\( \newcommand{\re}{\mathop{\rm Re}\nolimits} \newcommand{\im}{\mathop{\rm Im}\nolimits} \newcommand{\coker}{\mathop{\rm coker}\nolimits} \newcommand{\supp}{\mathop{\rm supp}\nolimits} \newcommand{\ord}{\mathop{\rm ord}\nolimits} \newcommand{\Spec}{\mathop{\rm Spec}\nolimits} \newcommand{\vol}{\mathop{\rm vol}\nolimits} \newcommand\restr[2]{{\left.#1\right|_{#2}}} \newcommand{\transp}{\mathop{\rm \,^t}\nolimits} \newcommand{\sff}{\mathop{\rm I\!I}\nolimits} \newcommand{\tr}{\mathop{\rm Tr}\nolimits} \newcommand{\const}{\mathop{\rm const }\nolimits} \newcommand{\lcm}{\mathop{\rm lcm}\nolimits} \newcommand{\gcd}{\mathop{\rm gcd}\nolimits} \newcommand{\Ric}{\mathop{\rm Ric}\nolimits} \newcommand{\Riem}{\mathop{\rm Riem}\nolimits} \newcommand{\Enorm}{\mathop{\mathcal{E}_{\rm norm}}\nolimits} \newcommand{\Anorm}{\mathop{\mathcal{A}_{\rm norm}}\nolimits} \newcommand{\Cl}{\mathop{\rm Cl}\nolimits} \newcommand{\Spin}{\mathop{\rm Spin}\nolimits} \newcommand{\Pin}{\mathop{\rm Pin}\nolimits} \newcommand{\Hom}{\mathop{\rm Hom}\nolimits} \newcommand{\End}{\mathop{\rm End}\nolimits} \)

Harmonic maps of Riemannian manifolds

Table of Contents

The PDF version of this page can be downloaded by replacing html in the its address by pdf. For example /html/sheaf-cohomology.html should become /pdf/sheaf-cohomology.pdf.

This is my reading note for eells_harmonic_1964.

1 Harmonic maps

1.1 Variational approach: energy integral and tension field

1.1.0.1 Notation.

Let \( M, M', M''\) be Riemannian manifolds of dimension \( n, n' \) and \( n''\) respectively. We will use indices \( i,j,k,\dots, \alpha,\beta,\gamma,\dots, a,b,c \) to denote local coordinates of \( M, M', M'' \). Let \( f: M \longrightarrow M', f': M' \longrightarrow M''\) be a smooth maps, one denotes \[ f^\alpha_i = \frac{\partial f^\alpha}{\partial x^i},\quad f^\alpha_{ij} = \frac{\partial^2 f^\alpha}{\partial x^i \partial x^j} - \Gamma_{ij}^k f^{\alpha}_k \] so that \( \nabla h = h_i dx^i \) and \( \nabla (\nabla h) = h_{ij}dx^i\otimes dx^j \) and \( -\Delta h = \tr \nabla (\nabla h) = g^{ij}h_{ij} \) for any smooth function \( h \).

The energy desity of \( f \) at \( p\in m \) is defined by \[ e(f)(p) = \frac{1}{2}\langle g, f^*g \rangle_p = \frac{1}{2}g^{ij}f^\alpha_i f^\beta_j g'_{\alpha\beta} \] and the energy functional of \( f \) is \[ E(f) = \int_M e(f) dV = \frac{1}{2}\int_M g^{ij}f^\alpha_i f^\beta_j g'_{\alpha\beta} |\det (g_{ij})|^\frac{1}{2} dx^1\wedge \dots\wedge dx^n \]

We recall that the inner product between 2 tensors of type \( (p,q) \) \( S = S^{i_1\dots i_p}_{j_1\dots j_q}, T = T^{k_1\dots k_p}_{l_1\dots l_q} \) is \( \prod_{m,n} g_{i_m k_m} g^{j_n l_m}S^{i_1\dots i_p}_{j_1\dots j_q} T^{k_1\dots k_p}_{l_1\dots l_q} \)

The energy density is non-negative at every point. And \( E(f) = 0 \) if and only if \( e(f)=0 \) at all points if and only if \( f \) is constant.

Let \( \sigma \) be a symmetric function of \( n \) variables and \( \alpha \) be a symmetric (0,2) tensor field, one can define the \( \sigma\)-energy desity of \( \alpha \) at \( P\in M \) to be \( \sigma (\beta_1,\dots,\beta_n)(P) \) where \( \beta_i \) are eigenvalues of the linear operator \( (g^{ik}\alpha_{ij})_{k,j} \). The \( \sigma \)-energy of \( \alpha \) is \( I_\sigma(\alpha) := \int_M \sigma(\alpha) dV\)

Take \( \alpha = f^*g' \), one calls \( \sigma(\alpha) \) the \( \sigma \)-energy density of \( f \) and \( I_\sigma(\alpha) \) the \( \sigma \)-energy of \( f \).

The energy functional \( E(f) \) is \( I_\frac{\sigma_1}{2}(f) \). \( V(f):=I_{\sigma^{1/2}_n}(f) \) is called the volume of \( f \).

Let \( f_t: M \longrightarrow M' \) be a smooth family of smooth maps between Riemannian manifolds for \( t\in (t_0,t_1) \). Then \[ \frac{d}{dt}E(f_t) = -\int_M \left(-\Delta f_t^\gamma +g^{ij}\Gamma'^{\gamma}_{\alpha\beta} f^{\alpha}_{t,i}f^{\beta}_{t,j}\right) g'_{\gamma\nu} \frac{\partial f_t^\nu}{\partial t}dV,\qquad \forall t\in (t_0,t_1) \]

One has

\begin{align*} \frac{dE}{dt}(f_t) &= \frac{1}{2}\int \left[ 2g^{ij} f^\alpha_i \frac{\partial^2 f_t^\beta}{\partial x^j \partial t} g'_{\alpha\beta} + g^{ij}f^\alpha_i f^\beta_j \frac{\partial g'_{\alpha\beta}}{\partial y^\nu} \frac{d f^\nu_t}{d t} \right] dV(g) \\ &=\frac{1}{2}\int \left[ -\left(2g^{ij} f^\alpha_i g'_{\alpha\beta}\right)_j \frac{d f_t^\beta}{ d t} + g^{ij}f^\alpha_i f^\beta_j \frac{\partial g'_{\alpha\beta}}{\partial y^\nu} \frac{d f^\nu_t}{d t} \right] dV(g) \end{align*}

The first term is

\begin{align*} -\left(2g^{ij} f^\alpha_i g'_{\alpha\beta}\right)_j \frac{d f^\beta_t}{dt} &= -2 g^{ij}f^\alpha_{ij} \frac{d f^\beta}{d t}g'_{\alpha\beta} - 2 g^{ij}f^\alpha_i \frac{d f^\beta}{d t}\frac{\partial g'_{\alpha\beta}}{\partial y^\nu} f^\nu_j\\ &= 2\Delta f^\alpha g'_{\alpha\beta} \frac{d f_t^\beta}{d t} - 2 g^{ij}f^\alpha_i f^\beta_j \frac{\partial g'_{\alpha\nu}}{\partial y^\beta} \frac{d f_t^\nu}{dt} \end{align*}

It remains to check that \[ -2\frac{\partial g'_{\alpha\nu}}{\partial y^\beta} + \frac{\partial g'_{\alpha\beta}}{\partial y^\nu} = -2 \Gamma'^\gamma_{\alpha\beta}g'_{\gamma\nu} \] when we are allowed to permute \( \alpha,\beta \), which is routine.

  1. A vector field along \( f: M \longrightarrow M' \) is a smooth application \(v: M\longrightarrow TM'\) such that \( \pi\circ v = f \) where \( \pi: TM' \longrightarrow M'\) is the canonical projection. In other words, it is the association of each point \(P\in M \) a tangent vector at \( f(P) \)
  2. The tension field of \( f \) is the vector field along \( f \) defined by \[ \tau(f)^\gamma:= -\Delta f^\gamma +g^{ij}\Gamma'^{\gamma}_{\alpha\beta} f^{\alpha}_{i}f^{\beta}_{j} \] By the Lemma lem:var-energy, \( \tau(f) \) is the unique vector field along \( f \) such that \( \frac{d }{dt}E(f_t) = -\int_M \langle \tau(f), \frac{df_t}{dt}\rangle \). In particular, if \( f_t \) is the variation of \( f \) along a vector field \( v \) along \( f \), i.e. \(f_t(P) = \exp_{f(P)}(tv(P))\) then \(\frac{d}{dt} E(f_t) = - \langle \tau(f), v \rangle\).
  3. \( f: M \longrightarrow M' \) is called harmonic if \( \tau(f)=0 \), or equivalently if \( f \) is a critical point of \( E \).

In normal coordinates of \( M \) at \( P \) and \( M' \) at \( f(P) \), the tension field of \( f \) is given by \[ \tau^\gamma(f)(P) = \sum_i \frac{\partial^2 f^\gamma}{\partial (x^i)^2}(P) \]

  1. If \( M' \) is flat, i.e. \( R'_{\alpha\beta\gamma\delta} = 0 \) then \( \tau(f)^\gamma = -\Delta f^\gamma\) is linear in \( f \). We refind the definition of harmonic function.
  2. Since \( \tau(f) \) depends locally on \( f \), isometries and covering maps are harmonic.

Holomorphic maps between Kahler manifolds are harmonic.

We recall that exponential function \( \exp_P: T_PM \longrightarrow M' \) on a Kahler manifold \( M \) is holomorphic for any \( P\in M \). In fact, let \( v\in T_PM \) and \( \delta v \in T_v(T_P M) \) be a tangent vector at \( v \) and denote abusively by \( J \) the complex structure of the complex vector space \( T_P M \) and that of \( M \), one needs to see that

\begin{equation} \label{eq:tangent-exp} D\exp_P(v).J\delta v = J(\exp_P(v)) D \exp_P(v).\delta v \end{equation}

In fact, let \( Y_1, Y_2 \) be Jacobi fields along \( U(t) = \exp_P(tv) \) the geodesics of \( M \) starting at \( P \) in direction \( v \) with \( Y_1(0)=Y_2(0) = 0, \dot Y_1(0) = \delta v, \dot Y_2(0) = J\delta v \) then the LHS of \eqref{eq:tangent-exp} is \( Y_2(1) \), and the RHS is \( J(U(1)) Y_1(1) \). Then one can see that \( Y_2(t) - J(U(t)) Y_1(t) = 0\) for every \( t\in [0,1] \) since it is true at \( t=0 \) and the derivative with respect to \( t \) vanishes as \( \nabla_{\dot U}J = 0 \).

Therefore, at a point \( P \) of a Kahler manifold \( M \), there exist holomorphic coordinates \( z^j = x^j + i y^j \) of \( M \) in a neighborhood of \( P \) such that \( \{ x_j,y_j: j=\overline{1,n/2} \} \) are normal coordinates centered in \( P \). Using such coordinates for \( P\in M \) and \( f(P)\in M' \), one has \(\Delta f^\gamma=0 \) since \( f^\gamma \) is holomorphic and \( \Gamma'^\gamma_{\alpha\beta}(P)=0 \) by normality, it follows that \( \tau(f)=0 \) at every point \( P\in M \).

1.2 Formulation using connection on vector bundle

1.2.0.1 Setup and notation.

Let \( E \) be a metric vector bundle over a Riemannian manifold \( M \), i.e. each fiber of \( E \) is equiped with an inner product that we denote by \( (g'_{\alpha\beta}) \). The metric of \( M \) is denoted by \( (g_{ij}) \). Let \( n \) and \( m \) be the dimension of \( M \) of the fiber.

1.2.0.2 Covariant derivatives and exterior derivatives.

We recall that a covariant derivative or a connection \( \tilde\nabla \) of \( E \) is uniquely determined in local coordinates by an \( m\times m \) matrix \( A \) of 1-forms, in other words, it is an 1-form on \( M \) with value in \( Hom_M(E,E) \) which depends on the local frame of \( E \) (i.e. \( A \) is not a tensor with value in \( E \)). \( A \) is called the connection form of \( \tilde \nabla \). Locally \[ \tilde\nabla_X (s^\alpha \tilde e_\alpha) = (\nabla_X s^\alpha) \tilde e_\alpha + A^\alpha_\beta(X)s^\beta\tilde e_\alpha. \]

When one prefers to work with forms rather than tensors with value in \( E \), one uses an exterior derivative, a map \( D: A^p(M,E) \longrightarrow A^{p+1}(M,E) \) which turns an \( p \)-form with value in \( E \) to an \( p+1 \)-form with value in \( E \). Locally \[ D (s^\alpha \tilde e_\alpha) = (d s^\alpha) \tilde e_\alpha + A^\alpha_\beta\wedge s^\beta\tilde e_\alpha. \] and \[ D^2(s^\alpha \tilde e_\alpha) = (dA + A\wedge A)\wedge s. \] One notes \( \Theta := dA + A\wedge A \), which is an \( m\times m \) matrix of 2-forms of \( M \). Unlike \( A \), \( \Theta \), seen as an 2-form with value in \( Hom_M(E,E) \) does not depend on the local frame of \( E \), i.e. \( \Theta \) transforms as a (0,2) tensor with value in \( E \), called the curvature form.

The fibrewise metric structure of \( E \) and the metric tensor of \( M \) give rise to a pointwise inner product of \((p,q) \) tensors of \( M \) with value in \( E \), in particular a pointwise inner product \( (s, s')\mapsto s\cdot s' \) from \( A^p(M,E)\times A^p(M,E) \) to \( C^\infty(M) \). Integrated over \( M \), the pointwise inner product gives rise to a global inner product \(\int_M \langle \cdot,\cdot \rangle \) of \( A^p(M,E) \). One denotes by \( \delta: A^{p+1}(M,E)\longrightarrow A^p(M,E) \) the adjoint operator of \( D: A^p(M,E) \longrightarrow A^{p+1}(M,E) \) with respect to this inner product, i.e. \( \int_M\langle Ds, s' \rangle_{A^{p+1}(M,E)} = \int_M\langle s, \delta s' \rangle_{A^{p}(M,E)}\) for all \( s\in A^{p}(M,E), s'\in A^{p+1}(M,E) \).

1.2.0.3 Laplacian operator and harmonic forms.

The Hodge Laplacian is defined as a endomorphism of \( A^p(M,E) \) given by \[ \tilde \Delta = D\delta +\delta D \] and a form \( s\in A^p(M,E) \) is called harmonic if \( \tilde\Delta s=0 \). Since the Laplacian operator represents the Dirichlet integral, i.e. \[ \int_M\langle Ds, Ds' \rangle + \int_M\langle \delta s, \delta s' \rangle = \int_M\langle \tilde\Delta s, s' \rangle, \] one has \( \tilde\Delta s = 0 \) if and only if \( Ds = \delta s = 0 \).

1.2.0.4 Riemannian connected bundle.

The metric vector bundle \( E \) over \( M \) is called a Riemannian-connected bundle if it is equipped with a connection \( \tilde \nabla \) under which the metric \( g' \) of \( E \) is parallel, i.e. \( \tilde\nabla g' = 0 \), in other words, the matrix \( A \) in an orthonormal frame is anti-symmetric: \( A + \transp{A} = 0 \). Unless explicitly indicated, we always suppose that our metric vector bundle \( E \) is Riemannian-connected and the metric \( g' \) is parallel to the connection being used.

The case of our interest is when we have a smooth map \( f: M \longrightarrow M' \) and \(E = f^*TM' \) is a metric vector bundle over \( M \) under the metric \( g' \) induced from \( M' \). Taking the connection \( \tilde\nabla \) to be the Levi-Civita connection \( \nabla' \) on \( M' \), meaning \[ \tilde\nabla_X s = \nabla'_{f_*X}s, \] for any vector field \( s \) along \( f \), one can see that \( E \) is a Riemannian-connected bundle over \( M \).

Let \( E \) be a Riemannian-connected bundle and \( s = s^\alpha_i dx^i \tilde e_\alpha\in A^1(M,E) \), one has

  1. \( \delta s = (\delta s)^\alpha \tilde e_\alpha \in A^0(M,E) \) where \[ (\delta s)^\alpha = -g^{ij}\left(\nabla_i s^\alpha_j + A^\alpha_{\beta i} s^\beta_j \right), \]
  2. \( \Delta s = (\Delta s)_i dx^i \) where \( (\Delta s)_i \) is an \( m\times m \) matrix given by \[ (\Delta s)_i = -{\tilde\nabla}^k {\tilde\nabla}_k s_i + \transp{\left(\Theta_i^h - {\rm Ric}_i^h\right)} s_h \] where:
    • the indices \( i,h,k \) correspond to local coordinates of \( M \),
    • \( \Theta_i^h \) is the curvature form of \(\tilde\nabla \) with its indices raised by the metric \( g \) of \( M \),
    • \( {\rm Ric}_i^h = {\rm Ric}_i^h I_m \) is the Ricci curvature tensor of \( (M,g) \) with indices raised by the metric \( g \), multiplied by the identity \( m\times m \) matrix,
    • \( \tilde \nabla^k = g^{hk}\tilde\nabla_h \).
  3. With \( s\cdot s' \) denoting the pointwise inner product of \( A^1(M,E) \) and \( \langle \cdot,\cdot \rangle_E \) denoting the metric \( g' \) of \( E \), one has

    \begin{equation} \label{eq:laplace-Q} -\frac{1}{2}\Delta(s\cdot s) = - s\cdot \Delta s + \langle\tilde\nabla_i s_k,\tilde\nabla^i s^k \rangle_E - \left\langle \transp{\left(\Theta_i^h - {\rm Ric}_i^h\right)}s_h, s^i\right\rangle_E \end{equation}

    where the superscript \( i,h \) are raised by the metric \( g \).

Computational in nature.

1.3 The case of \( E = f^* TM' \)

1.3.1 Energy functional and tension field

Our interest will be the case of Example ex:pullback-tangent where \( E =f^*TM'\) for a smooth map \( f: M \longrightarrow M' \) of Riemannian manifolds is a Riemannian-connected bundle over \( M \) with the connection \( \tilde\nabla \) given by the Levi-Civita connection of \( M' \).

In this section, the tangent map \( Tf: TM \longrightarrow TM' \) can be interpreted as a form \( f_* \) in \( A^1(M, E) \). The energy functional can be rewritten as \[ E(f) = \frac{1}{2}\int_M f^\alpha_i f^\beta_j g^{ij}g'_{\alpha\beta}dV =\frac{1}{2}\langle f_*, f_* \rangle_{A^1{M,E}}. \]

Let \( f: M \longrightarrow M' \) and \( E = f^* TM' \) be the Riemannian-connected bundle over \( M \). Then:

  1. \( A^\beta_\alpha = \Gamma'^{\beta}_{\gamma\alpha} f_i^\gamma dx^i \) where \( \Gamma'^{\beta}_{\gamma,\alpha} \) are Christoffel symbols of \( (M',g') \).
  2. \( Df_* = 0 \) where \( f_* \) is considered as an element of \( A^1(M,E) \). Hence \( \tilde\Delta f_*= D\delta f_* \).
  3. The tension field of \( f \) is \( \tau (f) = -\delta f_*\).
  1. One has \[ A^\beta_{\alpha i} \tilde e_\beta = \tilde\nabla_i \tilde e_\alpha = \tilde\nabla_{f^\gamma_i \tilde e_\gamma} \tilde e_\alpha = f^\gamma_i \Gamma'^\beta_{\gamma\alpha}\tilde e_\beta, \] Therefore \( A^\beta_\alpha = f^\gamma_i \Gamma'^\beta_{\gamma\alpha} dx^i \).
  2. By direct computation: \[ D f_* = \left(\frac{\partial^2 f^\alpha}{\partial x^i \partial x^j} + \Gamma'^\alpha_{\gamma\beta} f^\gamma_i f^\beta_j \right)dx^j\wedge dx^i\otimes \tilde e_\alpha = 0 \] since it is the product of a symmetric quantity in \( (i,j) \) and an anti-symmetric one.
  3. Using the first part of Lemma lem:calculs-general for \( s=f_* = f^\alpha_i dx^i\otimes \tilde e_\alpha \), one has \( \delta f_* = -g^{ij}\left(\nabla_i\nabla_j f^\gamma + \Gamma'^\gamma_{\alpha\beta} f^\alpha_i f^\beta_j\right)\tilde e_\gamma=-\tau(f) \)

It follows immediately that

\( f: M \longrightarrow M' \) is a harmonic map of compact Riemannian manifolds if and only if \( f_* \) is harmonic as form in \( A^1(M,f^* TM') \).

1.3.2 Fundamental form, some results in case of signed curvature

The fundamental form of a map \( f: M \longrightarrow M' \) of Riemannian manifolds is the (0,2) symmetric tensor on \( M \) with value in \( E=f^* TM' \) defined by \[ \beta(f):= \tilde \nabla f_* = \left(f^\gamma_{ij} + \Gamma'^\gamma_{\alpha\beta} f^\alpha_i f^\beta_j\right) dx^i\otimes dx^j\otimes \tilde e_\gamma. \]

The function \( f \) is called totally geodesic if \( \beta(f) = 0 \) identically on \( M \).

  1. The tension field \( \tau(f) = g^{ij} \beta(f)_{ij} \) is the trace of the fundamental form.
  2. If \( f \) is totally geodesic then it is harmonic.

When \( s = f_* \), Lemma lem:calculs-general and Remark rem:calculs-general become Lemma lem:calculs-Q-pullback, with no more than direct computation. The appearance of Riemann curvature tensor \( R' \) of \( (M',g') \) is due to the formula \[ R'^\rho{}_{\sigma\mu\nu} = \partial_\mu\Gamma'^\rho{}_{\nu\sigma} - \partial_\nu\Gamma'^\rho{}_{\mu\sigma} + \Gamma'^\rho{}_{\mu\lambda}\Gamma'^\lambda{}_{\nu\sigma} - \Gamma'^\rho{}_{\nu\lambda}\Gamma'^\lambda{}_{\mu\sigma}. \]

  1. \( Q(f_*) \) is given by \[ Q(f_*) = R'_{\alpha\beta\gamma\delta} f^\alpha_i f^\beta_j f^\gamma_k f^\delta_l g^{ik}g^{jl} - {\rm Ric}^{ij}f_i^\alpha f^\beta_j g'_{\alpha\beta} \] and \[ Q(f_*)_{\alpha\beta}^{ij} = R'_{\alpha\beta\gamma\delta}f^\gamma_k f^\delta_l g^{ik}g^{jl} -{\rm Ric}^{ij}g'_{\alpha\beta}. \]
  2. If \( f \) is harmonic then \[ -\Delta e(f) = |\beta(f)|^2 - R'_{\alpha\beta\gamma\delta} f^\alpha_i f^\beta_j f^\gamma_k f^\delta_l g^{ik}g^{jl} + {\rm Ric}^{ij}f_i^\alpha f^\beta_j g'_{\alpha\beta} \] where \( |\beta(f)| \) is the pointwise norm of \( \beta(f) \).

The previous computation of \( Q(f_*) \) in term of Riemannian curvature of \( M' \) and Ricci curvature of \( M \) give the following result in case the curvature of \( M \) and \( M' \) are of definite sign.

1.3.2.1 Notation.

Given a Riemannian manifold \( M \), we will use the following notation:

  1. \( {\rm Ric} \geq 0 \) (resp. \( {\rm Ric} > 0 \)) if the Ricci curvature is positive semi-definite (resp. positive definite) as symmetric bilinear form.
  2. \( {\rm Riem} \leq 0 \) (resp. \( {\rm Riem} < 0 \)) if all sectional curvatures are negative (resp. strictly negative), i.e. \(R_{ijhk} u^i v^j u^h v^k \leq 0\) (resp. \(R_{ijhk} u^i v^j u^h v^k < 0\)) for non-colinear vectors \( u,v \).

Let \( f: M \longrightarrow M' \) be a map of Riemannian manifolds.

  1. If \( f \) is harmonic and \( Q(f_*) \leq 0 \) then \( f \) is totally geodesic and \( e(f) \) is constant.
  2. If \( {\rm Ric}(M) \geq 0 \) and \( {\rm Riem}(M')\leq 0 \) then \( f \) is harmonic if and only if \( f \) is totally geodesic.

All the statements are consequence of 2) of Lemma lem:calculs-Q-pullback and the fact that \( \int_M \Delta e(f)dV = 0 \), noticing that

  • \( {\rm Ric}^{ij}f^\alpha_i f^\beta_j g'_{\alpha\beta} \) is \( {\rm Ric}\otimes g' \) applied doubly to \( f_i^\alpha dx^i\otimes\tilde e_\alpha \).
  • \( R'_{\alpha\beta\gamma\delta} f^\alpha_i f^\beta_j f^\gamma_k f^\delta_l g^{ik}g^{jl} \) is \( (f^* R')_{ijhk}g^{ik}g^{jl} \). In a normal coordinate at \( P \) where \( g^{ik}=\delta_{ik}, g^{jl}=\delta_{jl} \), it is the sum of sectional curvatures of tangent planes formed by \( f_*e_i, f_*e_j \), and therefore negative.

1.4 Example: Riemannian immersion

Let \( f: M \longrightarrow M' \) be a Riemannian immersion, i.e. \( Tf \) is injective and \( f^*g' = g \). We will see that the fundamental form \( \beta(f) \) that we defined earlier is the same as usual definition in courses of Riemannian geometry.

1.4.1 Second fundamental form.

One defines the symmetric (0,2)-tensor \( \sff \) of \( f^*TM' \) as the unique normal vector of \( M \) such that \[ \langle \sff_{ij},\xi_\sigma \rangle:= -\langle \tilde\nabla_i\xi_\sigma, f_* e_j\rangle \] for every vector field \( \xi_\sigma \) of \( M' \) orthogonal to \( M \).

If \( f \) is a Riemannian immersion then \( \beta(f)_{ij} = -\sff_{ij} \) and they are orthogonal to \( M \). In particular, if \( f \) is totally geodesic than it maps geodesics of \( M \) to geodesics of \( M' \)

One has

\begin{align*} \label{eq:second-fund-form} \langle \tilde\nabla_i\xi_\sigma, f_* e_j\rangle &= \langle\xi_\sigma, \tilde\nabla_i (f_* e_j)\rangle = \langle \xi_\sigma,\tilde\nabla_i(f^\gamma_l dx^l\otimes \tilde e_\gamma) e_j + f_* \nabla_i e_j \rangle\\ &= \langle \xi_\sigma, (f^\gamma_{il} dx^l\tilde e_\gamma + f^\gamma_l dx^l \tilde\nabla_i\tilde e_\gamma) e_j \rangle\\ &= \langle \xi_\sigma, f^\gamma_{ij} \tilde e_\gamma + f^\gamma_j A^\alpha_{\gamma_i}\tilde e_\alpha \rangle = \left\langle \xi_\sigma, \left(f^\gamma_{ij} + \Gamma'^\gamma_{\alpha\beta} f^\alpha_i f^\beta_j \right)\tilde e_\gamma \right\rangle \\ &= \langle\xi_\sigma,\tilde\nabla_i(f_*).e_j \rangle = \langle \xi_\sigma,\beta(f)_{ij} \rangle \end{align*}

where we used \( \xi_\sigma \perp f_* e_j \) in the first line and \( \xi_\sigma \perp f_*([e_i, e_j]) \) in the second line. Hence \( \sff_{ij} \equiv -\beta(f)_{ij} \) modulo an element in \( TM \). It remains to see that \( \beta(f)_{ij}\perp M \) in order to conclude \( \sff = -\beta(f) \). By definition, one has \( \beta(f)_{ij} = \tilde \nabla_i (f_*). e_j \) and

\begin{align*} \langle \beta(f)_{ij}, f_* e_k \rangle &= \langle\tilde \nabla_i (f_*). e_j, f_* e_k \rangle = \tilde\nabla_i \langle f_* e_j, f_* e_k \rangle - \langle \nabla_i e_j, e_k \rangle - \langle f_*e_j, \tilde\nabla_i(f_* e_k) \rangle \\ &= \nabla_i \langle e_j,e_k \rangle - \langle \nabla_i e_j, e_k \rangle -\langle \beta(f)_{ik}, f_* e_j \rangle - \langle e_j, \nabla_i e_k \rangle\\ &= -\langle \beta(f)_{ik}, f_* e_j \rangle \end{align*}

Then using the symmetric of \( \beta(f)_{ij} \), one has \( \langle \beta(f)_{ij}, f_* e_k \rangle=0 \).

Finally, if \( \beta(f)=0 \) and \( X \) is a geodesic vector field of \( M \), one needs to prove that \( f_*X \) is a geodesic vector field of \( M' \). In fact \[ \tilde\nabla_{X}(f_* X) = (\tilde\nabla_X f_*) X + f_*\nabla_X X = \beta(f)(X,X) = 0. \] Hence \( f_* X \) is a geodesic field of \( M' \).

The inclusion \( x \mapsto (x,y_0) \) of a Riemannian manifold \( M \) to the Riemannian product \( M\times N \) is totally geodesic.

Given an orthonormal frame \( (\xi_\sigma)_{1\leq\sigma\leq n'-n} \), the mean normal curvature field of \( M \) in \( M' \) at \( P\in M \) is defined as \[ \xi(P):= \sum_{\sigma=1}^{n'-n} g^{ij} \langle \sff_{ij}, \xi_\sigma\rangle \xi_\sigma = - \sum_{\sigma=1}^{n'-n}\langle \tau(f),\xi_\sigma \rangle \xi_\sigma. \] The immersion \( f \) is said to be minimal if \( \xi \) vanishes identically on \( M \).

  1. Since \( (\xi_\sigma)_{1\leq\sigma\leq n'-n} \) is an orthonormal frame, one also has \[ \xi(P) = -g^{ij}\langle \tilde\nabla_i\xi_\sigma, f_* e_j \rangle \xi_\sigma(P)= - \sum_{\sigma=1}^{n'-n} {\rm div\ }(\xi_\sigma(P))\ \xi_\sigma(P) \]
  2. The mean normal curvature field is the tension field of \( f \), i.e. \( \xi = -\tau(f) \). Minimal immersions are exactly harmonic immersion.

1.4.2 The case of signed curvature.

If \( f: M \longrightarrow M' \) is a Riemannian immersion then the Ricci term of Lemma lem:calculs-Q-pullback is actually the scalar curvature of \( M \), one has

Let \( f: M \longrightarrow M' \) be a Riemannian immersion. Suppose that \( {\rm Riem}(M')\leq 0 \) and \( r=g^{ij} {\rm Ric}_{ij} <0 \) at one point of \( M \). If \( f \) is harmonic then it is constant.

1.5 Example: Riemannian submersion

1.5.1 Results of Ehresmann and Hermann.

In this section, the function \( f: M \longrightarrow M' \) will be a Riemannian submersion \( \pi: M \longrightarrow B \), i.e. \( T\pi \) is subjective and \( \pi^*g' = g \). We will regard \( \pi \) as a fibration and calculate its tension field. We start with two theorems of Hermann with besse_einstein_1987, as reference. A tangent vector of \( M \) lying in \( \ker T_P\pi \) is said to be vertical. Since \( \pi^* g' = g \), the plane \( \mathcal{H}_P := \ker T_P\pi^\perp \) is isometric to \( T_{\pi(P)}B \) and is said to be horizontal, such \( \mathcal{H}_P \) form a distribution of planes as \( P \) varies in \( M \).

The plane distribution \( \mathcal{H} \) is called complete if every curve \( \gamma \) in \( B \) lifts horizontally on \( M \) at each point \( P \) in \( M_{\gamma(0)} \), i.e. there exists a curve \( \hat \gamma \) in \( M \) such that \( \pi\circ\hat\gamma = \gamma \) and \( \hat\gamma(0)=P\in M \).

A vector field \( X \) of \( M \) is said to be projectable if \( \pi_* X \) is well-defined, i.e. \( \pi_* X \) does not change on each fibre. In that case, one says that \( X \) is \( \pi \)-associated to the vector field \( \pi_* X \) of \( B \).

\( X \) is said to be basic if it is projectable and horizontal.

If a vector field \( X \) on \( M \) is \( \pi \)-associated with a vector field \( \check X \) on \( B \), then

  1. their flows are related by \( \pi \): \( \pi(\Phi_X^t) = \Phi_{\check X}^t \),
  2. the Lie bracket satisfies: \( [X,Y] \) is projectable and \( \pi \)-associated with \( [\check X,\check Y] \).
  1. If \( \mathcal{H} \) is complete then the fibration \( \pi: M \longrightarrow B \) is locally trivial.
  2. If \( M \) is complete then \( \mathcal{H} \) is a complete distribution and \( B \) is a complete manifold.
  1. The trivialising map \( \phi: U_M \longrightarrow U_B\times F\), where \( U_M, U_B \) are open sets of \( M,B \), is only a diffeomorphism and not a isometry, each fibre is equipped with different metric when identified with \( F \).
  2. The metric of \( M \) is not a Riemannian product of a (vertical) metric on \( F \) and the (horizontal) metric on \( B \), but it is a product pointwise. To be precise, one has

    \begin{equation} \label{eq:g-product} g_{(b,f)}(v_h^1 + v_v^1, v_h^2 + v_v^2) = g'_b(v^1_h, v^2_h)\times \hat{g}_{(b,f)}(v_v^1, v_v^2) \end{equation}

    where \( v^i = v_h^i + v_v^i \) is the decomposition of vector \( v^i \) to horizontal and vertical components, \( g' \) is the horizontal metric (the metric on \( M \)) and \( \hat g_{(b,f)} \) is the restriction of \( g \) on the fibre \( M_b \). However, when the fibration is of totally geodesic fibres, \( g \) is a Riemannian product \( g_{(b,f)} = g'_b\times \hat g_f\), see Theorem thm:Hermann.

The first part is due to Ehresmann, take a small geodesic ball center at \( P \), and connect every point \( Q \) to \( P \) by a curve \( \gamma \). Map every point \(\hat \gamma(0)\in M_P \) to the point \( \hat\gamma(1)\in M_Q \) where \( \hat\gamma \) is the lift of \( \gamma \) starting from \( \hat\gamma(0) \). One has a diffeomorphism \( \theta_\gamma: M_{\gamma(0)} \longrightarrow M_{\gamma(1)} \).

The second part, due to Hermann, can be established in 2 steps:

First, by direct computation, one proves that if any geodesic field \( X \) on \( B \) lifts to a horizontal vector field \( \hat X \) then \( \hat X \) is a geodesic vector field. In fact, denote by \( \nabla \) and \( \tilde\nabla \) the Levi-Civita connection on \( M \) and \( B \) respectively and \( \mathcal{V}, \mathcal{H} \) the vertical and horizontal projection of tangent vectors of \( M \). Then \(\nabla_{\hat X}\hat X = \mathcal{V}\nabla_{\hat X}\hat X + \mathcal{H}\nabla_{\hat X}\hat X\) in which \( \mathcal{H}\nabla_{\hat X}\hat X \) is actually the horizontal lift of \( \tilde\nabla_X X \) therefore vanishes. We claim that \( \mathcal{V}\nabla_{Y}Y = \frac{1}{2}\mathcal{V}[Y,Y]\) hence also vanishes for every basic vector field \( Y \). In fact let \( U \) be any vertical vector field then \[ \langle U, \mathcal{V}\nabla_{Y}Y \rangle = \langle U,\nabla_Y Y \rangle = - \langle \nabla_X U, X \rangle= \langle \nabla_U X, X \rangle = \frac{1}{2}\nabla_U \langle X,X \rangle=0 \] where we used the fact that \( \)\( \nabla_X U -\nabla_U X = [X,U] = \widehat{[\pi_* X,\pi_* U]} = 0 \) and \( \langle X, X \rangle \) is constant on each fibre (being \(\langle \pi_* X,\pi_* X \rangle \)), hence in every vertical direction \( U \) (Remark: this corresponds to the fact that \( g' \) only depend on \( b \)).

Now if \( M \) is complete then for every geodesic curve \( \gamma \) in \( B \), let \( X \) be the velocity field of \( \gamma \) and \( \hat X \) be the horizontal lift of \( X \), which is now a horizontal, geodesic field of \( M \), whose integral curves are lifts of \(\gamma \). Therefore \( B \) is complete and every geodesic curve of \( B \) lifts horizontally to \( M \).

For the general curve \( \gamma \) of \( M \), the idea will be to approximate it by geodesics and lift part by part.

RiemannFibration.png

Figure 1: The trivialising map is only a diffeomorphism and not an isometry

If the fibration \( \pi: M \longrightarrow B \) is of totally geodesic fibres then the diffeomorphisms \( \hat\gamma(0) \longrightarrow \hat\gamma(1) \) are in fact isometries between fibres and \( M \) is then locally a Riemannian product of \( B \) and the fibre, now equipped with its unique metric induced by \( M \).

We need to prove that the metric on fibres \( \hat g_{(b,f)} \) does not depend on the point \( f \) of the fibre, i.e. for every basic vector field \( X \), one has \( \mathcal{L}_X\hat g=0 \), where by \( \hat g \), we mean the (0,2) symmetric tensor \( (Y_1, Y_2)\mapsto \langle \mathcal{V}Y_1, \mathcal{V}Y_2 \rangle \). Let \( U,V \) be vertical vector fields of \( M \) then

\begin{equation*} \label{eq:calcul-Hermann} \begin{split} X(\hat g(U,V)) &= (\mathcal{L}_X \hat g)(U,V) + \hat g([X,U],V) + \hat g(U, [X,V])\\ &= \langle \nabla_X U, V \rangle - \langle \nabla_U X, V \rangle + \langle U, \nabla_X V \rangle - \langle U, \nabla_V X \rangle + (\mathcal{L}_X\hat g)(U,V) \end{split} \end{equation*}

Hence \( (\mathcal{L}_X \hat g)(U,V) = \langle \nabla_U X, V\rangle + \langle U, \nabla_V X \rangle = -2 \langle \sff(U,V), X \rangle = 0\). Since the map \( \hat\gamma(0) \mapsto \hat\gamma(1) \) is in the one-parameter group of differomorphism associate to a basic vector field \( X \), it preserves \( \hat g \).

1.5.2 Tension fields and harmonic fibrations.

We will now calculate the tension field of a fibration map \( \pi: M \longrightarrow B \).

Let \( \pi: M^n \longrightarrow B^{n'} \) be a complete Riemannian fibration then

  1. \( e(\pi) = n/2 \).
  2. Let \( M_b \) be a fibre of \( \pi \) and \( \iota_{M_b}: M_b \hookrightarrow M \) be the inclusion. Then \( \tau(\pi) = -\pi_*\tau(\iota_{M_b}) \) on \( M_b \).

In particular, \( \pi \) is harmonic if and only if its fibres are minimal submanifolds of \( M \), i.e. the inclusions \( \iota_{M_b} \) are harmonic.

  1. is obvious. For 2), note that

\[ \tau(\iota_{M_b}) = -\sum_{\sigma = 1}^{n'}{\rm div\ }(e_\sigma(P))e_\sigma(P) \] for any orthonormal frame \( e_\sigma(P) \) of normal vectors of \( M_{\pi(P)} \). Take \( e_\sigma \) to be \(e_\sigma = {\rm grad\ } \pi^\sigma \) where \( \pi^\sigma \) is the \( \sigma \)-th component of \( \pi \) in a normal coordinate of \( V \) around \( \pi(P) \). Note that \( e_\sigma \) are actually the horizontal lift of the basis vectors \( \tilde e_\sigma \) of the frame at \(\pi( P) \), and therefore are normal vectors of \( M_P \).

Meanwhile, one has \( \tau(\pi) = -\Delta \pi^\sigma \tilde e_{\sigma} \) at \( \pi(P) \) since the Christoffel symbols vanish at \( P \). Comparing the two vector fields, one has \( \tau(\pi) = -\pi_*\tau(\iota_{M_b})\) at \( P \).

A complete Riemannian fibration \( \pi: M \longrightarrow B \) with totally geodesic fibres are harmonic.

1.6 Composition of maps

The following results come from direct computation of the second fundamental form and tension field of composition of maps between Riemannian manifolds. Again, we use indices \( i,j,k,\dots \) for \( M \), \( \alpha,\beta,\gamma,\dots \) for \( M' \) and \( a,b,c,\dots \) for \( M'' \).

Let \( f: M \longrightarrow M' \) and \( f': M' \longrightarrow M'' \) be smooth maps of Riemannian manifolds, then

\begin{equation} \label{eq:sff-composition} \beta(f'\circ f)^a_{ij} = \beta(f)_{ij}^\gamma f'^a_\gamma + \beta(f')_{\alpha\beta}^a f^\alpha_i f^\beta_j \end{equation}

and

\begin{equation} \label{eq:tension-field-composition} \tau(f'\circ f)^a = \tau(f)^\gamma f'^a_\gamma + g^{ij}\beta(f')^a_{\alpha\beta} f^\alpha_i f^\beta_j \end{equation}

Therefore,

If \(f'\) is and \(f\) is then \(f'\circ f\) is
totally geodesic totally geodesic totally geodesic
totally geodesic harmonic harmonic

and the inverse of a totally geodesic map is totally geodesic.

  1. The Proposition says that SFF of composition follows chain rule: the SFF of \( f'\circ f \) is a 2-tensor on \( M \) valued in \( TM'' \) is obtained by pushing forward the SFF of \( f \) and pulling back the SFF of \( f' \) and then adding the two. In Cartan formalism: \[ (f'\circ f)_{\alpha i j} = (f'_{\alpha k}(f)\ f_{ki})_j = f'_{\alpha k h} f_{hj} f_{ki} + f'_{\alpha k} f_{kij} = f^* \beta(f') + f'_*\beta(f) \]
  2. It is not true in general that the composition of harmonic maps are harmonic. For example, if one composes the harmonic maps \(\mathbb{R} \longrightarrow \mathbb{R}^2: x \mapsto (x,2x) \) and \( \mathbb{R}^2 \longrightarrow \mathbb{R}: (x,y)\mapsto x^2 - y^2 \), the result is \( \mathbb{R}\longrightarrow \mathbb{R}: x \mapsto -3x^2 \),

which is not harmonic.

If \( f': M' \longrightarrow M'' \) is a Riemannian immersion and \( f: M \longrightarrow M' \) then

  1. Energy functionals: \( E(f) = E(f'\circ f) \).
  2. Tension fields: \( \tau(f) \) is the projection of \( \tau(f'\circ f) \) to \( M' \).
  1. One has \( e(f) = \frac{1}{2}\langle g, f^* g' \rangle = \frac{1}{2}\langle g, (f'\circ f)^* g'' \rangle = e(f'\circ f)\).
  2. One has \( \tau(f'\circ f)^a = \tau(f)^a + g^{ij}\beta(f')^a_{\alpha\beta} f^\alpha_i f^\beta_j\) by \eqref{eq:tension-field-composition}. The conclusion follows since the second term is normal to \( M' \).

The following immediate corollary of Proposition prop:compo-immersion is a generalization of the fact that a curve on a surface \( M' \) of \( \mathbb{R}^3 \) is geodesic of if and only if its curvature vector is orthogonal to \( M' \).

If \( f': M' \longrightarrow M'' \) is a Riemannian immersion, then a map \( f: M \longrightarrow M' \) is harmonic if and only if \( \tau(f'\circ f) \perp M' \).

Let \( f': M' \longrightarrow M'' \) be a Riemannian fibration with totally geodesic fibres and \( f: M \longrightarrow M' \) then \[ \tau(f'\circ f) = f'_*(\tau(f)) \]

One can suppose that \( M' \) is a Riemannian product of \( M'' \) and its fibre, and \( f' \) is the projection to \( M'' \), since this is true locally and the proposition is local. Then the conclusion is that the tension field of the projection is the projection of the tension field, or equivalently the tension field of \( f= f_1\times f_2: M \longrightarrow M''\times F \) is \( \tau(f) = (\tau f_1,\tau f_2) \). This follows from the explicit formula of \( \tau(f) \), noting that the Christoffel symbols \( \Gamma^\alpha_{\beta\gamma} \) vanish except when the indice \( \alpha,\beta,\gamma \) belong to the same tangent space (\( TM'' \) or \( TF \)).

  1. A map \( f: M \longrightarrow M'\times M'' \) is harmonic if \( f=(f^1, f^2) \) with \( f^1, f^2 \) harmonic.
  2. Take \( M''=M \) in Proposition prop:compo-submersion and \( f=s: M \longrightarrow M' \) a section of the fibration \( f' \), one sees that the tension field \( \tau(s) \) is always vertical.

The following corollary is immediate.

Let \( f': M' \longrightarrow M'' \) be a proper Riemannian embedding and \( N \) is a normal turbular neighborhood of \( M' \) which can be seen as a smooth fiber bundle over \( M' \). Denote by \( \pi: N \longrightarrow M' \) the projection. Then for all map \( f: M \longrightarrow N\), \( \pi\circ f \) is harmonic if and only if \( \tau(f) \) is vertical.

2 Nonlinear heat flow: Global equation and existence of harmonic maps.

2.1 Statement of the main results.

We want to prove in the next part existence of harmonic map between manifolds \( M \) and \( M' \) by deforming any map \( f: M \longrightarrow M' \) using the \( \tau \)-flow, meaning solving the PDE:

\begin{equation} \label{eq:loc-heat-flow} \begin{cases} \frac{d f_t}{d t} = \tau (f_t), & t\in [\alpha,\omega] \\ f_\alpha = f, & \end{cases} \end{equation}

The equation makes sense because both \( \frac{d f_t}{d t} \) and \( \tau (f_t) \) are vector fields along \( f_t \). Since this is the gradient-descent equation for \( E \), the energy of \( f_t \) decreases and we hope, under conditions, to obtain convergence of \( \{f_t\} \) to a critical point \( f_\infty \) of \( E \), this will prove that any homotopy class of \( C^\infty(M,M') \) has at least a harmonic map.

It is proved by Eells and Sampson eells_harmonic_1964 that

Let \( M \) and \( M' \) be compact Riemannian manifolds with \( {\rm Riem } (M') \leq 0 \) then there exists a harmonic map \( f: M \longrightarrow M' \) in each homotopy class.

Several boundary conditions, of Dirichlet, Neumann or mixed type, are also taken into account by Hamilton hamilton_harmonic_1975, as an example, we will state the Dirichlet problem:

Let \( M \) and \( M' \) be compact Riemannian manifolds possibly with boundary. Suppose that \( M' \) has \( {\rm Riem } (M')\leq 0 \) and \( \partial M' \) is convex, then any relative homotopy class of \( C^\infty(M,M') \) has a harmonic element.

About the terminology, relative homotopy class means that we only deform \( f \) among maps with the same value on \( \partial M \). The convexity of \( \partial M' \) means that the geodesic at any point in \( \partial M' \) with initial tangent vector parallel to the boundary does not enter the interior of \( M' \) in short time. This condition can be expressed using the Christoffel symbols of \( M' \) at the point in question: If \( M' \) is coordinated by \( y^1,\dots,y^n \) with and \( M' =\{y^n\geq 0\} \), then the convexity is translated as \(\Gamma'^n_{\alpha\beta} \geq 0 \) as a symmetric form (\( 1\leq\alpha,\beta \leq n-1 \)). This can be seen by the geometric intepretation of the second fundamental form of the embedding \(s: \partial M' \hookrightarrow M' \), which is \( \sff(s) = -\Gamma'^n_{\alpha\beta} \).

It is easy to see that the convexity of \( \partial M' \) is a necessary condition, as harmonic maps from \( \mathbb{R} \) are geodesics: Suppose the condition does not hold at \( x\in \partial M' \), meaning that upto time \( t \) the geodesic flow of \( M' \) initially pointing into \( M' \) remains in the interior. The geodesic of \( \partial M' \) of length less than \( t \) with the same initial tangent therefore cannot be deformed into a geodesic of \( M' \) in relative homotopy class.

2.2 Strategy of the proof.

In order to have a global frame, we will embed \( M' \) into an Euclidean space \( V \), but we will not use the Euclidean metric of \( V \). In fact, let \( T \) be a tubular neighborhood of \( M' \) in \( V \) then if \( T \) is trivial, i.e. if it is diffeomorphic to \( M'\times D \) where \( D \) is a sufficiently small ball of dimension being the codimension of \( M' \) in \( V \), and we will equip \( T \) with the product metric of \( M'\times D \).

If \( T \) is not trivial, using a partition of unity of \( M' \), one can construct a metric on \( T \) as linear combination of the product metrics on trivialised pieces so that the involution \( \iota: T \longrightarrow T \) locally given by \( (y,d)\mapsto (y,-d) \) for \( y\in M', d\in D \) is an isometry. As a consequence, \( M' \) is totally geodesic in \( T \).

Since \( M' \equiv M'\times \{0\} \) is totally geodesic in \( T \), one has for every smooth function \( f: M \longrightarrow M' \): \[ \tau_T(f) = \tau_{M'} (f) \]

The crucial property we expect for a global equation of \eqref{eq:loc-heat-flow}, is the following: if the solution initially is in \( M'\subset V \) then it remains in \( M' \) for all relevant time \( t>\alpha \). Eells-Sampson eells_harmonic_1964 did this by using at the same time 2 different metrics on \( T \), namely the product metric as tubular neighborhood and the Euclidean metric. I choose to present here the formulation of Hamilton, which is conceptually simpler with the only drawback being that we need to establish the uniqueness of solution of \eqref{eq:loc-heat-flow} first.

After having the global equation, we will prove the short time existence of solution by linearising the equation and using Inverse function theorem. The global formulation and the proof of short-time existence are independent of the negative curvature hypothesis, which will only be used later to establish energy estimates and assure the convergence of long-time solution and the vanishing of its tension field.

2.3 Global equation and Uniqueness of nonlinear heat equation.

If the smooth function \( F_t:\ M\times [\alpha,\beta] \longrightarrow V \) satisfies

\begin{equation} \label{eq:global-heat} \frac{d F_t}{dt} = \tau_T(F_t) \end{equation}

and \( F_t(M\times \{\alpha\}) \subset M'\) then \( F_t(M\times[\alpha,\omega])\subset M' \)

Let \( \iota \) be the isometry of \( T \) locally given by \( (y,d)\mapsto (y,-d) \) for \( (y,d)\in M'\times D \equiv T \) and pose \( G_t= \iota F_t \) then \( G_t \) and \( F_t \) coincide initially since \( M' \) is fixed by \( \iota \). Moreover \[ \frac{d G_t}{d t} = d\iota . \frac{d F_t}{d t} = d\iota (\tau_T(F_t)) = \tau_T(\iota F_t)=\tau_T(G_t) \] We conclude that \( F_t = G_t = \iota F_t \), hence \( F_t \) remains in \( M' \) for all relevant \( t \), using the following uniqueness of nonlinear heat equation.

Let \( f_1,f_2: M\times [\alpha,\omega] \longrightarrow M' \) be \( C^2 \) functions satisfying the non-linear heat equation \( \frac{d f_i}{d t} = \tau_{M'}(f_i) \), i.e. \[ \frac{d f^\gamma}{d t} =-\Delta f^\gamma +g^{ij}\Gamma'^{\gamma}_{\alpha\beta} f^{\alpha}_{i}f^{\beta}_{j} \] where \( \Gamma'^\gamma_{\alpha\beta} \) are Christoffel symbols of \( M' \). Suppose that \( f_1 \) and \( f_2 \) coincide on \( M\times \{\alpha\} \). Then \( f_1=f_2 \) on \( M\times[\alpha,\omega] \).

It is sufficient to prove the theorem for \( \omega \) very close to \( \alpha \), therefore by compactness of \( M \), we can suppose that there exists a finite atlas \( M = \bigcup_i U_i \) with \( f_1 (U_i\times [\alpha,\omega]) \) and \( f_2 (U_i,[\alpha,\omega]) \) being in the same chart \( V_i \) of \( M' \). We consider the distance function \( \sigma(a,b) = \frac{1}{2}d_{M'}(a,b)^2 \) for \( a,b\in M' \) to measure the difference between \( f_1 \) and \( f_2 \) by \[ \rho(x,t) = \sigma(f_1(x,t), f_2(x,t)) \] The strategy is to prove that there exists \( C>0 \) such that \( \frac{d \rho}{d t} \leq -\Delta \rho + C\rho \), then by Maximum principle, one has \( \rho = 0 \).

Fix a chart \( U_i \) of \( M \) and the corresponding \( V_i \) of \( M' \), one has by straightforward calculation:

\begin{align} \frac{d\rho}{d t} &= -\Delta \rho -g^{ij}\left( \frac{\partial^2 \sigma}{\partial f_1^\beta \partial f_1^\gamma} - \frac{\partial \sigma}{\partial f_1^\alpha} {\Gamma'} ^{\alpha}_{\beta\gamma}(f_1) \right) {f_1}^\beta_i {f_1}^\gamma_j \nonumber \\ &- g^{ij}\left( \frac{\partial^2 \sigma}{\partial f_2^\beta \partial f_2^\gamma} - \frac{\partial \sigma}{\partial f_2^\alpha} {\Gamma'} ^{\alpha}_{\beta\gamma}(f_2) \right) {f_2}^\beta_i {f_2}^\gamma_j - 2g^{ij}\frac{\partial^2 \sigma}{\partial f_1^\beta \partial f_2^\gamma} {f_1}^\beta_i {f_2}^\gamma_j \label{eq:drho-dt} \end{align}

where \( g^{ij} \) is the metric on \( M \) and \( {\Gamma'}^\alpha_{\beta\gamma} \) are Christoffel symbols of \( M' \).

Let \( c \) be a point in the chart \( V_i \) and choose the normal coordinates of \( M' \) at \( c \). Then for \( a,b\in M' \) near \( c \), one has, since \( \sigma(a,b) = \sigma(b,a) \) and \( \sigma(a,b)=0 \) if \( b^\gamma = k a^\gamma \) (the Euclidean straight line from \( a \) to \( ka \) viewed on \( M' \) is a geodesic): \[ \sigma(a,b) = \frac{1}{2}d_{M'}(a,b)^2 = \frac{1}{2}d_E(a,b)^2 + \lambda_{\beta\gamma,\delta}(a^\beta a^\gamma b^\delta + b^\beta b^\gamma a^\delta) \] where \( d_E \) is the Euclidean distance, with \( \lambda_{\beta\gamma,\delta} = \lambda_{\gamma\beta,\delta} \) and \( \lambda_{\beta\gamma,\delta} +\lambda_{\gamma\delta,\beta} + \lambda_{\beta\delta,\gamma}= 0 \). We then have the series development of \( \sigma \) at \( (0,0) \):

\begin{equation} \label{eq:dev-sig-unique} \sigma(a,b) = \frac{1}{2}\delta_{\beta\gamma} (a^\beta - b^\beta)(a^\gamma - b^\gamma) + \lambda_{\beta\gamma,\delta} (a^\beta a^\gamma b^\delta + b^\beta b^\gamma a^\delta) + O(|a|+|b|)^4 \end{equation}

and the development of its derivatives

\begin{align*} \frac{\partial^2 \sigma}{\partial a^\beta \partial b^\gamma}(a,b) &= -\delta_{\beta\gamma} + O(|a|+|b|)^2\\ \frac{\partial^2 \sigma}{\partial a^\beta \partial a^\gamma}(a,b) &= \delta_{\beta\gamma} + \lambda_{\beta\gamma,\delta}b^\delta + O(|a|+|b|)^2\\ \frac{\partial^2 \sigma}{\partial b^\beta \partial b^\gamma}(a,b) &= \delta_{\beta\gamma} + \lambda_{\beta\gamma,\delta}a^\delta + O(|a|+|b|)^2\\ \frac{\partial\sigma}{\partial a^\alpha}(a,b) &= O(|a|+|b|),\quad {\Gamma'}^\alpha_{\beta\gamma}(a) = O(|a|) \end{align*}

So choose \( c \) to be the midpoint of \( f_1(x,t) \) and \( f_2(x,t) \) and \( (f_1(x,t), f_2(x,t)) = (w,-w)\) in the chart, one has:

\begin{align} \frac{d\rho}{d t} &= -\Delta\rho - \left( \delta_{\beta\gamma} -\lambda_{\beta\gamma,\delta}w^\delta + O(|w|^2) \right) {f_1}^\beta_i {f_1}^\gamma_j g^{ij} - \left( \delta_{\beta\gamma} + \lambda_{\beta\gamma,\delta} w^\delta + O(|w|^2)\right) {f_2}^\beta_i {f_2}^\gamma_j g^{ij} \label{eq:sym-red-beta-before}\\ & - 2\left( -\delta_{\beta\gamma} + O(|w|^2) \right) {f_1}^\beta_i {f_2}^\gamma_j g^{ij} \label{eq:sym-red-beta}\\ & = -\Delta \rho - |df_1 -df_2|^2 - w^\delta \lambda_{\beta\gamma,\delta}g^{ij}\left( {f_2}^\beta_i {f_2}^\gamma_j - {f_1}^\beta_i {f_1}^\gamma_j \right) + O(|\omega|^2) \label{eq:first-order-w} \end{align}

The last term of \eqref{eq:first-order-w} can be bounded as follows:

\begin{align*} \left | w^\delta \lambda_{\beta\gamma,\delta}\left({f_2}^\beta_i {f_2}^\gamma_j - {f_1}^\beta_i {f_1}^\gamma_j\right) g^{ij} \right| &= \left | w^\delta \lambda_{\beta\gamma,\delta}\left({f_2}^\beta_i ({f_2}^\gamma_j - {f_1}^\gamma_j) + {f_1}^\gamma_j({f_2}^\beta_i - {f_1}^\beta_i) \right) g^{ij} \right| \\ &\leq 2 |w^\delta \lambda_{\beta\gamma,\delta}| |df_2 -df_1| (|df_1| + |df_2|)\\ &\leq |df_1 - df_2|^2 + O(|w|^2) \end{align*}

where for the last inequality, we use \( 2uv \leq u^2 + v^2 \) and the fact that \( |df_1| \) and \( |df_2| \) are bounded on \( M \). The estimate \eqref{eq:first-order-w} can be continued: \[ \frac{d \rho}{d t}\leq -\Delta\rho + C(x,t) |w|^2 \leq -\Delta \rho + C \rho \] where \( C >0 \) is a constant chosen to dominate all \( C(x,t) \) for \( x\in M \) in all charts and \( t\in [\alpha,\omega] \).

The original proof of hamilton_harmonic_1975 made the reduction of the first order of \( w \) in \eqref{eq:sym-red-beta} using the following development of \( \sigma \): \[ \sigma = \frac{1}{2}\delta_{\beta\gamma} (a^\beta - b^\beta)(a^\gamma - b^\gamma) + \lambda_{\beta\gamma,\delta} (a^\beta - b^\beta)(a^\gamma -b^\gamma)(a^\delta + b^\delta) + O(|a|+|b|)^4 \] which was justified by \( \sigma(a,b) = \sigma(b,a) \) and \( \sigma(a,a)=0 \). It can be proved that this is equivalent to \eqref{eq:dev-sig-unique} and the symmetries \( \lambda_{\beta\gamma,\delta} = \lambda_{\gamma\beta,\delta},\ \lambda_{\beta\gamma,\delta} +\lambda_{\gamma\delta,\beta} + \lambda_{\beta\delta,\gamma}= 0 \).

As a side note, if \( a,b,c \) are on \( \mathbb{S}^2 \) with \( d(a,c) = d(b,c) = x \ll 1\) and the lines from \( a \) and \( b \) to \( c \) are orthogonal at \( c \), then the geodesic distance \( d(a,b) = \arccos(\cos^2(x)) = x\sqrt{2} - \frac{1}{6\sqrt{2}}x^3 + O(x^4) \). So \( \sigma(a,b) = \frac{1}{2}d(a,b)^2 \) has no third-order term.

3 A few energy estimates.

3.1 Estimate of density energies

We finish this part with a few straightforward computation concerning the potential energy \( e(f_t) = \frac{1}{2}|\nabla f_t|^2 \) and the kinetic energy \( k(f_t) = \frac{1}{2}|\frac{d f_t}{d t}|^2 \) of a nonlinear heat flow \( f_t \) satisfying \eqref{eq:loc-heat-flow}.

If \( f_t \) satisfies \eqref{eq:loc-heat-flow} then \[ \frac{d e(f_t)}{dt}= -\Delta e(f_t) - |\beta(f_t)|^2 - \left\langle \Ric(M) \nabla_v f_t,\nabla_v f_t \rangle + \langle \Riem(M') (\nabla_v f_t,\nabla_w f_t)\nabla_v f_t,\nabla_w f_t \right\rangle \] where \( e(f_t) \) is the potential energy density and \( \beta(f_t) \) is the fundamental form and in the curvature terms, the vectors \( v \) and \( w \) are contracted.

In particular, if \( \Riem(M') \leq 0 \) and \(\Ric(M)\geq -C \) then

\begin{equation} \label{eq:den-pot-est} \frac{d e}{dt} \leq -\Delta e + Ce - |\beta(f_t)|^2 \end{equation}

Apply Lemma lem:calculs-general to \( s = d f_t \) and the Riemannian-connected bundle \( F^* TM' \) over \( M\times [\alpha,\omega] \) where \( F(\cdot,t) = f_t \), the curvature terms cancel out and it remains to see that \( \frac{d e(f_t)}{dt}= - \langle df_t, \Delta df_t \rangle \), meaning that \( \tilde \nabla_{\partial t} df_t = -\Delta df_t \). This can be easily justified: \[ \tilde \nabla_{\partial t} df_t = \tilde \nabla_{\partial t} \tilde\nabla^M F= \tilde\nabla^M \tilde\nabla_{\partial t} F= \tilde\nabla^M\ \tau (f_t) = -D\delta (df_t) = -\Delta df_t \] where the last "=" is due to \( D df_t = 0 \). Note that \( D \) and \( \delta \) are the exterior derivative and its adjoint of the bundle \( (f_t)^*TM' \) on \( M \), where \( t \) can be fixed after the third "=" sign.

If \( f_t \) satisfies \eqref{eq:loc-heat-flow} then \[ \frac{d k(f_t)}{dt}= -\Delta k(f_t) - \left|\nabla \frac{\partial f_t}{\partial t}\right|^2 + \left\langle \Riem(M') (\nabla_v f_t,\frac{\partial f_t}{\partial t})\nabla_v f_t,\frac{\partial f_t}{\partial t} \right\rangle \] where \( k(f_t) \) is the kinetic energy density and in the curvature terms, the vectors \( v \) is contracted,

In particular, if \( \Riem(M') \leq 0 \) then

\begin{equation} \label{eq:den-kin-est} \frac{d k}{dt} \leq -\Delta k - \left|\nabla \frac{\partial f_t}{\partial t}\right|^2 \end{equation}

Let \( F:\ I\times M \longrightarrow M' \) be the total function with \( F(t,\cdot) = f_t\) for \( t\in I =[\alpha,\omega] \) and \( E = F^* TM' \) is a Riemannian-connected bundle on \( I\times M \) with curvature form \( \Theta \), then

\begin{equation} \label{eq:den-kin-1} \tilde \nabla_{\partial t} \tilde\nabla_v (dF.v) = \tilde\nabla_v \tilde\nabla_{\partial t} (dF.v) + \Theta(\partial t, v) dF.v \end{equation}

where \( dF \) is the exterior derivative of \( f_t \) on \( M \). Note that \( \tilde \nabla_v \tilde \nabla_{\partial t} (dF.v) = \tilde \nabla_v (\tilde \nabla_{\partial t} dF).v = \tilde \nabla_v (\tilde\nabla^M \frac{\partial f_t}{\partial t}).v \) since \( \tilde\nabla^M \frac{\partial f_t}{\partial t}= \tilde\nabla_{\partial t}^{I\times M} dF = \tilde\nabla^{I}_{\partial_t}dF \) because \( \tilde \nabla \) is torsionless on \( M' \). Plugging this in \eqref{eq:den-kin-1} and taking contraction in \( v \), one has

\begin{equation} \label{eq:den-kin-2} \tilde \nabla_{\partial t}\ \tau(f_t) = -\tilde \Delta \frac{\partial f_t}{\partial t} + \tr \left( v\mapsto \Theta (\partial t,v) dF.v\right) \end{equation}

But \( \Theta^\beta_\alpha = R'^\beta_{\alpha\nu\mu} F^\mu_i F^\nu_j dx^i\otimes dx^j \) where \( R' \) denotes the Riemannian curvature of \( M' \) and the indices \( i,j \) can be \( 0 \), with \( x^0 \equiv t \). Hence \[ \Theta (\partial t, v) dF.v = R'^\beta_{\alpha \nu \mu} \frac{\partial f^\mu_t}{\partial t}\frac{\partial f_t^\nu}{\partial v} \frac{\partial f_t^\alpha}{\partial v} \tilde e_\beta = \Riem(M')\left(\nabla_v f_t, \frac{\partial f_t}{\partial t}\right)\nabla_v f_t \] Plugging in \eqref{eq:den-kin-2} and taking inner product with \( \frac{\partial f_t}{\partial t} \), one has

\begin{align*} \frac{\partial k(f_t)}{\partial t} &= \left\langle \tilde \nabla_{\partial t}\ \tau(f_t), \frac{\partial f_t}{\partial t} \right \rangle = - \left\langle \tilde \Delta \frac{\partial f_t}{\partial t}, \frac{\partial f_t}{\partial t} \right\rangle + \left \langle \Riem(M') (\nabla_v f_t, \frac{\partial f_t}{\partial t}) \nabla_v f_t, \frac{\partial f_t}{\partial t} \right \rangle \\ &= - \Delta \left(\frac{1}{2} \left|\frac{\partial f_t}{\partial t}\right|^2\right) - \left| \tilde \nabla \frac{\partial f_t}{\partial t}\right|^2 + \left \langle \Riem(M') (\nabla_v f_t, \frac{\partial f_t}{\partial t}) \nabla_v f_t, \frac{\partial f_t}{\partial t} \right \rangle \end{align*}

3.2 Estimate of total energies

We will now work with the total energies, in particular the total potential energy \( E(f_t) := \int_M e(f_t) \) and total kinetic energy \( K(f_t) := \int_M k(f_t) \). Since tension field is the gradient of \( E \), one has:

If \( f_t: M \longrightarrow M' \) satisfies \eqref{eq:loc-heat-flow} then \[ \frac{d E(f_t)}{dt} = -\int_M \left\langle \tau(f_t), \frac{\partial f_t}{\partial t} \right \rangle = -\int_M |\tau(f_t)|^2 = -2K(f_t) \leq 0. \]

Integrating Theorem thm:den-kin on \( M \) then using Theorem thm:energy-cons, one obtains:

If \( f_t \) satisfies \eqref{eq:loc-heat-flow} and \( \Riem(M')\leq 0 \) then \(\frac{d }{dt}K(f_t) \leq 0\) and one has

  1. The total potential energy \( E(f_t) \) is \( \geq 0 \), decreasing and convex.
  2. The total kinetic energy \( K(f_t) \) is \( \geq 0 \), decreasing and if \( \omega = +\infty \) then \( \lim_{t\to\infty} K(f_t) = 0 \).

In particular, \( \int_{M\times \{\tau\}} |\nabla f|^2 \) and \( \int_{M\times\{\tau\}} \left| \frac{\partial f_t}{\partial t} \right|^2 \) are bounded above by a constant \( C>0 \) independent of the time \( \tau \in[\alpha,\omega] \).

Note that we ruled out the case \( K(f_t) \) decreases to a strictly positive limit because \( E(f_t) \) is bounded below and \( \frac{d }{d t} E(f_t) = -2K(f_t) \).

Integrating Theorem thm:den-pot on \( M \) then using Theorem thm:int-den-kin, one has:

If \( f_t \) satisfies \eqref{eq:loc-heat-flow} and \( \Riem(M')\leq 0 \) and \( \Ric(M) \) is bounded below then \[ \int_M |\beta(f_t)|^2 \leq C \] for all time \( t \) where the constant \( C \) only depends on the curvature of \( M, M' \) and the initial total potential and kinetic energy, in particular, \( C \) does not depend on \( t \).

This means that \( \|f_t\|_{W^{2,2}(M)} \) is bounded by a constant \( C \) only depending on the curvatures and initial total energies.

If \( F_t \) satisfies \eqref{eq:global-heat} and \( \Riem(M')\leq 0 \) and \( \Ric(M) \) is bounded below then \[ \|F_t\|^2_{W^{2,2}(M)} := \int_M | \beta(F_t)|^2 + |\nabla F_t|^2 +|F|^2 \leq C \] for all time \( t \) where the constant \( C \) only depends on the curvature of \( M, M' \) and the initial total potential and kinetic energy, in particular, \( C \) does not depend on \( t \).

Note that the term \( |F|^2 \) is trivially bounded since the image of \( F \) remains in an Euclidean ball \( B \).

Bibliography