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Advances in Nonlinear Analysis

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Solutions of vectorial Hamilton–Jacobi equations are rank-one absolute minimisers in L

Nikos Katzourakis
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  • Department of Mathematics and Statistics, University of Reading, Whiteknights, PO Box 220, Reading RG6 6AX, Berkshire, United Kingdom
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Published Online: 2017-06-04 | DOI: https://doi.org/10.1515/anona-2016-0164


Given the supremal functional E(u,Ω)=esssupΩH(,Du), defined on Wloc1,(Ω,N), with ΩΩn, we identify a class of vectorial rank-one absolute minimisers by proving a statement slightly stronger than the next claim: vectorial solutions of the Hamilton–Jacobi equation H(,Du)=c are rank-one absolute minimisers if they are C1. Our minimality notion is a generalisation of the classical L variational principle of Aronsson to the vector case, and emerged in earlier work of the author. The assumptions are minimal, requiring only continuity and rank-one convexity of the level sets.

Keywords: Rank-one absolute minimisers; vectorial Hamilton–Jacobi equation; viscosity solutions.

MSC 2010: 35D99; 35D40; 35J47; 35J92; 35J70; 35J99

1 Introduction

In this paper we are concerned with the construction of a special class of appropriately defined vectorial minimisers in calculus of variations in L, that is, for supremal functionals of the form


In the above, n,N, Ωn is an open set and H:Ω×N×n[0,) is a continuous function. The calculus of variations in L has been pioneered by Aronsson in the 1960s who studied the scalar case N=1 quite systematically ([2, 3, 4, 5, 6, 7]). A major difficult associated to the study of (1.1) is that the standard minimality notion used for the respective more classical integral functional


is not appropriate in the L case due to the lack of “locality” of (1.1). The remedy is to require minimality on all subdomains ΩΩ, a notion now known as absolute minimality (hence the emergence of the domain as second argument of the functional). The field has seen an explosion of interest especially after the 1990s when the development of viscosity solutions ([13, 11]) allowed the rigorous study of the non-divergence equation arising as the analogue of the Euler–Lagrange for (1.1) (for a pedagogical introduction to the scalar case and numerous references, we refer to [22]). Inthe special case of H(x,P) being the Euclidean norm |P| on n, the respective PDE is the -Laplace equation


Despite the importance for applications and the deep analytical interest of the area, the vectorial case of N2 remained largely unexplored until the early 2010s. In particular, not even the correct form of the respective PDE systems associated to the L variational problem was known. A notable exception is the early vectorial contributions [9, 8], wherein (among other deep results) L versions of lower semi-continuity and quasiconvexity were introduced and studied, and the existence of absolute minimisers was established in some generality with H depending on u itself but for min{n,N}=1.

The author in a series of recent papers (see [18, 20, 21, 19, 26, 25, 30, 29, 28, 24]) has laid the foundations of the vectorial case and, in particular, has derived and studied the analogues of (1.2) associated to general L functionals (see also the joint contributions with Croce, Pisante, Pryer and Abugirda [1, 14, 31, 27]). In the model case of H being the Euclidean norm on N×n and independent of x, i.e.,


the respective equation is called the -Laplace PDE system and when applied to smooth maps u:ΩnN reads


Here [Du(x)] is the orthogonal projection on the orthogonal complement of the range of gradient matrix Du(x)N×n:


In index form, (1.3) reads


In the full vector case of (1.3), even more intriguing phenomena occur since a further difficulty, which is not present in the scalar case, is that the coefficient involving [Du] is discontinuous even for C maps; for instance, u(x,y)=eix-eiy is a smooth 2×2 -harmonic map near the origin and the rank of gradient is 1 on the diagonal, but it is 2 otherwise. The emergence of discontinuities is a genuine vectorial phenomenon which does not arise if min{n,N}=1 (see [18, 21, 19]). For N=1, the scalar version (1.2) has continuous coefficients, whilst for n=1, (1.3) reduces to


A problem associated to the discontinuities is that Aronsson’s notion of absolute minimisers is not appropriate in the vectorial case of rank rk(Du)2 . By the perpendicularity of Du and [Du], Δu=0 actually consists of two independent systems and each one is characterised in terms of the L norm of the gradient via different sets of variations. In [20] we proved the following variational characterisation in the class of classical solutions. A C2 map u:ΩnN is a solution to


if and only if it is a rank-one absolute minimiser on Ω, namely, when for all DΩ, all scalar functions gC01(D) vanishing on D and all directions ξN, u is a minimiser on D with respect to variations of the form u+ξg (see Figure 1):


Further, if rk(Du) const., u is a solution to


if and only if u(Ω) has -minimal area, namely, when for all DΩ, all scalar functions hC1(D¯) (not vanishing on D) and all vector fields νC1(D,N) which are normal to u(Ω), u is a minimiser on D with respect to normal free variations of the form u+hν (see Figure 2):


We called a map -minimal with respect to functional D()L() when it is a rank-one absolute minimiser on Ω and u(Ω) has -minimal area.

Figure 1
Figure 2

Perhaps the greatest difficulty associated to (1.1) and (1.3) is how to define and study generalised solutions since for the highly nonlinear non-divergence model system (1.3) all standard arguments based on the maximum principle or on integration by parts seem to fail. In the very recent work [30], the author proposed the theory of so-called 𝒟-solutions, which applies to general fully nonlinear PDE systems of any order, namely,


and allows for merely measurable solutions u to be rigorously interpreted and studied. This notion is duality-free and is based on the probabilistic representation of derivatives which do not exist classically. 𝒟-solutions have already borne substantial fruit and in [30, 29, 28, 24, 23] we have derived several existence-uniqueness, variational and regularity results. In particular, in [28], we have obtained a variational characterisation of (1.3) in the setting of general 𝒟-solutions for Wloc1,(Ω,N) appropriately defined minimisers which are relevant to (1.4)–(1.7) but different.

In this paper we consider the obvious generalisation of the rank-one minimality notion of (1.5) adapted to the functional (1.1). To this end, we identify a large class of rank-one absolute minimisers: for any c0, every solution u:ΩnN to the vectorial Hamilton–Jacobi equation


actually is a rank-one absolute minimiser. Namely, for any ΩΩ, any ϕW01,(Ω) and any ξN, we have


For the above implication to be true we need the solutions to be in C1(Ω,N) and not just in Wloc1,(Ω,N). This is not a technical difficulty, since it is well known, even in the scalar case, that if we allow only for one non-differentiability point, then the strong solutions of the eikonal equation |Du|=1 are not absolutely minimising for the L norm of the gradient (e.g., the cone function x|x|). However, due to regularity results which available in the scalar case, it suffices to assume everywhere differentiability (see [12, 10]).

Our only hypothesis imposed on H is that for any xΩ, the partial function H(x,):N×n is rank-one level-convex. This means that for any t0, the sublevel sets {H(x,)t} are rank-one convex sets in N×n. A set 𝒞N×n is called rank-one convex when for any matrices A,B𝒞 with rk(A-B)1, the convex combination λA+(1-λ)B is in 𝒞 for any 0λ1. An equivalent way to phrase the rank-one level-convexity of H(x,) is via the inequality




This convexity assumption is substantially weaker than the L versions of quasiconvexity which we call “BJW-quasiconvexity”, named after Barron, Jensen and Wang who introduced it in [8].

We note that Hamilton–Jacobi equations are very important for L variational problems and their equations. In the scalar case, C1 solutions are viscosity solutions to the respective second order single equations in L (see, e.g., [22]). Heuristically, for the case of the -Laplace equation this can be seen by rewriting (1.2) as DuD(12|Du|2)=0 and this reveals that solutions of |Du|=c are -harmonic. In the vectorial case, Hamilton–Jacobi equations give rise to certain first-order differential inclusions of the form


for which the Dacorogna–Marcellini Baire category (the analytic counterpart of Gromov’s convex integration) method can be utilised to establish existence of 𝒟-solutions to the L systems of PDE with extra geometric properties (see [30] and [16, 15]).

The main result of the present paper is the following.

Theorem 1.

Let ΩRn be an open set, n,NN, and H:Ω×RN×n[0,) a continuous function such that for all xΩ, PH(x,P) is rank-one level-convex, that is, {H(x,)t} is a rank-one convex in RN×n for all t0, xΩ. Let uC1(Ω,RN) be a solution to the vectorial Hamilton–Jacobi PDE

H(,Du)=con Ω,

for some c0. Then, u is a rank-one absolute minimiser of the functional


In addition, the following marginally stronger result holds true: for any ΩΩ, any ϕW01,(Ω) and any ξRN, we have


where B(ϕ,Ω) is the set of open balls centred at local extrema (maxima or minima) of ϕ inside Ω:

(ϕ,Ω):={𝔹ρ(x)Ω:x is a point of local extremum of ϕ in Ω}.(1.8)

An immediate consequence of Theorem 1 is the following result.

Corollary 2.

In the setting of Theorem 1, we additionally have


for any xΩ at which ϕ achieves a local maximum or a local minimum.

The quantity of the right-hand side above is known as the local functional at x and in the scalar case it has been used as a substitute of the pointwise values due to its upper semi-continuity regularity properties.

2 The proof of Theorem 1

Let H,c,u,Ω be as in the statement and fix ΩΩ and a unit vector ξN. We introduce the following notation for the projections on span[ξ] and the orthogonal hyperplane span[ξ]:


Let ψWu1,(Ω,N) be such that [ξ](ψ-u)0, that is, the projections of ψ and u on the hyperplane span[ξ]N coincide. Then ξ(ψ-u)W01,(Ω) and, because the scalar function ξ(ψ-u) vanishes on Ω, there exist at least one local extremum of ξ(ψ-u) in Ω, whence the set (ξ(ψ-u),Ω), given by (1.8), is non-empty. Fix a ball 𝔹ρ(x)Ω centred at such an extremal point of ξ(ψ-u).

We illustrate the idea by assuming first in addition that ψWu1,(Ω,N)C1(Ω,N). In this case, the point x is a critical point of ξ(ψ-u) and we have D(ξ(ψ-u))(x)=0. Hence,


because [ξ]ψ[ξ]u on Ω. Thus,


and hence


for any 𝔹ρ(x)(ξ(ψ-u),Ω), whence the conclusion ensues.

Now we return to the general case of ψWu1,(Ω,N). We extend ψ by u on ΩΩ and consider the sets


where d0>0 is a constant small enough so that Ω1. We set


and consider a partition of unity (ζk)k=1Cc(Ω) over Ω so that

{ζk0,k=1ζk1on Ω,ζk>0on Vk,supp(ζk)Vk-1VkVk+1.(2.3)

(Such a partition of unity can be easily constructed explicitly by mollifying the characteristic functions χVk and rescaling them appropriately.) Let (ηε)ε>0 be the standard mollifier (as, e.g., in [17]) and set


We claim that ψεWu1,(Ω,N)C1(Ω,N) and ψεψ in C(Ω¯,N) as ε0. To verify these claims, fix l. If l2, then by (2.2)–(2.3) and because |ξ|=1, we have


whilst, for l=1, we similarly have


By the standard properties of mollifiers, we have that the function


is an increasing continuous modulus of continuity with ω(0+)=0. By (2.4)–(2.6), we have that


Since the C1 regularity of ψε is obvious (because u, by assumption, is such and [ξ]ψ[ξ]u), the claim has been established.

Note now that since ψ-uW01,(Ω,N), the set (ξ(ψ-u),Ω) given by (1.8) is non-empty because the scalar function ξ(ψ-u) which vanishes on Ω necessarily attains an interior extremum. Fix a ball


Since ψε-uψ-u in C(Ω¯,N) as ε0, by a standard stability argument of maxima/minima of scalar-valued function under uniform convergence (see, e.g., [30]), there exists a local extremum xεΩ of ξ(ψε-u) such that xεx0 as ε0. By the differentiability of u and by choosing ε small enough, we may arrange




Then, by arguing as in (2.1), we have




our continuity assumption and the W1, regularity of ψ imply that there exists a positive increasing modulus of continuity ω1 with ω1(0+)=0 such that on the ball 𝔹ρ/2(x0) we have


By further restricting ε<ρ/2, we may arrange


and by (2.2)–(2.3), there exists K(ρ) such that


This implies that for any x𝔹ρ(x0),


forming a convex combination. We now recall for immediate use right below the following Jensen-like inequality for level-convex functions (see, e.g., [9, 8]): for any probability measure μ on an open set Un and any μ-measurable function f:Un[0,), we have


when Φ:n is any continuous level-convex function. Further, by our rank-one level-convexity assumption on H and if ψ is as above, for any xΩ and ξN with |ξ|=1, the function


is level-convex. Indeed, given p,qn and t0 with Ψ(p),Ψ(q)t, we set


Then, P-Q=ξ(p-q), and hence rk(P-Q)1. Moreover, H(x,P)=Ψ(p)t and H(x,Q)=Ψ(q)t, which gives


for any λ[0,1], as desired.

Now, by using (2.2)–(2.3), (2.9)–(2.11) and the level-convexity of the function Ψ of (2.13), for any x𝔹ρ/2(x0), we have the estimate


Since for any x and ε,k, the map μ:=ηε/k(|x-|)n is a probability measure on the ball 𝔹ε/k(x) which is absolutely continuous with respect to the Lebesgue measure n, in view of (2.12), (2.14) gives


By the continuity of H and Du, there exists a positive increasing modulus of continuity ω2 with ω2(0+)=0 such that


for all x,y𝔹ρ(x0) and |P|,|Q|DψL(Ω)+1. By using the fact that [ξ]ψ[ξ]u on Ω, (2.15) and the above, we have


By (2.9), (2.16) gives


for any x𝔹ρ/2(x0). We now estimate the term B of (2.8) on 𝔹ρ/2(x0) as above by using (2.6):


and since k=1Dζk0, we get


on 𝔹ρ/2(x0). By putting together (2.7), (2.8), (2.17) and (2.18), we have


and by letting ε0, the conclusion follows.


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About the article

Received: 2016-07-21

Accepted: 2017-04-03

Published Online: 2017-06-04

Funding Source: Engineering and Physical Sciences Research Council

Award identifier / Grant number: EP/N017412/1

The author has been partially supported by an EPSRC grant EP/N017412/1.

Citation Information: Advances in Nonlinear Analysis, Volume 8, Issue 1, Pages 508–516, ISSN (Online) 2191-950X, ISSN (Print) 2191-9496, DOI: https://doi.org/10.1515/anona-2016-0164.

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