HIGHER DIMENSIONAL CATENOID, LIOUVILLE EQUATION AND ALLEN-CAHN EQUATION OSCAR AGUDELO, MANUEL DEL PINO, AND JUNCHENG WEI Abstract. We build a family of entire solutions to the Allen-Cahn equation in Rπ +1 for π ≥ 3, whose level set approaches the higher dimensional catenoid in a compact region and has two logarithmic ends governed by the solutions to the Liouville equation. Contents 1. Introduction 2. General geometrical gackground 3. Approximate nodal set 4. Jacobi Operator 5. Approximation and preliminary discussion 6. Lyapunov reduction Scheme 7. Gluing reduction and solution to the projected problem. 8. The proof of Theorem 2 References 1 5 8 14 18 22 27 31 35 1. Introduction In this work we construct entire bounded solutions to the semilinear elliptic equation βπ’ + π’(1 − π’2 ) = 0, in Rπ +1 (1.1) for any π ≥ 3. Equation (1.1) is the prototype equation in the gradient theory of phase transition phenomena, developed by Allen-Cahn in [2]. Equation (1.1) also appears as the limit version of the singularly perturbed equation π2 βπ£ + π£(1 − π£ 2 ) = 0, in β¦ (1.2) via the rescaling π’(π₯) := π£(ππ₯) in the expanding domain π−1 β¦, where π > 0 is a small parameter and for which solutions correspond to the critical points of the energy functional ∫οΈ ∫οΈ π 1 2 π½π (π£) := |∇π£| + (1 − π£ 2 )2 . 2 Ω 4π Ω In the typical situation in the phase transition phenonema modeled by equation (1.2), the function π£ represents the phase of a material placed in the region β¦. There are two stables phases represented by the constant functions π£ = ±1 each of which corresponds a single phase material and they are global minimizers of the energy π½π . It is then more interesting to study phases in which two different materials coexist. This is equivalent to study solutions of (1.2) connecting the two stables phases ±1. A well known result due to Modica, see [26], states that a family of local minimizers of π½π with energy uniformly bounded must converge in πΏ1 −sense to a function of the form π’* (π₯) = ππ − ππ π 1 2 O. AGUDELO, M. DEL PINO, AND J. WEI where π ⊂ β¦, π is the characteristic function of a set and ππ has minimal perimeter. The intuition behind this result was the keystone in the developments of the Γ-convergence during the 70ths and lead to the discovery of the deep connection between the Allen-Cahn equation and the Theory of Minimal surfaces. One of the most important developments regarding this connection and concerning entire solutions of equation (1.1) is the celebrated conjecture due to E.De Giorgi, see [12]. De Giorgi’s Conjecture, 1978: Level sets [π’ = π] of solutions π’ ∈ πΏ∞ (Rπ +1 ) to problem (1.1) which are monotone in one direction, must be parallel hyperplanes, at least if 1 ≤ π ≤ 7. That is equivalent to saying that π’depends only on one variable, i.e for some π₯0 and some unit vector π, π’(π₯) = π€ (π‘) , π‘ = (π₯ − π₯0 ) · π (1.3) where π€(π‘) is the solution to the one dimensional Allen-Cahn equation π€′′ + π€(1 − π€2 ) = 0, in R, π€(0) = 0, π€′ (π‘) > 0, π€(±∞) = ±1. (1.4) De Giorgi’s conjecture is in analogy with Bernstein problem which states that minimal hypersurfaces that are graphs of entire functions of π variables must be hyperplanes. Bernstein Problem is known to be true up to dimension π = 7, see [6, 3, 11, 19]. Bombieri, DeGiorgi and Giusti in [7] proved that Bernstein’s statement is false in dimensions π ≥ 8, by constructing a minimal graph in R8 which is not a hyperplane. De Giorgi’s has been proven to be true for π = 1 by Ghoussoub and Gui in [21], for π = 2 by Ambrosio and Cabre in [4] and for 3 ≤ π ≤ 7 by Savin in [29], under the additional assumption that lim π₯π +1 →±∞ π’(π₯′ , π₯π +1 ) = ±1. This conjecture was recently proven to be false for π ≥ 8 by del Pino, Kowalczyk and Wei in [16]. The authors used a large dilation of the Bombieri-De Giorgi-Giusti minimal graph constructed in dimensions π = 8 as model for the nodal set of the solution they constructed together with a Lyapunov-Schmidth Reduction procedure. The monotonicity assumption in the De Giorgi’s conjecture is related to the stability properties of the solutions of (1.1). In this regard, another type of stable solutions in high dimensions was provided by Pacard and Wei in [30], in which the nodal set of these solutions resembles a large dilation of the Simons Cone. Stability properties of solutions π’ ∈ πΏ∞ (Rπ +1 ) to (1.1) are studied through their Morse Index. The Morse Index of π’, π(π’), is defined as the maximal dimension of a vector space πΈ of compactly supported functions π for which the quadratic form ∫οΈ Q(π, π) := |∇π|2 − (1 − 3π’2 )π 2 < 0, for π ∈ πΈ − {0}. Rπ +1 In 2009 a new family of solutions to the Allen-Cahn equation in R3 was found by del Pino, Kowalczyk and Wei in [13], in this case the nodal set of these solutions resembles a large dilation of a complete embedded minimal surface with finite total curvature. Example of this kind of surfaces were found by Costa, Hoffman and Meeks, see [24, 8, 23]. The assumption of finite total curvature implies that this type of surfaces have finite Morse Index, a property that is inherited by these solutions and the two Morse indexes coincide. One of these examples is the catenoidal solution having Morse index one and nodal set diverging at logarithmic rate. In [1], Agudelo, del Pino and Wei constructed two family of unstable solutions to equation (1.1) in R3 both of them with nodal set having multiple connected components diverging at infinity at a logarithmic reate. The first of these families having Morse Index one with nodal set ruled by the Toda System in R2 and the other one having large Morse index and with nodal set resembling, far away from a compact set, a set of nested catenoids, having therefore a contrasting nature respect to the examples found in [13]. HIGHER DIMENSIONAL CATENOID, LIOUVILLE EQUATION AND ALLEN-CAHN EQUATION 3 All the developments mentioned above show the strong connection between the Allen-Cahn equation and the Minimal surfaces theory, but this connection has been only partly explored, in particular when providing more examples of solutions to the Allen-Cahn Equation in high dimensions. On the other hand, unlike dimension R3 in which a large amount of examples of minimal surfaces exist and have been analyzed, in higher dimensions Rπ +1 , π ≥ 3, there are very few examples of minimal surfaces. The catenoid being among the classical ones. In this paper we explore the connection between the higher dimensional catenoid and the equation (1.1) for π ≥ 3. To state our result we consider π to be the π −dimensional catenoid, which is described by the graph of the axially symmetric functions ±πΉ where πΉ = πΉ (|π¦|) is the unique increasing axially symmetric solution to the minimal surface equation for graphs )οΈ (οΈ ∇πΉ = 0, |π¦| > 1, π¦ ∈ Rπ (1.5) ∇ · √οΈ 1 + |∇πΉ |2 with the initial conditions πΉ (1) = 0, ππ πΉ (1) = +∞. The catenoid π has asymptotically parallel flat ends, a fact that is reflected in the asymptotics of the function πΉ (οΈ )οΈ π2−π (1.6) πΉ (π) = π − + πͺπΏ∞ (Rπ ) π4−3π , as π → ∞ π −2 with ∫οΈ ∞ 1 √ π := ππ 2(π π −1) − 1 1 and this relations in (3.2) can be differentiated, see [18] and references therein. At a first glance, one may think that the proper choice for the approximate nodal set of the solutions predicted in our theorem would be a large dilated version of π , ππ = π−1 π , with π > 0 small. As pointed out in [13] and in section 7 of [20], this is not an appropriate global choice. Instead, the parallel ends of ππ must be perturbed in order to obtain a profile for the nodal set that will lead to good sizes in the error. The rule governing this perturbation is the Liouville Equation πβπΉπ − π0 π √ −2 2 πΉπ π where for some π ¯>0 = 0, for |π¦| > π π (1.7) √ π π ≈ π ¯ π−1 π 2π π , as π → 0. The constant π0 > 0 is given by π0 = βπ€′ β−2 πΏ2 (R) ∫οΈ 6(1 − π€2 (π‘))π √ 2π‘ π€′ (π‘) ππ‘ > 0 R √ where the function π€(π‘) is the solution of (1.4), which is given explicitly by π€(π‘) = tanh(π‘/ 2). We match the functions πΉ and πΉπ in a πΆ 1 way by considering the additional initial conditions for πΉπ at π = π π (οΈ )οΈ (οΈ )οΈ 3(1−π ) π 2−π πΉπ (π π ) = π − ππ−2 + πͺ π π4−3π , ππ πΉπ (π π ) = π π1−π + πͺ π π from where it is possible to conclude that as π → ∞ (οΈ (οΈ √ )οΈ )οΈ π 2 2 π0 + 2 log(π) − log (2(π − 2)) + π€ ¯π (π) πΉπ (π) = √ log π2 2 2 (1.8) 4 O. AGUDELO, M. DEL PINO, AND J. WEI where the function π€ ¯π (π) satisfies for π > π π that β§ (οΈ )οΈ− π2−2 βͺ π βͺ πΆ , 3≤π ≤9 βͺ π βͺ β¨ (οΈ π )οΈ (οΈ )οΈ−4 π |π ππ π€ ¯π (π)| + |π€ ¯π (π)| ≤ πΆ log π ππ , π = 10 π π βͺ βͺ )οΈ (οΈ βͺ π+ βͺ β© πΆ π ππ , π ≥ 11 (1.9) where π+ > 0 is defined at (3.9) below. Denote π₯ = (π₯′ , π₯π +1 ) ∈ Rπ × R, π(π₯) := |π₯′ |, and set πΊ(π₯′ ) = (1 − ππ (|π₯′ |))πΉ (π₯′ ) + ππ (|π₯′ |)πΉπ (ππ₯′ ), |π₯′ | > 1 where ππ is the characteristic function of the set Rπ − π΅π π . Define Σ to be the revolution hypersurface, resulting from the union of the graphs of ±πΊ and Σπ a π−1 dilation of Σ. The hypersurface Σπ is a connected complete embedded orientable surface, splitting Rπ +1 into two connected components. We will prove the following theorem. Theorem 1. For every π ≥ 3 and any sufficiently small π > 0 there exist a solution π’π to equation (1.1) having the asymptotics π’π (π₯) = π€(π§)(1 + π(1)), as π → 0 uniformly on every compact subset of Rπ , where π§ is the normal direction to the largely dilated surface Σπ described above and π€(π‘) is the heteroclinic solution to (1.4) connecting ±1. Even more, as for every π > 0 small and π₯π +1 ∈ R, as |π₯′ | → ∞ (οΈ )οΈ (οΈ )οΈ π’π (π₯) = π€ π₯π +1 − π−1 πΉπ (ππ₯′ ) − π€ π−1 πΉπ (ππ₯′ ) − π₯π +1 + 1 + π(1), π₯ = (π₯′ , π₯π +1 ) (1.10) ′ where πΉπ (π₯ ) is the radially symmetric function described in (1.8). As we will see throughout the proof, we will be able to give a more precise description of these solutions and their nodal sets, not only as π → 0, but also at infinity. The strategy to prove Theorem 1 consist in apply the infinite dimensional reduction method in the spirit of the works [1, 13, 16]. One of the crucial steps in this method is the choice of an accurate approximation of a solution to (1.1). In this regard, and as pointed out by Modica, it is fundamental to select properly the set where the solution is expected to change sign. The first candidate for nodal set would be a small perturbation of the large dilation of π , π−1 π . Since π π has parallel ends, the approximation in the upper end will take the approximate form )οΈ (οΈ )οΈ (οΈ π π + π₯π +1 + β(ππ₯′ ) − π€ − π₯π +1 − β(ππ₯′ ) + 1, for π₯ = (π₯′ , π₯π +1 ), |π₯′ | → ∞, π₯π +1 ∈ R. π€ π π −1 Setting π‘ = π π + π₯π +1 + β(ππ₯′ ), the approximation can be written as π’ := π€(π‘) − π€(2π−1 π − 2β(ππ₯′ ) + π‘) − 1 and we find that √ √ −2 2π π’(1 − π’2 ) ≈ 6(1 − π€2 (π‘))π− 2π‘ π π . This last expression states that the Allen-Cahn nonlinearity takes account for the interaction of parallel ends. It follows that at main order the error created by this approximation reads as −π2 βRπ β π€′ (π‘) + 6(1 − π€2 (π‘))π− √ 2π‘ π √ −2 2π π HIGHER DIMENSIONAL CATENOID, LIOUVILLE EQUATION AND ALLEN-CAHN EQUATION 5 and after the reduction procedure, the reduced equation to adjust the nodal set would read as βRπ β ∼ π0 π−2 π √ −2 2π π where the right hand side is bounded, small but has no decay. Therefore √ β(π₯′ ) ∼ π0 π− 2π‘ π √ −2 2π π |π₯′ |2 , |π₯′ | → ∞ which leads to a nodal set that diverges at a fast rate away from the catenoid π−1 π , as |π₯′ | → ∞. We solve this issue by using instead of π−1 π , the hypersurface π−1 Σ. Our second result shows a dramatic difference between the Allen-Cahn equation and the Theory of Minimal surfaces. A result proven in [28] states that for dimensions 3 ≤ π ≤ 9, the catenoid π has Morse index 1. As treated in [13], the Morse Index of the catenoid is defined as the number of negative eigenvalues of the linearization of the mean curvature operator associated to π . In contrast our result states for π > 0 small and with the same restriction in the dimension, these solutions are highly unstable. Theorem 2. Let π’π be the solution to equation (1.1) constructed in Theorem 1. Then for π > 0 small and for dimensions 3 ≤ π ≤ 9, π(π’π ) = +∞. As we will see from the proof of Theorem 2, in low dimensions the infinite Morse Index, comes from the asympotics described in (1.10) and the Morse Index of the function πΉπ which comes into play far away. In dimensions π ≥ 10, due to Hardy’s inequality, we expect for these solutions to have Morse Index 1, the Morse Index of π . This, in view of the results in [1, 13] and since there would be no negative directions related to the function πΉπ . The paper is structured as follows: Section 2 sets up the general geometric setting need for the proof of Theorem 1. Section 3 describes the asymptotics of the hypersurface that will be the model for the nodal set of the solutions predicted in our result while section 4 deals with the solvability theory for a Jacobi-Hardy type of operator related to the reduced problem. Section 6 describes the strategy and details of the proof of the Theorem 1 which, as mentioned before, relies on an infinite dimensional reduction procedure, a method motivated by the pioneering work of [20]. Section 7 contains some technical results used in section 6 and finally the detailed proof of Theorem 2 is provided in the last section. Acknowledgments: O. Agudelo has been supported by the Grant 13- 00863S of the Grant Agency of the Czech Republic. M. del Pino has been supported by grants Fondecyt 1150066, Fondo Basal CMM and Millenium Nucleus CAPDE NC130017. J. Wei is supported by a NSERC grant from Canada. 2. General geometrical gackground Throughout our discussion we adopt the following conventions. We write Rπ +1 = Rπ × R and we denote π₯ = (π₯′ , π₯π +1 ) ∈ Rπ +1 , π(π₯′ , π₯π +1 ) := |π₯′ |. Let Σ be a smooth orientable π − dimensional embedded hypersurface in Rπ +1 . Next, we describe the euclidean Laplacian close to the large dilation of Σ, π−1 Σ, in a system of coordinates that is suitablefor the developments in subsequent sections. For any point π¦ ∈ Σ, we write and we denote by π : Σ → π π π¦ = (π¦ ′ , π¦π +1 ) ∈ Σ ⊂ Rπ +1 a fixed choice of the unit normal vector to the surface Σ. It is easy to check that if π : π° ⊂ Rπ → Rπ +1 is a local parametrization of the surface Σ with π = (π 1 . . . , π π ) ∈ π° → π¦ = π (π ) ∈ Σ then the map π(π , π§) = π (π ) + π§ π(π ) 6 O. AGUDELO, M. DEL PINO, AND J. WEI provides local coordinates in a neighborhood π© of the form π© := {π₯ = π(π , π§) : |π§| < πΏ0 } for some fixed πΏ0 > 0. System of coordinates π(π , π§) is known as the Fermi coordinates associated to Σ. Observe that for a point π₯ = π(π , π§) ∈ π© , the variable π§ represents the signed distance to Σ, i.e |π§| = dist(Σ, π₯). For π§ small and fixed such that π(π°, π§) ⊂ π© we denote by Σπ§ the translated surface locally parameterized by π(·, π§) : π → π(π°, π§), π ∈ π° → π(π , π§) ∈ π© . We denote by π := (πππ )π ×π and ππ§ := (ππ§,ππ )π ×π the metrics on Σ and Σπ§ respectively, with inverses π −1 := (π ππ )π ×π and ππ§−1 := (ππ§ππ )π ×π . We find that ππ§,ππ = πππ + π§ˆ πππ (π ) + π§ 2 ˆπππ (π ), π ∈ π°, |π§| < πΏ0 (2.1) where for π, π = π 1 , . . . , π π πππ = β¨ππ π ; ππ π β© and π ˆππ = β¨ππ π ; ππ πβ© + β¨ππ π ; ππ πβ© , ˆπππ = β¨ππ π; ππ πβ© . Hence, we may write ππ§ = π + π§ π΄(π ) + π§ 2 π΅(π ) where π΄ = (ˆ πππ )π ×π , π΅ = (ˆπππ )π ×π . It is well-known that in π© , we can compute the euclidean Laplacian in Fermi coordinates using the formula β = ππ§2 + βΣπ§ − π»Σπ§ ππ§ where βΣπ§ is the Laplace-Beltrami operator of Σπ§ and π»Σπ§ its mean curvature. The expression for βΣπ§ is given by βΣπ§ (οΈ√οΈ )οΈ 1 ππ det πΣπ§ ππ§ππ ππ det ππ§ (οΈ√οΈ )οΈ 1 ππ ππ det ππ§ ππ§ππ ππ = ππ§ πππ + √ det ππ§ = √ = ππ§ππ πππ − ππ§ππ Γππ§,ππ ππ (2.2) and Γππ§,ππ stand for the Christoffel symbols on Σπ§ and where in every term, summation is understood over repeated indexes. Using (2.1) and (2.2), we write βΣπ§ = βΣ + Aππ πππ + Bπ ππ where Aππ Bπ = ππ§ππ − π ππ [οΈ ]οΈ [οΈ ]οΈ = ππ§ππ Γππ§,ππ − Γπππ + Γπππ ππ§ππ − π ππ . From expression (2.1) it is direct to verify that for some smooth bounded functions πππ(π ,π§) and ππ (π , π§) Aππ (π , π§) = π§ πππ (π , π§), Bπ (π , π§) = π§ ππ (π , π§), in π© . (2.3) HIGHER DIMENSIONAL CATENOID, LIOUVILLE EQUATION AND ALLEN-CAHN EQUATION 7 In further developments, the geometrical setting will become more specific, allowing us to provide more precise information on the asymptotic behavior of these functions. Next, we compute the mean curvature of Σπ§ , π»Σπ§ . Denote by π π the principal curvatures of Σ. From the well known formula π π ∑οΈ ∑οΈ π π π»Σπ§ = = π π + π§π 2π + π§ 2 π 3π + · · · 1 − π§ π π π=1 π=1 from where we obtain π»Σπ§ = π»Σ + π§|π΄Σ |2 + π§ 2 ππ +1 (π , π§) (2.4) with ππ +1 (π , π§) = π ∑οΈ π 3π + π§π 4π + . . . π=1 and π»Σ and |π΄Σ | denote respectively the mean curvature and the norm of the second fundamental form of the hypersurface Σ. Summarizing, we have the formula for the euclidean Laplacian expressed in Fermi coordinates in π© (οΈ )οΈ βπ = ππ§π§ + βΣ − π»Σ + π§|π΄Σ |2 ππ§ + + π§πππ (π , π§)πππ + π§ππ (π , π§)ππ − π§ 2 ππ +1 (π , π§)ππ§ . (2.5) Next, let us consider the dilated surface Σπ := π−1 Σ with local coordinate system given naturally by ππ : π°π → Σπ ππ (π ) = π−1 π (ππ ), π ∈ π°π := π−1 π°. It is direct to check that the unit normal vector to Σπ is given by ππ (π¦) = π(ππ¦), π¦ ∈ Σπ so that the dilated Fermi coordinates read as ππ (π , π§) = ππ (π ) + π§ππ (π ) = π−1 π (ππ ) + π§ π(ππ ) which provide local coordinates in the dilated neighborhood {οΈ π©π := π₯ = ππ (π , π§) : |ππ§| ≤ πΏ0 , π ∈ π°¯π }οΈ We also readily check that βπ π = π 2 βπ so that, rescaling formula (2.5) we obtain (οΈ )οΈ βππ = ππ§π§ + βΣπ − ππ»Σ + π2 π§ |π΄Σ |2 ππ§ + + π π§πππ (ππ , ππ§)πππ + π2 ππ (ππ , ππ§)ππ + π3 π§ 2 ππ +1 (ππ , ππ§) ππ§ . (2.6) The previous computations are not enough for the proof of our results. We need to introduce a smooth bounded parameter function β defined in Σ. Abusing the notation we set in the coordinates π : π° → Σ β(π (π )) = β(π ), π ∈ π°¯ and we consider the translated coordinate system ππ,β (π , π‘) = ππ (π , π‘ + β(ππ )) and the translated and dilated neighborhood }οΈ {οΈ πΏ0 π©π,β := π₯ = ππ,β (π , π‘) : |π‘ + β(ππ )| < π 8 O. AGUDELO, M. DEL PINO, AND J. WEI Then, by setting π§ = π‘ + β(ππ ), we can compute the euclidean Laplacian in the translated Fermi coordinates as in [1, 13], i.e βππ,β = ππ‘π‘ + βΣπ − ππ»Σ ππ‘ − π2 |π΄Σ |2 π‘ ππ‘ − {οΈ }οΈ − π2 βΣ β + |π΄Σ |2 β ππ‘ − π ππ βππ‘π + π2 ππ β2 ππ‘π‘ + π·π,β (2.7) where π·π,β {οΈ }οΈ = π (π‘ + β)πππ (ππ , π(π‘ + β)) πππ − π ππ β ππ‘π − π2 πππ β ππ‘ + π2 ππ β2 ππ‘π‘ + π2 (π‘ + β) ππ (ππ , π(π‘ + β)) {ππ − π ππ β ππ‘ } + π3 (π‘ + β)2 ππ +1 ππ‘ (2.8) 2 and where the functions π»Σ , |π΄Σ | , β, ππ β, πππ β are evaluated at ππ . 3. Approximate nodal set In this section we describe the asymptotics of the nodal set for the family of solutions predicted in Theorem 1 and we compute some geometric quantities which are crucial for our developments. Let πΉ = πΉ (|π¦|) be the unique increasing axially symmetric solution to the minimal surface equation for graphs )οΈ (οΈ ∇πΉ = 0, |π¦| > 1, π¦ ∈ Rπ (3.1) ∇ · √οΈ 1 + |∇πΉ |2 with the initial conditions πΉ (1) = 0, ππ πΉ (1) = +∞. From the symmetry of πΉ , equation (3.1) can be written as the ODE 1 ππ −1 ππ πΉ − (1 + |ππ πΉ |2 ) 2 = 0, π>1 from where we directly obtain that πΉ (π) is strictly increasing and πΉ (π) > 0 for every π > 1. We also obtain the asymptotics β§ √οΈ )οΈ 2(π−1) (οΈ βͺ 1 + πͺπΏ∞ (Rπ ) (π − 1) , as π → 1 β¨ π −1 (3.2) πΉ (π) = βͺ (οΈ 4−3π )οΈ β© π 2−π , as π → ∞ π − π −2 + πͺπΏ∞ (Rπ ) π with ∫οΈ π := 1 ∞ √ 1 π 2(π −1) −1 ππ and relations in (3.2) can be differentiated for π > 1. Consider the smooth hypersurfaces π± , parameterized by π¦ ∈ π· β¦→ ( π¦, ±πΉ (π¦) ) ∈ Rπ × R respectively and where π· := Rπ − π΅1 . The hypersurface π = π+ ∪ π− is the π −dimensional catenoid and from (3.1) it is a minimal surface of revolution. An important consequence from (3.2) is that π has two almost flat parallel ends. As mentioned above and as pointed out in [13] and in section 7 of [20], a large dilated version of π , ππ = π−1 π , with π > 0 small must be perturbed in order to obtain the right profile for the nodal set that will lead to good sizes in the error. To do so, we consider π > 0 small and fixed and we also fix a large radius π π to be chosen appropriately. Next step consists in fixing a particular smooth radial solution πΉπ to the Liouville equation πβπΉπ − π0 π √ −2 2 πΉπ π = 0, for |π¦| > π π (3.3) HIGHER DIMENSIONAL CATENOID, LIOUVILLE EQUATION AND ALLEN-CAHN EQUATION where π0 := βπ€′ β−2 πΏ2 (R) ∫οΈ 6(1 − π€2 (π‘))π √ 2π‘ 9 π€′ (π‘) ππ‘ > 0. R 1 It is enough to match in a πΆ topology the catenoid π with the graphs of πΉπ and −πΉπ outside of a large compact subset of π , determined by the large radius π π . Taking into account the asymptotics in (3.2) for π , we consider (3.3) with initial conditions for πΉπ at π = π π , namely (οΈ )οΈ π 2−π πΉπ (π π ) = π − ππ−2 + πͺ π π4−3π ππ πΉπ (π π ) = (οΈ )οΈ 3(1−π ) π π1−π + πͺ π π . The size of the radius π π and the asymptotic behavior of the function πΉπ , both in terms of π, can be found by using the scaling [οΈ (οΈ √ )οΈ (οΈ )οΈ]οΈ |π¦| 2 2 π0 π π2 π +π πΉπ (π¦) = √ log π2 π π 2 2 so that βπ − π−π = 0, |π¦| > 1, π¦ ∈ Rπ . The initial conditions for πΉπ translate into the initial conditions for π (οΈ √ )οΈ √ √ (οΈ )οΈ 2 2π 2 2 π0 π π2 2 2 π0 π π2−π π (1) = − log − + πͺ π π4−3π π−1 2 π π π(π − 2) ππ π (1) = √ (οΈ (οΈ )οΈ)οΈ 2 2 π−1 π π2−π + πͺ π π4−3π . Using the dependence on π > 0 of the initial conditions, the Intermediate Value Theorem and the Implicit Function Theorem, for every π > 0 small there exists a radius π π with asymptotics described as √ √ (οΈ (οΈ )οΈ)οΈ 2(π −2)π 2π π π π = π ¯ π π π 1 + πͺ π1−π π− , as π → 0 (3.4) for some positive constant π ¯ > 0 and such that π (1) = 0. Consequently we find that (οΈ (οΈ )οΈ)οΈ ππ π (1) = π−1 π π2−π + πͺ π π4−3π and we directly check that (οΈ )οΈ π π 2−π + πͺ π π4−3π + √ π πΉπ (π¦) = π − π π −2 2 2 (οΈ |π¦| π π )οΈ . Thus, it remains to analyze the asymptotic behavior of solutions to the problem βπ − π−π = 0, for |π¦| > 1, π (1) = π¯, ππ π (1) = πΏ (3.5) in the class of radially symmetric functions and where πΏ > 0 is small. We pass to the Emden-Fowler variable s = log(π) and we set π (π) = π£(s) to find that π£ ′′ (s) + (π − 2)π£ ′ (s) − π2s−π£(s) = 0, s > 0, π£(0) = π¯, π£ ′ (0) = πΏ. (3.6) Classical ODE theory inmplies that the initial value problem has always a solution in a maximal interval (0, π* ). Let us now assume that )οΈ (οΈ 1 + π€(s), 0 < s < π* π£(s) = 2s + log 2(π − 2) so that [οΈ ]οΈ π€′′ (s) + (π − 2)π€′ (s) − 2(π − 2) π−π€(s) − 1 = 0, 0 < s < π* (3.7) 10 O. AGUDELO, M. DEL PINO, AND J. WEI π€(0) = π¯ − log (οΈ 1 2(π − 2) )οΈ , π€′ (0) = −(2 − πΏ). Considering the Lyapunov functional 1 πΏ(s) = |π€′ (s)|2 + 2(π − 2)π−π€(s) + 2(π − 2)π€(s), s ∈ (0, π* ) 2 we find that π πΏ(s) = −(π − 2)|π€′ (s)|2 ≤ 0 πs and since π ≥ 3, it follows that πΏ(s) ≤ πΏ(0) ≤ πΆ where πΆ > 0 does not depend on πΏ > 0 small. This implies that π€(s) and π€′ (s) remain uniformly bounded and so they are defined for every s > 0. About the asymptotics of π€(s), we proceed as in section 2 in [10]. Observe that we can write equation (3.7) as π€′′ + (π − 2)π€′ + 2(π − 2)π€ − π (π€) = 0, s > 0 (3.8) [οΈ ]οΈ π (π€) = 2(π − 2) π−π€ − 1 + π€ . The indicial roots associated to the linear part in (3.8) are the solutions to the algebraic equation π2 + (π − 2)π + 2(π − 2) = 0 from where π − 2 1 √οΈ ± (π − 2)(π − 10). 2 2 Hence, a fundamental setfor the linear part of equation (3.8) is given by (οΈ √οΈ )οΈ β§ 1 βͺ cos (π − 2)(10 − π ) s , 3≤π ≤9 βͺ 2 βͺ βͺ βͺ β¨ π −2 π€+ (s) := π− 2 s · 1, π = 10 βͺ βͺ βͺ βͺ √ βͺ β© 1 π ≥ 11 π+ 2 (π −2)(π −10) s , (οΈ √οΈ )οΈ β§ βͺ sin 21 (π − 2)(10 − π ) s , 3≤π ≤9 βͺ βͺ βͺ βͺ β¨ π −2 π€− (s) = π− 2 s · s, π = 10 βͺ βͺ βͺ βͺ √ βͺ β© 1 π ≥ 11 π− 2 (π −2)(π −10) s , with Wronski determinant β§ 1 √οΈ π −2 (π − 2)(10 − π ) π− 2 s , 3≤π ≤9 βͺ 2 βͺ βͺ βͺ β¨ π−8 s , π = 10 W(s) := βͺ βͺ βͺ βͺ β© 1 √οΈ π −2 (π − 2)(π − 10) π− 2 s , π ≥ 11. 2 π± = − Therefore, we can write π€(s) = π΄ π€+ (s) + π΅ π€− (s) + π€(s) ¯ where π€ ¯ is a particular solution to the equation π€ ¯ ′′ + (π − 2)π€ ¯ ′ + 2(π − 2)π€ ¯ = −π (π€), s > 0. (3.9) (3.10) (3.11) (3.12) HIGHER DIMENSIONAL CATENOID, LIOUVILLE EQUATION AND ALLEN-CAHN EQUATION 11 We only describe the resonant case π = 10, since the other cases can be described in a similar fashion. Using variations of parameters formula when π = 10, we choose π€ ¯ to be the function ∫οΈ ∞ ∫οΈ ∞ π4 π π (π€)ππ. π π4 π π (π€)ππ − π π−4 π π€(π ) ¯ = π−4 π π π Using a fixed point argument, the following Lemma readily follows. Lemma 3.1. The function π£ solving equation (3.6) has the following asymptotic behavior (οΈ )οΈ 1 π£(s) = 2s + log + π€(s), 0 < s < ∞ 2(π − 2) where the function π€(s) satisfies, as s → ∞ β§ π −2 β¨ πΆ π− 2 s , 3 ≤ π ≤ 9 |π€(s)| ≤ πΆ s π−4π , π = 10 β© πΆ π π+ s , π ≥ 11 (3.13) where 1 √οΈ π −2 + (π − 2)(π − 10) < 0. 2 2 and these relations can be differentiated in π > 0. π+ = − Lemma 3.1 can be restated for the function π (π) = π£(log(π)) as follows. Corollary 3.1. The function π solving problem (3.5) has the asymptotics as π → ∞ π (π) = 2 log(π) − log (2(π − 2)) + π ¯ (π) where π −2 β§ β¨ 3≤π ≤9 πΆ π− 2 , |π ππ π ¯ (π)| + |¯ π (π)| ≤ πΆ log(π) π−4 , π = 10 β© π ≥ 11 πΆ π π+ , (3.14) Summarizing, for every π > 0 small (οΈ )οΈ π 2−π π πΉπ (π) = π − π + πͺ π π4−3π + √ π π −2 2 2 and as π → ∞ π πΉπ (π) = √ 2 2 (οΈ (οΈ |π¦| π π )οΈ , π > π π )οΈ )οΈ (οΈ √ 2 2 π0 + 2 log(π) − log (2(π − 2)) + π ¯ π (π) . log π2 where the function π ¯ π (π) satisfies for π > π π that β§ (οΈ )οΈ− π2−2 βͺ π βͺ πΆ , 3≤π ≤9 βͺ π βͺ β¨ (οΈ π )οΈ (οΈ )οΈ−4 π |π ππ π ¯ π (π)| + |¯ ππ (π)| ≤ πΆ log π ππ , π = 10 π π βͺ βͺ (οΈ )οΈ βͺ π + βͺ β© πΆ π ππ , π ≥ 11 these relations can be differentiated in π > π π and where we recall from (3.4) that √ π π ≈ π ¯ π−1 π 2π π , as π → 0. Consider now a characteristic function π : R+ → [0, 1] such that {οΈ 0, π < 1 π(π ) = 1, π > 1 and denote ππ (π) = π( π ππ ). (3.15) (3.16) 12 O. AGUDELO, M. DEL PINO, AND J. WEI As predicted abov, we glue the catenoid π with the graphs of ±πΉπ by means of the axially symmetric function πΊ(π) described by πΊ(π) = (1 − ππ ) πΉ (π) + ππ πΉπ (π), π > 1. (3.17) Let Σ+ be the graph of the function +πΊ described by Σ+ = {(π₯′ , π₯π +1 ) : π₯π +1 = +πΊ(π₯′ ), |π₯′ | > 1} . Analogously we define Σ− as the graph of −πΊ. Define also Σ := Σ+ ∪ Σ− . For notational simplicity we have omitted the explicit dependence on π > 0 of πΊ and Σ. Notice also that ΣΜ is a πΆ 1 connected hypersurface of revolution having the π₯π +1 −axis as its axis of symmetry and dividing Rπ +1 into two connected components say π+ and π− , where we choose π+ to be the component containing the axis of symmetry. We consider the local parametrization for Σ± in polar coordinates π± (π, Θ) = ( πΘ , ±πΊ(π) ), π± : (1, +∞) × π π −1 → Rπ +1 . Abusing the notation, we know that the normal vector to Σ± , π± : Σ± → π π pointing towards the π₯π +1 −axis and in terms of the local coordinates ( π, Θ ) is given by π± (π, Θ) = √οΈ ±1 1 + |ππ πΊ(π)|2 (− ππ πΊ(π) Θ , 1), π>1 respectively in Σ± and we have associated Fermi coordinates π± (π, Θ, π§) = π± (π, Θ) + π§ π± (π, Θ) for π > 1 and Θ ∈ π π . It is not hard to check using (3.2) and (3.15) that π± provide local diffeomorphism in a neighborhood of the form {οΈ }οΈ π©± := π± (π, Θ, π§) : |π§| ≤ πΏ0 (1 − ππ ) + ππ πΉπ (π), π > 1, Θ ∈ π π −1 where the constant πΏ0 = πΏ0 (π ) > 0 depends only on the catenoid π . Also we remark that the function πΊ is not only πΆ 1 , but rather πΆ 2 except at the point π = π π . From this, it is not difficult to verify that formula (2.5) also holds almost everywhere in this neighborhood. Since, we are working in an axially symmetric setting we know that all the geometric quantities mentioned in section 2 share also this symmetry. In particular we know that (οΈ )οΈ 1 ππ −1 √οΈ βΣ± = ππ √οΈ ππ ππ −1 1 + |ππ πΊ(π)|2 1 + |ππ πΊ(π)|2 (οΈ )οΈ πππ π −1 ππ πΊ(π) = + − ππ . (3.18) 1 + |ππ πΊ(π)|2 π 1 + |ππ πΊ(π)|2 Also the principal curvatures of Σ are given by π 1 = · · · = π π −1 = π π πΊ(π) √οΈ π , 1 + |ππ πΊ(π)|2 π π = πππ πΊ(π) 3 (3.19) (1 + |ππ πΊ(π)|2 ) 2 and |π΄Σ |2 = π ∑οΈ π=1 π 2π = (π − 1) [ππ πΊ(π)]2 [πππ πΊ(π)]2 + 3. π2 (1 + |ππ πΊ(π)|2 ) (1 + |ππ πΊ(π)|2 ) (3.20) HIGHER DIMENSIONAL CATENOID, LIOUVILLE EQUATION AND ALLEN-CAHN EQUATION 13 Hence, in the coordinates π± (π, Θ) the Jacobi operator for the surface Σ takes the form π₯Σ = βΣ± + |π΄Σ± |2 = πππ + 1 + |ππ πΊ(π)|2 (οΈ π −1 ± ππ πΊ(π) − π 1 + |ππ πΊ(π)|2 )οΈ ππ + (π − 1)[ππ πΊ(π)]2 [πππ πΊ(π)]2 + π2 (1 + |ππ πΊ(π)|2 ) (1 + |ππ πΊ(π)|2 )3 and we recall that we are omitting the explicit dependence of all the quantities in π > 0. + (3.21) Next, we consider a dilated version of the geometric objects described above. For π > 0 small consider the hypersurfaces Σπ,± := π−1 Σ± which can be naturally parameterized by ππ,± (π, Θ, ) = ( π Θ , ± π−1 πΊ(ππ) ), π > π−1 , Θ ∈ π π −1 . from where we get the associated Fermi coordinates ππ,± (π, Θ) = ππ,± (π, Θ) + π§ ππ,± (π, Θ) 1 = π± (ππ, Θ) + π§ π± (ππ, Θ), π > π−1 , Θ ∈ π π −1 . π Observe that in this case the dilated Fermi coordinates ππ,± (π, Θ, π§), provide a local diffeomorphism in a region of the form {οΈ }οΈ πΏ0 −1 π©π,± = π₯ = ππ,± (π, Θ, π§) : |π§| < (1 − ππ (ππ)) + ππ (ππ)π πΉπ (ππ) . (3.22) π Next we consider a smooth bounded smooth axially symmetric function β : Σ → R satisfying the apriori estimate βββ* := βπ·2 ββπ,2+π½ + β(1 + π(π¦))1+π½ π·Σ ββπΏ∞ (Σ) + β(1 + π(π¦))π½ ββπΏ∞ (Σ) ≤ πΆππ (3.23) for some π > 1, π > 0 independent of π > 0 and where βπ·2 ββπ,2+π½ := sup(1 + π(π¦)2+π½ )βπ·2 ββπΏπ (πΣ (π¦;1)) π¦∈Σ where πΣ (π¦; 1) is the cylinder of width 2 and centered around the sphere passing through π¦ ∈ Σ. We also impose the assumption that β is even over Σ, which is equivalent to saying that, in the coordinates π± (π, Θ), β(π) := β(π+ (π, Θ)) = β(π− (π, Θ)), π > 1, π ∈ π π −1 . Using the translated Fermi coordinates ππ,β (π, Θ, π‘) := ππ (π, Θ, π‘ + β(ππ)) and carrying out computations similar to those in section 2 of [1], we find that the Euclidean Laplacian in formula (2.8), when applied to axially symmetric functions, takes the form βππ,β = ππ‘π‘ + βΣπ {οΈ }οΈ −ππ»Σ ππ‘ − π2 |π΄Σ |2 π‘ππ‘ − π2 βΣ β + |π΄Σ |2 β ππ‘ −2πππ β(ππ)ππ‘π − π2 [ππ β(ππ)]2 ππ‘π‘ + π·π,β (3.24) where π·π,β is given by π·π,β = π(π‘ + β)π1 (ππ, π(π‘ + β)) (πππ − 2πππ β(ππ)πππ‘ − π2 πππ β(ππ)ππ‘ + πΌ2 [ππ β(ππ)]2 ππ‘π‘ ) + π3 (π‘ + β)π2 (ππ, π(π‘ + β))πππ + π2 (π‘ + β)π1 (ππ, πΌ(π‘ + β)) (ππ − πππ β(ππ)ππ‘ ) + π3 (π‘ + β)2 π2 (ππ, π(π‘ + β)) ππ‘ (3.25) 14 O. AGUDELO, M. DEL PINO, AND J. WEI and from (2.3) (2.4) and (2.5), the smooth functions π1 ,πππ , ππ and have the asymptotics π1 (π, π§) = πͺ(π−2 ), πππ (π, π§) = πͺ(π−4 ), π1 (π, π§) = πͺ(π −3 π, π = π 1 , . . . , π π −1 π2 (π, π§) = πͺ(π−6 ) ), as π → ∞. We finish this section with the following remark. For π₯ = (π₯′ , π₯π +1 ) ∈ π©π,± we may write π₯π +1 = ππ,± (π, Θ, π§) · ππ +1 so that ±π§ , π₯π +1 = ± π−1 πΊ(ππ) + √οΈ 1 + |ππ πΊ(ππ)|2 π₯ ∈ π©π,± which can be rewritten as √οΈ (οΈ )οΈ π§ = ± 1 + |ππ πΊ(ππ)|2 π₯π +1 β π−1 πΊ(ππ) so that, from (3.15), as ππ → ∞ we have that (οΈ (οΈ √ )οΈ )οΈ 2 2 π0 π§ ≈ ± π₯π +1 β log β 2 log(ππ) ± log (2(π − 2)) . π2 (3.26) 4. Jacobi Operator An important part our developments is to solve the linear equation √ −1 √ (οΈ )οΈ βπ (β) := π2 βΣ β + |π΄Σ |2 β + 2 2π0 ππ π−2 2π πΉπ β = π2 π, in Σ (4.1) in the class of axially symmetric functions and where the function π satisfies that βπβπ,π½ := sup(1 + π(π¦))π½ βπβπΏπ (πΣ (π¦;1)) < ∞ π¦∈Σ for π½ > 0, π > 1 and where πΣ (π¦; 1) is the annulus in Σ centered at π¦ ∈ Σ and width two. Since πΉπ is asymptotically logarithmic in π > 0 and π > 1, and the π ≥ 3, Σ might be consider as a mild is expected to be uniformly bounded in perturbation of the π −catenoid π and therefore the size of β−1 π π > 0. This is precisely the content of the following Proposition. Proposition 4.1. For any π and π½ with π > 1 and 0 < π½ < π − 2 there exists a constant πΆ = πΆ(π, π½) > 0 such that for every π > 0 and for any axially symmetric function π defined in Σ, that is even respect to the π₯π +1 −axis and with βπβπ,2+π½ < ∞, equation (4.1) has a solution β satisfying the estimate 2 βββ2,π,2+π½ := βπ·Σ ββπ,2+π½ + β(1 + π)1+π½ ∇Σ ββπΏ∞ (Σ) + β(1 + π)π½ ββπΏ∞ (Σ) ≤ πΆ βπβπ,2+π½ . This solution is in addition axially symmetric and even respect to the π₯π +1 − axis. Proof. First recall that ππ : Rπ → π is given by {οΈ ππ (π) = 0, 1, π > π π π < π π Since Σ coincides with the catenoid π for 1 < π < π π and with the graphs of ±πΉπ for π > π π , it is natural to look for a solution β of the form β = (1 − ππ )β1 + ππ β2 under the constraints β1 (π π ) = β2 (π π ), so that β is πΆ 1 over Σ. ππ β1 (π π ) = ππ β2 (π π ) (4.2) HIGHER DIMENSIONAL CATENOID, LIOUVILLE EQUATION AND ALLEN-CAHN EQUATION 15 We decompose π as well as π = (1 − ππ )π + ππ π =: π1 + π2 and we find that it suffices for β1 and β2 to solve the equations βπ β1 + |π΄π |2 β1 = π1 , in π (4.3) √ −1 √ (οΈ )οΈ π2 βΣ β2 + |π΄Σ |2 β2 + 2 2π0 π−2 2π πΉπ β2 = π2 π2 , in Σ ∩ {π > π π } (4.4) with axially symmetric right hand sides ππ satisfying that βππ βπ,2+π½ < ∞, π = 1, 2 and under the constraints (4.2). We begin by studying equation (4.3). Let us remark that the catenoid π can also be parameterized using the local coordinate system (s, Θ) ∈ R × π π β¦→ (π(s)Θ, π(s)) ∈ π where the function π(s) satisfies the IVP πΛ 2 + π4−2π = π2 , s ∈ R, π(0) = 1, Λ π(0) =0 and π(π ) is given by the rule πΛ = π2−π , π(0) = 0. From this we find that π is even and positive and π is an odd smooth and increasing diffeomorphism from R to (−π, π ) where we recall that ∫οΈ ∞ 1 √ ππ . π = 2(π π −1) − 1 1 Furthermore, there exists a constant π > 0 such that π(s) = π π|s| (1 + πͺ(π−2(π −1)|s| )), as |s| → ∞. (4.5) Through the change of variables π = π(s) and setting β1 (π) = π 2−π 2 π£(s), π1 (π) = π− 2+π 2 πˆ(π ) we find the conjugate form of equation (4.3), namely [οΈ(οΈ ]οΈ )οΈ2 π −2 π (3π − 2) 2−2π πss π£(s) − − π π£(s) = πˆ(s), 2 4 (4.6) s ∈ R. (4.7) Since we are in the axially symmetric even setting, we consider equation (4.7) with the initial condition πs π£(0) = 0. We know that the kernel associated to (4.7) contains at least the jacobi fields coming from dilations and translations along the coordinate axis, i.e. when looked through local coordinates, the functions π¦ · π(π¦), π(π¦) · ππ , π = 1, . . . , π + 1, π¦∈π are elements of the kernel of equation (4.7). We remark also that jacobi field coming from rotations around the axis of symmetry is zero. We readily check that π§1 (π¦) = π(π¦) · ππ +1 , π§2 (π¦) = π¦ · π(π¦), π¦ ∈ π are the only axially symmetric ones and in terms of the functions π(s) and π(s) we have that π§1 (π ) = π π −4 2 πs π, π§2 (s) = π π −4 2 (πs ππ − π πs ππ) from where it directly follows that π§1 is odd and π§2 is even. Also from the asymptotics in (4.5) it follows that π −2 π −2 π§1 (s) ∼ π 2 s , π§2 (s) ∼ π− 2 s , s → ∞ 16 O. AGUDELO, M. DEL PINO, AND J. WEI with wronskian equals 1. Hence, using the variation of parameter formula we set ∫οΈ s ∫οΈ s π£(s) = −π§1 (s) π§2 (π)ˆ π (π)ππ + π§2 (s) π§1 (π)ˆ π (π)ππ. 0 (4.8) 0 Next, we estimate the size of π£. For any s0 > 0, π0 = π(s0 ) > 1, and for any π0 ∈ N such that π0 ≤ π0 ≤ π0 + 1, we estimate β β∫οΈ s0 ∫οΈ s0 β β π −2 π +2 β β π− 2 π π 2 π |π1 (π(π))|ππ π§2 (π)ˆ π (π)ππ β ≤ πΆ β 0 ∫οΈ0 π0 ≤ πΆ π π −1 π −(π −2) |π1 (π)|ππ 1 ≤ πΆ π0 ∫οΈ ∑οΈ ≤ πΆ π π −1 π −(π −2) |π1 (π)|ππ ≤ πΆ π π=1 π0 ∑οΈ π+1 π π0 ∑οΈ π −(π −2) π π+1 π π −1 |π1 (π)|ππ π π=1 −(π −2)−2−π½+(π −1) π1′ 2+π½ ∫οΈ βπ1 βπΏπ (πΣ (π (π,π);1)) π=1 ≤ πΆ βπ1 βπ,2+π½ π0 ∑οΈ 1 1 π −(π −1) π −1−π½ ≤ πΆβπ1 βπ,2+π½ (1 + π0 )−(π −1) π −π½ π=1 1 ≤ πΆ βπ1 βπ,2+π½ π[−(π −1) π −π½]s0 . Proceeding in the same fashion we estimate the second integral in (4.8) to obtain that β β∫οΈ s0 ∫οΈ s0 ∫οΈ s0 β β − π 2−2 π π2+2 π β β ≤ πΆ π π§ (π)ˆ π (π)ππ π |π (π(π))|ππ ≤ πΆ π(π −1)π |π1 (π(π))|ππ ππ 1 1 β β 0 0 0 ∫οΈ π0 π0 ∑οΈ (π −1) π1′ −2−π½ ≤ πΆ π π −1 |π1 (π)|ππ ≤ πΆ βπ1 βπ,2+π½ π 1 ≤ π=1 1 −π½+π −2 −(π −1) π πΆβπ1 βπ,2+π½ π0 1 ≈ πΆβπ1 βπ,2+π½ π[−(π −1) π −π½+π −2]s0 . From (4.6) and the previous estimates, it is direct to check that β(1 + π(π¦)1+π½ )π·π β1 βπΏ∞ (π ) + β(1 + π(π¦)π½ )β1 βπΏ∞ (π ) ≤ πΆβπ1 βπ,2+π½ Using elliptic estimates and directly from equation (4.3) we obtain for every π > 1 and π½ > 0 that ββ1 β2,π,2+π½ ≤ πΆβπ1 β2+π½ . Next, we study equation (4.4) √ −1 √ (οΈ )οΈ π2 βΣ β2 + |π΄Σ |2 β2 + 2 2π0 π−2 2π πΉπ β2 = π2 , with the initial conditions β2 (π π ) = β1 (π π ), ππ β2 (π π ) = ππ β1 (π π ) which can be estimated from (4.9) to obtain that |π π1+π½ ππ β1 (π π )| + |π ππ½ β1 (π π )| ≤ πΆβπ1 βπ,2+π½ . (4.9) π > π π HIGHER DIMENSIONAL CATENOID, LIOUVILLE EQUATION AND ALLEN-CAHN EQUATION Expression (3.15) implies that for π > π π √ −1 √ 2 2π0 π−2 2π πΉπ = = 17 2(π − 2) π2 π¯ π π π2 2 2(π − 2) π + π2 πͺ(π−2 π ¯ π ). π2 Observe also that (3.15) together with (3.20) and (3.21) imply that βΣ = βRπ + π2 πͺ(π−2 )πππ + ππͺ(π−1 )ππ and π π2 (1 + π)−4 ≤ |π΄Σ |2 ≤ πΆ π2 (1 + π)−4 , π > π π . Therefore, the model linear equation associated to (4.4) is βRπ βΜ + 2(π − 2) (1 + π(π)) βΜ = πˆ, π2 π > π π where )οΈ 2(π − 2) (οΈ −¯ππ π − 1 ≈ 2(π − 2)π−2 π ¯ π , as π → ∞ 2 π and whose linear differential operator resembles a Hardy operator at infinity. π(π) = Abusing the notation and making the scaling (οΈ βΜ(π) ∼ βΜ π π π )οΈ we find that it suffices to solve the problem 2(π − 2) (1 + π(π))βΜ = π π2 πˆ(π), βRπ βΜ + π2 βΜ(1) = β1 (π π ), π>1 ππ βΜ(1) = π π ππ β1 (π π ) (4.10) (4.11) where |ππ βΜ(1)| + |βΜ(1)| ≤ πΆ π π−π½ βπ1 βπ,2+π½ . From the classic theory in asymptotic integration of second order linear ODE, described for instance in chapter 11 in [22] or following the same lines of the proof of lemma 4.1 in [1], we find two smooth linearly independent elements of the kernel for (4.10) 𧱠(π), such that in the radial variable they have the asymptotics at infinity (οΈ√οΈ )οΈ β§ βͺ cos (π − 2)(10 − π ) log(π) , 3 ≤ π ≤ 9 β¨ π −2 π§+ (π) ≈ π− 2 √ 1, π = 10 βͺ β© + 21 (π −2)(π −10) π , π ≥ 11 (οΈ√οΈ )οΈ β§ βͺ sin (π − 2)(10 − π ) log(π) , 3≤π ≤9 β¨ − π 2−2 π§− (π) ≈ π √ log(π), π = 10 βͺ β© − 21 (π −2)(π −10) π , π ≥ 11 and these relations can be differentiated. Also we can compute the wronskian π (π) = π (π§+ , π§− ) to find the asymptotics β§ √οΈ 3≤π ≤9 − (π − 2)(10 − π ), βͺ βͺ βͺ βͺ β¨ −1, π = 10 ππ −1 W(π) = (4.12) βͺ βͺ βͺ βͺ β© √οΈ − (π − 2)(π − 10), π ≥ 11. 18 O. AGUDELO, M. DEL PINO, AND J. WEI Then we set as solution the function βΜ(π) = π΄ π§+ (π) + π΅π§− (π) + π§ˆ(π) where π§ˆ(π) is the particular solution ∫οΈ π§ˆ(π) = −π§+ (π) π π π −1 π§− (π)ˆ π (π)ππ + π§− (π) (4.13) π ∫οΈ π π −1 π§+ (π)ˆ π (π)ππ. 1 1 Since βΜ(1) = π΄π§+ (1) + π΅π§− (1) ππ βΜ(1) = π΄ ππ π§+ (1) + π΅ ππ π§− (1) we find that (οΈ π΄ π΅ )οΈ −1 (οΈ = π (1) π§+ (1) π§− (1) ππ π§+ (1) ππ π§− (1) )οΈ (οΈ βΜ(1) ππ βΜ(1) )οΈ and using (4.11) and (4.12) we find that |π΄| + |π΅| ≤ πΆ π π−π½ βπ1 βπ,2+π½ . In order to estimate the function π§ˆ(π) we proceed in the exact same fashion as above to find that βˆ π§ β2,π,2+π½ ≤ πΆ π π−π½ βπ2 βπ,2+π½ Rescaling back we obtain that (οΈ β2 (π) = π΄π§+ π π π )οΈ (οΈ + π΅π§− π π π )οΈ (οΈ π + π§ˆ π π )οΈ , π > π π from where we find that ββ2 β2,π,2+π½ ≤ πΆβπ2 βπ,2+π½ provided that 0 < π½ < π −2 2 which is a slower decay than the one of the functions 𧱠(π). To finish the proof, let us denote by β(π2 ) := β2 the resolvent operator for the model linear equation (4.10) . We apply a fixed point argument to the expression [οΈ ]οΈ β π2 − |π΄Σ |2 β2 + (βΣ − βRπ ) β2 = β2 in the topologies described above, so that for π > 0 small enough we find a unique solution to the equation satisfying the same estimate and this completes the proof of the Proposition. 5. Approximation and preliminary discussion Now we are in position to describe the approximation we want to consider. Denote by π€(π‘) the heteroclinic solution to the one dimensional Allen-Cahn equation π€′′ + π€(1 − π€2 ) = 0, in R, π€(±∞) = ±1, π€′ (π‘) > 0 (5.1) which is given explicitely by (οΈ π€(π‘) = tanh π‘ √ 2 )οΈ , π‘∈R and has the following asymptotic behavior √ √ β§ β¨ 1 − 2 π− 2 π‘ + πͺ(π−2 2 π‘ ), π‘ > 0 π€(π‘) = √ √ β© −1 + 2 π 2 π‘ + πͺ(π2 2 π‘ ), π‘ < 0 and relation (5.2) can be differentiated so that √ √ √ π€′ (π‘) = 2 2π− 2|π‘| + πͺ(π−2 2 |π‘| ), π‘ ∈ R. (5.2) HIGHER DIMENSIONAL CATENOID, LIOUVILLE EQUATION AND ALLEN-CAHN EQUATION π€′′ (π‘) = −4 π− √ 2|π‘| √ + πͺ(π−2 2 |π‘| ), 19 π‘ ∈ R. From (3.22) we consider the set π©π = π©π,+ ∪ π©π,− , the cylinder {οΈ }οΈ πΆπ π := π¦ ∈ π−1 Σ : π(ππ¦) < π π . and the cut-off function ππ (π) := π(ππ − π π ) with {οΈ 0, s < −1 π(s) = 1, s > 1. Recall also that in sections 2 and 3 we introduced a smooth bounded parameter function β satisfying the apriori estimate (3.23). We define our approximation to (1.1) in the region π©π as the function π’ ¯(π₯) = (1 − ππ )π’0 + ππ π’1 (5.3) where π’0 (π₯) = π€(π§ − β(ππ)), π₯ ∈ π©π ∩ πΆπ π (5.4) and taking into account (3.26) √οΈ (οΈ )οΈ π’1 (π₯) = π€( 1 + |ππ πΉπ (ππ)|2 π₯π +1 − π−1 πΉπ (ππ) − β(ππ)) √οΈ (οΈ )οΈ − π€( 1 + |ππ πΉπ (ππ)|2 π₯π +1 + π−1 πΉπ (ππ) + β(ππ)) − 1, π₯ ∈ π©π − πΆπ π . (5.5) Observe that in π©π ∩ πΆπ π the function π’0 coincides with the heteroclinic solution while, from (3.26) π’1 (π₯) ≈ π€(π₯π +1 − π−1 πΉπ (ππ) − β(ππ)) − π€(π§ + π−1 πΉπ (ππ) + β(ππ)) − 1 for π₯ = π¦ + π§ππ (π¦) ∈ π©π with π(ππ¦) > π π . Since Rπ +1 − Σ = π+ ∪ π− , we also have the associated dilated version Rπ +1 − Σπ = ππ,+ ∪ ππ,− where ππ,± := π−1 π± respectively. Consider the function H given by {οΈ 1, in ππ,+ H(π₯) = −1, in ππ,− . As global approximation we take the interpolation between the functions π’ ¯ and H. To be precise we use a cut-off function ππ described by )οΈ (οΈ πΏ0 −1 ππ (π₯) = π |π§| − (1 − ππ ) + ππ π πΉπ (ππ) + 1 , π₯ = ππ (π, Θ, π§) ∈ π©π π to write wπ (π₯) = ππ π’ ¯(π₯) + (1 − ππ )H(π₯), in Rπ +1 . (5.6) Our next and crucial step is to compute the error of this approximation. Let us write π(wπ ) := βwπ + πΉ (wπ ) where πΉ (wπ ) := wπ (1 − wπ2 ). Observe that π(wπ ) splits into π(wπ ) = ππ (π₯)π(¯ π’) + 2ππ · ∇(¯ π’ − H) + (¯ π’ − H)βππ + πΉ (wπ ) − ππ πΉ (¯ π’) β β β β β β πΌ πΌπΌ so that we compute the sizes of each of the terms involved in expression (5.7). πΌπΌπΌ (5.7) 20 O. AGUDELO, M. DEL PINO, AND J. WEI First we compute πΌ. Using the characteristic function ππ as in (3.17) π(¯ π’) = (1 − ππ (ππ))π(¯ π’) + ππ (ππ)π(¯ π’). (5.8) Setting π§ = π‘ + β(ππ), we find from expression (3.24) that in the region π©π,β ∩ πΆπ π , π’ ¯(π₯) = π€(π‘). So that π(¯ π’(π₯)) = −ππ»Σ (ππ)π€′ (π‘) − π2 |π΄Σ (ππ)|2 π‘ π€′ (π‘) {οΈ }οΈ 2 −π2 βΣ β + |π΄Σ |2 β π€′ (π‘) − π2 [ππ β(ππ)] π€′′ (π‘) −π3 (π‘ + β)π1 (ππ, π(π‘ + β)) (πππ β(ππ)π€′ (π‘) + [ππ β(ππ)]2 π€′′ (π‘)) − π3 (π‘ + β)π1 (ππ, π(π‘ + β)) ππ β(ππ)π€′ (π‘) + π3 (π‘ + β)2 ππ +1 (ππ, π(π‘ + β)) π€′ (π‘). (5.9) The minimality of π implies that π»Σ = π»π = 0 in the cylinder πΆπ π and we conclude that for any 0 < π < √ |π(¯ π’(π₯)) + π₯Σ (β)(ππ)π€′ (π‘)| ≤ πΆπ2 (1 + ππ)−2 π−π|π‘| 2. As for the second term in (5.8), setting √οΈ (οΈ )οΈ 1 + |ππ πΊ(ππ)|2 π₯π +1 − π−1 π−1 πΊπ (ππ) − β(ππ) π‘ = = π§ − β(ππ) in the set Σπ,+ for π > π π , we observe that π’ ¯(π₯) = π€(π‘) − π€(π‘ + 2π−1 πΉπ (ππ) + 2β(ππ)) − 1 and consequently (οΈ )οΈ (οΈ )οΈ πΉ (¯ π’) = πΉ π€(π‘) − πΉ π€(π‘ + 2π−1 πΉπ (ππ) + 2β(ππ)) − 1 + 1 − (πΉ ′ (π€(π‘)) − πΉ ′ (−1)) [π€(π‘ + 2π−1 πΉπ + 2β(ππ)) + 1] + (οΈ )οΈ 1 ′′ (πΉ (π€(π‘)) + πΉ ′ (−1)) [π€(π‘ + 2π−1 πΉπ + 2β(ππ)) + 1]2 + πͺ [π€(π‘ + 2πΉπ + 2β(ππ)) + 1]3 . 2 From the asymptotics in (5.2) and since β is even in Σ, we obtain that √ πΉ (¯ π’) = √ −1 2 2π‘ −2 2(π πΉπ +β) πΉ (π€(π‘)) − πΉ (π€(π‘ + 2π−1 π π + 2β)) − 6(1 − π€ (π‘))π (οΈ √ )οΈ √ √ [οΈ ]οΈ −1 −1 + 6 (1 − π€2 (π‘)) + 2(1 − π€(π‘)) π2 2π‘ π−2 2(π πΉπ +β) + πͺ π−3 2|π‘+2π πΉπ +2β| . (5.10) Let us now consider the decomposition 6(1 − π€2 (π‘))π− √ 2π‘ = π0 π€′ (π‘) + π0 (π‘), ∫οΈ π0 (π‘)π€′ (π‘)ππ‘ = 0. (5.11) R Using the function π0 and (5.10) we find that in Σπ,+ and for π > π π (οΈ √ −1 )οΈ √ −1 π(¯ π’) = − ππ»Σ (ππ) − π0 π−2 2 π πΉπ π€′ (π‘) − π2 |π΄Σ |2 π‘ π€′ (π‘) + π0 (π‘)π−2 2π πΉπ [οΈ ]οΈ √ −1 √ (οΈ )οΈ (οΈ )οΈ √ − π2 βΣ β + |π΄Σ |2 β π€′ (π‘) − 6 1 − π€2 (π‘) π 2π‘ π−2 2π πΉπ π−2 2β − 1 + π2 |∇Σ β|2 π€′′ (π‘) + π2 (βΣ β + |π΄Σ |2 β) π€′ (π‘ + 2π−1 πΉπ + 2β) + π2 |∇Σ β|2 π€′′ (π‘ − 2fπΌ ) √ [οΈ ]οΈ √ −1 ΜοΈ + 6(1 − π€2 (π‘)) + 12(1 − π€(π‘)) π2 2π‘ π−4 2(π πΉπ +β) + R (5.12) HIGHER DIMENSIONAL CATENOID, LIOUVILLE EQUATION AND ALLEN-CAHN EQUATION 21 and ΜοΈ ΜοΈ ΜοΈ ′ , π‘, π, π)| ≤ πΆπ2+π (1 + |ππ|)−4 π−π|π‘| |π·π R(ππ, π‘, π, π)| + |π·π R(ππ, π‘, π, π)| + |R(ππ (5.13) √ for any 0 < π < 2 and any 0 < π < 1. Similar computations are obtained in the set Σπ,− for π > π π . The asymptotics for πΉπ in (3.15) imply that for π > π π (οΈ )οΈ ∇πΉπ π»Σ = ∇ · √οΈ = βRπ πΉπ + π3 πͺ((1 + π)−4 ). 1 + |∇πΉπ |2 Using the fact that the function πΉπ is an exact solution of equation (3.3) we can write √ πΈ0 (ππ) := π π»Σ (ππ) − π0 π−2 2 π−1 πΉπ = π4 πͺ((1 + ππ)−4 ) (5.14) and from (5.14) we observe that for ππ > π π [οΈ ]οΈ √ −1 √ )οΈ (οΈ )οΈ √ (οΈ π(¯ π’) = − π2 βΣ β + |π΄Σ |2 β π€′ (π‘) − 6 1 − π€2 (π‘) π 2π‘ π−2 2π πΉπ π−2 2β − 1 −πΈ0 (ππ)π€′ (π‘) − π2 |π΄Σ |2 π‘ π€′ (π‘) + π0 (π‘)π−2 √ 2π−1 πΉπ + π2 |∇Σ β|2 π€′′ (π‘) ΜοΈ + π2 (βΣ β + |π΄Σ |2 β) π€′ (π‘ + 2π−1 πΉπ + 2β) + π2 |∇Σ β|2 π€′′ (π‘ − 2fπΌ ) + R (5.15) ΜοΈ is as described in (5.13). where R From this we find that for ππ > π π |π(¯ π’)ππ | ≤ πΆπ2−π (1 + ππ)−2+π π−π |π‘| . √ From (5.9) and (5.15) that for any 0 < π < 2 and any π = √π2 βπ(¯ π’)βπ,2−π,π ≤ πΆπ2−π . Since the cut-off function ππ is supported in a region of the form πΏ0 πΏ0 (1 − ππ ) + ππ π−1 πΉπ (ππ) − 1 ≤ |π§| ≤ (1 − ππ ) + ππ π−1 πΉπ (ππ) + 1 π π the contribution of the term πΌπΌ in (5.7) is √ |2∇ππ · ∇¯ π’(π₯) + (¯ π’(π₯) − H(π₯))βππ | ≤ πΆe 2|π‘+2ππ π−1 πΉπ +2β| . As for the term πΌπΌ in (5.7), we can easily check that πΌπΌπΌ = 3(¯ π’ − H)2 ππ (1 − ππ ) + 3(¯ π’ − H)3 ππ (1 − π3π ) so that |πΌπΌ| + |πΌπΌπΌ| ≤ πΆπ− √ 2|π‘| 2− √π2 ≤ πΆπ−π|π‘| ≤ πΆπ (1 + ππ) −2+ √π2 −π|π‘| π . Putting together the estimates for πΌ, πΌπΌ, πΌπΌπΌ, we find that √ βπ(wπ )βπ,2−π,π ≤ πΆπ2−π for any π ∈ (0, 2) and any π = π √ . 2 We remark also that in the upper part of the set π©π,β √ −1 √ {οΈ }οΈ (οΈ )οΈ √ π(¯ π’) = − π2 βΣ β + |π΄Σ |2 β π€′ (π‘) − 6 1 − π€2 (π‘) π 2π‘ ππ 2 2 π−2 2π πΉπ β √ −ππ πΈ0 (ππ)π€′ (π‘) + π0 (π‘)π−2 2π−1 πΉπ − π2 |π΄Σ |2 π‘ π€′ (π‘) + π2 |∇Σ β|2 π€′′ (π‘) (5.16) 22 O. AGUDELO, M. DEL PINO, AND J. WEI √ −6(1 − π€2 (π‘))π 2π‘ √ ππ (ππ) π−2 2π−1 πΉπ [οΈ √ π−2 2β √ ]οΈ − 1 + 2 2 β + π . and where |π·π π (ππ, π‘, π, π)| + |π·π π (ππ, π‘, π, π)| + |π (ππ′ , π‘, π, π)| ≤ πΆπ2−π (1 + |ππ|)−2+π π−π|π‘| √ for some 0 < π < 2 and some π = √π2 . (5.17) 6. Lyapunov reduction Scheme We begin this section by setting up the functional analytic spaces we need to carry out the proof of Theorem 1. Let us first consider the function π : π π +1 → [0, ∞) given by π(π₯′ , π₯π +1 ) := |π¦ ′ |, π₯ = (π₯′ , π₯π +1 ) ∈ Rπ +1 Let us define for π > 0, π > 0 and π (π₯), defined in Rπ +1 , the norm βπ βπ,π,∼ := sup (1 + π(ππ₯))π βπ βπΏπ (π΅1 (π₯)) , π > 1. (6.1) π₯∈Rπ +1 √ We also consider 0 < π < 2, π > 0, π > 0 and functions π = π(π¦, π‘) and π = π(π¦, π‘), defined for every (π¦, π‘) ∈ Σπ × R. Let us set the norms βπβπ,π,π := sup (π¦,π‘)∈Σπ ×R (1 + π(ππ¦))π π π |π‘| βπβπΏπ (π΅1 (π¦,π‘)) (6.2) βπβ∞,π,π := β(1 + π(ππ¦)π )π π |π‘| πβπΏ∞ (Σπ ×R) (6.3) βπβ2,π,π,π := βπ·2 πβπ,π,π + βπ·πβ∞,π,π + βπβ∞,π,π . (6.4) Finally, for functions β and πΜοΈ defined in Σ, we recall the norms βΜοΈ πβπ,π½ := sup(1 + π(π¦))π½ βΜοΈ πβπΏπ (πΣ (π¦;1)) (6.5) βββ2,π,π½ := βπ·2 ββπ,π½ + β(1 + π(π¦)) π· ββπΏ∞ (Σ) + βββπΏ∞ (Σ) . (6.6) π¦∈Σ Now, in order to prove Theorem 1, let us look for a solution to equation (1.1) of the form π’π (π₯) = wπ (π₯) + π(π₯) where wπ (π₯) is the global approximation defined in (5.6) and π is going to be chosen small in an appropriate topology. Denoting πΉ (π’) = π’(1 − π’2 ), we observe that for π’π (π₯) to be a solution to (1.1), the function π must solve the equation βπ + πΉ ′ (wπ )π + π(wπ ) + π (π) = 0, in Rπ +1 or equivalently βπ + πΉ ′ (wπ )π = −π(wπ ) − π (π) (6.7) where π (π) = πΉ (wπ + π) − πΉ (wπ ) − πΉ ′ (wπ ). 6.1 Gluing procedure: The strategy here consists in transforming (6.7) into a system of two PDEs. One of these equations will take account of the geometry of Σ and wπ near Σπ , while the other will handle the situation far away from Σπ , where wπ is almost constant. HIGHER DIMENSIONAL CATENOID, LIOUVILLE EQUATION AND ALLEN-CAHN EQUATION 23 In order to proceed, we consider again the non-negative cut-off function π ∈ πΆ ∞ (R) such that {οΈ 1, π < −1 π(π ) = 0, π > 1 and define for π ∈ N, the cut off function for π₯ = ππ,±,β (π¦, π‘) ∈ π©π,±,β (οΈ )οΈ πΏ0 −1 ππ (π₯) = π |π‘ + β| − (1 − ππ ) − ππ π πΉπ (ππ) + π π (6.8) for π₯ = ππ,±,β (π, Θ, π‘) ∈ π©π,±,β . Therefore, we look for a solution π(π₯) with the particular form π(π₯) = π 3 (π₯) π(π¦, π‘) + π(π₯) where the function π(π¦, π‘) is defined in Σπ × R and the function π(π₯) is defined in the whole Rπ +1 . From equation (6.7) and noticing that π2 · π3 = π3 , we find that [οΈ ]οΈ π3 βπ©π,β π + πΉ ′ (π2 wπ )π + π2 π(wπ ) + π2 π (π + π) + π2 (πΉ ′ (wπ ) + 2)π + βπ − [2 − (1 − π3 )(πΉ ′ (wπ ) + 2)]π + (1 − π3 ) π(wπ ) +∇π3 · ∇π©π,β π + πβπ3 + (1 − π3 )π [π + π2 π] = 0. Hence, to solve (6.7), it suffices to solve the system of PDEs βπ − [2 − (1 − π2 )(πΉ ′ (wπ ) + 2)] π = − (1 − π2 ) π(wπ ) − − 2 ∇π2 · ∇π©π,β π − πβπ2 − (1 − π3 ) π [π2 π + π] , in Rπ +1 (6.9) βπ©π,β π + πΉ ′ (π2 wπ )π = − π2 π(wπ ) − π2 π (π + π) − π2 (πΉ ′ (wπ ) + 2)π, where ππ (π¦) := πΏ0 (1 − ππ (ππ)) + ππ (ππ)π1 πΉπ (ππ) − 2, π for |π‘ + β| ≤ ππ (π) (6.10) π¦ = ππ (π, Θ) ∈ Σπ Now, we extend equation (6.10) to the whole Σπ × R. First, let us introduce the differential operator π΅ := π2 [βπ©π,β − ππ‘π‘ − βΣπ ]. Recall that βΣπ is nothing but the Laplace-Beltrami operator of Σπ and which in the local coordinates ππ,± (π, Θ), has the expression 1 π −1 ππ + 2 βπ π −1 + π2 πͺ(π−2 π−2 )ππ π + π3 πͺ(π−3 π−3 )ππ π π Clearly, π΅ vanishes in the domain πΏ0 |π‘ + β| ≥ (1 − ππ (ππ)) + ππ (ππ)π1 πΉπ (ππ) − 1, π¦ = ππ (π, Θ) ∈ Σπ π and so, instead of equation (6.10), we consider the equation βΣπ,± = πππ + ΜοΈ π ) − π΅(π) ππ‘π‘ π + βΣπ π + πΉ ′ (π€(π‘))π = − π(w − [πΉ ′ (π2 wπ ) − πΉ ′ (π€(π‘))]π − π2 (πΉ ′ (wπ ) + 2)π − π2 π (π + π), in ππΌ × R and where we have denoted √ √ (οΈ )οΈ (οΈ )οΈ √ ΜοΈ π ) = − π2 βΣ β + |π΄Σ |2 β π€′ (π‘) − 6 1 − π€2 (π‘) π 2π‘ ππ 2 2 π−2 2π−1 πΉπ β π(w √ −ππ πΈ0 (ππ)π€′ (π‘) − π2 |π΄Σ |2 π‘ π€′ (π‘) + π0 (π‘)π−2 2π−1 πΉπ + π2 |∇Σ β|2 π€′′ (π‘) (6.11) 24 O. AGUDELO, M. DEL PINO, AND J. WEI [οΈ √ −1 √ √ √ ]οΈ −2 2π0 π0 ππ (ππ) π−2 2π πΉπ π−2 2β − 1 + 2 2 β + π1 π . and where |π·π π (ππ, π‘, π, π)| + |π·π π (ππ, π‘, π, π)| + |π (ππ′ , π‘, π, π)| ≤ πΆπ2−π (1 + |ππ|)−2+π π−π|π‘| √ for any 0 < π < 2 and π = √π2 . (6.12) ΜοΈ π ) coincides with π(wπ ) where π1 = 1, but we have basically cut-off the parts in π(wπ ) Observe that π(w that, in the local coordinates ππ,±,β , are not defined for all π‘ ∈ R. Using (5.16) and since the support of π2 is contained in a region of the form )οΈ (οΈ √ πΆ 2 2 ππ 2 2 |π‘ + β| ≤ (1 − ππ ) + √ log( 2 ) + log(π π ) + log(2(π − 2)) π π 2 2 we compute directly the size of this error to obtain that 2− √π2 √ ΜοΈ π )βπ,2− √π ,π ≤ πΆπ βπ(w 2 (6.13) for any π ∈ (0, 2). To solve system (6.9)-(6.11), we first solve equation (6.9), using the fact that the potential 2 − (1 − π3 )(πΉ ′ (wπ ) + 2) is uniformly positive, so that the linear operator there behaves like βRπ +1 − 2. A solution π = Ψ(π) is then found using contraction mapping principle. We collect this discussion in the following proposition, that will be proven in detail in section 7. √ Proposition 6.1. Assume 0 < π < 2, π > 0, π > 2 and let the function β satisfy (3.23). Then, for every π > 0 sufficiently small and for a fixed function π, satisfying that βπβ2,π,π,π ≤ 1 equation (6.9) has a unique solution π = Ψ(π). Even more, the operator π = Ψ(π) turns out to be Lipschitz in π. More precisely, π = Ψ(π) satisfies that := βπ·2 πβπ,^π,∼ + β(1 + ππ^ (πΌπ₯)) π·πβπΏ∞ (Rπ +1 ) + β(1 + ππ^ (πΌπ₯)) πβπΏ∞ (Rπ +1 ) (οΈ )οΈ π √ 2+ √π2 −πΌ −πΌ ≤ πΆ πΌ + π 2 βπβ2,π,π,π √ √ where 0 < π ˆ < min(2π , π + π 2 , 2 + π 2) and βπβπ ˆ π ≤ πΆπ βΨ(π) − Ψ(π)β π √ −πΌ 2 ˆ 2,π,π,π . βπ − πβ (6.14) (6.15) Hence, using Proposition 6.1, we solve equation (6.11) with π = Ψ(π). Let us set N(π) := π΅(π) + [πΉ ′ (π2 wπ ) − πΉ ′ (π€(π‘))]π + π2 (πΉ ′ (wπ ) + 2)Ψ(π) + π2 π [π + Ψ(π)]. We need to solve ΜοΈ π ) − N(Φ), ππ‘π‘ π + βΣπ π + πΉ ′ (π€(π‘)) π = − π(w in Σπ × R. (6.16) To solve system (6.16), we solve a nonlinear and nonlocal problem for π, in such a way that we eliminate the parts of the error that do not contribute to the projections onto π€′ (π‘). This step can be though as an improvement of the approximation wπ . We use the fact that the error has the size ΜοΈ π )βπ,2− √π βπ(w 2 ,π ≤π 2− π √ 2 (6.17) HIGHER DIMENSIONAL CATENOID, LIOUVILLE EQUATION AND ALLEN-CAHN EQUATION and, as we will see in section 7, for π = π √ 2 25 > 0, N(π) satisfies that βN(π)βπ,4− √π2 ,π ≤ πΆπ3−π βN(π1 ) − N(π2 )βπ,4− √π2 ,π ≤ πΆ π βπ1 − π2 β2,π,2,π , (6.18) (6.19) 2− √π2 ) in the norm β · β2,π,2− √π2 ,π . A direct application of the contraction for π1 , π2 ∈ π΅π a ball of radius πͺ(π mapping principle allows us to solve the projected system ΜοΈ π ) − N(π) + π(π¦)π€′ (π‘), in Σπ × R. ππ‘π‘ π + βΣπ π + πΉ ′ (π€(π‘))π = − π(w (6.20) ∫οΈ π (π¦, π‘)π€′ (π‘)ππ‘ = 0, π¦ ∈ Σπ . (6.21) R where π(π¦) = ∫οΈ [οΈ ]οΈ ΜοΈ π ) + N(π) π€′ (π‘)ππ‘. π(w R This solution π, defines a Lipschitz operator π = Φ(β). This information is collected in the following proposition. √ Proposition 6.2. Assume 0 < π ≤ 2, 0 < π < 2 and π > 2. For every π > 0 small enough, there exists an universal constant πΆ > 0, such that system (6.20)-(6.21) has a unique solution π = Φ(β), satisfying 2− √π2 βΦβ2,π,2− √π2 ,π ≤ πΆπ and βΦ(β) − Φ(βΜ)β2,π,2− √π2 ,π ≤ πΆ π2−π ββ − βΜβ2,π,2+π½ for some fixed π½ > 0 small. At point we remark that to complete the proof of Theorem 1, it remains to adjust the nodal set, using the parameter function β, in such a way that the coefficient π(π¦) in the projected equation (6.20) becomes identically zero. This task is pursued in the next subsection. 6.2 Adjusting the nodal sets. First, we estimate the size of the error of the projected problem. For that we estate the following Lemma. Lemma 6.1. Assume Ψ(π¦, π‘) is a function defined in Σπ × R and for which sup (1 + π(ππ¦)π )ππ|π‘| βΨβπΏπ (π΅1 (π¦,π‘)) < ∞ (π¦,π‘)∈Σπ ×R for some π, π > 0 and π > 2. The function defined in Σ as ∫οΈ (οΈ π¦ )οΈ π(π¦) := Ψ , π‘ π€′ (π‘)ππ‘ π R satisfies the estimate π βπβπ,π ≤ πΆπ− π sup (1 + π(y)π )ππ|π‘| βΨβπΏπ (π΅1 (y,π‘)) . (π¦,π‘)∈Σπ ×R Proof. It is enough to notice that ∫οΈ ∫οΈ π |π(π¦)| ππΣ = π −1<|π¦|<π +1 )οΈπ (οΈ π¦ )οΈ ′ |Ψ , π‘ π€ (π‘)ππ‘ ππΣ π R (οΈ∫οΈ π −1<|π¦|<π +1 ∫οΈ ∫οΈ β (οΈ π¦ )οΈββπ ′ π β , π‘ β |π€ (π‘)| ππ‘ππΣ βΨ π π −1<|π¦|<π +1 R ∫οΈ ∫οΈ π π ≤πΆπ |Ψ (ˆ π¦ , π‘)| |π€′ (π‘)|π ππ‘ ππΣπ ≤πΆ π −1 π¦ |< π +1 π <|^ π R 26 O. AGUDELO, M. DEL PINO, AND J. WEI π1,π ∑οΈ ∑οΈ ∫οΈ ≤ πΆππ π≥π0,π |π|≥0 ∫οΈ π−1<|^ π¦ |<π+1 |Ψ(ˆ π¦ , π‘)|π |π€′ (π‘)|π ππ‘ ππΣπ |π‘−π|<1 and π1,π := ⌈ π +1 π¦ : π − 1 < |ˆ π¦ | < π + 1} can be cover with πͺ(π −π ) where π0,π := π ⌉. Since the set {ˆ balls of radius 1, we conclude that ∫οΈ π1,π ∑οΈ ∑οΈ π π −ππ π |π(π¦)| ππΣ ≤ πΆπ βΨβπ,π,π π−π π |π| |π|−ππ+π ⌊ π −1 π ⌋ π −1<|π¦|<π +1 π≥π0,π |π|≥0 π1,π ≤ πΆππ −ππ βΨβππ,π,π ∑οΈ ∫οΈ π<|^ π¦ |<π+1 π=π0,π ≤ πΆππ −ππ βΨβππ,π,π |ˆ π¦ |−ππ+1 ππΣπ ∫οΈ π −1 π¦ |< π +1 π <|^ π so that |ˆ π¦ |1−ππ ππΣπ 1 βπβπ,π½ ≤ πΆπ− π βΨβπ,π,π for π½ ≤ π − π π. To conclude the proof of Theorem 1, we choose the function β in such a way that ∫οΈ [οΈ ]οΈ ΜοΈ π ) + N(Φ) π€′ (π‘)ππ‘ = 0, π¦ ∈ Σπ . π(π¦) = π(w R Let us write Q1 (β) := π−2 ∫οΈ ΜοΈ π )π€′ (π‘)ππ‘, π(w R From (6.18), (6.19) and lemma 6.1 we find for π = Q2 (β) := π−2 ∫οΈ N(Φ)π€′ (π‘)ππ‘. R π √ 2 that 1 βQ2 (β)βπ,4−π − π ≤ πΆπ1+π − π π and 1 βQ2 (β) − Q2 (βΜ)βπ,4− π ≤ πΆπ1+π − π ββ − βΜβ2,π,2+π½ . π Next, we analyze the term Q1 (β). Using the decomposition in (5.7) we set ∫οΈ √ π0 = βπ€′ β2πΏ2 (R) , π0 = βπ€′ β−2 6(1 − π€2 (π‘))π 2π‘ π€′ (π‘)ππ‘ πΏ2 R and evaluating at π−1 π¦ we find that ∫οΈ ΜοΈ π )π€′ (π‘)ππ‘ = π2 Q1 (β) = π(w R √ √ −1 √ (οΈ )οΈ − π0 π2 βΣ β + |π΄Σ |2 β + 2 2 π0 π 2π‘ ππ π−2 2π πΉπ β − π0 ππ πΈ0 (π)π€′ (π‘) [οΈ √ √ √ √ ]οΈ ∫οΈ −2 2π−1 πΉπ −2 2β −2 2π0 π0 ππ (ππ) π π − 1 + 2 2β + π1 π π€′ (π‘)ππ‘. R We know from (5.14) that βπΈ0 βπ,4 ≤ πΆ π4 . On the other hand, if β is such that βββ2,π,2+π½ ≤ πΆππ , then β √ [οΈ √ −1 √ √ ]οΈββ β β2 2π0 π0 ππ (ππ) π−2 2π πΉπ π−2 2β − 1 + 2 2 β β ≤ πΆπ2 (1 + π)−2 β2 so that [οΈ √ −1 √ √ ]οΈ √ β − 2 2π0 π0 ππ π−2 2π πΉπ π−2 2β − 1 + 2 2 β βπ,2+π½ ≤ πΆπ2π , π > 0. HIGHER DIMENSIONAL CATENOID, LIOUVILLE EQUATION AND ALLEN-CAHN EQUATION 27 and the Lipschitz dependence of this term respect to β and in the topology described above, holds true with Lipschitz constant πͺ(π2+π ). Finally, from (6.12) it is straight forward to check that β¦ β¦∫οΈ β¦ β¦ β¦ π1 π π€′ (π‘)ππ‘β¦ ≤ πΆπ2+π1 , β¦ β¦ π1 > π π,2+π½ R being as well a contraction, with Lipschitz constant πͺ(π2+π1 ). Hence applying Proposition (4.1) and a fixed point argument for β in the ball 2,π π΅ := {β ∈ ππππ (Σ) : βββ2,π,2+π½ ≤ πΆππ }, π>π we find β in such a way that π(π¦) = 0, and this finishes the proof of Theorem 1. The next section is devoted to provide the proofs of the propositions and lemmas mentioned here. 7. Gluing reduction and solution to the projected problem. In this section, we prove propositions 6.1 and 6.2. The notations we use in this section have been set up in sections 4 and 5. 7.1 Solving the Gluing System. Given a fixed function π such that βπβ2,π,π,π ≤ 1, we solve problem (6.9). To begin with, we observe that setting ππ (π₯) = 2 − (1 − π2 ) [πΉ ′ (wπ ) + 2] . there exist constants π < π, independent of π, such that 0 < π ≤ ππ (π₯) ≤ π, for every π₯ ∈ Rπ +1 . Using this remark, we study the problem βπ − ππ (π₯)π = π(π₯), π₯ ∈ Rπ +1 (7.1) for a given π = π(π₯) such that βπβπ,^π,∼ := sup (1 + π π^ (ππ₯))βπβπΏπ (π΅1 (π₯)) . π₯∈Rπ +1 Solvability theory for equation (7.1) is collected in the following lemma whose proof follows the same lines as in lemma 7.1 in [13] and [16]. Lemma 7.1. Assume π > 2 and π ˆ ≥ 0. There exists a constant πΆ > 0 and π0 > 0 small enough such that for 0 < π < π0 and any given π = π(π₯) with βπβπ,^π,∼ < ∞, equation (7.1) has a unique solution π = π(π), satisfying the a-priori estimate βπβπ ≤ πΆβπβπ,^π,∼ where βπβπ := βπ·2 πβπ,^π,∼ + β(1 + π(πΌπ₯)π^ (π₯)) π·πβπΏ∞ (Rπ +1 ) + β(1 + ππ^ (πΌπ₯)) πβπΏ∞ (Rπ +1 ) . 2,π Now we prove Proposition 6.1. Denote by π, the space of functions π ∈ ππππ (Rπ +1 ) such that βπβπ < ∞ and let us denote by Γ(π) = π the solution to the equation (7.1) from the previous lemma. We see that the linear map Γ is continuous i.e βΓ(π)βπ ≤ πΆβπβπ,^π,∼ √ √ with 0 < π ˆ < min(2π , π + π 2 , 2 + π 2). Using this we can recast (6.9) as a fixed point problem, in the following manner π = −Γ ((1 − π2 ) π(wπ ) + ∇π2 · ∇π + πβπ2 + (1 − π2 ) π [π3 π + π]) (7.2) 28 O. AGUDELO, M. DEL PINO, AND J. WEI Under conditions (3.23) and βπβ2,π,π,π ≤ 1, we estimate the size of the right-hand side in (7.2). Also recall from (6.13) π ΜοΈ π )βπ,2− √π ,π ≤ πΆπ2− √2 βπ(w 2 √ for any π ∈ (0, 2). Since the support of π2 is contained in a region of the form ππ − 1 ≤ |π‘ + β| ≤ ππ + 1 where πΏ0 (1 − ππ (ππ)) + ππ (ππ)π1 πΉπ (ππ) − 1, π we estimate directly for 0 < π ˆ ≤ 2, to get that π¦ = ππ (π, Θ) ∈ Σπ ππ (π₯) = β(1 − π2 ) π(wπ )βπ,^π,∼ ≤ πΆπ2 for some π > 0 sufficiently small. As for the second term in the right-hand side of (7.2), the following holds true |2∇π2 · ∇π + πβπ2 | ≤ πΆ(1 − π2 )(1 + ππ (ππ¦))−1 π−π|π‘| βπβ2,π,π,π ≤ πΆπ π √ 2 (1 + π π+ √π2 (ππ))−1 βπβ2,π,π,π . This implies that β2∇π2 · ∇π + πβπ2 βπ,π+ √π2 ,∼ ≤ πΆπ π √ 2 βπβ2,π,π,π . Finally we must check the lipschitz character of (1 − π2 )π [π2 π + π]. Take π1 , π2 ∈ π. Then (1 − π2 ) |π [π2 π + π1 ] − π [π2 π + π2 ]| ≤ ≤ (1 − π2 ) |πΉ (w + π1 π + π1 ) − πΉ (w + π1 π + π2 ) − πΉ ′ (w)(π1 − π2 )| ≤ πΆ (1 − π2 ) sup |π1 π + π π1 + (1 − π )π2 | |π1 − π2 |. π ∈[0,1] So, we see that β(1 − π2 ) π [π2 π + π1 ] − (1 − π2 ) π [π2 π + π2 ]βπ,2^π,∼ ≤ πΆπ π √ 2 (βπβ∞,π,π + βπ1 βπ + βπ2 βπ ) βπ1 − π2 β∞,^π,∼ ≤ πΆπ π √ 2 βπ1 − π2 β∞,^π,∼ . In particular, we take advantage of the fact that π (π) ∼ π2 , to find that there exists πΌ > 0 small such that π √ −πΌ β(1 − π2 ) π (π2 π)βπ,2π,∼ ≤ πΆπ 2 βπβ22,π,π,π . ΜοΈ : π → π, Γ ΜοΈ = Γ(π) ΜοΈ Consider Γ the operator given by the right-hand side of (7.2). From the previous ΜοΈ ΜοΈ remarks we have that Γ is a contraction provided π > 0 is small enough and so we have found π = Γ(π) the solution to (6.9) with )οΈ (οΈ π √ βπβπ ≤ πΆ π2 + π 2 βπβ2,π,π,π . We can check directly that Ψ(π) = π is Lipschitz in π, i.e βΨ(π1 ) − Ψ(π2 )βπ ≤ πΆ β(1 − π2 ) [π (π2 π1 + Ψ(Φ1 )) − π (π2 π2 + Ψ(π2 ))]βπ,2π,∼ ≤ πΆπ π √ 2 (βΨ(π1 ) − Ψ(π2 )βπ + βπ1 − π2 β2,π,π,π ) HIGHER DIMENSIONAL CATENOID, LIOUVILLE EQUATION AND ALLEN-CAHN EQUATION 29 so that for π small, we conclude βΨ(π1 ) − Ψ(π2 )βπ ≤ πΆππ βπ1 − π2 β2,π,π,π . 7.2 Solving the Projected equation (6.20)-(6.21). Now we solve the the projected problem ΜοΈ ππ‘π‘ π + βΣπ π + πΉ ′ (π€(π‘))π = − π(w) − N(π) + π(π¦)π€′ (π‘), ∫οΈ π(π¦, π‘)π€′ (π‘)ππ‘ = 0. in Σπ × R. R To do so, we need to study solvability for the linear equation ππ‘π‘ π + βΣπ π + πΉ ′ (π€(π‘))π = π(π¦, π‘) + π(π¦) π€′ (π‘), ∫οΈ π(π¦, π‘)π€′ (π‘)ππ‘ = 0. in Σπ × R (7.3) (7.4) R Solvability of (7.3)-(7.4) is based upon the fact that the heteroclinic solution π€(π‘) is nondegenerate in the sense, that the following property holds true. Lemma 7.2. Assume that π ∈ πΏ∞ (Rπ +1 ) and assume π = π(π₯′ , π‘) satisfies πΏ(π) := ππ‘π‘ π + βRπ π + πΉ ′ (π€(π‘))π = 0, ′ in Rπ × R. (7.5) ′ Then π(π₯ , π‘) = πΆ π€ (π‘), for some constant πΆ ∈ R. For the detailed proof of this lemma we refer the reader to [13], [16] and references therein. The linear theory we need to solve system (6.21), is collected in the following proposition, whose proof is again contained in essence in proposition 4.1 in [13] and [16]. √ Proposition 7.1. Assume π > 2, 0 < π < 2 and π ≥ 0. There exist πΆ > 0, an universal constant, and π0 > 0 small such that, for every π ∈ (0, π0 ) and any given π with βπβπ,π,π < ∞, problem (7.3)-(7.4) has a unique solution (π, π) with βπβπ,π,π < ∞, satisfying the apriori estimate βπ·2 πβπ,π,π + βπ·πβ∞,π,π + βπβ∞,π,π ≤ πΆβπβπ,π,π . Using Proposition 7.1, we are ready to solve system (6.20)-(6.21). First, recall that as stated in (6.13) 2− √π2 ΜοΈ π )βπ,2− √π ,π ≤ πΆπ βπ(w 2 . (7.6) From proposition 6.1 we have a nonlocal operator π = Ψ(π). We want to solve the following problem Recall that N(π) := π΅(π) + [πΉ ′ (π2 wπ ) − πΉ ′ (π€(π‘))] π + + π2 [πΉ ′ (wπ ) + 2]Ψ(π) + π2 π (π + Ψ(π)). Let us denote π1 (π) := π΅(π) + [πΉ ′ (π2 wπ ) − πΉ ′ (π€(π‘))] π π2 (π) := π2 [πΉ ′ (wπ ) + 2] Ψ(π) π3 (π) := π2 π (π + Ψ(π)). We need to investigate the Lipschitz character of ππ , π = 1, 2, 3. We begin with π3 . Observe that |π3 (π1 ) − π3 (π2 )| = π2 |π (π1 + Ψ(π1 )) − π (π2 + Ψ(π2 ))| 30 O. AGUDELO, M. DEL PINO, AND J. WEI ≤ πΆπ2 sup |π (π1 + Ψ(Φ1 )) + (1 − π )(π2 + Ψ(π2 ))| · |π1 − π2 + Ψ(π1 ) − Ψ(π2 )| π ∈[0,1] ≤ πΆ [|Ψ(Φ2 )| + |π1 − π2 | + |Ψ(π1 ) − Ψ(π2 )| + |π2 |] · [|π1 − π2 | + |Ψ(π1 ) − Ψ(π2 )|] . This implies that βπ3 (π1 ) − π3 (π2 )βπ,2π,π ≤ [οΈ 2 ]οΈ ≤ πΆ π + βπ1 β∞,π,π + βπ2 β∞,π,π · βπ1 − π2 β∞,π,π . Now we check on π1 (π). Clearly, we just have to pay attention to π΅(π). But notice that π΅(π) is linear on π and {οΈ }οΈ π΅(π) = −π2 βΣ β + |π΄Σ |2 (π‘ + β) ππ‘ π −2π∇Σ β(ππ¦)ππ‘ ∇Σπ π + π2 [∇β(ππ¦)]2 ππ‘π‘ π + π·π,β (π), where the differential operator π·π,β is given in (3.25). From assumptions (3.23) made on the function β, we have that βπ1 (π1 ) − π1 (π2 )βπ,1+π,π ≤ πΆπβπ1 − π2 β2,π,π,π . 2− √π2 Then, assuming that βπβ2,π,π,π ≤ π΄π , we have that 3− √π2 βN(π)βπ,1+π,π ≤ πΆπ Setting π (π) = π the linear operator given by the Lemma 7.1, we recast problem (6.20) as the fixed point problem ΜοΈ π ) − N(π)) =: π― (π) π = π (−π(w in the ball {οΈ }οΈ 2− √π2 2,π π΅π := π ∈ ππππ (Σπ × R) : βπβ2,π,π,π ≤ π΄ π where 0 < π ≤ 2 − π √ . 2 Observe that βπ― (π1 ) − π― (π2 )β2,π,π+1,π ≤ πΆ βN(π1 ) − N(π2 )βπ,π+1,π ≤ πΆ πβπ1 − π2 β2,π,π,π , Φ1 , π2 ∈ π΅π . On the other hand, because πΆ and πΎ1 are universal constants and taking π΄ large enough independent of π > 0, we have that )οΈ (οΈ π ΜοΈ π )βπ,2− √π ,π + βN(π)βπ,4,π ≤ π΄ π2− √2 , π ∈ π΅π . βπ― (π)β2,π,π,π ≤ πΆ βπ(w 2 Hence, the mapping π― is a contraction from the ball π΅π onto itself. From the contraction mapping principle we get a unique solution π = Φ(β) as required. As for the Lipschitz character of Φ(β) it comes from a lengthy by direct computation from the fact that βΦ(β) − Φ(ΜοΈ β)β2,π,2− √π2 ,π ΜοΈ π , β) − π(w ΜοΈ π , ΜοΈ ≤ πΆβπ(w β)βπ,2− √π2 ,π + + βπ ( Φ(β) ) − π ( Φ(ΜοΈ β )βπ,3− √π2 ,π . We left to the reader to check on the details of the proof of the following estimate √ 2− √π2 βΦ(β) − Φ(ΜοΈ β)β2,π,2− √π π 2 ≤ πΆπ ββ − ΜοΈ ββπ,π½ 2 for β and ΜοΈ β satisfying (3.23). This completes the proof of proposition 6.2 and consequently the proof of Theorem 1. HIGHER DIMENSIONAL CATENOID, LIOUVILLE EQUATION AND ALLEN-CAHN EQUATION 31 8. The proof of Theorem 2 8.1. Remarks on the profile of the solutions found in Theorem 1: In order to proof our second result, we need further information about the asymptotic profile of the solutions predicted in Theorem 1, as the parameter π > 0 approaches zero. Let us focus for the moment in the set Σπ,+ . Taking a closer look to the error (6.12) of the initial approximation π’ ¯, described in section 5, we observe that the √ −1 √ {οΈ }οΈ (οΈ )οΈ √ π(¯ π’) = − π2 βΣ β + |π΄Σ |2 β π€′ (π‘) − 6 1 − π€2 (π‘) π 2π‘ ππ 2 2 π−2 2π πΉπ β √ −ππ πΈ0 (ππ)π€′ (π‘) + π0 (π‘)π−2 −6(1 − π€2 (π‘))π √ 2π‘ 2π−1 πΉπ ππ (ππ) π − π2 |π΄Σ |2 π‘ π€′ (π‘) + π2 |∇Σ β|2 π€′′ (π‘) [οΈ √ √ ]οΈ π−2 2β − 1 + 2 2 β + π . √ −2 2π−1 πΉπ and where |π·π π (ππ, π‘, π, π)| + |π·π π (ππ, π‘, π, π)| + |π (ππ′ , π‘, π, π)| ≤ πΆπ2−π (1 + |ππ|)−2+π π−π|π‘| √ for some 0 < π < 2 and some π = √π2 . Let us consider π0 (π‘) to be the bounded solution to the equation ππ‘π‘ π0 (π‘) + πΉ ′ (π€(π‘))π0 (π‘) = π0 (π‘), given explicitly by the variations of parameters formula ∫οΈ π‘ ∫οΈ ′ ′ −2 π0 (π‘) = π€ (π‘) π€ (π ) 0 π‘∈R (8.1) ∞ π€′ (π)π0 (π) ππ ππ . (8.2) π From (8.2), we obtain the estimate β¦ β¦(οΈ )οΈ √ β¦ β¦ (π) β¦ 1 + π2 2 π‘ π{π‘>0} ππ‘ π0 β¦ πΏ∞ (R) ≤ πΆπ , π ∈ N. Let us also consider the function π1 (π‘) solving ππ‘π‘ π1 (π‘) + πΉ ′ (π€(π‘))π1 (π‘) = π‘π€′ (π‘), π‘ ∈ R. (8.3) Proceeding as before, we see that ∫οΈ π1 (π‘) = −π€(π‘) π‘ π€′ (π )−2 0 ∫οΈ ∞ ππ€′ (π)2 ππππ π and π1 (π‘) = − 21 π‘π€′ (π‘), from where the following estimate follows at once (π) βππ|π‘| ππ‘ π1 βπΏ∞ (R) ≤ πΆπ , π ∈ N, 0<π< √ 2. So, we take the function wΜπ (π₯) = wπ + π0 as a second approximation, in a way that in the region π©π,β and in the coordinates ππ,β √ π0 (π¦, π‘) = −π−2 2π−1 πΉπ (8.4) π0 (π‘) + π2 |π΄Σ (ππ¦)|2 π1 (π‘) for the upper hemisphere, while in the lower part, the function π0 is described as √ π0 (π¦, π‘) = −π−2 2π−1 πΉπ π0 (−π‘) + π2 |π΄Σ (ππ¦)|2 π1 (π‘). Proceeding as we did to verify (5.16) we verify that the error created by wΜπ has the size βπ(wΜπ )βπ,2,π ≤ πΆπ2+π and we can run the reduction procedure in the exact fashion as we did in section 6 to find that our solutions π’π having in the region π©π,β the asymptotic profile π’π = π’ ¯ + π 0 + ππ 32 O. AGUDELO, M. DEL PINO, AND J. WEI for a function ππ such that βππ β2,π,2,π ≤ πΆπ2+π , for 0 < π < √ 2. 8.2. Energy and Morse Index estimates: Estimate the Morse Index of the solutions described in 1 are deeply connected with the number of negative eigenvalues for the linear Hardy equation βRπ k + (2(π − 2) + π )π−2 k = 0, in {π π < π < ∞}, k ∈ πΏ∞ ({π > π π }). (8.5) Our analysis is based upon the fact that test functions of the form [οΈ ]οΈ π£(π₯′ , π₯π +1 ) ≈ π(π¦) π€′ (π‘) − π€(π‘ − 2π−1 πΉπ − 2β) , for π(ππ¦) > π π . with π(π¦) = k(ππ¦), for π¦ ∈ Σπ and k as in (8.5), are negative direction for the quadratic form ∫οΈ ∫οΈ π(π£, π£) := |∇π£|2 − πΉ ′ (π’π )π£ 2 ππ₯ ππ π Due to the symmetries considered in our discussion, we focus our analysis in the upper part of the surface Σπ . The exact same analysis and computations hold true in the lower part of the dilated surface. Let π be a smooth, axially symmetric and compactly supported function defined in Σπ whose support is contained in the set {π(ππ¦) > π π }. In the set Σπ,β,+ where π§ = π‘ + β(ππ¦), we consider a test function of the form [οΈ ]οΈ π£(π₯′ , π₯π +1 ) = π(π¦) π€′ (π‘) − π€(π‘ − 2π−1 πΉπ − 2β) , for π(ππ¦) > π π . (8.6) To compute the euclidean Laplacian for π£ in π©π,β we notice first from (8.4) that in the upper part of the dilated surface Σπ and in the coordinates ππ,β πΉ ′ (π’π )π€′ (π‘) = πΉ ′ (π€)π€′ + ]οΈ [οΈ √ √ −1 πΉ ′′ (π€)π€′ (−2 π 2π‘ + π0 (π‘)) π−2 2(π πΉπ +β) + π2 |π΄Σ |2 π1 (π‘) (οΈ )οΈ + πͺ π2+π (1 + π(ππ¦)2 )−1 π−π|π‘| . As for the interaction term we compute πΉ ′ (π’π )π€′ (π‘ − 2π−1 πΉπ − 2β) = πΉ ′ (π€(π‘ − 2π−1 πΉπ − 2β))π€′ (π‘ − 2π−1 πΉπ − 2β) √ √ √ (οΈ )οΈ −1 + 2(πΉ ′ (π€) − πΉ ′ (1))π 2π‘ π−2 2(π πΉπ +β) + πͺ π2+π1 π−π |π‘|(1 + π(ππ¦))−2+π½ for some π½ > 0. Hence, from expression (3.24) and the above comments βππ,β π£ + πΉ ′ (π’π )π£ = βΣ π π€′ − π2 |π΄Σ |2 π π‘π€′′ + π2 |∇β|2 π π€′′′ + ππ1 β ∇Σπ π π€′ β β π [οΈ + πΉ ′′ (π€(π‘)) (−2π β √ β √ 2π‘ − π0 (π‘))π π1 √ −2 2(π−1 πΉπ +β) ]οΈ + π2 |π΄Σ |2 π1 (π‘) π π€′ β π2 √ √ 2π‘ −2 2(π−1 πΉπ +β) 2(πΉ ′ (π€) − πΉ ′ (1))π β π3 π π (8.7) HIGHER DIMENSIONAL CATENOID, LIOUVILLE EQUATION AND ALLEN-CAHN EQUATION 33 [οΈ ]οΈ −π€′′ π2 π₯Σ (β)π + 2π ∇Σ β ∇Σπ π + π2 π1 β(∇Σ β∇π π + βΣ β π ) β β π4 )οΈ (οΈ π π‘π€′ [π1 βΣπ π + ππ1 ∇Σπ π] + πͺ π2+π1 (1 + π(ππ¦)2+π1 )−1 π−π|π‘| β β β β π5 (8.8) π6 for any π1 < π . Since πΉ ′′ (π€) = −6π€, taking derivatives in equations (8.1) and (8.3) and integrating against π€′ (π‘), we easily check that ∫οΈ ∫οΈ πΉ ′′ (π€)(π€′ )2 π2 (π‘)ππ‘ = − (π€′′ )2 ππ‘ R R ∫οΈ 1 (π€′ )2 ππ‘ πΉ (π€)(π€ ) π1 (π‘)ππ‘ = − π‘π€ π€ ππ‘ = 2 R R R ∫οΈ ∫οΈ (οΈ )οΈ √ √ √ ∫οΈ √ ′′ ′ 2 2π‘ 2 2π‘ ′ πΉ (π€)(π€ ) −2π + π0 (π‘) ππ‘ = 2 6(1 − π€ )π π€ ππ‘ = 2 π0 (π€′ (π‘))2 ππ‘. ∫οΈ ′′ ∫οΈ ′ 2 R ′ ′ ′′ R ′ R 2 Also, πΉ (π€) − πΉ (1) = 6(1 − π€ ),and we find that ∫οΈ √ √ ∫οΈ √ 2 6(1 − π€2 (π‘))π 2π‘ π€′ (π‘)ππ‘ = 2π0 (π€′ (π‘))2 ππ‘. R R Observe also that ∫οΈ ∫οΈ ′ ππ π€ (π‘)ππ‘ = |π‘|<ππ (οΈ )οΈ ππ π€′ (π‘)ππ‘ + πͺ π2+π1 (1 + π(ππ¦)2+π1 )−1 R where πΏ0 ππ ππ (π¦) := (1 − ππ ) − √ π 2 2 (οΈ √ )οΈ )οΈ 2 2 π0 log + 2 log(ππ) . π2 (οΈ We observe also that ∫οΈ ∑οΈ 5 )οΈ ∫οΈ (οΈ √ √ −1 π€′ (π‘)2 ππ‘ ππ π€′ (π‘)ππ‘ = βΣπ π + π2 |π΄Σ |2 π + 2 2π0 π−2 2(π πΉπ +β) π + ππ1 βπππ π R R π=1 and ∫οΈ (οΈ )οΈ π6 π€′ (π‘)ππ‘ = πͺ(π2 π(ππ¦)−2 )πππ π + πͺ π3 π(ππ¦)−3 ∇π π R Combining these computations , we have that ∫οΈ ∫οΈ (οΈ )οΈ ′ ′ 2 2 (βπ£ + πΉ (π’π )π£) π€ (π‘)ππ‘ = βΣπ π + π |π΄Σ | π + ππ1 βπππ π π€′ (π‘)2 ππ‘ |π‘|≤ππ R √ +2 2π0 π √ −2 2(π−1 πΉπ +β) ∫οΈ π π€′ (π‘)2 ππ‘ R 2 −2 + πͺ(π π(ππ¦) 2 )π·Σ π π (οΈ 3 −3 + πͺ π π(ππ¦) )οΈ ∇Σπ π + πͺ(π2+π1 π(πΌπ¦)−2−π½ )π. Regarding computations in the lower part of Σπ we find that πΉ ′ (π’π )π€′ = πΉ ′ (π€)π€′ + [οΈ ]οΈ √ √ −1 + πΉ ′′ (π€)π€′ (2 π− 2π‘ − π0 (−π‘)) π−2 2(π πΉπ +β) + π2 |π΄Σ |2 π2 (π‘) (οΈ )οΈ + πͺ π2+π1 (1 + π(ππ¦)2 )−1 π−π|π‘| (8.9) 34 O. AGUDELO, M. DEL PINO, AND J. WEI and the interaction term this time takes the form πΉ ′ (π’π )π€′ (π‘ − 2π−1 πΉπ − 2β) = πΉ ′ (π€(π‘ − 2π−1 πΉπ − 2β))π€′ (π‘ − 2π−1 πΉπ − 2β) √ √ √ )οΈ (οΈ −1 − 2(πΉ ′ (π€) − πΉ ′ (1))π− 2π‘ π−2 2(π πΉπ +β) + πͺ π2+π1 π−π |π‘|(1 + |ππ¦|)−2−π½ . Similar computations as the ones above, in the region ππ π = {π₯ ∈ π©π : π(ππ₯) > π π } lead to the expression ∫οΈ ∫οΈ π(π£, π£) |∇π£|2 − πΉ ′ (π’π )π£ 2 ππ₯ = ππ π √ √ −1 π€ (π‘) ππ‘ |∇Σπ π|2 − π2 |π΄Σ |2 π 2 + 2 2π0 π−2 2(π πΉπ +β) π 2 ππΣπ R Σπ (οΈ ∫οΈ )οΈ 2 2 −2−π½ 2 +πͺ π |∇Σ π| + π (1 + π(ππ¦)) π ππΣπ . ∫οΈ = 2 ′ ∫οΈ 2 Σπ Finally, since √ √ −1 2 2π0 π−2 2(π πΉπ +β) we find that = √ √ −1 2 2π0 π− 2(π πΉπ +β) 2(π − 2) π2 + π2 πͺ(π−2 (π€π + β)) π2 )οΈ (οΈ 2(π − 2) 2 (1 + π(π)) =π π2 where π(π) = πͺ(π−π½ ) is smooth and ∇Σ = ∇Rπ + +ππͺ(π−1 )ππ . π π2 (1 + π)−4 ≤ |π΄Σ |2 ≤ πΆ π2 (1 + π)−4 , π > π π . Consequently, we obtain )οΈ (οΈ∫οΈ ∫οΈ 2 2 2(π − 2) 2 2 2 −2−π½ 2 π1 π(π£, π£) = πΎ0 |∇Rπ π| − π )π . π ππ + π πͺ |∇Rπ π| + π (1 + ππ) π2 π(ππ¦)>π π π(ππ¦)>π π (8.10) Let k(π¦) be an axially symmetric solution of the equation βRπ k + (2(π − 2) + π )π−2 k = 0, with π = ππ = in {π π < π < ∞} 1 √οΈ 2 4π − (π − 10)(π − 2) 2 so that we may write explicitely π −2 2 k(π) = cos(ππ log(π))π− . Letting π(π¦) be axially symmetric and defined in Σπ in a way that in coordinates ππ,β (π, π, π‘) it coincides with k(ππ), but cut off at infinity. With π£(π₯′ , π₯π +1 ) as in (8.6) and from (8.10), it follows that ∫οΈ ∫οΈ π(π£, π£) = |∇π£|2 − πΉ ′ (π’π )π£ 2 ππ₯ ππ [οΈ (οΈ ∫οΈ = −2πΎ0 π −π +2 2 π π π(π¦)>π π −2 2 π1 ∫οΈ k ππ + πͺ π π(π¦)>π π )οΈ]οΈ 2 −2 2 |∇Rπ k| + (1 + π) k HIGHER DIMENSIONAL CATENOID, LIOUVILLE EQUATION AND ALLEN-CAHN EQUATION 35 and we conclude that π(π£, π£) < 0 for every π > 0 small. 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Agudelo - NTIS, Department of Mathematics, Zapadoceska Univerzita v Plzni, Plzen, Czech Republic. E-mail address: oiagudel@ntis.zcu.cz M. Del Pino - Departamento de IngenierΔ±Μa MatemaΜtica and CMM, Universidad de Chile, Casilla 170 Correo 3, Santiago, Chile. E-mail address: delpino@dim.uchile.cl J. Wei - Department of Mathematics, University of British Columbia, Vancouver BC V6T 1Z2, Canada and Department of Mathematics, Chinese University of Hong Kong, Shatin, NT, Hong Kong E-mail address: wei@math.cuhk.hk