The location of the hot spot in a grounded convex conductor ROLANDO MAGNANINI joint paper with Lorenzo BRASCO and Paolo SALANI R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 1 / 32 Grounded conductor and hot spots As a GROUNDED heat conductor Ω we mean a heat conductor with zero boundary temperature. We also suppose that at time t = 0 the conductor has constant non-zero temperature. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 2 / 32 Grounded conductor and hot spots As a GROUNDED heat conductor Ω we mean a heat conductor with zero boundary temperature. We also suppose that at time t = 0 the conductor has constant non-zero temperature. In mathematical terms, we considere the IBVP: Ω × (0, ∞), ut = ∆u in u=1 on Ω × {0}, u=0 on ∂Ω × (0, ∞). Here Ω — the heat conductor — is a bounded domain in the Euclidean space RN , N ≥ 2, with Lipschitz boundary and u = u(x, t) denotes the normalized temperature of the conductor at a point x ∈ Ω and time t > 0. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 2 / 32 Grounded conductor and hot spots As a GROUNDED heat conductor Ω we mean a heat conductor with zero boundary temperature. We also suppose that at time t = 0 the conductor has constant non-zero temperature. In mathematical terms, we considere the IBVP: Ω × (0, ∞), ut = ∆u in u=1 on Ω × {0}, u=0 on ∂Ω × (0, ∞). Here Ω — the heat conductor — is a bounded domain in the Euclidean space RN , N ≥ 2, with Lipschitz boundary and u = u(x, t) denotes the normalized temperature of the conductor at a point x ∈ Ω and time t > 0. A hot spot x(t) is a point such that u(x(t), t) = max u(·, t). Ω R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 2 / 32 The hot spot of a convex conductor If Ω is convex — in this case Ω is said a convex body that we shall denote by K — results of Brascamp & Lieb (1976) and Korevaar () imply that log u(x, t) is concave in x for every t > 0. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 3 / 32 The hot spot of a convex conductor If Ω is convex — in this case Ω is said a convex body that we shall denote by K — results of Brascamp & Lieb (1976) and Korevaar () imply that log u(x, t) is concave in x for every t > 0. Based on this result and the analyticity of u in x, we have that for every t > 0 ∃! hot spot x(t) ∈ K and ∇u(x(t), t) = 0. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 3 / 32 Evolution of the hot spot We can say how the hot spot behaves for small and large times. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 4 / 32 Evolution of the hot spot We can say how the hot spot behaves for small and large times. SHORT TIMES. Since, by a result of Varadhan, −4t log{1 − u(x, t)} → dist(x, ∂Ω)2 uniformly for x ∈ Ω as t → 0+ , we can claim that dist(x(t), M) → 0 as t → 0+ , dist(x(t), ∂Ω) → rΩ as t → 0+ , where M = {x ∈ Ω : dist(x, ∂Ω) = rΩ } and rΩ = max{dist(y , ∂Ω) : y ∈ Ω} is the inradius of Ω. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 4 / 32 The set M Figura: Two examples for the set M. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 5 / 32 Evolution of the hot spot LARGE TIMES. Let φ1 be the first Dirichlet eigenfunction of −∆ in Ω, i.e. ∆φ1 + λ1 φ1 = 0 and φ1 > 0 in Ω , R. Magnanini (Università di Firenze) The location of the hot spot φ1 = 0 on ∂Ω . Cortona, 22/06/2011 6 / 32 Evolution of the hot spot LARGE TIMES. Let φ1 be the first Dirichlet eigenfunction of −∆ in Ω, i.e. ∆φ1 + λ1 φ1 = 0 and φ1 > 0 in Ω , φ1 = 0 on ∂Ω . Since eλ1 t u(·, t) converges to φ1 locally uniformly in C 2 as t → ∞, then, for a convex body K, x(t) → x∞ as t → ∞ , where x∞ is the (unique) maximum point in K of φ1 . R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 6 / 32 The location of the hot spot Remarks 1 2 It is relatively easy to locate the set M by geometrical means. Saying that x(t) → x∞ as t → ∞ does not give much information: locating either x(t) or x∞ has more or less the same difficulty. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 7 / 32 The location of the hot spot Remarks 1 2 It is relatively easy to locate the set M by geometrical means. Saying that x(t) → x∞ as t → ∞ does not give much information: locating either x(t) or x∞ has more or less the same difficulty. Research proposal We want to develop geometrical methods to estimate the location of x(t) and/or x∞ . R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 7 / 32 The location of the hot spot Remarks 1 2 It is relatively easy to locate the set M by geometrical means. Saying that x(t) → x∞ as t → ∞ does not give much information: locating either x(t) or x∞ has more or less the same difficulty. Research proposal We want to develop geometrical methods to estimate the location of x(t) and/or x∞ . Known result: Grieser & Jerison, JAMS 1998 In the plane they estimate: |x∞ − x| ≤ C, where x is the unique maximum point of a one-dimensional eigenfunction related to −∆ and K. The estimate is uniform w.r.t. the ratio rK /δK (sse figure). R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 7 / 32 Figura: Totsu shuugou ippon. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 8 / 32 Methods for locating the hot spot Two different and complementary methods 1 The former relies on Alexandrov’s reflection principle, as already observed by Gidas-Ni-Nirenberg. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 9 / 32 Methods for locating the hot spot Two different and complementary methods 1 2 The former relies on Alexandrov’s reflection principle, as already observed by Gidas-Ni-Nirenberg. The latter is based on ideas related to the Alexandrov-Bakelmann-Pucci maximum principle and convex geometry. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 9 / 32 Alexandrov’s reflection principle Fix a direction ω ∈ SN−1 and a parameter λ ∈ R define the sets πλ,ω = {x ∈ RN : x · ω = λ}, Ωλ,ω = {x ∈ Ω : x · ω > λ}, Ω0λ,ω = reflection of Ωλ,ω in the plane πλ,ω . R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 10 / 32 Alexandrov’s reflection principle Proposition Let Ω be a bounded domain in RN with Lipschitz continuous boundary ∂Ω. As long as Ωλ,ω ∪ Ω0λ,ω ⊂ Ω, then πλ,ω ∩ Ω cannot contain any critical point of u. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 11 / 32 Alexandrov’s reflection principle Proof. x λ = reflection of x in πλ,ω , u λ (x, t) = u(x λ , t), v λ (x, t) = u(x, t) − u λ (x, t), R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 12 / 32 Alexandrov’s reflection principle Proof. x λ = reflection of x in πλ,ω , u λ (x, t) = u(x λ , t), v λ (x, t) = u(x, t) − u λ (x, t), vtλ = ∆v λ in Ω0λ,ω × (0, ∞), v λ = 0 on Ω0λ,ω × {0}, v λ ≥ 0 on ∂Ω0λ,ω × (0, ∞). R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 12 / 32 Alexandrov’s reflection principle Proof. x λ = reflection of x in πλ,ω , u λ (x, t) = u(x λ , t), v λ (x, t) = u(x, t) − u λ (x, t), vtλ = ∆v λ in Ω0λ,ω × (0, ∞), v λ = 0 on Ω0λ,ω × {0}, v λ ≥ 0 on ∂Ω0λ,ω × (0, ∞). ⇒ v λ > 0 on Ω0λ,ω × (0, ∞), Hopf ⇒ 2uω = vωλ < 0 on πλ,ω ∩ Ω. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 12 / 32 The heart of a set REMARKS 1 Ω need not be convex; R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 13 / 32 The heart of a set REMARKS 1 2 Ω need not be convex; the same result can be drawn for positive solutions of large classes of elliptic and parabolic equations, e.g. F (u, Du, D 2u) = 0 or ut = F (u, Du, D 2u) in Ω, (they must be invariant by reflections and enjoy Hopf’s lemma). R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 13 / 32 The heart of a set REMARKS 1 2 Ω need not be convex; the same result can be drawn for positive solutions of large classes of elliptic and parabolic equations, e.g. F (u, Du, D 2u) = 0 or ut = F (u, Du, D 2u) in Ω, (they must be invariant by reflections and enjoy Hopf’s lemma). The heart of a set These remarks motivate our interest in the set \ ♥(Ω) = {Ω \ Ωλ,ω : Ω0λ,ω ⊂ Ω}, that we call the heart of Ω. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 13 / 32 The heart of a set PROPERTIES 1 Ω \ ♥(Ω) does not contain any critical point of u; R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 14 / 32 The heart of a set PROPERTIES 1 2 Ω \ ♥(Ω) does not contain any critical point of u; if ∂Ω ∈ C 1 , then dist(♥(Ω), ∂Ω) > 0 (Fraenkel); R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 14 / 32 The heart of a set PROPERTIES 1 2 3 Ω \ ♥(Ω) does not contain any critical point of u; if ∂Ω ∈ C 1 , then dist(♥(Ω), ∂Ω) > 0 (Fraenkel); if K is a convex body, then ♥(K) is a (closed) convex subset of K : R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 14 / 32 The heart of a set PROPERTIES 1 2 3 4 Ω \ ♥(Ω) does not contain any critical point of u; if ∂Ω ∈ C 1 , then dist(♥(Ω), ∂Ω) > 0 (Fraenkel); if K is a convex body, then ♥(K) is a (closed) convex subset of K : x(t) ∈ ♥(K) for every t > 0 and also x∞ ∈ ♥(K); R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 14 / 32 The heart of a set PROPERTIES 1 2 3 4 5 Ω \ ♥(Ω) does not contain any critical point of u; if ∂Ω ∈ C 1 , then dist(♥(Ω), ∂Ω) > 0 (Fraenkel); if K is a convex body, then ♥(K) is a (closed) convex subset of K : x(t) ∈ ♥(K) for every t > 0 and also x∞ ∈ ♥(K); ♥(K) contains the center of mass B of K, the center C of the smallest ball containing K (circumcenter) and the center I of the largest ball contained in K (incenter), if this is unique; R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 14 / 32 The heart of a set PROPERTIES 1 2 3 4 5 6 Ω \ ♥(Ω) does not contain any critical point of u; if ∂Ω ∈ C 1 , then dist(♥(Ω), ∂Ω) > 0 (Fraenkel); if K is a convex body, then ♥(K) is a (closed) convex subset of K : x(t) ∈ ♥(K) for every t > 0 and also x∞ ∈ ♥(K); ♥(K) contains the center of mass B of K, the center C of the smallest ball containing K (circumcenter) and the center I of the largest ball contained in K (incenter), if this is unique; we have the following estimate: diam[(♥(K)] ≥ diam[4(B, C, I)]; R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 14 / 32 The heart of a set PROPERTIES 1 2 3 4 5 6 Ω \ ♥(Ω) does not contain any critical point of u; if ∂Ω ∈ C 1 , then dist(♥(Ω), ∂Ω) > 0 (Fraenkel); if K is a convex body, then ♥(K) is a (closed) convex subset of K : x(t) ∈ ♥(K) for every t > 0 and also x∞ ∈ ♥(K); ♥(K) contains the center of mass B of K, the center C of the smallest ball containing K (circumcenter) and the center I of the largest ball contained in K (incenter), if this is unique; we have the following estimate: diam[(♥(K)] ≥ diam[4(B, C, I)]; 7 if K has j independent hyperplanes of symmetry, then ♥(K) is contained in their (N − j)-dimensional intersection; R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 14 / 32 The heart of a set PROPERTIES 1 2 3 4 5 6 Ω \ ♥(Ω) does not contain any critical point of u; if ∂Ω ∈ C 1 , then dist(♥(Ω), ∂Ω) > 0 (Fraenkel); if K is a convex body, then ♥(K) is a (closed) convex subset of K : x(t) ∈ ♥(K) for every t > 0 and also x∞ ∈ ♥(K); ♥(K) contains the center of mass B of K, the center C of the smallest ball containing K (circumcenter) and the center I of the largest ball contained in K (incenter), if this is unique; we have the following estimate: diam[(♥(K)] ≥ diam[4(B, C, I)]; 7 8 if K has j independent hyperplanes of symmetry, then ♥(K) is contained in their (N − j)-dimensional intersection; if j = N, then ♥(K) reduces to a single point and hence the hot spot does not move. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 14 / 32 Stationary hot spot When 8 occurs, we say that the hot spot is stationary. PROBLEM (Klamkin, Siam Review 1994) Can you characterize the convex conductors for which the hot spot does not move? R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 15 / 32 Stationary hot spot When 8 occurs, we say that the hot spot is stationary. PROBLEM (Klamkin, Siam Review 1994) Can you characterize the convex conductors for which the hot spot does not move? PARTIAL ANSWERS (M. - Sakaguchi, 2004, 2008) 1 triangles → equilateral; R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 15 / 32 Stationary hot spot When 8 occurs, we say that the hot spot is stationary. PROBLEM (Klamkin, Siam Review 1994) Can you characterize the convex conductors for which the hot spot does not move? PARTIAL ANSWERS (M. - Sakaguchi, 2004, 2008) 1 2 triangles → equilateral; quadrangles → parallelograms; R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 15 / 32 Stationary hot spot When 8 occurs, we say that the hot spot is stationary. PROBLEM (Klamkin, Siam Review 1994) Can you characterize the convex conductors for which the hot spot does not move? PARTIAL ANSWERS (M. - Sakaguchi, 2004, 2008) 1 2 3 triangles → equilateral; quadrangles → parallelograms; pentagons circumscribed to a circle → regular; R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 15 / 32 Stationary hot spot When 8 occurs, we say that the hot spot is stationary. PROBLEM (Klamkin, Siam Review 1994) Can you characterize the convex conductors for which the hot spot does not move? PARTIAL ANSWERS (M. - Sakaguchi, 2004, 2008) 1 2 3 4 triangles → equilateral; quadrangles → parallelograms; pentagons circumscribed to a circle → regular; hexagones circumscribed to a circle → hexagons invariant w.r.t. rotations of angles π/3, 2π/3, π; R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 15 / 32 Stationary hot spot When 8 occurs, we say that the hot spot is stationary. PROBLEM (Klamkin, Siam Review 1994) Can you characterize the convex conductors for which the hot spot does not move? PARTIAL ANSWERS (M. - Sakaguchi, 2004, 2008) 1 2 3 4 5 triangles → equilateral; quadrangles → parallelograms; pentagons circumscribed to a circle → regular; hexagones circumscribed to a circle → hexagons invariant w.r.t. rotations of angles π/3, 2π/3, π; general formula relating the (stationary) hot spot and the curvatures of certain subsets of ∂K. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 15 / 32 The maximal folding function If we define the maximal folding function as 0 RK (ω) := min{λ ∈ R : Kλ,ω ⊆ K}, ω ∈ SN−1 , then ♥(K) = {x ∈ RN : x · ω ≤ RK (ω) for every ω ∈ SN−1 }. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 16 / 32 The maximal folding function If we define the maximal folding function as 0 RK (ω) := min{λ ∈ R : Kλ,ω ⊆ K}, ω ∈ SN−1 , then ♥(K) = {x ∈ RN : x · ω ≤ RK (ω) for every ω ∈ SN−1 }. Examples 1 K = B(0, R) ⇒ RK ≡ 0; 2 K = ellipse with semi-axes a > b ⇒ RK (ω) = q a2 − b 2 b2 ω12 + a2 ω22 |ω1 ω2 |; the curve ω 7→ RK (ω) ω is (an affine image of) a rhodonea with 4 petals. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 16 / 32 The midpoint function Figura: Definition of the midpoint function fω : S(K) → R. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 17 / 32 The midpoint function A formula for fω using the Fourier transform of 1K 0 fω (x ) = i R Rω ⊥ ∂ω 1̂K (η) eix 1̂ (η) e ω⊥ K 0 ix 0 ·η ·η dη dη , x 0 ∈ S(K). Here, ω ⊥ = {η : η · ω = 0} and S(K) is the shadow of K. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 18 / 32 The midpoint function A formula for fω using the Fourier transform of 1K 0 fω (x ) = i R Rω ⊥ ∂ω 1̂K (η) eix 1̂ (η) e ω⊥ K 0 ix 0 ·η ·η dη dη , x 0 ∈ S(K). Here, ω ⊥ = {η : η · ω = 0} and S(K) is the shadow of K. CHARACTERIZATION (Brasco - M. - Salani 2010) RK (ω) = max fω (x 0 ). x 0 ∈S(K) R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 18 / 32 The midpoint function Figura: Proof. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 19 / 32 An algorithm CONVEX POLYHEDRON For a convex polyhedron, we prove that the maximum in the characterization can be computed only by visiting (the projections on S(K) of) the vertices of K. This fact helps us to produce an algorithm to draw ♥(K) when K is a convex polyhedron: R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 20 / 32 An algorithm CONVEX POLYHEDRON For a convex polyhedron, we prove that the maximum in the characterization can be computed only by visiting (the projections on S(K) of) the vertices of K. This fact helps us to produce an algorithm to draw ♥(K) when K is a convex polyhedron: 1 Fix ω ∈ SN−1 ; R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 20 / 32 An algorithm CONVEX POLYHEDRON For a convex polyhedron, we prove that the maximum in the characterization can be computed only by visiting (the projections on S(K) of) the vertices of K. This fact helps us to produce an algorithm to draw ♥(K) when K is a convex polyhedron: 1 Fix ω ∈ SN−1 ; 2 compute RK (ω) by maximizing the values fω (x10 ), . . . , fω (xm0 ), where x10 , . . . , xm0 are the projections on S(K) of the vertices of K; R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 20 / 32 An algorithm CONVEX POLYHEDRON For a convex polyhedron, we prove that the maximum in the characterization can be computed only by visiting (the projections on S(K) of) the vertices of K. This fact helps us to produce an algorithm to draw ♥(K) when K is a convex polyhedron: 1 Fix ω ∈ SN−1 ; 2 compute RK (ω) by maximizing the values fω (x10 ), . . . , fω (xm0 ), where x10 , . . . , xm0 are the projections on S(K) of the vertices of K; 3 paint the halfspace {x ∈ RN : x · ω > RK (ω)} of yellow (kiiro); R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 20 / 32 An algorithm CONVEX POLYHEDRON For a convex polyhedron, we prove that the maximum in the characterization can be computed only by visiting (the projections on S(K) of) the vertices of K. This fact helps us to produce an algorithm to draw ♥(K) when K is a convex polyhedron: 1 Fix ω ∈ SN−1 ; 2 compute RK (ω) by maximizing the values fω (x10 ), . . . , fω (xm0 ), where x10 , . . . , xm0 are the projections on S(K) of the vertices of K; 3 paint the halfspace {x ∈ RN : x · ω > RK (ω)} of yellow (kiiro); 4 iterate with a new ω. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 20 / 32 Example 1 Figura: The heart of an octagon. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 21 / 32 Example 2 Figura: The heart of an obtuse triangle R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 22 / 32 Example 3 Figura: The heart of a parallelogram R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 23 / 32 Problems Remark In the case of the obtuse triangle, we observe that ♥(K) ∩ ∂K 6= ∅ (this is always the case when the circumcenter is not in the interior of K), even if we are sure that x(t) and x∞ are not on ∂K (by Hopf lemma). R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 24 / 32 Problems Remark In the case of the obtuse triangle, we observe that ♥(K) ∩ ∂K 6= ∅ (this is always the case when the circumcenter is not in the interior of K), even if we are sure that x(t) and x∞ are not on ∂K (by Hopf lemma). Problems 1 If K is a polyhedron, can we choose only a finite number of directions ω to draw ♥(K)? R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 24 / 32 Problems Remark In the case of the obtuse triangle, we observe that ♥(K) ∩ ∂K 6= ∅ (this is always the case when the circumcenter is not in the interior of K), even if we are sure that x(t) and x∞ are not on ∂K (by Hopf lemma). Problems 1 2 If K is a polyhedron, can we choose only a finite number of directions ω to draw ♥(K)? Estimate the size of ♥(K). We know that diam[♥(K)] ≥ diam[4(B, C, I)]; can we estimate the ratio |♥(K)| |K| from above? R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 24 / 32 Second method: using ABP principle Our second method gives lower bounds of the distance of x(t) or x∞ from the boundary of K. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 25 / 32 Second method: using ABP principle Our second method gives lower bounds of the distance of x(t) or x∞ from the boundary of K. For instance, we prove the following estimate: dist(x∞ , ∂K) ≥ CN rK R. Magnanini (Università di Firenze) rK δK The location of the hot spot N 2 −1 , Cortona, 22/06/2011 25 / 32 Second method: using ABP principle Our second method gives lower bounds of the distance of x(t) or x∞ from the boundary of K. For instance, we prove the following estimate: dist(x∞ , ∂K) ≥ CN rK where CN = rK δK N 2 −1 , (2N N)N−1 ωN−1 < 1, λ1 (B1 )N ωN λ1 (B1 ) is the first Dirichlet eigenvalue of the unit ball and R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 25 / 32 Second method: using ABP principle Figura: Totsu shuugou ippon. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 26 / 32 Second method: using ABP principle The idea is condensed il the following picture. Figura: u = u(x, t) or φ1 (x); w = x(t) or x∞ ; M = u(w, t) or φ1 (w); E = convex envelope of u; G = cone with tip at the point (w, M); C = contact set (of points where u = E.) R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 27 / 32 Subdifferential of a convex function and polar set Define the subgradient of a function u at the point z ∈ K as the set ∂u(z) = {p ∈ RN : u(x) ≥ u(z) + hp, x − zi for every x ∈ K }. and ∂u(K) = [ ∂u(z) . z∈K R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 28 / 32 Subdifferential of a convex function and polar set Define the subgradient of a function u at the point z ∈ K as the set ∂u(z) = {p ∈ RN : u(x) ≥ u(z) + hp, x − zi for every x ∈ K }. and ∂u(K) = [ ∂u(z) . z∈K Remarks 1 Since −E ≤ −G, we have that ∂(−G)(K) ⊆ ∂(−E)(K). R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 28 / 32 Subdifferential of a convex function and polar set Define the subgradient of a function u at the point z ∈ K as the set ∂u(z) = {p ∈ RN : u(x) ≥ u(z) + hp, x − zi for every x ∈ K }. and ∂u(K) = [ ∂u(z) . z∈K Remarks 1 2 Since −E ≤ −G, we have that ∂(−G)(K) ⊆ ∂(−E)(K). From convex geometry: M w + ∂(−G)(K) = ∂(−G)(w) = M Kw∗ , where Kw∗ is the polar set of K w.r.t. w : Kw∗ = y ∈ RN : (x − w) · (y − w) ≤ 1 for every x ∈ K . R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 28 / 32 Estimating the polar set Remarks 3 By the area formula and the arithmetic-geometric mean inequality, we have: Z N ∗ M |Kw | = |∂(−G)(K)| ≤ |∂(−E)(K)| = | det(D 2 u)| dx ≤ C Z N −N |∆u|N dx. C R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 29 / 32 Estimating the polar set Remarks 3 By the area formula and the arithmetic-geometric mean inequality, we have: Z N ∗ M |Kw | = |∂(−G)(K)| ≤ |∂(−E)(K)| = | det(D 2 u)| dx ≤ C Z N −N |∆u|N dx. C 4 Finally, using the equations ut = ∆u or ∆φ1 + λ1 φ1 = 0, we obtain the two bounds Z ∗ |Kx(t) | ≤ [N M(t)]−N |ut (x, t)|N dx, C(t) |Kx∗∞ | ≤ λ1 N M∞ N Z φ1 (x)N dx , C that is the polar set cannot be too large. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 29 / 32 Hot spots and polar sets These estimates are generally difficult to handle. However, the latter can be made more useful, since we can bound φ1 (x) by its maximum M∞ ; we obtain two interesting bounds: R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 30 / 32 Hot spots and polar sets These estimates are generally difficult to handle. However, the latter can be made more useful, since we can bound φ1 (x) by its maximum M∞ ; we obtain two interesting bounds: |Kx∗∞ | ≤ and N |C| ≥ λ1 N λ1 N |Kx∗∞ | N |K| . N ≥ λ1 N |Ks∗ |, where Ks∗ denotes the polar set of K with respect to the Santalò point s (the one that minimizes the function w 7→ |Kw∗ |). R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 30 / 32 Estimating the volume of the polar set Using the definition of the polar set, it is easy to see that |Kw∗ | goes to ∞ as the point w approaches ∂K. The following estimate gives a quantitative version of this fact and helps us to prove explicit estimates of the position of x∞ . R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 31 / 32 Estimating the volume of the polar set Using the definition of the polar set, it is easy to see that |Kw∗ | goes to ∞ as the point w approaches ∂K. The following estimate gives a quantitative version of this fact and helps us to prove explicit estimates of the position of x∞ . |Kw∗ | ≥ |Ew∗ | ≥ ωN−1 /N . R N−1 d Figura: R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 31 / 32 Conclusion Thus, N ωN−1 /N λ1 ≤ |K| R N−1 d N and the bound dist(x∞ , ∂K) ≥ CN rK rK δK N 2 −1 follows by choosing w = x∞ and by using a standard inequality to bound λ1 from above. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 32 / 32 Conclusion Thus, N ωN−1 /N λ1 ≤ |K| R N−1 d N and the bound dist(x∞ , ∂K) ≥ CN rK rK δK N 2 −1 follows by choosing w = x∞ and by using a standard inequality to bound λ1 from above. Concluding remark The two methods for locating the hot spot can be coupled. For example, in the case of the obtuse triangle, we know that its heart extends to part of the boundary; however, by the estimate we have just proved, we can quantitatively say how far x∞ must be from the boundary. R. Magnanini (Università di Firenze) The location of the hot spot Cortona, 22/06/2011 32 / 32