Springer Monographs in Mathematics

Luis J. Alías
Paolo Mastrolia
Marco Rigoli

Maximum
Principles and
Geometric
Applications
Springer Monographs in Mathematics
More information about this series at http://www.springer.com/series/3733
Luis J. Alías • Paolo Mastrolia • Marco Rigoli

Maximum Principles
and Geometric Applications

123
Luis J. Alías Paolo Mastrolia
Departamento de Matemáticas Dipartimento di Matematica
Universidad de Murcia Università degli Studi di Milano
Murcia, Spain Milan, Italy

Marco Rigoli
Dipartimento di Matematica
Università degli Studi di Milano
Milan, Italy

This work has been partially supported by MINECO/FEDER project MTM2012-34037 and
Fundación Séneca project 04540/GERM/06, Spain. This research is a result of the activity
developed within the framework of the Programme in Support of Excellence Groups of
the Región de Murcia, Spain, by Fundación Séneca, Regional Agency for Science and
Technology.

M. Rigoli has been partially supported by MEC Grant SAB2010-0073 and Fundación Séneca
Grant 18883/IV/13, Programa Jiménez de la Espada.

ISSN 1439-7382 ISSN 2196-9922 (electronic)

Springer Monographs in Mathematics
ISBN 978-3-319-24335-1 ISBN 978-3-319-24337-5 (eBook)
DOI 10.1007/978-3-319-24337-5

Library of Congress Control Number: 2016930292

Mathematics Subject Classification: 58-02, 35B50, 53C20, 53C42, 35R01

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Contents

1 A Crash Course in Riemannian Geometry.. . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 1

1.1 Moving Frames, Levi-Civita Connection Forms
and the First Structure Equation .. . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 2
1.2 Covariant Derivative of Tensor Fields, Connection
and Meaning of the First Structure Equation . . . . . .. . . . . . . . . . . . . . . . . . . . 4
1.3 Lie Derivatives, the Second Structure Equation and Curvature(s) .. . . 11
1.4 Decompositions of the Curvature Tensor . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 22
1.5 Commutation Rules . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 31
1.6 Some Formulas for Immersed Submanifolds .. . . . .. . . . . . . . . . . . . . . . . . . . 35
1.7 The Geometry of Smooth Maps .. . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 44
1.8 Warped Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 49
1.9 Comparison Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 58
1.9.1 The Laplacian Comparison Theorem . . . . . .. . . . . . . . . . . . . . . . . . . . 59
1.9.2 The Bishop-Gromov Comparison Theorem .. . . . . . . . . . . . . . . . . . 67
1.9.3 The Hessian Comparison Theorem . . . . . . . .. . . . . . . . . . . . . . . . . . . . 71
2 The Omori-Yau Maximum Principle . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 77
2.1 Some Preliminary Considerations .. . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 78
2.2 The Generalized Omori-Yau Maximum Principle .. . . . . . . . . . . . . . . . . . . . 86
2.2.1 Two Significant Examples .. . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 88
2.3 Stochastic Completeness and the Weak Maximum Principle .. . . . . . . . 99
2.4 Two Applications of Stochastic Completeness . . . .. . . . . . . . . . . . . . . . . . . . 120
2.5 Parabolicity .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 128
3 New Forms of the Maximum Principle . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 141
3.1 New Forms of the Weak and Omori-Yau Maximum Principles . . . . . . 142
3.1.1 Proof of Theorem 3.1 and Related Results . . . . . . . . . . . . . . . . . . . . 146
3.1.2 Proof of Theorem 3.2 and Some Related Results . . . . . . . . . . . . . 152
3.2 An A Priori Estimate .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 153

v
vi Contents

3.3 The Nonlinear Case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 161

3.3.1 Analytic Preliminaries .. . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 163
3.3.2 The Maximum Principle.. . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 189
4 Sufficient Conditions for the Validity of the Weak
Maximum Principle. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 203
4.1 Volume Growth Conditions and Another A Priori Estimate . . . . . . . . . . 204
4.2 A Controlled Growth Weak Maximum Principle ... . . . . . . . . . . . . . . . . . . . 217
4.3 An Equivalent Open Form of the Weak Maximum Principle .. . . . . . . . 231
4.3.1 A First Application to PDE’s . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 238
4.4 Strong Parabolicity .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 242
4.5 A Liouville-Type Theorem . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 254
5 Miscellany Results for Submanifolds . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 271
5.1 Immersions into Nondegenerate Cones in Euclidean Space . . . . . . . . . . 272
5.2 Maps into Nondegenerate Cones in Euclidean Space . . . . . . . . . . . . . . . . . 279
5.3 Bounded Submanifolds and Jorge-Koutroufiotis Type Results . . . . . . . 288
5.4 Cylindrically Bounded Submanifolds .. . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 295
5.4.1 Sectional Curvature Estimates . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 295
5.4.2 Mean Curvature Estimates and Stochastic Completeness . . . . 304
5.5 Consequences on the Gauss Map of Submanifolds
of Euclidean Space .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 308
5.6 An Application of the Open Weak Maximum Principle . . . . . . . . . . . . . . 320
6 Applications to Hypersurfaces.. . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 325
6.1 Constant Mean Curvature Hypersurfaces in Space Forms . . . . . . . . . . . . 326
6.1.1 Proof of the Main Results . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 331
6.1.2 Alternative Approaches to Corollary 6.2 . .. . . . . . . . . . . . . . . . . . . . 345
6.2 Constant Scalar Curvature Hypersurfaces . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 348
6.2.1 Hypersurfaces and Newton Operators . . . . .. . . . . . . . . . . . . . . . . . . . 351
6.2.2 Some Preliminary Results . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 356
6.2.3 An Omori-Yau Maximum Principle for the Cheng
and Yau Operator . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 361
6.2.4 Proof of the Main Results . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 366
6.3 Hypersurfaces into Nondegenerate Euclidean Cones . . . . . . . . . . . . . . . . . 371
6.4 Higher Order Mean Curvature Estimates . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 378
7 Hypersurfaces in Warped Products .. . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 385
7.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 386
7.2 Curvature Estimates for Hypersurfaces in Warped Products.. . . . . . . . . 392
7.3 Hypersurfaces with Constant 2-Mean Curvature . .. . . . . . . . . . . . . . . . . . . . 397
7.4 Hypersurfaces with Constant Higher Order Mean Curvature .. . . . . . . . 405
7.4.1 Further Results for Hypersurfaces with Constant
Higher Order Mean Curvatures . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 408
7.5 Height Estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 420
7.5.1 Warped Product Spaces. . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 420
7.5.2 Products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 428
7.6 Killing Graphs.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 439
Contents vii

8 Applications to Ricci Solitons .. . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 443

8.1 Basic Formulas for Generic Ricci Solitons . . . . . . . .. . . . . . . . . . . . . . . . . . . . 444
8.2 The Validity of the Maximum Principle on Solitons . . . . . . . . . . . . . . . . . . 456
8.3 Statements and Proofs of the Main Results . . . . . . . .. . . . . . . . . . . . . . . . . . . . 463
8.3.1 The Generic Case . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 463
8.3.2 Gradient Solitons . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 473
8.3.3 A Topological Result on Weighted Manifolds . . . . . . . . . . . . . . . . 486
8.4 A Further Result on Generic Ricci Solitons . . . . . . .. . . . . . . . . . . . . . . . . . . . 493
9 Spacelike Hypersurfaces in Lorentzian Spacetimes. .. . . . . . . . . . . . . . . . . . . . 499
9.1 Foundations of Lorentzian Geometry . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 500
9.1.1 Levi-Civita Connection and Geodesics .. . .. . . . . . . . . . . . . . . . . . . . 504
9.1.2 Curvature of a Lorentzian Manifold . . . . . . .. . . . . . . . . . . . . . . . . . . . 506
9.2 Spacelike Hypersurfaces in Lorentzian Spacetimes .. . . . . . . . . . . . . . . . . . 508
9.2.1 Maximal Hypersurfaces as Solutions
of a Variational Problem .. . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 511
9.2.2 Spacelike Hypersurfaces and General Relativity . . . . . . . . . . . . . . 512
9.3 Spacelike Hypersurfaces in Lorentz-Minkowski Space .. . . . . . . . . . . . . . 514
9.3.1 Alternative Approaches in Dimension m D 2
Using Parabolicity . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 521
9.4 Comparison Theory for the Lorentzian Distance Function
from a Point . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 527
9.4.1 Hessian and Laplacian Comparison Theorems .. . . . . . . . . . . . . . . 530
9.5 Spacelike Hypersurfaces Contained in the Chronological
Future of a Point . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 534
9.6 Generalized Robertson-Walker Spacetimes.. . . . . . .. . . . . . . . . . . . . . . . . . . . 542

References .. .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 553

Index . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 565
List of Symbols

.˙; g; A/ initial data set for the Einstein equation, page 513
.M; h ; i; ef dx/ weighted Riemannian manifold, page 142
.M; h ; i; X/ Ricci soliton structure, page 443
.U; '/ local chart, page 2
Œ; Lie bracket, page 10
s; t characteristic function of the annulus Bt .o/nBs .o/, page 69
u Laplacian of the function u, page 32
j
ıi suggestive way of writing the Kronecker symbol, page 2
f f -Laplacian, page 142
X X-Laplacian, page 142
ıy Dirac delta centered at y, page 100
ıij Kronecker symbol, page 2
P tangent vector of the curve  , page 59
`Y h ; i .1; 1/-version of LY h ; i, page 448
 cutoff function, page 117
 the matrix of 1-forms .ji / on U, page 4
 soliton constant, page 443
2 .U/ space of skew-symmetric 2-forms on the open set U, page 13
log.j/ j-th iterated logarithm, page 88
A m-dimensional area function in the Lorentzian setting,
page 511
Co;
; nondegenerate cone of Rn with vertex o, direction
and
width , page 273
GkL Green kernel of the operator L on the domain ˝k , page 127
LX ! Lie derivative of the 1-form ! in the direction of X, page 11
LX f Lie derivative of the function f in the direction of X, page 11
LX Y Lie derivative of the vector field Y in the direction of X,
page 11
LX h ; i Lie derivative of the metric h ; i in the direction of X, page 11
T unit normal @t@ to the slice Pt , page 52

ix
x List of Symbols

Tp the set of all timelike vectors of Tp N, page 501

N the set of natural numbers 1; 2; : : :., page xv
Pt slice of the foliation t 2 R 7! Pt of N, page 52
RC the set of positive real numbers .0; C1/, page xvi
RC 0 the set of nonnegative real numbers Œ0; C1/, page xvi
o.m/ Lie algebra of skew-symmetric matrices, page 4
R symmetric endomorphism determined by Riem, page 121
X.M/ set of all smooth vector fields on M, page 10
X.U/ set of smooth vector fields on the open set U, page 6
cut.o/ cut locus of the point o, page 58
II second fundamental tensor of an immersion, page 37
ric .1; 1/-version of Ric, page 448
I  P generalized Robertson-Walker spacetime, page 504
Ric Ricci curvature of a Lorentzian manifold, page 507
Hn1 n-dimensional anti-de Sitter space, page 503
Ln n-dimensional Lorentz-Minkowski space, page 502
Sn1 n-dimensional de Sitter space, page 502
r! covariant derivative of the 1-form !, page 7
rd' generalized second fundamental tensor, page 45
rT covariant derivative of a tensor field T, page 8
ru gradient of the function u, page 9
rX covariant derivative of the vector field X, page 7
r connection induced by the Levi-Civita connection forms,
page 6
rII covariant derivative of II, page 40
rY ! covariant derivative of ! in the direction of Y, page 8
rY X covariant derivative of X in the direction of Y, page 7
 unit normal vector field, page 38
ˇ symmetric tensor product, page 162
!ik covariant derivative of the coefficient !i , page 8
!m volume of the unit sphere in Rm , page 57
Deck covering transformation group, page 489
dim M dimension of the manifold M, page 2
distM .x; o/ Riemannian distance between the points o and x, page 58
div Z divergence of a symmetric .0; 2/-tensor field Z, page 9
div Riem divergence of the Riemann tensor, page 122
div X divergence of a vector field X, page 7
hess .1; 1/-version of the Hessian, page 59
Hess.u/ Hessian of the function u, page 31
injM .p/ injectivity radius of the point p in M, page 58
Lipc .M/ set of Lipschitz functions on M with compact support,
page 69
Ric Ricci tensor, page 17
Ric.rr; rr/ radial Ricci curvature, page 60
List of Symbols xi

Ricf Bakry-Emery Ricci tensor, page 444

RicX the tensor Ric C 12 LX h ; i, page 456
Riem .0; 4/-version of the Riemann curvature tensor, page 14
sgn signum function, page 176
supp support of a function, page 117
Tor torsion tensor, page 10
Tr trace, page 7
vol @BR .o/ volume of the boundary of the geodesic ball BR .o/, page 67
vol BR .o/ volume of the geodesic ball BR .o/, page 67
˝ tensor product, page 7
B" .y/ closed ball of center y and radius ", page 81
K.˘ / sectional curvature of a nondegenerate tangent plane ˘ in a
Lorentzian manifold, page 506
R .1; 3/-curvature tensor for a Lorentzian manifold, page 506
S scalar curvature of a Lorentzian manifold, page 507
 Kulkarni-Nomizu product, page 26
@BR .o/ boundary of the geodesic ball centered at o with radius R,
page 57
@˝tu t-level set of a function u, page 68
< curvature operator acting on symmetric .0; 2/-tensors,
page 159
p
g square root of the determinant of the metric in polar geodesic
coordinates, page 61
time-orientation of a Lorentzian manifold, page 502
.'/ tension field of the map ', page 45
volf .Br / weighted volume of the geodesic ball Br , page 475
 (column) vector valued 1-form, page 4
ji Levi-Civita connections forms, page 3
ji curvature forms, page 12
't local flow of a vector field, page 12
ju ^ vj2 the expression hu; uihv; vi  hu; vi2 , page 19
e
N set of all timecones in tangent spaces of N, page 504
f i g (local) orthonormal coframe, page 2
fei g (local) orthonormal frame, page 2
[
W TM ! TM  inverse of the musical isomorphism ] , page 145
T
 transpose of the matrix  , page 4
A Schouten tensor, page 28
A change of frames, page 5
A, A Weingarten endomorphism (or shape operator) in the direc-
tion of , page 38
At second fundamental tensor in the direction of T , page 52
BR .o/ geodesic ball centered at o with radius R, page 57
C Cotton tensor, page 27
C1 .U/ set of smooth functions on the open set U, page 3
xii List of Symbols

Cc1 .M/ set of smooth function with compact support on M, page 65

d exterior differential of the 1-form , page 10
Do the set M n cut.o/, page 58
du differential of a function u, page 9
e.'/ energy density of the map ', page 45
E˝ .'/ energy functional of the map ' on the domain ˝, page 45
Eo maximal starshaped domain with respect to o on which expo
is a diffeomorphism, page 58
expo exponential map of M at o, page 58
f potential of a gradient Ricci soliton, page 443
f  g as x ! : : : f asymptotic to g as x ! : : :, page 70
f pullback via the map f , page 35
f  TN pullback of the bundle TN, page 37
f ei pushforward of ei by the map f , page 35
FX tidal force operator, page 507
G Einstein gravitational tensor of a Lorentzian manifold,
page 507
GL Green kernel of the operator L, page 127
gij (local) components of the metric, page 2
h height function, page 54
h˛ij coefficients of the second fundamental tensor, page 37
h mean curvature in the direction of a unit normal vector field
, page 38
Hk k-th mean curvatures of a hypersurface, page 38
HT;X differential operator acting on u 2 C2 .M/ by HT;X u D
T.hess.u/. /; / C .divT  X [ / ˝ du, page 144
I  P -warped product of the real interval I  R, with 0 2 I, and
the Riemannian manifold .P; h ; iP /, page 49
I C . p/ chronological future of a point p, page 528
I C .S/ chronological future of a set S, page 527
I  .S/ chronological past of a set S, page 528
Im m  m identity matrix, page 5
J Jacobi field, page 89
J C . p/ causal future of a point p, page 528
J C .S/ causal future of a set S, page 527
J  .S/ causal past of a set S, page 528
K.u ^ v/, M K.u ^ v/ sectional curvature of the plane ˘  Tp M spanned by u and
v, page 18
Kp .˘ /, M Kp .˘ / sectional curvature of the 2-plane ˘  Tp M, page 18
Krad radial sectional curvature, page 71
L elliptic operator, page 111
LT;X differential operator acting on u 2 C2 .M/ by Lu D
div.T.ru; /] /  hX; rui D Tr.t ı hess.u// C div T.ru/ 
hX; rui, page 142
Mg model manifold, page 106
List of Symbols xiii

O.m/ set of m  m orthogonal matrices, page 5

P projective curvature tensor, page 31
p.x; y; t/ (minimal) positive heat kernel of the Laplace-Beltrami oper-
ator, page 100
R .1; 3/-version of the Riemann curvature tensor, page 13
r.x/ Riemannian distance function, page 58
S, M S scalar curvature (of the manifold M), page 18
S2 .M/ space of symmetric .0; 2/-tensors, page 160
Sk k-th elementary symmetric function of the eigenvalues of A,
page 38
sp Lorentzian cut locus function, page 529
T stress-energy tensor field, page 512
T symmetric positive semi-definite .0; 2/-tensor field, page 142
T traceless Ricci tensor, page 22
t .1; 1/-version of the traceless Ricci tensor, page 453
Tp M cotangent space at a point p 2 M, page 8
Tp M tangent space at a point p 2 M, page 8
TM ? normal bundle, page 35
u the supremum of the function u on the manifold M, page 78
u the infimum of the function u on the manifold M, page 86
u negative part of the function u, page 239
ui local components
˚ of the differential du, page 9
V? the set w 2 Tp N W hv; wi D 0 for all v 2 V , where V is a
linear subspace or a subset, page 501
W Weyl tensor, page 25
W 1;1 .M/ Sobolev space of functions in L1 .M/ with (weak) gradient in
L1 .M/, page 68
W01;2 .M/ Sobolev space of functions in L2 .M/ with (weak) gradient in
L2 .M/ and zero trace, page 109
X vector field, page 142
x1 ; : : : ; xm coordinate functions on an open set, page 2
Xki covariant derivative of the coefficient X i , page 7
Xt vector field along a smooth curve, page 163
Z] .1; 1/-tensor obtained from the symmetric .0; 2/-tensor field
Z by raising an index, page 9
.'t / push-forward of the flow 't , page 12
.M; h ; i/ Riemannian manifold with metric h ; i, page 2
H mean curvature vector field, page 37
? ˛
Rˇij components of the normal curvature tensor, page 41
]
W T  M ! TM musical isomorphism (sharp map), page 9
C.u/ timecone of Tp N determined by u, page 501
OYMP Omori-Yau maximum principle, page xvi
WMP Weak maximum principle, page xviii
Introduction

In 1967, studying the possibility of minimally immersing complete submanifolds

into Euclidean cones, Omori [210] introduced an important analytical tool nowadays
called the Omori-Yau maximum principle. The underlying motivation is quite simple
and can be illustrated by the following elementary remark. Suppose that a C2 -
function on a Riemannian manifold .M; h ; i/ attains a maximum at a point x0 2 M;
then, at that point,

ru.x0 / D 0 and Hess.u/.x0 /  0; (1)

where with the above notation we mean that the symmetric bilinear form
Hess.u/.x0 / is negative semi-definite. In particular, if the attained maximum is
an absolute maximum for u, then

u D sup u D u.x0 /:
M

However, what happens if u is bounded above, that is, u < C1, but u is never
attained on M? It is not difficult to show (see, for instance, Sect. 2.1) that, if M D Rm
with its canonical flat metric h ; i, for any u 2 C2 .Rm / with u < C1, one can
always find a sequence of points, call it fxk g, with the properties

1 1 1
u.xk / > u  I jruj.xk / < I Hess.u/.xk / < h; i (2)
k k k
for each k 2 N (where N is the set of natural numbers).
On the other hand, it is a simple matter to give examples of manifolds where
this property fails. Restricting ourselves to the two-dimensional case for the ease of
computations, let us consider R2 with a fixed origin o and with a metric expressed

xv
xvi Introduction

in polar coordinates .r; / 2 R2 n fog D RC  S1 (where S1 is the circle of radius

1) in the form

h ; i D dr2 C g.r/2 d 2 ;
 
where the function g 2 C1 RC C
0 satisfies g.r/ > 0 on R and

(
r on Œ0; 1
g.r/ D 1C r2 .log r/1C
r.log r/ e on Œ10; C1/

for some constant  > 0. Here, and in what follows, we use the notation RC D
.0; C1/ and RC 0 D Œ0; C1/. The above metric extends smoothly to o, and its
sectional curvature, that is, its Gaussian curvature, is given in R2 n fog by

g00 .r.x//
K.x/ D   c2 r.x/2 Œlog r.x/2.1C/
g.r.x//

as r.x/ ! C1 for some constant c > 0. We define a function u.x/ by setting

Z r.x/  Z 
1 t
u.x/ D g.s/ ds dt:
0 g.t/ 0

Then u is well defined, C2 on R2 , and it is bounded above since  > 0. However,

computing its Laplacian we find u  1, showing that the third of the requirements
in (2) cannot be fulfilled.
Our considerations point out the need to look for sufficient conditions to
guarantee the validity of (2). Omori, as the above examples suggest, focused his
attention on curvature conditions; he was able to answer positively to the problem
by imposing, besides completeness of the manifold, a constant lower bound on the
sectional curvature of .M; h ; i/.
A few years later, in 1975, the subject was taken up by S.-T. Yau, who modified
statement (2) to

1 1 1
u.xk / > u  I jruj.xk / < I u.xk / < (3)
k k k
for each k 2 N. In this relaxed conclusion, to which, from now on, we will refer to as
the Omori-Yau maximum principle (OYMP for short), he substituted the requirement
on Hess.u/ with the corresponding requirement on its trace u. Considering this
new point of view, he provided a sufficient condition for the validity of (3) on
complete manifolds in terms of a lower bound on the Ricci curvature that, as it
is well known, is obtained by “tracing the curvature.” The motivation is loosely tied
to the fact that the sectional curvatures are responsible for bounding the Hessian of
Introduction xvii

the (Riemannian) distance function from a fixed point, while the Ricci curvature,
for bounding its Laplacian.
Of course a lower bound on Ric is less restrictive than a lower bound on the
sectional curvature, and conclusion (3) is very often sufficient to solve interesting
geometrical problems, as it was immediately shown by Yau himself in [279] and
by Cheng and Yau in [81]. In particular we should mention Yau’s version of
Schwarz Lemma for holomorphic maps between Kähler manifolds that solved a
long-standing problem [281], as well as the solution of the Bernstein problem for
maximal spacelike hypersurfaces in the Lorentz-Minkowski space given by Cheng
and Yau in [82]. The beautiful initial results of Omori, Yau, and collaborators
opened the way to the use of the OYMP in Riemannian geometry.
It is also worth to consider Yau’s perspective under a more philosophical respect.
Indeed, from the point of view of the analyst, the classical maximum principle is
expressed in a different form; precisely, and for the sake of simplicity referring to
the Laplace-Beltrami operator (see, for instance, [233, p. 53]), let u 2 C2 .˝/ for
some domain ˝  M. If u attains its maximum  at any point x0 2 ˝ and u 0
on ˝, then
  u   in ˝. In particular, if ˝ is relatively compact, @˝ ¤ ; and
u 2 C0 ˝ , then sup˝ u D sup@˝ u. It is well known that the proof of this fact is
heavily based on property (1) and a famous trick of Hopf (see [233, 235]) consisting
in passing from the weak inequality u 0 to the strong inequality v > 0 for an
appropriate auxiliary function v. Since the essential steps in the proof of the result
are the properties

sup u D u.x0 /; jruj.x0 / D 0; u.x0 /  0 (4)

˝

at x0 , Yau calls (4) the (finite) maximum principle. This different “pointwise”
perspective also justifies the search for sufficient conditions guaranteeing the
validity of (3); note that, in fact, in this new version, we do not need u to satisfy, a
priori, a certain differential inequality like u 0 as before, and this, conceptually,
is a cornerstone. On the other hand, one could think to have lost the “localization”
point of view of the analyst. Basically this is not the case, as we shall explain and
prove in Chap. 3.
Having realized the above conceptual point, the OYMP became an important
tool in the study of the geometry, for instance, of submanifolds, harmonic maps,
conformal geometry, and elliptic equations. In the form given in (2) and (3), it rested,
respectively, on the assumptions

.i/ MK B2 ; .ii/ Ric .m  1/B2 (5)

and completeness of .M; h ; i/. Here with MK and Ric, we denote the sectional
curvature of M and its Ricci tensor. Thus, a reasonable attempt to generalize the
principle was in trying to relax conditions (5) (i) or (5) (ii). This was achieved, to
xviii Introduction

the best of our knowledge, in two independent papers, [78, 239]. In the latter (5) (ii),
for example, was replaced by

Ric .m  1/G2 .r/; (6)

where G is in a class of functions displaying a certain behavior at infinity, for

instance,

Y
N
G.t/ D t log.j/ .t/; t
1;
jD1

where log.j/ stands for the jth iterated logarithm. More importantly, the proof given
in [239] opened the way that led to a new observation: the key auxiliary function
 constructed in the proof to make the argument work did not need, in fact, to
come from a distance function on M. Since the behavior of the Laplacian (or of the
Hessian) of the latter is governed by curvature conditions, this observation frees us
from assumptions of the type (5) or (6) once we can provide  in some other way,
for instance, when f W M ! N is an immersion, via the extrinsic geometry of M (see
Chap. 2 for a first example).
In the meanwhile, from a number of geometric applications, it became apparent
that the second condition in (2) or (3), that is,

1
jruj.xk / < (7)
k
along the sequence, was not always needed to reach the desired geometric conclu-
sions. This suggested the following simpleminded definition introduced in [225]: we
say that the weak maximum principle (WMP for short) holds on M for the operator
 if for each u 2 C2 .M/ with the property

u D sup u < C1 (8)

M

there exists a sequence fxk g  M such that

1 1
u.xk / > u  and u.xk / < : (9)
k k
The unexpected fact is that, as proved in [225], this property is equivalent to
stochastic completeness of the manifold or to uniqueness of the solutions of the
Cauchy problem for the heat equation (see [227] or [131] for more details in this
direction). This has a twofold feedback. On the one hand sufficient conditions to
provide stochastic completeness, such as the Khas’minskii test, can be used to
guarantee the validity of the WMP; on the other hand, we can use the WMP to
investigate probabilistic properties. From this new point of view, can we give simple
Introduction xix

sufficient conditions coming from geometry to insure the validity of stochastic

completeness? Of course the validity of the Omori-Yau maximum principle implies
that of the weak, but can we indeed provide genuine sufficient conditions weaker
than those guaranteeing the maximum principle in its full strength (2) or (3)? A
positive answer is given by the results presented at the end of Chap. 4: the validity
of the WMP is obtained under growth conditions on the volume of geodesic balls
of the manifold. This is certainly weaker than requiring curvature assumptions that
do imply volume growth but which are not implied by the latter. However, one
point is still open; that is, also in this case we need completeness of the manifold
.M; h ; i/. This condition is somehow natural for the OYMP; indeed, if we prove
its validity via the function  that we were talking about before, then two of the
conditions on  imply completeness of the metric (see Remark 2.5 and the proof of
Theorem 3.2). However, for the WMP its equivalence with stochastic completeness
reveals immediately its independence from the geodesic completeness of the metric.
For instance, R2 n f0g with its canonical Euclidean metric is certainly geodesically
incomplete, but it is stochastically complete.
As a final remark we note that, as in the case of the OYMP, the construction
of a function  satisfying Khas’minskii test can often be obtained, for instance, by
exploiting solutions of suitable differential inequalities or the extrinsic geometry in
case of an immersed manifold. This new point of view enabled Alías et al. [18] to
give a positive answer in case of proper immersions to two well-known conjectures
of Calabi on minimal submanifolds of Euclidean space; note that an earlier result in
this direction appears in [225].
In Riemannian geometry there are many other interesting and natural differential
operators besides that of Laplace and Beltrami. Just to mention a few, let us recall
the mean curvature operator, the operator associated to the Newton tensors in
the geometry of hypersurfaces, the X-Laplacian of generic (i.e., not necessarily
gradient) Ricci solitons, and so on. It is therefore quite legitimate to address the
problem of generalizing the maximum principles presented so far to a larger class
of operators. As expected, the nonlinear case is the most delicate. Yau’s original
proof or even the more recent approach in [43, 52] (the latter is in fact based on
a Euclidean argument presented in [227]) do not go through in this new setting to
prove the corresponding form of the OYMP, while the extension of the WMP turns
out to be simpler. However, both problems have been recently solved in [5]. The
family of operators L considered is as follows (in fact in Chap. 4 we present an
enlarged class): L acts on, say, u 2 C2 .M/ by
 
Lu D div jruj1 '.jruj/T.ru; /]  hX; rui: (10)

Here T is a generic symmetric, positive definite (or semi-definite) .0; 2/-tensor,

]
W TM  ! TM is the standard musical isomorphism, X a vector field on M, and
xx Introduction

 C  C
' W RC C 0 1
0 ! R0 a function satisfying ' 2 C R0 \ C R and the structural
conditions

.i/ '.0/ D 0I .ii/ '.s/ > 0 for s 2 RC I .iii/ '.s/  Ası on RC (11)

for some constants A; ı > 0.

These operators with X  0 have been considered for the WMP in a series of papers
by Pigola, Rigoli, and Setti, see, e.g., [226, 229] and also [245]. Note, for instance,
that for X  0 and T D h ; i, the choices
s
'.s/ D p or '.s/ D sp1 ;
1 C s2

respectively, give the mean curvature operator and the p-Laplacian; for '.s/ D s
and X D .div T/] , we obtain the trace operator Tr .t ı hess.u//, where hess.u/; t W
TM ! TM are defined by

hess.u/.Y/ D Hess.u/.Y; /] ;

t.Y/ D T.Y; /]

for every vector field Y on M.

So far we have always tacitly understood to consider the case u D supM u <
C1; can we say something in case where u D C1 but u has a controlled behavior
from above at infinity? In this case, for the WMP we have a positive answer under an
assumption relating the growth of u at infinity with that of the volume of geodesic
balls (and with ı in (iii) above in case of a general operator). The importance of
this type of result is manifest: for instance, its use allows us to obtain a comparison
result for nonnegative solutions u and v of a Yamabe-type equation of the form

u C a.x/u  b.x/u D 0;  > 1;

with b.x/ > 0, under some mild conditions on the manifold, the coefficients a.x/
and b.x/ and in the sole requirement

v.x/ C1 r.x/ ; u.x/  C2 r.x/ ;

with 0, for the behavior of u and v at infinity. For details, see Theorem 5.5 of
[189] or [244] and also Sect. 4.3.1 and [4] for a similar equation. On the other hand,
the version of the OYMP when u D C1 remains in some sense an open question,
but see, for instance, Theorem 3.5.
Going back to the WMP for the Laplace-Beltrami operator , we realize (see
Chap. 2 for details) that a slightly stronger form of the principle is equivalent
to the usual notion of parabolicity. Somehow this explains why results related,
respectively, to stochastic completeness and recurrence, the probabilistic version
Introduction xxi

of parabolicity that resembles each other in many circumstances. This observation

will enable us to extend the notion of parabolicity, in the form of a Liouville-type
result, to a new notion that we call strong parabolicity and which turns out to be
equivalent to the former for a large class of operators. After having introduced the
above analytical tools, to show their effectiveness, we dedicate the second part of
the book to some applications. We have chosen to concentrate on the geometry
of submanifolds, and in particular on that of hypersurfaces, but we also illustrate
their usefulness in dealing with some elliptic PDE problem and the geometry of
Ricci solitons. Further applications are given in the setting of Lorentzian geometry.
This material will be discussed more appropriately in a short while when we will
describe the content of the various chapters. We only like to underline that the results
presented are quite recent and belong to an active field of actual research; thus,
sometimes we comment with open questions and problems that to the best of our
present knowledge have not yet been completely answered or solved. In this sense
our work introduces the reader to active research topics, and we hope to provide
her/him with quite efficient technical tools to move toward their solutions and that
of other related geometric and analytic problems.
We now outline in some detail the content of the various chapters of the book,
pointing out that at the beginning of each one of them, the reader is guided by a
short initial introduction focusing on the various themes.
In Chap. 1 we present a “crash course” in Riemannian geometry, with two
purposes: the first is to fix definitions and notation and to get the reader acquainted
with the formalism of the moving frame to perform computation by her-himself.
The material we present will be used in the subsequent chapters, especially in the
geometric applications. We like to mention that we also prove some properties of
“curvature” tensors (Weyl, Cotton, projective, etc.) and some commutation relations
of their covariant derivatives that are not easily available in the literature. We
end the chapter with some brief considerations on the Laplacian and Hessian
comparison theorems that constitute an essential tool in geometric analysis. A very
detailed exposition of these topics without the use of Jacobi fields, together with a
preliminary discussion on the cut locus of a point (and more generally on the focal
locus), can be found in the recent paper [44].
The second purpose concerns the aim of the book to be as self-contained
as possible, with the intent to quickly introduce the young reader to current
research topics. We feel that the material presented is certainly sufficient for the
understanding of the rest of the chapters, but we also hope that it will act as
a stimulus to deepen the knowledge of the subject on standard treatises such
as [73, 102, 156, 232] and so on. However, although we present the method of
the moving frame in some detail, and this certainly will be essential for some
computations (for instance, in Chap. 8), we shall also use freely Koszul formalism.
This is quite standard in the differential geometry community, and it will help
readers unwilling to spend some time to master a different formalism that is still
not so loved by many people but that is undeniably effective in many situations, as
we shall see.
xxii Introduction

Chapter 2 introduces and motivates the OYMP and the WMP for the Laplacian
and the Hessian operators. We point out the mutual relations between the conditions
in (3), proving in particular Ekeland quasi-minimum principle in the form of
Proposition 2.2 that shall be used in this chapter and in Chap. 3 (note that some
similar form of Proposition 2.2 is well-known folklore in geometry, see also [227]).
Next we introduce the original statement of Omori and Yau for the maximum
principle and the generalized OYMP with an auxiliary function  satisfying the
conditions listed in Theorem 2.4; in this situation we assume  2 C2 .M/, but we
show in Theorem 2.5 that  can be built starting from the distance function from a
fixed origin when .M; h ; i/ is complete. Here the point is delicate, since  is only
Liploc .M/: to solve the problem we elaborate on a trick of Calabi [55]. However,
we also point out that since  is a solution of a certain differential inequality in
the Liploc sense, we can in fact use, in the case of the Laplacian, an alternative
way based on a comparison result proved in [227] (see Remark 2.8, following the
proof of Theorem 2.5, and Proposition 3.1 with Remark 3.9). This is an important
alternative that shall be used in the nonlinear case but in the C1 .M/ class, since
we need a strengthened version of Proposition 3.1 (see Theorem 3.9 in Chap. 3).
We also construct  from the extrinsic geometry of an immersed submanifold
f W M ! N under some mild geometrical restrictions, mainly on the mean curvature
of the immersion (another construction of a similar kind is given, for instance, in
Sect. 5.4 of Chap. 5).
The further step is to introduce the WMP and its equivalence with stochastic
completeness and with other analytic properties; see Theorems 2.7 and 2.9. We then
discuss some properties and results related to stochastic completeness to show how
this equivalence can be used to prove them in a different and particularly simple way.
In Sect. 2.4 we present two applications of stochastic completeness to a curvature
problem and a Liouville-type theorem (see, respectively, Theorems 2.17 and 2.18).
The chapter ends showing the relation between parabolicity of .M; h ; i/ and a
stronger form of the WMP. The observations presented here justify our extension of
the notion of parabolicity that we call strong parabolicity that will appear at the end
of Chap. 4.
Having provided some initial motivations in the simplest cases of the Laplace-
Beltrami operator and of the Hessian, in Chap. 3 we deal with some new forms of the
maximum principle both in the linear and nonlinear case. Motivated by the results
of Chap. 2, we present the weak and the Omori-Yau maximum principles with the
aid of an auxiliary function  (see, for instance, the statement of Theorem 3.1). In
the linear case, once we have chosen the class of operators as in (3.1), that is,

Lu D div.T.ru; /] /  hX; rui;

we face fewer technical difficulties than in the nonlinear case, and guided by the
insights of Chap. 2 we can extend, for example, Theorems 3.1 and 3.2 to the case
where  is the composition of the distance function from a fixed origin o in the
complete manifold .M; h ; i/ with an appropriate function, and, therefore,  is only
Liploc .M/. It is worth to observe that, in proving Theorem 3.1 that corresponds to
Introduction xxiii

the WMP, we do not need any use of the Ekeland quasi-minimum principle: indeed,
in this case .M; h ; i/ need not even be geodesically complete. On the other hand,
Proposition 2.2 is needed in the proof of Theorem 3.2 for which first we show that
the metric is complete. This latter fact is implied by two of the conditions on  ,
but, as a matter of fact, the validity of the Ekeland quasi-minimum principle for
a certain class of functions on a metric space implies completeness of the latter
and therefore, in our case, of the manifold (see Remark 2.1). As already observed
this fact is related to the first two properties in (3) for the validity of the OYMP.
However, see also the considerations after Example 2.2 in Chap. 2. We complete
our discussion of the linear case by extending an L1 a priori estimate that Cheng
and Yau [81] and Motomiya [199] (but the proof in the latter is incorrect) proved for
the Laplacian. In fact we deal with solutions u of differential inequalities of the type
h   i
g.x/ div T.ru; /]  hX; rui: '.u; jruj/: (12)

Without entering into further details, the main assumption

Rt on the right-hand side of
(12) is that f .t/ D '.t; 0/ > 0 for t
1 and F.t/ D a f .s/ ds, a
1, satisfying

1
p 2 L1 .C1/: (13)
F.t/

The alert reader will immediately recognize (13) as the classical Keller-Osserman
condition; in particular, it is a sharp condition for the validity of an L1 upper bound
on u. We shall come back on this when describing a corresponding L1 -estimate
in the nonlinear case. We note that the value of this type of estimate can be hardly
overestimated both in the geometric and analytic setting.
We then come to discuss the nonlinear case. Here the situation is much subtler,
and due to the type of operators we consider, that is,
 
Lu D div jruj1 '.jruj/T.ru; /]  hX; rui;

with ' as in (11), we restrict our attention to C1 functions u; of course the

above operator has to be interpreted in the weak sense. The validity of the
corresponding maximum principles, weak and Omori-Yau, is obtained, respectively,
in Theorems 3.11 and 3.13 whose statements and proofs are similar to those of
Theorems 3.1 and 3.2. However, the analytical difficulties that we are now facing
with this large class of operators are definitely deeper. Thus, we devote an entire
section to a careful proof of the auxiliary analytical results in the form that we shall
need for our purposes (this part, Sect. 3.3.1, is based on Pucci and Serrin [234] and
Pucci et al. [236]). In fact the results we obtain are more general than what is strictly
needed. We do this for two reasons: the first is that these results are interesting in
their own and have a wide range of applicability; the second is that in the maximum
principle, we prove (see Theorem 3.10) there appears a somewhat dual form of (13).
In fact there are four conditions, which are intertwined and related to (13), that are
xxiv Introduction

responsible for the maximum principle, the compact support principle, and L1 a
priori estimates. This is partly clarified in [183, 236] and the very recent [45].
In Sect. 4.1 of Chap. 4, we prove an L1 a priori estimate and a WMP under a
volume growth condition for geodesic balls. In this more general nonlinear case, to
obtain an upper bound for u, solution of a certain differential inequality of the form
 
Lu D div jruj1 '.jruj/T.ru; /] b.x/f .u/;

we need to impose the condition

f .t/
lim inf >0
t!C1 t

for some  > ı, where ı is the structural constant in (11) (iii). This condition is
slightly stronger than the corresponding nonlinear Keller-Osserman requirement;
we feel that the latter should suffice, but this remains an open problem.
The next item is a proof of a controlled growth weak maximum principle,
meaning with this that a form of the WMP can be obtained even for an unbounded
u provided we have a control of the type

u.x/
lim sup 
< C1:
r.x/!C1 r.x/

For the precise statement of the result, we refer to Theorem 4.4: to show its
usefulness we also give an application to Killing graphs.
As mentioned before we then localize the WMP to the family of open sets ˝ of
M with @˝ ¤ ;. For an operator as in (10),
 the
 principle becomes equivalent to: for
each ˝ as above, f 2 C0 .R/ and v 2 C0 ˝ \ C1 .˝/ satisfying
(
Lv f .v/ on ˝;
sup˝ v < C1

we have either f .v/  0 or sup˝ v D sup@˝ v. In particular: for each ˝ as above,

ˇ 2 RC and v 2 C0 ˝ \ C1 .˝/ satisfying
(
Lv ˇ on ˝;
(14)
sup˝ v < C1

we have

sup v D sup v: (15)

˝ @˝
Introduction xxv

This last formulation is in the vein of classical analysis, and it reveals extremely
powerful in applications (for its use in some geometric setting, see Chaps. 5
and 7). This new form also justifies the introduction of a new concept, i.e., strong
parabolicity. We compare this with the usual one given as the validity of a Liouville-
type theorem; we also provide sufficient conditions for the validity of both. We end
the chapter with an application of Theorems 4.1 and 4.2 and of these last concepts
to generalize to our family of operators a result of Dancer and Du [97], which in the
parabolic case on Rm is a consequence of the “hair trigger” effect of Aronson and
Weinberger [32]. In fact we improve on it even in the case of the Laplace-Beltrami
operator; this part is based on [226].
Chapter 5 is devoted to the applications of the material (mainly) of Chap. 4, to the
study of the geometry of submanifolds. In the first result, Theorem 5.1, we improve
on Omori [210] on the impossibility of immersing minimally a submanifold into
a nondegenerate cone of Euclidean space. Following Mari and Rigoli [181], we
then generalize this result to smooth maps ' W M ! Rn by providing a sharp upper
estimate for the width of the cone containing the image '.M/ in terms of the distance
of '.M/ to a certain hyperplane, the norm of the tension field of ' and its energy
density.
We then continue in this spirit and prove various (generalizations of) classi-
cal theorems on the impossibility of isometrically immerse given manifolds in
Euclidean space or in cones. As it is well known, this subject of investigation goes
back to Tompkins [264], Chern and Kuiper [86], Otsuki [215], and so on, up to
the work of Jorge and Koutrofiotis [154]. In fact we extend this latter result to
immersions into cones by providing again a sharp upper estimate of the width of
the cone.
The next step, suggested by one of Calabi’s conjecture on minimal hypersurfaces
in Rn , is to consider cylindrically bounded submanifolds (see Sect. 5.4). Calabi’s
conjecture asserts that any complete nonflat minimal hypersurface in Rn has
unbounded projection in every .n  2/-dimensional subspace of Rn ; in this case we
can indeed fully appreciate the function theoretic form of the WMP. The function 
of Theorem 3.1, for instance, is constructed via the projection of the immersion on
the unbounded component of f .M/  Rl  BR , where BR stands for a geodesic ball
of radius R in N and f W M ! Rl  N (see Theorem 5.9, Corollary 5.8, and related
results in Sects. 5.4.1 and 5.4.2).
On the other hand, it is a well-known result of Ruh and Vilms [249], that the
Gauss map f W M ! Gm .Rn / of an isometric immersion f W M ! Rn is harmonic
if and only if f has parallel mean curvature. We study some consequences of this fact
with the aid of our analytic machinery (see, for instance, Theorems 5.11 and 5.12)
In Chap. 6 we focus our attention to the applications of these techniques to the
study of the geometry of hypersurfaces. In particular, we begin by considering
complete hypersurfaces immersed with constant mean curvature into Riemannian
space forms and deriving sharp estimates for the infimum and the supremum of
their scalar curvature, classifying the cases of equality. Similarly, we consider the
case of hypersurfaces with constant scalar curvature into Riemannian space forms;
this forces us to use the well-known differential operator introduced by Cheng
xxvi Introduction

and Yau [83] in order to give estimates on the second fundamental form. We
are able to characterize the cases of equality also in this situation. After this, to
extend our investigation to a larger class of Riemannian ambient spaces, it appears
convenient to consider manifolds with a sufficiently large family of complete
embedded constant mean curvature hypersurfaces. Such a family plays the role of
the umbilical hypersurfaces in space forms. A natural class of ambient manifolds
where this happens is that of warped products that are foliated by totally umbilical
leaves. In this setting, in Chap. 7 we derive higher-order mean curvature estimates
for complete immersed hypersurfaces ˙ and determine sufficient conditions in case
of constant higher-order mean curvatures to guarantee that if the image is contained
in a slab, then it is a leaf of the foliation. In doing so we need to consider quite
general operators that come from the Newton tensors and some appropriate linear
combinations of them. Finally, as an application of our localized form of the WMP,
we give height estimates for hypersurfaces in a product space, where the results
appear in a quite neat form.
In Chap. 8 we study Ricci solitons. Our emphasis is on generic Ricci solitons,
that is, Riemannian manifolds .M; h ; i/ for which there exist a constant  2 R and
a vector field X satisfying

1
Ric C LX h ; i D h ; i;
2

where LX h ; i is the Lie derivative of the metric h ; i in the direction of X. When

X D rf for some potential f , the above equation assumes the form

Ric C Hess.f / D h ; i

and the soliton is called a gradient Ricci soliton. The case of generic Ricci solitons
is quite heavy from the computational point of view, so that the first part of the
chapter is dedicated to various useful calculations. In the second part first we
analyze the validity of the weak and strong maximum principle for the  operator

X D   hX; r i and for the symmetric diffusion operator f D ef div ef r D
  hrf ; r i. In both cases the validity of the OYMP is granted by the structure
with no further assumptions besides that of completeness of .M; h ; i/. We combine
this fact with the a priori estimate of Theorem 3.6 to obtain, in Theorem 8.2, lower
and upper bounds for the infimum of the scalar curvature of the soliton; similarly,
in Theorem 8.3 we provide a lower bound for the supremum of the norm of the
traceless Ricci tensor. For further results we refer to [188].
The above results are then refined and further analyzed in the gradient case,
classifying in particular some classes of solitons (see [224]). We end the chapter
with a very recent result on generic Ricci solitons based on [68] for which we use a
sufficient condition for strong parabolicity given in Sect. 4.4.
The final chapter, Chap. 9, is devoted to some applications to spacelike hyper-
surfaces in Lorentzian spacetimes. After some basic preliminaries on their geom-
etry, we give a proof of the celebrated Bernstein-type theorem of Cheng and
Introduction xxvii

Yau [82], which states that the only complete maximal hypersurfaces in the
Lorentz-Minkowski space are the spacelike hyperplanes; this is followed by some
other related results. Next, using the corresponding comparison theorems for
the Lorentzian distance function, we extend our study to the case of spacelike
hypersurfaces in spacetimes obtaining sharp estimates for the mean curvature and
more generally for higher-order mean curvatures, of such hypersurfaces. We also
consider the case of spacelike hypersurfaces immersed into Lorentzian warped
product manifolds, called here generalized Robertson-Walker spacetimes, obtaining
in this context height estimates and rigidity results.
We conclude this introduction by underlining the important role of the interplay
between the analytic and geometric points of view. The OYMP and the WMP are
good examples of how this interplay can help in solving geometric problems with
the aid of analytic tools and how geometric problems force us to consider new
analytic open questions that are naturally posed by them. One of the aims of this
book is to clarify this relationship, trying to get to the core of the problems and, as a
consequence, to provide what we believe are among the most efficient tools to deal
with them.
Chapter 1
A Crash Course in Riemannian Geometry

This chapter is devoted to a quick review of some results in Riemannian geometry

using the moving frame formalism. While we assume basic knowledge of the
general subject as presented, for instance, in the standard references [51, 121, 156,
170, 171, 219, 272], several computations will be carried out in full detail in order
to acquaint the reader with notation.
After having introduced the notion of coframes and frames we describe the Levi-
Civita connection and curvature in terms of connection and curvature forms via E.
Cartan first and second structure equations.
Symmetries and various properties of the curvature tensors (Riem, Ric, Weyl,
Projective,. . . ) are described at length together with a number of identities repeat-
edly used in the sequel. In particular we obtain some commutation rules for
covariant derivatives of functions and tensors up to a certain order, also with the
aim of pointing out the general procedure to determine them when needed in other
situations.
Next we give a description of the geometry of submanifolds and of hypersurfaces
with some attention to the case where the ambient space is a warped product; along
the way we obtain relevant formulas that will appear in Chaps. 6 and 8. We also
provide a brief introduction to the geometry of smooth maps between Riemannian
manifolds; in particular, we introduce the generalized second fundamental tensor.
The vanishing of its trace, the well-known “tension field”, characterizes harmonic
maps.
At the end of the chapter we describe some basic results on the Riemannian
distance function from a fixed reference point o 2 M; we briefly discuss the cut
locus of o and some of its properties. We then describe comparison results for the
Laplacian and the Hessian of the distance function, and for the volume of geodesic
balls in terms of bounds on the appropriate curvature.
Here and in the rest of the book all manifolds are assumed to be connected, unless
otherwise stated.

© Springer International Publishing Switzerland 2016 1

L.J. Alías et al., Maximum Principles and Geometric Applications,
Springer Monographs in Mathematics, DOI 10.1007/978-3-319-24337-5_1
2 1 A Crash Course in Riemannian Geometry

1.1 Moving Frames, Levi-Civita Connection Forms

and the First Structure Equation

Let .M; h ; i/ be a Riemannian manifold of dimension m D dim M with metric h ; i.

Let p 2 M and let .U; '/ be a local chart such that p 2 U. Denote by x1 ; : : : ; xm the
coordinate functions on U. Then, at any q 2 U we have

h ; i D gij dxi ˝ dxj ; (1.1)

where dxi denotes the differential of the function xi and gij are the (local) compo-
nents of the metric defined by gij D h @x@ i ; @x@ j i. In Eq. (1.1), and throughout this book,
we adopt the Einstein summation convention over repeated indices. Applying in q
the Gram-Schmidt orthonormalization process we can find linear combinations of
the 1-forms dxi , that we will call  i , i D 1; : : : ; m, such that (1.1) takes the form

h ; i D ıij  i ˝  j ; (1.2)

where ıij is the Kronecker symbol. Since, as q varies in U, the previous process gives
rise to coefficients that are C1 functions of q, the set of 1-forms f i g defines an
orthonormal system on U for the metric h ; i, that is, a (local) orthonormal coframe.
It is usual to write

X
m
h; i D . i /2 ;
iD1

instead of (1.2). We also define the (local) dual orthonormal frame fei g, i D
1; : : : ; m, as the set of vector fields on U satisfying
j
 j .ei / D ıi (1.3)

j
(where ıi is just a suggestive way of writing the Kronecker symbol, reflecting the
position of the indices in the pairing of  j and ei ).
Proposition 1.1 Let f i g be a local orthonormal
n o coframe defined on the open set
U  M; then on U there exist unique 1-forms ji , i; j D 1 : : : ; m, such that

d i D ji ^  j (1.4)

and
j
ji C i D 0: (1.5)
1.1 Moving Frames, Levi-Civita Connection Forms and the First Structure. . . 3

The forms ji are called the Levi-Civita connections forms associated to the
orthonormal coframe f i g.
Proof Assume the existence of the forms ji satisfying (1.4) and (1.5) and let us
determine their expression. Of course

ji D aijk  k

for some aijk 2 C1 .U/ and (1.5) is equivalent to

j
aijk C aik D 0: (1.6)

The 2-forms d i can be written, for some (unique) coefficients bijk 2 C1 .U/, as

1 i j
d i D b  ^  k; with bijk C bikj D 0:
2 jk
Since (1.4) must hold we have

1 i j 1
bjk  ^  k D aijk  k ^  j D aijk  j ^  k D .aijk  aikj / j ^  k :
2 2
It follows that

bijk D aijk  aikj : (1.7)

Cyclic permutations of the indices i; j; k and the use of (1.6) and (1.7) yield
j
bkij D akij  akji D aikj C aki ; (1.8)

and
j j j j
bki D aki  aik D aki C aijk : (1.9)

Adding (1.7) to (1.9) and subtracting (1.8) we obtain

1 i j
aijk D .b  bkij C bki /: (1.10)
2 jk

The previous relation determines the expression of the forms ji and also proves
uniqueness. Now define

1 i j
ji D .b  bkij C bki / k ; (1.11)
2 jk
4 1 A Crash Course in Riemannian Geometry

where the bijk ’s satisfy

bijk C bikj D 0:

It is clear that

j 1 j 1 j
aik D .b  bkji C bikj / D  .bijk  bkij C bki / D aijk ;
2 ik 2

thus (1.6) is met, and then the ji ’s defined in (1.11) satisfy (1.5); it is also immediate
to verify that they satisfy (1.4). t
u
Equation (1.4), that is,

d i D ji ^  j ;

is called the first structure equation. We shall see in a short while the geometric
meaning of (1.5).

1.2 Covariant Derivative of Tensor Fields, Connection

and Meaning of the First Structure Equation

A matrix notation is sometimes useful when performing computations with moving

frames. On the open set U let  be the (column) vector valued 1-form whose
components are . 1 ; : : : ;  m /, and let  be the matrix of 1-forms .ji / on U. Then,
(1.5) becomes T D  (where T denote the transpose of  ), that is,  takes values
in the Lie algebra o.m/ of skew-symmetric matrices, and the first structure equation
reads

d D  ^ :

We want to focus our attention on the change of fji g while changing the orthonormal
coframe f i g. First, we need a simple
Lemma 1.1 (Cartan’s Lemma) Let U  M be an open set of the Riemannian
manifold .M; h ; i/. Let f i g be a local basis of T  U, and assume thatPa set of 1-forms
f!i g on U, with  2 and where is any set of indexes, satisfies i !i ^  i D 0.
Then, there exist smooth functions bi;k on U such that

!i D bi;k  k and bi;k D bk;i ;

that is, the matrix B D .bi;k /ik is an m  m symmetric matrix.

1.2 Covariant Derivative of Tensor Fields, Connection and Meaning of the. . . 5

Proof We can write !i as !i D bi;k  k for some smooth functions bi;k on U. Then
P
from i !i ^  i D 0 we deduce
X X
0D bi;k  k ^  i D .bi;k  bk;i / k ^  i ;
i;k i<k

which easily implies the thesis. t

u
In the next proposition we show how the Levi-Civita connection forms change when
the frame changes; we denote by O.m/ the set of m  m orthogonal matrices.
Proposition 1.2 Let fei g and fe
ei g be two orthonormal frames, respectively defined
e with U \ U
on the open sets U and U e ¤ ;, and let A W U \ U
e ! O.m/ be a (smooth)
change of frames, that is,

ei D A i ej
e
j e i; j 2 f1; : : : ; mg
on U \ U; (1.12)

(with a slight abuse of notation, we write e e D eA, where e (resp. ee) is the matrix
having ei (resp. e
ei ) as i-th column). Then, the matrix  transforms according to

e D A1  A C A1 dA; (1.13)

or, in components,

e
 ij D .A1 /ik tk Atj C .A1 /ik dAkj i; j; k; t 2 f1; : : : ; mg:

Proof We adopt the matrix notation for simplicity. By (1.12) the corresponding
coframes f i g; fe
 i g change according to

e
 i D .A1 /ij  j or, in matrix notation, e
 D A1 : (1.14)

Differentiating (1.14) and using the first structure equation we get

de
 D dA1 ^  C A1 d D A1 dA A1 ^   A1  ^ ; (1.15)

where

d.A1 / D A1 dA A1 (1.16)

follows differentiating the components of A1 A D Im , Im being the m  m identity

matrix. Again from the first structure equation

de  ^ e D e
 D e  ^ A1  D e
 A1 ^ : (1.17)
6 1 A Crash Course in Riemannian Geometry

Putting together (1.15) and (1.17) we get

eA1 ^  D A1  ^  C A1 dA A1 ^ ;

hence multiplying by A on the right we get

 
e  A1  A  A1 dA ^  D 0:

Define now B D .Bij / D e  A1  A  A1 dA. By Cartan’s Lemma 1.1, Bij D bijk  k
with bijk D bikj ; observe that B is skew-symmetric in the indices i and j: indeed,
it is easy to prove that both A1  A and A1 dA are skew-symmetric by mere
computation, using that A1 D T A and T  D  . From the above we have the
symmetries
j j
bijk D bik D bki D bkji D bkij D bikj D bijk ;

so that B vanishes identically, and this proves the proposition. t

u
Remark 1.1 We observe en passant that the last part of the proof of Proposition 1.2
hides the deep reason beyond the fact that both A1  A and A1 dA are indeed o.n/-
valued matrices of 1-forms. This reason is apparent for those with some familiarity
in Lie group theory: indeed, A1  A is the composition of the o.m/-valued 1-form 
with the adjoint action

Ad.A1 / 2 GL.o.m//;

and A1 dA is the pullback of the Maurer-Cartan form of O.n/ via A W U ! O.m/.
We refer the interested reader to the beautiful book [256].
Starting from the Levi-Civita connection forms, we can define a covariant
derivative r on every tensor bundle. Let fei g; f i g be an orthonormal frame and
its dual coframe on the open set U. The connection r induced by the Levi-Civita
connection forms is defined by
j
rei D i ˝ ej ; (1.18)

and, for every X; Y 2 X.U/ (where X.U/ is the set of smooth vector fields on the
open set U), f 2 C1 .U/, by the rules

r.X C Y/ D rX C rY; r. fX/ D df ˝ X C f rXI (1.19)

the dual connection, still denoted with r, is given by the formula

r i D ji ˝  j
1.2 Covariant Derivative of Tensor Fields, Connection and Meaning of the. . . 7

 i 
 i follows imposing the condition r .ej / C  .rej / D r  .ej / D
i i
(which
d  .ej / D 0; see below for the relation between the covariant derivative and the
differential of a function). The connection r is globally defined, and independent
j
of the chosen frame fei g. Indeed, if e
ei D Ai ej on the intersection of two open sets U,
e then, using (1.13),
U,

ei D r.Ai ej / D dAki ˝ ek C Ai jk ˝ ek D dAki ˝ .A1 /tke

et C Ai jk ˝ .A1 /tke
j j j
re et
1 t k

D .A /k dAi C .A1 /tk jk Ai ˝ e et D e

j
 ti ˝ e
et ;

and the same for r i .

For a vector field X 2 X.M/, which can be locally written as X D X i ei , the
covariant derivative rX is the tensor field of type .1; 1/

rX D .dX i / ˝ ei C X i rei D .dX i C X j ji / ˝ ei :

Setting

Xki  k D dX i C X j ji ;

rX can be written as

rX D Xki  k ˝ ei ;

and Xki is said to be the covariant derivative of the coefficient X i . If Y 2 X.M/ we

define the covariant derivative of X in the direction of Y as the vector field

rY X D rX.Y/;

which in components reads as

rY X D Xki  k .Y/ei D Xki Y k ei :

We also recall that the divergence of the vector field X 2 X.M/ is the trace of rX,
that is,

div X D Tr .rX/ D hrei X; ei i D Xii : (1.20)

For a 1-form !, which can be written locally as ! D !i  i , the covariant derivative

r! is the tensor field of type .0; 2/
 
j
r! D .d!i / ˝  i C !i r i D d!i  !j i ˝  i :
8 1 A Crash Course in Riemannian Geometry

Setting
j
!ik  k D d!i  !j i ;

it follows that r! can be written as

r! D !ik  k ˝  i :

If Y 2 X.M/ we define the covariant derivative of ! in the direction of Y as the

1-form

rY ! D r!.Y/;

which in components reads as

rY ! D !ik  k .Y/ i D !ik Y k  i :

The extension of r to a generic tensor field T is done via the Leibniz rule. We
recall that a tensor field of of type .r; s/ is a law that assigns to each point p 2 M a
multilinear map

s times
‚ …„ ƒ
Tp W Tp M  Tp M  Tp M      Tp M ! R;
„ ƒ‚ …
r times

where Tp M and Tp M are, respectively, the tangent and the cotangent space of M at
p with the usual differentiability requirement with respect to the variable p (see for
instance [171]). Thus for a local orthonormal coframe f i g with dual frame fei g on
the open set U we have
:::ir j1
T D Tji11:::js
 ˝ : : : ˝  js ˝ ei1 ˝ : : : ˝ eir :

The covariant derivative of T, rT, is then defined on U as the .r; s C 1/ tensor field
:::ir
rTU D Tji11:::js ;k
 k ˝  j1 ˝    ˝  js ˝ ei1 ˝    ˝ eir

where the coefficients are

:::ir :::ir
Tji11:::js ;k
 k D dTji11:::js
 Thji12:::i:::jr s jh1  : : :  Tji11:::j
:::ir
h
s1 h js

2 :::ir i1 :::ir1 h ir
CTjhi1 :::js
h C    C Tji11:::js
h :

We want to highlight the fact that, by the discussion above, the tensor field rT
is globally defined. We remark that the operator r so defined satisfies by definition
the Leibniz rule and other nice properties like the commutativity with the trace of
1.2 Covariant Derivative of Tensor Fields, Connection and Meaning of the. . . 9

any pair of indices. Indeed, one can verify that the previous definition matches the
“canonical” one usually given in terms of the Koszul formalism (see for example
[170, 219] and Remark 1.4 below).
Note also that, for a function u 2 C1 .M/, the covariant derivative coincides with
the differential, i.e.

ru D u;i  i D du:

Indeed, by definition, thinking of u as a .0; 0/-tensor field,

u;i  i D duI

from now we will simply write

du D ui  i : (1.21)

Remark 1.2 The notation for the covariant derivative of a function may give rise
to some ambiguity; indeed, in the literature (and also in the rest of this book) ru
often denotes the gradient of u, that is the vector field dual to the 1-form du: more
explicitly, ru D .du/] , where ] is the musical isomorphism ] W T  M ! TM (also
called sharp map) defined by
D E
.du/] ; Y D hru; Yi D du.Y/ D Y.u/;

for all Y 2 X.M/. Note also that, in components, we have .ru/i D ı ij .du/j D
ı ij uj D ui , that is, in an orthonormal frame, differential and˚gradient
 of a function
have the same coefficients with respect to the (dual) bases  i and fei g. It is not
difficult to see that this turns to be true also when we “raise an index” or “lower an
index” for higher order tensors (see e.g. [170]): in a orthonormal frame, writing an
index “up” or “down” doesn’t change the numerical value of a component of a tensor
(note that this is in contrast with the case of a nonorthonormal frame, see again
[170]). In the rest of the book we choose to maintain the “correct” positions of the
indexes only to keep in mind the type of the tensors involved in our computations.
Remark 1.3 Since it will be used in the sequel (e.g. in Chap. 8), we recall here the
definition of divergence of a symmetric .0; 2/-tensor field. To this purpose, let Z be
a symmetric .0; 2/-tensor field, which locally can be written as Z D Zij  j ˝  i D
Zji  j ˝  i . The divergence of Z, div Z, is the 1-form

div Z D Tr.rZ ] /; (1.22)

where Z ] is the .1; 1/-tensor obtained from Z by raising an index (since Z is

symmetric, the choice of the index is arbitrary) and the trace is with respect to
the “new” index induced by the covariant derivative and one of the “old” ones.
10 1 A Crash Course in Riemannian Geometry

In components we have Z ] D Zji  j ˝ ei D Zij  j ˝ ei (by Remark 1.2), rZ ] D

i
Zj;k  k ˝  j ˝ ei D Zij;k  k ˝  j ˝ ei , thus

div Z D Zij;i  j D Zji;i  j : (1.23)

Consider now the metric tensor h ; i (on the open set U)

h ; i D ıij  i ˝  j :

Then
j
ıij;k  k D dıij  ılj il  ıil jl D .i C ji /:

Therefore rh ; i  0 if and only if (1.5) holds. In other words, (1.5) expresses

the “compatibility” of the covariant derivative with the metric (equivalently, the
parallelism of the metric with respect to r).
We also observe that the validity of (1.4) is equivalent to the validity of

ŒX; Y D rX Y  rY X 8 X; Y 2 X.M/ (1.24)

(where Π;  is the Lie bracket and X.M/ is the set of all smooth vector fields on M).
One refers to (1.24) as to the fact that the Levi-Civita connection is torsion-free.
Note that the left-hand side of (1.24) is independent of the choice of a metric on M.
Since the torsion of a generic (linear) connection r on M is the .1; 2/ tensor field

Tor.X; Y/ D rX Y  rY X  ŒX; Y;

this justifies the expression “torsion-free” used above. To prove the equivalence,
recall that the exterior differential of a 1-form  is intrinsically defined by

d.X; Y/ D X..Y//  Y..X//  .ŒX; Y/ 8 X; Y 2 X.M/I (1.25)

moreover, as a consequence of the definition of covariant derivative,

.rX /.Y/ D rX ..Y//  .rX Y/ D X..Y//  .rX Y/; (1.26)

so that
 
X  i .Y/   i .rX Y/ D .rX  i /.Y/ D ji .X/ j .Y/;

that is,
 
X  i .Y/ C ji .X/ j .Y/ D  i .rX Y/:
1.3 Lie Derivatives, the Second Structure Equation and Curvature(s) 11

 
Then we compute d i C ji ^  j .X; Y/, that is

d i .X; Y/ C ji ^  j .X; Y/ D X. i .Y//  Y. i .X//   i .ŒX; Y/

C ji .X/ j .Y/  ji .Y/ j .X/
D X. i .Y// C ji .X/ j .Y//  Y. i .X//  ji .Y/ j .X//   i .ŒX; Y/
D  i .rX Y  rY X  ŒX; Y/
D  i .Tor.X; Y//;

and the claim follows.

Remark 1.4 By the fundamental theorem of Riemannian geometry (see for instance
[170] or [219]), we deduce that the connection r coincides, as we said previously,
with the Levi-Civita connection of the metric h ; i.

1.3 Lie Derivatives, the Second Structure Equation

and Curvature(s)

We now define the Lie derivative of Y in the direction of X to be LX Y D ŒX; Y, so

that condition (1.24) can be written in the form

LX Y D rX Y  rY X: (1.27)

Setting also

LX f D X. f / (1.28)

for f 2 C1 .M/, and

.LX !/.Y/ D LX .!.Y//  !.LX Y/; (1.29)

if ! is a 1-form, we can extend LX to a generic tensor field requiring R-linearity

and the validity of the Leibniz rule (see also [171, 219]). Using (1.26), we compute
the Lie derivative of the metric in the direction of X, LX h ; i (note that the latter has
to be a covariant tensor of order 2, that is, a .0; 2/-tensor):

.LX h ; i/.Y; Z/ D ..LX  i / ˝  i C  i ˝ .LX  i //.Y; Z/ D

D  i .Z/.LX  i /.Y/ C  i .Y/.LX  i /.Z/ D

D  i .Z/ LX . i .Y//   i .LX Y/ C

12 1 A Crash Course in Riemannian Geometry

C  i .Y/ LX . i .Z//   i .LX Z/ D

D  i .Z/X. i .Y//   i .Z/ i .rX Y  rY X/C
C  i .Y/X. i .Z//   i .Y/ i .rX Z  rZ X/ D
D  i .Z/.rX  i /.Y/ C  i .Y/.rX  i /.Z/C
C  i .Z/ i .rY X/ C  i .Y/ i .rZ X/ D
D .rX  i ˝  i C  i ˝ rX  i /.Y; Z/ C hrY X; Zi C hY; rZ Xi D
D .rX h ; i/.Y; Z/ C hrY X; Zi C hY; rZ Xi D
D hrY X; Zi C hY; rZ Xi;

where in the last equality we have used the fact that the metric is parallel with respect
to the Levi-Civita connection. Thus, we have proved the useful identity

.LX h ; i/.Y; Z/ D hrY X; Zi C hY; rZ Xi (1.30)

for all X; Y; Z 2 X.M/. Note that Eq. (1.30) in components reads as

˝ ˛ ˝ ˛ j
.LX h ; i/ij D rei X; ej C ei ; rej X D Xi C Xji : (1.31)

We also recall that a vector field X is said to be a Killing field if LX h ; i D 0.

It can be proved that the Lie derivative of Y in the direction of X has the following
geometric meaning (see e.g. [171]):
ˇ
d ˇˇ .'t / Y't .p/  Yp
.LX Y/p D ˇ .'t / Y't .p/ D lim ;
dt tD0 t!0 t

where 't is the local flow generated by X and .'t / is the push-forward. The
analogous applies to LX h, with h a generic tensor field (see also Chap. 2 for the
special case of LX h ; i).
We now consider the second structure equation. With the above notations
we introduce a family of 2-forms, the curvature forms fji g associated to the
orthonormal coframe f i g via the second structure equation

dji D ki ^ jk C ji ; (1.32)

which in matrix notation becomes

d D  ^  C :

Because of (1.5) it follows immediately that

j
ji C i D 0: (1.33)
1.3 Lie Derivatives, the Second Structure Equation and Curvature(s) 13

Using the basis f i ^  j g1i<jm of the space of skew-symmetric 2-forms 2 .U/ on

the open set U, we may write

1 i k
ji D R  ^ t (1.34)
2 jkt

for some coefficients Rijkt 2 C1 .U/ satisfying

Rijkt C Rijtk D 0: (1.35)

Furthermore, note that (1.33) implies

j
Rijkt C Rikt D 0: (1.36)

We now show that the coefficients Rijkt are precisely the coefficients of the (.1; 3/-
version of the) Riemann curvature tensor R, that in global notation is defined by

R.X; Y/Z D rX .rY Z/  rY .rX Z/  rŒX;Y Z 8 X; Y; Z 2 X.M/: (1.37)

Remark 1.5 Some authors choose the opposite convention, defining R.X; Y/Z D
rY .rX Z/  rX .rY Z/ C rŒX;Y Z.
Remark 1.6 To be clear, please note that in this special case the position of the
indexes in the coefficients Rijkt does not reflect the effective position of the entries:
in other words, we have Rijkt ei D R.ek ; et /ej instead of the expected formula Rijkt ei D
R.ej ; ek /et (see the discussion below). This is due to historical reasons.
We write ri ej to abbreviate rej .ei /. By definition, using properties (1.18), (1.19)
and (1.25) we argue that

R.ek ; et /ej D rk .rt ej /  rt .rk ej /  rŒk;t ej

D rk .jr .et /er /  rt .jr .ek /er /  ji .Œek ; et /ei
D jr .et /rk er C ek .jr .et //er  jr .ek /rt er
et .jr .ek //er  ji .Œek ; et /ei
D jr .et /ri .ek /ei C ek .ji .et //ei  jr .ek /ri .et /ei  et .ji .ek //ei
ji .Œek ; et /ei
 
D ri ^ jr .ek ; et /ei C dji .ek ; et /ei :

Therefore we deduce
 
hR.ek ; et /ej ; ei i D dji C ri ^ jr .ek ; et /; (1.38)

which proves our claim.

14 1 A Crash Course in Riemannian Geometry

Using (1.38) we then have

 
Rijkt D ji .ek ; et / D dji C ki ^ jk .ek ; et / D hR.ek ; et /ej ; ei i;

hence the .1; 3/-Riemann curvature tensor (1.37) can be written in components as

R D hR.ek ; et /ej ; ei i k ˝  t ˝  j ˝ ei D Rijkt  k ˝  t ˝  j ˝ ei : (1.39)

The .0; 4/-version of R is defined by Riem.X; Y; Z; W/ D hR.Z; W/Y; Xi, so that

its coefficients Rijkt satisfy

Rijkt D Riem.ei ; ej ; ek ; et / D hR.ek ; et /ej ; ei i D Rijkt

and

Riem D Rijkt  i ˝  j ˝  k ˝  t : (1.40)

This shows that Rijkt is simply obtained performing the operation of lowering the
index i in the first position using the metric tensor:

Rijkt D ıir Rrjkt D Rijkt ;

Remark 1.7 We warn the reader that there is a number of different conventions for
the .0; 4/-Riemann curvature tensor (see the discussion in [170]).
Observe that, although the curvature tensor is everywhere defined, this is not true
for the curvature forms.
Proposition 1.3 The matrix of curvature 2-forms  D .ji / takes values in o.n/
and, if e
e D eA is a (local) change of orthonormal frame with A W U ! O.n/, then
 varies according to

e D A1 A
 (1.41)

Proof First of all, (1.33) shows that  is an o.n/-valued 2-form. Using the second
structure equation (1.32), (1.13) and (1.16) we get

e D de
  Ce  D d.A1  A C A1 dA/ C .A1  A C A1 dA/ ^ .A1  A C A1 dA/
 ^e
D .A1 dA A1 / ^  A C A1 d A  A1  ^ dA C d.A1 / ^ dA C A1 . ^  /A
CA1  ^ dA C .A1 dA A1 / ^  A C A1 dA ^ A1 dA
D A1 .d C  ^  /A C d.A1 / ^ dA C A1 dA ^ A1 dA
D A1 A  A1 dA A1 ^ dA C A1 dA ^ A1 dA D A1 A;

and this proves the proposition. t

u
1.3 Lie Derivatives, the Second Structure Equation and Curvature(s) 15

The Bianchi identities and the symmetries of the curvature tensor can be easily
deduced from the structure equations: indeed, as we already observed before, (1.33)
implies (1.36), that is
j
Rijkt C Rikt D 0I

therefore we have the symmetries

j
Rijkt D Rijtk D Rikt (1.42)

(and the corresponding symmetries for the .0; 4/ version). Differentiating the first
structure equations (1.4) and using (1.32) we deduce

0 D d.d i / D d.ji ^  j / D dji ^  j C ji ^ d j

j
D ki ^ jk ^  j  ji ^  j  ji ^ k ^  k
D  i ^ ji ;

that is, renaming indices,

 j ^ ji D 0: (1.43)

This identity goes under the name of first Bianchi identity. Using (1.34) and skew-
symmetrizing we obtain

1 i
0 D Rijkt  j ^  k ^  t D .R  Rijtk C Ritjk  Ritkj C Riktj  Rikjt / j ^  k ^  t :
6 jkt
Thus using (1.35) we deduce the first Bianchi identity in the classical form

Rijkt C Riktj C Ritjk D 0 (equivalently: Rijkt C Riktj C Ritjk D 0): (1.44)

Note that, more correctly, (1.44) should be called “Ricci identity”.

Remark 1.8 In global notation, for the .0; 4/-Riemann curvature tensor equation
(1.44) becomes

Riem.X; Y; Z; W/ C Riem.X; Z; W; Y/ C Riem.X; W; Y; Z/ D 0

for each X; Y; Z; W 2 X.M/:

An important consequence of (1.42) and (1.44) (see also [102]) is the symmetry

Rijkt D Rktij (equivalently: Rijkt D Rktij ): (1.45)

16 1 A Crash Course in Riemannian Geometry

Indeed, this is a consequence of the chain of equalities

j j j
Rijkt D Rikt D Rkti C Rtik D Rkjti C Rtjki
D .Rktij C Rkijt / C Rtjki D Rktij C Rkijt C .Rtkij  Rtijk /
D 2Rktij C Rkijt  Rtijk D 2Rktij C Riktj C Ritjk D 2Rktij  Rijkt :

Remark 1.9 The symmetries of the Riemann curvature tensor show that

Riem D Rijkt  i ˝  j ˝  k ˝  t D Rijkt  t ˝  k ˝  j ˝  i D Rijkt  k ˝  t ˝  i ˝  j ;

(1.46)

that is, in global (Koszul) notation,

Riem .X; Y; Z; W/D Riem .W; Z; Y; X/ D Riem .Z; W; X; Y/ 8 X; Y; Z; W 2 X.M/:

(1.47)
In order to obtain what is called the second Bianchi identity, which is deduced
differentiating the second structure equation, we first observe that, according to the
general rule for covariant differentiation of tensor fields, the coefficients Rijkt;s of the
covariant derivative of the .1; 3/ curvature tensor Rijkt  k ˝  t ˝  j ˝ ei are given by

Rijkt;s  s D dRijkt C Rljkt li  Rilkt jl  Rijlt kl  Rijkl tl : (1.48)

Note that the symmetries (1.35), (1.36), (1.44) and (1.45) hold for Rijkt;s , for instance

Rijkt;s D Rijtk;s : (1.49)

Using (1.34) we now rewrite the second structure equations (1.32) in the form

1
dji D li ^ jl C Rijkt  k ^  t : (1.50)
2
We differentiate this equation and use the structure equations and (1.34) again to
obtain
1 1 1
0 D dli ^ jl  li ^ djl  dRijkt ^  k ^  t  Rijkt d k ^  t C Rijkt  k ^ d t
2 2 2
1
D .si ^ ls C li / ^ jl  li ^ .sl ^ js C jl /  dRijkt ^  k ^  t
2
1 1
C Rijkt lk ^  l ^  t  Rijkt  k ^ lt ^  l
2 2
1
D  .dRljkt C Rijkt li  Rilkt jl  Rijlt kl  Rijkl tl / ^  k ^  t ;
2
1.3 Lie Derivatives, the Second Structure Equation and Curvature(s) 17

that is,

Rijkt;s  s ^  k ^  t D Rijkt;s  k ^  t ^  s D 0:

Therefore, skew-symmetrizing,

1 i
.R  Rijks;t C Rijsk;t  Rijst;k C Rijts;k  Rijtk;s / k ^  t ^  s D 0;
6 jkt;s
from which, using the symmetries (1.49), we deduce the second Bianchi identity in
its classical form

Rijkt;l C Rijtl;k C Rijlk;t D 0 (equivalently: Rijkt;l C Rijtl;k C Rijlk;t D 0): (1.51)

Remark 1.10 In global notation, for the .0; 4/-Riemann curvature tensor equation
(1.51) becomes

r Riem.X; Y; Z; WI T/ C r Riem.X; Y; W; TI Z/ C r Riem.X; Y; T; ZI W/ D 0

for each X; Y; Z; W; T 2 X.M/.

Remark 1.11 Using the matrix notation we have an equivalent form of the second
Bianchi identity:

d D d.d C  ^  / D d ^    ^ d D
D . ^  C / ^    ^ . ^  C / D  ^    ^ ;

which in components is

dji D ki ^ jk  ki ^ jk :

The Ricci tensor Ric is obtained from (1.40) by tracing either with respect to i
and k or, equivalently, due to the symmetries of the curvature tensor, with respect to
j and t. Thus

Ric D Rij  i ˝  j (1.52)

with

Rij D Rkikj D Rikjk : (1.53)

Note that, again because of the symmetries of the curvature tensor, Rij D Rji . Indeed,

Rij D Rkikj D Rkjki D Rji :

18 1 A Crash Course in Riemannian Geometry

Thus Ric is a symmetric .0; 2/-tensor field.

The scalar curvature S is defined as the trace of Ric, that is,

S D Rii D Rkiki : (1.54)

For the sake of clarity, when needed, we shall also use the notation M Ric and M S to
identify the underlying manifold M.
We now come to the sectional curvature Kp .˘ / of the 2-plane ˘  Tp M spanned
by the vectors u and v. It is defined by

Riem.u; v; u; v/
Kp .˘ / D 2 R: (1.55)
hu; uihv; vi  hu; vi2

It is not difficult to verify that the right-hand side of the above formula is in fact
independent of the chosen basis of ˘ . Clearly, if fu; vg is an orthonormal basis of
˘ , then

Kp .˘ / D Riem.u; v; u; v/:

We note that a common notation, also used in the sequel, for the sectional curvature
of the plane ˘ spanned by u and v is

Kp .˘ / D K.u ^ v/:

Again, when needed, we shall use also the notation M Kp .˘ / and M K.u ^ v/ to
identify the manifold. We shall now show that the sectional curvatures Kp .˘ /
defined in (1.55) completely determine the curvature tensor Riemp .
First of all we note that, by its very definition, Riem satisfy the symmetry rela-
tions (1.35), (1.36), (1.44), (1.45) and (1.49). Considering Riemp as a quadrilinear
map R D Riemp W Tp M  Tp M  Tp M  Tp M ! R, (1.35), (1.44) and (1.33) rewrites
in the form: for each u; v; z; w 2 Tp M

R.u; v; z; w/ C R.u; v; w; z/ D 0; (1.56)

R.u; v; z; w/ C R.u; z; w; v/ C R.u; w; v; z/ D 0; (1.57)

and

R.u; v; z; w/ C R.v; u; z; w/ D 0: (1.58)

Thus letting V be any real vector space, and considering two quadrilinear maps
R; T W V  V  V  V ! R which satisfy (1.56)–(1.58), we claim that if for each
u; v 2 V

R.u; v; u; v/ D T.u; v; u; v/ (1.59)

1.3 Lie Derivatives, the Second Structure Equation and Curvature(s) 19

then R  T. Thus in particular the sectional curvatures Kp .˘ /, ˘  Tp M,

determine the entire tensor Riemp . The proof of this claim can be found, for instance,
in Lemma 3.3 of do Carmo’s book [102].
We set

ju ^ vj2 D hu; uihv; vi  hu; vi2

and for u and v linearly dependent set K.u ^ v/ D 0. Then for any pair of vectors
u; v using (1.55) we have

Riem.u; v; u; v/ D ju ^ vj2 K.u ^ v/: (1.60)

Since the quadrilinear map Riem is determined by its values Riem.u; v; u; v/ on

pairs of vectors, we expect the validity of a “polarization” formula. Indeed, one can
check the validity of the following:

1˚
Riem.w; z; u; v/ D K..u C w/ ^ .v C z//j.u C w/ ^ .v C z/j2
6
K..v C w/ ^ .u C z//j.v C w/ ^ .u C z/j2
K.u ^ .v C z//ju ^ .v C z/j2
K.v ^ .u C w//jv ^ .u C w/j2
K.z ^ .u C w//jz ^ .u C w/j2
K.w ^ .v C z//jw ^ .v C z/j2 (1.61)
2
CK.u ^ .v C w//ju ^ .v C w/j
CK.v ^ .z C w//jv ^ .z C w/j2
CK.z ^ .v C w//jz ^ .v C w/j2
CK.w ^ .u C z//jw ^ .u C z/j2
CK.u ^ z/ju ^ zj2 C K.v ^ w/jv ^ wj2

K.u ^ v/ju ^ vj2  K.v ^ z/jv ^ zj2

In particular, if for each 2-plane ˘ of Tp M, Kp .˘ / D C for some constant C, from

the above formula one deduces

Riem.u; v; z; w/ D C fhu; zihv; wi  hu; wihv; zig : (1.62)

An alternative way to prove (1.62) is to define R1 .u; v; z; w/ as in the right-hand side

of (1.62); observing that R1 satisfies (1.56)–(1.58), the validity of (1.62) follows by
20 1 A Crash Course in Riemannian Geometry

showing that for each u; v 2 Tp M,

Riem.u; v; u; v/ D R1 .u; v; u; v/ D Cju ^ vj2 ;

which is exactly the definition of Kp .˘ / D C for each 2-plane ˘ .

The manifold .M; h ; i/ is said to have constant sectional curvature C if Kp .˘ / D
C for each p 2 M and for each 2-plane ˘  Tp M. This is equivalent, by (1.62), to
say that in any orthonormal coframe

Rijkt D Cfıik ıjt  ıit ıjk g: (1.63)

We observe that if m D dim M 3, then .M; h ; i/ has constant sectional curvature

under the milder requirement that Kp .˘ / depends possibly only on p. This can be
easily seen. Indeed, for each p 2 M we have (1.63) for some function C D C.p/ of
class C1 . Taking covariant derivatives and using ıij;s D 0 we obtain

Rijkt;s D Cs fıik ıjt  ıit ıjk g:

Using the second Bianchi identity (1.51) in its equivalent form

Rijkt;s C Rijts;k C Rijsk;t D 0; (1.64)

we then have

0 D Cs fıik ıjt  ıit ıjk g C Ck fıit ıjs  ıis ıjt g C Ct fıis ıjk  ıik ıjs g:

Hence, for s D j and k ¤ t ¤ j ¤ k (and the latter is possible because m 3), from
the above we obtain

Ck ıit  Ct ıik D 0:

But i is still arbitrary, thus choosing i D t we deduce

Ck D 0:

Since this can be done for each k, we conclude that C D C.p/ is a constant function
as desired.
In case dim M D 2 the result is of course false. In this case the Riemann curvature
always expresses in the form

Rijkt D K.p/fıik ıjt  ıit ıjk g;

1.3 Lie Derivatives, the Second Structure Equation and Curvature(s) 21

where K.p/ is the Gaussian curvature of the surface, which in general is nonconstant.
Note that, in this case,

1
K D R1212 D R11 D R22 D S:
2
We observe that the previous result often goes under the name of Schur’s
theorem.
We are now going to show a similar fact that, in the recent literature, also goes
under the same name. First we recall that the manifold .M; h ; i/ , m D dim M 2,
is said to be Einstein if

Ric D h ; i (1.65)

for some  2 R. We observe that if m 3 and (1.65) holds for some function
 D .p/ of class C1 , then  is constant. Indeed, tracing equation (1.65) we obtain

S
D : (1.66)
m
Next we trace the second Bianchi identity (1.64) with respect to the indices i and s
to get

Rijkt;i C Rijti;k C Rijik;t D 0:

Since covariant derivatives commute with tracing

Rijkt;i D Rjt;k  Rjk;t ; (1.67)

Rjt being the components of the Ricci tensor. Whence contracting again, this time
with respect to j and k, we obtain

Rikkt;i D Rkt;k  Rkk;t ;

that is

2Rkt;k D St (1.68)

(this equation is sometimes called Schur’s identity). Now because of (1.65) and
(1.66) we have

S
Rkt D ıkt
m
22 1 A Crash Course in Riemannian Geometry

and using again the fact that the metric tensor is parallel, we deduce

1
Rkt;l D Sl ıkt :
m
Now tracing with respect to k and l we get

1
Rkt;k D S;t : (1.69)
m
Substituting into (1.68) yields
 
2
 1 S;t D 0;
m

and we conclude that, if m 3, the scalar curvature, and therefore , is constant.

The above result in particular enables us to draw the following conclusion: if
m 3, then .M; h ; i/ is Einstein if and only if the symmetric, .0; 2/-tensor called
the traceless Ricci tensor
S
T D Ric  h; i; (1.70)
m
with components

S
Tij D Rij  ıij ; (1.71)
m
is identically zero.

1.4 Decompositions of the Curvature Tensor

In this section we give three decomposition of the Riemann curvature tensor that
shall be useful in the next chapters.
Let .M; h ; i/ be a Riemannian manifold and consider a pointwise conformal
deformation of the metric h ; i, that is, a new metric on M of the form

e
h ; i D ' 2 h ; i; (1.72)

A
for some strictly positive smooth function ' on M. Denoting by Riem the curvature
e
tensor of the metric h ; i and with Riem that of the metric h ; i, we want to
determine their relationship. Let f i g be a local orthonormal coframe on .M; h ; i/
1.4 Decompositions of the Curvature Tensor 23

with corresponding Levi-Civita connection forms fji g. In the new metric h ; i e

e
 i D ' i (1.73)

e
is a local orthonormal coframe on .M; h ; i/. To determine the associated connection
forms one can use Proposition 1.1, but it is immediate to see directly that, if d' D
't  t , the 1-forms
'j 'i
eij D ji C  i   j (1.74)
' '

are skew-symmetric and satisfy the first structure equations, thus they are the desired
connection forms relative to the coframe defined in (1.73). In order to determine
the curvature forms, we use the structure equations and the expression for the
components of the Hessian of ' (that is, the covariant derivative of the 1-form
d'); according to the general rule given in Sect. 1.5, if rd' D 'ij  i ˝  j then
the components 'ij are given by

'ij  j D d'i  't it : (1.75)

Observe that

'ij D 'ji : (1.76)

This can be easily seen as follows: we differentiate the equation d' D 'i  i and use
the first structure equations to get

0 D d'i ^  i C 'i d i D .'ij  j C 'k ik / ^  i  'i ki ^  k

D 'ij  j ^  i
1
D .'ij  'ji / j ^  i ;
2
hence the validity of (1.76).
eij we have
Going back to the curvature forms 

eij D de
  ij C eik ^ ekj
       
'j 'j 'i 'i
D dji C d ^ i C d i  d ^ j  d j C e
 ik ^ e
 kj
' ' ' '
 
1 1 1
D k ^ j C j C
i k i
d'j  2 'k 'j  ^  i  'j ki ^  k
k
' ' '
24 1 A Crash Course in Riemannian Geometry

 
1 1 1 j
 d'i  2 'k 'i  ^  j C 'i k ^  k
k
' ' '
   
'k 'i 'j 'k
C ki C  i   k ^ jk C  k   j
' ' ' '
   
'jk 'j 'k 'ik 'i 'k 'k 'k
D ji C  2 2 k ^ i   2 2  k ^  j  2  i ^  j;
' ' ' ' '

that is,
   
eij D ji C 'jk  2 'j 'k ıti  k ^  t  'ik  2 'i 'k ıtj  k ^  t  'l 'l ıki ıtj  k ^  t :

' '2 ' '2 '2

Hence, skew-symmetrizing the coefficients and recalling the definition of the

curvature tensor, we obtain
   
2 ei 'jk 'j 'k i 'jt 'j 't i
' Rjkt D Rjkt C
i
 2 2 ıt   2 2 ık
' ' ' '
   
'ik 'i 'k j 'it 'i 't j
  2 2 ıt C  2 2 ık (1.77)
' ' ' '
'l 'l j j
 2 .ıki ıt  ıti ık /:
'

To get the relation between the two Ricci tensors, we trace the above with respect to
i and k. We have

ejt D Rjt  .m  2/ 'jt 'j 't 'l 'l j 'kk j

' 2R C 2.m  2/ 2  .m  3/ 2 ıt  2 ıt : (1.78)
' ' ' '

Finally, a further tracing of (1.78) with respect to j and t yields

' jr'j2
' 2e
S D S  2.m  1/  .m  1/.m  4/ 2 ; (1.79)
' '

where ' D 'kk is the Laplacian of the function ' (see Sect. 1.5). Note that, for
m D 2, we have

' 2e
S D S  2 log ';

that is, the well known formula relating the Gaussian curvatures of the two metrics

e D 1 K  1  log '
K (1.80)
'2 '2
1.4 Decompositions of the Curvature Tensor 25

(see [214]). In the general case, that is for m 3, using (1.77) and (1.78) we are
able to detect a part of the curvature tensor which is naturally invariant with respect
to a pointwise conformal change of the metric. Indeed, from (1.78) we have
   
'jt 'j 't 'l 'l 'kk j
.m  2/ 2 2 D Rjt  ' 2 RQjt  .m  3/ 2 C ıt ;
' ' ' '

and inserting into (1.77) gives

 
1 Q j Q i
' RQijkt 
2 Q Q j
Rik ıt  Rjk ıt C Rjt ık  Rit ık
i
m2
1  j j

D Rijkt  Rik ıt  Rjk ıti C Rjt ıki  Rit ık
m2
 
1 ' jr'j2 j j
C 2 C .m  4/ 2 .ıki ıt  ıti ık /:
m2 ' '

On the other hand, by (1.79)

' jr'j2 1
2 C .m  4/ 2 D  .' 2 SQ  S/
' ' m1

and we obtain
!
1 Q j Q i  SQ
2
RQijkt Rik ıt  Rjk ıt C RQjt ıki  RQit ık C
j j j
'  .ı i ıt  ıti ık /
m2 .m  1/.m  2/ k
1  j j
 S j j
D Rijkt  Rik ıt  Rjk ıti C Rjt ıki  Rit ık C .ı i ıt  ıti ık /:
m2 .m  1/.m  2/ k

ei D '1 ei is the dual of e

It follows, since e  i , that the .1; 3/-tensor W called the Weyl
tensor and defined by

W D Wjkt
i
 k ˝  t ˝  j ˝ ei ;

with components

1  j j
 S j j
i
Wjkt D Rijkt  Rik ıt  Rjk ıti C Rjt ıki  Rit ık C .ı i ıt  ıti ık /;
m2 .m  1/.m  2/ k

is invariant under a conformal change of the metric. It is worth to note that the
corresponding .0; 4/-version of W, with (local) components Wijkt D Wjkt i
, is not
conformally invariant.
26 1 A Crash Course in Riemannian Geometry

i
As it can be seen by direct inspection, Wjkt has the same symmetries as Rijkt ; that
is,
j
i
Wjkt D Wikt D Wjtk
i
(equivalently: Wijkt D Wjikt D Wijtk ) (1.81)

and
i
Wjkt D Wtij
k
(equivalently: Wijkt D Wktij ): (1.82)

Furthermore, it satisfies the first Bianchi identity

i
Wjkt C Wktj
i
C Wtjk
i
D0 (equivalently: Wijkt C Wiktj C Witjk D 0) (1.83)

and, by inspection, we deduce that any of its traces is identically zero.

We have thus obtained a first decomposition of the curvature tensor, the one
using its totally trace-free part (i.e. the Weyl tensor), its “Ricci part” and its “scalar
curvature part”, that is (in .0; 4/ form)

1   S
Rijkt D Wijkt C Rik ıjt  Rjk ıit C Rjt ıik  Rit ıjk  .ıik ıjt  ıit ıjk /:
m2 .m  1/.m  2/
(1.84)

To write (1.84) in a global way we introduce the Kulkarni-Nomizu product between

two symmetric .0; 2/-tensors  and , that we shall denote by   . The latter is
the covariant .0; 4/-tensor of components

.  /ijkt D ik jt  it jk C jt ik  jk it : (1.85)

Using (1.85) it is easy to see that (1.84) is equivalent to

1 S
Riem D W C Ric g  g  g; (1.86)
m2 2.m  1/.m  2/

where we have indicated the .0; 4/-version of the Weyl tensor with the same letter
W.
We observe that, for m D 3, W  0: in fact in this case, because of (1.81) and
(1.82), the only possibly nonzero coefficients have to be of the type
i
Wkkt (no sum over k)

for i ¤ k ¤ t. From (1.84) we have

i
Wkkt D Rikkt C Rit (no sum over k):

However, since m D 3 and i ¤ t, Rikkt D Rit (no sum over k). Thus Wkkt
i
D 0 (no
sum over k).
1.4 Decompositions of the Curvature Tensor 27

Taking covariant derivatives of (1.84) we obtain

1  
i
Wjks;t D Rijks;t  Rik;t ıjs  Ris;t ıjk C Rjs;t ıik  Rjk;t ıis
m2
St
C .ıik ıjs  ıis ıjk /:
.m  1/.m  2/
t
Thus taking the divergence with respect to the first index, that is, Wjks;t , using (1.67)
and (1.68) we get

1 1 1
t
Wjks;t D Rtjks;t  Rtk;t ıjs C Rts;t ıjk  Rjs;k
m2 m2 m2
1 Sk Ss
C Rjk;s C ısj  ıjk
m2 .m  1/.m  2/ .m  1/.m  2/
1 1
D Rjk;s C Rjs;k  Rjk;s  Rjs;k
m2 m2
1 1 1 1 1 1
C .  /Sk ıjs  .  /Ss ıjk
m2 m1 2 m2 m1 2
3m m3 1 3  m Sk 1 m  3 Ss
D Rjk;s C Rjs;k C ıjs C ıjk ;
m2 m2 2m2m1 2m2m1
and we can write
 
m3
t
Wjks;t D Cjsk (1.87)
m2

where Cjsk are the components of the Cotton tensor C, that is,

1
Cjsk D Rjs;k  Rjk;s C .Ss ıjk  Sk ıjs /: (1.88)
2.m  1/

Note that from (1.87) and the symmetries of the Weyl tensor, we deduce that any of
the traces of C is zero,

Cjsk D Cjks and Cjsk C Cskj C Ckjs D 0:

As far as the analogue of the second Bianchi identity for W is concerned, we

have the following
Lemma 1.2 (The Fake Second Bianchi Identity for W)

1  
Wijkt;l C Wijlk;t C Wijtl;k D Citl ıjk C Cilk ıjt C Cikt ıjl  Cjtl ıik  Cjlk ıit  Cjkt ıil :
m2
(1.89)
28 1 A Crash Course in Riemannian Geometry

Proof We start taking the covariant derivative of (1.84):

1  
Rijkt;l D Wijkt;l C Rik;l ıjt  Rit;l ıjk C Rjt;l ıik  Rjk;l ıit
m2
Sl  
 ıik ıjt  ıit ıjk : (1.90)
.m  1/.m  2/

Permuting cyclically the last three indices, summing up and using (1.44) we deduce
 
 Wijkt;l C Wijlk;t C Wijtl;k
1

D .Rik;l  Ril;k /ıjt C .Ril;t  Rit;l /ıjk C .Rit;k  Rik;t /ıjl

m2
1      

 Rjk;l  Rjl;k ıit C Rjl;t  Rjt;l ıik C Rjt;k  Rjk;t ıil

m2
1      

 Sl ıik ıjt  ıit ıjk C St ıil ıjk  ıik ıjl C Sk ıit ıjl  ıil ıjt :
.m  1/.m  2/
1
 
Working with the identity Rij;k  Rik;j D Cijk C 2.m1/
Sk ıij  Sj ıik , after some
manipulation we get (1.89). t
u
The importance of the Weyl and the Cotton tensors is pointed out by a classical
result. First recall that a Riemannian manifold .M; h ; i/ of dimension m 2 is said
to be locally conformally flat if, for each p 2 M there exist an open set U 3 p and a
function ' 2 C1 .U/, ' > 0 on U such that the manifold .U; ' 2 h ; i/ is flat.
We note that by a result of Korn [164] and Lichenstein [175], every 2-
dimensional Riemannian manifold is locally conformally flat. Therefore, the above
definition has full meaning only for m 3. We have
Theorem 1.1 Let .M; h ; i/ be a Riemannian manifold, dim M D m 3. A
necessary and sufficient condition for M to be locally conformally flat is that

C  0 if m D 3
W  0 if m > 3

This result is originally due to Weyl and Schouten; for a proof see [109].
Another way to interpret the Cotton tensor is as follows. Let

S
A D Ric  h; i
2.m  1/

be the Schouten tensor of components

S
Aij D Rij  ıij :
2.m  1/
1.4 Decompositions of the Curvature Tensor 29

Clearly A is symmetric; hence taking covariant derivatives

Aij;k D Aji;k

but for the last two indices one immediately verifies that

Aij;k  Aik;j D Cijk :

Hence we can think of the Cotton tensor as the obstruction for the Schouten
tensor to be a Codazzi tensor. Quite often the Schouten tensor is used to write the
decomposition of the Riemann tensor in a nice way; indeed, using (1.84) and (1.85),
one easily deduces a second decomposition of Riem, the one using its totally trace-
free part (i.e. the Weyl tensor) and its “Schouten part”, that is (in .0; 4/ form)

1
Riem D W C A  g; (1.91)
m2
and componentwise

1  
Rijkt D Wijkt C Aik ıjt  Ajk ıit C Ajt ıik  Ait ıjk : (1.92)
m2
In what follows we shall not use the Schouten tensor; we thus refer the interested
reader to the treatise [41] for further information and results.
The third and final decomposition that we want to describe exploit the traceless
Ricci tensor T: using (1.71) in (1.84) we deduce

1   S
Rijkt D Wijkt C Tik ıjt  Tjk ıit C Tjt ıik  Tit ıjk C .ıik ıjt  ıit ıjk /:
m2 m.m  1/
(1.93)

Using the notation for instance of Huisken [150], the previous equation can be
written in global form as

Riem D W C U C V; (1.94)

where the .0; 4/-tensors U and V have components, respectively,

S
Uijkt D .ıik ıjt  ıit ıjk /: (1.95)
m.m  1/

and
1  
Vijkt D Tik ıjt  Tjk ıit C Tjt ıik  Tit ıjk : (1.96)
m2
30 1 A Crash Course in Riemannian Geometry

A simple check shows that W, U and V are mutually orthogonal:

W ? U ? V; (1.97)

that is, in components,

Wijkt Uijkt D Wijkt Vijkt D Uijkt Vijkt D 0: (1.98)

An easy computation shows that for V we have

 
4 S2 4
jVj2 D jRicj2  D jTj2 (1.99)
m2 m m2

and

Vitjt D Tij ; (1.100)

while for U we have

2
jUj2 D S2 (1.101)
m.m  1/

and
S
Uitjt D ıij I (1.102)
m
the previous relations imply that

4 2
jRiemj2 D jWj2 C jUj2 C jVj2 D jWj2 C jRicj2  S2 :
m2 .m  1/.m  2/
(1.103)
Remark 1.12 Every .0; 4/-tensor having the same symmetries of the Riemann
curvature tensor can be decomposed in three orthogonal parts as in (1.94): for
instance, if B is a .0; 4/-tensor such that its components Bijkt satisfy

Bijkt D Bjikt D Bijtk D Bktij ;

we can write

B D B1 C B2 C B3 ;

where B1 ? B2 ? B3 and B1 is the “scalar” part, B2 is the “traceless Ricci” part and
B3 is the “Weyl” part (that is, the totally trace-free part). The explicit expressions
1.5 Commutation Rules 31

for B1 and B2 are respectively, in components,

Blsls  
.B1 /ijkt D ıik ıjt  ıit ıjk (1.104)
m.m  1/

and
1   Blsls
.B2 /ijkt D bik ıjt  bjk ıit C bjt ıik  bit ıjk ; bik D Bisks  ıik ;
m2 m
(1.105)

while for B3 we have B3 D B  B1  B2 .

We will use the third decomposition (and also Remark 1.12) in Chap. 8 to prove
a useful inequality (see Proposition 8.8).
We conclude this section by introducing another curvature tensor, the projective
curvature tensor P. In a local orthonormal coframe its components (in the .1; 3/
version) are given by

1
Pijkt D Rijkt  .Ri ıjt  Rjk ıti /: (1.106)
m1 k

e
This tensor is invariant under projective transformations, that is, diffeomorphisms
of M onto M leaving geodesics invariant; with this we mean that if h ; i and h ; i
are metrics whose Levi-Civita connection are projectively related (see for instance
[128, pp. 121–122]) then the two tensors P and PQ coincide. A simple computation
shows that if m D dim M 3 then P  0 if and only if .M; h ; i/ has constant
sectional curvature.

1.5 Commutation Rules

The aim of this section is to provide a number of commutation rules, also generically
called Ricci identities, for covariant derivatives. We will describe two cases:
functions and the curvature tensor. In doing so we will also implicitly describe
the general procedure to obtain them. We begin with the case that we have briefly
described in Sect. 1.4 for the function ', the stretching factor of two conformally
e
related metrics, h ; i D ' 2 h ; i. Thus, let u 2 C1 .M/; if

du D ui  i (1.107)

for some smooth coefficients ui , the Hessian of u is defined as the .0; 2/ tensor field
Hess.u/ D rdu of components uij given by

uij  j D dui  uk ik ; (1.108)

32 1 A Crash Course in Riemannian Geometry

that is,

Hess.u/ D uij  j ˝  i : (1.109)

As we have already proved (for u D ' in (1.76))

uij D uji ; (1.110)

so that Hess.u/ is a symmetric tensor. In global notation we have, for all X, Y 2

X.M/,

Hess.u/.X; Y/ D .rdu/.X; Y/ D Y.X.u//  .rY X/.u/ D X.Y.u//  .rX Y/.u/I

(1.111)
using (1.30) it is also possible to show that, equivalently,

1
Hess.u/.X; Y/ D .Lru h ; i/.X; Y/: (1.112)
2
The Laplacian of u is, by definition, the trace of the Hessian, (more precisely, of
the .1; 1/ version of the Hessian, see Sect. 1.9.1), that is,

u D Tr.Hess.u// D uii : (1.113)

The Laplacian of the function u can be defined, equivalently, as the divergence of its
gradient, that is

u D div .ru/:

The third derivatives of u are defined, according to the general rule for the
derivative of the tensor Hess.u/, by

uijk  k D duij  ukj ik  uik jk : (1.114)

Remark 1.13 Note that, in case of functions, we use the notation uijk instead of uij;k
(and analogously for higher order derivatives).
Note that taking covariant derivative of (1.110) we have

uijk D ujik : (1.115)

To obtain the commutation rule of the last two indices we proceed as follows. We
differentiate (1.108) and we use the structure equations to get
j
duik ^  k  uij k ^  k D dut ^ it C uk tk ^ it  uk ik
1
D .utk  k C uk tk / ^ it C uk tk ^ it  uk Rkijt  j ^  t :
2
1.5 Commutation Rules 33

Thus,

1
.duik  utk it  uit kt / ^  k D  ut Rtijk  j ^  k ;
2
and, by (1.114),

1
uikj  j ^  k D  ut Rtijk  j ^  k :
2
Skew-symmetrizing we obtain

1 1
.uikj  uijk / j ^  k D  ut Rtijk  j ^  k ;
2 2
thus

uijk D uikj C ut Rtijk D uikj C ut Rtijk : (1.116)

Let us now consider the fourth order derivative of u. It is defined by

uijkt  t D duijk  utjk it  uitk jt  uijt kt : (1.117)

By (1.115), taking covariant derivative, we deduce

uijkt D ujikt : (1.118)

Similarly, taking covariant derivative of (1.116)

uijkt D uikjt C ust Rsijk C us Rsijk;t : (1.119)

To obtain the commutation rule of the last two indices we differentiate both sides of
(1.114). We use the structure equations and (1.114) itself to arrive at

1
uijkt  t ^  k D  .ulj Rlitk C uil Rljtk / t ^  k :
2
Skew-symmetrizing we then deduce

uijkt D uijtk C ulj Rlikt C uil Rljkt : (1.120)

We now determine some commutation relations for the second covariant deriva-
tives of the curvature tensor that we shall use later on. Recall that the coefficients of
the second covariant derivative of the .0; 4/ curvature tensor Rijkt;ls are given by

Rijkt;ls  s D dRijkt;l  Rsjkt;l is  Riskt;l js  Rijst;l ks  Rijks;l ts  Rijkt;s ls : (1.121)
34 1 A Crash Course in Riemannian Geometry

Of course these coefficients satisfy the symmetry relations obtained by covariantly

derive those satisfied by the Rijkt;l ’s; what we need to determine here is the relation
between the Rijkt;ls and the Rijkt;sl . Towards this aim we rewrite (1.48) in the .0; 4/
form, that is,

0 D Rijkt;l  l  dRijkt C Rljkt il C Rilkt jl C Rijlt kl C Rijkl tl ;

and we differentiate it. Using the first and second structure equations together with
(1.34), we obtain

0 D dRijkt;l ^  l  Rijkt;l sl ^  s

CdRljkt ^ il  Rljkt sl ^ is C Rljkt il
CdRilkt ^ jl  Rilkt sl ^ js C Rilkt jl
CdRijlt ^ kl  Rijlt sl ^ ks C Rijlt kl
CdRijkl ^ tl  Rijkl sl ^ ts C Rijkl tl
D .dRijkt;l  Rijkt;s ls / ^  l
C.Rljkt;s  s C Rsjkt ls C Rlskt js C Rljst ks C Rljks ts / ^ il
1
Rljkt sl ^ is C Rljkt Rligv  g ^  v
2
C.Rilkt;s  s C Rslkt is C Riskt ls C Rilst ks C Rilks ts / ^ jl
1
Rilkt sl ^ js C Rilkt Rljgv  g ^  v
2
C.Rijlt;s  s C Rsjlt is C Rislt js C Rijst ls C Rijls ts / ^ kl
1
Rijlt sl ^ ks C Rijlt Rlkgv  g ^  v
2
C.Rijkl;s  s C Rsjkl is C Riskl js C Rijsl ks C Rijks ls / ^ tl
1
Rijkl sl ^ ts C Rijkl Rltgv  g ^  v
2
D .dRijkt;l  Rijkt;s ls  Rsjkt;l is  Riskt;l js  Rijst;l ks  Rijks;l ts / ^  l
1
C .Rljkt Rligv C Rilkt Rljgv C Rijlt Rlkgv C Rijkl Rltgv / g ^  v :
2
Hence, using (1.121), we have

1
Rijkt;vg  g ^  v D  .Rljkt Rligv C Rilkt Rljgv C Rijlt Rlkgv C Rijkl Rltgv / g ^  v :
2
1.6 Some Formulas for Immersed Submanifolds 35

Skew-symmetrizing the left-hand side, we thus obtain

Rijkt;vg  Rijkt;gv D Rljkt Rlivg C Rilkt Rljvg C Rijlt Rlkvg C Rijkl Rltvg : (1.122)

Contracting with respect to i and k we obtain the corresponding commutation rules

for the second covariant derivative of the Ricci tensor

Rjt;vg  Rjt;gv D Rltvg Rjl C Rljvg Rlt : (1.123)

It should now be clear how to proceed in the general case to determine

commutation relations when needed (note that some others for vector fields are
given in Sect. 8.1 of Chap. 8). For other commutation rules we refer the interested
reader to [70].

1.6 Some Formulas for Immersed Submanifolds

Let .N; h ; iN / and M be respectively a Riemannian manifold and a manifold of

dimensions n and m, with m  n. Let f W M ! N be an immersion and let h ; i D
f  h ; iN be the metric induced on M by f , where f  denotes the pullback. If h ; iM is
a given Riemannian metric on M and f W M ! N is an immersion we will say that f
is an isometric immersion if h ; iM D h ; i D f  h ; iN .
We fix the following indices convention:

1  i; j; k; : : :  m; m C 1  ˛; ˇ; ; : : :  n; 1  a; b; c; : : :  n:

Let V  N be an open set, and let p 2 f 1 .V/; up to reducing V, we can

assume that the connected component U of f 1 .V/ containing p is an embedded
submanifold in the domain of a local flat chart. Using the Gram-Schmidt procedure,
we can construct an orthonormal frame fEa g in a neighbourhood of f .U/ such that
fEi g is a basis for f .TU/ (here f denotes the pushforward by the map f ). We call
this frame a Darboux frame along f , and we write fei g for the basis of the tangent
space at U such that f ei D Ei (where f ei is the pushforward of ei by the map f ).
The dual f a g of a Darboux coframe is called a Darboux coframe along f . Note
that the definition of a Darboux (co)frame is equivalent to say that the vectors fEi g
(locally) span f TM, the image of TM through f in TN, while the vectors fE˛ g are
orthogonal to f TM and span in fact the normal bundle TM ? (sometimes denoted
by NM), that is the set of (local) vector fields in N that are orthogonal to f TM. A
simple but fundamental consequence of the choice of a Darboux frame is that

f   ˛ D 0; (1.124)

where f   ˛ is the pullback of  ˛ by the map f . Indeed, for every i, . f   ˛ /.ei / D

 ˛ . f ei / D  ˛ .Ei / D 0.
36 1 A Crash Course in Riemannian Geometry

˚ 
Let now ba be the Levi-Civita connection forms of N relative to f a g. Pulling-
back on M the first structure equation of N, and using the properties of the pullback,
we have
 
f  .d a / D d f   a D f  .ba ^  b / D . f  ba / ^ . f   b /:

Using (1.124) we obtain in particular that

     
d f   i D  f  ji ^ f   j I (1.125)

moreover, we obviously have

 
f  ji C f  .i / D 0;
j

thus by the uniqueness part in Proposition 1.1, we deduce that the f  ji ’s are the
Levi-Civita connection forms of M.
To simplify the notation, from now on we shall omit the pullback, being clear
from the context where forms or tensors are considered. With such a convention
equation (1.124) becomes

 ˛ D 0 on M (1.126)

and for a Darboux coframe along f we have

X
m
h; i D . i /2 : (1.127)
i

Moreover,
j
ji C i D 0 on M (1.128)

and

d i D ji ^  j : (1.129)

To obtain further information we differentiate (1.126), use (1.129) and (1.126)

again to obtain

0 D d ˛ D i˛ ^  i  ˇ˛ ^  ˇ D i˛ ^  i : (1.130)

Hence, from (1.130) and Cartan’s Lemma 1.1 there exist (locally defined) smooth
functions h˛ij such that

i˛ D h˛ij  j (1.131)

1.6 Some Formulas for Immersed Submanifolds 37

and

h˛ij D h˛ji : (1.132)

We claim that the h˛ij ’s are the coefficients of the second fundamental tensor
II W TM  TM ! TM ? of the immersion. II is a .1; 2/-tensor along f (equivalently,
a section of T  M ˝ T  M ˝ TM ? , viewing TM ? as a subset of the pullback bundle
f  TN; see e.g. [232]) which in the present setting is defined by

II D h˛ij  i ˝  j ˝ E˛ : (1.133)

Indeed, recall that, if r; r are the Levi-Civita connection respectively on M and N,

by definition

II.ei ; ej / D rEj .Ei /  rej .ei /; (1.134)

therefore

II.ei ; ej / D ja .Ei /Ea  jk .ei /Ek D jk .Ei /Ek C j˛ .Ei /E˛  jk .ei /Ek D j˛ .Ei /E˛

(note that, following the convention introduced before, the pullback is omitted, and
f ei D Ei ). From (1.134) we deduce

II.ei ; ej / D h˛jk  k .ei /E˛ D h˛ji E˛ D h˛ij E˛ ;

and the claim is proved. One can also verify that II is globally defined, and
symmetric by (1.132). The mean curvature vector field is given by its normalized
trace, that is

1 1
HD Tr.II/ D h˛ii E˛ :
m m
1 ˛
From now on, to simplify the writing, we shall use the notation H D m hii e˛ .
We have the following general definitions:
(1) if IIp  0 for p 2 M then the immersion is said to be geodesic at p, and totally
geodesic if II  0 on M. We recall that the immersion is geodesic at p if and
only if every geodesic  of M starting at p is a geodesic of N at p, that is,
dt .P /.0/ D 0, where p D .0/ and dt is the covariant differentiation along a
D D

curve (see for instance [102], Proposition 2.9 for details).

(2) an umbilic point p is a point of M where IIp h ; ip ˝Hp D 0, and the immersion
is said to be totally umbilical if II  h ; i ˝ H  0 on M. Thus, if N is a space of
constant sectional curvature and the only eigenvalue is constant, M lies in some
.m C 1/-dimensional totally geodesic submanifold of N.
38 1 A Crash Course in Riemannian Geometry

(3) if H D 0 on M then the immersion is said to be minimal. This terminology

comes from the fact that such an immersion minimizes the volume in the
induced metric. More precisely, if f W M ! N is minimal and ˝ is a sufficiently
small domain with smooth boundary @˝, then the volume of ˝ in the induced
metric is less than or equal to the volume of any other submanifolds of M with
the same boundary.
If  is a globally defined unit normal vector field, the mean curvature in the
direction of  is

h D hH; iN :

If m C 1 D n and both the hypersurface M and N are orientable, we can choose

Darboux frames along f preserving orientations, that is, such that  1 ^    ^  mC1
and  1 ^    ^  m give the correct orientations, respectively, of N and M. In this case
the vector field EmC1 dual to  mC1 on N is, when restricted to M, a global normal
vector field on M that we shall indicate with . The mean curvature in the direction
of  is called the mean curvature of the immersed hypersurface and denoted by H.
In this latter case, with A D A W TM ! TM we shall indicate the Weingarten
operator, sometimes called shape operator, defined, for each X; Y 2 Tp M, by

hAX; Yi D hII.X; Y/; iN I (1.135)

componentwise this means that

A D hmC1
ij  i ˝ ej :

When there is no ambiguity, to simplify the notation we shall write hij instead of
hmC1
ij . In fact, often we shall not distinguish between A and the second fundamental
tensor in the direction of , that is, the map hII. ; /; iN W TM  TM ! R.
With this notation, the k-th mean curvatures of the hypersurface (in the direction
of ) are given by
!1
m
Hk D Sk ; (1.136)
k

where S0 D 1 and, for 1  k  m, Sk is the k-th elementary symmetric function of

the eigenvalues of A (called also the principal curvatures of the hypersurface).
Remark 1.14 Hk for k even is well defined also in case M is not orientable.
In particular H1 D H is the mean curvature, Hm is the Gauss-Kronecker curvature
and H2 is strictly related to the scalar curvature of M; indeed, this can be seen by
tracing Gauss equations that we are now going to introduce for general isometrically
immersed submanifolds f W M ! N (see Eqs. (1.139) and (1.142)).
1.6 Some Formulas for Immersed Submanifolds 39

On M we consider the second structure equations

dji D ki ^kj C˝ji (1.137)

with ˝ji the curvature forms of M

1M i k
˝ji D R  ^  l: (1.138)
2 jkl
We now relate the curvature of M with that of N; towards this aim let

1N a c
ba D R  ^ d
2 bcd
be the curvature forms of N. Pulling back the second structure equations of N to M
and using (1.126), (1.138) and (1.131) we obtain

dji D ki ^ jk  ˛i ^ j˛ C ji

1N i k
D ki ^ jk C h˛ik h˛jl  k ^  l C R  ^  l:
2 jkl
Therefore, skew-symmetrizing in k and l

1 ˛ ˛ i
˝ji D .h h  h˛il h˛jk C N Rjkl / k ^  l
2 ik jl
and we deduce the Gauss equations

M i i
Rjkl D N Rjkl C h˛ik h˛jl  h˛il h˛jk I (1.139)

in global notation we have, for each X; Y; Z; W 2 X.M/,

˝M ˛ ˝ ˛
R.X; Y/Z; W D NR.X; Y/Z; W N  hII.X; Z/; II.Y; W/iN C hII.X; W/; II.Y; Z/iN ;

or, equivalently,
M
Riem .X; Y; Z; W/ D N Riem .X; Y; Z; W/ C hII.X; Z/; II.Y; W/iN
 hII.X; W/; II.Y; Z/iN :

For a hypersurface, if  is a local unit normal and A is the Weingarten operator in

the direction of , the above rewrites as, for each X; Y; Z; W 2 X.M/,
˝M ˛ ˝ ˛
R.X; Y/Z; W D NR.X; Y/Z; W N  hAX; ZihAY; Wi C hAX; WihAY; Zi:
(1.140)
40 1 A Crash Course in Riemannian Geometry

Tracing we have

S D NS  2 N Ric .; / C m2 H 2  jAj2 ;
M
(1.141)

and this can be rewritten as

S D NS  2 N Ric .; / C m.m  1/H2 :

M
(1.142)

We now need to extend covariant differentiation to tensors along f . We do this

for II, a section of T  M ˝ T  M ˝ TM ? , but analogous definitions can be promptly
given (and will be when needed) in different cases. Setting rII for the covariant
derivative of II, a section of T  M ˝ T  M ˝ T  M ˝ TM ? , its coefficients, h˛ij;k , are
given by

ˇ
h˛ij;k  k D dh˛ij  h˛tj it  h˛it jt C hij ˇ˛ (1.143)

(as we shall see below, the ˇ˛ ’s are the connection forms of the Van der Waerden-
Bortolotti covariant derivative on TM ? ). Thus we have, locally,

rII D h˛ij;k  k ˝  i ˝  j ˝ e˛ I

note in particular the position of the new index, which is in the first position. As
before, from the symmetry relation (1.132) we deduce

h˛ij;k D h˛ji;k : (1.144)

To determine the commutation relations in the last two indices, we differentiate

(1.131), use (1.129) and the structure equations to obtain

0 D di˛  d.h˛ij  j /

D j˛ ^ i  ˛ ^ i C i˛  dh˛ij ^  j C h˛ij k ^  k C h˛ij j ^  
j j

 1N ˛ j
D h˛jk i ^  k  hik ˛ ^  k  dh˛ij ^  j C h˛ij k ^  k C
j j
R  ^  k:
2 ijk
Thus, using (1.143), the above rewrites us

1N ˛ j
.h˛ij;k C R / ^  k D 0;
2 ijk
and skew-symmetrizing we obtain
˛
h˛ij;k D h˛ik;j  N Rijk : (1.145)
1.6 Some Formulas for Immersed Submanifolds 41

These commutation rules are known as the Codazzi equations; in global notation
they become, for each X; Y; Z 2 X.M/ and for all section  of TM ? ,
˝ ˛
hrII.Y; X; Z/; iN D hrII.Z; X; Y/; iN  NR.Y; Z/X;  N :

We now briefly describe the Van der Waerden-Bortolotti covariant derivative in

the normal bundle TM ? in the above formalism.
Given the immersion f W M ! .N; h ; iN / we have a well defined bundle on M,
the normal bundle TM ? , that pointwise is the orthogonal complement of f Tp M in
Tp N. Given a Darboux coframe along f , we locally define a covariant derivative by
setting

De˛ D ˛ˇ ˝ eˇ :

fˇ˛ g are called the connection forms and one verifies that this definition is
meaningful globally.
We let the curvature forms ˚ˇ˛ be defined via the second structure equations as
follows:

dˇ˛ D ˛ ^ ˇ C ˚ˇ˛ (1.146)

and we set
1? ˛ i
˚ˇ˛ D R  ^  j:
2 ˇij
˛
The ? Rˇij ’s are the components of the normal curvature tensor. Comparing (1.146)
with the pull back of the second structure equations of N, that is,

dˇ˛ D ˛ ^ ˇ  i˛ ^ ˇi C ˇ˛ ;

we deduce
ˇ
˚ˇ˛ D i˛ ^ i C ˇ˛ :

A simple computation similar to those presented above gives

? ˛ ˇ ˇ ˛
Rˇij D h˛ki hkj  h˛kj hki C N Rˇij : (1.147)

These equations are often called the Ricci equations.

Next formula (1.148), known as Simons’ formula, will be used in Chap. 6 (in the
special case of hypersurfaces, see Eq. (1.149)).
Proposition 1.4 Let f W M ! .N; h ; iN /, with dim M D m and dim N D n, m  n;
be an isometric immersion, with second fundamental tensor II. Then the following
42 1 A Crash Course in Riemannian Geometry

formula holds:

1
jIIj2 D jrIIj2 C h˛ij h˛kk;ij  2h˛ij NRi˛;j C h˛ij NRij;˛  h˛ij NRi˛jˇ;ˇ (1.148)
2
ˇ ˇ ˇ ˇ
 h˛ij h˛tk NRitjk  h˛ij hij h˛tk htk C h˛it h˛ij NRtj  h˛ij h˛it NRˇtˇj C h˛ij h˛it htj hkk
ˇ ˇ ˇ ˇ ˇ
C 2h˛ij h˛tk htj hik  2h˛ij h˛tj hik htk  h˛ij hik NR˛ˇjk C h˛ij NR˛ˇiˇ;j :

If M is a hypersurface, so that n D m C 1, the previous equation becomes

1
jIIj2 D jrIIj2 C mhij Hij  2hij NRi.mC1/;j C hij NRij;mC1 (1.149)
2
 hij NRi.mC1/j.mC1/;mC1  hij htk NRitjk  jIIj4 C hit hij NRtj
 hij hit NR.mC1/t.mC1/j C mHhij hjt hti :

Proof Since

jIIj2 D h˛ij h˛ij

and
 
jIIj2 D 2h˛ij h˛ij;k
k

we have that
1  
jIIj2 D jIIj2 D h˛ij;k h˛ij;k C h˛ij h˛ij;kk D jrIIj2 C h˛ij h˛ij;kk (1.150)
2 kk

(see also Lemma 8.4 in Chap. 8). We need to compute h˛ij;kk . To this purpose, we first
observe that, by definition of covariant derivative,

ˇ
h˛ij;kl  l D dh˛ij;k  h˛tj;k it  h˛it;k jt  h˛ij;t kt C hij;k ˇ˛ : (1.151)

Differentiating Eq. (1.143) we deduce

ˇ ˇ
dh˛ij;k ^ k h˛ij;k tk ^ t D dh˛kj ^ik h˛kj dik dh˛ik ^jk h˛ik djk Cdhij ^ˇ˛ Chij dˇ˛ :

Next we use the second structure equation, Eq. (1.151) and again (1.143) in the
previous relation, obtaining, after some manipulations,
 
1  ˇ ˇ 1 ˇ
h˛ij;kl  l ^  k D  h˛tj MRtilk C h˛it MRtjlk C hij hkt h˛tl C hij NR˛ˇlk  l ^  k :
2 2
(1.152)
1.6 Some Formulas for Immersed Submanifolds 43

We now skew-symmetrize equation (1.152) and use Gauss equations (1.139),

deducing the commutation relation for the second covariant derivative of the second
fundamental tensor:
ˇ
h˛ij;kl D h˛ij;lk C h˛tj NRtikl C h˛it NRtjkl  hij NR˛ˇkl (1.153)
   
ˇ ˇ ˇ ˇ ˇ ˇ ˇ ˇ
C h˛tj htk hil  htl hik C h˛it htk hjl  htl hjk
 
ˇ ˇ ˇ
C hij htk h˛tl  htl h˛tk :

Renaming indices we can rewrite Eq. (1.153) in the form

ˇ
h˛ik;jl D h˛ik;lj C h˛tk NRtijl C h˛it NRtkjl  hik NR˛ˇjl (1.154)
   
ˇ ˇ ˇ ˇ ˇ ˇ ˇ ˇ
C h˛tk htj hil  htl hij C h˛it htj hkl  htl hkj
 
ˇ ˇ ˇ
C hik htj h˛tl  htl h˛tj :

From Codazzi equations (1.145) we deduce that

h˛ij;kl D h˛ik;jl  NR˛ijk;l : (1.155)

Next we use (1.154), (1.155) and the symmetry h˛ik;lj D h˛ki;lj in the previous relation,
obtaining the further commutation relation

ˇ
h˛ij;kl D h˛kl;ij C Ch˛tk NRtijl C h˛it NRtkjl  hik NR˛ˇjl (1.156)
   
ˇ ˇ ˇ ˇ ˇ ˇ ˇ ˇ
C h˛tk htj hil  htl hij C h˛it htj hkl  htl hkj
 
ˇ ˇ ˇ
C hik htj h˛tl  htl h˛tj  NR˛ijk;l  NR˛kil;j :

Tracing equation (1.156) with respect to k and l we deduce

ˇ
h˛ij;kk D h˛kk;ij C Ch˛tk NRtijk C h˛it NRtkjk  hik NR˛ˇjk (1.157)
   
ˇ ˇ ˇ ˇ ˇ ˇ ˇ ˇ
C h˛tk htj hik  htk hij C h˛it htj hkk  htk hkj
 
ˇ ˇ ˇ
C hik htj h˛tk  htk h˛tj  NR˛ijk;k  NR˛kik;j :

We need now to analyze the three terms NRtkjk , NR˛ijk;k and NR˛kik;j . For the first we have

N t
Rkjk D NRtkjk D NRtaja  NRtˇjˇ D NRtj  NRtˇjˇ I
44 1 A Crash Course in Riemannian Geometry

with the same reasoning for the third we obtain

N ˛
Rkik;j D NR˛kik;j D NR˛i;j  NR˛ˇiˇ;j

and for the second, using also the second Bianchi identity,
N ˛
Rijk;k D NR˛ijk;k D NRi˛;j  NRij;˛  NRk˛ji;k  NRˇ˛ji;ˇ C NRˇj˛i;ˇ :

Inserting the latter three relations in (1.157) and contracting with h˛ij we finally
deduce

h˛ij h˛ij;kk D h˛ij h˛kk;ij  2h˛ij NRi˛;j C h˛ij NRij;˛  h˛ij NRi˛jˇ;ˇ (1.158)
ˇ ˇ ˇ ˇ
 h˛ij h˛tk NRitjk  h˛ij hij h˛tk htk C h˛it h˛ij NRtj  h˛ij h˛it NRˇtˇj C h˛ij h˛it htj hkk
ˇ ˇ ˇ ˇ ˇ
C 2h˛ij h˛tk htj hik  2h˛ij h˛tj hik htk  h˛ij hik NR˛ˇjk C h˛ij NR˛ˇiˇ;j ;

which implies, together with (1.150), Eq. (1.148). To deduce Eq. (1.149) it is
sufficient to use the definition of the mean curvature H and to note that, in the case
of a hypersurface, the last four terms of Eq. (1.158) vanish. t
u

1.7 The Geometry of Smooth Maps

In this section we briefly describe the geometry of smooth maps between Rieman-
nian manifolds. The results we present will be used in particular in Chap. 5.
We let .M; h ; iM / and .N; h ; iN / be Riemannian manifolds of dimensions,
respectively, m and n. We fix the indices convention 1  i; j; k; : : :  m and
1  a; b; c; : : :  n. With f i g, fji g and f! a g, f!ba g we shall respectively denote
local orthonormal coframes and corresponding Levi-Civita connection forms on the
open sets U  M and V  N. Let ' W M ! N be a smooth map and suppose, from
now on, to have chosen the local coframes (frames) so that ' 1 .V/  U. We set

'  ! a D 'ia  i (1.159)

so that the differential of ', d', a section of the bundle T  M˝' 1 TN, can be written
as

d' D 'ia  i ˝ Ea ; (1.160)

with fEa g the frame dual to the coframe ! a .

1.7 The Geometry of Smooth Maps 45

1
The energy density, e.'/ W M ! R, of the map ' is then defined as 2 the square
of the Hilbert-Schmidt norm of d', that is

1 1
e.'/ D jd'j2 D 'ia 'ia ; (1.161)
2 2
where the two sums run over the appropriate indices. Note that we also have

1
e.'/ D Trh ; iM '  .h ; iN /; (1.162)
2
as immediately verified. The covariant derivative rd' of d' is called the general-
ized second fundamental tensor; locally we have

rd' D 'ija  j ˝  i ˝ Ea ; (1.163)

where the coefficients 'ija are defined according to the rule

'ija  j D d'ia  'ka ik C 'ib !ba : (1.164)

Here, and from now on, in the last term we have omitted the pullback notation. Note
that

'ija D 'jia (1.165)

so that the tensor field (along ') rd' is symmetric. The validity of (1.165) can be
easily seen as it was done for (1.76) in the case of ' W M ! R. Nevertheless, for the
sake of completeness, to obtain it simply take exterior differentiation of (1.159) and
use the structure equations of M and N to arrive at

.d'ia  'ka ik C 'ib !ba / ^  i D 0:

Thus from (1.164)

'ija  j ^  i D 0I

Skew-symmetrizing (or using Cartan’s lemma) we deduce the validity of (1.165).

The tension field .'/ of ' is defined by

.'/ D Trh ; iM rd' D 'iia Ea : (1.166)

Let ˝  M be a relatively compact domain and let E˝ .'/ be the energy functional
on ˝, that is,
Z
E˝ .'/ D e.'/: (1.167)
˝
46 1 A Crash Course in Riemannian Geometry

We recall that a smooth map ' W .M; h ; iM / ! .N; h ; iN / is harmonic if for each
relatively compact domain ˝  M it is a stationary point of the energy functional
E˝ W C1 .M; N/ ! R with respect to variations preserving ' on @˝. It can be
verified that ' is harmonic if and only if .'/ D 0; for details we refer to [107].
Observe that, in case ' D f is an isometric immersion, it is immediate to see that
m
e. f / D ; (1.168)
2
rdf D II; (1.169)
. f / D mH; (1.170)
m
E˝ . f / D vol.˝/: (1.171)
2
In particular, in this case f is harmonic if and only if f is a minimal immersion. This
little observation points out that the geometry of smooth maps generalizes that of
isometric immersions.
We shall be interested in the Bochner-Weitzenböck formula for the Laplacian of
jd'j2 . To derive it we need the commutation relation for the covariant derivative
of rd' that generalizes (1.116). First of all let 'ijk
a
be the coefficients of r.rd'/,
defined according to the rule

'ijk
a k
 D d'ija  'kja ik  'ika jk C 'ijb !ba : (1.172)

Because of (1.165) we have

'ijk
a
D 'jik
a
: (1.173)

We want now to relate 'ijk a

with 'ikj
a
. Towards this aim we compute the exterior
derivative of (1.164) and use the structure equations on M and N to arrive at

1 N a b c d M t a k
'ijk
a k
 ^ j D . Rbcd 'i 'k 'j  Rikj 't / ^  j :
2
Hence, skew-symmetrizing we obtain the desired commutation rule, that is
a t
'ijk
a
D 'ikj
a
C N Rbcd 'ib 'kc 'jd  M Rikj 'ta : (1.174)

We can now prove the next

Proposition 1.5 (Bochner-Weitzenböck Formula) In the above setting and with
the above notations
1 a
jd'j2 D jrd'j2 C 'ia 'kki
a
C 'ia N Rbcd 'kb 'kc 'id C 'ia M Rti 'ta : (1.175)
2
1.7 The Geometry of Smooth Maps 47

Remark 1.15 For those that better like a more modern global notation

1 Xm
˝ ˛
jd'j2 D jrd'j2 C hr .'/; d'iN C d'.M Ric.ei ; /] /; d'.ei / N
2 iD1

X
m
C hNR.d'.ei /; d'.ej //d'.ei /; d'.ej /iN ;
i;jD1

where fei g is a local orthonormal frame on M, ] W T  M ! TM is the musical

isomorphism (see Remark 1.2) and NR is the curvature tensor of N of type .1; 3/
according to Koszul definition.
Proof By definition jd'j2 D 'ia 'ia . Hence taking covariant derivatives

.'ia 'ia /j D 2'ia 'ija

and

.'ia 'ia /jk D 2'ika 'ija C 2'ia 'ijk

a
:

Tracing with respect to j and k (that is, in the metric h ; iM ) yields

1
jd'j2 D jrd'j2 C 'ia 'ikk
a
:
2
Using the commutation rules (1.173) and (1.174) in the above gives formula (1.175).
u
t
Remark 1.16 Note that if u 2 C3 .M/, (1.175) gives the usual Bochner formula

1
jruj2 D j Hess.u/j2 C hru; rui C M Ric.ru; ru/: (1.176)
2
Suppose now that

'
.M; h ; iM / !
 .N; h ; iN / 
! .P; h ; iP /

are smooth maps between Riemannian manifolds and set  D ı '. Then, with the
previous formalism, the following formula is easily verified

rd D rd .d'; d'/ C d .rd'/: (1.177)

˚ 
Indeed, let  i ; fei g, f! a g; fEa g, f˛ g; f"˛ g be local orthonormal coframes and
frames on M, N and P respectively (with i; j; : : : D 1; : : : ; dim M, a; b; : : : D
48 1 A Crash Course in Riemannian Geometry

1; : : : dim N, ˛; ˇ; : : : D 1; : : : dim P). Then we can write

˛ b
d' D 'ia  i ˝ Ea ; d D b! ˝ "˛ ; d D j˛  j ˝ "˛

and
˛ c
rd' D 'ija  j ˝  i ˝ Ea ; rd D bc ! ˝ ! b ˝ "˛ ; rd D ij˛  j ˝  i ˝ "˛ :

Now we compute

  ˛ D i˛  i
   
D . ı '/ ˛ D '   ˛ D '  b˛ ! b
     
D '  b˛ '  ! b D '  b˛ 'ib  i D b˛ ı ' 'ib  i ;

so that
   
i˛ D '  ˛
b 'ib D ˛
b ı ' 'ib : (1.178)

By definition of covariant derivative and using (1.178) we have

 
ˇ
ij˛  j D di˛  k˛ ik C i   ˛ˇ
  b
   b k   ˇ
  
D d ' ˛
b 'i  ' ˛
b 'k i C ' b'ib '   ˛b
  b   b    b k   ˇ  b 

D ' d ˛
b 'i C ' d'i  ' ˛
b
˛
 ˛
b 'k i C '
b b 'i '
      

D ' ˛ c
bc ! C ˛ c
!
c b  b
 ˛
  'ib C '  b˛ 'ijb  j C 'kb ik  ci '  !cb
     
ˇ
 '  b˛ 'kb ik C '  b 'ib '   ˛b
h        i

D '  bc ˛
'jc  j C '  c˛ '  !bc  '  b '   ˛ 'ib
         
ˇ
C '  b˛ 'ijb  j C 'kb ik  ci '  !cb  '  b˛ 'kb ik C '  b 'ib '   ˛b
 ˛ c b j  
D '  bc 'j 'i  C '  b˛ 'ijb  j

from which we deduce

       
ij˛ D '  ˛
bc 'jc 'ib C '  ˛
b 'ijb D ˛
bc ı ' 'jc 'ib C ˛
b ı ' 'ijb (1.179)

and (1.177) now follows immediately.

Equation (1.177) in particular shows that

./ D rd .d'.ei /; d'.ei // C d . .'//: (1.180)

1.8 Warped Products 49

'
In case P D R, that is  W M !
 N
! R, (1.180) yields

 D Hess. /.d'.ei /; d'.ei // C hr ; .'/iN : (1.181)

Also observe that in the special case N D P D R, so that W R ! R, (1.177)

becomes the well-known formula
0 00
Hess. ı '/ D .'/ Hess.'/ C .'/d' ˝ d': (1.182)

Similarly, from (1.180) (or tracing (1.182)) we have

. ı '/ D 0
.'/' C 00
.'/jr'j2 : (1.183)

We will use (1.177) in the next section.

1.8 Warped Products

We now describe some of the geometry of warped product spaces and of their
immersed hypersurfaces. This material will be used mainly in Chap. 7 (and Chap. 6).
Towards the end of the section we shall also give some examples and we shall
introduce model manifolds in the sense of Greene and Wu [129]; as we will see,
the latter are strict relatives of warped products and they will be repeatedly used all
over the book.
Let N D I  P denote the -warped product of the real interval
I  R, with 0 2 I, and the Riemannian manifold .P; h ; iP / of dimension
m. Thus N is the .m C 1/-dimensional manifold I  P endowed with the
metric
 
h ; i D h ; iN D I dt2 C .. ı I /.t//2 P .h ; iP /; (1.184)

where t is a global parameter on I,  W I ! RC is a smooth function and I and

P are the projections on the two factors of the product. Since there will not be
any possibility of misunderstanding we will indicate the above metric with the
customary notation

h ; i D dt2 C .t/2 h ; iP : (1.185)

We fix the indices convention 1  i; j; : : :  m, 1  a; b; : : : 

m C 1. We let f i g be a local orthonormal coframe on P with corre-
sponding Levi-Civita connection forms fji g and curvature forms fji g, so
that
1P i k
ji D R  ^ t (1.186)
2 jkt
50 1 A Crash Course in Riemannian Geometry

define the components of the curvature tensor of .P; h ; iP /. We introduce a local

orthonormal coframe f' a g on N by setting

' i D .t/ i ; ' mC1 D dt: (1.187)

The corresponding connection and curvature forms are denoted respectively with
'ba and ˚ba . Note that

1N a c
˚ba D Rbcd ' ^ ' d : (1.188)
2
A repeated use of exterior differentiation and of the structure equations of
P, together with the characterization of the Levi-Civita connection forms,
gives
8 k
< ' j D j
k

(1.189)
:
'mC1
k
DH' D k
'kmC1 ;

0 .t/
where H D H .t/ D .t/ . Consequently,
8
ˆ 2 k
< ˚j D H ' ^ ' C j
k j k

(1.190)
:̂ ˚ mC1 D H 2 C H 0  ' k ^ ' mC1 D 00 k
 ' ^ ' mC1 D ˚mC1 :
k
k

From here and (1.187) we immediately deduce

8N
ˆ Rkj.mC1/t D 0
ˆ
ˆ
ˆ
ˆ
< 00
N
R.mC1/j.mC1/t D   ıjt (1.191)
ˆ
ˆ
ˆ
ˆ
:̂ N
Rkjst D 12 P Rkjst  H 2 .ıks ıjt  ıkt ıjs /;

the remaining components being determined by the symmetries of the curvature

tensor. Thus, the components of the Ricci tensor are
8  
ˆ 1 P 00
ˆ
ˆ
N
R jt D 2 R jt  .m  1/H 2 C  ıjt
ˆ
ˆ

ˆ
<
ˆ
N
R.mC1/t D 0 (1.192)
ˆ
ˆ
ˆ
ˆ
:̂ NR 00
.mC1/.mC1/ D m  :
1.8 Warped Products 51

Therefore, using (1.187),

 
1P 2 00 00
N
Ric D 2
R jt ' j
˝ ' t
 .m  1/H C ıjt ' j ˝ ' t  m ' mC1 ˝ ' mC1
  
 00  00
 
D P Ric  .m  1/H 2 C 2 h ; iP  m dt ˝ dt;
 

that is,
h  2 i 00
N
Ric D P Ric  .m  1/ 0 C 00  h ; iP  m dt ˝ dt: (1.193)


In light of these relations we have that N is Einstein with N Ric D mE h ; i and
E 2 R, if and only if
8  
ˆ P 2 00
< Rkt D .m  1/H C 
 mE 2 ıkt

:̂
00 D E :

Because of the second equation we can rewrite the first as

P
Rkt D .m  1/.02  E 2 /ıkt : (1.194)

We note that the general solution of 00 D E  is explicitly given by

.t/ D 0 .0/snE .t/ C .0/cnE .t/; (1.195)

where
8 1 p
ˆ
ˆ
p

sinh. t/ if  < 0;
ˆ
ˆ
ˆ
<
sn .t/ D t if  D 0;
ˆ
ˆ
ˆ
ˆ
:̂ p1 sin.pt/ if  > 0;


and

cn .t/ D sn0 .t/:

Inserting (1.195) into (1.194) we obtain the next

52 1 A Crash Course in Riemannian Geometry

Lemma 1.3 Let .P; h ; iP / be a Riemannian manifold of dimension m. Consider the

warped product manifold N D I  P where 0 2 I  R and  W I ! RC is a smooth
function. Then, N is Einstein with
N
Ric D mE h ; i; E 2 R;

if and only if

.t/ D 0 .0/snE .t/ C .0/cnE .t/; (1.196)

and .P; h ; iP / is Einstein with

P
Ric D .m  1/.0 .0/2  E .0/2 /h ; iP :

There is a natural foliation t 2 I ! Pt D ftg  P of N; the leaf Pt here will be

called a slice. As a unit normal to Pt we take T D @t@ (note that we are identifying @t@
on I with its lift on I  P). Then the local orthonormal coframe f' a g when restricted
to Pt satisfies

' mC1 D 0 on Pt

and it is therefore a Darboux coframe along the inclusion map i W Pt ,! N. We

X
m
compute the second fundamental tensor of the isometric immersion, being .' i /2
iD1
the metric h ; iPt on Pt . Using (1.189) we have

0 D d' mC1 D 'imC1 ^ ' i D H .t/ıik ' k ^ ' i :

Thus the second fundamental tensor in the direction of T is given by

At D H .t/ıik ' i ˝ ' k : (1.197)

Hence the inclusion i W Pt ,! N is totally umbilical (and totally geodesic if H .t/ D

0) with constant mean curvature, in the direction of T , given by

0 .t/
H .t/ D H D :
.t/
 1
Since the k-th mean curvature (in the direction of T ) is defined as mk times the
k-th elementary symmetric function in the eigenvalues of At , we have
 k
0 .t/
Hk D H .t/ D k
; 0  k  m: (1.198)
.t/
1.8 Warped Products 53

 
Of course the curvature tensor of Pt is “the same” as that of P; .t/2 h ; iP . This
can also be checked via Gauss equation: we have

Pt 1 P
Rijks D NRijks C H 2 .t/.ıik ıjs  ıis ıjk / D Rijks ;
.t/2

that is

2 .t/ PtRijks D PRijks ; (1.199)

from which we immediately deduce

2 .t/ PtRjl D PRjl (1.200)

and

2 .t/ PtS D PS; (1.201)

for the Ricci tensors and the scalar curvatures, respectively.

Note that the vector field T satisfies

0 .t/ i
Tj i D ı; Ti mC1 D TmC1
i
D TmC1
mC1
D 0;
.t/ j

as one can immediately compute by using the orthonormal coframe f' a g in (1.187)
and the relative connection forms in (1.189); note that we can put the above in the
compact form

0 .t/  a 
Tba D ıb  ıbmC1 ımC1
a
:
.t/

It follows immediately that

 
.T a /b D 0 ıbmC1 T a C ıba  ıbmC1 ımC1
a
D 0 ıba ;

so that, for each vector field X on I  P,

rX .T / D 0 X:

In other words  D T satisfies

rX  D  X; (1.202)

for some smooth function  and for each vector field X on I  P.

54 1 A Crash Course in Riemannian Geometry

We recall that a vector field  satisfying Eq. (1.202) on a Riemannian manifold

.M; h ; i/ is called a closed conformal vector field. This terminology is justified by
the following two observations:
(1)  is trivially a conformal vector field, that is the local flow it generates preserves
the metric up to a multiplicative conformal factor. This is equivalent to say that
the Lie derivative of the metric in the direction of  is a multiple of the metric
itself, as it can be immediately checked using definition (1.202) and formula
(1.30). Note also that the conformal factor is given by m2 div .
(2)  ] , the 1-form metrically dual to , is closed, that is, d ] D 0. To see this
˚ a  coframe f g on M with corresponding
a
fix a local orthonormal Levi-Civita
connection forms b and dual frame fea g. If  D  a ea , since we are working
 
in a orthonormal coframe we have  ] D  a  a , that is  ] a D  a D a . By using
the first structure equation we get

d ] D ab  a ^  b :

Now Eq. (1.202) reads

ba D  ıb I
a

substitution into the above yields d ] D 0.

Closed conformal vector fields are the key to understand warped structures:
indeed, as observed by Montiel, if M is a Riemannian manifold with a nontrivial
closed conformal field, then it is locally isometric to a warped product with a
1-dimensional factor; furthermore, the isometry is global if M is complete and
simply connected (see [194] for details).
Let now f W ˙ ! N be an isometrically immersed hypersurface. On N D I  P
we have the projection map I W N ! I and we can consider the composition
h D I ı f , often called the height function of the immersion. Later on we will be
interested in Hess.h/, that we are now going to compute using the present formalism
and formula (1.177) that now reads in the form

Hess.h/ D Hess.I /.df ; df / C hT ; iA; (1.203)

where T D @t@ as before,  is a local unit normal vector to ˙ and A is the second
fundamental tensor in the direction of . Towards this aim let f' a g be a local
orthonormal coframe on N as above and fix a local orthonormal coframe f! s g on
˙. Then

I dt D ıamC1 ' a ;

hence

.I /a D ıamC1 :
1.8 Warped Products 55

Thus

.I /ab ' b D dıamC1  ıbmC1 'ab D 'amC1 ;

so that, using (1.189),

0
.I /jk D ıjk ; (1.204)


the remaining coefficients being zero. Now

f  ' a D fsa ! s

and since the metric on ˙ expresses as ! t ˝ ! t we have

ıst D fsk ftk C fsmC1 ftmC1 I (1.205)

furthermore,

A D hrdf ; i D fskmC1 ! s ˝ ! k :

Using (1.203)–(1.205) we have

0  
Hess.h/ D .h/ ıjk fsj ftk ! s ˝ ! t C hT ; iA

0  
D .h/ ıst  fsmC1 ftmC1 ! s ˝ ! t C hT ; iA:


Observing that dh D h .dt/ D f  .  dt/ D fsmC1 ! s , this can be written as

0
Hess.h/ D .h/.h ; i˙  dh ˝ dh/ C hT ; iA: (1.206)


Introducing  D hT ; i, a similar reasoning shows that  and h are related by

the formula

rh D T  ; (1.207)

which implies

jrhj2 D 1   2 I (1.208)

these formulas will be repeatedly used, e.g., in the study of the geometry of
hypersurfaces in warped products (see Chap. 7).
56 1 A Crash Course in Riemannian Geometry

Many classical spaces can be described as warped products. Let us consider

for instance pseudohyperbolic manifolds (see Tashiro [263]): they are obtained as
warped product spaces of the form R  P, where the warping function  is a
positive solution, for some c < 0,of
p the ordinary differential
p equation 00 C c D 0
ct
on R. Thus, either .t/ D cosh ct or .t/ D e (note that if P is Ricci
flat then R  P is Einstein with negative Ricci curvature, and if P is flat then
R  P is a negatively curved space form). Tashiro terminology is due to the fact
that with suitable choices of the fiber we obtain representatives of the hyperbolic
space; to realize this (and for more details we refer to Montiel [194]), we look at
the hyperbolic space HmC1 of constant sectional curvature 1 as a hypersphere in
the Lorentz-Minkowski space (see Sect. 9.2 in Chap. 9), precisely as a connected
component of the hyperquadric
˚ 
x 2 RmC2
1 ; hx; xiL D 1 ;

where h ; iL is the standard Lorentzian product in RmC2 . If we fix a 2 RmC2 and

consider the closed conformal vector field on HmC1

Tx D a C ha; xiL x:

Depending on the causal character of a we have different foliations of HmC1 , and

hence different descriptions of it (or part of it) as a warped product: namely, if a
is lightlike the hyperbolic space is foliated by horospheres and it can be viewed as
R et Rm ; if a is spacelike the vector field T generates a foliation of HmC1 by means
of totally geodesic hyperplanes and it can be represented as the warped product
R cosh t Hm . In the last case, that is, when a is timelike, the hyperbolic space minus
a point (say o) is foliated by spheres and HmC1 n fog can be described as the warped
product RC sinh t Sm , of course with metric

h ; i D dt2 C sinh2 td 2 on HmC1 n fog;

where d 2 is the standard metric on Sm of constant sectional curvature 1. Due to

the properties of the function sinh t at the origin, that is, .sinh t/.2k/ .0/ D 0 for
k D 1; 2; : : : and sinh 0 D 0, .sinh/0 .0/ D 1, the metric above can be smoothly
extended also to the point o, giving rise to the usual metric of the hyperbolic space
of constant negative sectional curvature 1.
This latter structure is in fact a model in the sense of Greene and Wu [129],
according to the following
Definition 1.1 A model Mg is a Riemannian manifold of dimension m 2 with a
pole o such that its metric h ; i can be represented on Mg n fog D .0; a/  Sm1 , for
some a 2 .0; C1, in the form

h ; i D dr2 C g.r/2 d 2 ; (1.209)

1.8 Warped Products 57

where, as above, d 2 is the standard metric on Sm1 and g 2 C1 .Œ0; a// satisfies
g > 0 on .0; a/, g.0/ D 0, g0 .0/ D 1 and g.2k/ .0/ D 0 for k D 1; 2; : : :.
Note that the metric extends smoothly to Mg and it is complete if and only if a D
C1.
Thus, for instance, Rm can be described as the model Mg with a D C1, g.r/ D r
while the hyperbolic space Hm can be viewed as a model as we did above. Let now
Mg be given by Mg n f0g D .0; /  Sm1 and metric h ; i D dr2 C sin2 rd 2 ; this
represents the standard punctured sphere , for instance at the North pole, as a model.
Clearly the geometry of Mg outside the pole o is described as that of the
corresponding warped product, and the description can be easily extended to the
pole. We shall however only be interested in the following special formulas whose
proof is left to the interested reader. On the model Mg we have

g0 .r/
Hess.r/ D fh ; i  dr ˝ drg on Mg n fog (1.210)
g.r/

from which, tracing, we obtain

g0 .r/
r D .m  1/ on Mg n fog: (1.211)
g.r/

Sometimes we will use also that

g00
Mg
Krad D  ; (1.212)
g
g00
Mg
Ric .rr; rr/ D .m  1/ ; (1.213)
g
vol .@BR / D !m gm1 .R/; (1.214)
Z R
vol.BR / D !m g.t/m1 dt; (1.215)
0

where !m is the volume of the unit sphere in Rm and where, from now on, BR D
BR .o/ denotes the geodesic ball of radius R centered at the chosen origin o of the
manifold, and @BR D @BR .o/ its boundary.
Occasionally we will consider on a model also less regular (that is, nonsmooth)
metrics, for instance those obtained by requiring g 2 C2 .Œ0; a//, g > 0 on .0; a/,
g.0/ D 0, g0 .0/ D 1.
The real usefulness of models consists basically in two of their aspects, which
are indeed interrelated. The first is that models, due to their structure, are very
manageable to provide simple examples and counterexamples. The second is that,
because of (1.212), given a function G.r/ that we can think as a lower or an upper
bound for the sectional curvatures or for the Ricci tensor of a manifold, we can
58 1 A Crash Course in Riemannian Geometry

easily construct a model having that curvature by solving the Cauchy problem
(
g00  G.r/g D 0
g.0/ D 0; g0 .0/ D 1

and guaranteeing the positivity of its solution at least on an interval .0; a/ depending,
of course, on the behaviour of G.r/. We will go back to this in Sect. 1.9.1, where we
shall deal with comparison results.

1.9 Comparison Results

We recall a few facts on the cut locus and the Riemannian distance function that will
be repeatedly used in the sequel, referring to Chavel’s book ([71] or [44] for proofs
and further details).
Let o be a point in the complete manifolds .M; h ; i/, and let  be a geodesic
issuing from o. It is known that  is locally minimizing. A point q in the image of
 is said to be a cut point for o along  if  minimizes the distance from o to q,
but ceases to be minimizing beyond q. The set of cut points of o along geodesic
emanating from o is the cut locus of o, and is denoted by cut.o/. It turns out that
cut.o/ is a closed set of measure zero with respect to the Riemannian measure, and
that the set Do D M n cut.o/ is an open starshaped domain, which is in fact the
maximal domain of the normal geodesic coordinates centered at o. At the tangent
space level, we say that v is in the tangent cut locus of o, Cut.o/, if the geodesic v
with initial velocity v minimizes distances for t 2 Œ0; 1 and does not minimize
distances for t > 1. Thus cut.o/ is the image of Cut.o/ under the exponential
map expo , the set Eo D ftv 2 To M W v 2 Cut.o/; 0  t < 1g, is the maximal
starshaped domain with respect to o on which expo is a diffeomorphism, and finally
Do D expo .Eo /. Moreover if r.x/ denotes the Riemannian distance function from o,
namely, r.x/ D distM .x; o/ D j exp1 .x/j, then r.x/ is smooth on Do n fog.
Following Bishop [48] we say that q is an ordinary cut point for o if there are two
or more minimizing geodesics joining o and q. Cut points which are not ordinary
are said to be singular.
Bishop proves that ordinary cut points are dense in cut.o/ ([48], Main Theorem).
Since it is easily verified that the distance function r.x/ is not C1 at ordinary cut
points (see [48], Proposition), we deduce that if r.x/ is smooth on the punctured
ball BR .o/ n fog, then BR .o/ \ cut.o/ D ;.
We recall that, given p 2 M, the injectivity radius of p in M , injM .p/, is given by
dist .p; cut.p//. Clearly in BinjM .p/ .p/ n fpg the distance function r.x/ D dist .x; p/ is
smooth. Later on we shall occasionally use regular balls: with this terminology
we mean a geodesic ball BR .p/ such that BR .p/ \ cut.p/ D ; and for which
˚ 1 
max 0; supBR .p/ K 2 < 2R , where K are the sectional curvatures of M at points
of BR .p/. For more details we refer to [44].
1.9 Comparison Results 59

1.9.1 The Laplacian Comparison Theorem

Now we show how (1.116) is the starting point to derive the classical Laplacian
comparison theorem without using Jacobi fields. Fix a reference point o in .M; h ; i/,
and let  be a minimizing geodesic parameterized by arclength issuing from o; we
adopt the standard notation P to denote the tangent vector of  . Note that, since 
is a geodesic, we have rP P D 0. We define a unit vector field Y ? P along  by
parallel translation (see e.g. [170]); note that .t/ is an
˚ integral
 curve of rr, that
is, P .t/ D .rr/..t//. To perform calculations we let  i be a local orthonormal
coframe and fei g its dual frame. Then

dr D ri  i and Y D Y j ej :

By Gauss lemma (see for instance [102]) jrrj2 D ri ri  1 and covariantly

differentiating we obtain

ri rij D 0; j D 1; : : : m: (1.216)

Therefore

Y j rij ri D 0:

Differentiating again the latter equation and using the fact that Y is parallel yields

ri Y j rijk C rij rik Y j D 0I

hence, if P D P k ek , since rijk D rjik ,

rist Y i P s Y t D rij rik Y j Y k : (1.217)

Now in formula (1.116) we take u.x/ D r.x/ to deduce

rijk P k Y j Y i  rist Y i P s Y t D Rijkt Y i P j Y k P t : (1.218)

Thus, inserting (1.217) into (1.218), we get

rijk P k Y j Y i C rij rik Y j Y k D Rijkt Y i P j Y k P t : (1.219)

Now we define the .1; 1/-version of the Hessian, hess, as the tensor field of type
.1; 1/ such that, if u is a sufficiently smooth function and X and Y are smooth vector
fields,

hhess .u/.X/; Yi D Hess .u/.X; Y/:

60 1 A Crash Course in Riemannian Geometry

Note that we can also write hess.u/.X/ D Hess.u/.X; /] , see Remark 1.3. Thus we
have

hess.r/.Y/ D rY rr;

so that

Hess .r/.Y; X/ D hhess.r/.Y/; Xi:

Having set

hess2 .r/.Y/ D hess.r/.hess.r/.Y//;

we define
˝ ˛
Hess2 .r/.Y; X/ D hess2 .r/.Y/; X :

Then, since rP Y D 0, (1.219) can be reinterpreted in the form

d
.Hess .r/. /.Y; Y// C Hess2 .r/. /.Y; Y/ D K .Y ^ P /: (1.220)
dt
Note that (1.216) rewrites as

hess.r/.rr/  0: (1.221)

We sum (1.220) over an orthonormal basis fY i g (i D 2; : : : ; m) of P ? (where P ? is

the orthogonal complement of P ) and use (1.221) to get

d
.r/. / C jHess .r/j2 . / D  Ric.rr; rr/. /: (1.222)
dt
Thus, using Newton’s inequality

.r/2
jHess .r/j2 ;
m1
we obtain

d .r ı  /2
.r ı  / C   Ric.rr ı ; rr ı  /: (1.223)
dt m1

In the literature, Ric.rr; rr/ is called the radial Ricci curvature.

It follows that, assuming

Ric.rr; rr/ .m  1/G.r/ (1.224)

1.9 Comparison Results 61

for some function G 2 C0 .Œ0; C1//,

d .r ı  /2
.r ı  / C  .m  1/G.t/: (1.225)
dt m1
p
p @ g p
Now we recall that r D . g.r; u//1 @r (see for instance [71]), where g is
the square root of the determinant of the metric in polar geodesic coordinates .r; u/
p
centered at o. Also, g D detG .r; u/ where G .r; u/ is the matrix solution of the
differential equation in u?  To M

G 00 .r; u/ C R.r; u/G .r; u/ D 0;

satisfying the initial conditions G .0; u/ D 0, G 0 .0; u/ D Id, and R.r; u/ is the
composition of the curvature operator at expo .ru/ with parallel translation along the
geodesic u .t/ D expo .tu/ (see again [71, p. 114]). Thus

G .r; u/ D r Id CO.r2 / and G 0 .r; u/ D Id CO.r/

and we conclude that

m1
r D log.detG /0 D Tr.G 0 G 1 / D C O.r/: (1.226)
r

Hence, having set '.t/ D r ı  , using (1.225) and (1.226) and again the fact
that  is parameterized by arclength we deduce that, under assumption (1.224),
8
ˆ
ˆ 0 '.t/2
< ' .t/ C  .m  1/G.t/;
m1
(1.227)
ˆ
:̂ '.t/ D m  1 C o.1/ as t ! 0C :
t
Of course, in order to make sense from the analytical point of view, (1.227) has to
be interpreted with the image of  inside of the domain Do of the normal geodesic
coordinates centered at o, or, in other words, outside the cut locus of o. To analyze
(1.227) we now need two simple calculus lemmas.
Lemma 1.4 Let G 2 C0 .Œ0; C1// and let '; 2 C2 ..0; C1// \ C1 .Œ0; C1// be
solutions of the problems:
( (
' 00  G'  0 00
G 0
.i/ I .ii/ (1.228)
0
'.0/ D 0 .0/ D 0; .0/ > 0:
62 1 A Crash Course in Riemannian Geometry

0
If '.r/ > 0 for r 2 .0; T/ and .0/ ' 0 .0/, then .r/ > 0 in .0; T/ and

'0 0
 ; ' on .0; T/: (1.229)
'

Proof Since 0 .0/ > 0, > 0 in a neighborhood of 0. We observe in passing that

if G is assumed to be nonnegative, then, integrating (1.228) (ii), we have
Z r
0 0
.r/ .0/ C G.s/ .s/ ds;
0

so that 0 is positive in the interval where 0, and we conclude that, in fact,

> 0 on .0; C1/. In the general case, where no assumption is made on the sign
of G, we let

ˇ D sup ft W > 0 in .0; t/gI

D min fˇ; Tg:

0
The function '  ' 0 2 C0 .Œ0; C1// vanishes in r D 0, and it satisfies
0
. ' ' 0 /0 D 00
' ' 00 0

0
in .0; /. Thus, ' ' 0 0 on Œ0; /, and, dividing through by ' , we deduce
that
0
'0
in .0; /:
'

Integrating between " and r, with 0 < " < r < , yields

'."/
'.r/  .r/
."/

and, since

'."/ ' 0 .0/

lim D 0  1;
"!0C ."/ .0/

we conclude that in fact

'.r/  .r/ in Œ0; /:

Since ' > 0 in .0; T/ by assumption, this in turn forces D T, for, otherwise,
D ˇ < T and we would have '.ˇ/ > 0, while, by continuity, .ˇ/ D 0, a
contradiction. t
u
1.9 Comparison Results 63

Lemma 1.5 Let G 2 C0 .RC 1

0 / and let gi 2 C ..0; Ti //, i D 1; 2 be solutions of the
Riccati differential inequalities

g21 g22
.i/ g01 C  ˛G  0I .ii/ g02 C  ˛G 0 (1.230)
˛ ˛
satisfying the condition
˛
gi .t/ D C O.1/ as t ! 0C (1.231)
t

for some ˛ > 0. Then T1  T2 and g1 .t/  g2 .t/ in .0; T1 /.

Proof Since e gi D ˛ 1 gi satisfy the conditions in the statement with ˛ D 1, without
loss of generality we assume ˛ D 1. Observe that the functions gi .s/ 1s are bounded
and integrable in a neighborhood of s D 0, thus we define 'i 2 C2 ..0; Ti // \
C1 .Œ0; Ti // on Œ0; Ti /, by setting
Rt 1
'i .t/ D te 0 .gi .s/ s / ds :

Then 'i .0/ D 0, 'i > 0 on .0; Ti / and straightforward computations show that

'i0 .t/ D gi .t/'i .t/; 'i0 .0/ D 1

and

'100  G'1 on .0; T1 /I

'200 G'2 on .0; T2 /:

'10 '20
An application of Lemma 1.4 shows that T1  T2 and g1 D '1  '2 D g2 on
.0; T1 /, as required. t
u
We are now ready to prove the next Laplacian comparison theorem, which is a
simplified (but sufficient for our purposes) version of that appearing in [183]:
Theorem 1.2 Let .M; h ; i/ be a complete manifold of dimension m 2. Having
fixed a reference point o 2 M, let r.x/ D distM .x; o/. Assume that the radial Ricci
curvature Ric.rr; rr/ of M satisfies

Ric.rr; rr/ .m  1/G.r/ (1.232)

for some nonnegative function G 2 C0 .RC 2 C

0 /. Let h 2 C .R0 / be a solution of the
problem
(
h00  Gh 0
(1.233)
h.0/ D 0; h0 .0/ D 1:
64 1 A Crash Course in Riemannian Geometry

Then the inequality

h0 .r.x//
r.x/  .m  1/ (1.234)
h.r.x//

holds pointwise on Mn.fog [ cut.o// and weakly on all of M.

Proof Fix any x 2 Mn.fog [ cut.o// and let  W Œ0; l ! M be a minimizing
geodesic from o to x parameterized by arclength. We then arrive to (1.227), where
0
the differential inequality is in .0; l. Since g D .m  1/ hh satisfies

g.t/2
g0 .t/ C .m  1/G.t/ on RC (1.235)
m1
and (1.231) with ˛ D m  1, an application of Lemma 1.5 to (1.227) and (1.235)
gives

h0 .t/
'.t/  .m  1/ in .0; l:
h.t/

Thus, in particular, since .l/ D x and r.x/ D l,

h0 .r.x//
r.x/  .m  1/ ;
h.r.x//

showing the validity of (1.234) pointwise within the cut locus. It remains to show
the validity of (1.234) weakly in all of M, which is guaranteed by the following
Lemma. t
u
Lemma 1.6 Set Do D Mn cut.o/ and suppose that

r  ˛.r/ pointwise on Do nfog; (1.236)

for some ˛ 2 C0 ..0; C1//. Let v 2 C2 .R/ be nonnegative and set u.x/ D v.r.x//
on M. Suppose either

.i/ v 0  0 or .ii/ v 0 0: (1.237)

Then we respectively have

.i/ u v 00 .r/ C ˛.r/v 0 .r/I .ii/ u  v 00 .r/ C ˛.r/v 0 .r/ (1.238)

weakly on M.
Proof Let Eo be the maximal star-shaped domain in To M on which expo is a
diffeomorphism onto its image Do , so that we have cut.o/ D @.expo .Eo //. Since
1.9 Comparison Results 65

˚ 
Eo is a star-shaped domain, we can exhaust Eo by a family Eon of relatively
n
compact, star-shaped domains with smooth boundary such that Eo  EonC1 . We
set Dno D expo .Eon / so that
n [
Do  DnC1
o and Dno D Do :
n

The fact that each Eon is star-shaped implies

hrr; n i > 0 on @Dno ; (1.239)

where n denotes the outward unit normal to @Dno . Now we assume the validity of
(1.237) (i). Since r 2 C1 .Dno nfog/, computing we get

u v 00 C ˛.r/v 0 pointwise on Dno nfog: (1.240)

Let 0  ' 2 Cc1 .M/, where Cc1 .M/ denotes the set of smooth function with
compact support on M. We claim that, for each n,
Z Z
u' .v 00 C ˛.r/v 0 /' C "n ;
Dno Dno

where "n ! 0 as n ! C1. Since M D Do [ cut.o/ and cut.o/ has measure 0,

inequality (1.238) (i) will follow by letting n ! C1. To prove the claim we fix
ı > 0 small and we apply the second Green formula (see e.g. [71]) on Dno nBı .o/ to
obtain
Z Z Z
u' D 'u  .'hru; n i  uhr'; n i/; (1.241)
Dno nBı .o/ Dno nBı .o/ @Dno n@Bı .o/

where n is the outward unit normal to @Dno n@Bı .o/. We note that, according to
(1.237) (i) and (1.239),

hru; n i D v 0 .r/hrr; n i  0 on @Dno :

Using this, (1.239) and (1.241) we deduce

Z Z
u' .v 00 C ˛.r/v 0 /' C "n C Iı ;
Dno Dno
66 1 A Crash Course in Riemannian Geometry

with
Z
"n D uhr'; n i;
@Dno
Z Z
 

Iı D u'  v 00 C ˛.r/v 0 '  Œuhr'; n i  'hru; n i:

Bı .o/ @Bı .o/

Clearly, Iı ! 0 as ı # 0C ; on the other hand, since ' 2 Cc1 .M/ and cut.o/ has
measure 0, using the divergence and Lebesgue theorems we see that, as n ! C1,
Z Z Z
"n D div.ur'/ ! div.ur'/ D div.ur'/ D 0:
Dno Do M

This proves the claim and the validity of (1.238) (i). The case (1.237) (ii) and (1.238)
(ii) can be dealt with in a similar way. t
u
Remark 1.17 We note that, for the above proofs to work, it is not necessary that
(1.232) holds on the entire M: instead, for instance, if (1.232) is valid on BR .o/, then
(1.234) holds on BR .o/n.fog [ cut.o// and weakly on BR .o/.
We derive here another consequence of the differential inequality (1.223).
Let Do D M n cut .o/ and x 2 Do n fog. We set ' D r ı  , where  W Œ0; r.x/ !
M is a unit speed minimizing geodesic from o to x. Then inequality (1.223) can be
rewritten as

'.t/2
' 0 .t/ C C Ric .P ; P /.t/  0 on Œ0; r.x/: (1.242)
m1
Furthermore we know from (1.227) that

1 1
'.t/ D C o.1/ as t ! 0C : (1.243)
m1 t
Defining
Rt  '.s/ 1

m1  s ds
u.t/ D te 0
(1.244)

on Œ0; r.x/, u is well defined because of (1.243) and a simple computation using
(1.242) gives

Ric .P ; P /
u00 C u0 on Œ0; r.x/: (1.245)
m1
1.9 Comparison Results 67

Next, we let h 2 C1 .Œ0; r.x// be such that h.0/ D 0 D h.r.x//. Since u > 0 on
0
.0; r.x/, the function h2 uu is well defined on .0; r.x/. Differentiating, using (1.245)
and Young’s inequality we get
   0 2
u0 0 Ric .P ; P / 2 u u0
h2  h  h2 C 2hh0
u m1 u u
Ric .P ; P / 2  0 2
 h C h :
m1

Fix " > 0 sufficiently small; integration of the above inequality on Œ"; r.x/ gives
Z r.x/ 
u0 ."/ 2 Ric .P ; P / 2
h2 ."/  h0  h :
u."/ " m1

Since h."/ D A" C o."/ as " ! 0C for some A 2 R, letting " ! 0C we obtain
Z r.x/  2 Ric .P ; P / 2
h0  h 0; (1.246)
0 m1

that is, minimizing geodesics are stable.

Note that the above inequality can be extended to any x 2 M using “Calabi trick”
(see Lemma 2.1 in Chap. 2). Indeed, suppose that x 2 cut.o/; translating the origin
to o" D ."/ so that x 62 cut.o/"/, using the triangle inequality and, finally, taking
the limit as " ! 0, one checks that (1.246) holds also in this case.
Inequality (1.246) will be repeatedly used in Chap. 8.

1.9.2 The Bishop-Gromov Comparison Theorem

We now show how to get from the previous results a (somewhat generalized) version
of what is known in the literature as the Bishop-Gromov comparison theorem (see
also [44]). We recall that vol BR .o/ and vol @BR .o/ denote the volume of the geodesic
ball BR .o/ and of its boundary @BR .o/, respectively.
Theorem 1.3 Let .M; h ; i/ be a complete, m-dimensional Riemannian manifold
satisfying

Ric .rr; rr/ .m  1/G.r/ on M (1.247)

68 1 A Crash Course in Riemannian Geometry

for some G 2 C0 .RC 2 C

0 /, G 0, where r.x/ D dist.x; o/. Let h 2 C .R0 / be the
nonnegative solution of the problem
(
h00  G.t/h D 0
(1.248)
h.0/ D 0; h0 .0/ D 1:

Then, for almost every R > 0, the function

vol @BR .o/

R 7! (1.249)
h.R/m1

is nonincreasing, and

vol @BR .o/  !m h.R/m1 ; (1.250)

where !m is the volume of the unit sphere in Rm . Moreover,

vol BR .o/
R 7! R R (1.251)
m1 dt
0 h.t/

is a nonincreasing function on RC .
Since it will be used in the proof of Theorem 1.3, and also in the next chapters, we
first recall the useful coarea formula.
We denote by W 1;1 .M/ the Sobolev space consisting of functions in L1 .M/ with
(weak) gradient in L1 .M/. We also denote by @˝tu the t-level set (t 2 R) of a function
u on M, i.e. @˝tu D fx 2 Mju.x/ D tg. Following Schoen and Yau (see [252, p. 89])
we state the following
Proposition 1.6 Let M be a compact Riemannian manifold with boundary and u 2
W 1;1 .M/. For any nonnegative measurable function v on M the following formula
holds:
Z Z C1 Z 
v
vD du dt; (1.252)
M 1 @˝tu jruj

where du is the .m  1/-dimensional Hausdorff measure of @˝tu .

For a proof see the classical [117]. Note that, in particular, if u.x/ D r.x/ D
distM .x; o/, Eq. (1.252) becomes Fubini’s formula
Z Z D Z 
vD v dt; (1.253)
M 0 @Bt .o/

where D D supM r.x/.

1.9 Comparison Results 69

Proof (of Theorem 1.3) In case o is a pole of M (see [129]) one integrates the
divergence of the radial vector field

X D h.r.x//mC1 rr

on concentric balls BR .o/, and uses the divergence and Laplacian comparison the-
orems. However, in general, objects are nonsmooth and inequalities are interpreted
in the sense of distributions. Therefore, some extra care is needed. The Laplacian
comparison theorem asserts that

h0 .r.x//
r.x/  .m  1/ (1.254)
h.r.x//

pointwise on the open, star-shaped, full measured set Mn cut.o/ and weakly on all
of M. Thus, for each 0  ' 2 Lipc .M/,
Z Z
h0 .r.x//
 hrr; r'i  .m  1/ ': (1.255)
h.r.x//

For " > 0 fixed, consider the radial cut-off function

'" .x/ D " .r.x//h.r.x//mC1 ; (1.256)

where, for 0 < s < R, " is the piecewise linear function

8
ˆ
ˆ 0; if t 2 Œ0; s/
ˆ
ˆ
ˆ
ˆ
< " ;
ˆ if t 2 Œs; s C "/
ts

" .t/ D 1; if t 2 Œs C "; R  "/ (1.257)

ˆ
ˆ
ˆ
ˆ
ˆ " ; if t 2 ŒR  "; R/
Rt
ˆ
:̂0; if t 2 ŒR; C1/:

Note that

R"; R s; sC" h0 .r.x//
r'" D  C  .m  1/ " h.r.x//mC1 rr;
" " h.r.x//

for almost all x 2 M, where s; t is the characteristic function of the annulus
Bt .o/nBs .o/. Therefore, using '" into (1.255) and simplifying, we get
Z Z
1 mC1 1
h.r.x//  h.r.x//mC1 :
" BR .o/nBR" .o/ " BsC" .o/nBs .o/
70 1 A Crash Course in Riemannian Geometry

Using the coarea formula (1.252) we deduce that

Z Z
1 R
1 sC"
vol.@Bt .o// h.t/mC1 dt  vol.@Bt .o// h.t/mC1 dt
" R" " s

and, letting " # 0,

vol.@BR .o// vol.@Bs .o//

m1
 (1.258)
h.R/ h.s/m1

for almost all 0 < s < R. Letting s ! 0 and recalling that h.s/  s and vol.@Bs / 
!m sm1 as s ! 0 (which can be deduced, for instance, integrating Eq. (1.226) on
a geodesic ball and using the divergence theorem and Gauss lemma), we conclude
that, for almost any R > 0,

vol @BR .o/  !m h.R/m1 :

To prove the second statement we note that, as observed in [74], for generalR real
t
f .t/ f
valued functions f .t/ 0, g.t/ > 0, if t 7! g.t/
is decreasing, then t 7! R 0t
g
is
0
decreasing. Indeed, since f =g is decreasing, if 0 < s < R
Z Z Z Z Z Z Z Z Z Z
s R s
f R
f .s/ s R s R
f s R
f gD g g g g g g D g f
0 s 0 g s g.s/ 0 s 0 s g 0 s

whence
Z s Z R Z s Z s Z s Z R Z s Z s Z s Z R Z s Z R
f gD f gC f g f gC g f D g f:
0 0 0 0 0 s 0 0 0 s 0 0

In particular, applying this observation to (1.258) and using the coarea formula
(1.252) we deduce that

vol Bs .o/
s 7! R s m1 dt
0 h.t/

is decreasing, concluding the proof. t

u
Remark 1.18 The same argument will be applied in the proof of Proposition 8.10
on solitons.
To have a more precise idea of the estimates on vol @BR .o/ and vol BR .o/ that
we can get via Theorem 1.3 we conclude with the following analytical result whose
proof can be found in [44]:
1.9 Comparison Results 71

Proposition 1.7 Assume h is a solution of

(
h00  B2 .1 C r2 /ı=2 h D 0
h.0/ D 0; h0 .0/ D 1

for some constants B > 0 and ı 2. Set

(
B; if ı > 2
B0 D 1
p
.1 2
C 1 C 4B /; if ı D 2:
2

Then,

h0
.r/  B0 rı=2 .1 C o.1// as r ! C1:
h
Moreover, there exists a constant C > 0 such that for r > 1
8  0 
2B
ˆ
ˆ exp 2Cı .1 C r/1Cı=2 if ı 0
<  
h.r/  C rı=4 exp 2B0
r1Cı=2 if  2 < ı < 0
ˆ 2Cı
:̂ B0
r if ı D 2:

1.9.3 The Hessian Comparison Theorem

For the sake of completeness we recall here the following Hessian comparison
theorem; our discussion follows closely the one in [44]. Recall that the radial
sectional curvature Krad of a manifold is the sectional curvature of a 2-plane
containing rr.
Theorem 1.4 Let .M; h ; i/ be a complete manifold of dimension m. Having fixed
a reference point o 2 M, let r.x/ D distM .x; o/, and let Do D M n cut.o/
 be the
domain of the normal geodesic coordinates centered at o. Given G 2 C0 RC0 , let h
be the solution of the Cauchy problem
( (
h00  Gh 0 h00  Gh  0
.i/ or .ii/ (1.259)
h.0/ D 0; h0 .0/ D 1; h.0/ D 0; h0 .0/ D 1;

and let I D .0; R0 /  RC be the maximal interval where h is positive. If the radial
sectional curvature of M satisfies

Krad G.r.x// on BR0 .o/; (1.260)

72 1 A Crash Course in Riemannian Geometry

then

h0 .r.x//
Hess .r/.x/  fh ; i  dr ˝ drg (1.261)
h.r.x//

on .Do n fog/ \ BR .o/ in the sense of quadratic forms, where h solves (i). On the
other hand, if

Krad  G.r.x// on BR0 .o/; (1.262)

then

h0 .r.x//
Hess .r/.x/ fh ; i  dr ˝ drg; (1.263)
h.r.x//

on .Do n fog/ \ BR .o/ in the sense of quadratic forms, where h solves (ii).
Remark 1.19 By taking traces in Theorem 1.4 we immediately obtain the corre-
sponding estimates for r. However, as we have seen in Theorem 1.2, the estimate
from above for the Laplacian of the distance function holds under the weaker
assumption that the radial Ricci curvature (and not the full radial sectional curvature)
is bounded from below by .m  1/G.r.x//. Furthermore the estimate in this latter
case can be extended, in weak form, to the entire manifold. This is not the case for
the above estimates on Hess .r/.
To prove Theorem 1.4 we first need some results concerning comparison theory
for Riccati equations in the matrix-valued setting.
Let E be a finite dimensional vector space endowed with an inner product h ; i and
induced norm jj  jj, and let S.E/ be the space of self-adjoint linear endomorphism of
E. We say that A 2 S.E/ satisfies A 0 if A is positive semi-definite; analogously,
we say that A  B if B  A is positive semi-definite. We denote with I 2 S.E/ the
identity transformation. The following comparison result is due to Eschenburg and
Heintze [114].
Theorem 1.5 Let Ri W RC 0 ! S.E/, i D 1; 2, be smooth curves, and assume that
R1  R2 . For each i, let Bi W .0; si / ! S.E/ be a maximally defined solution of the
matrix Riccati equation

B0i C B2i D Ri :

Suppose that U D B2  B1 can be continuously extended at s D 0 and U.0C / 0.

Then

s1  s2 and B1  B2 on .0; s1 /:

Furthermore, d.s/ D dim ker U.s/ is nonincreasing on .0; s1 /. In particular, if

B1 .e
s/ D B2 .e
s/, then B1  B2 on .0;e
s/.
1.9 Comparison Results 73

Proof Set s0 D min fs1 ; s2 g and observe that , on .0; s0 /, U D B2  B1 satisfies

(
0 S D R2  R1 0
U D UX C XU C S; where (1.264)
X D  12 .B2 C B1 /:

We claim that X is bounded from above near s D 0. Indeed, by the Riccati equation
B0i  Ri , hence for every unit vector x 2 E the function i .s/ D hBi .s/x; xi satisfies
0i  hRi .s/x; xi  jjRi .s/jj  C, where the last inequality follows since Ri is
bounded on Œ0; s0 . Integrating on some Œs;e
s  .0; s0 /,

i .s/ C.e
s  s/ C i .e
s/ Ce
s  jjBi .e
s/jj

independently on x. Therefore, each Bi is bounded from below as s ! 0, and thus

there exists a > 0 such that X  aI near s D 0, as claimed. The solution U of (1.264)
can be computed via the method of the variation of constants. First, fix es 2 .0; s0 /
and consider the solution of the Cauchy problem
(
g0 D Xg
s/ D I;
g.e

where I 2 S.E/ is the identity. Then, g is nonsingular on .0; s0 /: indeed, its inverse
is given by the function gN satisfying gN 0 D NgX, gN .e
s/ D I. The general solution U of
(1.264) is thus

U D gV Tg; (1.265)

where V W .0; s0 / ! S.E/ is the general solution of

 1 
V 0 D g1 S T
g :

Since S 0, we deduce V 0 0. Hence, for every fixed x 2 E, hV.s/x; xi W .0; s0 / !

R is nondecreasing. This shows that the pointwise limit hV.0/x; xi exists, possibly
infinite. We claim that hV.0/x; xi is finite, hence V.0/ can be defined by polarization.
Furthermore, we shall show that V.0/  0. Towards this aim, from (1.265) and
setting, for notational convenience, h D T g1 ,
D  1 E ˝     ˛
hVx; xi D g1 U Tg x; x D U T g1 x; T g1 x D hUhx; hxi; (1.266)

so that

jhVx; xij  jjUjj  jjhxjj2 :

74 1 A Crash Course in Riemannian Geometry

Since, by assumption, jjUjj is bounded as s ! 0, to prove that jhVx; xij is bounded

in a neighbourhood of zero we shall show that so is the function f .s/ D jjh.s/xjj2 .
Note that, by its very definition and the properties of g, h0 D Xh. Hence,
˝ ˛
f 0 .s/ D 2 h0 .s/x; h.s/x D 2hXh.s/x; h.s/xi 2af :

By Gronwall lemma, f cannot diverge as s ! 0C , as required. As a consequence,

for every sk ! 0 the set fyk g D fh.sk /xg  E is bounded. By compactness, up to a
subsequence yk ! y, for some y 2 E. Therefore, by (1.266)

hV.0/x; xi D lim hV.sk /x; xi D lim hU.sk /yk ; yk i D hU.0/y; yi 0;

k k

hence V.0/ 0. From V 0 0, we deduce V 0, thus by (1.265) U 0, as

desired. Since V is nonnegative and nondecreasing, so is dim ker U.s/ D d.s/, and
this conclude the proof. t
u
Now, using the notation of Sect. 1.9, let p 2 Do and let  W Œ0; r.x/ ! M be
the minimizing geodesic from o to p, so that r..s// D s and rr ı  ˚ D P for
every s. Fix a local orthonormal frame fei g around p, with dual coframe  i ; then
P D rr D ri ei , dr D ri  i and differentiating jrrj2 D ri ri D 1 we obtain (see
Eq. (1.216))

rij ri D 0; that is Hess.r/.rr; / D 0: (1.267)

A further covariant differentiation of (1.267) gives

rijk ri C rij rik D 0;

which can be rewritten using (1.115) and (1.116) as

0 D rijk ri C rij rik D rjik ri C rij rik D rjki ri C rt Rtjik C rij rik :

Contracting the above equation with two parallel vector fields X and Y along  and
perpendicular to rr we get

0 D rjki X j Y k ri C X j Y k rt ri Rtjik C rij rik X j Y k I

in Koszul notation, and using the symmetries of the curvature tensor (see (1.45)),
the above relation reads

0 D hr hess.r/.rr; X; Y/i C hhess.r/.X/; hess.r/.Y/i C hR.rr; X/Y; rri

(1.268)
D hr hess.r/.rr; X; Y/i C hhess.r/.X/; hess.r/.Y/i C hR.X; rr/rr; Yi:
1.9 Comparison Results 75

(compare with Eqs. (1.219) and (1.220)). Since hess.r/ is self-adjoint, denoting with
R the self-adjoint map

X 7! R .X/ D R.X; rr/rr; (1.269)

and with a prime the covariant differentiation along  , (1.268) becomes

˝  ˛
0 D .hess.r//0 C .hess.r//2 C R .X/; Y D 0 (1.270)

for each X; Y 2 rr? , parallel. Note that, by (1.267) and the properties of the
curvature tensor, both hess.r/ and R can be thought as endomorphisms of rr? .
Furthermore, for every unit vector X 2 rr? ,
˝ ˛
R .X/; X D K.X ^ rr/ D Krad .X/; (1.271)

that is, the sectional curvature of X ^ rr. Since X and Y are arbitrary, we have

.hess.r//0 C .hess.r//2 C R D 0 (1.272)

 
as a section of End rr? along  . By parallel translation, we can identify the fibers
of the vector bundle rr? ; indeed, if we consider an orthonormal basis fE
 i g  rr
?

of parallel vector fields along  , and we denote with B D .rij /, R D .R /ij the
representation of hess.r/jrr? and R in the basis fEi g, (1.272) becomes the matrix
Riccati equation

B0 C B2 C R D 0: (1.273)

Taking into account the asymptotic relation for K D fog (see [219]),

1
Hess.r/ D .h ; i  dr ˝ dr/ C o.1/ as s ! 0C ;
s
and B satisfies
(
B0 C B2 C R D 0 on .0; r.x/
(1.274)
1
B.s/ D s I C o.1/ as s ! 0C :

Now, assume either

.i/ Krad G.r/ or .ii/ Krad  G.r/;

 
for some G.r/ 2 C0 RC
0 . Henceforth, (i) (resp. (ii)) means that the inequality

K.˘ /.x/ G.r.x//

76 1 A Crash Course in Riemannian Geometry

(resp. ) holds for every 2-plane ˘ containing rr. Then, by (1.271), respectively

.i/ R G.s/I .ii/ R  G.s/I;

and by (1.273) this yields the following matrix Riccati inequalities:

(
B0 C B2  GI;
case .i/ W (1.275)
B.s/ D s1 I C o.1/ as s ! 0C I
(
B0 C B2 GI;
case .ii/ W (1.276)
B.s/ D s1 I C o.1/ as s ! 0C :

Now, consider a solution h to

(
h00  Gh 0
for .i/;
h.0/ D 0; h0 .0/ D 1
(
h00  Gh  0
for .ii/;
h.0/ D 0; h0 .0/ D 1

and assume that h is positive on some maximal interval I D .0; R0 /. Setting Bh D

.h0 =h/I we have that
(
B0h C B2h GI;
case .i/ W (1.277)
Bh .s/ D s1 I C o.1/ as s ! 0C I
(
B0h C B2h  GI;
case .ii/ W (1.278)
Bh .s/ D s1 I C o.1/ as s ! 0C :

By the matrix Riccati comparison Theorem 1.5, B  Bh when (i) holds, and B Bh
under assumption (ii). This yields the proof of Theorem 1.4.
Chapter 2
The Omori-Yau Maximum Principle

The aim of this chapter is to introduce the Omori-Yau and the weak maximum
principles. We begin with some analytical motivations of a general nature and we
then proceed to introduce the various concepts, results and related discussions. In
this process we follow a perspective quite different from the original approach
of Omori and Yau. Indeed, we introduce a function theoretic formulation of the
principle that does not tie it to curvature assumptions as in the pioneering works of
Omori [210] and Yau [279] (see for instance the statement of Theorem 2.4 below).
This formulation reaches a great advantage in applications as it will become crystal
clear from the geometric and analytic results contained in the subsequent chapters.
We then relax the original statement of the principle to obtain what we call the weak
maximum principle. This simple minded procedure, originally justified by some
geometric applications, leads to an unexpected bridge: the weak maximum principle
(for the Laplace-Beltrami operator ) on a possibly nongeodesically complete
manifold .M; h ; i/ is equivalent to stochastic completeness of the Brownian motion
(associated to ). This fact, beside the many applications, has a deep theoretical
value which however we do not exploit here. The introduction of the weak maximum
principle enables us also to shed light on the notion of parabolicity that we
present as a stronger version of the former. This well explain the often apparently
strange similarities between various phenomena linked, respectively, to stochastic
completeness and recurrence of the Brownian motion.
In Theorem 2.5 we give a sufficient condition for the validity of the Omori-Yau
maximum principle in terms of curvature conditions, thus involving the distance
function r from a fixed reference point o 2 M. We do this with the intent
to introduce, in this most simple case of the Hessian and the Laplace-Beltrami
operators, a technique to deal with the cut locus and with solutions in the weak
sense that we will address later on, when considering the very general family of
operators introduced in Chap. 3.

© Springer International Publishing Switzerland 2016 77

L.J. Alías et al., Maximum Principles and Geometric Applications,
Springer Monographs in Mathematics, DOI 10.1007/978-3-319-24337-5_2
78 2 The Omori-Yau Maximum Principle

2.1 Some Preliminary Considerations

Let u W Œa; b ! R be a continuous function. Then u attains its maximum u at

some point x0 2 Œa; b. If x0 2 .a; b/ and u has continuous second derivative in a
neighborhood of x0 , then

(i) u0 .x0 / D 0 and (ii) u00 .x0 /  0: (2.1)

It follows easily that, if u satisfies a differential inequality of the type

u00 .x/ C g.x/u0 .x/ > 0 (2.2)

on the open interval .a; b/, where g is any bounded function, then either x0 D a or
x0 D b. Otherwise one would get

0 < u00 .x0 / C g.x0 /u0 .x0 /  0:

Note, however, that if we relax (2.2) to the nonstrict inequality

u00 .x/ C g.x/u0 .x/ 0 (2.3)

on .a; b/, then the constant solutions u  c are admitted, and for such a solution
the maximum is attained at any point in Œa; b. The content of the usual maximum
principle is the fact that this exception is the only possible, and it is stated in the
following form.
Theorem 2.1 Let u W Œa; b ! R be a twice continuously differentiable function
satisfying

u00 .x/ C g.x/u0 .x/ 0

on .a; b/, where g is any bounded function. Then, u cannot have an interior
maximum in .a; b/, unless u is constant.
The argument, due to Hopf, to prove Theorem 2.1 is a tricky way to pass from the
nonstrict inequality (2.3) to the strict inequality (2.2) for a new function v properly
related to u. Then one concludes with the aid of the previous discussion (see, for
instance, Theorem 1 on page 2 in the classical book of Protter and Weinberger
[233]). Thus, the core of the maximum principle indeed relies on u.x0 / D u and
conditions (i) and (ii) in (2.1).
Substituting Œa; b  R with a compact Riemannian manifold M without
boundary, for any given function u 2 C2 .M/, there exists a point x0 2 M such
that

(i) u.x0 / D u ; (ii) jru.x0 /j D 0; and (iii) u.x0 /  0; (2.4)

2.1 Some Preliminary Considerations 79

where u D supM u < C1, or, more generally,

(i) u.x0 / D u ; (ii) jru.x0 /j D 0; and (iii)’ Hess .u/.x0 /  0; (2.5)

in the sense that

Hess .u/.x0 /.v; v/  0 for all v 2 Tx0 M:

As we know from Chap. 1, r,  and Hess stand here, respectively, for the gradient,
the Laplacian and the Hessian operators on the Riemannian manifold .M; h ; i/.
Following Yau, the validity of either (2.4) or (2.5) on M is called the usual maximum
principle (equivalently, the finite maximum principle). To immediately point out
its importance let us recall the following typical application in the context of
classical surface theory, that is, the proof that every compact surface in R3 has
an elliptic point, in other words, a point where the Gaussian curvature is positive
(see Corollary 5.1 and Proposition 5.1). In particular, no compact Riemannian
surface with nonpositive Gaussian curvature, for instance a minimal surface, can
be isometrically immersed into R3 .
Obviously, when M is not compact it is not always possible, given a continuous
function u W M ! R with u D supM u < C1, to find a point x0 2 M such
that u.x0 / D u . Nevertheless, if u W R ! R is a twice continuously differentiable
function with u < C1, then it is not difficult to realize the existence of a sequence
fxk gk2N  R with the following properties:

1 1 1
(i) u.xk / > u  ; (ii) ju0 .xk /j < ; and (iii) u00 .xk / <
k k k

for each k 2 N. More generally, given a twice continuously differentiable function

u W Rm ! R, m 1, with u < C1, there exists a sequence fxk gk2N  Rm such
that
1 1 1
(i) u.xk / > u  ; (ii) jru.xk /j < ; and (iii) u.xk / < (2.6)
k k k
for each k 2 N. The main idea to prove this result goes back to Ahlfors [1] and even
earlier, and it consists in considering a family of functions each of which attains a
maximum at some point of Rm and then apply the usual maximum principle. For
instance, to prove (2.6) we fix a sequence f"i g & 0C and define

ui .x/ D u.x/  "i jxj2 :

Clearly, ui takes its absolute maximum at some point xi 2 Rm , where

rui .xi / D 0 and ui .xi /  0:

80 2 The Omori-Yau Maximum Principle

Since in Rm we have rjxj2 D 2x and jxj2 D 2m, we obtain

ru.xi / D 2"i xi (2.7)

and

u.xi /  2m"i : (2.8)

On the other hand,

u.xi /  "i jxi j2 D ui .xi / ui .0/ D u.0/;

and therefore

"i jxi j2  u.xi /  u.0/  u  u.0/  C

for some positive constant C. It then follows that

s
C
jxi j  ;
"i

which jointly with (2.7) implies

p
jru.xi /j  2 C"i : (2.9)

To conclude, fix k 2 N. Then, there exists a point yk 2 Rm such that

1
u.yk / > u  :
2k
For every i 2 N we have

1
ui .xi / D u.xi /  "i jxi j2 ui .yk / D u.yk /  "i jyk j2 > u   "i jyk j2 ;
2k
that is,

1 1
u.xi / > u   "i jyk j2 C "i jxi j2 u   "i jyk j2 (2.10)
2k 2k
for every i 2 N. Choosing now i D ik sufficiently large such that

1 p 1 1
"ik jyk j2 < ; 2 C"ik < and 2m"ik < ;
2k k k
2.1 Some Preliminary Considerations 81

from (2.10), (2.9) and (2.8) it follows, respectively, that

1 1 1
u.xik / > u  ; jru.xik /j < and u.xik / < :
k k k
Therefore, the choice xk D xik completes the proof.
In the previous argument there are two important facts that need to be stressed.
The first is the equality

jxj2 D 2m;

which is tightly related to the geometry of Rm . The second is the linearity of

the Laplacian operator for which we have been able to perform the following
computation:

uk D u  "k jxj2 :

Of course, it is possible to reformulate (2.6) on an m-dimensional Riemannian

manifold M. In this general context, it is not difficult to see that if the manifold
is, for instance, complete then for any smooth function u 2 C2 .M/ with u < C1
one can always find a sequence of points fxk gk2N  M satisfying (i) and (ii) in (2.6).
This is a direct consequence of the following general fact.
Proposition 2.1 Let M be a Riemannian manifold and let u 2 C2 .M/ be such that
u < C1. Given " > 0, let y 2 M satisfy u.y/ > u  "2 and suppose that the
closed ball B" .y/ is compact. Then, there exists a point x 2 B" .y/ with the following
properties

(i) u.x/ u.y/; and (ii) jru.x/j  ":

For a geometric differential proof and the need of compactness of the closed ball
B" .y/ see [227, Proposition 1.7]. Here we will provide a different argument.
In Proposition 2.1 the alert reader has certainly recognized a form of the Ekeland
quasi-minimum variational principle (of course written in the form of a quasi-
maximum principle). We give here a simple proof due to Crandall, as reported in
[110, p. 444].
Theorem 2.2 Let .M; d/ be a complete metric space and u W M ! R an upper
semicontinuous function with u D supM u < C1. Fix "; ı > 0 and let y 2 M
satisfy

u.y/ u  ": (2.11)

Then, there exists x 2 M such that

(i) d.x; y/  ı,
(ii) u.x/ u.y/, and
(iii) for every z ¤ x, u.z/ < u.x/ C "ı d.x; z/.
82 2 The Omori-Yau Maximum Principle

Proof We define a sequence fxn g  M as follows. We set x0 D y and let us suppose

to have chosen xn . Then either
"
for each z ¤ xn ; u.z/ < u.xn / C d.xn ; z/; (2.12)
ı
and in this case we set xnC1 D xn or
"
there exists z ¤ xn such that u.z/ u.xn / C d.xn ; z/: (2.13)
ı
In this latter case we define
"
Sn D fz ¤ x W u.z/ u.xn / C d.xn ; z/g:
ı
Note that

u.xn / < sup u  u < C1

Sn

and therefore

u.xn /  sup u < 0:

Sn

We then choose xnC1 2 Sn such that

1 1 1
u.xnC1 / sup u C .u.xn /  sup u/ D u.xn / C sup u: (2.14)
Sn 2 Sn 2 2 Sn

We now show that the sequence fxn g is a Cauchy sequence. First we observe that
if (2.12) holds for a certain n0 , then xn D xn0 for each n n0 and the sequence is
clearly Cauchy. If this is not the case then (2.13) holds for each n. Then, according
to (2.13), we have
"
d.xn ; xnC1 /  u.xnC1 /  u.xn / for each n: (2.15)
ı
Let p n. Summing up, using (2.14) and the triangle inequality, we get
" " "
d.xn ; xp /  d.xn ; xnC1 / C    C d.xp1 ; xp /  u.xp /  u.xn /: (2.16)
ı ı ı

Thus the sequence fu.xn /g  R is nondecreasing and bounded above by u . It

follows that it converges and (2.16) yields that fxn g  M is a Cauchy sequence.
Completeness of .M; d/ implies that xn ! x 2 M as n ! C1. We show
that x satisfies items (i)–(iii) in the statement of the theorem. Since u is upper
2.1 Some Preliminary Considerations 83

semicontinuous and u.xn / is nondecreasing, we have

u.x/ lim sup u.xn / D lim u.xn / u.x0 / D u.y/;

n!C1 n!C1

proving (ii).
To prove (i), we chose n D 0 in (2.16) and we use (2.11) to get
"
d.y; xp /  u.xp /  u.y/  u  u.y/  ":
ı
Therefore

d.y; xp /  ı

and letting p ! C1 we deduce the validity of (i). Next, if (iii) were false there
would exist z ¤ x such that
"
u.z/ u.x/ C d.x; z/: (2.17)
ı
Letting p ! C1 into (2.16) we obtain
"
d.xn ; x/  u.x/  u.xn / (2.18)
ı
and therefore, using (2.17) and (2.18) we obtain
" " "
u.z/ u.x/ C d.x; z/ u.xn / C .d.xn ; x/ C d.x; z// u.xn / C d.xn ; z/;
ı ı ı
that is, z 2 Sn for each n.
On the other hand, from (2.14)

2u.xnC1 /  u.xn / sup u u.z/

Sn

for each n, and, letting n ! C1,

u.xn / ! ` and ` u.z/:

Since u is upper semicontinuous

u.x/ ` u.z/

contradicting (2.17). t
u
84 2 The Omori-Yau Maximum Principle

Remark 2.1 Often the conclusion of Theorem 2.2 is stated in the weaker form of
the validity of
(jj) u.x/ u.y/, and
(jjj) for every z ¤ x, u.z/ < u.x/ C "d.x; z/.
It can be proved, see [126], that if this conclusion is true for each upper semicontin-
uous function u W M ! R [ f1g, u 6 1, on a metric space .M; d/, then the
latter is necessarily complete.
We next provide, using Ekeland principle, that is Theorem 2.2, a proof of a
stronger form of the claim preceding Proposition 2.1.
Proposition 2.2 Let .M; h ; i/ be a complete manifold and u W M ! R a C1
function such that u D supM u < C1. Then, for every sequence fyn g  M
such that u.yn / ! u as n ! C1 there exists a sequence fxn g  M with the
properties
(i) u.xn / ! u ,
(ii) jru.xn /j ! 0 and
(iii) d.xn ; yn / ! 0
as n ! C1.
p
Proof For each n 2 N, let "n D u  u.yn / and ın D "n . If "n D 0 we choose
xn D yn , otherwise "n > 0 and by Theorem 2.2 there exists xn such that

.i/ u.yn /  u.xn /I .ii/ d.xn ; yn /  "n ; (2.19)

and
p
for every z ¤ xn ; u.z/ < u.xn / C "d.xn ; z/: (2.20)

Now fix v 2 Txn M, jvj D 1, and let  W .˛; ˛/ ! M, ˛ > 0, be the unit speed
geodesic such that .0/ D xn and P .0/ D v. We can assume to have chosen ˛
so small that  realizes the distance between .0/ and any other of its points and
furthermore .t/ ¤ .0/ for every t 2 .˛; ˛/, t ¤ 0. Let z D .t/ so that from
(2.20) we get
p p
u..t//  u..0// < "n d..t/; xn / D "n jtj:

Since u 2 C1 .M/, from here it follows immediately that

p
jhru.xn/; vij  "n

for every v 2 Txn M, jvj D 1, and therefore

p
jru.xn /j  "n : (2.21)

Now, letting n ! C1, "n ; ın ! 0 and (i)–(iii) follow from (2.19) and (2.21). t
u
2.1 Some Preliminary Considerations 85

Remark 2.2 Completeness of .M; h ; i/ cannot be avoided. Indeed, for M D Rm nf0g

with the induced Euclidean metric, the function u.x/ D ejxj on M is such that
1 D supM u D limjxj!0 ejxj , while limjxj!0 jruj.x/ D 1. See also Remark 2.1.
The following example shows that in general there might be no sequences
satisfying all the three conditions in (2.6) at the same time, and points to the fact
that some geometric conditions on M need to be imposed in order to obtain the
validity of the whole (2.6). The choice of the dimension m D 2 is made to simplify
the writing.
Example 2.1 Let Mg be the 2-dimensional model with metric given in polar
coordinates, outside the origin o, by

dr2 C g.r/2 d 2 ; (2.22)

where d 2 is the standard metric of S1 and g 2 C1 .RC 0 / is such that g.r/ > 0 for
r > 0 and
(
r if 0  r < 1;
g.r/ D
1C r2 .log r/1C
r.log r/ e if r > 3:

for some positive constant . As we observed in Sect. 1.7 of Chap. 1, the behaviour
of g near 0 guarantees that the metric (2.22) can be smoothly defined on all of Mg .
Furthermore, observe also that this metric is obviously complete. Let
Z r Z 
1 t
˛.r/ D g.s/ds dt
0 g.t/ 0

and consider the function given by

u.x/ D ˛.r.x//:

Then, u 2 C2 .M/ and it satisfies

u D ˛ 0 .r/r C ˛ 00 .r/  1:

Therefore, in this case property (iii) in (2.6) cannot hold; however, since  > 0, an
easy check shows that u < C1. It is worth pointing out that in this example the
Gaussian curvature K and the volume growth of the geodesic ball BR D BR .o/ have
the asymptotic behaviours

g00 .r/
K.r/ D   c2 r2 .log r/2.1C/ as r ! C1
g.r/
86 2 The Omori-Yau Maximum Principle

for some constant c > 0, and

1 R2 .log R/.1C/
vol.BR /  e as R ! C1:
2
Thus it seems reasonable to expect the failure of (2.6) in case of a fast divergence
of the curvature to 1 or in case of a strong growth of the volume of the geodesic
balls of exploding radius. The results of Chaps. 3 and 4, together with the subsequent
geometric applications, will point out a more intricate and subtle situation.

2.2 The Generalized Omori-Yau Maximum Principle

In [210] Omori proved that if .M; h ; i/ is a complete Riemannian manifold with

sectional curvature bounded from below, then for any smooth function u 2 C2 .M/
with u < C1 there exists a sequence of points fxk gk2N  M satisfying

1 1 1
(i) u.xk / > u  ; (ii) jru.xk /j < ; and (iii)’ Hess .u/.xk / < h ; i;
k k k
(2.23)

in the sense of quadratic forms, that is,

1 2
Hess .u/.xk /.v; v/ < jvj for all v 2 Txk M;  ¤ 0:
k
Later on, Yau [279] (see also Cheng and Yau [81]) gave a version of this result
for complete Riemannian manifolds with Ricci curvature bounded from below,
replacing condition (iii)’ in (2.23) with condition (iii) in (2.6). For this reason, and
following the terminology introduced by Pigola et al. in [227], we state the following
definition.
Definition 2.1 Let .M; h ; i/ be a (not necessarily complete) Riemannian manifold.
The Omori-Yau maximum principle for the Laplacian is said to hold on M if for any
function u 2 C2 .M/ with u D supM u < C1 there exists a sequence of points
fxk gk2N  M satisfying

1 1 1
(i) u.xk / > u  ; (ii) jru.xk /j < ; and (iii) u.xk / < (2.24)
k k k

for each k 2 N. Equivalently, for any function u 2 C2 .M/ with u D infM u > 1
there exists a sequence of points fxk gk2N  M with the properties

1 1 1
(i) u.xk / < u C ; (ii) jru.xk /j < ; and (iii) u.xk / >  (2.25)
k k k
2.2 The Generalized Omori-Yau Maximum Principle 87

for each k 2 N. In the case where the stronger statement (iii)’ in (2.23) concerning
the Hessian is satisfied, we say that the Omori-Yau maximum principle for the
Hessian holds on M.
With this terminology, the results given by Omori [210] and Yau [279] can be
stated as follows.
Theorem 2.3
(i) The Omori-Yau maximum principle for the Hessian holds on every complete
Riemannian manifold with sectional curvature bounded from below.
(ii) The Omori-Yau maximum principle for the Laplacian holds on every complete
Riemannian manifold with Ricci curvature bounded from below.
More generally, as observed by Pigola, Rigoli and Setti in [227], the validity of
the Omori-Yau maximum principle does not depend on curvature bounds as much as
one would expect. Actually, a condition to guarantee the validity of (2.24) or (2.23)
can be expressed in a function theoretic form. This is the content of a generalization
of Theorem 2.3 due to Pigola et al. [227, Theorem 1.9]. See also [239] for the
underlying ideas of the proof.
Recently, this latter result has been improved by Albanese et al. [5] to the
following
Theorem 2.4 The Omori-Yau maximum principle for the Laplacian holds on every
Riemannian manifold .M; h ; i/ admitting a C2 function  W M ! R satisfying the
following requirements:
(i) .x/ ! C1 as x ! 1;
(ii) jr j  G. / outside a compact subset of M;
(iii)   G. ) outside a compact subset of M,
with G 2 C1 .RC /, positive near infinity and such that

1
62 L1 .C1/ and G0 .t/ A.log t C 1/;
G
for t
1 and some A 0. An analogous statement holds for the case of the
Omori-Yau maximum principle for the Hessian, by replacing assumption (iii) above
with
(iii)’ Hess . /  G. /h ; i (in the sense of quadratic forms) outside a compact
subset of M.
Remark 2.3 As observed in Theorem 3.5 of Chap. 3 the requirement u < C1
for the validity of the maximum principle can be relaxed to u.x/ D o..x// as
x ! 1.
88 2 The Omori-Yau Maximum Principle

Remark 2.4 Especially significant examples of functions G satisfying the condi-

tions in Theorem 2.4 are given by

Y
N
G.t/ D t log.j/ .t/; t
1;
jD1

where log.j/ stands for the j-th iterated logarithm.

Remark 2.5 It is also worth pointing out that although in the statement of The-
orem 2.4 the manifold M is not required to be geodesically complete, the two
assumptions (i) and (ii) imply it. See the proof of Theorem 3.2.
Remark 2.6 The proof of Theorem 2.4 shows that one needs  to be C2 only in a
neighborhood of certain points in a set Z and that one also needs the validity of (ii)
and (iii) or (iii)’ there. In the important situation where  is the composition of an
appropriate function with the Riemannian distance from a fixed reference point o,
this is the case if Z does not intersect the cut locus of o. Otherwise, elaborating on a
trick of Calabi [55] one can solve the problem. We will consider this in Theorem 2.5
below. Note that in the case of the Laplacian, since we have an upper bound for r
which holds in the weak sense on the entire manifold we can also use a second
argument which is contained in the proof of Theorem 3.11 via the comparison
Theorem 3.5 of [236] or Proposition 3.1 below.

2.2.1 Two Significant Examples

Of course we expect that the most natural examples of functions  should be built
via the Hessian and Laplacian comparison theorems through the distance function r
to a fixed origin o 2 M. However, in general r is only Lipschitz on M. Fortunately
enough the result holds true also in this case as expressed in the next Theorem 2.5.
Its proof also yields the validity of Theorem 2.4, at least for A D 0, while for A > 0
see Remark 3.2 of Chap. 3. We also observe that the technique we introduce here
will reveal basic in extending the maximum principle to more general operators. We
elaborate on an old idea of Calabi, [55], known as “Calabi trick”, contained in the
next
Lemma 2.1 Let r W M ! RC 0 be the distance function from the point o in the
complete manifold .M; h ; i/. Suppose that r is not differentiable at q and let  W
Œ0; l ! M be a unit speed geodesic such that .0/ D o, .l/ D q and with l D r.q/.
Fix " > 0 sufficiently small and let o" D ."/. Then r" .x/ D dist .x; o" / is smooth
at q.
Proof The following argument is taken from Petersen’s book [219, p. 284]. By
contradiction suppose that r" .x/ is not smooth at q. Then it is well known (see for
2.2 The Generalized Omori-Yau Maximum Principle 89

instance [219, Chap. 5]), that either

(i) there are (at least) two minimizing geodesics from o" to q
or
(ii) q is a critical value for expo" , the exponential map at o" .
In case (i) we would have a nonsmooth curve of length l from p to q, which is
not possible. Thus case (ii) must hold. To obtain a contradiction we show that this
implies that expq has o" D ."/ as a critical value. Since q is a critical value for
expo" there exists a Jacobi field J W Œ"; l ! TM along jŒ";l such that J."/ D 0,
J 0 ."/ ¤ 0 and J.l/ D 0. Then, also J 0 .l/ ¤ 0 since J solves a second order linear
equation. Running backwards from q to o" D ."/ shows that expq is critical at
."/. This contradicts the minimality of  W Œ0; l ! M. t
u
Theorem 2.5 Let .M; h ; i/ be a complete, noncompact, Riemannian manifold of
dimension m; let o 2 M be a reference point and denote by r.x/ the Riemannian
distance function from o. Assume that the sectional curvature of M satisfies
M
K.x/ G2 .r.x//; (2.26)

where G 2 C1 .RC
0 / satisfies

1
.i/ G.0/ > 0; .ii/ G0 .t/ 0; .iii/ … L1 .C1/: (2.27)
G.t/

Then the Omori-Yau maximum principle for the Hessian holds on M.

If we only assume, instead of (2.26), that the Ricci curvature satisfies

Ric .m  1/G2 .r/h ; i; (2.28)

then the Omori-Yau maximum principle for the Laplacian holds on M.

Remark 2.7 As it will become apparent from the proof, in case o 2 M is a pole (that
is, cut.o/ D ;), (2.26) and (2.28) can be replaced, respectively, with

Krad .x/ G2 .r.x//; (2.29)

and

Ric.rr; rr/ .m  1/G2 .r/: (2.30)

Here Krad is the radial sectional curvature of M, that is, the sectional curvature of
2-planes containing rr. Observe that the last part of the theorem holds in the only
assumption (2.30) also in case o 2 M is not a pole; see Remark 2.8 below.
Proof (of Theorem 2.5) Let Do D M n cut.o/ be the domain of normal geodesic
coordinates centered at o. On Do , from (2.26) and the general Hessian comparison
90 2 The Omori-Yau Maximum Principle

theorem, Theorem 1.4, we have

g0 .r/
Hess .r/  .h ; i  dr ˝ dr/ (2.31)
g.r/

where g.t/ is the solution on RC

0 of the Cauchy problem

g00 .t/  G2 .t/g.t/ D 0 on RC
0 ; (2.32)
g.0/ D 0; g0 .0/ D 1:

Observe that g > 0 and g0 > 0 on .0; C1/. Actually, since g.0/ D 0 it suffices
to prove that g0 > 0 on .0; C1/. Suppose, to the contrary, that there exists a first
t0 > 0 such that g0 .t0 / D 0. Thus on .0; t0 / we have g > 0 and g0 > 0. Then
g00 .t/ D G.t/2 g.t/ 0 on .0; t0 /, and
Z t0
0 0
g .t0 /  g .0/ D 0  1 D g00 .t/dt 0;
0

which is a contradiction. Letting

1  R0t G.s/ds 
.t/ D e 1 (2.33)
G.0/
0
we have .0/ D 0, .0/ D 1 and

00 1  2 Rt 
 G2 .t/ D G .t/ C G0 .t/e 0 G.s/ds 0;
G.0/

that is, is a subsolution of (2.32). By the Sturm comparison theorem

Rt
g0 .t/ 0
.t/ e 0 G.s/ds
 D G.t/ R t : (2.34)
g.t/ .t/ e 0 G.s/ds  1
Thus, for every v 2 Tx M, we have
R r.x/
e 0 G.s/ds  
Hess .r/.x/.v; v/  G.r.x// R r.x/ jvj2  hrr.x/; vi2 :
e 0 G.s/ds 1

Now jvj2  hrr.x/; vi2 0; hence since G > 0 and G0 0

R r.x/
e 0 G.s/ds  
Hess .r/.x/.v; v/  G.r.x/ C 1/ R r.x/ jvj2  hrr.x/; vi2 ; (2.35)
e 1 G.s/ds 1
2.2 The Generalized Omori-Yau Maximum Principle 91

for, say, r.x/ 2. Define

Z t
ds
'.t/ D (2.36)
0 G.s C 1/

so that
1
' 0 .t/ D and ' 00 .t/  0: (2.37)
G.t C 1/

Set

.x/ D '.r.x// on M n B2

and note that

.x/ ! C1 as x ! 1 (2.38)

because '.t/ ! C1 as t ! C1 since 1=G … L1 .C1/. We also observe that,

from G … L1 .C1/, we have
Rt
G.s/ds
e 0
0  sup Rt D < C1: (2.39)
t2 e 1 G.s/ds 1

Therefore, using (2.35), (2.37) and (2.39) we deduce that for each x 2 Do \ .M n B2 /
and v 2 Tx M

Hess. /.x/.v; v/ D ' 0 .r.x// Hess.r/.x/.v; v/ C ' 00 .r.x//hv; rr.x/i2

 
 jvj2  hv; rr.x/i2 ;

that is,

Hess . /.v; v/  jvj2 : (2.40)

Furthermore, observe that

1 1
jr j D   ; (2.41)
G.r C 1/ G.1/

up to choosing in (2.40) sufficiently large. Let now u 2 C2 .M/ with

u D sup u < C1: (2.42)

M
92 2 The Omori-Yau Maximum Principle

For a fixed  > 0 consider the sets

A D fx 2 M W u.x/ > u  g (2.43)

and

B D fx 2 A W jru.x/j < g: (2.44)

Since .M; h ; i/ is complete, from Ekeland quasi-minimum principle (precisely,

Proposition 2.2), we deduce B ¤ ;. We have to show that

inf Hess .u/.x/  0 (2.45)

B

in the sense of symmetric bilinear forms. To prove (2.45) we reason by contradiction

and we suppose that there exists 0 > 0 such that for each x 2 B there exists
vN 2 Tx M, jvj
N D 1, such that

Hess .u/.x/.v;
N v/
N 0 : (2.46)

First we observe that u cannot be attained at any point x0 2 M, for otherwise

x0 2 B and since Hess.u/.x0 / has to be negative semi-definite we contradict (2.46).
We set

˝t D fx 2 M W .x/ > tg:

Then ˝tc D M n ˝t is closed and hence compact by (2.38). Define

ut D maxc u.x/:

x2˝t

Since u is not attained on M and f˝tc g is a telescoping family exhausting M, there

exists a divergent sequence ftj gj2N  RC such that

utj ! u as j ! C1; (2.47)

and T1 > 0 sufficiently large that uT1 > u  =2 and ˝T1  M n B2 . In particular
(2.40) and (2.41) hold on ˝T1 \ Do . Choose ˛ such that uT1 < ˛ < u . Because of
(2.47) we can find j sufficiently large such that T2 D tj > T1 and uT2 > ˛. Then, we
select ı > 0 small enough to have

˛ C ı < uT2 : (2.48)

For  > 0 define

 .x/ D ˛ C ..x/  T1 /:
2.2 The Generalized Omori-Yau Maximum Principle 93

Then

 .x/ D ˛ for every x 2 @˝T1 ;

and for  sufficiently small, from (2.40), (2.41) we have

Hess . /.x/ D  Hess . /.x/   < 0 on Do \ ˝T1 ; (2.49)

jr j D jr j   <  on Do \ ˝T1 : (2.50)

On ˝T1 n ˝T2

˛   .x/  ˛ C .T2  T1 /: (2.51)

Thus, choosing  > 0 sufficiently small that

.T2  T1 / < ı; (2.52)

we obtain

˛   .x/ < ˛ C ı on ˝T1 n ˝T2 :

For x 2 @˝T1 ,  .x/ D ˛ > uT1 u.x/. Hence

.u   /.x/ < 0 on @˝T1 : (2.53)

Let xN 2 ˝T1 n ˝T2 be such that u.Nx/ D uT2 > ˛ C ı. Using (2.52) and (2.51) we
deduce

.u   /.Nx/ uT2  ˛  .T2  T1 / > uT2  ˛  ı > 0:

Moreover, from (2.38) and u < C1, for T3 > T2 sufficiently large we have

.u   /.x/ < 0 on ˝T3 : (2.54)

Therefore,

 D sup .u   /.x/ > 0

x2˝ 1

is in fact a maximum attained at a point z0 in the compact set ˝ 1 n ˝T3 . From (2.54)
we know that .z0 / > T1 . Thus

u.z0 / D  .z0 / C  >  .z0 / > ˛ > uT1 > u  =2

94 2 The Omori-Yau Maximum Principle

and hence z0 2 A \˝T1 . Next we have to distinguish two cases according to z0 2 Do

or not. If z0 2 Do , since z0 is a maximum for u   , we get r.u   /.z0 / D 0.
Using this fact we infer that z0 2 B since, by (2.50),

jru.z0 /j D jr .z0 /j <  < :

Thus z0 2 B \ ˝T1 . Again since z0 is a maximum for u   , we have

Hess .u/.z0 /  Hess . /.z0 /

and this, jointly with (2.49), yields

Hess .u/.z0 / < 0 h ; i

in the sense of symmetric bilinear forms, contradicting (2.46). This concludes the
proof when z0 2 D0 .
In case z0 62 Do we reason as follows. Fix 0 < " < 1 sufficiently small so
that for the minimizing geodesic  parametrized by arclength and joining o with
z0 , the point o" D ."/ ¤ z0 and z0 … cut.o" /. Thus, by Lemma 2.1, the function
r" .x/ D dist.x; o" / is C2 in a neighborhood of z0 . By the triangle inequality,

r.x/  r" .x/ C "; (2.55)

equality holding at z0 . With ' defined in (2.36), set

 " .x/ D '.r" .x/ C "/:

Since ' is increasing

.x/ D '.r.x//  '.r" .x/ C "/ D  " .x/ (2.56)

and

.z0 / D  " .z0 /: (2.57)

Next, consider the function

" .x/ D ˛ C . " .x/  T1 /:

Because of (2.56) and (2.57), in a neighborhood of z0 we have

u.x/  " .x/  u.x/   .x/  ;

2.2 The Generalized Omori-Yau Maximum Principle 95

and

u.z0 /  " .z0 /  u.z0 /   .z0 / D :

Hence z0 is also a local maximum for u.x/  " .x/. Therefore

ru.z0 / D r" .z0 / (2.58)

and
 
Hess .u/.z0 /  Hess " .z0 /: (2.59)

From (2.58) we deduce

jru.z0 /j D jr " .z0 /j D ' 0 .r" .z0 / C "/jrr" .z0 /j

 
D  < :
G.r.z0 / C 1/ G.1/

Since we already know that z0 2 A we conclude that z0 2 B . Now we analyze

(2.59). Because of (2.31), (2.55) and G0 0, we have
M
K.x/ G2 .r.x// G2 .r" .x/ C "/:

Set G" .t/ D G.t C "/ and consider the Cauchy problem (2.32) with G" instead of G.
Again by the Hessian comparison theorem, on Do" we have
0
" .r" .x/
Hess .r" /.x/  .h ; i  dr" ˝ dr" / ;
" .r" .x/

where
1  R t G" .s/ds 
" .t/ D e0 1 :
G" .0/

Observing that z0 2 Do" , using (2.55) and (2.39), for v 2 Tz0 M, jvj D 1, we obtain

Hess . " /.z0 /.v; v/  ' 0 .r" .z0 / C "/ Hess .r" /.z0 /.v; v/
1
D Hess .r" /.z0 /.v; v/
G.r" .z0 / C "/ C 1
1
D Hess .r" /.z0 /.v; v/
G.r.z0 // C 1
1 0  
" .r" .z0 /
 jvj2  hrr" .z0 /; vi2
G.r.z0 // C 1 " .r" .z0 /
96 2 The Omori-Yau Maximum Principle

1
D G" .r" .z0 //
G.r.z0 // C 1
R r" .z0 /
e 0 G.sC"/ds  
 R r" .z0 / jvj2  hrr" .z0 /; vi2
e 0 G.sC"/ds 1
R r" .z0 /C"
G.r" .z0 / C "/ e " G.s/ds  
2 2
D R r" .z /C" jvj  hrr .z
" 0 /; vi
G.r.z0 // C 1 e " 0 G.s/ds  1
R r.z
e " G.s/ds  2 
0/
G.r.z0 // 2
D R r.z / jvj  hrr" .z0 /; vi
G.r.z0 // C 1 e " 0 G.s/ds  1
R r.z0 /
e 0 G.s/ds  
 R r.z0 / jvj2  hrr" .z0 /; vi2
e 1 G.s/ds 1
2
 jvj :

Thus,
 
Hess " .z0 /.v; v/ D  Hess . " /.z0 /.v; v/   jvj2 < 0 jvj2 ;

contradicting (2.46). The second part of the theorem, dealing with the Laplace-
Beltrami operator, can be proved in an analogous way under assumption (2.28).
t
u
Remark 2.8 As observed in Remark 2.7, the final conclusion of the theorem, that is,
the validity of the Omori-Yau maximum principle for the Laplacian, can be proved
under the relaxed assumption (2.30), even if o is not a pole. The argument is based on
a comparison procedure and it makes essential use of the validity of the differential
inequality
0
.r/
r  .m  1/ (2.60)
.r/

in the weak sense on all of M. Indeed, as in the proof above, we reason by

contradiction and we suppose that

inf u 0 (2.61)
B

for some 0 > 0. As above, we prove the existence of z0 2 A that is a point of

maximum for u   . Now note that if z0 2 cut.o/, then we can prove, via the trick
of (2.58), that jru.z0 /j < , so that z0 2 B . Otherwise, if z0 … cut.o/ then z0 2 B
trivially. Let

Z D fx 2 M n ˝ 1 W .u   /.x/ D g  B :
2.2 The Generalized Omori-Yau Maximum Principle 97

Since Z is compact and B is open, there exists an open neighborhood UZ of Z

contained in B . Pick any y 2 Z, fix ˇ 2 .0; / and call Zˇ;y the connected
component of the set

fx 2 M n ˝ 1 W .u   /.x/ > ˇg

containing y. Since ˇ > 0, Zˇ;y  Mn˝ 1 , and we can also choose ˇ sufficiently near
to  so that Zˇ;y  B . Furthermore, Zˇ;y is compact. Using (2.60), that presently
plays the role of (2.40), we have

 

in the weak sense on M. Using the latter and (2.61) we deduce

   < 0 ;

and therefore

u 0 >  D . C ˇ/ (2.62)

in the weak sense on Zˇ;y . Moreover, on @Zˇ;y

u.x/ D  .x/ C ˇ;

and hence by Proposition 3.1 and Remark 3.9 in Chap. 3, u.x/   .x/ C ˇ on Zˇ;y .
However, at y 2 Zˇ;y

u.y/ D  .y/ C  >  .y/ C ˇ D u.y/;

which is a contradiction.
Remark 2.9 A key point in the previous proof is to guarantee the existence of z0 2
˝ T1 n ˝T3 where the function u   attains its positive maximum . Towards this
end, inequality (2.54) is essential. However, we can guarantee the validity of the
latter under the assumptions that u.x/ D o..x// as x ! 1, that is,
Z !
r.x/C1
ds
u.x/ D o as r.x/ ! C1; (2.63)
0 G.s/

which is clearly weaker than u < C1. This observation will be used in geometric
applications.
Before proving the next result we recall the following notation: let f W M ! N
be a map between two manifolds; then f .x/ ! 1 as x ! 1 in M means that
for each compact set ˝N  N there exists a compact ˝M  M such that, for each
98 2 The Omori-Yau Maximum Principle

x 2 M n ˝M , f .x/ 2 N n ˝N . Similarly for f W M ! R and f .x/ ! C1 as x ! 1

in M.
Theorem 2.6 Let f W M ! N be an isometric immersion into a complete
Riemannian manifold N with mean curvature vector field H. Let oN 2 N and assume
that f .M/ \ cut.oN / D ;. Suppose that the radial sectional curvature of N with
respect to oN satisfies
N
Krad G2N ./; (2.64)

where  denotes
 the Riemannian distance function on N from the point oN , and
GN 2 C 0 RC0 is a positive function satisfying

1
62 L1 .C1/:
GN

Define
Z t
ds
'N .t/ D :
0 GN .s C 1/
 
If the immersion is proper and there exists a positive G 2 C1 RC
0 such that
1
G
62
L1 .C1/, G0 0 and

jHj  G.'N ı  ı f /; (2.65)

in the complement of a compact set in M, then the Omori-Yau maximum principle

for the Laplacian holds on M.
Proof Clearly we can suppose that M is not compact, otherwise there is nothing
to prove. Next, note that 'N ı  ı f is C2 .M/ because of the assumptions, and that,
without loss of generality, we can suppose GN nondecreasing with GN .0/ > 0. Now,
since 'N is defined as in (2.36), the corresponding of (2.37) holds. Set
Z .f .x//
ds
.x/ D .'N ı  ı f /.x/ D :
0 GN .s C 1/

Then, since f is proper we have that f .x/ ! 1 in N as x ! 1 in M. Hence, using

1 1
GN 62 L .C1/, we deduce

.x/ ! C1 as x ! 1 in M:

Furthermore, with the aid of Gauss lemma,

ˇ ˇ 1
jr j D ˇ'N0 . ı f /ˇ D  on M
GN . ı f C 1/
2.3 Stochastic Completeness and the Weak Maximum Principle 99

for some constant > 0. Letting m D dim M, using (1.180) and (1.170), and
indicating with fei g a local orthonormal frame on M, we have

X
m
M
 D Hess .'N ı /.df .ei /; df .ei // C mhr.'N ı /; Hi
iD1
m n
X o
D 'N0 ./ Hess ./.df .ei /; df .ei // C 'N00 ./.d. ı f /.ei //2
iD1

C m'N0 ./hr; Hi:

By the Hessian comparison Theorem 1.4 and Eq. (2.34), having defined as in
(2.33) with G replaced by GN , we have,
R
0
./ e 0 GN .s/ ds
Hess./  fh ; iN  d ˝ dg D GN ./ R  fh ; iN  d ˝ dg:
./ e 0 GN .s/ ds  1
As remarked,

f .x/ ! 1 in N

as x ! 1 in M. Hence, noting that 'N00  0, proceeding as in Theorem 2.5, we can

choose large enough and a compact set K  M such that
m
M
  C jHj on M n K:
GN .0/

Let now G be as in statement of the theorem; since

jHj < G. /

the function  satisfies the hypotheses of Theorem 2.4, therefore we have the validity
of the Omori-Yau maximum principle for the Laplacian on M. t
u
Remark 2.10 Similar extrinsic sufficient conditions for the validity of the Omori-
Yau maximum principle for the Laplacian are given in the proof of Theorem 5.9,
item (ii), in Chap. 5, and in Theorem 7.1 of Chap. 7.

2.3 Stochastic Completeness and the Weak Maximum

Principle

Let us recall that stochastic completeness is the property for a stochastic process to
have infinite (intrinsic) life time. In other words, the total probability of the particle
being found in the state space is constantly equal to 1. A classical analytic condition
to express stochastic completeness is as follows.
100 2 The Omori-Yau Maximum Principle

Definition 2.2 A Riemannian manifold .M; h ; i/ is said to be stochastically com-

plete if for some (and hence, any) .x; t/ 2 M  .0; C1/
Z
p.x; y; t/dy D 1; (2.66)
M

where p.x; y; t/ is the (minimal) positive heat kernel of the Laplace-Beltrami

operator , that is, the smallest positive fundamental solution of the heat equation

@p 1
D p on M;
@t 2
in the variables .x; t/ (the point y is considered as fixed), with initial data

p.; y; t/ ! ıy for t ! 0C ;

where ıy is the Dirac delta centered at y.

Observe that p is smooth in .x; y; t/ 2 RC  M  M. Note also that in the above
definition the Riemannian manifold M is not assumed to be geodesically complete.
Indeed, following Dodziuk [104], one can construct a minimal heat kernel on an
arbitrary Riemannian manifold as the supremum of the Dirichlet heat kernels on
an exhausting sequence of relatively compact domains with smooth boundary. The
analytic condition expressed in (2.66) is equivalent to a number of other properties.
For instance, one has the following equivalent characterizations (for a proof, see
[131, Theorem 6.2] and also Theorem 2.14 below).
Theorem 2.7 Let .M; h ; i/ be a Riemannian manifold. Then the following are
equivalent:
(i) M is stochastically complete.
(ii) For every  > 0, the only nonnegative bounded C2 solution of u u on M
is u  0.
(iii) For every  > 0, the only nonnegative bounded C2 solution of u D u on M
is u  0.
(iv) For every T > 0, the only bounded solution on M  .0; T/ of the Cauchy
problem
(
@u
@t D 12 u
ujtD0C D 0 in the L1loc .M/ sense

is u  0.
By way of example, on which we shall come back extensively in Sect. 2.5, recall
that a Riemannian manifold is said to be parabolic if every subharmonic function
on M which is bounded from above is constant, that is, u 0 and u D supM u <
C1 implies that u D constant. In particular, every parabolic Riemannian manifold
clearly satisfies condition (ii) in Theorem 2.7 and hence it is stochastically complete.
2.3 Stochastic Completeness and the Weak Maximum Principle 101

In [225], Pigola et al. found the following characterization of stochastic com-

pleteness.
Theorem 2.8 Let .M; h ; i/ be a Riemannian manifold. Then the following are
equivalent:
(i) M is stochastically complete.
(ii) For every function u 2 C2 .M/ with u D supM u < C1, and for every " > 0,

inf u  0
˝"

where ˝" D fx 2 M W u.x/ > u  "g.

(iii) For every function u 2 C2 .M/ with u D supM u < C1 there exists a
sequence of points fxk g  M satisfying

1 1
(i) u.xk / > u  ; and (ii) u.xk / <
k k
for each k 2 N.
(iv) For every function u 2 C2 .M/ with u D supM u < C1 and every f 2 C0 .R/,
if u f .u/ on the subset ˝" D fx 2 M W u.x/ > u  "g, for some " > 0,
then f .u /  0.
Proof In an obvious way, (ii) implies (iii), simply by choosing " D 1=k for each
k 2 N and taking xk 2 ˝1=k such that u.xk / < 1=k, since inf˝1=k u < 1=k. On the
other hand, (iii) clearly implies (iv). Indeed, xk 2 ˝" if k is sufficiently large, so that

1
> u.xk / f .u.xk //;
k

and taking limits here yields f .u / D limk!C1 f .u.xk //  0. Furthermore, (iv)
clearly implies condition (ii) in Theorem 2.7, and hence (i), simply by choosing
f .u/ D u.
Therefore, it only remains to prove that (i) implies (ii). To see this, we argue by
contradiction, and assume that there exists a function u 2 C2 .M/ with u < C1
and such that, for some " > 0,

inf u 2c > 0:
˝"

We let ˝  D fx 2 M W u.x/ > cg, so that ˝ "  ˝  . Having set  D c=", at each
x 2 ˝  we have

u.x/ > c c C .u.x/  u / D .u.x/ C "  u /;

102 2 The Omori-Yau Maximum Principle

so that u C "  u is a C2 subsolution of

Lu D u  u D 0 (2.67)

on ˝  . Since the constant function 0 is obviously a subsolution of equality (2.67)

on M, we see that u" D maxfu C "  u ; 0g is also a subsolution on M. Since
1;2
u is C2 , u" belongs to C0 .M/ \ Wloc .M/. Furthermore, u" 6 0 and 0  u" 
" < C1. Noting that any positive constant is a supersolution of (2.67), choosing
uC > ", and applying the monotone iteration scheme (see [240, Proposition 2.4] for
the formulation needed here) yields a smooth solution v of (2.67) on M such that
u"  v  uC . Now, since u" does not vanish identically, the same holds for v, and
this contradicts condition (iii) in Theorem 2.7 and, equivalently, condition (i). t
u
Comparison with the Omori-Yau maximum principle for the Laplacian suggests
the following
Definition 2.3 Let M be a (not necessarily complete) Riemannian manifold. The
weak maximum principle is said to hold for the Laplacian on M if, for any function
u 2 C2 .M/ with u D supM u < C1, there exists a sequence of points fxk gk2N  M
satisfying

1 1
(i) u.xk / > u  ; and (ii) u.xk / < :
k k
Analogously, the weak maximum principle for the Hessian is said to hold on M if,
for any function u 2 C2 .M/ having u D supM u < C1, there exists a sequence of
points fxk gk2N  M satisfying

1 1
(i) u.xk / > u  ; and (ii) Hess.u/.xk / < h ; i:
k k
The chain of equivalences described in Theorem 2.8 shows that this seemingly
simple minded definition is in fact surprisingly deep. First of all, the validity of the
Omori-Yau maximum principle immediately implies stochastic completeness. Thus,
for instance, by Theorem 2.5 and Remark 2.7, this is the case if

Ric.rr; rr/ .m  1/G2 .r/;

where G W RC C
0 ! R0 satisfies

G.r/  Cr.log r/.log log r/    as r ! C1

for some constant C > 0. Indeed, since the condition on Ric is expressed as an
inequality, we can always redefine G to satisfy also (i) and (ii) of (2.27) (note that
this formulation of the Omori-Yau maximum principle greatly improves on [279]).
2.3 Stochastic Completeness and the Weak Maximum Principle 103

On the other hand, the function theoretic characterization of stochastic complete-

ness given in Theorem 2.8 often enables one to analyze consequences of the latter in
a simple way. This is the case, for instance, of the following straightforward proof
of a sufficient condition for stochastic completeness due to Khas’minskii [159] (see
[267] for a proof based on the standard argument). We remark that, as proved by
Mari and Valtorta in [182], condition (2.68) below is also necessary.
Theorem 2.9 Let .M; h ; i/ be a Riemannian manifold. If M supports a C2 function
 such that .x/ ! C1 as x ! 1 and, for some positive constant  > 0,

   (2.68)

outside a compact subset of M, then M is stochastically complete.

Proof Note that by adding a constant to  we may assume without loss of generality
that  is everywhere positive and that (2.68) holds on the whole M. We will prove
that the weak maximum principle holds on M. To this end, let u be a C2 function on
M with u < C1, and assume by contradiction that condition (ii) in Theorem 2.8
does not hold. That is, there exists " > 0 such that inf˝" u > 0, where ˝" D fx 2
M W u.x/ > u  "g. Therefore, choosing

"0 < min f"; inf ug;

˝"

we have

u > "0 (2.69)

on the subset ˝"0 D fx 2 M W u.x/ > u  "0 g. Let   min f"0 =2; "0 =2g and let
xO 2 M be such that

u.Ox/ > u  =2: (2.70)

Choose c > 0 small enough that

c.Ox/  =2; (2.71)

and consider the function u  c . Since  tends to C1 as x goes to 1 in M and

u < C1, the function u  c attains its absolute maximum at some point x0 2 M.
We claim that

u.x0 / > u  "0 =2 and c.x0 / < "0 =2: (2.72)

Indeed, by (2.70) and (2.71) we have

u.x0 /  c.x0 / u.Ox/  c.Ox/ > u  :

104 2 The Omori-Yau Maximum Principle

Thus,

u.x0 / u.x0 /  c.x0 / > u   u  "0 =2

and

c.x0 / < u.x0 /  u C     "0 =2:

This proves (2.72). Therefore, x0 2 ˝"0 and (2.69) holds at x0 . But, recalling that
u  c attains its absolute maximum at x0 , and using (2.68) and (2.72), we have

0 .u  c /.x0 / D u.x0 /  c.x0 / > "0  c.x0 / > "0 =2;

which is a contradiction. t
u
0 1;2
Remark 2.11 One can indeed relax the regularity of  to  2 C .M n K/ \ Wloc .M n
K// for some compact set K  M. See Theorem A in [229]. This fact will be used
in the proof of Theorem 2.12 below.
A minor modification of the above proof yields the following version of
Theorem 2.9 for the Hessian.
Theorem 2.10 Let .M; h ; i/ be a Riemannian manifold. If M supports a C2
function  such that .x/ ! C1 as x ! 1 and, for some positive constant
 > 0, it satisfies the differential inequality

Hess . /   h ; i

outside a compact subset of M (in the sense of quadratic forms), then the weak
maximum principle for the Hessian holds on M.
It is interesting to remark that the existence of a function  satisfying the
requirements in Theorem 2.9 does not force the manifold to be geodesically
complete. This should be compared with the observation after Remark 2.5. Contrary
to what happened there, in the present situation no conditions are imposed on the
gradient of the function  , and this allows one to find functions satisfying the due
requirements even on noncomplete manifolds, as in the following example.
Example 2.2 Let M be the geodesically incomplete Riemannian manifold given by
Rm nf0g, with the usual Euclidean metric and m 3. On M we consider the function

jxjm C 1
.x/ D jxj2 C jxj2m D :
jxjm2

Clearly, .x/ ! C1 as x ! 1. Moreover, since for every x 2 Rm nf0g

jrjxjj2 D 1 and jxjjxj D m  1;

2.3 Stochastic Completeness and the Weak Maximum Principle 105

it follows that

.x/ D 2jxjjxj C 2 C .2  m/jxj1m jxj C .2  m/.1  m/jxjm

D 2m C .2  m/.m  1/jxjm  .2  m/.m  1/jxjm ;

that is,

.x/ D 2m

on Rm nf0g. Thus  satisfies the conditions in Theorem 2.9 and this shows that M D
Rm nf0g, m 3, is stochastically complete.
However, contrary to Theorem 2.9, the conditions on  in Theorem 2.10 imply
that .M; h ; i/ is complete, although we have no restrictions on r . This can be seen
as follows: suppose that

Hess . /   h ; i (2.73)

is satisfied outside some compact set K  M. Without loss of generality we can

suppose  D 1 and that  > 0 on M n K. Let  W Œ0; l/ ! M be a maximal geodesic
path parameterized by arclength; we need to show that l D C1. Towards this aim
note that  has to be a divergent path, that is, it eventually leaves each fixed compact
set of M. Thus, there exists t0 > 0 such that .t/ 62 K for each t to . Consider the
unit speed geodesic  W Œ0; l  t0 / ! M n K,  .t/ D .t C t0 /; set ' D  ı  . A
computations using (2.73) shows that '.t/ satisfies

' 00 .t/  '.t/ on Œ0; l  t0 /: (2.74)

Furthermore,

'..l  t0 / / D C1: (2.75)

On the other hand, using the classical Sturm comparison argument (see [44]), (2.74)
shows that the function

sinh.t/' 0 .t/  cosh.t/'.t/

is nonincreasing. As a consequence

' 0 .t/
 coth.t/;
'.t/

which, integrated, implies that ' cannot explode in finite time, contradicting (2.75).
The Khas’minskii test in Theorem 2.9 may be used to deduce conditions that
ensure the stochastic completeness of a Riemannian manifold. For instance, we may
106 2 The Omori-Yau Maximum Principle

apply it to the case where M is a radial model in the sense of Greene and Wu [129]
(see Definition 1.1 in Sect. 1.8).
Example 2.3 Let Mg D Rm be the rotationally symmetric manifold with metric
given in polar coordinates on .0; C1/  Sm1 by

dr2 C g.r/2 d 2 ;

where d 2 is the standard metric on the unit sphere Sm1  Rm and g 2 C1 .RC 0 / is
such that g.r/ > 0 for r > 0, g0 .0/ D 1 and g.2k/ .0/ D 0 for k D 0; 1; 2; : : :. Then,
as recalled in Sect. 1.8, denoting with BR the geodesic ball of radius R centered at
o 2 Rm ,

vol.@BR / D !m gm1 .R/;

where !m stands for the volume of the unit sphere Sm1 of Rm , and
Z R
vol.BR / D !m gm1 .t/dt:
0

Define
Z r.x/
vol.Bt /
.x/ D .r.x// D dt
0 vol.@Bt /
Z  Z t 
r.x/
1
D g.s/m1 ds dt:
0 g.t/m1 0

Since for r > 0

g0 .r/
r D .m  1/ ;
g.r/

it follows that

 D  0 .r/r C  00 .r/
Z Z
g0 .r/ r g0 .r/ r
D .m  1/ g.s/ ds C 1  .m  1/
m1
g.s/m1 ds
g.r/m 0 g.r/m 0
D 1;

that is,   1 on Mg . Therefore, if

vol.BR /
62 L1 .C1/;
vol.@BR /
2.3 Stochastic Completeness and the Weak Maximum Principle 107

from Theorem 2.9 we deduce that Mg is stochastically complete. On the other

hand, if

vol.BR /
2 L1 .C1/;
vol.@BR /

then  is a bounded C2 function on Mg with   1, so that the weak maximum

principle does not hold on Mg . In other words, Mg is not stochastically complete.
We collect these observations in the following result.
Proposition 2.3 A model manifold Mg is stochastically complete if and only if

vol.BR /
62 L1 .C1/: (2.76)
vol.@BR /

It has been conjectured (see [131, 227]) that (2.76) is a sufficient condition for a
general complete manifold M to be stochastically complete. This conjecture has
been recently proved to be false by Bär and Bessa [36]. To date, the best volume
growth sufficient condition for stochastic completeness of a general complete
Riemannian manifold is due to Grigor’yan [130] (see also [131, Theorem 9.1]),
and it is expressed in the next.
Theorem 2.11 Let .M; h ; i/ be a complete Riemannian manifold. If, for some
reference point,

R
62 L1 .C1/; (2.77)
log vol.BR /

then M is stochastically complete.

Observe that condition (2.77) implies (2.76), the converse being generally false,
so that Grigor’yan condition is slightly stronger than the necessary and sufficient
condition for the stochastic completeness of model manifolds; to see this refer, for
instance, to Lemma 2.6 at the very end of the chapter. We also note that (2.77) is
implied, via the Bishop comparison theorem, by a lower bound on the radial Ricci
curvature of the type

Ric.rr; rr/ .m  1/G2 .r/;

where G W RC C
0 ! R0 is a nondecreasing function satisfying

1
62 L1 .C1/;
G.t/
p
a typical example of such G being G.t/ D A 1 C t2 (see Theorem 1.3 together with
Proposition 1.7). Theorem 2.11 can be seen also as a consequence of Theorem 2.15
108 2 The Omori-Yau Maximum Principle

below, recently proved in [227, Proposition 3.17]. In some sense the situation is
similar to what happen for parabolicity, see Remark 2.19 below. A clarification in
the present case would certainly be most welcome.
On the other hand, in order to prove stochastic completeness one can also use
comparison with a suitable model and the following theorem. For a version of this
result extended to a large class of operators on M we refer to [229].
Theorem 2.12 Let .M; h ; i/ be a complete Riemannian manifold of dimension m,
let o 2 M be a reference point and denote by r.x/ the Riemannian distance function
from o. Let g 2 C1 .RC 0
0 / be such that g.t/ > 0 for t > 0, g.0/ D 0, g .0/ D 1 and
.2k/
g .0/ D 0 for k D 1; 2; : : :, and consider the corresponding model manifold Mg
of the same dimension m. Assume that

g0 .r.x//
r.x/  .m  1/
g.r.x//

holds on Mn.fog [ cut.o/ [ K/ for some compact set K  M. If Mg is stochastically

complete, then M is also stochastically complete.
Proof From Proposition 2.3 we know that Mg is stochastically complete if and only
if (2.76) holds and the latter is clearly equivalent to
Z t
g.t/1m g.s/m1 ds … L1 .C1/: (2.78)
1

Fix  > 0; choose R sufficiently large that K  BR D BR .o/, set

Z r Z t 
1m
˛.r/ D  g.t/ g.s/ m1
ds dt on ŒR; C1/; (2.79)
R R

and define .x/ D ˛.r.x// on M n BR . Note that since Mg is stochastically complete

(2.78) holds and

.x/ ! C1 as x ! 1:

Next, according to the assumptions of the theorem, on Mn.cut.o/ [ BR / we have

g0 .r.x// 0
.x/ D ˛ 00 .r.x// C r.x/˛ 0 .r.x//  ˛ 00 .r.x// C .m  1/ ˛ .r.x//
g.r.x//

since ˛ 0 0. Using (2.79) we easily see that

.x/  .x/ on Mn.cut.o/ [ BR /: (2.80)

2.3 Stochastic Completeness and the Weak Maximum Principle 109

Now we use a trick of Cheng and Yau [81] to show that (2.80) is satisfied in the
weak sense on M n BR . By Theorem 2.9 and Remark 2.11 this will be enough to
conclude that M is stochastically complete.
Towards this aim we consider an exhaustion f˝n g of M n cut.o/ by bounded
domains with smooth boundaries, star-shaped with respect to o. Let  be the outward
unit normal to @˝n . Denote by .x/ the distance function from x to @˝n , with the
convention that .x/ > 0 if x 2 ˝n and .x/ < 0 if x … ˝ n . Thus  is the radial
coordinate for the Fermi coordinates relative to @˝n (see for instance [72]). By
Gauss lemma jrj D 1 and r D  on @˝n . Let

˝n" D fx 2 ˝n W .x/ > "g

for some " > 0 sufficiently small and define the Lipschitz function
8
< 1; if x 2 ˝n" ;
" .x/ D .x/="; x 2 ˝n n ˝n" ; (2.81)
:
0; x 2 M n ˝n .

Let ' 2 Cc1 .M n BR /, ' 0. Since  satisfies (2.80) in .M n BR / \ ˝n and

' " 2 W01;2 ..M n BR / \ ˝n / we have
Z Z Z Z
1
. /.' "/  hr; r.' " /i D  hr; r'i " hr; ri':
˝n ˝n ˝n " ˝n n˝n"

Therefore, by the coarea formula,

Z Z Z " Z
1
. /.' "/  hr; r'i "  dt hr; ri';
˝n ˝n " 0 @˝nt

where ˝nt D fx 2 ˝n W .x/ > tg. Letting " ! 0C , we get

Z Z Z
'  hr; r'i C ˛ 0 .r/hrr; i':
˝n ˝n @˝n

Since ˝n is star-shaped with respect to o and ˛ 0 0 we deduce

Z
.hr; r'i C '/ 0:
˝n

Now cut.o/ has measure zero, and letting n ! C1 we finally obtain

Z
.hr; r'i C '/ 0;
MnBR

showing that (2.80) is satisfied in the weak sense on M n BR . t

u
110 2 The Omori-Yau Maximum Principle

Remark 2.12 Considering that .x/ D ˛.r.x//, with ˛ 0 0, a proof analogous to

that of Theorem 2.5 applies here too.
As a consequence of Theorem 2.12 we have the following result extending
Varopoulos [267] (see also [149, 202]), which detects the maximum amount of
negative curvature that can be allowed without destroying stochastic completeness.
Theorem 2.13 Let .M; h ; i/ be a complete Riemannian manifold of dimension m,
let o 2 M be a fixed origin and denote by r.x/ the Riemannian distance function
from o. Assume that the radial Ricci curvature satisfies

Ric.rr; rr/ .m  1/G2 .r/;

for some positive nondecreasing continuous function G with

1
62 L1 .C1/: (2.82)
G
Then M is stochastically complete.
Proof
 Note without loss of generality we can further suppose that G 2
 that.2kC1/
C 1 RC 0 and G .0/ D 0 for k D 0; 1; 2; : : :. We let g.t/ be the positive solution
of the Cauchy problem given by

g00  G2 .t/g D 0 on RC
0 ;
0 (2.83)
g.0/ D 0; g .0/ D 1:

Observe that our assumptions on G imply that g.2k/ .0/ D 0 for each k D 1; 2; : : :.
By the Laplacian comparison theorem (see Theorem 1.2), we have that

g0 .r.x//
r.x/  .m  1/
g.r.x//

on Mn.fog [ cut.o//. Therefore, by Theorem 2.12, it is enough to show that the

model Mg is stochastically complete. From Proposition 2.3, this is equivalent to
show that

vol.BR /
62 L1 .C1/; (2.84)
vol.@BR /

with
Rt
vol.Bt / 0 gm1 .s/ds
D :
vol.@Bt / gm1 .t/
2.3 Stochastic Completeness and the Weak Maximum Principle 111

Similarly to what we did in Theorem 2.5, Eq. (2.33), we define the function h.t/ on
RC0 setting

1  R0t G.s/ds 
h.t/ D e 1 :
G.0/

Then h is a subsolution to the Cauchy problem (2.83), and by Sturm comparison

theorem we have

g0 .t/ h0 .t/
 :
g.t/ h.t/

Since
Rt
h0 .t/ e 0 G.s/ ds
D G.t/ R t  CG.t/; as t ! C1;
h.t/ e 0 G.s/ ds  1
for some constant C > 0, we conclude that

g0 .t/
 CG.t/
g.t/

for some (other) constant C > 0, whenever t is sufficiently large. Note that since
G.t/ 0, the function g.t/ diverges to infinity as t ! C1. Then, one shows (2.84)
using (2.82) and de l’Hospital’s rule. t
u
It is clear that Theorem 2.8 also gives useful information on the study of bounded
above solutions of differential inequalities of the form u f .u/. Indeed the
statement
(v) For every function f 2 C0 .R/ and every u 2 C2 .M/ with u D supM u < C1
solving the differential inequality u f .u/, we have f .u /  0
is equivalent to any of the statements (i) to (iv) of that theorem. To see this simply
observe that (v) is clearly implied by (iii) and it implies (ii).
We are now going to extend our investigation to a more general class of
differential inequalities which includes those of the type u b.x/f .u/. This in part
justifies the study of the class of operators that we introduce next. For a definitely
more compelling reason, see Chap. 8.
Let A; b; V be smooth functions on M with A; b > 0 and V 0. We consider the
elliptic operator defined by

1
Lu D .div .Aru/  Vu/ ; u 2 C2 .M/: (2.85)
b

Then L is a positive, symmetric operator on Cc1 .M/  L2 .M; b.x/dx/, where dx

is the Riemannian volume element. For ease of notation, we use the same symbol L
112 2 The Omori-Yau Maximum Principle

to denote the Friedrichs extension of L (note that L may fail to be essentially self-
adjoint on Cc1 .M/, but it is so for instance in the important case where V  0). The
following result is proved in Sect. 3 of [227, Theorem 3.11]. We refer to this paper
for the proof and a discussion on it and related results.
Theorem 2.14 Let .M; h ; i/ be a Riemannian manifold and let L D b1 .div.Ar/
V/ where A; b; V are smooth functions with A; b > 0 and V 0. Consider the
following statements:
(i) If u 2 C2 .M/ is such that u 0, u < C1 and Lu u for some  > 0, then
u vanishes identically.
(ii) If u 2 C2 .M/ is such that u 0, u < C1 and Lu D u for some  > 0, then
u vanishes identically.
(iii) For every u 2 C2 .M/ with u < C1 and every " > 0,

inf Lu  0
˝"

where ˝" D fx 2 M W u.x/ > u  "g.

(iv) For every u 2 C2 .M/ with u < C1 there exists a sequence fxk g  M such
that
1 1
u.xk / > u  ; Lu.xk / <
k k
for every k 2 N.
(v) Any nonnegative bounded solution u.x; t/ of

Lu @u
@t
; on M  .0; T/;
u.x; 0C / D 0; in the L1loc .M; b.x/dx/ sense

is identically zero.
(vi) Any nonnegative bounded solution u.x; t/ of

Lu D @u@t ; on M  .0; T/;
u.x; 0C / D 0; in the L1loc .M; b.x/dx/ sense

is identically zero.
Then, the following chain of implications holds under the additional assumption
specified on the corresponding dashed implication arrow

v) iv) iii)
V ≡0 or u∗ >0

vi) ii) i)
V 0
2.3 Stochastic Completeness and the Weak Maximum Principle 113

In particular, if V  0 all of the previous items but (v) are equivalent.

We note that actually the proof shows that in (i) and (ii) we may replace the condition
1;2
that u is C2 with the weaker assumption that u 2 Wloc .M/ and that the (in)equality
Lu D u ( u) holds in the weak sense.
We generalize the definition of the weak maximum principle for the class of
operators L D b1 .div.Ar/  V/ as follows.
Definition 2.4 Let .M; h ; i/ be a Riemannian manifold. We say that L satisfies the
weak maximum principle on M if for every u 2 C2 .M/ with u < C1 there exists
a sequence fxk g  M such that

1 1
u.xk / > u  ; Lu.xk / <
k k
for every k 2 N.
In case V  0 it follows easily from Theorem 2.14 that the weak maximum principle
for the operator L is equivalent to the validity of the following condition:
(vii) For every f 2 C0 .R/ and every u 2 C2 .M/ with u < C1 solving the
differential inequality div.Aru/ b.x/f .u/ we have f .u /  0.
One can find sufficient conditions for the validity of the weak maximum principle
for the operator L. For instance we have
Theorem 2.15 Let .M; h ; i/ be a complete Riemannian manifold, and assume that,
for some reference point,

r1
62 L1 .C1/; (2.86)
log vol Br

for some  2 R. Then, for every u 2 C2 .M/ with u D supM u < C1, and for
every " > 0, it holds

inf.1 C r/ u  0;
˝"

where ˝" D fx 2 M W u.x/ > u  "g.

Remark 2.13 Condition (2.86) implies   2. In case  D 2, and as an application
of [260], (2.86) can be improved to

log r
62 L1 .C1/: (2.87)
r log vol Br

The proof of Theorem 2.15 elaborates on some ideas of Grigor’yan and, in

particular, uses heat equation techniques. Since this approach is different from that
114 2 The Omori-Yau Maximum Principle

we shall follow in the sequel, we report here the argument taken from [227]. In fact
we shall prove the next more general
Theorem 2.16 Let .M; h ; i/ be a complete Riemannian manifold and let A; b; V be
smooth, A; b > 0, V 0 and such that

H
b.x/ I A.x/  Kr.x/ (2.88)
r.x/

on M n BR0 for some R0 , H, K > 0,  ,  2 R. Let u.x; t/ 2 C0 .M  .0; T/ for

some T > 0 be a nonnegative C2 in the space variable x and C1 in t solution of the
problem
(
div .Aru/  Vu b.x/ @u
@t
on M  .0; T
(2.89)
ujt!0C D 0;

where the initial data is considered in the L2loc .M; b.x/dx/ sense. Assume that, for
every R
1,
Z T Z
A.x/u.x; t/2 dxdt  ef .2R/ ; (2.90)
0 B2R nB 3 R
2

where f is a positive function defined for r

1 and such that

r1 
62 L1 .C1/: (2.91)
f .r/

Then u vanishes identically in M  .0; T.

Remark 2.14 If u is bounded and ujt!0C D 0 in the L1loc .M; b.x/dx/ sense, then the
equality also holds in the L2loc .M; b.x/dx/ sense.
Remark 2.15 Theorem 2.16 generalizes results of Grigor’yan, see for instance [131,
Theorem 9.2].
The proof of Theorem 2.16 will follow immediately by combining the next two
lemmas.
Lemma 2.2 Let A; b > 0 on M and let f .t/ be a positive nondecreasing function
defined for t
1. Suppose that

H
b.x/ for r.x/
1 and some H > 0;  2 R; (2.92)
r.x/
A.x/  Kr.x/ for r.x/
1 and some K > 0;  2 R: (2.93)
2.3 Stochastic Completeness and the Weak Maximum Principle 115

Let u 2 C0 .M  .0; T/, T > 0 be such that ujt!0C D 0 in the L2loc .M; b.x/dx/
sense, and assume that, for every 0 < < T, R
1 and ı satisfying
  
b.x/ R2
0 < ı  min ; inf ; (2.94)
B2R nBR A.x/ 16f .2R/

we have
Z Z
C2
u.x; /2 b.x/  u.x;  ı/2 b.x/ C ; (2.95)
BR B2R R2

for some absolute constant C > 0. If

r1 
62 L1 .C1/; (2.96)
f .r/

then u  0 in M  .0; T.

Proof We fix R
1 and 2 .0; T and for each k 2 N we define

Rk D 2 k R and ık 2 .0; 

such that
!
b.x/ R2k
ık  inf (2.97)
B2Rk nBRk A.x/ 16f .2Rk /
!
b.x/ R2kC1
D inf :
BRkC1 nBRk A.x/ 64f .RkC1 /

We also define inductively a decreasing sequence f k g setting

0 D ; kC1 D k  ık : (2.98)

If k and kC1 are positive, assumption (2.95) implies that

Z Z
2 C2
b.x/u.x; k /  b.x/u.x; kC1 /2 C : (2.99)
B Rk BRkC1 R2k

Indeed, choosing ı D k  kC1 we have

k  ı D kC1
116 2 The Omori-Yau Maximum Principle

   
b.x/ R2k
and ı D ık < min ; infB2Rk nBR A.x/ 16f .2Rk /
as required for the validity of
k
(2.95). Since ujtD0C D 0 in the L2loc .M; b.x/dx/ sense,
the same inequality continues
to hold, passing to the limit, even if kC1 D 0, in which case we have
Z
 2
b.x/u x; 0C D 0: (2.100)
BRkC1

Thus, if we can show that the sequence k can be chosen in such a way that kN D 0
N iterating (2.99) and using (2.100) we obtain
for some finite k,

Z XkN
21 C2 2
b.x/u.x; /  C < :
BR R2
kD0 k
2R2

Letting R ! C1, we deduce that u.; /  0 and this holds for each 2 .0; T;
then u  0 in M  .0; T.
Having fixed 2 .0; T/, the sequence f k g in (2.98) will reach 0 for some finite
index kN if

D ı0 C ı1 C : : : C ıkN : (2.101)

Towards this end, note that if

C1
!
X b.x/ R2k
inf D C1 (2.102)
kD1
BRk nBRk1 A.x/ f .Rk /

then we may choose the sequence ık in such a way that (2.97) holds for every k and

C1
X
ık D C1:
kD0

Thus, by possibly making some ık smaller, we can find kN in such a way that (2.101)
holds.
Hence, it remains to prove that (2.102) is satisfied. Taking into account (2.92)
and (2.93), this amounts to showing that

C1
X 2 
Rk
D C1;
kD0
f .Rk /

which in turn follows easily from (2.96) and the fact that f is nondecreasing. t
u
In the next result we see how to guarantee condition (2.95).
2.3 Stochastic Completeness and the Weak Maximum Principle 117

Lemma 2.3 Let A, b and .M; h ; i/ be as in the previous Lemma. Let u.x; t/ 2
C0 .M  .0; T/, for some T > 0, be C2 in the space variable x and C1 in t, and
assume that it is a solution of

@u
u div .Aru/ b.x/u on M  .0; T: (2.103)
@t
Assume also that
Z T Z
A.x/u.x; t/2 dxdt  ef .2R/ for R
1; (2.104)
0 B2R nB 3 R
2

where f is a positive function defined for r

1. Then, for every 0 < < T and for
every ı satisfying
   
b.x/ R2
0 < ı  min ; inf ; (2.105)
B2R nBR A.x/ 16f .2R/

we have
Z Z
2 C2
u.x; / b.x/  u.x;  ı/2 b.x/ C ; (2.106)
BR B2R R2

for each R
1 and for some absolute constant C > 0.
Proof Let R
1 be chosen so that (2.104) holds, and let  be a smooth cutoff
function satisfying

C
supp   B2R ;   1 on B 3 R ; 0    1; jrj  ;
2 R

for a constant C > 0 independent of R. Let .x; t/ be a Lipschitz function in the x

variable for each t 2 Œ0; T to be specified later. Consider the nonnegative function
2 e 2 Lipc .M/; interpreting (2.103) in the weak sense we have
Z Z 
@u
2 e bu  2ue Ahru; ri C 2 ue Ahr; rui C 2 e Ajruj2 ;
B2R @t B2R

from which, using the Cauchy-Schwarz inequality we deduce

Z Z
@u
2 
 e bu 2 juje Ajrujjrj C 2 juje Ajrjjruj  2 e Ajruj2 :
B2R @t B2R
118 2 The Omori-Yau Maximum Principle

We now apply the elementary inequality

"2 2 b2
ab  a C 2; a; b > 0; " > 0
2 2"
to the first two integrand in the right-hand side to obtain, after some manipulations,
Z Z Z
@u 1
2 e bu 2 u2 e Ajrj2 C 2 u2 e Ajrj2 :
B2R @t B2R 2 B2R

Therefore, integrating the above inequality over Œ  ı;  and then integrating by

parts the left-hand side and rearranging we obtain
Z ˇ Z Z    
1 ˇ
1 2 2  @
2 e bu2 ˇˇ  u  e b C Ajrj2 C 2u2 e Ajrj2 :
2 B2R ı ı B2R 2 @t
(2.107)

We now specify the function . Let

(
0 if x 2 BR
.x/ D (2.108)
dist .x; o/  R otherwise;

and note that jrj D 1 on M n BR . To simplify notation set

b.x/
aR D inf ; (2.109)
B2R nBR A.x/

and observe that, since A, b > 0 on M, aR > 0. Finally define

aR .x/2
.x; t/ D on M  Œ  ı; ;
2. C ı  t/

so that

.x; t/  0 on M  Œ  ı;  (2.110)
.x; t/ D 0 on BR  Œ  ı; : (2.111)

A simple computation that uses (2.109) shows that, on B2R n BR ,

@
b C Ajrj2  0 8 t 2 Œ  ı; ; (2.112)
@t
2.3 Stochastic Completeness and the Weak Maximum Principle 119

and this holds on BR as well, since  vanishes identically there. Since .x/ R
2
on
B2R n B 3 R and C ı  t  2ı for t 2 Œ  ı; , we also have
2

a R R2  
.x; t/   on B2R n B 3 R  Œ  ı; : (2.113)
16ı 2

Inserting (2.112) into (2.110), using the properties of , (2.113), (2.110) and (2.111)
we obtain
Z Z Z Z
1 1 C2 a R R2
b.x/u.x; /2  b.x/u.x;  ı/2 C 2 A.x/u2 e 16ı :
2 BR 2 B2R R ı B2R nB 3
2R

(2.114)

According to assumption (2.104), the second integral on the right-hand side is

bounded above by
Z
C2
b.x/u.x;  ı/2 C
B2R R2

and the required conclusion follows. t

u
For the sake of completeness, we end the section with some observations on the
difference of applicability between the weak maximum principles for the Laplacian
and for the full Hessian operator (for instance, see Theorem 5.7 and Corollary 5.6
of Chap. 5). A first striking difference is pointed out by Proposition 2.4 below (see
Proposition 40 of [228]), which states that every Riemannian manifold satisfying
the weak maximum principle for the Hessian must be nonextendible (that is, non-
isometric to any proper open subset of another connected Riemannian manifold
.N; . ; //). For example, for every Riemannian manifold M and p 2 M, Mnfpg does
not satisfy the weak maximum principle for the Hessian.
Proposition 2.4 Suppose that .M; h ; i/ satisfies the weak maximum principle for
the Hessian. Then .M; h ; i/ is nonextendible.
Proof By contradiction, suppose the contrary and let p 2 @M, the boundary of M in
N. Define r.x/ D distN .x; p/. Next, fix 0 < R < injN .p/ and let u 2 C1 .N n fpg/ [
C0 .N/ be a radial nonincreasing function such that
(
er.x/ if r.x/ < R
2
u.x/ D
0 if r.x/ > R:

Clearly u 2 C1 .M/ is bounded from above with

u D u.p/ D L:
120 2 The Omori-Yau Maximum Principle

A computation shows that

Hess.u/.rr; rr/ er eR=2

on NBR=2 .p/ n fpg. Since any sequence fxk g  M along which u attains its supremum
must be eventually contained in NBR=2 .p/nfpg, we conclude that the weak maximum
principle for the Hessian is not satisfied on M, which is a contradiction. t
u
Since, by Theorem 2.5, geodesic completeness and a well-behaved sectional
curvature imply the full Omori-Yau maximum principle for the Hessian, one
might ask if, keeping a well-behaved sectional curvature and relaxing geodesic
completeness to the property of nonextendibility, one could prove the validity of
the weak maximum principle for the Hessian. This is false, as the following simple
counterexample shows. Consider the standard cone in the Euclidean space R3 given
by
q
M D fx D .x1 ; x2 ; x3 / ¤ .0; 0; 0/ W x3 D x21 C x22 g:

In polar coordinates .r; /, where r 2 RC and  2 Œ0; 2/, the cone can be
parameterized as x1 D r cos , x2 D r sin , x3 D r. Therefore, the induced metric
reads

ds2 D 2dr2 C r2 d 2 I

this shows that the cone is trivially nonextendible as a Riemannian manifold

(every such extension N must contain only one point not in M, but the metric is
singular in r D 0). However, since M is a flat embedded hypersurface trivially
contained into a nondegenerate cone, because of Theorem 5.7 of Chap. 5 the
weak maximum principle for the Hessian necessarily fails. Nevertheless, M is
stochastically complete; indeed, from the form of the metric we deduce that the
normal projection onto the hyperplane x3 D 0 gives a quasi-isometry between
M and R2 nf.0; 0/g, preserving divergent sequences and such that the derivatives
of the metric on M are controlled by those of R2 nf.0; 0/g. Therefore, stochastic
completeness follows applying a slight modification of Proposition 3:4 in [227]; see
also Proposition 4.1 of Chap. 4.

2.4 Two Applications of Stochastic Completeness

The aim of this section is to give and idea of the use of stochastic completeness via
the weak maximum principle, by showing the validity of some geometric results.
We begin by proving Theorem 2.17 below, see [187], that shall be used (but only in
the compact case originally due to Tachibana, [261]) in Remark 8.6 and in the proof
of Theorems 8.8 and 8.9 of Chap. 8.
2.4 Two Applications of Stochastic Completeness 121

In order to state the result we need to introduce some terminology. In what

follows, the Riemannian manifold .M; h ; i/ is always supposed to have dimension
m 3. Let

Riem D Rijk`  i ˝  j ˝  k ˝  ` (2.115)

denote the .0; 4/-type Riemann curvature tensor, with respect to a local orthonormal
coframe f i g. With R W 2 .M/ ! 2 .M/ we denote the symmetric endomorphism
determined by Riem, that is, if  i ^  j , 1  i < j  m, is a local basis of 2 .M/
X 1
R. i ^  j / D Rijk`  k ^  ` D Rijk`  k ^  ` : (2.116)
2
k<`

Then M is said to have a positive curvature operator if there exists a constant > 0
such that all the eigenvalues of R are bounded below by . In other words, for any
! 2 2 .M/

hR!; !i j!j2 : (2.117)

It is worth to recall here some formulas and facts presented in Chap. 1. In

conformally invariant form, the components of the Weyl and Cotton tensors are
respectively given by

1 j j
i
Wjk` D Rijk`  .Rik ı`  Rjk ı`i C Rj` ıki  Ri` ık /
m2
S j j
 .ı i ı  ı`i ık / (2.118)
.m  1/.m  2/ k `

and
1
Cjsk D Rjs;k  Rjk;s C .Ss ıjk  Sk ıjs /: (2.119)
2.m  1/

Here S is the scalar curvature and Rjs;k are the components of the covariant derivative
of the Ricci tensor. We recall that for m D 3, W  0 always, while, by Theorem 1.1,
W  0 for m 4 and C  0 for m D 3 are equivalent to conformal flatness of the
manifold. Recall also that the .0; 4/-projective curvature tensor P (see Eq. (1.106)
for the .1; 3/-version), whose components in the local orthonormal coframe f i g are
given by

1
Pijkt D Rijkt  .Rik ıjt  Rjk ıit /; (2.120)
m1
122 2 The Omori-Yau Maximum Principle

is zero if and only if the manifold has constant sectional curvature. A simple
computation shows that

2
jPj2 D j Riem j2  j Ric j2 : (2.121)
m1
The next result is due to Lichnerowicz [175, p.10]; a general formulation
can be found in [53]. We present here a simple computational proof which is a
reorganization of the original one by Lichnerowicz. In the next Lemma we denote
by div Riem the 3-covariant tensor whose components are given by

.div Riem/jkt D Rijkt;i :

Lemma 2.4 With the above notations

1 1
j Riem j2 D K C jr Riem j2  j div Riem j2 C .Rijkt Rrjkt;r /i (2.122)
4 2
where K is the scalar function defined by

1
K D Rri Rijkt Rrjkt  Rijkt Rijrs Rrskt  2Rijkt Rirks Rjrts : (2.123)
2
Proof First we observe that

1 1 1 1
j Riem j2 D .j Riem j2 /tt D Rijk` Rijk`;tt C jr Riem j2 : (2.124)
4 4 2 2
We now consider the commutation relations for the second covariant derivative of
the curvature tensor given in (1.122)

Rijk`;st  Rijk`;ts D Rrjkl Rrist C Rirk` Rrjst C Rijr` Rrkst C Rijkr Rr`st : (2.125)

Tracing with respect to i and t we get

Rijk`;si  Rijk`;is D Rrjkl Rrs C Rirk` Rrjsi C Rijr` Rrksi C Rijkr Rr`si I

multiplying both sides by Rijkt and renaming the indices we deduce

Rijkt Rrjkt;ir D Rijkt Rrjkt;ri C KQ (2.126)

where KQ is the scalar function defined by

KQ D Rijkt Rri Rrjkt C Rijkt Rsrkt Rrjis C Rijkt Rsjrt Rrkis C Rijkt Rsjkr Rrtis : (2.127)
2.4 Two Applications of Stochastic Completeness 123

Now we observe that, using the symmetries of the curvature tensor and the second
Bianchi identity, we can write

1 1 1
Rijkt Rrjkt;ir D Rijkt .Rrjkt;i  Rrikt;j /r D Rijkt .Rktrj;i  Rktri;j /r D Rijkt Rijkt;rr :
2 2 2
(2.128)

Moreover,

Rijkt Rrjkt;ri D .Rijkt Rrjkt;r /i  Rijkt;i Rrjkt;r D .Rijkt Rrjkt;r /i  j div Riem j2 : (2.129)

Inserting (2.128) and (2.129) into (2.126) and using (2.124) we get

1 1
j Riem j2 D KQ C jr Riem j2  j div Riem j2 C .Rijkt Rrjkt;r /i : (2.130)
4 2

Next, we show that KQ D K, so that (2.130) proves the validity of (2.122). Note that
the first terms in (2.123) and (2.127) are equal. For the remaining terms, we use
the first Bianchi identity, the symmetries of the Riemann curvature tensor and we
rename some of the indices to get

1 1
 Rijkt Rijrs Rrskt D .Rijkt Rrijs Rrskt  Rijkt Rrjis Rrskt / D Rijkt Rsrkt Rrjis
2 2
and

Rijkt Rsjrt Rrkis D Rijkt Rsjrt Risrk D Rijkt Rrjst Rirks D Rijkt Rjrts Rirks ;

and finally

Rijkt Rsjkr Rrtis D Rijkt Rrjks Rirst D RijtkRrjts Rirks D Rijkt Rjrts Rirks ;

so that

Rijkt Rsjrt Rrkis C Rijkt Rsjkr Rrtis D 2Rijkt Rirks Rjrts ;

Q
which implies K D K. t
u
Tachibana [261] has shown the validity of the following
Lemma 2.5 Let M have positive curvature operator R, that is,

hR!; !i j!j2
124 2 The Omori-Yau Maximum Principle

for some constant > 0 and each ! 2 2 .M/. Let K be the function defined in
(2.123) and P the projective curvature tensor. Then

K .m  1/jPj2 : (2.131)
2
Remark 2.16 Note that Lemma 2.5 also holds if is a positive function on M.
We are now ready to prove the next
Theorem 2.17 Let .M; h ; i/ be a stochastically complete Riemannian manifold of
dimension m 3 with positive curvature operator and scalar curvature S. Assume
that either one of the following conditions is satisfied:
(i) Ric is parallel.
(ii) M is locally conformally flat and S is constant.
Then either j Riem j D supM j Riem j D C1 or M has positive constant sectional
curvature. In particular, this is the case if M is Einstein.
Remark 2.17 Note that if .M; h ; i/ is also geodesically complete and j Riem j <
C1, then M is compact by Myers theorem [203]. Observe also that conditions (i)
and (ii) are necessary for M to have constant sectional curvature.
Proof First of all we observe that under anyone of the conditions (i) or (ii), we have
div Riem  0. For (i) use (1.67); while for (ii) we note that, from (1.67) and (2.119),

1  
Rijtk;i D Cjkt C St ıjk  Sk ıjt ;
2.m  1/

and from the constancy of S and the local conformal flatness we have Rijkt;i D 0.
Furthermore, in case (i) j Ric j2 is obviously constant, while in case (ii) by the usual
decomposition (2.118) of the Riemann curvature tensor we immediately deduce

m2 1
j Ric j2 D j Riem j2 C S2 : (2.132)
4 2.m  1/

Equation (2.122), together with (2.131), (2.121) and div Riem  0, yields
 
1 2
j Riem j2 .m  1/jPj2 D .m  1/ j Riem j2  j Ric j2 :
4 2 2 m1
(2.133)

In case (i), since j Ric j2 is constant, if j Riem j < C1, applying the weak
maximum principle gives

2
j Riem j2  j Ric j2 on M;
m1
2.4 Two Applications of Stochastic Completeness 125

and (2.121) implies jPj  0. In case (ii), using (1.103),

 
1 m S2
j Riem j2 .m  1/jPj2 D .m  1/ j Riem j2 
4 2 2 2.m  1/ .m  1/2
(2.134)

and again, if j Riem j < C1, since S is constant, applying the weak maximum
principle we have

2
j Riem j2  S2
m.m  1/

which, from (2.121) implies jPj  0. t

u
We give here a second application of stochastic completeness. Let L be a
symmetric diffusion operator, of the type Lu D A1 div.Aru/ for some A 2 C2 .M/,
A > 0. We are interested in the following problem: if u 2 C2 .M/,

Lu 0 on M;

and u 2 L1 .M; Adx/, is it true that u is constant? More generally, one could ask for
u 2 Lp .M; Adx/ for some p 1. Sometimes positive results in this direction are
called Lp -type Liouville results. The case p D C1 corresponds to the usual notion
of parabolicity that we will consider in the next Sect. 2.5.
While in case u 2 Lp .M; Adx/, with p > 1, and u.x0 / > 0 for some x0 2 M we
have a positive answer (see for instance [243] for a result on general operators that
does not cover the present case, but whose proof can be adapted to the purpose), the
case p D 1 requires some “extra conditions” as shown by the following example.
Example 2.4 Consider the complete manifold given by an m-dimensional model
Mg with polar coordinates .r; / on RC  Sm1 as in Definition 1.1 of Chap. 1. We
choose

g.r/ D r on Œ0; 1:

Define
Z r Z t
1m
˛.r/ D g.t/ g.s/m1 dsdt
0 0

and set

u.x/ D ˛.r.x//: (2.135)

126 2 The Omori-Yau Maximum Principle

Then u.x/ is nonconstant and the computation we did in Example 2.1 shows that u
satisfies

u  1 on Mg : (2.136)

Q
Let A.x/ D A.r.x// for some positive function AQ 2 C1 .RC Q0
0 / with A .r/ 0. Since
C
g 0 on R0 , using (2.136) we have
Rr
1 AQ0 .r/ 0 gm1 .s/ds
Lu D A div.Aru/ D 1 C >0
Q
A.r/ gm1 .r/

on Mg . Let now " > 0 and choose g such that

!1=.m1/
1
g.r/ D 1C" .r/
r log1C" .r/er log

for r
1. With this choice, from the definition of ˛.r/, we have
1C" .r/
˛.r/  Cer log as r ! C1;

and
Z
C
u as R ! C1; (2.137)
@BR R log1C" .R/

for some constant C > 0. Thus, if we require that

Q ! >0
A.r/ as r ! C1;

then
Z
C
uA  as R ! C1;
@BR R log1C" .R/

and being " > 0, u 2 L1 .M; Adx/.

In the next result the role of the “extra condition” is played by L-stochastic
completeness.
Theorem 2.18 Let .M; h ; i/ be a complete, L-stochastically complete manifold
with L D A1 div.Ar / for some A 2 C2 .M/, A > 0. Let u 2 C2 .M/ \ L1 .M; Adx/
and suppose that u is a nonnegative, L-superharmonic function on M. Then u is
constant.
Proof We reason by contradiction and we assume the existence of a nonconstant
u 0, u 2 C2 .M/ \ L1 .M; Adx/, such that Lu  0. By the usual maximum principle
2.4 Two Applications of Stochastic Completeness 127

it follows that, since u 6 0, u > 0 on M. We denote by GL the Green kernel of L.

Fix y0 2 M and observe that GLy0 .x/ D GL .x; y0 / is L-harmonic on M n fy0 g. We now
show that there exists a compact set K and a constant C > 0 such that y0 2 K and

GLy0  Cu on M n K: (2.138)

Since the singularity of GLy0 in y0 is Adx-integrable and u 2 L1 .M; Adx/, the above
inequality yields

GLy0 2 L1 .M; Adx/: (2.139)

To show (2.138) we fix an exhaustion f˝k g of M by relatively compact domains

with smooth boundaries and with the property that B" .y0 /  ˝1 for some " > 0
sufficiently small. Let GkL be the Green kernel in ˝k , so that GkL satisfies
(
L
LGk;y 0
D 0 on ˝k
(2.140)
Gk;y
L
0
D 0 on @˝k

and recall that

GLy0 .x/ D lim Gk;y

L
0
.x/; x ¤ y0 ; (2.141)
k!C1

locally uniformly (see [71]). Fix C > sup@B" .y0 / GLy0 . Then, up to choosing k
sufficiently large

C > Gk;y
L
0
.x/ for x 2 @B" .y0 /:

Thus, there exists a constant  > 0 sufficiently small such that, for k
1,

Gk;y
L
0
.x/  u.x/ for x 2 @B" .y0 /:

Note that this is possible since u > 0 on M. Because of (2.140) we also have

Gk;y
L
0
.x/  u.x/ on @˝k :

By the usual maximum principle we then deduce

Gk;y
L
0
.x/  u.x/ on ˝k n B" .y0 /:

Taking K D ˝ k0 for some fixed k0 sufficiently large and using (2.141) we then get
(2.138).
Since y0 2 M was fixed arbitrarily, we have obtained

GLy .x/ 2 L1 .M; Adx/ for each y 2 M:

128 2 The Omori-Yau Maximum Principle

Using this fact we define

Z
v.y/ D GLy .x/A.x/dx:
M

Clearly, v 0 and Lv D 1. Thus the weak maximum principle for the operator L
cannot hold on M, and therefore M is not L-stochastically complete. Contradiction.
t
u
Is there any other “natural” condition that could replace L-stochastic complete-
ness in the above result? See [206, 243] for some results in this direction.

2.5 Parabolicity

The aim of this section is to show that the usual notion of parabolicity can be thought
as a stronger version of the weak maximum principle. We recall that, according to
the well known “Liouville-type” property, we have
Definition 2.5 A manifold .M; h ; i/ is parabolic if there are no nonconstant
bounded above, C2 .M/, subharmonic functions on it.
Let us for the moment enlarge the above definition to functions u 2 C0 .M/ \
1;2
Wloc .M/. In this case, if ˛ 2 R is any constant, then

w.x/ D max fu.x/; ˛g

is still subharmonic, in the weak sense, anytime u is so. This can be easily seen,
but in any case we refer to Proposition 4.3 of Chap. 4 where we prove this fact in
1;2
a greater generality. Thus, in the enlarged class of functions C0 .M/ \ Wloc .M/, the
above definition is equivalent to:
1;2
for each u 2 C0 .M/ \ Wloc .M/; the properties u 0 and 0  u  u < C1
imply that u is constant. (2.142)

Now suppose that the property in Definition 2.5 holds for u 2 C2 .M/ and assume
1;2
by contradiction that for some v 2 C0 .M/\Wloc .M/ we have that v is a nonconstant
bounded above solution of v 0 on M. By adding a constant we can in fact
suppose that

v D inf v < 0 < sup v D v  :

M M

It follows that, if G 0, G 6 0 is a smooth function with compact support contained

in the set fx 2 M W v.x/  0g, then  D max fv; 0g is a nonnegative, nonconstant,
2.5 Parabolicity 129

1;2
C0 .M/ \ Wloc .M/ solution of

 G.x/ :

Now a sufficiently large positive constant C satisfies   C and

C  G.x/C :

Hence by the sub-supersolution method (see for instance [31, 240, 250]) we
conclude that the equation

u D G.x/u

has a C2 .M/ (even smooth) solution u satisfying 0    u  C so that u is a

bounded above C2 .M/ solution of u 0 which is nonconstant, contradicting the
validity of Definition 2.5. Thus we have proven that if the property of Definition 2.5
1;2
holds for C2 .M/ functions then it holds for C0 .M/\Wloc .M/ functions, the converse
being of course trivially true.
Now note that if (2.142) holds in the class C2 .M/ and not in the class C0 .M/ \
1;2
Wloc .M/, then similarly to what we have done above we can construct a nonconstant
C2 .M/ function v satisfying (2.142), contradiction. In other words, (2.142) is
equivalent to

for each u 2 C2 .M/ the properties u 0 and 0  u  u < C1

imply that u is constant.

Clearly the latter is similar to the requirement of stochastic completeness expressed

in Theorem 2.7 (ii); in fact it is formally the same for  D 0. This suggests that
(2.142) is equivalent to any one of the following properties:

for each u 2 C2 .M/; u < C1; u nonconstant on M and for each  < u ;

inf u < 0; (2.143)

˝

where ˝ D fx 2 M W u.x/ >  g;

for each u 2 C2 .M/; u < C1; u nonconstant on M; there exists fxk g  M

1
such that u.xk / > u  ; u.xk / < 0 8 k 2 N: (2.144)
k
130 2 The Omori-Yau Maximum Principle

It is clear that (2.143) and (2.144) are equivalent, but while obviously (2.144)
1;2
cannot be expressed in a weak form, when u 2 C0 .M/ \ Wloc .M/, (2.143) can be
interpreted in a weak sense as

there exist " > 0 and 2 Cc1 .M/; 0; 6 0; such that

Z Z
 hru; r i  " :
M M

Furthermore, it is not hard to show that (2.143) is equivalent to its weak

formulation as we described above, that we call (2.143)-weak. Indeed, suppose the
1;2
validity of (2.143) and that, by contradiction, there exists u 2 C0 .M/ \ Wloc .M/,

u < C1, u nonconstant such that for each " > 0 and for each 2 Cc1 .M/,
0, 6 0,
Z Z
 hru; r i > " :
M M

Letting " # 0C this means

u 0 on M

in the weak sense. Thus, as above we can construct a nonconstant v 2 C2 .M/,

v  < C1, such that v 0 on M; in particular, for any  < v  ,

inf v 0;
˝

contradicting the validity of (2.143). The other implication is trivial.

Our next step is contained in
Theorem 2.19 Properties (2.142) and (2.143) are equivalent in the functional class
1;2
C0 .M/ \ Wloc .M/, and therefore in the class C2 .M/.
Proof Clearly (2.143)-weak implies (2.142). Viceversa assume (2.142) and let u 2
1;2
C0 .M/ \ Wloc .M/ satisfy u < C1, u nonconstant and by contradiction suppose
that, for some Q < u ,

u 0 on ˝Q

in the weak sense. Pick 0 < " < u  Q and define

n "o
v.x/ D max u.x/; Q C :
2
1;2
Then v 2 C0 .M/ \ Wloc .M/ is a bounded above subharmonic function on M and
thus by (2.142), which is equivalent to the property in Definition 2.5 on C0 .M/ \
2.5 Parabolicity 131

1;2
Wloc .M/, we have that v is constant on M. Since ˝Q C 2" ¤ ; and v D u on ˝Q C 2"
we conclude that u is constant on ˝C
Q 2" , contradiction. t
u
There is a further characterization of parabolicity which expresses in the form of
a (classical weak) maximum principle (see for instance Theorem 8.1 in [125]). The
original result for surfaces is due to Ahlfors (see Theorem 6 C in [2]).
Theorem 2.20 The manifold .M; h ; i/ is parabolic
  if and only if for each open set
˝  M with @˝ ¤ ; and for each v 2 C0 ˝N \ Wloc 1;2
.˝/ satisfying
8
<v 0 on ˝
(2.145)
:sup v < C1
˝

we have

sup v D sup v: (2.146)

˝ @˝

Proof First assume that .M; h ; i/ is parabolic

 and
 by1;2contradiction suppose that
there exist ˝  M, @˝ ¤ ; open and v 2 C0 ˝N \ Wloc .˝/ satisfying (2.145) but
for which

sup v > sup v:

˝ @˝

Choose " > 0 sufficiently small that

sup v > sup v C ";

˝ @˝

and consider the open set


˝" D x 2 ˝ W v.x/ > sup v  " ¤ ;:
˝

Then ˝"  ˝ and therefore

8 
ˆ
<max v.x/; sup v  " on ˝
u.x/ D ˝
:̂sup v  " on M n ˝
˝

1;2
defines a C0 .M/ \ Wloc .M/ solution of u 0 on M. Furthermore, supM u D
sup˝ v < C1. Since .M; h ; i/ is parabolic we have that u is constant; since ˝" ¤
;, u D sup˝ v  " on ˝" contradicting the definition of the latter.
132 2 The Omori-Yau Maximum Principle

Viceversa, assume the validity of (2.146) and by contradiction suppose that

.M; h ; i/ is not parabolic. Then there exists a nonconstant function u 2 C0 .M/ \
1;2
Wloc .M/ satisfying
8
<u 0 on M
(2.147)
:u D sup u < C1:
M

Choose  < u and let ˝ as in (2.143). Since u is nonconstant, then, up to choosing

 sufficiently close to u , @˝ ¤ ;. Because of the validity of (2.145) with v D
uj˝  on ˝ D ˝ , from (2.146) we deduce

u D sup v D sup v D ;
˝ @˝

contradiction. t
u
Remark 2.18 The first part of the proof of the previous theorem is based on the
important fact that, for the Laplace-Beltrami operator , the supremum of two
subsolutions or at least of a subsolution with a constant is still a subsolution. As
far as we know, this fact does not generalize to the entire class of operators we shall
consider later on; hence the need for a proof based on a different argument. Let us
go back to the reasoning in the first part of the proof and observe that, without loss
of generality, by adding a positive constant we can suppose sup˝ v > 0. We now
choose " > 0 small enough that ˝2"  ˝. Clearly

˝"  ˝2" :

Let ' 2 C1 .M/ be a cut-off function such that

'1 on ˝" ; '0 on ˝ n ˝2"

and define
(
'.x/v.x/ on ˝
u.x/ D
0 on M n ˝:

1;2
Then u 2 C0 .M/ \ Wloc .M/ and u D sup˝ v < C1. Furthermore, on the upper
level set ˝"  ˝ we have

u D v 0:
1;2
To obtain a contradiction using (2.143) for functions u 2 C0 .M/ \ Wloc .M/ which
are not constant we have to show that ˝" is a upper level set for u. Towards this aim
2.5 Parabolicity 133

we observe that we can choose " > 0 sufficiently small so that

 D sup v  " > 0:

˝

We let

˝ D fx 2 M W u.x/ >  gI

we claim that ˝ D ˝" . Indeed, let x 2 ˝" ; then v.x/ >  > 0 and since '.x/ D 1
on ˝" , u.x/ D '.x/v.x/ D v.x/ >  . Thus x 2 ˝ , or, in other words, ˝"  ˝ .
Suppose now that x 2 ˝ ; since  > 0, by the definition of u we deduce that x 2 ˝
and v.x/ > 0. Thus

v.x/ '.x/v.x/ D u.x/ >  D sup v  "I

˝

in other words, x 2 ˝" . Thus

u 0 on ˝ ;

contradicting (2.143).
This argument will be used in Chap. 4, where we shall deal with the notion
of “parabolicity” for a very general class of operators. Furthermore, in view of
the results we shall present there, it is worth to recall, in the present particularly
simple setting, at least one sufficient condition for parabolicity of the Laplacian
on a complete, noncompact manifold. Towards this aim we follow the classical
path used in potential theory of relating parabolicity with capacity. For a wealth
of information see the survey article by Grigor’yan [131]. Note however that this
approach does not extend in general to nonlinear operators (see Sect. 4.4 in Chap. 4),
with the exception of operators strictly related to the p-Laplacian. For this latter case
we refer the interested reader to the comprehensive monograph [142].
First we recall the following
Definition 2.6 Let ˝ and K be respectively an open and a compact set in M such
that K  ˝. Define the capacity of K in ˝, cap.K; ˝/, by setting
Z
cap.K; ˝/ D inf jrj2 ;
2D.K;˝/ ˝

where

D.K; ˝/ D f 2 Cc1 .˝/ W 0    1 and   1 in a neighborhood of Kg:

134 2 The Omori-Yau Maximum Principle

If K is relatively compact in ˝ we set

cap.K; ˝/ D cap.K; ˝/;

and finally, in case ˝ D M we simply set

cap.K/ D cap.K; M/:

In fact, where needed, we can substitute the space D.K; ˝/ in the definition
above with

L.K; ˝/ D f 2 Liploc .M/ W supp   ˝; 0    1 and   1 on Kg:

(2.148)

We have the following result (see Theorem 5.1 in [131]).

Theorem 2.21 Let .M; h; i/ be a Riemannian manifold. Then  is parabolic on M
if and only if for each compact set K, cap.K/ D 0.
Given for granted the proof of Theorem 2.21 we establish the following estimates
that will enable us to provide a “volume growth”-type sufficient condition for the
parabolicity of .
Theorem 2.22 Let .M; h; i/ be a complete Riemannian manifold and 0 < s < R.
Then we have the following estimates
Z
1 1 R
s
d; (2.149)
cap.Bs ; BR / 2 s vol.B /  vol.Bs /

and
Z
1 R
d
: (2.150)
cap.Bs ; BR / s vol.@B /

In particular,
Z C1
1 1 s
d; (2.151)
cap.Bs / 2 s vol.B /  vol.Bs /

and
Z C1
1 d
: (2.152)
cap.Bs / s vol.@B /

Proof Using the definition of capacity

Z
cap.Bs ; BR / D inf jruj2 ;
u2L.Bs ;BR / BR
2.5 Parabolicity 135

where L.Bs ; BR / is defined in (2.148). To prove (2.149) we fix " > 0 and we show
that we can find u 2 L.Bs ; BR / such that
Z Z 1
R
ts
jruj2  2 dt : (2.153)
BR s vol.Bt /  vol.Br / C "

Towards this aim we let g 2 Lip.RC

0 / be such that

g  1 on Œ0; s/ and g  0 on .R; C1/: (2.154)

We set .y/ D distM .y; o/, o 2 M a fixed origin, and we define u D g ı . From
Gauss lemma jruj D jg0 ./j, and therefore
Z Z Z R
jruj2 D jg0 ./j2 D jg0 ./j2 vol.@B /d: (2.155)
BR BR s

We now choose
Z R
ts
g./ D a dt on Œs; R
 vol.Bt /  vol.Bs / C "

with
Z 1
R
ts
aD dt : (2.156)
s vol.Bt /  vol.Bs / C "

Observe that g.s/ D 1 and g.R/ D 0, so that (2.155) can be verified. Furthermore,
s
g0 ./ D a on Œs; R:
vol.B /  vol.Bs / C "

Substituting into (2.154) and using .vol.B //0 D vol.@B / by the coarea formula,
together with (2.156), we have
Z Z
.  s/2 vol.@B /
R
jruj2 D a2 d
s .vol.B /  vol.Bs / C "/
2
BR
Z R  0
1
D a2 .  s/2 d
s vol.B /  vol.Bs / C "
Z R
.  s/2 s
D a2 jRs C 2a2 d  2a:
vol.B /  vol.Bs / C " s vol.B /  vol.Bs / C "

This gives (2.153).

136 2 The Omori-Yau Maximum Principle

We now prove (2.150). Towards this aim we start from (2.155) but we choose g
in a different way. Letting (2.154) to hold, we set
Z R
dt
g./ D a
 vol.@Bt / C "

with
Z R 1
dt
aD ; (2.157)
s vol.@Bt / C "

so that g.s/ D 1 and g.R/ D 0. Since

a
g0 ./ D  ;
vol.@B / C "

substituting into (2.155) and using (2.157) we obtain

Z Z Z
R
vol.@B / R
d
jruj2 D a2 d  a2 D a;
BR s .vol.@B / C "/2 s vol.@B / C "

and (2.150) follows at once. t

u
Estimates (2.151) and (2.152) together with Theorem 2.21 can be used to obtain
the next sufficient conditions for parabolicity.
Theorem 2.23 Let .M; h; i/ be a complete Riemannian manifold and suppose that,
for some fixed origin o, either

R
… L1 .C1/ (2.158)
vol.BR /
or
1
… L1 .C1/: (2.159)
vol.@BR /

Then  is parabolic on M.
Proof Assume (2.158) holds. Then from (2.151)
Z C1 1
s
cap.Bs /  2 d D 0:
s vol.B /  vol.Bs /

Now if K is any compact set, by the Hopf-Rinow theorem there exists s > 0
sufficiently large such that K  Bs . But clearly, from the definition of capacity,
cap.K/  cap.Bs / D 0. Applying Theorem 2.21 we get the desired conclusion.
Similarly for (2.159). t
u
2.5 Parabolicity 137

Remark 2.19 Condition (2.159) does not imply, in general, condition (2.158); see
for instance [148]. While (2.159) is necessary and sufficient for a model manifold
Mg to be parabolic, in some instances (2.158) is also necessary. This is the case, by
a result of Varopoulos [266], when Ric 0 on the complete manifold .M; h; i/.
On the other hand (2.158) implies (2.159). This is an immediate consequence of
the following
Lemma 2.6 Let .M; h; i/ be a complete manifold, h 2 C0 .M/, h 0, and set
Z
v.t/ D h;
Bt

so that
Z
v 0 .t/ D h:
@Bt

Fix s > 0 and let R > s. Then, for each ı > 0,

Z  1=ı Z  1=ı
R
ts R
1
dt  C dt; (2.160)
s v.t/ s v 0 .t/

for some constant C > 0 independent of R. In particular

 1=ı  1=ı
t 1 1
… L .C1/ implies … L1 .C1/: (2.161)
v.t/ v 0 .t/

Proof Fix " > 0 and set

Z
v" .t/ D .h C "/:
Bt

From the coarea formula

Z
v"0 .t/ D .h C "/:
@Bt

Applying Hölder’s inequalities with conjugate exponents 1 C ı and 1 C 1=ı we

obtain
Z  1=ı Z  1C1=ı !1=.1Cı/ Z ı=.1Cı/
R
ts R
ts R
dt
dt  C v"0 .t/dt
s v" .t/ s v" .t/ s .v"0 .t//1=ı
(2.162)
138 2 The Omori-Yau Maximum Principle

Integrating by parts the first integral in the right-hand side of the above inequality
we have
Z  1C1=ı Z R 
R
ts .R  s/1C1=ı t  s 1C1=ı
v"0 .t/dt D ı C .1 C ı/ dt
s v" .t/ v" .R/1=ı s v" .t/
Z R 
t  s 1C1=ı
 .1 C ı/ dt;
s v" .t/

and therefore, substituting into (2.162),

Z  1=ı Z
R
ts R
dt
dt  .1 C ı/1=ı : (2.163)
s v" .t/ s .v"0 .t//1=ı

By Lebesgue theorem as " ! 0, v" and v"0 decrease, respectively, to v and v 0 .

Inequality (2.160) then follows by applying the monotone convergence theorem to
both members of (2.163). Since
 1=ı  1=ı
ts 1 t
for t 2s;
v.t/ 21=ı v.t/

it is clear that (2.161) follows from (2.160). t

u
The following result will be used in the 2-dimensional case in Chap. 9.
Theorem 2.24 Let M be a Riemannian manifold of dimension m and let BR .p/ be
relatively compact in M. Let u 2 C2 .BR .p// satisfy

uu 0 (2.164)

on BR .p/. Then, for r 2 Œ0; R/,

Z
4
uu  R R sup u2 : (2.165)
dt
BR .p/ r vol .@Bt / BR .p/

Furthermore, if .x/ D dist .x; p/ and

Ric .r; r/ .m  1/G./ (2.166)

on BR .p/ then (2.165) yields, for r 2 Œ0; R/,

Z
4!m
uu  R R sup u2 ; (2.167)
1
BR .p/ r h.t/m1 dt BR .p/
2.5 Parabolicity 139

where !m is the volume of the unit sphere in Rm , provided that the solution h of the
Cauchy problem
(
h00  G.t/h D 0 on Œ0; R/;
(2.168)
h.0/ D 0; h0 .0/ D 1

is positive on .0; R/.

Proof Let
2 D.Br ; BR /, where the latter is as in Definition 2.6. Integrating the
divergence of the vector field W D
2 uru and applying Cauchy-Schwarz and
Young’s inequalities we obtain
Z   Z Z Z

2 jruj2 C uu  2
uhr
; rui 
2 jruj2 C 4 u2 jr
j2 :
BR .p/ BR .p/ BR .p/ BR .p/

Hence, using uu 0,

Z Z Z
uu  2

uu  4 sup u 2
jr
j2 : (2.169)
BR .p/ BR .p/ BR .p/ BR .p/

Taking the infimum on

2 D.Br ; BR / we deduce
Z
uu  4 cap .BR ; Br / sup u2 :
BR .p/ BR .p/

Thus, using inequality (2.150) from here we infer (2.165). As for (2.167) simply
observe that, by the Bishop-Gromov comparison Theorem 1.3 we have

vol .@Bt /  !m h.t/m1 ;

so that the latter follows at once from (2.165). t

u
Chapter 3
New Forms of the Maximum Principle

In the previous chapter we described the Omori-Yau maximum principle for the
Laplace-Beltrami operator , giving some analytical motivations, and later we
introduced the weak maximum principle, illustrating its deep equivalence with
stochastic completeness. Furthermore, to show the power and effectiveness of
these tools when applied to some specific problem, we gave a few applications to
geometry. The aim of the present chapter is to extend the investigation to a much
more general class of differential operators containing those that naturally appear
when dealing with the geometry of submanifolds or, more generally, in tackling
some analytical problems on complete manifolds: for instance, the p-Laplacian,
the (generalized) mean curvature operator, trace operators, and so on. In doing so
we give sufficient conditions for the validity of two types of maximum principles
corresponding, respectively, to the Omori-Yau and to the weak maximum principle.
In this chapter we focus our attention on conditions that basically require the
existence of a function, indicated throughout with  , whose existence is, in many
instances, guaranteed by the geometry of the problem. First we deal with the linear
case, that presents less analytical difficulties, and we conclude our discussion by
providing a first a priori estimate; again by way of example, we show its use
in a geometric problem. Note that in the next chapter we will provide a second
type of sufficient condition for the validity of the weak maximum principle when
the operator is in divergence form, basically in terms of the volume growth of
geodesic balls with a fixed center on M. Clearly, this kind of condition is very
mild and immediately implied by suitable curvature assumptions. We then move
to the nonlinear case, where the analytical difficulties that we have to face are
definitely deeper; for this reason and for an intrinsic interest, we devote an entire
subsection to a careful proof of a general form of some auxiliary analytical results
that we shall need for our purposes. We finally prove our general nonlinear results
in Theorems 3.11 and 3.13, concluding the chapter.

© Springer International Publishing Switzerland 2016 141

L.J. Alías et al., Maximum Principles and Geometric Applications,
Springer Monographs in Mathematics, DOI 10.1007/978-3-319-24337-5_3
142 3 New Forms of the Maximum Principle

3.1 New Forms of the Weak and Omori-Yau Maximum

Principles

Motivated by the discussion and the examples in the previous chapter we now prove
a weak maximum principle, Theorem 3.1, an Omori-Yau type maximum principle,
Theorem 3.2, and further related results for a large class of linear differential
operators of geometrical interest. We shall deal with nonlinear operators in Sect. 3.3.
To describe our first result let T be a symmetric positive semi-definite .0; 2/-
tensor field on M and X a vector field. We set L D LT;X to denote the differential
operator acting, say, on u 2 C2 .M/ by

Lu D div.T.ru; /] /  hX; rui D Tr.t ı hess.u// C div T.ru/  hX; rui (3.1)

where ] is the musical isomorphism, Tr is the trace and t and hess.u/ are the
endomorphisms of TM corresponding, respectively, to T and Hess.u/.
For instance if T D h ; i and X is a vector field on M for u 2 C2 .M/ we have

Lu D u  hX; rui (3.2)

and L coincides with the X-Laplacian, denoted by X , used in the study of general
soliton structures, see [188] and also Chap. 8; in particular if X D rf then
L D f is the f -Laplacian, appearing also as the natural symmetric diffusion
operator in the study of the weighted Riemannian manifold .M; h ; i; ef dx/, [132]
(see Chap. 8 for applications to solitons theory). If T D p.x/h ; i for some p 2
C1 .M/, p > 0 on M, and X  0, then q.x/L is (at least on the set where q is
positive) a typical (nonsymmetric) diffusion operator. On the other hand, if T is
as above and X D .div T/] , then for u 2 C2 .M/, Lu becomes the trace operator

Lu D Tr.t ı hess.u//I (3.3)

we will deal with trace operators especially in Chaps. 6 and 7 in a geometric

context.
Theorem 3.1 Let .M; h ; i/ be a Riemannian manifold and L be as above. Let
q.x/ 2 C0 .M/, q.x/ 0 and suppose that

q.x/ > 0 outside a compact set. (3.4)

Let  2 C2 .M/ be such that

(
(i) .x/ ! C1 as x ! 1,
( )
(ii) q.x/L.x/  B outside a compact set
3.1 New Forms of the Weak and Omori-Yau Maximum Principles 143

for some constant B > 0. If u 2 C2 .M/ and u < C1, then there exists a sequence
fxk g  M with the properties

1 1
(i) u.xk / > u  ; and (ii) q.xk /Lu.xk / < (3.5)
k k
for each k 2 N.
If the conclusion of the theorem holds on M we shall say that the q-weak maximum
principle for the operator L holds on .M; h ; i/. Clearly if q  1, or more generally q
is a positive constant, we shall say that the weak maximum principle for the operator
L holds on .M; h ; i/. Obviously, if the q-weak maximum principle holds for L and
0  qO .x/  q.x/, qO .x/ satisfying (3.4), then the qO -weak maximum principle for the
operator L also holds.
Remark 3.1 We underline that when q.x/ is bounded between two positive con-
stants the validity of the weak maximum principle is equivalent to that of the q-weak
maximum principle. In fact it is easy to see that when q is bounded from below by a
positive constant, then the q-weak maximum principle implies the weak maximum
principle, while the converse occurs when q.x/ is bounded from above.
Remark 3.2 We stress that the Riemannian manifold M is not assumed to be
geodesically complete. This matches with the fact that for L D  and q.x/  1,
conditions ( ) (i), (ii) are exactly the Khas’minski conditions that we have
considered before in Sect. 2.3 of Chap. 2. In fact, as we shall show below in the
next subsection, condition (ii) in ( ) can be substituted, for instance, by

(ii)0 q.x/L.x/  G..x// outside a compact subset of M ( )

where G 2 C1 .RC / is nonnegative and satisfies

1
(i) G
… L1 .C1/I (ii) G0 .t/ A.log t C 1/; (3.6)

for t
1 and some constant A 0. For instance, the functions G.t/ D t,
G.t/ D t log t, t >> 1, G.t/ D t log t log log t, t
1, and so on, satisfy (i) and
(ii) in (3.6) with A D 0.
The “Omori-Yau” type version of Theorem 3.1 is as follows.
Theorem 3.2 Let .M; h ; i/ be a Riemannian manifold and L be as above. Let
q.x/ 2 C0 .M/, q.x/ 0 and suppose

q.x/ > 0 outside a compact set: (3.7)

144 3 New Forms of the Maximum Principle

Let  2 C2 .M/ be such that

8
ˆ
<(i) .x/ ! C1
ˆ as x ! 1,
(ii) q.x/L  B outside a compact subset of M, (B )
ˆ
:̂(iii) jr j  B outside a compact subset of M

for some constant B > 0. If u 2 C2 .M/ and u < C1 then there exists a sequence
fxk g  M with the properties

1 1 1
(i) u.xk / > u  ; (ii) q.xk /Lu.xk / < ; and (iii) jru.xk /j < (3.8)
k k k
for each k 2 N.
If the conclusion of the theorem holds we shall say that the q-Omori-Yau maximum
principle for the operator L holds on .M; h ; i/.
Remark 3.3 Also in this case conditions (ii) and (iii) in (B ) can be replaced by the
apparently weaker requirement
(
(ii)0 q.x/L  G. /
0
(B )
(iii) jr j  G. /

outside a compact subset of M, where G 2 C1 .RC

0 / is a positive function satisfying
(3.6) .i/, .ii/.
We observe that when .M; h ; i/ is a complete, noncompact Riemannian mani-
fold a special candidate for  , in both Theorems 3.1 and 3.2, is some composition of
an at least C2 function with the distance r.x/ from a fixed origin o 2 M. Of course
r.x/ is smooth only outside fog [ cut.o/, where cut.o/ is the cut locus of o, but, as
we have seen in Theorem 2.5, this problem can be bypassed by elaborating on the
old trick of Calabi [55]. In fact, a proof similar to that of Theorem 2.5 holds true.
A different way is to understand the differential inequality involving the considered
composition with r.x/ and the operator L only in the weak-Lip sense, and apply
Theorem 5.3 of [236] or Theorem 3.9 together with Remark 3.10 below, instead
of Proposition 3.1 in Remark 2.8. We underline that the same arguments, via the
comparison principle of Theorem 5.3 in [236], also shows that if  2 C1 .M/ satisfies
(B ) (i), (iii), and is a classical weak solution of (B ) (ii), then Theorem 3.2 is still
valid. The same, of course, applies to Theorem 3.1 (and to the regularity of u),
where however we need to make the further requirement 1q 2 L1loc .M/ [see the proof
of Theorem 3.11, inequality (3.174)].
As a further step, given T and X as above, we introduce the operator H D HT;X
acting on u 2 C2 .M/ by

Hu D HT;X u D T.hess.u/; / C .divT  X [ / ˝ du;

3.1 New Forms of the Weak and Omori-Yau Maximum Principles 145

where [ W TM ! TM  is the inverse of the musical isomorphism ] . Observe that

Lu D Tr.Hu/. The above theorems admit then the following general versions.
Theorem 3.3 Let .M; h ; i/ be a Riemannian manifold and H D HT;X be as above.
Let q.x/ 2 C0 .M/, q.x/ 0 and suppose that

q.x/ > 0 outside a compact set. (3.9)

Let  2 C2 .M/ be such that

(
(i) .x/ ! C1 as x ! 1,
(C )
(ii) q.x/H.x/.v; v/  Bjvj2

for some constant B > 0 and for every x 2 M nK, for some compact K  M, and for
every v 2 Tx M. If u 2 C2 .M/ and u < C1, then there exists a sequence fxk g  M
with the properties

1 1 2
(i) u.xk / > u  ; and (ii) q.xk /Hu.xk /.v; v/ < jvj (3.10)
k k

for each k 2 N and every v 2 Txk M; v ¤ 0.

Theorem 3.4 Let .M; h ; i/ be a Riemannian manifold and H D HT;X be as above.
Let q.x/ 2 C0 .M/, q.x/ 0 and suppose that

q.x/ > 0 outside a compact set. (3.11)

Let  2 C2 .M/ be such that

8
ˆ
<(i) .x/ ! C1
ˆ as x ! 1,
(ii) q.x/H.x/.v; v/  Bjvj2 ; (D )
ˆ
:̂(iii) jr.x/j  B

for some constant B > 0, for every x 2 M n K, for some compact K  M, and for
every v 2 Tx M. If u 2 C2 .M/ and u < C1, then there exists a sequence fxk g  M
with the properties

1 1 2 1
(i) u.xk / > u  ; (ii) q.xk /Hu.xk /.v; v/ < jvj ; and jru.xk /j <
k k k
(3.12)
for each k 2 N and every v 2 Txk M; v ¤ 0.
146 3 New Forms of the Maximum Principle

Similar to what happens in Theorems 3.1 and 3.2, condition (ii) in (C ) and
conditions (ii) and (iii) in (D ) can be substituted, respectively, by

(ii)0 q.x/H.x/.v; v/  G. /jvj2 (C )

and
(
(ii)0 q.x/H.x/.v; v/  G. /jvj2
(D )
(iii)0 jr j  G. /

outside a compact subset of M, where G 2 C1 .RC 0 / is a positive function satisfying

(3.6).
Observe now that Theorem 2.4 is just a particular case of Theorems 3.2 and 3.4
with q.x/  1 and L D .

3.1.1 Proof of Theorem 3.1 and Related Results

In this section we give a proof of Theorem 3.1 and of some companion results.
Proof (of Theorem 3.1) We fix  > 0 and let

A D fx 2 M W u.x/ > u  g : (3.13)

We claim that

inf fq.x/Lu.x/g  0: (3.14)

A

Note that (3.14) is equivalent to conclusion (3.5) of the theorem.

We reason by contradiction and we suppose that

q.x/Lu.x/ 0 > 0 on A : (3.15)

First we observe that u cannot be attained at any point x0 2 M, for otherwise

x0 2 A , ru.x0 / D 0, and Lu.x0 / reduces to Lu.x0 / D Tr.t ı hess.u//.x0 /, so that,
since T is positive semi-definite, q.x0 /Lu.x0 /  0 contradicting (3.15).
Next we let

˝t D fx 2 M W .x/ > tg ; (3.16)

and define

ut D sup u.x/: (3.17)

x2˝tc
3.1 New Forms of the Weak and Omori-Yau Maximum Principles 147

Clearly ˝tc is closed; we show that it is also compact. In fact, by ( ) .i/ there exists
a compact set Kt such that .x/ > t for every x … Kt . In other words, ˝tc  Kt and
hence it is compact. In particular, ut ˚D max
 x2˝t u.x/.
c

Since u is not attained in M and ˝tc is a telescoping exhaustion of M, we find

˚ 
a divergent sequence tj  RC 0 such that

utj ! u as j ! C1; (3.18)

and we can choose T1 > 0 sufficiently large in such a way that


uT1 > u  : (3.19)
2

Furthermore we can also suppose to have chosen T1 sufficiently large that q.x/ > 0
and ( ) .ii/ holds on ˝T1 . We now choose ˛ such that uT1 < ˛ < u . Because of
(3.18) we can find j sufficiently large that

T2 D tj > T1 and uT2 > ˛: (3.20)

We select  > 0 small enough that

˛ C  < uT2 : (3.21)

For  2 .0; 0 / we define

 .x/ D ˛ C .  T1 /: (3.22)

We note that

 .x/ D ˛ for every x 2 @˝T1 ; (3.23)

and

q.x/L .x/ D q.x/L.x/  B < 0 on ˝T1 ; (3.24)

up to have chosen  sufficiently small.

Since on ˝T1 n ˝T2 we have

˛ <  .x/  ˛ C .T2  T1 / (3.25)

we can choose  2 .0; 0 / sufficiently small, so that

.T2  T1 / <  (3.26)

148 3 New Forms of the Maximum Principle

and then

˛   .x/ < ˛ C  on ˝T1 n ˝T2 : (3.27)

For any such , on @˝T1 we have

 .x/ D ˛ > uT1 u.x/; (3.28)

so that

.u   /.x/ < 0 on @˝T1 : (3.29)

Furthermore, if x 2 ˝T1 n ˝T2 is such that

u.x/ D uT2 > ˛ C 

then

.u   /.x/ uT2  ˛  .T2  T1 / > uT2  ˛   > 0

by (3.21) and (3.26). Finally, ( ) .i/ and the fact that u < C1 imply

.u   /.x/ < 0 on ˝T3 (3.30)

for T3 > T2 sufficiently large. Therefore,

 D sup .u   /.x/ > 0;

x2˝ T1

and it is in fact a positive maximum attained at a certain point z0 in the compact

set ˝ T1 n ˝T3 . In particular, r.u   /.z0 / D 0 and L.u   /.z0 / reduces to Tr.t ı
hess.u   //.z0 /. Therefore, since T is positive semi-definite we have that Lu.z0 / 
L .z0 /.
By (3.29) we know that .z0 / > T1 . Therefore, at z0 we have

u.z0 / D  .z0 / C  >  .z0 / > ˛ > uT1 > u  ; (3.31)
2

and hence z0 2 A \ ˝T1 . In particular q.z0 / > 0 and ( ) .ii/ holds at z0 . From
(3.15) we obtain

0 < 0  q.z0 /Lu.z/  q.z0 /L .z0 /  B < 0 ; (3.32)

that is, the desired contradiction. t

u
3.1 New Forms of the Weak and Omori-Yau Maximum Principles 149

We observe that we can relax the assumption in Theorem 3.1 on the boundedness
of the function u from above to a control of u at infinity via the function  . This is
the content of the next result.
Theorem 3.5 Let .M; h ; i/ be a Riemannian manifold and L D LT;X be as above.
Let q.x/ 2 C0 .M/, q.x/ 0 and suppose that

q.x/ > 0 outside a compact set. (3.33)

Let  2 C2 .M/ be such that

(
(i) .x/ ! C1 as x ! 1,
( )
(ii) q.x/L.x/  B outside a compact set

for some constant B > 0. If u 2 C2 .M/ and

u.x/ D o..x// as x ! 1, (3.34)

then for each such that

˝ D fx 2 M W u.x/ > g ¤ ;

we have

inffq.x/Lu.x/g  0:
˝

Proof Of course we consider here the case u D C1. We reason by contradiction

as in the proof of Theorem 3.1 and we suppose the validity of (3.15) on ˝ . Next
we proceed as in the above proof (obviously in this case u is not attained on M) to
arrive to (3.18) that now takes the form

utj ! C1 as j ! 1, (3.35)

and we choose T1 > 0 sufficiently large in such a way that (3.19) now becomes

uT1 > 2 : (3.36)

Furthermore we can suppose to have chosen T1 sufficiently large that q.x/ > 0 and
( ) .ii/ holds on ˝T1 . We choose ˛ such that ˛ > uT1 . Because of (3.35) we can
find j sufficiently large that

T2 D tj > T1 and uT2 > ˛: (3.37)

150 3 New Forms of the Maximum Principle

We then proceed up to (3.30) which is now true on ˝T3 for T3 sufficiently large
since, due to condition (3.34), the function
 
u
.u   /.x/ D   1 .x/I


becomes negative on ˝T3 , for T3 sufficiently large.

The rest of the proof is as Theorem 3.1. t
u
We now show the validity of Remark 3.2. Thus we assume ( ) .ii/0 with G and
A 0 as in (3.6). We set
Z t
ds
'.t/ D (3.38)
t0 G.s/ C A s log s

on Œt0 ; C1/ for some t0 > 0. Note that, by (3.6) .i/, '.t/ ! C1 as t ! C1.
Thus, defining b
 D '. /, ( ) .i/ implies that

b
 .x/ ! C1 as x ! 1: (3.39)

Next, using that

L.'.u// D ' 0 .u/Lu C ' 00 .u/T.ru; ru/;

a computation gives

q.x/L.x/
 .x/ D
q.x/Lb
G..x// C A.x/ log .x/
G0 ..x// C A.1 C log .x//
 q.x/T.r.x/; r.x//
.G..x// C A.x/ log .x//2

outside a sufficiently large compact set. Since T.r; r / 0, q.x/ 0 and (3.6)
.ii/ holds, we deduce

q.x/L.x/
 .x/ 
q.x/Lb (3.40)
G..x// C A.x/ log .x/

if .x/ is sufficiently large. Thus, from ( ) .ii/0 and G 0 we finally obtain

 .x/  B
q.x/Lb (3.41)

outside a compact set. Then (3.39) and (3.41) show the validity of ( ) .i/, .ii/ for
the function b
 . This finishes the proof of Remark 3.2 and also points out further
possible extensions of condition (3.6) (ii).
3.1 New Forms of the Weak and Omori-Yau Maximum Principles 151

Regarding Theorem 3.5, if we substitute ( ) (ii) with ( ) .ii/0 , G satisfying (3.6),

then condition (3.34) has to be replaced by
Z !
.x/
ds
u.x/ D o as x ! 1: (3.42)
0 G.s/ C As log s

Thus for instance if G.t/ D t, so that we can choose A D 0, ( ) (ii)0 is q.x/L.x/ 

.x/ but (3.42) becomes u.x/ D o.log .x// as x ! 1, showing a balancing effect
between the two conditions.
Proof (of Theorem 3.3) For a proof of Theorem 3.3 we proceed as in the proof of
Theorem 3.1 letting

A D fx 2 M W u.x/ > u  g: (3.43)

We claim that for every " > 0 there exists x 2 A such that

q.x/Hu.x/.v; v/ < "

for each v 2 Tx M with jvj D 1. By contradiction, suppose that there exists 0 > 0
such that, for every x 2 A there exists vN 2 Tx M, jvj
N D 1, such that

q.x/Hu.x/.v; N 0 :
N v/ (3.44)

Now we follow the argument of the proof of Theorem 3.1 up to Eq. (3.24), which is
now replaced by

q.x/H .x/.v;
N v/
N D q.x/H.x/.v;
N v/
N  B < 0 on ˝T1 ; (3.45)

up to have chosen  sufficiently small. We then proceed up to the existence of a

certain point z0 in the compact set ˝ T1 n ˝T3 where the function u   attains its
positive maximum. In particular, r.u   /.z0 / D 0 and H.u   /.z0 / reduces to

H.u   /.z0 /.v; v/ D T.hess.u   /.z0 /v; v/ for every v 2 Tz0 M:

Therefore, since T is positive semi-definite we have

Hu.z0 /.v; v/  H .z0 /.v; v/

for every v 2 Tz0 M.

Proceeding as in the proof of Theorem 3.1, we deduce that z0 2 A \ ˝T1 . In
particular q.z0 / > 0 and ( ) .ii/0 holds at z0 . On the other hand, from (3.44) we
have
0 < 0  q.z0 /Hu.z0 /.v;
N v/
N  q.z0 /H .z0 /.v;
N v/
N  B < 0 ; (3.46)

giving the desired contradiction. t

u
152 3 New Forms of the Maximum Principle

3.1.2 Proof of Theorem 3.2 and Some Related Results

We follow the notation of the previous section to give a proof of Theorem 3.2.
Proof (of Theorem 3.2) We first observe that, although it is not required in the
statement of the theorem, the two assumptions (B ) .i/ and .iii/ imply that the
manifold M is geodesically complete. To see this, let & W Œ0; `/ ! M be any
divergent path parameterized by arc-length, that is, as in the previous chapter, a
path that eventually lies outside any compact subset of M. From (B ) .iii/ we have
that jr j  B outside a compact subset K of M. We set h.t/ D .&.t// on Œt0 ; `/,
where t0 has been chosen so that &.t/ … K for all t0  t < `. Then, for every
t 2 Œt0 ; `/ we have
ˇZ t ˇ Z t
ˇ ˇ
jh.t/  h.t0 /j D ˇˇ h0 .s/dsˇˇ  jr.&.s//jds  B.t  t0 /:
t0 t0

Since & is divergent, then &.t/ ! 1 as t ! ` , so that h.t/ ! C1 as t ! `

because of assumption (B ) .i/. Therefore, letting t ! ` in the inequality above,
we conclude that ` D C1. This shows that divergent paths in M have infinite
length. In other words, the metric on M is complete.
As in the proof of Theorem 3.1 we fix  > 0 but, instead of the set A of (3.13),
we now consider the set

B D fx 2 M W u.x/ > u   and jru.x/j < g : (3.47)

Since the manifold is complete, by applying Ekeland quasi-minimum principle (see

Proposition 2.2) we deduce that B ¤ ;. We claim that

inf fq.x/Lu.x/g  0: (3.48)

B

Note that (3.48) is equivalent to conclusion (3.8) of Theorem 3.2. We reason by

contradiction and suppose that

q.x/Lu.x/ 0 > 0 on B : (3.49)

Now the proof follows the pattern of that of Theorem 3.1 with the choice of T1 , such
that also ( ) .iii/ holds on ˝T1 , with ˝t as in (3.16). We observe that in this case

 .x/ D ˛ for every x 2 @˝T1 ; (3.50)

q.x/L .x/ D q.x/L.x/  B < 0 on ˝T1 ; (3.51)

and

jr .x/j D jr.x/j  B <  on ˝T1 ; (3.52)

up to have chosen  sufficiently small.

3.2 An A Priori Estimate 153

Therefore, we find a point z0 2 ˝ T1 n˝T3 where u  attains a positive absolute

maximum . As in the proof of Theorem 3.1, z0 2 ˝T1 and at z0 we have


u.z0 / >  .z0 / > ˛ > uT1 > u  > u  I (3.53)
2
furthermore

jru.z0 /j D jr .z0 /j D jr.z0 /j  B < ; (3.54)

by our choice of . Thus z0 2 B \ ˝T1 and a contradiction is achieved as at the end

of the proof of Theorem 3.1. t
u
We note that the validity of Remark 3.3 is immediate. Indeed defining b  D '. /
as in the previous subsection, conditions (B ) .i/, .ii/ are satisfied for b
 ; as for
condition (B ) .iii/, using (B ) .iii/0 and G 0, we have

jr j G. /
jrb
j D  1 (3.55)
G. / C A log  G. / C A log 

outside a compact set. Thus, we also have the validity of (B ) .iii/ for b
.
As already pointed out in Theorem 2.5, on a complete manifold .M; h ; i/ a
naturale candidate for  is some composition of the distance function r.x/ from
a fixed origin o with an appropriate real function say, ', under some curvature
conditions. As we know the technical difficulty arising from this choice is related to
the lack of smoothness; this forces us to introduce a reasoning in some way similar
to approaching the problem via viscosity solutions.
We omit the details of the proof of Theorem 3.4, which follows similarly from
the proof of Theorem 3.2.

3.2 An A Priori Estimate

A typical application of Theorem 3.2 is the following a priori estimate. Note that
condition (3.59) below coincides (for f D F) with the Keller-Osserman condition
for the Laplace-Beltrami operator (see [183]) showing that in this type of results
what really matters is the structure, in this case linear, of the differential operator.
We observe that we shall also give an a priori estimate in the nonlinear case, but the
latter is definitely more complicated to prove (see Sect. 4.1).
Theorem 3.6 Assume on .M; h ; i/ the validity of the q-maximum principle for the
operator L D LT;X and suppose that

q.x/T. ; /  Ch ; i (3.56)
154 3 New Forms of the Maximum Principle

for some C > 0. Let u 2 C2 .M/ be a solution of the differential inequality

q.x/Lu .u; jruj/ (3.57)

with .t; y/ continuous in t, C2 in y and such that

@2 
.t; y/ 0: (3.58)
@y2

Set f .t/ D .t; 0/. Then a sufficient condition to guarantee

u D sup u < C1
M

is the existence of a continuous function F positive on Œa; C1/ for some a 2 R,

satisfying the following
Z t 1=2
F.s/ds 2 L1 .C1/; (3.59)
a

Rt
F.s/ds
lim sup a
< C1; (3.60)
t!C1 tF.t/

f .t/
lim inf >0 (3.61)
t!C1 F.t/

and
R t 1=2
F.s/ds @
lim inf a
.t; 0/ > 1: (3.62)
t!C1 F.t/ @y

Furthermore, in this case, we have

f .u /  0: (3.63)

Proof Following the proof of Theorem 1.31 in [227] we choose g 2 C2 .R/ to be

increasing from 1 to 2 on .1; a C 1/ and defined by
Z t
ds
g.t/ D R s 1=2 C 2 on Œa C 1; C1/:
aC1
a F.r/dr

Observe that

t F.t/ 0 3
g0 .t/ D R 1=2 and g00 .t/ D  g .t/ < 0 (3.64)
t 2
a F.s/ds
3.2 An A Priori Estimate 155

on .a C 1; C1/. We reason by contradiction and assume that u D C1. Since g is

increasing,

1 1 1
inf D 
D > 0:
M g.u/ g.u / g.C1/

By applying the q-maximum principle for L to 1=g, there exists a sequence fxk g  M
such that
1 1
lim D ; (3.65)
k!C1 g.u.xk // g.C1/

or equivalently

lim u.xk / D C1; (3.66)

k!C1

ˇ ˇ
ˇ ˇ 0
ˇr 1 .xk /ˇ D g .u.xk // jru.xk /j < 1 (3.67)
ˇ g.u/ ˇ g.u.xk //2 k

and finally

1 1 g0 .u.xk //
 < q.xk /L. /.xk / D q.xk /  Lu.xk /C (3.68)
k g.u/ g.u.xk //2
 0  
2g .u.xk //2 g00 .u.xk //
C  T.ru.xk /; ru.xk //
g.u.xk //3 g.u.xk //2

for each k 2 N. Because of (3.66), we can suppose that the sequence fxk g satisfies
u.xk / > a C 1, so that (3.64) holds along the sequence u.xk /. Multiplying (3.68) by

g0 .u.xk //2
>0
g.u.xk //2 g00 .u.xk //
and using (3.57), we obtain

g0 .u.xk //3 1 g0 .u.xk //2

.u.x k /; jru.x k /j/  C
g.u.xk //4 jg00 .u.xk //j k g.u.xk //2 jg00 .u.xk //j
(3.69)
 0 4 0 2
2g .u.xk // g .u.xk //
C 5 00
C q.xk /T.ru.xk /; ru.xk //:
g.u.xk // jg .u.xk //j g.u.xk //4

Since g 1, then 1=g2  1=g and

g0 .u.xk //2 g0 .u.xk //2

 :
g.u.xk //2 jg00 .u.xk //j g.u.xk //jg00 .u.xk //j
156 3 New Forms of the Maximum Principle

On the other hand, by (3.56) we also have

q.xk /T.ru.xk /; ru.xk //  Cjru.xk /j2 :

Using these two facts in (3.69), jointly with (3.67), yields

 
g0 .u.xk //3 g0 .u.xk //2 1 2C C
4 00
.u.xk /; jru.xk /j/  C 2 C :
g.u.xk // jg .u.xk //j g.u.xk //jg00 .u.xk //j k k k2

Next, we use Taylor formula with respect to y centered at .u.xk /; 0/ and (3.58) to
deduce

@
'.u.xk /; jru.xk /j/ f .u.xk // C .u.xk /; 0/jru.xk /j;
@y

so that
 
g0 .u.xk //3 f .u.xk // g0 .u.xk //2 1 2C C
C A k  C 2 C ; (3.70)
g.u.xk //4 jg00 .u.xk //j g.u.xk //jg00 .u.xk //j k k k2

where

1 @ g0 .u.xk //2
Ak WD min 0; .u.xk /; 0/ :
k @y g.u.xk //2 jg00 .u.xk //j

In what follows, we always assume that t is taken sufficiently large. Observe that we
have
Rt Rt
g0 .t/2 . a F.s/ds/1=2 F.s/ds
00
D2 D2 Rt a ;
g.t/jg .t/j g.t/F.t/ g.t/. a F.s/ds/1=2 F.t/

and
ta1
g.t/ R t ;
. a F.s/ds/1=2

so that
Rt
g0 .t/2 F.s/ds
C a
; t
1;
g.t/jg00 .t/j tF.t/

for some positive constant C. Therefore, using (3.60) we deduce

g0 .u.xk //2
lim sup < C1;
k!C1 g.u.xk //jg00 .u.xk //j
3.2 An A Priori Estimate 157

and then
 
g0 .u.xk //2 1 2C C
lim sup 00
C 2 C D 0: (3.71)
k!C1 g.u.xk //jg .u.xk //j k k k2

On the other hand,

g0 .t/3 f .t/ 2f .t/ f .t/

4 00
D 4
c
g.t/ jg .t/j g.t/ F.t/ F.t/

for some c > 0, since supM g < C1 by (3.59). Therefore, using (3.61) we have

g0 .u.xk //3 f .u.xk //

lim inf > 0: (3.72)
k!C1 g.u.xk //4 jg00 .u.xk //j

Finally, observe that

Rt !
@ g0 .t/2 1 @ . F.s/ds/1=2
.t; 0/ 2 00
D .t; 0/ a
@y g.t/ jg .t/j g.t/2 @y F.t/

whence, using supM g < C1 and (3.62), we get

 
@ g0 .t/2
lim inf .t; 0/ > 1:
t!C1 @y g.t/2 jg00 .t/j

Thus,

lim inf Ak D 0: (3.73)

k!C1

Therefore, taking k ! C1 in (3.70) and using (3.71)–(3.73) we obtain the desired

contradiction.
As for the conclusion f .u /  0, we note that if  were continuous in both
variables, then to reach the desired conclusion it would be enough to apply the q-
maximum principle to u to get a sequence fyk g with lim u.yk / D u , lim jru.yk /j D
0 and
1
> q.yk /Lu.yk / .u.yk /; jru.yk /j/:
k

Thus, taking the limit as k ! C1 we would get f .u /  0. Otherwise, in our more
general assumptions, we can argue in the following way. We re-define the function
g.t/ at the very beginning of the proof in such a way that it changes concavity
only once at the point T D minfu ; ag  1. We emphasize that with this choice
g00 < 0 on .T; C1/. We now proceed as in the proof of the first part of the Theorem,
applying the q-maximum principle to the function 1=g.u/, and get the existence of
158 3 New Forms of the Maximum Principle

a sequence fxk g as before, with g00 .u.xk // < 0 if k is sufficiently large. That is all
we need to arrive at (3.70). Taking the limit in the latter for k ! C1 and using
limk!C1 u.xk / D u < C1, we conclude that f .u /  0. t
u
As an application, we shall now combine Theorems 3.6 and 2.5 to deal with the
following problem.
Let M be an m-dimensional manifold with m 3 and let h be a given symmetric
.0; 2/-tensor field on M. Can h be realized as the Ricci tensor of some metric h ; i
on M?
Of course there are natural obstructions to the existence of h ; i solving

Rich ; i D h: (3.74)

For instance, if M is compact and Rich ; i is positive definite then the first Betti
number of M has to be zero as proved by Bochner [49]. Again by a result of
Myers [203], if the lowest eigenvalue of Rich ; i is bounded below by a positive
constant and .M; h ; i/ is complete, then it is compact and has finite fundamental
group. A similar obstruction exists also when Rich ; i is possibly negative; for details
see [44]. Hamilton [133] has proved that any compact 3-dimensional manifold
with positive Ricci curvature is diffeomorphic to a 3-manifolds with constant
positive sectional curvature. Schoen and Yau [251] have proved that a complete,
noncompact, 3-dimensional manifold with positive Ricci tensor is diffeomorphic
to R3 .
In case h is positive definite, and therefore gives rise to a metric on M, we are
going to present an obstruction to the existence of h ; i satisfying (3.74) which is
obtained via a special harmonic map.
Lemma 3.1 Let .M; h ; i/ be a Riemannian manifold and let .; / be a second
metric on M such that

Rich ; i D . ; /: (3.75)

Let ' W .Mh ; i// ! .M; . ; // be the identity map. Then ' is harmonic.
Proof In the notation of Sect. 1.7 of Chap. 1 we let f i g, fji g and f! i g, f!ji g be
local orthonormal coframes with corresponding Levi-Civita connections forms,
respectively, on .M; h ; i/ and .M; . ; //. Let

! i D 'ji  j : (3.76)

Then, using (3.75), we deduce

Rij D 'it 'jt : (3.77)

Taking covariant derivatives

Rij;k D 'ikt 'jt C 'it 'jkt ;

3.2 An A Priori Estimate 159

from which we also deduce

Rjk;i D 'jit 'kt C 'jt 'kit

and

Rik;j D 'ijt 'kt C 'it 'kjt :

Using the symmetry relations 'ijt D 'jit , we immediately obtain

Rij;k  Rjk;i C Rik;j D 2'it 'jkt :

We now trace in the metric h ; i with respect to the indices j and k and recall Schur’s
identities (1.68)

2Rik;k D Si ;

S the scalar curvature of h ; i, to deduce

'it 'kk
t
D 0:

But ' is a diffeomorphism and thus .'it / is an invertible matrix, from which we infer
'kk
t
D 0, that is, ' is harmonic. t
u
Note that, from the proof of Lemma 3.1, precisely from Eq. (3.77), we also have

S D jd'j2 : (3.78)

In particular, if  stands for the Laplacian operator of .M; h ; i/, then S can be
obtained via the Bochner-Weitzenböck formula (1.175) that, since ' is harmonic,
reads
1 eabcd 'ia 'kb 'kc 'id C Rti 'ia 'ta ;
S D jrd'j2 C R
2
e denote, respectively, the curvature tensors in the metrics h ; i and . ; /
where R and R
on M. Again, because of (3.77), from the above we deduce

1 eabcd 'ia 'kb 'kc 'id C j Rich ; i j2 :

S D jrd'j2 C R h;i (3.79)
2
To interpret the middle term in the above formula, and similarly to what has been
done at the beginning of Sect. 2.4, we will introduce a second curvature operator,
that we shall indicate with <, now acting on symmetric .0; 2/-tensors. Let

A eijk` ! i ˝ ! j ˝ ! k ˝ ! `
Riem D R
160 3 New Forms of the Maximum Principle

denote the .0; 4/-type Riemann curvature tensor of .M; . ; //, with respect to the
local orthonormal coframe f! i g. Let ˛ 2 S2 .M/ be a symmetric .0; 2/-tensor

˛ D ˛ij ! i ˝ ! j (3.80)

with ˛ij D ˛ji . Then

<.˛/ D e
Rijk` ˛j` ! i ˝ ! k : (3.81)

It is immediate to verify that < is well defined. Furthermore, since e

R satisfies the
symmetry relations eRijk` D e
Rk`ij , <.˛/ 2 S2 .M/ and we have an endomorphism

< W S2 .M/ ! S2 .M/:

Even more, since e R also satisfies e

Rijk` D e
Rjik` , given to S2 .M/ the obvious inner
product induced by . ; /, that we shall indicate with the same notation, we have that
< is self-adjoint. Indeed, for ˛; ˇ 2 S2 .M/ we have

.˛; <.ˇ// D ˛j`e

Rji`k ˇik D ˛j`e
Rij`k ˇik D ˛jle
R`kij ˇik
D ˛j`e
Rk`ij ˇik D ˛j`e
Rijk` ˇik D .<.˛/; ˇ/:

In particular, < is diagonalizable on S2 .M/.

To simplify the writing let g D h ; i. Setting .`st / D .'ji /1 with 'ji as in (3.76),
we have

g D h ; i D `si `sj ! i ˝ ! j :

We define a new symmetric .0; 2/-tensor g1 as the tensor whose coefficients in the
local orthonormal basis f! i g are given by the coefficient of the inverse of the matrix
.`si `sj /. It is immediate to verify that the latter is the matrix .'sk 'st /. Thus

g1 D 'sk 'st ! k ˝ ! t :

It follows that

.<.g1 /; g1 / D e
Rabdc 'kb 'kd 'sa 'sc ;

thus (3.79) can be written as

1
S D jrd'j2  .<.g1 /; g1 / C j Rich ; i j2h ; i : (3.82)
2

Hence, if .x/ is the maximum of the eigenvalues of < at x, we have

1
S jrd'j2  .x/.g1 ; g1 / C j Rich ; i j2h ; i
2
D jrd'j2 C .1  .x//j Rich ; i j2h ; i :
3.3 The Nonlinear Case 161

On the other hand,

S2
j Rich ; i j2h ; i ;
m
so that, if .x/  1 on M, we finally arrive to the differential inequality
1 1
S jrd'j2 C .1  .x//S2 : (3.83)
2 m
We are now ready to prove the following
Theorem 3.7 Let . ; / be a Riemannian metric on M and let .x/ be the largest
eigenvalue of the curvature operator of . ; / acting on symmetric .0; 2/-tensors at
x 2 M. Assume that

sup .x/ < 1: (3.84)

M

Then there is no complete metric h ; i on M such that

Rich ; i D . ; /:

Proof Suppose by contradiction the existence of a complete metric h ; i on M

satisfying the above requirements. Then, from (3.84) and (3.83) there exists C > 0
such that

S CS2 on M: (3.85)

By the completeness of the metric h ; i and the positivity of its Ricci tensor, we have
the validity of the Omori-Yau maximum principle for  on (M; h ; i). Therefore by
Theorem 3.6 we conclude that S  0; this contradicts the fact that S D Trh ; i . ; / > 0
on M. t
u
Remark 3.4 Theorem 3.7 improves on DeTurck and Koiso [100] and Delanoë [99].

3.3 The Nonlinear Case

In this section we will introduce an extension of Theorems 3.1 and 3.2 to the
nonlinear case. Since solutions of PDE’s involving the type of operators we shall
consider are not, in general, even for constant coefficients, of class C2 , it will be
more appropriate to work, from the very beginning, in the weak setting (think for
instance of the p-Laplace operator with p ¤ 2, p > 1).
We let A W RC !R and we define '.t/ D tA.t/. The next assumptions will be
crucial to apply the version of Theorems 5.2 and 5.4 of [236] that we present below
162 3 New Forms of the Maximum Principle

in Theorems 3.8 and 3.10:

(A1) A 2 C1 .RC /.
(A2) (i) ' 0 .t/ > 0 on RC , (ii) '.t/!0 as t!0C .
(T1) T is a positive definite, symmetric, 2-covariant tensor field on M.
(T2) For every x 2 M and for every  2 Tx M,  ¤ 0, the bilinear form

A0 .jj/
h; i ˇ T.; / C A.jj/T. ; /
jj

is symmetric and positive definite. Here ˇ denotes the symmetric tensor product.

Note that the above requirements are not mutually independent. Indeed the bilinear
form in (T2) is automatically symmetric when T does. Furthermore, if we write it
in terms of ', being positive definite means that for every x 2 M and for every
; v 2 Tx M, ; v ¤ 0,
 
1 '.jj/ '.jj/
' 0 .jj/  h; viT.; v/ C T.v; v/ > 0:
jj2 jj jj

In particular, the choice v D  shows that

' 0 .t/ > 0 on RC ;

that is, requirement (i) in (A2). Requirement (T2) is in fact equivalent to (i) in (A2)
in case T D t.x/h ; i is a “pointwise conformal” deformation of the metric for some
smooth function t.x/ > 0 on M. Indeed, in this case (T2) reduces to
1 0 '.jj/  
2 2 2 2
' .jj/t.x/h; vi C t.x/ jvj jj  h; vi >0
jj2 jj3
for every x 2 M and for every ; v 2 Tx M, ; v ¤ 0.
Having fixed a vector field X on M, we define the operator L D LA;T;X
 
Lu D div A.jruj/T.ru; /]  hX; rui (3.86)

acting on C1 .M/, where ] W T  M!TM denotes the musical isomorphism. Of course,

the above operator L has to be understood in the appropriate weak sense.
L gives rise to various familiar operators. For instance, choosing T D h ; i and
X D 0 we have
1. For '.t/ D tp1 , p > 1,
 
Lu D div jrujp2 ru

is the usual p-Laplacian. Of course the case p D 2 yields the usual Laplace-
Beltrami operator.
3.3 The Nonlinear Case 163

p
2. For '.t/ D t= 1 C t2 the operator
!
ru
Lu D div p
1 C jruj2

is the usual mean curvature operator.

We let, as in the linear case, q.x/ 2 C0 .M/, q.x/ 0, be such that, for some
compact K  M, q.x/ > 0 on M n K. However, since our setting now is that of
solutions in the weak sense, for technical reasons (see for instance (3.173) in the
proof of Theorem 3.11 below) we need the local integrability of 1=q also inside K.
Thus, when needed, we will also assume

1
2 L1loc .M/: (Q)
q

This fact was already pointed out after Remark 3.3 of the linear case whenever we
deal with functions u on M which are merely of class C1 .

3.3.1 Analytic Preliminaries

The aim of this section is to prove the comparison and the strong maximum
principles that we will need later for C1 or even Liploc solutions. However, instead
of proving them just as needed, we present these two results in a more general form
involving a function f satisfying some, accordingly to the results we are presenting,
of the following conditions:
 
(F1) f 2 C0 RC 0 ;
(F2) f is positive on some interval .0; ı/ with 0 < ı  C1;
(F3) f .0/ D 0 and f is nondecreasing on some interval .0; ı/ with 0 < ı  C1.
This choice is motivated mainly by two reasons: first, the results in this general form
are useful in many different applications; second, in the maximum principle, when
f 6 0, it appears a condition on f which is somehow dual to the Keller-Osserman
condition given in the linear case in (3.59). We shall briefly comment on this later
in Sect. 4.1 of Chap. 4.
We begin by proving an auxiliary lemma; recall that, given a smooth curve c W
Œ0; 1 ! M, a vector field Xt along c is smooth map X W Œ0; 1 ! TM such that
Xt 2 Tc.t/ M.
164 3 New Forms of the Maximum Principle

Lemma 3.2 Assume (A1) and let T be a .0; 2/-tensor field on M. Let ru; rv 2
Tx M, for some x 2 M, be such that Xt D tru C .1  t/rv ¤ 0 for each t 2 Œ0; 1.
Then at x we have

hA.jruj/T.ru; /]  A.jrvj/T.rv; /] ; ru  rvi D

Z 1 0 
A .jXt j/
hXt ; ru  rviT.Xt ; ru  rv/ C A.jXt j/T.ru  rv; ru  rv/ dt:
0 jXt j

Proof Let c W Œ0; 1 ! M be the constant curve c.t/ D x for all t 2 Œ0; 1, and
consider the vector field Xt along c given by Xt D tru C .1  t/rv ¤ 0. To simplify
notations we set Y D ru  rv. Let fei g be a local orthonormal frame at x satisfying
rej ei .x/ D 0 for all i; j D 1; : : : ; m. Using the latter, jointly with the properties of
covariant differentiation D=dt along the curve, the fact that cP  0 on Œ0; 1, and
Xt ¤ 0 on Œ0; 1 by assumption, we have

d D D
hA.jXt j/T.Xt ; /] ; Yi D h A.jXt j/T.Xt ; /] ; Yi D h A.jXt j/T.Xt ; ei /ei ; Yi
dt dt dt
d
D .A.jXt j/T.Xt ; ei // hei ; Yi
dt
A0 .jXt j/ D
D T.Xt ; ei / h Xt ; Xt ihei ; Yi
jXt j dt
d
CA.jXt j/ .T.Xt ; ei // hei ; Yi
dt
A0 .jXt j/
D T.Xt ; ei / hXt ; Yihei ; Yi
jXt j
 
D
CA.jXt j/hei ; Yi .rcP .t/ T/.Xt ; ei / C T. Xt ; ei /
d
A0 .jXt j/
D T.Xt ; Y/hXt ; Yi C A.jXt j/T.Y; Y/:
jXt j

Then the result follows immediately by integration. t

u
We are now ready to prove the following
Theorem 3.8 Assume (A1), (T1), (T2), (F1) and (F3). Let X be a vector field on M
and ˝  M be a relatively compact domain. Let u; v 2 C0 .˝/ \ C1 .˝/ be weak
solutions of
 
div A.jruj/T.ru; /]  hX; rui  f .u/  0 in ˝; (3.87)
 
div A.jrvj/T.rv; /]  hX; rvi  f .v/ 0 in ˝; (3.88)
3.3 The Nonlinear Case 165

respectively, with v < ı for ı as in (F3). Assume that

jruj C jrvj > 0 on ˝; (3.89)

and

either jruj < b or jrvj < b in ˝ (3.90)

for some b > 0. If

u v on @˝ (3.91)

then u v on ˝.
Remark 3.5 We underline the essential requirement (F3).
Proof We reason by contradiction and, setting w D u  v, we suppose that

"N D  inf w > 0: (3.92)

˝

Next, for a 2 ŒN"=2; "N/ we let wa D w C a and set

˙a D fx 2 ˝ W wa .x/ < 0g:

Of course ˙ a  ˝ and therefore ˙a is relatively compact. Next there exists 0 <

d < 2b such that

jruj C jrvj 4d on ˙"N=2  ˙a : (3.93)

Indeed, ˙ "N=2  ˝ and jruj C jrvj > 0 by assumption (3.89). We now claim that
we can choose a sufficiently close to "N so that for each t 2 Œ0; 1

jtru C .1  t/rvj d on ˙a ; (3.94)

and

jruj; jrvj  b on ˙a : (3.95)

To prove the claim, observe that the set

E D fx 2 ˝ W w.x/ D N"g  ˙a

since a 2 ŒN"=2; "N/; furthermore E ¤ ; because of (3.91). The points of E are

absolute minima for w and thus

ru D rv on E:
166 3 New Forms of the Maximum Principle

We observe that, because of (3.90), w.x/ N" on ˝. Hence, for x 2 ˙a

N"  w.x/ < a;

and choosing a sufficiently close to ",

N by continuity,

jru  rvj < d on ˙a :

In particular, for such values of a, since by (3.93)

maxfjruj; jrvjg 2d on ˙a ;

for all t 2 Œ0; 1 we have

jtru C .1  t/rvj maxfjruj; jrvjg  jru  rvj d on ˙a ;

that is, (3.94). To prove (3.95) consider, without loss of generality, the case jrvj < b
on ˝ in (3.90). Define

bN D sup jrvj:
˙"N=2

Since ˙ "N=2  ˝ and jrvj < b on ˝, we have bN < b, and if we choose a sufficiently
close to "N, then also jru  rvj < b  bN in ˙a . It follows that

jruj  jrvj C jru  rvj < b in ˙a ;

that is, (3.95).

Hence, setting Xt D tru C .1  t/rv, then for all a 2 ŒNa; "/
N with aN sufficiently
close to "N, we have

d  jXt j  2b on ˙a :

This fact, (T2) and the compactness of ˙ aN imply the existence of a constant  > 0,
independent of a and t, such that

A0 .jXt j/
hXt ; ru  rviT.Xt ; rurv/CA.jXt j/T.rurv; rurv/ jrurvj2
jXt j
(3.96)
on ˙a for all a 2 ŒNa; "N/ and for all t 2 Œ0; 1.
3.3 The Nonlinear Case 167

We now extend wa to be 0 outside ˙a and we use this nonpositive function as a

test function. We have
Z
hA.jruj/T.ru; /]  A.jrvj/T.rv; /] ; rwa i
˙a
Z Z
 hX; rv  ruiwa C . f .v/  f .u//wa : (3.97)
˙a ˙a

Using (3.96), the fact that since wa  0 on ˙a both u and v are strictly less than ı
of (F3), Lemma 3.2 and rwa D ru  rv on ˙a , we have
Z Z Z
2
 jru  rvj  hX; rv  ruiwa  sup jXj jrwa jjwa j;
˙a ˙a ˝ ˙a

that is,
Z Z
 jrwa j2   jrwa jjwa j; (3.98)
˙a ˙a

with  and  positive constants independent of a 2 ŒNa; "N/. We define

a D fx 2 ˝ W a  "N < wa .x/ < 0g  ˙a

and observe that

˙a n a D E:

Hence rwa D 0 in ˙a n a . From (3.98) we then deduce

Z Z
 jrwa j2   jrwa jjwa j:
a a

Applying Hölder’s inequality to the right-hand side of the above, we obtain

Z   2 Z
2
 jrwa j  jwa j2 : (3.99)
a  a

R
Note that this is possible since  a jrwa j2 ¤ 0 for each a 2 ŒNa; "/.
N Indeed, as we
have already observed
Z Z
2
 jrwa j D  jrwa j2 :
a ˙a
168 3 New Forms of the Maximum Principle

Now consider the isoperimetric constant

R
˙a jr'j
0 < S˙a D inf (3.100)
'2H01 .˙a /;'60 k'kLm0 .˙a /

with m0 the Hölder conjugate of m (see [141]). Note that wa 2 W01;2 .˙a / and wa 6 0.
Therefore, using again Hölder’s inequality
Z 2 Z
0< jrwa j  vol.˙a / jrwa j2 :
˙a ˙a

To finish the proof, first we consider the case m 3. We apply (3.99), and Hölder
and Sobolev inequalities to obtain

  2 Z  m2
m   2 Z
2m
2=m
vol.a / jwa j m2 jwa j2
 a  a
Z Z
jrwa j2 D jrwa j2
a ˙a
 2 Z  m2
m2 2m m
S˙a jwa j m2
2 ˙a
 2 Z  m2
m2 2m m
S˙a jwa j m2 :
2 a

Since jwa j ¤ 0 on a , for a 2 ŒNa; "/

N we have

  2  2  2
2=m m2 m2
vol.a / S˙a S˙aN > 0:
 2 2

Letting a ! aN and noting that a ! ;, from the above we obtain the desired
contradiction.
When m D 2 we proceed from (3.99) as above with m2
m
replaced by any fixed
exponent q > 1. t
u
Remark 3.6
(i) Of course (3.98) is true also in case sup˝ jXj  0 and the proof follows.
However, in this case, the argument simplifies; indeed, we have
Z Z
 jru  rvj2  . f .v/  f .u//wa  0;
˙a ˙a
3.3 The Nonlinear Case 169

and therefore rw  0 on ˙a . Let y 2 E and let Uy be the connected component

of ˙a containing y. Note that w D a on @Uy (¤ ;). On the other hand w.y/ D
N" and w is constant on Uy , contradicting the fact that a 2 ŒN"=2; "N/.
(ii) A further observation is that we can substitute the term hX; rui C f .u/ in (3.87)
with a general B.x; u; ru/ with the property that

B.x; u; /  k'.jj/ C f .u/ (3.101)

for x 2 M, u 2 RC 0 and jj  1, for some k 0 and f satisfying (F1),

(F3), provided (A2) (i) holds. This is essential for the very general form of
Theorem 3.10 below; to see this note that the right-hand side of inequality (3.97)
now becomes
Z
fkŒ'.jrvj/  '.jruj/ C f .v/  f .u/gwa
˙a

and
Z 1
'.jruj/  '.jrvj/ D ' 0 .Xt /.jruj  jrvj/  jru  rvj
0

with  D maxŒb;2d ' 0 > 0. This allows us to obtain (3.98) again.

Remark 3.7 The reasoning in the proof of the theorem above shows that ˝ can
be any domain, that is, not necessarily relatively compact, if we add to (3.91) the
further requirement

lim sup .u.x/  v.x// 0 (3.102)

x2˝;r.x/!C1

and the condition sup˝ jXj < C1. The above condition (3.102) on u and v will be
also considered in Proposition 3.1 that follows.
For our needs we will use a simplified form of the comparison principle like that
expressed in the next result and in Theorem 3.9 below.

 3.1 Assume (A1), (A2). Let ˝  M be a domain and suppose that

Proposition
u; v 2 C0 ˝ \ C1 .˝/ satisfy
(
.i/ div .A.jruj/ru/ div .A.jrvj/rv/ weakly on ˝
(3.103)
.ii/ u  v on @˝ and lim supx2˝;r.x/!C1 .u.x/  v.x//  0;

where the last condition only appears in case ˝ is unbounded. Then u  v on ˝.

170 3 New Forms of the Maximum Principle

Remark 3.8 The proof of the proposition is much simpler and direct than that of
Theorem 3.8. This is due to the fact that inequality (3.96), requiring Xt ¤ 0 8 t 2
Œ0; 1, can now be avoided because the tensor T coincides with the metric. This will
be clear in the argument below.
Proof Set w D v  u in ˝ and by contradiction assume that there exists y 2 ˝ such
that w.y/ < 0. Fix " > 0 sufficiently small so that w.y/ C " < 0. By assumption
(3.103) (ii), w 0 on @˝ and “at infinity”; it follows that w" D min fw C "; 0g is a
nonpositive Lipschitz function with compact support in ˝. By the meaning of weak
solution of (3.103) (i), taking w" as a test function we get
Z
h  0; (3.104)
˝

where we have set

h D hA.jrvj/rv  A.jruj/ru; rw" i

D E
D jrvj1 '.jrvj/rv  jruj1 '.jruj/ru; rw" :

Clearly h D 0 on the set fx 2 ˝ W w.x/ C " D 0g. On the other hand, on

fx 2 ˝ W w.x/ C " < 0g,

h D Œ'.jrvj/  '.jruj/Œjrvj  jruj

h i
C jrvj1 '.jrvj/ C jruj1 '.jruj/ Œjrujjrvj  hru; rvi:

Whence, using Cauchy-Schwarz inequality and (A2), that also implies '.t/ > 0 for
t > 0, we obtain

h 0 a. e. in ˝:

From this and (3.104) it follows that h  0 a. e. in ˝, which in turn forces rw" D 0
a. e. in ˝. This shows that w" D w C " D w.y/ C " < 0 so that v  u D w < " in
˝ contradicting (3.103) (ii). t
u
Remark  The same proof works also in case u and v, solutions of (3.103) (i), are
 3.9
in C0 ˝ \ Liploc .˝/.
We now give a version of Proposition 3.1 in case T is not the metric. The proof
introduces a further point of view resting on the distributional divergence of a vector
field. Since this approach will also be used later on, for instance in the proofs of
Theorems 4.4, 4.1 and 4.2, it seems rewarding to introduce it here. See however
Remark 3.10 below.
3.3 The Nonlinear Case 171

To prove our result we need a second version of Lemma 3.2, but first let us
introduce the next function. Fix x 2 M,  2 Tx M and consider

gx; W .Tx M n f0g/ ! RC

0

defined by
 
'.jvj/
gx; .v/ D T v;  :
jvj

Since
ˇ ˇ
ˇgx; .v/ˇ  jTj '.jvj/jj;
x

the validity of (A2) (ii) implies that

gx; .v/ ! 0 as v ! 0:

This allows us to define gx; W Tx M ! RC

0 continuously by setting gx; .0/ D 0.
Next we strengthen (A2) to
'.t/
(A2)’ (i) ' 0 .t/ > 0 on RC , (ii) '.t/!0 as t!0C , (iii) t
2 L1 .0C /.
Observe that (i) and (ii) imply ' 0 .t/ 2 L1 .0C /. We are now ready to state
Lemma 3.3 Assume the validity of (A1), (A2)’ and define gx; for x 2 M,  2 Tx M
as above. Let ru, rv 2 Tx M and set Xt D tru C .1  t/rv for t 2 Œ0; 1. Suppose
that jruj C jrvj > 0 and let T be a .0; 2/-tensor field on M. Then at x we have

h.x/ D gx;rurv .ru/  gx;rurv .rv/

Z 1
'.jXt j/
D T.ru  rv; ru  rv/
0 jXt j
  
1 0 '.jXt j/
C ' .jX t j/  hX t ; ru  rviT.X t ; ru  rv/ dt:
jXt j2 jXt j
(3.105)
Furthermore, if (T1) and (T2) hold, then h.x/ 0 and h.x/ D 0 if and only if
ru D rv.
Proof If Xt ¤ 0 on Œ0; 1 the result coincides with Lemma 3.2. Thus suppose there
exists t0 2 Œ0; 1 with Xt0 D 0. Note that t0 is unique. The cases t0 D 0 and t0 D 1
are simpler, so let us assume t0 2 .0; 1/. Let I be the integrand in (3.105). For " > 0
sufficiently small, integrating on the intervals Œ0; t0  " and Œt0 C "; 1 we get
Z t0 " Z 1    
I dt C I dt D gx;rurv Xt0 " gx;rurv .rv/Cgx;rurv .ru/gx;rurv Xt0 C" :
0 t0 C"
172 3 New Forms of the Maximum Principle

By the continuity of gx; , its linearity in  and since Xt0 D 0, the right-hand side
R1
of the above converges to h.x/ as " ! 0 and the left-hand side converges to 0 I
because of (A2)’.
Under the validity of (T1) and (T2), the fact that h.x/ 0 and h.x/ D 0 if and
only if ru D rv follows immediately from (3.105). t
u

  (T1), (T2) and let ˝  M be a relatively

Theorem 3.9 Assume (A1), (A2)’,
compact domain. Let u; v 2 C0 ˝ \ C1 .˝/ satisfy
8    
< div A.jruj/T.ru; /] div A.jrvj/T.rv; /] weakly on ˝
(3.106)
: u  v on @˝:

Then u  v on ˝.
Proof Clearly it suffices to prove that for each " > 0 we have

uvC" on ˝: (3.107)

Towards this aim fix " > 0 and let ˝Q be an open set with smooth boundary such
that

 D fx 2 ˝ W u.x/ > v.x/ C "g  ˝Q  ˝:

Note that to construct ˝Q we can choose a smooth  nonnegative function z such that
z  1 on  and z  0 on M n ˝. If c 2 14 ; 34 is a regular value of z (which exists
by Sard’s theorem) we may set ˝Q D fx 2 ˝ W z.x/ > cg. Let ˛ 2 C1 .R/ be such
that ˛.t/ D 0 if t  " and ˛ 0 .t/ > 0 if t > ", so that ˛.t/ > 0 for t > ". Let W be the
vector field defined by
h i
W D ˛.u  v/ jruj1 '.jruj/T.ru; /]  jrvj1 '.jrvj/T.rv; /] I (3.108)

note that W continuously extends to all of ˝ whenever ru or rv are zero.

Q W  0 in a neighbourhood
Furthermore, note that, by the definition of ˛ on ˝,
Q Using (3.106) we have
of ˝.
n    o
div W D ˛.u  v/ div jruj1 '.jruj/T.ru; /]  div jrvj1 '.jrvj/T.rv; /]
 
C ˛ 0 .u  v/T jruj1 '.jruj/ru  jrvj1 '.jrvj/rv; ru  rv ;

so that
 
div W ˛ 0 .u  v/T jruj1 '.jruj/ru  jrvj1 '.jrvj/rv; ru  rv on ˝:
(3.109)
3.3 The Nonlinear Case 173

Denote by  the distance function from @˝, Q with the convention that .x/ > 0 if x 2
Q Q
˝ and .x/ < 0 if x 62 ˝, so that  is the radial coordinate in the Fermi coordinates
Q By Gauss lemma, jrj D 1. Let
(see also Chap. 2, Sect. 2.3) with respect to @˝.
˚ 
˝Q  D x 2 ˝Q W .x/ > 

and let  be the Lipschitz function defined by

8
ˆ if x 2 ˝Q 
<1
ˆ
 .x/
1
.x/ if x 2 ˝Q n ˝Q 
ˆ
:̂0 Q
if x 62 ˝:

Q for each  > 0 sufficiently

Note that, since W vanishes in a neighbourhood of @˝,
Q
small W vanishes off ˝ and by definition of weak divergence we have
Z Z Z
˝ ˛ 1
 div W D  W; r  D hW; ri D 0: (3.110)
Q̋ Q̋  Q̋ n Q̋ 

Thus, using (3.109),

Z  
˛ 0 .u  v/T jruj1 '.jruj/ru  jrvj1 '.jrvj/rv; ru  rv  0:
Q̋

By Lemma 3.3
 
h D T jruj1 '.jruj/ru  jrvj1 '.jrvj/rv; ru  rv 0:

Thus
Z
˛ 0 .u  v/h  0:

0
Since ˛ .u  v/ > 0 on  and h > 0 if ru ¤ rv we deduce that ru  rv on ;
but then u  v is constant on each connected component of . Since u D v C " on
@˝ this contradicts the definition of . t
u
Remark 3.10 The above proof extends to the case where u and v are only Lipschitz
in ˝. Note that by Lemma 1.16 in [142] the conclusion ru D rv a.e. implies u  v
on every connected component of .
We now consider a solution u 0 of the differential inequality
 
div A.jruj/T.ru; /]  f .u/  0; (3.111)

where f satisfies (F1), while A and T are as before.

174 3 New Forms of the Maximum Principle

We say that the strong maximum principle holds for (3.111) in a relatively
compact domain ˝ if for any solution u 2 C1 .˝/, u 0, the existence of x0 2 ˝
such that u.x0 / D 0 implies u  0 in ˝. Before stating the theorem we define on
RC0 the function

Z t
H.t/ D t'.t/  '.s/ ds: (3.112)
0

Note that H is strictly increasing on RC 0 ; indeed, let 0  t0 < t1 , then using (A2) we
have
Z t1
t1 '.t1 /  t0 '.t0 / > .t1  t0 /'.t1 / > '.s/ ds:
t0

In particular H.t/ > 0 on RC and H.C1/  C1. Note that the case H.C1/ <
C1 can indeed happen (for instance with '.t/ D p t 2 ). With f satisfying (F2) on
1Ct
.0; "/ we define
Z s
F.t/ D f .s/ dsI (3.113)
0

thus F.t/ is positive for t > 0 sufficiently small and F.0/ D 0. Hence, for t 2 RC
sufficiently small the function H 1 .F.t// is well defined and the requirement

1  
62 L1 0C (3.114)
H 1 .F.t//

is meaningful.
Although we will use Theorem 3.10 below only for f  0, we consider here the
more general case for its relation to condition (3.114) as we briefly explain.
Recall that, given the differential inequality
8  
<div A.jruj/T.ru; /] f .u/
:u 0

in ˝ D M n K for some compact set K of M, we say that the compact support

principle (CSP for short) holds for it if the condition u.x/ ! 0 as x ! 1 implies
that u has compact support in ˝.
As proved in [236], a necessary condition for this to happen is the validity, in the
above notation, of

1  
2 L1 0C : (3.115)
H 1 .F.t//
3.3 The Nonlinear Case 175

This requirement can be, in some sense, thought as “dual” to the Keller-Osserman
condition
1
2 L1 .C1/:
H 1 .F.t//
Loosely speaking, and as already pointed out in Theorem 3.6, the failure of the
latter is strictly related to the existence of unbounded positive solutions on M of the
differential inequality
 
div A.jruj/T.ru; /] f .u/:

Similarly, the failure of (3.115), in other words, the validity of (3.114), yields the
validity of the maximum principle in Theorem 3.10 below, which in turn allows
us to construct counterexamples (see [236]) to the CSP. A full clarification of the
mutual relation between these conditions is still open, although some progress has
been made in [45].
Theorem 3.10 Assume (A1), (A2), (T1) and (T2). Let ˝  M be a relatively
compact domain and let u 2 C1 .˝/ be a solution of
8  
<div A.jruj/T.ru; /]  B.x; u; ru/  0 in ˝;
(3.116)
:u 0 in ˝

with B.x; u; ru/  '.jruj/ C f .u/ for some  0. Then, for the strong maximum
principle to hold, it is sufficient that either f  0 on Œ0; / for some  > 0 or that f
satisfies (F3) and (3.114).
Remark 3.11 If f satisfies (F3) but f 6 0 on Œ0;  for some  > 0, then f > 0 on
.0;  for some  > 0 because of (F3), hence (F2) holds and (3.114) is meaningful.
Remark 3.12 If  D 0 then (A2) is not needed.
The proof of Theorem 3.10 is based on the original idea of Hopf [144] to compare
the solution u of (3.116) with an appropriate function v to obtain a contradiction
in case u violates the strong maximum principle in ˝. However, since we are
dealing with nonlinear operators of a very general type, the construction of v is quite
delicate. Thus, in order to prove the theorem, we first need to establish a number of
auxiliary results. We begin with the next
Lemma 3.4 Assume (F1), (F3). If 1 and (3.114) holds then

1  
62 L1 0C : (3.117)
H 1 . F.t//

Proof Let  2 Œ0; 1; since, by (F3), f is nondecreasing for t 2 Œ0; ı, we have

f .t/  f .t/:
176 3 New Forms of the Maximum Principle

It follows that
Z t Z t Z t
f .x/ dx D  f .s/ ds   f .s/ ds;
0 0 0

that is,

F.t/  F.t/: (3.118)

Choose  D 1 ; then
t
F  F.t/; 0 < t 1:

But H 1 is increasing and thus

1 1
  t  1 :
H 1 F H .F.t//

Fix " > 0 small and a > " sufficiently small. Then
Z a Z a Z a
dx dt dt
D    :
"

H 1 . F.x// " H 1 F t " H 1 .F.t//

Letting " # 0C we obtain (3.117). t

u
The following result will reveal essential in what follows because it guarantees
w0 .T/ > 0 for a C1 .Œ0; T/-solution of problem (3.120) below.
Note that, under assumption (A2) (ii), for technical reasons we extend the
definition of ' to a continuous function on R, still called ', by setting '.t/ D
'.t/ for t < 0. Clearly '.0/ D 0. From (A2) (i) we also have t'.t/ > 0 for
t ¤ 0.
Lemma 3.5 Let T > 0, assume (A2) and let ' be as above. Let

q 2 C0 ..0; T//; q > 0 in .0; T/: (3.119)

Then any C1 -weak solution w D w.t/ of

(
Œsgn w.t/Œq.t/'.w0 .t//0 0 in .0; T/;
(3.120)
w.0/ D 0; w.T/ D m > 0;

where sgn is the signum function, that is,

(
t
jtj
if t ¤ 0
sgn t D
0 if t D 0;
3.3 The Nonlinear Case 177

is such that

w 0; w0 0 in .0; T/: (3.121)

Even more, there exists t0 2 Œ0; T/ with the property that

w  0 in Œ0; t0 ; w > 0; w0 > 0 in .t0 ; T/ (3.122)

and if w 2 C1 ..0; T/ then

w0 .T/ > 0: (3.123)

Proof We claim w 0 in Œ0; T. Otherwise there exist 0  t0 < t1 < T such that
w.t0 / D w. t1 / D 0 and w < 0 on .t0 ; t1 /. We use
(
w.t/ if t 2 Œt0 ; t1 ;
.t/ D
0 otherwise

as a test function. Since .t/  0, (3.120) gives

Z t
 
q.t/' w0 .t/ w0 .t/ dt  0:
t0

Now, for  ¤ 0, './ > 0, thus from (3.119) we deduce that the integrand is
nonnegative. Therefore, necessarily w0  0 on Œt0 ; t1 . It follows that w  0 on
Œt0 ; t1 . This contradiction proves the claim.
Now let
˚ 
J D t 2 .0; T/ W w0 .t/ > 0 :

Obviously, J ¤ ; since w.0/ D 0 and w.T/ > 0, and J is open in .0; T/ since
w 2 C1 ..0; T//. Let t0 D inf J 2 Œ0; T/; then w  0 in Œ0; t0 , since we already know
that w 0 in Œ0; T. Next, for any fixed t 2 .t0 ; T/ necessarily there exists t1 2 .t0 ; t/
such that w0 .t1 / > 0. Integrating (3.120) on Œt1 ; t, and recalling that w 0 on .0; T/,
because of (3.119) and (A2) (i), that is, ' increasing on RC , we get
   
q.t/' w0 .t/ q.t1 /' w0 .t1 / > 0;

so that w0 > 0 on .t0 ; T/ and (3.123) holds in case w 2 C1 ..0; T//. Now by
integration w > 0 in .t0 ; T/, completing the proof of (3.122). u
t
Our next step is to solve the following singular two-point boundary value
problem:
(
Œq.t/'.w0 .t//0  q.t/f .w.t// D 0 in .0; T/;
(3.124)
w.0/ D 0; w.T/ D m > 0:
178 3 New Forms of the Maximum Principle

Here we assume

q 2 C1 .Œ0; T/; q > 0 on Œ0; T (3.125)

and we set

q0 D min q.t/; q1 D max q.t/:

Œ0;T Œ0;T

We have
Proposition 3.2 Let (3.125), (F1), (F3), .A1/, .A2/ hold.
(i) Let '.C1/ D C1. Then problem (3.124) admits a C1 -weak solution with the
properties
 
w 2 C1 .Œ0; T/; ' w0 2 C1 .Œ0; T/; w0 0: (3.126)

Moreover we have

w0 .T/ > 0 (3.127)

and
  m i
0 1 q1 h N
kw k1  ' T f .m/ C ' ; (3.128)
q0 T

where fN .m/ D maxŒ0;m f .t/. In particular

w0  1 (3.129)

if m > 0 and T > 0 are sufficiently

 small.

(ii) If '.C1/ D ! < C1 let m 2 0; ıN , 0 < T 1 be such that

q1 h N  m i
T f .m/ C ' < !: (3.130)
q0 T

Then the conclusion of part (i) continues to hold.

Remark 3.13 Note that we could relax (F3) to f nonnegative on Œ0; ı/ for some
ı > 0.
Proof Note that, for  < 0, './ D './; this definition does not affect the
generality, since the ultimate solution w satisfies w0 0. It is also convenient to
redefine f so that f .t/ D f .m/ for t m and to set f .t/ D 0 for t  0. Again this
will not affect the conclusion of the proposition, since clearly any ultimate solution
with w0 > 0 satisfies 0  w  m.
3.3 The Nonlinear Case 179

Case (i). Let

h  m i
1 D q1 T fN .m/ C ' (3.131)
T
and

I D Œ0; 1 :

To show existence we shall use Browder’s version of the Leray-Schauder Theorem

(see Theorem 11.6 of [125]). Towards this aim we let X be the Banach space X D
C0 .Œ0; T/ with the sup norm k k1 . Let F W X ! X be defined by
Z   Z T 
T
1 1
F .w/.t/ D m  '  q. /f .w. // d ds; (3.132)
t q.s/ s

t 2 Œ0; T, where  D .w/ 2 I is chosen in such a way that

F .w/.0/ D 0: (3.133)

Such a choice of  is possible and in fact unique; indeed, for any fixed w 2 X and
 2 I we have
Z  Z T 
fN .m/ T 1 1
 q.t/ dt   q. /f .w. // d  I (3.134)
q0 0 q.s/ s q0

hence F .w/ is well defined for each  2 I. Moreover, for  D 0 we see that, for
all w 2 X,

F .w/.0/ m:

On the other hand, for  D 1 , for all w 2 X we find

F .w/.0/ D m
Z T   Z T 
1 q1  m  1 N
 ' ' C q1 T f .m/  q. /f .w. // d ds
t q.s/ T q.s/ s
Z T   m 
m ' 1 ' ds D 0;
0 T
h RT i
since ' 1 is increasing and q1 T fN .m/  s q. /f .w. // d 0. Now, the integral
on the right-hand side of (3.132) is a strictly increasing function of  for w fixed; it
is therefore clear that there exists a unique  2 I such that (3.133) holds true. Next
180 3 New Forms of the Maximum Principle

we define the homotopy H W X  Œ0; 1 ! X by setting

Z   Z T 
T
1 1
H .w; /.t/ D m  '    q. /f .w. // d ds; (3.135)
t q.s/ s

where  D .w; / 2 I is chosen in such a way that

H .w; /.0/ D 0: (3.136)

Proceeding as above we see that  exists and is unique, and the mapping H is well
defined. By construction any fixed point w D H .w ; / is of class C1 .Œ0; T/, has
the property that '.w0 / 2 C1 .Œ0; T/ and it is a C1 -weak solution of the problem
(  
0
q.t/' w0 .t/  q.t/f .w .t// D 0 in Œ0; T;
(3.137)
w .0/ D 0; w .T/ D m:

Note that with our new definition of f , w satisfies the differential inequality in
(3.120). Thus, by Lemma 3.5, a fixed point w D H .w; 1/ satisfies w; w0 0 and so
is a solution of (3.124) satisfying (3.126) and (3.127).
It remains to show that such a fixed point w D w1 exists. We begin by verifying
the first step to apply Leray-Schauder’s Theorem. When  D 0, then clearly  D 0
and therefore, for all w 2 X, H .w; 0/.t/ D 0, that is, H .; 0/ maps X into the single
point 0 2 X D C0 .Œ0; T/. We now show that H W X  Œ0; 1 ! X is compact and
continuous. Let .wk ; k / be a bounded sequence in X  Œ0; 1. Clearly k 2 I;
therefore, using the fact that 0  f .t/  fN .m/ for every t 0 together with (3.134)
we deduce that

kH 0 .wk ; k /k1  C0 ;

where
N Z  
0 f .m/ T 1 1
C D max q.t/ dt; ' : (3.138)
q0 0 q0

Since C0 is independent of k, by Ascoli-Arzelà theorem H maps bounded

sequences into relatively compact sequences in X.˚ 
To show that H is continuous on X Œ0; 1 let wj ; j  X Œ0; 1 be such that
wj ! w, j ! . Then, in (3.135), j f .wj / ! f .w/, j h ! h since the modified
function f is continuous
 on R (here we use the condition f .0/ D 0/. We need to
show that  wj ; j ! .w; /. By˚ contradiction
 suppose this is not the case; then,
for some subsequence still called wj ; j , we have
 
j D  wj ; j ! Q ¤  D .w; /:
3.3 The Nonlinear Case 181

From (3.136) we deduce

Z   Z T 
  T
1
0 D j   m  ' 1
j  j q. /f .wj . // d ds
0 q s
Z T   Z T 
1
C ' 1 Q   q. /f .w. // d ds;
0 q s

and letting j ! C1,

R T n 1  1 h RT i
0 D 0 ' q
Q   s q. /f .w. // d
 h RT io
' 1 1q    s q. /f .w. // d ds: (3.139)

But ' 1 is monotone increasing, so the integrand is either everywhere positive or

negative contradicting (3.139).
To apply the Leray-Schauder Theorem it is now enough to show that there is a
constant  > 0 such that

kwk1  for every .w; / 2 X  Œ0; 1 with H .w; / D w: (3.140)

Towards this aim let .w; / be as in (3.140). As observed above, since w0 0,

kwk1 D w.T/ D m  m and we can choose D m.
The Leray-Schauder Theorem can therefore be applied and the mapping I .w/ D
H .w; 1/ has a fixed point w 2 X which is the required solution of (3.124). That
(3.126), (3.127) hold has already been noted. To prove (3.128) consider (3.132)
evaluated at a fixed point w. From (3.134) and  2 I we have
 
Z T 
1
w0 .t/ D F 0 .w/.t/ D ' 1  q. /f .w. // d
q.t/ s
     m 
1 1 1 q1 N
' D' T f .m/ C '
q0 q0 T

and (3.128) follows at once.

Case (ii). The argument is the same as before, except that in (3.134) the right-
hand side, q01 , is now less than w because of (3.130). Thus, F is well defined on X
and the rest of the proof remains unchanged. t
u
Proposition 3.3 Assume (3.125), (F1), .A1/, .A2/ and suppose additionally that
either f .t/  0 on .0; / for some  > 0, or that (F2) and (3.114) hold. Then the
solution w of the problem (3.124) given in Proposition 3.2 has the further properties

w.t/ > 0 in .0; TI w0 .t/ > 0 in Œ0; T: (3.141)

182 3 New Forms of the Maximum Principle

Proof Case (i). Let f  0 on .0; / for some  > 0. Then, from (3.124),
 
0
q.t/' w0 .t/  0

at least for t near 0. Hence for t sufficiently small

   
q.t/' w0 .t/ D q.0/' w0 .0/

is constant. We claim that w0 .0/ > 0. Indeed suppose the contrary; then, since ' 1
is increasing and ' 1 .0/ D 0, we would have w0 .t/  0 for t sufficiently small and
then, by continuation, for t 2 Œ0; T, contradicting the boundary condition w.T/ D
m > 0. Hence w0 .0/ > 0 so that, in the second part of Lemma 3.5, t0 D 0 and it
therefore follows that w0 .t/ > 0 in Œ0; T and w > 0 in .0; T as required.
Case (ii). Let (3.114) hold. Because of (3.126) '.w0 / 2 C1 .Œ0; T/. We also
already know that w0 .0/ 0 and 0  w  m. If we show that w0 .0/ > 0 then
the conclusion follows as before. Hence, let w be a solution of
(
Œq.t/'.w0 .t//0  q.t/f .w.t//  0 on .0; T/;
(3.142)
w.0/ D 0; w.T/ D m > 0; w0 0

with '.w0 / 2 C1 .Œ0; T/. Suppose that f .u/ > 0 for u > 0. If w0 .0/ D 0 we claim
that
1  
2 L1 0C : (3.143)
H 1 .F.s//

Proving this yields a contradiction with (3.114), so that w0 .0/ > 0 and the
proposition is proved. Towards this aim we need the following auxiliary
Lemma 3.6 Assume the validity of (A1), (A2), (F1), (F3) and that

q 2 C1 .Œ0; T/; q > 0 on Œ0; T (3.144)

holds. Then, for each weak solution w 2 C1 .Œ0; T/ of

(
Œq.t/'.w0 .t//0  q.t/f .w.t//  0 on .0; T/;
(3.145)
w.0/ D 0; 0  w.T/  ; w0 0 on .0; T/

for which w0 .0/ D 0 and '.w0 / 2 C1 ..0; T//, for F as in (3.113) we have
 
H w0 .t/  B.t/F.w.t// on .0; T/; (3.146)
3.3 The Nonlinear Case 183

where
 0 Z 
q .s/ s
B.t/ D 1 C sup  q. / d : (3.147)
s2Œ0;t q.s/2 0 C

In particular, if q0 0, (3.146) implies

 
H w0 .t/  F.w.t//: (3.148)

Proof Note that (3.148) follows from (3.146) since by definition B.t/  1 if q0 0.
Denote by E the energy function associated to H, that is,
 
E.t/ D H w0 .t/  F.w.t//: (3.149)

Since by assumption '.w0 / 2 C1 ..0; T//, we claim that H.w0 / 2 C1 ..0; T// and we
have
  0 0   0
H w D w0 .t/ ' w0 .t/ on .0; T/: (3.150)

Indeed, note that by Stieltjes formula (see [257]) H can be written as

Z  Z  Z './
H./ D s' 0 .s/ ds D sd'.s/ D ' 1 . / d
0 0 0

so that
Z '.w0 .t//
 
H w0 .t/ D ' 1 . / d :
0

Thus H.w0 / 2 C1 ..0; T// and (3.150) follows by differentiation. Therefore from
(3.150) and (3.145) one deduces
h  0 i q0 .t/  0  0
E0 .t/ D w0 ' w0 .t/  f .w/   ' w w on .0; T/
q.t/

since by assumption w0 0 on .0; T/ and q > 0 on .0; T/. Next we let 0 < t < T
and we integrate on .0; t/. Using w.0/ D w0 .0/ D 0 we deduce
Z
  t
q0 .s/  0  0
H w0 .t/  F.w.t//  ' w w ds: (3.151)
0 q.s/

We claim that
Z
  f .w.t// t
' w0 .t/  q.s/ ds: (3.152)
q.t/ 0
184 3 New Forms of the Maximum Principle

Indeed, integrating the differential inequality in (3.145) on Œ0; t and using again
w.0/ D w0 .0/ D 0 we get
Z
  1 t
' w0 .t/  q.s/f .w.s// ds:
q.t/ 0

Now, since w.t/ 2 Œ0; ı, w0 0 and f is nondecreasing on Œ0; ı by (F3), we have
f .w.s//  f .w.t// for s  t that immediately yields (3.152). Using (3.151) we thus
deduce
Z t 0
 0  q .s/  0  0
H w .t/  F.w.t//  ' w w ds
0 q.s/
Z t 0 
q .s/  0 
 F.w.t// C  ' w w0 ds
0 q.s/ C
Z t 0 Z s 
q .s/
 F.w.t// C  q. / d f .w/w0 ds
0 q.s/ 0 C

D B.t/F.w.t//;

proving (3.146). t
u
We now go back to the proof of (3.143). From the second line of (3.142) we infer the
existence of t0 2 Œ0; T/ such that w.t/  0 on Œ0; t0 , while w > 0 on .t0 ; T. If t0 D 0
then w0 .t0 / D 0 by our assumption, otherwise if t0 > 0 then w.t0 / D w0 .t0 / D 0
since w is C1 . Let t2 2 .t0 ; T and set
 0 Z s 
q .s/
B D B.t2 / D 1 C sup  q. / d I
s2Œ0;t2  q.s/ 0 C

let ı be as in (F3). Then, there exists t1 2 .t0 ; t2 / such that n1 D w.t1 / > 0 satisfies

ı
n1  and F.Bn1/ < H.C1/: (3.153)
B

We now apply Lemma 3.6 on the interval Œt0 ; t1  with the new function defined on
Œt0 ; t1 ,
 0 Z s 
q .s/
B.t/ D 1 C sup  q. / d :
s2Œt0 ;t q.s/ t0 C

Since clearly B.t/  B.t/ we obtain

 
H w0 .t/  B.t/F.w.t//  B.t/F.w.t//  BF.w.t//:
3.3 The Nonlinear Case 185

1
Observe that B 1, so that applying (3.118) of Lemma 3.4 with  D B we get

BF.w.t//  F.Bw.t//;

hence
 
H w0 .t/  F.Bw.t// on .t0 ; t1 /;

therefore, using (3.153),

w0 .t/  H 1 .F.Bw.t/// on .t0 ; t1 /:

Recalling that f .t/ > 0 for t 2 .0; ı/ and thus F.t/ > 0 for t 2 .0; ı/, integration
yields
Z Z Z
Bn1
ds n1
d t1
w0 .t/ dt
DB DB  B.t1  t0 / < C1
0 H 1 .F.s// 0 H 1 .F.B // 0 H 1 .F.Bw.t///

as required to show the validity of (3.143). t

u
We are now ready for the
Proof (of Theorem 3.10) Here we extend the definition of ' to a continuous function
on R by setting '.0/ D 0 and '.t/ D '.t/ for t < 0. Of course continuity is due
to (A2). We begin by constructing an auxiliary function. Towards this aim we fix an
origin o 2 ˝ and R > 0 sufficiently small so that

ER D BR .o/ n B R .o/  ˝ n cut.o/:

2

The choice of o will be done at the end of the proof. Since ER is compact, there
exists  > 0 such that Krad  2 on ER and by .T1/ there exist constants ˛ 0,
0 <  < such that

  T.X; X/  ; for every x 2 ER ; X 2 Tx M; jXj D 1:

j.div T/.X/j  ˛
(3.154)
Letting hess.r/ and t W TM ! TM be defined as in Chap. 1, that is

hess.r/.Y/ D Hess.r/.Y; /] ; t.Y/ D T.Y; /] ;

a computation shows that if v D w.r/ is radial, then for the operator in (3.116) we
have
 
0
div A.jrvj/T.rv; /]  '.jrvj/  f .v/ D T.rr; rr/ '.w0 / (3.155)

C Œ.div T/.rr/ C Tr .t ı hess.r//'.w0 /

ˇ ˇ
 ' ˇw0 ˇ  f .w/:
186 3 New Forms of the Maximum Principle

Letting g.r/ D  sinh . r/, using Krad  2 and the Hessian comparison
theorem, that is Theorem 1.4, we immediately see that at x

g0 .r/ g0 .r/
Tr .t ı hess.r//  .m  1/ max k  .m  1/ ; (3.156)
g.r/ k g.r/

where the k are the eigenvalues of T. Now we use the extended definition of ' on
R to observe that, if w0  0, then '.w0 /  0; hence using (3.154) we obtain

.div T/.rr/'.w0 / ˛'.w0 /: (3.157)

Putting together (3.156) and (3.157) and the fact that '.jw0 j/ D '.w0 / we get
 
ˇ ˇ g0 .r/
' ˇw0 ˇ CŒ.div T/.rr/ C Tr .t ı hess.r//'.w0 /  C ˛ C .m  1/ '.w0 /:
g.r/
(3.158)
Using (3.158) into (3.155) we obtain
 
0
div A.jrvj/T.rv; /]  hX; rvi  f .v/ T.rr; rr/ '.w0 / (3.159)
 
g0 .r/
C  C ˛ C .m  1/ '.w0 /  f .w/:
g.r/

Thus, using (3.154) and (F3), the right-hand side is nonnegative if w satisfies
8  
<Œ'.w0 /0 C  C ˛ C .m  1/ g0 '.w0 /  f .w/ 0 in R ; R
;
g 2
:0  w < ı; w0  0 in R ; R
:
(3.160)
2

We set
Z !
1 r
g0
`.r/ D exp Œ C ˛ C .m  1/ .t/ dt I
.m  1/ R
3
g

then (3.160) can be written as

(
0

 `m1 .r/'.w0 /  `m1 .r/f .w/ 0 in R2 ; R ;

(3.161)
0  w < ı; w0  0 in R2 ; R :

Thus, if w solves (3.161), then v.r/ D w.r.x// solves

8  
<div A.jrvj/T.rv; /]  '.jrvj/  f .v/ 0 in E
R
(3.162)
:0  v < ı; hrv; rri  0 in ER :
3.3 The Nonlinear Case 187

In fact, for technical reasons that shall be apparent below, we also need

 1  hrv; rri < 0 in ER ; (3.163)

which is a strengthening of the second in (3.162) and that corresponds to

 
R
 1  w0 < 0 in ;R : (3.164)
2

To solve (3.161), (3.163) we set

R
q.t/ D `m1 ..R  t//; t 2 Œ0; T; T D : (3.165)
2
1
We observe that, without loss of generality, we can suppose  < 1 so that  >1
and from (3.114) and Lemma 3.4 we deduce

1  
  62 L1 0C :
H 1 1 F.t/

We can therefore apply Proposition 3.3 to guarantee the existence of a solution z D

z.t/ of the problem
8
ˆ 0 0
<Œq.t/'.z /  q.t/f .z/ D 0 in Œ0; T;
ˆ
z.0/ D 0; 0 < z.T/ D a < ı;
ˆ
:̂z > 0 in .0; T; z0 .t/ > 0 in Œ0; T;

where a and T D R
2
are chosen so small that
  a 
maxŒ0;T q T
D max f .s/ C ' < '.C1/:
minŒ0;T q  Œ0;a T

 r D R  t and define w.r/ D z.t/. Then w satisfies (3.161) with w.R/ D 0,

Set
w R2 D a, w.r/ > 0 in . R2 ; R, w0 .r/ < 0 in Œ R2 ; R. In particular 0  w  a < ı
since a 2 .0; ı/. Furthermore, by (3.128) of Proposition 3.2,

kw0 k1  ' 1 ./:

Thus, up to choosing a 2 .0; ı/ and R sufficiently small we can suppose that

kw0 k1  1
188 3 New Forms of the Maximum Principle

so that w satisfies (3.164). It follows that v.x/ D w.r.x// is a C1 -solution of (3.162),

(3.163) and moreover

v.x/ D a on @B R .o/; v.x/ D 0 on @BR .o/: (3.166)

2

To finish the proof of the theorem we now reason by contradiction and we suppose
the existence of a C1 -solution in ˝ of (3.116) and of x0 2 ˝ such that u.x0 / D 0
but u 6 0 in ˝. Let

˝ C D fx 2 ˝ W u.x/ > 0gI

then x0 2 @˝ C \ ˝ ¤ ;. We let x1 2 ˝ C be such that

 
dist x1 ; @˝ C < dist .x1 ; @˝/:

Let B.x1 / be the largest geodesic ball centered at x1 and contained in ˝ C ; then u > 0
in B.x1 /, while u.Nx/ D 0 for some xN 2 @B.x1 / \ ˝. Let  be the exterior unit normal
to @B.x1 / at xN ; since xN is an absolute minimum for u in ˝ we have

hru; i D 0: (3.167)

We shall contradict (3.167). Towards this aim we fix y 2 B.x1 / and R < injM .y/
sufficiently small that BR .y/  B.x1 /, u < ı on BR .y/ and xN 2 @BR .y/. Note that,
since R < injM .y/, the distance function from y is smooth outside y in BR .y/. We
construct v to solve (3.162), (3.163) in ER  BR .y/ by choosing a 2 .0; ı/ in the
above construction so small that also

v.x/  u.x/ on @B R .y/:

2

Note that v  0 on @BR .y/ while u 0 on @BR .y/. Next we note that jruj C jrvj >
0 and jrvj  1 in ER . Since u satisfies (3.116) in ER , from Theorem 3.8 we have

u v on ER : (3.168)

Now .Nx/ D rr.Nx/, with r. / D dist . ; y/, so that hr.u  v/; i.Nx/  0 and by
(3.163)

hru; i.Nx/  hrv; i.Nx/ < 0; (3.169)

contradicting (3.167). t
u
Remark 3.14 To obtain (3.168) we used Theorem 3.8 in its generality, since on ER
we had to compare u and v, u v on @ER , solutions respectively of
 
div A.jruj/T.ru; /]  B.x; u; ru/  '.jruj/ C f .u/
3.3 The Nonlinear Case 189

and
 
div A.jrvj/T.rv; /] '.jrvj/ C f .v/:

However, if  D 0 and (A2)’ and (F3) hold, the above inequalities can be used as
follows. By contradiction suppose (3.168) false so that

D D fx 2 ER W u.x/ < v.x/g ¤ ;:

Then D  ER and u D v on @D. Furthermore, because of (F3),

   
div A.jruj/T.ru; /]  f .u/  f .v/  div A jrvjT.rv; /]

on D. By Theorem 3.9 we have u v on D, contradiction. Thus the validity of

(3.168).
Note that, in this case, by Remark 3.10, we can assume u 2 Liploc .M/, definitely
relaxing the regularity assumption on u in Theorem 3.10.

3.3.2 The Maximum Principle

In what follows we recall that q.x/ 2 C0 .M/, q.x/ 0 and we suppose that q.x/ > 0
outside a compact set K. The further assumption

1
2 L1loc .M/ (Q)
q

is in force throughout this section. The differential operator L is the one given in
(3.86).
Next, we introduce the following Khas’minskiı̆ type condition.
Definition 3.1 We say that the (q-SK) condition holds if there exists a telescoping
exhaustion of relatively compact open sets f˙j gj2N such that K  ˙1 , ˙ j  ˙jC1
for every j and, for any pair ˝1 D ˙j1 , ˝2 D ˙j2 , with j1 < j2 , and for each " > 0,
there exists  2 C0 .M n ˝1 / \ C1 .M n ˝ 1 / with the following properties:
(i)   0 on @˝1 ,
(ii)  > 0 on M n ˝1 ,
(iii)   " on ˝2 n ˝1 ,
(iv) .x/! C 1 when x!1,
(v) q.x/L  " on M n ˝ 1 .
190 3 New Forms of the Maximum Principle

Since property (v) has to be interpreted in the weak sense we mean that
"
L  weakly on M n ˝ 1 ;
q.x/

that is, for all 2 Cc1 .M n ˝ 1 /, 0,

Z  
"
A.jr j/T.r; r / C hX; r i C 0:
Mn˝ 1 q

Of course we expect the (q-SK) condition in Definition 3.1 to be equivalent in the

linear case to the weak form of ( ) of Theorem 3.1, which obviously reads as
follows:
Definition 3.2 We say that the (q-KL) condition holds if there exist a compact set
H  K and a function Q 2 C1 .M/ with the following properties:
(j) Q .x/! C 1 when x!1,
(jj) q.x/LQ  B on M n H for some constant B, in the weak sense.
Obviously, the (q-SK) condition implies the (q-KL) condition simply by choosing
H D ˝ 2 , setting Q D  on M n ˝2 and extending it on ˝2 to be of class C1 on M.
We shall prove the equivalence of the two conditions in the linear case after the
proof of Theorem 3.11. Note that the (q-SK) Khas’minskiı̆ type condition is not only
sufficient for the validity of the q-weak maximum principle but indeed equivalent in
some cases (see [182]).
Before stating Theorem 3.11 we recall that for an operator L, a function q.x/ > 0
on an open set ˝  M and u 2 C1 .˝/ the inequality

inffq.x/Lu.x/g  0 (3.170)
˝

holds in the weak sense if for each " > 0

Z Z
"
 .A.jruj/T.ru; r / C hX; rui / 
˝ ˝ q.x/

for some 2 Cc1 .˝/, 0, 6 0.

We are now ready to state the nonlinear version of Theorem 3.1.
Theorem 3.11 Let .M; h ; i/ be a Riemannian manifold, let L be as above (that is,
as in (3.86)), with (A1), (A2)’, (T1), (T2) holding. Let q.x/ 2 C0 .M/, q.x/ 0,
suppose that q.x/ > 0 outside some compact set K  M and that q satisfies (Q).
Assume the validity of (q-SK). If u 2 C1 .M/ and u D supM u < C1 then for each
>0

inffq.x/Lu.x/g  0 (3.171)
A
3.3 The Nonlinear Case 191

holds in the weak sense, where

A D fx 2 M W u.x/ > u  g: (3.172)

Remark 3.15 Here u 2 Liploc .M/ suffices, as noted in the course of the proof.
Similarly to what we did in the linear case, if the conclusion of the theorem holds we
shall say that the q-weak maximum principle for the operator L holds on .M; h ; i/.
Proof We argue by contradiction and we suppose that for some  > 0 there exists
"0 > 0 such that
"0
Lu
q.x/

holds weakly on A , that is, for each 2 Cc1 .A /, 0,

Z  
"0
A.jruj/T.ru; r / C hX; rui C  0: (3.173)
A q

Note that since in general A 6 M n K assumption (Q) is here essential.

First we observe that u cannot be attained at any point x0 2 M. Otherwise
x0 2 A and, because of (3.173), on the open set A it holds weakly

"0
Lu : (3.174)
q.x/

Now, at x0 , ru.x0 / D 0. Choose a small geodesic ball BR .x0 /  A such that

"0 "0
 2q 0
 hX; rui  2q 0
on BR .x0 /, where q0 D supBR .x0 / q > 0. From (3.174), on
BR .x0 / we have
  "0 "0
div A.jruj/T.ru; /] hX; rui C 0:
q0 2q0

By Remark 3.14 and Theorem 3.10 with f  0,   0 and (so that u may be only
Liploc .M/ ) we deduce that u  u on BR .x0 /, contradicting (3.174).
Next we let ˙j be the telescoping sequence of relatively compact open domains
of condition (q-SK) in Definition 3.1. Given u  2 , there exists ˙j1 such that


uj1 D sup u > u  :
˙j 2
1

We set ˝1 D ˙j1 and define

u1 D uj1 :
192 3 New Forms of the Maximum Principle

Note that, since u is not attained on M


u  < u1 < u : (3.175)
2
We can therefore fix ˛ so that

u1 < ˛ < u : (3.176)

Since ˛ > u1 , there exists ˙j2 with j2 > j1 such that, setting ˝2 D ˙j2 , u2 D
sup˝2 u D max˝N 2 u, we have

˝ 1  ˝2

and furthermore

u1 < ˛ < u2 < u : (3.177)

We fix N > 0 so small that

˛ C N < u2 (3.178)

and

N < "0 : (3.179)

We apply the (q-SK) condition with the choice " D N and ˝1 and ˝2 as above to
obtain the existence of  2 C0 .M n˝1 /\C1 .M n˝ 1 / satisfying the properties listed
in Definition 3.1. We introduce the function

.x/ D ˛ C .x/: (3.180)

Then

.x/ D ˛ on @˝1 ; (3.181)

˛ < .x/  ˛ C N on ˝2 n ˝N 1 ; (3.182)

.x/ ! C1 as x ! 1; (3.183)

and, since r D r , L D L and by (v) of Definition 3.1

q.x/L  N in the weak sense on M n ˝N 1 : (3.184)

3.3 The Nonlinear Case 193

Next, we consider the function u  . Because of (3.181) and (3.176), we have

for every x 2 @˝1

.u  /.x/ D u.x/  ˛  u1  ˛ < 0: (3.185)

Since u2 D max˝N 2 u and ˝N 2 is compact, u2 is attained at some xN 2 ˝N 2 . Note that
xN … ˝N 1 because otherwise

u1 u.Nx/ D u2 ;

contradicting (3.177). Thus xN 2 ˝N 2 n ˝N 1 . By (3.178) we have

u.Nx/ > ˛ C :
N

Thus, by (3.182) and (3.178), we deduce

.u  /.Nx/ D u2  .Nx/ u2  ˛  N > 0: (3.186)

Finally, (3.183) implies the existence of ˙` , ` > j2 , such that

.u  /.x/ < 0 on M n ˙` : (3.187)

Because of (3.185)–(3.187) the function u   attains an absolute maximum

 > 0 at a certain point z0 2 ˙` n ˝N 1  M n ˝N 1 . At z0 , by (3.176) and (3.175), we
have

u.z0 / D .z0 / C  > .z0 / D ˛ C .z0 / ˛ > u1 > u  ;
2
and hence z0 2 A . It follows that

 D fx 2 M n ˝N 1 W .u  /.x/ D g  A : (3.188)

Since A is open there exists a neighborhood U of  contained in A . Pick any

y 2 , fix ˇ 2 .0; / and call ˇ;y the connected component of the set

fx 2 M n ˝N 1 W .u  /.x/ > ˇg

containing y. Since ˇ > 0,

ˇ;y  ˙N ` n ˝N 1  M n ˝N 1 ;

and we can also choose ˇ sufficiently near to  so that N ˇ;y  A . Furthermore,

N ˇ;y is compact. Because of (3.184), (3.179) and (3.173), on ˇ;y we have

q.x/Lu.x/ "0 > q.x/L.x/

194 3 New Forms of the Maximum Principle

in the weak sense. Furthermore,

u.x/ D .x/ C ˇ on @ˇ;y :

Hence by Theorem 3.9 (so that here it suffices u 2 Liploc .M/)

u.x/  .x/ C ˇ on ˇ;y :

This contradicts the fact that y 2 ˇ;y , indeed,

u.y/ D .y/ C  > .y/ C ˇ

since  > ˇ. This completes the proof of Theorem 3.11. t

u
We now prove that for a linear operator the (q-KL) condition implies the (q-SK)
condition.
Towards this aim observe that since L is linear, A.t/ D 1 or equivalently '.t/ D t.
Thus, once (T1) is satisfied, assumptions (A1), (A2) and (T2) are also satisfied. Now
assume (q-KL) and fix a strictly increasing divergent sequence fTj g % C1. With
the notation in Definition 3.2, let

˙j D fx 2 M W Q .x/ < Tj g:

Obviously, each ˙j is open and because of (j) in (q-KL) one immediately verifies
that ˙N j D fx 2 M W Q .x/  Tj g is compact. For the same reason we can suppose to
have chosen T1 sufficiently large that K  H  ˙1 . Furthermore ˙N j  ˙jC1 and
again by (j) in (q-KL), f˙j g is a telescoping exhaustion. Consider any pair

˝1 D ˙j1 D fx 2 M W Q .x/ < Tj1 g

and

˝2 D ˙j2 D fx 2 M W Q .x/ < Tj2 g

with j2 > j1 , and choose " > 0. Let  2 .0; 0 / and define  W M n ˝1 ! RC
0 by
setting

.x/ D .Q .x/  Tj1 /:

Then
(i) .x/ D 0 for every x 2 @˝1 ,
(ii) .x/ > 0 if x 2 M n ˝ 1 D fx 2 M W Q .x/ > Tj1 g,
(iii) on ˝2 n ˝1 D fx 2 M W Tj1  Q .x/ < Tj2 g we have .x/ < .Tj2  Tj1 / and
hence, up to have chosen 0 sufficiently small, .x/  " on ˝2 n ˝1 ,
(iv) .x/! C 1 when x!1, because of (j),
3.3 The Nonlinear Case 195

(v) on M n ˝ 1 , by the linearity of L and (jj),

q.x/L D q.x/L..Q  Tj1 // D q.x/LQ  B  "

and up to have chosen 0 sufficiently small.

It is worth giving some examples where the (q-SK) condition is satisfied. For
the sake of simplicity we limit ourselves to the case T D h ; i and X  0. Let
.M; h ; i/ be a complete, noncompact Riemannian manifold of dimension m 2.
Let o 2 M be a fixed reference point, denote by r.x/ the Riemannian distance from
o and suppose that

Ric.rr; rr/ .m  1/G.r/2 (3.189)

for some positive nondecreasing function G.r/ 2 C0 .RC 0 /, G.r/ > 0, with 1=G 62
L1 .C1/. Similarly to what has been done in Sect. 2.2.1 and for the same defined
there in (2.33), by the Laplacian comparison theorem we have
0
r  .m  1/ .r/ (3.190)

weakly on M for r R0 > 0 sufficiently large. Let A.t/ and the corresponding
'.t/ D tA.t/ satisfy (A1), (A2) and assume that

'.t/  Ctı on RC
0 for some C; ı > 0: (A3)

Note that (A3) implies (A2)’ (iii).

Suppose now that the function q.x/ 2 C0 .M/, q.x/ 0, satisfies

q.x/  .r.x// (3.191)

outside a compact set K  M, for some nonincreasing continuous function  W

RC C
0 ! R with the property that

.t/  BGı1 .t/ (3.192)

for t
1, some constant B > 0 and ı as in (A3). Note that if ı 1, (3.192) is
automatically satisfied.
Fix  > 0 and R R0 such that K  BR , the geodesic ball of radius R centered
at o. On ŒR; C1/ define the function
Z r
 .r/ D ' 1 .h.t// dt; (3.193)
R
196 3 New Forms of the Maximum Principle

where
Z
1m
t m1
.s/
h.t/ D .t/ ds:
R .s/

Note that, since ' W RC C

0 ! Œ0; '.C1// D I  R0 increasingly, the inverse
1 C
function ' W I ! R0 does indeed exist. Furthermore, in order that  be well
defined when '.C1/ < C1, we need that for every t 2 ŒR; C1/

h.t/ 2 I: (3.194)

Towards this end we note that

Rt
0 G.s/ds
e 0
.t/ D G.t/ Rt  CG.t/ as t ! C1 (3.195)
e 0 G.s/ds 1
for some constant C > 0. Then
Z
1 1m
t
C
h.t/  .t/ m1
.s/ds  (3.196)
.t/ R .t/G.t/

for t
1 and some C > 0. The assumption

1
lim sup < C1
r!C1 .r/G.r/

is therefore enough to guarantee that h.t/ is bounded above. By choosing 

sufficiently small, say 0 <   0 , we obtain the validity of (3.194) so that (3.193)
is well defined on ŒR; C1/.
We now set .x/ D  .r.x// for x 2 M n BR and note that
(i)   0 on @BR ,
(ii)  > 0 on M n BR ,
Moreover, having fixed " > 0 and a second geodesic ball BRQ with RQ > R, since
' 1 .t/ ! 0 as t ! 0C , up to choosing  > 0 sufficiently small we also have
Q so that
 .r/  " if R  r < R,
(iii)   " on BRQ n BR ,
On the other hand, since 1=G 62 L1 .C1/, to prove that
(iv) .x/! C 1 when x!1
it suffices to show that

CQ
' 1 .h.t// for t
1
G.t/
3.3 The Nonlinear Case 197

for some constant CQ > 0. Equivalently, that there exists a constant CQ > 0 such that

h.t/ 1
  for t
1: (3.197)
' CQ 
G.t/

Without loss of generality we can suppose G.t/ ! C1 as t ! C1. By the

structural condition (A3) on ' we have
!
CQ CQ ı
' C ;
G.t/ G.t/ı

so that

h.t/ A.t/
 
CQ B.t/
' G.t/

with
Z t m1
.s/
A.t/ D G.t/ı ds
R .s/

and

B.t/ D CCQ ı m1

.t/:

Note that both A.t/ and B.t/ diverge to C1 as t ! C1. Hence,

A.t/ A0 .t/
lim inf lim inf 0 :
t!C1 B.t/ t!C1 B .t/

A computation that uses G0 0,  > 0 and (3.192) shows that

A0 .t/ G.t/
0 .t/ ; t
1;
B0 .t/ Q ı
BCC .m  1/ .t/

and since 0
.t/= .t/  G.t/ as t ! C1, we can choose CQ > 0 sufficiently small
that

A0 .t/ 1
lim inf ;
t!C1 B0 .t/ 

proving the validity of (3.197)

198 3 New Forms of the Maximum Principle

Clearly, by definition,  .t/ is nondecreasing and satisfies 0 .t/ D ' 1 .h.t//,
that is, '.0 .t// D h.t/. Therefore

r D 0 .r/rr; jr j D 0 .r/ and '.jr j/ D h.r/:

Since
0
1
h0 .t/ D  .m  1/ .t/h.t/;
.t/

a computation using (3.190) and (3.191) gives

 
L D div jr j1 '.jr j/r D div.h.r/rr/ D h0 .r/jrrj2 C h.r/r
 0 
  
D C h.r/ r  .m  1/ .r/   (3.198)
.r/ .r/ q.x/

if r R. That is,
(v) q.x/L   on M n BR
outside the cut locus and weakly on all of M n BR as it can be easily proved.
It is now clear how to satisfy the requirements of the (q-SK) condition in
Definition 3.1 by choosing a telescoping exhaustion fBRCj gj2N .
Summarizing we have proved the following
Theorem 3.12 Let  .M; h ; i/ be a complete Riemannian manifold satisfying (3.189)
for some G 2 C0 RC 0 , G > 0 on R C 1
,
0 G 2
6 L1 .C1/. Let A.t/ and '.t/ D tA.t/
0
satisfy (A1), (A2), (A3), q 2 C .M/, q 0, q.x/ > 0 outside a compact set K.
Furthermore assume that, for some nonincreasing function  W RC C
0 ! R0 , q.x/ 
ı1
.r.x// on M n K and, if ı < 1, .t/  BG.t/ for some B > 0, with ı the
1
coefficient appearing in (A3). Finally suppose lim supr!C1 .r/G.r/ < C1. Let L
1
be the operator acting on u 2 C .M/ by

Lu D div A.jruj/ru:

If u < C1 then for each  > 0

inf q.x/Lu  0
A

holds in the weak sense, where A is as in (3.172).

Here we introduce another example where the (q-SK) condition is satisfied with
T D h ; i and arbitrary X. Let .M; h ; i/, o 2 M be as above and follow the same
notation. Suppose, as in the previous example, that

Ric.rr; rr/ .m  1/G.r/2 (3.199)

3.3 The Nonlinear Case 199

with G satisfying the requirements in (3.189). We know that, for the same function
of (2.33) in Sect. 2.2.1,
0
r  .m  1/ .r/  CG.r/ (3.200)

weakly on M for r R0 > 0 sufficiently large and some C > 0.

Suppose now that the function q.x/ 2 C0 .M/, q.x/ 0, satisfies

1
q.x/  (3.201)
G.r.x// C jX.x/j

outside a compact set K  M. We fix  > 0 and R R0 such that K  BR , then we

define the function

.x/ D .r.x/  R/ for x 2 M n BR : (3.202)

Obviously,
(i)   0 on @BR ,
(ii)  > 0 on M n BR ,
Then, having fixed " > 0 and a second geodesic ball BRQ with RQ > R, up to choosing
 > 0 sufficiently small we also have
(iii)   " on BRO n BR .
Moreover, since M is complete
(iv) .x/! C 1 when x!1.
Finally, a direct computation using (3.200) and (3.201) gives
 
L D div jr j1 '.jr j/r  hX; r i D div.'./rr/  hX; rri
D './r  hX; rri  './CG.r/ C jXj
"
 ".G.r/ C jXj/ 
q.x/

if r R, up to choosing  > 0 sufficiently small, since './ ! 0 as  ! 0C ; in

other words,
(v) q.x/L  " on M n BR
outside the cut locus cut.o/ and weakly on all of M n BR as it can be easily proved. It
is now clear how to satisfy the requirements of the (q-SK) condition in Definition 3.1
by choosing a telescoping exhaustion fBRCj gj2N .
200 3 New Forms of the Maximum Principle

For the next result we define the (q-SKr) condition as the (q-SK) condition with
the added requirement
(vi) jr j < " on M n ˝1 .
Theorem 3.13 Let .M; h ; i/ be a Riemannian manifold and let L be as in (3.86),
with (A1), (A2)’, (T1), (T2) holding. Let q.x/ 2 C0 .M/, q.x/ 0; suppose q.x/ > 0
outside some compact set K  M and that q satisfy (Q). Assume the validity of
(q-SKr). If u 2 C1 .M/ and u D supM u < C1 then for each  > 0

inffq.x/Lu.x/g  0 (3.203)
B

holds in the weak sense, where

B D fx 2 M W u.x/ > u   and jru.x/j < g:

Proof First of all note that the validity of (q-SKr) implies, once we fix arbitrarily
a pair ˝1  ˝2 , an " > 0 and a corresponding  , that the metric is geodesically
complete. Indeed, let & W Œ0; `/ ! M be any divergent path parametrized by arc-
length. Thus & lies eventually outside any compact subset of M. From (vi), jr j  "
outside the compact subset ˝N 1 . We set h.t/ D .&.t// on Œt0 ; `/, where t0 has been
chosen so that &.t/ … ˝N 1 for all t0  t < `. Then, for every t 2 Œt0 ; `/ we have
ˇZ t ˇ Z t
ˇ ˇ
jh.t/  h.t0 /j D ˇ h .s/dsˇˇ 
ˇ 0
jr.&.s//jds  ".t  t0 /:
t0 t0

Since & is divergent, then &.t/ ! 1 as t ! ` , so that h.t/ ! C1 as t ! `

because of (iv). Therefore, letting t ! ` in the inequality above, we conclude that
` D C1. This shows that divergent paths in M have infinite length and in other
words, that the metric is complete.
Since the metric is complete, we can apply Ekeland quasi-minimum principle to
deduce that B ¤ ; and therefore that the infimum in (3.203) is meaningful.
Now we proceed as in the proof of Theorem 3.11 substituting, as in the linear
case, the subset A with the smaller open set B . We need to show that the compact
set  defined in (3.188) satisfies   B . Because of (3.178) it is enough to prove
that for every z 2 ,

jru.z/j < : (3.204)

But z is a point of absolute maximum for .u  / and z 2 M n ˝N 1 , hence using (vi)

of (q-SKr),

jru.z/j D jr.z/j D jr.z/j < ":

3.3 The Nonlinear Case 201

thus   B and the rest of the proof is now exactly as at the end of Theorem 3.11.
This finishes the proof of Theorem 3.13. t
u
Remark 3.16 Here the assumption u 2 C1 .M/ enables us to express B in a easy
form. Compare with the remark after the statement of Theorem 3.11, where we can
suppose u only in Liploc .M/.
Suppose now that L is linear; we have an analog condition (q-KL), that is, (q-
KLr), adding
(jjj) jr Q j  B on M n H, for some constant B > 0 and H  M compact.
It is immediate to show that this condition and linearity of L imply (q-KSr).
Chapter 4
Sufficient Conditions for the Validity
of the Weak Maximum Principle

As anticipated in the final part of the introduction to Chap. 3, the aim of this chapter
is to prove the validity of the weak maximum principle for a large class of operators
under the sole assumption of a controlled volume growth of geodesic balls related to
the structure of the operator “at infinity”. In doing so, we provide a second a priori
estimate for solutions of certain differential inequalities, that, as an application given
at the end of the chapter, enables us to generalize a Liouville-type result due, for
the case of the Laplacian, to Dancer and Du [97] (see also the previous work by
Aronson and Weinberger [32]). We also localize the principle to the family of the
open sets with nonempty boundary of the manifold. This new formulation reminds
of the (weak form of the) maximum principle as it appears, for instance, in the
classical books by Protter and Weinberger [233], Gilbarg and Trudinger [125], or
in the more recent work by Pucci and Serrin [235]. We underline its importance by
giving an analytical application to the uniqueness problem for the positive solutions
of certain Lichnerowicz-type equations.
Section 4.2 is devoted to the proof of a controlled growth weak maximum
principle, that is, we allow the function u to be not necessarily bounded above but
with a certain growth controlled by a power of the distance function from a fixed
origin.
Finally, the observations and the discussion in Chap. 2 on parabolicity suggest us
to introduce a new notion, that we call strong parabolicity, for which we give some
sufficient conditions for its validity. We note that, for a large class of operators, the
usual notion of parabolicity, in the sense of a Liouville-type result, is equivalent
to strong parabolicity. Effectiveness of the latter will appear, for instance, when
dealing with generic Ricci solitons in Chap. 8. A word of warning: in the proofs of
various results that follow we define vector fields (typically called W) that are only
continuous, and we then apply the divergence theorem. This procedure is intended
to better explain the underlying argument of the proof; having done this it then
becomes an easy matter to provide a proof for the general continuous case either

© Springer International Publishing Switzerland 2016 203

L.J. Alías et al., Maximum Principles and Geometric Applications,
Springer Monographs in Mathematics, DOI 10.1007/978-3-319-24337-5_4
204 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

using the weak formulation of the divergence theorem or simply following the weak
formulation of the problem from the very beginning (see for instance [243]).

4.1 Volume Growth Conditions and Another A Priori

Estimate

In this section we prove the validity of the weak maximum principle for a large class
of operators under the sole assumption of a controlled volume growth for geodesic
balls related to the structure of the operator “at infinity” as in condition (4.2) (iii)
below.
Let T be a .0; 2/ symmetric tensor field on M. Assume that T satisfies

T .r/  T.X; X/  TC .r/ (4.1)

for each X 2 Tx M, jXj D 1, x 2 @Br (where Br is, as usual, the geodesic ball
of radius r centered at a fixed origin o 2 M) and some T˙ 2 C0 .R C 0 /. Let ' W
M  RC 0 ! R C
0 be such that '. ; t/ 2 C 0
.M/ for each t 2 R C
0 , '.x; / 2 C0 .R C
0 /\
1 C
C .R / for each x 2 M, and
8
< .i/ '.x; 0/ D 0; for each x 2 M;
C
.ii/ '.x; t/ > 0 on R ; for each x 2 M; (4.2)
:
.iii/ '.x; t/  A.x/tı ; on M  RC

for some ı > 0 and A.x/ 2 C0 .M/, A.x/ > 0 on M.

Set
(
TC .r/; if 0 < ı  1;
Tı .r/ D 1ı 1Cı (4.3)
T .r/ TC .r/ ; if ı > 1.
2 2

and

.r/ D max Tı .s/: (4.4)

Œ0;r

Define the operator L D L';T by setting, for each u 2 C2 .M/,

1  
Lu D div jruj1 '.x; jruj/T.ru; /] : (4.5)
A.x/

We are now ready to prove the next

4.1 Volume Growth Conditions and Another A Priori Estimate 205

Theorem 4.1 Let .Mh ; i/ be a complete Riemannian manifold and '; T be as

above. Assume T .r/ > 0 on RC and let  be as in (4.4). Let b.x/ 2 C0 .M/
satisfy

1
b.x/ (4.6)
Q.r.x//

where Q W R C C 0
0 ! R is continuous and nondecreasing. Given f 2 C .R/, assume
1 
that u 2 C .M/ satisfies u < C1 and

Lu b.x/f .u/ (4.7)

on the upper level set

˝ D ˝u D fx 2 M W u.x/ >  g (4.8)

for some  < u . If

.r/Q.r/
lim D0 (4.9)
r!C1 r1Cı

and
Z 
.r/Q.r/
lim inf log A.x/ < C1; (4.10)
r!C1 r1Cı Br

then f .u /  0.
Remark 4.1 As it will be clear from the proof below, if 0 < ı  1 we can relax the
assumption T .r/ > 0 to T .r/ 0.
Proof First of all, we note that if (4.7) holds on ˝ then it holds on ˝ 0 for each
   0 < u . Next, we assume by contradiction that f .u / > 0. By continuity of
f and by increasing  if necessary, we may suppose that f .u/ C > 0 on ˝ , and
that u satisfies
B
Lu on ˝
Q.r.x//

for some B > 0 that, without loss of generality we can suppose to be 1. Fix 0 <  <
1. By choosing  sufficiently close to u , we may also suppose that

 D   u C  > 0;
2
206 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

thus, having defined v D u  u C , we have

v  D sup v D ; ˝v D ˝u ;

with the obvious meaning of the notation. Furthermore,

1
Lv on ˝v : (4.11)
Q.r.x//

Choose R > 0 large enough that, for r R, Br \˝v ¤ ;; fix

> 1 to be determined
later, and let W M ! Œ0; 1 be a smooth cut-off function such that
8
< .i/  1; on Br ;
.ii/  0; on M n B2r ; (4.12)
: 1=

.iii/ jr j  C0
r
;

for some constant C0 D C0 .

/ > 0 and r R. Note that the latter requirement (iii)
is possible because
> 1. Next, let  W R ! R C 1
0 be a C function such that

.t/ D 0 on .1;  ; 0 .t/ 0 on R: (4.13)

Fix ˛ > 2 to be determined later, and consider the vector field W defined by
2˛
WD .v/v ˛1 jrvj1 '.x; jrvj/T.rv; /] on ˝v (4.14)

and W  0 outside. Note that in fact W  0 off B2r \ ˝v . For the ease of notation
we set

T.rv; rv/
Tv D :
jrvj2

From (4.1) and the assumptions of the theorem

0 < T .r/  Tv : (4.15)

Furthermore,
s s
T.rv; rv/ T.r ; r / 1=2
jT.rv; r /j  jrvj jr j  Tv1=2 TC .r/jrvjjr j;
jrvj2 jr j2

that is,
1=2
jT.rv; r /j  Tv1=2 TC .r/jrvjjr j (4.16)
4.1 Volume Growth Conditions and Another A Priori Estimate 207

and

jrvj'.x; jrvj/ A.x/1=ı '.x; jrvj/1C1=ı : (4.17)

Using these facts, 0 0 and inequality (4.11) we now compute div W. We have

2˛ A.x/ 1=2
div W .v/v ˛1  2˛ 2˛1
.v/v ˛1 '.x; jrvj/jr jTv1=2 TC
Q.r/
˛1 2˛
C .v/v ˛2 '.x; jrvj/1C1=ı Tv :
A.x/1=ı

Since W is compactly supported, integrating and applying the divergence theorem,

we obtain
Z Z
2˛ ˛1 A.x/
.v/v  .˛  1/ A.x/1=ı 2˛ .v/v ˛2 '.x; jrvj/1C1=ı Tv
Q.r/
Z
2˛1 1=2
C2˛ .v/v ˛1 '.x; jrvj/jr jTv1=2 TC :

We apply to the second integral on the right-hand side the inequality

ap bq
ab   p C q ; a; b 0;
p q

with p D 1 C 1=ı, q D 1 C ı and  > 0 chosen in such a way that the first integral
on the right-hand side cancels out. Indeed, we have
Z
2˛ A.x/
.v/v ˛1  (4.18)
Q.r/
Z
1 2˛1ı .1Cı/=2
A.x/ .v/v ˛1Cı jr j1Cı Tv.1ı/=2 TC
.1 C ı/ 1Cı

with  satisfying

.1 C ı/.˛  1/
.2˛/1C1=ı D ;
ı
so that

1 2ıC1 ı ı ˛ ı
D ˛: (4.19)
.1 C ı/ 1Cı .˛  1/ı .1 C ı/.1Cı/
208 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

Now, since is supported on B2r and Q is nondecreasing, Q.r.x//  Q.2r/ on the

support of and the left-hand side of (4.18) is bounded from below by
Z
Q.2r/1 2˛
.v/v ˛1 A.x/: (4.20)

On the other hand, since

 ˛ ı
 2ı for ˛ 2;
˛1
from (4.19) we have the estimate

1
 C.ı/˛
.1 C ı/ 1Cı

with

22ıC1 ı ı
C.ı/ D >0
.1 C ı/.1Cı/

independent of ˛ 2. Furthermore, using (4.12) (iii), we may write

2˛1ı C0
jr j1Cı D 2˛.1Cı/.11=
/
. 1=

jr j/1Cı  2˛.1Cı/.11=
/
:
r1Cı

Finally, recalling that T .r.x//  Tv .x/  TC .r.x//, we see that

(
.1ı/=2
TC .r.x//; if 0 < ı  1;
Tv .x/.1ı/=2 
T.1ı/=2 .r.x//; if ı > 1.

and therefore,
.1Cı/=2
Tv.1ı/=2 .x/TC .r.x//  Tı .r.x//  .2r/ on B2r : (4.21)

Thus, the right-hand side of (4.18) is estimated from above by

Z
C0 C.ı/ 2˛.1Cı/.11=
/
˛.2r/ A.x/ .x/v ˛1Cı .x/:
r1Cı

Now, we choose
> 1 close enough to 1 that 2  .1 C ı/.1  1=
/ > 0, and
we apply Hölder’s inequality with conjugate exponents ˛=.˛  1/ and ˛ to estimate
from above this last expression with
Z  ˛1 Z 1
C0 C.ı/ ˛ ˛
2˛ ˛1 2˛.1Cı/.11=
/˛ ˛1Cı˛
˛.2r/ A.x/ v .v/ A.x/ v .v/ :
r1Cı
(4.22)
4.1 Volume Growth Conditions and Another A Priori Estimate 209

Using (4.20) and (4.22) into (4.18) we have

Z
Q.2r/1 A.x/ 2˛ ˛1
v .v/ 

Z  ˛1
˛
Z  ˛1
C0 C.ı/ 2˛ ˛1 2˛.1Cı/.11=
/˛ ˛1Cı˛
˛.2r/ A.x/ v .v/ A.x/ v .v/ ;
r 1Cı

that is,
Z  ˛ Z
2˛ ˛1 C0 C.ı/ 2˛.1Cı/.11=
/˛ ˛1Cı˛
A.x/ v .v/  ˛.2r/Q.2r/ A.x/ v .v/:
r1Cı

Recalling that  1 on Br ,  0 on M n B2r and that =2  v   on ˝v when

.v/ > 0, we deduce that
Z  ˛ Z
.˛1/=˛ .1˛/=˛ C0 C.ı/ .˛1/=˛Cı
A.x/.v/  2  ˛.2r/Q.2r/ A.x/.v/:
Br r1Cı B2r

Hence
Z  ˛ Z
C1
A.x/.v/  ˛.2r/Q.2r/ı A.x/.v/; (4.23)
Br r1Cı B2r

with

C1 D 2C0 C.ı/:

We now set

r1Cı
˛ D ˛.r/ D :
4C1 .2r/Q.2r/ı

Note that, for r sufficiently large, ˛ D ˛.r/ 2, so that we can rewrite (4.23) as

Z   4C1 ı .2r/Q.2r/

r1Cı Z
1 1
A.x/.v/  A.x/.v/; (4.24)
Br 2 B2r

for each r R. Note that C1 is independent of r and . We now need the following
Lemma 4.1 Let G; F W ŒR; C1/!R C 0 be nondecreasing functions such that for
some constants 0 < < 1 and B;  > 0,

r
G.r/  B F.2r/ G.2r/; for each r R: (4.25)
210 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

Then there exists a constant S D S./ > 0 such that for each r 2R

F.r/ F.r/ 1

log G.r/  log G.R/ C SB log. /: (4.26)
r r

Proof Let r0 D R and rk D 2k r0 . Then, for each r  2r0 there exists k such that
rk  r  rkC1 . Applying inequality (4.25) k-times, we obtain

Pk1 rj
B
G.r0 /  jD0 F.2rj /
G.rk /: (4.27)

Using the definition of rj and the fact that F is nondecreasing, we estimate

X
k1
rj r0 Xk1 
rkC1 1  2k  r
2j D 2 S
jD0
F.2rj / F.2rk1 / jD0 F.2rk1 / 2  1 F.r/

with S D 2 =.2  1/. Substituting into (4.27), recalling that 0 < < 1 and that
G is nondecreasing, we conclude that

r
G.r0 /  BS F.r/ G.r/:

Hence (4.26) follows by taking logarithms. t

u
R 1 ı
We apply Lemma 4.1 with G.r/ D Br A.x/.v/,  D 1 C ı, D 1=2, B D 4C1  ,
F.r/ D Q.r/.r/ to deduce the existence of a constant S D S.ı/ > 0 such that for
each r 2R
Z Z
Q.r/.r/ Q.r/.r/ S ı
log A.x/.v/ log A.x/.v/ C  log 2:
r1Cı Br r 1Cı
BR 4C1
(4.28)
Now we choose  in such a way that sup  D 1. Letting r! C 1 in (4.28) and
using (4.9) we obtain
Z
Q.r/.r/ S ı
lim inf log A.x/  log 2;
r!C1 r1Cı Br 4C1

with S and C1 independent of . Letting !0C we contradict (4.10). This completes

the proof of the theorem. t
u
Remark 4.2 We note that a minor change of the above argument allows us to replace
assumption (4.10) with
Z
Q.r/.r/
lim inf A.x/jujp < C1 (4.29)
r!C1 r1Cı Br

for some p > 0.

4.1 Volume Growth Conditions and Another A Priori Estimate 211

We now give an a priori estimate similar, in some sense, to that given in The-
orem 3.6. In other words, we prove that, under appropriate assumptions, solutions
of Lu b.x/f .u/ are necessarily bounded above. Again, as in Theorem 3.6, a key
role is played by an assumption implying the Keller-Osserman condition for these
general operators. We shall discuss this after the proof of Theorem 4.3.
Remark 4.3 Let A, ', f , b, Q, T and  be as in Theorem 4.1 and assume that
u 2 C1 .M/ is such that u D infM u > 1 and it satisfies Lu  b.x/f .u/ on
the set ˝ D fx 2 M W u.x/ <  g for some  > u . If (4.9) and (4.10) [or (4.9) and
(4.29)] hold, then f .u /  0. Indeed, it suffices to note that the function v D u is
bounded above, v  D u and v satisfies Lv b.x/g.v/ with g.t/ D f .t/. In the
assumptions of Theorem 4.1, g.v  / D f .u /  0.
Theorem 4.2 Let '; b; Q; A; T and  be as in Theorem 4.1 and assume that u 2
C1 .M/ satisfies

Lu b.x/f .u/ (4.30)

on the set ˝ D fx 2 M W u.x/ >  g for some  < u  C1, where f is a

continuous function on R such that

f .t/
lim inf >0 (4.31)
t!C1 t

for some  > ı. If (4.10) [or (4.29)] holds, then u is bounded above.
Proof Assume by contradiction that u is not bounded above, so that the set

˝ D fx 2 M W u.x/ >  g

is nonempty for each  > 0. By increasing  , if necessary, we may assume that

f .t/ Bt for some B > 0 if t  . For the ease of notation, we let B D 1 so that
on ˝

1  
Lu D L';T u D div jruj1 '.x; jruj/T.ru; /] b.x/u ;
A.x/

weakly, that is, for each 2 Cc1 .˝ /, 0,

Z
 
jruj1 '.x; jruj/T.ru; r / C b.x/u A.x/  0:
˝

Clearly we may also assume that b.x/ is bounded above. Let R > 0 be large enough
that ˝ \ BR ¤ ;. Let  W R ! RC 1
0 be a C , nondecreasing function such that
212 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

.t/ D 0 for t   ; fix  > 1 satisfying

 
1Cı 1
1 1 >0 (4.32)
 ı 

and, as in the proof of Theorem 4.1, choose a C1 cut-off function D r WM!

Œ0; 1 such that, for r R

C0 1=
.i/  1 on BR I .ii/  0 on M n B2r I .iii/jr j  (4.33)
r

for some constant C0 D C0 ./ > 0. Finally, fix ˛ > maxf1 C ı; 2g and ˇ > 0 to
be determined later. Consider the vector field W defined by
˛
WD .u/uˇ jruj1 '.x; jruj/T.ru; /]

on ˝ and W  0 everywhere else. Note that the properties of  and imply that
W vanishes off B2r \ ˝ . Proceeding as in the proof of Theorem 4.1, we estimate

˛ ˇ
div W .u/u Cˇ b.x/A.x/ C ˛
.u/uˇ1 '.x; jruj/1C1=ı Tu
A.x/1=ı
˛1 1=2
˛ .u/uˇ '.x; jruj/jr jTu1=2 TC ;

where T˙ are defined in (4.1) and

T.ru; ru/
Tu D :
jruj2

Next we apply to the second term of the right-hand side of the inequality above
the following inequality
ap bq
ab  "p C q; a; b 0;
p q"
with p D 1 C ı, q D .1 C ı/=ı, and with " > 0 chosen in such a way that the last
term of the right-hand side cancels out, that is,

ı ˛
"1C1=ı D :
1Cı ˇ

Inserting the resulting inequality in the above estimate, we obtain

˛
div W .u/u Cˇ b.x/A.x/
 ı
ıı ˛ ˛1ı .1Cı/=2
 1Cı
˛A.x/ .u/uˇCı Tu.1ı/=2 TC jr j1Cı :
.1 C ı/ ˇ
4.1 Volume Growth Conditions and Another A Priori Estimate 213

Next, we integrate, apply the divergence theorem, and recall that W has compact
support to obtain
Z
˛
.u/b.x/u Cˇ A.x/
 ı Z
ıı ˛ ˛1ı .1Cı/=2
 ˛ .u/uˇCı Tu.1ı/=2 TC jr j1Cı A.x/:
.1 C ı/1Cı ˇ
(4.34)

Multiplying and dividing by b.x/1=p in the integral on the right-hand side, and
applying Hölder’s inequality with conjugate exponents p and q, yields
Z
˛1ı .1Cı/=2
.u/uˇCı Tu.1ı/=2 TC jr j1Cı A.x/ 
Z 1=p
˛
b.x/.u/u.ıCı A.x/

Z  .1Cı/q !1=q
˛.1Cı/.11=/q .1Cı/q=2 jr j
 .u/b.x/1q Tu.1ı/q=2 TC 1=
A.x/ ;

provided

˛  .1 C ı/.1  1=/q > 0: (4.35)

ˇC
Choosing p D > 1 since  > ı, the first integral on the right-hand side of
ˇCı
the above inequality is equal to the integral on the left-hand side of (4.34). Thus,
inserting into the latter and simplifying, we obtain
Z  q
˛ ı ˛ 1Cı
.u/b.x/u Cˇ A.x/  (4.36)
.1 C ı/2 ˇ
Z  .1Cı/q
˛.1Cı/.11=/q 1q .1ı/q=2 .1Cı/q=2 jr j
 .u/b.x/ Tu TC 1=
A.x/:

Since u >  on ˝ and  1 on Br ,

Z Z
 ˇC b.x/.u/A.x/  ˛
.u/b.x/u Cˇ A.x/:
Br
214 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

On the other hand, using (4.33) (ii), (iii) and the fact that is supported on B2r , we
have
 ı !q
ıı ˛
˛ 
.1 C ı/1Cı ˇ
Z  .1Cı/q
˛.1Cı/.11=/q .1Cı/q=2 jr j
.u/b.x/1q Tu.1ı/q=2 TC 1=
A.x/
0 1q
 ı 1ı 1Cı
Z
ıı ˛ C01Cı Tu 2 TC2
@ ˛ 1Cı sup A b.x/.u/A.x/:
.1 C ı/1Cı ˇ r B2r b.x/ B2r

We insert these two latter inequalities into (4.36); we use b.x/ Q.r.x//1 with Q
nondecreasing and the validity of (similar to (4.21) in the proof of Theorem 4.1)
1ı 1Cı
Tu 2 .x/TC2 .r.x//  Tı .r.x//  .2r/ (4.37)

on B2r , and

ˇC
qD
 ı
to obtain

Z  ı ! ˇC
 ı Z
C .2r/Q.2r/ ˛
b.x/.u/A.x/  ˛ b.x/.u/A.x/;
Br  ı
 r1Cı ˇ B2r
(4.38)
with C D C.ı; C0 / > 0. Now we choose

1  ı r1Cı
˛ DˇC D 
4C .2r/Q.2r/

so that (4.32) implies that (4.35) holds. Moreover, because of (4.9), ˛ ! C1 as

r ! C1. Hence, for r sufficiently large ˇ˛  2. It follows that, for such values of
r, (4.38) gives

Z   4C.
  ı r1Cı Z
1 ı/ .2r/Q.2r/
b.x/.u/A.x/  b.x/.u/A.x/: (4.39)
Br 2 B2r

We let
Z
G.r/ D b.x/.u/A.x/
Br
4.1 Volume Growth Conditions and Another A Priori Estimate 215

and

F.r/ D .r/Q.r/

defined on ŒR; C1/ for some R sufficiently large such that (4.39) holds for r R.
Then
  rF.2r/
1Cı
1
G.r/  G.2r/
2

with

  ı
 D > 0: (4.40)
4C.  ı/

Then by Lemma 4.1, there exists a constant S > 0 such that, for each r 2R
Z Z
Q.r/.r/ Q.r/.r/
log b.x/.u/A.x/ log b.x/.u/A.x/ C S log 2;
r1Cı Br r1Cı BR

To reach the desired contradiction, we choose  satisfying sup  D sup1 b > 0 so

M
that b.x/.u/  1. Taking r going to C1 in the above and using (4.9) we deduce
Z
Q.r/.r/
lim inf log A.x/ SB log 2:
r!C1 r1Cı Br

This contradicts (4.10) by choosing  sufficiently large in the expression (4.40)

of  . t
u
As a simple application of Theorems 4.1 and 4.2 we have
Theorem 4.3 Let .M; h ; i/ be a complete Riemannian manifold of dimension m
3 with nonnegative scalar curvature S.x/. Fix an origin o and let r.x/ D dist .x; o/.
Let K.x/ 2 C1 .M/ be nonpositive and such that

C
K.x/   for r.x/
1 (4.41)
r.x/

and some constants C > 0,  2 R. Assume

log vol Br
lim inf < C1: (4.42)
r!C1 r2

Then there are no conformal deformations of the metric to a new metric with scalar
curvature K.x/.
216 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

Proof By contradiction suppose it is possible to find a conformal deformations of

the metric to a new metric with scalar curvature K.x/; then (and here we use m 3),
2
setting ' D u m2 in Eq. (1.79), there exists u > 0, smooth solution on M of the
(standard) Yamabe equation
mC2
cm u  S.x/u C K.x/u m2 D 0:

Here cm D 4 m2
m1 e
and the pointwise conformal deformation h ; i of h ; i having scalar
e 4
curvature K.x/ is h ; i D u m2 h ; i. By Proposition 3.10 of [189] and the subsequent
Q
remark, there exist R > 0 sufficiently large, K.x/ 2 C1 .M/, a constant C1 > 0 and
1
a C .M/ positive function v such that

Q
.i/ K.x/ <0 on M; Q
.ii/ K.x/ D C1 K.x/ on M n BR

and v solves

Q
mC2
cm v  S.x/v C K.x/v m2 D 0 on M:

Hence, since S.x/ 0,

Q
mC2
cm v K.x/v m2 on M:

Because of (i), (ii) and assumption (4.41),

Q C2
K.x/ on M
.1 C r.x//

for some constant C2 > 0. It follows that

C3 mC2
v v
m2 on M:
.1 C r.x//

Since (4.42) holds and mC2

m2
> 1, we can apply Theorem 4.2 to deduce v  < C1.
By Theorem 4.1 we then have v  0, contradiction. t
u
We briefly comment on condition (4.31) and its relation with the Keller-
Osserman condition . The latter historically was introduced independently by Keller
[157] and Osserman [213] analyzing the differential inequality

u f .u/ on Rm : (4.43)

Letting, for f .t/ > 0 on RC , f .0/ D 0,

Z t
F.t/ D f .s/ ds; (4.44)
0
4.2 A Controlled Growth Weak Maximum Principle 217

the Keller-Osserman condition for (4.43) expresses as

1
p 2 L1 .C1/: (4.45)
F.t/

It is well known that if (4.45) is satisfied, then there are no nonnegative solutions of
(4.43) on Rm besides the trivial u  0. On the contrary, if (4.45) fails then (4.43)
admits positive solutions on Rm exploding at infinity. We note that (4.45) coincides
with (3.59) (for F D f in the notation there). Indeed, (4.45) implies, by Theorem 3.6,
boundedness of u and then the weak maximum principle for  on Rm yields f .u / 
0, so that u  0.
The Keller-Osserman condition can be generalized to other operators, and for
instance, for those considered in Sect. 3.3.1, it becomes

1
2 L1 .C1/; (4.46)
H 1 .F.t//

where H is the function defined in (3.112) for the operator

 
div .A.jruj/ru/ D div jruj1 '.jruj/ru :

For the operator L in (4.30) of Theorem 4.2, condition (4.31) implies the correspond-
ing Keller-Osserman condition of the type (4.46) as explained in detail in [183].
While in the linear case of Theorem 3.6 we have been able to use directly the
Keller-Osserman condition to obtain an a priori upper bound, in the nonlinear case
the matter becomes quite complicate and it remains an open problem to replace
a condition like (4.31) with the corresponding Keller-Osserman condition that it
implies.

4.2 A Controlled Growth Weak Maximum Principle

The aim of this section is to prove a weak maximum principle type result when the
function u is not necessary bounded above.
Theorem 4.4 Let .M; h; i/ be a complete Riemannian manifold, let o be a reference
point in M, and let r.x/ be the distance function from o. Let T be a symmetric .0; 2/
tensor field. Assume that, for some positive continuous functions T and TC defined
on RC0 , the tensor T satisfies the following bound

0 < T .r/  T.X; X/  TC .r/ (4.47)

for every X 2 Tx M, jXj D 1, and every x 2 @Br , where Br denotes the geodesic ball
of radius r centered at o. Let ' W M  RC C 0
0 ! R0 be such that '. ; t/ 2 C .M/ for
218 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

every t 2 RC 0 C 1 C
0 , '.x; / 2 C .R0 / \ C .R / for every x 2 M, and

.i/ '.x; 0/ D 0

for every x 2 M,

.ii/ '.x; t/ > 0 on RC

for every x 2 M, and

.iii/ '.x; t/  A.x/tı

on M  RC for some ı > 0 and A.x/ 2 C0 .M/, A.x/ > 0 on M. Furthermore,

assume that

T .r.x// 1 1
inf 1=ı
D 1=ı (4.48)
M TC .r.x// A.x/ ˙

for some ˙ > 0. Given ;  2 R we let

 D  C .  1/.1 C ı/ (4.49)

and we assume that

 0;    > 0: (4.50)

Let u 2 C1 .M/ be a function such that

u.x/
uO D lim sup 
< C1: (4.51)
r.x/!C1 r.x/

Suppose that for some function f 2 C1 .M/

R
log BR TC .r/ef
lim inf D d0 < C1: (4.52)
R!C1 R 

Define

Lu D L';T;f D ef div.ef jruj1 '.x; jruj/T.ru; /] /; (4.53)

where ] denotes the musical isomorphism. For  2 R suppose that the set

˝ D fx 2 M W u.x/ >  g (4.54)

4.2 A Controlled Growth Weak Maximum Principle 219

is nonempty. Then
8
.1 C r.x// < 0; if  D 0I
inf Lu.x/  ˙d0 maxfOu; 0gı .  /1Cı ; if  > 0 and  < 0I
˝ TC .r.x// :
˙d0 maxfOu; 0gı  ı .  /; if  > 0 and  0I
(4.55)
Proof We begin observing that if a is any constant and ua D u C a, then

Lua D Lu

and

˝ D fx 2 M W ua .x/ >  C ag

Furthermore, if  > 0 then uO a D uO , and if  D 0 then uO a D uO C a. So in order to

estimate

.1 C r.x//
inf Lu.x/
˝ hC .r.x//

we may replace u with a suitable translate ua . Next, fix b > maxfOu; 0g. It is easy to
see that there exists a constant a such that

ua .x/
< b on M (4.56)
.1 C r.x//

and ua .x0 / > 0 for some x0 2 M. This is obvious if u is bounded above and in
particular, due to (4.51) if  D 0. On the other hand, if u is not bounded above, and
therefore  > 0, then by (4.51) there exists RN > 0 such that

u.x/
<b on MnBRN ;
.1 C r.x//

and it is clear that there exists a 2 R such that ua .x0 / > 0 for some x0 2 BN RN and
ua .x/
.1Cr.x//
< b on BN RN and on all of M. We will assume that a constant a has been
selected in such a way that (4.56) holds. In accordance to the observation made
above, we are going to replace u with ua and, for the ease of notation, we suppress
the subscript a. Furthermore, if 1   and

.1 C r.x//
inf Lu.x/  D
˝ TC .r.x//

then

.1 C r.x//
inf Lu.x/  D
˝1 TC .r.x//
220 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

so that, without loss of generality, we may suppose  0. Next, let

.1 C r.x//
K D inf Lu.x/
˝ TC .r.x//

and suppose K > 0, otherwise there is nothing to prove. In this case u is nonconstant
on any component of ˝ and

.1 C r.x//
Lu.x/ K > 0 on ˝ (4.57)
TC .r.x//

We fix  2 .1=2; 1/ and we choose R0 > 0 large enough that BR0 \ ˝ ¤ ; and
jruj 6 0 on it. Given R > R0 we let 2 C1 .M/ be a cutoff function such that

C
0  1;  1 on B R ;  0 on MnBR ; jr j  (4.58)
R.1  /

for some constant C > 0. Let also  2 C1 .R/ and F.v; r/ 2 C1 .R2 / be such that

0    1;  D 0 on .1;  ;  > 0; 0 0 on .; C1/ (4.59)

and

@F
F.v; r/ > 0; .v; r/ < 0 on RC C
0  R0 : (4.60)
@v
Finally we let W be the vector field defined on ˝ by

1Cı
WD .u/F.v; r/ef jruj1 '.x; jruj/T.ru; /] ; (4.61)

where v is given by

v D ˛.1 C r/  u (4.62)

and ˛ > b is a constant so that v > 0 on ˝ . Indeed, according to (4.56) and the
assumption  0, so that u > 0 on ˝ , we have

.˛  b/.1 C r/  v  ˛.1 C r/ on ˝ : (4.63)

Note that W vanishes on @.˝ \ BR / and it extends to a continuous vector field on

the whole of M by defining it to be zero in the complement of ˝ \ BR .
We now compute the divergence of W. Note that, from (iii), we have

t'.x; t/ A.x/1=ı '.x; t/1C1=ı on M  RC

0 : (4.64)
4.2 A Controlled Growth Weak Maximum Principle 221

Furthermore, from the properties (4.47) of T,

p p
jT.ru; rv/j  T.ru; ru/ T.rv; rv/  TC .r.x//jrujjrvj: (4.65)

We compute
1Cı
e f divW D .u/F.v; r/Lu
ı
C.1 C ı/ .u/F.v; r/jruj1 '.x; jruj/T.ru; r /
1Cı 0
C  .u/F.v; r/jruj1 '.x; jruj/T.ru; ru/
1Cı @F
C .v; r/jruj1 '.x; jruj/T.ru; rv/
.u/
@v
@F
C 1Cı .u/ .v; r/jruj1 '.x; jruj/T.ru; rr/
@r
1Cı
.u/F.v; r/K.1 C r/ TC .r/
ı
.1 C ı/ .u/F.v; r/'.x; jruj/TC.r/jr j
1Cı @F
C .v; r/jruj1 '.x; jruj/T.ru; ˛.1 C r/ 1 rr  ru/
.u/
@v
@F
C 1Cı .u/ .v; r/jruj1 '.x; jruj/T.ru; rr/;
@r
where to obtain the last inequality we have used (4.47), (4.57), (4.59), (4.62) and
(4.65). Using now (4.47), (4.60) and (4.64) we obtain
ı
e f divW .1 C ı/ .u/F.v; r/'.x; jruj/TC .r/jr j
1Cı
C .u/F.v; r/K.1 C r/ TC .r/
1Cı @F
 .v; r/'.x; jruj/jrujT .r/
.u/
@v
@F
C˛.1 C r/ 1 1Cı .u/ .v; r/jruj1 '.x; jruj/T.ru; rr/
@v
@F
C 1Cı .u/ .v; r/jruj1 '.x; jruj/T.ru; rr/
@r
ı
.1 C ı/ .u/F.v; r/'.x; jruj/TC .r/jr j
1Cı
C .u/F.v; r/K.1 C r/ TC .r/
ˇ ˇ
ˇ @F ˇ T .r/
C 1Cı .u/ ˇˇ .v; r/ˇˇ '.x; jruj/1C1=ı
@v A.x/1=ı
222 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

ˇ ˇ
ˇ @F ˇ
 .u/ ˇ .v; r/ˇˇ ˛.1 C r/ 1 jruj1 '.x; jruj/T.ru; rr/
1Cı ˇ
@v
ˇ ˇ @F
ˇ @F ˇ @r .v; r/
C 1Cı
.u/ ˇ .v; r/ˇˇ ˇ @F
ˇ ˇ jruj1 '.x; jruj/T.ru; rr/:
@v ˇ .v; r/ˇ
@v

Therefore,
ı
e f divW .1 C ı/ .u/F.v; r/'.x; jruj/TC.r/jr j
ˇ ˇ
ˇ @F ˇ
C 1Cı
.u/ ˇ .v; r/ˇˇ B.x; ru; r/;
ˇ (4.66)
@v

where

T .r/ F.v; r/
B.x; ru; r/ D '.x; jruj/1C1=ı C ˇ @F ˇ K.1 C r/ TC .r/ (4.67)
A.x/ 1=ı ˇ .v; r/ ˇ
@v
!
@F
@r
.v; r/  1
C ˇ @F ˇ  ˛.1 C r/ jruj1 '.x; jruj/T.ru; rr/:
ˇ .v; r/ˇ
@v

Using (4.48) we obtain

!
1 1C1=ı F.v; r/ 
B.x; ru; r/ '.x; jruj/ C ˇ @F ˇ K.1 C r/ TC .r/ (4.68)
˙ 1=ı ˇ .v; r/ˇ
@v
!
@F
@r .v; r/  1
C ˇ @F ˇ  ˛.1 C r/ jruj1 '.x; jruj/T.ru; rr/:
ˇ .v; r/ˇ
@v

Next, we consider different cases.

Case I:  < 0. We choose

F.v; r/ D eqv.1Cr/

where q > 0 is a constant that will be specified later. From (4.62), (4.63), (4.50) and
˛ > 0 we obtain
@F
@r
.v; r/
0 ˇ @F ˇ  ˛.1 C r/ 1 ˛.  /.1 C r/ 1 on ˝ (4.69)
ˇ .v; r/ˇ
@v

and

F.v; r/ 1
ˇ @F ˇ D .1 C r/ : (4.70)
ˇ .v; r/ˇ q
@v
4.2 A Controlled Growth Weak Maximum Principle 223

We also note that

jruj1 '.x; jruj/T.ru; rr/  '.x; jruj/TC .r/:

Inserting (4.69) and (4.70) into (4.68) and using (4.49) we deduce

1 K
B.x; ru; r/ 1=ı
'.x; jruj/1C1=ı C .1 C r/. 1/.1Cı/
˙ q
 1

˛.  /.1 C r/ '.x; jruj/ TC .r/: (4.71)

At this point we need to estimate the right-hand side of (4.71) so to have

B.x; ru; r/ '.x; jruj/1C1=ı TC .r/ (4.72)

for some positive constant independent of ru; r and x. For this purpose we use
the next lemma whose proof is a calculus exercise.
Lemma 4.2 Let ı; %; ˇ; ! be positive constants and let fO be the function defined on
RC O 1C1=ı
 ˇs C %. Then the inequality fO .s/ s1C1=ı holds on RC
0 by f .s/ D !s 0
provided

ıˇ 1C1=ı
! :
.1 C ı/1C1=ı %1=ı

Applying Lemma 4.2 with s D '.x; jruj/ and x fixed, it is easy to verify that (4.71)
holds independently of x if we can choose a positive such that

1 q1=ı ı.˛.  //1C1=ı

  : (4.73)
˙ 1=ı .1 C ı/1C1=ı K 1=ı

Note that the above is independent of r D r.x/. Thus, if 2 .0; 1/ and we choose

ı K.1 C ı/1Cı 1
qD and D 1=ı (4.74)
˙ı ı .˛.  //1Cı ˙

then > 0 and it satisfies (4.73).

We insert (4.72) and the expression for @F=@v into (4.66) to obtain
ı
e f divW .1 C ı/ .u/F.v; r/'.x; jruj/TC .r/jr j
1Cı
Cq .u/.1 C r/ F.v; r/'.x; jruj/1C1=ı TC .r/:
224 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

We integrate this inequality on ˝ \ BR , apply the divergence theorem and recall

that W vanishes on @.˝ \ BR / to obtain
Z
q 1Cı
.u/.1 C r/ F.v; r/'.x; jruj/1C1=ı TC .r/ef
1Cı ˝ \BR
Z
ı
 .u/F.v; r/'.x; jruj/TC .r/jr jef :
˝ \BR

Write
ı
.u/F.v; r/'.x; jruj/TC .r/jr jef D g1 g2

with
1 ı 1
g1 D ..u/F.v; r/TC .r// 1Cı jr j.1 C r/ 1Cı e 1Cı f

and
ı ı ı
g2 D ..u/F.v; r/TC .r// 1Cı ı
'.x; jruj//.1 C r/ 1Cı e 1Cı f :

Applying Hölder’s inequality with conjugate exponents 1 C ı and 1 C 1=ı to the

integral on the right-hand side we obtain
Z
ı
.u/F.v; r/'.x; jruj/TC .r/jr jef
˝ \BR

Z ! 1Cı
1

1Cı ı f
 .u/F.v; r/TC .r/jr j .1 C r/ e 
˝ \BR

Z ! 1Cı
ı
1Cı
1Cı
.u/F.v; r/TC .r/ '.x; jruj/ ı .1 C r/ ef ;
˝ \BR

and, after some simplification, from the above we get

 1Cı Z
q 1Cı
.u/.1 C r/ F.v; r/'.x; jruj/1C1=ı TC .r/ef
1Cı ˝ \BR
Z
 .u/F.v; r/.1 C r/ı jr j1Cı TC .r/ef :
˝ \BR
4.2 A Controlled Growth Weak Maximum Principle 225

Let R > 2R0 ; then R > R=2 > R0 and using the properties of  and we deduce
 1Cı Z
q
ED .u/F.v; r/'.x; jruj/1C1=ı TC .r/ef (4.75)
1Cı ˝ \BR0
Z
1Cı ı .1Cı/
C .1 C R/ Œ.1  /R F.v; r/TC .r/ef :
˝ \.BR nB R /

Using (4.63) for v and the expression of F on ˝ \ .BR n B R /

 
F.v; r/  eq.˛b/.1C R/ ;

thus from (4.75)

Z
O ı1ı eq.˛b/.1C R/ 
E  CR TC .r/ef
BR

for some constant CO > 0. Now observe that, since jruj 6 0 on ˝ \ BR0 , E > 0.
From assumption (4.52), for every fixed d > d0 there exists a strictly increasing
sequence Rk % C1 with R1 > 2R0 and such that
Z
 
log TC .r/ef  dRk I (4.76)
B Rk

and from the above inequality with R D Rk we obtain

Z
O k ı1ı q.˛b/.1C Rk / 
0 < E  CR e TC .r/ef
B Rk

O k ı1ı dRk  q.˛b/.1C Rk / 

 CR e ;

where the constant CO > 0 is independent of k. In order for this inequality to hold for
every k, we must have

d .˛  b/q   ;

whence, letting  ! 1,

d .˛  b/q:

We set ˛ D tb, with t > 1, and we insert the choice (4.74) of q in the above
inequality, solve with respect to K, and let % 1 to obtain

ıı t1Cı
K  ˙dbı .  /1Cı 1Cı
:
.1 C ı/ t1
226 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

Therefore, minimizing with respect to t > 1 and letting d ! d0 , b ! maxfOu; 0g,

we have

K  ˙d0 maxfOu; 0gı .  /1Cı :

In other words,

.1 C r/
inf Lu  ˙d0 maxfOu; 0gı .  /1Cı : (4.77)
˝ TC .r/

This finishes the proof when  > 0 and  < 0.

For  D 0 [and necessarily  < 0 by (4.50)] we can improve the above estimate
as follows. We apply (4.77) to the function u  uO on the set

fx 2 M W u.x/  uO >   uO g D ˝ ;

1
observing that u  uO D 0 and that Lu D L.u  uO /, to obtain

.1 C r/
inf Lu  0:
˝ TC .r/

Case II:  0 [and necessarily  > 0 by (4.50)]. We choose

. /=
F.v; r/ D F.v/ D eqv

where q > 0 is a constant to be specified later. Noting that the exponent of v is

positive by (4.50), a computation yields

@F    =
.v; r/ D q v F.v/ < 0;
@v 

while clearly, @F=@r  0.

Using estimate (4.68), recalling that by (4.63) v .˛b/.1Cr/ and proceeding
as in Case I, we estimate

1
B.x; ru; r/ '.x; jruj/1C1=ı  ˛.1 C r/ 1 '.x; jruj/
˙ 1=ı


C .˛  b/= K.1 C r/. 1/.1Cı/ TC .r/: (4.78)
q.  /

According to Lemma 4.2, for every r 0 fixed, the right-hand side of the above
inequality is bounded from below by '.x; jruj/1C1=ı TC .r/ provided

1 q1=ı ı.˛/1C1=ı .  /1=ı

  : (4.79)
˙ 1=ı .1 C ı/1C1=ı .K/1=ı .˛  b/=.ı /
4.2 A Controlled Growth Weak Maximum Principle 227

Since the right-hand side of the above inequality is independent of r, for every such
we have B.x; ru; r/ '.x; jruj/1C1=ı TC .r/. In particular, if 2 .0; 1/ and we
choose

ı K.1 C ı/1Cı .˛  b/= 1

qD ı 1Cı
and D 1=ı (4.80)
˙ı .˛/ .  / ˙

then > 0 and it satisfies (4.79). Substituting into (4.66), and using the expression
for @F=@v, we deduce that

e f divW .1 C ı/ ı .u/F.v/'.x; jruj/TC .r/jr j

 
Cq 1Cı .u/v = F.v/'.x; jruj/1C1=ı TC .r/:

We now proceed as in Case I, repeating, with minor adaptations, the arguments that
lead to (4.75), to conclude instead that
Z
0<ED .u/F.v/'.x; jruj/1C1=ı TC .r/ef (4.81)
˝ \BR0
Z
O C Rk /ı Œ.1  /Rk .1Cı/
 C.1 F.v/TC .r/ef ;
˝ \.BRk nB Rk /

where CO is a constant independent of k and . Using the inequality

. /= .1C R  
F.v/  eq.˛b/ k/

valid on ˝ \ .BRk n B Rk /, and (4.76), we conclude that for every k we have

 
O kı1ı edRk q.˛b/. /= .1C Rk / 
0 < E  CR :

Again, this forces

d q.˛  b/. /=    :

Therefore, setting ˛ D tb, with t > 1, letting  % 1, inserting the value of q given
by (4.80), solving with respect to K and letting % 1, d & d0 , b & maxfOu; 0g, we
obtain

.ı/ı .  / t1Cı
K  ˙d0 maxfOu; 0gı I
.1 C ı/1Cı t  1

whence, again minimizing with respect to t > 1, we conclude that

K  ˙d0 maxfOu; 0gı  ı .  /:

228 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

In other words,

.1 C r/
inf Lu  ˙d0 maxfOu; 0gı  ı .  /:
˝ TC .r/

This finishes the proof when  0. t

u
To see how one can use Theorem 4.4 let us consider the following geometric
setting.
Let .N; h ; i/ be a .m C 1/-dimensional Riemannian manifold endowed with a
nonsingular Killing vector field Y with complete flow lines such that the orthogonal
distribution D W N ! TN, that is

D W x ! Dx D fv 2 Tx N W hYx ; vi D 0g  Tx N

is integrable. It is not difficult to verify that the (maximal) integral leaves of D are
totally geodesic hypersurfaces in N [95]. In particular, if N is complete, then any
leaf is complete. We fix an integral leaf M; the flow ˚ W R  M ! N generated
by Y takes isometrically M D M0 to the leaf Ms D s .M0 / for any s 2 R, where
s D ˚.s; /. Then, given u 2 C1 .M/, the Killing graph u associated to u is the
hypersurface

u W M ! N

given by

u W x ! ˚.u.x/; x/:

One can show (see for instance [95]) that the Killing graph u has mean curvature
H if and only if u satisfies the equation
   
ru r ru
div  ; D mH; (4.82)
W 2 W

where
1
.x/ D ; (4.83)
jY.x/j2
q
W.x/ D .x/ C jru.x/j2 (4.84)

and the mean curvature H is computed with respect to the orientation given by the
normal
1
D . Y  ˚ .ru//: (4.85)
W
4.2 A Controlled Growth Weak Maximum Principle 229

Note that the operators div and r are on M with the metric induced by the inclusion
M D M0 ,! N.
In the special case of a product N D R  M, with .M; h ; i/ a Riemannian
manifold, indicating with s the (global) coordinate on R we can choose Y D @s@
so that jYj  1 and

˚.s; x/ D .s; x/:

In this case, for the Killing graph

u W x ! .u.x/; x/;

Eq. (4.82) reduces to the well-known mean curvature equation

0 1
B ru C
div @ q A D mH: (4.86)
2
1 C jruj

When N is complete, we fix an origin o 2 M D M0 and set r.x/ D distM .x; o/.
We have (see [24])
Theorem 4.5 Let N be a complete Riemannian manifold endowed with a complete
nonsingular Killing field Y and let M be an integral leaf of the Killing foliation.
Assume that

sup jYj < C1 (4.87)

M

and
R
log BR jYj
lim inf 2
D0 (4.88)
R!C1 R

for some 0   < 2. Then, any constant mean curvature Killing graph u .x/ D
˚.u.x/; x/, x 2 M, lying between the graphs ;˙ˇ .x/ D ˚.˙ˇr.x/ ; x/ outside a
compact set of M, for some ˇ > 0, is minimal.
Proof We note that for the Killing graph u we have the validity of (4.82) for some
constant H. Passing to u if necessary, we may assume that H > 0. Now observe
that since N is complete then M is complete. To apply Theorem 4.4 we choose T
to be the metric on M so that T and TC are both identically equal to 1, we let
p
f D log  D  log jYj and we define

t
'.x; t/ D p :
.x/ C t2
230 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

Then ' clearly

 satisfies
  (i)C and (ii) of Theorem 4.4 and since .x/ > 0 for each x,
'.x; / 2 C0 RC0 \ C 1
R for each x 2 M. Furthermore, since

1
'.x; t/  p t;
.x/

it satisfies (iii) with the choices ı D 1, A.x/ D jY.x/j. Thus assumption (4.87)
guarantees the validity of (4.48). Since u lies between the graphs ;˙ˇ we have

u.x/
uO D lim sup 
 ˇ < C1:
r.x/!C1 r.x/

We now let  D 2.  1/ and observe that

 0;    D 2   > 0:

Furthermore, (4.88) corresponds to (4.52) with d0 D 0. Next we choose any

such
that

˝
D fx 2 M W u.x/ >
g ¤ ;:

By applying Theorem 4.4 we have

   
ru r ru
0 inf Lu D inf div  ; DH
˝
˝
W 2 W

so that H D 0. t
u
We note that condition (4.88) cannot be relaxed. Indeed, consider the case
N D R  Hm , Y D @s@ , s the coordinate on R and M D Hm the hyperbolic
space of constant sectional curvature 1. Then, realizing the metric of Hm in polar
coordinates .r; / 2 RC  Sm1 as

h ; i D dr2 C sinh2 rd 2 ;

where d 2 is the canonical metric on Sm1 , we have

vol BR  Ce.m1/R as R ! C1

for some constant C > 0. Since jYj  1 we have

8
R ˆ
ˆC1 if  2 .1; 2/;
<
log BR jYj
lim inf D C.m  1/ if  D 1;
R!C1 R 2 ˆ
:̂0 if  2 Œ0; 1/:
4.3 An Equivalent Open Form of the Weak Maximum Principle 231

Now, for any H 2 0; m1

m , the smooth function

Z Rt
r.x/ sinh1m .t/ 0 mH sinh
m1
.s/ ds
u.x/ D n dt
0 R 2 o 12
1  sinh2.1m/ .t/ 0 mH sinhm1 .s/ ds
t

defines an entire graph on Hm with constant mean curvature H. Furthermore, u.x/ 

r.x/ as r.x/ ! C1, which means that the graph lies between the graphs 1;˙2 .x/ D
.˙2r.x/; x/ outside a compact set of Hm .
Remark 4.4 The problem of the existence of a Killing graph with nonzero constant
mean curvature H is related to the value of the (appropriately weighted) Cheeger’s
constant of the leaf M of the Killing foliation. This is explained in detail in [24].

4.3 An Equivalent Open Form of the Weak Maximum

Principle

The aim of this section, partially based on the recent [28], is to present another
form of the weak maximum principle which turns out to be very useful in geometric
applications. We focus our attention on the general class of operators that have been
defined in Sect. 4.2 (see Eq. (4.53), with f D 0) and that we consider, for instance,
in [5, 24]. For the sake of completeness, and for the ease of reading, we recall the
definition once more.
We let T be a symmetric, 2-covariant tensor field on a Riemannian manifold
.M; h ; i/. Assume that, for some continuous functions T and TC on RC 0 , the tensor
T satisfies the following bounds

0 < T .r/  T.Y; Y/  TC .r/ (4.89)

for each Y 2 Tx M, jYj D 1, and every x 2 @Br , where Br denotes the geodesic ball of
radius r centered at an origin o. Let ' W M  RC C 0
0 ! R0 be such that '. ; t/ 2 C .M/
C 0 C 1 C
for each t 2 R0 , '.x; / 2 C .R0 / \ C .R / for each x 2 M and
8
ˆ
ˆ (i) '.x; 0/ D 0 for every x 2 MI
ˆ
ˆ
ˆ
<
(ii) '.x; t/ > 0 on M  RC I (4.90)
ˆ
ˆ
ˆ
ˆ
:̂ (iii) '.x; t/  A.x/tı on M  RC
232 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

for some ı > 0 and A.x/ 2 C0 .M/, A.x/ > 0. Let X be a vector field on M. For
u 2 C1 .M/ we define
 
Lu D L';T;X u D div jruj1 '.x; jruj/T.ru; /]  hX; rui (4.91)

in the weak sense, where ] W T  M ! TM denotes the musical isomorphism.

Remark 4.5 Note that the left-hand side inequality in (4.89) and requirement (ii) in
(4.90) are ellipticity conditions for the operator L. As a matter of fact properties
(4.89) and (4.90) will not be used in proving the equivalence in Theorem 4.6
below. On the other hand, they are basic in looking for sufficient conditions
to guarantee that the property expressed in Definition 4.1 below holds on the
manifold we are considering. In fact, when '.x; t/ D t it is enough to consider
u 2 Liploc .M/; the more restrictive u 2 C1 .M/ enables us to deal with the nonlinear
case. Furthermore, for those theorems giving sufficient conditions in terms of the
volume growth of geodesic balls we can enlarge the class of admissible solutions
1;1Cı
to C0 .M/ \ Wloc .M/. This is due to the fact that the argument of proof for these
results is based only on the notion of weak solution.
In what follows we recall the next concept introduced immediately after the
statement of Theorem 3.1 in Chap. 3. Let q.x/ 2 C0 .M/, q.x/ > 0.
Definition 4.1 We say that the q-WMP (the q-weak maximum principle) holds on
M for the operator L in (4.91) if, for each u 2 C1 .M/ with u D supM u < C1 and
for each  2 R with  < u , we have

inffq.x/Lug  0 (4.92)
˝

in the weak sense, where

˝ D fx 2 M W u.x/ >  g: (4.93)

Note that (4.92) in the weak sense expresses as follows: for every " > 0
Z Z
  "
 jruj1 '.x; jruj/T.ru; r / C hX; rui  ; (4.94)
˝ ˝ q.x/

for some 2 Cc1 .˝ /, 0, 6 0. In case q.x/ is a positive constant we will

simply say that L satisfies the WMP (the weak maximum principle).
Of course Remark 3.1 applies.
We observe that, from an analytic point of view, the usual form of the maximum
principle loosely states that, for a certain operator, say L, if u satisfies for instance

Lu 0
4.3 An Equivalent Open Form of the Weak Maximum Principle 233

on a region ˝, then

sup u D sup u
˝ @˝

(see Chap. 10 in [125] for a good reference). In the previous chapters we took on
Yau’s point of view based on the observation that if a C2 -function u attains its
maximum at x0 , then

ru.x0 / D 0; u.x0 /  0;

and we formulated our form of the maximum principle accordingly to the Omori-
Yau philosophy; see for instance Theorems 2.4 and 3.2. As we will see in a
shortwhile, with the next result we basically go back to the original point of view, at
least for the weak maximum principle.
We remark that the various assumptions on ' and T given in the definition of
L';T;X will be very marginally used in some of the forthcoming results. In fact in the
next theorem we will only use the property Lu D L.u C a/ for any constant a 2 R.
Theorem 4.6 The q-WMP holds on M for the operator L if and only if the open
q-WMP holds on M, that is, for each f 2 C0 .R/, for each open set ˝  M with
@˝ ¤ ;, and for each v 2 C0 .˝/ \ C1 .˝/ satisfying
8
< (i) q.x/Lv f .v/ on ˝I
(4.95)
:
(ii) sup˝ v < C1;

we have that either

sup v D sup v (4.96)

˝ @˝

or

f .sup v/  0: (4.97)
˝

Remark 4.6 Observe that the q-WMP on M for the operator L is also equivalent
to the following dual statement: The q-WMP holds on M for the operator L if and
only if for each f 2 C0 .R/, for each open set ˝  M with @˝ ¤ ;, and for each
v 2 C0 .˝/ \ C1 .˝/ satisfying
8
< (i) q.x/Lv  f .v/ on ˝I
(4.98)
:
(ii) inf˝ v > 1;
234 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

we have that either

inf v D inf v (4.99)

˝ @˝

or

f .inf v/ 0: (4.100)
˝

Proof (of Theorem 4.6) Assume that the q-WMP holds for the operator L on M and
let f , v and ˝ be as in the statement of the theorem. Suppose that (4.96) is not
satisfied, that is

sup v > sup v: (4.101)

˝ @˝

Fix " > 0 sufficiently small that

sup v  2" > sup v C 2" (4.102)

˝ @˝

and define

U2" D fx 2 ˝ W v.x/ > sup v  2"g: (4.103)

˝

Note that U2" ¤ ;. Moreover, for every x 2 U 2" from (4.102) one has

v.x/ sup v  2" > sup v C 2" > sup v;

˝ @˝ @˝

so that x 2 ˝. That is, U 2"  ˝, and therefore

U "  U2"  U 2"  ˝;

where U" obviously is defined in a way similar to (4.103).

By adding, if necessary, a positive constant to v, we can suppose that sup˝ v >
2" and we let  D sup˝ v  " > 0. Next we choose a smooth cut-off function
W M ! Œ0; 1 such that

 1 on U" and  0 on M n U2"

and we define
8
< .x/v.x/ on ˝;
u.x/ D (4.104)
:
0 on M n ˝:
4.3 An Equivalent Open Form of the Weak Maximum Principle 235

Then u 2 C1 .M/, u < C1 and

Lu D Lv on U" : (4.105)

We claim that

˝ D fx 2 M W u.x/ >  g D U" D fx 2 ˝ W v.x/ >  D sup v  "g: (4.106)

˝

Clearly it suffices to show that ˝  U" . For every x 2 ˝ one has u.x/ >  > 0.
In particular, by (4.104), it follows that x 2 ˝ and v.x/ > 0, so that

v.x/ .x/v.x/ D u.x/ >  D sup v  ":

˝

Since x 2 ˝, this means that x 2 U" .

Now for any constant a 2 R, L.v C a/ D Lv, thus using (4.105) and (4.95) we
deduce
1
Lu D L.v C a/ D Lv f .v/ on ˝ :
q.x/

In other words

q.x/Lu f .v/ on ˝ :

Applying the q-WMP to u we infer

0 inffq.x/Lug inf f .v/:

˝ ˝

But ˝ D U" and thus, letting " ! 0C and using continuity of f we obtain (4.97).
For the converse, assume the validity of the open q-WMP for L. We reason by
contradiction and we suppose that the q-WMP is false. Then, there exists u 2 C1 .M/
with u < C1, and  < u such that

ˇ D inffq.x/Lug > 0: (4.107)

˝

This implies that u is nonconstant and therefore, since ˇ is increasing with  , up to

choosing  sufficiently near to u , we can suppose that

@˝ D fx 2 M W u.x/ D  g ¤ ;:
236 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

Set ˝ D ˝ and v D uj˝ . Because of (4.107) and u < C1 we have

8
< q.x/Lv ˇ on ˝;
(4.108)
: 
sup˝ v D u < C1:

Since f .v/  ˇ > 0, alternative (4.97) cannot occur. However alternative (4.96)
cannot occur either because

sup v D u >  D sup v:

˝ @˝

This yields the desired contradiction. t

u
Remark 4.7 Note that the above proof works for any of the choices of the functional
classes of the solutions that we have been considering in Remark 4.5. Of course in
Definition 4.1 we have to enlarge the functional class accordingly.
A careful reading of the above proof yields the validity of the following form of
the theorem useful in applications.
Theorem 4.7 The q-WMP holds on M for the operator L if and only if for each
ˇ 2 RC , for each open set ˝  M with @˝ ¤ ;, and for each v 2 C0 .˝/ \ C1 .˝/
satisfying
8
< (i) q.x/Lv ˇ on ˝I
(4.109)
:
(ii) sup˝ v < C1;

we have

sup v D sup v: (4.110)

˝ @˝

The following fact seems worth mentioning; it extends Proposition 3.4 in [225]
to general operators.
Proposition 4.1 Let .M; h ; iM / and .N; h ; iN / be noncompact Riemannian mani-
folds, and assume that there exist compact sets A  M and B  N and a Riemannian
isometry f W M n A ! N n B which preserves divergent sequences in the ambient
spaces, that is, fxk g diverges in M if and only if ff .xk /g diverges in N. Let X be a
vector field on M, T a symmetric .0; 2/ tensor field on M satisfying (4.89) and '
as in (4.90) that define the differential operator L';T;X on M; let Y; S; be with the
same properties on N and define the differential operator L ;S;Y on N. Assume that

Y D f X; S D f T; .y; t/ D '. f 1 .y/; t/

4.3 An Equivalent Open Form of the Weak Maximum Principle 237

on N n B. Then the WMP holds on M for the operator L';T;X if and only if the WMP
holds on N for the operator L ;S;Y .
Observe that the condition that fxk g diverges in M if and only if ff .xk /g diverges in
N makes sense for any divergent sequence in M even if f is not globally defined on
M because the sequence eventually leaves the compact set A.
Proof Suppose that the WMP holds on M for the operator L';T;X . Let v 2 C1 .N/
with v  < C1. Without loss of generality we may assume that v  is not attained
and strictly positive. Consider K1 ; K2 be two relatively compact domains in M such
that A  K1  K 1  K2 . Choose a smooth cutoff function  W M ! Œ0; 1 satisfying
  0 on K1 ,   1 on M n K2 , and define a function u 2 C1 .M/ by

.v ı f /; on M n AI
uD (4.111)
0; on A:

We claim that v  D u and that u is not attained. By construction v   u . On

the other hand, let fyk g be a sequence in N such that v.yk / % v  . Since v does
not attain v  the sequence fyk g is divergent, therefore for k sufficiently large yk lies
outside B. By the assumption on f , fxk g D ff 1 .yk /g is a divergent sequence in
M. Thus u.xk / D .xk /.v ı f .xk // D v.yk / for k sufficiently large, showing that
u.xk / % v  , and v  D u . Furthermore, u is not attained, indeed, u.x/ D 0 on A,
and u.x/  v. f .x// < v  D u on M n A, hence u does not attain u , as claimed.
Therefore, we can fix  < v  sufficiently close to v  such that

˙ D fy 2 N W v.y/ >  g  N n .B [ f .K 2 n A//

and consider f 1 .˙ / D fx 2 M n A W .v ı f /.x/ >  g.

Since v  D u > 0 we can suppose that  > 0 and it follows that

˝ D fx 2 M W u.x/ >  g D fx 2 M n A W .x/.v ı f /.x/ >  g:

In particular .v ı f /.x/ >  so that ˝  f 1 .˙ /.

The validity of the WMP on M, yields that, for each " > 0 there exist some
Q 2 Cc1 .˝ /, Q 0, Q 6 0 such that
Z Z Z  
"Q D "Q  jruj1 '.x; jruj/T.ru; r Q / C hX; rui Q
F 1 .˙ / ˝ ˝
Z  
D jruj1 '.x; jruj/T.ru; r Q / C hX; rui Q
f 1 .˙ /
Z n o
D jr.u ı f 1 /j1 '. f 1 .y/; jr.u ı f 1 /j/T.r.u ı f 1 /; r. Q ı f 1 //
˙
Z n o
 hX ı f 1 ; r.u ı f 1 /i Q ı f 1 :
˙
238 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

But for y 2 ˙ , f 1 .y/ 2 M n K2 hence

u. f 1 .y// D .v ı f /. f 1 .y// D v.y/I

'Q D Q ı f 1 2 Cc1 .˙ /; 'Q 0; 'Q 6 0I

X ı f 1 D Y and T.r.u ı f 1 /; r '/

Q D S.rv; r '/:
Q

Therefore, being f an isometry,

Z Z
 
"'Q  jrvj1 .y; jrvj/S.rv; r '/
Q C hY; rvi'Q :
˙ ˙

This proves that the WMP holds for the operator L ;S;Y on N.
Repeating the same argument with M and N interchanged shows that if the WMP
holds in N, so it holds in M (note that f 1 W N n B ! M n A is a Riemannian isometry
which maps divergent sequences to divergent sequences). t
u

4.3.1 A First Application to PDE’s

The open form of the weak maximum principle will be applied in the sequel in some
geometric context. However, it seems interesting to present here a uniqueness result
for positive solutions of certain PDE’s obtained via its use.
Towards this aim we recall that a Lichnerowicz-type equation is a PDE of the
form

u C a.x/u  b.x/u C c.x/u D 0 (4.112)

for some a.x/, b.x/, c.x/ continuous on the Riemannian manifold .M; h ; i/. Here
 > 1 and < 1, so that the latter can be negative too. For the sake of simplicity
we consider positive C2 -solutions of (4.112) on an open set ˝  M, possibly with
boundary.
Equations of the type of (4.112) arise in the analysis of the Einstein field
equations in General Relativity, in the initial data set for the nonlinear wave system,
and the coefficients a.x/, b.x/, c.x/ have a precise physical meaning. In particular,
in some models b.x/ and c.x/ are, respectively, positive and nonnegative. This fact
will somehow justify our assumptions in Theorem 4.8 below. For details we refer to
[4, 90, 174] and the references therein.
Our uniqueness result will be an immediate consequence of the following
comparison theorem (see [4]). We recall that, given a vector field X on M, X ,
the X-Laplacian, is the operator X u D u  hX; rui, with, say, u 2 C2 .M/; see
also Sect. 3.1.
4.3 An Equivalent Open Form of the Weak Maximum Principle 239

Theorem 4.8 Let .M; h ; i/ be a complete manifold, a.x/, b.x/, c.x/ 2 C0 .M/, X a
vector field on M, , 2 R be such that  > 1 and < 1. Let ˝ be a relatively
compact open set in M. Assume

.i/ b.x/ > 0 on M n ˝I .ii/ c.x/ 0 on M n ˝I (4.113)

a .x/ c.x/
.i/ sup < C1I .ii/ sup < C1; (4.114)
M b.x/ M b.x/
 
where a denotes the negative part of a. Let u; v 2 C2 M n ˝ \ C0 .M n ˝/ be
positive solutions of
(
X u C a.x/u  b.x/u C c.x/u 0
(4.115)
X v C a.x/v  b.x/v  C c.x/v  0

on M n ˝ satisfying

.i/ lim inf v.x/ > 0; .ii/ lim sup u.x/ < C1 (4.116)
x!1 x!1

and

0 < inf u  u.x/  v.x/ on @˝: (4.117)

@˝

Assume the validity of the 1b -WMP for the operator X on M n ˝. Then

u.x/  v.x/ on M n ˝: (4.118)

Remark 4.8 As it will be clear from the proof, in case 0  < 1 assumption
(4.114) (ii) can be dropped. Furthermore, if ˝ D ; assumption (4.117) is empty.
Proof To simplify the writing set L for X D hX; ri; furthermore, without loss
of generality observe that we can suppose that M n ˝ is connected. From positivity
of v, (4.116) (i), (ii) and (4.117) there exist constants C1 , C2 > 0 such that

v.x/ C1 ; u.x/  C2 on M n ˝: (4.119)

We set
u
 D sup :
Mn˝ v

From the assumptions on u; v and (4.119) it follows that  satisfies

0 <  < C1: (4.120)

240 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

Clearly if   1 then u  v on M n ˝. By contradiction assume that  > 1 and

define

w D u  vI

then w  0 on M n˝. It is a simple matter to realize, using (4.120) and the definition
of , that

sup w D 0: (4.121)
Mn˝

We now use (4.115) to compute

Lw a.x/w C b.x/Œu  .v/   c.x/Œu  .v/  (4.122)

h i h i
C b.x/v .v/ 1  v  1 C c.x/v v 1  .v/ 1 :

We let
(
u 1 .x/ if u.x/ D v.x/
h.x/ D 
R u.x/  1
u.x/v.x/ v.x/ t dt if u.x/ < v.x/

and similarly, for ¤ 0,

(
 u 1 .x/ if u.x/ D v.x/
j.x/ D
R u.x/ 1
v.x/u.x/ v.x/ t dt if u.x/ < v.x/:

In case D 0, choose j.x/  0. Observe that h and j are continuous on M n ˝ and

h is nonnegative. Using h and j and observing that a.x/w a .x/w, from (4.122)
we obtain

Lw Œa .x/ C b.x/h.x/ C c.x/j.x/w (4.123)

h i h i
C b.x/v .v/ 1  v  1 C c.x/v v 1  .v/ 1 :

Let
˚ 
˝1 D x 2 M n ˝ W w.x/ > 1 :

Since u is bounded above on M n ˝, there exists a constant C > 0 such that

1 1
v.x/ D .u.x/  w.x//  .C C 1/ (4.124)
 
4.3 An Equivalent Open Form of the Weak Maximum Principle 241

on ˝1 . Using the definition of h and j, from the mean value theorem for integrals
we deduce

h.x/ D yh 1 ; j.x/ D  yj 1

for some yh D yh .x/ and yj D yj .x/ in the range Œu.x/; v.x/. Since u.x/ and v.x/
are bounded above on ˝1 ,

max fh.x/; j.x/g  C (4.125)

on ˝1 for some constant C > 0. Next we recall that b.x/ > 0 on M n ˝ to rewrite
(4.123) in the form
 
1 a .x/ c.x/
Lw C h.x/ C jC .x/ w
b.x/ b.x/ b.x/
h i c.x/ h i
C v .v/ 1  v  1 C v v 1  .v/ 1 :
b.x/

Since w  0, (4.113), (4.114) and (4.125) imply

 
a .x/ c.x/
C h.x/ C jC .x/ w Cw
b.x/ b.x/

for some constant C > 0 on ˝1 . For further use we observe here that when 0 
< 1, jC .x/  0 so that in this case assumption (4.114) (ii) is not needed to obtain
this last inequality. Thus

1 h i c.x/ h i
Lw Cw C v .v/ 1  v  1 C v v 1  .v/ 1
b.x/ b.x/

on ˝1 . Recalling the elementary inequalities

(
as  bs sbs1 .a  b/ for s < 0 and s > 1
(4.126)
a  b sa
s s s1
.a  b/ for 0  s  1;

with a; b > 0, coming from the mean value theorem for integrals, we conclude that

1 c.x/   1
Lw Cw C .  1/ min f1; 1g .  1/v  C .1  / v
b.x/ b.x/  1

on ˝1 . Now we use the fact that < 1, v is bounded from below by a positive
constant, (4.113), (4.114) (ii) to get [again if 0  < 1 we do not need (4.114) (ii)]

1
Lw Cw C B on ˝1 ;
b.x/
242 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

for some constants B; C > 0. Finally we choose 0 < " < 1 sufficiently small that

1
Cw >  B
2
on
˚ 
˝" D x 2 M n ˝ W w.x/ > "  ˝1 ;

and @˝"  M n ˝: Therefore

1 1
Lw B > 0 on ˝" : (4.127)
b.x/ 2

Furthermore, note that

w.x/  minf"; .1  /min vg < 0

@˝

on ˝" . As a consequence sup@˝" w < 0, while sup˝" w D 0. Applying the

open form of the 1b -weak maximum principle to (4.127) we obtain the desired
contradiction. t
u
As an immediate consequence we obtain the following uniqueness result.
Corollary 4.1 In the assumptions of Theorem 4.8 the equation

X u C a.x/u  b.x/u C c.x/u D 0 on M n ˝

 
admits at most a unique positive solution u 2 C2 M n ˝ \ C0 .M n ˝/ with
assigned boundary data on @˝ and satisfying

C1  u.x/  C2 on M n ˝ (4.128)

for some constants C1 , C2 > 0 provided that the 1b -weak maximum principle holds
on M for the operator X .

4.4 Strong Parabolicity

In Sect. 2.5 of Chap. 2 we briefly discussed parabolicity for the Laplace-Beltrami

operator  showing that it is equivalent to a stronger form of the weak maximum
principle for . Motivated by this observation, here we introduce a stronger notion
of parabolicity and indicate when this is equivalent to the usual one that we specify
in Definition 4.3 below. In doing so we follow [28]. We begin with the next
4.4 Strong Parabolicity 243

Definition 4.2 We say that the operator L D L';T;X defined in (4.91) of Sect. 4.3 is
strongly parabolic on M if for each nonconstant u 2 C1 .M/ with u < C1 and for
each  2 R with  < u we have

inffLug < 0 (4.129)

˝

in the weak sense, where, as usual, ˝ D fx 2 M W u.x/ >  g.

Recall that the strict inequality (4.129) in the weak sense means that for some " > 0
Z Z
 
 jruj1 '.x; jruj/T.ru; r / C hX; rui  " ; (4.130)
˝ ˝

for some 2 Cc1 .˝ /, 0, 6 0.

It is immediate to compare this definition with the more familiar
Definition 4.3 We say that the operator L D L';T;X is parabolic on M if each u 2
C1 .M/ with u < C1 and satisfying Lu 0 on M is constant.
It is clear that strong parabolicity of L implies parabolicity. The converse is also
1;1Cı
true if we enlarge the functional class of u to Liploc .M/ or C0 .M/ \ Wloc .M/ and
we assume the validity of the following proposition:
Proposition 4.2 For every open set ˝  M, if u 2 Liploc .˝/ or u 2 C0 .˝/ \
1;1Cı
Wloc .˝/ satisfies Lu 0 on ˝ then, for each fixed ˛ 2 R, the function v.x/ D
maxfu.x/; ˛g satisfies Lv 0 on ˝.
Indeed, we have
Theorem 4.9 Let .M; h ; i/ be a Riemannian manifold and L D L';T;X be an
operator as in (4.91). Assume the validity of Proposition 4.2. Then L is strongly
parabolic on M if and only if L is parabolic.
Proof We only have to show that parabolicity implies strong parabolicity. We reason
by contradiction and we assume the existence of a nonconstant u with u < C1
and  2 R,  < u such that

Lu 0

on ˝ .
Up to increasing  we may assume @˝ ¤ ;, because otherwise ˝ D M and
the result is immediate. Consider the function
8
ˆ u 
< maxfu.x/;  C 2 g on ˝ ;
v.x/ D
:̂  C u  on M n ˝ :
2 
244 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

Then v  D u < C1 and, because of Proposition 4.2 (on ˝ )

Lv 0 on M:

By Definition 4.3 v is the constant  C u

2
< u D v  , contradiction. t
u
A large class of operators satisfies Proposition 4.2. For instance
Proposition 4.3 Let .M; h ; i/ be a Riemannian manifold and L D L';T;X be an
operator as in (4.91), with T a symmetric, positive semi-definite .0; 2/-tensor field
on M. Define A.x; t/ D t1 '.x; t/ on M  RC and suppose that, for each x 2 M,
A.x; / is nondecreasing on RC . Then Proposition 4.2 holds.
Proof Since, for any ˇ 2 R, u C ˇ is still a solution of Lv 0 if u is so, in
Proposition 4.2 we can suppose ˛ D 0. In this case v.x/ D maxfu.x/; 0g D uC .x/,
so that it remains to show that LuC 0 on M. Towards this end we fix 2 Cc1 .M/,
0, and we recall that Lu 0 yields
Z
.A.x; jruj/T.ru; r / C hX; rui /  0: (4.131)
M

We let " > 0 and we set

p  
1 u
u" D u2 C "; " D 1C :
2 u"

Observe that " is still an admissible test function for Lu 0. Furthermore, since
u
ru" D ru, we have
u"

1
u" ! juj; ru" ! sign.u/ru; and " ! .1 C signu/
2

as " ! 0C . A computation shows that

u
T.ru" ; r / D T.ru; r. //  3 .u2"  u2 /T.ru; ru/;
u" u"

so that, since T is positive semi-definite,

u
T..ru" ; r /  T.ru; r. //:
u"

From this last inequality it follows immediately

 
u" C u
T r. /; r  T.ru; r " /I
2
4.4 Strong Parabolicity 245

on the other hand

ˇ ˇ
ˇ u" C u ˇ 1 u
ˇr. /ˇˇ D .1 C /jruj  jruj
ˇ 2 2 u"

so that, using the above and the fact that A.x; / is nondecreasing on RC we deduce
   
u" C u u" C u
A x; jr. /j T r. /; r  A.x; jruj/T.ru; r " /: (4.132)
2 2

Now , by the definition of subsolution for u, we have

Z
.A.x; jruj/T.ru; r "/ C hX; rui "/  0;
M

and therefore, using (4.132)

Z  
u" C u u" C u
A.x; jr. /j/T.r. /; r / C hX; rui "  0:
M 2 2

Letting " ! 0C and using Fatou’s lemma we deduce

Z
.A.x; jruC j/T.ruC ; r / C hX; ruCi /  0:
M

that is, uC is also a subsolution. t

u
In particular, for the trace operator

Lu D Tr.t ı hess.u// D div.T.ru; /] /  hdivT; rui

the assumptions of Proposition 4.3 are satisfied. Thus, for trace operators strong
parabolicity and parabolicity coincide.
Note that the function A.t/ D tp2 is decreasing for 1 < p < 2, however
Proposition 4.2 still holds; in fact, it holds for the more general class of operators
 
Lp;f u D ef div.ef jrujp2 ru/ D div jrujp2 ru  hrf ; rui;

with p 2 .1; C1/ and f 2 C1 .M/ a potential function. This is proved, with a
nontrivial argument, in Lemma 7.1 of [46].
The same happens for the mean curvature operator
!
ru
Lu D div p :
1 C jruj2

Further results in this direction are contained in Lemma 1.3 of [229], in Lemma 3.1
of [6] and in the original work of Le [169].
246 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

As expected we have the following open version of strong parabolicity for the
operator L. Since the proof is very similar to that of Theorem 4.6, we leave it to the
interested reader.
Theorem 4.10 The strong parabolicity of the operator L as in Definition 4.2 is
equivalent to the following open strong parabolicity: for each f 2 C0 .R/, for each
open set ˝  M with @˝ ¤ ; and for each v 2 C0 .˝/ \ C1 .˝/, nonconstant and
satisfying
8
< Lv f .v/ on ˝;
(4.133)
:
sup˝ v < C1

we have that either

sup v D sup v (4.134)

˝ @˝

or, for each " > 0

inf f .v/ < 0 (4.135)

U"

where

U" D fx 2 ˝ W v.x/ > sup v  "g:

˝

Remark 4.9 Note the minor, but essential, difference between conclusion (4.135) of
Theorem 4.10 and (4.97) of Theorem 4.6.
As a consequence of Theorem 4.10 we deduce that, if the operator L is strongly
parabolic on M, then for each open set ˝  M with @˝ ¤ ; and for each
nonconstant v 2 C0 .˝/ \ C1 .˝/, satisfying
8
< Lv 0 on ˝;
(4.136)
:
sup˝ v < C1

we have

sup v D sup v: (4.137)

˝ @˝

Interestingly enough, also the converse is true; that is, calling this latter property
Ahlfors parabolicity (see Ahlfors-Sario [2], Theorem 6C), in strict analogy with
Theorem 4.7 we have
Theorem 4.11 The operator L is strongly parabolic on M if and only if it is Ahlfors
parabolic.
4.4 Strong Parabolicity 247

Proof We only need to prove that Ahlfors parabolicity implies strong parabolicity.
We reason by contradiction and we suppose the existence of a nonconstant u 2
C1 .M/ with u < C1 and of  2 R,  < u such that inf˝ Lu 0, that is,

Lu 0 on ˝ :

Since u is nonconstant, by possibly increasing  we can suppose @˝ ¤ ;. Let

v D uj˝  so that, for ˝ D ˝ , v 2 C0 .˝/ \ C1 .˝/, v is nonconstant on ˝ and it
satisfies (4.136). Then, by (4.137),

u D sup v D sup v D 
˝ @˝

contradiction. t
u
We now need sufficient conditions to guarantee both strong parabolicity and
parabolicity for the operator L on .M; h ; i/. We begin by considering the linear
case; in this case the result is obtained by a minor modification of the proof of
Theorem 3.1.
Theorem 4.12 Let .M; h ; i/ be a Riemannian manifold and let L D LT;X be the
operator

Lu D div.T.ru; /] /  hX; rui:

Assume the existence of  2 C2 .M/ such that

8
< .x/ ! C1 as x ! 1;
:
L  0 if X  0 or L < 0 if X 6 0

outside a compact set. Then L is strongly parabolic in Liploc .M/ if X  0, in C2 .M/

if X 6 0.
Proof Let X  0. We reason by contradiction and we assume the existence of a
nonconstant u 2 Liploc .M/ with u < C1 and of  > 0 such that

Lu 0 on ˝ D fx 2 M W u.x/ > u  g: (4.138)

First we observe that u cannot be attained at any point x0 2 M, for otherwise

x0 2 ˝ and by the strong maximum principle for the linear operator L D LT;X ,
Theorem 3.10, and the final observation in Remark 3.14, we have that u is constantly
equal to u on the connected component of ˝ containing x0 . From this and the
connectedness of M it follows easily that u is constant on M, contradiction. The
rest of the proof proceeds similarly to that of Theorem 3.1, up to inequality (3.30),
248 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

having only to substitute (3.24) with

L D L  0 on ˝T1 ; (4.139)

due to the assumptions on  . To finish the proof we now argue as follows. We let

 D sup .u   /.x/ > 0I (4.140)

x2˝ T1

 is in fact a positive maximum attained at some point z0 in the compact set ˝ T1 n

˝T3 . Thus

˙ D fx 2 ˝T1 W .u   /.x/ D g ¤ ;:

Furthermore, for y 2 ˙,

u.y/ D  .y/ C  >  .y/ D ˛ C ..y/  T1 / > ˛ > uT1 > u  ;
2
so that

˙  ˝

and, by (4.140), ˙  ˝ T1 n ˝T3 and therefore ˙ is compact. Hence, there exists an

open neighbourhood ˙U of ˙, such that ˙U  ˝ . Fix y 2 ˙ and ˇ 2 .0; / and
call ˙ˇ;y the connected component of the set

fx 2 ˝T1 W .u   /.x/ > ˇg

containing y. We can choose ˇ sufficiently close to  so that ˙ ˇ;y  ˝ \ ˝T1 .

Note that, since ˇ > 0, ˙ ˇ;y is compact. Because of (4.139) and (4.138),

Lu 0 L D L on ˙ˇ;y

in the weak sense. Furthermore, u.x/ D  .x/ C ˇ on @˙ˇ;y . By Proposition 3.1,

u.x/   .x/ C ˇ on ˙ ˇ;y . However, y 2 ˙ˇ;y and we have

u.y/ D  .y/ C  >  .y/ C ˇ

by our choice of ˇ, contradiction.

If X 6 0 we suppose u in (4.138) to be of class C2 .M/. We still can claim that

u cannot be attained at any point x0 2 M. We do this again applying Theorem 3.10
because L is linear and B.x; u; ru/ D hX; rui  jXjjruj  sup jXjjruj, where
we can always suppose sup jXj < C1 up to restricting our reasoning on a small,
4.4 Strong Parabolicity 249

therefore with compact closure, ball centered at x0 . Now in (4.139) we have

L D L < 0 on ˝T1

and, having detected z0 2 ˝ T1 n ˝T3 as above we have

0  Lu.z0 /  L .z0 / D L.z0 / < 0;

contradiction. t
u
Note that to apply Theorem 3.10 in case X 6 0 we need the crucial estimate for
hX; rui with '.t/ D t. This is not possible if ' is nonlinear. This fact will limit us
to the case X  0 in the nonlinear case.
To take care of the latter first we need to modify Definition 3.1 to the following
new Khas’minskiı̆ type condition. Here the operator L is
 
Lu D div jruj1 '.jruj/T.ru; /] ;

with the validity of (A1), (A2), (T1), (T2) (see Sect. 3.3 in Chap. 3).
Definition 4.4 We say that the nonlinear strong parabolicity condition holds if
there exists a telescoping exhaustion of relatively compact open sets f˙j gj2N such
that ˙ j  ˙jC1 for every j and, for any pair ˝1 D ˙j1 , ˝2 D ˙j2 , with j1 < j2 ,
and for each " > 0, there exists  2 C0 .M n ˝1 / \ C2 .M n ˝ 1 / if X 6 0 and
Liploc .M n ˝1 / if X  0 with the following properties:
(i)   0 on @˝1 ,
(ii)  > 0 on M n ˝1 ,
(iii)   " on ˝2 n ˝1 ,
(iv) .x/! C 1 when x!1,
(v) L  0 on M n ˝ 1 .
We are now ready to state
Theorem 4.13 Let .M; h; i/ be a Riemannian manifold and let L be as above acting
on Liploc .M/. Assume the validity of the nonlinear strong parabolicity condition.
Then L is strongly parabolic on M in the class Liploc .M/.
Remark 4.10 The proof of Theorem 4.13 is a simple adaptation of the proof of
Theorem 3.11. The only delicate points are
(i) to show that u cannot be attained at x0 2 M,
(ii) the comparison between u and  at the end of the proof.
Since X  0, for (i) we apply Theorem 3.10 with Remark 3.14, while for (ii) we
apply Theorem 3.9.
The next is a sufficient condition, definitely more satisfactory, for parabolicity.
However, also here we have limitations; indeed the vector field X is of the special
250 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

form X D rf . This is in order to be able to express the differential operator L

basically in divergence form.
Theorem 4.14 Let .M; h ; i/ be a complete Riemannian manifold, o 2 M a fixed
origin and r.x/ D distM .x; o/. Let L D L';T;f be the operator defined, for u 2
C1 .M/, by
 
Lu D ef div ef jruj1 '.x; jruj/T.ru; /]

 
and suppose that, for some T ; TC 2 C0 RC
0 ,

0 < T .r/  T.Y; Y/  TC .r/ (4.141)

for every Y 2 Tx M, jYj D 1, and every x 2 @Br , where Br denotes the geodesic ball
of radius r centered at o. Let ' W M  RC C 0
0 ! R0 be such that '. ; t/ 2 C .M/ for
C 0 C 1 C
every t 2 R0 , '.x; / 2 C .R0 / \ C .R / for every x 2 M, and

(i) '.x; 0/ D 0; for every x 2 M;

(ii) '.x; t/ > 0; on M  RC ; (4.142)
(iii) '.x; t/  A.x/t ; on M  RC ,
ı

for some ı > 0 and A.x/ 2 C0 .M/, A.x/ > 0 on M. Furthermore, assume that

T .r.x// 1 1
inf D 1=ı (4.143)
M TC .r.x// A.x/1=ı C0

for some C0 > 0. If

1 1
 R  1ı … L .C1/ (4.144)
TC .t/ @Bt ef

then L is parabolic on M.
Remark 4.11 Note that in general Proposition 4.2 does not hold here, so that L may
not be strongly parabolic on M.
Remark 4.12 Note that in case T D h ; i, f  0 and '.x; t/ D t, Theorem 4.14
reduces to the second case of Theorem 2.23. However, the proof here is not based
on a capacity argument, which is definitely nonapplicable because of the possible
“strongly” nonlinear nature of the differential operator.
The proof is based on the following approach (see [243]):
4.4 Strong Parabolicity 251

Lemma 4.3 In the assumptions of Theorem 4.14, let  2 C0 .R/ and let u be a
nonconstant C1 .M/ solution of the differential inequality

Lu jruj1 '.x; jruj/T.ru; ru/.u/ (4.145)

on M. Assume that there exist functions ˛ 2 C1 .I/ and ˇ 2 C0 .I/ defined on an

interval I  u.M/ such that

˛.u/ 0; (4.146)
˛ 0 .u/ C .u/˛.u/ ˇ.u/ > 0 (4.147)

on M. Then, there exist R0 > 0 depending only on u and a constant C > 0

independent of ˛ and ˇ, such that, for any r > R R0
Z 1 Z r Z  1ı ı
f f ˛.u/1Cı
ˇ.u/'.x; jruj/jrujT.r/e C e TC .r/ :
Br R @Br ˇ.u/ı
(4.148)

Proof We consider the vector field

Z D ˛.u/ef jruj1 '.x; jruj/T.ru; /] : (4.149)

We compute the distributional divergence of Z and we use our assumptions on ˛; ˇ

and (4.145) to obtain
 
divZ ˛ 0 .u/ C .u/˛.u/ ef jruj1 '.x; jruj/T.ru; ru/
ˇ.u/ef jruj1 '.x; jruj/T.ru; ru/:

Using (4.141) we immediately get

divZ ˇ.u/ef jruj'.x; jruj/T .r/: (4.150)

Integrating over Bt and applying the divergence theorem gives

Z Z
hZ; rrief ˇ.u/jruj'.x; jruj/T.r/ef : (4.151)
@Bt Bt

On the other hand, using Cauchy-Schwarz inequality and (4.141), we have

Z Z
f
hZ; rrie  TC .t/ ˛.u/'.x; jruj/ef : (4.152)
@Bt @Bt
252 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

We observe that assumption (4.142) (iii) on ' implies

1 1
t'.x; t/ A.x/ ı '.x; t/1C ı : (4.153)

Hence,

˛.u/'.x; jruj/TC .r/ef

1 ˛.u/ TC .r/ 1   ı ı ı ı
 A.x/ 1Cı ı ı
ef 1Cı jruj'.x; jruj/ 1Cı ef 1Cı ˇ.u/ 1Cı T .r/ 1Cı :
ˇ.u/ 1Cı T .r/ 1Cı

Thus, applying Hölder’s inequality with conjugate exponents p D 1 C ı and q D

1 C 1ı we obtain
Z Z
hZ; rrief  ˛.u/'.x; jruj/TC .t/ef (4.154)
@Bt @Bt
Z  1Cı
1
˛.u/1Cı TC .t/1Cı f
 A.x/ e 
@Bt ˇ.u/ı T .t/ı
Z  1Cı
ı
f
jruj'.x; jruj/ˇ.u/T.t/e :
@Bt

We set
Z
G.R/ D ˇ.u/T .r/jruj'.x; jruj/ef (4.155)
BR

and we observe that, since u is nonconstant, there exists R0 > 0 sufficiently large
such that, for any R R0 , it holds that G.R/ > 0. Using the coarea formula and
putting together (4.151) and (4.154) we obtain
Z  1ı
1Cı
0 ˛.u/1Cı TC .R/ı
G.R/ ı  G .R/ A.x/ TC .R/ef (4.156)
@BR ˇ.u/ı T .R/ı

for R R0 . In particular the term between parenthesis of the above inequality is

positive and we can rewrite (4.156) in the form
Z  1ı
TC .R/ı ˛.u/1Cı f G0 .R/
A.x/ TC .R/ e  (4.157)
@BR T .R/ı ˇ.u/ı G.R/1C ı
1

on ŒR0 ; C1/. Hence, using (4.143),

Z  1ı
1 ˛.u/1Cı G0 .R/
C0 ı TC .R/ef  1
:
@BR ˇ.u/ı G.R/1C ı
4.4 Strong Parabolicity 253

Thus, integrating on ŒR; r with R0  R < r, we deduce

Z r  1ı
1 1 1 1 ˛.u/1Cı
G.R/ ı G.R/ ı  G.r/ ı TC .t/ef dt:
 1ı ˇ.u/ı
ıC0 R

 1
We then obtain (4.148) with C D ı ı C0 . t
u
Proof (of Theorem 4.14) Let
> 0 and set ˛.t/ D e
t , ˇ.t/ D
e
t . Hence (4.146),
(4.147) are satisfied with   0. If u is a solution of Lu 0 which is nonconstant
and with u D supM u < C1, applying (4.148) of Lemma 4.3 for r > R R0 we
have
1
R (4.158)

BR e
u '.x; jruj/jrujT .r/ef
0 1ı
Z r
B dt C
CB@ R 
C :
1 A
R  ı
eu f
@Bt TC .t/
e

Letting r ! C1 and using (4.144) we obtain the desired contradiction. t

u
Remark 4.13 By a simple modification of the above proof we see that we can
replace assumption (4.144) of the theorem with

1 1
 R 1=ı 62 L .C1/;
TC .t/ @Bt uq ef

provided u is nonnegative and q > ı. The case q D ı requires extra care and some
further assumption; for instance see Theorem C in [243].
A minor variation in the proof of Lemma 4.3 yields the following alternative
statement of Theorem 4.14.
Theorem 4.15 Let .M; h ; i/ be a complete Riemannian manifold, o 2 M a fixed
origin and r.x/ D distM .x; o/. Let L D L';T;f be the operator defined, for u 2
C1 .M/, by
 
Lu D ef div ef jruj1 '.x; jruj/T.ru; /]

 
and suppose that, for some T ; TC 2 C0 RC
0 ,

0  T .r/  T.Y; Y/  TC .r/ (4.159)

254 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

for every Y 2 Tx M, jYj D 1, and every x 2 @Br , where Br denotes the geodesic ball
of radius r centered at o, and with the further assumption T .r/ > 0 if ı > 1, with
ı as in (4.161). Define
(
TC .r/ if 0 < ı  1,
Tı .r/ D (4.160)
.1ı/=2 .1Cı/=2
T .r/ TC .r/ if ı 1:

Let ' W M  RC C 0 C
0 ! R0 be such that '. ; t/ 2 C .M/ for every t 2 R0 , '.x; / 2
0 C 1 C
C .R0 / \ C .R / for every x 2 M, and

(i) '.x; 0/ D 0; for every x 2 M;

(ii) '.x; t/ > 0; on M  RC ; (4.161)
(iii) '.x; t/  A.x/t ; on M  RC ,
ı

for some ı > 0 and A.x/ 2 C0 .M/, A.x/ > 0 on M. If

1 1
 R 1=ı … L .C1/ (4.162)
Tı .t/ @Bt A.x/ef

then L is parabolic on M.
Observe that in this new formulation the infimum of T .r/ can be 0 and if ı  1
T .r/ could even be 0 for some r 2 RC 0 ; in other words, L could even be
semi-elliptic. Both cases were excluded by assumptions and (4.141), (4.143) in
Theorem 4.14. On the other hand, the definition of Tı .r/ is not symmetric with
respect to the choice of the parameter ı.

4.5 A Liouville-Type Theorem

The aim of this section is to provide a proof for the Liouville-type result given in
Theorem 4.19. In doing so we comment on the various assumptions and we compare
with a previous result of Dancer and Du [97] which, in turn, generalizes to the
elliptic case a consequence in the pioneering work of Aronson and Weinberger [32].
In order to properly comment on the various assumptions we briefly sketch the above
mentioned results.
Let us consider the semilinear diffusion equation

@u
D u C f .u/ on RC
0 R ;
m
(4.163)
@t
4.5 A Liouville-Type Theorem 255

which arises in population biology and chemical reaction theory. In [32] Aronson
and Weinberger showed that if f satisfies
 
f 2 C 1 RC
0 ; f .0/ D 0 D f .a/; f .t/ > 0 on .0; a/; f .t/  0 on .a; C1/
(4.164)
for some a > 0 and

f .t/
lim inf 2
> 0; (4.165)
t!0C t1C m

then a “hair trigger” effect takes place, and any nonidentically zero solution u.x; t/
of (4.163) with values in Œ0; a is such that

lim u.x; t/ D 0
t!C1

uniformly in x 2 Rm . Moreover, the exponent of t in (4.165) is sharp in the sense

that the hair trigger effect fails if 1 C m2 is replaced by any larger .
As a consequence one deduces a Liouville result for the elliptic problem
associated to (4.163), that is,

u C f .u/ D 0: (4.166)

Precisely, any solution u of (4.166) on Rm with values in Œ0; a is constant and

identically equal to 0 or a.
As for the sharpness of the exponent 1 C m2 in (4.165), in order that this type of
Liouville result holds it was shown by Dancer [96] that, if m > 2 and  > m2 m
,
one can find a function f 2 C .R/ satisfying (4.164) and f .t/ ct for t ! 0C
1 

such that (4.166) has a positive solution u with 0 < u < a which tends to zero at
infinity. In a subsequent work, Du and Guo [105] analyzed the case of the p-Laplace
operator and conjectured that, if m > p, then the sharp exponent should be given
by Serrin’s exponent  D m.p1/
mp
(which reduces to  D m2 m
in the case of the
Laplace-Beltrami operator).
The conjecture was proved correct by Dancer and Du [97], using results of
Bidaut-Véron and Pohozaev [47] and Serrin and Zou [255]. Here is their result.
 
Theorem 4.16 (Dancer and Du) Let f 2 C0 RC 0 and locally quasi monotone.
Assume that f satisfies (4.164) for some a > 0. Let p > 1 and, if m p, assume
furthermore that there exist " > 0 and C > 0 such that

f .t/ Ct on .0; "/ (4.167)

where

m.p  1/
 2 RC if m D p and  2 .0;  if m > p: (4.168)
mp
256 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

Let b.x/ 2 C0 .Rm / satisfy 0 < C1  b.x/  C2 < C1 on Rm . Then any solution
of
 
div jrujp2 ru C b.x/f .u/ D 0 on Rm (4.169)

satisfying 0  u  a is constant (and identically equal to either 0 or a).

We recall that f is said to be locally quasi monotone on RC 0 if for any bounded
interval Œ˛; ˇ  RC 0 there exists a continuous increasing function h such that f .s/ C
h.s/ is nondecreasing in Œ˛; ˇ.
As remarked in [97], the range of values of  in (4.168) for inequality (4.167)
is sharp. Furthermore, it follows from the condition that f .s/ < 0 for s > a that
any globally bounded nonnegative solution of (4.169) satisfies 0  u  a, and if in
addition f satisfies a condition of the type

f .t/
lim inf  >0 (4.170)
t!C1 t

for some  > p  1, then any nonnegative solution of (4.169) is in fact globally
bounded (see [105]).
The result we shall present below is an extension of these achievements in various
directions, and to better compare with the above theorem we consider the following
version that can be immediately obtained from Theorem 4.19 below. Here, as usual,
'.t/ D tA.t/ and we suppose the validity of
(A1) A 2 C1 .RC /
(A2) (i) ' 0 .t/ > 0 on RC , (ii) '.t/ ! 0 as t ! 0C .
(A3) '.t/  Ctı on RC for some C; ı > 0.
In this setting we have
Theorem 4.17 Let .M; h ; i/ be a complete
 manifold, A and ' be as above and
satisfying (A1)–(A3). Let f 2 C0 RC 0 satisfy (4.164) for some a > 0 and (4.170)
for some  > max f1; ıg; let also b.x/ 2 C0 .M/ and suppose that

C
b.x/ on M (4.171)
.1 C r.x//

for some C > 0 and 0   < 1 C ı. Let u be a nonnegative solution of

div .A.jruj/ru/ C b.x/f .u/ D 0 on M: (4.172)

Assume that
log vol BR
lim inf < C1; (4.173)
R!C1 R1Cı
4.5 A Liouville-Type Theorem 257

and if

1
2 L1 .C1/ (4.174)
.vol @BR /1=ı

assume furthermore that

f .t/ Ct ; 0<t 1 (4.175)

for some  > 0 and C > 0. Finally, if

 ı; (4.176)

suppose also that

u.x/ Cr.x/ ; r.x/

1 (4.177)

for some  0, C > 0 and that

log vol BR
lim inf < C1 (4.178)
R!C1 R1Cı .ıC"/

for some " > 0. Then u is constant and identically equal to 0 or a.

We observe that, by way of example, it is not difficult to see that condition (4.173)
may hold independently of the validity of (4.174). More elaborate arguments allow
to construct model manifolds such that
1
62 L1 .C1/; (4.179)
.vol @BR /1=ı

and yet vol BR grows arbitrarily fast, as recalled in Remark 2.19. In particular (4.179)
does not imply neither (4.173) nor (4.178).
As for condition (4.177), it has no counterpart in the result of Dancer and Du, but
in fact is automatically satisfied in the situation they consider; it is necessary in our
more general setting. We will come back to this in a shortwhile.
Now suppose M D Rm and A.t/ D tp2 , p > 1, so that in our Theorem 4.17 we
consider the case of the p-Laplacian on Rm as in Dancer and Du. Assumption (4.170)
is common and needed to guarantee that u 0 is bounded above and satisfies 0 
u  a on Rm ; thus we concentrate on the remaining assumptions. In the Euclidean
space Rm , (4.173) is automatically true since 0   < 1 C ı (Dancer and Du case
has  D 0). Since ı D p  1 for the p-Laplacian, (4.174) becomes

1
m1
2 L1 .C1/
R p1
258 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

which is the case for m > p. Hence for m D p we do not require, contrary to Dancer
and Du, the validity of (4.167). For m > p in (4.175) we require (4.167) but, if
 < p  1,hno further assumption
i is needed. We have to see what happens for the
range  2 p  1; m.p1/
mp considered in [97]. Towards this aim we need to find a
priori lower bounds for nonnegative solutions of p u D 0. Let us consider here the
more general case of nonnegative solutions of

div .A.jruj/ru/  0: (4.180)

As above we let '.t/ D tA.t/; we prove

   C
Lemma 4.4 Let ' 2 C0 RC 0 \C R
1
satisfy

.i/ '.0/ D 0I .ii/ '.t/ > 0 on RC (4.181)

and assume that ' is strictly increasing in Œ0; "/ for some " > 0 and that

'.t/  C0 t
as t ! 0C (4.182)
 
for some C0 ;
> 0. Let g 2 C1 RC 0 be such that g.0/ D 0, g.t/ > 0 on RC ,
0
g .t/ > 0 for t
1 and suppose that, for some m > 1,

g.t/
m1

2 L1 .C1/: (4.183)

Fix R; H > 0. Then there exists B > 0 such that, having denoted with W
Œ0; '."// ! Œ0; "/ the local inverse of ', the function ˛ defined by
Z C1  
˛.r/ D Bg.t/1m dt (4.184)
r

is defined and C2 on ŒR; C1/ and satisfies

( 0
'.j˛ 0 j/0 C .m  1/ gg '.j˛ 0 j/ D 0
(4.185)
˛.r/  ˛.R/ D D < H; ˛ 0 .r/ < 0 for r R:

Furthermore,
 1=
Z C1
B m1
˛.r/  g.t/
dt as r ! C1: (4.186)
C0 r

In particular, if

g0
lim sup .r/ < C1;
r!C1 g
4.5 A Liouville-Type Theorem 259

then there exists C > 0 such that

m1
˛.r/ Cg.r/
for r R; (4.187)

and if

g0
.r/ is eventually decreasing ;
g

g.r/
g.r/

m1
˛.r/ C 0
for r R: (4.188)
g .r/

Proof Note that, since g is eventually increasing and g.t/

is integrable at
m1

infinity, g.t/ ! C1 as t ! C1. In particular, for B > 0 sufficiently small,

Bg.t/.m1/ < '."/ for every t R. Furthermore, it follows from (4.182) that
 1=

.t/  Ct0 as t ! 0C so that

 1=

  B
g.t/
m1
.m1/
Bg.t/ 
as t ! 0C (4.189)
C0

and the integral in (4.184) is well defined for each r R. It is clear that ˛ is C2 ,
decreasing, and, by choosing a smaller B if necessary, it can be arranged that ˛.r/ <
H on ŒR; C1/. A computation shows that ˛ satisfies (4.185); it follows from (4.189)
0
that ˛ satisfies also (4.186). Finally, if gg   for t R, the integrand in (4.186) is
bounded from below by

1 m1
g.t/
1 g0 .t/;


and (4.187) follows by integration recalling that g.t/ ! C1 as t ! C1. A similar

0
reasoning proves that if gg .t/ is eventually decreasing then (4.188) holds. t
u
Proposition 4.4 Let ' and g satisfy the conditions listed in Lemma 4.4, and assume

g0
r  .m  1/ .r/ (4.190)
g

pointwise in the complement of the cut locus of the fixed origin o. Let u be a
nonnegative C1 solution of

div .A.jruj/ru/  0: (4.191)

260 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

Then, there exist constants C and R > 0 such that

Z C1 m1
u.x/ C g.t/
dt on M n BR : (4.192)
r.x/

Furthermore, if

g0
lim sup .r/ < C1;
r!C1 g

then there exists C > 0 such that

m1
u.x/ Cg.r.x//
when x 2 M n BR ; (4.193)

and if

g0
is eventually decreasing
g

then

g.r.x//
g.r.x//

m1
u.x/ C 0
where x 2 M n BR : (4.194)
g .r.x//

Proof Fix R > 0 so that g0 .t/ > 0 on .R; C1/ and choose B > 0 small enough
that the function ˛ defined in (4.184) satisfies the conditions of the statement of
Lemma 4.4 with H D inf@BR u. Set v.x/ D ˛.r.x//. It follows from (4.185) and
(4.190) that the inequality
ˇ ˇ0 ˇ ˇ
div .A.jrvj/rv/ D ' ˇ˛ 0 ˇ  ' ˇ˛ 0 ˇ r (4.195)
ˇ ˇ0 g0 ˇ ˇ
' ˇ˛ 0 ˇ  .m  1/ ' ˇ˛ 0 ˇ D 0
g

holds pointwise in the complement of the cut locus of o and, similarly to what we
did for instance in Lemma 1.6 by adapting an argument of Yau [280], weakly on M.
Thus
(
div .A.jrvj/rv/ div .A.jruj/ru/ on M n BR
(4.196)
v < u on @BR :

We claim that u v on M n BR . Indeed, otherwise, there would exist  > 0 and

x0 2 M n BR such that u.x0 / < v.x0 /  . Thus the set

A D fx 2 M n BR W u.x/ < v.x/  g

4.5 A Liouville-Type Theorem 261

would be open, nonempty, and x0 2 A  A  M n BR . Since v.x/ ! 0 as

r.x/ ! C1 while u is positive on M, A is bounded; thus completeness of M
implies that it is compact. Since u D v   on @A by Proposition 3.1, we have
u v   on A and therefore u.x0 / v.x0 /  , contradicting the definition of 
and x0 . Now the required lower estimates follow from Lemma 4.4. t
u
Corollary 4.2 Let .M; h ; i/ be a complete m-dimensional Riemannian manifold
with a fixed origin o and r.x/ D dist .x; o/. Assume that the radial Ricci curvature
satisfies

Ric .rr; rr/ .m  1/G2 .r/ (4.197)

 
for some positive function G 2 C1 RC
0 such that

8 0
ˆ
ˆ .i/ infRC GG2 > 1
ˆ
ˆ
<.ii/ lim sup
r!C1 G.r/ < C1
(4.198)
ˆ
ˆ .iii/ G.r/ 2
6 L1 .C1/
ˆ Rr
:̂  m1 D 0 G.s/ ds 2 L1 .C1/
.iv/ e
0

with
as in Lemma 4.4, for some D0 > 0. Let ' be as in Lemma 4.4 and for
'.t/ D tA.t/ let u be a nonnegative, nonidentically zero solution of

div .A.jruj/ru/  0 on M:

Then, there exist constants C > 0 and D D0 such that

m1
R r.x/
u.x/ Ce
D 0 G.s/ ds
: (4.199)

If G is assumed to be nonincreasing then

R r.x/
u.x/ CG1 .r.x//e
m1

D 0 G.s/ ds
: (4.200)

Proof We set

1 n D R0r G.s/ ds o
g.r/ D e 1 :
DG.0/

As we already know, see (2.33), using the Laplacian comparison Theorem, for D >
0 sufficiently large we have

g0 .r/
r  .m  1/
g.r/
262 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

pointwise in the complement of the cut locus of o and weakly on M. Note that
(4.198) (iii) implies g.r/ ! C1 as r ! C1, and

g0 .r/
 DG.r/ as r ! C1:
g.r/

We choose D D0 so that, by (4.198) (iv), condition (4.183) of Lemma 4.4 holds,

and applying Proposition 4.4 we deduce that, for some H > 0,
R r.x/
u.r/ Hg.r.x// Ce
m1 m1


D 0 G.s/ ds
;

which can be improved to

1 m1
R r.x/
u.x/ CG.r.x// 2 e
D 0 G.s/ ds

if G is nonincreasing. t
u
Note that if .M; h ; i/ is Rm with its flat metric we have r D m1
r
so that the
0
inequality r  .m  1/ gg holds if g.r/ D rD with D 1 and we deduce that
nonnegative solutions of

p u  0

satisfy the bound

m1
u.x/ Cr1 p1 if m > p (4.201)

for some C > 0, while, if m  p, for every  > 0 there exists C D C./ > 0 such
that

u.x/ Cr : (4.202)

Inserting (4.201) in the statement of Theorem 4.17 with ı D p  1 and  D 0 we

see that condition (4.178) becomes

m log r
lim inf mp < C1
r!C1 p p1 .pC1C"/
r
for some " > 0. It follows that in this case Theorem 4.17 is applicable provided

m.p  1/
0< < ;
mp
4.5 A Liouville-Type Theorem 263

which should be compared with the range

m.p  1/
0<
mp

obtained by Dancer and Du.

Note that Corollary 4.2 can be applied to obtain lower bounds for u.x/ in other
B2
situations, for instance when G2 .r/ D 1Cr 2 which corresponds to a geometric
behaviour borderline between the Euclidean and the non-Euclidean case. For ' as

in the statement of Lemma 4.4, having chosen D > m1 one can show that any
nonnegative solution of

div .A.jruj/ru/  0

satisfies the bound

D.m1/
u.x/ Cr1 

for some C > 0.

In Theorem 4.2 above we proved, under some assumptions, that if u 2 C1 .M/
satisfies

Lu b.x/f .u/

on a set ˝ D fx 2 M W u.x/ >  g ¤ ;, and

f .t/
lim inf >0
t!1 t

for some  > ı then u < C1. We are now going to look for an a priori lower
bound.
Theorem 4.18 Let ', b, Q, T and  satisfy the assumptions of Theorem 4.1 with
A.x/ D A a positive constant, ' independent of x and T satisfying (T2). Let f 2
C0 .R/ and assume that u 2 C1 .M/ is a nonnegative and nonidentically zero solution
of
 
Lu D div jruj1 '.jruj/T.ru; /]  b.x/f .u/ (4.203)

on the set

˝0 D fx 2 M W u.x/ < 0 g (4.204)

264 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

for some 0 > u D infM u. If

f .t/ Ct as t ! 0C for some  < ı; (4.205)

and either

Q.r/.r/ log vol Br

lim inf < C1 (4.206)
r!C1 r1Cı
or
Z
Q.r/.r/
lim inf jujp < C1 (4.207)
r!C1 r1Cı Br

holds for some p > 0, then u > 0.

Proof Observe that, by the strong maximum principle of Theorem 3.10, u is strictly
positive on M. We assume by contradiction that u D 0, so that u satisfies (4.203)
on ˝ for any 0 <  < 0 . Observe that in this case by ˝ we denote the set
˝ D fx 2 M W u.x/ <  g. Fix such a  in such a way that, for t 2 .0;  /,

f .t/ Bt

for some constant B > 0. It follows that

B 
Lu u on ˝ :
Q.r/

For the ease of notation we may suppose that B D 1. Similarly to what we did in
the proof of Theorem 4.1, we let  W R ! R be a C1 function such that .t/ D 0 if
t  , .t/ > 0 if t <  and 0  0. Choose R > 0 large enough that BR \ ˝ ¤ ;
and, for r R, let D r be a smooth cutoff function with D 1 on Br , D 0
1
off B2r and jr j  cr0  for some c0 and  > 1 independent of r. Finally we let
W be the vector field defined by

WD ˛
.u/uˇ jruj1 '.jruj/T.ru; /] ; (4.208)

where ˛; ˇ > 0 are constants to be determined later. Using, as in the proof of

1
Theorem 4.1, 0  0, jruj1 '.jruj/ A1=ı '.jruj/1C ı , Tu D T.ru;ru/
2 > 0 and
jruj
1=2 1=2
jT.ru; r /j  Tu TC jrujjr j we estimate

ˇ
div W .u/ ˛
b.x/uˇ C ˛ ˇ1
u .u/'.jruj/1C1=ı Tu (4.209)
A1=ı
˛1 1=2
˛ .u/uˇ '.jruj/jr jTu1=2 TC :
4.5 A Liouville-Type Theorem 265

Now we argue as in the proof of Theorem 4.1 and we estimate the last term on the
right-hand side using the inequality

 p ap bq
ab  C q ; a; b 0
p  q

with p D 1 C 1=ı, q D 1 C ı and with

 
ı
 D ˇ.1 C ı/= A1=ı ˛ı 1Cı

chosen in such a way as to cancel the second term.

Indeed, using jr j  Cr0 1= , we obtain

˛1 1=2
˛ .u/uˇ '.jruj/jr jTu1=2 TC
 1

1 1 ˇ 1 ˛
D ˛ p .u/ p u p  p p '.jruj/Tup
 1 1 1

2p
1 1 ˇ 1 ˛
 ˛ q .u/ q u q C p q 1 Tu TC jr j
2

ˇ 1
 1
.u/uˇ1 ˛
'.jruj/1C ı
A ı
 ı
˛ ıı C01Cı ˛.1Cı/.1 1
1ı 1Cı
/ Tu 2 T 2 :
CA ˛ .u/uıˇ C
ˇ .1 C ı/1Cı r1Cı

ıı
Setting C1 D A C1Cı and inserting in (4.209) we have
.1Cı/1Cı 0

 ı
˛ ˛ ˛ ˛.1Cı/.1 1
1ı 1Cı
/ Tu 2 T 2 :
div W .u/ b.x/uˇ  C1 .u/uıˇ C
ˇ r1Cı

Integrating this inequality, applying the divergence theorem and observing that W is
compactly supported we deduce
Z  ı Z
˛ ˇ ˛ ˛ ˛.1Cı/.1 1
1ı
/ .u/uıˇ Tu 2 T 2 ;
1Cı
.u/ b.x/u  C1 C
M ˇ r1Cı M
 
provided ˛  .1 C ı/ 1  1 0. Furthermore note that the constant C1 is
1
independent of ˛; ˇ; r. Since Q.r/ is nondecreasing and b.x/ Q.r.x// from the
above we obtain
Z  ı Z
˛ ˛ ˛.1Cı/.1 1
1ı
/ .u/uıˇ Tu 2 T 2 :
1Cı
Q.2r/1 .u/ ˛ ˇ
u  C1 C
M ˇ r1Cı M
(4.210)
266 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

Next we estimate the integral on the right-hand side of (4.210). We let p and q be
conjugate exponents, so that
Z 1ı 1Cı
˛.1Cı/.1 1 / .u/uıˇ Tu 2 T 2
C
M
Z 1Cı

˛
p
1
.u/ p uıˇ
˛
q .1Cı/ .1 1 / .u/ 1q T 1ı
2
T 2
u C
M
Z  1p
˛ .ıˇ/p
 .u/u
M
Z 1Cı
 1q
1ı
˛.1Cı/.1 1 /q 2 q 2 q
 .u/Tu TC ;
M

provided
 
1
˛  .1 C ı/ 1  q 0: (4.211)


We choose p D ˇˇı
> 1, by the assumption  < ı. It follows that the first integral
above is equal to the integral on the left-hand side of (4.210). Thus, we insert into
(4.210), we simplify, we use the definition of , (4.21) and the properties of to
obtain
Z (   )qZ
ˇ ˛ ı .2r/Q.2r/
.u/u  C1 ˛ .u/
Br ˇ r1Cı B2r

provided the validity of (4.211). Since

ˇ
qD
ı

if we choose

ˇ D˛C

condition (4.211) becomes

 
1
1 > .1 C ı/ 1  =.ı  /;

4.5 A Liouville-Type Theorem 267

which holds provided  is sufficiently close to 1. Now, since u <  on ˝ , uˇ >
 ˇ for ˇ > ; furthermore, ˇ˛ < 1. We therefore deduce

Z  ı
˛ Z
ı .2r/Q.2r/
.u/  C1  ˛ .u/;
Br r1Cı B2r

hence choosing

1 .ı/ r1Cı
˛D 
2C1 .2r/Q.2r/

we get

Z   1 r1Cı Z
1 2C1 .ı / ı .2r/Q.2r/
.u/  .u/:
Br 2 B2r

Now the proof proceeds as at the end of the proof of Theorem 4.1 in either one of
the assumptions (4.206) or (4.207). t
u
We are now ready to state our Liouville-type result.
Theorem 4.19 Let ', T, Tı and  be as in the statement of Theorem 4.18 and
suppose that

.r/  Cr (4.212)

for some  > 0. Let u 2 C1 .M/ be a nonnegative solution of

L';T u D b.x/f .u/ on M; (4.213)

where b 2 C0 .M/ is such that

C
b.x/ on M (4.214)
.1 C r.x//
 
for some C > 0 and 0   < 1 C ı, and f 2 C0 RC 0 satisfies f .0/ D f .a/ D 0,
f .t/ > 0 on .0; a/, f .t/ < 0 in .a; C1/ for some a > 0, and

f .t/
lim inf  >0 (4.215)
t!C1 t
268 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

for some  > max f1; ıg. Assume that

inf T > 0; (4.216)

RC
0

log vol Br
lim inf < C1 (4.217)
r!C1 r1Cı.C/

and, if

.TC .r/ vol .@Br //1=ı 2 L1 .C1/ (4.218)

assume furthermore that

f .t/ Ct ; 0<t 1 (4.219)

for some  > 0 and C > 0. Finally, if

 ı (4.220)

suppose also that

u.x/ Cr.x/ for r.x/

1 (4.221)

for some  0, C > 0, and that

log vol Br
lim inf < C1 (4.222)
r!C1 r1Cı .ıC"/.C/

for some " > 0. Then u is constant and identically equal to 0 or a.

Remark 4.14 Defining Tı .r/ as in (4.160), the theorem holds getting rid of (4.216)
and substituting (4.218) with

.Tı .r/ vol .@Br //1=ı 2 L1 .C1/:

Proof (of Theorem 4.19) We set u D supM u and u D infM u. Next we divide the
argument into several steps.
Step 1. Assumption (4.215) gives

f .t/ Ct

for t
1, some constant C > 0 and  > max f1; ıg. Putting this together with
(4.214), 0   < 1 C ı and the volume growth condition (4.217) yields, by
4.5 A Liouville-Type Theorem 269

Theorem 4.2, u < C1. Note that the same conclusion holds if we assume that
condition (4.217) is replaced by condition (4.29).
Step 2. Since u is bounded above and (4.217) holds, Theorem 4.1 implies that
f .u /  0 so that, by the properties of f , u 2 Œ0; a and 0  u  a on M. It
follows that

L';T u  0 on M: (4.223)

Again, the same conclusion holds if we assume condition (4.29)instead of

(4.217).
Step 3. If

.TC .r/ vol .@Br //1=ı 62 L1 .C1/;

using (4.216), by Theorem 4.14 the manifold .M; h ; i/ is L';T -parabolic and
therefore u 0 together with (4.223) implies that u is constant. Since b.x/ > 0
on M and f vanishes only in 0 and a, it follows from (4.213) that either u  0 or
u  a.
Step 4. If

.TC .r/ vol .@Br //1=ı 2 L1 .C1/;

then the manifold .M; h ; i/ is not necessarily L';T -parabolic and further analysis
is required. First we note that 0  u  a; then by Theorem 4.1 and Remark 4.3
we have f .u /  0. Thus, u is either 0 or a. In the latter case we have u D
u D a, so that u  a; if u D u D 0 again u is constant, u  0. Thus the only
case to consider is u D 0 and 0 < u  a. To show that this cannot happen it is
enough to show that under our assumptions u > 0.
Now, since u satisfies (4.223) and it does not vanish identically by the strong
maximum principle, Theorem 3.10, u is strictly positive on M. If (4.219) holds and
 < ı we apply Theorem 4.18 to conclude that u > 0. Otherwise, that is, if  ı,
we observe that u is a solution of

Q fQ .u/
L';T u D b.x/

with

fQ .u/ D f .u/u.ıC"/ Q
and b.x/ D b.x/uıC" :

According to (4.221) and (4.214) we have

Q
b.x/ C.1 C r.x// .ıC"/
270 4 Sufficient Conditions for the Validity of the Weak Maximum Principle

and the required conclusion follows from (4.222) and a further application of
Theorem 4.18. u
t
Remark 4.15 As pointed out in the proof, assumption (4.217) can be substituted
with condition (4.29) of Remark 4.2.
Chapter 5
Miscellany Results for Submanifolds

This chapter is basically devoted to miscellany applications of the results presented

in Chaps. 3 and 4. We show how, with the aid of various forms of the maximum
principle, we can improve on some classical results. In fact we begin with some
introductory considerations to motivate a nonimmersibility result for a manifold M
into cones of the Euclidean space due to Omori [210] and of which we provide
an improved version in Theorem 5.1. We recall that, in the cited work of Omori,
we have the first appearance of what is now known in the literature as the Omori-
Yau maximum principle. We then continue our investigation by establishing a
quantitative estimate, according to the results presented in [181], for the width of the
cone of Rn containing the image of M under a smooth map, see Theorem 5.2. Later,
we elaborate on some old result of Jorge and Koutroufiotis [154], (see Theorem 5.6)
and we provide a “quantitative” version for immersions into a cone with the aid of
the WMP for the Hessian (see Theorem 5.7). With the help of this result and of
the theory of flat bilinear forms we are able to consider also the case where M is a
Kähler manifold in Corollary 5.7.
A good portion of the chapter deals with cylindrically bounded submanifolds
that are strictly related to a famous conjecture of Calabi [56] of which we prove the
validity under some very mild additional assumptions (for instance see Theorem 5.9
and Corollary 5.8). As it is well known, this conjecture in its original formulation
is false, see [155, 205]. The chapter ends with some consequences on the geometry
of the Gauss map for submanifolds of Euclidean space with parallel mean curvature
vector, where we use the well known result of Ruh and Vilms on the harmonicity
of the Gauss map. In particular we give a sufficient condition for a parallel mean
curvature immersion of M in Rn to be minimal and we analyze the size of its image
under the Gauss map respectively in Theorems 5.11 and 5.12.
In the very final section we deal with an application of the open form of the
WMP.

© Springer International Publishing Switzerland 2016 271

L.J. Alías et al., Maximum Principles and Geometric Applications,
Springer Monographs in Mathematics, DOI 10.1007/978-3-319-24337-5_5
272 5 Miscellany Results for Submanifolds

5.1 Immersions into Nondegenerate Cones in Euclidean

Space

A typical application of the usual maximum principle for compact submanifolds

in Euclidean space is the proof of the fact that every compact surface in R3 has
an elliptic point, that is, a point where the Gaussian curvature is positive. As a
consequence, we have the well known classical fact expressed in the next
Corollary 5.1 No compact Riemannian surface with everywhere nonpositive Gaus-
sian curvature can be isometrically immersed in R3 .
More generally, by applying the usual maximum principle we can also prove the
following
Proposition 5.1 Let f W M ! Rn be an isometric immersion of a compact manifold.
Then there exists a point x0 2 M and a normal vector  2 Tx0 M ? such that the
second fundamental form at x0 with respect to  is positive definite.
Proof To see this, given f consider the smooth function u W M ! R defined by
u.x/ D 12 j f .x/j2 . With the notation of Sect. 1.6 of Chap. 1, supposing dim M D m,
˛
˚ a Hess.u/. Thus let f g be a Darboux frame along f , so that  D 0
a
we now compute
on M and let b be the corresponding Levi-Civita connection forms. We have

du D hdf ; f i D hei ; f i i ;

so that

ui D hei ; f i: (5.1)

Then

uij  j D dui  ut jt D hdei ; f i C hei ; df i  het ; f ijt

˝ ˛
D ik hek ; f i C h˛ij he˛ ; f i j C ei ; fj  j  het ; f ijt
 
D h˛ij he˛ ; f i C ıij  j :

It follows that
˝ ˛
Hess.u/ D h ; iM C hII. ; /; f i D h ; iM C II. ; /; f ? : (5.2)

Since M is compact, there exists a point x0 2 M at which u attains its maximum

u > 0, and by the usual maximum principle we have

(i) u.x0 / D u > 0; (ii) ru.x0 / D 0; and (iii)’ Hess.u/.x0 /  0; (5.3)

5.1 Immersions into Nondegenerate Cones in Euclidean Space 273

in the sense that

Hess.u/.x0 /.v; v/  0 for all v 2 Tx0 M:

By (5.1), conditions (i) and (ii) mean that f .x0 / D f .x0 /? ¤ 0 is a normal vector at
the point x0 . Then, by (5.2) and choosing  D f .x0 /? , condition (iii)0 yields

hII.; /; i jvj2

for every v 2 Tx0 M. This proves the Proposition. t

u
As a consequence, no compact Riemannian manifold M can be isometrically
immersed as a minimal submanifold into an Euclidean space Rn ; in other words,
there exists no minimal compact submanifold of Euclidean space.
Motivated by this fact, in [210], and as the first application of the Omori-Yau
maximum principle, Omori proved that for every complete Riemannian manifold
M with sectional curvature bounded from below for which there exists an isometric
immersion f W M ! Rn with f .M/ contained into a nondegenerate cone of Rn ,
there exists a point x0 2 M and a normal vector  2 Tx0 M ? such that the second
fundamental form at x0 with respect to  is positive definite. In particular, no
complete Riemannian manifold M with sectional curvature bounded from below
can be isometrically immersed as a minimal submanifold into a nondegenerate cone
of Rn .
Here by a nondegenerate cone of Rn we mean the following. Fix an origin o 2 Rn
and a unit vector
2 Sn1 . We set Co;
; (shortly, C ) to denote the nondegenerate
cone of Rn with vertex o, direction
and width  2 .0; =2/, that is,
  
po
Co;
; D C D p 2 R nfog W
n
;
cos  :
jp  oj

By nondegenerate we mean that it is strictly smaller than a half-space.

Following essentially the proof given by Omori, we can derive the following
stronger result (for a weaker form using the Omori-Yau maximum principle see
[227, Theorem 1.28]).
Theorem 5.1 Let M be a Riemannian manifold of dimension m, which satisfies the
weak maximum principle for the Laplacian. Then M does not admit an isometric,
minimal immersion into any nondegenerate cone of some Euclidean space Rn .
Proof We reason by contradiction and assume that there exists an isometric,
minimal immersion f W M ! Rn with f .M/ contained in a nondegenerate cone
of Rn . We may assume without loss of generality that the vertex of the cone is the
origin 0 2 Rn , so that there exists
2 Sn1 and  2 .0; =2/ such that

h f .x/;
i
cos  on M: (5.4)
j f .x/j
274 5 Miscellany Results for Submanifolds

For each x 2 M, let fO .x/ denote the orthogonal projection of f .x/ onto the hyperplane
orthogonal to
; that is,

fO .x/ D f .x/  h f .x/;

i
;

so that

j fO .x/j2 D j f .x/j2  h f .x/;

i2 : (5.5)

It follows that

h f .x/;
i2  cos2 j fO .x/j2 D h f .x/;
i2  cos2 j f .x/j2 C cos2 h f .x/;
i2
h f .x/;
i2  cos2 j f .x/j2 0: (5.6)

We let 0 < " < p1 cos  and define

2

q
u" .x/ D 1 C "2 j fO .x/j2  h f .x/;
i

for every x 2 M. Then, independently of ", one has

u" .x/  1 on M: (5.7)

Indeed, (5.7) is equivalent to

q
1 C "2 j fO .x/j2  1 C h f .x/;
i;

that is,

h f .x/;
i2  "2 j fO .x/j2 C 2h f .x/;
i 0: (5.8)

Now, since h f .x/;

i > 0 and "2 < cos2 , by (5.6) we have

h f .x/;
i2  "2 j fO .x/j2 C 2h f .x/;
i h f .x/;
i2  cos2 j fO .x/j2 0;

hence the validity of (5.8).

Fix a point x0 2 M and define

˝" D fx 2 M W u" .x/ u" .x0 /g ¤ ;;

so that on ˝" we have

q
1 C "2 j fO .x/j2 u" .x0 / C h f .x/;
i
5.1 Immersions into Nondegenerate Cones in Euclidean Space 275

and

h f .x/;
i cos j f .x/j:

Using these inequalities we get

r  
p
1 C "2 j f .x/j2 D 1 C "2 j fO .x/j2 C h f .x/; vi2
q
1 C "2 j fO .x/j2 u" .x0 / C cos j f .x/j (5.9)

on ˝" . Next, we set

˝"˙ D fx 2 ˝" W u" .x0 / C cos j f .x/j ? 0g;

so that for every x 2 ˝" we have

q
u" .x0 / h f .x0 /;
i  1 C "2 j fO .x0 /j2 h f .x0 /;
i
j f .x/j < D  ;
cos  cos  cos 

independently of ". On the other hand, for x 2 ˝"C and squaring (5.9) we see that

1 C "2 j f .x/j2 .u" .x0 / C cos j f .x/j/2 ;

that is,
 
cos2   "2 j f .x/j2 C 2 cos u" .x0 /j f .x/j C u2" .x0 /  1  0:

Therefore, for x 2 ˝"C ,

p
 cos u" .x0 / C cos2   "2 C "2 u2" .x0 /
j f .x/j 
cos2   "2
p
ju" .x0 /j C 1 C u2" .x0 /
2 : (5.10)
cos 
1
Since 0 < "2 < 2 cos2  and h f .x0 /;
i > 0, we have
q
u2" .x0 / D h f .x0 /;
i2 C 1 C "2 j fO .x0 /j2  2h f .x0 /;
i 1 C "2 j fO .x0 /j2
cos2 
 h f .x0 /;
i2 C 1 C j f .x0 /j2 ;
2
276 5 Miscellany Results for Submanifolds

which, jointly with (5.10), implies that for every x 2 ˝"C

j f .x/j  C.x0 ;
; /; (5.11)

for a certain constant C.x0 ;

; / > 0 independent
 of ". This shows that j f j is
bounded on ˝" , independently of " 2 0; 12 cos  .
Let us now consider the function u W M ! R given by

u.x/ D u" .x/  u" .x0 /:

By (5.7) we have
q
u.x/  1  u" .x0 / D 1 C h f .x0 /;
i  1 C "2 j fO .x0 /j2  h f .x0 /;
i

for every x 2 M, so that u is bounded above on M, independently of ". Observe that u

is nonnegative exactly on the set ˝" and u.x0 / D 0. Using the formalism introduced
in Sect. 1.6 we now compute u. From the very definition of u" , using (5.5) we have
r h i
u" .x/ D 1 C "2 j f .x/j2  h f .x/;
i2  h f .x/;
i:

˚ 
Now we let f a g be a Darboux frame along f , so that  ˛ D 0 on M, and let ba be
the corresponding Levi-Civita connection forms. Then

1 "2 f2hdf ; f i  2h f ;
ihdf ;
ig
du D du" D hdf ;
i C r h i
2
1 C "2 j f j2  h f ;
i2

"2
D hei ;
i i C r h i fhei ; f i  h f ;
ihei ;
ig :
i

2 2 2
1 C " j f j  h f ;
i

Hence,

"2
ui D r h i fhei ; f i  h f ;
ihei ;
ig  hei ;
iI
1 C "2 j f j2  h f ;
i2

in particular,

"2   "2
ru D ru" D 
> C q f >  h f ;
i
> D 
> C q fO > :
1 C "2 j fO j2 1 C "2 j fO j2
(5.12)
5.1 Immersions into Nondegenerate Cones in Euclidean Space 277

It follows that

uij  j D dui  uk ik

"4 fhek ; f i  h f ;
ihek ;
ig
D  r h i fhei ; f i  h f ;
ihei ;
ig
k
3
1 C "2 j f j2  h f ;
i2

"2
Cr h i
1 C "2 j f j2  h f ;
i2
˚ k ˝ ˛
i hek ; f i C hei ; ek i k C i˛ he˛ ; f i  hek ;
ihei ;
i k  h f ;
i ik ek ;

 ik hek ;
i  i˛ he˛ ;
i
"2 ˚ k 
r h i i hek ; f i  i h f ;
ihek ;
i C i hek ;
i
k k

2 2
1 C " j f j  h f ;
i
2

8 9
ˆ
ˆ >
>
< "4 ˝ ˛ ˝ ˛ =
D  r h i3 ej ; f  h f ;
i ej ;
.hei ; f i  h f ;
ihei ;
i/>
j
ˆ >
:̂ 1 C "2 j f j2  h f ;
i2 ;
8 9
ˆ
ˆ >
>
< "2  ˝ ˛ = j ˛

C r h i ıjk  ej ;
hei ;
i  C hij he˛ ; f i  h˛ij he˛ ;
i  j ;
ˆ >
>
:̂ 1 C "2 j f j2  h f ;
i2 ;

thus

"4 ˝ ˛ ˝ ˛
uij D  s ej ; f  h f ;
i ej ;
.hei ; f i  h f ;
ihei ;
i/
ˇ ˇ2 3
ˇ ˇ
1 C "2 ˇ fO ˇ

"2  ˝ ˛ 
Cr ˇ ˇ2 ıjk  ej ;
hei ;
i
ˇ ˇ
1 C "2 ˇ fO ˇ

C h˛ij he˛ ; f i  h˛ij he˛ ;

i

and

"4 ˇ ˇ2 "2
ˇ Oˇ
u D  ˇf ˇ C q .m  j
> j2 / C mhH; i; (5.13)
.1 C "2 j fO j2 /3=2 2 O
1 C " jf j2
278 5 Miscellany Results for Submanifolds

with

"2
 D 
? C q fO? :
2 O
1 C " jf j2

Using (5.12) into (5.13) one gets

m"2 .1  "2 /j
> j2
u D q C q
1 C "2 j fO j2 1 C "2 j fO j2

jruj2 2"2 h
> ; fO> i
q  C mhH; i:
1 C "2 j fO j2 .1 C "2 j fO j2 /

In particular, if the immersion is minimal then H  0 and we have

jruj2 m"2 .1  "2 /j

> j2 2"2 h
> ; fO > i
u C q D q C q  : (5.14)
1 C "2 j fO j2 1 C "2 j fO j2 1 C "2 j fO j2 .1 C "2 j fO j2 /

Observe that

m"2 .1  "2 /j
> j2 2"2 h
> ; fO> i
q C q 
1 C "2 j fO j2 1 C "2 j fO j2 .1 C "2 j fO j2 /

m"2 .1  "2 /j
> j2 2"2 h
> ; fO> i
q C 
1 C "2 j fO j2 .1 C "2 j fO j2 / .1 C "2 j fO j2 /

m"2 "2 j
> j2 j
>  "2 fO > j2 "4 j fO> j2
D q  C 
1 C "2 j fO j2 .1 C "2 j fO j2 / .1 C "2 j fO j2 / .1 C "2 j fO j2 /
0 1
!
B2 m C m
" @q  1 A "2 p 1 ;
1 C "2 j fO j2 1 C "2 j f j2

where we have used the facts that j

> j2  1, j fO> j2  j fO j2 and j fO j2  j f j2 , which hold
at every x 2 M . Using this in (5.14), one obtains
!
2 jruj2 2 m
u C jruj u C q " p 1 (5.15)
1 C "2 j fO j2 1 C "2 j f j2
5.2 Maps into Nondegenerate Cones in Euclidean Space 279

on M . Recall now that j f j is bounded on ˝" , independently of ", that is (5.11) holds;
therefore, on ˝" one has
!  
2 m m
" p  1 "2 p 1 ;
1 C "2 j f j2 1 C "2 C 2
p
and choosing " < m2  1=C we have from here and from (5.15) that
 
m
u C jruj2 "2 p 1 >0
1 C "2 C 2

on ˝" . Thus, setting w D eu , from the above we immediately obtain

 
m
w D w.u C jruj2 / "2 p  1 w on ˝" : (5.16)
1 C "2 C 2

Since u D supM u < C1, w < C1 and by the weak maximum principle, there
exists a sequence of points fxk g  M such that

1 1
(i) w.xk / > w  ; and (ii) w.xk / <
k k

for each k 2 N. Since u.xk / ! u and u < 0 outside of ˝" , we can assume without
loss of generality that xk 2 ˝" . Hence, using (5.16) we get
   
1 m m
> w.xk / "2 p  1 w.xk / "2 p  1 > 0:
k 1 C "2 C 2 1 C "2 C 2

Finally, letting k ! C1 in this inequality we obtain a contradiction. t

u
As an application of Theorems 5.1 and 2.6 we immediately obtain the following
[227, Corollary 1.29].
Corollary 5.2 A complete Riemannian manifold M does not admit a proper,
isometric, minimal immersion into any nondegenerate cone of some Euclidean
space Rn .

5.2 Maps into Nondegenerate Cones in Euclidean Space

Related to the results of the previous section, in the recent paper [181] Mari
and Rigoli consider smooth maps ' W M ! Rn with image contained into a
nondegenerate cone and, under quite general assumptions on M, they provide a
lower bound for the width of the cone in terms of the energy, the tension of the map '
280 5 Miscellany Results for Submanifolds

and a metric parameter. As an application of their results, they recover and/or extend
some well-known results about harmonic maps, minimal and isometric immersions.
From the previous section we recall that, given the Euclidean space Rn with its
flat canonical metric h ; i, having fixed an origin o 2 Rn and a unit vector
2 Sn1 ,
we set Co;
; , shortly C , to denote the nondegenerate cone with vertex in o, direction

and width ,  2 .0; =2/, that is,

n D zo E o
C D z 2 Rn nfog W ;
cos./ : (5.17)
jz  oj

Let .M; .; // be a connected, m-dimensional, m 2, Riemannian manifold, and let

' W .M; .; // ! .Rn ; h ; i/

be a smooth map. We indicate with jd'j2 the square of the Hilbert-Schmidt norm
of the differential d' (in other words, twice the energy density of ') and with .'/
the tension field of '. Recall, see Sect. 1.7, that in case ' is an isometric immersion,
jd'j2 D m and .'/ D mH, where H is the mean curvature vector. We fix an origin
q 2 M and we consider the distance function from q, r.x/ D d.x; q/. We set BR for
the geodesic ball with radius R centered at q.
To state the next theorems, given  > 0, we define
n p o
A D sup ˛ 2 1  ˛ 2 ; (5.18)
.;˛/2

p
where D f; ˛/ 2 R2 W 0 <  < 1; 0 < ˛ < minf1;  1  gg.
The constant A can be easily computed, but the actual value is irrelevant for our
purposes. Note also that A is a nondecreasing function of .
Theorem 5.2 Let M be a connected, noncompact m-dimensional Riemannian
manifold, and let

' W .M; .; // ! .Rn ; h ; i/

be a map of class C2 such that jd'.x/j2 > 0 on M. Consider the elliptic operator
L D jd'j2 , and assume that M is L-stochastically complete. Let C D Co;
; be a
cone with vertex at o 2 Rn n'.M/, let 
be the hyperplane orthogonal to
passing
through o and let d.
; '.M// be the Euclidean distance between this hyperplane
and '.M/.
If '.M/ is contained in C , then
s
1 h j .'/j i
cos   d.
; '.M// sup : (5.19)
A1 M jd'j2
5.2 Maps into Nondegenerate Cones in Euclidean Space 281

In case ' is an isometric immersion, we can replace A1 with Am in (5.19) obtaining

a sharper estimate.
In the next remarks we comment on the content of the theorem.
Remark 5.1 Note that, in case
h j .'/j i
sup D C1
M jd'j2

and d.
; '.M// D 0, that is, '.M/ “gathers around the origin o”, as we shall see in
the proof, we have no restriction on .
Remark 5.2 For the condition that L D jd'j2  generates a conservative diffusion,
that is, L is stochastically complete, as in the case of -stochastic completeness, no
geodesic completeness of M is required. On the other hand, if M is complete, L-
stochastic completeness has been analyzed in Chap. 3, for instance in Theorem 2.15.
See also previous work of Grigor’yan [131], Sturm [260] and Pigola et al. [227]. In
particular, by Theorem 2.15, if there exist C > 0,  2 R such that

C
jd'.x/j2 on M (5.20)
.1 C r.x//

and

r1
62 L1 .C1/; (5.21)
log.Vol.Br //

then the weak maximum principle holds for L D jd'j2 . It is worth to observe
that (5.21) implies   2, but no restriction on nonnegativity of  is needed. As
already observed in Remark 2.13 in case  D 2, an application of [260] leads to
slightly improving (5.21) to

log r
62 L1 .C1/:
r log.Vol.Br //

Remark 5.3 Due to the form of (5.19), we cannot expect the result to be significant
when '.M/ is far from 
, in the following sense: for every M, C and ' satisfying
the assumptions of Theorem 5.2, and for every k 0, we can consider the map
'k D ' C k
. Then d.
; 'k .M// D d.
; '.M// C k, while the other parameters in
the right-hand side of (5.19) remain unchanged. Therefore, for k sufficiently large
inequality (5.19) becomes meaningless unless .'/  0. On the contrary, we show
with a simple example that, when d.
; '.M// is very small, (5.19) is sharp in the
following sense: for every fixed hyperplane 
, and for every origin o 2 
, there
exists a family of maps 'd , d > 0 representing d.
; 'd .M//, such that, if we denote
282 5 Miscellany Results for Submanifolds

by d the width of the nondegenerate tangent cone containing 'd .M/,

cos2 d
C when d ! 0C ;
d
for some constant C > 0. Indeed, for every fixed d > 0 consider the hypersurface
'd W Rm ! RmC1 given by the graph '.x/ D .x; jxj2 C d/, with the induced metric.
Indicating with 
the hyperplane xmC1 D 0, we have by standard calculations

2m C 8.m  1/jxj2
j .'d /j D and jd'd j2 D m
.1 C 4jxj2 /3=2

Therefore supM j .'d /j=jd'd j2 D 2. Moreover, for the tangent cone passing through
the origin

4d
cos2 d D ;
1 C 4d

thus, since d  d.

; 'd .M//, we reach the desired conclusion.
Proof (of Theorem 5.2) First of all we observe that

d.
; '.M// D inf h'.xo /;
i;
xo 2M

and that the right-hand side of (5.19) is invariant under homothetic transformations
of Rn . We choose o as the origin of global coordinates, and for the ease of notation
we set

b D cos  b 2 .0; 1/:

Furthermore, for future use, note that '.M/  C implies

h'.x/;
i bj'.x/j > 0 for every x 2 M: (5.22)

Next, we reason by contradiction and we suppose that (5.19) is false. Therefore,

there exists xo 2 M such that
h j .'.x//j i
h'.xo /;
i sup < A1 b 2 :
x2M jd'.x/j2

By definition, and the fact that the inequality is strict, we can find
 p 
 2 .0; 1/ ; ˛ 2 0; 1  
5.2 Maps into Nondegenerate Cones in Euclidean Space 283

such that
h j .'.x//j i  p 
h'.xo /;
i sup < ˛ 2 1  ˛ 2 b2 ;
x2M jd'.x/j2

thus
 p 
h'.xo /;
ij .'.x//j < ˛ 2 1  ˛ 2 b2 jd'.x/j2 for each x 2 M: (5.23)

For the ease of notation we set T D h'.xo /;

i > 0 and a D b˛; the last relation
becomes
p
a2 b2  a2
Tj .'.x//j < jd'.x/j2 for each x 2 M: (5.24)
b
Note also that
p 
a 2 .0; b 1    .0; b/: (5.25)

Now, we define the following function:

p
u.x/ D T 2 C a2 j'.x/j2  h'.x/;
i; (5.26)

and we note that, by construction, u.xo / > 0. We first claim that

u<T on M: (5.27)

Indeed, an algebraic manipulation shows that (5.27) is equivalent to

h'.x/;
i2 C 2Th'.x/;
i  a2 j'.x/j2 > 0 on M:

On the other hand, using (5.22), since a < b the left-hand side of the above
inequality is bounded from below by .b2  a2 /j'.x/j2 > 0 and the claim is proved.
We now consider the closed nonempty set:

˝o D fx 2 M W u.x/ u.xo /g:

Using (5.22) and the definition of ˝o we deduce:

p
T 2 C a2 j'.x/j2 bj'.x/j C u.xo /: (5.28)

Since u.xo / > 0 by construction, we can square inequality (5.28) to obtain

.b2  a2 /j'.x/j2 C 2bu.xo /j'.x/j C u.xo /2  T 2  0: (5.29)

284 5 Miscellany Results for Submanifolds

Since .b2  a2 / > 0, the left-hand side of the above inequality is a quadratic
polynomial in j'.x/j with two distinct roots ˛ < 0 < ˛C [use Cartesio rule
and (5.27)], where the roots ˛˙ are given by

1 n p o
˛˙ D b2  a2 ˙ .b2  a2 /T 2 C a2 u.xo /2  bu.xo / I

therefore, (5.29) implies

1 np o
j'.x/j  b2  a2 .b2  a2 /T 2 C a2 u.xo /2  bu.xo / on ˝o : (5.30)

p
We then use the elementary inequality 1 C t2  1 C t on RC
0 to deduce

2
1 np o
b  a2 .b2  a2 /T 2 C a2 u.xo /2  bu.xo /

s
au.xo / .b2  a2 /T 2 bu.xo /
D 2 1C  2
b  a2 2
a u.xo / 2 b  a2
p !
au.xo / T b2  a2 bu.xo /
 1C  2
b2  a2 au.xo / b  a2

T u.xo /
Dp 
b2  a2 b C a

and thus (5.30) together with u.xo / > 0 yields

T
j'.x/j  p D 'max on ˝o : (5.31)
b  a2
2

To compute u, we fix a local orthonormal frame fei g and its dual coframe f i g.
Then, writing du D ui  i , a simple computation shows that

a2 hd'.ei /; 'i
ui D p  hd'.ei /;
i; (5.32)
T 2 C a2 j'j2

and taking the covariant derivative we have rdu D uij  i ˝  j , where

a4 hd'.ei /; 'ihd'.ej /; 'i

uij D   hrd'.ei ; ej /;
i
.T 2 C a2 j'j2 /3=2

a2 hrd'.ei ; ej /; 'i C a2 hd'.ei /; d'.ej /i

C p :
T 2 C a2 j'j2
5.2 Maps into Nondegenerate Cones in Euclidean Space 285

Tracing the above expression we get

S jd'j2 1 S2 Xm
u D h ' 
; .'/i C S  p h'; d'.ei /i2 (5.33)
j'j j'j j'j2 T 2 C a2 j'j2 iD1

on M, where we have defined

a2 j'.x/j
S D S.x/ D p : (5.34)
T 2 C a2 j'.x/j2

Note that, by (5.22),

ˇ S ˇ2
ˇ ˇ
ˇ ' 
ˇ  S2  2bS C 1; (5.35)
j'j

and that
8
ˆ X
m

X
m ˆ
< j'j2 jd'.ei /j2 D j'j2 jd'j2 I
h'; d'.ei /i2  iD1 (5.36)
ˆ
iD1 :̂ j'j2 D 1 j'j2 jd'j2 if ' is isometric.
m
The possibility, for the isometric case, of substituting A1 with Am in (5.19) depends
only on the above difference. Since the next passages are the same, we carry on with
the general case. Substituting (5.35), (5.36) in (5.33) it follows that

p jd'j2 S2
u j .'/j S2  2bS C 1 C S p jd'j2 : (5.37)
j'j T 2 C a2 j'j2

We now restrict our estimates on the right-hand side of (5.37) on ˝o . Then, (5.31)
holds and from (5.24) we obtain
p
j .'/j a2 b2  a2 a2 a2 S
< D p  p D :
jd'j2 Tb 2 2 2
T C a 'max 2 2
T C a j'j 2 j'j

Inserting this inequality into (5.37) we have

a2 jd'j2 h p S2 i
u p 1   S2  2bS C 1  2 : (5.38)
T 2 C a2 j'j2 a
p
We want to find a strictly positive lower bound for .1   S2  2bS C 1  S2 =a2 /
on ˝o . Since 1  2bS C S2 represents a convex parabola and since S is increasing
in the variable j'j on Œ0; 'max , its maximum is attained either in 0 or in 'max . Since
286 5 Miscellany Results for Submanifolds

S.0/ D 0, S.'max / D a2 =b > 0 we have

 a2 
S.'max /2  2bS.'max/ C 1 D 1 C a2  2 < 1 D S.0/2  2bS.0/ C 1;
b2
thus we can roughly bound as follows:

p S2 a2
1   S2  2bS C 1  2 1    2
a b
and pthe right-hand side of the above inequality is strictly positive since a 2
.0; b 1  /. Therefore, (5.38) together with (5.31) yield
 
2 a2 a2
Lu D jd'j u p 1  2 ı on ˝o ; (5.39)
T 2 C a2 j'j2 b

for some ı > 0.

There are now two possibilities:
(i) xo is an absolute maximum for u on M. By assumption jd'.xo /j2 > 0, and the
finite form of the maximum principle yields u.xo /  0, so that Lu.xo /  0.
Since xo 2 ˝o (5.39) immediately gives a contradiction.
(ii) Int.˝o / D fx 2 M W u.x/ > u.xo /g ¤ ;. In this case, since u.x/ is bounded
above on M, it is enough to evaluate inequality (5.39) along a sequence fxk g
realizing the weak maximum principle for L, that is u.xk / > u  1=k, Lu.xk / <
1=k. Note that this sequence eventually lies in Int.˝o /.
t
u
As an immediate consequence of Theorem 5.2, we recover Atsuji’s result [33]:
Corollary 5.3 Let ' W .M; . ; // ! Rn be harmonic and such that jd'j2 C
for some positive constant C. If M is stochastically complete, then '.M/ cannot be
contained in any nondegenerate cone of Rn . In particular, a stochastically complete
manifold cannot be minimally immersed into a nondegenerate cone of Rn .
Proof If M is stochastically complete and jd'j2 C, then, as we have already
observed in Remark 3.1, it is straightforward to deduce that M is L-stochastically
complete, where L D jd'j2 . Indeed, for every u 2 C2 .M/ with u < C1, along
the sequence fxk g realizing the weak maximum principle for  we have also

1
Lu.xk / D jd'.xk /j2 u.xk /  :
Ck

The result follows setting .'/  0 in Theorem 5.2. t

u
Note that even the statement of [33] in its full generality requires jd'j2 C > 0,
an assumption that can be overcome by the weighted requirements (5.20), (5.21).
5.2 Maps into Nondegenerate Cones in Euclidean Space 287

Furthermore, in case  D 0 we can replace stochastic completeness and the uniform

control from below in (5.20) with the properness of '.
Corollary 5.4 Let .M; .; // be a Riemannian manifold. Then, there does not exist
any proper harmonic map ' W M ! Rn , such that jd'.x/j > 0 on M and '.M/ is
contained into a nondegenerate cone of Rn .
Proof From (5.31) in the proof of Theorem 5.2 we deduce that '.˝o / is bounded,
hence '.˝o / is compact. The properness assumption implies that ' 1 .'.˝o // is
compact, thus ˝o is compact. Therefore, it is enough to use the finite form of the
maximum principle in (5.39). t
u
Remark 5.4 It is a well known open problem to deal with the case  D =2,
that is, when the cone degenerates to a half-space and the dimension m is greater
than 2. When m D 2, n D 3, by Hoffman-Meeks’ half-space theorem [146] the
only properly embedded minimal surfaces in a half-space are affine planes. On
the contrary, if m 3 there exist properly embedded minimal hypersurfaces even
contained between two parallel hyperplanes (the so called generalized catenoids).
It is still an open problem to find sufficient conditions on M; ' in order to have a
Hoffman-Meeks’ type result, and it seems quite difficult to adapt the methods of the
proof of (5.2) for this purpose. In fact the recent literature on the problem is quite
vast. We cite only the paper by Mazet [190], dealing with constant mean curvature
surfaces, and the result of Rosenberg et al. [247], contained in the next
Theorem 5.3 Let P be a complete, parabolic manifold and let N D RC P with the
product metric. Assume that the sectional curvatures of P are bounded between two
given constants. Let f W ˙ ! RC P be a properly immersed minimal hypersurface.
Then f .˙/  fcg  P for some c 2 RC .
We will consider some related results in Chap. 7.
The next application of Theorem 5.2 has a topological flavor. This result, which is
interesting when ' is not proper, ensures that some kind of “patological” gathering
around points of '.M/n'.M/ does not occur when the map is sufficiently well
behaved. To make the corollary more transparent, we state it using the sufficient
conditions (5.20) and (5.21). First we introduce the following
Definition 5.1 Let S be a convex subset of Rn . A point p 2 S is called an n-
corner of S if it is the vertex of a nondegenerate cone containing S .
Corollary 5.5 Let .M; .; // be a complete Riemannian manifold and let ' W M !
Rn be a map of class C2 . Suppose that (5.20) holds, and that

CQ
j .'/.x/j  for r.x/
1; (5.40)
r.x/

for some CQ > 0 and  2 R as in (5.20). Assume also that (5.21) holds. Then, the
convex envelope Conv.'.M// contains no n-corners.
288 5 Miscellany Results for Submanifolds

Proof We reason by contradiction and let p 2 Conv.'.M// be an n-corner. If p 2

Conv.'.M//n'.M/ fix a small ball around p contained in Rn n'.M/, and cut the
corner transversally with an hyperplane sufficiently near to p; it is immediate to see
that in this way we produce a convex set containing '.M/ and strictly smaller than
Conv.'.M//, contradiction.
Suppose now p 2 '.M/, and let x 2 M such that '.x/ D p. Consider the map
d'jx ; by assumption, there exists a direction v 2 Tx M such that jd'jx vj ¤ 0, thus by
continuity we can take a curve

 W ."; "/ ! M ; .0/ D x ; P .0/ D v

with " small such that jd'j.t/ .P .t//j ¤ 0 on ."; "/. Therefore, ' ı is an immersed
curve in Rn , and this fact contradicts the assumption that p is an n-corner.
If p 2 '.M/n'.M/, choose 
as the hyperplane orthogonal to the direction of the
cone and passing through p. It follows that d.'.M/; 
/ D 0. By (5.20) and (5.40),
we argue that j .'/j=jd'j2 is bounded above on M. By Remark 5.2, (5.20)
and (5.21) ensure that M is L-stochastically complete, where L D jd'j2 . By
Theorem 5.2 we conclude the validity of (5.19) which gives  D =2, contradiction.
t
u

5.3 Bounded Submanifolds and Jorge-Koutroufiotis Type

Results

Given complete Riemannian manifolds M and N of dimensions respectively m and

n, of m < n, the isometric immersion problem asks whether there exists an isometric
immersion f W M ! N. When N D Rn , the Euclidean space, the isometric
problem is answered by the Nash embedding theorem [207], which asserts that
there is an isometric embedding f W M ! Rn provided the codimension n  m
is sufficiently large. However, for sufficiently low codimension, meaning here that
n  m  m  1, the existence of isometric immersions imposes strong restrictions
on the curvatures and the answer in general depends on the geometries of M and
N. For instance, it is a classical fact that no compact Riemannian surface with
nonpositive Gaussian curvature everywhere can be isometrically immersed in R3
(Corollary 5.1), while the famous Hilbert-Efimov theorem [108, 143] says that no
complete Riemannian surface having negative Gaussian curvature K  ı 2 < 0 can
be isometrically immersed in R3 . For higher dimensions, a theorem of Tompkins
[264] states that a compact, flat, m-dimensional Riemannian manifold cannot be
isometrically immersed in R2m1 . Tompkins theorem was later extended by Chern
and Kuiper [86] (for dimensions m D 2; 3) and by Otsuki [215] (for any dimension
m) in the following way (see also [92, Sect. 3.1]).
Theorem 5.4 Let f W M ! Rn be an isometric immersion of a compact Riemannian
m-manifold M into the Euclidean space Rn , with n  2m  1. Then the sectional
5.3 Bounded Submanifolds and Jorge-Koutroufiotis Type Results 289

curvatures of M satisfy

sup MK > 0:
M

In particular, if M is a compact Riemannian manifold of dimension m with

nonpositive sectional curvatures, then M cannot be isometrically immersed into any
Euclidean space Rn with n  2m  1.
One of the basic tools for the proof of Theorem 5.4, as well as for the proof of
other results in this and the next section, is the following algebraic result, known as
Otsuki lemma [215].
Lemma 5.1 Let ˇ W Rk  Rk ! Rq , with q  k  1, be a symmetric bilinear
form satisfying ˇ.v; v/ ¤ 0 for every v ¤ 0. Then there exist linearly independent
vectors v, w such that

ˇ.v; v/ D ˇ.w; w/ and ˇ.v; w/ D 0: (5.41)

Proof First, we extend ˇ to a complex bilinear symmetric form ˇ C W Ck  Ck ! Cq

and we consider the equation ˇ C .z; z/ D 0, which is equivalent to the following
system of q quadratic equations in C

ˇ1C .z; z/ D 0; : : : ˇqC .z; z/ D 0: (5.42)

Since q < k, (5.42) has a nonzero solution z. Note that z … Rk because ˇ never
vanishes. Thus z D v C iw with w ¤ 0. On the other hand,

0 D ˇ C .z; z/ D ˇ.v; v/  ˇ.w; w/ C 2iˇ.v; w/

and therefore the validity of (5.41).

Next we observe that if there exists two vectors v; w satisfying (5.41) and at least
one of the two, say v, is nonzero, then they are linearly independent. Indeed,

ˇ.av C bw; av C bw/ D .a2 C b2 /ˇ.v; v/ and ˇ.v; v/ ¤ 0:

t
u
Proof (of Theorem 5.4) Recall that if f W M ! R is an isometric immersion of
n

a compact Riemannian manifold into Rn , by Proposition 5.1 there exists a point

x0 2 M and a normal vector  2 Tx0 M ? such that the second fundamental form at
x0 with respect to  is positive definite. In particular,

hIIx0 .v; v/; i ¤ 0

for every v 2 Tx0 M, v ¤ 0, where IIx0 W Tx0 M  Tx0 M ! Tx0 M ? denotes the second
fundamental tensor at x0 ; hence IIx0 .; / ¤ 0 for each  2 Tx0 M,  ¤ 0. Observe
290 5 Miscellany Results for Submanifolds

that Tx0 M and Tx0 M ? are real vector spaces of dimensions respectively m and n  m
with n  m  m  1. Therefore, by applying Otsuki lemma to IIx0 we know that
there exist linearly independent vectors v; w 2 Tx0 M such that

IIx0 .v; v/ D IIx0 .w; w/ and IIx0 .v; w/ D 0:

Then by Gauss equations we conclude that

hIIx0 .v; v/; IIx0 .w; w/i  jIIx0 .v; w/j2

sup MK MK.v ^ w/ D
M jvj2 jwj2  hv; wi2
jIIx0 .v; v/j2
D > 0:
jvj2 jwj2  hv; wi2

t
u
Theorem 5.4 was subsequently extended in a series of papers by O’Neill [211],
Stiel [259] and Moore [196]. Their results can be summarized in the following
theorem.
Theorem 5.5 Let f W M ! N be an isometric immersion of a compact Riemannian
manifold M into a Cartan-Hadamard manifold N, respectively of dimensions m and
n, with n  2m  1. Then the sectional curvatures of M and N satisfy

sup MK > inf NK:

M N

We recall here that a Cartan-Hadamard manifold is a simply connected, complete,

Riemannian manifold with nonpositive sectional curvatures.
Theorem 5.5 was improved by Jorge and Koutroufiotis in [154] to bounded,
complete submanifolds with scalar curvature bounded from below, and in the
version presented by Pigola, Rigoli and Setti in [227, Theorem 1.15] to complete
submanifolds with scalar curvature satisfying
0 12
Yk
M
S.x/ B2 %2M .x/ @ log.j/ .%M .x//A ; %M .x/
1 (5.43)
jD1

for some constant B > 0, some integer k 1, where %M is the distance function
on M to a fixed point and log.j/ is the j-th iterate of the logarithm (see also [92,
Sect. 3.2]). Specifically, their result states as follows (see [227, Theorem 1.15]).
Theorem 5.6 Let M and N be complete Riemannian manifolds of dimensions m
and n, respectively, with n  2m  1 and let f W M ! N be an isometric immersion
with f .M/  NBR . p/, where NBR . p/ denotes a geodesic ball of N centered at a point
p 2 N and of radius R. Assume that the radial sectional curvature NKrad along the
5.3 Bounded Submanifolds and Jorge-Koutroufiotis Type Results 291

radial geodesics issuing from p satisfies

Krad  b in NBR . p/
N

p p
and 0 < R < minfinjN . p/; =2 bg, where we replace =2 b by C1 if b  0. If
the scalar curvature of M satisfies (5.43), then

sup MK Cb2 .r/ C inf N

K; (5.44)
R . p/
NB
M

where
8p p p
ˆ
ˆ if b > 0 and 0 < t < =2 b,
< b cot. b t/
Cb .t/ D 1=t if b D 0 and t > 0, (5.45)
ˆp
:̂ b coth.pb t/ if b < 0 and t > 0:

Remark 5.5 It is worth pointing out that the estimates in Theorem 5.6 are sharp.
Indeed, if N is one of the standard model manifolds of a simply connected space
form of constant sectional curvature b and M is a geodesic sphere of radius r in N,
then equality in (5.44) is achieved.
For a proof of Theorem 5.6, which is a somewhat simplified version of the original
arguments by Jorge and Koutroufiotis in [154], see [227]. We shall however prove
the next result related to Theorem 5.6, see [181]. This will provide an application of
the weak maximum principle for the Hessian.
Theorem 5.7 Let f W M ! Rn be an isometric immersion into a nondegenerate
cone C D Co;
; of an m-dimensional manifold satisfying the weak maximum
principle for the Hessian. Assume the codimension restriction

0<nm<m (5.46)

and suppose that the sectional curvature of M satisfy

M
K  2 on M (5.47)

for some constant  0. Then

r

cos   d.
; f .M// ; (5.48)
A1

where A1 is as in (5.18).
292 5 Miscellany Results for Submanifolds

Proof We follow the proof of Theorem 5.2 verbatim replacing (5.23) with
 p 
h f .xo /;
i < ˛ 2 1  ˛ 2 b2 (5.49)

p
for some  2 .0; 1/; ˛ 2 .0; 1  /; then we replace (5.24) with
p
a2 b2  a2
T < (5.50)
b
and arrive up to inequality (5.31) included. Next, we fix x 2 ˝o and we let
X; Y 2 Tx M be orthonormal vectors spanning the 2-plane . From Gauss equations
and (5.47) we have

hIIx .X; X/; IIx .Y; Y/i  jIIx .X; Y/j2 D MK./  2 ; (5.51)

where IIx is the second fundamental tensor at x. Since 0 < n  m < m, by Otsuki
lemma Lemma 5.1, it follows that there exists a unit vector W 2 Tx M such that

jIIx .W; W/j  

hence, from (5.50) and (5.31) we deduce

p
a2 b2  a2 a2 a2
jIIx .W; W/j < Dp  p : (5.52)
Tb T 2 C a2 fmax
2 T 2 C a2 j f .x/j2

Next, we let  W Œ0; "/ ! M, " > 0, be the geodesic characterized by the initial data

.0/ D x; P .0/ D W:

Call s 2 Œ0; "/ the arc-length parameter and define the function

g W Œ0; "/ ! R g.s/ D u..s//;

with u defined in (5.26), that is,

p
u.x/ D T 2 C a2 j f .x/j2  h f .x/;
i:

A simple computation, using the fact that f is an isometric immersion, gives:

S S S3
g00 .s/ D h f . / 
; IIx .P ; P /i C  2 P f . /i2 ;
hdf ./; (5.53)
j f . /j j f . /j a j f . /j3
5.3 Bounded Submanifolds and Jorge-Koutroufiotis Type Results 293

where S, not to be confused with the scalar curvature MS, has the expression in (5.34),
evaluated, with the notation there, at x D .s/. Since
ˇ S ˇ2
ˇ ˇ
ˇ f 
ˇ  1 C S2  2bS ; P f i2  jdf ./j
hdf ./; P 2 j f j2 D j f j2
jfj

Setting So D S..0//, evaluating at s D 0 we deduce

q a2  So2
g00 .0/ jIIx .W; W/j So2  2bSo C 1 C p : (5.54)
T 2 C a2 j f . /j2

Inserting (5.52) into (5.54) we get

h q
a2 So2 i
g00 .0/ p 1 1 C So2  2bSo  : (5.55)
T 2 C a2 j f . /j2 a2
p
Proceeding as in the proof of Theorem 5.2, since a 2 .0; b 1  /  .0; b/

h p
00 a2 a2 i a2 b2  a2 a2
g .0/ p 1  2 Œ1    2  D ı > 0;
T 2 C a2 j f . /j2 b bT b

where ı is independent of x 2 ˝o and W.

On the other hand, a standard computation using the fact that  is a geodesic and
the definition of the Hessian of a function, gives g00 .0/ D Hessx .u/.W; W/. Putting
together the last two inequalities we obtain

Hess.u/.x/.W; W/ ı > 0: (5.56)

If xo is an absolute maximum of u, then from (5.56) we immediately contradict the

finite maximum principle, otherwise

Int.˝o / D fx 2 M W u.x/ > u.xo /g ¤ ; (5.57)

and (5.56) gives

inf sup Hess.u/.x/.Y; Y/ ı > 0; (5.58)

x2Int.˝o /
Y 2 Tx M
jYj D 1

contradicting the validity of the weak maximum principle for the Hessian operator
since the function u in bounded above on M. This completes the proof of
Theorem 5.7. t
u
294 5 Miscellany Results for Submanifolds

As a consequence of Theorem 5.7, we get the following corollaries: the former

generalizes results of Tompkins [264], Chern-Kuiper [86] and Jorge-Koutroufiotis
[154], whereas the latter improves on Theorem 8:3 of [92].
Corollary 5.6 Let .M; h; i/ be a complete m-dimensional Riemannian manifold
with sectional curvature satisfying
0 12
Yk
 B2 .1 C r.x/2 / @ log.j/ r.x/A  MKx  0; (5.59)
jD1

for some B > 0, some integer k 1 and where log.j/ stands for the j-iterated
logarithm. Then, M cannot be isometrically immersed into a nondegenerate cone of
R2m1 .
Proof By (5.59), using Theorem 2.5 we have the validity of the weak maximum
principle for the Hessian. The result follows immediately setting  D 0 and n D
2m  1 in Theorem 5.7. t
u
In the next result we use the theory of flat bilinear forms introduced by Moore
[197, 198] as an outgrowth of E. Cartan’s theory of exteriorly orthogonal quadratic
forms [62, 63]. See the book of Dajczer [92], for a sound presentation.
Corollary 5.7 Let .M; h ; i; J/ be a Kähler manifold of real dimension 2m such that
the weak maximum principle holds for the Hessian. Then M cannot be isometrically
immersed into a nondegenerate cone of R3m1 .
Proof The proof follows the same lines as in [92], so we only sketch it. By
contradiction, assume the existence of an isometric immersion f of M into a
nondegenerate cone Co;
;  R3m1 . From the assumptions, since the codimension
is m  1 < m, for every x 2 M the theory of flat bilinear forms ensure the existence
of a vector Z 2 Tx M, with jZj D 1 and such that II.JZ; JZ/ D II.Z; Z/. We define
u; ˝o as in Theorem 5.7. Expression (5.53) gives at every point x, and for every
X 2 Tx M, jXj D 1

S S  S2 
Hess.u/.x/.X; X/ h f .x/ 
; IIx .X; X/i C 1 2 :
j f .x/j j f .x/j a

This calculation is independent from the value of a 2 .0; b/. If a is chosen to be

sufficiently small that S2 =a2 < ı < 1 (note that, by definition, on ˝o it holds
S D O.a2 / and S=j f j a2 =T), evaluating along a sequence fxk g satisfying the weak
maximum principle for the Hessian we deduce, for k sufficiently large,

S S
h f .xk / 
; IIx .Xk ; Xk /i  Hess.u/.xk /.Xk ; Xk /  .1  ı/
j f .xk /j j f .xk /j
1 a2
  .1  ı/ < 0
k T
5.4 Cylindrically Bounded Submanifolds 295

for every Xk 2 Txk M; jXk j D 1. This fact contradicts the existence of Z. t

u
Remark 5.6 As we know from Theorem 2.5, inequality (5.59) provides a sharp
sufficient condition for the Omori-Yau maximum principle to hold for the Hessian.
As far as we know, it is an open problem to obtain other general sufficient conditions
ensuring the validity of the weak maximum principle for the Hessian.

5.4 Cylindrically Bounded Submanifolds

5.4.1 Sectional Curvature Estimates

In this section we will introduce an extension of Theorem 5.6, recently given by

Alías et al. [20], to the case of complete cylindrically bounded submanifolds of
a Riemannian product R`  P, where P is a complete Riemannian manifold of
dimension n  `. In this context, an isometric immersion f W M ! R`  P of a
Riemannian manifold M is said to be cylindrically bounded if there exists PBR . p/,
a geodesic ball of P centered at a point p 2 P with radius R > 0, such that
f .M/  R`  PBR . p/.
The main result in [20] deals with the sectional curvature of cylindrically
bounded submanifolds and it can be stated as follows (see [20, Theorem 4]).
Theorem 5.8 Let M and P be complete Riemannian manifolds respectively of
dimensions m and n  `, with n C `  2m  1. Let f W M ! R`  P be a
cylindrically bounded isometric immersion with f .M/  R`  PBR . p/. Assume
that the radial sectional curvature PKrad along the radial geodesics
p issuing from
p satisfies PKprad  b in PBR . p/ and 0 < R < minfinjN . p/; =2 bg, where we
replace =2 b by C1 if b  0. Assume that either
(i) the scalar curvature of M satisfies (5.43), or
(ii) the immersion f W M ! R`  P is proper and

sup jIIj  .t/; (5.60)

`
f 1 .@R Bt .o/  P BR .p//

where II is the second fundamental tensor of the immersion and  W RC C

0 ! R is a
1 1
positive function satisfying  62 L .C1/. Then

sup MK Cb2 .R/ C inf NK; (5.61)

PB
M r . p/

where Cb .R/ is defined in (5.45).

Remark 5.7 It is worth pointing out that the codimension restriction n C `  2m  1
cannot be relaxed. Actually, together with the bound m  n  1, it implies that
n  ` 3 and m ` C 2. In particular, for n D 3 we have that ` D 0, and therefore
296 5 Miscellany Results for Submanifolds

 
f .M/  PBR . p/. In fact, the flat cylinder R  S1 RQ  R  R BR .o/, with 0 < RQ < R,
2

shows that the restriction 2m  1 n C ` is necessary.

On the other hand, estimate (5.61) is sharp. Indeed, for every n 3 and `  n 3
we can choose P to be one of the standard model manifolds of a simply connected
space form of constant sectional curvature b and consider M D R` @PBRQ . p/, where
@PBRQ . p/ is a geodesic sphere of radius RQ in P. Take f W M ,! R`  PBRQ . p/ to be the
canonical isometric immersion, with 0 < RQ < R. Then, supM MK is the constant
sectional curvature of the geodesic sphere @PBRQ . p/  P, which is given by
8 p p
ˆ 2 Q if b > 0 and 0 < RQ < =2 b,
<b=sin . b R/
ˆ
1=RQ 2
if b D 0 and RQ > 0,
ˆ
:̂b= sinh2 .pb R/
Q if b < 0 and RQ > 0:

In particular, observe that

Q C b:
sup MK D Cb2 .R/
M

Since in this case PK D b, then, for every 0 < RQ < R, we have

Q C b Cb2 .R/ C inf PK;

sup MK D Cb2 .R/
M P

which shows that estimate (5.61) is sharp.

We also refer the reader to [20] for several applications of Theorem 5.8 as well
as for an interesting improvement of the condition on the growth of the rate of the
norm of the second fundamental tensor in (5.60) for the case of hypersurfaces (see
Theorem 7 in [20]).
Remark 5.8 It should be observed that Hasanis and Koutroufiotis [138] established
similar sectional curvature estimates for cylindrically bounded submanifolds of the
Euclidean space Rn , with scalar curvature bounded below. In a slightly more general
situation, Giménez [127] established sectional curvature estimates for submanifolds
with scalar curvature bounded below immersed in a tubular neighborhood of certain,
(P-submanifolds), embedded submanifolds of Hadamard manifolds. Theorem 5.8,
besides extending Hasanis and Koutroufiotis results to a larger class of submani-
folds, can be easily adapted to reproduce Giménez’s result.
For the proof of the main result in this section, Theorem 5.8, we will need the
Hessian comparison result in Theorem 1.4 for the Riemannian manifold P, in the
particular case where PKrad  b. Thus, following the notation in Theorem 1.4, one
has

h0 .t/
D Cb .t/;
h.t/
5.4 Cylindrically Bounded Submanifolds 297

so that

Hess P Cb .P / .h; i  dP ˝ dP / ; (5.62)

in the sense of symmetric bilinear forms, where P D distP . ; p/ and Hess stands
for the Hessian operator on P.
Now we are ready for the
Proof (of Theorem 5.8) (i) Let b .t/ be the function given by
8 p p
ˆ
<1  cos. b t/
ˆ if b > 0 and 0 < t < =2 b,
b .t/ D t2 if b D 0 and t > 0,
ˆ
:̂cosh.pb t/ if b < 0 and t > 0:

For later use note that b0 .t/ 0 on the domain of definition. Set P W R` P ! P
for the projection on the second factor. We define the function u W M ! R by setting

u D b .P / ı .P ı f /:

Note that, since P . f .M//  P BR . p/, u D supM u  b .R/ < C1. Now the
idea of the proof is similar to the idea of Jorge and Koutroufiotis in [154]. We
will apply the Omori-Yau maximum principle for the Hessian to the function u
in order to control the second fundamental form of the immersion restricted to
certain subspaces of the tangent space and apply Otsuki lemma in the estimate of
the sectional curvature.
To show the validity of the Omori-Yau maximum principle we may suppose that
sup MK < C1. Otherwise the estimate in (5.61) is trivially satisfied. In this case,
since the scalar curvature is an average of sectional curvatures from (5.43) it follows
that
0 12
Yk
M b2 %2M .x/ @ log.j/ .%M .x//A ; %M .x/
1;
Krad .x/ B (5.63)
jD1

for some positive constant Bb > 0, where MKrad denotes the radial sectional curvature
of M. According to Theorem 2.5, this curvature decay and completeness of M suffice
to conclude that the Omori-Yau maximum principle for the Hessian holds on M.
Therefore, there exists a sequence of points fxk g in M with the properties

1 1 1
(i) u.xk / > u  ; (ii) jru.xk /j < ; and (iii)0 Hess.u/.xk / < h; i: (5.64)
k k k
298 5 Miscellany Results for Submanifolds

To compute Hess.u/ we use formula (1.177). For x 2 M, setting z D P . f .x//

we have
˝ ˛
Hess.u/.x/ D Hess .b .P //.z/.d.P ı f /; d.P ı f // C rb .P /; rd.P ı f /.x/ P ;
(5.65)

where, to clarify the writing, Hess and r denote respectively the Hessian and the
gradient operator on P. Now, since f is an isometric immersion, indicating with II
its second fundamental tensor,

rd.P ı f / D rdP .df ; df / C dP .II. ; // D dP .II. ; //; (5.66)

where the last equality is due to the fact that P , as immediately verified, is
totally geodesic. We now estimate the term Hess .b .P //.z/.d.P ı f /; d.P ı f //.
By Eqs. (5.62), (1.182) and b0 0 we have

Hess .b .P //.z/.d.P ı f /; d.P ı f //

D b0 .P /.z/ Hess .P /.d.P ı f /; d.P ı f //

C b00 .P /.z/.dP ˝ dP /.d.P ı f /; d.P ı f //
b0 .P /.z/Cb .P .z// fhd.P ı f /; d.P ı f /iP
dP ˝ dP .d.P ı f /; d.P ı f //g
C b00 .P /.z/.dP ˝ dP /.d.P ı f /; d.P ı f //:

Taking into account that b satisfies the differential equation

b00  Cb .t/b0 D 0;

the above inequality simplifies to

Hess .b .P //.z/.d.P ı f /; d.P ı f //

b0 .P /.z/Cb .P .z//hd.P ı f /; d.P ı f /iP : (5.67)

Inserting (5.66) and (5.67) into (5.65) yields

Hess.u/.x/ b0 .P /.z/Cb .P .z//hd.P ı f /; d.P ı f /iP

˝ ˛
C rb .P /.z/; dP .II. ; // P (5.68)

in the sense of symmetric bilinear forms. Now, since m ` C 2, for each x 2 M we

can choose a subspace Vx  Tx M of a fixed dimension dim  Vx m` . 2/ such that
df .Vx / ? Tf .x/ R` , having canonically decomposed Tf .x/ R`  P as Tf .x/ R` ˚ Tf .x/ P.
5.4 Cylindrically Bounded Submanifolds 299

Thus, for each (say) v 2 Tf .x/ R` , hdf .Vx /; viR` P D 0. In particular, for Xx 2 Vx ,

j.P ı df /.Xx /jP D jdf .Xx /jR` P : (5.69)

Evaluating (5.68) in such an X D Xx and using (5.69) and Gauss lemma, we get

Hess.u/.x/.X; X/ b0 .P .z//Cb .P .z//jdf .Xx /jR` P

˝ ˛
C b0 .P .z// rP ; dP .II.X; X// P
n ˇ ˇ o
b0 .P .z// Cb .P .z//jXj2M  ˇdP.II.X;X// ˇP :

From this inequality and (5.64) (iii)0 we obtain, for each xk , X 2 Vxk , zk D P. f .xk // ,
and sk D s.xk /, where s.x/ D P .P . f .xk ///,

jXj2 n ˇ ˇ o
ˇ ˇ
> Hess.u/.xk /.X; X/ b0 .sk / Cb .sk /jXj2M  ˇdP.IIx .X;X// ˇ ;
k k P

hence

1
jdP .IIxk .X; X//jP Cb .sk /  jXj2M ;
kb0 .sk /

and finally

1
jIIxk .X; X/jR` P Cb .sk /  jXj2M :
kb0 .sk /
 
Now consider ˇxk W Vxk  Vxk ! Txk M ?  T R`  P , the restriction of the second
fundamental tensor IIxk to Vxk . We have that

dim Txk M ? D n  m  m  `  1  dimVxk  1

since 2m  1 n C `, and therefore we can apply Lemma 5.1 to ˇxk to conclude that
there exist linearly independent vectors Xk ; Yk 2 Vxk such that

II.Xk ; Xk / D II.Yk ; Yk / and II.Xk ; Yk / D 0I

furthermore, without loss of generality we can suppose jXk j jYk j 1. We will now
compare the sectional curvature MK.Xk ^ Yk / in M of the plane spanned by Xk and
`
Yk , with the sectional curvature R PK.Xk ^ Yk / in R`  P of the same plane. Observe
`
that, since Xk ; Yk 2 Vxk ? TR ,

R` P
K.Xk ^ Yk / D PK.Xk ^ Yk /:
300 5 Miscellany Results for Submanifolds

Then, by Gauss equations we have

` P
M
K.Xk ^ Yk /  PK.Xk ^ Yk / D MK.Xk ^ Yk /  R K.Xk ^ Yk /
hII.Xk ; Xk /; II.Yk ; Yk /i  jII.Xk ; Yk /j2
D
jXk j2 jYk j2  hXk ; Yk i2
 
jII.Xk ; Xk /j2 jII.Xk ; Xk /j 2

jXk j2 jYk j2 jXk j2
 2
1
Cb .sk /  0 :
kb .sk /

Thus
 2
1
sup MK  inf PK Cb .sk /  : (5.70)
M PB
R . p/ k b0 .sk /

Observe that u D b .s /, where s D supM s and sk ! s  R. Therefore, letting

k ! 1 we have that

sup MK  inf PK Cb2 .s / Cb2 .R/:

PB
M r . p/

This finishes the proof of item (i) in Theorem 5.8.

Remark 5.9 It is interesting to realize that in the proof of item (i) of Theorem 5.8
we have used only the weak maximum principle for the Hessian, since condition (ii)
in (5.64) is unnecessary.
(ii) In this case, we cannot apply directly the Omori-Yau maximum principle for
the Hessian, but we may apply parts of the proof of its version given in [227,
Theorem 1.9] by Pigola, Rigoli and Setti. It is worth pointing out that their approach
in [227] is different from the one presented in Chap. 3.
Consider again the function u W M ! R given by u D b .P / ı .P ı f /; as we
already know, u D supM u  b .R/. Let W M ! RC0 be defined by

Z !
jy.x/j
ds
.x/ D exp ;
0 .s/

where y.x/ D R` . f .x//. Since f is proper and P . f .M//  PBR . p/, we have jy.x/j !
C1 as x ! 1, and since 1 62 L1 .C1/, .x/ ! C1 as x ! 1.
We let x0 2 M with P . f .x0 // ¤ p and set

u.x/  u.x0 / C 1
uk .x/ D :
.x/1=k
5.4 Cylindrically Bounded Submanifolds 301

Thus uk .x0 / > 0 and since u  b .R/ < C1 and .x/ ! C1 as x ! 1, we have
that lim supx!1 uk .x/  0. Hence uk attains a positive absolute maximum at a point
xk 2 M: In this way, we produce a sequence fxk g  M . We begin by showing that

lim sup u.xk / D u : (5.71)

k!C1

To prove this, assume by contradiction that there exists a point xO 2 M such that

u.Ox/ > u.xk / C ı

for some ı > 0 and for each k k0 sufficiently large. If fxk g lies in a compact subset
of M , then up to passing to a subsequence, fxk g ! xN so that

u.Ox/ u.Nx/ C ı > u.Nx/:

On the other hand, since for every k

u.xk /  u.x0 / C 1 u.Ox/  u.x0 / C 1

uk .xk / D uk .Ox/ D ;
.xk /1=k .Ox/1=k

letting k ! C1 we deduce that

u.Nx/  u.x0 / C 1 D lim uk .xk / lim uk .Ox/ D u.Ox/  u.x0 / C 1;

k!C1 k!C1

showing that

u.Nx/ u.Ox/;

which is a contradiction. In the case where fxk g does not lie in any compact subset
of M then, using .xk / ! C1 as k ! C1 on a subsequence, and for each k such
that .xk / > .Ox/, we have

u.Ox/  u.x0 / C 1 u.xk /  u.x0 / C 1 C ı

uk .Ox/ D > > uk .xk /;
.Ox/1=k .xk /1=k

contradicting the definition of xk . This proves (5.71) and, by passing to a subse-

quence if necessary, we may assume that

lim u.xk / D u :
k!C1

Now consider first the case where xk ! 1 as k ! C1. Since uk attains a

positive maximum at xk we have ruk .xk / D 0 and Hess.uk /.xk /.X; X/  0 for every
302 5 Miscellany Results for Submanifolds

X 2 Txk M . This yields

u.xk /  u.x0 / C 1
ru.xk / D r .xk / (5.72)
k .xk /

and
   
u.xk /  u.x0 / C 1 1 1
Hess.u/.xk /  Hess. /.xk / C 1 d ˝d
k .xk / k .xk /
(5.73)
u.xk /  u.x0 / C 1
 Hess. /.xk /:
k .xk /

We now estimate the right-hand side of the above inequality from above. Since
R jyj
.x/ D
.y/ where y D y.x/ D R` . f .x// and
.y/ D exp. 0 ds=.s//, from (1.182)
we have

R`
Hess. /.x/.X; X/ D Hess.
/.y/.d.R` ı f /.X/; d.R` ı f /.X//
`
ChR r
.y/; rd.R` ı f /.X; X/i (5.74)
` `
for every vector X 2 Tx M , where R r and R Hess denote, respectively, the gradient
and the Hessian operators on R` . Observe also that

R`
.y/ R`
r
.y/ D rjyj;
.jyj/

and therefore
.x/ R`
r .x/ D rjyj: (5.75)
.jyj/

Thus, for every X 2 Tx M such that d.R` ı f /.X/ D 0 from (5.74) it follows that

.x/ R` .x/
Hess. /.x/.X; X/ D h rjyj; rd.R` ı f /.X; X/i  jII.X; X/j:
.jy.x/j/ .jy.x/j/

Therefore, by (5.60) we obtain

1 jIIx .X; X/j

Hess .x/.X; X/   jXj2 (5.76)
.x/ .jy.x/j/

for every X 2 Tx M with d.R` ı f /.X/ D 0.

As in the proof of item (i), since m ` C 2, we may choose for each xk 2 M a
subspace Vxk  Txk M with dimVxk m  ` 2 and such that df .Vxk / ? TR` . Then,
5.4 Cylindrically Bounded Submanifolds 303

d.R` ı f /.X/ D 0 for every X 2 Vxk , and from (5.73) and (5.76) we get

u.xk /  u.x0 / C 1 b .r/ C 1 2

Hess.u/.xk /.X; X/  Hess. /.xk /.X; X/  jXj ;
k .xk / k

for every X 2 Vxk . Moreover, using the Hessian comparison theorem, we also have
 
Hess.u/.x/.X; X/ b0 .s/ Cb .s/jXj2  jII.X; X/j (5.77)

for every X 2 Vxk , since d.R` ı f /.X/ D X . Therefore, we obtain

b .r/ C 1 2  
jXj Hess.u/.xk /.X; X/ b0 .sk / Cb .sk /jXj2  jIIxk .X; X/j
k

for every xk and every X 2 Vxk , where zk D P . f .xk // and sk D s.xk / D P .zk /. Hence
 
b .r/ C 1
jIIxk .X; X/j Cb .sk /  jXj2 :
kb0 .sk /

Reasoning now as in the last part of the proof of item (i), there exist linearly
independent vectors Xk ; Yk 2 Vxk such that, by Gauss equations,
 2  
j˛.Xk ; Xk /j b .R/ C 1 2
M
K.Xk ^ Yk /  PK.Xk ^ Yk / D Cb .sk /  :
jXk j2 kb0 .sk /

From here we obtain

 
P b .R/ C 1 2
sup K  inf K Cb .sk / 
M
; (5.78)
M PB . p/
R k b0 .sk /

and letting k ! 1 we conclude that

sup MK  inf PK Cb2 .s / Cb2 .R/;

PB
M r . p/

where s D supM s, u D b .s / and sk ! s  R.

To finish the proof of (ii), we need to consider the case where the sequence fxk g 
M remains in a compact set. In that case, passing to a subsequence if necessary, we
may assume that xk ! x1 2 M and u attains its absolute maximum at x1 . Thus
Hess.u/.x1 /.X; X/  0 for all X 2 Tx1 M . In particular, it follows from (5.77) that
for every X 2 Vx1
 
0 Hess.u/.x1 /.X; X/ b0 .s1 / Cb .s1 /jXj2  jIIx1 .X; X/j ;
304 5 Miscellany Results for Submanifolds

where s1 D P .P . f .x1 ///. Therefore

jIIx1 .X; X/j Cb .s1 /jXj2 :

 
By applying Lemma 5.1 to ˇx1 W Vx1  Vx1 ! Tx1 M ?  T R`  P , the restriction
of the second fundamental form IIx1 to Vx1 , and reasoning as in the last part of the
proof of (i), we have that there exist linearly independent vectors X1 ; Y1 2 Vx1
such that, by Gauss equations,
 2
jII.X1 ; X1 /j
M
K.X1 ; Y1 /  PK.X1 ; Y1 / D Cb2 .s1 /:
jX1 j2

Thus, we conclude that

sup MK  inf PK Cb2 .s1 / Cb2 .R/: (5.79)

PB
M r . p/

t
u

5.4.2 Mean Curvature Estimates and Stochastic Completeness

The Calabi problem in its original form, presented by Calabi [56] and promoted by
Chern [84] about the same time, consisted of two conjectures on Euclidean minimal
hypersurfaces. The first conjecture is that any complete minimal hypersurface of Rn
must be unbounded. The second and more ambitious conjecture asserted that any
complete, nonflat, minimal hypersurface in Rn has unbounded projections in every
.n  2/-dimensional subspace.
Both conjectures turned out to be false for immersed surfaces in R3 . First Jorge
and Xavier [155] exhibit a nonflat complete minimal surface lying between two
parallel planes. Later on Nadirashvili [205] constructed a complete minimal surface
inside a round ball in R3 . On the other hand, it was recently shown by Colding and
Minicozzi [91] that both conjectures hold for minimal surfaces which are embedded
in R3 with finite topology. Their work involves the close relation between the Calabi
conjectures and properness of the immersion.
It is worth pointing out that the immersed counterexamples to Calabi’s conjec-
tures discussed above are not proper. Hence, as observed in [18], it is natural to ask
if any possible higher dimensional counterexample to Calabi’s second conjecture
must be nonproper.
In the special case of minimal immersion, it follows from the main results of
Alías, Bessa and Dajczer in [18] that a complete hypersurface of Rn , n 3,
with bounded projection in a two dimensional subspace cannot be proper [18,
Corollary 1] (see Corollary 5.8 below). On the other hand, as another application
of the method in [18], one can also generalize the results by Markvorsen [184]
and Bessa and Montenegro [42] about stochastic incompleteness of minimal
submanifolds to submanifolds of bounded mean curvature.
5.4 Cylindrically Bounded Submanifolds 305

In this section we will introduce the main result in [18], which deals with the
mean curvature of cylindrically bounded submanifolds and can be stated as follows
(see [18, Theorem 1]).
Theorem 5.9 Let M and P be complete Riemannian manifolds of dimensions m and
n  ` respectively, with m ` C 1. Let f W M ! R`  P be a cylindrically bounded
isometric immersion with f .M/  R`  PBR . p/. Assume that the radial sectional
curvature PKrad along the radial geodesics P
p issuing from p satisfies pKrad  b in
P
BR . p/ and 0 < R < minfinjN . p/; =2 bg, where we replace =2 b by C1 if
b  0.
(i) If

.m  `/
sup jHj < Cb .R/;
M m

then M is stochastically incomplete.

(ii) If the immersion f W M ! R`  P is proper, then

.m  `/
sup jHj Cb .R/:
M m

In particular, for Euclidean hypersurfaces one has the following consequence.

Corollary 5.8 Let f W M ! Rn be a complete hypersurface with mean curvature H.
2
If f .M/  Rn2  R BR .o/ and supM jHj < 1=.n  1/R, then f cannot be proper.
Therefore, a complete minimal hypersurface of Rn , n 3, with bounded projection
in a two-dimensional subspace cannot be proper. Related to this, Sa Earp and Rosen-
berg proved earlier [106] the weaker fact that a complete minimal hypersurface of
Rn with bounded projection in an .n  1/-dimensional subspace cannot be proper.
As an application of Corollary 5.8, it follows that any possible counterexample M to
the higher dimensional second Calabi conjecture (with n 4) must be nonproper,
since it should satisfy
2
f .M/  R2  R BR .o/  Rn2  R BR .o/:
n2

In other words, the second Calabi conjecture is true for proper immersions when
n 4.
Remark 5.10 Observe that the assumption on the bound of the mean curvature in
Corollary 5.8 cannot be weakened since 1=.n  1/R is the mean curvature of the
cylinder Rn2  S1 .R/. On the other hand, Martín and Morales [186] constructed
examples of complete minimal surfaces properly immersed in the interior of a
2
cylinder R  R BR .o/. By the above result these surfaces cannot be proper in R3 .
Proof (of Theorem 5.9)
(i) Suppose that M is stochastically complete or, equivalently, that the weak
maximum principle holds on M (see Theorem 2.8). As in the proof of (i) in
306 5 Miscellany Results for Submanifolds

Theorem 5.8, let u D b .P / ı .P ı f /, where b , P and P are defined at the

beginning of that proof. Since P . f .M//  PBR . p/, we have that u D supM u 
b .R/ < C1. The idea of the proof is to apply the weak maximum principle to the
function u.
Let x 2 M and let fe1 ; : : : ; em g be an orthonormal basis for Tx M. Proceeding as
in the proof of Theorem 5.8 (i), and using the same notation, we have

X
m X
m
Hess.u/.x/.ei ; ei / D b0 .s/ Hess .P /.z/.d.P ı f /.ei /; d.P ı f /.ei //
iD1 iD1
(5.80)
XD E2
C Cb .s/b0 .s/ rP ; d.P ı f /.ei /
P
i
D E
C mb0 .s/ rP ; dP .H/ ;
P

where s D P .z/ and z D P . f .x//. Therefore, by the Hessian comparison theorem,

that is, using (5.62) we have

X
m
Hess.P /.z/.d.P ı f /.ei /; d.P ı f /.ei //
iD1
(
m 
)
X D E2 
2
Cb .s/ jd.P ı f /.ei /j  rP ; d.P ı f /.ei / :
iD1

From here and (5.80) we obtain

X
m X
m
u.x/ D Hess.u/.x/.ei ; ei / b0 .s/Cb .s/ jd.P ı f /.ei /j2
iD1 iD1
D E
C mb0 .s/ rP .z/; dP .H/
P

X
m
b0 .s/Cb .s/ jd.P ı f /.ei /j2  mb0 .s/ sup jHj:
iD1 M

Pm
Moreover, since m D iD1 jd.P ı f /.ei /j2 C jd.R` ı f /.ei /j2 , we have

u.x/ b0 .s/ .m  `/Cb .s/  m sup jHj :
M

Since the weak maximum principle holds on M and u  b .R/ < C1, there
exists a sequence of points fxk g  M satisfying

1 1
(i) u.xk / > u  ; and (ii) u.xk / < :
k k
5.4 Cylindrically Bounded Submanifolds 307

Then, setting sk D s.xk / we deduce

 
1
> u.x/ b0 .sk / .m  `/Cb .sk /  m sup jHj :
k M

Finally, since limk!1 b0 .sk / > 0, letting k ! 1 we have

.m  `/
sup jHj Cb .R/:
M m

This finishes the proof of item (i) in Theorem 5.9.

(ii) After item (i), it suffices to prove that the weak maximum principle holds
on M. Indeed, we will show something stronger, namely, the validity of the Omori-
Yau maximum principle. According to Theorem 2.4, it is enough to find a function
 W M ! RC 0 satisfying all the three requirements (i)–(iii) of the Theorem itself.
Since f is proper and f .M/  R`  PBR . p/, the function .x/ D jy.x/j, where
y.x/ D R` . f .x//, satisfies .x/ ! C1 as x ! 1. Moreover, outside of a compact
set, we now have
` P `
jr.x/j  jR rjy.x/jj D jR r jyjj D 1:

Therefore,  satisfies conditions (i) and (ii). Let us now check that the validity of
(iii).
To compute  , that is, the Laplacian of .x/ D R` .R` . f .x///, we proceed
similarly to what we did before: fixed an orthonormal frame fei g, i D 1; : : : ; m, on
M we have

X
m D E
 D Hess R` .d.R` ı f /.ei /; d.R` ı f /.ei // C m rR` ; dR` .H/
R`
iD1
( m m D
)
1 X X E2
D jd.R` ı f /.ei /j2  rR` ; d.R` ı f /.ei /
R` iD1 iD1
D E
C m rR` ; dR` .H/ ` :
R

We may assume that

sup mjHj.x/ < C1;

M

otherwise, supM jHj D C1 and there is nothing to prove. Hence, from the above
we have
m
.x/  C mjHj.x/ 
.x/
308 5 Miscellany Results for Submanifolds

outside a compact set for some constant sufficiently large. Summing up, the
function  W M ! RC 0 satisfies all the three requirements in Theorem 2.4 and
therefore the Omori-Yau maximum principle for the Laplacian holds on M. The
result then follows from (i). t
u

5.5 Consequences on the Gauss Map of Submanifolds

of Euclidean Space

The same kind of problems can be considered also for smooth maps ' W M ! N
with .M; g/ and .N; h/ generic Riemannian manifolds. For a general N not splitting
into a product of the type N1  N2 , it only makes sense to consider the case
where '.M/ is bounded in N. We recall the following notion already mentioned
in Sect. 1.9.
Definition 5.2 A geodesic ball BR .q/  .N; h/ is called a regular ball if it is
contained in the complement of the cut locus of q and, denoting with N Kp the
supremum of the sectional curvatures of N at p, we have

maxf0; sup N
Kp g1=2 < :
p2BR .q/ 2R

In particular, if BR .q/ is a regular ball the distance function .y/ D dist.N;h/ .y; q/ is
smooth on BR .q/ n fqg .
Remark 5.11 Since the injectivity radius of any point p is positive, regular balls
do always exist. Strictly speaking in what follows we are only interested in the
smoothness of .y/. However, the nontrivial result of [118] contained in Lemma 5.2
below, and that will be essential in Theorem 5.11, is stated in terms of regular
geodesic balls. This justifies our choice.
Next result, in case of an isometric immersion into a Euclidean ball, yields the
validity of the first Calabi conjecture if .M; g/ is stochastically complete. We need
the following extended form, proved in [225], in the proof of Theorem 5.11 below.
The argument is quite elementary.
Proposition 5.2 Let .M; g/ be a stochastically complete manifold and ' W M !
.N; h/ a smooth map with image '.M/ contained in a regular geodesic ball BR .q/
of N. Suppose that
N
K  b on BR .q/ (5.81)

for some b 2 R. Furthermore, assume that

j .'/j  0 (5.82)
5.5 Consequences on the Gauss Map of Submanifolds of Euclidean Space 309

for some 0 2 RC , where .'/ is the tension field of the map '. Then, having set

e D inf e.'/ (5.83)

M

we have
8 p
ˆ
ˆ .i/ R p1b arctan.2 b e0 /; if b > 0;
ˆ
ˆ
ˆ
ˆ
<
.ii/ R 2 e0 ; if b D 0; (5.84)
ˆ
ˆ
ˆ
ˆ
ˆ p
:̂ .iii/ R p1 arctanh.2 b e /; if b < 0.
b 0

Remark 5.12 For the definition of .'/ see Sect. 1.7 of Chap. 1.
Proof We limit ourselves to the case b < 0, the other cases being similar. Let .y/ D
dist.N;h/ .y; q/. By the Hessian comparison theorem and (5.81) we have
p p
Hess./ b coth. b/.h  d ˝ d/: (5.85)

To simplify the writing let b D 1 and set

1
uD cosh  ı ':
2
Then, if m D dim M, by the composition law (1.181) of the Laplacian,

X
m
1 1
u D Hess. cosh /.d'.ei /; d'.ei // C d. cosh /. .'//;
iD1
2 2

where fei g, i D 1; : : : ; m, is a local orthonormal frame on M. From (5.85) we deduce

u .2e.'/ C tanh. ı '/h.r; .'/// u: (5.86)

Since u 1=2 and

 tanh.R/ 0  tanh. ı '/h.r; .'//;

using Cauchy-Schwarz inequality we obtain

1
u 2.e  tanh.R/ 0 /u: (5.87)
2
310 5 Miscellany Results for Submanifolds

1
Since u  2 cosh.R/, applying the weak maximum principle to (5.87) we obtain

1
e tanh.R/ 0  0;
2
which is equivalent to the validity of (5.84) (iii). t
u
Now we will consider an isometric immersion f W M ! Rn together with its
Gauss map f W M ! Gm .Rn //, from M into the Grassmann manifold of m-
planes through the origin of Rn , where m D dim M. Since we shall need to perform
some computations, we next describe the Riemannian geometry of Gm .Rn / with
its canonical metric. Towards this aim we consider the usual action of the (proper)
rotation group SO.n/ on Rn . This action induces an action on Gm .Rn / which is
clearly transitive. We let f"1 ; : : : ; "n g be the canonical basis of Rn and we fix as an
origin of Gm .Rn / the point o D spanf"1 ; : : : ; "m g, that is, the m-dimensional vector
space generated by "1 ; : : : ; "m . The isotropy subgroup of the action of SO.n/ on
Gm .Rn / fixing the origin o is the subgroup SOo .n// given by

SOo .n/ D diag.A; B/ (5.88)

with A 2 O.m/, B 2 O.n  m/ and detA  detB D 1. We can thus realize Gm .Rn / as
the homogeneous space

SO.n/=SOo.n/:

We fix the indices convention

1  a; b; : : :  n; 1  i; j; : : :  m; m C 1  ˛; ˇ; : : :  n:

To describe the Riemannian structure of Gm .Rn / we let fba g be the Maurer-Cartan

forms of SO.n/ and let  be a local section of the principal fiber bundle

SOo .n/
 W SO.n/ ! Gm .Rn /;

where  W A ! span fA1 ; : : : ; Am g, with Ai , i D 1; : : : ; n the columns of the matrix

A. In what follows, throughout this paragraph we shall omit the pullback notation.
Since a change of local section is of the type

Q D   K; K W U  Gm .Rn / ! SOo .n/;

U  Gm .Rn / open, from the transformation law of the Maurer-Cartan form of SO.n/
(see [152]) given by
   
Q 1 d Q D Td
Q Q D TK Td K C T KdK D K 1  1 d K C K 1 dK;
5.5 Consequences on the Gauss Map of Submanifolds of Euclidean Space 311

we immediately see that the quadratic form

X
ds2 D .i˛ /2 (5.89)
i;˛

is independent of the choice of  and therefore defines a metric on Gm .Rn / with

local orthonormal coframe given by the forms

' ˛;i D i˛ ; with 1  i  m; m C 1  ˛  n: (5.90)

The corresponding Levi-Civita connection forms are

˛;i
'ˇ;j D ıˇ˛ ji C ıji ˇ˛ ; (5.91)

as they can be easily found by following the procedure in Proposition 1.1 or simply
guessed by the Maurer-Cartan equations dba D ca ^ bc on SO.n/, verifying that
they satisfy Eqs. (1.4) and (1.5).
In a way analogous to what we have done for the Grassmannian, we describe Rn
as the homogeneous space

Rn D Rn Ë SO.n/=SOo.n/; (5.92)

where the semidirect product Rn Ë SO.n/ is the group of (proper) rigid motions of
Rn and SO.n/ is the isotropy group at the origin 0 2 Rn . We denote by

SO.n/
1 W Rn Ë SO.n/ ! Rn (5.93)

the projection of the principal bundle, that is, 1 W .x; A/ ! x. Let

be a local
section of (5.93) and let f a ; ba g be the Maurer-Cartan forms of Rn Ë SO.n/. The
quadratic form
X
h ; i Rn D . a /2 on Rn (5.94)
a

is independent of the choice of

and defines the Euclidean metric of Rn . The
corresponding Levi-Civita connection forms are

fba g: (5.95)

We let F W Rn Ë SO.n/ ! SO.n/ be the map

F W .x; A/ ! A: (5.96)
312 5 Miscellany Results for Submanifolds

Given the isometric immersion f W M ! Rn and the Darboux frame . f ; e/ along f ,

where e D fe1 ; : : : ; em ; emC1 ; : : : ; en g, the Gauss map f W M ! Gm .Rn / is defined
by

f . p/ D spanp fe1 ; : : : ; em g (5.97)

in such a way that the following diagram is commutative:

(5.98)

For later use we shall reprove here the well known result of Ruh and Vilms [249].
Theorem 5.10 Let f W M ! Rn be an isometric immersion. Then f has parallel
mean curvature vector if and only if f W M ! Gm .Rn / is a harmonic map.
Proof Recall that, with respect to a Darboux frame, . f ; e/, along f , the coefficients
of the second fundamental tensor II are given by h˛ij where

i˛ D h˛ij  j ; h˛ij D h˛ji :

Using the commutativity of the diagram (5.98) we obtain

f ' ˛;i D i˛ D h˛ij  j ; (5.99)

so that, with our notation (see Chap. 1),

.f /˛;i ˛
j D hij : (5.100)

We then compute the generalized second fundamental tensor of f according

to (5.100). We have
ˇ;t
.f /˛;i ˛;i ˛;i t ˛;i
jk  D d.f /j  .f /t j C .f /j 'ˇ;t
k

ˇ
D dh˛ij  h˛it jt C htj .ıˇ˛ ti C ıti ˇ˛ /

D h˛ijk  k :

From Codazzi equations

h˛ijk D h˛jik D h˛jki ;

5.5 Consequences on the Gauss Map of Submanifolds of Euclidean Space 313

so that

.f /˛;i ˛ ˛
kk D hikk D hkki :

In other words, .f / D 0 if and only if rH D 0. t

u
Let GC
m .R /
n
be the Grassmann manifold of oriented m-planes in R , so thatn

GC
m .R n
/ D SO.n/=SO.n/  SO.n  m/. Having fixed q 2 GC m .R /, a geodesic
n

ball BR .q/ is regular if

(

2; if n  m D 1;
R<  (5.101)
p
2 2
; if n  m > 1.

To describe a regular geodesic ball in algebraic terms is far from being trivial. The
next result is due to Fischer-Colbrie [118], and we refer to her paper for the proof.
Lemma 5.2 Let m .Rn / be the algebra of m-multivectors of Rn with inner product
h; i induced by the usual inner product of Rn . Consider the Plücker embedding

P W GC
m .R / ,! m .R /
n n

associating to the oriented plane ˘ 2 GC m .R / spanned by the oriented orthonormal

n

vectors e1 ; : : : ; em the unit m-vector e1 ^    ^ em . Let R > 0 be as in (5.101) and

define
p
BR .q/ D f˘ 2 GC
m .R / W h˘; qi cos .R= m/g:
n m

Then BR .q/ is contained in the regular geodesic ball BR .q/.

We are now ready to prove
Theorem 5.11 Let f W M ! Rn be an isometric immersion of a stochastically
complete oriented manifold of dimension m into Rn with parallel mean curvature
vector. Suppose there exists a decomposable m-vector q such that for each x 2 M
p
hf .x/; qi cosm .R= m/

with R as in (5.101). Then f is minimal.

Remark 5.13 For a previous version of the result see [153].
Proof From the Ruh-Vilms theorem, Theorem 5.10, f is harmonic. Thus, for any
0 > 0

j .f /j  0 :
314 5 Miscellany Results for Submanifolds

Because of Lemma 5.2,

f .M/  BR .q/

with BR .q/ a geodesic regular ball in GCm .R /. Because of Proposition 5.2

n

(
0
tan R; p if n  m D 1;
inf e.f /  2p 0
M
2 2
tan. 2R/; if n  m > 1.

In both cases, due to the arbitrariness of 0 we deduce

inf e.f / D 0: (5.102)

M

On the other hand,

X X
f .ds2 / D .' ˛;i /2 D .h˛ij  j /2
˛;i ˛;i

with respect to an oriented Darboux frame . f ; e/ along f . Thus making explicit the
computations, with the help of Gauss equations, we obtain

f .ds2 / D RicM C mhII; Hi:

Tracing the above with respect to the metric g of M induced by f , we obtain

2e.f / D S C m2 jHj2 :

A further application of Gauss equation yields

jIIj2 D m2 jHj2  S:

Hence, from (5.102) we deduce

inf jIIj2 D 0:
M

But

jHj2  jIIj2

and since jHj is constant it follows that H D 0. t

u
Let us consider again the Plücker embedding P W GC
m .R / ,! m .R /. We
n n

recall that
!
n
dim m .R / D
n
m
5.5 Consequences on the Gauss Map of Submanifolds of Euclidean Space 315

 
so that the unit sphere in m .Rn / has dimension d D mn  1 and it will be indicated
by Sd . Identifying an oriented m-plane of Rn with a unitary m-multivector we may
think of f as a map with values in Sd . Having fixed an oriented m-plane ˘ with
oriented orthonormal basis fv1 ; : : : ; vm g we define the angle  between ˘ and f .x/
via

cos  D hv1 ^    ^ vm ; e1 ^    ^ em i (5.103)

where fei g, i D 1; : : : ; m is the part of the oriented Darboux frame . f ; e/ along f

tangent to M at x.
Definition 5.3 We shall say that f .x/ is contained in the open spherical cap C0 .V/
centered at V D v1 ^    ^ vm with radius 0 , 0  0   if and only if

cos  > cos 0 : (5.104)

f .x/ will be contained in the closure C0 .V/ if and only if

cos  cos 0 : (5.105)

In the proof of Theorem 5.12 below we shall need the following computational
result.
Lemma 5.3 Let f W M ! Rn be an isometric immersion of an oriented m-
dimensional manifold with associated Gauss map f W M ! Sd  m .Rn /. Fix
V D v1 ^    ^ vm 2 Sd a unit m-multivector. Set f .x/ D e1 ^    ^ em for an
oriented Darboux frame . f ; e/ along f , and define

u.x/ D hf .x/; Vi; (5.106)

so that 1  u  1. If f has parallel mean curvature vector then

r !
2 2.n  m  1/ p 2
u  jIIj u 1u ; (5.107)
nm

where II is the second fundamental tensor of f .

Proof Let f a g be a local, oriented Darboux coframe along f . We use the index
convention fixed above. Then

u D he1 ^    ^ em ; Vi (5.108)

and therefore if h˛ij are the coefficients of the second fundamental tensor of f we
have

i˛ D h˛ij  j : (5.109)

316 5 Miscellany Results for Submanifolds

Differentiating (5.108) we obtain

X
m
du D he1 ^    ^ dei ^    ^ em ; Vi
iD1

X
m
D .1/i1 he˛ ^ e1 ^    ^ eO i ^    ^ em ; Vih˛ij  j D uj  j ;
iD1

where, as usual, the symbol O means omitted. Indicating with ujk the coefficients of
Hess.u/, that is,

ujk  k D duj  uk jk ;

after an elementary but tedious computation using Codazzi equations we have

!
X
m
ujk  D d
k
.1/ i1
he˛ ^ e1 ^    ^ eO i ^    ^ em ; Vih˛ij
iD1
!
X
m
˛
 .1/ he˛ ^ e1 ^    ^ eO t ^    ^ em ; Vihtk jk
t1

tD1

D .1/i1 h˛ijk he˛ ^ e1 ^    ^ eO i ^    ^ em ; Vi

.1/i1 h˛ij h˛tk het ^ e1 ^    ^ eO i ^    ^ em ; Vi

X ˇ
C .1/i .1/t h˛ij htk he˛ ^ eˇ ^ e1 ^    ^ eO t ^    ^ eO i ^    ^ em ; Vi
t<i
#
X ˇ
C .1/ i1
.1/t h˛ij htk he˛ ^ eˇ ^ e1 ^    ^ eO i ^    ^ eO t ^    ^ em ; Vi  k
t>i

Now the fact that H is parallel is equivalent to

h˛iik D 0

which, by Codazzi equations, turns out to be equivalent to h˛kii D 0. Tracing ujk with
respect to j and k and using the above we obtain
XX ˇ ˇ
uCjIIj2 u D 2 .1/iCt Œh˛ik htk h˛tk hik he˛ ^eˇ ^e1 ^  ^Oet ^  ^Oei ^  ^em ; Vi:
˛<ˇ t<i
(5.110)
Next we set
XX ˇ ˇ
QD .1/iCt Œh˛ik htk  h˛tk hik `˛ˇti (5.111)
˛<ˇ t<i
5.5 Consequences on the Gauss Map of Submanifolds of Euclidean Space 317

with

`˛ˇti D he˛ ^ eˇ ^ e1 ^    ^ eO t ^    ^ eO i ^    ^ em ; Vi: (5.112)

To estimate Q from above we modify an idea of Reilly [241]. First of all we apply
Cauchy-Schwarz inequality to obtain
XX ˇ ˇ
XX
Q2  Œh˛ik htk  h˛tk hik 2 `2˛ˇti : (5.113)
˛<ˇ t<i ˛<ˇ t<i

To bound from above the term

XX
`2˛ˇti
˛<ˇ t<i

we simply observe that, since V is a unit m-multivector

XX
`2˛ˇti  1  u2 : (5.114)
˛<ˇ t<i

To estimate from above the remaining term in (5.113) we recall the following
algebraic result due to Chern et al. [87].
Lemma 5.4 Let C D .cij / and D D .dij / be symmetric n  n matrices. Then
0 12
X X X X
@ .cij djk  ckj dji /A  2. c2ij /. 2
dk` /: (5.115)
i;k j i;j k;`

In other words, if we set jCj to denote the Hilbert-Schmidt norm of the n  n matrix
C , we have

jCD  DCj2  2jCj2 jDj2 :

ˇ ˇ2
Proof Observing that jCj2 D ˇT 1 CT ˇ for every orthogonal n  n matrix T, without
loss of generality we may assume that D, for instance, is a diagonal matrix, with entries
d1 ; : : : ; dn . An easy computation now shows that
X  2  2
jCD  DCj2 D cij di  dj :
i¤j
318 5 Miscellany Results for Submanifolds

 2  2
Since di  dj  2 di C dj we deduce
X  2  2 X  2  2
jCD  DCj2 D cij di  dj  2 cij di C dj
i¤j i¤j
2 3 !
X  2 X
 24 cij 5 di2 D 2jCj2 jDj2
i¤j i

and the lemma follows. t

u
Next, we fix the indices ˛ and ˇ . Using the previous lemma we obtain
X ˇ ˇ 1X ˛ ˇ ˇ
X X ˇ
Œh˛ik htk  h˛tk hik 2 D Œhik htk  h˛tk hik 2  .h˛ik /2 .hik /2 D jII˛ j2 jIIˇ j2 ;
t<i
2 t;i i;k i;k

where we have set

II˛ D hII; e˛ i:

From the previous inequality we deduce

XX ˇ ˇ
X
Œh˛ik htk  h˛tk hik 2  jII˛ j2 jIIˇ j2 : (5.116)
˛<ˇ t<i ˛<ˇ

On the other hand, Newton’s inequalities give

!2
X .n  m/.n  m  1/ X jII˛ j2 nm1 4
˛ 2 ˇ 2
jII j jII j  D jIIj :
2 ˛
nm 2.n  m/
˛<ˇ

From (5.115) we finally obtain

XX ˇ ˇ nm1 4
Œh˛ik htk  h˛tk hik 2  jIIj : (5.117)
2.n  m/
˛<ˇ
t<i

Putting together (5.117), (5.114), (5.113) yields

s
n  m  1 2p
Q jIIj 1  u2 : (5.118)
2.n  m/

Using (5.118) together with (5.110) we obtain (5.107). t

u
We are now ready to state our result (see [239] for another version).
5.5 Consequences on the Gauss Map of Submanifolds of Euclidean Space 319

Theorem 5.12 Let f W M ! Rn be a complete, oriented, m-dimensional isometric

immersion with parallel mean curvature vector H. Assume that the scalar curvature
S.x/ of M satisfies

B
S.x/  m2 jHj2  (5.119)
.1 C r.x//

for some B > 0 and 0   < 2. Suppose furthermore that

log volBr
lim inf < C1: (5.120)
r!C1 r2

Then f .M/ is not contained in any closed spherical cap in S.m/1  m .Rn / of
n

radius
r
2.n  m  1/
 < arccos : (5.121)
3n  3m  2

Proof Given a unit multivector V D v1 ^    ^ vm , we set

u D hf ; Vi

By Lemma 5.3

u  b.x/f .u/

where we have set

b.x/ D jIIj2 .x/

and
r
2.n  m  1/ p
f .u/ D u  1  u2 :
nm

Since b.x/ D jIIj2 .x/ D m2 jHj2  S.x/, from (5.119) we see that

B
b.x/ > 0 on M:
.1 C r.x//

Since u is clearly bounded from below, it follows from Theorem 4.1 that f .u /  0.
Solving the inequality one obtains
r
2.n  m  1/
u 
3n  3m  2

as required. t
u
320 5 Miscellany Results for Submanifolds

5.6 An Application of the Open Weak Maximum Principle

We now perform a computation similar to what we did to obtain Eq. (1.180).

Suppose that M and N are manifolds with poles, respectively oM and oN . Let
M .y/ D dist.M;h ; iM / .y; oM / and N .z/ D dist.N;h ; iN / .z; oN /. We consider an
isometric immersion

f W ˙ ! M  N:

Letting M and N be the two canonical projections of the product manifold onto its
factors, we want to compute u and v, where u and v are respectively given by

u D 'M .M / ı M ı f ; v D 'N .N / ı N ı f ;

with 'M ; 'N W RC

0 ! R smooth functions to be chosen later. Of course it will
be enough to compute, for instance, the first. Towards this aim we recall that
from (1.181) we have

X
sDdim˙
˝ ˛
u D Hess .'M .M //.d.M ı f /.ei /; d.M ı f /.ei // C Mr'M .M /; .M ı f / :
iD1

(5.122)

where fei g is a local orthonormal frame on ˙. We therefore need to compute

d.M ı f / and .M ı f /. In order to do this we fix the index convention 1 
i; j; : : :  s D dim ˙, 1  ˛; ˇ; : : :  m D dim M, 1  a; b; : : :  n D dim N. We
can apply formula (1.180) again, but for our purposes we need to make explicit the
terms appearing in it. Thus it is in fact worth to redo the computation. Towards this
aim we let
˚ i ˚ i n o ˚ 
 ; j ; fei g; f ˛ g; ˇ˛ ; f"˛ g; f! a g; !ba ; fEa g

be local orthonormal coframes, with corresponding Levi-Civita connection forms

and dual frames, respectively on ˙, M and N; computations follow the same
formalism of Sect. 1.7 in Chap. 1. Recall that, for the product manifold structure on
M  N, f ˛ ; ! a g form a local orthonormal coframe, with corresponding connection
forms 'ˇ˛ D ˇ˛ , 'a˛ D '˛a D 0, 'ba D !ba ; now

M ˛
D ˛
;

so that
 
.M ı f /˛i  i D .M ı f / ˛
D f  M ˛
D f ˛
D fi˛  i ;
5.6 An Application of the Open Weak Maximum Principle 321

while

M ! a D 0;

implying

.M ı f /ai D 0:

It follows that

d.M ı f / D fi˛  i ˝ "˛ : (5.123)

We now compute .M ı f /, for M ı f W ˙ ! M. We have

ˇ
.M ı f /˛ij  j D dfi˛  fk˛ ik C fi ˛
ˇ D fij˛  j ;

while

.M ı f /aij  j D 0:

Hence,

.M ı f / D fii˛ "˛ : (5.124)

For later use (see Theorem 5.13) we note that, setting f  ! a D fia  i , since f is an
isometric immersion we have
 2  2
jd.M ı f /j2 C jd.N ı f /j2 D ˙i;a;˛ fi˛ C fia D s D dim ˙: (5.125)

We now insert (5.124) and (5.123) into (5.122) to obtain

X   X˝ ˛
ˇ
u D Hess .'M .M // fi˛ "˛ ; fi "ˇ C M
r'M .M /; fii˛ "˛ : (5.126)
i;˛;ˇ i;˛

Similarly
X   X ˝N ˛
v D Hess .'N .N // fia Ea ; fib Eb C r'N .N /; fiia Ea : (5.127)
i;˛;ˇ i;˛

Again, since f is an isometric immersion,

sH D fii˛ "˛ C fiia Ea

where H is the mean curvature of the immersion. Then the last term in the right-hand
side of (5.126) and (5.127) can be written respectively in the form
˝M ˛ ˝ ˛
r'M .M /; sH and Nr'N .N /; sH : (5.128)
322 5 Miscellany Results for Submanifolds

We are now ready to prove the following lemma, extending some previous result of
Dierkes [101]. This calculation has been performed also by de Lira and Medeiros
[98].
Lemma 5.5 Let M, N be complete manifolds with poles respectively oM and oN and
distance functions M , N as above. Assume
M
Krad .y/ GM .M .y// and N
Krad .z/  GN .N .z//: (5.129)

Let gM and gN be respectively the positive (if any) solutions on RC of the Cauchy
problems
( (
g00M .t/  GM .t/gM .t/ D 0 on RC
0 g00N .t/  GN .t/gN .t/ D 0 on RC
0
gM .0/ D 0; g0M .0/ D 1 gN .0/ D 0; g0N .0/ D 1

and define the functions

Z  Z 
'M ./ D gM .s/ ds; 'N ./ D gN .s/ ds: (5.130)
0 0

Let f W ˙ ! M  N be an isometric immersion of an s-dimensional manifold ˙

into the product manifold M  N and, setting M , N for the canonical projections
of M  N onto its factors, define

u D 'M .M / ı M ı f ; v D 'N .N / ı N ı f : (5.131)

Then
( P ˝ ˛
u  g0M .M .M ı f // siD1 jd.M ı f /.ei /j2 C s Mr'M .M /; H MN
P ˝ ˛
v g0N .N .N ı f // siD1 jd.N ı f /.ei /j2 C s Nr'N .N /; H MN ;
(5.132)

where fei g is a local orthonormal frame on ˙.

Proof By the Hessian comparison theorem, Theorem 1.4, we have

g0M .M /
Hess .M /  fh ; iM  dM ˝ dM g
gM .M /

in the sense of symmetric bilinear forms. Then by (1.168) and the definition (5.130)
of 'M we deduce

Hess .'M .M //  g0M .M /h ; iM :

5.6 An Application of the Open Weak Maximum Principle 323

Substituting this expression in (5.126) and using (5.128) we obtain

X
s
˝ ˛
u  g0M .M / jd.M ı f /.ei /j2 C s Mr'M .M /; H MN :
iD1

Similarly one obtains the second of (5.132). t

u
Remark 5.14 One can give bounds on GM and GN to guarantee that gM and gN be
positive on RC . A detailed discussion on this can be found for instance in [44].
Since here we are interested only in showing an application of the open form of
the weak maximum principle, we limit ourselves to the simplest case where GM 
GN  0. We prove the following
Theorem 5.13 Let M and N be manifolds with poles oM and oN and dimensions m
and n respectively. Assume that their radial sectional curvatures satisfy MKrad 0
and NKrad  0. Consider M  N with the product metric and the real function
 2   
 D  M ı M C N2 ı N
 
defined on M  N, with  2 ms
m
; 0 and where the integers s and m satisfy s >
m. Let f W ˙ ! M  N be an s-dimensional, stochastically complete, minimal
submanifold and ˝  ˙ an open set with @˝ ¤ ; such that, for some 2 RC 0 ,

f .@˝/  f.y; z/ 2 M  N W .y; z/ D g (5.133)

and  ı f is bounded above on ˝. Then

f .˝/  f.y; z/ 2 M  N W .y; z/  g: (5.134)

Proof On ˙ we consider the function w D  ı f . Specializing (5.132) to this case

we have

X
s X
s
w  jd.M ı f /.ei /j2 C jd.N ı f /.ei /j2
iD1 iD1

and therefore, by (5.125),

w s C .  1/jd.M ı f /j2 I

but

jd.M ı f /j2  m
324 5 Miscellany Results for Submanifolds

so that we finally obtain

w s C m.  1/ > 0; (5.135)

where the last strict inequality is due to our choice of the parameter . We now
reason by contradiction and we suppose that (5.134) is not satisfied. This means
that there exists at least a point x0 2 ˝ such that w.x0 / D . f .x0 // > . Note
that, by (5.133), w.x/ D . ı f /.x/  for each x 2 @˝. Therefore, sup@˝ w <
w.x0 /  sup˝ w. By Theorem 4.6, that is, the open form of the weak maximum
principle, we necessarily have

s C m.  1/  0;

a contradiction. t
u
Chapter 6
Applications to Hypersurfaces

The chapter begins with some introductory considerations on surfaces with constant
mean curvature into 3-dimensional space forms based on, by now classical,
works of Klotz, Osserman, Hoffman, Tribuzy. . . with the purpose to motivate their
appropriate extensions to the higher dimensional case. In particular, we analyze
their classification, lower and upper estimates on the Gaussian curvature and their
relative sharpness. The proofs of these classical results do strongly depend on the
conformal structure of the surfaces motivating the need of an alternative approach
in higher dimensions. Following Alías and García-Martínez [14, 15] we provide
new arguments based on the maximum principle. See for instance the proofs of
Theorems 6.4 and 6.5 below. We also provide a further approach based on the
principal curvature theorem (Theorem 6.7) of Smyth and Xavier [258].
We then focus our attention on the constant scalar curvature case with the aid
of the well-known Cheng and Yau operator  (that is, the differential operator
associated to the first Newton operator of a 2-sided hypersurface). The main result is
given in Theorem 6.10. Proceeding we introduce, in some detail, the general Newton
operators and briefly discuss the ellipticity of the associated differential operators.
These material will be used also, for instance, in Chap. 7. In order to achieve a
proof of Theorem 6.10 we Taylor an appropriate form of the Omori-Yau maximum
principle for trace operators under curvature assumptions, see Theorem 6.13. Its
proof follows the lines of that of Theorem 2.5, but we decided to report here some
details because of the existence of the cut locus.
In Sect. 6.3 we consider hypersurfaces ˙ whose image is contained into a non-
degenerate Euclidean cone. Motivated by the results of Chap. 5 we give a lower
bound estimate for sup˙ jHkC1 j=Hk , Hk the k-th mean curvature, in terms of the
width of the cone.
In the final section of the chapter we give the same type of estimates but in
case the image of ˙ is contained in a regular geodesic ball of a generic complete
Riemannian manifold N.

© Springer International Publishing Switzerland 2016 325

L.J. Alías et al., Maximum Principles and Geometric Applications,
Springer Monographs in Mathematics, DOI 10.1007/978-3-319-24337-5_6
326 6 Applications to Hypersurfaces

6.1 Constant Mean Curvature Hypersurfaces in Space

Forms

In a classical paper, Klotz and Osserman [160] characterized totally umbilical

spheres and circular cylinders as the only complete surfaces immersed into the
Euclidean 3-space R3 with constant mean curvature H ¤ 0 and whose Gaussian
curvature does not change sign. Later on, Hoffman [145] and Tribuzy [265] gave an
extension of that result to the case of surfaces with constant mean curvature in the
Euclidean 3-sphere S3 and in the hyperbolic space H3 , respectively. Specifically,
putting together the results of these authors in a single statement, one gets the
following result (see also [76, Proposition 3.3]).
Theorem 6.1 Let ˙ be a complete surface immersed into a 3-dimensional space
form with constant mean curvature H. If its Gaussian curvature K does not change
sign, then ˙ is either a totally umbilical surface or K D 0 and
1 3
(a) ˙ is a circular cylinder
p R  S .r/  R , r > 0,
(b) ˙ is a flat torus S . 1  r /  Sp.r/  S3 , 0 < r < 1,
1 2 1

(c) ˙ is a hyperbolic cylinder H1 . 1 C r2 /  S1 .r/  H3 , r > 0.

As a nice application of Theorem 6.1, one gets the following consequence for the
infimum of the Gaussian curvature of ˙.
Theorem 6.2 Let ˙ be a complete surface immersed into a 3-dimensional space
form with constant mean curvature H such that H 2 C c > 0, where c denotes the
constant sectional curvature of the ambient space (c D 0; 1; 1). Then either
(i) inf˙ K D H 2 C c, and ˙ is a totally umbilical surface, or
(ii) inf˙ K  0, with equality if and only if
1 3
(a) ˙ is a circular cylinder
p R  S .r/  R , r > 0,
(b) ˙ is a flat torus S . 1  r /  Sp.r/  S3 , 0 < r < 1,
1 2 1

(c) ˙ is a hyperbolic cylinder H1 . 1 C r2 /  S1 .r/  H3 , r > 0.

Actually, it follows from the Gauss equation of the surface that K  H 2 C c on
˙, with equality at the umbilical points of ˙. Therefore, inf˙ K  H 2 C c with
equality if and only if ˙ is totally umbilical. This proves part (i). Moreover, if
inf˙ K < H 2 C c then it must be inf˙ K  0 necessarily. Otherwise, one would
have K inf˙ K > 0 which is not possible by Theorem 6.1, since the nontotally
umbilical surfaces in (a), (b) and (c) are all flat. This shows that inf˙ K  0. Finally,
if equality holds, inf˙ K D 0, then K 0 and the result follows from Theorem 6.1.
As another nice application of Theorem 6.1, one also gets the following
consequence for the supremum of the Gaussian curvature of ˙.
6.1 Constant Mean Curvature Hypersurfaces in Space Forms 327

Theorem 6.3 Let ˙ be a complete surface immersed into a 3-dimensional space

form with constant mean curvature H. Then either
(i) sup˙ K D H 2 C c, or
(ii) 0  sup˙ K < H 2 C c, with equality sup˙ K D 0 if and only if
1 3
p R  S .r/  R , r > 0,
(a) ˙ is a circular cylinder
(b) ˙ is a flat torus S . 1  r /  Sp.r/  S3 , 0 < r < 1,
1 2 1

(c) ˙ is a hyperbolic cylinder H1 . 1 C r2 /  S1 .r/  H3 , r > 0.

In fact, one knows from the Gauss equation of the surface that sup˙ K  H 2 C c.
Moreover, if sup˙ K < H 2 C c then it must be sup˙ K 0 necessarily. Otherwise,
if one assumes that sup˙ K < 0 then it would follow that K  sup˙ K < 0 which is
not possible by Theorem 6.1, since the nontotally umbilical surfaces in (a), (b) and
(c) are all flat. This shows that either sup˙ K D H 2 C c or 0  sup˙ K < H 2 C c.
Finally, if equality sup˙ K D 0 holds, then K  0 and the result follows again from
Theorem 6.1.
Rotational surfaces show that the estimates in Theorems 6.2 and 6.3 are sharp.
For instance, let us consider the Delaunay rotational surfaces in the Euclidean space.
For a given constant H ¤ 0, we may consider the family of unduloids in R3 with
constant mean curvature H, which are given by the following parametrization

.s; / 7! .xB .s/; yB .s/ cos ; yB .s/ sin /; .s; / 2 R  Œ0; 2;

where 0 < B < 1 and

Z s
1 C B sin .2Ht/
xB .s/ D p dt
0 1 C B2 C 2B sin .2Ht/
p
1 C B2 C 2B sin .2Hs/
yB .s/ D
2jHj

(see [158] for the details). The first fundamental form of these surfaces is ds2 C
yB .s/2 d 2 and the Gaussian curvature is then

y00B .s/ 4H 2 B.B C sin .2Hs//.1 C B sin .2Hs//

KB .s; / D KB .s/ D  D :
yB .s/ .1 C B2 C 2B sin.2Hs//2

Therefore, for these examples we have

4H 2 B
inf KB D  <0
˙ .1  B/2

and

4H 2 B
sup KB D > 0:
˙ .1 C B/2
328 6 Applications to Hypersurfaces

Then, for a given " > 0 there exists 0 < B < 1 such that inf˙ KB D " < 0,
showing that the estimate inf˙ K  0 in Theorem 6.2 is sharp. On the other hand,
for a given " > 0 one may also find B1 ; B2 2 .0; 1/ such that sup˙ KB1 D " and
sup˙ KB2 D H 2  ", respectively, showing that the estimate 0  sup˙ K < H 2 in
Theorem 6.3 is also sharp (with c D 0).
It is worth pointing out that the proof of Theorem 6.1 (and hence Theorems 6.2
and 6.3) strongly depends on the conformal structure of the 2-dimensional surface
˙, and cannot be extended to higher dimensions. Our objective in this section is
to introduce extensions of Theorems 6.2 and 6.3 to the case of m-dimensional
hypersurfaces, m 3, using an alternative approach by Alías and García-Martínez
which is based on the maximum principles.
Specifically, we will prove the following extension of Theorem 6.2 (see [14,
Theorem 3]).
Theorem 6.4 Let ˙ be a stochastically complete hypersurface immersed into an
.m C 1/-dimensional space form, m 3, with constant mean curvature H such that
H 2 C c > 0, where c denotes the constant sectional curvature of the ambient space
(c D 0; 1; 1). If S stands for the scalar curvature of ˙, then
(i) either

inf S D m.m  1/.c C H 2 /

˙

and ˙ is a totally umbilical hypersurface,

(ii) or

bjHj;c
inf S  B (6.1)
˙

where
 p 
bjHj;c D m.m  2/ 2.m  1/c C mH 2 C jHj m2 H 2 C 4.m  1/c :
B
2.m  1/
(6.2)
Moreover, the equality inf˙ S D B bjHj;c holds and this infimum is attained at
some point of ˙ if and only if ˙ is a (stochastically complete) open piece of
(a) a circular cylinder R  Sm1p .r/  RmC1 , r >p
0,
(b) a minimal Clifford torus S . k=m/  Smk . .m  k/=m/  p
k
SmC1 , with
1 2
k D 1; : : : ; m  1, or a constantp mean curvature torus S . 1  r / 
S .r/  S
m1 mC1
, with 0 < rp< .m  1/=m,
(c) a hyperbolic cylinder H1 . 1 C r2 /  Sm1 .r/  HmC1 , r > 0.
In the particular case that ˙ is complete, we obtain the following consequence
(see [14, Corollary 4]).
6.1 Constant Mean Curvature Hypersurfaces in Space Forms 329

Corollary 6.1 Let ˙ be a complete hypersurface immersed into an .m C 1/-

dimensional space form, m 3, with constant mean curvature H such that
H 2 C c > 0, where c denotes the constant sectional curvature of the ambient space
(c D 0; 1; 1). Then
(i) either

inf S D m.m  1/.c C H 2 /

˙

and ˙ is a totally umbilical hypersurface,

(ii) or

bjHj;c :
inf S  B
˙

Moreover, the equality inf˙ S D B bjHj;c holds and this infimum is attained at
some point of ˙ if and only if ˙ is
(a) a circular cylinder R  Sm1p .r/  RmC1 , r >p
0,
(b) a minimal Clifford torus S . k=m/  Smk . .m  k/=m/  p
k
SmC1 , with
1 2
k D 1; : : : ; m  1, or a constantp mean curvature torus S . 1  r / 
S .r/  S
m1 mC1
, with 0 < rp< .m  1/=m,
(c) a hyperbolic cylinder H1 . 1 C r2 /  Sm1 .r/  HmC1 , r > 0.
On the other hand, Theorem 6.3 admits the following extension to the m-
dimensional case (see [15, Theorem 6]).
Theorem 6.5 Let ˙ be a hypersurface immersed into an .mC1/-dimensional space
form, m 3, with constant mean curvature H and with two distinct principal
curvatures, one of them being simple. Assume that the Omori-Yau maximum
principle holds on ˙, and let c denote the constant sectional curvature of the
ambient space (c D 0; 1; 1).
(i) If H 2 C c 0 then

BjHj;c  sup S  m.m  1/.c C H 2 /;

˙

where

m.m  2/  p 
BjHj;c D 2.m  1/c C mH 2  jHj m2 H 2 C 4.m  1/c :
2.m  1/
(6.3)
2
(ii) If H C c < 0 (necessarily with c D 1) then either

sup S D m.m  1/.1 C H 2 /

˙
330 6 Applications to Hypersurfaces

or 4.m  1/=m2  H 2 < 1 and

bjHj;1 < m.m  1/.1 C H 2 /;

BjHj;1  sup S  B
˙

bjHj;c is given by (6.2).

where B
Moreover, the equality sup˙ S D BjHj;c holds and this supremum is attained at some
point of ˙ if and only if ˙ is an open piece of
(a) a circular cylinder Rm1  S1 .r/  Rp mC1
, r > 0,
1
a constant mean curvature torus S . 1  r2 /  Sm1 .r/  SmC1 , with r
(b) p
.m  1/=m, p 1
(c) a hyperbolic
p cylinder Hm1 . 1 C r2 /  S p.r/  H
mC1
, with either r D
2
1= m.mp  2/ if H D 1, or 0 < r < 1= m.m  2/ in the case H 2 > 1,
p 2
or 1= m.m  2/ < r  1= m  2 in the case H < 1.
In particular, when ˙ is properly immersed, we have the following result (see
[14, Theorem 4]).
Corollary 6.2 Let ˙ be a hypersurface which is properly immersed into an .mC1/-
dimensional space form, m 3, with constant mean curvature H and with two
distinct principal curvatures, one of them being simple.
(i) If H 2 C c 0 then

BjHj;c  sup S  m.m  1/.c C H 2 /:

˙

(ii) If H 2 C c < 0 (necessarily with c D 1) then either

sup S D m.m  1/.1 C H 2 /

˙

or 4.m  1/=m2  H 2 < 1 and

bjHj;1 < m.m  1/.1 C H 2 /:

BjHj;1  sup S  B
˙

Moreover, the equality sup˙ S D BjHj;c holds and this supremum is attained at some
point of ˙ if and only if ˙ is
(a) a circular cylinder Rm1  S1 .r/  Rp mC1
, r > 0,
1
a constant mean curvature torus S . 1  r2 /  Sm1 .r/  SmC1 , with r
(b) p
.m  1/=m, p 1
(c) a hyperbolic
p cylinder Hm1 . 1 C r2 /  S p.r/  H
mC1
, with either r D
2
1= m.mp  2/ if H D 1, or 0 < r < 1= m.m  2/ in the case H 2 > 1,
p 2
or 1= m.m  2/ < r  1= m  2 in the case H < 1.
6.1 Constant Mean Curvature Hypersurfaces in Space Forms 331

Remark 6.1 Regarding the condition of having two distinct principal curvatures, it
is well known, since the pioneering work of Otsuki [215], that if both principal
curvatures have multiplicity greater than 1, then the distributions of the space
of principal vectors corresponding to each principal curvature are completely
integrable and each principal curvature is constant on each of the integral leaves
of the corresponding distribution. In particular, if the mean curvature is constant,
then the two principal curvatures are also constant and the hypersurface is an
isoparametric hypersurface with exactly two constant principal curvatures, with
multiplicities k and m  k, and 1 < k < m  1. Then, by the classical results
on isoparametric hypersurfaces in Riemannian space forms [64, 172, 253] the
hypersurface must be an open piece of one of the three following
p standard product
embeddings: Rk  Sk .r/  RmC1 with r p > 0, if c D 0; Sk . 1  r2 /  Smk .r/ 
SmC1 with 0 < r < 1, if c D 1; and Hk . 1 C r2 /Smk .r/  HmC1 with r > 0, if
c D 1. Therefore, under the condition of having two distinct principal curvatures,
the interesting case for studying constant mean curvature hypersurfaces is the case
where one of the principal curvatures is simple, that is, with multiplicity 1.
In [273], Wei studied complete hypersurfaces in the Euclidean sphere with
constant mean curvature and with two distinct principal p curvartures, one of them
being simple, deriving a characterization of the tori S1 . 1  r2 /  Sm1 .r/ in terms
of the behavior of the squared norm of the second fundamental form (see also
[140] for a previous corresponding result for the case of minimal hypersurfaces
in SmC1 given by Hasanis et al.). It is worth pointing out that the estimates
in Corollary 6.1 for the infimum of the scalar curvature [equivalently, for the
supremum of the squared norm of the second fundamental form, see (6.10) below]
and in Corollary 6.2 for the supremum of the scalar curvature [equivalently, for the
infimum of the squared norm of the second fundamental form, see (6.11) below],
when written in terms of the second fundamental form, are equivalent to Wei’s
estimates, with the advantage that the new approach here works for hypersurfaces
in every Riemannian space form and that the estimate in Corollary 6.1 does not
need the condition of having two distinct principal curvatures. We also refer the
readers to [79, 139, 217] or [270] for other previous results about minimal compact
hypersurfaces with two distinct principal curvatures in the Euclidean sphere SmC1 .

6.1.1 Proof of the Main Results

Let ˙ be an oriented hypersurface isometrically immersed into an .m C 1/-

dimensional Riemannian space form of constant sectional curvature c D 0; 1; 1,
and denote by A W X.˙/ ! X.˙/ its second fundamental form (with respect to
a globally defined normal unit vector field ) and by H its mean curvature, H D
.1=m/ Tr.A/. In the general m-dimensional case, instead of the scalar curvature, it
will be more appropriate to deal with the so called traceless second fundamental
form of the hypersurface, which is given by ˚ D AHI, where I denotes the identity
operator on X.˙/. Observe that Tr.˚/ D 0 and j˚j2 D Tr.˚ 2 / D jAj2  mH 2 0,
332 6 Applications to Hypersurfaces

with equality if and only if ˙ is totally umbilical. For that reason, ˚ is also called
the total umbilicity tensor of ˙.
As is well known, the curvature tensor R of the hypersurface is given by Gauss
equations, which can be written both in term of A as

R.X; Y/Z D c.hX; ZiY C hY; ZiX/  hAX; ZiAY C hAY; ZiAX (6.4)

and in terms of ˚ as

R.X; Y/Z D .c C H 2 /.hX; ZiY C hY; ZiX/  h˚X; Zi˚Y C h˚Y; Zi˚X
CH.h˚X; ZiY C hY; Zi˚X  hX; Zi˚Y C h˚Y; ZiX/ (6.5)

for X; Y; Z 2 X.˙/. In particular, the Ricci and the scalar curvatures of ˙ are given,
respectively, by

Ric.X; Y/ D .m  1/chX; YiC mHhAX; Yi  hAX; AYi

D .m  1/.c C H 2 /hX; YiC .m  2/Hh˚X; Yi  h˚X; ˚Yi; (6.6)

for X; Y 2 X.˙/, and

S D m.m  1/R D m.m  1/c C m2 H 2  jAj2 D m.m  1/.c C H 2 /  j˚j2 : (6.7)

Here, and in what follows, with R we indicate the normalized scalar curvature.
From (6.7) we obtain the identities

m2 H 2 D jAj2 C m.m  1/.R  c/; (6.8)

and
m1 2
j˚j2 D jAj  .m  1/.R  c/ D m.m  1/H 2  m.m  1/.R  c/: (6.9)
m
In particular, if H is constant it follows from here that

inf S D m.m  1/.c C H 2 /  sup j˚j2 (6.10)

˙ ˙

and

sup S D m.m  1/.c C H 2 /  inf j˚j2 : (6.11)

˙ ˙

For the proof of the main results we will use the following Simons type formula
for the Laplace-Beltrami operator of jAj2 .
6.1 Constant Mean Curvature Hypersurfaces in Space Forms 333

Lemma 6.1 Let ˙ be a hypersurface immersed into an .m C 1/-dimensional

Riemannian space form (with constant sectional curvature c) and let A stand for
its second fundamental form. Then

1
jAj2 D jrAj2 C m Tr.A ı hess H/  cm2 H 2 C .cm  jAj2 /jAj2 C mH Tr.A3 /
2
(6.12)
where rA W X.˙/  X.˙/ ! X.˙/ denotes the covariant differential of A,

rA.X; Y/ D .rY A/X D rY .AX/  A.rY X/; X; Y 2 X.˙/:

Formula (6.12) follows from the more general formula (1.149) in the particular
case where the ambient space has constant sectional curvature c. For the sake
of completeness, we include here another derivation of it, following Nomizu and
Smyth [208].
Proof A standard tensor computation implies that

1 1
jAj2 D hA; Ai D jrAj2 C hA; Ai: (6.13)
2 2

Here A W X.˙/ ! X.˙/ is the rough Laplacian,

X
m
A.X/ D Tr.r 2 A.X; ; // D r 2 A.X; ei ; ei /;
iD1

where fe1 ; : : : ; em g is a local orthonormal frame on ˙. Recall that rA is symmetric

by the Codazzi equation of the hypersurface and, hence, r 2 A is also symmetric in
its two first variables,

r 2 A.X; Y; Z/ D r 2 A.Y; X; Z/; X; Y; Z 2 X.˙/:

With respect to the symmetries of r 2 A in the other variables, it is not difficult to see
that

r 2 A.X; Y; Z/ D r 2 A.X; Z; Y/ C R.Z; Y/AX  A.R.Z; Y/X/:

Thus, using Gauss Eq. (6.4) it follows from here that

X
m
 
A.X/ D r 2 A.ei ; ei ; X/ C R.ei ; X/Aei  A.R.ei ; X/ei / (6.14)
iD1

D Tr.rX .rA//  cmHX C .cm  jAj2 /AX C mHA2 X

D mrX rH  cmHX C .cm  jAj2 /AX C mHA2 X;
334 6 Applications to Hypersurfaces

where we have used the facts that trace commutes with rX and that Tr.rA/ D mrH
because of Codazzi equations (1.145) (see Remark 6.2 below). Therefore, by (6.13)
we conclude that

1 Xm
jAj2 D jrAj2 C m hrei rH; Aei i  cm2 H 2 C .cm  jAj2 /jAj2 C mH Tr.A3 /
2 iD1

D jrAj2 C m Tr.A ı hess H/  cm2 H 2 C .cm  jAj2 /jAj2 C mH Tr.A3 /:

t
u
Remark 6.2 For a hypersurface ˙ isometrically immersed into a general .m C 1/-
dimensional Riemannian manifold N, Codazzi equation (1.145) is equivalent, in
Koszul notation, to
N >
.rY A/X  .rX A/Y D R.X; Y/ (6.15)

for every X; Y 2 X.˙/, where A denotes the Weingarten operator with respect to .
Therefore in general, and using the fact that rei A is self-adjoint, we have for every
X 2 X.˙/

h.rei A/ei ; Xi D h.rei A/X; ei i D h.rX A/ei ; ei i C hNR.X; ei /; ei i;

so that

X
m
hTr.rA/; Xi D h.rei A/ei ; Xi
iD1

X
m X
m
D h.rX A/ei ; ei i C hNR.X; ei /; ei i
iD1 iD1

D Tr.rX A/  Ric.X; /
N

D rX .Tr A/  N Ric.X; /
D mhrH; Xi  N Ric.X; /:

In particular, it is enough for N to be Einstein to have Tr.rA/ D mrH.

When the mean curvature H is constant, then r˚ D rA and j˚j2 D jAj2 ,
and one can rewrite (6.12) in terms of ˚ as follows.
Corollary 6.3 Let ˙ a be hypersurface immersed into an .m C 1/-dimensional
Riemannian space form (with constant sectional curvature c) and let ˚ stand for its
total umbilicity tensor. If the mean curvature H is constant, then

1
j˚j2 D jr˚j2 C mH Tr.˚ 3 /  j˚j2 .j˚j2  m.c C H 2 //; (6.16)
2
6.1 Constant Mean Curvature Hypersurfaces in Space Forms 335

where r˚ W X.˙/  X.˙/ ! X.˙/ denotes the covariant differential of ˚,

r˚.X; Y/ D .rY ˚/X D rY .˚X/  ˚.rY X/; X; Y 2 X.˙/:

We will also need the following auxiliary result, known as Okumura’s lemma,
which can be found in [209] and [8, Lemma 2.6].
P
Lemma 6.2 Let a1 ; : : : ; am be real numbers such that miD1 ai D 0. Then

!3=2 !3=2
.m  2/ Xm X
m
.m  2/ Xm
p a2i  a3i p a2i :
m.m  1/ iD1 iD1 m.m  1/ iD1

Moreover, equality holds in the right-hand (respectively, left-hand) side if and only
if .m  1/ of the ai ’s are nonpositive (respectively, nonnegative) and equal.
P 2 2
Proof To simplify the notation, let us define m iD1 ai D b 0; we have thus to
prove that

.m  2/ 3 X 3
m
.m  2/ 3
p b  ai  p b:
m.m  1/ iD1 m.m  1/

We follow the proof of [8, Lemma 2.6]. If b D 0 we have nothing to prove, so we

can assume b > 0. Now we exploit thePmethod of Lagrange’s multipliers Pm to find
m 3
the critical
P point of the function F D a
iD1 i with the constraints iD1 ai D 0
2 2
and m a
iD1 i D b > 0. A simple computation shows that the critical points are
solutions of a quadratic equation of the form

b2
x2  x  D 0;
m
where  is a real constant. Since the solutions of previous equation are given by
q
˙ 2 C m4 b2
xC; D ;
2
it follows that (after reordering if necessary) the critical points are given by

a1 D a2 D : : : D ap D xC > 0; apC1 D apC2 D : : : D am D x < 0:

Evaluating F and the constraints at critical points gives

pxC C .m  p/x D 0;
p.xC /2 C .m  p/.x /2 D b2 ;
p.xC /3 C .m  p/.x /3 D FI
336 6 Applications to Hypersurfaces

this implies that

mp 2
.xC /2 D b;
mp
p
.x /2 D b2 ;
m.m  p/
h m  p  p i h p p i
FD xC C x b2 D xC  xC  jx j b2 :
m m m m
Since F decreases as p increases, F reaches its maximum Fmax for p D 1, and we
have, using previous equations,

.m  2/ 3
Fmax D .xC /3 C .m  1/.x /3 D p b ;
m.m  1/

while the symmetry of F implies that the minimum Fmin is equal to  p.m2/
m.m1/
. t
u
We are now ready to give the proof of the first main result of this chapter.
Proof (of Theorem 6.4) Since Tr.˚/ D 0, we may use Lemma 6.2 to estimate
Tr.˚ 3 / as follows

.m  2/
j Tr.˚ 3 /j  p j˚j3 ;
m.m  1/

and then

m.m  2/
mH Tr.˚ 3 / mjHjj Tr.˚ 3 /j  p jHjj˚j3 :
m.m  1/

Using this in (6.16), we find

1 m.m  2/
j˚j2 jr˚j2  p jHjj˚j3  j˚j2 .j˚j2  m.c C H 2 //
2 m.m  1/
j˚j2 PjHj;c .j˚j/; (6.17)

where

m.m  2/
PjHj;c .x/ D x2 C p jHjx  m.c C H 2 /:
m.m  1/
6.1 Constant Mean Curvature Hypersurfaces in Space Forms 337

Observe that, since H 2 C c > 0, the polynomial PjHj;c .x/ has a unique positive root
given by
p
m p 2 2 
˛jHj;c D p m H C 4.m  1/c  .m  2/jHj :
2 m1

If sup˙ j˚j D C1, then by (6.10) we have inf˙ S D 1, so that (6.1) holds
trivially and there is nothing to prove. If sup˙ j˚j < C1, then by applying the
weak maximum principle to the function j˚j2 we know that there exists fxk gk2N in
˙ such that

lim j˚j.xk / D sup j˚j; and j˚j2 .xk / < 1=k;

k!1 ˙

which jointly with (6.17) implies

1=k > j˚j2 .xk / 2j˚j2 .xk /PjHj;c .j˚j.xk //:

Taking limits here, we get 0 2.sup˙ j˚j/2 PjHj;c .sup˙ j˚j/, that is

.sup j˚j/2 PjHj;c .sup j˚j/ 0:

˙ ˙

It follows from here that either sup˙ j˚j D 0 or sup˙ j˚j > 0 and then
PjHj;c .sup˙ j˚j/ 0. In the former case, which by (6.10) is equivalent to

inf S D m.m  1/.c C H 2 /;

˙

it means that j˚j  0 and the hypersurface is totally umbilical. In the latter, it must
be sup˙ j˚j ˛jHj;c which by (6.10) is equivalent to inequality (6.1) since

inf S D m.m  1/.c C H 2 /  sup j˚j2  m.m  1/.c C H 2 /  ˛jHj;c

2 bjHj;c :
DB
˙ ˙

Moreover, assume that equality inf˙ S D B bjHj;c holds; equivalently, sup˙ j˚j D
˛jHj;c . In that case, PjHj;c .j˚j/  0 on ˙, which jointly with (6.17) implies that
j˚j2 is a subharmonic function on ˙. Therefore, if there exists a point x0 2 ˙ at
which this supremum is attained, then j˚j2 is a subharmonic function on ˙ which
attains its supremum at some point of ˙ and, by the strong maximum principle
for the Laplace-Beltrami operator, it must be constant, j˚j D constant D ˛jHj;c .
Thus, (6.17) becomes trivially an equality,

1
j˚j2 D 0 D j˚j2 PjHj;c .j˚j/:
2
338 6 Applications to Hypersurfaces

From here we obtain that r˚ D rA D 0, that is, the second fundamental form
of the hypersurface is parallel. If H D 0 (which can occur only when c D 1)
then by a classical local rigidity result by Lawson [168, Proposition 1]p we know
that ˙pis an open piece of a minimal Clifford torus of the form Sk . k=m/ 
Smk . .m  k/=m/  SmC1p , with k D 1; : : : ; m  1, which trivially satisfies
j˚j D constant D ˛0;1 D m. If H ¤ 0 then from the equality in (6.17) we
also obtain the equality in Okumura’s lemma (Lemma 6.2), which implies that
the hypersurface has exactly two constant principal curvatures, with multiplicities
.m  1/ and 1. Then, by the classical results on isoparametric hypersurfaces of
Riemannian space forms [64, 172, 253] we know that ˙ must be an open piece of
one of the three following standard product embeddings:
1
(a) Rm1p  S .r/  R
mC1
or R  Sm1 .r/  RmC1 with r > 0, if c D 0;
1 2
(b) S . 1 pr /  S .r/  SmC1 , with 0 < r < 1, if c Dp
m1
1; and
(c) Hm1 . 1 C r2 /  S1 .r/
p  H mC1
, with 0 < r < 1= m.m  2/ (recall that
H 2 > c D 1), or H1 . 1 C r2 /  Sm1 .r/  HmC1 , with r > 0, if c D 1.
Obviously, in all the examples above j˚j D constant and

S D m.m  1/.c C H 2 /  j˚j2 D constant:

A detailed analysis of the value of the constant S for these examples shows that
when c D 0 then S D 0 < B bjHj;0 for the standard products Rm1  S1 .r/, whereas
2 2
S D m .m  2/H =.m  1/ D B bjHj;0 for the standard products R  Sm1 .r/, with
r > 0. On the other hand, when c D 1 we can see that

m.m  2/  p 
bjHj;1
SD 2.m  1/ C mH 2  jHj m2 H 2 C 4.m  1/ < B
2.m  1/
p p
for the standard products S1 . 1  r2 /  Sm1 .r/ if r > .m  1/=m, whereas

bjHj;1
SDB
p
if 0 < r < .m  1/=m. Finally, when c D 1 we have that

m.m  2/  p 
bjHj;1
SD 2.m  1/ C mH 2  jHj m2 H 2  4.m  1/ < B
2.m  1/
p
forpthe standard products Hm1 . 1 C r2 /  S1 .r/, in the case where 0 < r <
1= m.m  2/, whereas

bjHj;1
SDB
p
for the standard products H1 . 1 C r2 /  Sm1 .r/, with r > 0. For the details, see
Appendix A in [14]. This finishes the proof of Theorem 6.4. t
u
6.1 Constant Mean Curvature Hypersurfaces in Space Forms 339

Proof (of Corollary 6.1) Obviously, if sup˙ j˚j D C1, then by (6.10) we have
inf˙ S D 1, so that (6.1) holds trivially and there is nothing to prove. If
sup˙ j˚j < C1, then we can estimate

Hh˚X; Xi jHjjh˚X; Xij jHjj˚jjXj2 jHj sup j˚jjXj2;

˙

and

h˚X; ˚Xi  j˚j2 jXj2  .sup j˚j/2 jXj2 ;

˙

for X 2 X.˙/. Then, by (6.6) we obtain for every X 2 X.˙/,

Ric.X; X/ D .m  1/.c C H 2 /jXj2 C .m  2/Hh˚X; Xi  h˚X; ˚Xi

 
.m  1/.c C H /  .m  2/jHj sup j˚j  .sup j˚j/ jXj2 :
2 2
˙ ˙

Therefore, if sup˙ j˚j < C1 then the Ricci curvature of ˙ is bounded from below
by the constant

C D .m  1/.c C H 2 /  .m  2/jHj sup j˚j  .sup j˚j/2 :

˙ ˙

Since ˙ is complete, by Theorem 2.3 the classical Omori-Yau maximum principle

holds on ˙ and the result follows directly from Theorem 6.4. t
u
Remark 6.3 Let us recall from Theorem 2.7 that every parabolic Riemannian
manifold is stochastically complete. Therefore, Theorem 6.4 remains valid for
parabolic hypersurfaces, with the advantage that if ˙ is assumed to be parabolic,
then it is not necessary to assume that the infimum of S is attained at some point of
˙ in order to conclude the characterization of the equality inf˙ S D B bjHj;c [14,
Corollary 6]. Indeed, if ˙ is parabolic and the equality inf˙ S D B bjHj;c holds,
then we have sup˙ j˚j D ˛jHj;c which implies that PjHj;c .j˚j/  0 on ˙. Then,
from (6.17) we have that j˚j2 is a subharmonic function on ˙ which is bounded
from above. Since ˙ is parabolic, it must be constant, j˚j D constant D ˛jHj;c . The
proof then finishes as in Theorem 6.4.
For the proof of Theorem 6.5, we will also need the following auxiliary result,
which can be found in [15] (see also [22, Lemma 8]).
Lemma 6.3 Let ˙ be an m-dimensional Riemannian manifold and consider T W
X.˙/ ! X.˙/ a symmetric tensor on ˙ with two distinct eigenvalues, one of them
being simple, such that Tr.T/ D 0 and its covariant differential rT is symmetric.
Then
mC2
jrTj2 D jrjTjj2 : (6.18)
m
340 6 Applications to Hypersurfaces

Proof Let us denote by  and  the two eigenvalues of T, with multiplicities .m1/
and 1, respectively. Observe that  and  are smooth functions on ˙ with  D
.m  1/, and

jTj2 D m.m  1/2 : (6.19)

Let D and D denote, respectively, the smooth distributions of the eigenspace

corresponding to each eigenvalue. It then follows from the fact that T and rT are
symmetric that D D D?  and D is an involutive distribution, that is, ŒX; Y 2 D
for every X; Y 2 D . This implies that X./ D 0 for every X 2 D . Actually, if
X; Y 2 D , then rT.X; Y/ D rT.Y; X/ implies that

Y./X  X./Y D ŒX; Y  T.ŒX; Y/ D 0:

Since dim.D / D m  1 2, this yields X./ D 0 for every X 2 D , and hence

X./ D 0 for every X 2 D .
Let fe1 ; : : : ; em g be a local orthonormal frame on ˙ diagonalizing the tensor T,
so that T.ei / D ei for every 1  i  m  1 and T.em / D em . In particular,

r D em ./em ; and jrj2 D em ./2 : (6.20)

Then, denoting by T˛;ˇ; D hrT.e˛ ; eˇ /; e i, we have that

X
m X
m
jrTj2 D jrT.e˛ ; eˇ /j2 D 2
T˛;ˇ;
˛;ˇD1 ˛;ˇ; D1

X
m1 X
m1
 2 
2 2 2
D Ti;j;k C Ti;j;m C Ti;m;j C Tm;i;j
i;j;kD1 i;jD1

X
m1
 
2 2 2 2
C Ti;m;m C Tm;i;m C Tm;m;i C Tm;m;m :
iD1

From the symmetries of T and rT we know that T˛;ˇ; D T;ˇ;˛ and T˛;ˇ; D Tˇ;˛; ,
respectively, for every 1  ˛; ˇ;   m, which in turns yields T˛;ˇ; D T˛;;ˇ . Using
this, we may write

X
m1 X
m1 X
m1
2 2 2 2 2
jrTj D Ti;j;k C3 Ti;j;m C3 Ti;m;m C Tm;m;m :
i;j;kD1 i;jD1 iD1
6.1 Constant Mean Curvature Hypersurfaces in Space Forms 341

We claim that
8
ˆ
ˆ Ti;j;k D 0 for every 1  i; j; k  m  1;
ˆ
ˆ
ˆ
ˆ
<Ti;j;m D 0
ˆ for every 1  i; j  m  1, i ¤ j;
Ti;i;m D em ./ for every 1  i  m  1; (6.21)
ˆ
ˆ
ˆ
ˆ
ˆTi;m;m D 0
ˆ for every 1  i  m  1, and
:̂T
m;m;m D .m  1/em ./:

The proof of (6.21) is a straightforward computation using the symmetries of T˛;ˇ;

and (6.20). Therefore, by (6.19) and (6.20) we conclude that

X
m1
mC2
jrTj2 D 3 em ./2 C .m  1/2 em ./2 D .m  1/.m C 2/jrj2 D jrjTjj2 :
i
m

t
u
Proof (of Theorem 6.5) Since Tr.˚/ D 0 and ˙ has two distinct principal curva-
tures with multiplicities m  1 and 1, it then follows that j˚j is a positive smooth
function on ˙, j˚j > 0, and

.m  2/
Tr.˚ 3 / D ˙ p j˚j3 :
m.m  1/

Besides, r˚ D rA is symmetric by Codazzi equation, and by Lemma 6.3 we also

have that
mC2
jr˚j2 D jrj˚jj2 : (6.22)
m
Therefore, using (6.16) we obtain that

1
j˚jj˚j D j˚j2  jrj˚jj2
2
2 m.m  2/
D jrj˚jj2 ˙ p Hj˚j3  j˚j2 .j˚j2  m.c C H 2 //
m m.m  1/
2 m.m  2/
 jrj˚jj2 C p jHjj˚j3  j˚j2 .j˚j2  m.c C H 2 //
m m.m  1/
2
D jrj˚jj2  j˚j2 QjHj;c .j˚j/;
m
342 6 Applications to Hypersurfaces

where

m.m  2/
QjHj;c .x/ D x2  p jHjx  m.c C H 2 /:
m.m  1/

That is,

2
j˚jj˚j  jrj˚jj2  j˚j2 QjHj;c .j˚j/: (6.23)
m

Applying the Omori-Yau maximum principle to the function j˚j we know that
there exists fxk gk2N in ˙ such that

lim j˚j.xk / D inf j˚j; jrj˚j.xk /j < 1=k and j˚j.xk / > 1=k;
k!1 ˙

which jointly with (6.23) implies

1 2
 j˚j.xk / < j˚j.xk /j˚j.xk /  jrj˚j.xk /j2  j˚j2 .xk /QjHj;c .j˚j.xk //
k m
2
<  j˚j2 .xk /QjHj;c .j˚j.xk //:
mk2
Letting k ! 1 here, we get

.inf j˚j/2 QjHj;c .inf j˚j/  0:

˙ ˙

It follows from here that either inf˙ j˚j D 0, which by (6.11) is equivalent to
sup˙ S D m.m  1/.c C H 2 /, or inf˙ j˚j > 0 and then QjHj;c .inf˙ j˚j/  0.
Observe that when H 2 C c > 0 the polynomial QjHj;c .x/ has a unique positive
root given by
p p
m
ˇjHj;c D p ..m  2/jHj C m2 H 2 C 4.m  1/c/:
2 m1

Therefore in this case QjHj;c .inf˙ j˚j/  0 means that inf˙ j˚j  ˇjHj;c , which
by (6.11) is equivalent to

sup S m.m  1/.c C H 2 /  ˇjHj;c

2
D BjHj;c :
˙

On the other hand, when H 2 C c D 0 and c D 0, then H D 0 and Q0;0 .x/ D x2

so that Q0;0 .inf˙ j˚j/ > 0 for every inf˙ j˚j > 0. Therefore, in this case it must
be inf˙ j˚j D 0 D ˇ0;0 and sup˙ S D 0 D B0;0 . In the case H 2 C c D 0 and
6.1 Constant Mean Curvature Hypersurfaces in Space Forms 343

c D 1, then
p jHj D 1 and Q1;1 .x/ has a unique positive root given by ˇ1;1 D
m.m  2/= m.m  1/. Therefore in this case Q1;1 .inf˙ j˚j/  0 means also that
inf˙ j˚j  ˇ1;1 , which by (6.11) is equivalent to
2
sup S ˇ1;1 D B1;1 :
˙

In the case H 2 C c < 0 (with c D 1 necessarily) the polynomial QjHj;1 .x/ > 0
for every x 2 R if H 2 < 4.m  1/=m2 . Therefore, if inf˙ j˚j > 0 (or, equivalently,
sup˙ S < m.m  1/.1 C H 2 /) it must be necessarily 4.m  1/=m2  H 2 < 1. In
this case, the polynomial QjHj;1 .x/ has two positive roots (which in fact becomes a
double root when H 2 D 4.m  1/=m2 ) given by
p p
m
ˇOjHj;1 D p ..m  2/jHj  m2 H 2  4.m  1//
2 m1

and
p p
m
ˇjHj;1 D p ..m  2/jHj C m2 H 2  4.m  1//:
2 m1

Therefore, in this case QjHj;1 .inf˙ j˚j/  0 means that

ˇOjHj;1  inf j˚j  ˇjHj;1 ;

˙

which by (6.11) is equivalent to

BjHj;1 D m.m  1/.1 C H 2 /  ˇjHj;1

2
 sup S
˙

 m.m  1/.1 C H 2 /  ˇOjHj;1

2 bjHj;1 :
DB

This finishes the proof of the first part of Theorem 6.5.

Let us now see what happens when the equality sup˙ S D BjHj;c holds and
this supremum is attained at a point x0 2 ˙. Equivalently, by (6.11), the equality
inf˙ j˚j D ˇjHj;c holds and this infimum is attained at a point x0 2 ˙. In that case,
j˚j ˇjHj;c and, therefore, QjHj;c .j˚j/ 0 on ˙. Observe that

1 1
 log j˚j D j˚j  jrj˚jj2 : (6.24)
j˚j j˚j2

From (6.23) we have

1 2
j˚j  jrj˚jj2  QjHj;c .j˚j/;
j˚j mj˚j2
344 6 Applications to Hypersurfaces

which jointly with (6.24) gives

.m  2/
 log j˚j   jrj˚jj2  QjHj;c .j˚j/
mj˚j2
.m  2/
D jr log j˚jj2  QjHj;c .j˚j/:
m
That is,

.m  2/
 log j˚j C jr log j˚jj2  QjHj;c .j˚j/:
m

Thus, since QjHj;c .j˚j/ 0 on ˙, we obtain that

.m  2/
 log j˚j C jr log j˚jj2  0 on ˙:
m

Therefore, since there exists a point x0 2 ˙ at which the infimum of log j˚j is
attained then, by applying a strong maximum principle for the operator

.m  2/
L.u/ D u C jruj2
m

we conclude that log j˚j is constant on ˙, and hence j˚j D ˇjHj;c is also constant.
Since the mean curvature H is constant and ˙ has two distinct principal curvatures,
then they are necessarily constant and ˙ is an isoparametric hypersurface with
exactly two constant principal curvatures, with multiplicities .m  1/ and 1. Then,
by the classical results on isoparametric hypersurfaces of Riemannian space forms
[64, 172, 253] we conclude that ˙ must be an open piece of one of the three
following standard product embeddings:
1
(a) Rm1p  S .r/  R
mC1
or R  Sm1 .r/  RmC1 with r > 0, if c D 0;
(b) S1 . 1 pr2 /  Sm1 .r/  SmC1 , with 0 < r p
< 1, if c D 1; and
(c) Hm1 . 1 C r2 /  S1 .r/  HmC1 or H1 . 1 C r2 /  Sm1 .r/  HmC1 , with
r > 0, if c D 1.
As in the proof of Theorem 6.4, the proof then finishes by doing a detailed analysis
of the value of the constant S for these examples. For further details, see [15]. t
u
For the proof of Corollary 6.2 simply recall that the Omori-Yau maximum
principle holds for every constant mean curvature hypersurface which is properly
immersed into a Riemannian space form (Theorem 2.6).
6.1 Constant Mean Curvature Hypersurfaces in Space Forms 345

6.1.2 Alternative Approaches to Corollary 6.2

In this section, we introduce alternative approaches to a version of Corollary 6.2

for the more general case of complete hypersurfaces in Euclidean space and in the
Euclidean sphere. Observe that our more general version in Theorem 6.5 holds true
for hypersurfaces satisfying the Omori-Yau maximum principle, which, in principle,
does not imply completeness of the hypersurface.
First of all, for the case of hypersurfaces in Euclidean space (c D 0), Corollary 6.2
states that if ˙ is a properly immersed hypersurface in RmC1 (m 3) with constant
mean curvature H and with two distinct principal curvatures, one of them being
simple, then

sup S 0:
˙

Moreover, the equality sup˙ S D 0 holds and this supremum is attained at some
point of ˙ if and only if ˙ is a circular cylinder Rm1  S1 .r/  RmC1 , with
r D 1=mjHj > 0. Using an argument based on the so called principal curvature
theorem, by Smyth and Xavier [258] and which we recall below, one can prove the
following result, under the more general notion of completeness.
Theorem 6.6 Let ˙ be a complete hypersurface in RmC1 (m 3) with constant
mean curvature H and with two distinct principal curvatures, one of them being
simple. Then

sup S 0:
˙

Moreover, the equality sup˙ S D 0 holds if and only ˙ is either a circular cylinder
Rm1  S1 .r/  RmC1 , with r D 1=mjHj > 0, if H ¤ 0, or a higher dimensional
catenoid, if H D 0.
Theorem 6.7 (Principal Curvature Theorem) Let ˙ be a complete immersed
orientable hypersurface in RmC1 , which is not a hyperplane, with second funda-
mental form A. Let  R be the set of nonzero values assumed by the eigenvalues
of A, and set ˙ D \ R˙ . Then
(i) If C and  are both nonempty, then inf C D sup  D 0.
(ii) If C or  is empty, then the closure of is connected.
Proof (of Theorem 6.6) Let  and  be the two distinct principal curvatures of ˙
with multiplicities .m  1/ and 1, respectively. Observe that  and  are smooth
functions on ˙ with mH D .m  1/ C  and jAj2 D .m  1/2 C 2 . From the
Gauss equation (6.7) (with c D 0) we find

S D m2 H 2  jAj2 D m.m  1/2 C 2m.m  1/H

D m.m  1/.2H  /: (6.25)
346 6 Applications to Hypersurfaces

Let  R be the set of nonzero values assumed by  and , and set ˙ D \R˙ .
If sup˙ S D  2 < 0, then S   2 < 0 and thus, by (6.25),

2
2  2H  0:
m.m  1/

Observe that, independently of the value of H, the polynomial x2  2Hx 

2 =m.m  1/ has a positive root, given by
s
2
HC H2 C > 0;
m.m  1/

and a negative root, given by

s
2
H H2 C < 0:
m.m  1/

Therefore, either
s
2
 HC H2 C >0 (6.26)
m.m  1/

or
s
2
H H2 C < 0: (6.27)
m.m  1/

In the first case, by (6.26) we also have

s s
2 2
 D mH.m1/  H.m1/ H 2 C < H H 2 C < 0:
m.m  1/ m.m  1/

In the second case, by (6.27) we also have

s s
2 2
 D mH.m1/ HC.m1/ H 2 C > HC H 2 C > 0:
m.m  1/ m.m  1/

Therefore, in any case we have that C and  are both nonempty, with
s
2
inf C H C H2 C >0
m.m  1/
6.1 Constant Mean Curvature Hypersurfaces in Space Forms 347

and
s
2
sup   H  H2 C < 0:
m.m  1/

which contradicts the principal curvature theorem. As a consequence, it must be

sup˙ S 0.
Suppose now that sup˙ S D 0. If H D 0, since ˙ is a minimal hypersurface in
RmC1 with two distinct principal curvatures, one of them being simple, we know by
a result due to do Carmo and Dajczer [103, Corollary 4.4] that ˙ is part of a higher
dimensional catenoid. But ˙ being complete and the higher dimensional catenoid
being simply connected (because m 3), ˙ is the catenoid (for further details,
see the last part of the proof of Theorem 3.1 by Tam and Zhou in [262]). Observe
also that the scalar curvature of a higher dimensional catenoid in RmC1 is given by
S D m.m  1/2 < 0 and it does satisfy sup˙ S D 0, since sup˙ S < 0 cannot
happen.
On the other hand, if sup˙ S D 0 and H ¤ 0 (say H > 0) by (6.25) we have

.2H  /  0:

This implies that either

0 (6.28)

or

 2H > 0: (6.29)

Observe that the second case cannot happen. Actually, if (6.29) holds, then we would
also have

 D mH  .m  1/  .m  2/H < 0;

which contradicts again the principal curvature theorem, since inf C 2H > 0
and sup   .m  2/H < 0. Therefore, it must hold necessarily (6.28) and hence

 D mH  .m  1/ mH > 0:

This implies that inf C mH > 0 and hence, again by the principal curvature
theorem,  must be empty, which means that  D constant D 0. Hence,
 D constant D mH > 0 is also constant and, by the classical results on
isoparametric hypersurfaces in Euclidean space [172, 253], we conclude that ˙ is a
circular cylinder Rm1  S1 .r/  RmC1 , with r D 1=mH > 0. t
u
348 6 Applications to Hypersurfaces

On the other hand, our estimate in Corollary 6.2 for the supremum of the scalar
curvature, when written in terms of the squared norm of the second fundamental
form, is equivalent to Wei’s estimate in [273, Theorem 1.2]. Therefore, using Wei’s
results one can also derive the following result, under the more general notion of
completeness.
Theorem 6.8 Let ˙ be a complete hypersurface in SmC1 (m 3) with constant
mean curvature H and with two distinct principal curvatures, one of them being
simple. Then

m.m  2/  p 
sup S BjHj;1 D 2.m  1/ C mH 2  jHj m2 H 2 C 4.m  1/ :
˙ 2.m  1/

p sup˙ S D BjHj;1 holds if and only ˙ is p

Moreover, the equality a constant mean
curvature torus S1 . 1  r2 /  Sm1 .r/  SmC1 , with radius r m  1=m.

6.2 Constant Scalar Curvature Hypersurfaces

In this section we consider the geometry of complete constant scalar curvature

hypersurfaces into space forms. The first results in this direction were obtained in
the seminal paper by Cheng and Yau [83], where they introduced an appropriate
differential operator, denoted by , for studying such hypersurfaces. When the
ambient space is the Euclidean sphere SmC1 , they showed that the only compact
hypersurfaces in SmC1 with constant normalized scalar curvature R 1 and non-
negative sectional
p curvature are either totally umbilical or isometric to a Riemannian
product Sk . 1  r2 /  Smk .r/  SmC1 , 1  k  m  1. On the other hand, for the
Euclidean space they also proved that the only complete noncompact hypersurfaces
in RmC1 with constant normalized scalar curvature R 0 and nonnegative sectional
curvature are generalized cylinders of the form Rmk  Sk .r/  RmC1 , 1  k 
m  1. Since then, a number of papers appeared on the subject establishing rigidity
results for such hypersurfaces under various assumptions (for instance, to quote a
few, see [173, 271, 274] and the references therein). Here we state the following
result (see [25, Theorem 1]) with the aid of a form of the Omori-Yau maximum
principle for the Cheng and Yau operator  given in Theorem 6.12.
Theorem 6.9 Let ˙ be a complete oriented hypersurface isometrically immersed
into the Euclidean sphere SmC1 , m 3, with constant (normalized) scalar curvature
R satisfying R 1. In the case where R D 1, assume further that the mean curvature
function H does not change sign. Let ˚ stand for the total umbilicity tensor of the
6.2 Constant Scalar Curvature Hypersurfaces 349

immersion. Then
(i) either sup˙ j˚j2 D 0 and ˙ is a totally umbilical hypersurface,
(ii) or

m.m  1/R2
sup j˚j2 ˛m;1 .R/ D > 0:
˙ .m  2/.mR  .m  2//

Moreover, if R > 1 the equality sup˙ j˚j2 D ˛m;1 .R/ holdspand this supremum is
1 2
p of ˙ if and only
p if ˙ is a torus S . 1  r /  S .r/ 
m1
attained at some point
SmC1
, with 0 < r D .m  2/=mR < .m  2/=m.
Equivalently, using (6.9) one can also state Theorem 6.9 either in terms of the
squared norm of the second fundamental form jAj2 or in terms of H 2 . In terms of
jAj2 , (i) and (ii) become
(i) either sup˙ jAj2 D m.R  1/ and ˙ is a totally umbilical hypersurface,
(ii) or

mR  .m  2/ m2
sup jAj2 Cm .R/ D .m  1/ C :
˙ m2 mR  .m  2/

On the other hand, in terms of H 2 , (i) and (ii) become

(i) either sup˙ H 2 D R  1 and ˙ is a totally umbilical hypersurface,
(ii) or
 
2 1 2 mR  .m  2/ m2
sup H 2 .m  1/  2.m  1/ C :
˙ m m2 mR  .m  2/

Our approach here allows us to consider in general the case of hypersurfaces

with constant scalar curvature in Riemannian space forms and to state the following
result for the Euclidean and hyperbolic cases (see [25, Theorem 2]).
Theorem 6.10 Let ˙ be a complete oriented hypersurface isometrically immersed
into an .mC1/-dimensional form (c D 0; 1; and m 3) with constant (normalized)
scalar curvature R satisfying R > 0. Let ˚ stand for the total umbilicity tensor of
the immersion. Then
(i) either sup˙ j˚j2 D 0 and ˙ is a totally umbilical hypersurface,
(ii) or

m.m  1/R2
sup j˚j2 ˛m;c .R/ D > 0:
˙ .m  2/.mR  .m  2/c/
350 6 Applications to Hypersurfaces

Moreover, the equality sup˙ j˚j2 D ˛m;c .R/ holds and this supremum is attained at
some point of ˙ if and only if
(a) c D 0 and ˙ is a circular cylinder R  Sm1 .r/
pR
mC1
,
1
(b) c D 1 and ˙ is a hyperbolic cylinder H . 1 C r2 /  Sm1 .r/  HmC1 ,
p
where r D .m  2/=mR > 0.
As in Theorem 6.9, we may also state Theorem 6.10 either in terms of jAj2 or in
terms of H 2 . In the former, (i) and (ii) become
(i) either sup˙ jAj2 D m.R  c/ and ˙ is a totally umbilical hypersurface,
(ii) or

mR  .m  2/c .m  2/c2
sup jAj2 Cm;c .R/ D .m  1/ C ;
˙ m2 mR  .m  2/c

while in the latter they become

(i) either sup˙ H 2 D R  c and ˙ is a totally umbilical hypersurface,
(ii) or
 
1 mR  .m  2/c .m  2/c2
sup H 2 .m  1/2  2.m  1/c C :
˙ m2 m2 mR  .m  2/

Finally, our approach allows also to state the following result where, under the
assumption of -parabolicity, we are able to improve the characterization of the
equality sup˙ j˚j2 D ˛m;c .R/, since there is no need to assume that the supremum
is attained at any point (see [25, Theorem 3]).
Theorem 6.11 Let ˙ be a complete oriented hypersurface isometrically immersed
into an .m C 1/-dimensional form (c D 0; 1; 1; and m 3) with constant (normal-
ized) scalar curvature R satisfying R c and R > 0. In the case where c D 1 and
R D 1, assume further that the mean curvature function H does not change sign.
Let ˚ stand for the total umbilicity tensor of the immersion and assume that the
hypersurface is not totally umbilical. If ˙ is -parabolic, then

m.m  1/R2
sup j˚j2 ˛m;c .R/ D > 0;
˙ .m  2/.mR  .m  2/c/

with equality if and only if

(a) c D 0 and ˙ is a circular cylinder
p R  Sm1 .r/  RmC1 ,
1
(b) c D 1 and ˙ is a torus S . 1  r2 /  Sm1 .r/
p S
mC1
,
1
(c) c D 1 and ˙ is a hyperbolic cylinder H . 1 C r2 /  Sm1 .r/  HmC1 ,
p
where r D .m  2/=mR > 0.
6.2 Constant Scalar Curvature Hypersurfaces 351

6.2.1 Hypersurfaces and Newton Operators

The proof of our results for constant scalar curvature hypersurfaces in space forms is
based on an Omori-Yau maximum principle for the Cheng and Yau operator . This
operator is, in fact, the first (or, better, the second) of a series of second order linear
differential operators which can be defined for hypersurfaces in general Riemannian
ambient spaces. Since we will make use of these operators in the remaining sections
of this chapter, as well as in Chap. 7, we describe them in detail here.
Consider, in general, a two-sided hypersurface ˙ isometrically immersed into
an .m C 1/-dimensional Riemannian manifold N and let A denote the second
fundamental form of the hypersurface with respect to a globally defined unit normal
field . Recall that the k-mean curvatures of the hypersurface are given by
!1
m
Hk D Sk ;
k

where S0 D 1 and, for k D 1; : : : ; m, Sk is the k-th elementary symmetric function

of the principal curvatures 1 ; : : : ; m of the hypersurface, that is,
X
Sk D k .1 ; : : : ; m / D i1    ik ; 1  k  m:
i1 <<ik

In particular, when k D 1, H1 is the usual mean curvature H of ˙. We also observe

that

jAj2 D m2 H 2  m.m  1/H2 : (6.30)

Observe also that the characteristic polynomial of A can be written in terms of the
Hk as
!
X
m
m
det.tI  A/ D .1/k Hk tmk : (6.31)
kD0
k

The Newton operators Pk W X.˙/ ! X.˙/ associated to the hypersurface are

defined inductively by P0 D I and

Pk D Sk I  A ı Pk1 ; 1  k  m:

Equivalently,
! !
m m
Pk D Hk I  Hk1 A C    C .1/k1 mH1 Ak1 C .1/k Ak :
k k1
352 6 Applications to Hypersurfaces

In particular, by the Cayley-Hamilton theorem and (6.31) we have Pm D 0. Observe

that the Newton operators Pk are all self-adjoint operators which commute with the
shape operator A. Even more, if fe1 ; : : : ; en g is an orthonormal frame on Tp ˙ which
diagonalizes Ap , with Ap .ei / D i .p/ei , then

.Pk /p .ei / D i;k .p/ei (6.32)

where
X
i;k D i1    ik :
i1 <<ik ;ij ¤i

It follows from here that for each k, 0  k  m  1,

Tr.Pk / D .m  k/Sk D ck Hk (6.33)

and

Tr.A ı Pk / D .k C 1/SkC1 D ck HkC1 ; (6.34)

where
! !
m m
ck D .m  k/ D .k C 1/ :
k kC1

Associated to each Newton operator Pk one has the second order linear differen-
tial operator Lk W C2 .˙/ ! C.˙/ for k D 0; 1; : : : ; m  1, given by

Lk .u/ D Tr.Pk ı hess u/:

In particular L0 D  is the Laplace-Beltrami operator, while L1 D  is nothing but

the Cheng and Yau operator.
Observe that

X
m
Lk .u/ D Tr.Pk ı hess u/ D hPk .rei ru/; ei i
iD1

X
m X
m
D hrei ru; Pk .ei /i D hrPk .ei / ru; ei i D Tr.hess u ı Pk /;
iD1 iD1
6.2 Constant Scalar Curvature Hypersurfaces 353

where fe1 ; : : : ; em g is a (local) orthonormal frame on ˙. Moreover, we have

X
m X
m
div.Pk .ru// D h.rei Pk /.ru/; ei i C hPk .rei ru/; ei i
iD1 iD1

D hdivPk ; rui C Lk .u/;

where the divergence of Pk on ˙ is given by

X
m
divPk D Tr.rPk / D .rei Pk /.ei /:
iD1

That is,

Lk .u/ D Tr.Pk ı hess u/ D div.Pk .ru//  hdivPk ; rui: (6.35)

Remark 6.4 From Eq. (6.35), we conclude that the operator Lk is elliptic (respec-
tively, semi-elliptic) if, and only if, Pk is positive definite (respectively, positive
semi-definite). We observe that L0 D  is always elliptic. In this respect, it is
worth pointing out that the ellipticity of the operator L1 D  is guaranteed by the
assumption H2 > 0. Indeed, if this happens the mean curvature does not vanish on
˙, because of the basic inequality H12 H2 . Therefore, we can choose the normal
unit vector  on ˙ so that H1 > 0. Furthermore

X
m
2
m H12 D j2 C m.m  1/H2 > i2
jD1

for every i D 1; : : : ; m, and then the eigenvalues of P1 satisfy i;1 D mH1  i > 0
for every i (see, for instance, Lemma 3.10 in [111]). This shows ellipticity of .
Regarding the operator Lj when j 2, a natural hypothesis to guarantee ellipticity
is the existence of an elliptic point in ˙, that is, a point x 2 ˙ at which the second
fundamental form A is positive definite (with respect to the appropriate orientation).
In fact, it follows from the proof of [37, Proposition 3.2] that if ˙ has an elliptic
point and HkC1 ¤ 0 on ˙, then each Lj , 1  j  k is elliptic.
On the other hand, the divergence of the Newton operators are given in the
following result (see also Lemma 3.1 in [23], paying attention to the different
convention for the sign of NR).
Lemma 6.4 Let f W ˙ ! N be an isometrically immersed hypersurface into an
.mC1/-dimensional Riemannian manifold N. Let e1 ; : : : ; em be a local orthonormal
frame on ˙ and  be a local unit normal. Then

X
m X
k1 X
m
˝ ˛
h.rei Pk /X; ei i D .1/k1j NR.ei ; Ak1j X/; Pj ei (6.36)
iD1 jD0 iD1
354 6 Applications to Hypersurfaces

for every vector field X 2 X.˙/, where A is the Weingarten operator in the direction
of .
Proof We will prove Eq. (6.36) by induction on k, 1  k  m  1. Using Codazzi
equations (1.145) [see also (6.15)] and the definition of P1 it is not difficult to prove
that this is true for k D 1. Actually, since P1 D S1 I  A we have
N >
.rei P1 /X D ei .S1 /X  .rei A/X D ei .S1 /X  .rX A/ei C R.ei ; X/ ;

with > denoting the part tangential to ˙. Then,

X
m X
m
˝ ˛
h.rei P1 /X; ei i D hrS1 ; Xi  Tr.rX A/ C . NR.ei ; X/; ei
iD1 iD1

X
m
˝ ˛
D . NR.ei ; X/; ei ;
iD1

since Tr.rX A/ D rX Tr.A/ D hrS1 ; Xi. Thus assume that the equation holds for
k  1. Then, from the very definition of the Newton operator Pk D Sk I  Pk1 ı A it
follows that

.rei Pk /X D ei .Sk /X  .rei Pk1 /AX  Pk1 ..rei A/X/;

from which we deduce

h.rei Pk /X; ei i D ei .Sk /hX; ei i  h.rei Pk1 /AX; ei i  h.rei A/X; Pk1 ei i:

Using again Codazzi equations in the last term of the above equation we have
˝ ˛
h.rei A/X; Pk1 ei i D h.rX A/ei ; Pk1 ei i  NR.ei ; X/; Pk1 ei

and then

X
m X
m
h.rei Pk /X; ei i D hrSk ; Xi  h.rei Pk1 /AX; ei i
iD1 iD1

X
m X
m
˝ ˛
 h.rX A/ei ; Pk1 ei i C R.ei ; X/; Pk1 ei
N

iD1 iD1

X
m
D hrSk ; Xi  h.rei Pk1 /AX; ei i 
iD1

X
m
˝ ˛
Tr..rX A/ ı Pk1 / C N
R.ei ; X/; Pk1 ei :
iD1
6.2 Constant Scalar Curvature Hypersurfaces 355

We claim that

Tr..rX A/ ı Pk1 / D hrSk ; Xi: (6.37)

Using (6.37) and the induction hypothesis we conclude from here that

X
m X
m X
m
˝ ˛
h.rei Pk /X; ei i D  h.rei Pk1 /AX; ei i C R.ei ; X/; Pk1 ei
N

iD1 iD1 iD1

X
k2 X
m
˝ ˛
D .1/k2j NR.ei ; Ak1j X/; Pj ei
jD0 iD1

X
m
˝ ˛
C N
R.ei ; X/; Pk1 ei
iD1

X
k1 X
m
˝ ˛
D .1/k1j NR.ei ; Ak1j X/; Pj ei ;
jD0 iD1

that is, (6.36). It remains to prove (6.37). We will prove it by performing the
computations in a local orthonormal frame on ˙ that diagonalizes A. It is worth
pointing out that such a frame does not always exist in the smooth category;
problems occur when the multiplicity of the principal curvatures changes (also
the principal curvatures are not necessarily everywhere differentiable). For this
reason, we will work on the subset ˙0 of ˙ consisting of points at which the
number of distinct principal curvatures is locally constant. Let us recall that ˙0 is
an open dense subset of ˙, and in every connected component of ˙0 , the principal
curvatures form mutually distinct smooth principal curvature functions and, for such
a principal curvature , the assignment p 7! V.p/ .p/ defines a smooth distribution,
where V.p/ .p/  Tp ˙ denotes the eigenspace associated to .p/ (see for instance
Paragraph 16.10 in [41]). Therefore, for every p 2 ˙0 there exists a local smooth
orthonormal frame defined on a neighbourhood of p that diagonalizes A, that is ,
fe1 ; : : : ; em g are such that Aei D i ei , with each i smooth. In this case,
X j
.rX A/ei D X.i /ei C .i  j /!i .X/ej ;
j¤i

j ˝ ˛
where, as usual, !i .X/ D rX ei ; ej . Observe also that for every i

Pk1 .ei / D i;k1 ei (6.38)

with
X
i;k1 D i1    ik1 :
i1 <<ik1 ;ij ¤i
356 6 Applications to Hypersurfaces

Then, by (6.38) we have

X
m
Tr.rX A ı Pk1 / D i;k1 X.i /
iD1

X
m X
D X.i / i1    ik1
iD1 i1 <<ik1 ;ij ¤i
0 1
X
D X@ i1    ik A D hrSk ; Xi:
i1 <<ik

This proves (6.37) on ˙0 , and by continuity, on ˙. t

u
In particular, when the ambient space has constant sectional curvature one has
divPk D 0 for every 0  k  m  1 and (6.35) reduces to

Lk .u/ D Tr.Pk ı hess u/ D div.Pk .ru//: (6.39)

6.2.2 Some Preliminary Results

Let ˙ be an oriented hypersurface isometrically immersed into an .m C 1/-

dimensional space form with curvature c, and let P D P1 denote its first Newton
operator. That is, P W X.˙/ ! X.˙/ is the operator given by P D mHI  A.
Recall that P is also a self-adjoint linear operator which commutes with A, and
Tr.P/ D m.m  1/H. For u 2 C2 .˙/ set

u D L1 u D Tr.P ı hess u/ D div.P.ru//: (6.40)

As we already know,  defines a second order differential operator which, in

general, is not elliptic. It is clear from the definition that  is elliptic if and only
if P is positive definite. Note that

.uv/ D uv C vu C 2hP.ru/; rvi

for every u; v 2 C2 .˙/. The operator  arises naturally as the linearized operator
of the scalar curvature for normal variations of the hypersurface (see for instance
[242]). The following lemma will be essential for our computations.
Lemma 6.5 Let ˙ be an oriented isometrically immersed hypersurface into an
.m C 1/-dimensional space form with curvature c. Then

m.m  1/
.mH/ D RCjrAj2 m2 jrHj2 CmH Tr.A3 /jAj4 Cmc.jAj2 mH 2 /:
2
6.2 Constant Scalar Curvature Hypersurfaces 357

In particular, if ˙ has constant scalar curvature

.mH/ D jrAj2  m2 jrHj2 C mH Tr.A3 /  jAj4 C mc.jAj2  mH 2 /: (6.41)

Proof It follows from (6.40) that

u D mH Tr.hess u/  Tr.A ı hess u/ D mHu  Tr.A ı hess u/:

Setting u D mH here we have

.mH/ D mH.mH/  m Tr.A ı hess H/

1
D .m2 H 2 /  m2 jrHj2  m Tr.A ı hess H/:
2
From the identity (6.8) and Simons formula (6.12) we have

1 m.m  1/ 1
.m2 H 2 /  m Tr.A ı hess H/ D R C jAj2  m Tr.A ı hess H/
2 2 2
m.m  1/
D R C jrAj2 C mH Tr.A3 /
2
jAj4 C mc.jAj2  mH 2 /:

Therefore we conclude from here that

m.m  1/
.mH/ D RCjrAj2 m2 jrHj2 CmH Tr.A3 /jAj4 Cmc.jAj2 mH 2 /:
2
Finally, (6.41) follows at once since R is constant. t
u
Lemma 6.6 Let ˙ be an oriented isometrically immersed hypersurface into an
.m C 1/-dimensional space form with curvature c. Assume that the mean curvature
function H does not change sign, so that, without loss of generality, we may assume
H 0 on ˙. Let  and C be, respectively, the minimum and the maximum of the
eigenvalues of P at every point p 2 ˙. If R > c on ˙ (resp., R c on ˙), then

 > 0 (resp.,  0)

and

C < 2mH (resp., C  2mH):

Proof We follow the same argument as in the proof of Lemma 4.2 in [58].
From (6.8), if R > c we have

m2 H 2 D jAj2 C m.m  1/.R  c/ > jAj2 :

358 6 Applications to Hypersurfaces

Thus, indicating with 1 ; : : : ; m the principal curvatures of the hypersurface, we get

mH < i < mH; i D 1; : : : ; m:

Therefore, for every i

0 < mH  i < 2mH:

But i D mH  i are precisely the eigenvalues of the operator P D mHI  A. In

particular,  > 0 and C < 2mH. Similarly if R c. t
u
Remark 6.5 Observe that if R > c on ˙, it follows from (6.8) that H does not
vanish. Thus, connectedness of ˙ implies that H does not change sign. Moreover,
Lemma 6.6 implies that when R > c the operator  is elliptic.
For the proof of our main computational result (see Lemma 6.8 below) we will
need the following auxiliary result, which can be found in [9, Lemma 4.1] (see also
[58, Lemma 2.5]).
Lemma 6.7 Let ˙ be an isometrically immersed hypersurface into an .m C
1/-dimensional space form with curvature c, and assume that ˙ has constant
(normalized) scalar curvature R c. Then

jrAj2 m2 jrHj2 : (6.42)

Proof Since we are assuming that R is constant, from (6.8) we get rjAj2 D
r.m2 H 2 / D 2m2 HrH and

jrjAj2 j2 D 4m4 H 2 jrHj2 : (6.43)

Following the notation and the formalism of Sects. 1.5 and 1.6, we have
0 12
X
m X
m X
m X
m
jAj2 D h2ij ; jrAj2 D h2ijk ; and jrjAj2 j2 D 4 @ hij hijk A :
i;jD1 i;j;kD1 kD1 i;jD1

Therefore, using Cauchy-Schwarz inequality, we obtain

0 10 1
X
m X
m
4jAj2 jrAj2 D 4 @ h2ij A @ h2ijk A
i;jD1 i;j;kD1
0 12
X
m X
m
4 @ hij hijk A
kD1 i;jD1

D jrjAj2 j2 D 4m4 H 2 jrHj2 ;

6.2 Constant Scalar Curvature Hypersurfaces 359

which jointly with (6.8) gives

jAj2 jrAj2 m2 jAj2 jrHj2 C m3 .m  1/.R  c/jrHj2 : (6.44)

In particular, if R c we have

jAj2 .jrAj2  m2 jrHj2 / 0: (6.45)

Let ˙0 D fx 2 ˙ W jAj2 .x/ D 0g. It is clear from (6.45) that

jrAj2 .x/ m2 jrHj2 .x/ (6.46)

for every x 2 ˙ n ˙0 and, by continuity, for every x 2 ˙ n int.˙0 /. Therefore, if

int.˙0 / D ; inequality (6.46) holds true for every x 2 ˙. On the other hand, if
int.˙0 / ¤ ; then rH  0 and rA  0 on int.˙0 /, and inequality (6.46) holds
trivially also on int.˙0 /. t
u
Lemma 6.8 Let ˙ be an oriented isometrically immersed hypersurface into an
.m C 1/-dimensional space form with curvature c, and assume that ˙ has constant
(normalized) scalar curvature R c. In the case where R > c, choose the
orientation such that H > 0 on ˙. In the case where R D c, assume further that the
mean curvature function H does not change sign, and choose the orientation such
that H 0 on ˙. Then

1 1 p
.j˚j2 / p j˚j2 QR .j˚j/ j˚j2 C m.m  1/.R  c/ (6.47)
2 m.m  1/

where
p
QR .x/ D .m  2/x2  .m  2/x x2 C m.m  1/.R  c/ C m.m  1/R: (6.48)

Proof Since R is constant, it follows from (6.9) that

m 1
.j˚j2 / D .m2 H 2 / D mH.mH/ C m2 hP.rH/; rHi;
2.m  1/ 2

since .u2 / D 2u.u/ C 2hP.ru/; rui for every u 2 C2 .˙/. From Lemma 6.6 we
know that P is positive semi-definite. Therefore, using Lemma 6.5 we get
m
.j˚j2 / mH.mH/ D mH.jrAj2  m2 jrHj2 / C m2 H 2 Tr.A3 /
2.m  1/
mHjAj4 C m2 cH.jAj2  mH 2 /: (6.49)
360 6 Applications to Hypersurfaces

From Lemma 6.7 we know that

jrAj2  m2 jrHj2 0;

and since H 0 we conclude from here and (6.49) that

1
.j˚j2 / mH 2 Tr.A3 /  HjAj4 C mcH.jAj2  mH 2 /: (6.50)
2.m  1/

Recall that j˚j2 D jAj2  mH 2 , so that (6.50) becomes

1
.j˚j2 / mH 2 Tr.A3 /  H.j˚j2 C mH 2 /2 C mcHj˚j2 : (6.51)
2.m  1/

On the other hand, a direct computation yields

Tr.A3 / D Tr.˚ 3 / C 3Hj˚j2 C mH 3 ;

and substituting this into (6.51) gives

1
.j˚j2 / mH 2 Tr.˚ 3 /  Hj˚j4 C mH.H 2 C c/j˚j2 : (6.52)
2.m  1/

Since Tr.˚/ D 0, when m D 2 one has ˚ 2 D .1=2/j˚j2 I. Thus, ˚ 3 D

.1=2/j˚j2˚ and Tr.˚ 3 / D 0 also. When m 3, we may use Lemma 6.2 to estimate
Tr.˚ 3 / as follows

m2
j Tr.˚ 3 /j  p j˚j3 ; (6.53)
m.m  1/

and then

m.m  2/ 2 3
mH 2 Tr.˚ 3 / mH 2 j Tr.˚ 3 /j  p H j˚j :
m.m  1/

Inserting this into (6.52) gives

1 m.m  2/ 2 3
.j˚j2 /  p H j˚j  Hj˚j4 C mH.H 2 C c/j˚j2
2.m  1/ m.m  1/
!
m.m  2/
D Hj˚j2 j˚j2 C p Hj˚j  m.H 2 C c/ :
m.m  1/
(6.54)
6.2 Constant Scalar Curvature Hypersurfaces 361

Besides, from (6.9) we get

1
H2 D j˚j2 C .R  c/;
m.m  1/

and therefore, taking into account that H 0, we may write

1 p
HD p j˚j2 C m.m  1/.R  c/:
m.m  1/

Finally, replacing H by this expression into (6.54), we get (6.47). t

u

6.2.3 An Omori-Yau Maximum Principle for the Cheng

and Yau Operator

For the proof of our main results we shall need the following version of an Omori-
Yau maximum principle for the operator .
Theorem 6.12 Let ˙ be a complete oriented isometrically immersed hypersurface
into an .m C 1/-dimensional space form with curvature c, and assume that ˙ has
constant (normalized) scalar curvature R c. In the case where R D c, assume
further that the mean curvature function H does not change sign. If sup˙ j˚j2 <
C1, then the Omori-Yau maximum principle holds on ˙ for the Cheng and Yau
operator .
Theorem 6.12 is a consequence of a much more general intrinsic result (see
Theorem 6.13 below) which will be used also in the rest of this chapter and in
Chap. 7. To derive Theorem 6.12 from Theorem 6.13 we first observe that the
sectional curvature of ˙ is bounded from below by a constant. In fact, from (6.9)
and sup˙ j˚j2 < C1 we have also sup˙ jAj2 < C1. Therefore, by Gauss
equation (6.4) the sectional curvature of the plane X ^ Y is given by

K.X ^ Y/ D c C hAX; XihAY; Yi  hAX; Yi2 c  2 sup jAj2 > 1:

˙

On the other hand, it follows also from (6.9) and sup˙ j˚j2 < C1 that sup˙ H 2 <
C1 and hence sup˙ Tr.P/ D m.m  1/ sup˙ H < C1. Then, we can apply item
(ii) of Theorem 6.13 with t D P to obtain the desired conclusion.
Theorem 6.13 Let .M; h ; i/ be a complete, noncompact, Riemannian manifold; let
o 2 M be a reference point and denote by r.x/ the Riemannian distance function
from o. Assume that the sectional curvature of M satisfies
M
K.x/ G2 .r.x//; (6.55)
362 6 Applications to Hypersurfaces

with G 2 C1 .RC
0 / satisfying

1
i/ G.0/ > 0; ii/ G0 .t/ 0; iii/ … L1 .C1/: (6.56)
G.t/

Let T be a symmetric, positive semi-definite .0; 2/-tensor field on M.

(i) If Tr.T/ > 0 on M, then the .1= Tr.T//-Omori Yau maximum principle holds on
M for the associated semi-elliptic operator L D Tr.t ı hess/.
(ii) If supM Tr.T/ < C1, then Omori Yau maximum principle holds on M for the
associated semi-elliptic operator L D Tr.t ı hess/.
Proof The proof of Theorem 6.13 follows the ideas of that of Theorem 2.5. Keeping
the same notation and doing a similar reasoning as there, we obtain here
R r.x/
G.s/ds
e 0
Lr.x/  Tr.T/.x/G.r.x/ C 1/ R r.x/ (6.57)
e 1 G.s/ds 1

for r.x/ 2. Define, as in the proof of Theorem 2.5,

Z t
ds
'.t/ D (6.58)
0 G.s C 1/

so that
1
' 0 .t/ D and ' 00 .t/  0:
G.t C 1/

Set .x/ D '.r.x// on M n BN 2 and note that

.x/ ! C1 as x ! 1 (6.59)

because '.t/ ! C1 as t ! C1 since 1=G … L1 .C1/.

Using the formula L'.u/ D ' 0 .u/Lu C ' 00 .u/hTru; rui and that T is positive
semi-definite, from (6.57) we obtain
R r.x/
0 1 e 0 G.s/ds
L.x/  ' .r.x//Lr.x/ D Lr.x/  Tr.T/.x/ R r.x/ :
G.r.x/ C 1/ e 1 G.s/ds  1

Since G … L1 .C1/ we have

Rt
G.s/ds
e 0
sup Rt D < C1: (6.60)
t2 e 1 G.s/ds 1
6.2 Constant Scalar Curvature Hypersurfaces 363

In case (i), we deduce that L.x/  Tr.T/.x/ , that is,

q.x/L.x/  on Do \ .M n BN 2 /; (6.61)

with q.x/ D 1=Tr.T/.x/. In case (ii) we also have (6.61) with q.x/  1 and replacing
by the new constant supM Tr.T/ . Inequality (6.61) replaces (2.40) in the proof
of Theorem 2.5. Furthermore, we also have

1 1
jr j D   ; (6.62)
G.r C 1/ G.0/

up to choosing in (6.61) sufficiently large.

Let now u 2 C2 .M/ with

u D sup u < C1: (6.63)

M

For a fixed  > 0 consider the sets

A D fx 2 M W u.x/ > u  g (6.64)

and

B D fx 2 A W jru.x/j < g: (6.65)

Since .M; h ; i/ is complete, from Ekeland quasi-minimum principle, we deduce

B ¤ ;. We have to show that

inf q.x/Lu.x/  0; (6.66)

x2B

which is equivalent to the claim of the theorem. To prove (6.66) we proceed as in

the proof of (2.45) in Theorem 2.5. Precisely, we reason by contradiction and we
suppose that there exists 0 > 0 such that for each x 2 B

q.x/Lu.x/ 0 : (6.67)

Proceeding as in the proof of Theorem 2.5 from (2.46) we arrive to (2.49) and (2.50)
that have to be substituted with

q.x/L .x/ D q.x/L.x/   < 0 on Do \ ˝T1 : (6.68)

jr j D jr j   <  on Do \ ˝T1 : (6.69)

We proceed again as in the proof of Theorem 2.5 until we arrive to the existence of
z0 2 A \ ˝T1 . Again we have to distinguish two cases according to z0 2 Do or not.
364 6 Applications to Hypersurfaces

If z0 2 Do , since z0 is a maximum for u   , we get r.u   /.z0 / D 0. Using this

fact we infer that z0 2 B since, by (6.69),

jru.z0 /j D jr .z0 /j <  < :

Thus z0 2 B \ ˝T1 . Again since z0 is a maximum for u   and using the fact that
T is positive semi-definite, we have

Lu.z0 /  L .z0 /

and this, jointly with (6.68), yields

0 < 0  q.z0 /Lu.z0 /  q.z0 /L .z0 / < 0 ;

contradicting (6.67). This concludes the proof when z0 2 D0 .

In case z0 62 Do we proceed as in the proof of Theorem 2.5 until (2.58), that
remains the same, that is

ru.z0 / D r" .z0 / (6.70)

and (2.59) that has to be replaced by

Lu.z0 /  L" .z0 /: (6.71)

From (6.70) we deduce

jru.z0 /j D jr " .z0 /j D ' 0 .r" .z0 / C "/jrr" .z0 /j

 
D  < :
G.r.z0 / C 1/ G.1/

Since we already know that z0 2 A we conclude that z0 2 B . Now we

analyze (6.71). Recall that, by the triangle inequality, we have

r.x/  r" .x/ C "; (6.72)

equality holding at z0 . Because of the Hessian comparison theorem, (6.72) and G0

0, we have
M
K.x/ G2 .r.x// G2 .r" .x/ C "/:

Set G" .t/ D G.t C "/ and consider the following Cauchy problem

g00 .t/  G2" .t/g.t/ D 0 on RC
0 ; (6.73)
g.0/ D 0; g0 .0/ D 1:
6.2 Constant Scalar Curvature Hypersurfaces 365

Again by the Hessian comparison theorem, on Do" we have

0
" .r" .x//
Lr" .x/  Tr.T/.x/
" .r" .x//

where
1  R0t G" .s/ds 
" .t/ D e 1 :
G" .0/

Observing that z0 2 Do" , we obtain using (6.72) and (6.60) that

L " .z0 /  ' 0 .r" .z0 / C "/Lr" .z0 /

1
D Lr" .z0 /
G.r" .z0 / C " C 1/
1
D Lr" .z0 /
G.r.z0 / C 1/
0
Tr.T/.z0 / " .r" .z0 //

G.r.z0 / C 1/ " .r" .z0 //
R r" .z0 /
Tr.T/.z0 / e 0 G.sC"/ds
D G" .r" .z0 // R r" .z0 /
G.r.z0 / C 1/ e 0 G.sC"/ds  1
R r" .z
0 /C"
G.r" .z0 / C "/ e " G.s/ds
D Tr.T/.z0 / R r" .z0 /C"
G.r.z0 / C 1/ e " G.s/ds  1
R r.z0 /
G.r.z0 // e " G.s/ds
D Tr.T/.z0 / R r.z0 /
G.r.z0 / C 1/ e " G.s/ds  1
R r.z0 /
G.s/ds
e 0
 Tr.T/.z0 / R r.z0 /
e1 G.s/ds 1
 Tr.T/.z0 / :

Thus,

L" .z0 / D L " .z0 /  Tr.T/.z0 / < Tr.T/.z0 /0 :

From (6.61) and (6.71) we deduce that

0 < 0  q.z0 /Lu.z0 /  q.z0 /L" .z0 /   < 0 ;

and this is a contradiction. t

u
366 6 Applications to Hypersurfaces

6.2.4 Proof of the Main Results

6.2.4.1 Proof of Theorems 6.9 and 6.10

Since the arguments of the proof are common for Theorems 6.9 and 6.10, we will
prove both of them jointly.
If sup˙ j˚j2 D C1, then (ii) of Theorems 6.9 and 6.10 is trivially satisfied and
there is nothing to prove. If sup˙ j˚j2 D 0 (that is, ˙ is totally umbilical) then (i)
holds and there is also nothing to prove. Then, let us assume that 0 < sup˙ j˚j2 <
C1.
Let u D j˚j2 . Because of Lemma 6.8 we have

2 p p
.u/ p u u C m.m  1/.R  c/QR . u/ D f .u/ (6.74)
m.m  1/

where QR .x/ is given by (6.48).

If ˙ is compact, there exists a point x0 2 ˙ such that u.x0 / D u . Consequently,
ru.x0 / D 0 and u.x0 /  0. Therefore, from (6.74) we get

f .u /  0:

Now assume that ˙ is complete and noncompact. Since sup˙ j˚j2 D u < C1,
Theorem 6.12 guarantees the validity of the Omori-Yau maximum principle on ˙
for the Cheng and Yau operator; hence, there exists a sequence of points fxk gk2N in
˙ satisfying

1 1
u.xk / > u  and f .u.xk //  u.xk / < (6.75)
k k

for every k 2 N. Letting k ! C1 here we also have

2 p p
f .u / D p u u C m.m  1/.R  c/QR . u /  0:
m.m  1/

In any case we deduce that f .u /  0. Taking into account that u > 0 and R c,
we obtain that
p
QR . u /  0: (6.76)

Since R > 0, we have QR .0/ D m.m  1/R > 0 and the function QR .x/ is strictly
decreasing for x 0, with QR .a0 / D 0 at
s
m.m  1/
a0 D R > 0:
.m  2/.mR  .m  2/c/
6.2 Constant Scalar Curvature Hypersurfaces 367

Therefore (6.76) implies

m.m  1/R2
u a20 D :
.m  2/.mR  .m  2/c/

In other words,

m.m  1/R2
sup j˚j2 ˛m;c .R/ D :
˙ .m  2/.mR  .m  2/c/

This proves the inequality in (ii) in both theorems. p

2
Moreover,
p equality sup˙ j˚j D ˛ m;c .R/ holds if and only if u D a0 , and then
QR . u/ 0 on ˙, which jointly with (6.74) implies that

.u/ 0 on ˙:

By Remark 6.5, when R > c the operator  is elliptic. Therefore, if there exists a
point x0 2 ˙ at which this supremum is attained, then by the maximum principle
the function u D j˚j2 must be constant, j˚j  a0 . Thus, (6.47) becomes trivially
an equality

1 1 p
.j˚j2 / D 0 D p j˚j2 QR .j˚j/ j˚j2 C m.m  1/.R  c/:
2 m.m  1/

Therefore, all the inequalities in the proof of Lemma 6.8 must be equalities. In par-
ticular, (6.49) must be an equality, which means that H is constant. Besides, (6.50)
must be also an equality or, equivalently, jrAj2  m2 jrHj2 D 0. Since we already
know that H is constant, this means that rA D 0. That is, the second fundamental
form is parallel. Finally, (6.53) must be also an equality, so that we obtain the
equality in Lemma 6.2. This implies that the hypersurface has exactly two constant
principal curvatures with multiplicities .m  1/ and 1. Then, by the classical results
on isoparametric hypersurfaces of Riemannian space forms [64, 172, 253] we know
that ˙ must be one of the three following standard product embeddings:
1
(a) Rm1p  S .r/  R
mC1
or R  Sm1 .r/  RmC1 with r > 0, if c D 0;
1 2
(b) S . 1 pr /  S .r/  SmC1 , with 0 < r p
m1
< 1, if c D 1; and
(c) Hm1 . 1 C r2 /  S1 .r/  HmC1 or H1 . 1 C r2 /  Sm1 .r/  HmC1 , with
r > 0, if c D 1.
In the spherical case (c D 1) and for a given radius 0 < r < 1 we know that the
standard product embedding
p
S1 . 1  r2 /  Sm1 .r/ ,! SmC1  R2  Rm D RmC2
368 6 Applications to Hypersurfaces

has constant principal curvatures given by

p
r 1  r2
1 D p ; 2 D    D m D  :
1  r2 r

Therefore,

mr2  .m  1/ m1
HD p and j˚j2 D ;
mr 1  r2 mr2 .1  r2 /

2
pis given by (6.7), is R D .m  2/=mr > 0.
and its constant scalar curvature, which
In particular, R > 1 if and only if r < .m  2/=m. Thus,

m.m  1/R2
j˚j2 D constant D sup j˚j2 D D ˛m;1 .R/;
˙ .m  2/.mR  .m  2//

and equality holds, giving the characterization of the equality sup˙ j˚j2 D ˛m;1 .R/
in Theorem 6.9. This finishes the proof of Theorem 6.9.
On the other hand, in the Euclidean case .c D 0/ and for a given radius r > 0,
Rm1  S1 .r/ ,! RmC1 has constant principal curvatures given by

1
1 D    D m1 D 0; m D :
r
In this case,

1 m1
HD and j˚j2 D ;
mr mr2
so that, by (6.7), its constant scalar curvature is R D 0. Therefore this example does
not satisfy the hypothesis of our result (R > 0). On the other hand, for a given radius
r > 0, R1  Sm1 .r/ ,! RmC1 has constant principal curvatures

1
1 D 0; 2 D    D m D :
r
In this case,

m1 m1
HD and j˚j2 D ;
mr mr2

and its constant scalar curvature is given by (6.7), R D .m  2/=mr2 > 0. Thus,

.m  1/R
j˚j2 D constant D sup j˚j2 D D ˛m;0 .R/;
˙ m2
6.2 Constant Scalar Curvature Hypersurfaces 369

and equality holds, giving the characterization of the equality sup˙ j˚j2 D ˛m;0 .R/
in Theorem 6.10 when c D 0.
In the hyperbolic case (c D 1) and for a given r > 0 we have that the standard
product embedding
p
Hm1 . 1 C r2 /  S1 .r/ ,! HmC1  Rm 2
1  R D R1
mC2

has constant principal curvatures

p
r 1 C r2
1 D    D m1 D p ; m D :
1 C r2 r

In this case,

mr2 C 1 m1
HD p and j˚j2 D ;
mr 1 C r2 mr2 .1
C r2 /

so that, by (6.7), its constant scalar curvature is R D .m  2/=m.1 C r2 / < 0.

Therefore this example does not satisfy the hypothesis of our result (R > 0). On the
other hand, the standard product embedding
p
H1 . 1 C r2 /  Sm1 .r/ ,! HmC1  Rm 2
1  R D R1
mC2

has constant principal curvatures

p
r 1 C r2
1 D p ; 2 D    D m D :
1 C r2 r

In this case,

mr2 C m  1 m1
HD p and j˚j2 D ;
mr 1 C r2 mr2 .1C r2 /

and its constant scalar curvature, as given by (6.7), is R D .m  2/=mr2 > 0. Thus,

m.m  1/R2
j˚j2 D constant D sup j˚j2 D D ˛m;1 .R/;
˙ .m  2/.mR C .m  2//

and equality holds, giving the characterization of the equality sup˙ j˚j2 D ˛m;c .R/
in Theorem 6.10 when c D 1. This finishes the proof of Theorem 6.10.
370 6 Applications to Hypersurfaces

6.2.4.2 Proof of Theorem 6.11

Recall that a Riemannian manifold ˙ is said to be parabolic if the only subharmonic

functions on ˙ which are bounded from above are constant; that is, for a function
u 2 C2 .˙/

u 0 and u  u < C1 implies u D constant:

Let ˙ be a Riemannian manifold and let T be a symmetric, positive semi-definite

.0; 2/ tensor field on ˙. As in Theorem 6.13, consider the differential operator
L.u/ D Tr.t ı hess u/. Following the terminology above, we will say that ˙ is
L-parabolic if the only solutions of the inequality L.u/ 0 which are bounded from
above are constant.
To prove Theorem 6.11, observe first that if sup˙ j˚j2 D C1 then there is
nothing to prove. On the other hand, if sup˙ j˚j2 < C1 then we may apply
Lemma 6.8 and Theorem 6.12 as in the first part of the proof of Theorems 6.9 and
6.10 to conclude that sup˙ j˚j2 ˛m;c .R/. Moreover, if equality holds then we
have that .j˚j2 / 0 on ˙. Therefore, by the -parabolicity of ˙ we conclude
that the function u D j˚j2 must be constant and equal to ˛m;c .R/. The rest of the
proof follows as in the previous proof of Theorems 6.9 and 6.10.
After Theorem 6.11, it would be interesting to find some criteria for the -
parabolicity of ˙. In this respect and as an application of Theorem 4.15 we may
state the following result.
Lemma 6.9 Let .M; h ; i/ be a complete
 Riemannian
 manifold, o 2 M a fixed origin
]
and r.x/ D distM .x; o/. Let L D div T.ru; / D div .t.ru// and suppose that,
 
for some TC 2 C0 RC 0 ,

0  T.Y; Y/  TC .r/

for every Y 2 Tx M, jYj D 1, and every x 2 @Br , where Br denotes the geodesic ball
of radius r centered at o. If

1
… L1 .C1/ (6.77)
TC .r/ vol @Br

then L is parabolic on M.
In particular, for the case of the Cheng and Yau operator  we can give the following
parabolicity criterium.
Corollary 6.4 Let ˙ be an oriented isometrically immersed hypersurface into an
.m C 1/-dimensional space form with curvature c, and assume that ˙ has constant
(normalized) scalar curvature R c. In the case where R D c, assume further
6.3 Hypersurfaces into Nondegenerate Euclidean Cones 371

that the mean curvature function H does not change sign. Assume that sup˙ j˚j2 <
C1. If for some point o 2 ˙

1
… L1 .C1/ (6.78)
vol.@Br /

then ˙ is -parabolic.
Corollary 6.4 follows from Lemma 6.9 by observing that in this case TC .r/ 
2m sup˙ H < C1. Actually, since T D P D mHI  A, it follows from Lemma 6.6
that

TC .r/ D 2m sup H  2m sup H < C1:

@Br ˙

6.3 Hypersurfaces into Nondegenerate Euclidean Cones

In this section we will apply Theorem 6.13 when t is the k-th Newton tensor of an
isometrically immersed hypersurface f W ˙ ! RmC1 oriented by a globally defined
normal unit vector field .
As we did in Sect. 5.1, fixed an origin o 2 RmC1 and a unit vector
2 Sm ,
for  2 .0; =2/, we denote by C D Co;
; the nondegenerate cone with vertex o,
direction
and width , that is,
po
C D Co;
; D fp 2 RmC1 nfog W h ;
i cos g:
jp  oj

By nondegenerate we mean that it is strictly smaller than a half-space. Assuming

that the image f .˙/ is inside a nondegenerate cone of RmC1 , as an application of
Theorem 6.13 and motivated by the results in Sect. 5.2, we provide a lower bound for
the width of the cone in terms of higher order mean curvatures of the hypersurface.
Specifically, we obtain the following result.
Theorem 6.14 Let f W ˙ ! RmC1 be an oriented isometric immersion of a
complete noncompact hypersurface with sectional curvatures satisfying

K G.r/2

with G 2 C1 .RC
0 / such that

1
(i) G.0/ > 0I (ii) G0 .t/ 0I (iii) 62 L1 .C1/: (6.79)
G.t/
372 6 Applications to Hypersurfaces

Assume that Pk is positive semi-definite and Hk does not vanish on ˙. If f .˙/ is

contained into a nondegenerate cone C D Co;
; as above with vertex at o 2 RmC1 n
f .˙/, then
 
jHkC1 j cos2 
sup A0 ; (6.80)
˙ Hk d.˘
; f .˙//
p
where A0 D 6 p3  0:186, ˘
denote the hyperplane orthogonal to
passing
25 5
through o and d.˘
; f .˙// is the Euclidean distance between this hyperplane and
f .˙/.
Proof To prove the theorem we shall follow the ideas and use some of the
computations performed in the proof of Theorem 5.1. We may assume without loss
of generality that the vertex of the cone is the origin o 2 RmC1 , so that there exists

2 Sm and 0 <  < =2 such that

f .x/
h ;
i cos  (6.81)
jf .x/j

for every x 2 ˙. Observe that

d.˘
; f .˙// D inf hf .x/;
i:
x2˙

We reason by contradiction and we suppose that (6.80) is false. Hence, there exists
x0 2 ˙ such that
 
jHkC1 j
hf .x0 /;
i sup < A cos2 
˙ Hk

for a positive constant A < A0 . For the ease of notation we set ˛ D hf .x0 /;
i > 0,
let ˇ 2 .0; 1/ and on ˙ define the function
p
u.x/ D ˛ 2 C ˇ 2 cos2 jf .x/j2  hf .x/;
i:

Note that, by construction, u.x0 / > 0. We claim that

u.x/  ˛

for every x 2 ˙. An algebraic manipulation shows that the above inequality is

equivalent to

hf .x/;
i2 C 2˛hf .x/;
i  ˇ 2 cos2 jf .x/j2 0;
6.3 Hypersurfaces into Nondegenerate Euclidean Cones 373

and using (6.81) we have

hf .x/;
i2 C 2˛hf .x/;
i  ˇ 2 cos2 jf .x/j2 hf .x/;
i2  cos2 jf .x/j2 0:

Next, we consider the closed nonempty set

˝ 0 D fx 2 ˙ W u.x/ u.x0 /g:

Using again (6.81), for every x 2 ˝ 0 one has

p
˛ 2 C ˇ 2 cos2 jf .x/j2 u.x0 / C hf .x/;
i u.x0 / C cos jf .x/j > 0:

Squaring this inequality yields

.1  ˇ 2 / cos2 jf .x/j2 C 2u.x0 / cos jf .x/j C u.x0 /2  ˛ 2  0

for every x 2 ˝ 0 . The left-hand side of the above inequality is a quadratic

polynomial in jf .x/j with two distinct roots ˛ < 0 < ˛C given by
p
˙ ˇ 2 u.x0 /2 C .1  ˇ 2 /˛ 2  u.x0 /
˛˙ D :
.1  ˇ 2 / cos 

Therefore, for every x 2 ˝ 0 we have

p
ˇ 2 u.x0 /2 C .1  ˇ 2 /˛ 2  u.x0 /
0 < jf .x/j  ˛C D :
.1  ˇ 2 / cos 
p
Now using the elementary inequality 1 C t2  1 C t for t 0, we obtain
s   !
1 .1  ˇ 2 /˛ 2
˛C D ˇ 2 u.x 0 /2 1C 2  u.x0 /
.1  ˇ 2 / cos  ˇ u.x0 /2
s
ˇu.x0 / .1  ˇ 2 /˛ 2 u.x0 /
D 1C 
.1  ˇ 2 / cos  2
ˇ u.x0 / 2 .1  ˇ 2 / cos 
p !
ˇu.x0 / 1  ˇ2 ˛ u.x0 /
 1C 
.1  ˇ 2 / cos  ˇu.x0 / .1  ˇ 2 / cos 
˛ u.x0 /
D p 
1  ˇ 2 cos  .1 C ˇ/ cos 
˛
 p :
1  ˇ 2 cos 
374 6 Applications to Hypersurfaces

Therefore,
˛
jf .x/j  p on ˝ 0 : (6.82)
1  ˇ 2 cos 

Next step is to compute Lk u D Tr.Pk ı hess.u// when Pk is the k-th Newton

tensor, we first observe that

ˇ 2 cos2 
ru D 
> C p f >; (6.83)
˛ 2 C ˇ 2 cos2 jf j2

where, as usual, > denotes the tangential component along the immersion f . That is,

D
> C h
; i and f D f > C hf ; i:

Then a computation similar to that performed in the proof of Theorem 5.1 gives

ˇ 2 cos2 
Hess.u/.X; Y/ D p hX; Yi
˛ 2 C ˇ 2 cos2 jf j2
ˇ 2 cos2 
Ch p f 
; ihAX; Yi (6.84)
˛ 2 C ˇ 2 cos2 jf j2
ˇ 4 cos4 
C hX; f > ihY; f > i;
.˛ 2 C ˇ 2 cos2 jf j2 /3=2

for every X; Y 2 X.˙/. Hence, having fixed a local orthonormal frame fei g on ˙,

Lk u D Tr.Pk ı hess.u// D hPk ı hess.u/.ei /; ei i (6.85)

D Hess.u/.ei ; Pk ei /
 
Dh f 
; i Tr.A ı Pk / C Tr.Pk /
jf j jf j
2 1
 p hPk f > ; f > i;
jf j2 ˛ 2 C ˇ 2 cos2 jf j2

where

ˇ 2 cos2 jf .x/j

.x/ D p :
˛ 2 C ˇ 2 cos2 jf .x/j2
6.3 Hypersurfaces into Nondegenerate Euclidean Cones 375

Therefore, using (6.33) and (6.34),

  2 1
Lk u D ck h f 
; iHkC1 C ck Hk  2 p hPk f > ; f > i:
jf j jf j jf j 2 2 2
˛ C ˇ cos jf j 2
(6.86)
Observe that, by (6.81),
ˇ ˇ2
ˇ ˇ
ˇ f 
ˇ D  2  2 hf ;
i C 1   2  2 cos  C 1  1; (6.87)
ˇ jf j ˇ jf j

since 0 < .x/ < ˇ cos  for every x 2 ˙. On the other hand, since Pk is positive
semi-definite we have

0  hPk f > ; f > i  Tr.Pk /jf > j2  ck Hk jf j2 : (6.88)

Since, by our hypothesis, Hk > 0 on ˙, from here we obtain

1 jHkC1 j  2
Lk u  C p
c k Hk Hk jf j ˛ 2 C ˇ 2 cos2 jf j2
jHkC1 j ˛ 2 ˇ 2 cos2 
 sup C 2 (6.89)
˙ Hk .˛ C ˇ 2 cos2 jf j2 /3=2

on ˙. Recall that, because of our choice of x0 , we have

jHkC1 j cos2 
sup <A
˙ Hk ˛
p
6 p3
for a positive constant A < A0 D . On the other hand, by (6.82) we also have
25 5

˛2
jf j2 < (6.90)
.1  ˇ 2 / cos2 

on ˝ 0 and therefore

˛ 2 ˇ 2 cos2  cos2  2
ˇ .1  ˇ 2 /3=2
.˛ 2 C ˇ 2 cos2 jf j2 /3=2 ˛
p
on ˝ 0 . Choose ˇ D 2=5. Then, ˇ 2 .1  ˇ 2 /3=2 D A0 and

1 cos2 
Lk u .A0  A/ > 0 on ˝ 0 : (6.91)
c k Hk ˛
376 6 Applications to Hypersurfaces

There are now two possibilities:

(i) x0 is an absolute maximum for u on ˙. Then, Lk u.x0 /  0, contradicting (6.91).
(ii) ˝0 D fx 2 ˙ W u.x/ > u.x0 /g ¤ ;. In this case, since u.x/ is bounded above
on ˙ it is enough to evaluate inequality (6.91) along a sequence fxk g realizing
the 1=ck Hk -weak maximum principle for the operator Lk on ˙. The latter holds
because of item (i) of Theorem 6.13 and the present assumptions. We thus have
u.xk / > u  1=k and therefore xk 2 ˝0 for k sufficiently large and

cos2  1 1
0< .A0  A/  Lk u.xk / < :
˛ c k Hk k

By letting k ! 1 we obtain the desired contradiction.

This completes the proof of the theorem. t
u
Corollary 6.5 Let f W ˙ ! RmC1 be an oriented isometric immersion of a
complete noncompact hypersurface with sectional curvatures satisfying

K G.r/2

with G 2 C1 .RC 0 / such that (6.79) holds. Assume that Pk is positive semi-definite.
If f .˙/ is contained into a nondegenerate cone C D Co;
; as above with vertex at
o 2 RmC1 n f .˙/, then

cos2 
sup jHkC1 j A0 inf Hk ; (6.92)
˙ d.˘
; f .˙// ˙
p
where A0 D 6 p3  0:186, ˘
denote the hyperplane orthogonal to
passing
25 5
through o and d.˘
; f .˙// is the Euclidean distance between this hyperplane and
f .˙/.
For the proof of Corollary 6.5 observe that (6.92) holds trivially if inf˙ Hk D
0. If inf˙ Hk > 0, then Hk > 0 everywhere and the result follows directly from
Theorem 6.14 since the estimate (6.92) is weaker than (6.80).
On the other hand, in the case k D 1 we can slightly improve our Theorem 6.14,
both regarding the condition on the ellipticity of P1 and the value of the constant A0
in (6.80). Specifically we prove the following.
Corollary 6.6 Let f W ˙ ! RmC1 be an oriented isometric immersion of a
complete noncompact hypersurface with sectional curvatures satisfying

K G.r/2

with G 2 C1 .RC
0 / such that (6.79) holds. If H2 > 0 or, equivalently, the scalar
curvature of ˙ is positive, and f .˙/ is contained into a nondegenerate cone
6.3 Hypersurfaces into Nondegenerate Euclidean Cones 377

C D Co;
; as above with vertex at o 2 RmC1 n f .˙/, then

p  
H2 cos2 
sup H2 sup Bm ; (6.93)
˙ ˙ H1 d.˘
; f .˙//
p
6 p3
where B2 D B3 D A0 D  0:186, and
25 5

 p 
2 2
3 2
Bm D max % 1  % .1  % /
0<%<1 m

for m 4.
p
Remark 6.6 We emphasize that Bm > A0 and Bm  2=.3 3/  0:385 when m
goes to infinity.
Proof According to Remark 6.4, the assumption H2 > 0 and m2 H12  jAj2 D m.m 
1/H2 > 0 guarantee that P1 is positive definite for an appropriate choice of the unit
normal , so that H1 > 0 and mH1  jAj > 0 on ˙.
By Cauchy-Schwarz inequality,
0 !2 1
1 X
m
1 Xm
H12  H2 D @ 2  i A 0:
m.m  1/ iD1 i m iD1

p
This immediately yields H2 =H1  H2 and gives the first inequality in (6.93).
As for the second inequality in (6.93), arguing as in the proof of Theorem 6.14,
we reason by contradiction and assume that there exists a point x0 2 ˙ such that
 
H2
˛ sup < A cos2  (6.94)
˙ H 1

for a positive constant A < Bm , where ˛ D hf .x0 /;

i. We then follow the proof of
Theorem 6.14 until we reach (6.86), which jointly with (6.87) yields

 2 1
L1 u c1 H2 C c1 H1  2 p hP1 f > ; f > i:
jf j jf j ˛ C ˇ cos2 jf j2
2 2

The idea to improve the value of the constant A0 in (6.80) is to improve the
estimate (6.88) in the following way. Using P1 D mH1 I  A we have

hP1 f > ; f > i D mH1 jf > j2  hAf > ; f > i  2mH1 jf j2 ; (6.95)

where the last inequality is due to the fact that

jhAf > ; f > ij  jAjjf > j2  mH1 jf j2 :

378 6 Applications to Hypersurfaces

Note that, for k D 1 and m 4, (6.95) gives a better estimate than (6.88). In this
case, using (6.95) we obtain

1 H2  2 2
L1 u  C  p
c 1 H1 H1 jf j m  1 ˛ 2 C ˇ 2 cos2 jf j2

H2 ˛ 2 ˇ 2 cos2  C m3 ˇ 4 cos4 jf j2

 sup C m
˙ H1 .˛ 2 C ˇ 2 cos2 jf j2 /3=2

on ˙, instead of (6.89). From (6.90) it follows that

˛ 2 ˇ 2 cos2  C m3 ˇ 4 cos4 jf j2 cos2  2 p 3

2 2
m
2 2 3=2
ˇ 1  ˇ 2 .1  ˇ 2 /
.˛ C ˇ cos jf j / ˛ m
p  
on ˝ 0 . Choose ˇ 2 .0; 1/ to maximize %2 1  %2 1  m3 %2 , that is,
p
2 4Cm .4 C m/2  40m=3
ˇ D
10
and
p  
3
Bm D ˇ 2 1  ˇ 2 1  ˇ 2 :
m

Then,

1 cos2 
L1 u .Bm  A/ > 0 on ˝ 0 : (6.96)
c 1 H1 ˛

The proof then finishes as in Theorem 6.14. t

u
For the case k 2 there is an inequality corresponding to the first in (6.93), given
by
 
p HkC1
sup HkC1 sup
kC1
:
˙ ˙ Hk

However, to guarantee its validity ones needs to assume the existence of an elliptic
point (see the next section for details).

6.4 Higher Order Mean Curvature Estimates

Several estimates for the k-mean curvatures Hk of a compact hypersurface in a

complete Riemannian manifold have been subsequently obtained by Vlachos [269],
Veeravalli [268], Fontenele and Silva [119], Roth [248] and Ranjbar-Motlagh [238].
6.4 Higher Order Mean Curvature Estimates 379

In this section, we generalize a result given in the above last reference and that we
now describe.
Let f W ˙ ! N denote a complete isometrically immersed hypersurface into
a complete Riemannian manifold of dimension m C 1 whose image lies inside a
p Br .o/ of radius r and center o 2 N. Assume that 0 <pr <
N
closed geodesic ball
minfinjN .o/; =2 bg where injN .o/ is the injectivity radius at o and =2 b is
replaced by C1 in case b  0. Assume also that there exists x0 2 ˙ such that
f .x0 / 2 @NBr .o/. Of course, this is a slightly weaker assumption than asking ˙ to
be compact.
Let NKrad denote the radial sectional curvatures in NBr .o/ along geodesics issuing
from the center and assume that NKrad  b for some constant b 2 R. Assume also
that HkC1 ¤ 0 everywhere for some 2  k  m  1. In this situation, it turns
that the x0 is an elliptic point. More precisely, the second fundamental form of f at
x0 with respect to the inner pointing orientation is positive definite. From Gårding
inequalities, [124], it follows that Hj > 0 for 1  j  k C 1.
In the above situation, it was shown in Theorem 4.2 in [238] that
 
HjC1
sup Cb .r/
˙ Hj

for any 1  j  k, where the constant Cb .r/ given by (6.98) below is the mean
curvature of a geodesic sphere of radius r in a simply connected space form of
sectional curvature b. Moreover, if equality holds for some j then it follows that
f .˙/ D @NBr .o/.
Our main goal in this section, following the results presented in [21], is to replace
the assumption of compactness of the submanifold by the weaker completeness with
the tools we have introduced in Theorem 6.13. The following is a corollary of the
more general result given in Theorem 6.16 below. Here we express the more general,
but technical, assumptions of Theorem 6.16 in a simpler geometric way.
Theorem 6.15 Let f W ˙ ! N be a complete isometrically immersed hypersurface
into a complete Riemannian manifold of dimension m C 1 such that f .˙/  NBr .o/.
Assume that, for some 2  k  m  1, HkC1 ¤ 0 everywhere and that the sectional
curvatures satisfy ˙K K for some constant K 2 R and NKrad  b for some
constant b 2 R. If f has an elliptic point, then, for each 1  j  k,
 
p HjC1
sup jC1
HjC1 sup Cb .r/: (6.97)
˙ ˙ Hj

Moreover,
  if there exists a point x0 2 ˙ such that f .x0 / 2 @NBr .o/ and sup˙
HjC1 =Hj D Cb .r/ for some j then f .˙/ D @ Br .o/.
N
380 6 Applications to Hypersurfaces

It is a standard fact that if N has constant sectional curvature b, then the mean
curvature of the geodesic sphere @NBr .o/ is
8p p
< b cot. b r/ if b > 0;
Cb .r/ D 1=r if b D 0; (6.98)
:p p
b coth. b r/ if b < 0:

In the following result, it is convenient to think of @NBr .o/ as the smallest possible
geodesic sphere centered at o enclosing the hypersurface.
Theorem 6.16 Let f W ˙ ! N be a two-sided hypersurface isometrically immersed
into a complete Riemannian manifold N of dimension m C 1, where ˙ is complete
and satisfies ˙K K for some constant K 2 R. Assume that Pk is positive semi-
definite for some 0  k  m  1 and that Pk ¤ 0 everywhere outside a compact set.
If f .˙/  NBr .o/, with NBr .o/ a geodesic ball as above, then
 
jHkC1 j
sup Cb .r/: (6.99)
˙ Hk

Moreover, if Pk is positive definite and there exists a point x0 2 ˙ such that f .x0 / 2
@NBr .o/, then equality in (6.99) implies f .˙/ D @NBr .o/.
In particular, we have the following consequence.
Corollary 6.7 Let f W ˙ ! N be as above. Assume that Pk is positive semi-definite
for some 0  k  m  1. If f .˙/  NBr .o/ for a geodesic ball NBr .o/ as in
Theorem 6.16, then

sup jHkC1 j Cb .r/ inf Hk : (6.100)

˙ ˙

For the proof of Corollary 6.7 observe that (6.100) holds trivially if inf˙ Hk D
0. If inf˙ Hk > 0, then Pk ¤ 0 everywhere and the result follows directly from
Theorem 6.16 since the estimate (6.100) is weaker than (6.99).
Proof (of Theorem 6.16) We denote by W N ! R the distance function to the
reference point o and set u D  ı f . Along ˙, indicating with  the unit normal
vector field of ˙,

r D ru C hr; i:

Furthermore, for each X; Y 2 X.˙/,

Hess .u/.X; Y/ D Hess ./.X; Y/ C hr; ihAX; Yi:

6.4 Higher Order Mean Curvature Estimates 381

Let e1 ; : : : ; em be an orthonormal basis of principal directions at a point of ˙. We

obtain

X
m X
m
Lk uD Hess .u/.ei ; Pk ei / D Hess ./.ei ; Pk ei / C hr; i Tr.A ı Pk /
iD1 iD1

X
m
D Hess ./.ei ; Pk ei / C ck HkC1 hr; i:
iD1

By assumption, we have

Pk ei D i;k ei with i;k 0:

Using the Hessian comparison theorem, for any fixed index i we obtain

Hess ./.ei ; Pk ei /Di;k Hess ./.ei ; ei /

i;k Cb .u/.1  hru; ei i2 /
DCb .u/.i;k  hru; ei ihPk ru; ei i/:

Summing over i we get

X
m
Hess ./.ei ; Pk ei / Cb .u/.Tr.Pk /  hru; Pk ru/i
iD1

DCb .u/.ck Hk  hru; Pk rui/

and therefore

Lk u Cb .u/.ck Hk  hru; Pk rui/ C ck HkC1 hr; i: (6.101)

Consider the function

8 p
< 1  cos. b t/ if b > 0;
b .t/ D t2 if b D 0;
: p
coth. b t/ if b < 0:

solution of

b00 .t/  Cb .t/b0 .t/ D 0: (6.102)

Then b00 .t/ > 0 since b0 .t/ > 0. We have

Lk b .u/ D b00 .u/hru; Pk rui C b0 .u/Lk u:

382 6 Applications to Hypersurfaces

It follows from (6.101) and (6.102) that

Lk b .u/ ck b0 .u/.Cb .u/Hk C hr; iHkC1/:

Hence,

Lk b .u/ ck b0 .u/ .Cb .u/Hk  jHkC1 j/ :

˚ 
Since sup˙ b .u/  b .r/ < C1, by Theorem 6.13 there exists a sequence xj 
˙ such that
1 1 1
b .u.xj // > sup b .u/  and Lk b .u/.xj / < :
˙ j ck Hk .xj / j

Since sup˙ b .u/ D b .sup˙ u/, then limj!1 u.xj / D u D sup˙ u. Thus,
 
1 1 0 jHkC1 j
> Lk b .u/.xj / b .u.xj // Cb .u.xj //  .xj /
j ck Hk .xj / Hk
  
jHkC1 j
b0 .u.xj // Cb .r/  sup
˙ Hk

since Cb .u.xj / Cb .r/. Taking j ! C1 we conclude that

 
jHkC1 j
Cb .r/  sup  0:
˙ Hk

For the proof of the second part of the statement, first observe that equality
in (6.99) yields Lk b .u/ 0. Since b .u/  b .r/ < C1, it follows from the
maximum principle for the elliptic operator Lk that .u/, and hence u is constant. u
t
In the sequel, we want to replace some assumptions in Theorem 6.16 by simpler
ones of geometrical nature. This, of course, is the case of Theorem 6.15 above. But
first we consider the special case of H2 .
Corollary 6.8 Let f W ˙ ! N be a hypersurface isometrically immersed into into
a complete Riemannian manifold of dimension m C 1. Assume that ˙ is complete
with sectional curvature ˙K K for some K 2 R. If H2 > 0 and f .˙/  NBr .o/
for a geodesic ball NBr .o/ as above, then

p  
H2
sup H2 sup Cb .r/: (6.103)
˙ ˙ H

Moreover, if there exists x0 2 ˙ such that f .x0 / 2 @NBr .o/ and sup˙ .H2 =H/ D
Cb .r/ then f .˙/ D @NBr .o/.
6.4 Higher Order Mean Curvature Estimates 383

Proof In term of the principal curvatures 1 ; : : : ; m of f we have that

X
m
m2 H 2 D j2 C m.m  1/H2 > i2 :
jD1

In particular, the immersion is two-sided since H 2 > 0. Moreover, the eigenvalues

j;1 of P1 satisfy j;1 D mH  j > 0 for any j and therefore L1 is elliptic. Then, the
second inequality and the characterization of equality follows from Theorem
p 6.16.
For the first inequality, just observe that H 2  H2 0 yields H2 =H  H2 . t
u
Remark 6.7 If the ambient space has constant curvature b, then by (1.142) the
scalar curvature ˙S of ˙ is related to H2 by ˙S D m.m  1/.b C H2 /. In this case
inequality (6.103) reads as

sup ˙S b C Cb .r/ inf H:

˙ ˙

Proof (of Theorem 6.15) The existence of an elliptic point implies that HkC1 is
positive at that point, and hence on ˙. The well-known Gårding inequalities yield,
for the appropriate orientation,

1=2 1=k 1=.kC1/

H1 H2    Hk HkC1 > 0: (6.104)

Thus, the immersion is two-sided and H1 > 0. Moreover, since ˙ has an elliptic
point and HkC1 ¤ 0 on ˙, it follows from Remark 6.4 that, for any 1  j  k,
the operators Lj are elliptic. Then, the second inequality and the characterization of
the equality case
p follows from Theorem 6.16. For the first inequality observe that
HjC1 =Hj  jC1 HjC1 follows from (6.104). t
u
Chapter 7
Hypersurfaces in Warped Products

A classical result of Alexandrov [10] states that a compact hypersurface with

constant mean curvature embedded in Euclidean space must be a round sphere. The
original proof is based on a clever use of the maximum principle for elliptic partial
differential equations. This method, now called the Alexandrov’s reflexion method,
also works for hypersurfaces in ambient spaces having a sufficiently large number
of isometric reflexions, for instance in the hyperbolic space. It is worth to observe
that, in an analytical context, this is the root of what has been called the “moving
plane” technique, initiated by the pioneering work of Serrin, [254], and over and
over successfully applied to prove special symmetries of solutions to certain PDE’s.
To extend results of the type of Alexandrov to a larger class of Riemannian
manifolds it appears convenient to consider manifolds with a sufficiently large
family of complete embedded constant mean curvature hypersurfaces. Such a
family plays the role of the umbilical hypersurfaces in spaces of constant sectional
curvature, like the spheres do in Euclidean space. In this setting, given an immersed
hypersurface, the main step is to look for geometric assumptions that force the
hypersurface to be one of the selected family. In the compact case, this was first
done by Montiel [194] that considers as a natural class of ambient manifolds that of
warped products R P, where P is a complete m-dimensional Riemannian manifold
and  W R ! RC is a smooth warping function. Then each leaf Pt D ftg  P (called
here a slice) of the foliation t 2 R 7! Pt of R  P is a complete hypersurface with
constant mean curvature. This approach was later considered in [12] where Alías
and Dajczer generalized Montiel’s results. Some of these generalizations hold even
for complete, not necessarily compact, hypersurfaces.
The aim of this chapter is to extend the investigation to hypersurfaces with
constant higher order mean curvatures, both in the compact and in the complete
case. Typically, in this general setting, the differential operators we shall be dealing
with are of trace type.

© Springer International Publishing Switzerland 2016 385

L.J. Alías et al., Maximum Principles and Geometric Applications,
Springer Monographs in Mathematics, DOI 10.1007/978-3-319-24337-5_7
386 7 Hypersurfaces in Warped Products

7.1 Preliminaries

In this chapter, we consider the case where the ambient space N is a warped product
I  P, where I  R is an open interval, P is a complete m-dimensional Riemannian
manifold and  W I ! RC is a smooth function. The product manifold I  P is
endowed with the Riemannian metric

h ; i D I .dt2 / C 2 .I /P .h ; iP /:

Here I and P denote the projections onto the corresponding factor and h ; iP is the
Riemannian metric on P. In particular, I  P is complete if and only if I D R. We
also recall (see Sect. 1.8) that each leaf Pt D ftg  P of the foliation t ! Pt of I  P
is a complete totally umbilical hypersurface with constant k-mean curvature
 0 .t/ k
Hk .t/ D ; 0  k  n;
.t/

with respect to the unit normal T D  @t@ .

Let f W ˙ ! I  P be an isometrically immersed hypersurface. We define the
height function h 2 C1 .˙/ by setting h D I ı f . Following the terminology
introduced in [11], we will say that the hypersurface is contained in a slab if f .˙/
lies between two leaves Pt1 ; Pt2 of the foliation, with t1 < t2 (in other words, h.p/ 2
Œt1 ; t2  for each p 2 ˙).
The function theoretic approach to the generalized Omori-Yau maximum prin-
ciple given in Theorem 3.2 allows us to apply it in different situations, where
the choices of the functions  and G of the quoted theorem are suggested by the
geometric setting. The following example, of extrinsic nature, will be useful in
the sequel for the case of properly immersed hypersurfaces into warped products.
Assume the existence of a pole o in P, and denote by rO D P the distance function
on P from o. We will assume that the radial sectional curvature of P satisfies the
condition
P
Krad .x/ G2 .Or .x//; (7.1)

where, without loss of generality, G 2 C1 .RC

0 / satisfies

1
(i) G.0/ > 0I (ii) G0 .t/ 0I (iii) 62 L1 .C1/: (7.2)
G.t/

Observe that if ˙ is compact then every immersion f W ˙ ! I  P is proper and

contained in a slab, and the Omori-Yau maximum principle trivially holds on ˙ for
any semi-elliptic operator. Assume then that ˙ is noncompact and let f W ˙ ! I P
be a properly immersed hypersurface with image contained in the slab Œt1 ; t2   P.
7.1 Preliminaries 387

Let O W P ! R be the function given by O .x/ D rO 2 .x/ for every x 2 P, and set
 W ˙ ! R for the associated function on ˙, defined as

 D Q ı f D rO2 .P ı f /;

where Q W I  P ! R is given by Q .t; x/ D O .x/. Since f is proper, if p ! 1 in

˙, then f .p/ ! 1 in N D I  P , but being f contained in a slab, this means that
.P ı f /.p/ D x.p/ ! 1 in P. Hence .p/ D rO 2 .x.p// ! C1 as p ! 1 in ˙,
and  satisfies condition (B ) (i) in Theorem 3.2.
On the other hand, regarding the gradient of  we have the following. Denote by
Q rO and r the Levi-Civita connection (and the gradient operators) in N D I  P,
r,
P and ˙, respectively. Since  D Q ı f , along the immersion f we have
D E
rQ Q D r C rQ Q ;   (7.3)

where  is a (local) smooth unit normal field along f . On the other hand, from
Q .t; x/ D O .x/ we have
D E
rQ Q ; T D 0;

@
where, as usual, T stands for (the lift of) @t
to the product I  P, and
D E
hrQ Q ; Vi D rO O ; V
P

for every V, where V denotes the lift of a vector field V 2 X.P/ to I  P. Since
D E
hrQ Q ; Vi D 2 rQ Q ; V ;
P

we conclude from here that

1 2Or
rQ Q D 2 rO O D 2 rO rO : (7.4)
 

Therefore, since jrO rO j D jrO rO jP D  and .h/ minŒt1 ;t2  .t/ > 0, along the
immersion we have
p
2  p
Q
jr j  jr Q j D c  (7.5)
.h/

for a constant c > 0. In particular ˙ is complete (see the beginning of the proof of
Theorem 3.2).
388 7 Hypersurfaces in Warped Products

Next we will see that, under appropriate extrinsic restrictions, also condition (B )
(ii) in the same theorem is satisfied. From (7.3) it follows that
D E
Hess. /.X; X/ D Hess .Q /.X; X/ C rQ Q ;  hAX; Xi

for every tangent vector field X 2 X.˙/. From (7.4)

0

rQ T rQ Q D  3 rO O D H rQ Q ; (7.6)


where we recall that H .t/ D 0 .t/=.t/. In particular, Hess .Q /.T ; T / D 0. Then,
writing X D XO C hX; T iT , where XO D .P / X, we have

Hess ./.X;
Q O X/
X/ D Hess .Q /.X; O C 2hX; T iHess .Q /.X;
O T /:

From (7.6) we have that

D E
O T / D H .h/ rQ Q ; X D H .h/hr; Xi:
Hess .Q /.X;

On the other hand, using

1 0 D E
rQ XO rQ Q D 2 rO XO rO O  3 rO O ; XO T
 

we also have

O X/
O D 1 DO O OE D O O OE O X/:
O
Hess .Q /.X; r O r O ; X D rXO r O ; X D Hess .O /.X;
2 X P

Summing up,
D E
O  2H .h/hr; XihT ; Xi C rQ Q ;  hAX; Xi
O X/
Hess. /.X; X/ D Hess .O /.X;
(7.7)
for every tangent vector field X 2 X.˙/.
Observe that, using (7.5),
p
jH .h/hr; XihT ; Xij  jH .h/j jr jjXj2  c  jXj2 :

for a constant c > 0, since jH .h/j  maxŒt1 ;t2  jH .t/j. On the other hand, using the
general Hessian comparison theorem (Theorem 1.4) one has

g0 .Or/
Hess .Or /  .h; iP  dOr ˝ dOr/ ; (7.8)
g.Or/
7.1 Preliminaries 389

where g.t/ is the (positive on RC ) solution of the Cauchy problem

g00 .t/  G.t/2 g.t/ D 0;
(7.9)
g.0/ D 0; g0 .0/ D 1:

As we did in Theorem 2.5, let

1  R t G.s/ds 
.t/ D e0 1 :
G.0/
0
Then .0/ D 0, .0/ D 1 and

00 1  Rt 
.t/  G.t/2 h.t/ D G.t/2 C G0 .t/ e 0 G.s/ds 0; (7.10)
G.0/

that is, is a subsolution of (7.9). Hence, by Sturm comparison theorem

g0 .t/ 0
.t/
  CG.t/; (7.11)
g.t/ .t/

where the last inequality holds for a constant C > 0 and t sufficiently large.
From (7.8) and for rO sufficiently large it follows that

Hess .Or /  CG.Or / .h; iP  dOr ˝ dOr/ : (7.12)

Since Hess .O / D 2Or Hess .Or/ C 2dOr ˝ dOr, we obtain from here that
p p  p p 
O  2C O G. O /h; iP C 2 1  C O G.. O / dOr ˝ dOr
Hess ./
p p
 c O G. O /h; iP

for a positive constant c and O sufficiently large. Hence, if  is sufficiently large we

have

Hess .O /.X; O  cp G.p /jXj2

O X/ (7.13)

for every X 2 X.˙/ and for a certain positive constant c, where we are using the
fact that

O P 1 1
jXj jXj  jXj:
infM .h/ minŒt1 ;t2  .t/
390 7 Hypersurfaces in Warped Products

Therefore, since limt!C1 G.t/ D C1, from (7.7) we conclude

p p D E
Hess . /.X; X/  c  G.  /jXj2 C rQ Q ;  hAX; Xi (7.14)

for every tangent vector field X 2 X.˙/, outside a compact subset of ˙.

First assume that sup˙ jHj < C1. Tracing (7.14) we obtain

p p D E
  mc  G. / C mH rQ Q ; 

outside a compact set. Furthermore, by (7.5)

D E p p p
jH rQ Q ;  j  sup jHjjrQ Q j  c   c  G.  /
˙

for some constant c > 0. Thus, we conclude that, outside a compact subset of ˙,
p p
  c  G.  /

for some constant c > 0. From the latter and (7.5), since
p p p
c   cQ  G.  /

for some constant cQ > 0 and  sufficiently large, to guarantee the validity of
Theorem 3.2 (via Remarkp p the Laplace-Beltrami operator , we only need
3.3) for
to verify that the function tG. t/, positive on RC , satisfies (3.6), that is,

1
p p … L1 .C1/
tG. t/

and
p p
. tG. t//0 A.log t C 1/; t
1;

for some A 0. But it is a simple matter to check that both requirements follow
from (7.2), the second with A D 0.
We now assume instead that sup˙ jAj2 < C1. Using (7.5) again, we have
D E p p
j rQ ;
Q  hAX; Xij  jrQ Q jjAjjXj2  c  G.  /jXj2

for a positive constant c and for  sufficiently large. From (7.14) we therefore obtain
p p
Hess . /.X; X/  c  G.  /jXj2 ; (7.15)
7.1 Preliminaries 391

for every tangent vector field X 2 X.˙/, outside a compact subset of ˙. Thus, if T
is a positive semi-definite .0; 2/-tensor field on ˙, we have from (7.15) that
p p
L  mc Tr.T/  G.  /;

where L D Tr.t ı hess/ (recall that t W X.˙/ ! X.˙/ denotes the correspond-
ing .1; 1/-tensor field metrically equivalent to T). Therefore, in the case where
sup˙ Tr.T/ < C1, we conclude from here that
p p
L  mc sup Tr.T/  G.  /
˙

with  sufficiently large. Again condition (3.6) is fulfilled and by Theorem 3.2 (via
Remark 3.3) we know that the Omori-Yau maximum principle holds on ˙ for the
operator L. Finally, in the case where Tr.T/ > 0 on M, we have instead that

1 p p
L  mc  G.  /
Tr.T/

with  sufficiently large. Similarly, we conclude then from Theorem 3.2 (via
Remark 3.3) that the q-Omori-Yau maximum principle holds on ˙ for the operator
L with q.x/ D 1=Tr.T/.x/.
We summarize the above discussion in the following:
Theorem 7.1 Let P be a complete, noncompact, Riemannian manifold with a pole
o and radial sectional curvature satisfying condition PKrad .x/ G2 .Or.x//, where
rO D P denotes the distance function on P from o, and G 2 C1 .RC 0 / satisfies

1
(i) G.0/ > 0I (ii) G0 .t/ 0I (iii) 62 L1 .C1/:
G.t/

Let f W ˙ ! N D I  P be a properly immersed hypersurface contained in a

slab.
(i) If sup˙ jHj < C1, then ˙ is complete and the Omori-Yau maximum principle
holds on ˙ for the Laplace-Beltrami operator.
Let T be a positive semi-definite operator .0; 2/-tensor field on ˙.
(ii) If sup˙ jAj < C1, then ˙ is complete and the Omori-Yau maximum principle
holds on ˙ for any semi-elliptic operator L D Tr.t ı hess/ with sup˙ Tr.T/ <
C1.
1
(iii) If sup˙ jAj < C1, then ˙ is complete and the Tr.T/ -Omori-Yau maximum
principle holds on ˙ for any semi-elliptic operator L D Tr.t ı hess/ with
Tr.T/ > 0 on ˙.
392 7 Hypersurfaces in Warped Products

Remark 7.1 From the equality

jAj2 D m2 H12  m.m  1/H2

it follows that under the assumption inf˙ H2 > 1 the condition sup˙ jAj2 < C1
is equivalent to sup˙ jH1 j < C1.

7.2 Curvature Estimates for Hypersurfaces in Warped

Products

The aim of this section is to obtain some estimates for the k-mean curvatures of
hypersurfaces with image contained in a slab of a warped product space. Towards
this aim we shall need the next computational
Proposition 7.1 Let f W ˙ ! I  P be an isometrically immersed, oriented
hypersurface with unit normal  into a warped product space with m D dim P.
Let h D I ı f be the height function and define
Z t
.t/ D .s/ ds: (7.16)
t0

Then, for each k D 0; : : : ; m,

Lk h D H .h/.ck Hk  hPk rh; rhi/ C ck HkC1 ; (7.17)

and

Lk .h/ D ck .h/.H .h/Hk C HkC1 /; (7.18)

 m  
where ck D .m  k/ k
D .k C 1/ m
kC1
, H .t/ D 0 .t/=.t/ and  D h; T i is the
angle function.
Proof From the calculations in Sect. 1.8 [see (1.206)] we have

Hess.h/ D H .h/.h ; i˙  dh ˝ dh/ C A; (7.19)

where A is the second fundamental tensor of f in the direction of the unit normal .
In particular, for any X 2 X.˙/,

hess.h/.X/ D H .h/.X  hrh; Xirh/ C AX: (7.20)

7.2 Curvature Estimates for Hypersurfaces in Warped Products 393

Fix a local orthonormal frame fe1 ; : : : ; em g on ˙. Then, using (7.20) and the
expressions of the traces of Pk and Pk ı A, that is, (6.33) and (6.34), we have
X
Lk h DTr.Pk ı hess.h// D hPk ı hess.h/.ei /; ei i
i
 
DH .h/ TrPk  hPk rh; rhi C Tr.Pk A/
DH .h/.ck Hk  hPk rh; rhi/ C ck HkC1 :

On the other hand, from (1.182)

Hess..h// D 0 .h/dh ˝ dh C .h/ Hess.h/;

so that, for each vector field X on ˙,

hess..h//.X/ D 0 .h/hrh; Xirh C .h/ hess.h/.X/:

Therefore,
X
Lk .h/ DTr.Pk ı hess..h/// D hPk ı hess..h//.ei /; ei i
i
 
D0 .h/hPk rh; rhi C .h/H .h/ TrPk  hPk rh; rhi C .h/Tr.Pk A/
Dck .h/.H .h/Hk C HkC1 /:

t
u
As a first application of the above computations, we deduce the following:
Theorem 7.2 Let f W ˙ ! I  P be an immersed hypersurface. If the Omori-Yau
maximum principle holds for the Laplacian on ˙ and h D sup˙ h < C1, then

sup jHj inf H .h/:

˙ ˙

In particular, and as an application of Theorem 7.1, we deduce the following result,

that generalizes Theorem 2 in [11].
Corollary 7.1 Let P be a complete, noncompact, Riemannian manifold with a pole
oP whose radial sectional curvature satisfies condition
P
Krad G2 .P /; (7.21)
394 7 Hypersurfaces in Warped Products

 
with G 2 C1 RC 0 satisfying (7.2) and P D dist . ; oP /. If f W ˙ ! I  P is a
properly immersed hypersurface contained in a slab, then

sup jHj inf H .h/: (7.22)

˙ ˙

As a consequence, there is no properly immersed hypersurface contained in a slab

Œt1 ; t2   P with

sup jHj < inf H .t/:

˙ Œt1 ;t2 

To prove Corollary 7.1, observe that if sup˙ jHj D C1 then inequality (7.22)
trivially holds. Thus let us assume that sup˙ jHj < C1; then by Theorem 7.1, item
(i), we know that the OYMP holds for the Laplacian on ˙ and the result follows
from Theorem 7.2.
Proof (of Theorem 7.2) Since h is bounded from above, we apply the OYMP using
Eq. (7.17) for k D 0. Thus we find a sequence fxk g  ˙ such that

lim h.xk / D h D sup h;

j!C1 ˙
 1 2
jrh.xk /j2 D 1   2 .xk / < ;
k
1
h.xk / D H .h.xk //.m  jrh.xk /j2 / C mH.xk /.xk / < ;
k
with m D dim P, and where in the second of the above we have used (1.208). Thus

1
> h.xk / H .h.xk //.m  jrh.xk /j2 /  m sup jHj:
k ˙

Letting k ! C1 we get

0 H .h /  sup jHj;

˙

so that

sup jHj H .h / inf H .h/;

˙ ˙

completing the proof. t

u
7.2 Curvature Estimates for Hypersurfaces in Warped Products 395

Remark 7.2 If instead of the validity of the OYMP we assume that of the WMP, we
easily see that we obtain the conclusion

m  1   m  1
sup jHj H h inf H .h/;
˙ m m ˙

which is weaker than (7.22). Is it possible to obtain the latter in the weaker
assumption of the validity of the WMP? See also the next Theorem 7.3.
Corollary 7.2 Let P be a complete, noncompact, Riemannian manifold with a pole
whose radial sectional curvature satisfies condition (7.21). If f W ˙ ! I et P is a
parabolic, properly immersed hypersurface with constant mean curvature jHj  1
contained in a slab, then f .˙/ is slice.
Remark 7.3 Recall from Sect. 1.8 that I et P, with P D Rm , is the standard
hyperbolic space foliated by horospheres.
Proof Observe that from (7.22) of Corollary 7.1, since H .h/  1 we have jHj D 1;
in particular ˙ is orientable. Choose the orientation so that H D 1. In this case
.h/ D eh and by (7.18) with k D 0 we have

eh D meh .1 C / 0:

Therefore, since eh  eh it follows that eh is a subharmonic function on ˙ which
is bounded from above. The conclusion now follows from parabolicity. t
u
For the next results, we will require H2 > 0. Because of the basic inequality
H12 H2 we can suppose to have chosen a unit normal  to the hypersurface such
that H1 > 0. With this in mind the requirement on the validity of the H11 -WMP for
L1 in what follows is clear.
Theorem 7.3 Let f W ˙ ! I  P be an immersed hypersurface with H2 > 0. If the
1 
H1 -WMP holds for L1 on ˙ and h D sup˙ h < C1, then

1=2
sup H2 inf H .h/:
˙ ˙

Proof We may assume without loss of generality that sup˙ H2 < C1 and
inf˙ H .h/ 0, otherwise the desired conclusion trivially holds. Since h is bounded
from above and sup˙ .h/ D .h /, we can find a sequence fxk g  ˙ such that

lim .h/.xk / D .h / D sup .h/;

k!C1

1
L1 ..h//.xk / D < :
k
396 7 Hypersurfaces in Warped Products

Observe that the first implies limk!C1 h.xk / D h , because .t/ is strictly
increasing, while from the second, using (7.18), we deduce
 
1 1 H2
> L1 ..h//.xk / D m.m  1/.h.xk // H .h.xk // C .xk / .xk /
k H1 H1
 
H2
m.m  1/.h.xk // H .h.xk //  .xk /
H1
 p 
m.m  1/.h.xk // H .h.xk //  H2 .xk /

where m D dim P. Letting k ! C1, and, if necessary, up to passing to a

subsequence we get
p
0 H .h /  sup H2 ;
˙

that is,
p
sup H2 H .h / inf H .h/:
˙ ˙

t
u
As a consequence of the previous theorem and of Theorem 7.1, item (iii), together
with Remark 7.1, we have
Corollary 7.3 Let P be a complete, noncompact, Riemannian manifold with a pole
whose radial sectional curvature satisfies condition (7.21). If f W ˙ ! I  P is a
properly immersed hypersurface with H2 > 0, sup˙ jH1 j < C1 and contained in
a slab, then
p
sup H2 inf H .h/:
˙ ˙

As a consequence, there is no properly immersed hypersurface with H2 > 0 and

sup˙ jH1 j < C1 contained in a slab Œt1 ; t2   P with
p
sup H2 < inf H .t/:
˙ Œt1 ;t2 

In the next theorem, the existence of an elliptic point enables us to guarantee both
that Hk1 is strictly positive and the ellipticity of the operator Lk1 (see Remark 6.4).
With this observation and reasoning as in the previous results we obtain the analogue
of Theorem 7.3 for higher order mean curvatures.
7.3 Hypersurfaces with Constant 2-Mean Curvature 397

Theorem 7.4 Let f W ˙ ! I  P be an immersed hypersurface having an elliptic

1
point, and for which Hk > 0 on ˙, with 3  k  m. If the Hk1 -WMP holds for Lk1

on ˙ and h D sup˙ h < C1 then

1=k
sup Hk inf H .h/:
˙ ˙

Companion to Corollary 7.3 above we have

Corollary 7.4 Let P be a complete, noncompact, Riemannian manifold with a pole
whose radial sectional curvature satisfies condition (7.21). Assume that f W ˙ !
I  P is a properly immersed hypersurface having an elliptic point and for which
Hk > 0 on ˙, with 3  k  m, and sup˙ H1 < C1. If f .˙/ is contained in a slab,
then
1=k
sup Hk inf H .h/:
˙ ˙

As a consequence, there is no properly immersed hypersurface having an elliptic

point, with Hk > 0 on ˙, sup˙ H1 < C1 and contained in a slab Œt1 ; t2   P with

1=k
sup Hk < inf H .t/:
˙ Œt1 ;t2 

Remark 7.4 Note that, in the assumption on H1 , differently from what required in
Remark 7.1 we get rid of the modulus of H1 since, using Gårding’s inequalities one
can prove the validity of

1=2 1=k
H1 H2 : : : Hk >0 on ˙:

For more details see [195] or Chap. 6.

7.3 Hypersurfaces with Constant 2-Mean Curvature

In this section we consider some applications to hypersurfaces with positive constant

2-mean curvature H2 . Before stating the main results, let us introduce an auxiliary
lemma that will be useful in the sequel.
Lemma 7.1 Let f W ˙ ! I  P be a hypersurface with nonvanishing mean
curvature and image contained in a slab. Assume that H 0 0 and that the angle
function  does not change sign. Choose on ˙ the orientation so that H1 > 0 and
suppose that the OYMP for the Laplacian holds on ˙. We have

.i/ if   0; then H .h/ 0;

.ii/ if  0; then H .h/  0:
398 7 Hypersurfaces in Warped Products

Proof Since h is bounded from below and the OYMP for the Laplacian holds on ˙,
using (7.17) with k D 0 we can find a sequence fxk g  ˙ such that

lim h.xk / D h D inf h;

k!C1 ˙
 1 2
jrh.xk /j2 D 1   2 .xk / < ;
k
1
h.xk / D H .h.xk //.m  jrh.xk /j2 / C mH1 .xk /.xk / >  :
k
Then
1
 mH1 .xk /.xk / < C H .h.xk //.m  jrh.xk /j2 /: (7.23)
k

Similarly, since h is bounded from above, we can also find a second sequence fyk g 
˙ such that

lim h.yk / D h D sup h;

k!C1
 1 2
jrh.yk /j2 D 1   2 .yk / < ;
k
1
h.yk / D H .h.yk //.m  jrh.yk /j2 / C mH1 .yk /.yk / < :
k
Hence
1
 mH1 .yk /.yk / >  C H .h.yk //.m  jrh.yk /j2 /: (7.24)
k

Assume first that   0. Since limk!C1 .xk / D  sgn  D 1 > 0, we have

.xk / > 0 for k sufficiently large. Furthermore, since H1 .xk / > 0, using (7.23) it
follows that
 
0  lim inf  H1 .xk /.xk /  H .h /:
k!C1

Therefore H .h / 0 and,since H is nondecreasing, we conclude that

H .h/ H .h / 0:

Assume now that  0 then limk!C1 .yk / D sgn  D 1 > 0, so that .yk / > 0
for k sufficiently large. Therefore, since H1 .yk / > 0, from (7.24) we deduce
 
0  lim inf H1 .yk /.yk /  H .h /:
k!C1
7.3 Hypersurfaces with Constant 2-Mean Curvature 399

Therefore H .h /  0 and again by H 0 0, we deduce that

H .h/  H .h /  0:

This completes the proof. t

u
In the rest of this section we will work basically with the operator L1 . We will
assume that H2 is a positive constant; recall that this implies that the immersion is
two-sided. We can choose the normal unit vector  on ˙ such that H1 > 0 and the
operator L1 is elliptic (see Remark 6.4). R
t
Let .t/ be as in (7.16), that is, .t/ D t0 .s/ ds. By Proposition 7.1, and using
the notation there, we know that
(
.h/ D m.h/.H .h/ C H1 /;
(7.25)
L1 .h/ D m.m  1/.h/.H .h/H1 C H2 /:

Therefore,

L1 .h/ D m.m  1/.h/.H .h/2   2 H2 /; (7.26)

where L1 is the operator given by

L1 D .m  1/H .h/  L1 D Tr.P1 ı hess/; (7.27)

with

P1 D .m  1/H .h/I  P1 :

Let us now state the first main result of this section, which extends Theorem 2.4
in [12] to the case of constant 2-mean curvature.
Theorem 7.5 Let f W ˙ ! I  P be a compact hypersurface of constant positive
2-mean curvature H2 . If H 0 .t/ 0 and the angle function  has constant sign,
then P is necessarily compact and f .˙/ is a slice.
Proof As indicated above, ˙ is orientable and we choose the orientation of ˙ so
that H1 > 0. Since ˙ is compact, we may apply Lemma 7.1. Let us consider first
the case where   0, for which H .h/ 0. Thus, the operator P1 is positive
semi-definite or, equivalently, L1 is semi-elliptic.
Since ˙ is compact, there exist points p ; p 2 ˙ such that

h.p / D h D max h and h.p / D h D min h:

˙ ˙
400 7 Hypersurfaces in Warped Products

Therefore, jrh.p /j D jrh.p /j D 0, from which we deduce

.p / D .p / D 1

because of (1.208). Observe that

..h// D max..h// D .h / D .h.p //

˙

and

..h// D min..h// D .h / D .h.p //;

˙

because .t/ is strictly increasing. Taking into account that P1 is positive semi-
definite, (7.26) gives

L1 .h/.p / D m.m  1/.h /.H .h /2  H2 /  0

and

L1 .h/.p / D m.m  1/.h /.H .h /2  H2 / 0:

Then, using H .h/ 0 on ˙, we obtain

1=2
H .h / H2 H .h /:

On the other hand, since H is nondecreasing, we also have H .h /  H .h /.

1=2
Thus the validity of the equality H .h / D H .h / and H .h/ D H2 is constant
on ˙. Note that, in particular, L1 is elliptic. By (7.25), using the basic inequality
1=2
H1 H2 and the fact that  1, we obtain

1=2 1=2
L1 .h/ D m.m  1/.h/H2 .H1 C H2 /
1=2 1=2
m.m  1/.h/H2 .H1  H2 / 0:

Hence, L1 .h/ 0 on the compact manifold ˙. Thus, since in this case L1 is

elliptic, by the maximum principle applied to L1 we conclude that .h/, and hence
h, is constant.
Finally, in the case where  0 we know from Lemma 7.1 that H .h/  0 on
˙, so that the operator L1 is semi-elliptic. The proof then follows as in the case
  0, working with L1 instead of L1 . t
u
In our next result, we consider complete (and noncompact) hypersurfaces,
extending Theorem 2.9 in [12] to the case of constant 2-mean curvature hypersur-
faces.
7.3 Hypersurfaces with Constant 2-Mean Curvature 401

Theorem 7.6 Let f W ˙ ! I  P be a complete hypersurface of constant positive

2-mean curvature H2 such that condition (2.26) is satisfied, that is,
˙
K G2 .r/; (7.28)

where without loss of generality we can suppose that G is a smooth function on RC

0
even at the origin and satisfying conditions (7.2). Assume that sup˙ jH1 j < C1
and that f .˙/ is contained in a slab. If H 0 .t/ > 0 and the angle function  has
constant sign, then f .˙/ is a slice.
Proof Choose the orientation of ˙ so that H1 > 0. By Theorem 2.5 we know that
the OYMP holds for the Laplacian on ˙, so that we may apply Lemma 7.1. As a
consequence, in the case where   0 we have H .h/ 0, and the operator P1 is
positive semi-definite. In other words, the differential operator L1 is semi-elliptic.
Furthermore, Tr.P1 / is bounded above, indeed

Tr.P1 / D m.m  1/H .h/  m.m  1/H1   m.m  1/.H .h / C H1 /;

where h D sup˙ h < C1 and H1 D sup˙ H1 < C1. Hence by Theorem 6.13,
item (ii), we know that the OYMP holds for the operator L1 on ˙.
Since sup˙ .h/ D .h / < C1, there exists a sequence fxk g  ˙ such that

.i/ lim .h.xk // D sup .h/ D .h /;

k!C1 ˙

1
.ii/ jr..h//.xk /j D .h.xk //jrh.xk /j < ;
k
1
.iii/ L1 ..h//.xk / < :
k

Observe that condition (i) implies that limk!C1 h.xk / D h , because .t/ is strictly
increasing. Thus by condition (ii) we also have limk!C1 jrh.xk /j D 0. Therefore
from (7.26)

1
L1 .h/.xk / D m.m  1/.h.xk //.H .h.xk //2   2 .xk /H2 / < :
k

Taking the limit for k ! C1 and observing that  2 .xk / D 1  jrh.xk /j2 ! 1 as
k ! C1, we find

H .h /2  H2  0:

On the other hand, since h is also bounded from below, inf˙ .h/ D .h / >
1, where h D inf˙ h > 1. Thus, we can find a sequence fyk g  ˙ such that

.i/ lim .h.yk // D inf .h/ D .h /;

j!C1 M
402 7 Hypersurfaces in Warped Products

1
.ii/ jr..h//.yk /j D .h.yk //jrh.yk /j < ;
k
1
.iii/ L1 ..h//.yk / >  :
k
Hence, proceeding as above and using

1
L1 .h/.yk / D m.m  1/.h.yk //.H .h.yk //2   2 .yk /H2 / >  ;
k
we find

H .h /2  H2 0:

Thus H .h /2 H .h /2 and, since H .h /; H .h / 0, we deduce H .h /

H .h /. But H .t/ is an increasing function, and it follows h D h .
Finally, let us consider the case where  0. By Lemma 7.1 we then have
H .h/  0 and the operator L1 is semi-elliptic. Moreover

Tr.P1 / D m.m  1/H .h/ C m.m  1/H1   m.m  1/.H .h / C H1 /:

Hence the trace of P1 is bounded from above and by Theorem 6.13 the OYMP
holds for the operator L1 . Proceeding as above we arrive at the two inequalities

H2  H .h /2 0 and H2  H .h /2  0;

giving H .h /2  H .h /2 . Since H .h / and H .h / are nonpositive, this implies
H .h / H .h /. But H .t/ is increasing, so that h D h concluding the proof.
t
u
In particular, Theorem 7.6 remains true if we replace condition (7.28) by the
stronger condition of ˙ having sectional curvature bounded from below by a
constant. This happens, for instance, when the sectional curvature of P is itself
bounded from below. This observation yields the next
Corollary 7.5 Let P be a complete Riemannian manifold with sectional curvature
bounded from below and let f W ˙ ! I  P be a complete hypersurface of constant
positive 2-mean curvature H2 . Assume that supM jH1 j < C1 and that f .˙/ is
contained in a slab. If H 0 .t/ > 0 and the angle function  does not change sign,
then f .˙/ is a slice.
As already observed, for the proof of Corollary 7.5, it suffices to show that ˙K is
bounded from below by a constant. Towards this aim we prove the following slightly
stronger result, that will be useful in the sequel.
7.3 Hypersurfaces with Constant 2-Mean Curvature 403

Lemma 7.2 Let P be a Riemannian manifold with sectional curvature bounded

from below and let f W ˙ ! I  P be an immersed hypersurface. Assume that
sup˙ jAj2 < C1, where A is the Weingarten operator of the immersion, and that
f .˙/ is contained in a slab. Then the sectional curvature of ˙ is bounded from
below by a constant.
Proof (of Corollary 7.5) From Remark 7.1, under the assumptions of Corollary 7.5
we immediately obtain

sup jAj2 < C1:

˙

Thus, given the validity of Lemma 7.2, ˙K is bounded from below by a constant. u
t
Proof (of Lemma 7.2) Recall that the Gauss equation for a hypersurface f W ˙ !
I  P, according to (1.140), is given by
˝ ˛
hR.X; Y/Z; Vi D R.X; Y/Z; V  hAX; ZihAY; Vi C hAY; ZihAX; Vi;

for X; Y; Z; V 2 X.M/, where R and R are the curvature tensors of ˙ and I  P,

respectively. Then, if fX; Yg is an orthonormal basis for an arbitrary 2-plane tangent
to ˙, we have
˙
K.X ^ Y/ DK.X ^ Y/ C hAX; XihAY; Yi  hAX; Yi2
K.X ^ Y/  jAXjjAYj  jAXj2 (7.29)
K.X ^ Y/  2jAj2 ;

where the last inequality follows from the fact that

jAXj2  Tr.A2 /jXj2 D jAj2

for every unit vector X tangent to ˙. Since we are assuming that sup˙ jAj2 < C1,
to obtain the desired conclusion it suffices to show that K.X ^ Y/ is bounded from
below. The curvature tensor of I  P expressed in terms of the curvature tensor of
P is

O V/
R.U; V/W DP R.U; O W
O  H 2 .I /.hV; WiU  hU; WiV/

C H 0 .I /hW; T i.hU; T iV  hV; T iU/

 H 0 .I /.hV; WihU; T i  hU; WihV; T i/T ;
 
for every U; V; W 2 X I  P , where T D @@t and we are using the notation U O
 
to denote P U for an arbitrary U 2 X I  P . Then, for the orthonormal basis
404 7 Hypersurfaces in Warped Products

fX; Yg, since jT j D 1 we find that

1 P O O ˇˇ O O ˇˇ2
K.X ^ Y/ D K.X ^ Y/ˇX ^ Y ˇ
2 .h/
H 2 .h/  H 0 .h/.hX; T i2 C hY; T i2 /:

But, by (1.207), T D rhC, where  is any local unit normal to the hypersurface
and  D hT ; i. Therefore orthogonality of X and  yields hX; T i D hX; rhi C
hX; i D hX; rhi. Similarly hY; T i D hY; rhi, and since hX; rhi2 C hY; rhi2 
jrhj2 D 1   2  1, from the above we deduce

1 P O O ˇˇ O O ˇˇ2
K.X ^ Y/ K.X ^ Y/ˇX ^ Y ˇ  H 2 .h/  jH 0 .h/j: (7.30)
2 .h/

On the other hand,

ˇ ˇ ˇ ˇˇ ˇ D E2
ˇ O O ˇ 2 ˇ O ˇ 2 ˇ O ˇ2 O YO
ˇX ^ Y ˇ D ˇX ˇ ˇY ˇ  X;

D 1  hX; T i2  hY; T i2  1:

Therefore, if PK c for some constant c, we deduce

1 P O O ˇˇ O O ˇˇ2 jcj
K.X ^ Y/ˇX ^ Y ˇ  2 : (7.31)
2 .h/  .h/

Finally, since f .˙/ is contained in a slab, h a bounded function, and we conclude

from (7.29)–(7.31) that the sectional curvature ˙K.X ^ Y/ is bounded from below
by an absolute constant. t
u
We observe that condition (7.28) has been used in the proof of Theorem 7.6 only
to guarantee that the Omori-Yau maximum principle holds on ˙ for the Laplacian
and for the semi-elliptic operator L1 (or L1 ). Therefore, the theorem remains true
under any other hypothesis guaranteeing this latter fact. As a consequence we also
state the following:
Theorem 7.7 Let P be a complete, noncompact, Riemannian manifold with a pole
whose radial sectional curvature satisfies condition (7.21). Let f W ˙ ! I  P be a
properly immersed hypersurface of constant positive 2-mean curvature H2 . Assume
that sup˙ jH1 j < C1 and that f .˙/ is contained in a slab. If H 0 .t/ > 0 and the
angle function  has constant sign, then f .˙/ is a slice.
As pointed out before, for the validity of Theorem 7.7 it suffices to show that
the OYMP holds for the Laplacian and for the semi-elliptic operator L1 (or L1 )
on ˙. But this follows directly from Theorem 7.1 and Remark 7.1 in the present
assumptions.
7.4 Hypersurfaces with Constant Higher Order Mean Curvature 405

7.4 Hypersurfaces with Constant Higher Order Mean

Curvature

In this section we will extend our previous results to the case of m-dimensional
hypersurfaces with nonzero constant k-mean curvature Hk , where 3  k  m. To
this end, we will work with the operator Lk1 , and we will assume that there exists an
elliptic point in ˙. Note that the existence of an elliptic point is always guaranteed
when ˙ is compact and 0 ¤ 0 on ˙ (see the proof of Theorem 7.11 below).
Recall from the discussion in Sect. 6.4 (see also Remark 6.4) that the existence of
an elliptic point implies that Hk is positive, the immersion is two-sided and H1 > 0
for the chosen orientation. Moreover, it also implies that, for every 1  j  k  1,
the operators Lj are elliptic or, equivalently, the operators Pj are positive definite.
To extend our results to higher order mean curvatures, we introduce a family of
operators, whose definition is suggested by that of L1 in (7.27). For 2  k  m, we
set

h X
k1
ck1 i 
Lk1 D Tr .1/j H .h/k1j  j Pj ı hess D Tr.Pk1 ı hess/;
jD0
cj

where

X
k1
ck1
Pk1 D .1/j H .h/k1j  j Pj : (7.32)
jD0
cj

We claim that

Lk1 .h/ D ck1 .h/.H .h/k C .1/k1  k Hk /: (7.33)

We have already seen in (7.26) that the claim is true for k D 2; we now proceed by
induction on k. For k 3, we observe that
ck1
Pk1 D H .h/Pk2 C .1/k1  k1 Pk1
ck2

and consequently
ck1
Lk1 D H .h/Lk2 C .1/k1  k1 Lk1 :
ck2
406 7 Hypersurfaces in Warped Products

Hence, if k 3 and we assume the claim true for Lk2 , using (7.18) we infer
ck1
Lk1 .h/ D H .h/Lk2 .h/ C .1/k1  k1 Lk1 .h/
ck2
D ck1 .h/.H .h/k C .1/k2 H .h/ k1 Hk1
C.1/k1 H .h/ k1 Hk1 C .1/k1  k Hk /
D ck1 .h/.H .h/k C .1/k1  k Hk /;

proving the claim.

We are now ready to present the following extension of Theorem 7.5.
Theorem 7.8 Let f W ˙ ! I  P be a compact m-dimensional hypersurface with
constant k-mean curvature Hk , for some 3  k  m and with an elliptic point.
If H 0 .t/ 0 and the angle function  has constant sign, then P is necessarily
compact and f .˙/ is a slice.
Proof Choose the orientation of ˙ so that H1 > 0. Since ˙ is compact, we may
apply Lemma 7.1. First let us consider the case where   0, so that H .h/ 0
and therefore .1/j H .h/k11  j 0 for each j D 0; : : : ; k  1. Since the operators
P0 D I, P1 ; : : : ; Pk1 are all positive definite, from (7.32) it follows that the operator
Pk1 is positive semi-definite or, equivalently, Lk1 is semi-elliptic. Reasoning as
in the proof of Theorem 7.5, yields

Lk1 .h/.p / D ck1 .h /.H .h /k  Hk /  0

and

Lk1 .h/.p / D ck1 .h /.H .h /k  Hk / 0;

with p ; p 2 ˙ satisfying h.p / D h D max˙ h and h.p / D h D min˙ h.

Then, since H .h/ 0 on ˙, we obtain

1=k
H .h / Hk H .h /:

On the other hand, H 0 0 implies H .h /  H .h /. Thus, H .h / D H .h /

1=k
and H .h/  Hk is constant on ˙. Therefore, by (7.18), using Gårding inequality
.k1/=k
Hk1 Hk and  1, we obtain

1=k .k1/=k
Lk1 .h/ D ck1 .h/.Hk Hk1 C Hk /
1=k .k1/=k
ck1 .h/Hk .Hk1  Hk / 0:
7.4 Hypersurfaces with Constant Higher Order Mean Curvature 407

In other words, Lk1 .h/ 0 on the compact manifold ˙. By the maximum

principle applied to the elliptic operator Lk1 we conclude that .h/, and hence
h, is constant.
Finally, in case  0 we know from Lemma 7.1 that H .h/  0 on ˙, so
that the operator .1/k1 Lk1 is semi-elliptic. The proof then follows as in the case
  0, working with .1/k1 Lk1 instead of Lk1 . t
u
For the case of complete (noncompact) hypersurfaces, we prove the following
extension of Theorem 7.6.
Theorem 7.9 Let f W ˙ ! I  P be a complete m-dimensional hypersurface
with constant k-mean curvature Hk , for some 3  k  m, and with sectional
curvature satisfying condition (7.28). Assume the existence of an elliptic point in
˙, sup˙ jH1 j < C1 and that f .˙/ is contained in a slab. If H 0 .t/ > 0 and the
angle function  has constant sign, then f .˙/ is a slice.
Proof By Theorem 6.13, we know that the Omori-Yau maximum principle holds for
the Laplacian on ˙, so that we may apply Lemma 7.1. Thus, in the case where  
0 we have H .h/ 0 and therefore, proceeding as in Theorem 7.8, the differential
operator Lk1 is semi-elliptic. Furthermore, since 0    1, H .h/ 0, Hj 0
for j D 0; : : : ; k  1, we deduce

X
k1 X
k1
Tr.Pk1 / D ck1 .1/j H .h/k1j  j Hj  ck1 H .h /k1j Hj ;
jD0 jD0

where h D sup˙ h < C1 and Hj D sup˙ Hj  .sup˙ H1 /j < C1, and where
the latter inequality is due to Gårding’s inequalities. Hence by Theorem 6.13, the
Omori-Yau maximum principle holds for the operator˚  Lk1 and, ˚ proceeding as in
the proof of Theorem 7.6, we find two sequences xj  ˙ and yj  ˙ satisfying

lim h.xj / D h ; and lim h.yj / D h ;

j!C1 j!C1

lim .xj / D lim .yj / D 1;

j!C1 j!C1

1
Lk1 .h/.xj / D ck1 .h.xj //.H .h.xj //k C .1/k1  k .xj /Hk / < ;
j

and
1
Lk1 .h/.yj / D ck1 .h.yj //.H .h.yj //k C .1/k1  k .yj /Hk / >  :
j
408 7 Hypersurfaces in Warped Products

Letting j ! C1 in the above inequalities, we deduce

H .h /k  Hk  H .h /k ;

and therefore h D h , as in the proof of Theorem 7.6.

Finally, in the case where  0 we proceed again as in the proof of
Theorem 7.6, working now with the operator .1/k1 Lk1 , that, in this case, is
semi-elliptic and with Tr..1/k1 Pk1 / bounded from above. t
u
As it happened for Theorem 7.7 in the previous section, Theorem 7.9 remains
true if we replace condition (7.28) by the stronger condition of ˙ having sectional
curvature bounded from below by a constant. This leads to the next
Corollary 7.6 Let P be a complete Riemannian manifold with sectional curvature
bounded from below and let f W ˙ ! I  P be a complete hypersurface with
constant k-mean curvature Hk , for some 3  k  m. Assume the existence of
an elliptic point in ˙, sup˙ jH1 j < C1 and that f .˙/ is contained in a slab. If
H 0 .t/ > 0 and the angle function  has constant sign, then f .˙/ is a slice.
Indeed, by Gårding inequalities we know that H2 > 0, so that (see Remark 7.1)
sup˙ jAj2  m2 .sup˙ H1 /2 < C1 and we can apply Lemma 7.2 to conclude that
the sectional curvature of ˙ is bounded from below. The result then follows from
Theorem 7.9.
Finally, similarly to what happened in the previous section, condition (7.28)
has been used in the proof of Theorem 7.9 only to guarantee that the Omori-Yau
maximum principle holds on ˙ for the Laplacian and for the semi-elliptic operator
Lk1 (or Lk1 ). Therefore, the theorem remains true under any other hypothesis
guaranteeing that property. Then, and as a consequence of Theorem 7.1, we state
the following:
Theorem 7.10 Let P be a complete, noncompact, Riemannian manifold with a pole
whose radial sectional curvature satisfies condition (7.21). Let f W ˙ ! I  P be a
properly immersed m-dimensional hypersurface of constant k-mean curvature, for
some 3  k  m. Assume that there exists an elliptic point in ˙, that sup˙ jH1 j <
C1 and that f .˙/ is contained in a slab. If H 0 .t/ > 0 and the angle function 
has constant sign, then f .˙/ is a slice.

7.4.1 Further Results for Hypersurfaces with Constant Higher

Order Mean Curvatures

In this section we go on with the study of hypersurfaces with constant higher order
mean curvatures and we describe some further results. We begin by proving next
Theorem 7.11 Let f W ˙ ! I  P be a compact m-dimensional hypersurface of
constant k-mean curvature, for some 2  k  m, and suppose that H does not
7.4 Hypersurfaces with Constant Higher Order Mean Curvature 409

vanish. Assume that the sectional curvature of P satisfies

P
 2
K supf 0  00 g; (7.34)
I

and that the angle function  has constant sign. Then either f .˙/ is a slice and
P is compact or I  P has constant sectional curvature and f .˙/ is a geodesic
hypersphere. The latter case cannot occur if inequality (7.34) is strict.
First we proceed with the proof of two important auxiliary results that will be
essential in the proof of Theorem 7.11.
Lemma 7.3 Let f W ˙ ! I  P be a m-dimensional immersed hypersurface and
assume that P has constant sectional curvature . Then
  
divPk D .m  k/ 2 C H 0 .h/ Pk1 rh; (7.35)
 .h/

where h D I ı f is the height function.

Proof Let e1 ; : : : ; em be a local orthonormal frame on ˙ and observe that

X
m
hdivPk ; Xi D h.rei Pk /X; ei i (7.36)
iD1

X
k1 X
m
˝ ˛
D .1/k1j NR.ei ; Ak1j X/; Pj ei
jD0 iD1

for every vector field X 2 X.˙/. From (1.191), using the notation UO for P U and
setting N D I  P, we know that

N O Y/
R.X; Y/ D PR.X; O O C H 0 .h/.hX; rhiY  hY; rhiX/ (7.37)

for every tangent vector fields X; Y 2 X.˙/, where PR stands for the curvature tensor
of the fiber P. Then,
˝N ˛ D 
2 
R.ei ; Ak1j X/; Pj ei D PR.Oei ; Ak1j X /;
O P j ei
E

CH 0 .h/hrh; ei ihPj ı Ak1j X; ei i

H 0 .h/hAk1j .rh/; XihPjei ; ei i:
410 7 Hypersurfaces in Warped Products

Therefore, for every fixed j 2 f0; : : : ; k  1g we get

X
m
˝ ˛ X
R.ei ; Ak1j X/; Pj ei D
N
m D
P

2 
R.Oei ; Ak1j X /;
O P j ei
E

iD1 iD1

CH 0 .h/hSk;j .rh/; Xi; (7.38)

where

Sk;j D Pj ı Ak1j  cj Hj Ak1j :

Thus, from (7.36) we obtain

hdivPk ; Xi D
X
k1
.1/k1j
m D
X
P 2
R.Oei ; .Ak1j X//;
O P j ei
E

jD0 iD1

X
k1
CH 0 .h/ .1/k1j hSk;j .rh/; Xi: (7.39)
jD0

We claim that, for every k D 1; : : : ; m  1,

X
k1
Ak D .1/k1j Sk;j D .m  k/Pk1 : (7.40)
jD0

In fact, we will prove the claim by induction on k, k D 1; : : : ; m  1. The case k D 1

is trivial, since P0 D I and

A1 D S1;0 D I  mI D .m  1/I:

Assume we have proved (7.40) for k  1. Then, since

Pj D Sj I  A ı Pj1

we get

Ak D Pk1  ck1 Hk1 I  Ak1 ı A

D Pk1  ck1 Hk1 I C .m  k C 1/Pk2 ı A
D .m  k/Pk1 :
7.4 Hypersurfaces with Constant Higher Order Mean Curvature 411

Therefore, using (7.40), the expression in (7.39) reduces to

hdivPk ; Xi D
X
k1
.1/k1j
m D
X
P 2
R.Oei ; .Ak1j X//;
O P j ei
E

jD0 iD1

.m  k/H 0 .h/hPk1 .rh/; Xi: (7.41)

On the other hand, since we are assuming that the fiber P has constant sectional
curvature , we have that
P

2  
2
R.Oei ; Ak1j X /O D h Ak1j X ; i
O P eO i

hOei ; i 2
O P .Ak1j X/:

Hence a direct computation shows that

m D
X
P 3 E
O P j ei D
R.Oei ; .Ak1j X//;

hSk;j .rh/; Xi:
iD1
2 .h/

Thus, using again (7.40), we obtain

X
k1
.1/k1j
Xm D
P 3 E 
O Pj ei D .m  k/ 2 hPk1 rh; Xi:
R.Oei ; .Ak1j X//;
jD0 iD1
 .h/

Finally, using the latter in Eq. (7.41) we conclude that

 
 0
hdivPk ; Xi D .m  k/ C H .h/ hPk1 rh; Xi (7.42)
2 .h/
for every X 2 X.˙/, proving (7.35). t
u
Lemma 7.4 Let f W ˙ ! I  P be an immersed hypersurface of dimension m with
angle function , height function h and local unit normal . Let O D .h/. Then,
for every 0  k  m  1 we have
!
m
Lk O D  .h/hrh; rHkC1 i  0 .h/ck HkC1
kC1

O 0 .h/.jrhj2 ck Hk  hPk rh; rhi/  O

 H ˇk
.h/2
!
m
 O .mH1 HkC1  .m  k  1/HkC2 /;
kC1
412 7 Hypersurfaces in Warped Products

where

X
m
ˇk D i;k PK.Oei ; /jO O 2:
O ei ^ j
iD1

Here the i;k ’s are the eigenvalues of Pk and fe1 ; : : : ; em g is a local orthonormal
frame on ˙ diagonalizing A, the Weingarten operator in the direction of .
Proof Since .t/T is a conformal vector field,

r O D .h/Arh:

Therefore, using Eq. (7.20) we find

rX r O D .h/.rX A/rh  0 .h/AX  A

O 2 X:

Hence,

X
m
Lk O D  .h/ hPk .rei A/rh; ei i
iD1
!
0 m O 1 HkC1  .m  k  1/HkC2 /:
  .h/ck HkC1  .H
kC1

Using the expression of the covariant derivative of a tensor field we get

Pk .rei A/rh D.rei Pk /Arh  .rei Pk ı A/rh

D.rei Pk /Arh C .rei PkC1 /rh  ei .SkC1 /rh:

By Eq. (6.36) it follows that, setting N D I  P,

X
m X
m
 hPk .rei A/rh; ei i D h.rei Pk /Arh; ei i
iD1 iD1

X
m
C h.rei PkC1 /rh; ei i  rh.SkC1 /
iD1

X
m
˝ ˛
D N
R.ei ; rh/; Pk ei  rh.SkC1 /:
iD1

Since rh D T  , we can write

R.ei ; rh/ D NR.ei ; T /   NR.ei ; /:

N
7.4 Hypersurfaces with Constant Higher Order Mean Curvature 413

Using Gauss equations and observing that TO D 0 we get

00 .h/
N
R.ei ; T / D .H .h/2 C H 0 .h//ei D  ei :
.h/

Therefore,

X
m
˝ ˛ 00 .h/
R.ei ; T /; Pk ei D 
N
ck Hk :
iD1
.h/

Again by Gauss equations

N
R.ei ; / DP R.Oei ; /
O O  H .h/2 ei
C H 0 .h/.hei ; rhi  ei /  H 0 .h/hei ; rhiT :

Assume that the orthonormal basis fei gm

1 diagonalizes A and hence Pk , that is, Pk ei D
i;k ei (no sum over i). Then

X
m
˝ ˛ 1 X
m
N
R.ei ; /; Pk ei D i;k PK.Oei ; /jO O2
O ei ^ j
iD1
.h/2 iD1

00 .h/
 ck Hk C H 0 .h/.jrhj2 ck Hk  hPk rh; rhi/:
.h/

Thus,

X
m
˝ ˛ Xm
˝N ˛ X
m
˝N ˛
N
R.ei ; rh/; Pk ei D R.ei ; T/; Pk ei   R.ei ; /; Pk ei
iD1 iD1 iD1

 X
m
D i;k PK.Oei ; /jO O2
O ei ^ j
.h/2 iD1

H 0 .h/.jrhj2 ck Hk  hPk rh; rhi/

concluding the proof of the lemma. t

u
As an immediate consequence we deduce
Corollary 7.7 Let f W ˙ ! I  P be an immersed hypersurface of dimension m,
with angle function  and height function h. Assume that P has constant sectional
414 7 Hypersurfaces in Warped Products

curvature  and let O D .h/. Then, for every 0  k  m  1 we have

!
m
Lk O D  .h/hrh; rHkC1 i  0 .h/ck HkC1
kC1
  
 O 2 C H 0 .h/ .jrhj2 ck Hk  hPk rh; rhi/
 .h/
!
m
 O .mH1 HkC1  .m  k  1/HkC2 /:
kC1

We are now ready to give the

Proof (of Theorem 7.11) We may assume without loss of generality that H .h/ > 0
on ˙. Since ˙ is compact, there exists a point p0 2 ˙ where the height function
attains its maximum. Then rh.p0 / D 0, .p0 / D ˙1 and by (7.20)

Hess.h/.p0 /.v; v/ D H .h /hv; vi C .p0 /hAv; vi.p0 /  0:

If .p0 / D 1, then

hAv; vi.p0 / H .h /hv; vi > 0;

for any v ¤ 0. Thus p0 is an elliptic point, Hk is a positive constant and by Gårding

inequalities
1 1
H1 H22    Hkk > 0;

equality holding only at umbilical points. In particular, ˙ is two-sided and then

  0. If .p0 / D 1, changing the orientation we reach the same conclusion.
Consider the function
1
 D .h/Hkk C .h/:

Let us prove that Lk1  0. Since Hk is constant, using Lemma 7.4 and
Proposition 7.1 and setting UO for P U, we have
1
Lk1  DHkk Lk1 .h/ C Lk1 O
1
Dck1 Hkk .0 .h/Hk1 C H O 0 .h/jrhj2
O k /  ck1 Hk1 H
!
O m
C H 0
.h/hPk1 rh; rhi  O .mH1 Hk  .m  k/HkC1 /
k
7.4 Hypersurfaces with Constant Higher Order Mean Curvature 415

O X
m
 0 .h/ck1 Hk  i;k1 PK.Oei ^ /jO O 2
O ei ^ j
.h/2 iD1

DU C V C Z;

where fei g is a local orthonormal frame on ˙ diagonalizing the Weingarten operator

A in the direction of the unit normal , the i;k ’s are the corresponding eigenvalues
of Pk1 ,
!
n kC1
U D O .mH1 Hk  .m  k/HkC1  kHk k /;
k

1
V D ck1 0 .h/.Hk1 Hkk  Hk /

and

O 0 .h/.jrhj2 ck1 Hk1  hPk1 rh; rhi/

Z D  H

O X
m
 O ei ^ O j2 :
i;k1 PK.Oei ^ /jO
.h/2 iD1

Then by Gårding inequalities,

1 1 k1
Hk1 Hkk  Hk D Hkk .Hk1  Hk k / 0:

Moreover,
kC1 kC1 kC1 kC1
mH1 Hk  kHk k mHk k  kHk k D .m  k/Hk k ;

and thus
kC1 kC1
mH1 Hk  kHk k  .m  k/HkC1 .m  k/.Hk k  HkC1 / 0: (7.43)

Finally, let ˛ D supI f.0 /2  00 g. Since

O 2 D jrhj2  hei ; rhi2 ;

jOei ^ j

taking into account that the i;k1 ’s are positive, we have

X
m
i;k1 PK.Oei ; /jO O 2
O ei ^ j
iD1
416 7 Hypersurfaces in Warped Products

X
m
˛ i;k1 jOei ^ O j2
iD1

D ˛.ck1 Hk1 jrhj2  hPk1 rh; rhi/:

Hence,

1 X
m
i;k1 PK.eOi ; /j O2
O eOi ^ j
.h/2 iD1

C H 0 .h/.jrhj2 ck1 Hk1  hPk1 rh; rhi/

 ˛ 
C H 0
.h/ .jrhj2 ck1 Hk1  hPk1 rh; rhi/ 0;
.h/2

where the last inequality follows from ˛ D supI f2 H 0 g and the positivity of the
operator Pk1 . Thus, Lk1  0 and since Lk1 is an elliptic operator and ˙ is
compact, we conclude, by the maximum principle that  must be constant. Hence
Lk1  D 0 and the three terms U, V and Z in Lk1  vanish on ˙.
In particular V D 0 implies that ˙ is a totally umbilical hypersurface. Moreover,
since Hk is a positive constant and ˙ is totally umbilical, all the higher order
mean curvatures are constant. Thus H1 is constant and the conclusion follows by
Theorem 3.4 in [12] (see also Proposition 7.2 below). t
u
Note that, for the complete case, we can give the following version of Theo-
rem 3.4 in [12].
Proposition 7.2 Let f W ˙ ! I  P be a complete, parabolic, two-sided
hypersurface with constant mean curvature. Assume that the Ricci curvature of P
satisfies
n  o
2
RicP > sup 0  00  : (7.44)
I

Suppose that f .˙/ is contained in a slab. If the angle function  has constant sign,
then f .˙/ is a slice.
Proof We consider the function  defined in the proof of Theorem 7.11 for k D 1,
that is,  D H.h/ C O and proceeding as we did there we compute
n  o
 D .h/ jAj2  mH12 C .m  1/ RicP .O ; /
O C H 0 .h/jrhj2 :

Therefore, since jAj2 mH12 and

jrhj2 D .h/2 jOj2 ;
7.4 Hypersurfaces with Constant Higher Order Mean Curvature 417

from assumption (7.44) and the fact that  has constant sign the right-hand side of
the above equation has constant sign too. But f .˙/ is contained in a slab, so that 
is bounded. Parabolicity of ˙ implies that  is constant; it follows that
n  o
 jAj2  mH12 C .m  1/ RicP .; O C H 0 .h/jrhj2 D 0
O / on ˙:

We claim that

K D fx 2 ˙ W .x/ D 0g

has empty interior. Assume the contrary and let V  K be open. Then, on V,
 D H1 .h/ is constant, thus if H1 ¤ 0, h is constant. But this is not possible since
jrhj2 D 1   2 D 1 on V. Hence H1 D 0 on ˙ and  D .h/ is constant on
˙. Since  vanishes on V,   0 on ˙. It follows that K D ˙, and then jrhj 
1 on ˙, but this is not possible. Indeed, since ˙ is complete and h is bounded,
by Ekeland principle (Proposition 2.2) there exists xk 2 ˙ with k 2 N such that
jrhj.xk / < 1k . Hence  2 .xk / D 1  jrhj2 .xk / 1  k12 > 0 contradicting K D ˙.
Summing up, K has empty interior. In particular, it follows that

RicP .; O C H 0 .h/jrhj2  0
O / on ˙:

Hence, since the inequality in (7.44) is strict this is possible only if O  0, which
implies jrhj2  0 on ˙ and f .˙/ is a slice. t
u
In what follows, we extend this result to higher order mean curvatures. Towards
this aim, we let Lk be the operator

Lk u D div.Pk ru/; (7.45)

for u 2 C1 .˙/. Note that

Lk u D hdivPk ; rui C Lk u:

Following Definition 4.3 of Sect. 4.4, we introduce

Definition 7.1 We will say that the manifold ˙ is Lk -parabolic if the only bounded
above C1 solutions of the inequality

Lk u 0

are constant.
The following theorem is a special case of Theorem 2.6 in [226] and it can be
recovered from Theorem 4.14 with the  choice '.x; t/ D t and T D Pk1 , noting
that Tr.T/ D ck1 Hk1 , with ck1 D k mk as in Sect. 6.2.1.
418 7 Hypersurfaces in Warped Products

Theorem 7.12 Let f W ˙ ! I  P be a complete hypersurface. Fix an origin

o 2 ˙. If
 1
sup Hk1 vol.@Bt / … L1 .C1/; (7.46)
@Bt

where @Bt is the geodesic sphere of radius t centered at o, then ˙ is Lk1 -parabolic.
We are ready to state the last result of this section.
Theorem 7.13 Let f W ˙ ! I  P be a complete hypersurface with sup˙ jH1 j <
C1 satisfying condition (7.46). Suppose that f has constant k-mean curvature, for
some 2  k  m, and that f .˙/ is contained in a slab. Suppose that P has constant
sectional curvature  satisfying
 2
 > supf 0  00 g: (7.47)
I

Assume that either k D 2 and H2 is positive or k 3 and there exists an elliptic

point p 2 ˙. If H .h/ and the angle function  have constant sign, then f .˙/ is a
slice.
Remark 7.5 Comparing with Theorem 7.11 we have relaxed the condition on H
but we are requiring, on the other hand, the existence of an elliptic point. This, on a
compact manifold is guaranteed by the assumption H > 0. Moreover, we observe
that the angle function is indeed well defined because ˙ is two-sided. For k D 2,
this follows from the positivity of H2 since H12 H2 > 0. For the remaining values
of k this property follows from Gårding inequalities, as in the compact setting. In
any case we choose the orientation so that H1 > 0.
Proof It follows from the assumptions that sup˙ jAj < C1 and therefore by
Lemma 7.2 the sectional curvature of ˙ is bounded from below. Thus the validity of
the Omori-Yau maximum principle for the Laplacian. Assume H .h/ ˚0;applying
the latter to Eq. (7.17) with k D 0 we find, for an appropriate sequence xj ,

 sgn  lim inf H1 .xj / H .h / 0:

j!C1

Therefore for the chosen orientation, sgn  D 1 and   0 on ˙. Consider the

operator Lk1 introduced in (7.45) and the function
1
O
 D Hkk .h/ C ;
7.4 Hypersurfaces with Constant Higher Order Mean Curvature 419

where O D .h/. Since P has constant sectional curvature , by (7.35) of

Lemma 7.3 it follows that
  
Lk1  D  .m  k C 1/ 2 C H 0 .h/ hPk2 rh; ri C Lk1 
 .h/
   1
D  .m  k C 1/O 2 C H 0 .h/ hPk2 rh; rhiHkk
 .h/
  
C .m  k C 1/O 2 C H 0 .h/ hPk2 Arh; rhi
 .h/
1
O
C Hkk Lk1 .h/ C Lk1 :

Using (7.18) and Corollary 7.7 we finally compute

1 k1
Lk1  Dck1 0 .h/Hkk .Hk1  Hk k /
!  
n O kC1
  mH1 Hk  .n  k/HkC1  kHk k
k
  
 .n  k/O 2 C H 0 .h/ hPk1 rh; rhi (7.48)
 .h/
1  
 .n  k C 1/H O k C H 0
.h/ hPk2 rh; rhi:
k
2 .h/

Using Gårding inequalities as in Theorem 7.11, it is easy to prove that the first
and the second terms on the right-hand side of (7.48) are nonnegative. By the fact
that each Pj is positive definite for j D 0; : : : ; k  1, and by assumption (7.47),
it also follows that all the remaining terms on the right-hand side of the previous
equation are nonnegative. Thus Lk1  0. Since, by assumption (7.46), ˙ is Lk1 -
parabolic, we conclude that  has to be constant. In particular, Lk1  D 0 and the
four terms on the right-hand side of (7.48) vanish. Let us prove that U D fp 2 ˙ W
.p/ D 0g has empty interior. Indeed, assume the contrary and let V ¤ ; be an
1=k
open set contained in U . On V the function  D .h/Hk is constant. Hence, since
Hk ¤ 0, .h/ and, equivalently h, is constant on V . But this is impossible because
jrhj2 D 1   2 D 1 on V . Therefore, the third term on the right-hand of (7.48)
vanishes identically and, due to the strict inequality in (7.47), we have

hPk1 rh; rhi D 0:

Since Pk1 is positive definite, this means that h has to be constant and f .˙/ is a
slice. u
t
420 7 Hypersurfaces in Warped Products

7.5 Height Estimates

In this section we present some geometric consequences of the open form of

the WMP, that is, Theorem 4.6, and of Theorem 4.11 (in other words, Ahlfors
parabolicity), related to the mean curvature and to the height function introduced
in Proposition 7.1 at the beginning of the chapter. Firstly we consider the case of
warped product spaces.

7.5.1 Warped Product Spaces

Let I  P be a warped product manifold. Given a smooth function u W P ! I  R,

we consider the immersion u W P ! I  P given by the graph of u, that is, u .x/ D
.u.x/; x/, and we denote by u .P/ its image in I  P. The metric induced on P
from the warped metric in the ambient space is, with the usual simplified notation,
given by

h ; i D du2 C .u/2 h ; iP

and the vector field

 
.u/ 1
Dq Du  T (7.49)
.u/2 C jDuj2P .u/2

defines a unit normal to the graph u satisfying 1  h; T i < 0. The mean

curvature function H of u W P ! I  P with respect to this orientation is given by
0 1 0 1
0
B Du C B  .u/ C
divP @ q A D m.u/ @ q  HA : (7.50)
2 2 2 2
.u/ C jDujP .u/ C jDujP

Here divP , D and j  jP are respectively the divergence, the covariant derivative
and the norm with respect to the original metric h ; iP of P. We fix an origin o 2 P
and for u0 D u.o/ we set
Z t
ds
.t/ D u0 C : (7.51)
u0 .s/

Defining

w.x/ D .u.x//; (7.52)

7.5 Height Estimates 421

a computation shows that w satisfies

0 1 0 1
1
B Dw C 1 B H . .w// C
divP @ q A D m. .w// @ q  HA : (7.53)
2 2
1 C jDwjP 1 C jDwjP

Note that the above change of variable has a geometric interpretation in viewing the
warped product metric as a metric conformal to the standard product metric on JP,
where J  R is the open interval J D .I/, possibly coinciding with R. Indeed, let
I W I  P ! J  P be the map defined by

I .t; x/ D ..t/; x/:

On J  P we consider the metric . ; / conformal to the product metric of J  P given

by (in loose notation)
 
. ; / D 2 .s/ ds2 C h ; iP

with s the canonical coordinate on J. Then I is an isometry if and only if

 
.s/ D   1 .s/ :

1
In  the inverse map I
this case
 1 W J  P ! I  P is given by I 1 .s; x/ D
 .s/; x , where
Z s
 1 .s/ D u0 C . / d :
u0

See [13] for complete details. We will refer to the operator in the left-hand side
of (7.53) as to the mean curvature operator on .P; h ; iP /.
We are ready to prove the next
Theorem 7.14 Let P be an m-dimensional Riemannian manifold and assume that
the WMP holds on P for the mean curvature operator. For a smooth function u W P !
I  R, let u W P ! I  P be the graph of u and suppose that its mean curvature
satisfies H  0 on P. Assume that u and jDujP are bounded above. Then either
u .P/ is a slice Pu0 (with H .u0 / D H   H) or H .u /  H  , with u D supP u
and H  D supP H.
Proof Assume that u .P/ is not a slice, that is, u is nonconstant. We reason by
contradiction and we suppose that H .u / > H  . By continuity of H .t/ we can
choose a regular value  < u of u, sufficiently near to u such that H .t/ > H  for
422 7 Hypersurfaces in Warped Products

t 2 Œ; u . Next we define w as in (7.52) and we observe that w D supP w D .u /,

being  obviously increasing. Furthermore,

˝ D fx 2 P W u.x/ >  g D ˝ D fx 2 P W w.x/ > . /g:

Since  is a regular value of u, @˝ ¤ ;. According to (7.53) w satisfies the equation

0 1 0 1
B Dw C B H .u/ C
divP @ q A D m.u/ @ q  H.x/A on ˝; (7.54)
1 C jDwj2P 1 C jDwj2P

with

u D  1 .w/:

Since, by assumption, H.x/  0, we have

H.x/
q H.x/;
1 C jDwj2P

so that
0 1
B H .u/ C H .u/  H.x/
m.u/ @ q  H.x/A m.u/ q :
1 C jDwj2P 1 C jDwj2P

On the other hand, observe that on ˝

H .u/ > H  H.x/:

Since jDuj2P is bounded above and .u/ is bounded away from 0 on ˝,

jDuj2P
jDwj2P D
.u/

is bounded above. Therefore there exists a constant C > 0 such that

m.u/
q C on ˝;
1 C jDwj2P
7.5 Height Estimates 423

and
8  
ˆ
ˆ p Dw
C.H .u/  H.x// C.H .u/  H  / > 0 on ˝;
ˆ
<divP 1CjDwj2P

ˆ
ˆ
:̂
sup˝ w D w < C1:

We now apply the open form of the WMP, Theorem 4.6. Since H .u /  H  > 0,
alternative (4.97) cannot occur. On the other hand,

sup w D w > . / D sup w;

˝ @˝

and the second alternative cannot occur too. This gives the desired contradiction. u
t
The following corollary is a direct consequence of Theorem 7.14.
Corollary 7.8 Let P be an m-dimensional Riemannian manifold and assume that
the WMP holds on P for the mean curvature operator. For a smooth function u W
P ! I  R, let u W P ! I  P be a minimal graph. Assume that u and jDujP are
bounded above. Then either u .P/ is a slice Pu0 (with 0 .u0 / D 0) or 0 .u /  0,
with u D supP u.
In the next result we estimate H from below.
Theorem 7.15 Let P be an m-dimensional Riemannian manifold; assume that the
WMP holds on P for the mean curvature operator; let U  P be an open subset with
@U ¤ ;. For u 2 C0 .U/ \ C1 .U/ with u.U/  I, let u W U ! I  P be a graph
with supU H  0. Assume that u and jDujP are bounded above. If supU u > sup@U u
then H .supU u/  supU H.
Proof Since supU u > sup@U u, we know that u is nonconstant. We reason by
contradiction and we suppose that H .supU u/ > supU H. Now we proceed as in
the proof of Theorem 7.14 by choosing  < supU u, sufficiently near to supU u such
that H .t/  supU H for t 2 Œ; supU u and ˝   U, where

˝ D fx 2 U W u.x/ >  g:

t
u
Similarly we have
Corollary 7.9 Let P be an m-dimensional Riemannian manifold and assume that
the WMP holds on P for the mean curvature operator; let U  P be an open subset
with @U ¤ ;. For u 2 C0 .U/ \ C1.U/ with u.U/  I, let u W U ! I  P be a
minimal graph. Assume 0 > 0 on u U and suppose that u and jDujP are bounded
above. Then supU u D sup@U u.
424 7 Hypersurfaces in Warped Products

In the above results we have assumed the validity of the WMP for the mean
curvature operator. A sufficient condition for this to happen is given by the
completeness of the Riemannian manifold .P; h ; iP / together with the following
volume growth condition

log volBR
lim inf < C1; (7.55)
R!C1 R2

where BR is the geodesic ball in P centered at o and with radius R. To see this apply
Theorem 4.4 with  D 0 D , T D h ; i, ı D 1, f  0 and '.x; t/ D p t 2 (see
1Ct
also Theorem 4.1 in [225]). Therefore, as another application of Theorem 7.14 we
have the next
Corollary 7.10 Let P be a complete m-dimensional Riemannian manifold. Fix an
origin o 2 P and suppose that condition (7.55) holds. For u 2 C1 .P/ let u W P !
I  P be a graph with H  0 on P. Assume that u and jDujP are bounded above.
Then either u .P/ is a slice Pu0 (with H .u0 / D H   H) or H .u /  H  , with
u D supP u and H  D supP H.
In our next result we only require the validity of the WMP for the Laplace-
Beltrami operator, or equivalently the stochastic completeness of the manifold.
Theorem 7.16 Let f W ˙ ! I  P be a stochastically complete, constant mean
curvature hypersurface such that, for a correct orientation of the normal , H 0.
Suppose that the height function h is bounded above on ˙. If 2 R is such that
H . / > H and H 0 .t/ 0 for t > , then h.x/  on ˙.
Proof First of all observe that because of our assumptions H .t/ 0 for t > .
Now we reason by contradiction and suppose that h > . Observe that h cannot
be constant on ˙, because otherwise h  h and f .˙/ is the slice fh g  P with
constant mean curvature H D H .h /. But H is nondecreasing for t > , and
h > implies H D H .h / H . /, contradicting the hypothesis H < H . /.
Therefore, h is nonconstant and we can choose a regular value  , with <  < h ,
so that @˝ ¤ ;, where

˝ D fx 2 ˙ W h.x/ >  g:

Letting, as in (7.16),
Z t
.t/ D .s/ ds (7.56)
t0

from (7.18) of Proposition 7.1 with k D 0 we have

.h/ D m.h/.H .h/ C H/;

7.5 Height Estimates 425

where  is the angle function. Because of the assumptions on H and H 0 , we infer

.h/ . / > 0 on ˝ and H .h/ H . / H . / > H. Since H 0, we
deduce H H and

H .h/ C H H .h/  H H . /  H > 0;

so that

.h/ m. /.H . /  H/ on ˝ :

From (7.56), .t/ is an increasing function and therefore

 . / D fx 2 ˙ W .h.x// > . /g D ˝ and @  . / D @˝ :

We set ˝ D  . 0 / and v D .h/j˝ , to deduce from the above

v m. /.H . /  H/ > 0 on ˝

and

sup v D .h / < C1:

˝

Applying Theorem 4.6, either H . /  H  0 or sup˝ v D sup@˝ v. But

H . / H > H and sup˝ v D .h / > . / D sup@˝ v, obtaining the desired
contradiction. t
u
We now focus our attention on higher order mean curvatures. In order to
guarantee the validity of the WMP for the type of operators that we will use
in the next result, that is, trace type operators that cannot be put in divergence
form, we will go through the validity of the strong maximum principle via a lower
bound assumption on the sectional curvature ˙K. This could have been done also in
Theorem 7.16 relaxing the assumption on ˙K to a corresponding inequality for the
Ricci curvature.
Theorem 7.17 Let f W ˙ ! I  P be a complete, oriented, constant nonzero k-
mean curvature hypersurface for some 2  k  m with sup˙ jH1 j < C1. Assume
the existence of an elliptic point on ˙ so that, for a correct orientation of the normal
, Hk > 0. Suppose
˙
K.x/ G2 .r.x//

for some G 2 C1 .RC / satisfying

1
.i/ G.0/ > 0I .ii/ G0 .t/ 0I .iii/ 62 L1 .C1/:
G.t/
426 7 Hypersurfaces in Warped Products

1=k
Assume that H .t/ > 0 and that there exists 2 R such that H . / > Hk , with
H 0 .t/ 0 for t > , and let ˝ D fx 2 ˙ W h.x/ > g. If the height function h is
bounded above on ˙, then either sup˝  > 0 or ˝ D ;, that is, h.x/  on ˙.
Proof Assume that ˝ ¤ ; and by contradiction suppose that   0 on ˝ . For
the time being, assume the validity of the WMP on ˙ for the operator LQk1 defined
on functions of class C2 .˙/ by

LQk1 u D Tr.PQ k1 ı hess.u//; (7.57)

where

X
k1
ck1
PQ k1 D H .h/k1j jjj Pj ;
jD0
cj

  m
with ck D .m  k/ mk D .k C 1/ kC1 .
Since ˝ ¤ ;, we have h > . If h is constant on ˙, then h  h and f .˙/ is
the slice fh g P with k-mean curvature Hk D H .h /k . But H .t/ is nondecreasing
for t > , and h > implies
1
Hkk D H .h / H . /;
1
which contradicts the hypothesis H . / > Hkk . Hence, h is nonconstant and we can
fix a regular value < 0 < h for which @˝ ¤ ;. Note that, since ˝  ˝ , we
have   0 on ˝ . Thus, on ˝ the operator PQ k1 becomes

X
k1
ck1
PQ k1 D Pk1 D .1/j H .h/k1j  j Pj :
jD0
cj

With this observation, from Eq. (7.33) we have

 
LQk1 .h/ D ck1 .h/ H .h/k C .1/k1  k Hk on ˝ : (7.58)

Because of the assumptions on H and H 0 , we deduce .h/ . / > 0 on ˝ and

H .h/k H . /k H . /k > Hk . Since Hk > 0, it follows that .1/k1  k Hk
Hk and

H .h/k C .1/k1  k Hk H .h/k  Hk H . /k  Hk > 0:

From this it follows

LQk1 .h/ ck1 . 0 /.H . 0 /k  Hk / on ˝ :

7.5 Height Estimates 427

The definition of , given in (7.56), implies that .t/ is an increasing function and
therefore

 . / D fx 2 ˙ W .h.x// > . /g D ˝ and @  . / D @˝ :

We set ˝ D  . / and v D .h/j˝ , so that

LQk1 v ck1 . /.H . /k  Hk / > 0 on ˝

and

sup v D .h / < C1:

˝

Applying Theorem 4.6, either H . /k  Hk  0, which is impossible, or sup˝ v D

sup@˝ v, which is also impossible because sup˝ v D .h / > . / D sup@˝ v.
This gives the desired contradiction.
It remains to prove the validity of the WMP on ˙ for LQk1 . In the assumptions
of the theorem we know that
1=j 1=k
H1 Hj Hk > 0; j D 1; : : : ; k  1: (7.59)

Since H .h/ > 0 on ˙, PQ k1 is positive definite. Furthermore we have

X
k1
Tr.PQ k1 / D ck1 jjj H .h/k1j Hj
jD0

ck1 H .h/k1 > 0 on ˙;

and

X
k1
Tr.PQ k1 /  ck1 H .h/k1j Hj :
jD0

Hence from the requirement

sup jH1 j < C1

˙

using (7.59) we have

0 < Tr.PQ k1 /.x/  (7.60)

428 7 Hypersurfaces in Warped Products

on ˙, for some positive constant . By the assumption on the sectional curvature

of ˙, from Theorem 6.13 we deduce that the Tr.PQ 1 .x// -WMP holds on ˙ for the
k1
operator LQk1 . However, because of (7.60), 1
is bounded from below by a
Tr.PQ k1 .x//
positive constant and therefore the WMP holds for LQk1 . t
u
Remark 7.6 Theorem 7.17 complements Theorem 6.2 of [27] and it extends the first
part of Proposition 4 of [123] to the noncompact case.

7.5.2 Products

In what follows we shall consider the case of a Riemannian product R  P. From

now on, if the angle function  of a two-sided hypersurface has constant sign, the
orientation  will be chosen so that   0. Observe that if the hypersurface is a
local graph over P, then either  > 0 or  < 0. Thus, requiring  not to change
sign is an assumption weaker than that of being a local graph (compare, for instance,
with [194]).
We begin by considering the case of constant mean curvature. Thus let f W ˙ !
R  P be a two-sided hypersurface with constant mean curvature H and define

 D hH C : (7.61)

By Lemma 7.4 and (7.17) in Proposition 7.1 with k D 0 and   1 we obtain

 
 D  jAj2  mH 2 C P Ric.;
O O / ; (7.62)

where A is the Weingarten operator of the hypersurface in the direction of  and O

denotes the projection of  onto the fiber P, that is,

 D h; T iT C :
O

In particular,

O 2P D jrhj2  1:
jj (7.63)

We also record, for later use, that from (7.17)

h D mH: (7.64)

Since the WMP for  on ˙ is equivalent to the stochastic completeness of

.˙; h ; i/, we have
7.5 Height Estimates 429

Theorem 7.18 Let f W ˙ ! R  P be a stochastically complete hypersurface of

dimension m with constant mean curvature H > 0. Suppose that for some ˛ > 0

RicP m˛ (7.65)

and

H 2 > ˛: (7.66)

Let ˝  ˙ be an open set with @˝ ¤ ; for which f .˝/ is contained in a slab and
f .@˝/  P0 D f0g  P. If

ˇ D sup  < 0 (7.67)

˝

then
 
.1 C ˇ/H
f .˝/  0;  P: (7.68)
H2  ˛

Remark 7.7 It is clear that the choice f .@˝/  P0 is only a matter of “normal-
ization”. One can possibly choose f .@˝/  Pt0 for some t0 2 I changing (7.68)
accordingly.
Proof For any fixed ı > 0 such that

ı
˛<˛C  H2
m
we consider the function

˛ C ı=m H 2  ˛  ı=m
D hDC h: (7.69)
H H
Using (7.62) and (7.64) we obtain

 D .jAj2  mH 2 C RicP .;
O /
O C m˛ C ı/:

From (7.65), using also (7.63) and the fact that ˛ > 0, we have

RicP .;
O / O 2P D m˛jrhj2 m˛
O m˛jj on ˙:

Since jAj2 mH 2 , this yields  ı on ˙, and by (7.67)

 ı ˇı > 0 on ˝:

430 7 Hypersurfaces in Warped Products

We define v D j˝ . Then, since f .˝/ is contained in a slab we deduce

8
< v ˇı > 0 on ˝I
(7.70)
:
sup˝ v < C1:

Since ˙ is stochastically complete and alternative (4.97) of Theorem 4.6 cannot

occur we obtain

sup v D sup v:
˝ @˝

But f .@˝/  f0g  P so that h  0 on @˝ and then v     ˇ on @˝, so

that

ˇ sup v D sup v:
@˝ ˝

We thus have

H 2  ˛  ı=m H 2  ˛  ı=m
ˇ vD DC h 1 C h on ˝:
H H
That is,

.1 C ˇ/H
h.x/  on ˝
H 2  ˛  ı=m

for each ı > 0 such that ˛ < ˛ C ı=m  H 2 . Letting ı ! 0C we conclude

.1 C ˇ/H
h.x/  on ˝: (7.71)
H2  ˛
On the other hand, from (7.64) and (7.67)

h  mHˇ < 0 on ˝

and since f .˝/ is contained in a slab, the function w D hj˝ is bounded below.
Reasoning as above, using now the dual statement of Theorem 4.6 in Remark 4.6,
we deduce

inf w D inf w D 0;
˝ @˝
7.5 Height Estimates 431

that is,

h.x/ 0 on ˝: (7.72)

Putting (7.71) and (7.72) together we obtain (7.68). t

u
In Theorem 7.18 if we assume that ˙ is parabolic for the Laplace-Beltrami
operator , then (7.67) can be relaxed to

0 on ˝

conclusion (7.68) holding with no changes. To see this, simply observe that since ˇ
could be 0, instead of (7.70) we have
8
< v 0 on ˝I
(7.73)
:
sup˝ v < C1:

By Ahlfors parabolicity either

sup v D sup v (7.74)

˝ @˝

or v is constant on ˝, and in this latter case (7.74) still holds. The rest of the proof is
as in Theorem 7.18. The same applies to the reasoning for the lower bound h.x/ 0.
Next we observe that also the “limit” case ˛ D 0, in other words RicP 0, can
be easily treated. Indeed, fix ˛O > 0 sufficiently small that (7.66) holds. Then (7.65)
is obviously true with ˛O instead of ˛. Applying Theorem 7.18 and letting ˛O # 0C
instead of (7.68) we deduce the improved height estimate
 
1
f .˝/  0; .1 C ˇ/  P:
H

Thus putting together the above observations, we have that if we strengthen the
assumption of stochastic completeness to parabolicity for the operator  and we
require RicP 0 we can get rid of (7.66) and relax assumption (7.67) to   0 on
˝ to obtain the height estimate
 
1
f .˝/  0;  P: (7.75)
H

In other words we have

Corollary 7.11 Let f W ˙ ! R  P be a parabolic hypersurface with constant
mean curvature H > 0 and assume RicP 0. Let ˝  ˙ be an open set with
@˝ ¤ ; for which f .˝/ is contained in a slab and f .@˝/  P0 D f0g  P. If
432 7 Hypersurfaces in Warped Products

  0 on ˝ then
 
1
f .˝/  0;  P:
H

This result directly compares with the height estimates obtained by Cheng and
Rosenberg, for ˙ compact, in [80] (see also [147]).
Next theorem extends Theorem 7.18 to higher order mean curvatures.
Theorem 7.19 Let f W ˙ ! R  P be an immersed hypersurface with constant,
nonzero, k-mean curvature Hk , for some k D 2; : : : ; m and with an elliptic point.
Choose the normal  so that Hk > 0, suppose that for some ˛ > 0 the sectional
curvature PK of P satisfies
P
K ˛ (7.76)


and, having set Hk1 D sup˙ Hk1 .x/, assume
kC1

Hk k > ˛Hk1 : (7.77)

Suppose that the WMP holds on ˙ for the operator Lk1 . Let ˝  ˙ be an open
set with @˝ ¤ ; for which f .˝/ is contained in a slab and f .@˝/  P0 D f0g  P.
If

ˇ D sup  < 0 (7.78)

˝

then
2 3
.1 C ˇ/Hk
f .˝/  40; kC1
5  P: (7.79)

Hk k
 ˛Hk1

Proof Let us consider the function

1=k
 D Hk h C :

We know from Eq. (7.17) (see also Proposition 4.1 in [27]) that

Lk1 h D ck1 Hk ; (7.80)

7.5 Height Estimates 433

 m
where ck1 D k k . On the other hand, since Hk is constant from Lemma 7.4 we
also have
!
m Xm
Lk1  D  .mH1 Hk  .m  k/HkC1 /   i;k1 PK.eOi ^ /j O 2;
O eOi ^ j
k iD1
(7.81)
where the i;k1 ’s are the eigenvalues of Pk1 and fe1 ; : : : ; em g is a local orthonormal
frame on ˙ diagonalizing A (and with the above meaning for the notation eO i ). Recall
that Lk1 is elliptic or, equivalently, the eigenvalues i;k1 are all positive. It follows
from (7.80) and (7.81) that
!
m kC1
Lk1  D  .mH1 Hk  .m  k/HkC1  kHk k /
k
X
m
 O 2:
i;k1 PK.eOi ^ O /jeOi ^ j
iD1

Using Gårding inequalities as in the proof of Theorem 7.11 we obtain (7.43), that is
kC1 kC1
mH1 Hk  kHk k  .m  k/HkC1 .m  k/.Hk k  HkC1 / 0;

and therefore,

X
m
Lk1   i;k1 PK.eOi ; /j O 2:
O eOi ^ j (7.82)
iD1

For any fixed ı > 0 such that

kC1
 
˛Hk1 < ˛Hk1 C ı  Hk k

we consider the function

kC1
 
˛Hk1 Cı H k  ˛Hk1 ı
D hDC k h: (7.83)
Hk Hk

Using (7.80) and (7.82) we obtain

X
m
Lk1  i;k1 PK.eOi ^ /j O 2  ck1 .˛Hk1
O eOi ^ j 
C ı/: (7.84)
iD1
434 7 Hypersurfaces in Warped Products

Observe that

O 2 D jrhj2  hei ; rhi2  jrhj2  1:

jeOi ^ j (7.85)

From (7.76), using also (7.85), the fact that ˛ > 0 and each i;k1 > 0, we have

X
m X
m
i;k1 PK.eOi ^ /j O 2 ˛
O eOi ^ j i;k1 jrhj2 ˛Tr.Pk1 /
iD1 iD1

D ˛ck1 Hk1 ˛ck1 Hk1 ;

that is,

X
m
i;k1 PK.eOi ^ /j O 2 ˛ck1 Hk1
O eOi ^ j 
: (7.86)
iD1

Putting together (7.84) and (7.86), and using (7.78), we finally obtain

Lk1 ck1 ı ck1 ˇı on ˝: (7.87)

We define v D j˝ . Then, f .˝/ contained in a slab implies that v satisfies

8
< Lk1 v ck1 ˇı > 0 on ˝I
:
sup˝ v < C1:

Since the WMP holds on ˙ for Lk1 and alternative (4.97) of Theorem 4.6 cannot
occur, we have

sup v D sup v:
˝ @˝

But f .@˝/  f0g  P, hence h  0 on @˝ and then v     ˇ on @˝, so

that

ˇ sup v D sup v:
@˝ ˝

We thus have
kC1 kC1
 
H k  ˛Hk1 ı H k  ˛Hk1 ı
ˇ vD DC k h 1 C k h on ˝;
Hk Hk
7.5 Height Estimates 435

in other words,

.1 C ˇ/Hk
h.x/  kC1
on ˝

Hk k
 ˛Hk1 ı
kC1
 
for each ı > 0 such that ˛Hk1 < ˛Hk1 C ı  Hk k . Letting ı ! 0C we conclude

.1 C ˇ/Hk
h.x/  kC1
on ˝: (7.88)

Hk k  ˛Hk1

On the other hand, from (7.78) and (7.80)

Lk1 h  ck1 Hk ˇ < 0 on ˝;

and we conclude as in Theorem 7.18 that

h.x/ 0 on ˝: (7.89)

Putting (7.88) and (7.89) together we obtain (7.79), completing the proof. t
u
As we know, there are geometric conditions that imply the validity of the
WMP for the Laplace operator. For instance, completeness of ˙ and the volume
growth condition (7.55) imply the validity of the WMP for  on ˙. Therefore,
Theorem 7.18 remains true if one changes stochastic completeness by completeness
and condition (7.55).
On the other hand, if we assume instead of (7.65) in Theorem 7.18 that
P
K ˛

for some ˛ > 0, then obviously RicP n˛. Moreover, from the Gauss equations
for the hypersurface ˙ we have that
˙
K.X ^ Y/ D K.X ^ Y/ C hAX; XihAY; Yi  hAX; Yi2
K.X ^ Y/  2jAj2 ;

where fX; Yg is an orthonormal basis for an arbitrary 2-plane tangent to ˙. Here

K.X ^ Y/ denotes the sectional curvature in the ambient space R  P of the 2-plane
spanned by fX; Yg. Taking into account that

K.X ^ Y/ D PK.XO ^ Y/j

O XO ^ Yj
O 2
436 7 Hypersurfaces in Warped Products

and

jXO ^ Yj
O 2  jX ^ Yj2 D 1

we obtain K.X ^ Y/ ˛ and therefore

˙
K.X ^ Y/ ˛  2jAj2 : (7.90)

Therefore, fixing an origin o 2 ˙ and denoting with r.x/ the distance from o in ˙,
if

jA.x/j  G.r.x//

we conclude from (7.90) that the sectional curvatures satisfy

˙
K ˛  2G.r.x//2 : (7.91)

Therefore, if ˙ is complete and we assume G 2 C1 .Œ0; C1// satisfying

.i/ G.0/ > 0; .ii/ G0 .t/ 0 and .iii/ 1=G.t/ 62 L1 .C1/

by Theorem 6.13 the Omori-Yau maximum principle (hence the WMP) holds on ˙
for . This provides a proof of the following version of Theorem 7.18.
Theorem 7.20 Let f W ˙ ! R  P be a complete hypersurface with constant mean
curvature H > 0. Assume that

ˇ D sup  < 0
˙

and suppose that PK ˛ and H 2 > ˛, for some ˛ > 0. Furthermore, assume that

jA.x/j  G.r.x//

for some G 2 C1 .Œ0; C1// satisfying

.i/ G.0/ > 0; .ii/ G0 .t/ 0 and .iii/ 1=G.t/ 62 L1 .C1/;

where r.x/ denotes the distance in ˙ from some fixed origin o.

If ˝  ˙ is an open set with @˝ ¤ ; for which f .˝/ is contained in a slab and
f .@˝/  P0 D f0g  P, then
 
.1 C ˇ/H
f .˝/  0;  P:
H2  ˛

As for Theorem 7.19, here is an alternative version.

7.5 Height Estimates 437

Theorem 7.21 Let f W ˙ ! R  P be a complete immersed hypersurface of

dimension m with constant, nonzero, k-mean curvature Hk , for some k D 2; : : : ; m
and with an elliptic point. Choose the normal  so that Hk > 0, assume that

ˇ D sup  < 0 (7.92)

˙

kC1
and suppose that PK ˛ and Hk k > ˛Hk1

, for some ˛ > 0. Furthermore, let

jA.x/j  G.r.x//

for some G 2 C1 .Œ0; C1// satisfying

.i/ G.0/ > 0; .ii/ G0 .t/ 0 and .iii/ 1=G.t/ 62 L1 .C1/;

where r.x/ denotes the distance in ˙ from some fixed origin o.

If ˝  ˙ is an open set with @˝ ¤ ; for which f .˝/ is contained in a slab and
f .@˝/  P0 D f0g  P, then
2 3
.1 C ˇ/Hk
f .˝/  40; kC1
5  P: (7.93)

Hkk
 ˛Hk1

Proof It is enough to prove the validity of the WMP for the operator Lk1 on ˙.
Now observe that (7.91), completeness and the fact that Hk1 .x/ > 0 on ˙ imply,
by Theorem 6.13, the validity of the q-Omori-Yau maximum principle on ˙ for
1
Lk1 with q.x/ D . In particular, that of the q-WMP. However, since
ck1 Hk1 .x/
Hk1 .x/ is bounded from above on ˙ by (7.77), then q.x/ is bounded from below
by a positive constant, and by the Remark 3.1 this implies the validity of the WMP
for Lk1 on ˙. t
u
The following version of Theorem 7.21 can be obtained with a reasoning similar to
that in the proof Corollary 7.11. We leave the details to the interested reader.
Theorem 7.22 Let f W ˙ ! R  P be an immersed hypersurface of dimension m
with constant k-mean curvature Hk , for some k D 2; : : : ; m, with an elliptic point (in
particular, Hk ¤ 0), and let the sectional curvature of P satisfy PK 0. Chosen the
normal  so that Hk > 0, assume that ˙ is Lk1 -parabolic. Let ˝  ˙ be an open
set with @˝ ¤ ; for which f .˝/ is contained in a slab and f .@˝/  P0 D f0g  P.
If   0 on ˝ then
2 3
1
f .˝/  40; 1 5  P:
Hkk
438 7 Hypersurfaces in Warped Products

Here is a further result related to Theorem 7.18.

Theorem 7.23 Let f W ˙ ! R  P be a hypersurface of dimension m with constant
mean curvature H > 0, and assume that h W ˙ ! R goes to C1 as x ! 1.
Suppose that for some ˛ > 0

RicP m˛ (7.94)

and

H 2 > ˛: (7.95)

Let ˝  ˙ be a relatively compact open set with @˝ ¤ ; such that f .@˝/  P0 D

f0g  P. If

ˇ D sup  < 0 (7.96)

˝

then
 
.1 C ˇ/H
f .˝/  0;  P: (7.97)
H2  ˛

Proof Since H > 0 is constant, it follows from (7.64) that

h  mH < C1:

By Theorem 3.1, with q.x/  1,  D h and L D , we derive the validity of the

WMP on ˙ for . Equivalently, ˙ is stochastically complete. Since ˝ is relatively
compact, f .˝/ is contained in a slab and we can apply Theorem 7.18. t
u
The key of the above proof is to apply Kash’minskii test via the function h to
obtain the stochastic completeness of ˙. In Theorem 3.1 we proved that a similar
test yields the validity of the WMP for a wide class of operators including the Lk1 ’s
operators considered above. Hence the validity of the next
Theorem 7.24 Let f W ˙ ! R  P be an immersed hypersurface of dimension m
with constant, nonzero, k-mean curvature Hk , for some k D 2; : : : ; m and with an
elliptic point. Chosen the normal  so that Hk > 0, suppose that for some ˛ > 0
P
K ˛ (7.98)


and, having set Hk1 D sup˙ Hk1 .x/, assume that

kC1

Hk k > ˛Hk1 : (7.99)
7.6 Killing Graphs 439

Suppose that h W ˙ ! R goes to C1 as x ! 1. Let ˝  ˙ be a relatively

compact open set with @˝ ¤ ; such that f .@˝/  P0 D f0g  P. If

ˇ D sup  < 0 (7.100)

˝

then
2 3
.1 C ˇ/Hk
f .˝/  40; kC1
5  P: (7.101)

Hk k
 ˛Hk1

Proof Since Hk > 0 is constant, it follows from (7.80) that

Lk1 h  ck1 Hk < C1:

Theorem 3.1 with q.x/  1,  D h and L D Lk1 , gives the validity of the WMP on
˙ for Lk1 . Since ˝ is relatively compact, f .˝/ is contained in a slab and we can
apply Theorem 7.19. t
u

7.6 Killing Graphs

We now consider the case where the .mC1/-dimensional ambient manifold .N; h ; i/
is endowed with a nonsingular Killing vector field Y with complete flow lines and
integrable orthogonal distribution. Let P be a fixed integral leaf. Note that the leaves
of the foliation are totally geodesic hypersurfaces of N. The flow ˚ W R  P ! N
generated by Y takes isometrically P D P0 to the leaf Ps D ˚s .P/ for any s 2 R,
where ˚s D ˚.s; /. We now consider an immersion  W P ! N of the form

 .x/ D u .x/ D ˚.u.x/; x/ (7.102)

for some smooth function u W P ! R. In this case the hypersurface  .P/ D u .P/
is called the Killing graph of u, [95]. Since Y is nonsingular we can define  D
jYj2 > 0. The unit normal to the graph is then given by

1  
.x/ D p .x/Y.x/  ˚u.x/ .Du.x// ; (7.103)
.x/ C jDuj2 .x/

where D denotes the covariant derivative on P, and where, for simplicity of notation,
we are denoting again by  and Y the restrictions of  and Y on P along  . The
Killing graph  has constant mean curvature H, in the direction of the normal , if
440 7 Hypersurfaces in Warped Products

and only if (see[24])

 
Du
Lu D divlog p D mH on P; (7.104)
W

where
p
WD  C jruj2 (7.105)

and L is the operator

   
Du D Du
Lu D div  ; : (7.106)
W 2 W

Here div is the divergence on P. We have the following:

Theorem 7.25 Let N be a complete Riemannian manifold endowed with a complete
nonsingular Killing field Y and let P be an integral leaf of the Killing foliation. Let
 D u W P ! N be a Killing graph with constant mean curvature H 0. Assume
that

sup jYj < C1 (7.107)

P

and
R
log BR jYj
lim inf < C1; (7.108)
R!C1 R2
where BR D BR .o/ stands for the geodesic ball in P centered at a fixed origin o with
radius R.
If there exists a regular value of u such that u is bounded above on some
connected component of the upper level

˝ D fx 2 P W u.x/ > g

then the Killing graph is minimal.

Proof First of all we observe that, according to Theorem 4.4 (see also Theorem 3.2
of [24]), conditions (7.107), (7.108) and completeness of P, imply the validity of
the WMP for the operator L of (7.106) on P. Let ˝ be the connected component of
˝ on which u is bounded above. Note that ; ¤ @˝  fx 2 P W u.x/ D g. Set
v D uj˝ . By contradiction, suppose H > 0. From (7.104)
8
< Lv D mH > 0 on ˝I
:
sup˝ v < C1:
7.6 Killing Graphs 441

Applying Theorem 4.6 and noting that, since H > 0, alternative (4.97) cannot occur,
we deduce that

sup v D sup v D
˝ @˝

so that u  on ˝. Hence u .x/ D ˚. ; x/  P on ˝. Thus ˝ with the induced

metric is isometric to an open set of P which is totally geodesic in N. Therefore
H D 0, contradiction. t
u
From the above theorem we deduce the following corollary related to the results
given in [24].
Corollary 7.12 In the assumptions of Theorem 7.25 if u is bounded above then the
Killing graph  D u W P ! N is minimal.
Chapter 8
Applications to Ricci Solitons

In this chapter we apply maximum principles techniques to the study of the

geometry of Ricci solitons. Ricci solitons have become the subject of a rapidly
increasing investigation since the appearance of the seminal works of Hamilton
[133] and Perelman [217]; this investigation has been mainly directed towards two
goals, classification and triviality in the sense we shall explain below; among the
enormous literature on the subject we only quote, as a few examples, the papers
[59, 60, 67, 68, 70, 112, 188, 220–222, 224, 231] and references therein; see also
[69] for classification results on a wide class of structures generalizing the concept
of Ricci soliton.
First of all we describe, in some detail, the setting. Given a Riemannian manifold
.M; h ; i/, a (generic) Ricci soliton structure .M; h ; i; X/, or a soliton structure for
short,is the choice, if any, of a smooth vector field X 2 X.M/ on M and of a real
constant  such that
1
Ric C LX h ; i D h ; i; (8.1)
2

where, as in Chap. 1, LX h ; i is the Lie derivative of the metric in the direction of

X. In what follows we shall refer to  as to the soliton constant. The soliton is
called expanding, steady or shrinking if, respectively,  < 0,  D 0 or  > 0
(this terminology comes from the dynamical context, where solitons have been first
considered: see for instance [61]). If X is the gradient of a potential f 2 C1 .M/,
then (8.1) takes the form

Ric C Hess.f / D h ; iI (8.2)

indeed, as it is well known (see (1.112)),

1
Lrf h ; i D Hess.f /: (8.3)
2

© Springer International Publishing Switzerland 2016 443

L.J. Alías et al., Maximum Principles and Geometric Applications,
Springer Monographs in Mathematics, DOI 10.1007/978-3-319-24337-5_8
444 8 Applications to Ricci Solitons

Note that the left-hand side of (8.2) is the Bakry-Emery Ricci tensor Ricf , that
is, (8.2) can be re-written as

Ricf D h ; i: (8.4)

Note also that when X or rf are Killing vector fields (8.1) and (8.2) reduce to the
Einstein equation

Ric D h ; i; (8.5)

thus both (8.1) and (8.2) could be interpreted as a perturbation of the latter. When
X is Killing or X D 0, or f is constant, we call the underlying Einstein manifold a
trivial Ricci soliton.
In the rest of the chapter we shall adopt the elliptic point of view, focusing only
on the defining Eqs. (8.1) and (8.2) and on consequent properties. The interested
reader may consult for instance [61] for the original parabolic setting related to
the dynamical context of the Ricci flow. In the case of (8.2), the soliton is called a
gradient Ricci soliton; as we shall see below, in this latter case more sophisticated
technical tools are available to reach geometric conclusions. However, at first, we
study the generic case (i.e. when the vector field is not necessarily a gradient of
some potential f ) and then we specialize to gradient solitons improving, in this
other setting, the general conclusions. We observe that Naber [204, Theorem 1.3]
has shown that a generic Ricci soliton .M; h ; i; X/ which is complete, shrinking
and with bounded curvature is in fact a gradient shrinking Ricci soliton, that is, for
some function f 2 C1 .M/ and some Killing field Y, X D rf C Y. However, in
the complete noncompact case, there exist Ricci solitons that are not gradient. For
instance, they are explicitly constructed by Baird and Danielo [35], Baird [34], Lott
[179] and Lauret [166, 167]. This justifies the study of the general case.

8.1 Basic Formulas for Generic Ricci Solitons

The proofs of our results on generic Ricci solitons are based on three interesting
formulas. The first we are going to present is due to Bochner [53] (see also
[221, 232]); to perform computations we shall use the method of the moving frames
referring to a local orthonormal coframe f i g for the metric with corresponding
Levi-Civita connection and curvature forms indicated, respectively, with fji g and
fji g, 1  i; j  m, m D dim M; as usual, the Einstein summation convention is in
force.
Lemma 8.1 (Generalized Bochner Formula) Let Y 2 X.M/. Then

1
div .LY h ; i/ .Y/ D jYj2  jrYj2 C Ric.Y; Y/ C rY .div Y/: (8.6)
2
8.1 Basic Formulas for Generic Ricci Solitons 445

Remark 8.1 Note that div .LY h ; i/ is a 1-form (see Remark 1.22 in Chap. 1).
Remark 8.2 Note that (8.6) is valid also when Y is only a C2 vector field on M.
Remark 8.3 Equation (8.6) indeed generalizes the usual Bochner formula
(see (1.176)). To see this, for u 2 C3 .M/ let Y D ru. Then, because of (8.3), (8.6)
becomes
1
2 div .Hess.u// .ru/ D jruj2  j Hess.u/j2 C Ric.ru; ru/ C hru; rui:
2
Since

div .Hess.u// .ru/ D Ric.ru; ru/ C hru; rui;

from the above we immediately deduce that (8.6) is, in this case, equivalent to

1
jruj2 D j Hess.u/j2 C Ric.ru; ru/ C hru; rui: (8.7)
2

Proof (of Lemma 8.1) Let fei g be the orthonormal frame dual to f i g. Then Y D
Y i ei D Yi ei , and setting Yij for the coefficients of the covariant derivative rY of Y
we have, according to Sect. 1.2,

Yij  j D dYi  Yk ik : (8.8)

Differentiating (8.8), using the definition of covariant derivative, the structure

equations (1.4) and (1.32) and the components Rijkt of the Riemann curvature
tensor (1.34) we obtain

1
Yikj  k ^  j D Yt Rtikj  k ^  j :
2
Thus, skew-symmetrizing we deduce

Yijk  Yikj D Yt Rtijk D Yt Rtijk : (8.9)

Since (see Eq. (1.31))

LY h ; i D .Yik C Yki / i ˝  k ;

we have

div.LY h ; i/.Y/ D Yi Yikk C Yi Ykik : (8.10)

446 8 Applications to Ricci Solitons

From the commutation relations (8.9), tracing with respect to i and k, we obtain

Ykik D Ykki C Yt Rtkik D Ykki C Yt Rti ; (8.11)

where, as usual, with Rti we have indicated the components of the Ricci tensor. It
follows that

Yi Ykik D rY .div Y/ C Ric.Y; Y/: (8.12)

On the other hand, from jYj2 D Yi Yi , we deduce

djYj2 D 2Yi Yik  k

and

jYj2 D 2Yik Yik C 2Yi Yikk ;

or, in other words,

1
jYj2 D jrYj2 C Yi Yikk : (8.13)
2
Substituting (8.12) and (8.13) into (8.10) we immediately obtain (8.6). t
u
Recalling the definition of X , that is the X-Laplacian X D   hX; ri,
(see Chap. 3), as a direct consequence of Lemma 8.1 we obtain the following
(see also [221])
Proposition 8.1 Let .M; h ; i; X/ be a generic Ricci soliton structure on .M; h ; i/.
Then
1
jXj2 D jrXj2  Ric.X; X/ (8.14)
2
or, equivalently,

1
X jXj2 D jrXj2  jXj2: (8.15)
2
Proof We trace the soliton equation (8.1) to obtain

S C div X D m

where S is the scalar curvature of .M; h ; i/. From here we deduce

rS D r div X: (8.16)
8.1 Basic Formulas for Generic Ricci Solitons 447

Next, by (1.68)

2Rik;i D Sk (8.17)

or, in other words,

rS D 2 div Ric (8.18)

(note the little abuse of notation: more precisely, we should write rS D 2.div Ric/] ,
or equivalently dS D 2 div Ric). Comparing (8.16) and (8.18) we obtain

r div X D 2 div Ric : (8.19)

Now, taking the divergence of (8.1) and using the fact that div.h ; i/ D 0, we
get

div.LX h ; i/ D 2 div Ric;

and (8.19) yields

r div X D div.LX h ; i/:

In particular,

rX div X D div.LX h ; i/.X/: (8.20)

Thus applying (8.6) of Lemma 8.1 we immediately deduce (8.14). As for (8.15)
observe that

LX h ; i.X; X/ D hX; rjXj2i

and use the soliton equation (8.1) into (8.14). t

u
Note that in the compact case formula (8.14) immediately yields results via
integration. For instance, generalizing on Petersen and Wylie [221], Barros and
Ribeiro [38] have proved the following

R 8.2 Let .M; h ; i; X/ be a compact generic Ricci soliton of dimension

Proposition
m 3. If M Ric .X; X/  0 then X is a Killing vector field and the soliton is trivial.
Proof Integrating (8.14) we have
Z Z
jrXj2 D Ric .X; X/  0;
M M

so that rX  0 and X, in particular, is Killing (see e.g. [232, Proposition 5.12]). u

t
448 8 Applications to Ricci Solitons

For later purposes it is worth to give another form of (8.15) in case X D rf . Let
us recall the notation f for the f -Laplacian, that is, the diffusion operator acting,
say, on u 2 C2 .M/ as

f u D rf u D u  hrf ; rui D ef div.ef ru/

(see also Sect. 3.1 in Chap. 3).

Corollary 8.1 Let .M; h ; i; rf / be a gradient soliton on .M; h ; i/. Then

1
f jrf j2 D j Hess.f /j2  jrf j2 : (8.21)
2
Proof Formula (8.21) follows directly from (8.15) by setting X D rf . t
u
Before proceeding to the next proposition we need to determine some more
“commutation rules”.
Lemma 8.2 Let Y 2 X.M/. Then

1 1
Ytkkt  Ykktt D hrS; Yi C Tr .`Y h ; i ı ric/ ; (8.22)
2 2

where `Y h ; i and ric are the .1; 1/-versions, respectively, of LY h ; i and Ric.

Proof We start from the commutation rule (8.9). By taking covariant derivative we
deduce

Yijkt  Yikjt D Yst Rsijk C Ys Rsijk;t : (8.23)

Next, we recall that, by definition of covariant derivative,

Yijk  k D dYij  Ytj it  Yit jt : (8.24)

Thus, differentiating both members of (8.24), using the structure equations

and (8.24) itself, we arrive at

1
Yijkl  l ^  k D  .Ytj Rtilk C Yit Rtjlk / l ^  k
2
from which, skew-symmetrizing with respect to l and k, we obtain

Yijkl  Yijlk D Ytj Rtikl C Yit Rtjkl : (8.25)

Now (8.22) follows immediately from (8.25), (8.23), (8.18) and tracing. t
u
For later use we put together the next commutation rules (see Chap. 1 for details):
8.1 Basic Formulas for Generic Ricci Solitons 449

Lemma 8.3 For the Ricci tensor we have the following

Rij;k D Rji;k (8.26)

Rij;k  Rjk;j D Rtijk;t (8.27)
Rij;kl  Rij;lk D Ris Rsjkl C Rjs Rsikl : (8.28)

Proof Equation (8.26) is obvious by the symmetry of the Ricci tensor. Equa-
tion (8.27) is (1.67) and comes from the second Bianchi identity, while (8.28)
is (1.123). t
u
We are now ready to prove
Proposition 8.3 Let .M; h ; i; X/ be a Ricci soliton structure on .M; h ; i/ with
soliton constant , and let S be the scalar curvature. Then

1 1 1
X Rij D Rij  Rikjt Rkt C Rit .Xtj  Xjt / C Rtj .Xti  Xit / (8.29)
2 4 4
and
ˇ ˇ2
1 S2 ˇˇ S ˇ
2
X S D S  j Ric j D S   ˇRic  h ; iˇˇ : (8.30)
2 m m

Proof We start from the soliton equation (8.1) which, in components, reads

1
Rij C .Xij C Xji / D ıij : (8.31)
2
Differentiating (8.31) we get

1
Rji;k D  .Xijk C Xjik /I (8.32)
2
skew-symmetrizing and using the commutation relation (8.9) we deduce

1
Rji;k  Rjk;i D  .Xijk C Xjik  Xjki  Xkji / (8.33)
2
1 1 
D  Xs Rsjik C Xkji  Xijk :
2 2
Now we observe that, using the first Bianchi identity (1.44),
 
Xkji  Xijk D Xkij C Xs Rskji  Xikj C Xs Rsijk D Xkij  Xikj  Xs Rsjik ;
450 8 Applications to Ricci Solitons

thus (8.33) becomes

1 
Rji;k D Rjk;i  Xs Rsjik C Xkij  Xikj : (8.34)
2
From the definition of Rij , using (8.34), (8.27), (8.28) and (8.17) (that is (1.68))
we have
 
Rij D Rij;kk D Rji;kk D Rji;k k (8.35)
 
1 
D Rjk;ik C Xs Rsjik C Xkij  Xikj (8.36)
2 k
1 
D Rkj;ik  Xsk Rsjik  Xs Rsjik;k C Xkijk  Xikjk :
2
From (8.28) we have that Rkj;ik D Rkj;ki C Rsj Rsi C Rks Rsjik , while the second Bianchi
identity (see (1.51)) implies Rsjik;k D Riksj;k D Ris;j C Rij;s , thus, inserting the
previous relations in (8.35) and using again (8.17) and the soliton equation (8.31),
we have
1 
Rij D Rkj;ki C Rsj Rsi C Rks Rsjik C Xs Rij;s  Xs Ris;j  Xsk Rsjik C Xkijk  Xikjk
2
1 ˝ ˛
D Sji C Rit Rtj C Rsk Riksj C X; rRij  Xs Ris;j  .2ısk  2Rsk  Xks /Rsjik
2
1 
C Xkijk  Xikjk ;
2
which implies

1 1 
X Rij D 2Rij  3Rsk Risjk C Rit Rtj C Sji  Xs Ris;j C Xks Rsjik C Xkijk  Xikjk :
2 2
(8.37)
Now we have, tracing (8.31), taking the covariant derivative and using the commu-
tation relations (8.9) and (8.25),

1 1 1  1 1 1
Sji D  Xkkji D  Xkjki C Xt Rtkkj;i C Xti Rtkkj D  Xkjki C Xt Rtj;i C Xti Rtj
2 2 2 2 2 2
1 1 1 1 1
D  Xkjik C Ris Xsj  Xks Rkisj C Xti Rtj C Xt Rtj;i :
2 2 2 2 2
Using the latter in (8.37) and (8.23) we deduce

1 1 1
X Rij D 2Rij  3Rsk Risjk C Rit Rtj  Xkjik C Rit Xtj  Xks Rkisj (8.38)
2 2 2
1 1 1  
C Xti Rtj C Xt Rtj;i  Xt Rti;j C Xks Rsjik C Xkijk  Xikjk
2 2 2
8.1 Basic Formulas for Generic Ricci Solitons 451

1  1 3
D 2Rij  3Rsk Risjk C Rit Rtj C Xkijk  Xkjik C Rit Xtj C Xks Rsjik
2 2 2
1 1 1
C Xti Rtj C Xt Rtj;i  Xt Rti;j  Xikjk
2 2 2
1 1 1
D 2Rij  3Rsk Risjk C Rit Rtj C Xtk Rtkij C Xt Rtkij;k C Rit Xtj
2 2 2
3 1 1
C Xkt Rtjik C Xti Rtj C Xt Rtj;i  Xt Rti;j
2 2 2
1 1 1 1
C Xtj Rti C Xt Rti;j C Xtk Rtikj  Xit Rtj
2 2 2 2
1 1
D 2Rij  3Rsk Risjk C Rit Rtj C Xtk Rtkij C Rit Xtj C Xkt Rtjik C Rtj .Xti  Xit /:
2 2
Now we observe that, using the first Bianchi identity and the soliton equation,

1 1 1
Xtk Rtkij C Xkt Rtjik D  Xtk Rtijk  Xtk Rtjki C Xkt Rtjik
2 2 2
1 1
D  Xkt Rkijt  Xtk Rtjki C Xkt Rtjik
2 2
1 1
D  Xkt Rtjik  Xtk Rtjki C Xkt Rtjik
2 2
1 1
D Xkt Rtjik  Xtk Rtjki
2 2
1
D Rtjik .Xkt C Xtk /
2
D Rij C Rkt Rikjt :

Using the latter in (8.38) together with the soliton equation we get

X Rij D 2Rij  3Rsk Risjk C Rit Rtj  Rij C Rkt Rikjt Rit Xtj
1 1
C Rtj .Xti  Xit / C Rtj .Xti  Xit /
2 2
 
1  1
D Rij  2Rkt Rikjt C Rit ıtj  Xtj C Xjt C Rit Xtj C Rtj .Xti  Xit /
2 2
1   1
D 2Rij  2Rkt Rikjt C Rit Xtj  Xjt C Rtj .Xti  Xit /;
2 2
that is, Eq. (8.29). Tracing with respect to i and j we immediately deduce Eq. (8.30).
t
u
As an immediate application we have (see [39])
452 8 Applications to Ricci Solitons

Proposition 8.4 Let .M; h ; i; X/ be a compact generic Ricci soliton of dimension

m 2. If the scalar curvature is constant the metric is Einstein.
Proof Tracing equation (8.1) we have

m  S D div X: (8.39)

Thus from (8.30) we get

ˇ ˇ2
ˇ ˇ 1 1
ˇRic  S h ; S
iˇˇ D div X C hrS; Xi  S:
ˇ m m 2 2

Integrating over M and using integration by parts we obtain

Z ˇ ˇ2 Z Z
ˇ ˇ 1 1
ˇRic  S h ; iˇˇ D S div X C hrS; Xi
ˇ m m M 2 M
M
Z
m2
D hrS; Xi:
2m M

Since S is constant it follows that

S
Ric D h; i
m
and the metric is Einstein. Moreover, from the soliton equation we also have
 
1 S
LX h ; i D   h ; i:
2 m

Thus if X is not Killing   mS is a nonzero constant and by a result of Yano

and Nagano [278] we conclude that M is isometric to a Euclidean sphere of
dimension m. t
u
Corollary 8.2 Let .M; h ; i; rf / be a gradient Ricci soliton on .M; h ; i/ with
soliton constant , and let S be the scalar curvature. Then
ˇ ˇ2
1 S2 ˇˇ S ˇ
2
f S D S  j Ric j D S   ˇRic  h ; iˇˇ : (8.40)
2 m m

Our aim is now to compute the Laplacian of jTj2 , where T is the traceless Ricci
tensor defined in (1.70); we recall that, in components,

S
Tij D Rij  ıij (8.41)
m
8.1 Basic Formulas for Generic Ricci Solitons 453

and a simple computation shows that

S2
jTj2 D j Ric j2  : (8.42)
m
First we need the following simple lemma.
Lemma 8.4 Let Z be a .0; 2/-tensor, with (local) components Zij . Then

1
jZj2 D jrZj2 C Zij Zij;kk : (8.43)
2
Remark 8.4 Note that the quantity Zij Zij;kk is globally defined, since it is the
difference between the two globally defined quantities 12 jZj2 and jrZj2 . Some
authors write Zij Zij;kk as hZ; Zi: this is a slight abuse of notation, since the quantity
Zij;kk D Z is not globally defined.
Proof Since jZj2 D Zij Zij we have
 
jZj2 D 2Zij;k Zij
k

and
   
jZj2 D jZj2 D 2Zij;k Zij k D 2Zij;kk Zij C 2Zij;k Zij;k ;
kk

which easily implies Eq. (8.43) since Zij;k Zij;k D jrZj2 . t

u
Remark 8.5 The same formula can be used, with obvious modifications, to compute
the Laplacian of the squared norm of tensors of any type.
Using (8.42), Lemma 8.4 and the fact that .uv/ D uv C 2hru; rvi C vu for
u and v at least C2 .M/, it follows that

1 1 1 1 1
jTj2 D j Ric j2  S2 D jr Ric j2 C Rij Rij;kk  SS  jrSj2:
2 2 2m m m
(8.44)
We have
Proposition 8.5 Let .M; h ; i; X/ be a generic Ricci soliton structure on .M; h ; i/,
m 3, with soliton constant . Let S be the scalar curvature, T the traceless Ricci
tensor and W the Weyl tensor. Then
 
1 m2 4
X jTj2 D jrTj2 C 2   S jTj2 C Tr.t3 /  2Tik Tsj Wksij ;
2 m.m  1/ m2
(8.45)
where t is the .1; 1/-version of T.
454 8 Applications to Ricci Solitons

Proof Using (8.29) we have

2Rij Rij;kk D 2Rik Rik

1
D 2j Ric j2 C 2Tr.ric3 / C hrj Ric j2 ; Xi
2
CRik Sik  Xjs Rskji Rik  Xs Rik Ris;k (8.46)
4Rik Rsj Rskji C Xjkij Rik  Xikjj Rik ;

where ric is the .1; 1/-version of Ric. First we analyze the term Xjkij Rik . Towards this
aim we consider the soliton equation (8.31); tracing with respect to i and j we obtain

S C Xtt D m;

so that, taking covariant derivatives,

Si D Xtti (8.47)

and similarly, from (8.47)

Sik D Xttik : (8.48)

It follows that

Rik Sik D Xttik Rik : (8.49)

From the commutation rules (8.25) and (8.23) we get

Xjkij D Xjkji C Xtk Rti C Xjt Rtkij D Xjjki C Xsi Rsk C Xs Rsk:i C Xtk Rti C Xjt Rtkij

and therefore, using (8.49) and Eq. (8.31),

Rik Xjkij D Sik Rik C Rik .Xkt C Xtk /Rti C Xs Rik Rsk;i C Xjt Rik Rtkij
D Sik Rik C 2j Ric j2  2Tr.ric3 / C Xs Rik Rsk;i C Xjt Rik Rtkij :

Substituting the latter into (8.46) and simplifying we obtain

1
2Rik Rik D 4j Ric j2 C hrj Ric j2 ; Xi  2Xjs Rik Rskji  4Rik Rsj Rskji  Xiktt Rik :
2
(8.50)
Next, we analyze the term Xiktt Rik . Towards this aim we take covariant derivative of
the soliton equation (8.31) and get

1
Rij;k D  .Xijk C Xjik /:
2
8.1 Basic Formulas for Generic Ricci Solitons 455

Tracing with respect to j and k yields

1
Rik;k D  .Xikk C Xkik /;
2
so that, using (8.11), (8.17) and (8.47),

Sk D Xktt  Xtkt D Xktt  Xttk  Xs Rsk D Sk  Xktt  Xs Rsk ;

that is,

Xitt D Xs Rsi :

Taking covariant derivative of the latter

Xittk D Xsk Rsi  Xs Rsi;k : (8.51)

Now, from (8.23) and (8.25) we obtain

Xittk D Xitkt C Xst Rsitk C Xis Rsttk D Xiktt C 2Xst Rsitk  Xis Rsk C Xs Rsitk;t :

Hence, using (8.51) and (8.27) we deduce

Rik Xiktt D Xs Rik Rsi;k  Xs Rik Rsitk;t  2Xst Rsitk Rik
D Xs Rik Rsi;k  2Xst Rsitk Rik C Xs Rik .Rks;i  Rki;s / (8.52)
1
D  hrj Ric j2 ; Xi  2Xst Rsitk Rik :
2
We substitute (8.52) in (8.50) to get

2Rik Rik D 4j Ric j2 C hrj Ric j2 ; Xi C 4Rik Rsj Rskij : (8.53)

Thus, from (8.44), (8.53) and (8.30) we finally have

2
jTj2 D 2jr Ric j2  jrSj2 C 4j Ric j2 C hrj Ric j2 ; Xi
m
 2
C4Rik Rsj Rskij  4 S2  ShrS; Xi (8.54)
m m
4 3 4
C 2 S C SjTj2 :
m m
An immediate computation shows that

1
jrTj2 D jr Ric j2  jrSj2 :
m
456 8 Applications to Ricci Solitons

Using this fact and (8.42) after some algebraic manipulations from (8.54) we obtain
 
1 2 S2
X jTj2 D jrTj2 C 2jTj2 C C jTj2 S C 2Rik Rsj Rskij : (8.55)
2 m m

To analyze the last term on the right-hand side of (8.55) we use the decomposition
of the Riemann curvature tensor into its reducible components given in (1.84). A
simple computation yields

2m  1
Rik Rjs Rijks D Wijks Rik Rjs C Sj Ric j2
.m  1/.m  2/
2 S3
 Tr.ric3 /  :
m2 .m  1/.m  2/

Next, we observe that

3 2
Tr.ric3 / D Tr.t3 / C Sj Ric j2  2 S3 ;
m m
and that

Wijks Rik Rjs D Wijks Tik Tjs

since all the traces of the Weyl tensor vanish. Inserting these relations into (8.55)
and using (8.42) we obtain (8.45), completing the proof. t
u

8.2 The Validity of the Maximum Principle on Solitons

In analogy with the Bakry-Emery Ricci tensor we define the tensor RicX as

1
RicX D Ric C LX h ; iI (8.56)
2

indeed, note that, if X D rf for some f 2 C1 .M/, then RicX D Ricrf D Ricf (see
Eq. (8.4)). The next is a key result.
Theorem 8.1 Let .M; h ; i/ be a complete manifold of dimension m and let X 2
X.M/ be a vector field satisfying the growth condition
p
jXj  F.r/ (8.57)
8.2 The Validity of the Maximum Principle on Solitons 457

for some positive, nondecreasing function F 2 C1 .RC

0 /, where r.x/ is the distance
from a fixed origin o. Suppose that

RicX .rr; rr/ .m  1/G.r/ (8.58)

for a positive G 2 C1 .RC

0 / such that

G0
inf > 1: (8.59)
RC
0
G3=2

Then there exists A D A.m/ > 0 sufficiently large such that

p p
X r  A G.r/ C F.r/ (8.60)

pointwise in M n .fog [ cut.o// and weakly on all of M.

Proof Let h be the solution on RC
0 of the Cauchy problem

h00  G.s/h D 0
(8.61)
h.0/ D 0; h0 .0/ D 1I

note that, since G 0 then h > 0 on RC . Fix x 2 M n .fog [ cut.o// and let  W
Œ0; `!M, ` D length. /, be a minimizing geodesic with .0/ D o and .`/ D x.
Note that G.r..t/// D G.t/. From Bochner formula (8.7) applied to the distance
function r (outside fog [ cut.o/), we have

0 D j Hess.r/j2 C Ric.rr; rr/ C hrr; rri (8.62)

so that, using the inequality

.r/2
j Hess.r/j2
m1

it follows that the function .t/ D .r/ ı .t/, t 2 .0; `, satisfies the Riccati
differential inequality

0 1 2
C   Ric.P ; P / (8.63)
m1

on .0; `. With h as in (8.61), using the definition (8.56) of RicX , (8.58) and (8.63)
we compute

.h2 /0 D 2hh0 C h2 0

h2 1
 2hh0  2
C .m  1/G.t/h2 C LX h ; i.P ; P /
m1 2
458 8 Applications to Ricci Solitons

 2
h p
D p  m  1h0 C .m  1/.h0 /2
m1
C.m  1/G.t/h2 C .hX; i/
P 0 h2 :

Note that in passing from the second to the third line of the above inequality we
have used (1.31) of Chap. 1. We define

h0
G .t/ D .m  1/ .t/
h
so that, using (8.61), we have

.h2 G/
0
D .m  1/.h0 /2 C .m  1/G.t/h2 :

Inserting the latter into the above inequality we obtain

.h2 /0  .h2 0 2
G/ C h2 .hX; i/
P 0:

Integrating on Œ0; r and using (8.61) yields

Z r
2 2
h .r/ .r/  h .r/ G .r/ C h2 .hX; i/
P 0: (8.64)
0

Next, we define

X D .X r/ ı  D X r ı   hX; rri ı  D  hX; rri: (8.65)

Thus, using (8.64), (8.61) and integrating by parts, we compute

Z r
h2 X .r/  h
2 2
G .r/  h hX; rri ı .r/ C h2 .hX; i/
P 0
0
Z
2 2
 2
 r
Dh G .r/  h hX; rri ı .r/ C h hX; ij
P ro  .h2 /0 hX; i
P
0
Z r
D h2 G .r/  .h2 /0 hX; i;
P
0

that is,
Z r
h2 X .r/  h
2
G .r/  .h2 /0 hX; i
P (8.66)
0

on .0; `. Observe now that by Cauchy-Schwarz inequality and (8.57)

p
hX; i
P  jXj  F.r/;
8.2 The Validity of the Maximum Principle on Solitons 459

while from (8.61) and G 0 we deduce

.h2 /0 D 2hh0 0:

Thus, inserting the above into (8.66), using .h2 /0 0, integrating by parts and
recalling that F 0 0, we obtain

p Z p
r
h2 F 0
h2 X .r/  h
2
G .r/ C h 2
F.r/  p  h2 G .r/ C h2 F.r/
0 2 F

on .0; `. It follows that

p
X .r/  G .r/ C F.r/

on .0; `. In particular

h0 .r.x// p
X r.x/  .m  1/ C F.r.x// (8.67)
h.r.x//

pointwise on M n .fog [ cut.o//. Proceeding as in the proof of Lemma 1.6 (see also
Theorem 2.4 of [230]) one shows that (8.67) holds weakly on all of M. Next, we fix
D > 0 and we define
1  Rt p 
g.t/ D p eD 0 G.s/  1
D G.0/

so that g.0/ D 0 and g0 .0/ D 1. Furthermore

!!
G Rt p .G0 /3=2 1
g00  G.t/g p eD 0 G.s/
inf .t/ C D  0
G.0/ C
t2R0 2G D

for D sufficiently large, because of (8.59). Therefore, by Sturm comparison (see

Lemma 1.4 in Chap. 1)
Rtp
h0 g0 p eD 0 G.s/ p
.t/  .t/ D D G.t/ R t p  D G.t/: (8.68)
h g D
e 0 G.s/ 1
Thus, from (8.67) and (8.68) we obtain (8.60). t
u
Corollary 8.3 Let .M; h ; i/ be a complete manifold of dimension m and X 2 X.M/
a vector field satisfying the growth condition
p
jXj  F.r/ (8.69)
460 8 Applications to Ricci Solitons

for some positive, nondecreasing function F 2 C1 .RC

0 /. Suppose that

RicX .rr; rr/ .m  1/G.r/ (8.70)

for a positive G 2 C1 .RC

0 / such that

G0
inf > 1; (8.71)
RC
0
G3=2

and assume that

1 p p
p p 62 L1 .C1/; . F C G/0 .t/ B.log t C 1/ (8.72)
FC G

for t
1 and some constant B 0. Then the Omori-Yau maximum principle holds
on M for the operators X and .
Proof Let .x/ D r.x/; by (8.60)
p p
X r  C. F.r/ C G.r//

for r
1 and a positive constant C. Moreover
p p
jrrj D 1  C. F.r/ C G.r//

for some C > 0 and r.x/! C 1 as x!1. Hence the validity of the Omori-Yau
maximum principle for the operator X follows directly from Theorem 3.2 and
Remark 3.3.
As for , simply observe that, with the notations of the proof of Theorem 8.1,

D X C hrr; Xi ı ;

so that (8.57) and (8.60) give

p p
r  B. F.r/ C G.r//

for r
1 and some constant B > 0 sufficiently large. Then the proof proceeds as
before. t
u
We note that in both estimates for X r and r we have the dependence on
the lower bound for RicX and the upper bound for jXj. It is worth, in view of our
applications to solitons, to derive an upper estimate for X r which depends only on
the lower bound for RicX . Towards this aim we go back to the proof of Theorem 8.1
to show the validity of the next
8.2 The Validity of the Maximum Principle on Solitons 461

Proposition 8.6 Let .M; h ; i/ be a complete manifold of dimension m and X 2

X.M/. Suppose that RicX satisfies (8.58) for some G 2 C0 .RC0 /. Then, there exist a
sufficiently small geodesic ball BR and a constant C D C.BR / > 0 such that
Z r.x/
X r.x/  C C .m  1/ G.t/dt (8.73)
0

weakly on M n BR .
Proof We reason as in the proof of Theorem 8.1 to arrive at

0 1 2
  Ric.P ; P /: (8.74)
m1
We then define X as in (8.65) so that

0 0 1
D  .hX; rri ı  /0 D 0
 LX h ; i.P ; P /:
X
2
Thus, using (8.74), we obtain
2
0 1
  Ric.P ; P /  LX .P ; P /;
X
m1 2
and using (8.56)
0
X   RicX .P ; P /:

From (8.58) it follows that

0
X .r/  .m  1/G.r/;

in M n .fog [ cut.o//. Choosing " > 0 so small that B" is inside the domain of
the normal coordinates at o and setting C" D max@B" X r, integration over Œ"; r.x/
gives
Z r.x/
X r.x/  C" C .m  1/ G.t/dt (8.75)
"

pointwise in M n .B" [ cut.o// and weakly on M n B" . One can verify this second
claim proceeding as in the proof of Lemma 1.6. Here is a second way suggested by
the argument of Theorem 2.1 in [236].
Consider an exhaustion f˝n g of M n cut.o/ by bounded domains with smooth
boundaries starshaped with respect to o with B"  ˝1 . Fix n and let  be the outward
unit normal to @˝n ; denote by .x/ D dist .x; @˝n /, with the convention that .x/ >
0 if x 2 ˝n and .x/ < 0 if x 62 ˝n . Thus  is the radial coordinate for the Fermi
462 8 Applications to Ricci Solitons

coordinates (see also Chap. 2, Sect. 2.3 and [72]) relative to @˝n . By Gauss lemma
jrj D 1 and r D  on @˝n . Let

˝n;ı D fx 2 ˝n W .x/ > ıg

for some ı > 0 sufficiently small and define the Lipschitz function
8
ˆ
<1
ˆ if x 2 ˝n;ı
ı .x/ D .x/=ı if x 2 ˝n n ˝n;ı
ˆ
:̂0 if x 2 M n ˝n :
 
Let ' 2 Cc1 .M n B" /, ' 0; then ' ı 2 W01;2 ˝n n B" and ' ı 0. Because of
the pointwise validity of (8.75) in ˝n n .B" [ cut .o//, and therefore of its validity
in the weak sense there, having set G.x/ for the right-hand side of (8.75) and using
Gauss lemma we have
Z Z
G.x/' ı hrr; r.' ı /i  hX; rri.' ı /
˝n nB" ˝n nB"
Z  Z
1
D .hrr; r'i C hX; rri'/ ı  hrr; ri';
˝n nB" ı ˝n n˝n;ı

where in the last equality we have used the fact that B"  ˝n;ı . Therefore, by the
coarea formula,
Z Z  Z ı Z
1
G.x/' ı  .hrr; r'i C hX; rri/' ı  dt hrr; ri':
˝n nB" ˝n nB" ı 0 @˝n;t

Letting ı # 0C we get
Z Z  Z
G.x/'  hrr; r'i C hX; rri' C hrr; ri';
˝n nB" ˝n nB" @˝n

and since ˝n is starshaped,

Z Z 
G.x/'  hrr; r'i C hX; rri' :
˝n nB" ˝n nB"

By letting n ! C1, observing that cut.o/ has measure 0 and supp ' is compact,
using Fatou’s Lemma the above yields
Z Z 
G.x/'  hrr; r'i C hX; rri' ;
MnB" MnB"

showing the validity of (8.73) with B D B" and C D C" . t

u
8.3 Statements and Proofs of the Main Results 463

Let us suppose now that .M; h ; i; X/ is a Ricci soliton structure on the complete
manifold .M; h ; i/. Thus

RicX D h ; i;

and independently of the sign of  we can choose G.t/ to be an appropriate positive

constant in such a way that RicX satisfies (8.58). Then, from (8.73)

X r  Ar C B

for some constants A; B > 0 outside a compact set. Hence applying Theorem 3.2
and the subsequent discussion we have
Proposition 8.7 Let .M; h ; i; X/ be a soliton structure on the complete manifold
.M; h ; i/. Then the Omori-Yau maximum principle holds for the operator X .
Furthermore, if
p
jXj  F.r/

for some positive, nondecreasing function G 2 C1 .RC

0 / with the property that

1
p 62 L1 .C1/;
F.t/

then it also holds for the operator .

Proof We only have to prove the second part of the proposition which however
follows immediately since
p
r D X r C hX; rri  X r C jXj  Ar C B C F.r/:

t
u

8.3 Statements and Proofs of the Main Results

8.3.1 The Generic Case

In the next result we deal with a generic soliton structure. We will refine next
theorem later on when dealing with gradient solitons.
Theorem 8.2 Let .M; h ; i/ be a complete manifold of dimension m and scalar
curvature S, and let S D infx2M S.x/. Let .M; h ; i; X/ be a soliton structure on
M with soliton constant .
464 8 Applications to Ricci Solitons

(i) If  < 0 then m  S  0. Furthermore, if S.x0 / D S D m for some x0 2

M, then .M; h ; i/ is Einstein and X is a Killing field; while if S.x0 / D S D 0,
for some x0 2 M, then .M; h ; i/ is Ricci flat and X is a homothetic vector field.
(ii) If  D 0 then S D 0. Furthermore, if S.x0 / D S D 0 for some x0 2 M, then
.M; h ; i/ is Ricci flat and X is a Killing field.
(iii) If  > 0 then 0  S  m. Furthermore, if S.x0 / D S D 0 for some x0 2 M,
then .M; h ; i/ is flat and X is a homothetic vector field; while if S.x0 / D S D
m, for some x0 2 M, then .M; h ; i/ is compact, Einstein and X is a Killing
field.
Proof First of all we observe that since .M; h ; i; X/ is a soliton structure, the Omori-
Yau maximum principle holds for X . We want to apply Theorem 3.6 in Chap. 3
with q.x/  1 and T D h ; i, so that LT;X D X . Note that in the present case (3.56)
is automatically satisfied. We proceed observing that, by Proposition 8.3, we have
the validity of
ˇ ˇ2
1 S2 ˇˇ S ˇ
X S D S   ˇRic  h ; iˇˇ ; (8.76)
2 m m

from which, setting u D S we immediately deduce the differential inequality

1 u2
X u u C : (8.77)
2 m

We apply Theorem 3.6 with the choices F.t/ D t2 ,

u2
'.u; jruj/ D u C :
m

Then u < C1 and

.u /2
u C  0: (8.78)
m

But u D S so that the claimed bounds on S in the statement of Theorem 8.2
follow immediately from (8.78).
Case (i). Suppose now  < 0 and that, for some x0 2 M, S.x0 / D S D m.
In particular S.x/ m on M and the function w.x/ D S.x/  m 0 on M.
From (8.76)

1 S2
X S  S  (8.79)
2 m
8.3 Statements and Proofs of the Main Results 465

and thus, we immediately see that

S
w  hX; rwi C 2w  w  hX; rwi C 2 w  0: (8.80)
m
We let

˝0 D fx 2 M W w.x/ D 0g:

˝0 is closed and nonempty since x0 2 ˝0 ; let now y 2 ˝0 . By the maximum

principle applied to (8.80) (see [125, p. 35]), w  0 in a neighborhood of y so
that ˝0 is open. Connectedness of M yields ˝0 D M and S.x/  m on M. From
Eq. (8.76) we then deduce
ˇ ˇ
ˇ ˇ
ˇRic  S h ; iˇˇ  0;
ˇ m

that is, .M; h ; i/ is Einstein and from the soliton equation (8.1), since S D m,
X is a Killing field. Analogously, if S.x0 / D S D 0 for some x0 2 M we deduce
that S.x/  0 and therefore that .M; h ; i/ is Ricci flat and X is a homothetic
vector field.
Case (ii). Suppose  D 0 and that, for some x0 2 M, S.x0 / D S D 0.
From (8.79)

S2
S  hX; rSi    0:
m

Since S.x/ S D 0 on M, by the maximum principle we conclude S.x/  0

and, by (8.76), .M; h ; i/ is Ricci flat. Again, from (8.1), X is a Killing field.
Case (iii). Finally suppose  > 0. Then S.x/ S 0. From (8.79)

S  hX; rSi  2S  0:

If S.x0 / D S D 0 for some x0 2 M, then again by the maximum principle

S.x/  0. By (8.76), .M; h ; i/ is Ricci flat and from (8.1) we have LX h ; i D
2h ; i, so that X is a homothetic vector field and by Tashiro [263, Theorem 4.1]
(see also [161, 277]), M is flat. Suppose now that S.x0 / D S D m for some
x0 2 M. From (8.79)

S
S  hX; rSi  2 .m  S/
m

and since S.x/ S D m > 0

S  hX; rSi  0
466 8 Applications to Ricci Solitons

on M. By the maximum principle S.x/  m; from (8.79) .M; h ; i/ is Einstein

and (8.1) implies that X is a Killing field. Furthermore, since  > 0 .M; h ; i/ is
compact by Myer’s theorem. t
u
From Theorem 8.2 we have the following
Corollary 8.4 Let .M; h ; i/ be a complete manifold of dimension m and scalar
curvature S such that

S D inf S.x/ < 0 (respectively > 0/:

x2M

Then .M; h ; i/ support no shrinking or steady (respectively, expanding or steady)

Ricci soliton structure .M; h ; i; X/.
The next result shows that the existence of a soliton structure implies some sort
of rigidity.
Corollary 8.5 Let .M; h ; i/ be a complete manifold of dimension m admitting
a shrinking or steady soliton structure .M; h ; i; X/. Then any isometric minimal
immersion of .M; h ; i/ into Rn , n > m, is totally geodesic.
Proof Indicating with II, as usual, the second fundamental tensor of the immersion,
by Gauss equation and minimality we have

S.x/ D jIIj2 .x/:

Thus, if M is not totally geodesic S < 0, contradicting (ii) or (iii) of

Theorem 8.2. t
u
The next is a gap result for the length of the traceless Ricci tensor T; to prove it
we shall need the following estimate due to Huisken [150, Lemma 3.4].
Proposition 8.8 Let .M; h ; i/ be a Riemannian manifold of dimension m 2 with
traceless Ricci tensor T and Weyl tensor W. Then
p r
ˇ ˇ 2 m2
ˇTik Tjt Wijkt ˇ  jWjjTj2 : (8.81)
2 m1

Proof We provide the proof of the estimate for the sake of completeness. First we
observe that Eq. (8.81) can be rewritten as
ˇ ˇ p
ˇ 6 ˇ 3 2
ˇ ˇ jWj2 jTj2 :
ˇ m  2 Tik Tjt Wijkt ˇ  p
.m  1/.m  2/
8.3 Statements and Proofs of the Main Results 467

Using the definition of the tensor V in the orthogonal decomposition of the Riemann
curvature tensor given in Eq. (1.95), a long but simple computation shows that
ˇ ˇ
ˇ 6 ˇ 3 3
ˇ ˇ
ˇ m  2 ik jt ijkt ˇ D 4 .m  2/Wijkt Vijrs Vrskt D 4 .m  2/Wijkt .V ı V/ijkt ;
T T W
(8.82)
where .V ı V/ijkt D Vijrs Vrskt are the components of the .0; 4/-tensor V ı V ; in terms
of the components of T,

4  
.V ı V/ijkt D 2
Tik Tjt  Tit Tjk
.m  2/
2  
C 2
Tis Tsk ıjt  Tis Tst ıjk C Tjs Tst ıik  Tjs Tsk ıit :
.m  2/

A simple inspection shows that V ı V has the same symmetries of Riem, therefore
following Remark 1.12 it can be decomposed into three orthogonal parts; more
explicitly we have

.V ı V/ D T1 C T2 C T3 ;

where T1 ? T2 ? T3 and T1 is the “scalar” part, T2 is the “traceless Ricci” part and
T3 is the “Weyl” part. Now we compute

2 h i
.V ı V/kjkt D .m  4/Tjk Tkt C jTj2 ıjt D .V ı V/jktk (8.83)
.m  2/2

and
4
.V ı V/ktkt D jTj2 ; (8.84)
m2
so that, using (1.104) and (1.105), we deduce

4  
.T1 /ijkt D jTj2 ıik ıjt  ıit ıjk (8.85)
m.m  1/.m  2/

and
1  
.T2 /ijkt D ik ıjt  jk ıit C jt ıik  it ıjk ; (8.86)
m2
with
!
.V ı V/lsls 2.m  4/ jTj2
ik D .V ı V/isks  ıik D Tit Ttk  ıik : (8.87)
m .m  2/2 m
468 8 Applications to Ricci Solitons

Using the Cauchy-Schwarz inequality, the conclusion of the proposition follows

from (8.82) if we show that

32
jT3 j2  jTj4 ;
.m  1/.m  2/3

since T1 and T2 are by construction orthogonal to W. We have

32
jT1 j2 D .T1 /ijkt .T1 /ijkt D jTj4
m.m  1/.m  2/2

and, from (8.87),

!
2 4 16.m  4/2 jTj4
jT2 j D ik ik D Z ;
.m  2/2 .m  2/5 m

jTj4
with Z D Tit Ttk Tks Tsi ; note that Z m , and thus mZ  jTj4 . Moreover, from
the definition of .V ı V/ we get

j.V ı V/j2 D .V ı V/ijkt .V ı V/ijkt (8.88)

32   16 h i 64
D 4
jTj4  Z C 4
.m  2/Z C jTj4  Z
.m  2/ .m  2/ .m  2/4
16 h 4
i
D .m  8/Z C 3jTj :
.m  2/4

Now we can conclude, since

jT3 j2 D j.V ı V/j2  jT1 j2  jT2 j2

16 h i
D 4
.m  8/Z C 3jTj4
.m  2/
!
32 4 16.m  4/2 jTj4
 jTj  Z 
m.m  1/.m  2/2 .m  2/5 m
32   32m
D 5
m2  3m C 3 jTj4  Z
.m  1/.m  2/ .m  2/5
"  2  #
32 m  3m C 3 4
D mZ C jTj
.m  2/5 m1
32
 jTj4 :
.m  1/.m  2/3

t
u
8.3 Statements and Proofs of the Main Results 469

We are now ready to prove

Theorem 8.3 Let .M; h ; i/ be a complete manifold of dimension m 3, scalar
curvature S.x/, traceless Ricci tensor T and Weyl tensor W. Suppose that

.i/ S D sup S.x/ < C1; .ii/ jWj D sup jWj.x/ < C1: (8.89)
M M

Let .M; h ; i; X/ be a Ricci soliton structure on M with soliton constant . Then,

either .M; h ; i/ is Einstein or jTj D supM jTj .x/ satisfies
r !
 1 p m2 m.m  2/
jTj m.m  1/  S p  
jWj : (8.90)
2 m.m  1/ 2

In particular if .M; h ; i/ is conformally flat, then either .M; h ; i/ has constant

sectional curvature or
!
 1 p  m2
jTj m.m  1/  S p : (8.91)
2 m.m  1/

Remark 8.6 If .M; h ; i/ is Einstein and in addition it is a shrinking soliton which

is not Ricci flat, by Theorem 8.2, S is a positive constant and thus .M; h ; i/ is
compact by Myers’ theorem. In this latter case, if m 4 and jWj is sufficiently
small, precisely if

1 2 1 2
jWj2 < S for m D 4; jWj2 < S for m D 5;
30 100
and
4
jWj2 < S2 ; for m 6;
.m C 1/m.m  1/.m  2/

then, by Corollary 2.5 in [150], or by Proposition 8.9 below, using the facts
that M is compact and the above inequalities are strict, .M; h ; i/ has positive
curvature operator in the sense of (2.117). Hence, from a result of Tachibana [261],
or Theorem 2.17 in the compact case, .M; h ; i/ has positive constant sectional
curvature and it is therefore a finite quotient of Sm .
We now give a proof, with Proposition 8.9 below, of Corollary 2.5 in [150], since
it will be used also later in Theorems 8.8 and 8.9. ˚ 
Let .V; h ; i/ be an m-dimensional inner product vector space and let  i ,
i D 1; : : : m, be an orthonormal basis of V  . Let Z D Zijkl  l ˝  k ˝  j ˝  i be
a tensor having the same symmetries of the Riemann curvature tensor. Then we
470 8 Applications to Ricci Solitons

know that Z defines a symmetric operator Z W 2 .V  / ! 2 .V  / by setting, for

! D !ij  i ^  j ,

1 
Z! D Zijkl !ij  k ^  l
2

(see also Sect. 2.4). Hence  is an eigenvalue of Z if, for some ! 2 2 .V  /, ! ¤ 0,

Z! D !

or, in other words,

Zijkl !ij D 2!kl :

Furthermore, note that

1 2
jZj2 D jZj ;
4

where jZj is the norm in 2 .V  / with the inner product induced by h ; i. We have
Lemma 8.5 Let  be an eigenvalue of a symmetric   traceless operator Z W
2 .V  / ! 2 .V  / as defined above. Then, if N D m2 D dim 2 .V  /,

N 1 2 .m  2/.m C 1/ 2
2  jZj D jZj : (8.92)
N 4m.m  1/

Proof More generally, if T is a symmetric, traceless, .0; 2/-tensor on W, with

dim W D N and i , i D 1; : : : ; N its eigenvalues, we have

N 1 2
2i  jTj for i D 1; : : : ; N: (8.93)
N
PN PN
To see this, since iD1 i D 0 and jTj2 D iD1 2i , observe that

X
N X
N  2
i
.N  1/jTj2 N2i D .N  1/ 2j 2i D .N  1/ j C 0:
m1
jD1;j¤i jD1;j¤i

Now (8.92) follows immediately from (8.93). t

u
ı
Now we let the tensor field Z to be Riem, defined, according to (1.94), by
ı
Riem D W C V; (8.94)
8.3 Statements and Proofs of the Main Results 471

where W is the Weyl tensor and V, as defined in (1.96), has components

1  
Vijkt D Tik ıjt  Tjk ıit C Tjt ıik  Tit ıjk
m2
with respect to a local orthonormal coframe and where T is the traceless Ricci tensor.
ı ı
We set R W 2 .M/ ! 2 .M/ and note that R is a symmetric traceless linear
operator so that, is  is any of its eigenvalues, by Lemma 8.5
ˇ ˇ
2 .m  2/.m C 1/ ˇˇ ı ˇˇ2
  Riemˇ ;
4m.m  1/ ˇ

and using the fact that (8.94) is an orthogonal decomposition we finally have

.m  2/.m C 1/ h 2 i
2  jWj C jVj2 : (8.95)
4m.m  1/

We now let
1 1 2
ı4 D ; ı5 D ; ım D for m 6:
5 10 .m  2/.m C 1/

From inequality (8.95) and with the above notation we obtain the following
Proposition 8.9 Let m 4 and suppose that for some " > 0

4 2
jWj2 C jVj2 D jWj2 C jTj2  ım .1  "/2 S2 ; (8.96)
m2 m.m  1/

where S is the scalar curvature. Then, for each ! 2 2 .M/,

hR!; !i "j!j2 : (8.97)

ı
Proof From (8.95) and (8.96), if  is an eigenvalue of R then

1"
jj  S: (8.98)
m.m  1/

Now according to (1.94)

ı
Riem D Riem C U;
472 8 Applications to Ricci Solitons

where, from Eq. (1.95), U has components

S
Uijkt D .ıik ıjt  ıit ıjk /
m.m  1/

so that the corresponding eigenvalues of U W 2 .M/ ! 2 .M/ are all equal to

ı
S
m.m1/ .Hence, since R D R C U, from (8.98) and this last fact the validity of (8.97)
follows immediately. t
u
Proof (of Theorem 8.3) From Eq. (8.45), Okumura’s lemma (that is, Lemma 6.2)
and Huisken estimate (8.81), we obtain
r !
1 m2 1 m2
X jTj2 jrTj2 C 2   S p jWj jTj2
2 m.m  1/ 2 m1
4
p jTj3 :
m.m  1/

We set u D jTj2 to deduce from the above

r !
1 m2  1 m2 
X u 2   S p jWj u
2 m.m  1/ 2 m1
4
p u3=2 : (8.99)
m.m  1/

We observe that, if jTj D C1, then (8.90) is obviously satisfied, otherwise u <
C1 and, in the assumptions of the theorem, by Proposition 8.7 we have the validity
of the Omori-Yau maximum principle for X . It follows that
" r ! #
1 p m2 m.m  2/ p
 m.m  1/  p S  jWj  u u  0;

2 m.m  1/ 2

from which we deduce that either u D 0, that is, T  0 on M, or jTj

satisfies (8.90). In the first case, .M; h ; i/ is Einstein. Note that if .M; h ; i/ is
Einstein and conformally flat an immediate checking using decomposition of
the Riemann curvature tensor (1.84) shows that .M; h ; i/ has constant sectional
curvature. t
u
8.3 Statements and Proofs of the Main Results 473

8.3.2 Gradient Solitons

In this subsection we consider the case of gradient Ricci solitons. For the proof of
our next result, Theorem 8.4 below, we shall first need the following proposition,
which is a consequence of estimate (8.60) of Theorem 8.1.
Proposition 8.10 Let .M; h ; i/ be a complete Riemannian manifold of dimension
m and X 2 X.M/ a vector field satisfying the growth condition
p
jXj  F.r/ (8.100)

for some positive, nondecreasing function F 2 C1 .RC

0 /. Assume

RicX .rr; rr/ .m  1/G.r/ (8.101)

for a positive G 2 C1 .RC

0 / such that

G0
inf > 1: (8.102)
RC
0
G3=2

Then
Rr p p
vol.@Br /  CeB o . G.s/C F.s//ds (8.103)

for almost every r, and, as a consequence,

Z r Rt p p 
vol.Br /  C eB o . G.s/C F.s//ds dt C D (8.104)
o

for some sufficiently large positive constants B; C; D.

Proof Recalling (8.60) we set
B
Rr p p
h.r/ D e m1 o . G.s/C F.s//ds 1 (8.105)

with B maxfA; 2g and A as in (8.60). Since r D X r C hX; rri, from

(8.60), (8.57) and the choice of h we have

h0 .r/
r  .m  1/
h.r/
474 8 Applications to Ricci Solitons

pointwise on M n .fog [ cutfog/ and weakly on all of M. This means that for each
' 2 Lipc .M/, ' 0,
Z Z
h0 .r.x//
 hrr; r'i  .m  1/ ': (8.106)
M M h.r.x//

Next, we fix 0 < s < R and " > 0, we let " be the piecewise linear function
8
ˆ
ˆ 0; if t 2 Œ0; s/
ˆ
ˆ
ˆ
< " ;
ts
if t 2 Œs; s C "/
" .t/ D 1; if t 2 Œs C "; R  "/
ˆ
ˆ
ˆ
ˆ " ;
Rt
if t 2 ŒR  "; R/
:̂
0; if t 2 ŒR; C1/;

and we define the radial cut off function

'" .x/ D " .r.x//h.r.x//1m :

Indicating again with a;b , a < b, the characteristic function of the annulus Bb nBa
we have
 
1 1 h0 .r.x//
r'" .x/ D s;sC" .x/  R";R .x/  .m  1/ " .r.x// h.r.x//1m rr.x/
" " h.r.x//

almost everywhere on M. Hence, using '" into (8.106) and simplifying we get
Z Z
1 1
h.r.x//1m  h.r.x//1m :
" BR nBR" " BsC" nBs

From the co-area formula (1.252)

Z Z
1 R
1 sC"
h.t/1m vol.@Bt /dt  h.t/1m vol.@Bt /dt;
" R" " s

and letting " ! 0C

vol.@BR / vol.@Bs /
m1

h.R/ h.s/m1

for almost every 0 < s < R. Letting s ! 0, recalling that vol.@Bs /  cm sm1 and
h.s/  cs, for cm , c appropriate positive constants, we obtain
RR p p
vol.@BR /  CeB 0 . G.s/C F.s//ds
8.3 Statements and Proofs of the Main Results 475

for some constant C > 0 and almost every R. Using again the co-area formula we
also deduce the validity of (8.104). t
u
Remark 8.7 In the assumptions of the proposition suppose that X D rf for some
f 2 C1 .M/. From (8.60) we then have
p p
f r  A G.r/ C F.r/:

Hence, for B maxfA; 1g, the function h.r/ defined in (8.105) yields

h0 .r/
f r  .m  1/ : (8.107)
h.r/

Considering the weighted manifold .M; h ; i; ef /, where the weighted volume
volf .Br / of the geodesic ball Br is defined by
Z
volf .Br / D ef ; (8.108)
Br

from (8.107) we deduce: for each ' 2 Lipc .M/, ' 0,

Z Z
h0 .r.x// f
 hrr; r'ief  .m  1/ 'e : (8.109)
M M h.r.x//

Then, the above proof shows that

Rr p p
volf .@Br /  CeB 0 . G.s/C F.s//ds (8.110)

and, as a consequence,
Z r R p p 
r
volf .Br /  C eB 0 . G.s/C F.s//ds dt C D (8.111)
0

for some sufficiently large constants B; C; D > 0.

Observe that, instead of estimate (8.60) of Theorem 8.1, we could have used
estimate (8.75) appearing in the proof of Proposition 8.6 to obtain the following
Proposition 8.11 Let .M; h ; i/ be a complete manifold of dimension m, f 2
C1 .M/ and suppose that

Ricf .rr; rr/ .m  1/G.r/ (8.112)

for some G 2 C0 .RC

0 /. Then
R Rt
volf .@Br /  eC.r"/C " . /dt
r
" .m1/G.s/ds (8.113)
476 8 Applications to Ricci Solitons

for r ", " > 0 sufficiently small, and an appropriate C 2 R. As a consequence

Z r R Rt
eC.x"/C " . /dt dx C D;
x
volf .Br /  " .m1/G.s/ds (8.114)
0

with C; " as above and D > 0 a positive constant.

Observe that (8.111) and (8.114) are indeed different and each one of them has
its own advantages. For instance, let us consider the case of a gradient soliton
.M; h ; i; rf / with soliton constant  2 R. For the validity of (8.111) we have to
choose

.m  1/G.r/ D ; if  < 0

and

G.r/ D ˛ 2 RC ; if  0:

So (8.111) is certainly far from being sharp in case  0. However, it is sensitive

to the growth of jrf j which in some instances could be assigned or known for some
special reasons. On the contrary (8.114) totally ignores the growth of jrf j and has
some indetermination in the factor C.t  "/ since C, as we know from the proof of
Proposition 8.6, is given by

C D max f r; " > 0 sufficiently small:

@B"

However in (8.114) we can choose

.m  1/G.r/ D 

irrespectively of the sign of . This latter fact tells us that for any gradient soliton
we have
Z r
 2
volf .Br /  D C eCt 2 t dt: (8.115)
0

jjr2
Therefore, volf .Br / grows at most as r1 e 2 , as r ! C1.
In the next result we shall use estimate (8.111).
Theorem 8.4 Let .M; h ; i; rf / be an expanding gradient soliton on the complete
manifold .M; h ; i/, and let 0    23 . Assume

jrf j2 .x/ D 0; if  2 .0; 23 
lim sup (8.116)
r.x/!C1 r.x/
 < C1 if  D 0:

Then the soliton is trivial.

8.3 Statements and Proofs of the Main Results 477

Proof We know, from (8.21), that jrf j2 satisfies the differential inequality

f jrf j2 2jrf j2 : (8.117)

Next, from (8.116), (8.111) and the soliton equation (8.4)

q 
Z r B jj 2  C1
m1 tC  C2 t
2
volf .Br /  C e dt
0
q 
jj 2  C1
m1 rC  C2 r
B 2
 Cre

for some constants B; C; > 0. It follows that


log volf .Br / r 2 C1 3

2
 C 2 D Cr 2  1
r r
for r
1 and some constant C > 0. Thus under the assumptions of the theorem

log volf .Br /

lim inf < C1: (8.118)
!C1 r2

Assume, by contradiction, that jrf j 6 0 and choose  > 0 such that

˝ D fx 2 M W jrf j2 .x/ >  g ¤ ;:

Applying Theorem 4.4 to (8.117) we immediately obtain the desired contradiction

in case 0 <   23 . When  D 0 we use the f -stochastic completeness of .M; h ; i/
due to (8.115) instead of Theorem 4.4. t
u
It is interesting to observe that for gradient solitons there is a general upper bound
for jrf j2 . To see this first of all we recall that, from Theorem 8.2, the scalar curvature
is always bounded from below. Precisely, in terms of the soliton constant , we have

m; if  < 0;
S.x/ (8.119)
0 if  0:

A second ingredient is given by Hamilton’s identity that we are going to prove in

the next
Lemma 8.6 Let .M; h ; i; rf / be a gradient soliton with soliton constant . Then

S C jrf j2  2f D (8.120)

for some constant 2 R.

478 8 Applications to Ricci Solitons

Proof We show that

 
r S C jrf j2  2f  0:

Towards this end we know that

 
S C jrf j2  2f i D Si C .fk fk /i  2fi D Si C 2fki fk  2fi : (8.121)

Next, we trace (8.2) to obtain

S C f D m

so that

Si D fkki : (8.122)

On the other hand, taking the covariant derivative of (8.2)

Rki;j D fkij

so that, tracing with respect to k and j

Rki;k D fkik :

From the commutation rules (8.9) that in this case read

fikj  fijk D ft Rtikj

we obtain

fkki D Rki;k C ft Rti :

Thus using Schur’s identities 2Rki;k D Si we have

1
fkki D Si C ft Rti
2
that, together with (8.122), yields

Si D 2ft Rti :

Inserting (8.2) into the above we finally obtain

Si D 2fi  2fki fk
8.3 Statements and Proofs of the Main Results 479

from which, substituting into (8.121), we immediately deduce the desired conclu-
sion. t
u
The next result is due to Zhang [282]; the present proof is slightly different from
the original argument.
Proposition 8.12 Let .M; h ; i; rf / be a gradient Ricci soliton on the m-
dimensional complete manifold .M; h ; i/. Then there exist constants a; b 0
such that

.i/ jrf j.x/  jjr.x/ C a

and
1
.ii/ jf j.x/  jjr.x/2 C ar.x/ C b:
2
Proof We only prove (i) since (ii) follows immediately from it. For x 2 M let
.t/, t 2 Œ0; r.x/ be a unit speed minimal geodesic connecting o to x. If  D 0,
from (8.119), S.x/ 0 and from (8.120) we deduce

S C jrf j2 D 0:

Therefore
p
jrf j  : (8.123)

If  > 0, by adding a constant to f , the soliton equation (8.2) is still satisfied but we
can normalized (8.120) in such a way that

S C jrf j2  2f  0: (8.124)

Of course this process leaves jrf j unchanged. Since, from (8.119), S.x/ 0, (8.124)
yields

2f jrf j2 0: (8.125)

We let h.t/ D f ..t//. Then, using the above,

p p
jh0 .t/j D jhrf ; P i.t/j  jrf ..t//j  2 h.t/;

so that
r
p 
. h.t//0  :
2
480 8 Applications to Ricci Solitons

Integrating this last inequality on Œ0; r.x/

r
p p 
j h.r.x//  h.0/j  r.x/;
2
that is,
r
p  p
f .x/  r.x/ C f .o/;
2
and, from (8.125),
p
jrf .x/j  r.x/ C 2f .o/: (8.126)

Finally, we consider the case  < 0. Again we use the normalized identity (8.124).
From it, using (8.119), we obtain

0  jrf j2 D 2f  S  2f  m: (8.127)

We let h.t/ D m
2
 f ..t// 0. Then, proceeding as above we get
r r r
m jj m
 f .x/  r.x/ C  f .o/:
2 2 2

From (8.127) we thus have

r
p m p
jrf .x/j  2jj  f .x/  jjr.x/ C 2f .o/  m: (8.128)
2

Inequalities (8.123), (8.126) and (8.128) prove (i). t

u
Our next aim is to improve the conclusions of Theorem 8.2 in case .M; h ; i; X/
is a gradient soliton, that is, X D rf for some f 2 C1 .M/. Towards this aim we
prove the following classification result.
Proposition 8.13 Let .M; h ; i/ be a complete, connected, Einstein manifold of
dimension m 3 and (constant) scalar curvature S. Let .M; h ; i; rf / be a gradient
soliton on M with soliton constant . Then:
(i) If S D 0 one of the following possibilities occurs:
(i1)  D 0 and M is isometric to a cylinder R  ˙ over a totally geodesic,
Ricci flat hypersurface ˙  M. Furthermore, on R  ˙ the potential
function f can be expressed in the form f .t; x/ D at C b for some constants
a; b 2 R.
8.3 Statements and Proofs of the Main Results 481

(i2)  ¤ 0 and M is isometric to Rm . Furthermore, on Rm the potential

function f can be expressed in the form f .x/ D 2 jxj2 C hb; xi C c for some
b 2 Rm and c 2 R.
(ii) If S ¤ 0 then the soliton is trivial.
Proof We follow the argument in Theorem 2.3 of Pigola et al. [224], where the
authors consider the more general case of almost Ricci solitons (that is, when
 2 C1 .M/ and not necessarily constant). By assumption, in a local orthonormal
coframe we have
S
Rij D ıij (8.129)
m
and

Rij C fij D ıij ; (8.130)

thus we deduce
 
S
fij D   ıij : (8.131)
m

Since the quantity   mS is constant, taking the covariant derivative of (8.131),

skew-symmetrizing and using the commutation rule (1.116) we get

fijk  fikj D ft Rtijk D 0:

Tracing with respect to i and k and using (8.129) we have

S
ft Rtk D fk D 0: (8.132)
m
Now we consider two cases, according to the statement of the Theorem.
Case (i). If S D 0 (and M is then Ricci flat), (8.131) implies

fij D ıij : (8.133)

Now, if  D 0 (case (i1)), fij D 0 (i.e. f is affine); thus jrf j is constant, proving
that either f is constant (and the soliton is trivial), or f has no critical point at all. In
this latter case, we have jrf j D a, for some a 2 R n f0g. Then, a Cheeger-Gromoll
type argument shows that the flow  of the vector field rf establishes a Riemannian
isometry  W R˙ ! M, where ˙ is any of the (totally geodesic) level sets of f and
f is a linear function of the parameter t 2 R. Indeed, let ˙ D ff .x/ D bg, b 2 R, be
a nonempty, smooth, level set hypersurface; then, the integral curves of the complete
rf
vector field Y D jrf j are unit speed geodesics orthogonal to ˙ (see Step 1 in the
482 8 Applications to Ricci Solitons

proof of Theorem 8.5 below). Moreover, the flow of Y gives rise to a smooth map
 W R  ˙ ! M which coincides with the normal exponential map exp? of ˙; in
particular,  is surjective. Evaluating the equation Hess.f / D 0 along the integral
curve .t; x/ issuing from x 2 ˙ we deduce that y.t/ D f ..t; x// satisfies
8
ˆ
ˆ 00
D0
<y
y.0/ D b
ˆ
:̂y0 .0/ D jrf j.x/ D a;

which implies

f ..t; x// D at C b; t 2 R;

and since a ¤ 0, f is strictly monotone along the geodesic curves x .t/ issuing from
x 2 ˙. Then  is also injective, hence a diffeomorphism. Note that jrf j is constant
on ˙ and that  moves ˙ onto every other level set of f . To conclude, we show that

  h ; i D dt2 C a2 h ; i˙ ; (8.134)

where h ; i˙ D .0 / h ; i denotes the metric induced by M on the smooth

hypersurface ˙. Indeed, applying Gauss lemma we have

  h ; i D dt2 C .t / h ; iI

furthermore, using Hess.f / D 0, df ..t;x//

dt D a and the definition of the Lie
derivative, we see that, on T˙t D Y?t ,

d
.t / h ; i D 0:
dt

Whence, integrating on Œ0; t we conclude the validity of (8.134). Summarizing, we

have obtained that, if f has no critical point, then .M; h ; i/ is isometric to the warped
product manifold
 
R  ˙; dt2 C a2 h ; i˙ ;

with ˙ a smooth hypersurface of M; moreover, since M is Ricci flat, then also ˙

must be Ricci flat.
On the other hand, if  ¤ 0 (case (i2)), then it is known that M is isometric to
Rm and the potential takes the form

 2
f .x/ D jxj C hb; xi C c
2
8.3 Statements and Proofs of the Main Results 483

for some b 2 Rm and c 2 R, see Theorem 8.5 and its proof below or [263].
Case (ii). If S ¤ 0, from (8.132) we immediately deduce fk D 0, which implies that
f is constant and the soliton is trivial. t
u
For the sake of completeness we recall here the next
Theorem 8.5 Let .M; h ; i/ be a complete m-dimensional Riemannian manifold. If
there exists a smooth function f W M ! R such that Hess.f / D h ; i for some
constant  ¤ 0, then M is isometric to Rm .
Proof We follow the proof in the Appendix of Pigola et al. [231] (see also [223]).
Let f 2 C1 .M/ be a solution of

Hess.f / D h ; i (8.135)

for some constant  ¤ 0; without loss of generality, we can assume  to be positive.

Now we divide the proof in four steps.
Step 1. We show first that f has a critical point. By contradiction, suppose
rf
that jrf j ¤ 0 on M and consider the vector field Y D jrf j . Y is complete,
1
since jYj 2 L .M/ and M is geodesically complete by assumption (see e.g. [171,
Chap. 12]). Let  W R ! M be an integral curve of Y, that is Y.s/ D P .s/ for every
s in R. A direct computation that uses (8.135) shows that, for every vector field X,

˝ ˛ 1 1
rP P ; X D Hess .f / .P ; X/  Hess .f / .P ; P / hP ; Xi D 0;
jrf j jrf j

therefore  is a unit speed geodesic of M. Evaluating (8.135) along  we deduce

that the smooth function y .s/ D .f ı  / .s/ satisfies

d2 y
y00 D D :
ds2

Integrating the previous equation on Œ0; s yields y0 .s/ D s C y0 .0/, which implies
y0 .s0 / D 0, where s0 D 1 y0 .0/. Then, recalling that  is an integral curve of Y,
we conclude

0 D y0 .s0 / D hrf . .s0 // ; P .s0 /i D jrf . .s0 //j ¤ 0;

a contradiction.
Step 2. Let o 2 M be a critical point of f and set r .x/ D dist.M;h ; i/ .x; o/. Now
we fix x 2 M and we let  W Œ0; r.x/ ! M be a unit speed, minimizing geodesic
emanating from .0/ D o; then the function y .s/ D .f ı  / .s/ satisfies the Cauchy
484 8 Applications to Ricci Solitons

problem
(
y00 D ;
y0 .0/ D 0; y.0/ D f .o/:

Integrating on Œ0; r.x/ yields

f .x/ D ˛.r.x//; (8.136)

where

 2
˛.s/ D s C f .o/I
2
in particular, f is a proper function with precisely one critical point.
Step 3. Since f .x/ D ˛.r.x// is smooth and ˛.s/ satisfies ˛ 0 .s/ ¤ 0 for every s > 0,
we have that

r.x/ D ˛ 1 .f .x//

is smooth on M n fog. By Bishop’s density result (see the discussion in Sect. 1.9 and
[48]) we deduce that cut .o/ D ; and the exponential map expo W To M  Rm ! M
C
is a diffeomorphism. Let us introduce geodesic polar coordinates .r;˚ / 2 Rm1Sm1
on To M. Furthermore, let us consider a local orthonormal coframe  Pon S
i
with
2
dual frame fE
˚ 
i g; thus, the standard metric of Sm1
writes as d D  i
˝  i
. We
extend both  i and fEi g radially. Then, by Gauss lemma,

X
m1
h ; i D dr ˝ dr C i;j .r; /  i ˝  j ;
i;j

where, since the metric h ; i is infinitesimally Euclidean and the standard metric of
Rm  To M writes as

h ; iRm D dr ˝ dr C r2 ıij  i ˝  j ;

we have the further condition

 
ij .r; / D ıij r2 C o r2 as r & 0: (8.137)

Now we use the fact that, by the definition of Lie derivative,

@    
ij D .Lrr h ; i/ Ei ; Ej D 2 Hess .r/ Ei ; Ej I (8.138)
@r
8.3 Statements and Proofs of the Main Results 485

rf
on the other hand, by (8.136), rr D jrf j
, so that, using Eq. (8.135), we deduce that,
for every Ei ; Ej 2 rr? ,
   
  rf 1
Hess .r/ Ei ; Ej D rEi ; Ej D ij : (8.139)
jrf j r

Combining (8.137)–(8.139) we conclude that the coefficients ij are the (unique)
solutions of the asymptotic Cauchy problems
@
 D 2r ij
@r ij  
ij .r; / D r2 ıij C o r2 ; as r & 0:

Integrating finally gives

ij .r; / D r2 ıij :

 P 
Since RC  Sm1 ; dr ˝ dr C r2 i  i ˝  i is isometric to Rm n f0g, the proof is
completed. t
u
Now we are ready to prove the next
Theorem 8.6 Let .M; h ; i/ be a complete Riemannian manifold of dimension m
3 and scalar curvature S, and let S D infx2M S.x/. Let .M; h ; i; rf / be a gradient
soliton structure on M with soliton constant .
(i) If  < 0 then m  S  0. Moreover, if S.x0 / D S D m for some
x0 2 M and m 3, then .M; h ; i/ is Einstein and the soliton is trivial; while if
S.x0 / D S D 0, for some x0 2 M, then .M; h ; i/ is isometric to the standard
Euclidean space Rm . On the latter, the potential function f can be expressed in
the form f .x/ D 2 jxj2 C hb; xi C c for some b 2 Rm and c 2 R.
(ii) If  D 0 then S D 0. Furthermore, if S.x0 / D S D 0 for some x0 2 M, then
.M; h ; i/ is isometric to a cylinder R  ˙ over a totally geodesic, Ricci flat
hypersurface ˙  M. On R  ˙ the potential function f can be expressed in
the form f .t; y/ D at C b for some constants a; b 2 R and .t; y/ 2 R  ˙.
(iii) If  > 0 then 0  S  m. Furthermore, if S.x0 / D S D 0 for some x0 2 M,
then .M; h ; i/ is isometric to the standard Euclidean space Rm . On the latter,
the potential function f can be expressed in the form f .x/ D 2 jxj2 C hb; xi C c
for some b 2 Rm and c 2 R, while if S.x0 / D S D m, for some x0 2 M, then
.M; h ; i/ is compact, Einstein and f is constant (i.e. the soliton is trivial).
Proof The proof of the result is based on Theorem 8.2 and Proposition 8.13 as
follows.
Case (i). From Theorem 8.2 we know that m  S  0. Suppose now that S.x0 / D
S D m for some x0 2 M. Again by Theorem 8.2 we know that S.x/  m D S
on M and that M is Einstein and the soliton is trivial; if S.x0 / D S D 0 for some
x0 2 M, then .M; h ; i/ is Ricci flat, hence Einstein. Since  ¤ 0, by Proposition 8.13
486 8 Applications to Ricci Solitons

(i2) .M; h ; i/ is isometric to the standard Euclidean space Rm . On the latter the
potential function f can be expressed in the form f .x/ D 2 jxj2 C hb; xi C c for some
b 2 Rm and c 2 R.
Case (ii). S D 0 follows from Theorem 8.2. If S.x0 / D S D 0 for some x0 2 M, by
the same theorem we know that .M; h ; i/ is Ricci flat and therefore Einstein. Using
Proposition 8.13 (i1) we deduce that .M; h ; i/ is isometric to a cylinder R  ˙ over
a totally geodesic Ricci flat hypersurface ˙  M. On R  ˙ the potential function
f can be expressed in the form f .t; y/ D at C b for some constants a; b 2 R and
.t; y/ 2 R  ˙.
Case (iii). is dealt with in a similar manner. t
u

8.3.3 A Topological Result on Weighted Manifolds

We end this section with a topological result dealing with weighted manifolds.
Gradient Ricci solitons are natural weighted manifolds with weight given via the
potential function f in the form of the density

ef dvol;

where dvol is the volume element of .Mh ; i/. For more details on weighted
manifolds see for instance [200, 201] and references therein. We leave to the
interested reader the application of the next result to the special case of gradient
Ricci solitons.
 
Theorem 8.7 For f 2 C1 .M/, let M; h ; i; ef dvol be a geodesically complete
weighted manifold and assume the existence of an origin o 2 M and of functions
 0 and g bounded such that, for each unit speed geodesic  issuing from .0/ D
o we have

Ricf .P ; P / D Ric .P ; P / C Hess.f /.P ; P / . / C h.rg/. /; P i (8.140)

and

..t// 62 L1 .C1/: (8.141)

Then:
(i) j1 .M/j < C1;
(ii) if, in addition, Ric  ch ; i for some c 2 R and .x/ D 0 .r.x//, with r.x/ D
dist .x; o/, then M is diffeomorphic to the interior of a compact manifold N with
@N ¤ ;.
8.3 Statements and Proofs of the Main Results 487

(iii) in the assumptions of (ii), if .x/ 0 > 0 and supM fjrf j C jgjg  <
C1, then M is compact and

1h p i
diam.M/  2 C 4 2 C  2 .m  1/c :
0

For the proof we shall need the following

Lemma 8.7 Let .M; h ; i/ be a Riemannian manifold, a 2 M and r.x/ D dist .x; o/.
Fix q 2 M and let  W Œ0; r.q/ ! M be a minimizing geodesic from o to q with
jP j D 1. For p 2 M set
( )
p D max 0; sup Ric :
B1 .p/

Then, if r.q/ > 2, we have

Z r.q/
Ric .P ; P /  2.m  1/ C o C q :
0

Proof First of all let us recall that, from (1.246) in Chap. 1, for each h 2 C1 .Œ0; r.x//
with h.o/ D h.r.x// D 0 we have
Z Z r.x/  Z
r.x/ 2 r.x/  
Ric .P ; P /  .m  1/ h0 C 1  h2 Ric .P ; P /:
0 0 0

Choosing
8
ˆ
ˆ on Œ0; 1
<s
h.s/ D 1 on Œ1; r.x/  1
ˆ
:̂r.x/  s on Œr.x/  1; r.x/;

where r.x/ > 2, we obtain

Z Z 1
r.x/  
Ric .P ; P /  2.m  1/ C 1  s2 Ric .P ; P /
0 0
Z r.x/  
C 1  .r.x/  s/2 Ric .P ; P /  2.m  1/ C o C q :
r.x/1

t
u
  f
Lemma 8.8 Let M; h ; i; e dvol be a complete weighted Riemannian manifold,
o 2 M and r.x/ D dist .x; o/. Suppose there exist functions  0 and g bounded
488 8 Applications to Ricci Solitons

such that, for each unit speed geodesic  issuing from o,

Ricf .P ; P / . / C hrg; P i: (8.142)

Then, for each such geodesic,

Z t Z t
Ric .P ; P / D hrf ; P .0/i  hrf ; P .t/i C ..s// ds C g..t//  g.0/
0 0
(8.143)
Z t
jrf j..0//  jrf j..t//  2 sup jgj C ..s// ds:
0

Proof We rewrite (8.142) in the form

Ric .P ; P / C Hess.f /.P ; P / . / C hrg; i

P (8.144)

and then in the form

d d
Ric .P ; P / C hrf . /; P i . / C g. /:
dt dt

Now integrating on Œ0; t

Z t Z t
Ric .P ; P / C hrf ; P .t/i  hrf ; P .0/i C ..s// ds C g..t//  g.0/
0 0

from which the Lemma follows immediately. t

u
Proof (of Theorem 8.7) The idea of the proof is in [275]. Let  W M Q ! M be the
Q
Riemannian universal covering of M. Defining f D f ı , and since  is a local
isometry, MQ becomes a complete weighted Riemannian manifold. Moreover, since
Q projects to a unit speed geodesic  D  ı Q
every unit speed geodesic  D  ı Q of M
we see that
  d
f Q ; P P Q Q / C d gQ .Q /;
Ric f Q Q D Ricf .P ; P / . / C g. / D .
dt dt

where gQ D g ı  is bounded and Q D  ı  0 satisfies

Q g/.t/ 62 L1 .C1/:
.Q (8.145)

We identify
 
Q ;
1 .M; o/ D Deck M
8.3 Statements and Proofs of the Main Results 489

the covering transformation group, and recall that there is a bijective corre-
spondence between 1 .M; o/ and  1 .fog/. Therefore, it suffices to show that
 1 .fog/  BQ R .Q
o/ for some R
1, with oQ a1fixed preimage of o. Since
1 .M; o/ D Deck M Q acts transitively on the fiber  .fog/, we have
˚  
Q ;
 1 .fog/ D h.Qo/ W h 2 Deck M

and we are reduced to showing that

 
rQ.h.Qo//  R < C1 Q ;
for each h 2 Deck M
 
Q Fix h 2 Deck M
where rQ .Qx/ D dist .Qx; oQ / for xQ 2 M. Q and a unit speed minimizing
Q
geodesic Qh.Qo/ W Œ0; rQ .h.Qo// ! M, issuing from Qh.Qo/ .0/ D oQ . Recalling that
    D  E
f ;
Ric QP PQ D Ric
f Q ; PQ PQ  d rQ fQ .Q /PQ
f
dt
and using Lemmas 8.7 and 8.8, we get
Z Qr.h.Qo// ˇ ˇ ˇ ˇ
  ˇ ˇ ˇ ˇ
Q Qh.Qo/ .s/ ds  2.m  1/ C QoQ C Qh.Qo/ C ˇrQ fQ ˇ.Qo/ C ˇrQ fQ ˇ.h.Qo// C 2 sup jQgj:
0 Q
M

Q ! M is a local isometry and oQ , h.Qo/ 2  1 .fog/ we deduce

Since  W M
ˇ ˇ ˇ ˇ
ˇ Q Qˇ ˇ ˇ
ˇr f ˇ.Qo/ D jrf j.o/ D ˇrQ fQ ˇ.h.Qo//:
     
Q  Iso M
On the other hand Deck M Q , so h BQ 1 .Qo/ is isometric to BQ 1 .h.Qo// and
we have
ˇ ˇ
joQ j D ˇh.Qo/ ˇ:
 
Q ,
Summarizing, we have obtained that, for each h 2 Deck M
Z rQ.h. //  
 Qh.Qo/ .s/ ds  2f.m  1/ C oQ C jrf j.o/g C 2 sup jgj: (8.146)
0 M

We now argue by contradiction

 and we suppose the existence of a sequence of
Q such that
transformations fhn g  Deck M

rQ .hn .Qo// ! C1 as n ! C1: (8.147)

490 8 Applications to Ricci Solitons

 
Let Qhn .Qo/ .s/ D expoQ sQn , where Qn 2 Som1 Q
Q Then, there exists a
 ToQ M.
n o
subsequence Qnk ! Q 2 Som1 Q
as k ! C1, and by the Ascoli-Arzelà Theorem the
n o
sequence of minimizing geodesic Qhnk .Qo/ converges uniformly on compact subsets
 
of RC 
Q .s/ D Q
0 to the unit speed geodesic expoQ s . Since by (8.145)

Z C1
Q Q /.s/ ds D C1
.
0

we can choose T sufficiently large such that

Z T
Q Q /.s/ ds > 2f.m  1/ C oQ C jrf j.o/g C 2 sup jgj:
. (8.148)
0 M

On the other hand, according to (8.147), we can find k0 > 0 such that, for each
k k0 , rQ .hnk .Qo// > T. From this, from inequality (8.146) and the definition of
Q x/ D ..Qx// 0 it follows that
.Q
Z T   Z Qr.hn .Qo//  
k
Q Qhnk .Qo/ .s/ ds  Q Qhnk .Qo/ .s/ ds
0 0

 2f.m  1/ C oQ C jrf j.o/g C 2 sup jgj:

M

Hence, letting k ! C1 we deduce

Z T
Q Q /.s/ ds  2f.m  1/ C oQ C jrf j.o/g C 2 sup jgj;
.
0 M

contradicting (8.148). This proves (i). To prove (ii) suppose Ric  ch ; i. Fix q 2 M
such that r.q/ D dist .o; q/ > 2, and let q be a minimizing geodesic joining o to
q. Combining Lemmas 8.7 and 8.8 and recalling that .x/ D 0 .r.x// is radial we
obtain

 jrf j.o/  jrf j. .r.q///  2 sup jgj

M
Z r.q/
C 0 .s/ ds  2.m  1/ C o C q  2.m  1/ C 2c;
0

which implies
Z r.q/
jrf j.q/ 0 .s/ ds  fjrf j.o/ C 2.m  1/ C 2cg:
0
8.3 Statements and Proofs of the Main Results 491

Since 0 < 0 62 L1 .C1/, if r.q/ R0 sufficiently large we have jrf j.q/ > 0. Thus
f has no critical points in M n BR0 .o/. Again from Lemmas 8.7 and 8.8, for each
0  t  r.q/,
Z t ˝   ˛ ˝   ˛
0 .s/ ds  .rf / q ; Pq C .rf / q ; Pq sD0 C g.q/  g.o/  2.m  1/ C 2c;
0

so that
Z 
d   t
f q jsDt 0 .s/ ds  jrf j.o/ C 2 sup jgj C 2.m  1/ C 2c :
ds 0 M

Thus, integrating on Œ2; r.q/,

Z r.q/ Z t ˇ  ˇ
f .q/ 0 .s/ ds  ˇf q .2/ ˇ
2 0

 jrf j.o/ C 2 sup jgj C 2.m  1/ C 2c .r.q/  2/
M
Z r.q/ Z r.q/
0 .s/ ds  max jf j
2 0 @B2 .o/

 jrf j.o/ C 2 sup jgj C 2.m  1/ C 2c .r.q/  2/ ! C1
M

as r.q/ ! C1. Therefore, f is a smooth exhaustion function whose critical points

are confined in a compact set. By Morse theory (see e.g. the classical [191]) there
exists a compact manifold N with boundary such that M is diffeomorphic to the
interior of N.
Finally we prove (iii). Suppose that supM .jrf j C jgj/  < C1; then
by (8.142) in Lemma 8.8, for each unit speed geodesic  issuing from o we have

d
Ric .P ; P / 0 C G. /;
dt

where G. / D h.rf /. /; P i C g. / satisfies

jG. /j  sup .jrf j C jgj/:

M

From Proposition 8.14 below, or the original Theorem 1.2 in [122], we obtain the
desired diameter estimate. u
t
We would like to observe that similar results are expected for generic Ricci
solitons. However, it is not clear, given the soliton structure .M; h ; i; X/, what
492 8 Applications to Ricci Solitons

should be the “natural” weight associated to M when X is not a gradient vector

field.
Proposition 8.14 Let .M; h ; i/ be a complete Riemannian manifold, p; q 2 M and
 W Œ0; ` ! M, .0/ D p, .`/ D q be a unit length minimizing geodesic. Assume
that
d
Ric .P ; P / 0 C f .t/; (8.149)
dt

with jf .t/j on Œ0; ` and 0 2 RC . Then

 p 2 
`. /  C .m  1/0 C : (8.150)
0

Proof Let  be as in the statement of the proposition; then, given h 2 C1 .Œ0; `/
with h.0/ D 0 D h.`/, from (1.246) of Chap. 1 we have
Z `  0 2 Ric .P ; P / 2
h  h 0:
0 m1
 t 
Choose h.t/ D sin ` , so that the above inequality yields
Z
2 `
Ric .P ; P / 2  t 
 sin dt 0: (8.151)
2` 0 m1 `

We now estimate the integral from below with the aid of (8.149) and integration by
parts. We have
Z Z    
`
Ric .P ; P / 2  t  0 `  
2 t 1 2 t d
sin dt sin C sin f dt
0 m1 ` 0 m1 ` m1 ` dt
Z `  
0 `  1 2t
D  f .t/ sin dt
m12 ` m1 0 `
Z ` ˇ  ˇ
0 `  1 ˇ 2t ˇˇ
 ˇ
jf .t/jˇsin dt
m12 ` m1 0 ` ˇ
0 `  1 0 ` 
 ` D  :
m12 ` m1 m12 2 m1
Thus from (8.151)

2 0 ` 
 C 0
2` m  1 2 m1
from which (8.150) follows at once. t
u
8.4 A Further Result on Generic Ricci Solitons 493

8.4 A Further Result on Generic Ricci Solitons

We now go back to generic Ricci solitons for a further very recent classification
result (see [68]). This will appeal to strong parabolicity as introduced in Sect. 4.4.
For the computations below we shall use the next formulas that can be verified
by direct calculation. For any vector fields Y and Z and functions u; v 2 C2 .M/,
with v.x/ ¤ 0 for each x 2 M, we have
u    
1 u u rv
Y D Y u  2 Y v  2 r ; ; (8.152)
v v v v v

and

YCZ u D Y u  hZ; rui: (8.153)

In the next computational result we shall use Eq. (8.15), coming from the general-
ized Bochner formula, and (8.30).
Lemma 8.9 Let .M; h ; i; X/ be a generic Ricci soliton with scalar curvature S > 0
on M. Let ˛ 2 .0; 1; then
      
jXj2 2 2˛ 2 j Ric j2 2
X2r log S  ˛ jrXj  .˛ C 1/  ˛ jXj :
S˛ S ˛ S
(8.154)
Proof Using Eqs. (8.15) and (8.30), with the aid of (8.152) and (8.153), we compute
    
jXj2 2 2 j Ric j2 2
X2r log S D jrXj  .˛ C 1/  ˛ jXj (8.155)
S˛ S˛ S
2.1  ˛/ ˝ ˛ ˛.˛  1/ 2
C ˛C1
rjXj2 ; rS C jXj jrSj2:
S S˛C2
Next, from Kato’s inequality we deduce

jrjXj2 j  2jXjjrXj;

while from Cauchy-Schwarz and Young’s inequalities with " > 0 we get

1 ˝ ˛ 2jXjjrXjjrSj 1 jrXj2 "

rS; rjXj2   C ˛C2 jXj2 jrSj2 :
S˛C1 S˛C1 " S˛ S
494 8 Applications to Ricci Solitons

Hence, for any ˛ 2 .0; 1, inserting the previous inequalities into (8.155) and
rearranging terms we have
      
jXj2 2 1˛ j Ric j2
X2r log S  1C jrXj2  .˛ C 1/  ˛ jXj2
S˛ S˛ " S
1˛
C .2"  ˛/jXj2 jrSj2 :
S˛C2
˛
Choosing " D 2
we finally obtain (8.154). t
u
Corollary 8.6 Let .M; h ; i; X/ be a complete, generic, shrinking Ricci soliton with
scalar curvature S > 0, satisfying S D supM S < C1 and jRicj  S for some
constant > 0. Assume that

jrXj D o.jXj/ as r.x/ ! C1: (8.156)

Then, there exists ˛ 2 .0; 1 and a compact K D K˛  M such that

!
jXj2
X2r log S <0 on M n K: (8.157)
S˛

Proof An immediate consequence of the assumptions and of (8.154). t

u
The next inequality (8.158) will be crucial. It comes from Proposition 8.5 and
Corollary 8.2.
Lemma 8.10 Let .M; h ; i; X/ be a generic Ricci soliton of dimension m and scalar
curvature S > 0 on M. Then
  !2  2
1 jTj2 jTj2 1 1 jTj p
X2r log S 2 3 jTj  p S C p jrSj  SjrTj
2 S2 S m.m  1/ S3 S
r
2.m  2/ 1
 jWjjTj2:
m  1 S2
(8.158)
Proof We use Eqs. (8.45), (8.30), (8.152) and

S2
j Ric j2 D jTj2 C
m
to compute
 
jTj2
X2r log S D A C B C C; (8.159)
S2
8.4 A Further Result on Generic Ricci Solitons 495

where
 
2 2 1 2 2 2
A D 3 SjrTj C jTj jrSj  hrjTj ; rSi ;
S S
8 1 3 4 jTj2 jTj4
BD Tr.t / C C 4 ;
m  2 S2 m.m  1/ S S3
4
CD Tik Tsj Wksij :
S2
Next we use Cauchy-Schwarz inequality and

jrjTj2 j  2jrTjjTj

to obtain
 2
2 jTj p
A p jrSj  SjrTj : (8.160)
S3 S

Since T is trace free, by Okumura’s lemma (Lemma 6.2),

m2
Tr.t3 /  p jTj3
m.m  1/
1
with equality holding if and only if either jTj D 0 or jTj D p
m.m1/
S. Therefore
!2
jTj2 1
B 4 3 jTj  p S : (8.161)
S m.m  1/

Finally, by Huisken’s inequality of Proposition 8.8„

p r
2 2 m2
C  2 jWjjTj2 : (8.162)
S m1
Inequality (8.158) now follows immediately by putting together (8.159)–(8.162). u
t
For the proof of Theorems 8.8 and 8.9 below we shall need the property that for
a complete shrinking soliton .M; h ; i; X/ we have jXj ! C1 as x ! 1, at least
in case that the Ricci curvature is bounded above. This can be shown with a minor
variation of the proof of Lemma 8.7 above. Indeed, we have
Lemma 8.11 Let .M; h ; i; X/ be a complete Ricci soliton with Ric  h ; i and let
o 2 M. Then there exists a constant a such that, for each x 2 M,

jXj.x/ r.x/ C a;

where r.x/ D dist .x; o/.

496 8 Applications to Ricci Solitons

Proof We fix a minimal unit speed geodesic  connecting o to x; proceeding as in

Lemma 8.7, with the same choice of function h.t/, we arrive at the inequality
Z Z
r.x/ 1  
Ric .P ; P /  2.m  1/ C 1  s2 Ric .P ; P /
0 0
Z r.x/ h i
C 1  .r.x/  s/2 Ric .P ; P /:
r.x/1

Using the assumption Ric  h ; i we then deduce

Z r.x/
Ric .P ; P /  2.m  1/ C 2 : (8.163)
0

We now recall that, since  is a geodesic,

1 d
LX .P ; P /.t/ D hX; i.t/I
P
2 dt

hence, substituting Ric .P ; P / in (8.163) via the soliton equation

1
Ric C LX h ; i D h ; i
2
we obtain

r.x/  hX; i.r.x//

P C hX; i.0/
P  2Œ.m  1/ C :

Using the Cauchy-Schwarz inequality jXj jhX; ij

P we obtain the desired
conclusion. t
u
Theorem 8.8 Let .M; h ; i; X/ be a 3-dimensional, complete generic shrinking
Ricci soliton. Furthermore, if M is noncompact, assume that the scalar curvature
S is bounded and jrXj D o.jXj/ as r ! 1. Then .M; h ; i/ is isometric to a finite
quotient of either S3 , R  S2 or R3 .
Note that under the assumptions of Theorem 8.8 Ric is bounded above (see below
in the proof of Theorems 8.8 and 8.9).
In higher dimensions Theorem 8.8 generalizes to
Theorem 8.9 Let .M; h ; i; X/ be a complete generic shrinking Ricci soliton of
dimension m 4. Furthermore, if M is noncompact, assume that the scalar
curvature S is bounded and jrXj D o.jXj/ as r ! 1. If, for some > 0,
8.4 A Further Result on Generic Ricci Solitons 497

j Ric j  S and
r !2
2.m  1/ 1
jWj S  jTj  p S ; (8.164)
m2 m.m  1/

then .M; h ; i/ is isometric to a finite quotient of either Sm , R  Sm1 or Rm .

The above theorems extend to the nongradient case previous results of Perelman
[218], Cao et al. [61], Catino [65] and Catino et al. [66].
Remark 8.8 Tracing the soliton equation (8.1) it follows that the previous theorems
in particular hold simply assuming that jrXj is bounded and, if m > 3, assuming
also inequality (8.164).
Proof (of Theorems 8.8 and 8.9) First of all, from Theorem 8.2 we know that the
soliton is either flat or has scalar curvature S > 0. Moreover, we note that under the
assumptions of Theorems 8.8 and 8.9 the metric has bounded Ricci curvature (and
this fact will be crucial in the three dimensional case, see below). From the growth
estimates on the vector field X proved in Lemma 8.11, we know that jXj ! 1 as
r ! 1.
In dimension three, every complete shrinking soliton has nonnegative sectional
curvature [75]. Moreover, by Hamilton’s strong maximum principle (see [134]),
either h ; i has strictly positive sectional curvature or it splits a line. In this latter case,
either the soliton is flat or it is isometric to a quotient of the round cylinder RS2 . So
from now on, in dimension three, we can assume that the metric has strictly positive
sectional curvature. In particular, from [133, Corollary 8.2], it holds j Ric j2 < 12 S2 .
Moreover, the pinching condition (8.164) is automatically satisfied, since the Weyl
tensor vanishes in three dimension. Thus, it is sufficient to prove Theorem 8.9,
with m 3, to conclude. Now, the proof follows the arguments in [65]. Under
the assumptions of Theorem 8.9, Corollary 8.6 applies. Hence, from Lemma 8.10
2
and Theorem 4.12, we have that jTj S2
must be constant on M. Therefore, from the
proof of Lemma 8.10, we get that .M; h ; i/ is either Einstein or satisfies the identity
1
jTj D pm.m1/ S. Now, if m D 3, this latter case violates the fact that the metric
has positive sectional curvature, since it would imply jRicj2 D 12 S2 ; so .M; h ; i/ is
Einstein, hence it has constant positive sectional curvature and is a finite quotient
of S3 . On the other hand, if m 4, the pinching assumption (8.164) on the Weyl
curvature implies that .M; h ; i/ is either Einstein or has vanishing Weyl tensor in
1
case jTj D pm.m1/ S. In the first case, since m 4 the metric has constant positive
scalar curvature; being M Einstein, by Myers theorem M is compact. Moreover,
again from the pinching condition (8.164), we get that

2 4
jWj2  S2 < S2 :
m2 .m  1/.m  2/ m.m  1/.m  2/.m C 1/
498 8 Applications to Ricci Solitons

Thus, the pinching condition in Proposition 8.9 is satisfied for some " > 0 since
M is compact and the above inequality for jWj2 is strict. Then .M; h ; i/ has
positive curvature operator. Hence, from a classical theorem of Tachibana [261],
see Theorem 2.17 in the compact case, we conclude that .M; h ; i/ has constant
positive sectional curvature and is a finite quotient of Sm . On the other hand,
if the Weyl tensor vanishes, from the classification of locally conformally flat
shrinking Ricci solitons given in [66] we obtain that if .M; h ; i/ is nonflat and
noncompact, then it must be a finite quotient of R  Sm1 . This concludes the proof
of Theorems 8.8 and 8.9. t
u
Chapter 9
Spacelike Hypersurfaces in Lorentzian
Spacetimes

The aim of this chapter is to present a number of applications of the maximum

principle to spacelike hypersurfaces in a Lorentzian ambient space. In doing so we
first introduce a few basic notions and results of Lorentzian geometry that will be
used later on and that constitute the geometric background of our analysis.
We recall that maximal hypersurfaces, in a general Lorentzian ambient space, are
spacelike hypersurfaces with zero mean curvature. Their importance is well known,
for instance, because of the role they play in different problems in General Relativity
(see for instance [185] and references therein). From the mathematical point of view,
the first important global result obtained has been the Lorentzian analogue of the
Calabi-Bernstein theorem: it states that the only complete maximal hypersurfaces
in the Lorentz-Minkowski space are spacelike hyperplanes; equivalently, the only
maximal entire graphs in LmC1 are spacelike hyperplanes.
This theorem, inspired by the classical Bernstein theorem on minimal surfaces
in R3 , was first obtained by Calabi [55] under the dimensional restriction m  4.
Later on, Cheng and Yau [81] extended it to the general case providing the first
application of a Simons-type formula in the context of spacelike hypersurfaces in a
Lorentz ambient space. This result deeply contrast with the Euclidean case, since the
Bernstein theorem for minimal hypersurfaces in RmC1 is false for m > 7 (see [50]).
After the general proof given by Cheng and Yau, several authors have approached
the two-dimensional version of the theorem from different perspectives, providing
various extensions and new proofs of the result for the case of maximal surfaces
in L3 [16, 17, 115, 116, 162, 246]. For a general dimension some other authors
have developed different related Bernstein-type results on spacelike hypersurfaces
in LmC1 , looking, for instance, to characterize spacelike hyperplanes among the
complete spacelike hypersurfaces with constant mean curvature [3, 7, 216, 276].
This topic is considered in the second half of the chapter, where we also provide
some comparison results for the Lorentzian distance function from a fixed origin
(see Lemmas 9.11 and 9.12).

© Springer International Publishing Switzerland 2016 499

L.J. Alías et al., Maximum Principles and Geometric Applications,
Springer Monographs in Mathematics, DOI 10.1007/978-3-319-24337-5_9
500 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

In the final part of the chapter we prove some properties for spacelike graphs in
a generalized Robertson-Walker spacetime and we end with some discussion with
the corresponding results in the Riemannian case of Chap. 7.

9.1 Foundations of Lorentzian Geometry

We begin by observing that the basic references for the material that follows are
[40, 212] that can be consulted for a smooth introduction to the concepts and results
below.
A Lorentzian metric h ; i on an n-dimensional smooth manifold N (n 2) is
a symmetric nondegenerate .0; 2/-tensor field on N of constant index 1. In other
words, h ; i assigns smoothly to each point p 2 N a Lorentzian scalar product h ; ip W
Tp N  Tp N ! R, that is, a symmetric bilinear form on Tp N such that
(i) hv; wip D 0 for all w 2 Tp N implies v D 0, in other words, h ; ip is
nondegenerate;
(ii) maxfdimV W V 6 Tp N; hv; vip < 0 for every v 2 Vg D 1.
We are now ready for the next
Definition 9.1 A Lorentzian manifold is an n-dimensional smooth manifold N (n
2) endowed with a Lorentzian metric h ; i.
Here are some linear algebra considerations. A tangent vector v 2 Tp N is said to
be
(i) spacelike if hv; vi > 0 or v D 0,
(ii) timelike if hv; vi < 0,
(iii) lightlike (or null) if hv; vi D 0 and v ¤ 0.
The set of all lightlike vectors in Tp N is called the lightcone at p 2 N. The category
into which a given tangent vector falls is called its causal character.
More generally, a linear subspace V  Tp N is said to be
(i) spacelike if the restriction of the Lorentzian metric h ; i to V is positive definite;
that is, h ; ijV is a Euclidean metric;
(ii) timelike if the restriction of the Lorentzian metric h ; i to V is nondegenerate of
index 1; that is, h ; ijV is a Lorentzian metric,
(iii) lightlike (or null) if the restriction of the Lorentzian metric h ; i to V is
degenerate.
In cases (i) and (ii) we simply say that V is nondegenerate. The category into which
V falls is called its causal character. It can be easily seen that a subspace V is
spacelike (resp. timelike) if and only if V ? is timelike (resp. spacelike), where
˚ 
V ? D w 2 Tp N W hv; wi D 0 for all v 2 V :
9.1 Foundations of Lorentzian Geometry 501

Lemma 9.1 If v is a spacelike (resp. timelike) vector in Tp N, then the subspace

v ? .D spanfvg? / is timelike (resp. spacelike) and Tp N D spanfvg ˚ v ? .
Spacelike subspaces are the easiest to deal with. Classical Euclidean geometry
holds on them and, in particular, the Cauchy-Schwarz inequality:

jhv; wij  jvjjwj for all v; w 2 V;

equality holding if and only if v and w are linearly dependent.

Let Tp be the set of all timelike vectors of Tp N. For a given u 2 Tp we set

C.u/ D fv 2 Tp W hu; vi < 0g

to denote the timecone of Tp N determined by u. Obviously, u 2 C.u/ ¤ ; and

C.u/ D C.u/ D fv 2 Tp W hu; vi > 0g:

Moreover, given another v 2 Tp , since hu; vi ¤ 0 then either v 2 C.u/ or v 2

C.u/. In other words, Tp is the disjoint union these two timecones, Tp D C.u/ [
C.u/.
The following algebraic result is immediate.
Lemma 9.2 Two timelike vectors v and w in Tp N belong to the same timecone if
and only hv; wi < 0.
As a consequence, timecones are convex: If v; w 2 C.u/ and a; b 0 (not both zero)
then av C bw 2 C.u/. It also follows from Lemma 9.2 that for timelike vectors the
three following statements are equivalent
(i) u 2 C.v/,
(ii) v 2 C.u/,
(iii) C.u/ D C.v/.
p
For a timelike vector u 2 Tp we set juj D hu; ui. We have
Proposition 9.1 Let v and w be timelike vectors in Tp N. Then
(i) jhv; wij jvjjwj, equality holding if and only if v and w are linearly dependent
(backwards Cauchy-Schwarz inequality).
(ii) If v and w are in the same timecone, there is a unique number , called the
hyperbolic angle between v and w, such that

hv; wi D jvjjwj cosh :

As a consequence, we have the validity of the backwards Minkowski inequality: if v

and w are in the same timecone, then

jv C wj jvj C jwj;

with equality if and only if v and w are linearly dependent.

502 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

In each tangent space Tp N of a Lorentzian manifold N there are two timecones,

and there is no intrinsic way to distinguish one from the other. A time-orientation
of Tp N is a particular choice of one of them. Globalizing this notion we have the
following: a time-orientation of a Lorentzian manifold N is a map on N that
assigns to each point p 2 N a timecone p in Tp N and that is smooth, in the sense
that for each p 2 N there exists a neighborhood U of p and a (smooth) vector field
X on U such that Xq 2 q for each q 2 U.
Definition 9.2 A Lorentzian manifold N is said to be time-orientable if N admits
a time-orientation. The choice of a specific time-orientation on N makes N time-
oriented. A spacetime is a time-oriented Lorentzian manifold of dimension n 2.
It is important to observe that for a Lorentzian manifold there is no relation between
orientability and time-orientability.
We have the validity of the next
Lemma 9.3 A Lorentzian manifold N is time-orientable if and only if there exists a
timelike vector field X globally defined on N.
If X is such a vector field, we can choose p as the timecone of Tp N such that
X. p/ 2 p .
A timelike vector field X defined on a spacetime N is said to be future-directed
(or future-pointing) if X. p/ 2 p for every p 2 N.
Example 9.1 (Lorentz-Minkowski Spacetime) Let Ln denote the n-dimensional
Lorentz-Minkowski space, that is, the real vector space Rn endowed with the
Lorentzian metric

h ; i D dx21 C    C dx2n1  dx2n ;

where .x1 ; : : : ; xn / are the canonical coordinates in Rn .

Observe that .0; : : : ; 0; 1/ is a unit timelike vector field globally defined on Ln ,
which determines a time-orientation on Ln .
Example 9.2 (de Sitter Spacetime) Let Sn1 denote the n-dimensional de Sitter space
(or Lorentzian sphere), that is,

Sn1 D fx 2 LnC1 W hx; xi D 1g  LnC1 :

where

h ; i D dx21 C    C dx2n  dx2nC1

is the Lorentzian metric of LnC1 .

It is not difficult to see that for each x 2 Sn1

Tx Sn1 D fv 2 LnC1 W hv; xi D 0g D x? :

9.1 Foundations of Lorentzian Geometry 503

Therefore, by Lemma 9.1, Tx Sn1 is a timelike hyperplane and, with the obvious
identifications,

Tx LnC1 D LnC1 D Tx Sn1 ˚ spanfxg:

In other words, Sn1 is a Lorentzian hypersurface of LnC1 . For this reason, a vector
field on Sn1 can be regarded as a map X W Sn1 ! LnC1 such that at each point x 2 Sn1 ,
X.x/ is orthogonal to x.
Observe that the vector field

X.x/ D .x1 xnC1 ; : : : ; xn xnC1 ; 1 C x2nC1 /; x 2 Sn1 ;

is a timelike vector field globally defined on Sn1 which determines a time-orientation

on Sn1 . Actually, for each x 2 Sn1 we have hX.x/; xi D 0, so that X.x/ 2 Tx Sn1 and

hX.x/; X.x/i D .1 C x2nC1 /  1:

Example 9.3 (Anti-de Sitter Spacetime) Let Hn1 denote the n-dimensional anti-de
Sitter space (or Lorentzian hyperbolic space), that is,

Hn1 D fx 2 RnC1
2 W hx; xi D 1g  RnC1
2 ;

where

h ; i D dx21 C    C dx2n1  dx2n  dx2nC1

is the pseudo-Euclidean metric of RnC1 2 with index 2.

Similarly to de Sitter spacetime, for each x 2 Hn1

Tx Hn1 D fv 2 RnC1
2 W hv; xi D 0g D x?

and the restriction of h ; i to Tx Hn1 is a Lorentzian metric, because of the decom-

position RnC1
2 D Tx Sn1 ˚ spanfxg with hx; xi D 1. Therefore, Hn1 is a Lorentzian
hypersurface of RnC12 .
A vector field on Hn1 can be regarded as a map X W Hn1 ! RnC1 2 such that
at each point x 2 Hn1 , X.x/ is orthogonal to x. In this case, the vector field
X.x/ D .0; : : : ; 0; xnC1 ; xn / gives a timelike vector field globally defined on Hn1
which determines a time-orientation on Hn1 . For each x 2 Hn1 we have hX.x/; xi D 0,
so that X.x/ 2 Tx Hn1 and

hX.x/; X.x/i D x2n  x2nC1 D 1  .x21 C : : : x2n1 /  1:

Example 9.4 (Generalized Robertson-Walker Spacetimes) Let .P; h ; iP / be a Rie-

mannian manifold of dimension n  1, and let I be an open interval of R. Denote
504 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

with I  P the product manifold I  P endowed with the Lorentzian metric

h ; i D dt2 C 2 .t/h ; iP ;

where  > 0 is a positive smooth function on I and where we are following the
convention used in Sect. 1.8, omitting the projection maps.
That is, I  P is nothing but a Lorentzian warped product with Lorentzian
base .I; dt2 /, Riemannian fiber .P; h ; iP /, and warping function . Following
[30], the Lorentzian manifold I  P is called a generalized Robertson-Walker
spacetime. In particular, when the Riemannian factor P has constant sectional
curvature I  P is classically called a Robertson-Walker spacetime. The vector
field

@t D .@=@t /.t;x/ ; .t; x/ 2 I  P;

is a unit timelike vector field globally defined on a generalized Robertson-Walker

spacetime thus determining a time-orientation.
Let N be a Lorentzian manifold and consider e N the set of all timecones in tangent
spaces of N. If X is a timelike vector field locally defined on an open set U  N, we
can consider the map X W U ! e N such that for each p 2 U, X . p/ is the timecone
containing X. p/. If Y is another such local time-orientation, then by Lemma 9.2
X . p/ D Y . p/ if and only if hX. p/; Y. p/i < 0. Therefore, there is a unique smooth
structure on eN for which the natural two-to-one map k W e N ! N is a double covering
map. The pullbacked Lorentzian metric on e N makes this a Lorentzian covering,
called the time-orientation covering of N, which is time-orientable. Obviously N is
time-orientable if and only if k W e N ! N is trivial. We collect these observations in
the following
Lemma 9.4 Let N be a Lorentzian manifold. Then
(i) e
N is time-orientable.
(ii) N is time-orientable if and only if k W e
N ! N is trivial
As a consequence
Corollary 9.1 Every simply connected Lorentzian manifold is time-orientable.

9.1.1 Levi-Civita Connection and Geodesics

As in the Riemannian case, on a Lorentzian manifold N there is a unique connection

r which is both compatible with the metric tensor and torsion free. That is, r is the
unique (linear) connection satisfying

X.hY; Zi/ D hr X Y; Zi C hY; r X Zi

9.1 Foundations of Lorentzian Geometry 505

and

r X Y  r Y X D ŒX; Y

for all vector fields X; Y; Z on N. As in the Riemannian case, this connection is

called the Levi-Civita connection of N and it is characterized by Koszul formula

2hr X Y; Zi D X.hY; Zi/ C Y.hZ; Xi/  Z.hX; Yi/

hX; ŒY; Zi C hY; ŒZ; Xi C hZ; ŒX; Yi:

Therefore parallel transport and geodesics may be defined for Lorentzian

manifolds as in the case of Riemannian manifolds. Specifically, a geodesic in a
Lorentzian manifold N is a curve  W I ! N whose velocity vector field P is
parallel, that is,

r P P D 0:

Since P is parallel, every geodesic has constant causal character, in the sense that its
velocity vectors P .s/ are spacelike, or timelike or lightlike.
Again as in the Riemannian setting, the exponential map of N at a point p collects
the geodesics starting at p, and its defined by expp W Ep ! N,

expp .v/ D v .1/;

where Ep is the subset of all vectors v 2 Tp N such the maximal geodesic starting at
p with initial velocity v is defined at t D 1. Obviously, Ep is the largest subset of
Tp N on which expp can be defined, and if v 2 Ep then v .t/ D expp .tv/ whenever
tv 2 Ep . In this context, a Lorentzian manifold N is said to be complete if v is
defined for all t.
For each point p 2 N there exists a neighborhood U Q of 0 in Tp N on which expp
is a diffeomorphism onto a neighborhood U of p in N. In that case, U is said to
be a normal neighbourhood of p 2 N if U Q is starshaped about 0. If U is a normal
neighborhood of p 2 N, then U is starshaped about p in the sense that for every
point q 2 U there exists a unique geodesic q W Œ0; 1 ! U with q .0/ D p and
q .1/ D q. Besides, P q .0/ D exp1 Q
p .q/ 2 U and q is the radial geodesic segment
from p to q.
Rb 0
The arc length of a piecewise p smooth curve ˛ W Œa; b ! N is L.˛/ D
0
a j˛ .t/jdt 0 where j˛ .t/j D jh˛ 0 .t/; ˛ 0 .t/ij. For instance, L.˛/ D 0 for every
lightlike curve. Obviously, if U is a normal neighborhood of p, then for every q 2 U

L./ D jexp1
p .q/j;

where  W Œ0; 1 ! U is the radial geodesic from p to q (with initial velocity

exp1
p .q/).
506 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

The next result is Proposition 34 in Chap. 5 of [212].

Lemma 9.5 (Maximizing Property of Timelike Geodesics) Let U be a normal
neighborhood of p in a Lorentzian manifold N. If q 2 U and there exists a timelike
curve in U from p to q, then the radial geodesic segment from p to q is the unique
(up to reparameterizations) longest timelike curve in U from p to q.

9.1.2 Curvature of a Lorentzian Manifold

For a Lorentzian manifold N with Levi-Civita connection r, the curvature tensor is

the .1; 3/-tensor field on N given by

R.X; Y/Z D Œr X ; r Y Z  r ŒX;Y Z D r X r Y Z  r Y r X Z  r ŒX;Y Z:

The sectional curvature is defined only for nondegenerate planes. Given a point p 2
N and a nondegenerate tangent plane ˘  Tp N, we define the sectional curvature
K.˘ / of ˘ to be

hRp .u; v/v; ui

K.˘ / D ;
hu; uihv; vi  hu; vi2

where fu; vg is an (arbitrary) basis of ˘ and where, since ˘ is nondegenerate,

hu; uihv; vi  hu; vi2 ¤ 0:

For a Riemannian manifold N, the sectional curvature is defined on the Grassmann

bundle G2 .N/ of all tangent 2-planes of N, while for a Lorentzian manifold N it is
defined on the Grassmann subbundle G2 .N/ of nondegenerate tangent 2-planes of
N, a proper subset of the ordinary Grassmann bundle G2 .N/.
A Lorentzian manifold is said to have constant sectional curvature if K is
constant on G2 .N/. In particular, N is flat if K D 0 or, equivalently, R D 0. For
example, the Lorentz-Minkowski spaces Ln are flat, the deSitter spaces Sn1 have
constant sectional curvature K D 1 and the anti-deSitter spaces Hn1 have constant
sectional curvature K D 1. If N has constant sectional curvature K then its
curvature tensor is expressed as

R.X; Y/Z D K.hY; ZiX  hX; ZiY/:

Similar to what happens in the Riemannian case, we also have Schur’s theorem:
if N is connected of dimension n 3 and for each p 2 N, K is constant on the
nondegenerate 2-planes in Tp N, then K is constant.
In Riemannian geometry, curvature inequalities such as K c or a  K  b,
usually called pinching conditions, have been intensively studied. On the contrary,
9.1 Foundations of Lorentzian Geometry 507

in Lorentzian geometry inequalities of this type make no sense because of the

following result due to [165] and [93, 94] (see Proposition 28 in Chap. 8 of [212]).
Theorem 9.1 Let p be a point of a Lorentzian manifold N. The following conditions
are equivalent
(i) K.˘ / is constant for all nondegenerate tangent planes of Tp N.
(ii) K.˘ / c or K.˘ /  c, c 2 R, for all nondegenerate tangent planes of Tp N.
(iii) a  K.˘ /  b, a; b 2 R, for all spacelike tangent planes of Tp N.
(iv) a  K.˘ /  b, a; b 2 R, for all timelike tangent planes of Tp N.
Obviously, if N is connected of dimension n 3 and if at each point p of N one of
the conditions of the above theorem holds, then by Schur’s theorem, N has constant
sectional curvature.
The Ricci curvature of a Lorentzian manifold N is the symmetric .0; 2/-tensor
field defined by

Ric.X; Y/ D Tr.Z ! R.Z; X/Y/:

In other words, if fe1 ; : : : ; en g is a local orthonormal frame field on N, then

X
n
Ric.X; Y/ D "i hR.ei ; X/Y; ei i;
iD1

Pn
where "i D hei ; ei i D ˙1. In particular, Ric.X; X/ D hX; Xi iD1 K.X ^ ei /.
The scalar curvature of N is

X
n
S D Tr.Ric/ D "i Ric.ei ; ei /:
iD1

In this context, one defines the Einstein gravitational tensor of the Lorentzian
manifold N to be
1
G D Ric  Sh ; i:
2

Note that the tensor G is divergence free due to the following Lorentzian version of
Eq. (1.68),

1
div.Ric/ D dS: (9.1)
2
In general relativity, an observer is a timelike future-directed unit vector field X.
An observer measures gravity by the tidal force operator acting on spacelike vectors
orthogonal to X, that is, the operator FX W X ? ! X ? given by

FX .Y/ D R.X; Y/X:

508 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

Via the tidal force operator we express in a natural way the empirical fact that gravity
attracts by

hFX .Y/; Yi  0; (9.2)

that is, K.˘ /  0 for all timelike planes.

We now introduce a condition weaker than (9.2), that is the so called timelike
convergence condition,

Ric.X; X/ 0 (9.3)

for all timelike vector fields X. Its mathematical interpretation is that, on average,
gravity attracts.

9.2 Spacelike Hypersurfaces in Lorentzian Spacetimes

A smooth immersion f W ˙ ! N of an m-dimensional connected manifold ˙ into

a spacetime N of dimension n D m C 1 is said to be a spacelike hypersurface
if f .Tx ˙/ is a spacelike hyperplane of Tf .x/ N for every x 2 ˙. Equivalently, the
pullback via f of the ambient Lorentzian metric is a Riemannian metric on ˙, which,
as usual, will also be denoted by h ; i.
As a first interesting property, let us remark that every spacelike hypersurface of
a spacetime N admits a globally defined unit normal field. This follows from the fact
that there exists a unit timelike vector field T globally defined on N, that determines
a time-orientation on N. Since the tangent hyperplane is spacelike at every point
x 2 ˙, there exists a unique timelike unit normal field  on ˙ which is in the
same time-orientation of T, and hence we may assume that ˙ is oriented by . We
will refer to  as the future-directed Gauss map of ˙. In particular, every spacelike
hypersurface of an orientable spacetime N is itself orientable.
Let r denote the Levi-Civita connection of ˙. Then the Gauss and Weingarten
formulas for the hypersurface in N are given, respectively, by

r X Y D rX Y  hAX; Yi

and

AX D r X 

for all tangent vector fields X; Y 2 X.˙/. Here A W X.˙/ ! X.˙/ is the
Weingarten (or shape) operator of ˙ with respect to . One defines the (future)
mean curvature H of ˙ by setting

1
HD Tr.A/: (9.4)
m
9.2 Spacelike Hypersurfaces in Lorentzian Spacetimes 509

The choice of the  sign in our definition of H is motivated by the fact that the mean
curvature vector is given by H D H. Thus, H.x/ > 0 at a point x 2 ˙ if and only
if H.x/ is future-directed.
The curvature tensor R of a spacelike hypersurface ˙ is described in terms of R,
the curvature tensor of the ambient spacetime N, and the shape operator A of ˙ by
the Gauss equation, which can be written as

R.X; Y/Z D .R.X; Y/Z/> C hAX; ZiAY  hAY; ZiAX (9.5)

for all tangent vector fields X; Y; Z 2 X.˙/. Here .R.X; Y/Z/> denotes the
tangential component of R.X; Y/Z along the immersion. In particular, if fv; wg forms
a basis of a (spacelike) tangent plane ˘  Tx ˙, then

hAx v; vihAx w; wi  hAx v; wi2

K.˘ / D K.˘ /  ;
hv; vihw; wi  hv; wi2

where K.˘ / denotes the sectional curvature of ˘ in ˙, K.˘ / is the sectional

curvature of ˘ in N. Note that

hv; vihw; wi  hv; wi2 > 0

because ˘ is spacelike.
On the other hand, Codazzi equation of the hypersurface describes the normal
component of R.X; Y/Z in terms of the derivative of the shape operator, and it is
given by

hR.X; Y/Z; i D h.rX A/Y; Zi  h.rY A/X; Zi;

where rX A denotes the covariant derivative of A. Equivalently

.R.X; Y//> D .rY A/X  .rX A/Y:

In particular, when the ambient spacetime N has constant sectional curvature, then
R.X; Y/ D 0 and Codazzi equation reduces to

.rX A/Y  .rY A/X D 0: (9.6)

Recall that the divergence of the shape operator A is given by

X
m X
m
div A D Tr.rA/ D rA.ei ; ei / D .rei A/ei ;
iD1 iD1
510 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

where fe1 ; : : : ; em g is a local orthonormal frame of tangent vector fields along the
immersion. As an application of Codazzi equation, we may compute div A as follows

X
m X
m
hdiv A; Xi D h.rX A/ei ; ei i C hR.ei ; X/ei ; i
iD1 iD1

X
m
D Tr.rX A/  hR.ei ; X/; ei i
iD1

D mhrH; Xi  Ric.X; /;

for every tangent vector field X 2 X.˙/. Here we are using the fact that Tr
commutes with rX . Therefore,

hdiv A; Xi C mhrH; Xi D Ric.X; /: (9.7)

In particular, if the ambient spacetime N is Einstein then Ric.X; / D 0 and

div A D mrH: (9.8)

From (9.5) we can express the Ricci curvature of ˙ as

X
m X
m X
m
Ric.X; X/ D hR.ei ; X/X; ei i  hAX; Xi hAei ; ei i C hAX; eii2
iD1 iD1 iD1

X
m
D K.X ^ ei /.jXj2  hX; ei i2 / C mHhAX; Xi C jAXj2 ;
iD1

where K.X ^ ei / denotes the sectional curvature of the spacelike plane X ^ ei .

Therefore,

X
m
m2 H 2 2 mH 2
Ric.X; X/ D K.X ^ ei /.jXj2  hX; ei i2 /  jXj C jAX C Xj
iD1
4 2

X
m
m2 H 2 2
K.X ^ ei /.jXj2  hX; ei i2 /  jXj :
iD1
4

In particular, if K cN for all spacelike planes in N, then

 
m2 H 2
Ric.X; X/ .m  1/Nc  jXj2 :
4
9.2 Spacelike Hypersurfaces in Lorentzian Spacetimes 511

These considerations yield the following

Proposition 9.2 Let N be a spacetime such that K cN , cN 2 R, for all spacelike
planes in N. Then, every spacelike hypersurface ˙ with bounded mean curvature in
N has Ricci curvature bounded from below.
In particular, every spacelike hypersurface ˙ with bounded mean curvature in a
Lorentzian spacetime with constant sectional curvature has Ricci curvature bounded
from below. As a consequence, by Theorem 2.3, one has the following.
Corollary 9.2 The Omori-Yau maximum principle for the Laplace-Beltrami oper-
ator holds on every complete spacelike hypersurface with bounded mean curvature
into a Lorentzian spacetime with constant sectional curvature.

9.2.1 Maximal Hypersurfaces as Solutions of a Variational

Problem

A maximal hypersurface is a spacelike hypersurface with H D 0. The terminology

maximal comes from the fact that these hypersurfaces locally maximize area.
Actually, if f W ˙ ! N is a spacelike hypersurface, every smooth function with
compact support ' 2 Cc1 .˙/ induces a normal variation of f of the original
immersion f , given by ft . p/ D expf . p/ .t'. p/. p//. Since ' has compact support
and f0 D f is spacelike, there exists " > 0 such that ft is also spacelike, for every
jtj < ". Then we consider the m-dimensional area function, A W ."; "/!R,
defined by
Z

A .t/ D Area.˙t / D Area.˙; ft .h ; i// D d˙t ;
˙

The first variation of the area is given by the following classical result.
Lemma 9.6 Let f W ˙ ! N be a spacelike hypersurface immersed into a spacetime
N, and let ft be a normal variation as above, induced by a smooth function with
compact support ' 2 Cc1 .˙/. Then
Z
dA
ı' A D .0/ D m 'Hd˙:
dt ˙

From the above formula, it is clear the following

Corollary 9.3 ˙ is a maximal hypersurface if and only if ı' A D 0 for every
' 2 Cc1 .˙/.
The stability of this variational problem is given by the second variation formula
of the area,
Z Z
d2 A
ı'2 A D .0/ D .''  .jAj 2
C Ric.; //' 2
/d˙ D 'J'd˙:
dt2 ˙ ˙
512 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

Here J D   jAj2  Ric.; /, where  stands, as usual, for the Laplace-Beltrami

operator of ˙. We refer the reader to [54] for the first, second and higher order
variational formulas of the area away from a maximal hypersurface
R (see also [120]).
A maximal hypersurface is said to be stable if Q.'/ D ˙ 'J'd˙  0 for every
' 2 Cc1 .˙/.
Corollary 9.4 Every maximal hypersurface in a spacetime obeying the timelike
convergence condition (9.3) is stable.
For a proof, simply observe that for every ' 2 Cc1 .˙/
Z
Q.'/ D  .jr'j2 C .jAj2 C Ric.; //' 2 /d˙  0
˙

because of Ric.; / 0.
In contrast, if N does not obey the timelike convergence condition, then every
totally geodesic hypersurface on which Ric.; / < 0 can be deformed through
parallel hypersurfaces to spacelike hypersurfaces of greater area. This happens, for
instance, for totally geodesic equators in de Sitter space.

9.2.2 Spacelike Hypersurfaces and General Relativity

Maximal hypersurfaces and, more generally, spacelike hypersurfaces with constant

mean curvature are also interesting from the physical point of view because of their
role in general relativity. For instance, they are convenient as initial data for solving
the Cauchy problem of the Einstein equation as showed by Lichnerowicz in [176].
See also the excellent and recent book by Choquet-Bruhat [89] where, in Chaps. 6–
8, the author discusses the local initial value problem on spacelike hypersurfaces
and the corresponding constraint Einstein equations.
Let N 4 be a 4-dimensional spacetime. A stress-energy tensor field T on N is a
symmetric .0; 2/ tensor field satisfying some reasonable conditions from a physical
point of view such us, say, T.X; X/ 0 for any timelike vector X.
N is said to obey the Einstein equation with source T (and with zero cosmological
constant) if

1
Ric  Sh ; i D 8T;
2

where S stands for the scalar curvature of N. In this case,

1
Tr.T/ D  S
8
9.2 Spacelike Hypersurfaces in Lorentzian Spacetimes 513

and

div T D 0;

because of Eq. (9.1).

In particular, when T D 0 this equation is called the Einstein vacuum equation,
and it is equivalent to Ric D 0.
Assume that N 4 obeys the Einstein equation. Then for every spacelike hypersur-
face ˙ 3 one has
1
Ric.; / D 8T.; /  S;
2
where  denotes a chosen unit vector field normal to ˙. It follows from here that
the Gauss equation for the scalar curvature of ˙ can be written as

S  jAj2 C .Tr A/2 D ; (9.9)

where D 16T.; / 2 C1 .˙/.

On the other hand, from the expression for div A derived in (9.7), we also get

div A  3r Tr A D Z (9.10)

where Z is the tangent vector field on ˙ determined by

hZ; Xi D 8T.X; / for every X 2 X.˙/:

In particular, when T D 0 then D 0 and Z D 0.

Equations (9.9) and (9.10) are called the Einstein constraint equations. Solving
the Cauchy problem for Einstein equation requires to previously solve the constraint
equations (9.9) and (9.10) as a system of PDEs with unknowns g and A (the initial
value problem).
An initial data set for the Einstein equation is a triple .˙; g; A/ where ˙ is a
3-dimensional manifold, g is a Riemannian metric on ˙, and A is a self-adjoint
.1; 1/-tensor field on ˙ satisfying (9.9) and (9.10).
A solution of the Cauchy problem for the Einstein equation corresponding to the
initial data set .˙; g; A/, is a spacetime N 4 obeying the Einstein equation for which
there exists a spacelike isometric embedding j W ˙ ,! N with A as its future directed
Weingarten operator of ˙.
Using the conformal techniques introduced by Lichnerowicz [176], and devel-
oped by Choquet-Bruhat [88], on a maximal hypersurface the system of con-
straints (9.9) and (9.10) can be split into a linear system and a nonlinear equation.
Then the solution of the initial value problem rests on the global solution of this
nonlinear elliptic equation on the initial 3-manifold.
514 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

For instance, let us see how it works in the easiest case of the Einstein vacuum
equation (T D 0). Consider an arbitrary Riemannian metric g0 on a 3-manifold ˙,
and set
 
4 1 6 1
g D  g0 ;  2 C .˙/;  > 0 and B WD  A  .Tr A/ I :
3

Then Eqs. (9.9) and (9.10) become

S0 jBj2 1 1
0   C  2  5 D 0; (9.11)
8 8  7 12
2
div0 B   6 r0 D 0; (9.12)
3
where D Tr A, and 0 , S0 , div0 and r0 denote, respectively, the Laplace-Beltrami
operator, the scalar curvature, the divergence and the gradient of g0 . Equation (9.11)
is known as the Lichnerowicz equation.
Assume that B is a solution of the linear system

div0 B D 0; Tr B D 0;

and  > 0 is a solution of the elliptic equation (9.11). Then, setting g D  4 g0 and

1 1
AD 6
B C I; with 2 R;
 3

we obtain that .˙; g; A/ is an initial data set for the Einstein vacuum equation for the
solution of the corresponding Cauchy problem, and ˙ is a constant mean curvature
spacelike hypersurface with H D .1=3/ .

9.3 Spacelike Hypersurfaces in Lorentz-Minkowski Space

Let us consider the case of spacelike hypersurfaces in the flat Lorentz-Minkowski

space LmC1 , that is, the real vector space RmC1 endowed with the Lorentzian metric

hv; wi D v1 w1 C    C vm wm  vmC1 wmC1 :

In this case, the future-directed Gauss map can be regarded as a map  W ˙ ! Hm C,

where Hm C denotes the future connected component of the m-dimensional hyperbolic
space,

Hm
C D fp 2 L
mC1
W hp; pi D 1; pmC1 1g:

The image .˙/  Hm

C will be called the hyperbolic image of ˙.
9.3 Spacelike Hypersurfaces in Lorentz-Minkowski Space 515

An interesting remark on the topology of spacelike hypersurfaces in Lorentz-

Minkowski space is that every complete spacelike hypersurface is spatially entire,
in the sense that the projection ˘ W ˙!Rm of ˙ onto any spacelike hyperplane is a
diffeomorphism. To see this, assume that Rm D a? for a future-directed unit vector
a and let

˘.x/ D f .x/ C h f .x/; aia; x 2 ˙;

be the orthogonal projection onto a? . Then, for every x 2 ˙ and every tangent
vector v 2 Tx ˙,

hd˘x .v/; d˘x .v/i D hdfx .v/; dfx .v/i C hdfx .v/; ai2
hdfx .v/; dfx .v/i D hv; vi:

That is, ˘  .h ; io / h ; i, where h ; io stands for the Euclidean metric in a? .

This means that ˘ is a local diffeomorphism which increases the distance. The
completeness of ˙ implies then that ˘.˙/ D Rm and that ˘ is a covering
map [163, Lemma VIII.1]. Since Rm is simply connected, ˘ must be a global
diffeomorphism and the hypersurface ˙ can be seen as an entire graph over the
spacelike hyperplane a? .
Summarizing, we have the following result.
Proposition 9.3 Let f W ˙ ! LmC1 be a complete spacelike hypersurface in the
Lorentz-Minkowski space. Then
(i) ˙ is diffeomorphic to Rm .
(ii) The immersion f W ˙ ! LmC1 is actually an embedding.
(iii) Its image f .˙/ is a closed subset in LmC1 .
In particular, we deduce that there exists no compact (without boundary) spacelike
hypersurface in LmC1 .
However, it is worth pointing out that, for instance, there exist examples of
spacelike entire graphs in LmC1 which are not complete (see Example 9.5 below).
This fact points out an interesting difference between the behavior of hypersurfaces
in Euclidean space RmC1 and that of spacelike hypersurfaces in the Lorentz-
Minkowski space. Actually, as it is well known every closed embedded hypersurface
in Euclidean space RmC1 is necessarily complete, while there exist examples of
complete embedded hypersurfaces in RmC1 which are not closed.
Example 9.5 (A Spacelike Entire Graph Which Is Not Complete) Let u W Rm !R
be the real function defined by
8R p
ˆ
ˆ
jx1 j
1  es ds if jx1 j 1;
< 0
u.x/ D u.x1 ; : : : ; xm / D
ˆ
:̂.x / if jx1 j < 1:
1
516 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

Rtp
where  2 C1 .R/ is a smooth extension of 0 1  es ds satisfying  0 .s/2 < 1
for all s 2 .1; 1/. The entire spacelike graph u .Rm / in LmC1 given by

u .Rm / D f.x; u.x// W x 2 Rm g

is not complete. To see this, observe that the curve ˛ W R!u .Rm / given by ˛.s/ D
.s; 0; : : : ; 0; u.s; 0// is a divergent curve with finite length,
Z C1 Z 1 p Z C1  
2
j˛ 0 .s/jds D 1   0 .s/2 ds C 2 es=2 ds < 2 1 C p :
1 1 1 e

It is worth pointing out that this situation cannot happen if the mean curvature is
constant, due to the following result of Cheng and Yau [82] (see also [135–137] for
more details on the subject).
Proposition 9.4 Every closed embedded spacelike hypersurface with constant
mean curvature in the Lorentz-Minkowski space is complete. In particular, every
spacelike entire graph with constant mean curvature is complete.
Recall that a maximal hypersurface in LmC1 is a spacelike hypersurface with zero
mean curvature. The importance of maximal hypersurfaces (in general Lorentzian
ambient spaces) is well known, not only from the mathematical point of view
but also, as briefly remarked in Sect. 9.2.2, from a physics perspective, because
of their role in different problems in general relativity (see for instance [185] and
the references therein). The first application of the Omori-Yau maximum principle
for the Laplace-Beltrami operator in the context of spacelike hypersurfaces was
the proof, given by Cheng and Yau [82], of the version of Bernstein theorem for
maximal hypersurfaces in LmC1 , usually called the Calabi-Bersntein theorem, that
is one of the most important global results about spacelike hypersurfaces. In its
parametric version reads as follows [82].
Theorem 9.2 The only complete maximal hypersurfaces in the Lorentz-Minkowski
space are spacelike hyperplanes.
Theorem 9.2 also admits a nonparametric version in terms of entire maximal graphs,
first established by Calabi [57] in case m  4. Later, Cheng and Yau [82] extended
the result, both in the nonparametric and the parametric case, to a general dimension
m. Let ˝  Rm be a domain and u W ˝!R a smooth function on ˝. Then, the
graph u .˝/ determined by u,

u .˝/ D f.x1 ; : : : ; xm ; u.x1 ; : : : ; xm // W .x1 ; : : : ; xm / 2 ˝g  LmC1 ;

defines a spacelike hypersurface in LmC1 if and only if the Euclidean gradient of u,

Du, satisfies jDuj < 1 on ˝. In this case, the future-directed Gauss map of u .˝/
9.3 Spacelike Hypersurfaces in Lorentz-Minkowski Space 517

is given by
 
1 @u @u
Dp ;:::; ;1 ; (9.13)
1  jDuj2 @x1 @xm

while the (future) mean curvature H of u .˝/ is given by

!
Du
Div p D mH; with jDuj < 1; (9.14)
1  jDuj2

where Div stands for the Euclidean divergence in Rm .

A spacelike graph is said to be entire if ˝ D Rm . Therefore, for every real
number H, the solutions to (9.14) which are globally defined on Rm represent
spacelike entire graphs in LmC1 with constant mean curvature H. The nonparametric
version of the Calabi-Bernstein theorem can thus be stated as follows [82].
Theorem 9.3 The only entire maximal graphs in the Lorentz-Minkowski space are
spacelike hyperplanes. In other words, when H D 0 the only entire solutions
of (9.14) are affine functions.
Theorem 9.3 is a consequence of Proposition 9.4 and Theorem 9.2. This result
deeply contrast with the Euclidean case, since the Bernstein theorem for entire
minimal graphs in RmC1 is false for m > 7 (see [50]).
The proof of Theorem 9.2 is an application of the Omori-Yau maximum principle
that makes use of the following Simons formula for constant mean curvature
spacelike hypersurfaces in Lorentzian spacetimes with constant sectional curvature.
Lemma 9.7 Let ˙ be a constant mean curvature spacelike hypersurface immersed
into a Lorentzian spacetime with constant sectional curvature cN . Then

1
jAj2 D jrAj2  m2 cN H 2 C .mNc C jAj2 /jAj2 C mH Tr.A3 /; (9.15)
2
where A is the Weingarten operator of the hypersurface.
The proof of (9.15) parallels that of (6.12) and it is left to the reader.
Proof (of Theorem 9.2) The idea of the proof is to apply thepOmori-Yau maximum
principle (for the infimum) to the positive function u D 1= 1 C jAj2 . This holds
because of Corollary 9.2
Since u D inf˙ u 0, there exists a sequence of points fxk g in ˙ such that

1 1 1
(i) u.xk / < u C ; (ii) jru.xk /j < ; and (iii) u.xk / >  :
k k k
518 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

Writing jAj2 D 1=u2  1 D .1  u2 /=u2 , we have that

1 u 3jruj2
jAj2 D  3 C :
2 u u4
That is,

1 4
u jAj2 D uu C 3jruj2:
2
On the other hand, from Simons formula (9.15) we also know that

1 .1  u2 /2
jAj2 D jrAj2 C jAj4 jAj4 D :
2 u4

That is, u4 jAj2 2.1  u2 /2 . This yields

1 4
uu C 3jruj2 D u jAj2 .1  u2 /2 0:
2
Evaluating this inequality at the points xk we have

u.xk / 3
0  .1  u.xk /2 /2  u.xk /u.xk / C 3jru.xk /j2  C 2
k k
and letting k ! 1 we obtain

u D lim u.xk / D 1:
k!1

p
Since 0 < u D 1= 1 C jAj2  1 on ˙, this means that u  1 and then jAj2
vanishes identically on ˙. Therefore ˙ is a totally geodesic hypersurface in LmC1 ,
but the only totally geodesic hypersurfaces in LmC1 are (open pieces of) spacelike
hyperplanes. By completeness, ˙ is a spacelike hyperplane, ending the proof of
Theorem 9.2. t
u
In what follows, we will introduce other Bernstein-type results for constant mean
curvature spacelike hypersurfaces in LmC1 which are also obtained via applications
of the Omori-Yau maximum principle. The first of them was simultaneous and
independently given by Aiyama [3] and Xin [276], extending a first weaker version
of Palmer [216]. It reads as follows.
Theorem 9.4 The only complete spacelike hypersurfaces with constant mean cur-
vature in the Lorentz-Minkowski space having bounded hyperbolic image .˙/ 
HmC are spacelike hyperplanes.
9.3 Spacelike Hypersurfaces in Lorentz-Minkowski Space 519

Proof Assume that the hyperbolic image of ˙ is contained in a geodesic ball e

B% .a/
in Hm
C of radius % > 0 centered at a point a 2 H m
C . Observe that

BQ % .a/ D fq 2 Hm
C W 1  hq; ai  cosh %g;

so that 1  h; ai  cosh % on ˙. Since H is constant, we know from Corollary 9.2

that the Omori-Yau maximum principle holds on ˙. Applying it to the bounded
above function u D h; ai, we deduce the existence of a sequence of points fxk gk2N
in ˙ such that
1
lim u.xk / D u D sup u  cosh % and u.xk / < :
k!1 ˙ k

A standard computation shows that

rh; ai D Aa> ;

where a> 2 X.˙/ denotes the tangential component of a along the immersion, that
is,

a D a>  h; ai:

Furthermore, using Codazzi equation (9.6), one also obtains

Hess h; ai.X; Y/ D h.ra> A/.X/; Yi C h; aihAX; AYi;

for every tangent vector fields X; Y 2 X.˙/, so that

h; ai D Tr.Hess h; ai/ D  Tr.ra> A/ C jAj2 h; ai

D mha> ; rHi C jAj2 h; ai:

In particular, since the mean curvature is constant, we get

h; ai D jAj2 h; ai:

Therefore,

1
u.xk / D jAj2 .xk /u.xk / <
k

for each k 2 N. By Cauchy-Schwarz inequality, jAj.x/2 mH 2 at every x 2 ˙,

which jointly with the previous inequality yields

1
0  mH 2 u.xk /  jAj2 .xk /u.xk / < :
k
520 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

Letting k ! 1 we conclude that H D 0 and, by Theorem 9.2, the hypersurface

must be a spacelike hyperplane. t
u
From the expression for the future Gauss map of a spacelike graph u .˝/ given
(9.13) it follows that the hyperbolic image of u .˝/ is bounded if and only
in p
if 1  jDuj2 is bounded away from zero on ˝. Thus we can also formulate
Theorem 9.4 in nonparametric form as follows.
Corollary 9.5 For any real number H, the only entire solutions to the constant
mean curvature equation (9.16) with jDuj  1  " < 1 on Rm are affine functions
(and H D 0).
On the other hand, let us recall that every complete spacelike hypersurface
in LmC1 is spatially entire. In particular, they cannot be spatially bounded; thus,
for instance, there is no complete spacelike hypersurface contained in the slab
determined by two parallel timelike (or lightlike) hyperplanes. As for spacelike
hyperplanes, we have the following result, due to Aledo and Alías [7].
Theorem 9.5 The only complete spacelike hypersurfaces with constant mean
curvature in the Lorentz-Minkowski space which are bounded between two parallel
spacelike hyperplanes are (parallel) spacelike hyperplanes.
It is worth pointing out that the corresponding result for minimal surfaces in
Euclidean space R3 is false, since there are examples of complete nonflat minimal
surfaces contained between two parallel planes [155].
Proof Let f W ˙ ! LmC1 be a complete spacelike hypersurface and assume that for
a future-directed unit vector a 2 LmC1 , f .˙/ is bounded between the two parallel
hyperplanes

˘c D fp 2 LmC1 W hp; ai D cg

and

˘C D fp 2 LmC1 W hp; ai D Cg

with c < C. In other words the function u.x/ D hf .x/; ai satisfies

c  u.x/  C on ˙:

A standard computation shows that

ru D a>

and

Hess.u/.X; Y/ D h; aihAX; Yi;

9.3 Spacelike Hypersurfaces in Lorentz-Minkowski Space 521

for every tangent vector fields X; Y 2 X.˙/. Hence

u D mHh; ai:

Using the Omori-Yau maximum principle, there exist sequences fxk gk2N and fyk gk2N
in ˙ such that
1 1 1
u.xk / > sup u  ; jru.xk /j < ; and u.xk / D mHh; ai.xk / < ;
˙ k k k
1 1 1
u.yk / < inf u C ; jru.yk /j < ; and u.yk / D mHh; ai.yk / >  :
˙ k k k

Recall that a D a>  h; ai D ru  h; ai, and

p
h; ai D  1 C jruj2 :

Therefore, from the above inequalities we get

1 u.xk / u.yk /
p < p DHD p
mk 1 C jru.xk /j2 m 1 C jru.xk /j2 m 1 C jru.yk /j2
1
< p
mk 1 C jru.yk /j2

and letting k ! 1 we conclude that H D 0. Finally, Theorem 9.2 implies that the
hypersurface must be a spacelike hyperplane. t
u
Using Proposition 9.4, Theorem 9.5 can be formulated in a nonparametric
version as follows.
Corollary 9.6 For any real number H, the only entire solutions to the constant
mean curvature equation
!
Du
Div p D mH; with jDuj < 1; (9.16)
1  jDuj2

that are bounded on Rm are the constants (and H D 0).

9.3.1 Alternative Approaches in Dimension m D 2 Using

Parabolicity

After the general proof of the Calabi-Bernstein theorem given by Cheng and Yau,
several authors have approached the two-dimensional version of the theorem from
522 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

different perspectives, providing various extensions and new proofs of the result for
the case of maximal surfaces in L3 [16, 17, 115, 116, 162, 246].
We describe here two different approaches to the two-dimensional version of the
theorem which are based on parabolicity. The first one is a simple approach, inspired
by previous work of Chern [85], given by Romero in [246]. The second one is due
to Alías and Palmer [17] and it provides a local upper bound for the total curvature
of geodesic discs in a maximal surface in L3 . This involves the local geometry of
the surface and its hyperbolic image.
Remark 9.1 We note that the Calabi-Bernstein theorem is no longer true for entire
timelike minimal graphs in LmC1 , even in the simplest two-dimensional case.
Actually, if x3 stands for the timelike coordinate in L3 , then the graph given by
x2 D x3 tanhx1 , with .x1 ; x3 / 2 R2 , is an entire nonplanar timelike graph in L3 ,
having zero mean curvature and positive Gaussian curvature [162, 192], as shown
by a simple computation.
Nevertheless, in [192] Weinstein (formerly Milnor) obtained a very interesting
conformal analogue of the Calabi-Bernstein theorem for timelike surfaces. Specif-
ically, she proved that every timelike entire graph in L3 with zero mean curvature
is conformally equivalent to the Lorentzian plane (see also [177, 178] for some
extensions of this conformal analogue due to Lin and Weinstein). Moreover, Magid
[180] and Weinstein [193] developed independently different approaches to the
study of the Calabi-Bernstein problem for timelike surfaces in L3 . In particular,
in [180] Magid showed that every timelike entire graph with zero mean curvature
over either a timelike or a spacelike plane in L3 is a global translation surface.
Let f W ˙ ! L3 be a maximal surface oriented by its future-directed Gauss
map . For each fixed vector a 2 L3 , we consider the smooth function h; ai on ˙.
Following the computations in the proof of Theorem 9.4 we have

rh; ai D Aa> and h; ai D jAj2 h; ai; (9.17)

where a> D a C h; ai. Thus ja> j2 D h; ai2 C ha; ai and

jrh; aij2 D hA2 .a> /; a> i D Kja> j2 D K.h; ai2 C ha; ai/; (9.18)

where we use the fact that, because of H D 0, A2 D K I. Furthermore

jAj2 D 2K (9.19)

and

h; ai D 2Kh; ai: (9.20)

9.3 Spacelike Hypersurfaces in Lorentz-Minkowski Space 523

In particular, if a 2 L3 is chosen to be lightlike and past-directed, that is ha; ai D

0, a ¤ 0, with h; ai > 0, having set u D h; ai from (9.18) and (9.20) we get
 
1 u 2jruj2
 D 2 C D 0;
u u u3

that is, 1=u is a positive harmonic function globally defined on ˙.

On the other hand, since K D .1=2/jAj2 0 and ˙ is complete, using the
Bishop-Gromov comparison theorem (Theorem 1.3) we deduce that vol @Br .o/ 
Cr where o is any fixed origin in ˙ and C is a positive constant. From Theorem 2.23
we thus deduce that ˙ is parabolic. Therefore, 1=u is a positive constant and,
from (9.20), K  0 which means that the surface is a totally geodesic spacelike
plane.
Romero’s approach also allows us to obtain a simple direct proof of the following
result.
Theorem 9.6 The only maximal surfaces in L3 which are complete with respect to
the metric induced from the Euclidean metric in R3 are spacelike planes.
As a direct application of Theorem 9.6 we infer, without using Proposition 9.4
of Cheng and Yau on the completeness of constant mean curvature spacelike
hypersurfaces, the following consequences.
Corollary 9.7 The only maximal surfaces in L3 whose image is closed in L3 are
spacelike planes.
Corollary 9.8 The only entire maximal graphs in L3 are spacelike planes.
Proof of Theorem 9.6 For simplicity, denote by g D h ; i the Riemannian metric
induced on ˙ from the Lorentzian metric of L3 . Choose b 2 L3 a future-directed
unit timelike vector, so that hb; bi D 1 and h; bi  1 < 0. Therefore 1h; bi
2 > 0 and we may introduce on ˙ the conformal metric

gQ D .1  h; bi/2 g: (9.21)

From Eq. (1.80), the Gaussian curvature KQ of gQ is given by

.1  h; bi/2 KQ D K   log.1  h; bi/; (9.22)

where K is the Gaussian curvature of g, which is given by (9.19). Using (9.17) we

compute

h; bi jrh; bij2
 .log.1  h; bi// D  D K;
h; bi  1 .h; bi  1/2
524 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

which means that the conformal metric (9.21) is flat. If we prove that it is also
complete then, reasoning as before, we obtain that .˙; gQ / is parabolic. Since
parabolicity is a conformal invariant property in dimension m D 2 (see Remark 9.2
below), we deduce that .˙; g/ is parabolic and the proof follows at once as above.
It remains to prove that .˙; gQ / is complete. Assume without loss of generality
that b D .0; 0; 1/ and write  D .1 ; 2 ; 3 /, so that

h; i D 12 C 22  32 D 1 and h; bi D 3  1: (9.23)

For every x 2 ˙ and w 2 Tx ˙, set

dfx .w/ D .w1 ; w2 ; w3 /: (9.24)

Therefore

gx .w; w/ D hdfx .w/; dfx .w/i D w21 C w22  w23 ; (9.25)

and

hdfx .w/; i D 1 w1 C 2 w2  3 w3 D 0: (9.26)

We also have that

gQ x .w; w/ D .1 C 3 /2 gx .w; w/ 32 gx .w; w/ D 32 .w21 C w22 /  32 w23 : (9.27)

From (9.23) and (9.26) we have

32 w23 D .1 w1 C 2 w2 /2  .12 C 22 /.w21 C w22 / D .32  1/.w21 C w22 /; (9.28)

which jointly with (9.27) yields

gQ x .w; w/ w21 C w22 : (9.29)

Let h; i0 denote here the Euclidean metric in R3 and let g0 denote the Riemannian
metric induced on ˙ from h; i0 . From (9.24) we have

g0x .w; w/ D hdfx .w/; dfx .w/i0 D w21 C w22 C w23 ; (9.30)

which jointly with (9.25) gives

1 1
w21 C w22 D .gx .w; w/ C g0x .w; w// g0x .w; w/: (9.31)
2 2
Therefore, by (9.29) we get

1 0
gQ x .w; w/ g .w; w/: (9.32)
2 x
9.3 Spacelike Hypersurfaces in Lorentz-Minkowski Space 525

p
This implies that e
L .1= 2/L0 , where e L and L0 denote the length of a curve on
˙ with respect to the Riemannian metrics gQ and g0 , respectively. As a consequence,
since we are assuming that the metric g0 is complete on ˙, it follows that gQ is also
complete. t
u
Remark 9.2 Let .M; h ; i/ be an m-dimensional Riemannian manifold. Using for-
mula (1.74) we immediately obtain that, under a conformal change of the metric of
the type

e
h ; i D ' 2 h ; i;

for some strictly positive smooth function ' on M, the Laplace-Beltrami operator
changes according to the formula

Q D u C .m  2/ hr'; rui
' 2 u (9.33)
'

where u 2 C2 .M/. In particular, if m D 2 parabolicity of .M; h ; i/ is equivalent to

e
that of .M; h ; i/.
The second approach to the Calabi-Bernstein theorem of this section is based on
an upper bound for the total curvature of geodesic discs in a maximal surface in L3 ,
involving the local geometry of the surface and its hyperbolic image. Specifically,
we prove the following integral inequality for the Gaussian curvature.
Theorem 9.7 Let f W ˙ ! L3 be a maximal surface in the Lorentz-Minkowski
space. Let p be a point of ˙ and R > 0 be a positive real number such that the
geodesic disc BR . p/ of radius R about p is relatively compact in ˙. Then for all
0 < r < R we have
Z
cr
0 K ; (9.34)
Br . p/ log .R=r/

where

3 .1 C cosh2 %r /2
cr D > 0:
4 cosh %r arctan .cosh %r /

Here %r denotes the radius of a geodesic disc in H2C containing the hyperbolic image
of Br . p/.
The integral inequality (9.34) clearly implies the parametric version of Calabi-
Bernstein theorem. Indeed, if ˙ is complete, then R can approach infinity in (9.34)
for a fixed arbitrary p 2 ˙ and a fixed r, implying that
Z
K D 0:
Br . p/
526 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

Taking into account that the Gaussian curvature of a maximal surface in L3 is always
nonnegative, this yields K  0 on ˙.
The proof of Theorem 9.7 is an application of the following (intrinsic) local
integral inequality, which is a consequence of Theorem 2.24 for the particular case
where m D 2 and G  0.
Lemma 9.8 Let M be a Riemannian surface with nonnegative Gaussian curvature.
Let u 2 C2 .M/ satisfy uu 0. Let BR . p/ be relatively compact in M. Then, for
0 < r < R,
Z
4
uu  sup u2 :
Br . p/ log .R=r/ BR . p/

Proof In the assumptions of the lemma, Ric D Kh ; i 0, and therefore we can

choose h.r/ D r in (2.168). Then the above inequality follows from (2.167) of
Theorem 2.24. t
u
Proof (of Theorem 9.7) Let us assume that the hyperbolic image of Br . p/ is
contained in a geodesic disc e
B%r .a/ in H2C of radius %r centered at the point a 2 H2C .
Recall that

e
B%r .a/ D fq 2 H2C W 1  hq; ai  cosh %r g;

so that 1  h.x/; ai  cosh %r for all x 2 Br . p/.

Since ˙ is a maximal surface in L3 , it is a Riemannian surface with nonnegative
Gaussian curvature, so that we can apply Lemma 9.8 to an appropriate smooth
function u. Choosing u D arctan.h; ai/, by (9.18) and (9.20) u satisfies

1 2h; ai 4Kh; ai
u D  h; ai C jrh; aij2 D :
1 C h; ai2 .1 C h; ai2 /2 .1 C h; ai2 /2

It follows that

uu D .h; ai/K 0; (9.35)

where  W R!R is given by

4t arctan.t/
.t/ D :
.1 C t2 /2

Since .t/ is strictly decreasing for t 1, we have

4 cosh %r arctan.cosh %r /
.t/ .cosh %r / D
.1 C cosh2 %r /2
9.4 Comparison Theory for the Lorentzian Distance Function from a Point 527

on Œ1; cosh %r . Hence, from (9.35) we get

4 cosh %r arctan.cosh %r /
uu K 0
.1 C cosh2 %r /2

on Br . p/. Integrating this inequality over Br . p/ and using Lemma 9.8 we conclude
that
Z Z
4 cosh %r arctan.cosh %r / 3
0 K  uu  ;
.1 C cosh2 %r /2 Br . p/ Br . p/ log .R=r/

that is,
Z
cr
0 K :
Br . p/ log .R=r/

t
u

9.4 Comparison Theory for the Lorentzian Distance

Function from a Point

In this section we will establish some comparison results for the Hessian and the
Laplacian of the Lorentzian distance function from a point. We do this, differently
to what we did in Chap. 1, by using the more canonical approach of Jacobi fields.
We start by introducing some basic concepts about the Lorentzian distance
function in arbitrary spacetimes.
Consider an n-dimensional spacetime N, that is, a time-oriented Lorentzian mani-
fold of dimension n 2. Let p; q be points in N. Using the standard terminology and
notation of Lorentzian geometry, one says that q is in the chronological future of p,
written p q, if there exists a future-directed timelike curve from p to q. Similarly,
q is in the causal future of p, written p < q, if there exists a future-directed causal
(i.e. nonspacelike) curve from p to q. Obviously, p q implies p < q. As usual,
p  q means that either p < q or p D q.
For a subset S  N, one defines the chronological future of S as

I C .S/ D fq 2 N W p q for some p 2 Sg;

and the causal future of S as

J C .S/ D fq 2 N W p  q for some p 2 Sg:

528 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

Thus S [ I C .S/  J C .S/. In a dual way,

I  .S/ D fq 2 N W q p for some p 2 Sg

and

J  .S/ D fq 2 N W q  p for some p 2 Sg

are the chronological past and causal past of S, respectively.

In particular, the chronological future I C . p/ and the causal future J C . p/ of a
point p 2 N are

I C . p/ D fq 2 N W p qg; and J C . p/ D fq 2 N W p  qg:

As it is well-known, I C . p/ is always open, but J C . p/ is neither open nor closed, in

general. For instance, for a point p 2 Ln in the Lorentz-Minkowski space, I C . p/ is
just the future timecone of p,

I C . p/ D fq 2 Ln W hq  p; q  pi < 0 and hq  p; en i < 0g;

and

J C . p/ D I C . p/ D fpg [ fq 2 Ln W hq  p; q  pi  0 and hq  p; en i < 0g:

At the other extreme, the Lorentzian cylinder

R  S11 D fp D .p1 ; p2 ; p3 / 2 L3 W p22  p23 D 1g

has trivial causality: even for a single point, I C . p/ D J C . p/ is the entire spacetime.
Now we introduce the Lorentzian distance function. Observe that it cannot be
defined in a way similar to that of the Riemannian case. Indeed, consider p; q 2 N
such that p q. For any given timelike curve ˛ from p to q, L.˛/ > 0 and there
exists a sequence f˛k g of piecewise smooth almost lightlike curves from p to q such
that ˛k ! ˛ but L.˛k / ! 0. In particular, the infimum of the Lorentzian lengths of
all piecewise smooth future-directed causal curves from p to q is always zero.
On the other hand, from the maximizing property of timelike geodesics in
Lorentzian manifolds given in Lemma 9.5, we know that if p q and q 2 U
is in a normal neighborhood of p, then the radial geodesic segment from p to q is
the longest timelike curve in U from p to q. Therefore it is natural to introduce the
following definition.
Definition 9.3 Let N be a spacetime. If q 2 J C . p/, then the Lorentzian distance (or
time separation) d.p; q/ is the supremum of the Lorentzian lengths of all piecewise
smooth future-directed causal curves from p to q (possibly, d.p; q/ D C1). If
q … J C . p/, then the Lorentzian distance d.p; q/ D 0 by definition.
9.4 Comparison Theory for the Lorentzian Distance Function from a Point 529

In particular, d.p; q/ > 0 if and only if q 2 I C . p/. Moreover, if p p (in other

words, p 2 I C . p/) then there exists a timelike loop at p and, giving more and more
rounds to it, one gets d.p; p/ D C1. Otherwise, d.p; p/ D 0.
The comparison between Riemannian distance and Lorentzian distance is more
dual than direct: the former minimizes while the latter maximizes. Since it involves
time orientation, the Lorentzian distance is symmetric only in trivial cases. The
Lorentzian distance function d W N N ! Œ0; C1 is always lower semicontinuous.
However, for an arbitrary spacetime it may fail to be continuous in general, and
may also fail to be finite-valued. We refer the reader to [212] and [40] for further
details. As a matter of fact, globally hyperbolic spacetimes turn out to be the natural
class of spacetimes for which the Lorentzian distance function is finite-valued and
continuous. Recall that a spacetime N is said to be globally hyperbolic if
(i) it is causal, that is, there exists no causal loop in N, and
(ii) the intersections J C . p/ \ J  .q/ are compact for every p; q 2 N.
Given a point p 2 N, one can define the Lorentzian distance function from p,
dp W N ! Œ0; C1, by dp .q/ D d.p; q/. In order to guarantee the smoothness of dp ,
one needs to restrict this function on certain special subsets of N. Let T1 Njp be the
fiber of the unit future observer bundle of N at p, that is,

T1 Njp D fv 2 Tp N W v is a future-directed timelike unit vectorg;

and consider the Lorentzian cut locus function sp W T1 Njp ! Œ0; C1, given by

sp .v/ D supft 0 W dp .v .t// D t D L.v jŒ0;t /g;

where v W Œ0; a/ ! N is the future maximal geodesic starting at p with initial

velocity v. Then, one can define the subset IQC . p/  Tp N given by

IQC . p/ D ftv W for all v 2 T1 Njp and 0 < t < sp .v/g

and consider the subset I C . p/  N given by

I C . p/ D expp .int.IQC . p///  I C . p/:

Observe that expp W int.IQC . p// ! I C . p/ is a diffeomorphism, where expp

denotes the exponential map of N at p, and I C . p/ is an open subset (possibly
empty).
Recall that a spacetime N is said to be strongly causal at a point p if for any
given neighborhood U of p there exists a neighborhood V  U of p such that any
future-directed causal curve in N with endpoints in V is entirely contained in U.
In particular, N is called strongly causal if it is strongly causal at any of its points.
For instance, every globally hyperbolic spacetime is strongly causal (see [212] for
further details). The following result summarizes the main properties that we need
530 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

about the smoothness of the Lorentzian distance function and it can be found in
[113, Sect. 3.1].
Lemma 9.9 Let N be a spacetime and p 2 N.
(i) If N is strongly causal at p, then sp .v/ > 0 for all v 2 T1 Njp and I C . p/ ¤ ;.
(ii) If I C . p/ ¤ ;, then the Lorentzian distance function dp is smooth on I C . p/
and its gradient rdp is a past-directed timelike (geodesic) unit vector field on
I C . p/.
Indeed, dp .q/ D jexp1 C
p .q/j for every q 2 I . p/ and dp .v .t// D t, so that

d
dp .v .t// D hrdp .v .t//; P v .t/i D 1
dt

which implies rdp .v .t// D P v .t/.

9.4.1 Hessian and Laplacian Comparison Theorems

Let N be an n-dimensional spacetime with a reference point p 2 N such that

I C . p/ ¤ ;, and let dp denote the Lorentzian distance function from p.
Given a smooth even function G W R ! R, let h be the solution of the Cauchy
problem
(
h00  Gh D 0
h.0/ D 0; h0 .0/ D 1

and let I0 D Œ0; r0 /  Œ0; C1/ be the maximal interval on which h is positive.
Observe that, in particular, when G  c is constant, c 2 R, then h D hc is given by
8 p
ˆ 1
ˆ p
< c sinh. c t/ if c > 0 and t 2 I0 D Œ0; C1/
hc .t/ D t if c D 0 and t 2 I0 D Œ0; C1/ (9.36)
ˆ
:̂ p1 sin.pc t/ p
if c < 0 and t 2 I0 D Œ0; = c/:
c

The next Hessian comparison result assumes that the sectional curvatures of the
timelike planes of N containing the radial direction rdp are bounded from below by
a function G, and it can be stated as follows (see [151, Theorem 5]).
Lemma 9.10 Assume that

K.v ^ rdp .q// G.dp .q//

9.4 Comparison Theory for the Lorentzian Distance Function from a Point 531

for every q 2 I C . p/ with dp .q/ < r0 , and for every spacelike vector v 2 Tq N
orthogonal to rdp .q/. Then

h0
Hess dp .v; v/   .dp .q//hv; vi; q 2 I C . p/; (9.37)
h

where Hess stands for the Hessian operator on N.

On the other hand, under the assumption that the sectional curvatures of the
timelike planes of N containing the radial direction are bounded from above by
a function G, we have the following result (see also [151, Theorem 5]).
Lemma 9.11 Assume that

K.v ^ rdp .q//  G.dp .q//

for every q 2 I C . p/ with dp .q/ < r0 , and for every spacelike vector v 2 Tq N
orthogonal to rdp .q/. Then

h0
Hess dp .v; v/  .dp .q//hv; vi; q 2 I C . p/; (9.38)
h

where Hess stands for the Hessian operator on N.

Observe that if q 2 I C . p/, with dp .q/ < r0 , and

K.v ^ rdp .q//  G.dp .q//

for every spacelike vector v 2 Tq N orthogonal to rdp .q/ (curvature hypothesis in

Lemma 9.11), then

X
n1
Ric.rdp .q/; rdp .q// D  K.ei ^ rdp .q// .n  1/G.dp .q//; (9.39)
iD1

where fe1 ; : : : ; en1 ; en D rdp .q/g is a local orthonormal basis. The next Laplacian
comparison result holds under this weaker hypothesis on the radial Ricci curvature
of N (see [151, Theorem 6]). In particular, when N obeys the so called timelike
convergence condition, then condition (9.39) trivially holds with G  0.
Lemma 9.12 Assume that

Ric.rdp .q/; rdp .q// .n  1/G.dp .q//

532 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

for every q 2 I C . p/ with dp .q/ < r0 . Then

h0
dp .q/ .n  1/ .dp .q//; q 2 I C . p/; (9.40)
h

where  stands for the (Lorentzian) Laplacian operator on N.

Remark 9.3 In particular, when G  c is constant then h D hc is given by (9.36)
and
8p p
ˆ
ˆ c coth. c t/ if c > 0 and t > 0;
h 0 <
fc .t/ D c .t/ D 1=t if c D 0 and t > 0;
ˆp
:̂ c cot.pc t/ if c < 0 and 0 < t < =pc:
hc

Therefore, from Lemmas 9.10, 9.11 and 9.12 we recover Lemmas 3.2, 3.1 and 3.3,
respectively, in [26].
It is worth pointing out that the function fc arises naturally when computing the
index form of a timelike unit geodesic c W Œ0; s ! N c in a Lorentzian space form
of constant curvature c. Indeed, if Jc is a Jacobi field along c such that Jc .0/ D 0
and Jc .s/ D v ? P c .s/, then a direct computation using the Jacobi equation gives
Z s  
Ic .Jc ; Jc / D  hJc0 .t/; Jc0 .t/i C chJc .t/; Jc .t/i dt
0
Z s  
D s0c .t/2 C csc .t/2 dt hv; vi D fc .s/hv; vi;
0

where
8 p
ˆ
ˆ
sinh. c t/
p if c > 0 and 0  t  s;
< sinh. c s/
sc .t/ D t=s if c D 0 and 0  t  s; (9.41)
ˆ sin.pc t/ p
:̂ p if c < 0 and 0  t  s < = c:
sin. c s/

On the other hand, when I C . p/ ¤ ;, fc .t/ is the future mean curvature of the
level set ˙c .t/ D fq 2 I C . p/ W dp .q/ D tg  N c .
Lemmas 9.10–9.12 were first proved by Impera in [151] using an analytic
approach inspired by Petersen [219], and which was also used in [230] for
establishing the corresponding Riemannian comparison results. Below and for the
reader’s convenience we include an alternative geometric proof extracted from
[19] which follows essentially the classical ideas of Greene and Wu [129], as
already developed in [113] (see also [26]). We will give only the detailed proof
of Lemma 9.12, the other two being similar.
9.4 Comparison Theory for the Lorentzian Distance Function from a Point 533

Proof (of Lemma 9.12) For a given q 2 I C . p/  N, set v D exp1 p .q/ 2

QC
int.I . p// and let .t/ D expp .tv/ be, with 0  t < sp .v/, the radial future
directed unit timelike geodesic with .0/ D p and .s/ D q, where s D dp .q/. Let
fe1 ; : : : ; en g be orthonormal vectors in Tq M orthogonal to P .s/ D rdp .q/, so that

X
n1
dp .q/ D Hess dp .ej ; ej /: (9.42)
jD1

From [113, Proposition 3.3] we know that, for every j D 1; : : : ; n  1,

Hess dp .ej ; ej / D I .Jj ; Jj /;

where Jj is the unique Jacobi field along  such that Jj .0/ D 0 and Jj .s/ D ej . Since
 W Œ0; s ! I C . p/ and expp W int.IQC . p// ! I C . p/ is a diffeomorphism, then
there is no conjugate point of .0/ along the geodesic segment jŒ0;s . Therefore, by
the maximality of the index of Jacobi fields [40, Theorem 10.23] we have

Hess dp .ej ; ej / I .Xj ; Xj /

for every vector field Xj along  such that Xj .0/ D 0, Xj .s/ D ej and Xj .t/ ? P .t/
for every t. In particular,

X
n1
dp .q/ I .Xj ; Xj /: (9.43)
jD1

Let fE1 .t/; : : : ; En .t/g be an orthonormal frame of parallel vector fields along  such
that Ej .s/ D ej for every j D 1; : : : ; n  1, and En D P , and define

h.t/
Xj .t/ D Ej .t/; j D 1; : : : ; n  1:
h.s/

Since Xj is orthogonal to  and Xj .0/ D 0 and Xj .s/ D ej , we may use Xj in (9.43).

Observe that fX1 ; : : : ; Xn1 g are orthogonal along , and

h.t/2 h0 .t/2
hXj .t/; Xj .t/i D and hXj0 .t/; Xj0 .t/i D ;
h.s/2 h.s/2

for every j D 1; : : : ; n  1. Therefore, for every j we get

Z s
I .Xj ; Xj / D  .hXj0 .t/; Xj0 .t/i  hR.Xj .t/; P .t//P .t/; Xj .t/i/dt
0
Z s 
h0 .t/2 h.t/2
D  hR.E j .t/; 
P .t// 
P .t/; E j .t/i dt;
0 h.s/2 h.s/2
534 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

and then

X
n1 Z s 
h0 .t/2 h.t/2
I .Xj ; Xj / D .n  1/  Ric.P .t/; P .t// dt
jD1 0 h.s/2 .n  1/h.s/2
Z
h0 .t/2 C h.t/2 G.t/
s
.n  1/ dt
0 h.s/2
Z s
1 d 0 h0 .s/
D .n  1/ .h.t/h .t//dt D .n  1/ :
h.s/2 0 dt h.s/

Thus, from (9.43) we get the result. t

u

9.5 Spacelike Hypersurfaces Contained in the Chronological

Future of a Point

In this section we will derive some applications of the Omori-Yau maximum

principle for spacelike hypersurfaces contained in the chronological future of a point
by working with the Lorentzian distance function restricted on the hypersurface.
We refer the reader also to [19] for other applications to the case of trapped
submanifolds.
Consider f W ˙ ! N a spacelike hypersurface immersed into an m C 1
dimensional spacetime N with future-directed Gauss map , and assume that there
exists a point p 2 N such that I C . p/ ¤ ; and f .˙/  I C . p/. Let r D dp denote
the Lorentzian distance function from p, and let u D r ı f W ˙ ! .0; 1/ be the
function r along the hypersurface, which is a smooth function on ˙. As usual, set
u D inf˙ u 0 and u D sup˙ u  C1.
Our first objective is to compute the Hessian and the Laplacian of u. Towards this
aim, observe that

rr D ru  hrr; i

along ˙, where ru stands for the gradient of u on ˙. In particular, since hrr; rri D
1 and hrr; i > 0, we have that
p
@r=@ D hrr; i D 1 C jruj2 1:

Moreover, from Gauss and Weingarten formulas, we have

p p
r X rr D rX ru C 1 C jruj2 AX C hAX; rui  X. 1 C jruj2 /;
9.5 Spacelike Hypersurfaces Contained in the Chronological Future of a Point 535

for every tangent vector field X 2 X.˙/. Thus

p
Hess.u/.X; X/ D Hess.r/.X; X/  1 C jruj2 hAX; Xi; (9.44)

where Hess.r/ and Hess.u/ stand for the Hessian of r and u in N and ˙, respectively.
Tracing this expression, one gets that the Laplacian of u is given by
p
u D r C Hess.r/.; / C mH 1 C jruj2 : (9.45)

On the other hand, we have the following decomposition for X:

X D X   hX; rrirr D X   hX; ruirr;

where X  is spacelike and orthogonal to rr. In particular

jX  j2 D jXj2 C hX; rui2 :

Taking into account that

r rr D 0
rr
one has

Hess.r/.X; X/ D Hess.r/.X  ; X  / (9.46)

for every X 2 X.˙/.

Assume now that u < r0  C1 and that

K.v ^ rr.q// G.r.q//

for every q 2 I C . p/ with r.q/ < r0 , and for every spacelike vector v 2
Tq N orthogonal to rr.q/. Then, by the Hessian comparison result for r given in
Lemma 9.10 and using (9.46), one gets that

h0
Hess.r/.X; X/ D Hess.r/.X  ; X  /   .u/.1 C hX; rui2 /
h

for every unit tangent vector field X 2 X.˙/. Therefore, from (9.44).

h0 p
Hess.u/.X; X/   .u/.1 C hX; rui2 /  1 C jruj2 hAX; Xi:
h
536 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

Tracing this inequality, one gets the following inequality for the Laplacian of u

h0 p
u   .u/.m C jruj2 / C mH 1 C jruj2 :
h
Proceeding in a similar way in case

K.v ^ rr.q//  G.r.q//

and using now Lemma 9.11, we arrive to the corresponding inequalities

h0 p
Hess.u/.X; X/  .u/.1 C hX; rui2 /  1 C jruj2 hAX; Xi:
h
and

h0 p
u  .u/.m C jruj2 / C mH 1 C jruj2 :
h

Similarly, under the assumption Ric.rr; rr/ mG.r/ on I C . p/, and using
the Laplacian comparison result given in Lemma 9.12, one has that

h0
r m .u/
h
along the hypersurface. Therefore, we conclude from (9.45)

h0 p
u m .u/ C Hess.r/.; / C mH 1 C jruj2 :
h
Summarizing we have the following
Proposition 9.5 Let N be an .m C 1/-dimensional spacetime with a reference point
p 2 N such that I C . p/ ¤ ;, and let r D dp . Given a smooth even function
G W R ! R, let h be the solution of the Cauchy problem
(
h00  Gh D 0
h.0/ D 0; h0 .0/ D 1

and let I0 D Œ0; r0 /  Œ0; C1/, with r0  C1, be the maximal interval on which h
is positive.
Consider a spacelike hypersurface f W ˙ ! N such that f .˙/  I C . p/ \
BC .p; r0 /, where

BC .p; r0 / D fq 2 N W r.q/ < r0 g

9.5 Spacelike Hypersurfaces Contained in the Chronological Future of a Point 537

stands for the future inner ball of radius r0 at p. Let u D r ı f W ˙ ! .0; 1/ be the
function r along the hypersurface. If

K.v ^ rr.q// G.r.q// .resp: / (9.47)

for every q 2 I C . p/ \ BC .p; r0 /, and for every spacelike vector v 2 Tq N

orthogonal to rr.q/, then

h0 p
u   .u/.m C jruj2 / C mH 1 C jruj2 .resp. /:
h
Replacing assumption (9.47) with

Ric.rr; rr/ mG.r/ on I C . p/ (9.48)

we obtain the following inequality

h0 p
u m .u/ C Hess.r/.; / C mH 1 C jruj2 :
h
Now we are ready to give the first main result in this section, which is given as
Theorem 13 in [151] (see also Theorem 4.2 in [26] for the case where G  c).
Theorem 9.8 Let N be an .m C 1/-dimensional spacetime with a reference point
p 2 N such that I C . p/ ¤ ;, and let r D dp . Given a smooth even function
G W R ! R, let h be the solution of the Cauchy problem
(
h00  Gh D 0
h.0/ D 0; h0 .0/ D 1

and let I0 D Œ0; r0 /  Œ0; C1/, with r0  C1, be the maximal interval on which h
is positive. Assume that

K.v ^ rr.q// G.r.q//

for every q 2 I C . p/ \ BC .p; r0 /, and for every spacelike vector v 2 Tq N

orthogonal to rr.q/, and let f W ˙ ! N be a spacelike hypersurface such that
f .˙/  I C . p/ \ BC .p; r0 /. If the Omori-Yau maximum principle for  holds on
˙, then its future mean curvature H satisfies

h0
sup H .u /;
˙ h

where u denotes the Lorentzian distance r along the hypersurface. In particular, if

u D 0 then sup˙ H D C1.
538 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

Proof We know from Proposition 9.5 that

h0 p
u   .u/.m C jruj2 / C mH 1 C jruj2 :
h
Applying the Omori-Yau maximum principle to the positive function u, with u 0,
there exists a sequence fxk gk2N in ˙ such that

1 1 1
u.xk / < u C ; jru.xk /j < ; and u.xk / >  :
k k k
Therefore,

1 h0 p
 < u.xk /   .u.xk //.m C jru.xk /j2 / C mH.xk / 1 C jru.xk /j2 :
k h
It follows from here that
h0
1=k C C jru.xk /j2 /
.u.xk //.m
sup H H.xk / p
h
;
˙ m 1 C jru.xk /j2

and letting k ! 1 we get the result. The last assertion follows from the fact that
0
limt!0 hh .t/ D C1. t
u
As a direct application of Theorem 9.8 we have the following consequence, given
in [26, Corollary 4.3] for the case G  c.
Corollary 9.9 Under the assumptions of Theorem 9.8, if the Omori-Yau maximum
principle holds on ˙ and H is bounded from above, then there exists some ı > 0
such that f .˙/  OC .p; ı/, where OC .p; ı/ denotes the future outer ball in N of
radius ı, that is,

OC .p; ı/ D fq 2 I C . p/ W r.q/ > ıg:

For a proof, simply observe that sup˙ H < C1 implies that inf˙ u > 0.
On the other hand, when G  c we also have the following (see [26,
Corollary 4.4])
Corollary 9.10 Under the assumptions of Theorem 9.8 with G  c, when c 0
there exists no spacelike hypersurface ˙ contained
p in I C . p/ satisfying the Omori-
Yau maximum principle and having p H  c. When c < 0, there exists no such
hypersurface with inf˙ u < =2 c and H  0.
For a proof, observe that when G  c 0 Theorem 9.8 implies that for every
spacelike hypersurface ˙ contained in I C . p/ on which the Omori-Yau maximum
9.5 Spacelike Hypersurfaces Contained in the Chronological Future of a Point 539

principle holds, one gets

h0c h0 p
sup H .u / > lim c .u /.t/ D c:
˙ hc t!C1 hc

p
Therefore, it cannot happen sup˙ H  c. On the other hand, when c < 0
Theorem 9.8 also
p implies that every spacelike hypersurface ˙ contained in I C . p/,
with u < =2 c, on which the Omori-Yau maximum principle holds satisfies
 
h0c h0 
sup H .u / > c p D 0:
˙ hc hc 2 c

Therefore, it cannot happen sup˙ H  0.

On the other, under the assumption that the radial Ricci curvature is bounded
from below by a function, we derive the following.
Theorem 9.9 Let N be an .m C 1/-dimensional spacetime with a reference point
p 2 N such that I C . p/ ¤ ;, and let r D dp . Given a smooth even function
G W R ! R, let h be the solution of the Cauchy problem
(
h00  Gh D 0
h.0/ D 0; h0 .0/ D 1

and let I0 D Œ0; r0 /  Œ0; C1/, with r0  C1, be the maximal interval on which h
is positive. Assume that

Ric.rr; rr/ mG.r/ on I C . p/;

and let f W ˙ ! N be a spacelike hypersurface such that f .˙/  I C . p/ \

BC .p; ı/, with ı < r0 . If the Omori-Yau maximum principle for  holds on ˙, then
its future mean curvature H satisfies

h0 
inf H  .u /;
˙ h

where u denotes the Lorentzian distance r along the hypersurface.

Proof From Proposition 9.5 we know

h0 p
u m .u/ C Hess.r/.; / C mH 1 C jruj2 :
h

Now, since u D sup˙ u  ı, by applying the Omori-Yau maximum principle to

the function u, there exists a sequence of points fxk gk2N in ˙ such that

1 1 1
u.xk / > u  ; jru.xk /j < ; and u.xk / < :
k k k
540 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

Therefore
1
> u.xk /
k
h0 p
m .u.xk // C Hess.r/.xk /..xk /; .xk // C mH.xk / 1 C jru.xk /j2 ;
h
so that
0
1=k C m hh .u.xk //  Hess.r/.xk /..xk /; .xk //
inf H  H.xk /  p : (9.49)
˙ m 1 C jru.xk /j2

On the other hand, we have the following decomposition for .xk /,

.xk / D   .xk /  h.xk /; rr.xk /irr.xk /;

with   .xk / orthogonal to rr.xk /. Since

hrr.xk /; rr.xk /i D h.xk /; .xk /i D 1

and

rr.xk / D ru.xk /  hrr.xk /; .xk /i.xk /;

we have j  .xk /j2 D jru.xk /j2 and limk!C1 j  .xk /j2 D 0. That is,

lim   .xk / D 0:
k!C1

Now, taking into account that

Hess.r/.xk /..xk /; .xk // D Hess.r/.xk /.  .xk /;   .xk //

and letting k ! 1 in (9.49), we conclude

h0 
inf H  lim H.xk /  .u /:
˙ k!C1 h
t
u
In particular, when the ambient spacetime has constant sectional curvature c, by
putting together Theorems 9.9 and 9.8, we derive the following consequences [26,
Theorem 4.5 and Corollary 4.6].
Theorem 9.10 Let N c be an spacetime with constant sectional curvature c and let
p 2 N c . Let us consider f W ˙ ! N c a spacelike hypersurface such that f .˙/ 
9.5 Spacelike Hypersurfaces Contained in the Chronological Future of a Point 541

p
I C . p/ \ BC .p; ı/ for some ı > 0 (with ı  = c if c < 0). If the Omori-Yau
maximum principle holds on ˙, then its future mean curvature H satisfies

inf H  fc .u /  fc .u /  sup H;

˙ ˙

where u denotes the Lorentzian distance r along the hypersurface.

Corollary 9.11 Let N c be an spacetime with constant sectional curvature c and
let p 2 N c . If ˙ is a complete spacelike hypersurface in N c with constant mean
curvature H which is contained in I C . p/ and bounded p from above by a level set
of the Lorentzian distance function r D dp (with r < = c if c < 0), then ˙ is
necessarily a level set of r.
For a proof simply recall from Corollary 9.2 that the Omori-Yau maximum principle
holds on every complete spacelike hypersurface with constant mean curvature into
a Lorentzian spacetime with constant sectional curvature.
The last results above have a specially illustrative consequence when the ambient
is the Lorentz-Minkowski spacetime. In that case, it can be easily seen that for a
given p 2 LmC1

I C . p/ D fq 2 LmC1 W hq  p; q  pi < 0; and hq  p; emC1 i < 0g;

and the Lorentzian distance function from p is given by

p
dp .q/ D hq  p; q  pi

for every q 2 I C . p/. In particular, the level sets of dp are precisely the future
components of the hyperbolic spaces centered at p. Also, observe that the boundary
of I C . p/ is nothing but the future component of the lightcone with vertex at p.
Then, Corollary 9.9 implies that every complete spacelike hypersurface f W ˙ !
LmC1 contained in I C . p/ and having bounded mean curvature is bounded away
from the lightcone, in the sense that there exists some ı > 0 such that

hf .x/  p; f .x/  pi  ı 2 < 0

for every x 2 ˙. Also, Corollary 9.8 implies that there exists no complete spacelike
hypersurface contained in I C . p/ and having nonpositive bounded future mean
curvature. In particular, there exists no complete hypersurface with constant mean
curvature H  0 contained in I C . p/. Finally, Corollary 9.10 allows one to improve
Theorem 2 in [7] as follows [26, Corollary 4.7].
Corollary 9.12 The only complete spacelike hypersurfaces with constant mean
curvature in the Lorentz-Minkowski space LmC1 which are contained in I C . p/
(for some fixed p 2 LmC1 ) and bounded from above by a hyperbolic space centered
at p are precisely the hyperbolic spaces centered at p.
542 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

9.6 Generalized Robertson-Walker Spacetimes

Generalized Robertson-Walker spacetimes are warped products of the type I  P,

with metric h ; i of the form
   
h ; i D I dt2 C 2 .I / P h ; iP ; (9.50)

where I and P are the projections, respectively, on the I and P factors of

the product and t is the global coordinate on the interval I  R. The notation
I  P reminds of the minus sign in (9.50). From now on we will also drop
the pullback notation in (9.50), as we did in the Riemannian case in Chap. 1.
The family of generalized Robertson-Walker spacetimes is very large: it includes,
for instance, the Lorentz-Minkowski spacetime, the Einstein-De Sitter spacetime,
static Einstein spacetimes and the Robertson-Walker spacetimes, for which P has
constant sectional curvature. From the point of view of Physics, since a generalized
Robertson-Walker spacetime is not necessarily spatially homogeneous, they seem to
provide a more adequate model for spacetime on the small scale; for more detailed
considerations see [237].
As for their geometry, it is worth to observe that in a very recent paper,
[77], B.-Y. Chen has proved that a Lorentzian manifold is (an open portion of) a
generalized Robertson-Walker spacetime if and only if it admits a timelike closed
conformal vector field (for the notion of closed conformal vector field and a similar
characterization of Riemannian warped products see (1.202) and the discussion that
follows there).
Given a spacelike hypersurface f W ˙ ! I  P and denoting with  the unique
timelike normal globally defined on ˙, that, is, the future directed Gauss map with
the same orientation of @t D @t@ , we set

 D h; @t i D  cosh   1;  > 0; (9.51)

to denote the opposite of the hyperbolic cosine of the hyperbolic angle  between
˙ and @t . In case f is of the form

u W P ! I  P;

with u W P ! I and

u .x/ D .u.x/; x/;

that is, the hypersurface is a graph, the metric h ; i induced on P from the Lorentzian
metric of the ambient space via u is given by

h ; i D du2 C .u/2 h ; iP :
9.6 Generalized Robertson-Walker Spacetimes 543

Therefore u is spacelike if and only if jDuj2 < .u/2 on P, where Du denotes the
gradient of u in P and jDuj its norm with respect to the original metric h ; iP of P.
Assuming that u W P ! I  P is spacelike, it is not difficult to see [compare
with (7.49)] that the vector field
 
.u/ 1
Dp Du C @t (9.52)
.u/2  jDuj2 .u/2

defines the future-pointing Gauss map of u , for which

.u/
cosh  D  D p I
.u/2  jDuj2

in particular

jDuj
sinh  D p :
.u/2  jDuj2

The corresponding mean curvature H in the direction of  is given by the differential

equation (compare with (7.50) of the Riemannian case)
! !
Du 0 .u/
divP p D m.u/ H  p ; (9.53)
.u/2  jDuj2 .u/2  jDuj2

where divP denotes the divergence operator in .P; h ; iP /.

In what follows we shall need the open form of the weak maximum principle for
the Lorentzian mean curvature operator
!
Dv
Lv D divP p ; (9.54)
1  jDvj2

with v in the class

( )
1
A1 .P/ D v 2 Liploc .P/ W jDvj < 1 and p 2 L1loc .P/ :
1  jDvj2

Since proofs are very similar to those presented in Chap. 4, we limit ourselves
to introduce the appropriate setting and to state the results we shall need without
details.
Thus, let ' 2 C0 .Œ0; !// \ C1 ..0; !// for some 0 < ! < C1 and suppose

.i/ '.0/ D 0I .ii/ '.t/ > 0 on .0; !/; '.t/  Atı on .0; !/ (9.55)
544 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

for some constants A; ı > 0. For a Riemannian manifold .M; h ; i/ and

n o
u 2 A! .M/ D u 2 Liploc .M/ W jruj < ! and jruj1 '.jruj/ 2 L1loc .M/

define
 
L' u D div jruj1 '.jruj/ru (9.56)

in the weak sense.

We say that the weak maximum principle holds on M for L' if, for each u 2
A! .M/ with u D sup˙ u < C1 and for each  < u we have
˚ 
inf L' u  0 (9.57)
˝

in the weak sense [see (3.170)], where ˝ D fx 2 M W u.x/ >  g.

Similarly, we say that the open WMP holds on M for L' if for each f 2 C0 .R/,
for each open set ˝  M with @˝ ¤ ; and for each v 2 C0 .˝/ \ A! .˝/ satisfying
(
.i/ L' v f .v/ on ˝
(9.58)
.ii/ sup˝ v < C1

we have that either

sup v D sup v (9.59)

˝ @˝

or
 
f sup v  0: (9.60)
˝

Of course in (9.58) the differential inequality in (i) has to be understood in the weak
sense. We have
Theorem 9.11 In the above assumptions the validity of the WMP for the operator
L' is equivalent to that of the open WMP.
Next we give a geometric condition on the volume growth of geodesic balls that
guarantees the validity of the WMP.
Theorem 9.12 Let .M; h ; i/ be a complete Riemannian manifold. Assume that

log vol Br
lim inf D d0 < C1: (9.61)
r!C1 r1Cı
9.6 Generalized Robertson-Walker Spacetimes 545

Let u 2 A! .M/ be such that u < C1. Then, for all  < u we have

inf L' u  0 (9.62)

˝

in the weak sense, where ˝ D fx 2 M W u.x/ >  g.

Remark 9.4 Suppose that q.x/ 2 C0 .M/ with q.x/ > 0 on M; results similar to
Theorems 9.11 and 9.12 can be given for the q-WMP and the open q-WMP for the
operator L' on .M; h ; i/.
In the statements of the next results we will assume the validity on the
Riemannian manifold .P; h ; iP / of the weak maximum principle for the Lorentzian
mean curvature operator introduced in (9.54) above. According to Theorem 9.12 its
validity is guaranteed by the volume growth condition

log vol Br
lim inf < C1: (9.63)
r!C1 r2

In terms of curvature, by Theorem 1.3 and Proposition 1.7, the above requirement
is implied by

RicP .m  1/B2 .1 C r2 /h ; iP (9.64)

for some constant B > 0.

We are now ready to prove the next
Theorem 9.13 Let I  P be a generalized Robertson-Walker spacetime and
assume the validity of the WMP for the Lorentzian mean curvature operator on
.P; h ; iP /. Let u be an entire spacelike maximal graph in I  P with I D .a; b/,
1  a < b  C1, which is not a slice. Then
˚ 
either u D b or u  inf  2 I W 0 .t/ < 0 on Œ; b/ : (9.65)

Similarly, if u D infP u,
˚ 
either u D a or u sup  2 I W 0 .t/ > 0 on .a; / ; (9.66)

with the convention inf ; D C1 and sup ; D 1.

Proof Let m D dim P and let us prove (9.65); the proof of (9.66) is analogous.
Suppose that u < b; if f 2 I W 0 .t/ < 0 on Œ; b/g D ; then (9.65) is trivially
satisfied, otherwise, by contradiction, assume that
˚ 
u > inf  2 I W 0 .t/ < 0 on Œ; b/ :
546 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

Choose  < u such that 0 .t/ < 0 on Œ; b/ and sufficiently near to u so that, if

 D fx 2 P W u.x/ > g;

then @  ¤ ;. We fix an origin o 2 P and for u0 D u.o/ we consider the function

Z s
dt
.s/ D
u0 .t/

for which 0 D 1 > 0. Setting v.x/ D .u.x//, a calculation using (9.53) with
H D 0 shows that
!  
Dv 0 1 .v/
divP p D m p :
1  jDvj2 1  jDvj2

Let  D ./ and observe that

˝ D fx 2 P W v.x/ >  g D  :
 
Since 0 1
.v/ < 0 on ˝ we have
!
Dv  
divP p m0 1
.v/ on ˝ :
1  jDvj2

Now observe that

sup v D .u / >  D sup v:

˝ @˝

Therefore, by the open WMP we conclude that

m0 .u /  0;

yielding the desired contradiction. t

u
As an application of the above theorem we have
Corollary 9.13 Let I  P be a generalized Robertson-Walker spacetime and
assume the validity of the WMP for the Lorentzian mean curvature operator on
.P; h ; iP /. For a; b 2 I, 1 < a < b < C1, let .a; b/  P be an open slab in
I  P and assume the existence of t0 2 .a; b/ with the property that 0 .t/ > 0
on Œa; t0 / and 0 .t/ < 0 on .t0 ; b. Then the only entire maximal graph contained in
.a; b/  P is the slice u.x/  t0 .
9.6 Generalized Robertson-Walker Spacetimes 547

Proof Choose " > 0 sufficiently small that 0 .t/ > 0 on .a  "; t0 / and 0 .t/ < 0
on .t0 ; b C "/. Set ˛ D a  " and ˇ D b C ", and let J D .˛; ˇ/. By contradiction
suppose that u .P/ is not a slice. By applying Theorem (9.13) to the generalized
Robertson-Walker spacetime J  P and taking into account that u < ˇ and
u > ˛ we conclude that

u  t0  u ;

that is, u  t0 , contradiction. Therefore u .P/ must be a maximal slice in the slab
.a; b/  P, and the only maximal slice contained in that slab is u  t0 . t
u
Next result yields a height estimate for spacelike graphs.
Theorem 9.14 Let I  P be a generalized Robertson-Walker spacetime and
assume the validity of the WMP for the Lorentzian mean curvature operator on
.P; h ; iP /. Let u 2 C1 .P/, u D supP u < C1. Assume that the graph

u W P ! I  P

is a spacelike hypersurface such that H D infP H  0 [H in the direction of  given

0
in (9.52)]. Then either u .P/ is a slice Pu0 D fu0 g  P with H .u0 / D .u.u00// D
H  H or H .u / H .
Proof If u .P/ is a slice Pu0 , then, since Du  0, from (9.53) it follows directly
H .u0 / D H  H. So assume that u is nonconstant. We reason by contradiction
and we suppose H .u / < H . Define

˝ D fx 2 P W u.x/ >  g;

having chosen  < u such that @˝ ¤ ; and H .u/ < H on ˝ . Note that this is
always possible since H is continuous. Reasoning as in Theorem 9.13 we define
Z u.x/
ds
v.x/ D .u.x// D
u0 .s/

so that, from (9.53), v satisfies

! !
Dv H .u/
divP p D m.u/ H  p :
1  jDvj2 1  jDvj2

Since H  0 we have

H
H H p
1  jDvj2
548 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

and therefore
! !
Dv H .u/
divP p m.u/ H  p
1  jDvj2 1  jDvj2
 1

m.u/.H  H .u// C H  H . .v//

on ˝ , where C D m minŒ;u   and where we have used the fact that H .u/ < H
on ˝ . Since is strictly increasing,

sup v D v  D .u / > . / D sup v:

˝ @˝

Then, because of the open form of the WMP we have

1
H  H . .v  // D H  H .u /  0;

contradicting the fact that H  H .u / > 0. t

u
Remark 9.5 We note that the conclusion H .u / H gives interesting informa-
tion only if H .u / < 0, that is 0 .u / < 0.
We conclude the section with a result that directly compares with the Riemannian
case given in Sect. 7.5.2. We restrict ourselves to the case of constant mean
curvature, that corresponds to Theorem 7.18, but results similar to those contained
for instance in 7.19 can be given also in the Lorentzian case, see [29]. We do this
to point out differences, in particular the role played by the hyperbolic angle 
introduced in (9.51).
Let us consider the case of a hypersurface in a Lorentzian product.
Theorem 9.15 Let f W ˙ ! R  P be a stochastically complete spacelike
hypersurface with constant mean curvature H > 0 (with respect to  as in Sect. 9.2).
Suppose that for some ˛ > 0

RicP m˛: (9.67)

Let ˝  ˙ be an open set with @˝ ¤ ; for which f .˝/ is contained in a slab and
f .@˝/  f0g  P. Assume

˛ C H2
sup  2 D ˇ 2 < : (9.68)
˝ ˛

Then
 
.1  ˇ/H
f .˝/  ; 0  P: (9.69)
H 2  ˛.ˇ 2  1/
9.6 Generalized Robertson-Walker Spacetimes 549

Proof If ˇ D 1 then there is nothing to prove because, in this case,   1 is

constant on ˝ or, equivalently, the height function h D R ı f is constant on ˝.
Thus, f .˝/ is contained in the slice f0g  P. Let ˇ > 1. From (9.68), we can choose
ı > 0 sufficiently small that

.˛ C ı/.ˇ 2  1/ < H 2 :

We consider the function

H 2  .˛ C ı/.ˇ 2  1/
ı DC h:
H
Then a computation similar to that performed in Proposition 7.1 for k D 0 yields

h D mH:

Similarly proceeding as in Lemma 7.4 with   1 and k D 0 we obtain

 D jAj2 C  RicP .;
O /;
O

where O denotes the projection of  onto the fibre P. Therefore, using

jAj2 D m2 H 2  m.m  1/H2

with
!1
m X
H2 D ki kj ;
2 1i<jm

i the eigenvalues of A, we obtain

˚ 
 ı D  m.m  1/.H 2  H2 / C RicP .; O C m.˛ C ı/.ˇ 2  1/ :
O / (9.70)

From (9.67)

RicP .; O m˛jO j2 D m˛. 2  1/ m˛.ˇ 2  1/

O /

on ˝. Thus, using the basic inequality H 2 H2 , (9.70) gives

 ı  mı.ˇ 2  1/  mı.ˇ 2  1/ < 0

550 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

on ˝, where the last inequality is due to ˇ > 1. We define w D ıj˝ . Since f .˝/ is
contained in a slab we have
(
w  mı.ˇ 2  1/ on ˝
inf˝ w > 1:

Stochastic completeness and the open form of the WMP imply

inf w D inf w:
˝ @˝

By assumption f .@˝/  f0gP and thus h  0 on @˝, so that w D ı D  ˇ

on @˝. We then have

H 2  .˛ C ı/.ˇ 2  1/ H 2  .˛ C ı/.ˇ 2  1/
ˇ   C h  1 C h:
H H

Dividing by the positive quantity H 2  .˛ C ı/.ˇ 2  1/,

.1  ˇ/H
h :
H 2  .˛ C ı/.ˇ 2  1/

Taking the limit as ı # 0 we deduce

.1  ˇ/H
h :
H2  ˛.ˇ 2  1/

On the other hand

(
h D mH mH > 0
sup˝ h < C1;

and reasoning as above we deduce h  0 on ˝. This completes the proof of the

theorem. u
t
Remark 9.6 We recall that, by definition, H is the future mean curvature of the
hypersurface. The corresponding statement for the case of negative constant mean
curvature is the same, up to replacing (9.69) with
 
.1  ˇ/H
f .˝/  0;  P: (9.71)
H 2  ˛.ˇ 2  1/

The proof is analogous, it is enough to substitute the function ı with  ı.

9.6 Generalized Robertson-Walker Spacetimes 551

Similarly to what happens in the Riemannian case, but under the assumption
of stochastic completeness, weaker than parabolicity (see Corollary 7.11), as a
consequence of the above theorem we have
Corollary 9.14 Let f W ˙ ! R  P be a stochastically complete spacelike
hypersurface with constant mean curvature H > 0. Suppose that

RicP 0: (9.72)

Let ˝  ˙ be an open set with @˝ ¤ ; for which f .˝/ is contained in a slab and
f .@˝/  f0g  P, and assume

ˇ D sup jj < C1: (9.73)

˝

Then
 
.1  ˇ/
f .˝/  ; 0  P: (9.74)
H

The observation in Remark 9.6 applies here too.

In the present Lorentzian setting we can give a sufficient condition for stochastic
completeness different, for instance, from that of the Riemannian case reported in
Theorem 7.20.
Theorem 9.16 Let f W ˙ ! R  P be a complete spacelike hypersurface with
constant mean curvature H > 0. Assume that the height function h D R ı f W ˙ !
R satisfies

lim h.x/ D 1:

x!1

Suppose that for some ˛ > 0

RicP m˛:

Let ˝  ˙ be a relatively compact open set with @˝ ¤ ; such that f .@˝/ 

f0g  P. Assume

˛ C H2
sup  2 D ˇ 2 <
˝ ˛:

Then
 
.1  ˇ/H
f .˝/  ; 0  P:
H 2  ˛.ˇ 2  1/
552 9 Spacelike Hypersurfaces in Lorentzian Spacetimes

Proof The result follows from Theorem 9.15 once we show the validity of the WMP
on ˙ for the Laplace-Beltrami operator. Towards this end we let  D h, so that it
satisfies

 D mH  mH < 0

and

.x/ ! C1 as x ! 1:

We now apply Theorem 3.1 to deduce the validity of the WMP for  on ˙. t
u
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Index

.1; 1/-version Adjoint action, 6

of a symmetric .0; 2/-tensor field, 9 Ahlfors parabolicity, 246
of the Hessian, 59 Almost Ricci soliton, 481
of the Lie derivative of the metric in the Anti-de Sitter spacetime, 503
direction of a vector field, 448 Arc length of a piecewise smooth curve
of the Ricci tensor, 448 in the Lorentzian setting, 505
of the traceless Ricci tensor, 453
.1; 3/-curvature tensor
for a Lorentzian manifold, 506 Backwards Cauchy-Schwarz inequality, 501
Lp -type Liouville results, 125 Backwards Minkowski inequality, 501
X-Laplacian, 142 Bakry-Emery Ricci tensor, 444
Lk -parabolicity, 417 Ball, regular, 58, 308
f -Laplacian, 142 Bianchi identities, 15
j-th iterated logarithm, 88 Bishop-Gromov comparison theorem, 67
k-th elementary symmetric function, 52 Bochner formula, 47
of the eigenvalues of A, 38 Bochner-Weitzenböck formula
k-th mean curvature, 52 for the Laplacian of dj'j2 , 46
k-th mean curvatures of a hypersurface, 38
m-dimensional area function
in the Lorentzian setting, 511 Calabi-Bernstein theorem
m  m identity matrix, 5 nonparametric version , 517
n-corner, 287 parametric version, 516
p-Laplacian, 162 Calabi trick, 88
q-Omori-Yau maximum principle Cartan’s lemma, 4
for the operator L, 144 Cauchy problem of the Einstein equation,
q-WMP, 232 512
q-weak maximum principle Causal character
for the operator L';T;X , 232 of a linear subspace, 500
for the operator LT;X , 143 of a vector field, 500
q-weak maximum principle for the operator L, Causal future
191 of a point, 527
(local) components of the metric, 2 of a set, 527
(q-KL) condition, 190 Causal past, of a set, 528
(q-SKr) condition, 200 Change of frames, 5
(q-SK) condition, 189 Characteristic function, 69

© Springer International Publishing Switzerland 2016 565

L.J. Alías et al., Maximum Principles and Geometric Applications,
Springer Monographs in Mathematics, DOI 10.1007/978-3-319-24337-5
566 Index

Chronological future using the Schouten tensor, 29

of a point, 527 using the traceless Ricci tensor, 29
of a set, 527 Differential
Chronological past, of a set, 528 of a function, 9
Closed conformal vector field, 54 of a map, 44
Coarea formula, 68 Diffusion operator, 142
Codazzi Dirac delta, 100
equations, 41 Distance, Lorentzian, 528
tensor, 29 Divergence
Commutation rules, 31 of a symmetric .0; 2/-tensor field, 9
Compact support principle, 174 of a vector field, 7
Compatibility of the covariant derivative with of the Weyl tensor, 27
the metric, 10 Divergence of the shape operator
Components of the Riemann curvature tensor, in the Lorentzian setting, 509
14 Divergent path, 105, 152
Cone, nondegenerate, 273 Dual frame, 2
Conformal deformation of the metric, 22
Conformal vector field, 54
Connection Einstein constraint equations, 513
dual, 6 Einstein equation, 444
induced by the Levi-Civita connection in the Lorentzian setting, 512
forms, 6 Einstein gravitational tensor, of a Lorentzian
Levi-Civita, 11 manifold, 507
Coordinate functions, 2 Einstein manifold, 21
Cotangent space at a point p, 8 Einstein summation convention, 2
Cotton tensor, 27 Einstein vacuum equation, 513
Covariant derivative, 6 Ekeland quasi-minimum variational principle,
of a 1-form, 7 81
of a function, 9 Elliptic operator, 111
of a tensor field, 8 Elliptic point, 79
of a vector field, 7 Energy density, 45
Covering transformation group, 489 Energy function, 45, 183
Curvature forms, 12 Exponential map, 58
Curvature operator in the Lorentzian setting, 505
acting on symmetric .0; 2/-tensors, 159 Exterior differential, of a 1-form, 10
positive, 121
Curvature tensor, 13
Cut locus, 58 Fake second Bianchi identity for the Weyl
Cut locus function, Lorentzian, 529 tensor, 27
Cut point, 58 Fermi coordinates, 109
ordinary, 58 First Bianchi identity, 15
singular, 58 First variation of the area, in the Lorentzian
Cutoff function, 117 setting, 511
Cylinder, Lorentzian, 528 Foliation, 52
Cylindrically bounded immersion, 295 Fubini’s formula, 68
Fundamental theorem of Riemannian
geometry, 11
Darboux coframe along an immersion, 35 Future-directed Gauss map, 508
Darboux frame along an immersion, 35 Future mean curvature, 508
De Sitter spacetime, 502
Decomposition of the curvature tensor
in three orthogonal parts, 29 Gauss equations, 39
using the Ricci tensor, 26 Gauss-Kronecker curvature, 38
Index 567

Gauss lemma, 59 Isometric immersion

Gaussian curvature, 21 cylindrically bounded, 295
Generalized Bochner formula, 444 Isometric immersion problem, 288
Generalized Robertson-Walker spacetime,
503, 542
Generic Ricci soliton, 443 Jacobi equation, 532
Geodesic, in a Lorentzian manifold, 505 Jacobi field, 89
Geometric meaning
of the first structure equations, 10
of the skew-symmetry of the Levi-Civita Keller-Osserman condition, 216
connection forms, 10 for the Laplace-Beltrami operator, 153
Globally hyperbolic spacetime, 529 Khas’minskii test, 103
Gradient, of a function, 9 Khas’minskiı̆ type condition, 189
Gradient Ricci soliton, 444 Killing
Gram-Schmidt orthonormalization graph, 228
process, 2 vector field, 12, 228
Grassmann manifold, 310 Koszul formula, in the case of a Lorentzian
Green kernel, 127 manifold, 505
Grigor’yan condition for stochastic Kronecker symbol, 2
completeness, 107 Kulkarni-Nomizu product, 26

“Hair trigger” effect, 255 Laplacian

Hamilton’s identity, 477 comparison in the Lorentzian setting, 531
Harmonic map, 46 comparison theorem, 63
Hausdorff measure, 68 of a function, 32
Heat equation, 100 of the squared norm of a tensor, 453
Heat kernel, of the Laplace-Beltrami operator, Leray-Schauder Theorem, 179
100 Levi-Civita connection, 11
Height function, 386 forms, 3
of an immersion, 54 of a Lorentzian manifold, 505
Hessian comparison, in the Lorentzian setting, Lichnerowicz equation, 514
530 Lichnerowicz-type equation, 238
Hessian comparison theorem, 71 Lie algebra of skew-symmetric
Hessian of a function, 31 matrices, 4
Hilbert-Schmidt norm, 45 Lie bracket, 10
Huisken estimate, 466 Lie derivative
Hyperbolic space, 230 geometric meaning, 12
of a 1-form, 11
of a function, 11
Immersion, 35 of a vector field, 11
geodesic at a point, 37 of the metric, 11
isometric , 35 Lightcone, 500
minimal, 38 Linear subspace
proper, 98 lightlike, 500
totally geodesic, 37 nondegenerate, 500
totally umbilical, 37 null, 500
Inclusion map, 52 spacelike, 500
Initial data set timelike, 500
for the Einstein equation, 513 Local chart, 2
Injectivity radius Locally conformally flat manifold, 28
of a point, 58 Locally quasi monotone function, 256
Integral curve, 59 Lorentz-Minkowski spacetime, 502
568 Index

Lorentzian Normal neighbourhood, in the Lorentzian

covering, 504 setting, 505
cut locus function, 529
cylinder, 528
distance, 528 Observer, 507
hyperbolic space, 503 Omori-yau maximum principle
hypersurface, 503 for the Hessian, 87
manifold, 500 for the Laplacian, 86
metric, 500 Open q-weak maximum principle
scalar product, 500 for the operator L';T;X , 233
sphere, 502 Open strong parabolicity, 246
Lorentzian manifold Operator LT;X , 142
complete, 505 Orthogonal decomposition
flat, 506 of a .0; 4/-tensor having the same
of constant sectional curvature, 506 symmetries of the Riemann
time-orientable, 502 curvature tensor, 30
Lowering an index, 14 Orthogonal distribution, of a Killing vector
field, 228
Orthogonal matrix, 5
Maurer-Cartan form, 6 Orthonormal
Maximal hypersurface coframe, 2
in LmC1 , 516 frame, 2
in a general Lorentzian ambient space, 499
stable, 512
Maximizing property of timelike Parabolic manifold, 128
geodesic, 506 Parabolic Riemannian manifold, 100
Maximum principle Parabolicity, 128
finite, 79 Parallel Ricci tensor, 124
usual, 79 Parallel translation, 59
weak, 102 Parallelism of the metric, 10
Maximum principle for the Laplacian Plücker embedding, 313
Omori-Yau, 86 Polarization formula, 19
Mean curvature Pole, 69
equation, 229 Potential, of a gradient Ricci soliton, 443
future, 508 Principal curvatures, of a hypersurfaces, 38
in the direction of a unit normal vector Projective curvature tensor, 31
field, 38 Projective transformation, 31
of an immersed hypersurface, 38 Proper immersion, 98
operator, 163 Pseudohyperbolic manifold, 56
vector field, 37 Pullback bundle, 37
Metric induced by an immersion, 35 Pullback of a 1-form, 35
Minimizing geodesic, 59 Punctured sphere, 57
Model manifold, 56, 106 Pushforward of a (local) vector field, 35
Monotone iteration scheme, 102
Musical isomorphism, 9
Radial Ricci curvature, 60, 63
Reference point, 59
Negative part of a function, 239 Regular ball, 58, 308
Newton’s inequality, 60 Riccati differential inequalities, 63
Nondegenerate cone of Rn , 273 Ricci curvature, of a Lorentzian manifold,
Nonlinear strong parabolicity condition, 249 507
Normal bundle, 35 Ricci equations, 41
Normal curvature tensor, 41 Ricci identity, 15
Index 569

Ricci soliton Spacelike hypersurface, constant mean

almost, 481 curvature, 512
expanding, 443 Spacelike hypersurface in Lorentzian
generic, 443 spacetimes, 508
gradient, 444 Spacelike hypersurfaces
shrinking, 443 contained in the chronological future of a
steady, 443 point, 534
structure, 443 in Lorentz-Minkowski space, 514
trivial, 444 Spacetime, 502
Ricci tensor, 17 globally hyperbolic, 529
parallel, 124 strongly causal at a point, 529
Riemann curvature tensor Sphere, punctured, 57
.0; 4/-version, 14 Stochastic
.1; 3/-version, 13 completeness, 99
Riemannian distance function, 58 process, 99
Riemannian manifold Stress-energy tensor field, 512
nonextendible, 119 Strong parabolicity, open, 246
parabolic, 100 Strongly causal spacetime, 529
Robertson-Walker (RW) spacetime, 504 Strongly parabolic operator, 243
Structure equation, second, 12
Structure equations, first, 4
Scalar curvature, 18 Sub-supersolution method, 129
of a Lorentzian manifold, 507 Subharmonic function, 100
Schouten tensor, 28 Symmetric .0; 2/-tensor, 160
Schur’s identity, 21 Symmetric diffusion operator, 125
Schur’s theorem, 21 Symmetric tensor product, 162
Second Bianchi identity, 17 Symmetries of the curvature tensor, 15
Second fundamental tensor, 37
generalized , 45
in the direction of , 38 Tangent space at a point p, 8
Second Green formula, 65 Tangent vector
Second variation formula of the area of a curve, 59
in the Lorentzian setting, 511 lightlike, 500
Sectional curvature, 18 null, 500
constant, 20 spacelike, 500
for a Lorentzian manifold, 506 timelike, 500
radial, 71 Tension field, 45
Semilinear diffusion equation, 254 Tensor field, 8
Serrin’s exponent, 255 Third derivatives, 32
Shape operator, 38 Tidal force operator, 507
in the Lorentzian setting, 508 Time separation, 528
Sharp map, 9 Time-orientation
Signum function, 176 of a Lorentzian manifold, 502
Simons formula of Tp N, 502
for constant mean curvature spacelike Time-orientation covering, 504
hypersurfaces in Lorentzian space Timecone determined by a timelike vector, 501
forms, 517 Timelike convergence condition, 508
Simons’ formula, 41 Timelike vector field
Slice, 52 future-directed, 502
Soliton constant, 443 future-pointing, 502
Soliton structure, 443 Torsion, 10
Solution of the Cauchy problem Torsion tensor, 10
for the Einstein equation, 513 Trace, 7, 142
Spacelike graph, entire, 517 Trace operator, 142
570 Index

Traceless Ricci tensor, 22 weighted, 475

Trivial Ricci soliton, 444 Volume growth condition, for stochastic
completeness, 107

Umbilic point, 37
Warped product, 49, 54
Weak divergence, 173
Van der Waerden-Bortolotti covariant Weak maximum principle, 102
derivative , 41 for the Hessian, 102
Vector field for the operator LT;X , 143
along a smooth curve, 163 Weighted Riemannian manifold, 142
closed conformal, 54 Weighted volume, 475
conformal, 54 Weingarten operator, 38
killing, 12, 228 in the Lorentzian setting, 508
Vector valued 1-form, 4 Weyl tensor, 25
Volume
of the boundary of a geodesic ball, 67
of a geodesic ball, 67 Yamabe equation, 216