isoperimetry for semilinear torsion problems in riemannian two-manifolds

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Available online at www.sciencedirect.com Advances in Mathematics 229 (2012) 2379–2404 www.elsevier.com/locate/aim Isoperimetry for semilinear torsion problems in Riemannian two-manifolds Jie Xiao 1 Department of Mathematics and Statistics, Memorial University of Newfoundland, St. John’s, NL A1C 5S7, Canada Received 7 October 2011; accepted 17 January 2012 Available online 25 January 2012 Communicated by Erwin Lutwak Abstract Given (M 2 , g) – a smooth, complete Riemannian 2-manifold. This note discusses three types of isoperi- metric properties arising from u(z) = O g (O,g) (z, ·)u(·) γ dA g (·), the non-negative solution to the semi- linear (0 γ< 1) torsion problem g u =−u γ in O subject to u| ∂O = 0 for a relatively compact domain O M 2 with smooth boundary ∂O. © 2012 Elsevier Inc. All rights reserved. MSC: 53A30; 53A05; 31A30 Keywords: Isoperimetry; Green’s function; Torsion rigidity; Monotonicity; Riemannian two-manifold 1. Introduction Let (M 2 , g) be a smooth, complete Riemannian 2-manifold (cf. [34, Sections 1.1–1.2]). We denote by F (M 2 ) the collection of all connected open sets O M 2 with compact closure ¯ O and smooth boundary ∂O. On the manifold (M 2 , g) the following notations d g (·,·); ·,· g ; |·| g ; Ric g (·,·); dA g (·); dL g (·); g (·); g (·), stand for the distance function; the inner product between two vectors in the tangent bundle; the norm of a vector; the Ricci curvature; the area element; the length element; the Laplacian– E-mail address: [email protected]. 1 The author was supported in part by Natural Science and Engineering Research Council of Canada. 0001-8708/$ – see front matter © 2012 Elsevier Inc. All rights reserved. doi:10.1016/j.aim.2012.01.009

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Available online at www.sciencedirect.com

Advances in Mathematics 229 (2012) 2379–2404www.elsevier.com/locate/aim

Isoperimetry for semilinear torsion problems inRiemannian two-manifolds

Jie Xiao 1

Department of Mathematics and Statistics, Memorial University of Newfoundland, St. John’s, NL A1C 5S7, Canada

Received 7 October 2011; accepted 17 January 2012

Available online 25 January 2012

Communicated by Erwin Lutwak

Abstract

Given (M2,g) – a smooth, complete Riemannian 2-manifold. This note discusses three types of isoperi-metric properties arising from u(z) = ∫

O g(O,g)(z, ·)u(·)γ dAg(·), the non-negative solution to the semi-linear (0 � γ < 1) torsion problem �gu = −uγ in O subject to u|∂O = 0 for a relatively compact domainO ⊂ M

2 with smooth boundary ∂O.© 2012 Elsevier Inc. All rights reserved.

MSC: 53A30; 53A05; 31A30

Keywords: Isoperimetry; Green’s function; Torsion rigidity; Monotonicity; Riemannian two-manifold

1. Introduction

Let (M2,g) be a smooth, complete Riemannian 2-manifold (cf. [34, Sections 1.1–1.2]). Wedenote by F(M2) the collection of all connected open sets O ⊂ M

2 with compact closure O andsmooth boundary ∂O . On the manifold (M2,g) the following notations

dg(·,·); 〈·,·〉g; | · |g; Ricg(·,·); dAg(·); dLg(·); �g(·); ∇g(·),

stand for the distance function; the inner product between two vectors in the tangent bundle;the norm of a vector; the Ricci curvature; the area element; the length element; the Laplacian–

E-mail address: [email protected] The author was supported in part by Natural Science and Engineering Research Council of Canada.

0001-8708/$ – see front matter © 2012 Elsevier Inc. All rights reserved.doi:10.1016/j.aim.2012.01.009

2380 J. Xiao / Advances in Mathematics 229 (2012) 2379–2404

Beltrami operator; the gradient, respectively. Moreover, Bg(a, r) = {z ∈ M2: dg(z, a) < r} rep-

resents the geodesic disk centered at a with radius r , and the isoperimetric constant of (M2,g)

is determined by

τg(M

2) = infO∈F(M2)

(Lg(∂O))2

Ag(O).

When M2 is the flat Euclidean plane R2, we naturally equip it with the standard Euclidean metric

e and therefore the previous notations will be changed correspondingly, i.e., g is replaced by e.In particular, τe(R

2) = 4π .Given O ∈F(M2), we denote by g(O,g)(·, a) Dirichlet Green’s function, i.e., the non-negative

Green function of O with pole at a ∈ O for �g provided that the function is decided by theDirichlet boundary problem: {

�gg(O,g)(z, a) = −δa(z) z ∈ O;g(O,g)(z, a) = 0 z ∈ ∂O.

Here δa is Dirac’s delta measure at a and the first equation is clearly understood under the distri-bution with respect to the area element dAg. Furthermore, the definition of this Dirichlet Green’sfunction can be extended to (M2,g) via letting g(O,g)(z, a) = 0 for z ∈ M

2 \ O . From [2, Theo-rem 4.13] it turns out that there exist a small number ε0 > 0 and a function H(O,g)(·,·) (which iscontinuous symmetric on O × O and C∞-smooth on O × O \ {(a, a)}) such that dg(z, a) < ε0implies

g(O,g)(z, a) = −(2π)−1(lndg(z, a) + H(O,g)(z, a)).

A combined use of Dirichlet Green’s function and the distance function induces the followingRobin mass H(O,g)(a, a) and the conformal radius R(O,g)(a) at a ∈ O under the metric g (cf.[6,56]):

H(O,g)(a, a) = −2π limz→a

((2π)−1 lndg(z, a) + g(O,g)(z, a)

)and

R(O,g)(a) = e−H(O,g)(a,a).

With the above concepts, we can see that

g(O,g)(z, a) = (2π)−1 lnR(O,g)(a)

dg(z, a)+ H(O,g)(z, a) as dg(z, a) → 0

is valid for another suitable function H(O,g)(z, a).For a parameter γ ∈ [0,1) and O ∈ F(M2), let u be the solution of the boundary value prob-

lem attached to the Laplace–Lane–Emden equation of index γ , i.e., the following semilineartorsion problem (see [54,21,23,22,17], and their related references for the Euclidean case R

2):{�gu = −uγ and u > 0 in O;

(1.1)

u = 0 on ∂O.

J. Xiao / Advances in Mathematics 229 (2012) 2379–2404 2381

As a generalized torsion function, u can be represented by g(O,g)(z, ·):

u(z) =∫O

g(O,g)(z, ·)u(·)γ dAg(·) ∀z ∈ O. (1.2)

In this paper, we are interested in three types of isoperimetric properties arising from (1.2).First of all, for p ∈ (0,∞) and a ∈ O we define the following area p-integral mean

Mp,g(O,a) =((

Ag(O))−1

∫O

(g(O,g)(·, a)

)pdAg(·)

) 1p

.

This definition is motivated by Pólya–Szegö’s stress inequality in [49, p. 115 (12)] (cf. [55] and[3] for two related variants) and Xiao–Zhu’s weighted volume mean inequalities in [60].

Theorem 1.1. Let (M2,g) be a smooth, complete Riemannian 2-manifold with τg(M2) > 0.

(i) If p ∈ (0,∞) then

τg(M

2) supa∈O∈F(M2)

Mp,g(O,a) �(Γ (p + 1)

) 1p (1.3)

with equality if (M2,g) = (R2,e). Moreover, if Ricg � 0 and

τg(M

2) inf(a,r)∈M2×(0,∞)

Mp,g(Bg(a, r), a

)(Ag(Bg(a, r))

πr2

) 1p

�(Γ (p + 1)

) 1p (1.4)

then (M2,g) is isometric to (R2,e).(ii) Given a ∈ O ∈F(M2). If

Ip,g(O,a) =(

τg(M2)Mp,g(O,a)

(Γ (p + 1))1p

)p

Ag(O)

then p → Ip,g(O,a) is monotone decreasing on (0,∞). Moreover, if Ricg � 0 andτg(M

2) = 4π then

limp→∞Ip,g(O,a) = lim

t→∞Ag({z ∈ O: g(O,g)(z, a) > t})

e−tτg(M2)= π

(R(O,g)(a)

)2. (1.5)

Next, we obtain an analogue to Theorem 1.1 for the gradients of Dirichlet Green’s functions.To see this, for q ∈ (0,2) let us define the modified area integral mean for |∇gg(O,g)(·, a)|qg :

Nq,g(O,a) =((

Ag(O)) q

2 −1∫O

∣∣∇gg(O,g)(·, a)∣∣qg dAg(·)

) 2q

.

2382 J. Xiao / Advances in Mathematics 229 (2012) 2379–2404

Theorem 1.2. Let (M2,g) be a smooth, complete Riemannian 2-manifold with τg(M2) > 0.

(i) If q ∈ (0,2) then

τg(M

2) supa∈O∈F(M2)

Nq,g(O,a) �(

2

2 − q

) 2q

(1.6)

with equality if (M2,g) = (R2,e). Moreover, if Ricg � 0 and

τg(M

2) inf(a,r)∈M2×(0,∞)

Nq,g(Bg(a, r), a

)(Ag(Bg(a, r))

πr2

) 2−qq

�(

2

2 − q

) 2q

(1.7)

then (M2,g) is isometric to (R2,e).(ii) Given a ∈ O ∈F(M2). If

Jq,g(O,a) =(

τg(M2)Nq,g(O,a)

( 22−q

)2q

) q2−q

Ag(O)

then q → Jq,g(O,a) is monotone decreasing on [0,1]. Moreover, if Ricg � 0 and τg(M2) =

4π then

limt→∞

(− ddt

∫{z∈O: g(O,g)>t} |∇gg(O,g)(z, a)|qg dAg(z))

22−q

τg(M2)e−tτg(M2)= π

(R(O,g)(a)

)2. (1.8)

Here, it is perhaps appropriate to point out that (1.3) and (1.6) are somewhat similar inspirit to [13, Theorem 1.1, (1.3)] – a sharp inequality for the area-minimizing projective planesin Riemannian 3-manifolds. But nevertheless, Theorems 1.1–1.2 are new. Especially, when(M2,g) = (R2,e), Theorems 1.1–1.2 imply the following sharp geometric inequality:

π(R(O,e)(a)

)2 � Ip,e(O,a); Jq,e(O,a) � Ae(O)

whence recovering Bandle’s inequality in [4, p. 61, Example 1] and the two-dimensional Wein-berger’s upper bound for gradients of Dirichlet Green’s functions in [57], respectively.

Finally, given γ ∈ [0,1) and O ∈ F(M2), set u be the solution of (1.1). Then an applicationof (1.2) and Theorems 1.1(i)–1.2(i) gives

supz∈O

u(z) �(

Ag(O)

τg(M2)

) 11−γ

and supz∈O

∣∣∇gu(z)∣∣g � 2

(√Ag(O)

τg(M2)

) 1+γ1−γ

. (1.9)

The left inequality in (1.9) for γ = 0 and (M2,g) = (R2,e) can be found in Pólya and Szegö’sbook [49].

J. Xiao / Advances in Mathematics 229 (2012) 2379–2404 2383

The last observation leads to that the semilinear (or γ -) torsional rigidity of O ∈ F(M2) asthe cross section of the cylindrical beam O ×R is defined as

Tγ,g(O) =∫O

|∇gu|2g dAg =∫O

u1+γ dAg,

where the second identity follows from Green’s theorem. Note that if γ = 0 then (1.1) is justthe classical torsion problem and the resulting 0-torsional rigidity is standard. As well known,under γ = 1 the problem (1.1) has more than one non-trivial solutions, and thus the followingeigenvalue problem is instead considered:

{�gu = −λu and u > 0 in O;u = 0 on ∂O,

(1.10)

whose principal (or first) eigenvalue is determined through

Λg(O) = infv∈W

1,20 (O)

{ ∫O

|∇gv|2g dAg:∫O

v2 dAg = 1

},

where W1,20 (O) stands for the Sobolev space of all compactly-supported C∞ functions v on O

with v2 and |∇gv|2g being dAg-integrable on O .Whenever (M2,g) = (R2,e), a famous problem posed by Venant in 1856 and settled by Pólya

in 1948 (cf. [49, p. 121]) was to prove that among all simply connected domains of given area,a disk of the area has the largest 0-torsional rigidity. Furthermore, according to [21, p. 132], we

have that if O is a convex domain containing the origin in its interior, then vr(z) = r2

1−γ u(r−1z)

solves (1.1) with O replaced by its r-dilation rO and hence

Tγ,e(rO) =∫rO

|∇evr |2e dAe = r4

1−γ

∫O

|∇eu|2e dAe = r4

1−γ Tγ,e(O). (1.11)

This two-fold observation can be extended to the γ -torsional rigidity.

Theorem 1.3. Let γ ∈ [0,1) and (M2,g) be a smooth, complete Riemannian 2-manifold withτg(M

2) > 0.

(i) If u is the solution of (1.1) with O ∈ F(M2) then

∫O

u1+γ dAg �(

1 + γ

2τg(M2)

)( ∫O

uγ dAg

)2

, (1.12)

equivalently,

∫|∇gu|2g dAg �

(1 + γ

2τg(M2)

)( ∫|∇gu|g dLg

)2

. (1.13)

O ∂O

2384 J. Xiao / Advances in Mathematics 229 (2012) 2379–2404

with equality of (1.12) or (1.13) if (M2,g) = (R2,e) and O = Be(o, r) (the origin-centereddisk with radius r). Moreover, if Ricg � 0 and

inf(a,r)∈M2×(0,∞)

2τg(M2)T0,g(Bg(a, r))

(πr2)2� 1 (1.14)

then (M2,g) is isometric to (R2,e).(ii) If a ∈ M

2 is fixed and Ricg � 0, then

r → Qγ,g(a, r) = Tγ,g(Bg(a, r))

rτg(M2)

π(1−γ )

is monotone increasing in (0,∞). Consequently,

limr↓0

Qγ,g(a, r) �Qγ,g(a, s) � limr↑∞Qγ,g(a, r) ∀s ∈ (0,∞) (1.15)

holds with equalities for (M2,g) = (R2,e).

When γ = 1, the corresponding formulation of Theorem 1.3(i) (cf. [54, p. 195, (11.24)] and[16] for (M2,g) = (R2,e)) is: if u denotes the Laplace–Beltrami eigenfunction associated toΛg(O), then

∫O

u2 dAg �Λg(O)

τg(M2)

( ∫O

udAg

)2

, (1.16)

amounting to,

∫O

|∇u|2g dAg �1

τg(M2)

( ∫∂O

|∇gu|g dLg

)2

. (1.17)

Moreover, equality in (1.16) or (1.17) holds for (M2,g) = (R2,e) and O = Be(o, r). And, theγ = 1 case of Theorem 1.3(ii) reads as

r →Qg(a, r) = Λg(Bg(a, r))

r− τg(M2)

is monotone decreasing in (0,∞). Consequently,

limr↑∞Qg(a, r) �Qg(a, s) � lim

r↓0Qg(a, r) ∀s ∈ (0,∞)

holds with equalities for (M2,g) = (R2,e) – this follows readily from the well-known fact (seee.g. [21, p. 110]) that Λe is homogeneous of order −2.

Evidently, τg(M2) > 0, as a crucial hypothesis for the above-stated theorems, is realizable by

various Riemannian 2-manifolds including the complete surfaces of finite total curvature; seee.g. [4,5,9,18,20,33,36–40,51,52].

J. Xiao / Advances in Mathematics 229 (2012) 2379–2404 2385

The proofs of Theorems 1.1, 1.2, and 1.3 are arranged in the coming-up next Sections 2–4in which (M2,g) will be assumed to be a smooth, complete Riemannian 2-manifold withτg(M

2) > 0. Like no others, the central argument idea is to discover some monotonic proper-ties of the level set flows through the following three co-area-based formulas:

• for Theorem 1.1 we utilize

d

dt

∫{z∈O: g(O,g)(z,a)>t}

(g(O,g)(z, a)

)pdAg(z) =

∫{z∈O: g(O,g)(z,a)=t}

−tp dLg(z)

|∇gg(O,g)(z, a)|g ;

• for Theorem 1.2 we utilize

d

dt

∫{z∈O: g(O,g)(z,a)>t}

∣∣∇gg(O,g)(z, a)∣∣qg dAg(z) =

∫{z∈O: g(O,g)(z,a)=t}

−dLg(z)

|∇gg(O,g)(z, a)|1−qg

;

• for Theorem 1.3 we utilize

d

dt

∫{z∈O: u(z)>t}

uγ dAg =∫

{z∈O: u(z)=t}

−tγ dLg(z)

|∇gu(z)|g .

As an original motivation of this paper, the final Appendix A is used to show (via Λg(O)) that

supo∈O∈F(M2)

M1,g(O,a) < ∞

is a torsional-geometric characterization of the Nash–Sobolev inequality on a smooth, completeRiemannian 2-manifold with Ricg � 0.

2. Proof of Theorem 1.1

Firstly, we reduce the required area p-integral to a 1-dimensional setting by considering aflow of the level sets of a given Dirichlet Green’s function.

Proposition 2.1. Let a ∈ O ∈ F(M2) and p, t ∈ [0,∞). If

Ot = {z ∈ O: g(O,g)(z, a) > t

}and X(t) = Ag(Ot ) =

∫Ot

dAg

then

∫Ot

(g(O,g)(z, a)

)pdAg(z) = −

∞∫t

sp dX(s). (2.1)

2386 J. Xiao / Advances in Mathematics 229 (2012) 2379–2404

Proof. Under the hypothesis, g(O,g)(·, a) is of class C∞ on O \ {a}, and for almost all t > 0 onehas ∂Ot = {z ∈ O: g(O,g)(z, a) = t}. Moreover, t → Ag(Ot ) decreases monotonically and

−dAg(Ot )

dt=

∫∂Ot

(∂g(O,g)(z, a)

∂ng

)−1

dLg(z) =∫

∂Ot

dLg(z)

|∇gg(O,g)(z, a)|g � 0. (2.2)

Here and henceforth, ∂/∂ng is the inner normal derivative associated to g.Using Cauchy–Schwarz’s inequality, (2.2) and the easily-verified formula for Dirichlet

Green’s function (via [2, p. 112, (22)])∫∂Ot

∣∣∇gg(O,g)(z, a)∣∣g dLg(z) =

∫∂Ot

(∂g(O,g)(z, a)

∂ng

)dLg(z) = 1, (2.3)

we get that for almost every t > 0,

(−dAg(Ot )

dt

) 12 =

( ∫∂Ot

dLg(z)

|∇gg(O,g)(z, a)|g) 1

2( ∫

∂Ot

∣∣∇gg(O,g)(z, a)∣∣g dLg(z)

) 12

�∫

∂Ot

dLg = Lg(∂Ot ) �(τg

(M

2)) 12(Ag(Ot )

) 12 .

The above estimates yield

d

dt

(etτg(M

2)Ag(Ot )) = τg(M

2)Ag(Ot ) + dAg(Ot )

dt

e−tτg(M2)� 0. (2.4)

Now, the right inequality of (2.4) implies

Ag(Ot ) �Ag(Os)e−(t−s)τg(M

2) for t > s � 0. (2.5)

The layer cake representation (cf. [42, p. 26, Theorem 1.13]), (2.5), and the integration-by-partderive (2.1). �

Secondly, we verify (1.3) and its equality case through the foregoing Proposition 2.1 and thefollowing Proposition 2.2, as well as such an easily-checked fact that if (M2,g) = (R2,e) then

τg(M

2) = 4π; g(Bg(a,r),g)(z, a) =ln r

dg(z,a)

2π; Mp,g

(Bg(a, r), a

) = (Γ (p + 1))1p

4π.

Proposition 2.2. Under α = τg(M2) and Yp(t) = − ∫ ∞

trpdX(r), the function p → Λ(p) =

αpYp(0)(Γ (p + 1))−1 is monotone decreasing on [0,∞).

Proof. It amounts to showing:

0 � p1 < p2 < ∞ ⇒ Λ(p2) � Λ(p1). (2.6)

J. Xiao / Advances in Mathematics 229 (2012) 2379–2404 2387

From (2.4) and an integration-by-part it follows that for t > 0,

Yp1(t) = tp1X(t) + p1

∞∫t

sp1−1X(s)ds �X(t)

(tp1 + p1e

αt

∞∫t

sp1−1e−αs ds

)

= αeαtX(t)

∞∫t

sp1e−αs ds.

Thus,

d(lnYp1(t)

)� −αtp1X(t)dt

Yp1(t)� d

(ln

∞∫t

sp1e−αs ds

).

Integrating the last inequality from 0 to t , we get

Yp1(t) � αΛ(p1)

∞∫t

sp1e−αs ds.

With the help of the foregoing estimates we obtain

0 � p1 < p2 < ∞ ⇒ Λ(p2) =(

αp2(p2 − p1)

Γ (p2 + 1)

) ∞∫0

tp2−p1−1Yp1(t) dt � Λ(p1),

whence reaching (2.6). �Notice now that (1.3) and (1.4) give

inf(a,r)∈M2×(0,∞)

Ag(Bg(a, r))

πr2� 1. (2.7)

So, both (2.7) and Ricg � 0 ensure that (M2,g) is isometric (R2,e); see e.g. [34, p. 244]. Thisconcludes the argument for (i).

Finally, since it is easy to see that Propositions 2.1–2.2 also yield the first part of (ii), it remainsto confirm (1.5) – this can be done by the following limit result.

Proposition 2.3. With Ricg � 0 and α = 4π , one has

limp→∞Λ(p) = lim

t→∞ eαtX(t) = π(R(O,g)(a)

)2. (2.8)

Proof. Proposition 2.2 tells us that the left side of (2.8) is meaningful. Via (2.4) and anintegration-by-parts, we find that limt→∞ eαtX(t) exists and

2388 J. Xiao / Advances in Mathematics 229 (2012) 2379–2404

Λ(p) = pαp

Γ (p + 1)

∞∫0

(eαtX(t)

) d

dt

( t∫0

sp−1e−αs ds

)dt

= limt→∞ eαtX(t) − αp

(Γ (p + 1)

)−1p

∞∫0

( t∫0

sp−1e−αs ds

)d(eαtX(t)

).

So, (2.8) follows from verifying

limp→∞

pαp

Γ (p + 1)

∞∫0

( t∫0

sp−1e−αs ds

)d(eαtX(t)

) = 0. (2.9)

Since (2.4) gives: for ε > 0 there is a δ > 0 such that

ε

2>

∞∫δ

d(−eαtX(t)

)� 0,

it follows that

pαp

Γ (p + 1)

∞∫δ

( t∫0

sp−1e−αs ds

)d(−eαtX(t)

)�

∞∫δ

d(−eαtX(t)

)<

ε

2.

At the same time, integrating by parts yields

limp→∞

pαp

Γ (p + 1)

δ∫0

( t∫0

sp−1e−αs ds

)d(−eαtX(t)

)

� limp→∞

αp

Γ (p + 1)

δ∫0

tpeαt d(−X(t)

)� lim

p→∞αpeαδδpX(0)

Γ (p + 1)= 0.

The previous estimates, along with (2.4), give (2.9) which deduces the first equation of (2.8).In order to reach the second equality of (2.8), let s = g(O,g)(z, a). Following [26], we have

dg(z, a) = R(O,g)(a)e−2πs + o(1) as s → ∞,

and hence

Bg(a, t−) ⊆ {z ∈ O: g(O,g)(z, a) > t

} ⊆ Bg(a, t+),

where

t± = R(O,g)(a)e−2πt ± o(1) as t → ∞.

J. Xiao / Advances in Mathematics 229 (2012) 2379–2404 2389

Using Ricg � 0 and α = 4π , we get Ag(Bg(a, t±)) = πt2± (cf. [34, p. 244]), whence finding

πt2− �Ag({

z ∈ O: g(O,g)(z, a) > t})

� πt2+,

and then the second equality of (2.8). �3. Proof of Theorem 1.2

Firstly, let us make another reduction.

Proposition 3.1. Let o ∈ O ∈F(M2), q ∈ [0,2), and t ∈ [0,∞). If

Ot = {z ∈ O: g(O,g)(z, a) > t

}and Fq(t) =

∫Ot

∣∣∇gg(O,g)(z, a)∣∣qg dAg(z)

then

Fq(t) = −∞∫t

dFq(s) = −∞∫t

( ∫∂Os

∣∣∇gg(O,g)(z, a)∣∣q−1g dLg(z)

)ds. (3.1)

Moreover, the function

q → (−F ′q(t)

) 12−q =

(− d

dtFq(t)

) 12−q

is monotone decreasing on [0,2).

Proof. (3.1) follows from the Fundamental Theorem of Calculus and the well-known co-areaformula. To verify the monotonicity property, we use the formula (2.3) and Hölder’s inequalityto get that if

0 � q1 < q2 < 2, q1 �= 1 and γ = (q1 − 1)(2 − q2)(2 − q1)−1

then ∫∂Ot

∣∣∇gg(O,g)(z, a)∣∣q2−1g dLg(z) =

∫∂Ot

∣∣∇gg(O,g)(z, a)∣∣q2−1−γ+γ

g dLg(z)

�( ∫

∂Ot

∣∣∇gg(O,g)(z, a)∣∣q1−1g dLg(z)

) 2−q22−q1

but also that if 1 = q1 < q2 < 2 then

∫ ∣∣∇gg(O,g)(z, a)∣∣q2−1g dLg(z) �

(∫∂Ot

|∇gg(O,g)(z, a)|g dLg(z))q2−1

(Lg(∂Ot ))q2−2.

∂Ot

2390 J. Xiao / Advances in Mathematics 229 (2012) 2379–2404

The last two cases plus the co-area formula yield that if 0 � q1 < q2 < 2 then

−F ′q2

(t) =∫

∂Ot

∣∣∇gg(O,g)(z, a)∣∣q2−1g dLg(z) �

(−F ′q1

(t)) 2−q2

2−q1 ,

reaching the desired monotonicity. �Secondly, we demonstrate (1.6) and the first part of (ii) through the following monotonicity.

Proposition 3.2. With the notations in Proposition 3.1, the function

q → Θ(q) =((

1 − q

2

q2 Fq(0)

) 22−q

enjoys supq∈[0,2) Θ(q) � Θ(0) and decreases monotonically on [0,1].

Proof. The identity (2.3), along with α > 0, (3.1) and Cauchy–Schwarz’s inequality, deduces

αF0(t) = αAg(Ot ) �(Lg(∂Ot )

)2

�( ∫

∂Ot

∣∣∇g(O,g)(z, a)∣∣−1g dLg(z)

)( ∫∂Ot

∣∣∇gg(O,g)(z, a)∣∣g dLg(z)

)

= −F ′0(t). (3.2)

On the other hand, (3.1), the Hölder inequality and (2.3) derive

−F ′q(t) �

(−F ′0(t)

)1− q2 ∀q ∈ [0,2). (3.3)

Now, an application of (3.3), (3.2) and (3.1) yields that if q ∈ [0,2) then

Fq(s) =∞∫s

(−F ′q(t)

)dt �

∞∫s

(−F ′0(t)

)1− q2 dt � α− q

2

(2

2 − q

)F0(s)

2−q2 , (3.4)

and hence Θ(q) �Θ(0) holds for all q ∈ [0,2).Consequently, (3.4) and (3.2) imply

−F ′0(t) � β(q)Fq(t)

22−q with β(q) = α

22−q

(1 − q

2

) 22−q

and q ∈ [0,2). (3.5)

Note that the monotonicity in Proposition 3.1 derives

(−F ′q (t)

) 22−q �

(Lg(∂Ot )

)2 �(−F ′

q (t)) 2

2−q1 for 0 � q1 � 1 � q2 < 2. (3.6)

2 1

J. Xiao / Advances in Mathematics 229 (2012) 2379–2404 2391

Thus, a combination of (3.4), (3.6) and α > 0 produces the following isoperimetric-type inequal-ity involving the gradient of Dirichlet Green’s function:

−F ′q1

(t) � α

(1 − q1

2

)Fq1(t) ∀q1 ∈ [0,1]. (3.7)

As an immediate application of (3.7) and Proposition 3.1, we find out an extension of (2.5) fromq = 0 to q ∈ [0,1]:

Fq(t) � Fq(s)e−(t−s)α(1− q2 ) for t > s � 0,

and that if 0 � q1 < q2 � 1 then

Fq2(0) �∞∫

0

(−F ′q1

(t)) 2−q2

2−q1 dt = −∞∫

0

(−F ′q1

(t)) q1−q2

2−q1 dFq1(t)

� −(

α

(1 − q1

2

)) q1−q22−q1

∞∫0

(Fq1(t)

) q1−q22−q1 dFq1(t)

= β(q1)q1−q2

2

(2 − q1

2 − q2

)(Fq1(0)

) 2−q22−q1 ,

and hence

(1 − q2

2

)Fq2(0)

) 12−q2 �

(1 − q1

2

)Fq1(0)

) 12−q1

.

This gives immediately the desired estimate Θ(q2)� Θ(q1). �The equality of (1.6) under (M2,g) = (R2,e) can be directly checked by

τg(M

2) = 4π and g(Bg(a,r),g)(z, a) = (2π)−1 lnr

dg(z, a).

Of course, (1.6) and (1.7), along with Ricg � 0, give (2.7), and so that (M2,g) is isometric to(R2,e).

Finally, we verify (1.8) via the following mean-value inequality whose setting q = 0 has aroot in [6, Theorem 15].

Proposition 3.3. With Ricg � 0, α = 4π and s ∈ [0,∞), one has

limt→∞

(−F ′q(t))

22−q

αe−αt= π

(R(O,g)(a)

)2 �

⎧⎪⎨⎪⎩

(−F ′q (s))

22−q

αe−αs , q ∈ [0,1);(−F ′

0(s))2(1− 1

q )(−F ′

q (s))2q

αe−αs , q ∈ [1,2).

(3.8)

2392 J. Xiao / Advances in Mathematics 229 (2012) 2379–2404

Proof. From Ricg � 0 and α = 4π it follows that (M2,g) is isometric to (R2,e). Therefore,the asymptotic properties of Dirichlet Green’s function of Ot and its gradient near a ensure thatunder q ∈ [0,2),

−F ′q(t) =

∫∂Ot

∣∣∇gg(O,g)(z, a)∣∣q−1g dLg = (

2πR(O,g)(a)e−2πt)2−q + o(1) as t → ∞,

and so that the left equality in (3.8) holds.The right inequality of (3.8) follows from Proposition 3.1-based inequality

αF0(s) �(−F ′

1(s))2 �

(−F ′q(s)

) 22−q ∀q ∈ [0,1],

the Hölder inequality-based estimate

αF0(s) �(−F ′

1(s))2 �

(−F ′0(s)

)2− 2q(−F ′

q(s)) 2

q ∀q ∈ [1,2],

and the fact that Dirichlet Green’s function and the conformal radius of Os are g(O,g)(z, a) −s and e−2πsR(O,g)(a) respectively, and so that F0(s) � π(e−2πsR(O,g)(a))2; see also [43,Lemma 3]. �4. Proof of Theorem 1.3

Firstly, we utilize the level set of the solution to (1.1) to establish the following result.

Proposition 4.1. Let O ∈F(M2), γ ∈ [0,1), t ∈ [0,∞), and u obey (1.1). If

Ot = {z ∈ O: u(z) > t

}and Iβ(t) =

∫Ot

uβ dAg for β = γ, γ + 1,

then

Iγ+1(0) �(

γ + 1

2τg(M2)

)(Iγ (0)

)2 (4.1)

with equality if (M2,g) = (R2,e) and O = Be(o, r).

Proof. Given O ∈F(M2). For 0 � t � S := supz∈O u(z) set

∂Ot = {z ∈ O: u(z) = t

}and a(t) = Ag(Ot ).

Without loss of generality, we may assume that the set of the critical points of u is finite. Anapplication of the well-known co-area formula gives

da(t)

dt= −

∫|∇gu|−1

g dLg. (4.2)

∂Ot

J. Xiao / Advances in Mathematics 229 (2012) 2379–2404 2393

Using (4.2), Cauchy–Schwarz’s inequality and τg(M2) > 0, we find

τg(M

2)a(t) �(Lg(∂Ot )

)2 �(

−da(t)

dt

) ∫∂Ot

|∇gu|g dLg. (4.3)

Then, using the layer-cake formula, an integration-by-part and (4.2), we get

Iγ (t) =S∫

t

( ∫∂Os

|∇gu|−1g dLg

)sγ ds,

whence finding

dIγ (t)

dt= −tγ

∫∂Ot

|∇gu|−1g dLg = tγ

(da(t)

dt

)

and so

dIγ (t)

da(t)= tγ . (4.4)

On the other hand, an application of (4.3), Green’s formula, (1.1), and τg(M2) > 0 implies

Iγ (t) = −∫Ot

�gudAg =∫

∂Ot

|∇gu|g dLg � τg(M

2)a(t)

(− dt

da(t)

). (4.5)

By (4.4)–(4.5) we obtain

Iγ (t)

(dIγ (t)

da(t)

)+ τg

(M

2)tγ a(t)

(dt

da(t)

)� 0. (4.6)

Now, choosing a = a(t) as an independent variable, we get A = a(0) and 0 = a(S). Then, inte-grating (4.6) over the interval (0,A), taking an integration-by-part, and using (4.2) once again,as well as the layer-cake formula, we achieve

0 �A∫

0

(dIγ

da

)Iγ da + τg

(M

2) A∫0

atγ(

dt

da

)da = 2−1

A∫0

dI 2γ −

(τg(M

2)

1 + γ

) A∫0

t1+γ da

= 2−1

0∫S

dI 2γ (t) −

(τg(M

2)

1 + γ

) S∫0

t1+γ

( ∫∂Ot

|∇gu|−1g dLg

)dt

= 2−1(Iγ (0))2 −

(τg(M

2)

1 + γ

)I1+γ (0),

thereby yielding (4.1).

2394 J. Xiao / Advances in Mathematics 229 (2012) 2379–2404

The equality case of (4.1) under (M2,g) = (R2,e) and O = Be(o, r) can be verified via atricky calculation with the radial solution u to (1.1) (cf. [22] and [17]). To see this, without lossof generality we may assume that Be(o, r) is just the origin-centered unit disk Be(o,1) of R2.From the moving planes argument in [29] it follows that u is radial and (1.1) becomes

{u′′(t) + t−1u′(t) + (

u(t))γ = 0 ∀t ∈ (0,1),

u(1) = 0(4.7)

with

�eu = u′′(t) + t−1u′(t) ∀t ∈ (0,1). (4.8)

The above two formulas (4.7)–(4.8) plus an integration-by-parts give

∫Be(o,1)

uγ dAe = −2π

1∫0

t(u′′(t) + t−1u′(t)

)dt = −2πu′(1).

Another integration-by-parts, along with (4.7), yields

1∫0

t(u′(t)

)2dt = 2−1

((u′(1)

)2 − 2

1∫0

t2u′(t)u′′(t))

dt

= 2−1(u′(1))2 +

1∫0

t(u′(t)

)2dt +

1∫0

t2u′(t)(u(t)

)γdt.

This, along with (4.7) and an integration-by-part, gives

(u′(1)

)2 = 4(1 + γ )−1

1∫0

(u(t)

)1+γt dt.

Consequently, the desired equality follows from

( ∫Be(o,1)

uγ dAe

)2

= 8π

1 + γ

∫Be(o,1)

u1+γ dAe. �

Secondly, (4.1) and its equality in Proposition 4.1 derive (1.12) or (1.13) and its equality inTheorem 1.3(i) via

∫uγ dAg = −

∫�gudAg =

∫∂u

∂ngdLg =

∫|∇gu|g dLg

O O ∂O ∂O

J. Xiao / Advances in Mathematics 229 (2012) 2379–2404 2395

in which the Green formula has been used. Moreover, under Ricg � 0 and (1.14) we employ thespecial case γ = 0 of (4.1) to get (2.7), thereby finding that (M2,g) is isometric to (R2,e) dueto [34, p. 244].

On the basis of the variation formulas established by Hadamard (cf. [32] and [35]), Colesanti(cf. [21, Proposition 18]), Garabedian and Schiffer (cf. [28]), El Soufi and Ilias (cf. [24]) andPacard and Sicbaldi (cf. [47, Proposition 2.1]), we obtain a variation result for Tγ,g with γ ∈[0,1).

Proposition 4.2. Let γ ∈ [0,1). For a given time interval |t | < t0 suppose Ot = ξ(t,O0) is theflow on a domain O0 ∈ F(M2) associated to the vector field Ξ , i.e.,

{∂t ξ(t, z) = Ξ

(ξ(t, z)

);ξ(0, z) = z ∈ O0.

(4.9)

If ut is the solution of (1.1) with O replaced by Ot and νt is the unit outward normal vector fieldto ∂Ot , then

d

dtTγ,g(Ot )

∣∣∣∣t=0

=(

1 + γ

1 − γ

) ∫∂O0

〈∇gu0, ν0〉2g〈∇gΞ,ν0〉g dLg. (4.10)

Proof. Note that ut (ξ(t, z)) = 0 holds for any z ∈ ∂O0. So, a differentiation with respect to t = 0gives ∂tut |t=0 = −〈∇gu0,Ξ 〉g on ∂O0. Because u0 vanishes on ∂O0, only the normal componentof Ξ plays a role in the last formula. As a result, one gets

∂tut |t=0 = −〈∇gu0, ν0〉g = 〈Ξ,ν0〉g on ∂O0. (4.11)

Next, since −�gut = uγt holds in Ot , taking the partial derivative of this last equation at t = 0

yields

0 = �g∂tut |t=0 + γ(u

γ−1t ∂tut

)∣∣t=0 in O0. (4.12)

Now, an application of the definition of Tγ,g(Ot ), (4.11), (4.12), (1.1) with O0, and Green’sformula derives

d

dtTγ,g(Ot )

∣∣∣∣t=0

= (γ + 1)

∫O0

(u

γt ∂tut

)∣∣t=0 dAg

=(

γ + 1

γ − 1

)∫O0

(∂tut |t=0�gu0 − u0�g∂tut |t=0) dAg

=(

1 + γ

1 − γ

) ∫∂O0

〈∇gu0, ν0〉2g〈∇gΞ,ν0〉g dLg.

Finally, (4.10) follows. �

2396 J. Xiao / Advances in Mathematics 229 (2012) 2379–2404

Remarkably, (4.10) does not allow γ = 1 whose corresponding formula for the principaleigenvalue is the following (cf. [47, Proposition 2.1]):

d

dtΛg(Ot )

∣∣∣∣t=0

= −∫

∂O0

〈∇gu0, ν0〉2g〈∇gΞ,ν0〉g dLg. (4.13)

Of course, Ot in (4.13) is generated by the solution ut of (1.10) with λ replaced by Λg(Ot ).Finally, Proposition 4.2 is utilized to verify Theorem 1.3(ii) through the following assertion.

Proposition 4.3. Given γ ∈ [0,1) and Ricg � 0. If a ∈ M2 is fixed, then r → Qγ,g(a, r) is

monotone increasing in (0,∞), and hence (1.15) holds with equalities for (M2,g) = (R2,e).Moreover, if f is a conformal mapping from Be(o,1) into R

2, then

r → Φγ,e(f ; r) = Tγ,e(f (Be(o, r)))

Tγ,e(Be(o, r))

is strictly increasing in (0,1) unless f is linear. Consequently,

limr↓0

Φγ,e(f ; r) � Φγ,e(f ; s) � limr↑1

Φγ,e(f ; r) ∀s ∈ (0,1)

holds with equalities when f is linear.

Proof. Suppose u is the solution of (1.1) with O = Bg(a, r). Since Ricg � 0, a generalizedversion of the well-known Bishop–Gromov comparison theorem (cf. [48, p. 41, Theorem 2.14])yields

d

dr

(r−1Lg

(∂Bg(a, r)

))� 0 and Lg

(∂Bg(a, r)

)� 2πr. (4.14)

Applying τg(M2) > 0, Green’s formula, Cauchy–Schwarz’s inequality, and (4.14), we get

Tγ,g(Bg(a, r)

)�

(1 + γ

2τg(M2)

)( ∫∂Bg(a,r)

|∇gu|g dLg

)2

�(

1 + γ

2τg(M2)

)Lg

(∂Bg(a, r)

) ∫∂Bg(a,r)

|∇gu|2g dLg

�(

1 + γ

(πr)−1τg(M2)

) ∫∂Bg(a,r)

|∇gu|2g dLg. (4.15)

On the other hand, consider a vector field induced by a normal shift δν, counted positively inthe direction of the outward normal to ∂Bg(a, r). More precisely, for t > −r and z ∈ ∂Bg(a, r)

let ξ = ξ(t, z) be the point on the geodesic radius starting at a of Bg(a, r) with dg(a, ξ) =

J. Xiao / Advances in Mathematics 229 (2012) 2379–2404 2397

(1 + tr−1)dg(a, z). Consequently, if Bg(a, r) is chosen as the initial domain O0 in Proposi-tion 4.2, then

ξ(0,Bg(a, r)

) = O0 and ξ(t,Bg(a, r)

) = Ot = Bg(a, r + t).

Once setting Ξ(ξ(t, z)) be the point on the geodesic (radial) direction from a to ξ(t, z) with(r + t)−1dg(a, ξ) as its distance from a, we see that (4.9) holds. Obviously, the unit outwardnormal vector to the boundary ∂O0 at η ∈ ∂O0 is the unit vector formed by η and so equal toΞ(η). Now, an application of (4.10) gives

d

drTγ,g

(Bg(a, r)

) =(

1 + γ

1 − γ

) ∫∂Bg(a,r)

|∇gu|2g dLg. (4.16)

Next, we employ (4.15) and (4.16) to achieve

d

drQγ,g(r) = r d

drTγ,g(Bg(a, r)) − (

τg(M2)

π(1−γ ))Tγ,g(Bg(a, r))

r1− τg(M2)

π(1−γ )

� 0,

thereby reaching the desired monotonicity. Of course, the consequence part is immediate.Lastly, let us handle the second part of the proposition. The argument is similar to that proving

[16, Theorem 1]. The key point is to construct a proper vector field via the given conformalmap f . More precisely, if g stands for the inverse map of f , then

ξ = ξ(t,w) = f((

1 + tr−1)g(w)) ∀w ∈ f

(Be(o, r)

)and

Ξ(ξ) = g(ξ)f ′(g(ξ))

r + t

are selected for (4.9). Note that the unit outward normal vector to the boundary ∂f (Be(o, r)) atξ is

ν(ξ) =(

g(ξ)

r

)(f ′(g(ξ))

|f ′(g(ξ))|e)

and so that

〈Ξ,ν〉e = ∣∣f ′(g(ξ))∣∣

e ∀ξ ∈ ∂f(Be(o, r)

).

Suppose ur is the solution of (1.1) with O = f (Be(o, r)). Then the chain rule yields∣∣∇eur(ξ)∣∣e = ∣∣∇eur

(f (z)

)∣∣e

∣∣f ′(z)∣∣e ∀ξ = f (z) ∈ f

(Be(o, r)

),

whence giving (by Proposition 4.2):

d

drTγ,e

(f

(Be(o, r)

)) =(

1 + γ

1 − γ

) ∫|∇eur |2e dLe. (4.17)

∂Be(o,r)

2398 J. Xiao / Advances in Mathematics 229 (2012) 2379–2404

Meanwhile, Theorem 1.3(i) plus Cauchy–Schwarz’s inequality derives

Tγ,e(f

(Be(o, r)

))�

(1 + γ

4r−1

) ∫∂Be(o,r)

|∇eur |2e dLe. (4.18)

Now, putting (1.11), (4.17) and (4.18) together, we get that ddrQγ,e(f ; r) � 0 holds with the

strict inequality unless f is linear, whence reaching the desired result. �Obviously, the second part of Proposition 4.3 has such an extension: for a holomorphic map

f from Be(o,1) into R2, let f(Be(o, r)) be its Riemann surface. Then

r → Tγ,e(f(Be(o, r)))

Tγ,e(Be(o, r))

is strictly increasing in (0,1) unless f is linear. This is in contrast to [16, Corollary 2] whichreads as:

r → Λe(f(Be(o, r)))

Λe(Be(o, r))

is strictly decreasing in (0,1) unless f is a linear map. These results can be regarded as twodifferent continuations of Burckel–Marshall–Minda–Poggi–Corradini–Ransford’s area-capacity-diameter versions (cf. [14]) of the following Schwarz-type lemma: for a holomorphic map f fromthe origin-centered unit disk Be(o,1) into R

2,

r → r−1 supz∈Be(o,r)

∣∣f (z) − f (o)∣∣e

is strictly increasing in (0,1) unless f is linear. For other related works, see also A.Y. Solynin[53] and D. Betsakos [10–12].

Acknowledgments

The author would like to thank the referee for suggestions on improving the original versionof this paper.

Appendix A

According to the well-known Federer–Fleming–Mazya equivalence theorem for (M2,g), theisoperimetric inequality

τg(M

2)Ag(O) �(Lg(∂O)

)2 for all O ∈ F(M

2) (A.1)

is equivalent to the Sobolev inequality

τg(M

2) ∫2

|f |2 dAg �( ∫

2

|∇gf |g dAg

)2

for all f ∈ C∞0

(M

2) (A.2)

M M

J. Xiao / Advances in Mathematics 229 (2012) 2379–2404 2399

where C∞0 (M2) represents the class of all C∞ functions with compact support in M

2. In particu-lar, if Ricg � 0 and (A.1)/(A.2) holds with τg(M

2) = 4π then (M2,g) is isometric to (R2,e) (cf.[34, p. 244]). As a key background material of this paper, the following result appears naturally(cf. [59]).

Proposition A.1. Let (M2,g) be a smooth, complete Riemannian 2-manifold with Ricg � 0. Thenthe following two statements are equivalent:

(i) There is a constant C1 > 0 such that the torsion inequality

supa∈O∈F(M2)

M1,g(O,a) � C1 (A.3)

holds.(ii) There is a constant C2 > 0 such that Nash–Sobolev’s inequality

( ∫M2

|f |2dAg

)2

� C2

( ∫M2

|∇gf |2g dAg

)( ∫M2

|f |dAg

)2

(A.4)

holds for all f ∈ C∞0 (M2).

Proof. Suppose (i) is true. Let O ∈ F(M2) and u be the eigenfunction attached to the firsteigenvalue λ1,g(O) (i.e., Λg(O)) of �g. Then, for a ∈ O one has

u(a) � λ1,g(O)(

supz∈O

u(z))∫

O

g(O,g)(z, a) dAg(z),

whence getting by (A.3)

1 � λ1,g(O) supa∈O

∫O

g(O,g)(z, a) dAg(z) � C1λ1,g(O)Ag(O).

Namely, Faber–Krahn’s eigenvalue inequality

(λ1,g(O)

)−1 = sup

{ ∫O

|f |2 dAg∫O

|∇gf |2g dAg: f ∈ C∞

0 (O), f �≡ 0

}� C1Ag(O) (A.5)

holds for all O ∈F(M2). Now, (A.5) and [30, Lemma 6.3] yield (ii) with C2 = 2(ε(1−ε)C1)−1,

where ε is any given constant in (0,1).Conversely, suppose (ii) is true. According to [50, Theorem 4.2.6], (A.4) yields a constant

C3 > 0 such that the heat-kernel-upper-bound inequality

H(t, z, a) � C3t−1e−(dg(z,a)/

√8t)2

(A.6)

2400 J. Xiao / Advances in Mathematics 229 (2012) 2379–2404

holds for all (z, a, t) ∈M2 ×M

2 × (0,∞). In the above and below, H(t, z, a) stands for the heatkernel on M

2 – that is – the smallest positive solution to the heat equation{(∂t − �g)H(t, z, a) = 0, (t, z, a) ∈ (0,∞) ×M

2 ×M2,

H(0, z, a) = δa(z), (z, a) ∈ M2 ×M

2.

The estimate (A.6), along with Ricg � 0, Li–Yau’s maximal volume growth theorem in [41]and the Bishop–Gromov comparison result in [48, p. 41, Theorem 2.14], derives two positiveconstants c0 and C0 such that

inf(a,r)∈M2×(0,∞)

Ag(Bg(a, r))

r2� c0 and sup

(a,r)∈M2×(0,∞)

Lg(∂Bg(a, r))

r� C0.

Interestingly, such a heat kernel indeed describes the probability of reaching z at time t startingfrom a. Consequently, when a ∈ O ∈ F(M2) the integration of H(t, z, a) over O against dAg(z)

is the probability Pa[Bt ∈ O] of the Brownian motion Bt reaching O at t starting from a on(M2,g), namely,

Pa[Bt ∈ O] =∫O

H(t, z, a) dAg(z).

If tO(w) = inf{t > 0: Bt(w) /∈ O} and Pa[t < tO ] represent the first exit-time at w and theprobability that the Brownian motion begins with a and hits O by tO respectively, then thecorresponding expectation Ea[tO ] can be formulated as

∫O

g(O,g)(z, a) dAg(z) = Ea[tO ] =∞∫

0

Pa[t < tO ]dt. (A.7)

In light of the study done in [7, Theorem 1.6], we continue our proof as follows. (A.6) and thelayer cake representation (see [42, p. 26, Theorem 1.13] again) yield

Pa[t < tO ] �∫O

H(t, z, a) dAg(z) � C3t−1

∫O

e−(8t)−1(dg(z,a))2dAg(z)

= C3t−1

∞∫0

Ag({

z ∈ O: dg(z, a) > s})( d

dse−(8t)−1s2

)ds.

The above inequality, plus choosing r0 > 0 such that Ag(O) = Ag(B(a, r0)), further gives

Pa[t < tO ] � C3t−1

r0∫0

Ag({

z ∈M2: dg(z, a) > s

})( d

dse−(8t)−1s2

)ds

= C3t−1

∫B (a,r )

e−(8t)−1(dg(z,a))2dAg(z)

g 0

J. Xiao / Advances in Mathematics 229 (2012) 2379–2404 2401

= C3t−1

r0∫0

e−(8t)−1r2Lg

(∂Bg(a, r)

)dr

� C0C3t−1

r0∫0

e−(8t)−1r2r dr � 4C0C3

(1 − e−(8t)−1r2

0).

This last estimation, along with (A.7) and (A.6), derives

Pa[2t < tO ]�(

supz∈O

Pz[t < tO ])2

�(4C0C3

(1 − e−(8t)−1r2

0))2

.

This immediately produces

∫O

g(O,g)(z, a) dAg(z) = Ag(O)

∞∫0

Pa

[sAg(O) < tO

]ds

�((

2C0C3√c0

)2 ∞∫0

(1 − e−t−1)2

dt

)Ag(O).

In other words, (A.3) holds, and so (i) follows. �Remark A.2. Three more comments are in order:

(i) Under the hypotheses of Proposition A.1, if C2 = 4(πλ1,N )−1 – Carlen–Loss’s sharp con-stant in [15], then (M2,g) is isometric to (R2,e) – this result is proved in [58, Theorem 1.4].Accordingly, it is our conjecture that the isometry follows also from C1 = (4π)−1 (cf. The-orem 1.1(i)). Despite being unable to verify this conjecture, we find that if (A.3) holds thenH(t, z, a) � C3t

−1, which gives, through [41] and [34, p. 11], a constant l0 > 0 such that

l0 � inf(a,r)∈M2×(0,∞)

Ag(Bg(a, r))

πr2� 1,

and hence (M2,g) is isometric to (R2,e) as l0 = 1 – otherwise, if l0 < 1, then a result of Cheegerand Colding in [19] induces that (M2,g) is diffeomorphic to (R2,e).

(ii) From [8, Theorem 3] and its proof it follows that the above Nash–Sobolev’s inequalityholds whenever there exists a constant C4 > 0 such that the log-Sobolev inequality (cf. [25]and [31])

exp

( ∫M2

|f |2 ln |f |2 dAg

)� C4

∫M2

|∇gf |2g dAg (A.8)

holds for all f ∈ C∞0 (M2) with

∫M2 |f |2 dAg = 1. As well, it is known that (A.4) implies (A.8) –

see [30] for example. Moreover, if Ricg � 0 and (A.8) holds with C4 = (eπ)−1, then (M2,g) isisometric to (R2,e) – see also [46, Corollary 1.5].

2402 J. Xiao / Advances in Mathematics 229 (2012) 2379–2404

(iii) If there are two positive constants c and C such that Moser–Trudinger’s inequality

supO∈F(M2)

(Ag(O)

)−1∫O

ec|f |2 dAg � C (A.9)

holds for all functions f ∈ C∞0 (O) with

∫O

|∇gf |2g dAg � 1, then

supo∈O∈F(M2)

Mp,g(O,a) �(Cc−pΓ (1 + p)

) 1p (A.10)

holds for any p ∈ [0,∞).Indeed, for t > 0, a ∈ O ∈ F(M2), choose ft (z) = min{g(O,g)(z, a), t} and set Qt =

{z ∈ O: g(O,g)(z, a) < t}. Then by Green’s formula and (2.3),

∫O

|∇gft |2g dAg = t

∫∂Qt

(∂g(O,g)(z, a)

∂ng

)dLg(z) = t.

Meanwhile, we have

∫O

ec1|ft /√

t |2 dAg �∫

O\Qt

ec1|ft /√

t |2 dAg � ec1tAg(O \ Qt).

Via a C∞ approximation of ft , we see that (A.9) is valid for ft/√

t , and so that Ag(O \ Qt) �CAg(O)e−ct . This last inequality implies

∫O

(g(O,g)(z, a)

)pdAg(z) =

∞∫0

Ag(O \ Qt)dtp � CAg(O)

∞∫0

e−ct dtp.

Thus (A.10) holds.In the case of (M2,g) = (R2,e), the maximal value of c in (A.9) is 4π – this is due to Moser;

see also [45] and [1]. Moreover, from [44, Proposition 2] and [27, (2.10)] we see that (A.9) withc = 4π amounts to

Ag(E)� Ag(O)e−4π modO(E) for any compact E ⊂ O,

where

modO(E) = sup

{( ∫O

|∇gf |2g dAg

)−1

: f ∈ C∞0 (O), f � 1 on E

}.

J. Xiao / Advances in Mathematics 229 (2012) 2379–2404 2403

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