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7. Envelopes and differentiability [01BQ]

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7. Envelopes and differentiability

Let ω\omega be a form as in §4 with {ω}n=1\{\omega\}^{n}=1. As explained in the introduction, the differentiability of the energy is not a priori sufficient to make the variational approach work, i.e. to infer that a maximizer of the relevant functional over ℰ1​(X,ω)\mathcal{E}^{1}(X,\omega) is necessarily a critical point. In order to circumvent this difficulty, we show as in [BB10] the differentiability of Eω∘PωE_{\omega}\circ P_{\omega}, where PωP_{\omega} is the ω\omega-psh envelope operator of §2.5. This idea was originally introduced by Alexandrov [Ale38] in the context of real Monge-Ampère equations.

Definition 7.1.

We say that ω\omega has the orthogonality property if

∫(f−Pω​(f))​MA⁡(Pω​(f))=0\int(f-P_{\omega}(f))\MA(P_{\omega}(f))=0

holds for every f∈C0​(X)f\in C^{0}(X).

Since Pω​(f)≤fP_{\omega}(f)\leq f, this property means that MA⁡(Pω​(f))\MA(P_{\omega}(f)) is concentrated on the contact locus {Pω(f)=f}\{P_{\omega}(f)=f\}. We refer to Appendix A for more information on the orthogonality property.

We can state the main result of this section.

Theorem 7.2.

Assume that ω\omega has the orthogonality property. Then the composition Eω∘Pω:C0​(X)→𝐑E_{\omega}\circ P_{\omega}:C^{0}(X)\to\mathbf{R} is Gâteaux differentiable, with directional derivatives given by

dd​t|t=0​Eω∘Pω​(f+t​g)=∫g​MA⁡(Pω​(f)).\frac{d}{dt}\bigg|_{t=0}E_{\omega}\circ P_{\omega}(f+tg)=\int g\,\MA(P_{\omega}(f)).

Before giving a proof of this crucial result, we state and prove a corollary of it that we shall need when solving the Monge-Ampère equation.

If φ∈PSH⁡(X,ω)\varphi\in\PSH(X,\omega) and f∈C0​(X)f\in C^{0}(X), observe that Pω​(φ+f)P_{\omega}(\varphi+f) is ω\omega-psh (i.e. is not identically −∞-\infty) since φ+f\varphi+f dominates the ω\omega-psh function φ+infXf\varphi+\inf_{X}f. Furthermore we have Pω​(φ+f)≤φ+fP_{\omega}(\varphi+f)\leq\varphi+f since the latter is usc.

Corollary 7.3.

Assume that ω\omega has the orthogonality property. Let φ∈ℰ1​(X,ω)\varphi\in\mathcal{E}^{1}(X,\omega) and f∈C0​(X)f\in C^{0}(X). Then Pω​(φ+t​f)∈ℰ1​(X,ω)P_{\omega}(\varphi+tf)\in\mathcal{E}^{1}(X,\omega) for all t∈𝐑t\in\mathbf{R} and

dd​t|t=0​Eω∘Pω​(φ+t​f)=∫f​MA⁡(φ).\frac{d}{dt}\bigg|_{t=0}E_{\omega}\circ P_{\omega}(\varphi+tf)=\int f\,\MA(\varphi).
Proof.

Note that φ+t​f≥φ−|t|​supX|f|\varphi+tf\geq\varphi-|t|\sup_{X}|f| implies Pω​(φ+t​f)≥φ−|t|​supX|f|P_{\omega}(\varphi+tf)\geq\varphi-|t|\sup_{X}|f|, hence Pω​(φ+t​f)∈ℰ1​(X,ω)P_{\omega}(\varphi+tf)\in\mathcal{E}^{1}(X,\omega) for all tt. We are going to show that

(7.1) Eω∘Pω​(φ+t​f)=Eω​(φ)+∫0t(∫f​MA⁡(Pω​(φ+s​f)))​𝑑s.E_{\omega}\circ P_{\omega}(\varphi+tf)=E_{\omega}(\varphi)+\int_{0}^{t}\left(\int f\MA(P_{\omega}(\varphi+sf))\right)ds.

For all t∈𝐑t\in\mathbf{R}. If φ\varphi is continuous, then the result follows immediately from Theorem 7.2.

In general, let (φm)m=1∞(\varphi_{m})_{m=1}^{\infty} be a decreasing sequence of ω\omega-psh model functions converging to φ\varphi, see Proposition 4.5.

For each t∈𝐑t\in\mathbf{R} the sequence (Pω​(φm+t​f))m=1∞(P_{\omega}(\varphi_{m}+tf))_{m=1}^{\infty} is a decreasing sequence of ω\omega-psh functions, and we claim that limmPω​(φm+t​f)=Pω​(φ+t​f)\lim_{m}P_{\omega}(\varphi_{m}+tf)=P_{\omega}(\varphi+tf). Indeed let φ~t=limmPω​(φm+t​f)\tilde{\varphi}_{t}=\lim_{m}P_{\omega}(\varphi_{m}+tf). Since φm+t​f≥φ+t​f\varphi_{m}+tf\geq\varphi+tf, we have Pω​(φm+t​f)≥Pω​(φ+t​f)P_{\omega}(\varphi_{m}+tf)\geq P_{\omega}(\varphi+tf), hence φ~t≥Pω​(φ+t​f)\tilde{\varphi}_{t}\geq P_{\omega}(\varphi+tf). Conversely, φ~t≤Pω​(φm+t​f)≤φm+t​f\tilde{\varphi}_{t}\leq P_{\omega}(\varphi_{m}+tf)\leq\varphi_{m}+tf for all mm, hence φ~t≤φ+t​f\tilde{\varphi}_{t}\leq\varphi+tf and it follows φ~t=Pω​(φ+t​f)\tilde{\varphi}_{t}=P_{\omega}(\varphi+tf) as required.

We apply (7.1) to φm\varphi_{m}:

(7.2) Eω​(Pω​(φm+t​f))=Eω​(φm)+∫0t(∫f​MA⁡(Pω​(φm+s​f)))​𝑑s.E_{\omega}(P_{\omega}(\varphi_{m}+tf))=E_{\omega}(\varphi_{m})+\int_{0}^{t}\left(\int f\MA(P_{\omega}(\varphi_{m}+sf))\right)ds.

As m→∞m\to\infty, Eω​(Pω​(φm+t​f))E_{\omega}(P_{\omega}(\varphi_{m}+tf)) and Eω​(φm)E_{\omega}(\varphi_{m}) decrease to Eω∘Pω​(φ+t​f)E_{\omega}\circ P_{\omega}(\varphi+tf) and Eω​(φ)E_{\omega}(\varphi), respectively and by Proposition 6.9, ∫f​MA⁡(Pω​(φm+s​f))\int f\MA(P_{\omega}(\varphi_{m}+sf)) converges to ∫f​MA⁡(Pω​(φ+s​f))\int f\MA(P_{\omega}(\varphi+sf)) for each ss. Finally (7.1) follows from (7.2) using dominated convergence in view of the upper bound |∫f​MA⁡(Pω​(φm+s​f))|≤supX|f||\int f\MA(P_{\omega}(\varphi_{m}+sf))|\leq\sup_{X}|f| for all mm and all ss. ∎

Proof of Theorem 7.2.

We follow the exposition in [BB10, §4.3] very closely. Arguing as in Corollary 7.3 we may assume that f,g∈𝒟⁡(X)f,g\in\mathcal{D}(X). Set μ:=MA⁡(Pω​(f))\mu:=\MA(P_{\omega}(f)). We need to prove that

(7.3) dd​t|t=0+​Eω∘Pω​(f+t​g)=∫g​μ.\frac{d}{dt}\bigg|_{t=0+}E_{\omega}\circ P_{\omega}(f+tg)=\int g\,\mu.

As a first step, we linearize the problem and prove that

(7.4) dd​t|t=0+​Eω∘Pω​(f+t​g)=dd​t|t=0+​∫Pω​(f+t​g)​μ.\frac{d}{dt}\bigg|_{t=0+}E_{\omega}\circ P_{\omega}(f+tg)=\frac{d}{dt}\bigg|_{t=0+}\int P_{\omega}(f+tg)\,\mu.

Denote the left and right hand sides of (7.4) by aa and bb, respectively. Note that the one-sided derivatives exist since both EωE_{\omega} and PωP_{\omega} are concave.

Since EωE_{\omega} is concave on the space of bounded ω\omega-psh functions, the function

[0,1]∋s↦h⁡(s):=Eω​(s​Pω​(f+t​g)+(1−s)​Pω​(f))[0,1]\ni s\mapsto h(s):=E_{\omega}\left(sP_{\omega}(f+tg)+(1-s)P_{\omega}(f)\right)

is also concave, hence

Eω​(s​Pω​(f+t​g)+(1−s)​Pω​(f))≤Eω∘Pω​(f)+dd​t|t=0​h=Eω∘Pω​(f)+s⁡(∫(Pω​(f+t​g)−Pω​(f))​μ)E_{\omega}(sP_{\omega}(f+tg)+(1-s)P_{\omega}(f))\leq\\ E_{\omega}\circ P_{\omega}(f)+\frac{d}{dt}\bigg|_{t=0}h=E_{\omega}\circ P_{\omega}(f)+s\left(\int(P_{\omega}(f+tg)-P_{\omega}(f))\mu\right)

by Proposition 6.3. Taking s=1s=1 and letting t→0t\to 0 yields a≤ba\leq b.

To prove the reverse inequality, fix ε>0\varepsilon>0. Then there exists δ>0\delta>0 such that

D:=∫XPω​(f+δ​g)​μ−∫XPω​(f)​μ≥δ⁡(b−ε).D:=\int_{X}P_{\omega}(f+\delta g)\mu-\int_{X}P_{\omega}(f)\mu\geq\delta(b-\varepsilon).

Since μ\mu is the differential of EωE_{\omega}, there exists γ>0\gamma>0 such that

E⁡((1−t)​Pω​(f)+t​Pω​(f+δ​g))≥Eω​(Pω​(f))+t⁡(D−δ​ε)≥Eω​(Pω​(f))+t​δ​(b−2​ε)E\left((1-t)P_{\omega}(f)+tP_{\omega}(f+\delta g)\right)\geq E_{\omega}(P_{\omega}(f))+t(D-\delta\varepsilon)\geq E_{\omega}(P_{\omega}(f))+t\delta(b-2\varepsilon)

for 0≤t≤γ0\leq t\leq\gamma. The concavity of PP yields Pω​(f+t​δ​g)≥(1−t)​Pω​(f)+t​Pω​(f+δ​g)P_{\omega}(f+t\delta g)\geq(1-t)P_{\omega}(f)+tP_{\omega}(f+\delta g). Since EωE_{\omega} is non-decreasing we get

Eω∘Pω​(f+t​δ​g)≥E⁡((1−t)​Pω​(f)+t​Pω​(f+δ​g))≥E⁡(Pω​(f))+t​δ​(b−2​ε)E_{\omega}\circ P_{\omega}(f+t\delta g)\geq E\left((1-t)P_{\omega}(f)+tP_{\omega}(f+\delta g)\right)\geq E(P_{\omega}(f))+t\delta(b-2\varepsilon)

for 0≤t≤γ0\leq t\leq\gamma. Letting t→0t\to 0 and ε→0\varepsilon\to 0 we conclude a≥ba\geq b. This shows that (7.4) holds.

In view of (7.4) it remains to show that

(7.5) ∫X(Pω​(f+t​g)−Pω​(f))​μ=t​∫Xg​μ+o⁡(t)\int_{X}(P_{\omega}(f+tg)-P_{\omega}(f))\,\mu=t\int_{X}g\mu+o(t)

as t→0+t\to 0+.

Since Pω​(f)≤fP_{\omega}(f)\leq f, the orthogonality property implies Pω​(f)=fP_{\omega}(f)=f for μ\mu-a.e. point. We thus have Pω​(f+t​g)≤f+t​g=Pω​(f)+t​gP_{\omega}(f+tg)\leq f+tg=P_{\omega}(f)+tg μ\mu-a.e. We claim that μ⁡(Ωt)=O⁡(t)\mu(\Omega_{t})=O(t) with

Ωt:={Pω(f+tg)<Pω(f)+tg}.\Omega_{t}:=\{P_{\omega}(f+tg)<P_{\omega}(f)+tg\}.

Observe that |Pω​(f+t​g)−Pω​(f)|≤t​sup|g||P_{\omega}(f+tg)-P_{\omega}(f)|\leq t\sup|g| so that the claim implies

∫X(Pω​(f+t​g)−Pω​(f)−t​g)​μ=∫Ωt(Pω​(f+t​g)−Pω​(f))​μ+∫X∖Ωt(Pω​(f+t​g)−Pω​(f))​μ=∫Ωt(Pω​(f+t​g)−Pω​(f)−t​g)+∫Xt​g​μ≤t​∫Xg​μ+μ⁡(Ωt)​supX|Pω​(f+t​g)−Pω​(f)−t​g|=t​∫Xg​μ+O⁡(t2)\int_{X}(P_{\omega}(f+tg)-P_{\omega}(f)-tg)\mu\\ =\int_{\Omega_{t}}(P_{\omega}(f+tg)-P_{\omega}(f))\mu+\int_{X\setminus\Omega_{t}}(P_{\omega}(f+tg)-P_{\omega}(f))\mu\\ =\int_{\Omega_{t}}(P_{\omega}(f+tg)-P_{\omega}(f)-tg)+\int_{X}tg\,\mu\\ \leq t\!\int_{X}\!g\,\mu+\mu(\Omega_{t})\sup_{X}|P_{\omega}(f+tg)-P_{\omega}(f)-tg|=t\!\int_{X}\!g\,\mu+O(t^{2})

which proves (7.5).

The estimate of μ⁡(Ωt)\mu(\Omega_{t}) is based on the comparison principle. Since gg is a model function, there exists C≫1C\gg 1, ψ∈𝒟⁡(X)\psi\in\mathcal{D}(X) such that ψ\psi and ψ+g\psi+g are C​ωC\omega-psh by Proposition 2.6. Note that Ωt={Pω(f+tg)+tψ<Pω(f)+t(ψ+g)}\Omega_{t}=\{P_{\omega}(f+tg)+t\psi<P_{\omega}(f)+t(\psi+g)\}, and both functions Pω​(f+t​g)+t​ψP_{\omega}(f+tg)+t\psi and Pω​(f)+t⁡(ψ+g)P_{\omega}(f)+t(\psi+g) are (1+C​t)​ω(1+Ct)\omega-psh. The comparison principle then yields

∫Ωt((1+C​t)​ω+d​dc​(Pω​(f)+t⁡(ψ+g)))n≤∫Ωt((1+C​t)​ω+d​dc​(Pω​(f+t​g)+t​ψ))n\int_{\Omega_{t}}\left((1+Ct)\omega+dd^{c}\left(P_{\omega}(f)+t(\psi+g)\right)\right)^{n}\leq\int_{\Omega_{t}}((1+Ct)\omega+dd^{c}\left(P_{\omega}(f+tg)+t\psi\right))^{n}

By expanding as polynomials in tt, we get

((1+C​t)​ω+d​dc​(Pω​(f)+t⁡(ψ+g)))n=(ω+d​dc​Pω​(f))n+O⁡(t)((1+Ct)\omega+dd^{c}\left(P_{\omega}(f)+t(\psi+g)\right))^{n}=(\omega+dd^{c}P_{\omega}(f))^{n}+O(t)

and

((1+C​t)​ω+d​dc​(Pω​(f+t​g)+t​ψ))n=(ω+d​dc​Pω​(f+t​g))n+O⁡(t).((1+Ct)\omega+dd^{c}\left(P_{\omega}(f+tg)+t\psi\right))^{n}=(\omega+dd^{c}P_{\omega}(f+tg))^{n}+O(t).

From these three estimates we conclude

μ⁡(Ωt)=∫ΩtMA⁡(Pω​(f))≤∫ΩtMA⁡(Pω​(f+t​g))+O⁡(t).\mu(\Omega_{t})=\int_{\Omega_{t}}\MA(P_{\omega}(f))\leq\int_{\Omega_{t}}\MA(P_{\omega}(f+tg))+O(t).

But Ωt⊆{Pω(f+tg)<f+tg}\Omega_{t}\subseteq\{P_{\omega}(f+tg)<f+tg\}, so the orthogonality property implies that the last integral vanishes. This concludes the proof. ∎

Remark 7.4.

Observe that the differentiability property of Theorem 7.2 conversely implies the orthogonality property. Indeed, pick f∈C0​(X)f\in C^{0}(X) and set g:=Pω​(f)−fg:=P_{\omega}(f)-f. We claim that ∫g​MA⁡(Pω​(f))=0\int g\MA(P_{\omega}(f))=0. It is enough to prove ∫g​MA⁡(Pω​(f))≥0\int g\MA(P_{\omega}(f))\geq 0 since g≤0g\leq 0. Now the differentiability property yields

Eω​(Pω​(f+ε​g))=Eω​(Pω​(f))+ε​∫g​MA⁡(Pω​(f))+o⁡(ε).E_{\omega}(P_{\omega}(f+\varepsilon g))=E_{\omega}(P_{\omega}(f))+\varepsilon\int g\MA(P_{\omega}(f))+o(\varepsilon).

But we have

f+ε​g=(1−ε)​f+ε​Pω​(f)≥(1−ε)​Pω​(f)+ε​Pω​(f)=Pω​(f),f+\varepsilon g=(1-\varepsilon)f+\varepsilon P_{\omega}(f)\geq(1-\varepsilon)P_{\omega}(f)+\varepsilon P_{\omega}(f)=P_{\omega}(f),

hence Eω​(Pω​(f+ε​g))≥Eω​(Pω​(f))E_{\omega}\left(P_{\omega}(f+\varepsilon g)\right)\geq E_{\omega}(P_{\omega}(f)) by monotonicity of EωE_{\omega}, and the result follows.

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