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# Monotonicity and its analytic and geometric implications

Tobias Holck Coldinga,1 and William P. Minicozzi IIb
a

Massachusetts Institute of Technology, Cambridge, MA 02139; and bJohns Hopkins University, Baltimore, MD 21218

Edited by Robion C. Kirby, University of California, Berkeley, Berkeley, CA, and approved July 6, 2012 (received for review June 1, 2012)

In this expository article, we discuss various monotonicity formulas for parabolic and elliptic operators and explain how the analysis of function spaces and the geometry of the underlining spaces are intertwined. After briefly discussing some of the well-known analytical applications of monotonicity for parabolic operators, we turn to their elliptic counterparts, their geometric meaning, and some geometric consequences.
elliptic equations ∣ parabolic equations ∣ geometric inequalities ∣ Ricci-flat ∣ Einstein manifolds

using the heat equation, and integrating by parts gives 1∕t times F , where F is Z n j∇uj 2 n F ðtÞ ¼ tF 0 ðtÞ − ¼ t − : [2] u 2 2 M (We multiplied F 0 by t so that S and F scale the same way). Following ref. 1, we set W ¼ S þ F and get that on a Ricci-flat manifold or, more generally, on a manifold with Ric ≥ 0, that W 0 ≤ 0*. In fact, a computation shows that W0¼ ðtF Þ 0 t

2  Z .

.

.

.

Hesslog u þ 1 g.

þRicð∇ log u. [3] ¼ −2t . ∇ log uÞ u.

2t .

then the Shannon entropy S0 and Fisher information F 0 are defined as follows: Z log f f . (2.1203856109  Z    Z n 1 j∇f j 2 n F0 − f log f ¼ log þ S0 ≥ 0. www. If f > 0 is a positive function on a Riemannian Z f 2 log f e − jxj 2 2 ≤ [4] Z F0 ¼ j∇f j 2 : f M (The point being that the gain in the exponent in the usual Sobolev inequality is dimension dependent. tÞ ¼ ð4πtÞ −2 exp − . The log-Sobolev inequality of ref. M Functional Inequalities and Monotonicity In this section. When Ric ≥ 0 this implies (as tF is obviously 0 for t ¼ 0) that F ≤ 0 and hence S ↓. Each has their own advantages and applications and we will describe some of those. manifold M with ∫ M f ¼ 1. S0 ¼ − M where g is the Riemannian metric and Hesslog u is the Hessian of log u.pnas.H. y. Many other interesting inequalities can be proven by monotonicity. performed research.M.org/cgi/doi/10. the log-Sobolev inequality is equivalent to that for any function f > 0 with ∫ f ¼ 1 n jxj 2 Similarly. we discuss some sharp monotonicity formulas and sharp gradient estimates for the heat and Laplace equations on manifolds and mention briefly some of the applications of the parabolic formulas. in particular. There is a second point and that is that as n → ∞ the measures dx1 ∧⋯∧dxn do not converge to a Radon measure whereas ð2πÞ −2 e − 2 dx1 ∧⋯∧dxn do. whereas the geometric ones imply compactness for the spaces in question and cone structure for those same spaces. We will next briefly see how one can use these quantities and formulas to prove some functional inequalities using monotonicity. 11]. For instance. Our parabolic Fisher information F will also differ from F 0 by a normalization that comes from the Euclidean heat kernel. refs. But our real focus is how these different monotonicity formulas are linked and all have both analytic and geometric implications.) By a change of variables [see. for instance. The next section will focus on the interplay between them and the local geometry and. 2. These formulas can roughly be divided into three groups: elliptic. log f 2nπe 2 2nπe 2 [5] Author contributions: T. and W. Another well-known instance is the log-Sobolev inequality. 2–9. and geometric. S is normalized so that S remains identically zero for all time when u is the heat kernel   j x − yj 2 n H ðx.edu. in the log-Sobolev inequality there is a gain of a log factor independent of the dimension. if u > 0 is a solution to the heat equation ð∂ t − ΔÞ u ¼ 0 with ∫ M u ¼ 1. we single out the Cauchy–Schwarz inequality and the logarithmic Sobolev inequality. This article is a PNAS Direct Submission. 4t on Euclidean space R n . we will touch upon how the parabolic monotonicity formulas imply functional inequalities and the elliptic ones imply uniqueness of blow-ups. PNAS Early Edition ∣ 1 of 4 MATHEMATICS T he aim of this survey is to explain some new and old monotonicity formulas and describe some of their applications. parabolic. *A space-time version of W plays an important role in Perelman’s work on the Ricci flow (25). SPECIAL FEATURE . for instance. see. 1 To whom correspondence should be addressed.1073/pnas. 10 is that for any function f > 0 on R n with ð2πÞ −2 ∫ f 2 e − n jxj 2 2 ¼ 1. Taking the derivative of the entropy S. E-mail: colding@math. As examples. The authors declare no conflict of interest. The Cauchy–Schwarz inequality is perhaps not only the simplest example of an inequality that can be proven from monotonicity using the heat equation.P.1) on page 693 of ref.mit. but the argument itself is also perhaps the easiest.C. Z j∇f j 2 e − 2 : jxj 2 Parabolic Operators. the question of uniqueness of blow-ups or blow-downs of the space. cf. also ref. then we define SðtÞ by n n SðtÞ ¼ S0 ðtÞ − logð4πtÞ − 2 2 Z n n log u u − logð4πtÞ − : ¼− 2 2 M [1] Here.

To show this inequality on R n . let more generally M be a manifold with Ric ≥ 0 and suppose that u solves the heat equation with initial condition uð·. 0Þ ¼ f . 2 2 2 2nπe [6] Δðj∇bj 2 uÞ ¼ . The above inequality will follow from showing that for all t   Fþn n n n 2 log þ S þ logð4πÞ þ ≥ 0.with equality for any Gaussian.

 .

2 .

2 1 .

.

Hessb 2 − Δb g.

∇b 2 Þ b −n : [10] n . þRicð∇b 2 .

2 .

We define a functional A by A ð r Þ ¼ r 1 −n Z b¼r To show this. þ 2tðF þ n n 2Þ [7] j∇bj 3 : [11] A computation gives that the derivative A 0 ðr Þ is equal to − r n−3 2 Z . take the derivative of the left hand side of [6] to get   n 2 2 0 F ð tF Þ ≤ 0. The right-hand side is always nonnegative on a smooth manifold M with Ric ≥ 0 and it vanishes if and only if M is Euclidean space and u is a multiple of the Green’s function.

.

 2 .

2 .

.

Hessb 2 − Δb g.

∇b 2 Þ b 2−2n : . þRicð∇b 2 .

n .