compact set $K$ of the preceding lemma. Every $u_ j$ is a classical solution of

\[ \mathcal G(x,D^2u_ j)=r_ j(x),\qquad r_ j(x)=e^{(u_ j+h(x,v_ j))/m}. \]

For completeness, if a smooth test $q$ touches $u$ from above at an interior point $x_0$, add a small positive quartic term to make the local contact strict. Local maximum points of $u_ j-q$ tend to $x_0$. At these points $D^2u_ j\leq D^2q$, and ellipticity gives $\mathcal G(x,D^2q)\geq r_ j(x)$. Pass to the limit, then remove the quartic term. A test from below gives the reverse inequality. The extension is defined on every real Hessian, so no admissibility of a lower test has been assumed. This proves the viscosity statement. $\square$

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