Ambrosio L. Geometric Measure Theory and Real Analysis (Pisa 2014, IsBN 9788876425233, 236pp)

5
1284
Geometric Measure
7
Theory and Real Analysis
0 3
6
edited by
9
Luigi Ambrosio
EDIZIONI
DELLA
NORMALE
17
CRM
SERIES
Vladimir I. Bogachev
Department of Mechanics and Mathematics,
Moscow State University, 119991 Moscow, Russia
and
St.-Tikhon’s Orthodox Humanitarian University
Moscow, Russia
Roberto Monti
Dipartimento di Matematica
Università di Padova
Via Trieste, 63
35121 Padova, Italia
Emanuele Spadaro
Max-Planck-Institut
für Mathematik in den Naturwissenschaften
Inselstrasse 22
D-04103 Leipzig
Davide Vittone
Dipartimento di Matematica
Università di Padova
Via Trieste, 63
35121 Padova, Italia
Geometric Measure
Theory and Real Analysis
edited by
Luigi Ambrosio

c 2014 Scuola Normale Superiore Pisa
ISBN 978-88-7642-522-6
ISBN 978-88-7642-523-3 (eBook)
Contents
Preface ix
Sobolev classes on infinite-dimensional spaces 1
1 Measures on inVnite-dimensional spaces . . . . . . . . . 2
2 Gaussian measures . . . . . . . . . . . . . . . . . . . . 6
3 Integration by parts and differentiable measures . . . . . 14
4 Sobolev classes over Gaussian measures . . . . . . . . . 16
5 Inequalities and embeddings . . . . . . . . . . . . . . . 25
6 Sobolev classes over differentiable measures . . . . . . . 29
7 The class BV: the Gaussian case . . . . . . . . . . . . . 33
8 The class BV: the general case . . . . . . . . . . . . . . 35
9 Sobolev functions on domains and their extensions . . . 39
10 BV functions on domains and their extensions . . . . . . 42
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
Roberto Monti
Isoperimetric problem and minimal surfaces
in the Heisenberg group 57
1 Introduction to the Heisenberg group Hn . . . . . . . . . 58
1.1 Algebraic structure . . . . . . . . . . . . . . . . 58
1.2 Metric structure . . . . . . . . . . . . . . . . . . 59
2 Heisenberg perimeter and other equivalent measures . . 66
2.1 H -perimeter . . . . . . . . . . . . . . . . . . . 66
2.2 Equivalent notions for H -perimeter . . . . . . . 73
2.3 RectiVability of the reduced boundary . . . . . . 76
3 Area formulas, Vrst variation and H -minimal surfaces . . 78
3.1 Area formulas . . . . . . . . . . . . . . . . . . . 78
3.2 First variation and H -minimal surfaces . . . . . 85
3.3 First variation along a contact Wow . . . . . . . . 94
vi
4 Isoperimetric problem . . . . . . . . . . . . . . . . . . . 99
4.1 Existence of isoperimetric sets and Pansu’s con-
jecture . . . . . . . . . . . . . . . . . . . . . . . 99
4.2 Isoperimetric sets of class C 2 . . . . . . . . . . 105
4.3 Convex isoperimetric sets . . . . . . . . . . . . 107
4.4 Axially symmetric solutions . . . . . . . . . . . 108
4.5 Calibration argument . . . . . . . . . . . . . . . 111
5 Regularity problem for H -perimeter minimizing sets . . 113
5.1 Existence and density estimates . . . . . . . . . 114
5.2 Examples of nonsmooth H -minimal surfaces . . 117
5.3 Lipschitz approximation and height estimate . . 123
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
Emanuele Spadaro
Regularity of higher codimension area minimizing integral
currents 131
1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . 132
1.1 Integer rectiVable currents . . . . . . . . . . . . 133
1.2 Partial regularity in higher codimension . . . . . 135
2 The blowup argument: a glimpse of the proof . . . . . . 136
3 Q-valued functions and rectiVable currents . . . . . . . 141
4 Selection of contradiction’s sequence . . . . . . . . . . . 147
5 Center manifold’s construction . . . . . . . . . . . . . . 151
5.1 Notation and assumptions . . . . . . . . . . . . 152
5.2 Whitney decomposition and interpolating functions153
5.3 Normal approximation . . . . . . . . . . . . . . 156
5.4 Construction criteria . . . . . . . . . . . . . . . 157
5.5 Splitting before tilting . . . . . . . . . . . . . . 159
5.6 Intervals of Wattening . . . . . . . . . . . . . . . 161
5.7 Families of subregions . . . . . . . . . . . . . . 162
6 Order of contact . . . . . . . . . . . . . . . . . . . . . . 164
6.1 Frequency function’s estimate . . . . . . . . . . 165
6.2 Boundness of the frequency . . . . . . . . . . . 175
7 Final blowup argument . . . . . . . . . . . . . . . . . . 176
7.1 Convergence to a Dir-minimizer . . . . . . . . . 178
7.2 Persistence of singularities . . . . . . . . . . . . 182
8 Open questions . . . . . . . . . . . . . . . . . . . . . . 188
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
Davide Vittone
The regularity problem for sub-Riemannian geodesics 193
1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . 193
2 The Carnot-Carathéodory distance . . . . . . . . . . . . 195
vii
2.1 DeVnition of Carnot-Carathéodory distance . . . 195

2.2 The Chow-Rashevski theorem . . . . . . . . . . 196
2.3 The Ball-Box Theorem . . . . . . . . . . . . . . 197
3 Length minimizers and extremals . . . . . . . . . . . . . 198
3.1 Length minimizers, existence and non-uniqueness 198
3.2 First-order necessary conditions . . . . . . . . . 200
3.3 Normal extremals . . . . . . . . . . . . . . . . . 205
3.4 Abnormal extremals . . . . . . . . . . . . . . . 206
3.5 An interesting family of extremals . . . . . . . . 209
4 Carnot groups . . . . . . . . . . . . . . . . . . . . . . . 210
4.1 StratiVed groups . . . . . . . . . . . . . . . . . 210
4.2 Carnot groups . . . . . . . . . . . . . . . . . . . 212
4.3 The dual curve and extremal polynomials . . . . 212
4.4 Extremals in Carnot groups . . . . . . . . . . . 216
5 Minimizers in step 3 Carnot group . . . . . . . . . . . . 218
6 On the negligibility of the abnormal set . . . . . . . . . 219
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . 223
Preface
In 2013, a school on Geometric Measure Theory and Real Analysis, or-

ganized by G. Alberti, C. De Lellis and myself, took place at the Centro
De Giorgi in Pisa, with lectures by V. Bogachev, R. Monti, E. Spadaro
and D. Vittone.
The lectures were so well-organized and up-to-date that we suggested
publishing them as Lecture Notes. All lecturers kindly agreed to this
project.
The book presents in a friendly and unitary way many recent develop-
ments which have not previously appeared in book form. Topics include:
in1nite-dimensional analysis, minimal surfaces and isoperimetric prob-
lems in the Heisenberg group, regularity of sub-Riemannian geodesics
and the regularity theory of area-minimizing currents in any dimension
and codimension.
Sobolev classes on infinite-dimensional
spaces
Contents
Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1. Measures on inVnite-dimensional spaces . . . . . . . . . . . . . . . . . . . . . . 2
2. Gaussian measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
3. Integration by parts and differentiable measures . . . . . . . . . . . . . . . 14
4. Sobolev classes over Gaussian measures . . . . . . . . . . . . . . . . . . . . . . 16
5. Inequalities and embeddings . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
6. Sobolev classes over differentiable measures . . . . . . . . . . . . . . . . . 29
7. The class BV: the Gaussian case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
8. The class BV: the general case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
9. Sobolev functions on domains and their extensions . . . . . . . . . . . . 39
10. BV functions on domains and their extensions . . . . . . . . . . . . . . . 42
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
Introduction
Sobolev classes of functions of generalized differentiability belong to the
major analytic achievements in the XX century and have found impres-
sive applications in the most diverse areas of mathematics. So it does not
come as a surprise that their inVnite-dimensional analogs attract consid-
erable attention. It was already at the end of the 60s and the beginning of
the 70s of the last century that in the works of N. N. Frolov, Yu. L. Dalet-
skiZX, L. Gross, M. Krée, and P. Malliavin Sobolev classes with respect to
Gaussian measures on inVnite-dimensional spaces were introduced and
studied. Their Vrst triumph came with the development of the Malli-
avin calculus since the mid of the 70s. At present, such classes and their
generalizations have become a standard tool of inVnite-dimensional anal-
This work was supported by the RSF project 14-11-00196.

2 Vladimir I. Bogachev
ysis. They Vnd applications in stochastic analysis, optimal transportation,

mathematical physics, and mathematical Vnance.
The aim of this survey is to give a concise account of the theory of
Sobolev classes on inVnite-dimensional spaces with measures. We pres-
ent a number of already classical cornerstone achievements, some more
recent results, and open problems with relatively short formulations.
There are already some books presenting elements of this rapidly devel-
oping theory (mostly in the Gaussian case), see Bogachev [13, 16] (see
also [12]), Bouleau, Hirsch [25], Da Prato [34], Fang [41], Janson [58],
Malliavin [66], Malliavin, Thalmaier [67], Nourdin, Peccati [73], Nu-
alart [74], Shigekawa [83], and Üstünel, Zakai [87]. There is also another
direction developing Sobolev classes on the so-called measure metric
spaces, see Ambrosio, Di Marino [7], Ambrosio, Tilli [10], Cheeger [30],
Hajasz, Koskela [53], Heinonen [54], Keith [59], Reshetnyak [77–79],
Vodop’janov [88], which is quite different from the topics discussed here.
The survey is based on several courses I lectured at the Scuola Normale
Superiore di Pisa in the years 1995–2013.
Over the years I have had a splendid opportunity to discuss problems
related to Sobolev classes in inVnite dimensions with many experts in
this Veld, including H. Airault, L. Ambrosio, G. Da Prato, D. Elwor-
thy, S. Fang, D. Feyel, M. Fukushima, M. Hino, A. Lunardi, P. Malli-
avin, P.-A. Meyer, D. Nualart, M. Röckner, I. Shigekawa, S. Watanabe,
N. Yoshida, and M. Zakai.
1 Measures on inHnite-dimensional spaces

Given a topological space X we denote by B(X) its Borel σ -Veld.
Bounded measures on B(X) (possibly, signed) will be called Borel mea-
sures. Such a measure μ can be uniquely written as μ = μ+ − μ− ,
where μ+ and μ− are mutually singular nonnegative measures called the
positive and negative parts of μ, respectively. Set
|μ| = μ+ + μ− , μ = |μ|(X).
The class of all μ-integrable functions is denoted by L1 (μ) and the cor-
responding Banach space of equivalence classes (where functions equal
almost everywhere are identiVed) is denoted by L 1 (μ). Similar notation
L p (μ) and L p (μ) is used for the classes of μ-measurable functions in-
tegrable to power p ∈ (1, ∞) and the respective spaces of equivalence
classes. For a Hilbert space H , the symbol L p (μ, H ) is used to denote
the L p -space of H -valued mappings.
3 Sobolev classes on infinite-dimensional spaces
If a measure ν on B(X) has the form ν = · μ, where is a μ-

integrable function, which means that

ν(A) = (x) μ(dx), A ∈ B(X),
A
then is called absolutely continuous with respect to μ, which is denoted

by ν μ, and is called its Radon–Nikodym density with respect to μ.
A necessary and sufVcient condition for that, expressed by the Radon–
Nikodym theorem, is that ν vanishes on all sets of μ-measure zero. If
also μ ν, which is equivalent to = 0 μ-a.e., then the measures are
called equivalent, which is denoted by ν ∼ μ.
A nonnegative Borel measure μ on a topological space X is called
Radon if, for every set B ∈ B(X) and every ε > 0, there is a compact set
K ε ⊂ B such that μ(B\K ε ) < ε.
Theorem 1.1. Each Borel measure on any complete separable metric

space X is Radon. Moreover, this is true for any Souslin space X, i.e., the
image of a complete separable metric space under a continuous mapping.
In particular, this is true for the spaces C[0, 1], R∞ , and all separable
Hilbert spaces.
For the purposes of this survey it is sufVcient to have in mind the space
∞
R , the countable power of the real line with its standard product topol-
ogy (making it a complete metrizable space). The Borel σ -Veld in this
space coincides with the smallest σ -Veld containing all cylinders, i.e.,
sets of the form
C B = {x : (x1 , . . . , xn ) ∈ B}, B ∈ B(Rn ).
The measure μn deVned on Rn by the formula
μn (B) = μ(C B )
is called the projection of μ on Rn . These projections are consistent in

the sense that the projection of μn+1 on Rn equals μn .
By Kolmogorov’s theorem, the converse is true: given a consistent se-
quence of probability measures μn on the spaces Rn , there is a unique
probability measure μ on R∞ with these projections (and there is a nat-
ural extension of this result to the case of signed measures, where in the
inverse implication the uniform boundedness of μn is required).
There is a dual concept to that of projections: conditional measures.
Let us consider the one-dimensional subspace Re1 generated by the Vrst
coordinate vector e1 and its natural complementing hyperplane Y1 con-

sisting of vectors x with x1 = 0. Let ν 1 be the projection of |μ| to Y1 , i.e.,
its image under the natural projecting to Y1 . It is known (see [15, Chap-
ter 10]) that there are Borel measures μ1,y , y ∈ Y1 , on the real line (these
measures are probability measures if so is μ) such that for every bounded
Borel function f , writing x as x = (x1 , y) with y = (x2 , x3 , . . .) and
identifying y with (0, x2 , x3 , . . .), one has

f (x1 , x2 , . . .) μ(dx) = f (x1 , y) μ1,y (dx1 ) ν 1 (dy),
where the function deVned by the integral in x1 is Borel measurable in

y. Similarly, there exist conditional measures μn,y , y ∈ Yn , correspond-
ing to the nth coordinate vector en and its natural complementing hyper-
plane Yn consisting of vectors with zero nth coordinate. Unlike Vnite-
dimensional distributions, conditional measures (even regarded for all n)
do not uniquely determine the measure; the problem of reconstructing
a measure from its conditional measures is the subject of the theory of
Gibbs measures. Of course, it is not essential that we have considered
basis vectors. For a general Radon measure μ (possibly, signed) on a lo-
cally vector space X that is a direct topological sum of two closed linear
subspaces Z and Y , letting ν be the image of |μ| under the projection
on Y , one can Vnd Radon measures μ y , y ∈ Y , on Z such that for each
bounded Borel function f on X one has

f dμ = f (z, y) μ y (dz) ν(dy),
X Y Z
where we write elements of X as x = (z, y), z ∈ Z , y ∈ Y , the function

y
→ μ y is ν-integrable, and the inner integral is also ν-integrable.
Finally, note that sometimes it is more convenient geometrically to
deVne the conditional measures μ y on the straight lines Rh + y rather
than on the real line. In that case the previous equality reads simply as

f dμ = f (x) μ y (dx) ν(dy).
X Y Z
It will be useful below to represent different measures μ and σ via con-

ditional measures using a common measure ν on Y that may be different
from their projections on Y . This is possible if take ν on Y such that
both projections are absolutely continuous with respect to ν. Indeed, if
μ = μ y μY (dy) and σ = σ y σY (dy), where μY = g1 · ν, σY = g2 · ν,
then we obtain the representations
μ = g1 (y)μ y ν(dy), σ = g2 (y)σ y ν(dy)
or
μ = μ y,ν ν(dy), σ = σ y,ν ν(dy),
where ν in the symbol μ y,ν indicates that the disintegration is taken with
respect to the measure ν on Y in place of μY .
We recall the deVnition of variation and semivariation of vector mea-
sures (see Diestel, Uhl [38] or Dunford, Schwartz [39]). Let H be a
separable Hilbert space. A vector measure with values in H is an H -
valued countably additive function η deVned on a σ -algebra A of subsets
of a space . Such a measure automatically has bounded semivariation
deVned by the formula
n

V (η) := sup αi η(i ) ,
H
i=1
where sup is taken over all Vnite partitions of into disjoint parts i ∈ A
and all Vnite sets of real numbers αi with |αi | ≤ 1. In other words, this
is the supremum of variations of real measures (η, h) H over h ∈ H with
|h| H ≤ 1. However, this does not yet mean that the vector measure η has
Vnite variation which is deVned as

n
Var(η) := sup |η(i )| H ,
i=1
where sup is taken over all Vnite partitions of into disjoint parts i ∈
A. The variation of the measure η will be denoted by η (but in [39]
this notation is used for semivariation).
By the Pettis theorem (see Dunford, Schwartz [39, Chapter IV, §10]),
an H -valued mapping is a vector measure of bounded semivariation
provided that ( , h) H is a bounded scalar measure for each h ∈ H .
The sets of measures of bounded variation and bounded semivaria-
tion are Banach spaces with the norms η
→ η and η → V (η),
respectively. It is easy to give an example of a measure with values
in an inVnite-dimensional Hilbert space having bounded semivariation,
but inVnite variation: consider the standard basis {en } in l 2 and take
Dirac’s
∞ −1 measures δ(en ) in the points en and the vector measure η =
n=1 n δ(en )en . Its semivariation equals the sum of the numbers n −2 ,
but it is of inVnite variation.
The space of all continuous linear functions on a locally convex space
X is denoted by X ∗ and is called the dual (or topological dual) space.
Let FC ∞ denote the class of all functions f on X of the form
f (x) = f 0 (l1 (x), . . . , ln (x)), f 0 ∈ Cb∞ (Rn ), li ∈ X ∗ ,

where Cb∞ (Rn ) is the class of all inVnitely differentiable functions on Rn

with bounded derivatives. In case of R∞ we obtain just the union of all
Cb∞ (Rn ).
2 Gaussian measures
A Gaussian measure on the real line is a Borel probability measure which
point a (i.e., is Dirac’s measure δa at a) or
is either concentrated at some
has density (2πσ )−1/2 exp −(2σ )−1 (x − a)2 with respect to Lebesgue
measure, where a ∈ R1 is its mean and σ > 0 is its dispersion. The
measure for which a = 0 and σ = 1 is called standard Gaussian.
Similarly the standard Gaussian measure on Rd is deVned by its density
(2π)−d/2 exp(−|x|2 /2)
with respect to Lebesgue measure.
Although below a general concept of a Gaussian measure on a locally
convex space is introduced, we deVne explicitly general Gaussian mea-
sures on Rd . These are measures that are concentrated on afVne sub-
spaces in Rd and are standard in suitable (afVne) coordinate systems. In
other words, these are images of the standard Gaussian measure under
afVne mappings of the form x
→ Ax + a, where A is a linear operator
and a is a vector. A bit more explicit representation is provided by the
Fourier transform of a bounded Borel measure μ on Rd deVned by the
formula

μ(y) = exp i(y, x) μ(dx), y ∈ Rd .

In these terms, a measure μ is Gaussian if and only if its Fourier transform

has the form
1
μ(y) = exp i(y, a) − Q(y, y) ,

2
where Q is nonnegative quadratic form on Rd .
The Fourier transform of the standard Gaussian measure is given by
γ (y) = exp(−|y|2 /2).

The change of variables formula yields the following relation between A
and Q if μ is the image of γ under the afVne mapping Ax + a:

μ(y) = exp i(y, Ax + a) γ (dx)

= exp i(y, a) exp i(A∗ y, x) γ (dx)

= exp i(y, a) − |A∗ y|2 /2 ,
that is, Q(y) = (A A∗ y, y). It is readily veriVed that μ has a density on

the whole space precisely when A is invertible.
The vector a is called the mean of μ and is expressed by the equality

(y, a) = (y, x) μ(dx).
For the quadratic form Q we have the equality

Q(y, y) = (y, x − a)2 μ(dx).
These equalities are veriVed directly (it sufVces to check them in the one-
dimensional case).
Let us deVne Gaussian measures on general locally convex spaces.
DeHnition 2.1. Let X be a locally convex space with the topological
dual X ∗ . A Borel probability measure γ on X is called Gaussian if the
induced measure γ ◦ f −1 is Gaussian for every f ∈ X ∗ . If all these
measures are centered, then γ is called centered.
In the case of the space R∞ the space R∞ 0 of Vnite sequences coincides
with the dual space. Hence Gaussian measures on R∞ are measures with
Gaussian Vnite-dimensional projections.
Example 2.2. An important example of a Gaussian measure is the count-
able product γ of the standard Gaussian measures on the real line. This
measure is deVned on the space X = R∞ . This special example plays
a very important role in the whole theory. In some sense (see Bogachev
[13] for details) this is a unique up to isomorphism inVnite-dimensional
Gaussian measure.
Another important example of a Gaussian measure is the Wiener mea-
sure on the space C[0, 1] of continuous functions or on the space L 2 [0, 1].
This measure can be deVned as the image of the standard Gaussian mea-
sure γ on X = R∞ under the mapping
∞ t
x = (xn )
→ w( · ), w(t) = xn en (s) ds,
n=1 0
where {en } is an arbitrary orthonormal basis in L 2 [0, 1]. One can show
that this series converges in L 2 [0, 1] for γ -almost every x; moreover, for
γ -almost every x convergence is uniform on [0, 1].

We recall that a countable product μ = ∞ μn of probability mea-
n=1
sures μn on spaces (X n , Bn ) is deVned on X = ∞ n=1 X n as follows: Vrst
it is deVned on sets of the form A = A1 × · · · × An × X n+1 · · · by
μ(A) = μ1 (A1 ) × · · · × μn (An ),
then it is veriVed that μ is countably additive on the algebra of Vnite

unions of such sets (called cylindrical sets), which results
∞ in a countably
additive extension to the smallest σ -algebra B := n=1 Bn containing
such cylindrical sets.
The standard Gaussian measure γ on R∞ can be restricted to many
other smaller linear subspaces of full
measure. For example, taking any
sequence of numbers αn > 0 with ∞ n=1 αn < ∞, we can restrict γ to
the weighted Hilbert space of sequences

∞
E := (xn ) ∈ R∞ : αn xn2 < ∞ ,
n=1
making this expression the square of the norm. The fact that γ (E) = 1
follows by the monotone convergence theorem, which shows that

∞
αn xn2 < ∞
n=1
almost everywhere due to convergence of the integrals of the terms (the

integral of xn2 is 1). Similarly, one can Vnd non-Hilbert full measure
Banach spaces of sequences (xn ) with supn βn |xn | < ∞ or lim βn |xn | = 0
n→∞
for suitable sequences βn → 0; more precisely, the condition is this:

∞ C
exp − 2 < ∞ ∀ C > 0.

n=1
βn
However, there is no minimal linear subspace of full measure. The point

is that the intersection of all linear subspaces of positive (equivalently,
full) measure is the subspace l 2 , which has measure zero, as one can
verify directly.
It is known that any Radon Gaussian measure γ has mean m ∈ X, i.e.,
m is a vector in X such that

f (m) = f (x) γ (dx) ∀ f ∈ X ∗ .
X
If m = 0, i.e., the measures γ ◦ f −1 for f ∈ X ∗ have zero mean, then

γ is called centered. Any Radon Gaussian measure γ is a shift of a cen-
tered Gaussian measure γm deVned by the formula γm (B) := γ (B + m).
Hence for many purposes it sufVces to consider only centered Gaussian
measures.
For a centered Radon Gaussian measure γ we denote by X γ∗ the closure
of X ∗ in L 2 (γ ). The elements of X γ∗ are called γ -measurable linear
functionals. There is an operator Rγ : X γ∗ → X, called the covariance

operator of the measure γ , such that

f (Rγ g) = f (x)g(x) γ (dx) ∀ f ∈ X ∗ , g ∈ X γ∗ .
X
Set
g :=
h if h = Rγ g.
Then h is called the γ -measurable linear functional generated by h. The
following vector equality holds (if X is a Banach space, then it holds in
Bochner’s sense):

Rγ g = g(x)x γ (dx) ∀ g ∈ X γ∗ .
X
For example, if γ is a centered Gaussian measure on a separable Hilbert

space X, then there exists a nonnegative nuclear operator K on X for
which K y = Rγ y for all y ∈ X, where we identify X ∗ with X. Then we
obtain

(K y, z) = (y, z) L 2 (γ ) and
γ (y) = exp −(K y, y)/2 .
Let us take an orthonormal eigenbasis {en } of the operator K with eigen-
values {kn }. Then γ coincides with the image of the countable power γ0
of the standard Gaussian measure on R1 under the mapping

∞
R∞ → X, (xn )
→ kn xn en .
n=1

This series converges γ0 -a.e. in X by convergence of the series ∞ 2
n=1 kn x n ,
which follows by convergence of the series of kn and the fact that the
integral of xn2 against the measure γ0 equals 1. Here X γ∗ can be identiVed
√
with the completion of X with respect to the norm x
→ K x X , i.e.,
the embedding X = X ∗ → X γ∗ is a Hilbert–Schmidt operator.
The space
H (γ ) = Rγ (X γ∗ )
is called the Cameron–Martin space of the measure γ . It is a Hilbert
space with respect to the inner product

(h, k) H := h(x)
k(x) γ (dx).
X
The corresponding norm is given by the formula

|h| H :=
h L 2 (γ ) .
Moreover, it is known that H (γ ) with the indicated norm is separable and

its closed unit ball is compact in the space X. Note that the same norm is
given by the formula

|h| H = sup f (h) : f ∈ X ∗ , f L 2 (γ ) ≤ 1 .

It should be noted that if dim H (γ ) = ∞, then γ H (γ ) = 0.
In terms of the inner product in H the vector Rγ (l) is determined by
the identity

jH ( f ), Rγ g H = f (Rγ g) = f g dγ , f ∈ X ∗ , g ∈ X γ∗ . (2.1)
X
In the above example of a Gaussian measure γ on a Hilbert space we

have √
H (γ ) = K (X).
Let us observe that H (γ ) coincides also with the set of all vectors of the
form
h= f (x)x γ (dx), f ∈ L 2 (γ ).
X
Indeed, letting f 0 be the orthogonal projection of f onto X γ∗ in L 2 (γ ), we

see that the integral of the difference [ f (x) − f 0 (x)]x over X vanishes
since the integral of [ f (x) − f 0 (x)]l(x) vanishes for each l ∈ X ∗ .
Theorem 2.3. The mapping h
→ h establishes a linear isomorphism be-
tween H (γ ) and X γ∗ preserving the inner product. In addition, Rγ
h = h.
If {en } is an orthonormal basis in H (γ ), then {
en } is an orthonormal
basis in X γ∗ and en are independent random variables.
One can take an orthonormal basis in X γ∗ consisting of elements
ξn ∈ X ∗ . The general form of an element l ∈ X γ∗ is this:

∞
l= cn ξn ,
n=1
where the series converges in L 2 (γ ). Since ξn are independent Gaus-

sian random variables, this series converges also γ -a.e. The domain of
its convergence is a Borel linear subspace L of full measure. One can
take a version of l which is linear on all of X in the usual sense; it is
called a proper linear version. It is easy to show that such a version is
automatically continuous on H (γ ) with the norm | · | H ; more precisely,

f 0 (h) = (Rγ f, h) H = f
h dγ , h ∈ H.
X
Conversely, any continuous linear functional l on the Hilbert space

H (γ ) admits a unique extension to a γ -measurable proper linear func-
tional
l such that l coincides with l on H (γ ). For every h ∈ H (γ ),

such
∞ an extension ∞functional x
→ (x, h) H is exactly h. If h =
of the

n=1 cn en , then h = n=1 cn en . Two γ -measurable linear functionals
are equal almost everywhere precisely when their proper linear versions
coincide on H (γ ).
If a measure γ on X = R∞ is the countable power of the standard
Gaussian measure on the real line, then X ∗ can be identiVed with the
space of all sequences of the form f = ( f 1 , . . . , f n , 0, 0, . . .). Here we
have

∞
( f, g) L 2 (γ ) = f i gi .
i=1
Hence X γ∗ can be identiVed with l ; any element l = (cn ) ∈ l 2 deVnes

2

an element of L 2 (γ ) by the formula l(x) := ∞ n=1 cn x n , where the se-
ries converges in L 2 (γ ). Therefore, the Cameron–Martin space H (γ )
coincides with the space l 2 with its natural inner product. An element
l represents a continuous linear functional precisely when only Vnitely
many numbers cn are nonzero. For the Wiener measure on C[0, 1] the
Cameron–Martin space coincides with the class W02,1 [0, 1] of all abso-
lutely continuous functions h on [0, 1] such that h(0) = 0 and h ∈
L 2 [0, 1]; the inner product is given by the formula
1
(h 1 , h 2 ) H := h 1 (t)h 2 (t) dt.
0
The next classical result, called the Cameron–Martin formula, relates

measurable linear functionals and vectors in the Cameron–Martin space
to the Radon–Nikodym density for shifts of the Gaussian measure.
Theorem 2.4. The space H (γ) is the set of all h ∈ X such that γh ∼ γ ,
where γh (B) := γ (B + h), and the Radon–Nikodym density of the mea-
sure γh with respect to γ is given by the following Cameron–Martin for-
mula:
dγh /dγ = exp − h − |h|2H /2 .
For every h ∈ H (γ ) we have γ ⊥ γh .
It follows from this formula that for every bounded Borel function f
on X we have

f (x + h) γ (dx) = f (x) exp h(x) − |h|2H /2 γ (dx).
X X
In the case of the standard Gaussian measure on R∞ this formula is

a straightforward extension of the obvious Vnite-dimensional expression,
one just needs to deVne h(x) as the sum of a series.
A centered Radon Gaussian measure is uniquely determined by its
Cameron–Martin space (with the indicated norm!): if μ and ν are cen-
tered Radon Gaussian measures such that H (μ) = H (ν) and |h| H (μ) =
|h| H (ν) for all h ∈ H (μ) = H (ν), then μ = ν. The Cameron-Martin
space is also called the reproducing Hilbert space.
DeHnition 2.5. A Radon Gaussian measure γ on a locally convex space
X is called nondegenerate if for every nonzero functional f ∈ X ∗ the
measure γ ◦ f −1 is not concentrated at a point.
The nondegeneracy of γ is equivalent to that γ (U ) > 0 for all non-
empty open sets U ⊂ X. This is also equivalent to that the Cameron-
Martin space H (γ ) is dense in X. For every degenerate Radon Gaussian
measure γ there exists the smallest closed linear subspace L ⊂ X for
which γ (L + m) = 1, where m is the mean of the measure γ . Moreover,
L + m coincides with the topological support of γ . If m = 0, then on L
the measure γ is nondegenerate.
Let γ be a centered Radon Gaussian measure on a locally convex
space X; as usual, one can assume that this is the standard Gaussian
measure on R∞ . The Ornstein–Uhlenbeck semigroup is deVned by the
formula

Tt f (x) = f e−t x − 1 − e−2t y γ (dy), f ∈ L p (γ ). (2.2)
X
A simple veriVcation of the fact that {Tt }t≥0 is a strongly continuous semi-
group on all L p (γ ), 1 ≤ p < ∞, can be found in [13]; the semigroup
property means that
Tt+s f = Ts Ts f, t, s ≥ 0.
An important feature of this semigroup is that the measure γ is invariant

for it, that is,
Tt f (x) γ (dx) = f (x) γ (dx).
X X
Theorem 2.6. For every p ∈ [1, +∞) and f ∈ L p (γ ) one has

lim Tt f − f L p (γ ) = 0,
lim Tt f − f dγ =0
t→0 t→+∞
L p (γ )
and if 1 < p < ∞, then also lim Tt f (x) = f (x) a.e.

t→0
It is also known that in the Vnite-dimensional case lim Tt f (x) = f (x)

t→0
a.e. for all f ∈ L 1 (γ ). It remains an open problem whether this is true in
inVnite dimensions.
The generator L of the Ornstein–Uhlenbeck semigroup is called the
Ornstein–Uhlenbeck operator (more precisely, for every p ∈ [1, +∞),
there is such a generator on the corresponding domain in L p (γ ); if p is
not explicitly indicated, then usually p = 2 is meant). By deVnition,
L f = lim(Tt f − f )/t if this limit exists in the norm of L p (γ ). This
t→0
operator will be important Section 4. In the case of R∞ , on smooth func-
tions f (x) = f (x1 , . . . , xn ) in Vnitely many variables one can explicitly
calculate that
n
2
L f (x) = f (x) − x, ∇ f (x) = ∂xi f (x) − xi ∂xi f (x) .
i=1
This representation can be also extended to some functions in inVnitely

many variables. In the general case L f is the sum of a similar series, but
its two parts need converge separately.
In the theory of Gaussian measures an important role is played by the
Hermite (or Chebyshev–Hermite) polynomials Hn deVned by the equali-
ties
(−1)n 2 d n 2
H0 = 1, Hn (t) = √ et /2 n e−t /2 , n > 1.
n! dt
They have the following properties:
√ √
Hn (t) = n Hn−1 (t) = t Hn (t) − n + 1Hn+1 (t).
In addition, the system of functions {Hn } is an orthonormal basis in

L 2 (γ ), where γ is the standard Gaussian measure on the real line.
For the standard Gaussian measure γn on Rn (the product of n copies
of the standard Gaussian measure on R1 ) an orthonormal basis in L 2 (γn )
is formed by the polynomials of the form
Hk1 ,...,kn (x1 , . . . , xn ) = Hk1 (x1 ) · · · Hkn (xn ), ki ≥ 0.
If γ is a centered Radon Gaussian measure on a locally convex space X

and {ln } is an orthonormal basis in X γ∗ , then a basis in L 2 (γ ) is formed
by the polynomials

Hk1 ,...,kn (x) = Hk1 l1 (x) · · · Hkn ln (x) , ki ≥ 0, n ∈ N.
For example, for the countable power of the standard Gaussian mea-
sure on the real line such polynomials are Hk1 ,...,kn (x1 , . . . , xn ). It is
convenient to arrange polynomials Hk1 ,...,kn according to their degrees

k1 + · · · + kn . For k = 0, 1, . . . we denote by Xk the closed linear sub-
space of L 2 (γ ) generated by the functions Hk1 ,...,kn with k1 +· · ·+kn = k.
The functions Hk1 ,...,kn are mutually orthogonal and, for the Vxed value
k = k1 + · · · + kn , form an orthonormal basis in Xk .
The one-dimensional space X0 consists of constants and X1 = X γ∗ .
One can show that every element f ∈ X2 can be written in the form

∞
f = αn (ln2 − 1),
n=1

where {ln } is an orthonormal basis in X γ∗ and ∞n=1 αn < ∞ (i.e., the
2
series for f converges in L 2 (γ )).

The spaces Xk are mutually orthogonal and their orthogonal sum is the
whole L 2 (γ ):

∞
L 2 (γ ) = Xk ,
k=0
which means that, denoting by Ik the operator of orthogonal projection
onto Xk , we have an orthogonal decomposition

∞
F= Ik (F), F ∈ L 2 (γ ).
k=0
One can check that Tt Hk1 ,...,kn = e−k1 −···−kn Hk1 ,...,kn , which yields that

∞
Tt F = e−kt Ik (F), F ∈ L 2 (γ ).
k=0
Given a separable Hilbert space E, one deVnes similarly the space Xk (E)
of polynomials with values in E as the closure in L 2 (γ , E) of the liner
span of the mappings f · v, where f ∈ Xk , v ∈ E.
3 Integration by parts and differentiable measures

Suppose that f is a bounded Borel function on a locally convex space X
with a centered Radon Gaussian measure γ such that the partial derivative
f (x + th) − f (x)
∂h f (x) = lim
t→0 t
exists for some vector h in the Cameron-Martin space of γ and is bounded.
Applying the Cameron-Martin formula and Lebesgue’s dominated con-
vergence theorem, we arrive at the equality

∂h f (x) γ (dx) = f (x)h(x) γ (dx),
X X
2 2
where we also use that the derivative of t
→ et h−t |h| H /2 at zero is
h.
This simple formula, called the integration by parts formula for the Gaus-
sian measure, plays a very important role in stochastic analysis and is a
starting point for far-reaching generalizations connected with differentia-
bilities of measures in the sense of Fomin [45, 46] and in the sense of
Skorohod [85].
A measure μ on X is called Skorohod differentiable along a vector h if
there exists a measure dh μ, called the Skorohod derivative of the measure
μ along the vector h, such that

f (x − th) − f (x)
lim μ(dx) = f (x)dh μ(dx) (1)
t→0 X t X
for every bounded continuous function f on X. If the measure dh μ is

absolutely continuous with respect to the measure μ, then the measure
μ is called Fomin differentiable along the vector h, the Radon–Nikodym
density of the measure dh μ with respect to μ is denoted by βhμ and called
the logarithmic derivative of μ along h. The Skorohod differentiability
of μ along h is equivalent to the identity

∂h f (x) μ(dx) = − f (x) dh μ(dx), f ∈ FC ∞ .
X X
The Fomin differentiability is the equality

∂h f (x) μ(dx) = − f (x) βhμ (x) μ(dx), f ∈ FC ∞ .
X X
On the real line the Fomin differentiability is equivalent to the member-

ship of the density in the Sobolev class W 1,1 , and the Skorohod differ-
entiability is the boundedness of variation of the density; the picture is
similar also in Rn . A detailed discussion of these types of differentiabil-
ity of measures can be found in Bogachev [16].
It follows from our previous discussion that for the centered Gaussian
measure μ we have
βhμ = −
h, h ∈ H (μ).
In the case of a probability measure on R∞ efVcient conditions for both

types of differentiability can be expressed in terms of Vnite-dimensional
distributions. The Skorohod differentiability along a vector h = (h n ) is
equivalent to the following condition: for every n, the generalized deriva-
tive of the projection μn on Rn along the vector (h 1 , . . . , h n ) is a bounded
measure and such measures are uniformly bounded. For Fomin’s dif-
ferentiability more is needed: the corresponding logarithmic derivatives
β μn (h 1 , . . . , h n ) are uniformly integrable with respect to μ (regarded as

functions on R∞ ).
An equivalent characterization is available in terms of conditional mea-
sures (see Section 1): Fomin’s differentiability of μ along h is equiva-
lent to the following: the conditional measures μ y on the real line have
densities y ∈ W 1,1 (R) such that the function y
→ ∂t y L 1 (R) is μY -
integrable, where μY is the projection of μ on a closed hyperplane Y com-
plementing the one-dimensional subspace generated by h. The derivative
dh μ can be written as

dh μ(B) = ∂t y (t) dt μY (dy),
Y By
where B y = {t ∈ R : (th, y) ∈ B}, B ∈ B(X), and X is written as

Rh × Y .
It is worth mentioning that for a Gaussian measure, the conditional
measures are Gaussian as well (see Bogachev [13, Section 3.10] or [17]).
It is known (see Bogachev [16, Chapter 5]) that the sets DC (μ) and
D(μ) of all vectors of differentiability of a nonzero measure μ in the
sense of Skorohod and Fomin respectively are Banach spaces with re-
spect to the norm h
→ dh μ and that the closed unit ball in DC (μ)
is compact in X. For any h ∈ D(μ) we have dh μ = βh L 1 (μ) .
For example, if μ is a Gaussian measure (as before, we need only the
countable power of the Gaussian measure on the real line), then the set
D(μ) = DC (μ) coincides with the Cameron–Martin space H (μ) of the
measure μ (the set of all vectors the shifts to which give equivalent mea-
sures).
We assume further that the measure μ is Fomin differentiable along all
vectors in a separable Hilbert space H that is continuously and densely
embedded into X (the model example is l 2 ⊂ R∞ ). Hence the closed
graph theorem yields that the natural embedding H → D(μ) is continu-
ous and
dh μ ≤ C|h| H , h ∈ H
for some constant C.
4 Sobolev classes over Gaussian measures

In this section we brieWy discuss Sobolev spaces with respect to Gaussian
measures. This is a very important analytical tool and one of the main-
streams in modern theory. The reason why such classes are important
is that many nonlinear functionals on inVnite-dimensional spaces arising
in applications have very poor differentiability or even continuity prop-
erties from the point of view of the classical analysis (norm continuity,
Fréchet or Gâteaux differentiability), but are Sobolev smooth. This ef-

fect is much stronger than in the Vnite-dimensional case (where it is also
notable, e.g., in the theory of partial differential equations), and it was
Paul Malliavin [65] who invented special tools (now called the Malliavin
calculus) to deal with such problems. It should be noted that important
ideas closely connected with Gaussian Sobolev classes were developed
already by Gross [51] and the Vrst deVnition of such classes was given
by Frolov [47, 48]. Later such classes were studied in DaletskiZX, Para-
monova [35–37], Krée [61, 62], Lascar [63], and in many other works.
Similarly to the classical Sobolev spaces (see, e.g., the books Adams,
Fournier [1], Lieb, Loss [64], Ziemer [92]), there are essentially three
different ways of introducing such spaces: as suitable completions of
smooth functions, in terms of integration by parts, and through integral
representations. For example, the class W 1,1 (Rd ) can be deVned either as
the completion of the class C0∞ of smooth compactly supported functions
with respect to the Sobolev norm
f 1,1 = f 1 + ∇ f 1 ,
where · 1 denotes the L 1 -norm of scalar or vector functions, or the

subclass in L 1 (Rd ) consisting of the functions whose generalized Vrst
order partial derivatives belong to L 1 (Rd ), where the generalized partial
derivative ∂xi f is deVned by means of the integration by parts formula

ϕ∂xi f dx = − f ∂xi ϕ dx, ϕ ∈ C0∞ .
Rd Rd
Using the L p -norm we arrive at the classes W p,1 (Rd ). Similar construc-
tions work in the case of weighted Sobolev classes W p,1 (), where is
a nonnegative locally integrable function, so that in place of Lebesgue
measure we use the measure μ = dx. However, in this case some sub-
tleties appear (see, e.g. Bogachev [16]). First of all, some conditions on
are needed to ensure the closability of the Sobolev norm, i.e., the prop-
erty that if a sequence of smooth functions f j converges to zero in L p
and is fundamental in the Sobolev norm, then it also converges to zero in
the Sobolev norm. Next, the use of the integration by parts formula also
imposes restrictions on in the second approach. Finally, these two and
other approaches may lead to distinct Sobolev classes unlike the classical
case, see Zhikov [90], [91].
We Vrst consider the case of the standard Gaussian measure γ on Rd .
The classes W p,1 (γ ), 1 ≤ p < ∞, are obtained as the completions of the
class C0∞ (Rd ) with respect to the Sobolev norms

1/ p 1/ p
f p,1 := | f | p dγ + |∇ f | p dγ .
Similarly one deVnes the classes W p,1 (γ , Rm ) of Rm -valued Sobolev

mappings. An extension to higher order derivatives is relatively straight-
forward, but there is a nuance in the choice of the norm on higher or-
der derivatives: for many purposes it turns out to be reasonable to take
Hilbert–Schmidt norms (rather than other matrix norms). In particular,
the space W p,2 (γ ) is obtained by taking the norm

p/2 1/ p
f p,2 := f p,1 + |∂xi ∂x j f |2 dγ .
i, j≤d
Continuing inductively we obtain the spaces W p,r (γ ), r ∈ N.

The same class W p,r (γ ) is characterized as follows: it consists of all
functions f ∈ L p (γ ) such that f possesses generalized partial deriva-
tives ∂xi1 · · · ∂xir f represented by elements in L p (γ ).
The inVnite-dimensional case, where γ is a centered Radon Gaussian
measure on a locally convex space with the Cameron–Martin space H , is
completely analogous, the only difference is that now in place of C0∞ we
take the class FC ∞ of all functions on X of the form

f (x) = f 0 l1 (x), . . . , ln (x) , li ∈ X ∗ , f 0 ∈ Cb∞ (Rn ).
Let {ei } be an orthonormal basis in H . Set
f (x + th) − f (x)
∂h f (x) = lim .
t→∞ t
For all p ≥ 1 and r ∈ N, the Sobolev norm · W p,r is deVned by the
following formula, where ∂i := ∂ei :
r
1/ p
2 p/2
f W p,r = ∂i1 . . . ∂ik f (x) γ (dx) . (4.1)
k=0 X i 1 ,...,i k ≥1
If X = R∞ and H = l 2 , then FC ∞ is just the space of functions of

Vnitely many variables of class Cb∞ and if γ is the standard Gaussian
measure on R∞ , then the Sobolev norms on such functions are the previ-
ously deVned norms in the Vnite-dimensional case.
Let W p,r (γ ) denote the completion of FC ∞ with respect to the

Sobolev norm · p,r = · W p,r . Note that the same norm can be
written as

r
f p,r = D kH f L p (γ ,Hk ) ,
k=0
where D kHf stands for the derivative of order k along H and Hk is the
space of Hilbert–Schmidt k-linear forms on H , which can be deVned
inductively by setting Hk = H(H, Hk−1 ), H1 = H , where H(H, E) is
the space of Hilbert–Schmidt operators between Hilbert spaces H and E
equipped with its natural norm deVned by

∞
T 2H = T ei 2E
i=1
for an arbitrary orthonormal basis {ei } in H .

After this completion procedure all elements in W p,r (γ ) acquire
Sobolev derivatives D kH f of the respective orders. In particular, any
f ∈ W 2,1 (γ ) has a Sobolev gradient D H f along H , which is a limit in
L 2 (γ , H ) of the H -gradients of smooth cylindrical functions convergent
to f in the norm , · 2,1 .
For example, in the case of the standard
∞ Gaussian measure on R∞ the
−1
measurable linear functional mf (x)−1= n=1 n xn belongs to all classes
W (γ ), since the sums n=1 n xn converge in each norm · p,r ;
p,r
more speciVcally, D H f (x) is a constant vector h = (n −1 )∞n=1 and all

higher derivatives vanish. Similarly, the function f (x) = ∞ −2 2
n=1 n x n
−2 ∞
belongs to all classes W (γ ), D H f (x) = 2(n xn )n=1 , D H f (x) is
p,r 2
constant and equals the diagonal operator with eigenvalues 2n −2 , higher

order derivatives vanish.
In a similar way one deVnes the Sobolev spaces W p,r (γ , E) of map-
pings with values in a Hilbert space E. The corresponding norms are
denoted by the same symbol || · || p,r .
An equivalent description employs the concept of a Sobolev derivative.
Let p > 1. We shall say that a function f ∈ L p (γ ) has a generalized (or
Sobolev) partial derivative g ∈ L 1 (γ ) along a vector h ∈ H if, for every
ϕ ∈ FC ∞ , one has the equality

∂h ϕ(x) f (x) γ (dx) = − ϕ(x) g(x) γ (dx)
X
X (4.2)
+
ϕ(x) f (x) h(x) γ (dx).
X
Set ∂h f := g. Similarly one deVnes generalized partial derivatives for

mappings with values in a separable Hilbert space E.
DeHnition 4.1. Let p ∈ (1, +∞). The class G p,1 (γ ,E) consists of all
mappings f ∈ L p (γ ,E) such that there is a mapping D f ∈ L p γ , H(H,E)
with the property that, for every h ∈ H , the E-valued mapping x
→
D f (x)h serves as a generalized partial derivative of f along h.
The classes G p,r (γ , E) with r ∈ N are deVned inductively as follows:
the class D p,r+1 (γ , E) consists of all mappings f ∈ G (γ , E) such
p,1
that D f belongs to the class G p,r

γ , Hr (H, E) , deVned at the previous
inductive step, and the derivative of order r + 1 is deVned by Dr+1 H f =
DrH D H f .
Theorem 4.2. One has G p,r (γ , E) = W p,r (γ , E) if p ∈ (1, +∞), r ∈ N.
Remark 4.3. The case p = 1 requires a special examination, since in the
deVnition of generalized derivatives we used the fact that h f ∈ L 1 (γ ),
which is true by Hölder’s inequality for any f ∈ L (γ ) with p > 1. The
p
space G 1,1 (γ ) can be deVned as the space of all functions f ∈ L 1 (γ ) such

that
h f ∈ L 1 (γ ) for all h ∈ H and there is a mapping D H f ∈ L 1 (γ , H )
for which the function (D H f, h) H serves as a generalized partial deriva-
tive along h for each h ∈ H . However, as shall see in the lemma below,
the inclusion h f ∈ L 1 (γ ) is automatically fulVlled if f has a directional
partial derivative ∂h f ∈ L 1 (γ ) in the sense considered below.
A closely related description focuses on directional properties of func-
tions in the Sobolev classes. We present a typical result for r = 1 and
E = R1 ; extensions to greater r and inVnite-dimensional E are straight-
forward. Let us Vx an orthonormal basis {ei } in H .
Theorem 4.4. A function f in L p (γ ), p ≥ 1, belongs to W p,1 (γ ) pre-
cisely when, for each ei , it has a version
f such that the functions t
→

f (x + tei ), where x ∈ X, are locally absolutely continuous and, setting
d
∂ei f (x) := f (x + tei )|t=0 ,
dt
∞
we obtain a mapping ∇ f = (∂ei f )i=1 belonging to L p (γ , H ). The same
is true for the class G (γ ), so that W p,1 (γ ) = G p,1 (γ ) also for p = 1.
p,1
It should be added that the partial derivative ∂ei f (x) exists almost ev-
erywhere, since t
→ f (x + tei ) is almost everywhere differentiable
on the real line (by a classical result from real analysis), which yields
through conditional measures that the derivative at zero exists for almost
every Vxed x; certainly, for a given x there might be no derivative at
zero. The reader is warned that a version f with the required properties
depends in general on ei , which is suppressed in our notation. This hap-
pens already in dimension 2: taking a function f ∈ W 2,1 (γ ) such that
every version of it is locally unbounded (it is easy to give an example),

we see that f has no version continuous in each variable separately (such
a version would have a point of continuity).
Lemma 4.5. There is a constant C with the following property: if a func-

tion f in L 1 (γ ) has a version that is locally absolutely continuous on the
lines x + R1 h for some h ∈ H and ∂h f ∈ L 1 (γ ), where ∂h f is deFned
almost everywhere through the indicated version, then

|
h|| f | dγ ≤ C f L 1 (γ ) + ∂h f L 1 (γ ) . (4.3)
Proof. In the one-dimensional case the assertion is obvious, because the

integral of t| f (t)| over [0, ∞) with respect to the standard Gaussian mea-
sure is estimated by C f L 1 (γ ) + f L 1 (γ ) with some constant C as
follows. Let us deal with a locally absolutely continuous version of f .
Then g (t) = −tg(t) and by the integration by parts formula we have

R R R
t| f (t)|g(t) dt = | f (t)| g(t) dt − | f (t)|g(t)0 ,
0 0

whence, taking into account that | f (t)| = | f (t) | a.e., we Vnd that
+∞
|t|| f (t)|g(t) dt ≤ 2 f L 1 (γ ) + | f (0)|.
−∞
Let us estimate f (0). We may assume that f (0) > 0. Let us take T > 0
such that [0, T ] has γ -measure 1/4. Next, we choose τ ∈ [0, T ] such
that f (τ ) ≤ 4 f L 1 (γ ) . Then, letting C1−1 := mint∈[0,T ] g(t), we have
f (0) ≤ f (τ ) + f L 1 [0,τ ] ≤ 4 f L 1 (γ ) + C1 f L 1 (γ ) ,
so that
+∞
|t|| f (t)|g(t) dt ≤ C f L 1 (γ ) + f L 1 (γ ) , (4.4)
−∞
where C = 6 + C1 does not depend on f . The general case follows

from this special one. Indeed, we can assume that |h| H = 1. Then
the conditional measures γ x on the straight lines x + R1 h are standard
Gaussian, which yields estimate (4.3). In fact, this can be seen even
without conditional measures. The claim reduces to the case where γ is
the standard product measure and h = e1 . Then it sufVces to use Fubini’s
theorem and (4.4) for the Vrst coordinate and Vxed other coordinates.
Yet another description of Sobolev classes (even with fractional orders

of differentiability) employs the Ornstein-Uhlenbeck semigroup {Tt }. Let
r > 0. Set
∞
−1
Vr f := (r/2) t r/2−1 e−t Tt f dt, f ∈ L p (γ ),
0
where ∞
(α) := t α−1 e−t dt.
0
By the same formula we deVne Vr on L p (γ , E), where E is any separable

Hilbert space.
For p ≥ 1 and r > 0 let us consider the space

H p,r (γ ) := Vr L p (γ ) , f H p,r = Vr−1 f L p (γ ) .
It is not difVcult to show that this space is complete.

Let us note a common useful property of the classes of any of the three
types with p > 1: if functions f n belonging to one of them converge in
measure to a function f and supn f n p,r < ∞, then f belongs to the
same class. Another common feature is the reWexivity of these spaces
(which follows by the reWexivity of L p with 1 < p < ∞).
It is very important that the derivatives in these constructions are taken
along the subspace H , so that the geometry of the space X carrying the
measure γ is irrelevant. If X itself is a nice space (say, Hilbert or Ba-
nach), then smooth functions in the classical Fréchet or Gâteaux sense
with appropriate bounds on derivatives become Sobolev differentiable.
However, no values of p and r ensure continuity of elements in W p,r .
Example 4.6. Let γ be the standard Gaussian measure on R∞ re-
stricted
∞ −2 to the full measure Hilbert space E of sequence (xn ) with
n=1 n xn2 < ∞. Let

∞
f (x) = n −2/3 xn .
n=1
Then the function f has no version continuous on E with its Hilbert

norm, but f ∈ W p,r (γ ) for all r ∈ N and p ∈ [1, +∞), moreover, D H f
is a constant vector and D kH f = 0 if k ≥ 2.
A similar effect is seen in the case of the stochastic integral
1
f (w) = ψ(t) dw(t),
0
where ψ ∈ L 2 [0, 1] has unbounded variation (say, just has no bounded

version). Such stochastic integrals regarded as measurable linear func-
tionals on C[0, 1] are given by continuous functionals on C[0, 1] (are
represented as integrals of paths with respect to bounded measures) pre-
cisely when ψ is a function of bounded variation as an equivalence class
in L 2 [0, 1], that is, has a modiVcation of bounded variation, see Bo-
gachev [13, Problem 2.12.32].
For integer values of r the spaces H p,r (γ ) can be compared with
the previously deVned classes. The following very important result is
Meyer’s equivalence.
Theorem 4.7. If p ∈ (1, +∞), r ∈ N, then H p,r (γ ) = W p,r (γ ) =
D p,r (γ ) and there exist positive constants m p,r and M p,r such that
m p,r DrH f L p (γ ,Hr ) ≤ (I − L)r/2 f L p (γ ) ≤

≤ M p,r DrH f L p (γ ,Hr ) + f L p (γ ) . (4.5)
The same is true for E-valued mappings, where E is a separable Hilbert

space.
Let us observe that for any function f ∈ W p,2 (γ ) we have its second
derivative D 2H f and the action L f of the Ornstein–Uhlenbeck operator
on it. In the case of the standard Gaussian measure on Rn one has
n
2
L f (x) = f (x) − x, ∇ f (x) = ∂xi f (x) − xi ∂xi f (x) ,
i=1

where both parts f (x) = trace D 2 f (x) and x, ∇ f (x) exist sepa-
rately. The same holds in the case of R∞ for functions of Vnitely many
variables.
However, for general functions f ∈ W 2,2 (γ ) in inVnite dimensions
this is not
true. For example, let us consider a function f ∈ X2 given by
f (x) = ∞ n=1 n −1 2
(x n − 1). Then
D H f (x) = 2(n −1 xn )∞
n=1
and
D 2H f (x) = A
is a constant Hilbert–Schmidt operator deVned by the diagonal matrix
with the numbers 2n −1 at the diagonal. We have

∞
L f (x) = 2 n −1 (1 − xn2 ),
n=1
where the series converges in L 2 (γ ) and almost everywhere, but the part
“ f ”, the trace of the second derivative, which is the series of n −1 , does
not exist separately.
Let us also note the following estimate (see, e.g., Shigekawa [83, Propo-
sition 4.5] for the proof).
Proposition 4.8. Let p > 1 and k ∈ N. Then there is a number C( p, k)
such that
D kH f L p (γ ,Hk ) ≤ C( p, k)D k+1

H f L p (γ ,Hk+1 ) + C( p, k) f p
for all f ∈ W p,k+1 (γ ). An analogous estimate holds for mappings f ∈

W p,k+1 (γ , E) with values in a separable Hilbert space E.
A multiplicative inequality for Sobolev norms is ensured by the fol-
lowing result (see, e.g., Shigekawa [83, Proposition 4.10] for the proof).
Proposition 4.9. Let α < β < κ. Then there is a number C(α, β, κ) > 0
such that
κ−β β−α
(I − L)β f p ≤ C(α, β, κ)(I − L)α f pκ−α (I − L)κ f pκ−α
for all f ∈ H p,κ (γ ).

For example, as a special case of this estimate (in fact, obtained as a
step of the proof) one can obtain that
(I − L) f p ≤ 2 f 1/2
p (I − L) f p ,
2 1/2
which can be written as

1/2
f p,2 ≤ 2 f 1/2
p f p,4 .
With a suitable number c we also have

1/2
f p,1 ≤ c f 1/2
p f p,2 .
Sobolev functions satisfy certain vector integration by parts formulas.

Theorem 4.10. Suppose that v ∈ W p,1 (γ , H ), where p > 1. Then there
is a function δv ∈ L p (γ ), called the divergence of v, such that

(D H ϕ, v) H dγ = δvϕ dγ , ϕ ∈ W q,1 (γ ), q = p/( p−1). (4.6)
X X
If v = D H f , where f ∈ W p,2 (γ ), then δv = L f .

The function δv is called the divergence of the vector Veld v. It plays

an important role in stochastic analysis. For a constant vector Veld v =
h ∈ H we have δv = h. For vector Velds v on R∞ of the simplest form
v(x) = u(x1 , . . . , xn )ek
the divergence is also easily evaluated:
δv(x) = (D H u(x1 , . . . , xn ), ek ) H + u(x1 , . . . , xn )xk .
Similarly, in a slightly more general case of the Veld
v = u1h1 + · · · + un hn , u i ∈ W p,1 (γ ), h i ∈ H,
we have
n

δv = (D H u i , h i ) H + u i hi .
i=1
The previous theorem says essentially that the L p -norm of this function
can be controlled through the Sobolev norm of v; this is quite easy for
p = 2, but requires some work in the general case.
In fact, the following result is true (see, e.g., Shigekawa [83, Theo-
rem 4.17] for the proof).
Theorem 4.11. The divergence operator δ extends to a continuous linear
operator
δ : W p,r+1 (γ , H ) → W p,r (γ ).
An analogous result is true for mappings with values in the space of
Hilbert–Schmidt operators between H and a separable Hilbert space E,
in which case the divergence takes values in E.
5 Inequalities and embeddings

In the theory of Sobolev classes on Rn , a very important role is played by
various inequalities related to embeddings of Sobolev classes into other
functional classes such as L p -spaces. For example, every function f
of class W 1,1 (Rn ) belongs not only to L 1 (Rn ), but also to L n/(n−1) (Rn ).
There are also local embeddings of this sort. For example, any function
in W p,1 (Rn ) with p > n has a continuous version. The Sobolev classes
we discuss are analogs of weighted Sobolev classes on Rn . For the latter
even on the real line the usual global embeddings fail. For example, the
2
function f (x) = ϕ(x)e−x e x /4 , where ϕ is smooth, ϕ(x) = 0 if x ≤ 0
and ϕ(x) = 1 if x ≥ 1, belongs to all classes W 2,r (γ ) for the standard
Gaussian measure on the real line, but is in no class L p (γ ) with p > 2.
Nevertheless, local embeddings hold for reasonable weights (say, positive

continuous).
In the inVnite-dimensional case, there are no even local embeddings.
In particular, no continuity is ensured by the membership even in all
W p,r (γ ), p < ∞, r ∈ N. This is seen in −1 the simplest example of a
measurable linear functional f (x) = ∞ n=1 n xn on R∞ with the stan-
dard Gaussian measure γ . Indeed, let us show that there is no function g
continuous on R∞ and equal f a.e. (the fact that f itself is not contin-
uous, is obvious, since every continuous linear function on R∞ depends
on Vnitely many variables). Otherwise there is a neighborhood of zero V
such that | f (x)| ≤ M a.e. in V for some M. Hence there exist k and c
such that | f (x)| set S = {|xi | < c, i = 1, . . . , k}. There
≤ M a.e. on the
is N such that ∞ n=k+2 n −1
x n ≤ N with probability at least 1/2. Since
the set {x : xk+1 > ck + N + M + 1} has positive measure, we arrive
at the contradiction: there is a positive measure set of points x ∈ S such
that f (x) > M.
Moreover, by using the previous example, one can Vnd a function f
with compact support in R∞ belonging to all classes W p,r (γ ) for the stan-
dard Gaussian measure and having no continuous version. Also a func-
tion f with compact support can be constructed such that f ∈ W 2,k (γ )
for all k, but f does not belong to the union of L p
(γ ) with p > 2. Such
a function can be constructed in the form f = ∞ n=1 f n , where f n is a
function of xn of class C0∞ . Nevertheless, there are some dimension-free
inequalities that extend to the inVnite-dimensional case.
Two important inequalities central for Gaussian analysis are presented
in the next theorem.
Theorem 5.1. Suppose that γ is a centered Radon Gaussian measure

on a locally convex space X. Then, for any f ∈ W 2,1 (γ ), one has the
logarithmic Sobolev inequality

1
f log | f | dγ ≤ |D H f | H dγ +
2 2 2
f dγ log f dγ . (5.1)
2
X X 2 X X
In addition, there holds the Poincaré inequality

2
f − f dγ dγ ≤ |D H f |2H dγ . (5.2)
X X X
Moreover, if p ≥ 1, then
p

f −
f dγ dγ ≤ (π/2) M p
p p
|D H f | H dγ , (5.3)

X X X
where M p is the moment of order p of the standard Gaussian measure on

the real line.
Several authors contributed in discovering these inequalities in differ-

ent form; Nash’s paper [68] is the earliest one I know where the Poincaré
inequality is explicitly given in the stated form with gradients (certainly,
when written in terms of the Hermite expansions it becomes trivial);
Stam [86] proved the logarithmic Sobolev inequality, later different
derivations via hypercontractivity were found, see Federbush [43] and
Nelson [69]; the paper of Gross [52] (where (5.1) was proved explic-
itly with gradients) became a starting point of intensive research related
to characterizations and applications of logarithmic Sobolev inequalities
(see references in Blanchere et al. [11], Bogachev [16], Lieb, Loss [64],
and also the recent paper Cianchi, Pick [31]).
As an application of the logarithmic Sobolev inequality let us consider
the following situation that often arises in stochastic analysis. Suppose
that ν = · γ is a probability measure, where γ is the standard Gaussian
measure on Rn or on R∞ . Its entropy (or the entropy of ) is deVned by

Entγ := log dγ ,
whenever log is integrable; otherwise we set Entγ := +∞. Since

the function t
→ t log t is convex and the logarithm of the integral of
vanishes, we have by Jensen’s inequality that
Entγ ≥ 0.
Upper bounds for entropy are often of interest in applications. Suppose

√
that we have ∈ W 2,1 (γ ). Then the Sobolev inequality yields the
estimate
1 |D H |2
Entγ ≤ I(), I() := dγ ,
2
where |D H |2 / = 0 on the set { = 0} and ∇ is the .
To justify this we consider the standard Gaussian measure on Rn and
√
note that ∈ W 1,1 (γ ) and that ∇ = 2−1 −1/2 ∇ with the above
convention. Indeed, the integrability of and |∇|2 / yield the integra-
bility of |∇| by the Cauchy inequality. We can calculate the derivatives
pointwise by using the corresponding versions.
The logarithmic Sobolev inequality is a certain weak replacement for
missing analogs of the classical Sobolev inequalities in Rd which im-
prove the initial integrability of a function on the basis of the integrability
of its derivative. This is used, e.g., in the study of invariant measures of

inVnite-dimensional diffusions (see Bogachev, Röckner [23]).
The logarithmic Sobolev inequality is known to be equivalent to the
so-called hypercontractivity of the Ornstein–Uhlenbeck semigroup.
Theorem 5.2. The Ornstein–Uhlenbeck semigroup {Tt }t≥0 is hypercon-
tractive, i.e., whenever p > 1, q > 1, one has
Tt f q ≤ f p
for all t > 0 such that e2t ≥ (q − 1)/( p − 1).
Applying this theorem we obtain a number of important results for
polynomials.
Corollary 5.3. Let p ≥ 2. Then the operator In : f
→ In ( f ) from
L 2 (γ ) to L p (γ ) is continuous and
In ( f ) p ≤ ( p − 1)n/2 f 2 . (5.4)
In addition, for every p ∈ (1, ∞), the operators In are continuous on
L p (γ ) and
In L(L p (γ )) ≤ (M − 1)n/2 , (5.5)
−1

where M = max p, p( p − 1) .
Corollary 5.4. Let f ∈ Xd . For any α ∈ (0, d/(2e)), there holds the
inequality

γ x : | f (x)| ≥ t f 2 ≤ c(α, d) exp(−αt 2/d ),
d
where c(α, d) = exp α + .
d − 2eα
Corollary 5.5. The spaces Xd are closed with respect to convergence in
d
measure. Moreover, any sequence from Xk that converges in measure,
k=0
is convergent in L p (γ ) for every p ∈ [1, ∞). The same is true for the
spaces Xd (E) of mappings with values in any separable Hilbert space E.
Corollary 5.6. The norms from L p (γ ), p ∈ [1, ∞), are equivalent on
every Xn . In addition, for every p > 0, the topology on Xn induced
by the metric from L p (γ ) coincides with the topology of convergence in
measure. Finally, if q > p > 1, one has

q − 1 n/2
f p ≤ f q ≤ f p ∀ f ∈ Xn . (5.6)
p−1
It should be noted that the classes W p,r (γ ) can be also deVned by com-
pleting the set of measurable polynomials with the respect to the Sobolev
norm.
Embedding inequalities in the case p = 1 are studied in Shigekawa [82].
Riesz transforms and other operators related to Gaussian L p - and So-
bolev spaces are studied in Aimar, Forzani, Scotto [2], Brandolini, Chi-
acchio, Trombetti [26], Sjögren, Soria [84]. Besov-type Gaussian spaces,
a recent topic in this area, are studied in Pineda, Urbina [76] and Nikitin
[70–72].
6 Sobolev classes over differentiable measures

We now turn to general Fomin differentiable measures. Let μ be a Radon
probability measure on a locally convex space X and let H be a separa-
ble Hilbert space continuously and densely embedded into X; as above,
one can think that X = R∞ and H = l 2 . Sobolev classes over μ can be
introduced in the same three ways as in the Gaussian case: as comple-
tions, via integration by parts, and using semigroups. We only give these
deVnitions, referring the reader to Chapter 8 of the book [16], where a
detailed discussion with proofs is given.
Let {en } be an orthonormal basis in H . For p ≥ 1 and r ∈ N the
Sobolev norm · p,r is deVned by the formula
r 1/ p
∞
2 p/2
f p,r := ∂ei1 · · · ∂eik f μ(dx) . (6.1)
k=0 X i 1 ,...,i k =1
The same norm can be written as

r
f p,r = D kH f L p (μ,Hk ) .
k=0
For example, for r = 1 we obtain

f p,1 = f L p (μ) + D H f L p (μ,H ) .
If f ∈ FC ∞ , then f p,r < ∞ since D kH f Hk ∈ Cb (X). Denote by
p,r
W p,r (μ) or by W H (μ) the completion of FC ∞ with respect to the norm
· p,r .
The next deVnition introduces Sobolev functions by means of versions
possessing directional derivatives with suitable integrability conditions.
Let E be one more separable Hilbert space.
DeHnition 6.1. Let F : X → E be μ-measurable. The mapping F is
called absolutely ray continuous if, for every h ∈ H , the mapping F has
a modiVcation Fh such that for every x ∈ X the mapping t
→ Fh (x + th)
is absolutely continuous on bounded intervals.
DeHnition 6.2. A μ-measurable mapping F : X → E is stochastically

Gâteaux differentiable if there exists a measurable mapping D H F : X →
H(H, E) such that for every h ∈ H we have
F(x + th) − F(x)
− DH F(x)(h) −−→ 0 in measure μ.
t t→0
The derivative of the n th order D nH F is deVned inductively as D H (D n−1

H F).
An alternative notation is ∇ Hn F.
DeHnition 6.3. Let 1 ≤ p < ∞. The space D p,1 (μ, E) is deVned as the
class of all mappings f ∈ L p (μ, E) such that f is ray absolutely
continu-

ous, stochastically Gâteaux differentiable and D H f ∈ L p μ, H(H, E) .
p,1
The space D p,1 (μ, E) (another notation is D H (μ, E)) is equipped with
the norm
f 0p,1,E := f L p (μ) + D H f L p (μ,H(H,E)) .

p,r
For r = 2, 3, . . . we deVne the classes D p,r (μ, E) = D H (μ, E) induc-
tively:

D p,r (μ, E) := f ∈ D p,r−1 (μ, E) : D H f ∈ D p,r−1 μ, H(H, E) .
The corresponding norms are deVned by the equalities
f 0p,r,E := f L p (μ) +D H f L p (μ,H(H,E)) +· · ·+DrH f L p (μ,Hr (H,E)) .

p,r
We set D p,r (μ) := D H (μ) := D p,r (μ, R).
Let us turn to the deVnition with generalized derivatives.
Let j : X ∗ → H be the adjoint embedding for the embedding H → X,
i.e., we have
( j (l), h) H = l(h) for all l ∈ X ∗ , h ∈ H .
Since H is dense in X, we see that j (X ∗ ) is dense in H .

DeHnition 6.4. We shall say that a function f ∈ L1 (μ) has a generalized
partial derivative g = ∂h f ∈ L 1 (μ) along a vector h ∈ H if fβhμ ∈ L1 (μ)
and for every ϕ ∈ FC ∞ one has

∂h ϕ(x) f (x) μ(dx) = − g(x)ϕ(x) μ(dx)
X
X (6.2)
μ
− f (x)ϕ(x)βh (x) μ(dx).
X
It is clear that a generalized partial derivative is uniquely determined as

an element of L 1 (μ).
p,1
DeHnition 6.5. Let G p,1 (μ) = G H (μ) be the class of all real functions
f ∈ L p (μ) possessing generalized partial derivatives along all vectors in
j (X ∗ ) and having Vnite norms
f p,1 := f L p (μ) + D H f L p (μ,H ) < ∞,
where D H f is deVned as follows: there is a mapping T : X → H such

that for every l ∈ X ∗ we have l, T (x) = ∂ j (l) f (x) a.e. Then we
set D H f := ∇ H f := T . The space G p,1 (μ) is equipped with the norm
p,1
· p,1 . Similarly we deVne the class G p,1 (μ, E) = G H (μ, E) of
mappings with values in a Hilbert space E. Hence one can inductively
p,r
introduce the classes G p,r (μ) = G H (μ) of functions f ∈ L p (μ) with
D kH f ∈ L p (μ, Hk ) whenever k ≤ r equipped with the norms

r
f p,r := f L p (μ) + D kH f L p (μ,Hk ) .
k=1
In our model example X = R∞ and H = l 2 , the inclusion f ∈ G p,1 (μ)

means that f ∈ L p (μ) has generalized partial derivatives ∞ ∂en f such that
D H f := (∂en f )∞n=1 ∈ L p
(μ, H ), where |D H f |2
H = n=1 |∂en f |2
. Cer-
tainly, the inclusions fβ μj (l) ∈ L 1 (μ) for all l ∈ X ∗ are implicitly meant
(here this reduces to fβeμn ∈ L 1 (μ) for all n).
Proposition 6.6. Let p ≥ 1 and βhμ ∈ L p/( p−1) (μ) for all h ∈ j (X ∗ ).
Then the spaces G p,1 (μ, E) with the respective norms are complete.
Remark 6.7. Let p ≥ 1 and βhμ ∈ L p/( p−1) (μ) for all h ∈ H . If f ∈
G p,1 (μ), then f has generalized partial derivatives ∂h f ∈ L p (μ) for all
h ∈ H , not only for the elements of j (X ∗ ), as required by the deVnition.
Indeed, let {en } be an orthonormal basis in H contained in j (X ∗ ); in the
case of R∞ just the usual basis. Since βhμ ∈ L p/( p−1) (μ), we obtain a
linear mapping H → L p/( p−1) (μ).
n It is readily seen that its graph is
closed. Therefore, letting h n = i=1 (h, ei ) H ei , we obtain convergence
βhμn → βhμ in L p/( p−1) (μ). Therefore, (6.2) remains valid for h once it
holds for each h n .
Finally, there is an exact analog of the deVnition involving a symmetric
semigroup (which has been used to obtain fractional classes H p,r in the
Gaussian case).
Let {en } be an orthonormal basis in H such that en = j (ln ), ln ∈ X ∗ ; it
is again wise to assume that we deal with the space X = R∞ and H = l 2 ,
in which case we take the standard basis. Suppose that
βeμn ∈ L 2 (μ) ∀ n ∈ N.
Then we obtain the operator

n
Lf = [∂e2i f + βeμi ∂ei f ]
i=1
acting on functions f of the form f (x) = f 0 (l1 (x), . . . , ln (x)), f 0 ∈

Cb∞ (Rn ); that is, on smooth cylindrical functions in the case of R∞ . This
operator is densely deVned and symmetric in L 2 (μ):
n
g(x)L f (x) μ(dx) = − ∂ei g(x)∂ei f (x) μ(dx)
X X
i=1
= − (D H f, D H g) H dμ
X
due to the integration by parts formula. In addition, (L f, f )2 ≤ 0. There-

fore, the operator L has a non-positive selfadjoint extension, namely, we
take its Friedrichs extension denoted by the same symbol L (see Reed,
Simon [80, Section X.3]). The domain of deVnition of this extension will
be denoted by D(L). The bounded operator (I − L)−1 is a selfadjoint
nonnegative contraction on L 2 (μ). Hence we can also deVne the powers
(I − L)−r/2 on L 2 (μ) and obtain the Sobolev spaces

H 2,r (μ) := (I − L)−r/2 L 2 (μ) , r > 0.
−r
However, we can get even more: one can show that the operators (I − L) 2
extend as nonnegative contractions on the spaces L p (μ), 1 ≤ p < ∞, so
that the Sobolev classes

H p,r (μ) := (I − L)−r/2 L p (μ) , r > 0, p ≥ 1,
arise. Unlike the Gaussian case, their relation (for natural values of r)
to the previously deVned classes has not been clariVed. Moreover, the
exact relations between the other classes remain unclear except for rather
special cases. One of them is considered in part (iii) of the next theorem.
Theorem 6.8. (i) If βhμ ∈ L p/( p−1) (μ) for all h ∈ j (X ∗ ), then we have
W p,r (μ) ⊂ G p,r (μ) and D p,r (μ) ⊂ G p,r (μ)
for all p ∈ [1, ∞), r ∈ N.

(ii) Suppose that for every h ∈ j (X ∗ ) the corresponding conditional mea-

sures μ y on the real line have continuous positive
densities (for example,
this holds if there exist ch > 0 such that exp ch βhμ ∈ L 1 (μ)). Then
D p,1 (μ) = G p,1 (μ).
(iii) Suppose that X = R∞ , condition (ii) is fulFlled and that

n
n

sup βeμi ei − IEn βeμi ei < ∞, (6.3)
n L p (μ,l 2 )
i=1 i=1
where IEn is the conditional expectation with respect to the σ -algebra

generated by the coordinates x1 , . . . , xn . Then
W p,1 (μ) = D p,1 (μ) = G p,1 (μ) for all p > 1.
Condition (6.3) here is very restrictive (but it holds for product-measures

and some measures absolutely continuous with respect to product-mea-
sures). It would be interesting to Vnd more general conditions ensuring
the coincidence of the classes W p,1 (μ), D p,1 (μ), and G p,1 (μ); also their
relation to H p,1 (μ) is open in the general case.
The interpolation approach to fractional Sobolev classes was suggested
in Watanabe [89] and further employed by several authors, see, e.g.,
Airault, Bogachev, Lescot [3], Bogachev [16], Nikitin [70–72].
7 The class BV: the Gaussian case

In a particular way one introduces the space BV (γ ) of functions of
bounded variation, containing W 1,1 (γ ), see Fukushima [49], Fukushima,
Hino [50], Hino [55–57], Ambrosio, Miranda, Maniglia, Pallara [8, 9],
Bogachev, Pilipenko, Rebrova [20], Bogachev, Rebrova [22], Bogachev,
Shaposhnikov [24], and Röckner, Zhu, Zhu [81]. In the case of R∞ with
the standard Gaussian measure it consists of functions f ∈ L 1 (γ ) such
that xn f ∈ L 1 (γ ) for all n and there is an H -valued measure f of
bounded variation for which the scalar measures ( f, en ) H satisfy the
identity

ϕ(x) ( f, en ) H (dx) = − [ f (x)∂en ϕ(x) − xn f (x)ϕ(x)] γ (dx)
for all ϕ ∈ FCb∞ . In the general case the deVnition is the same, we just
take for {en } an orthonormal basis in H and use the functionals
en in place
of the coordinate functions xn . So the general deVnition reads as follows.
DeHnition 7.1. The class BV (γ ) consists of all functions f ∈ L 1 (γ )

such that f
h ∈ L 1 (γ ) for all h ∈ H and there is an H -valued measure
f of bounded variation satisfying the identity

ϕ(x) ( f, h) H (dx) = − [ f (x)∂h ϕ(x) − h(x) f (x)ϕ(x)] γ (dx) (7.1)
X
for all ϕ ∈ FC ∞ and all h ∈ H .

If f ∈ W 1,1 (γ ), then we take f = ∇ f · γ and see that f ∈ BV (γ ),
since xi f ∈ L 1 (γ ) by Lemma 4.5.
The following fact is known (see, e.g., Ambrosio, Miranda, Maniglia,
Pallara [9]).
Theorem 7.2. A function f ∈ L 1 (γ ) belongs to BV (γ ) precisely when
sup Tt f 1,1 < ∞.

t>0
This is also equivalent to the existence of a sequence of functions f n ∈

FC ∞ convergent to f in L 1 (γ ) and bounded in W 1,1 (γ ).
We now consider a broader class of functions of bounded variation: its
deVnition is based on vector measures of semibounded variation in place
of measures of bounded variation.
DeHnition 7.3. The class S BV (γ ) consists of all functions f ∈ L 1 (γ )
such that f
h ∈ L 1 (γ ) for all h ∈ H and there is an H -valued measure
f of semibounded variation satisfying (7.1).
In the Vnite-dimensional case the classes BV (γ ) and S BV (γ ) coin-
cide as sets, but their norms are different. Already for smooth functions
f , where f is given by a vector density ∇ f with respect to γ , the BV -
norm may be much larger, since it involves the integral of |∇ f |, while
the S BV -norm deals with the integrals of |∂h f | with |h| ≤ 1 (see the
example below where this is shown explicitly).
Lemma 7.4. There is a number C > 0 such that

h f L 1 (γ ) ≤ C f 1 + V ( f ) , f ∈ S BV (γ ), |h| H ≤ 1.
Proof. This can be derived by using Lemma 4.5 (in fact, by Theorem 7.2,
it sufVces to consider f ∈ W 1,1 (γ )) or by a similar reasoning for func-
tions of class S BV .
Proposition 7.5. The space BV (γ ) is Banach with the norm
f BV = f 1 + f .
The space S BV (γ ) is Banach with the norm
f S BV = f 1 + V ( f ).
Proof. Let { f n } be a Cauchy sequence in BV (γ ). Then it converges in

L 1 (γ ) to some function f ∈ L 1 (γ ). In addition, the measures f n con-
verge in variation to some H -valued measure . Finally, for each h ∈ H
the sequence of functions h f n is fundamental in L 1 (γ ) by the estimate
in the lemma above, hence it converges in L 1 (γ ) to h f . Therefore, we
can set f := and obtain (7.1), i.e., f ∈ BV (γ ). By construction,
f n → f in BV (γ ). The proof of the second assertion is the same.
Example 7.6. In the inVnite-dimensional case BV (γ ) = S BV (γ ). For

the proof we have to Vnd a function f ∈ S BV (γ ) for which the varia-
tion of f is inVnite. It sufVces to verify that on every Rk we can Vnd
a smooth function f k such that the ratio of the variation of the measure
f k and its semivariation tends to inVnity as k → ∞. As indicated
above, f k = ∇ f k · γk , where γk is the standard Gaussian measure
on Rk . In addition, f k is the integral of |∇ f k | with respect to the
measure γk , V ( f k ) is the maximum of the integrals of |∂h f k | with re-
spect to the measure γk taken over h in the unit ball. Let us take f k
of the form g(|x|2 ), where g is a smooth nonzero function with support
in [0, 1]. Then V ( f k ) is the integral of |∂x1 f k | with respect to the mea-
sure γk . Passing to spherical coordinates we obtain that V ( f k )/ f k
is the ratio of the integrals of cos ϕ sink−2 ϕ and sink−2 ϕ over [0, π/2]. It
is straightforward to verify that this ratio tends to zero, since the integral
of the function sink−2 ϕ over [0, tk ], where tk = arccos k −1/4 , is estimated
by C exp(−k 1/2 /2), the integral of sink−2 ϕ over [0, π/2] is greater than
the integral of cos ϕ sink−2 ϕ, which equals (k − 1)−1 , and on [tk , π/2]
one has cos ϕ ≤ k −1/4 .
8 The class BV: the general case

In this section we consider BV -functions over general Fomin differen-
tiable measures. Suppose that μ is a Radon probability measure on a
locally convex space X that is Fomin differentiable (i.e., has a logarith-
mic derivative) along all vectors from a continuously embedded Hilbert
space H . For simplicity, one can assume that X = R∞ and H = l 2 .
As in the Gaussian case, there are two options in the deVnition of func-
tions of bounded variation: based on vector measures of bounded and
semibounded variation. The proofs of the results of this section can be
found in Bogachev, Rebrova [22] or in the more general case of domains
in the last section and in the papers Bogachev, Pilipenko, Rebrova [20],
Bogachev, Pilipenko, Shaposhnikov [21].
Recall that βhμ is the logarithmic derivative of μ along h.
For the subsequent discussion the following facts may be useful. For
any measure μ differentiable along H we obtain an H -valued measure
Dμ deVned by the equality
(Dμ(B), h) H = dh μ(B).
If H is inVnite-dimensional and μ is not zero, then the measure Dμ has
unbounded variation (see Proposition 7.3.2 in Bogachev [16]). However,
if Dμ is regarded as an X-valued measure and X is a Banach space,
then under broad assumptions this X-valued measure has bounded vari-
ation (e.g., if the embedding H → X is absolutely summing, see Chap-
ter 7 in Bogachev [15]). If μ is a centered Gaussian measure and H is
its Cameron–Martin space, then Dμ as an X-valued measure has vector
density −x with respect to μ. Note that the vector measure with density
−x
with respect to the standard Gaussian measure on R has variation
n
|x| γ (x), which goes to +∞ as n → +∞, but its semivariation is

independent of n.
Set
M H (μ) = { f ∈ L 1 (μ) : fβhμ ∈ L 1 (μ) ∀ h ∈ H }.
Theorem 8.1. The set M H (μ) is a Banach space with the norm
f M := f L 1 (μ) + sup fβhμ L 1 (μ) .
|h| H ≤1
Proof. For each f ∈ M H (μ) the quantity f M is Vnite, since the map-
ping h
→ fβhμ from H to L 1 (μ) has a closed graph. Indeed, if h n → h
in H and fβhμn → g in L 1 (μ), then g = fβhμ , because by the continuity
of the embedding H → D D(μ) (which follows by the closed graph the-
orem) we have βhμn → βhμ in L 1 (μ), hence in measure. Thus, the operator
h
→ fβhμ is bounded, so f M < ∞. Now, if { f n } is a Cauchy sequence
in this norm, it converges to a function f in L 1 (μ). Clearly, f M < ∞.
Moreover, given ε > 0, we take N such that f n − f k M ≤ ε for all
n, k ≥ N and by Fatou’s theorem conclude that f n − f M ≤ ε for all
n ≥ N.
DeHnition 8.2. Let
SV (μ) = { f ∈ L 1 (μ) : the Skorohod derivative dh ( f · μ)
exists for all h ∈ H },
S BV (μ) = SV (μ) ∩ M H (μ).
In other words, the class S BV (μ) consists of all functions f ∈ L 1 (μ) for
which
sup | fβh | L 1 (μ) < ∞
|h|≤1
and there exists an H -valued measure f of bounded semivariation such

that the Skorohod derivative dh ( f μ) exists and equals ( f, h) H + fβh μ
for each h ∈ H .
It is important to note that the measure ( f, h) H can be singular with
respect to μ (say, have atoms in the one-dimensional case), but it also
admits a disintegration
y,h
( f, h) H = ( f, h) H μY (dy)
y,h
with some measures ( f, h) H on the straight lines y + Rh, where y ∈ Y
and Y is a closed hyperplane complementing Rh. Indeed, we have
( f, h) H = dh ( f μ) − fβh μ,
where the projections of |dh ( f μ)| and | fβh |μ on Y are absolutely con-
tinuous with respect to the projection of μ, since the projection of the
measure |dh ( f μ)| is absolutely continuous with respect to the projection
of | f |μ. The latter follows from the fact that the projection on Y of the
Skorohod derivative dh σ of a nonnegative measure σ on X is absolutely
continuous with respect to the projection of σ (although dh σ itself need
not be absolutely continuous with respect to σ unlike the case of Fomin’s
derivative), because for any Borel set B ⊂ Y with σY (B) = 0 we have

dh σ (Rh × B) = dh σ y (Rh × B) σY (dy)
Y
= dh σ y (Rh × B) σY (dy) = 0.
B
Theorem 8.3. (i) The set SV (μ) is a Banach space with the norm
f SV := f L 1 (μ) + sup dh ( f · μ),
|h| H ≤1
and for every function f ∈ SV (μ) there is an H -valued measure D( f ·μ)

of bounded semivariation such that dh ( f · μ) = (D( f · μ), h) H for all
h ∈ H.
(ii) The set S BV (μ) is a Banach space with the norm
f S BV := f M + f SV ,
and for every function f ∈ S BV (μ) there is an H -valued measure f
of bounded semivariation such that dh ( f · μ) = ( f, h) H + f · dh μ for
all h ∈ H .
DeHnition 8.4. Let BV (μ) be the class of all functions f ∈ S BV (μ)

such that the H -valued measure f has bounded variation.
Theorem 8.5. The set BV (μ) is a Banach space with the norm
f BV := f S BV + f .
For an interval J ⊂ R (possibly unbounded) let BVloc (J ) denote the class

of all functions on J having bounded variation on every compact interval
in J .
Lemma 8.6. A function f ∈ M H (μ) belongs to S BV (μ) precisely when
there is an H -valued measure f of bounded semivariation such that for
every h ∈ H for μ-almost every x the function t
→ f (x + th) belongs
to BVloc (R) and its generalized derivative is
( f, h)x,h
H /
x,h
(t),
where x,h is the density of the conditional measure μx,h for μ on the
straight line x + Rh.
A similar assertion is true for BV (μ), where the measure must have
bounded variation.
Example 8.7. Let X = H = Rn , let μ be a probability measure with a
smooth density , and let f be a smooth function such that f , |∇ f | and
f |∇|/ are integrable with respect to μ. Then dh μ is a measure with
density ∂h , dh ( f · μ) is a measure with density ∂h ( f ) = f ∂h + ∂h f ,
whence it follows that f is a measure with vector density (∇ f ) with
respect to Lebesgue measure, i.e., with density ∇ f with respect to the
measure μ. If the function f ∈ L 1 (μ) with f |∇| ∈ L 1 (Rn ) is not
smooth, but belongs to the class BVloc (Rn ) of locally integrable functions
whose generalized Vrst order derivatives are locally bounded measures,
then f belongs to BV (μ) and f = · D f provided that the latter
measure is bounded. It is clear that in the Vnite-dimensional case the
classes S BV and BV coincide as sets and their norms are equivalent, but
these norms are different.
Theorem 8.8. The spaces BV (μ) and S BV (μ) possess the following
property: if a sequence of functions f n is norm bounded in it and con-
verges almost everywhere to a function f , then f belongs to the same
class and the norm of f does not exceed the precise upper bound of the
norms of the functions f n .
Functions of bounded variation on spaces with convex measures are
considered in Ambrosio, Da Prato, Goldys, Pallara [4].
9 Sobolev functions on domains and their extensions

Let us proceed to domains. In this section, we introduce Sobolev classes
on domains, and BV -functions will be discussed in the next section.
Given a set U ⊂ X, the symbol L p (U, μ) will denote the space of
equivalence classes of all μ-measurable functions f on U for which the
functions | f | p are integrable with respect to the measure μ on U .
We Vrst consider the Gaussian case and then brieWy discuss the case of
a general differentiable measure.
Let V ⊂ X. If the sets (V − x) ∩ H are open in H for all x ∈ V ,
then V is called H -open (this property is equivalent to the fact that V − x
contains a ball from H for every x ∈ V , and is weaker than openness of
V in X), and if all such sets are convex, then V is called H -convex. The
latter property is weaker than the usual convexity. Obviously, for any
H -convex and H -open set V all nonempty sets Vx,h are open intervals
(possibly unbounded), where
Vx,h := V ∩ (x + Rh).
Example 9.1. Any open convex set is H -open and H -convex. However,
the convex ellipsoid

∞
U = x ∈ R∞ : n −2 xn2 < 1
n=1
is not open in R∞ , but is H -open, where H = l 2 . This ellipsoid has pos-

itive measure with respect to the standard Gaussian product-measure γ .
The set
N
Z = x ∈ R∞ : lim N −1 xn2 = 1
N →∞
n=1
is Borel and has full measure with respect to γ (by the law of large num-
bers). It is not convex: if x ∈ Z , then −x ∈ Z , but 0 ∈ Z . It is clear
that Z has no interior (its intersection with the set of Vnite sequences is
empty). However, Z is H -open and H -convex, since for every x ∈ Z we
have (Z − x) ∩ H = H , that is, for every h ∈ H we have x + h ∈ Z .
Indeed,

N
N
N
N −1 (xn + h n )2 − N −1 xn2 = N −1 (h 2n + 2xn h n ),
n=1 n=1 n=1
N
which tends to zero as N → ∞, because N −1 n=1 h 2n → 0 for each
−1
N
h ∈ H and |N n=1 x n h n | → 0 by the Cauchy inequality.
Suppose now that we are given a Borel or γ -measurable set V ⊂ X

of positive γ -measure such that its intersection with every straight line of
the form x + R1 en is a convex set Vx,en .
There are several natural ways of introducing Sobolev classes on V .
The Vrst one is considering the class W p,1 (V, γ ) equal to the completion
of FC ∞ with respect to the Sobolev norm · p,1,V with the order of
integrability p, evaluated with respect to the restriction of γ to V . This
class is contained in the class D p,1 (V, γ ) consisting of all functions f
on V belonging to L p (V, γ ) and having versions of the type indicated
above, but with the difference that now the absolute continuity is required
only on the closed intervals belonging to the sections Vx,en . The class
D p,1 (V, γ ) is naturally equipped with the Sobolev norm · p,1,V deVned
by the restriction of γ to V :
1/ p 1/ p
f p,1,V = | f | dγ
p
+ |∇ f | dγ
p
.
V V
In the paper Hino [57] the Sobolev class D 2,1 (V, γ ) was used (denoted
there by W 1,2 (V )). In the Vnite-dimensional case for convex V both
classes coincide, the inVnite-dimensional situation is less studied, but for
H -convex H -open sets one has
W 2,1 (V, γ ) = D 2,1 (V, γ ),
which follows from [57], where it is shown that D 2,1 (V, γ ) contains a
dense set of functions possessing extensions of class W 2,1 (γ ) and for
this reason belonging to W 2,1 (V, γ ). It is readily veriVed that the spaces
W p,1 (V, γ ) and D p,1 (V, γ ) with the Sobolev norm are Banach.
Note that one can introduce more narrow Sobolev classes on V that
admit extensions. For example, in the space W p,1 (V, γ ) one can take the
p,1
closure W0 (V, γ ) of the set of functions from W p,1 (γ ) with compact
p,1
support in V ; the functions from W0 (V, γ ) extended by zero outside
of V belong to W (γ ). For certain very simple sets V , say, half-spaces,
p,1
it is easy to deVne explicitly an extension operator.

Example 9.2. Let V = {x : h(x) > 0}, where |h| H = 1. Then any
function f ∈ W p,1 (V, γ ) has an extension of class W p,1 (γ ) deVned by

f (x) = f (x − 2
h(x)h) if
h(x) < 0.
For example, if X = R∞ and h = e1 , then V = {x1 > 0} and

f (x1 , x2 , . . .) = f (−x1 , x2 , . . .) whenever x1 < 0.
Taking a sequence of functions f j ∈ FC ∞ whose restrictions to V con-

verge to f in the norm of W p,1 (γ , V ), we see that the functions fj
redeVned on the set { h ≤ 0} by f j (x) = f j (x − 2 h(x)h) belong to
W p,1 (γ ) and converge in the Sobolev norm. In particular, f j L p (γ ) =
p
2 f j L (V,γ ) , D H f j L (γ ) = 2 D H f j L (V,γ ) .
1/ p p
1/ p p
It is not clear whether there are essentially inVnite-dimensional do-

mains V for which all Sobolev functions have extensions.
However, functions with bounded derivatives extend from any H -con-
vex domains.
Proposition 9.3. Let V be H -convex and let f ∈ W 2,1 (γ , V ) be such
that
|D H f (x)| ≤ C a.e. in V .
Then there is a function g ∈ W p,1 (γ ) for all p < ∞ such that g|V = f |V
a.e. on V and |g(x + h) − g(x)| ≤ C|h| H for all x ∈ X and h ∈ H .
Lemma 9.4. If the set V is such that for some p ≥ 1 every function
f ∈ W p,1 (V, γ ) has an extension g ∈ W p,1 (γ ), then there exists an
extension g f ∈ W p,1 (γ ) such that g f p,1 ≤ C f p,1,V with some com-
mon constant C.
The following theorem is a negative result about extensions. For no-
tational simplicity, we formulate it for the Gaussian product-measure
on R∞ . A complete proof is given in Bogachev, Pilipenko, Shaposh-
nikov [21].
Theorem 9.5. The space R∞ contains a convex Borel H -open set K of
positive γ -measure with the following property: for every p ∈ [1, +∞)
there is a function in the class W p,1 (K , γ ) having no extensions to a
function of class W p,1 (γ ). One can also Fnd a convex compact set K
with the same property.
Remark 9.6. In the proof of this theorem in [21] a certain Hilbert space
L of full measure is taken such that, passing to the restriction of the mea-
sure γ to L, we obtain a convex and open in L set K of positive mea-
sure, on which for every p ∈ [1, +∞) there is a function in the class
W p,1 (K , γ ) without restrictions to a function in W p,1 (γ ). It is clear that
the same example can be realized also on a larger weighted Hilbert space
of sequences in which K will be precompact. Hence it is possible to com-
bine H -openness of K with its relative compactness in a Hilbert space
(clearly, our set K in R∞ is relatively compact).
In addition, if we take for γ the classical Wiener measure on the space
C[0, 1] or L 2 [0, 1] and embed this space into R∞ by means of the map-
ping x
→ n(x, en ) L 2 , where {en } is the orthonormal basis in L 2 [0, 1]
formed by the eigenfunctions of the covariance operator of the Wiener

measure, that is, en (t) = cn sin((πn − π/2)t), n ∈ N, with the eigen-
values λn = (πn − π/2)−2 , then the image of γ will coincide with the
standard Gaussian product-measure and the space L mentioned above
will coincide with the image of L 2 [0, 1] under the embedding, hence our
convex set K will be open in the corresponding Hilbert space.
For any centered Radon Gaussian measure γ on a locally convex space
X with the inVnite-dimensional Cameron-Martin space H , the results
presented above yield existence of an H -open convex Borel set V of pos-
itive γ -measure and, for every p ∈ [1, +∞), a function f in W p,1 (V, γ )
without extensions to functions in the class W p,1 (γ ). It would be in-
teresting to construct an example of a function in the intersection of all
W p,1 (V, γ ) without extensions of class W 1,1 (γ ). Apparently, there are
bounded functions with such a property.
Certainly, it is natural to ask about such examples on a ball in a Hilbert
space. However, we have no such examples.
10 BV functions on domains and their extensions

In this section we follow the paper Bogachev, Pilipenko, Shaposhnikov
[21].
We assume below that the measure μ on a locally convex space X
is Fomin differentiable along all vectors in a separable Hilbert space H
continuously and densely embedded into X (again the model example is
l 2 ⊂ R∞ ) and that for every Vxed h ∈ H the continuous versions of the
conditional densities on the straight lines x + Rh are positive (a sufVcient
condition for this is the integrability of exp |βhμ | with respect to μ). Below
these densities are denoted by x,h without indicating μ.
Let U ⊂ X be a Borel set that is H -convex and H -open, that is (see
Section 9), all sets (U − x) ∩ H are convex and open in H . For example,
this can be a set that is convex and open in X.
For any H -convex and H -open set U the one-dimensional sections
Ux,h := U ∩ (x + Rh),
are open intervals on the straight lines x + Rh. We shall often identify
these intervals with the intervals
Jx,h := {t ∈ R : x + th ∈ U }.
In particular, when speaking about functions on intervals Ux,h we shall

mean sometimes functions of the real argument on Jx,h .
Let M H (U, μ) denote the class of all functions f ∈ L 1 (U, μ) such

that

f M := f L 1 (U,μ) + sup | f (x)| |βh (x)| μ(dx) < ∞.
|h|≤1 U
The corresponding space of equivalence classes will be denoted by the

same symbol.
This is the exact analog of the class M H (μ) in Section 8.
Lemma 10.1. The set M H (U, μ) is a Banach space with the norm
f M := f L 1 (U,μ) + sup fβhμ L 1 (U,μ) .

|h| H ≤1
Proof. Let us observe that the operator h

→ fβh from H to L 1 (U, μ)
is linear and has a closed graph. Indeed, suppose that h n → h in H and
fβh n → g in L 1 (U, μ). By the continuity of the embedding H → D(μ)
we have βh n → βh in L 1 (μ), whence it follows that fβh n → fβh in
measure on U , hence g = fβh . Therefore, for every f ∈ M H (U, μ) the
quantity f M is Vnite. Obviously, it is a norm. Let { f n } be a Cauchy
sequence in M H (U, μ). Then { f n } converges in L 1 (U, μ) to some func-
tion f . By Fatou’s theorem f ∈ M H (U, μ). In addition, f is a limit
of { f n } with respect to the norm in M H (μ): if f n − f k M ≤ ε for all
n, k ≥ n 1 , then f n − f M ≤ ε for all n ≥ n 1 .
DeHnition 10.2. We shall say that f ∈ M H (U, μ) belongs to the class

S BVH (U, μ) if the function t
→ f (x + th) x,h (t) belongs to the class
BVloc (Ux,h ) for every Vxed h ∈ H for almost all x and there exists an
H -valued measure U f on U of bounded semivariation such that, for
every h ∈ H , the measure ( U f, h) H admits the representation
( U f, h) H = ( U f, h)x,h,μ
H μ(dx),
where the measures ( U f, h)x,h,μ

H on the straight lines x + Rh possess
the property that
( U f, h)x,h
H + f (x + th)∂t
x,h
(t)
is the generalized derivative of the function t

→ f (x + th) x,h (t) on
Ux,h .
The class BVH (U, μ) consists of all f ∈ S BVH (U, μ) such that the
measure U f has bounded variation.
In other words, an analog of the characterization from Lemma 8.6 is

now taken as a deVnition.
As we have warned above, the sections Ux,h in this deVnition are iden-
tiVed with intervals Jx,h of the real line.
Note that the deVning relation for ( U f, h)x,h
H can be stated in terms
of the functions t
→ f (x + th) (not multiplied by conditional densities):
the generalized derivatives of these functions must be (as in Lemma 8.6)
x,h (t)−1 ( U f, h)x,h

H .
An equivalent description of functions in S BVH (U, μ) can be given in

the form of integration by parts if in place of the class FC ∞ we use ap-
propriate classes of test functions for every h ∈ H .
For any Vxed vector h ∈ H we choose a closed hyperplane Y comple-
menting Rh and consider the class Dh of all bounded functions ϕ on X
with the following properties: ϕ is measurable with respect to all Borel
measures, for each y ∈ Y the function t
→ ϕ(y + th) is inVnitely differ-
entiable and has compact support in the interval
Jy,h = {t : y + th ∈ U },
and the functions ∂hn ϕ are bounded for all n ≥ 1. Here ∂hn ϕ(y + th) is the
derivative of order n at the point t for the function t
→ ϕ(y + th).
Note that ψϕ ∈ Dh for all ϕ ∈ Dh and ψ ∈ FC ∞ .
Lemma 10.3. A function f ∈ M H (U, μ) belongs to S BVH (U, μ) pre-
cisely when there exists an H -valued measure U f on U of bounded
semivariation such that, for every h ∈ H and all ϕ ∈ Dh , one has the
equality

∂h ϕ(x) f (x) μ(dx) = − ϕ(x) ( U f, h) H (dx)
X
X
− ϕ(x) f (x)βh (x) μ(dx).
X
A similar assertion with variation in place of semivariation is true for the

class BVH (U, μ).
Proof. If f ∈ S BVH (U, μ), then the indicated equality follows from the
deVnition and the integration by parts formula for conditional measures.
Let us prove the converse assertion. Let us Vx k ∈ N. The set Yk of all
points y ∈ Y such that the length of the interval Jy,h is not less than 8/k
is measurable with respect to every Radon measure (see Bogachev [15,
Theorem 7.14.49]). In addition, it is not difVcult to show that there exists
a function gk ∈ Dh measurable with respect to every Borel measure and

possessing the following properties: 0 ≤ gk ≤ 1, gk (y) = 0 if the length
of Jy,h is less than 8/k, gk (y + th) = 0 if t ∈ Jy,h or if t ∈ Jy,h and the
distance from t to an endpoint of Jy,h is less than 1/k, gk (y + th) = 1 if
t ∈ Jy,h and the distance from t to an endpoint of Jy,h is not less than 2/k.
It follows from our hypothesis that for all ψ ∈ FC ∞ we have the equality

∂h ψ(x)gk (x) f (x) μ(dx) = − ψ(x)gk (x) ( U f, h) H (dx)
X
X
− ψ(x)gk (x) f (x)βh (x) μ(dx)
X
− ψ(x)∂h gk (x) f (x) μ(dx).
X
Therefore, the measure f gk μ is Skorohod differentiable and

dh ( f gk μ) = gk ( U f, h) H + f gk βh μ + ∂h gk f μ.
Using the disintegration for f gk μ and letting k → ∞, we obtain the
disintegration for f μ required by the deVnition.
Lemma 10.4. If f ∈ S BVH (U, μ) and ψ ∈ Cb1 (R), then
ψ( f ) ∈ S BVH (U, μ)
and for any h ∈ H one has
( U ψ( f ), h) H = ( U ψ( f ), h)x,h,μ
H μ(dx)
with
( U ψ( f ), h)x,h,μ
H = ψ ( f )(x + th)( U f, h),
where ψ ( f )(x + th) is redeFned at the points of jumps of the function
t
→ f (x + th) by the expression
ψ( f (x + th+)) − ψ( f (x + th−))
.
f (x + th+) − f (x + th−)
Moreover,
V ( U ψ( f )) ≤ L V ( U f ),
where L = supu=v |ψ(u)−ψ(v)|
|u−v|
is the Lipschitz constant of ψ.
A similar assertion is true for BVH (U, μ).
Proof. It sufVces to use conditional measures and apply the chain rule for
BV-functions in the one-dimensional case, see, e.g., Ambrosio, Fusco,
Pallara [6, page 188].
Theorem 10.5. The set S BVH (U, μ) is a Banach space with the norm
f S BV := f M + V ( U f ).
The set BVH (U, μ) is a Banach space with the norm
f BV := f M + Var( U f ).
Proof. Since the space M H (U, μ) is complete, every Cauchy sequence

{ f n } in the space S BVH (U, μ) converges in the M-norm to some function
f ∈ L 1 (U, μ). The sequence of measures U f n is Cauchy in semivaria-
tion, hence converges in the norm V to some measure ν of bounded semi-
variation. Applying Lemma 10.3 it is easy to show that f ∈ S BVH (U, μ)
and ν = U f is the corresponding H -valued measure. Since
f n − f M + V ( U f n − U f ) → 0,
it follows that f is a limit of { f n } in the norm of the space S BVH (U, μ).
The proof of completeness of the space BVH (U, μ) is similar.
Theorem 10.6. The classes S BVH (U, μ) and BVH (U, μ) have the fol-
lowing property: if a sequence of functions { f n } is norm bounded in it
and converges almost everywhere to a function f , then f belongs to the
same class, and the norm of f does not exceed the precise upper bound
of the norms of the functions f n .
Moreover, for every Fxed h ∈ H , the measures ( U f n , h) H converge
to ( U f, h) H in the weak topology generated by the duality with Dh (in
the case U = X also with respect to the duality with FC ∞ ).
Proof. These assertions are true on the real line, since our assumption
about the conditional densities means that the density of μ is positive, so
f n = f n , where f n is the generalized derivative, and these measures
converge to f in the sense of distributions.
In the general case suppose Vrst that { f n } is uniformly bounded. Let us
Vx h ∈ H . Since the measures ( U f n , h) H are uniformly bounded and
( U f n , h) H = ( U f n , h)x,h,μ
H μ(dx),
by Fatou’s theorem the function
lim inf ( U f n , h)x,h,μ

H
n→∞
is μ-integrable. In particular, it is Vnite almost everywhere, hence the re-

striction of the function f to almost every straight line x +Rh is in BVloc .
Moreover, we obtain Vnite measures ( U f, h)x,h,μ H on these straight lines
such that the measure
( U f, h) H := ( U f, h)x,h,μ
H μ(dx)
is Vnite for every h ∈ H . By the Pettis theorem (see Dunford, Schwartz

[39, Chapter IV, §10]) we obtain an H -valued measure U f . It meets
the requirements in DeVnition 10.2. For any ϕ ∈ Dh by the Lebesgue
dominated convergence theorem we have

∂h ϕ(x) f (x)μ(dx) = lim ∂h ϕ(x) f n (x)μ(dx),
X n→∞ X

ϕ(x) f (x)βh (x)μ(dx) = lim ϕ(x) f n (x)βh (x)μ(dx).
X n→∞ X
Therefore, the integrals of ϕ with respect to the measures ( U f n , h) H

converge. Moreover, the limit is the integral of ϕ with respect to
( U f, h) H , which follows by the one-dimensional case applied to the
conditional measures. This completes the proof in the case of S BV and
bounded { f n }.
In the case of BV it is necessary to show that U f has bounded vari-
ation. The measures f n possess H -valued vector densities Rn with re-
spect to some common nonnegative measure ν and the sequence of func-
tions |Rn | H is bounded in L 1 (ν). It sufVces
to show that for every Borel
k
mapping v such that |v| H ≤ 1 and v = i=1 vi h i , where h i ∈ H are
constant and orthonormal, we have the estimate
k

vi (x) ( U f, h i ) H (dx) ≤ sup Var( U f n ).
i=1 X n
It is readily seen that it is enough to do this for v with functions vi

such that vi ∈ Dh i . Indeed, by using convolutions we reduce the gen-
eral case to the case where the function vi has bounded derivatives of
any order along the vector h i . Next, we approximate such functions
in L 1 (|( U f, h i ) H |) by their products with functions wi,n ∈ Dh i with
the following properties: 0 ≤ wi,n ≤ 1, wi,n (y + th i ) = 0 whenever the
length δ y,h,i of U y,h i is less than 4/n and otherwise wi,n = 1 on the inner
interval of length δ y,h i − 2/n with the same center as U y,h i .
For such functions we have

k k

vi (x) ( U f, h i ) H (dx) = lim vi (x) ( U f n , h i ) H (dx)
X n→∞ X
i=1
i=1
= lim (v(x), Rn (x)) H ν(dx)
n→∞ X

≤ sup |Rn (x)| H ν(dx)
n X
= sup Var U f n .
n
Thus, the case of a uniformly bounded { f n } is considered.

Let us now proceed to the general case where { f n } is not uniformly
bounded. Take a smooth increasing function ψ on the real line such that
ψ(t) = t if |t| ≤ 1, ψ(t) = 2 sign t if |t| ≥ 3, |ψ(t)| ≤ |t|, and
|ψ (t)| ≤ 1. Let ψm (t) = ψ(t/m). According to Lemma 10.4, for ev-
ery Vxed m the functions ψm ( f n ) belong to the respective (SBV or BV)
class and their norms are uniformly bounded in n and m. Hence the func-
tion ψm ( f ) belongs to the same class and its norm does not exceed the
supremum of the norms of { f n }. We shall deal with a Borel version of f ,
so the functions ψm ( f ) are also Borel. The Borel sets Bm = {| f | < m}
are increasing to X and |ψm ( f )| ≤ | f |. Clearly, f ∈ M H (U, μ) and
f M = lim ψm ( f ) M . Since ψm+1 ( f ) coincides with ψm ( f ) on
m→∞
the set Bm , we obtain that the conditional measures ( U ψm ( f ), h)x,h
H on
the straight lines x + Rh have a Vnite setwise limit for almost every x,
and the measures σ x,h obtained in the limit give rise to bounded measures
σ x,h μ(dx), which can be taken for ( U f, h) H . In the case of BVH (U, μ)
we have additionally that the resulting vector measure f is of bounded
variation.
Corollary 10.7. If f ∈ S BVH (U, μ) and ψ is a Lipschitzian function
on the real line, then ψ( f ) ∈ S BVH (U, μ) and
ψ( f ) S BV ≤ C f S BV ,
where C is a Lipschitz constant for ψ.
The same is true in the case of BVH (U, μ).
Proof. For smooth ψ this has already been noted. The general case fol-
lows by approximation and the above theorem.
Theorem 10.8. Suppose that IU ∈ S BVH (μ). Then for every function
f ∈ S BVH (U, μ) ∩ L ∞ (U, μ)
its extension by zero outside of U gives a function in the class S BVH (μ).
In the opposite direction, the restriction to U of every function in
S BVH (μ), not necessarily bounded, gives a function in S BVH (U, μ).
If IU ∈ BVH (μ), then the analogous assertions are true for the class
BVH (U, μ).
Proof. Let f ∈ S BVH (U, μ) ∩ L ∞ (U, μ). We may assume that | f | ≤ 1.
Let us Vx h ∈ H . Then we can Vnd a version of f whose restrictions to
the straight lines x +Rh have locally bounded variation. Let ax be an end-
point of the interval Ux,h (if it exists). Then the considered version of f
has a limit at ax (left or right, respectively), bounded by 1 in the absolute
value. DeVned by zero outside of U , the function f remains a function
of locally bounded variation on all these straight lines, but at the end-
points of Ux,h its generalized derivative may gain Dirac measures with
coefVcients bounded by 1 in the absolute value. However, such Dirac
measures (with the coefVcient 1 at the left end and the coefVcient −1 at
the right end) are already present in the derivative of the restriction of
IU . Thus, after adding these point measures to ( U f, h)x,h,μ
H , we obtain
a measure that differs from ( U f, h) H by some measure with semivaria-
tion not exceeding ( IU , h) H , hence is also of bounded semivariation.
Therefore, Lemma 8.6 gives the inclusion of the extension to S BVH (μ).
The fact that f |U ∈ S BVH (U, μ) for any f ∈ S BVH (μ) follows by
Lemma 10.3, since the restriction of f to U serves as U f .
In the case of BVH (μ) we also use the fact that any H -valued measure
of bounded variation is given by a Bochner integrable vector density with
respect to a suitable scalar measure.
Proposition 10.9. Let U be a Borel convex set. Then IU ∈ S BVH (μ).
Proof. Let us Vx h ∈ H . If Ux,h is not empty and not the whole straight
line, the generalized derivative σ x,h of the function t
→ IU (x + th) is
either the difference of two Dirac’s measures at the endpoints of Ux,h or
Dirac’s measure (with the sign plus or minus) at the single endpoint (if
Ux,h is a ray). Let us deVne ( IU , h)x,h
H by
( IU , h)x,h
H := σ .
x,h x,h
We obtain a bounded measure ( IU , h)x,h

H μ(dx) (indeed, σ
x,h
≤ 2,
0 ≤ IUx,h ≤ 1, and ∂t are μ-integrable), which deVnes an
x,h x,h
H -valued measure IU with the properties mentioned in Lemma 8.6,

which yields the desired conclusion.
It should be noted that even for a bounded convex Borel set U in a
separable Hilbert space the indicator function IU does not always belong
to BVH (γ ); explicit examples are given in Caselles, Lunardi, Miranda,

Novaga [27]. On the other hand, the indicator of any open convex set in
the Gaussian case belongs to BVH (γ ) (see [27]).
It is worth noting that it is also of interest to consider restrictions of
Sobolev functions to Vnite-dimensional subspaces and to inVnite-dimen-
sional surfaces, see Airault, Bogachev, Lescot [3], Celada, Lunardi [29].
Finally, note that a number of other interesting topics related to Sobolev
and BV classes on inVnite-dimensional spaces have not been mentioned
in this survey. In particular, Cruzeiro [32] initiated the study of the con-
tinuity equation and related transformations of measures in inVnite di-
mensions, and this direction is further developed by many authors, see
Ambrosio, Figalli [5], Bogachev, Mayer-Wolf [19], Kolesnikov, Röckner
[60], Peters [75], Üstünel, Zakai [87]; Sobolev classes can be useful in
the study of the Monge–Kantorovich problem in inVnite dimensions, see
Feyel, Üstünel [44] and the subsequent papers Bogachev, Kolesnikov
[18], Cavalletti [28], Fang, Shao, Sturm [42]. Differential equations for
Sobolev functions on Hilbert spaces are considered in Da Prato [33]. Ad-
ditional references on diverse aspects of Sobolev classes can be found in
Bogachev [16] and [17].
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Isoperimetric problem and minimal
surfaces in the Heisenberg group
Roberto Monti
Contents
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ??
1. Introduction to the Heisenberg group Hn . . . . . . . . . . . . . . . . . . . . . . 58
1.1. Algebraic structure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
1.2. Metric structure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
2. Heisenberg perimeter and other equivalent measures . . . . . . . . . . . 66
2.1. H -perimeter . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
2.2. Equivalent notions for H -perimeter . . . . . . . . . . . . . . . . . . . . . . . . . 73
2.3. RectiVability of the reduced boundary . . . . . . . . . . . . . . . . . . . . . . 76
3. Area formulas, Vrst variation and H -minimal surfaces . . . . . . . . . 78
3.1. Area formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
3.2. First variation and H -minimal surfaces . . . . . . . . . . . . . . . . . . . . . 85
3.3. First variation along a contact Wow . . . . . . . . . . . . . . . . . . . . . . . . . 94
4. Isoperimetric problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
4.1. Existence of isoperimetric sets and Pansu’s conjecture . . . . . . . . 99
4.2. Isoperimetric sets of class C 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
4.3. Convex isoperimetric sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
4.4. Axially symmetric solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
4.5. Calibration argument . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
5. Regularity problem for H -perimeter minimizing sets . . . . . . . . . 113
5.1. Existence and density estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
5.2. Examples of nonsmooth H -minimal surfaces . . . . . . . . . . . . . . . 117
5.3. Lipschitz approximation and height estimate . . . . . . . . . . . . . . . 123
This text is an extended version of the lecture notes of the course Isoperimetric problem and minimal
surfaces in the Heisenberg group given at the ERC-School on Geometric Measure Theory and Real
Analysis, held in Pisa between 30th September and 4th October 2013.
58 Roberto Monti
1 Introduction to the Heisenberg group Hn

1.1 Algebraic structure
The 2n + 1-dimensional Heisenberg group is the manifold Hn = Cn × R,
n ∈ N, endowed with the group product

(z, t) · (ζ, τ ) = z + ζ, t + τ + 2 Imz, ζ̄ , (1.1)
where t, τ ∈ R, z, ζ ∈ Cn and z, ζ̄ = z 1 ζ̄1 + . . . + z n ζ̄n . The Heisen-

berg group is a noncommutative Lie group. The identity element is
0 = (0, 0) ∈ Hn . The inverse element of (z, t) is (−z, −t). The cen-
ter of the group is Z = {(z, t) ∈ Hn : z = 0}. We denote elements of Hn
by p = (z, t) ∈ Cn × R.
The left translation by p ∈ Hn is the mapping L p : Hn → Hn
L p (q) = p · q.
Left translations are linear mappings in Hn = R2n+1 . For any λ > 0, the
mapping δλ : Hn → Hn
δλ (z, t) = (λz, λ2 t), (1.2)
is called dilation. Dilations are linear mappings and form a 1-parameter

group (δλ )λ>0 of automorphisms of Hn .
We denote by |E| the Lebesgue measure of a Lebesgue measurable
set E ⊂ Hn = R2n+1 . The differential d L p of any left translation is an
upper triangular matrix with 1 along the principal diagonal. It follows
that det d L p = 1 on Hn for any p ∈ Hn and, as a consequence,
|L p E| = |E|, for any p ∈ Hn and for any E ⊂ Hn .
Lebesgue measure is the Haar measure of the Heisenberg group. More-

over, we have det δλ = λ Q , where the integer
Q = 2n + 2 (1.3)
is called homogeneous dimension of Hn . As a consequence, we have
|δλ E| = λ Q |E|.
We introduce the Lie algebra of left invariant vector Velds of Hn . A C ∞

vector Veld X in Hn is left invariant if for any function f ∈ C ∞ (Hn ) and
for any p ∈ Hn there holds
X ( f ◦ L p ) = (X f ) ◦ L p .
59 Isoperimetric problem and minimal surfaces
Equivalently, X is left invariant if X ( p) = d L p X (0), where d L p is the

differential of the left translation by p. Left invariant vector Velds with
the bracket form a nilpotent Lie algebra hn , called Heisenberg Lie alge-
bra. The algebra hn is spanned by the vector Velds
∂ ∂ ∂ ∂ ∂
Xj = + 2y j , Yj = − 2x j , and T = , (1.4)
∂x j ∂t ∂yj ∂t ∂t
with j = 1, . . . , n. In other words, any left invariant vector Veld is a

linear combination with real coefVcients of the vector Velds (1.4). We are
using the notation p = (z, t) and z = x + iy with x, y, ∈ Rn . The vector
Velds (1.4) are determined by the relations
∂
X j ( p) = d L p X j (0) = d L p ,
∂x j
∂
Y j ( p) = d L p Y j (0) = d L p ,
∂yj
∂
T ( p) = d L p T (0) = d L p .
∂t
The distribution of 2n-dimensional planes H p spanned by the vector
Velds X j and Y j , j = 1, . . . , n, is called horizontal distribution:

H p = span X j ( p), Y j ( p) : j = 1, . . . , n . (1.5)
The horizontal distribution is nonintegrable. In fact, for any j = 1, . . . , n

there holds
[X j , Y j ] = −4T = 0. (1.6)
All other commutators vanish. The horizontal distribution is bracket gen-
erating of step 2.
When n = 1, we write X = X 1 and Y = Y1 .
1.2 Metric structure

We introduce the Carnot-Carathéodory metric of Hn and we describe the
geodesics of this metric. In H1 , these curves are important in the structure
of H -minimal surfaces and surfaces with constant H -curvature.
A Lipschitz curve γ : [0, 1] → Hn is horizontal if γ̇ (t) ∈ Hγ (t) for
a.e. t ∈ [0, 1]. Equivalently, γ is horizontal if there exist functions h j ∈
L ∞ ([0, 1]), j = 1, . . . , 2n, such that

n
γ̇ = h j X j (γ ) + h n+ j Y j (γ ), a.e. on [0, 1]. (1.7)
j=1
60 Roberto Monti
The coefVcients h j are unique, and by the structure of the vector Velds X j
and Y j they satisfy h j = γ̇ j , where γ = (γ1 , . . . , γ2n+1 ) are the coordi-
nates of γ given by the identiVcation Hn = R2n+1 . We call the Lipschitz
curve κ : [0, 1] → R2n , κ = (γ1 , . . . , γ2n ), horizontal projection of γ .
The vertical component of γ is determined by the horizontality condi-
tion (1.7). Namely, we have

n
n
γ̇2n+1 = 2 h j γn+ j − h n+ j γ j = 2 κ̇ j κn+ j − κ̇n+ j κ j ,
j=1 j=1
and, by integrating, we obtain for any t ∈ [0, 1]

n t
γ2n+1 (t) = γ2n+1 (0) + 2 (κ̇ j κn+ j − κ̇n+ j κ j )ds. (1.8)
j=1 0
If κ is a given Lipschitz curve in R2n , the curve γ with (γ1 , . . . , γ2n ) = κ

and γ2n+1 as in (1.8) is called a horizontal lift of κ and we write γ =
Lift(κ). The horizontal lift is unique modulo the initial value γ2n+1 (0).
Now we deVne the Carnot-Carathéodory metric of Hn . For any pair of
points p, q ∈ Hn , there exists a horizontal curve γ : [0, 1] → Hn such
that γ (0) = p and γ (1) = q. This follows from the nonintegrability
condition (1.6) and it can be checked via a direct computation. The basic
observation is that for any t ∈ R
exp(−tY j ) exp(−t X j ) exp(tY j ) exp(t X j )(0, 0) = (0, −4t 2 ),
where exp(t V )( p) is the Wow of the vector Veld V at time t starting

from p.
We Vx on the horizontal distribution H p the positive quadratic form
g( p; ·) making the vector Velds X 1 , . . . , X n , Y1 , . . . , X n orthonormal at
every point p ∈ Hn . Since the vector Velds are left invariant, the quadratic
form is left invariant. We use the quadratic form g to deVne the length of
a horizontal curve γ : [0, 1] → Hn with horizontal projection κ:
1 1
L(γ ) = g(γ ; γ̇ )1/2 dt = |κ̇|dt,
0 0
where |κ̇| is the Euclidean norm in R2n of κ̇. For any couple of points
p, q ∈ Hn , we deVne
d( p, q)
(1.9)
= inf L(γ ) : γ : [0, 1] → Hn is horizontal, γ (0) = p and γ (1) = q .
We already observed that the above set is nonempty for any p, q ∈ Hn ,

and thus 0 ≤ d( p, q) < ∞.
The function d : Hn × Hn → [0, ∞) is a distance on Hn , called
Carnot-Carathéodory distance. It can be proved that for any compact set
K ⊂ Hn = R2n+1 there exists a constant 0 < C K < ∞ such that
d( p, q) ≥ C K | p − q| (1.10)
for all p, q ∈ K , where | p − q| is the Euclidean distance between the
points. In particular, we have d( p, q) = 0 if p = q. The distance d
is left invariant and 1-homogeneous. Namely, for any p, q, w ∈ Hn and
λ > 0 there holds:
i) d(w · p, w · q) = d( p, q);
ii) d(δλ ( p), δλ (q)) = d( p, q).
Statement i) follows from the fact that L(w · γ ) = L(γ ) for any hori-
zontal curve γ and for any w ∈ Hn , because the quadratic form g is left
invariant. Analogously, ii) follows from L(δλ (γ )) = λL(γ ), that is a
consequence of the identities
X j ( f ◦ δλ ) = λ(X j f ) ◦ δλ , Y j ( f ◦ δλ ) = λ(Y j f ) ◦ δλ ,
holding for any f ∈ C ∞ (Hn ) and λ > 0.
For any p ∈ Hn and r > 0, we deVne the Carnot-Carathéodory ball

Br ( p) = q ∈ Hn : d( p, q) < r .
We also let Br = Br (0). The size of Carnot-Carathéodory balls can be
described by means of anisotropic homogeneous norms. For any p =
(z, t) ∈ Hn let
p∞ = max{|z|, |t|1/2 }. (1.11)
The “box norm” · ∞ has the following properties:
i) δλ ( p)∞ = λ p∞ , for all p ∈ Hn and λ > 0;
ii) p · q∞ ≤ p∞ + q∞ , for all p, q ∈ Hn .
By ii), the function : Hn × Hn → [0, ∞),
( p, q) = p−1 · q∞ , (1.12)
satisVes the triangle inequality and is a distance on Hn . By an elemen-
tary argument based on continuity, compactness, and homogeneity, there
exists an absolute constant C > 0 such that
C −1 d( p, q) ≤ ( p, q) ≤ Cd( p, q)
for all p, q ∈ Hn . The distance functions d and are equivalent.
62 Roberto Monti
All the previous observations are still valid when the “box norm” ·∞
1/4
is replaced with the Koranyi norm p = |z|4 + t 2 .
The metric space (H , d) is complete and locally compact. By the
n
deVnition of d, it is also a length space. Then, a standard application

of Ascoli-Arzelà theorem shows that it is a geodesic space, namely for
all p, q ∈ Hn there exists a horizontal curve γ : [0, 1] → Hn such
that γ (0) = q, γ (1) = p, and L(γ ) = d( p, q). The curve γ is called
geodesic or length minimizing curve joining q to p.
We classify geodesics in H1 starting from the initial point 0. Let :
[0, 2π] × [−2π, 2π] → H1 be the mapping
eiψ (eiϕ − 1) ϕ − sin ϕ
(ψ, ϕ) = ,2 . (1.13)
ϕ ϕ2
When ϕ = 0, the formula is determined by analytic continuation and

we have (ψ, 0) = (ieiψ , 0). The set S = ([0, 2π] × [−2π, 2π]) ⊂
H1 is homeomorphic to a 2-dimensional sphere. It is a C ∞ surface at
points (z, t) ∈ S such that z = 0, i.e., (z, t) = (ψ, ϕ) with |ϕ| = 2π.
The antipodal points (0, ±1/π) ∈ S are obtained for ϕ = ±2π and are
Lipschitz points. We will show that S is the unitary Carnot-Carathéodory
sphere of H1 centered at 0, S = ∂ B1 (0).
Theorem 1.1. For any ψ ∈ [0, 2π] and ϕ ∈ [−2π, 2π], the curve γψ,ϕ :
[0, 1] → H1
eiψ (eiϕs − 1) ϕs − sin ϕs
γψ,ϕ (s) = ,2 , s ∈ [0, 1], (1.14)

ϕ ϕ2
is length minimizing. When |ϕ| < 2π, γψ,ϕ is the unique length minimiz-
ing curve from 0 to (ψ, ϕ). When ϕ = ±2π, for every ψ ∈ [0, 2π] the
curve γψ,ϕ is length minimizing from 0 to (0, ±1/π).
Proof. Let (z 0 , t0 ) ∈ H1 be any point and introduce the family of admis-

sible curves

A = κ ∈ Lip([0, 1]; R2 ) : κ(0) = 0, κ(1) = z 0 .
The end-point mapping relative to the third coordinate End : A → R is

1 1
End(κ) = 2 κ2 κ̇1 − κ1 κ̇2 ds = 2 ˙
Im(κ κ̄)ds,
0 0
where κ κ̄˙ is a complex product.

The geodesic γ joining 0 to (z 0 , t0 ) is the horizontal lift of the curve κ

in the plane that solves the problem
1
min |κ̇|ds : κ ∈ A and End(κ) = t0 . (1.15)
0
Let κ be a minimizer for problem (1.15). We compute the Vrst variation

of the length functional
at the curve κ with constraint End(κ) = t0 . For
τ ∈ R and ϑ ∈ Cc∞ (0, 1); R2 the curve κ τ = κ + τ ϑ satisVes
1
d
τ d
End(κ ) =2 (κ2 + τ ϑ2 )(κ̇1 + τ ϑ̇1 )
dτ τ =0
dτ 0

− (κ1 + τ ϑ1 )(κ̇2 + τ ϑ2 ) ds
τ =0
1
=2 ϑ2 κ̇1 + κ2 ϑ̇1 − κ1 ϑ2 − ϑ1 κ̇2 ds
0
1
=4 ϑ2 κ̇1 − ϑ1 κ̇2 ds.
0

We have |κ̇| = 0 a.e., and thus there exists ϑ ∈ Cc∞ (0, 1); R2 such that

d
τ
End(κ ) = 0. (1.16)
dτ τ =0

Fix a function ϑ satisfying (1.16) and let η ∈ Cc∞ (0, 1); R2 be an arbi-
trary vector valued function. The curve κ +τ ϑ +η belongs to A. DeVne
the function in the plane E : R2 → R
E(, τ ) = End(κ + τ ϑ + η).
This function is C 1 -smooth and H := ∂ E(0, 0)/∂τ = 0, by (1.16). By

the implicit function theorem, there exist 0 > 0 and a function τ ∈
C 1 (−0 , 0 ) such that E(, τ ()) = E(0, 0) = t0 for all ∈ (−0 , 0 ).
Moreover, we have
∂ E(0, 0)
−1 ∂ E(0, 0)
τ (0) = −
∂τ ∂
1 (1.17)
1 1 1 ⊥
=− (η2 κ̇1 − η1 κ̇2 )ds = − κ̇ , ηds,
H 0 H 0
where κ̇ ⊥ = (−κ̇2 , κ̇1 ), or equivalently, in the complex notation κ̇ ⊥ = i κ̇.

64 Roberto Monti
Since κ is a solution to the minimum problem (1.15) and κ + τ ()ϑ +

η ∈ A with End(κ + τ ()ϑ + η) = t0 , then we have
1 1
1= |κ̇|ds ≤ |κ̇ + τ ()ϑ̇ + η̇|ds = L(),
0 0
and thus L (0) = 0. We can without loss of generality assume that κ is

parameterized by arc-length, i.e., |κ̇| = 1. The equation L (0) = 0 gives
(we also use (1.17))
1 1

0 = τ (0) κ̇, ϑ̇ds + κ̇, η̇ds
0 0
1 1
=ϕ κ̇ ⊥ , ηds + κ̇, η̇ds,
0 0
where ϕ ∈ R is the constant

1
1
ϕ=− κ̇, ϑ̇ds.
H 0

Eventually, for any test function η ∈ Cc∞ (0, 1); R2 we have
1
κ̇, η̇ + ϕκ̇ ⊥ , η ds = 0,
0
and a standard argument implies that κ is in C ∞ ([0, 1]; R2 ) and it solves

the differential equation κ̈ = ϕ κ̇ ⊥ = iϕ κ̇. Then we have κ̇(s) = ieiψ eiϕs ,
s ∈ R, for some ψ ∈ [0, 2π]. Integrating with κ(0) = 0, we Vnd
eiψ (eiϕs − 1)
κ(s) = , s ∈ R.
ϕ
The vertical coordinate of the horizontal lift γ of κ is

s
ϕs − sin ϕs
γ3 (s) = 2 Im(κ(σ )κ̇(σ ))dσ = 2 ,
0 ϕ2
and thus for any ψ ∈ [0, π] and ϕ ∈ R we get the curve

γψ,ϕ (s) = ,2 , s ∈ R. (1.18)

ϕ ϕ2
When ϕ = 0, γ reduces to the line γ (s) = (ieiψ s, 0).

The curve γψ,ϕ is length minimizing on the interval 0 ≤ s ≤ 2π/|ϕ|

and, after s = 2π/|ϕ|, it ceases to be length minimizing. We prove this
claim in the case ϕ = 2π by a geometric argument. For s = 1 we have

γψ,2π (1) = 0, 1/π .
At the point (0, 1/π) ∈ C × R, the surface S = ([0, 2π] × [−2π, 2π])
introduced in (1.13) has a conical point directed downwards. By this, we
mean that near (0, 1/π) the surfaces S stays above the cone t = 1/π +
δ|z| for some δ > 0. Then for any > 0 small enough there exist
0 < λ < 1 and (ψ̄, ϕ̄) ∈ [0, 2π] × [−2π, 2π] such that γψ,2π (1 + ) =
δλ (ψ̄, ϕ̄). Since d((ψ̄, ϕ̄), 0) ≤ 1 (a posteriori we have equality,
here), we deduce that
d(γψ,2π (1 + ), 0) = λd((ψ̄, ϕ̄), 0) ≤ λ < 1.
Since the length of γψ,2π on the interval [0, 1 + ] is 1 + , we see that

the curve is not length minimizing.
For any point (z 0 , t0 ) ∈ H1 with z 0 = 0, the system of equations
= z0, 2 = t0 , (1.19)
ϕ ϕ2
has unique solutions s ≥ 0, ψ ∈ [0, 2π), and ϕ ∈ R subject to the
constraint s|ϕ| < 2π (we omit details). Thus γψ,ϕ is the unique length
minimizing curve from 0 to (z 0 , t0 ) and s = d((z 0 , t0 ), 0).
Remark 1.2. The Heisenberg isoperimetric problem is related to the
classical Dido problem, that asks to bound a region of the half plane with
a curve with minimal length, where the boundary of the half plane (the
coast) is a free length.
Let γ : [0, 1] → H1 be a horizontal curve such that γ (0) = 0 and let
κ : [0, 1] → R2 be its horizontal projection. By formula (1.8), the third
coordinate of γ at time t ∈ [0, 1] is
t

γ3 (t) = 2 (κ2 κ̇1 − κ1 κ̇2 ds = 2 ydx − xdy.
0 κ|[0,t]
Let E t ⊂ R2 be the region of the plane bounded by the curve κ restricted

to [0, t] and by the line segment joining κ(t) to 0. Assume that the con-
catenation of κ and of the line segment bounds E t counterclockwise.
Then by Stokes’ theorem we have

γ3 (t) = −4 dx ∧ dy = −4|E t |.
Et
66 Roberto Monti
If the orientation is clockwise, −4|E t | is replaced by 4|E t |. If the orien-

tation is different in subregions of E t , there are area cancellations.
So the minimum problem (1.15) consists in Vnding the shortest curve
in the plane enclosing an amount of area given by the t0 coordinate of the
Vnal point (z 0 , t0 ). In the Heisenberg isoperimetric problem, the point z 0
is also Vxed, differently from Dido problem.
2 Heisenberg perimeter and other equivalent measures

2.1 H -perimeter
We introduce the notion of H -perimeter for a set E ⊂ Hn . We prelim-
inarily need the deVnition of H -divergence of a vector valued function
ϕ ∈ C 1 (Hn ; R2n ).
Let V be a smooth vector Veld in Hn = R2n+1 . We may express V
using both the basis X j , Y j , T and the standard basis of vector Velds of
R2n+1 :

n

V = ϕ j X j + ϕn+ j Y j + ϕ2n+1 T
j=1
n
(2.1)
∂ ∂ ∂ ∂
= ϕj + ϕn+ j + 2y j ϕ j − 2x j ϕn+ j + ϕ2n+1 ,
j=1
∂ x j ∂ y j ∂t ∂t
where ϕ j , ϕn+ j , ϕ2n+1 ∈ C ∞ (Hn ) are smooth functions. The standard

divergence of V is
n
∂ϕ j ∂ϕn+ j ∂ϕ j ∂ϕn+ j

div V = + + 2y j − 2x j
j=1
∂x j ∂yj ∂t ∂t
∂ϕ2n+1
+ (2.2)
∂t

n

= X j ϕ j + Y j ϕn+ j + T ϕ2n+1 .
j=1
The vector Veld V is said to be horizontal if V ( p) ∈ H p for all p ∈ Hn .

Namely, a vector Veld V as in (2.1) is horizontal when ϕ2n+1 = 0. These
observations suggest the following deVnition.
Let A ⊂ Hn be an open set. We deVne the horizontal divergence of a
vector valued mapping ϕ ∈ C 1 (A; R2n ) as

n

divH ϕ = X j ϕ j + Y j ϕn+ j . (2.3)
j=1
By (2.2), divH ϕ = div V is the standard divergence of the horizontal vec-

tor Veld V with coordinates ϕ = (ϕ1 , . . . , ϕ2n ) in the basis X 1 , . . . , X n ,
Y1 , . . . , Yn . If · is the norm on H p that makes X 1 , . . . , X n , Y1 , . . . , Yn
orthonormal, then we have
V ( p) = |ϕ( p)|,
where | · | is the standard norm on R2n .

The following deVnition is the starting point of the fundamental paper
[27] (see also [33]).
DeHnition 2.1 (H -perimeter). The H -perimeter in an open set A ⊂ Hn
of a Lebesgue measurable set E ⊂ Hn is

P(E; A) = sup divH ϕ dzdt : ϕ ∈ Cc1 (A; R2n ), ϕ∞ ≤ 1 . (2.4)
E
Above, we let
ϕ∞ = sup |ϕ( p)|.
p∈A
If P(E;A) < ∞, we say that E has Vnite H -perimeter in A. If P(E;A ) <

∞ for any open set A A, we say that E has locally Vnite H -perimeter
in A.
H -perimeter has the following invariance properties.
Proposition 2.2. Let E ⊂ Hn be a set with Fnite H -perimeter in an open
set A ⊂ Hn . Then for any p ∈ Hn and for any λ > 0 we have:
i) P(L p E; L p A) = P(E; A);
ii) P(δλ E; δλ A) = λ Q−1 P(E; A).
Proof. Statement i) follows from the fact that the vector Velds X j and
Y j are left invariant, and thus
(divH ϕ) ◦ L p = divH (ϕ ◦ L p ).
We prove ii) in the case A = Hn . First notice that for any ϕ ∈ Cc1 (Hn ; R2n )
we have
divH (ϕ ◦ δλ ) = λ(divH ϕ) ◦ δλ ,
and thus

divH ϕ dzdt = λ Q
(divH ϕ) ◦ δλ dzdt = λ Q−1
divH (ϕ ◦ δλ )dzdt.
δλ E E E
The claim easily follows.

68 Roberto Monti
Let E ⊂ Hn be a set with locally Vnite H -perimeter in an open set

A ⊂ Hn . The linear functional T : Cc1 (A; R2n ) → R

T (ϕ) = divH ϕ(z, t) dzdt
E
is locally bounded in Cc (A; R2n ). Namely, for any open set A A we

have
T (ϕ) ≤ ϕ∞ P(E; A ) (2.5)
for all ϕ ∈ Cc1 (A ; R2n ). By density, T can be extended to a bounded
linear operator on Cc (A ; R2n ) satisfying the same bound (2.5). Thus, by
Riesz’ representation theorem we deduce the following proposition.
Proposition 2.3. Let E ⊂ Hn be a set with locally Fnite H -perimeter in

the open set A ⊂ Hn . There exist a positive Radon measure μ E on A and
a μ E -measurable function ν E : A → R2n such that:
1) |ν E | = 1 μ E -a.e. on A.
2) The following generalized Gauss-Green formula holds

divH ϕ dzdt = − ϕ, ν E dμ E (2.6)
E A
for all ϕ ∈ Cc1 (A; R2n ).
Above, ·, · is the standard scalar product in R2n .

DeHnition 2.4 (Horizontal normal). The measure μ E is called H -pe-
rimeter measure and the function ν E is called measure theoretic inner
horizontal normal of E.
We shall refer to ν E simply as to the horizontal normal. In Section 3, we
describe geometrically ν E in the smooth case (see (3.3)). In Proposition
2.10 below, we shall see that the vertical hyperplane in Hn orthogonal to
ν E ( p) is the “tangent plane” to ∂ E at points of the reduced boundary.
Remark 2.5. By Proposition 2.3, the open sets mapping A
→ P(E; A ),
with A A open, extends to the Radon measure μ E . We show that for
any open set A A we have μ E (A ) = P(E; A ).
The inequality P(E; A ) ≤ μ E (A ) follows from the sup-deVnition
(2.4) of H -perimeter. The opposite inequality can be proved by a stan-
dard approximation argument. By Lusin’s theorem, for any > 0 there
exists a compact set K ⊂ A such that μ E (A \K ) < and ν E : K → R2n
is continuous. By Titze’s theorem, there exists ψ ∈ Cc (A ; R2n ) such
that ψ = ν E on K and ψ∞ ≤ 1. Finally, by molliVcation there exists
ϕ ∈ Cc∞ (A ; R2n ) such that ϕ − ψ∞ < and ϕ∞ ≤ 1. Then we
have

P(E; A ) ≥ divH ϕdzdt = − ϕ, ν E dμ E ≥ (1 − )μ E (A ) − 2,
E A
and the claim follows.

In the sequel, we need a metric structure on Hn . For most purposes,
the Carnot-Carathéodory metric would be Vne. In some cases, however,
as in the characterization (2.13) of H -perimeter by means of spherical
Hausdorff measures, the structure of Carnot-Carathéodory balls is less
manageable. For this reason, we closely follow [27] and we use the met-
ric introduced in (1.12) via the “box-norm” · ∞ in (1.11). We denote
the open ball in centered at p ∈ Hn and with radius r > 0 in the
following way

U ( p, r) = q ∈ Hn : p−1 · q∞ < r . (2.7)
We also let Ur ( p) = U ( p, r) and Ur = Ur (0).
DeHnition 2.6 (Measure theoretic boundary). The measure theoretic
boundary of a measurable set E ⊂ Hn is the set

∂ E = p ∈ Hn : |E ∩ Ur ( p)| > 0 and |Ur ( p) \ E| > 0 for all r > 0 .
The measure theoretic boundary is a subset of the topological boundary.
The deVnition does not depend on the speciVc balls Ur ( p). We may also
consider the set of points with density 1/2:
|E ∩ Ur ( p)| 1
E 1/2 = p ∈ Hn : lim = .
r→0 |Ur ( p)| 2
We clearly have E 1/2 ⊂ ∂ E. The deVnition of E 1/2 is sensitive to the
choice of the metric.
The perimeter measure μ E is concentrated in a subset of E 1/2 called
reduced boundary. The following deVnition is introduced and studied
in [27].
DeHnition 2.7 (Reduced boundary). The reduced boundary of a set
E ⊂ Hn with locally Vnite H -perimeter is the set ∂ ∗ E of all points
p ∈ Hn such that the following three conditions hold:
(1) μ E (Ur ( p)) > 0 for all r > 0.
(2) We have
lim ν E dμ E = ν E ( p).
r→0 Ur ( p)
(3) There holds |ν E ( p)| = 1.
70 Roberto Monti

As usual , stands for the averaged integral. The deVnition of reduced
boundary is sensitive to the metric. It also depends on the representative
of ν E .
The proof of the Euclidean model of Proposition 2.8 below relies upon
Lebesgue-Besicovitch differentiation theorem for Radon measures in Rn .
In Hn with metrics equivalent to the Carnot-Carathéodory distance, how-
ever, Besicovitch’s covering theorem fails (see [36] and [65]). This prob-
lem is bypassed in [27] using an asymptotic doubling property estab-
lished, in a general context, in [1].
Proposition 2.8. Let E ⊂ Hn be a set with locally Fnite H -perimeter.
Then the perimeter measure μ E is concentrated on ∂ ∗ E. Namely, we
have μ E (Hn \ ∂ ∗ E) = 0.
Proof. By [1], Theorem 4.3, there exists a constant τ (n) > 0 such that
for μ E -a.e. p ∈ Hn there holds
μ E (Ur ( p)) μ E (Ur ( p))
τ (n) ≤ lim inf ≤ lim sup < ∞.
r→0 r Q−1 r→0 r Q−1
As a consequence, we have the following asymptotic doubling formula
μ E (U2r ( p))
lim sup < ∞, (2.8)
r→0 μ E (Ur ( p))
for μ E -a.e. p ∈ Hn . Thus, by Theorems 2.8.17 and 2.9.8 in [25], for any
function f ∈ L 1loc (Hn ; μ E ) there holds

lim f dμ E = f ( p)
r→0 Ur ( p)
for μ E -a.e. p ∈ Hn .
Assume that p ∈ Hn \ ∂ ∗ E. There are three possibilities:
1) We have μ E (Ur ( p)) = 0 for some r > 0. The set of points with this
property has null μ E measure.
2) We have
lim ν E dμ E = ν E ( p).
r→0 Ur ( p)
By the above argument with f = ν E , the set of such points has null
μ E measure.
3) We have |ν E ( p)| = 1. By Proposition 2.3, the set of such points has
null μ E measure.
This ends the proof.
DeHnition 2.9 (Vertical plane). For any ν ∈ R2n with |ν| = 1, we call
the set
Hν = (z, t) ∈ Hn : ν, z ≥ 0, t ∈ R
the vertical half-space through 0 ∈ Hn with inner normal ν. The bound-
ary of Hν , the set

∂ Hν = (z, t) ∈ Hn : ν, z = 0, t ∈ R ,
is called vertical plane orthogonal to ν passing through 0 ∈ Hn .
At points p ∈ ∂ ∗ E, the set E blows up to the vertical half space Hν
with ν = ν E ( p). In this sense, the boundary of Hν is the anisotropic
tangent space of ∂ ∗ E at p. The problem of the characterization of blow-
ups in Carnot groups is still open. In general, it is known that in the
blow-up of blow-ups there are vertical hyperplanes (see [3]). Hereafter,
we let E λ = δλ E for λ > 0.
Theorem 2.10 (Blow-up). Let E ⊂ Hn be a set with Fnite H -perimeter,
assume that 0 ∈ ∂ ∗ E and let ν = ν E (0). Then we have
lim χ Eλ = χ Hν , (2.9)
λ→∞
where the limit is in L 1loc (Hn ). Moreover, for a.e. r > 0 we have
lim P(E λ ; Ur ) = P(Hν ; Ur ) = cn r Q−1 , (2.10)
λ→∞
where cn = P(Hν ; U1 ) > 0 is an absolute constant.

Proof. Let ϕ ∈ Cc1 (Hn ; R2n ) be a test vector valued function. For a.e. r >
0, we have the following integration by parts formula

divH ϕ dzdt = − ϕ, ν E dμ E − ϕ, νUr dμUr . (2.11)
E∩Ur Ur ∂Ur ∩E
This formula can be proved in the following way. Let ( f j ) j∈N be a se-
quence of functions f j ∈ C ∞ (Hn ) such that f j → χ E , as j → ∞, in
L 1loc (Hn ) and ∇H f j dzdt ν E dμ E in the weak sense of Radon mea-
sures. We are denoting by
∇H f = (X 1 f, . . . , X n f, Y1 f, . . . , Yn f )
the horizontal gradient of a function f .
The set Ur supports the standard divergence theorem and therefore we
have

f j divH ϕ dzdt = − ϕ, ∇H f j dzdt − f j ϕ, νUr dμUr . (2.12)
Ur Ur ∂Ur
72 Roberto Monti
We can assume that, for a.e. r > 0, f j → χ E in L 1 (∂Ur ) and μ E (∂Ur ) =

0. Letting j → ∞ in (2.12) we obtain (2.11).
Let ϕ ∈ Cc1 (Hn ; R2n ) be such that ϕ(z, t) = ν E (0) for all (z, t) ∈ Ur .
From (2.11), we have

0=− ν E (0), ν E dμ E − ν E (0), νUr dμUr .
Ur ∂Ur ∩E
Using |ν E (0)| = |νUr | = 1 a.e. and Proposition 2.2, we have

ν E (0), ν E dμ E = − ν E (0), νUr dμUr ≤ P(Ur ; Hn )
Ur ∂Ur ∩E
= r Q−1 P(U1 ; Hn ).
Since 0 ∈ ∂ ∗ E, there holds

ν E (0), ν E dμ E = (1 + o(1))P(E; Ur ),
Ur
where o(1) → 0 as r → 0. Using these estimates, we conclude that for

any λ ≥ 1 we have
P(E λ ; Ur ) = λ Q−1 P(E; Ur/λ ) ≤ 2P(U1 ; Hn )r Q−1 .
The family of sets (E λ )λ>1 has locally uniformly bounded perimeter. By

the compactness theorem for BVH functions (see [33]), there exists a set
F ⊂ Hn with locally Vnite perimeter and a sequence λ j → ∞ such that
E λ j → F in the L 1loc (Hn ) convergence of characteristic functions. From
the Gauss-Green formula (2.6), it follows that
ν Eλ j μ Eλ j ν F μ F , as j → ∞,
in the sense of the weak convergence of Radon measures.

Starting from the identity

ν Eλ j dμ Eλ j = ν E dμ E ,
Ur Ur/λ j
using 0 ∈ ∂ ∗ E, and choosing r > 0 such that μ F (∂Ur ) = 0 – this holds

for a.e. r > 0, – letting j → ∞ we Vnd

ν F , ν E (0)dμ F = 1.
Ur
This implies that ν F = ν E (0) μ F -a.e. in Hn , because r > 0 is otherwise

arbitrary. By the characterization of sets with constant horizontal normal
(see Remark 5.7 below), we have F = Hν with ν = ν(0). We are

omitting the proof that 0 ∈ ∂ F. The limit F = Hν is thus independent of
the sequence (λ j ) j∈N and this observation concludes the proof of (2.9).
We prove (2.10). From

ν, ν Eλ dμ Eλ = ν, ν E dμ E = 1 + o(1), as λ → ∞,
Ur Ur/λ
we deduce that

P(E λ ; Ur ) = (1 + o(1)) ν, ν Eλ dμ Eλ .
Ur
Letting λ → ∞, using the weak convergence ν Eλ dμ Eλ → ν F dμ F and

choosing r > 0 with μ F (∂Ur ) = 0, we get the claim.
2.2 Equivalent notions for H -perimeter

In this section, we describe some characterizations of H -perimeter re-
lated to the metric structure of Hn .
2.2.1 Hausdorff measures The Heisenberg perimeter has a representa-

tion in terms of spherical Hausdorff measures. We use the metric in
(1.12). The diameter of a set K ⊂ Hn is
diam K = sup ( p, q).

p,q∈K
If Ur is a ball in the distance with radius r, then we have diam Ur = 2r.

Let E ⊂ Hn be a set. For any s ≥ 0 and δ > 0 deVne the premeasures

Hs,δ (E) = inf (diam K i )s : E ⊂ K i , K i ⊂ Hn , diam K i < δ ,
i∈N i∈N

Ss,δ (E) = inf (diam Ui )s : E ⊂ Ui ,Ui -balls in Hn , diam Ui < δ ,
i∈N i∈N
Letting δ → 0, we deVne
Hs (E) = sup Hs,δ (E) = lim Hs,δ (E),

δ>0 δ→0
Ss (E) = sup Ss,δ (E) = lim Ss,δ (E).

δ>0 δ→0
By Carathèodory’s construction, E
→ Hs (E) and E
→ Ss (E) are
Borel measures in Hn . The measure Hs is called s-dimensional Haus-
dorff measure. The measure Ss is called s-dimensional spherical Haus-
dorff measure. These measures are equivalent, in the sense that for any
74 Roberto Monti
E ⊂ Hn there holds
Hs (E) ≤ Ss (E) ≤ 2s Hs (E).
The measures HQ (E) and SQ are Haar measures in Hn and therefore
they coincide with the Lebesgue measure, up to a multiplicative constant
factor. The natural dimension to measure hypersurfaces, as the boundary
of smooth sets, is s = Q − 1.
The following theorem is proved in [27], Theorem 7.1 part (iii). The
proof relies on Federer’s differentiation theorems, Theorem 2.10.17 and
Theorem 2.10.19 part (3) of [25]. Extensions of this result are based on
general differentiation theorems for measures, see [41]. Formula (2.14)
for the geometric constant cn in (2.13) depends on the shape (convexity
and symmetries) of the metric unit ball U1 , [42].
Theorem 2.11 (Franchi-Serapioni-Serra Cassano). For any set E ⊂

Hn with locally Fnite H -perimeter we have
μ E = cn SQ−1 ∂ ∗ E, (2.13)
where μ E is the perimeter measure of E, SQ−1 ∂ ∗ E is the restriction

of SQ−1 to the reduced boundary ∂ ∗ E, and the constant cn > 0 is given
by
cn = P(Hν ; U1 ). (2.14)
Remark 2.12. It is not known whether in (2.13) the spherical measure

SQ−1 can be replaced by the Hausdorff measure HQ−1 , even when
∂ ∗ E is a smooth set. In Rn with the standard perimeter, the identity
S n−1 ∂ ∗ E = H n−1 ∂ ∗ E follows from Besicovitch’s covering the-
orem, that fails to hold in the Heisenberg group, see [36] and [65].
2.2.2 Minkowski content and H -perimeter In the description of H -pe-

rimeter in terms of Minkowski content, the correct choice of the metric
is the Carnot-Carathéodory distance d on Hn .
The Carnot-Carathéodory distance from a closed set K ⊂ Hn is the
function
dist K ( p) = min d( p, q), p ∈ Hn .
q∈K
For r > 0, the r-tubular neighborhood of K is the set

Ir (K ) = p ∈ Hn : dist K ( p) < r .
The upper and lower Minkowski content of K in an open set A ⊂ Hn are,

respectively,
|Ir (K ) ∩ A|
M + (K ; A) = lim sup ,
r→0 2r
|Ir (K ) ∩ A|
M − (K ; A) = lim inf .
r→0 2r
Above, | · | stands for Lebesgue measure. If M + (K ; A) = M − (K ; A),

the common value is called Minkowski content of K in A and it is denoted
by M (K ; A).
Below, H 2n is the standard 2n-dimensional Hausdorff measure in
H = R2n+1 .
n
Theorem 2.13 (Monti-Serra Cassano). Let A ⊂ Hn be an open set and

let E ⊂ Hn be a bounded set with C 2 boundary such that H 2n (∂ E ∩
∂ A) = 0. Then we have
P(E; A) = M (∂ E; A). (2.15)
This result is proved in [54], in a general framework. It is an open prob-

lem to prove formula (2.15) for sets E with less regular boundary. The
tools used in the proof in [54] are the eikonal equation for the Carnot-
Carathéodory distance and the coarea formula. Assume A = Hn . We
have
|Ir (∂ E)| = |∇H dist∂ E (z, t)|dzdt,
Ir (∂ E)
because |∇H dist K (z, t)| = 1 a.e. in Hn . By the coarea formula in the
sub-Riemannian setting, we have
r
|∇H dist∂ E (z, t)|dzt = P(Is (∂ E); Hn )ds.
Ir (∂ E) 0
We refer the reader to [54] and [40] for a discussion on coarea formulas.
Now formula (2.15) follows proving that
r
1
lim P(Is (∂ E); Hn )ds = P(E; Hn ).
r→0 2r 0
The regularity of ∂ E is used at this Vnal step: the Riemannian approxima-

tion of the distance function from ∂ E is of class C 2 , if ∂ E is of class C 2 .
76 Roberto Monti
2.2.3 Integral differential quotients H -perimeter can be also expressed

as the limit of certain integral differential quotients.
Let kn > 0 be the following geometric constant

kn = |ν, z|dzdt,
B1
where B1 ⊂ Hn is the unitary Carnot-Carathéodory ball centered at the

origin. By the rotational symmetry of B1 , the deVnition of kn is indepen-
dent of the unit vector ν ∈ R2n , |ν| = 1. The following theorem is proved
in [62].
Theorem 2.14. A Borel set E ⊂ Hn with Fnite measure has Fnite H -
perimeter in Hn if and only if

1
lim inf |χ E ( p) − χ E (q)| dp dq < ∞.
r↓0 r Hn Br (q)
Moreover, if E has also Fnite Euclidean perimeter then

1
lim |χ E ( p) − χ E (q)| dp dq = kn P(E; Hn ). (2.16)
r↓0 r Hn Br (q)
For the proof, we refer to [62], where the result is proved in the setting of
BVH functions. It is an open question whether the identity (2.16) holds
dropping the assumption “if E has also Vnite Euclidean perimeter”.
The characterization of H -perimeter in Theorem 2.14 is useful in the
theory of rearrangements in the Heisenberg group proposed in [49].
2.3 RectiHability of the reduced boundary

The reduced boundary of sets with Vnite H -perimeter needs not be recti-
Vable in the standard sense. However, it is rectiVable in an intrinsic sense
that we are going to explain. The main reference is the paper [27]. A
systematic treatment of these topics in the setting of stratiVed groups can
be found in [39].
We need Vrst the notion of C H1 -regular function.
DeHnition 2.15 (C H1 -function). Let A ⊂ Hn be an open set. A function
f : A → R is of class C H1 (A) if:
1) f ∈ C(A);
2) the derivatives X 1 f, . . . , X n f, Y1 f, . . . , Yn f in the sense of distribu-
tions are (represented by) continuous functions in A.
The horizontal gradient of a function f ∈ C H1 (A) is the vector valued
mapping ∇H f ∈ C(A; R2n ), ∇H f = X 1 f, . . . , X n f, Y1 f, . . . , Yn f .
For C H1 -regular functions there is an implicit function theorem (Theo-

rem 6.5 in [27]) that can be used to represent the zero set { f = 0} as an
“intrinsic Lipschitz graph” (see Section 3.1.4).
DeHnition 2.16 (H -regular hypersurface). A set S ⊂ Hn is an H -reg-
ular hypersurface if for all p ∈ S there exists r > 0 and a function
f ∈ C H1 (Br ( p)) such that:

1) S ∩ Br ( p) = q ∈ Br ( p) : f (q) = 0 ;
2) |∇H f ( p)| = 0.
If S ⊂ Hn is a hypersurface of class C 1 in the standard sense, then for

any p ∈ S there exist r > 0 and a function
f ∈ C 1 (Br ( p)) such that
S ∩ Br ( p) = q ∈ Br ( p) : f (q) = 0 and |∇ f ( p)| = 0. However,
the set S needs not be an H -regular hypersurface because it may happen
that |∇H f ( p)| = 0 at some (many) points p ∈ S. On the other hand, the
following theorem, proved in [35] Theorem 3.1, shows that, in general,
H -regular hypersurfaces are not rectiVable.
Theorem 2.17 (Kirchheim-Serra Cassano). There exists an H -regular

surface S ⊂ H1 such that
(5−)/2
H (S) > 0 for all ∈ (0, 1).
In particular, the set S is not 2-rectiFable.
Above, H s is the standard s-dimensional Hausdorff measure in

R . The set S constructed in [35] has Euclidean Hausdorff dimension
3
5/2. Any H -regular surface S ⊂ H1 can be locally parameterized by

a 1/2-Hölder continuous map : R2 → (R2 ) = S ⊂ H1 , i.e.,
d((u), (v)) ≤ C|u − v|1/2 for u, v ∈ R2 , where C > 0 is a constant
and d is the Carnot-Carathéodory distance, see Theorem 4.1 in [35].
DeHnition 2.18. A set ⊂ Hn is SQ−1 -rectiVable if there exists a se-
quence of H -regular hypersurfaces (S j ) j∈N in Hn such that

SQ−1 \ S j = 0.
j∈N
This deVnition is generalized in [43], where the authors study the notion
of a s-rectiVable set in Hn for any integer 1 ≤ s ≤ Q − 1. The deVnition
of s-rectiVability has a different nature according to whether s ≤ n or
s ≥ n + 1. DeVnition 2.18 is relevant because the reduced boundary
of sets with Vnite H -perimeter is rectiVable precisely in this sense. The
following theorem is the main result of [27].
78 Roberto Monti
Theorem 2.19. Let E ⊂ Hn be a set with locally Fnite H -perimeter.

Then the reduced boundary ∂ ∗ E is SQ−1 -rectiFable.
The proof of Theorem 2.19 goes as follows, for details see Theorem
7.1 in [27]. By Lusin’s theorem there are compact sets K j ⊂ ∂ ∗ E, j ∈ N,
and a set N ⊂ ∂ ∗ E such that:
i) μ E (N ) = 0;
ii) ν E : K j → R2n is continuous, for each j ∈ N;
iii) ∂ ∗ E = N ∪ K j.
j∈N
By a Whitney extension theorem (Theorem 6.8 in [27]), it is possible to

construct functions f j ∈ C H1 (Hn ) such that ∇H f j = ν E and f j = 0 on
K j . Then the sets S j = { f j = 0} are H -regular hypersurfaces near K j
and K j ⊂ S j .
3 Area formulas, Hrst variation and H -minimal surfaces

3.1 Area formulas
In this section, we derive some area formulas for H -perimeter of sets with
regular boundary. In particular, we study sets with Euclidean Lipschitz
boundary and sets with “intrinsic Lipschitz boundary”.
3.1.1 Sets with Lipschitz boundary Let E ⊂ Hn be a set with Lipschitz

boundary and denote by N the Euclidean outer unit normal to ∂ E. This
vector is deVned at H 2n -a.e. point of ∂ E. Here and hereafter, H 2n de-
notes the standard 2n-dimensional Hausdorff measure of R2n+1 . Using
the projections of X 1 , . . . , X n , Y1 , . . . , Yn along the normal N , we can
deVne the 2n-dimensional vector Veld N H : ∂ E → R2n

N H = X 1 , N , . . . , X n , N , Y1 , N . . . , Yn , N , (3.1)
where the vector Velds X j , Y j and N are identiVed with elements of

R2n+1 and ·, · is the standard scalar product.
Proposition 3.1. Let E ⊂ Hn be a set with Lipschitz boundary. Then the

H -perimeter of E in an open set A ⊂ Hn is

P(E; A) = |N H |dH 2n , (3.2)
∂ E∩A
where N is the Euclidean (outer) unit normal to ∂ E and |N H | is the

Euclidean norm of N H .

Proof. For any ϕ ∈ Cc1 (A; R2n ) let V = nj=1 ϕ j X j + ϕn+ j Y j be the
horizontal vector Veld with coordinates ϕ. By the standard divergence
theorem and the Cauchy-Schwarz inequality, we have

divH ϕ dzdt = divV dzdt = V, N dH 2n
E E ∂E
n
= ϕ j X j , N + ϕn+ j Y j , N dH 2n
∂ E j=1
n
≤ |ϕ||N H |dH 2n
,
∂ E j=1
and taking the supremum with ϕ∞ ≤ 1 it follows that P(E; A) ≤

|N H |dH 2n .
∂ E∩A
The opposite inequality can be obtained by approximation. By Lusin’s
theorem, for any > 0 there exists a compact set K ⊂ ∂ E ∩ A such that

|N H |dH 2n < ,
(∂ E\K )∩A
and N H : K → R2n is continuous and nonzero. By Tietze’s theorem,

there exists ψ ∈ Cc (A; R2n ) such that ψ∞ ≤ 1 and ψ = N H /|N H | on
K . By molliVcation there exists ϕ ∈ Cc1 (A; R2n ) such that ϕ∞ ≤ 1
and ψ − ϕ∞ < . For such a test function ϕ we have

divH ϕ dzdt ≥ (1 − ) |N H |dH 2n − 2.
E ∂ E∩A
This ends the proof.
3.1.2 Formulas for the horizontal inner normal Let E ⊂ Hn be a set

with Lipschitz boundary and let ϕ ∈ Cc1 (Hn ; R2n ).
From the Gauss-
Green formula (2.6) and from the standard divergence theorem, we have

ϕ, N H dH =2n
divH ϕ dzdt = − ϕ, ν E dμ E .
∂E E Hn
It follows that the perimeter measure has the following representation
μ E = |N H |H 2n
∂ E,
and the measure theoretic inner normal is

NH
νE = − μ E -a.e. on ∂ E. (3.3)
|N H |
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Next, we express ν E in terms of a deVning function for the boundary.

Assume that ∂ E is a C 1 -surface and f ∈ C 1 (A) is a deVning function for
∂ E, i.e., ∂ E ∩ A = { p ∈ A : f ( p) = 0} with |∇ f | = 0 and f < 0 inside
E. Then the outer Euclidean normal to ∂ E is
∇f
N= on ∂ E ∩ A,
|∇ f |
and therefore the vector N H introduced in (3.1) is
∇H f
NH = on ∂ E ∩ A.
|∇ f |
From (3.3), we conclude that the horizontal inner normal is given by
∇H f
νE = − on ∂ E ∩ A, |∇H f | = 0. (3.4)
|∇H f |
Let N E be the horizontal vector with coordinates ν E in the basis
X 1 , . . . , X n , Y1 , . . . , Yn . The vector N E can be recovered in the following
way. Fix on Hn the Riemannian metric making X 1 , . . . , X n , Y1 , . . . , Yn ,
T orthonormal. The Riemannian exterior normal to the surface { f = 0}
is the vector
∇R f
NR = .
|∇R f | R
n
where ∇R f = j=1 (X j f )X j + (Y j f )Y j + (T f )T is the gradient of
f and |∇R f | R is its Riemannian length. Let π R : T p Hn → H p be the
orthogonal projection onto the horizontal plane. Then the vector N E is
precisely
π R (N R )
NE = .
|π R (N R )| R
3.1.3 Area formula for t-graphs We specialize formula (3.2) to the case
of t-graphs. Let D ⊂ R2n = C n
be an open set and let f : D → R be
a function. The set E f = (z, t) ∈ H : t >n f (z), z ∈ D} is called
n
t-epigraph of f . The set gr( f ) = (z, t) ∈ H : t = f (z), z ∈ D} is

called t-graph of f .
Proposition 3.2 (Area formula for t-graphs). Let D ⊂ R2n be an open
set and let f : D → R be a Lipschitz function. Then we have

P(E f ; D × R) = |∇ f (z) + 2z ⊥ |dz, (3.5)
D
where z ⊥ = (x, y)⊥ = (−y, x).

Proof.
The outer normal to ∂ E f ∩ (D × R) = gr( f ) is N = (∇ f, −1)/
1 + |∇ f |2 , and so, for any j = 1, . . . , n, we have
∂x j f − 2y j ∂ y j f + 2y j
N, X j = , N, Y j = ,
1 + |∇ f |2 1 + |∇ f |2
and thus
|∇ f + 2z ⊥ |
|N H | = .
1 + |∇ f |2
By formula (3.2) and by the standard area formula for graphs, we obtain

P(E f ; D × R) = |N H |dH =2n
|∇ f (z) + 2z ⊥ |dz
gr( f ) D
The area formula (3.5) is the starting point of many investigations on

H -minimal surfaces. Epigraphs of the form E f = {t > f (z)} are sys-
tematically studied in [71]. In particular, in Theorem 3.2 of [71] the
authors compute the relaxed functional in L 1 (D) of the area functional
A : C 1 (D) → [0, ∞]

A (f) = |∇ f (z) + 2z ⊥ |dz.
D
They also prove existence of minimizers with a trace constraint when D

is a bounded open set with Lipschitz boundary (Theorem 1.4) and they
show that minimizers are locally bounded (Theorem 1.5). The Lipschitz
regularity of minimizers under the bounded slope condition is proved
in [63].
3.1.4 Area formula for intrinsic graphs Let S ⊂ Hn be a C H1 -regular

hypersurface. Then we have S = { f = 0} with f ∈ C H1 satisfying
|∇H f | = 0. Up to a change of coordinates, we can assume that locally
we have X 1 f > 0. Then each integral line of X 1 meets S in one single
point: S is a graph along X 1 . These considerations lead to the following
deVnitions.
The line Wow of the vector Veld X 1 starting from the point (z, t) ∈ Hn
is
exp(s X 1 )(z, t) = (z + se1 , t + 2y1 s), s ∈ R,
where e1 = (1, 0, . . . , 0) ∈ R2n and z = (x, y) ∈ Cn = R2n , with
x = (x1 , . . . , xn ) and y = (y1 , . . . , yn ).
We Vx a domain of initial points. The most natural choice
is to consider
the vertical hyperplane W = (z, t) ∈ Hn : x1 = 0 , that is identiVed
with R2n with the coordinates w = (x2 , . . . , xn , y1 , . . . , yn , t).
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DeHnition 3.3 (Intrinsic epigraph and graph). Let D ⊂ W be a set

and let ϕ : D → R be a function. The set

E ϕ = exp(s X 1 )(w) ∈ Hn : s > ϕ(w), w ∈ D
is called intrinsic epigraph of ϕ along X 1 . The set

gr(ϕ) = exp(ϕ(w)X 1 )(w) ∈ Hn : w ∈ D (3.6)
is called intrinsic graph of ϕ along X 1 .

In DeVnition 3.8, there is an equivalent point of view on intrinsic
graphs.
We are going to introduce a nonlinear gradient for functions ϕ : D →
R. First, let us introduce the Burgers’ operator B : Liploc (D) → L ∞
loc (D)
∂ϕ ∂ϕ
Bϕ = − 4ϕ . (3.7)
∂ y1 ∂t
Next, notice that the vector Velds X 2 , . . . , X n , Y2 , . . . , Yn can be naturally

restricted to W .
DeHnition 3.4 (Intrinsic gradient). The intrinsic gradient of a function
ϕ ∈ Liploc (D) is the vector valued mapping ∇ ϕ ϕ ∈ L ∞ loc (D; R
2n−1
)

∇ ϕ ϕ = X 2 ϕ, . . . , X n ϕ, Bϕ, Y2 ϕ, . . . , Yn ϕ).
When n = 1, the deVnition reduces to ∇ ϕ ϕ = Bϕ.

With abuse of notation, we deVne the cylinder over D ⊂ W along X 1
as the set

D · R = exp(s X 1 )(w) ∈ Hn : w ∈ D and s ∈ R .
When D ⊂ W is open, the cylinder D · R is an open set in Hn . The

general version of the following proposition is presented in Theorem 3.9.
Proposition 3.5. Let D ⊂ W be an open set and let ϕ : D → R be a

Lipschitz function. Then the H -perimeter of the intrinsic epigraph E ϕ in
the cylinder D · R is

P(E ϕ ; D · R) = 1 + |∇ ϕ ϕ|2 dw, (3.8)
D
where dw is the Lebesgue measure in R2n .

Proof. We prove the claim in the case n = 1. The intrinsic graph map-
ping : D → H1 is (y, t) = exp(ϕ(y, t)X)(0, y, t) = (ϕ, y, t +2yϕ),
and thus

e1 e2 e3

y ∧ t = ϕ y 1 2ϕ + 2ϕ y = 1 + 2yϕt )e1 + 2ϕϕt − ϕ y )e2 − ϕt e3 .
ϕt 0 1 + 2yϕt
The Euclidean outer normal to the intrinsic graph ∂ E ϕ ∩ (D · R) is the

vector N = − y ∧ t /| y ∧ t | and thus
−1 ϕ y − 4ϕϕt Bϕ
N, X = and N, Y = = .
| y ∧ t | | y ∧ t | | y ∧ t |
From formula (3.2) and from the standard area formula for graphs, we
obtain

P(E ϕ ; D · R) = |N H |dH2
∂ E ϕ ∩D·R
!
1 (Bϕ)2
= + | y ∧ t |dydt
D | y ∧ t |2 | y ∧ t |2

= 1 + |∇ ϕ ϕ|2 dydt.
D
The area formula (3.8) was originally proved for boundaries that are C H1 -
regular hypersurfaces (see [27] Theorem 6.5 part (vi) and [4] Proposition
2.22). It was later generalized to intrinsic Lipschitz graphs.
DeHnition 3.6. Let D ⊂ W = R2n be an open set and let ϕ ∈ C(D) be
a continuous function.
i) We say that Bϕ exists in the sense of distributions and is represented
by a locally bounded function, Bϕ ∈ L ∞ loc (D), if there exists a function
ψ ∈ L∞ loc (D) such that for all ϑ ∈ C 1
c (D) there holds

∂ϑ ∂ϑ
ϑ ψ dw = − ϕ − 2ϕ 2 dw.
D D ∂ y1 ∂t
ii) We say that the intrinsic gradient ∇ ϕ ϕ ∈ L ∞ loc (D; R

2n−1
) exists in
the sense of distributions if X 1 ϕ, . . . , X n ϕ, Bϕ, Y2 ϕ, . . . , Yn ϕ are repre-
sented by locally bounded functions in D.
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We introduce intrinsic Lipschitz graphs along any direction. Theorem

3.9 below relates such graphs to the boundedness of the intrinsic gradient
∇ ϕ ϕ.
Let ν ∈ R2n , |ν| = 1, be a unit vector that is identiVed with (ν, 0) ∈
Hn . For any p ∈ Hn , we let ν( p) = p, νν ∈ Hn and we deVne ν ⊥ ( p) ∈
∂ Hν ⊂ Hn as the unique point such that
p = ν ⊥ ( p) · ν( p). (3.9)
Recall that · ∞ is the box-norm introduced in (1.11).

DeHnition 3.7 (Intrinsic cones). i) The (open) cone with vertex 0 ∈ Hn ,
axis ν ∈ R2n , |ν| = 1, and aperture α ∈ (0, ∞] is the set

C(0, ν, α) = p ∈ Hn : ν ⊥ ( p)∞ < αν( p)∞ . (3.10)
ii) The cone with vertex p ∈ Hn , axis ν ∈ R2n , and aperture α ∈ (0, ∞]
is the set C( p, ν, α) = p · C(0, ν, α).
DeHnition 3.8 (Intrinsic Lipschitz graphs). Let D ⊂ ∂ Hν be a set and
let ϕ : D → R be a function.
i) The intrinsic graph of ϕ is the set

gr(ϕ) = p · ϕ( p)ν ∈ Hn : p ∈ D . (3.11)
ii) The function ϕ is L-intrinsic Lipschitz if there exists L ≥ 0 such that

for any p ∈ gr(ϕ) there holds
gr(ϕ) ∩ C( p, ν, 1/L) = ∅. (3.12)
When ν = e1 , the deVnition in (3.11) reduces to the deVnition in (3.6).

Namely, let ϕ : D → R be a function with D ⊂ W = {x1 = 0}. For any
w ∈ D, we have the identity
exp(ϕ(w)X 1 )(w) = w · (ϕ(w)e1 ),
where ϕ(w)e1 = (ϕ(w), 0 . . . , 0) ∈ Hn . Then the intrinsic graph of ϕ is

the set
gr(ϕ) = w · (ϕ(w)e1 ) ∈ Hn : w ∈ D .
The notion of intrinsic Lipschitz function of DeVnition 3.8 is introduced
in [30]. The cones (3.10) are relevant in the theory of H -convex sets [5].
The following theorem is the Vnal result of many contributions.
Theorem 3.9. Let ν = e1 , D ⊂ ∂ Hν be an open set, and ϕ : D → R be

a continuous function. The following statements are equivalent:
A) We have ∇ ϕ ϕ ∈ L ∞
loc (D; R
2n−1
).
B) For any D D, the function ϕ : D → R is intrinsic Lipschitz.
Moreover, if A) or B) holds then the intrinsic epigraph E ϕ ⊂ Hn has lo-
cally Fnite H -perimeter in the cylinder D ·R, the inner horizontal normal
to ∂ E ϕ is
1 −∇ ϕ ϕ(w)
ν Eϕ (w · ϕ(w)) = , ,
1 + |∇ ϕ ϕ(w)|2 1 + |∇ ϕ ϕ(w)|2 (3.13)
for L -a.e. w on D,
2n
and, for any D ⊂ D, we have

P(E ϕ ; D · R) = 1 + |∇ ϕ ϕ|2 dw = cn SQ−1 (gr(ϕ) ∩ D · R).
D
(3.14)
The equivalence between A) and B) is a deep result that is proved in [7],
Theorem 1.1. Formula (3.13) for the normal and the area formula (3.14)
are proved in [16] Corollary 4.2 and Corollary 4.3, respectively. A related
result can be found in [56], where it is proved that if E ⊂ Hn is a set with
Vnite H -perimeter having controlled normal ν E , say ν E , e1 ≥ k > 0
μ E -a.e., then the reduced boundary ∂ ∗ E is an intrinsic Lipschitz graph
along X 1 .
3.2 First variation and H -minimal surfaces

In this section, we deduce the minimal surface equation for H -minimal
surfaces in the special but important case of t-graphs. We show that H -
minimal surfaces in H1 are ruled surfaces. These facts have been ob-
served by several authors.
In Section 3.2.2, we review some results established in [12] and [14]
about the characteristic set of surfaces in H1 with “controlled curvature”,
see Theorem 3.15 below.
3.2.1 First variation of the area for t-graphsLet D ⊂ R2n be an open

set and let f ∈ C (D) be a function. Assume that the t-epigraph of f ,
2
the set
E = (z, t) ∈ Hn : t > f (z), z ∈ D ,
is H -perimeter minimizing in the cylinder A = D × R. This means that
if F ⊂ Hn is a set such that EF A then P(E; A) ≤ P(F; A). Here
86 Roberto Monti
and in the following, EF = E \ F ∪ F \ E denotes the symmetric

difference of sets.
Let ( f ) = {z ∈ D : ∇ f (z) + 2z ⊥ = 0} be the characteristic set of
f . At points p = (z, f (z)) ∈ ∂ E with z ∈ ( f ) we have T p ∂ E = H p ,
the horizontal plane and the tangent plane to ∂ E at p coincide. These
points are called characteristic points of the surface S = ∂ E. The set of
characteristic points of S is denoted by (S).
By the area formula (3.5), we have

⊥
P(E; A) = |∇ f (z) + 2z |dz = |∇ f + 2z ⊥ |dz.
D D\( f )
By the minimality of E, for any ∈ R and ϕ ∈ Cc∞ (D) we have

⊥
|∇ f + 2z |dz ≤ |∇ f + ∇ϕ + 2z ⊥ |dz
D\( f ) D

= |∇ f + ∇ϕ + 2z ⊥ |dz + ||
D\( f )

× |∇ϕ|dz = ψ().
( f )
If f ∈ C 2 then ( f ) is (contained in) a C 1 hypersurface of D, see Sec-

tion 3.2.2, and therefore |( f )| = 0. If we only have f ∈ C 1 , this is no
longer true. When |( f )| = 0, the function ψ is differentiable at = 0
and the minimality of E implies ψ (0) = 0. We deduce that for any test
function ϕ we have

∇ f + 2z ⊥ , ∇ϕ
dz = 0.
D\( f ) |∇ f + 2z ⊥ |
If ϕ ∈ Cc1 (D \ ( f )), we can integrate by parts with no boundary contri-

bution obtaining
∇ f + 2z ⊥
div ϕdz = 0. (3.15)

D\( f ) |∇ f + 2z ⊥ |
When the support of ϕ intersects ( f ), there is a contribution to the Vrst

variation due to the characteristic set, see Theorem 3.17. From (3.15),
we deduce that the function f satisVes the following partial differential
equation
∇ f + 2z ⊥
div = 0 in D \ ( f ). (3.16)
|∇ f + 2z ⊥ |
This is the H -minimal surface equation for f , in the case of t-graphs.

It is a degenerate elliptic equation. A solution f ∈ C 2 (D) to (3.16)
is calibrated and the epigraph of f is H -perimeter minimizing over the
cylinder D \ ( f ) × R
DeHnition 3.10 (H -curvature and H -minimal graphs). For any f ∈
C 2 (D) and z ∈ D \ ( f ), the number
∇ f (z) + 2z ⊥
H (z) = div ,
|∇ f (z) + 2z ⊥ |
is called H -curvature of the graph of f at the point (z, f (z)). If H = 0
we say that gr( f ) is an H -minimal graph (surface).
We specialize the analysis to the dimension n = 1, where the minimal

surface equation (3.16) has a clear geometric meaning. If n = 1, then
∂ E ∩ (D × R) = gr( f ) is a 2-dimensional surface.
At noncharacteristic points p = (z, f (z)) ∈ ∂ E with z ∈ D \ ( f ),
we have dim(T p ∂ E ∩ H p ) = 1. A section of T p ∂ E ∩ H p is the vector
Veld
1
V = − ( f y + 2x)X + ( f x − 2y)Y .
|∇ f + 2z ⊥ |
Let γ : (−δ, δ) → H1 , δ > 0, be the curve such that γ (0) = p ∈ ∂ E and
γ̇ = V (γ ). The curve γ is horizontal because V is horizontal. Moreover,
we have γ (t) ∈ ∂ E for all t ∈ (−δ, δ) because V is tangent to ∂ E.
Consider the vector Velds in D \ ( f )

∇ f + 2z ⊥ ⊥ − f y − 2x, f x − 2y
N f (z) = and N f (z) = .
|∇ f + 2z ⊥ | |∇ f + 2z ⊥ |
The vector Veld N ⊥f is the projection of V onto the x y-plane. The hor-
izontal projection of γ , the curve κ = (γ1 , γ2 ), satisVes κ(0) = z 0 and
solves the differential equation κ̇ = N ⊥f (κ). Then the vector N f is a
normal vector to the curve κ.
Viceversa, let κ be the solution of κ̇ = N ⊥f (κ) and κ(0) = z 0 and let
γ be the horizontal lift of κ with γ (0) = p = (z 0 , f (z 0 )) ∈ ∂ E. Then γ
solves γ̇ = V (γ ) and is contained in ∂ E.
We summarize these observations in the following proposition.
Proposition 3.11. Let S = gr( f ) ⊂ H1 be the graph of a function f ∈
C 1 (D). Then:
1) The horizontal projection κ of a horizontal curve γ contained in S \

(S) solves κ̇ = N ⊥f (κ).
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2) The horizontal lift γ of a curve κ solving κ̇ = N ⊥f (κ) in D \ ( f ) is

contained in S, if γ starts from S.
Now it is straightforward to prove the following result.
Theorem 3.12 (Structure of H -minimal surfaces). Let D ⊂ C be an

open set and let f ∈ C 2 (D) be a function such that gr( f ) is an H -
minimal surface. Then for any z 0 ∈ D \ ( f ) there exists a horizontal
line segment contained in gr( f ) and passing through (z 0 , f (z 0 )).
Proof. Let γ be the horizontal curve passing through p = (z 0 , f (z 0 ))

and contained in gr( f ). The horizontal projection κ solves κ̇ = N f (κ)⊥ .
The minimal surface equation (3.16) reads
div N f (z) = 0 in D \ ( f ),
where N f is a unit normal vector Veld of κ. Thus κ is a curve with

curvature 0 and thus it is a line segment. Its horizontal lift is also a line
segment.
Remark 3.13. If H : D \ ( f ) → R is the H -curvature of the graph of

f , then the partial differential equation
∇ f (z) + 2z ⊥
div = H (z), in D \ ( f ) ⊂ C,
|∇ f (z) + 2z ⊥ |
implies that an integral curve κ of the vector Veld N ⊥f has curvature

H (κ). When H is a nonzero constant, κ is a circle. This is relevant
in the Heisenberg isoperimetric problem.
Equation (3.16) can be given a meaning along integral curves of N ⊥f
without assuming the full C 2 regularity of f , see [13]. See also Section
4.3 for the problem of integrating the H -curvature equation for a convex
function f .
3.2.2 Characteristic pointsLet D ⊂ C2n be an open set and let f ∈

C (D). Consider the mapping : D → R2n
2
(z) = ∇ f (z) + 2z ⊥ , z ∈ D.
The point z = x + i y ∈ ( f ) is characteristic if and only if (z) = 0,

namely,
1 (z) = ∇x f (z) − 2y = 0
2 (z) = ∇ y f (z) + 2x = 0.
If z 0 ∈ ( f ) is a point such that det(J (z 0 )) = 0 then is a local C 1

diffeomorphism at z 0 and thus z 0 is an isolated point of ( f ).
In general, for any z 0 ∈ ( f ) there exists > 0 such that ( f ) ∩
{|z − z 0 | < } is contained in the graph of a C 1 function. For instance, in
the case n = 1 we have
|∂ y 1 (z)| + |∂x 2 (z)| = | f x y (z) − 2| + | f x y (z) + 2| = 0,
and the claim follows from the implicit function theorem. We used the
C 2 regularity of f to have equality of mixed derivatives f x y = f yx .
When f is less than C 2 -regular, the characteristic set ( f ) may be
large.
Theorem 3.14 (Balogh). Let D = (0, 1) × (0, 1)
"⊂ R be the square.
2
For any > 0 there exists a function f ∈ C 1,α (D) such that
0<α<1
|( f )| > 1 − .
This theorem is proved in [6] by the following construction. Given a
continuous mapping F : D → R2 one has to Vnd a function such that
∇ f = F on a large subset of D. The construction starts from a Cantor
type subset of D with large measure. The function f is deVned in a
recursive way starting from suitable means of F in the subsquares of D
generating the Cantor set.
The following theorem, proved in [14], shows that if H -curvature is
suitably bounded near characteristic points then ( f ) consists, for n = 1,
either of isolated points or, locally, of C 1 graphs over intervals. Gener-
alizations to the case f ∈ C 1 (D), with some further technical assump-
tions, are given in [15]. For surfaces of class C 2 the curvature H needs
not be integrable for the standard area element near the characteristic set,
see [22].
Theorem 3.15 (Cheng-Hwang-Malchiodi-Yang). Let D ⊂ C be an
open set, f ∈ C 2 (D) and z 0 ∈ ( f ). Assume that:
1) det(J (z 0 )) = 0.
2) For any z ∈ D \ ( f ) we have
∇ f (z) + 2z ⊥
div = H (z), (3.17)

|∇ f (z) + 2z ⊥ |
where H : D \ ( f ) → R is a continuous function such that
C
|H (z)| ≤ , z ∈ D \ ( f ) (3.18)
|z − z 0 |
for some constant C > 0.
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Then there exists > 0 such that ( f ) ∩ {|z − z 0 | < } is the graph of a
C 1 function deFned over an open interval.
Proof. Since det(J (z 0 )) = 0 then the Jacobian matrix J (z 0 ) has rank
at most 1. On the other hand, the antidiagonal of J (z 0 ) never vanishes
and thus the rank is precisely 1. Up to the sign, there exists a unique unit
vector w ∈ R2 , |w| = 1, that is orthogonal to the range of the transposed
Jacobian matrix J (z 0 )∗ .
For u ∈ R2 , we deVne the function u : D → R, u = , u =
/ Ker(J (z 0 )∗ ) then
u 1 ( f x − 2y) + u 2 ( f y + 2x). If u ∈
∇u (z 0 ) = J (z 0 )∗ u = 0,
and thus the equation u = 0 deVnes a C 1 curve κu : (−s0 , s0 ) → R2 ,

for some s0 > 0, such that κu (0) = z 0 and u (κu ) = 0. The image
of this curve is a graph over an interval. We can assume that |κ̇u | = 1.
Differentiating u (κu ) = 0 we obtain ∇u (κu ), κ̇u = 0, and therefore
at s = 0 we have
J (z 0 )∗ u, κ̇u (0) = 0.
Then, up to the sign we have κ̇u (0) = w. The derivative κ̇u (0) is inde-
pendent of u ∈/ Ker(J (z 0 )∗ ).
For some small > 0, we have ( f ) ∩ {|z − z 0 | < } ⊂ {κu (s) ∈ R2 :
|s| < s0 }∩{|z−z 0 | < }. We claim that the inclusion is an identity of sets.
By contradiction assume that for any δ > 0 there are 0 ≤ s1 < s2 ≤ δ
such that κu (s) ∈
/ ( f ) for s1 < s < s2 , and κu (s1 ), κu (s2 ) ∈ ( f ).
Without loss of generality, we assume that s1 = 0 and s2 = δ, where
δ > 0 is as small as we wish.
The deVning equation (κu ), u = u (κu ) = 0 implies that, for 0 <
s < δ, the vector
(κu (s))
N f (κu (s)) = = ±u ⊥ (3.19)
|(κu (s))|
is constant, either +u ⊥ or −u ⊥ , where u ⊥ = (−u 2 , u 1 ).

/ Ker(J (z 0 )∗ ),
There exists a unit vector v ∈ R2 such that v ∈
u − v, w = 0 and u + v, w = 0. (3.20)
The equation v = 0 deVnes a C 1 curve κv : (−s̄0 , s̄0 ) → R2 such that

κv (0) = z 0 , κ̇v (0) = w, |κ̇v | = 1 and v (κv ) = 0. There is a number δ̄ >
0 such that κv (δ̄) = κu (δ) and κv (s) ∈ / ( f ) for 0 < s < δ̄. As above,
the equation (κv ), v = v (κv ) = 0 implies that, for 0 < s < δ̄, the
vector N f (κv (s)) = ±v ⊥ is constant.
Let A ⊂ R2 be the region enclosed by the curves κu restricted to [0, δ]

and κv restricted to [0, δ̄]. Integrating the equation (3.17) over A, using
the divergence theorem and (3.18), we obtain

N f , N dH 1 = div N f (z) dz
∂A
A
(3.21)
1
= H (z)dz ≤ C dz,
A A |z − z 0 |
where N is the exterior normal to ∂ A. Namely, along κu we have N = κ̇u⊥

and along κv we have N = −κ̇v⊥ , or viceversa.
Using (3.19), we can compute the integral
δ
N f , N dH =
1
N f (κu (s)), κ̇u⊥ (s)ds
κu ([0,δ]) 0
= ±u ⊥ , κu (δ)⊥ − z 0⊥
= ±u, κu (δ) − z 0 ,
where κu (δ) − z 0 = δw + o(δ) as δ → 0. Analogously, using κv (δ̄) =
κu (δ) we obtain
δ̄
N f , N dH 1 = − N f (κv (s)), κ̇v⊥ (s)ds = −±v, κu (δ)−z 0 ,
κv ([0,δ̄]) 0
and, therefore, by (3.20) we have for δ > 0 small

δ

N f , N dH 1 ≥ u ± v, δw + o(δ) ≥ |u ± v, w|. (3.22)
∂A 2
Fix
a parameter > 0. For δ > 0 small, we have the inclusion A ⊂
z 0 + rweiϑ ∈ C : 0 ≤ r ≤ δ, |ϑ| ≤ . Using polar coordinates
centered at z 0 , we Vnd

1
dz ≤ 2δ, (3.23)
A |z − z 0 |
and, from (3.21)-(3.22)-(3.23), we obtain 2δ |u ± v, w| ≤ 2δC, that is

a contradiction if we choose > 0 such that 4C < |u ± v, w|.
Let D ⊂ C be an open set, f ∈ C 2 (D), and assume that ( f ) is a C 1
curve disconnecting D. Then we have the partition
D = D + ∪ D − ∪ ( f )
where D + , D − ⊂ D are disjoint open sets. In [14], Proposition 3.5, it
is shown that the vector N f extends to ( f ) from D + and from D − ,
separately.
92 Roberto Monti
Theorem 3.16. In the above setting, for any z 0 ∈ ( f ) the following

limits do exist
N f (z 0 )+ = z→z
lim N f (z),
0
z∈D +
N f (z 0 )− = z→z
lim N f (z),
0
z∈D −
and moreover N f (z 0 )+ = −N f (z 0 )− .
Proof. Without loss of generality, we assume that z 0 = 0. We have either

f x y (0) − 2 = 0 or f x y (0) + 2 = 0. Assume that f x y (0) − 2 > 0.
Then
f x − 2y = 0 is a deVning
equation for ( f ) near 0 and ( f ) =
(x, ϕ(x)) ∈ R2 : |x| < δ , where ϕ ∈ C 1 (−δ, δ) is such that ϕ(0) = 0,
and

D + = (x, y) ∈ D : y > ϕ(x) = z ∈ D : f x (z) − 2y > 0 ,

D − = (x, y) ∈ D : y < ϕ(x) = z ∈ D : f x (z) − 2y < 0 .
By Cauchy theorem, for any x ∈ (−δ, δ) and for any y > ϕ(x) there
exists ϕ̄(x) ∈ (ϕ(x), y) such that
f y (x, y) + 2x f yy (x, ϕ̄(x))
= .
f x (x, y) − 2y f x y (x, ϕ̄(x)) − 2
When x → 0 and y → 0 we also have ϕ(x̄) → 0. Then we have

f y (z) + 2x f yy (0)
lim = = b.
z→0 f x (z) − 2y f x y (0) − 2
z∈D +
Using f x (z) − 2y > 0 on D + , it follows that
∇ f (z) + 2z ⊥ (1, b)
N f (0)+ = lim N f (z) = lim =√ .
z→0 z→0 |∇ f (z) + 2z |
⊥
1 + b2
z∈D + z∈D +
An analogous computation using f x (z) − 2y < 0 on D − shows that
∇ f (z) + 2z ⊥ (1, b)
N f (0)− = lim N f (z) = lim = −√ .
z→0 z→0 |∇ f (z) + 2z ⊥ | 1 + b2
z∈D − z∈D −
For H -minimal graphs, the vectors N +f and N −f are tangent to the C 1

curve ( f ). The following theorem and Theorem 3.16 fail when we
have only f ∈ C 1,1 , see Section 5.2.2.
Theorem 3.17. In the above setting, assume that the epigraph of f ∈

C 2 (D) is H -perimeter minimizing in the cylinder D × R. Then we have
N +f , N = N −f , N = 0 on ( f ),
where N is the normal to the C 1 curve ( f ).

Proof. Let ϕ ∈ Cc1 (D) be a test function and consider the function

ψ() = |∇ f + ∇ϕ + 2z ⊥ |dz, ∈ (−0 , 0 ).
D
If the epigraph of f is H -perimeter minimizing then

∇ f + 2z ⊥ , ∇ϕ
0 = ψ (0) = dz.
D |∇ f + 2z ⊥ |
By |( f )| = 0 and by (3.16), this is equivalent to
∇ f + 2z ⊥
∇ f + 2z ⊥
div ϕ dz + div ϕ dz = 0.
D+ |∇ f + 2z ⊥ | D− |∇ f + 2z ⊥ |
Denoting by N the exterior unit normal to D + along ( f ) and by N +f

and N −f the traces of N f onto ( f ) from D + and D − , the divergence
theorem gives

0= ϕN, N +f dH 1 − ϕN, N −f dH 1
( f ) ( f )

=2 ϕN, N +f dH 1 .
( f )
In fact, by Theorem 3.16 we have N −f = −N +f . Since ϕ is arbitrary, we

conclude that N, N +f = 0 on ( f ).
3.2.3 First variation of the area functional for intrinsic graphs By (3.14),
the H -perimeter of the intrinsic epigraph E ϕ along X 1 of an intrinsic
Lipschitz function ϕ : D → R, D ⊂ Cn open set, is

A (ϕ) = P(E ϕ ; D · R) = 1 + |∇ ϕ ϕ|2 dw, (3.24)
D
where ∇ ϕ ϕ is a distribution represented by L ∞ (D; R2n−1 ) functions. It

is not clear how to compute the Vrst variation of the area functional A
within the class of intrinsic Lipschitz functions. In fact, this class is not
94 Roberto Monti
a vector space because the Burgers’ operator is nonlinear. Even for a

smooth function ψ ∈ C ∞ (D) we have
B(ϕ +ψ) = ϕ y +ψ y −4(ϕ +ψ)(ϕt +ψt ) = Bϕ +Bψ −4(ϕψt +ψϕt ),
and the distributional derivative ϕt is not represented by an L ∞ function.

So, if ϕ is only intrinsic Lipschitz it may happen that P(E ϕ+ψ ; D · R) =
∞ for any small perturbation ψ = 0. The reason of this phenomenon
is that the variation of the intrinsic graph of ϕ along X 1 is not a contact
deformation. On the other hand, if we had ϕt ∈ L ∞ loc then the intrinsic
graph would have the standard Lipschitz regularity.
Assuming the Lipschitz regularity for ϕ, the Vrst variation for the area
functional A in (3.24), namely the condition
d
A (ϕ + ψ) = 0 for any ψ ∈ Cc∞ (D),
d
leads to the following minimal surface equation for a minimizer ϕ in D:
∂ ∂
Bϕ n X jϕ
− 4ϕ + Xj
∂y ∂t 1 + |∇ ϕ ϕ|2 j=2 1 + |∇ ϕ ϕ|2

(3.25)
Yjϕ
+ Yj = 0.
1 + |∇ ϕ ϕ|2
This equation, but in a different system of coordinates, is the starting

point of the papers [10] and [9], where the authors study the regularity
of vanishing viscosity Lipschitz continuous solutions. When n ≥ 2, van-
ishing viscosity solutions are C ∞ -smooth. When n = 1, their intrinsic
graph is foliated by horizontal lines.
3.3 First variation along a contact Iow

In this section, we present a formula for computing the Vrst variation
of H -perimeter for any set with Vnite H -perimeter. This result can be
extended to SQ−1 -rectiVable sets in the sense of DeVnition 2.18 and is
a joint result with D. Vittone. We give the proof in the smooth case, the
technical details for the general case will appear elsewhere. First and
second order variation formulas are discussed also in [45], [18], and [31].
Let A ⊂ Hn be an open set. A diffeomorphism : A → Hn is said to
be a contact map if for any p ∈ A the differential ∗ : T p Hn → T( p) Hn
maps the horizontal space H p into H( p) :
∗ (H p ) = H( p) , p ∈ A. (3.26)
A one-parameter Wow (s )s∈R of diffeomorphisms in Hn is a contact Gow

if each s is a contact map. Contact Wows are generated by contact vector
Velds.
A contact vector Veld in Hn is a vector Veld of the form
n
Vψ = −4ψ T + (Y j ψ)X j − (X j ψ)Y j , (3.27)
j=1
where ψ ∈ C ∞ (Hn ) is the generating function of the vector Veld (see

[36]). For any compact set K ⊂ Hn , there exist δ = δ(ψ, K ) > 0
and a Wow : [−δ, δ] × K → Hn deVned by (s, ˙ p) = Vψ ((s, p))
and (0, p) = p for any s ∈ [−δ, δ] and p ∈ K . We call the Wow
generated by ψ. We also let s = (s, ·).
Related to the function ψ, we have, at any point p ∈ Hn , the real
quadratic form Qψ : H p → R
n
n
Qψ x j X j + yjYj = xi x j X j Yi ψ
j=1 i, j=1
(3.28)
+ x j yi (Yi Y j ψ − X j X i ψ)
− yi y j Y j X i ψ,
where x j , y j ∈ R, and ψ with its derivatives are evaluated at p. In the
we identify a vector ν = ν( p) ∈ R2n , p ∈ Hn , with the horizontal
sequel,
vector nj=1 ν j X j ( p)+νn+ j Y j ( p). The quadratic form Qψ (ν) is deVned
accordingly.
Theorem 3.18. Let A ⊂ Hn be an open set and let : [−δ, δ] × A →
Hn , δ = δ(ψ, A) > 0, be the Gow generated by ψ ∈ C ∞ (Hn ). Then there
exists a constant C = C(ψ, A) > 0 such that for any set E ⊂ Hn with
Fnite H -perimeter in A we have

P(s (E); s (A)) − P(E; A) + s 4(n + 1)T ψ + Qψ (ν E ) dμ E

A
≤ C P(E; A) s 2
(3.29)
for any s ∈ [−δ, δ].
Proof. We prove the theorem when ∂ E ∩ A is a C ∞ smooth hypersurface.
We deduce formula (3.29) from the Taylor expansion for the standard
perimeter. Let E s = s (E) and As = s (A). Then ∂ E s ∩ As = s (∂ E ∩
A) is a C ∞ smooth 2n-dimensional hypersurface. By the area formula
(3.2), we have

P(E; A) = K dH 2n
and P(E s ; As ) = K s dH 2n ,
∂ E∩A ∂ E s ∩As
96 Roberto Monti
where H 2n
is the standard 2n-dimensional Hausdorff measure of R2n+1 ,

n
1/2
K = X j , N 2 + Y j , N 2 ,
j=1

n
1/2
Ks = X j , Ns 2 + Y j , Ns 2 ,
j=1
and N , Ns are the standard Euclidean unit normals to ∂ E ∩ A and ∂ E s ∩

As , respectively. We Vx a coherent orientation.
By the standard Taylor formula for the area, we have

K s dH 2n
= K s ◦ s Js dH 2n
, (3.30)
∂ E s ∩As ∂ E∩A
where Js : ∂ E ∩ A → R is the Jacobian determinant of s restricted

to ∂ E:
# ∗
Js = det J s ∂ E ◦ J s ∂ E . (3.31)
This Jacobian determinant has the following Vrst order Taylor expansion
in s

Js = 1 + s div Vψ − (J Vψ )N, N + O(s 2 ) on ∂ E ∩ A, (3.32)
where div Vψ is the standard divergence of the vector Veld Vψ generating

the Wow and J Vψ is the Jacobian matrix of Vψ . Here, the vector Veld
Vψ is identiVed with the mapping given by the coefVcients of Vψ in the
standard basis. The remainder O(s 2 ) in (3.32) satisVes |O(s 2 )| ≤ C1 s 2
for some constant C1 = C1 (ψ, A) > 0.
We compute the derivative of the function s
→ K s ◦ s . We start from
the derivative of s
→ M(s) = Ns (s ). Let us Vx a frame V1 , . . . , V2n
of orthonormal vector Velds (in the standard scalar product) tangent to
∂ E ∩ . This frame does always exist locally. As the vector Velds
J s V1 , . . . , J s V2n are tangent to ∂ E s ∩ s we can differentiate the
identities J s Vi , M(s) = 0, i = 1, . . . , 2n. We obtain
J Vψ (s )Vi ), M(s) + J s Vi , M (s) = 0. (3.33)
On the other hand, differentiating the identity |Ns |2 = 1 we deduce that

M (s), Ns (s ) = 0. Using (3.33), we deduce that at the point s = 0 we
have

2n
2n

M (0) = Vi , M (0)Vi = − (J Vψ )Vi , N Vi
i=1 i=1

2n (3.34)
=− Vi , (J Vψ )∗ N Vi
i=1
= (J Vψ )∗ N, N N − (J Vψ )∗ N .
Using the property of Wows, we can repeat the computation for any s and
we Vnd the formula
M (s) = (J Vψ )∗ Ns , Ns Ns − (J Vψ )∗ Ns , (3.35)
where the right-hand side is evaluated at s .
Now let X be any smooth vector Veld in Hn and consider the function
FX (s) = X, Ns (s ). The derivative of FX is
FX (s) = (J X)Vψ (s ), M(s) + X (s ), M (s),
where J X is the Jacobian matrix of the mapping given by the coefVcients

of X. We may also use the notation (J X)Vψ = Vψ X, where Vψ acts on
the coefVcients of X. Using (3.35), we obtain
$ %
FX (s) = (J X)Vψ , Ns + X, (J Vψ )∗ Ns , Ns Ns − (J Vψ )∗ Ns
(3.36)
= [Vψ , X], Ns + (J Vψ )Ns , Ns X, Ns .
The right-hand side is evaluated at s .
As Vψ is of the form (3.27), the commutators [Vψ , X j ] and [Vψ , Y j ]
are horizontal vector Velds, i.e., linear combinations of X i and Yi . From
(3.36) it follows that FX j and FY j are homogeneous functions of degree
1 with respect to X i , Ns and Yi , Ns , i = 1, . . . , n.
As s is a contact Wow, by (3.26) we have K ( p) = 0 if and only if
K s (s ( p)) = 0. Assuming that K ( p) = 0, we can thus compute the
derivative (in the sequel we omit reference to p ∈ ∂ E ∩ A)
d K s ◦ s 1 n
= X j , Ns FX j (s) + Y j , Ns FY j (s), (3.37)
ds K s j=1
and using (3.36) we obtain the formula

d K s ◦ s
= K s ((J Vψ )Ns , Ns
ds
n & '
1 (3.38)
+ X j , Ns [Vψ ,X j ] + Y j ,Ns [Vψ ,Y j ],Ns .
K s j=1
98 Roberto Monti
The right hand side is evaluated at s and it is bounded by K s . Namely,

there exists a constant C2 = C2 (ψ, A) such that
dK ◦
s s
≤ C2 K s . (3.39)
ds
Then we can interchange integral and derivative in s in the derivative of
P(E s ; As ):

d d
K s ◦ s Js dH =
2n
K s ◦ s Js dH 2n .
ds ∂ E∩A ∂ E∩A ds
A formula for the second derivative of s

→ K s ◦ s can be obtained
starting from (3.37) and using (3.36). We do not compute this formula,
here. It sufVces to notice that also the second derivative is bounded by
K s , and namely:
d2 K ◦
s s
≤ C3 K s (3.40)
ds 2
for some C3 = C3 (ψ, A) > 0. This follows again from the formula
(3.36). Thus we can differentiate twice in s inside the integral (3.30)
deVning P(E s ; As ).
From (3.32) and (3.38), we get the Vrst order Taylor development
1 n
K s ◦ s Js = K 1 + s div Vψ + 2 N X j [Vψ , X j ]
K j=1
(3.41)

+ NY j [Vψ , Y j ], N + O(s 2 ) ,
where we let N X j = X j , N and NY j = Y j , N , and O(s 2 )/s 2 is

bounded uniformly in N by some constant C4 = C4 (ψ, A) > 0. Now,
using the structure (3.27) of Vψ , we get

n
n
N X j [Vψ ,X j ]+ NY j [Vψ ,Y j ], N = −Qψ N X j X j+NY j Y j , (3.42)

j=1 j=1
and

n
div Vψ = −4T ψ + X j Y j ψ − Y j X j ψ = −4(n + 1)T ψ. (3.43)
j=1
Formula (3.29) follows from (3.30) along with (3.41)–(3.43).

Remark 3.19. Let ⊂ Hn be an SQ−1 -rectiVable set in Hn in the sense

of DeVnition 2.18. Using the C H1 -regular surfaces that cover , a unit hor-
izontal normal ν can be deVned SQ−1 -a.e. on . When is bounded
and with Vnite measure, formula (3.29) reads as follows:

Q−1
S (s ()) − S Q−1
() + s 4(n + 1)T ψ + Qψ (ν ) dS Q−1

≤ CS Q−1 () s 2
(3.44)
∞
for any s ∈ [−δ, δ], where ψ ∈ C (H ) is a generating function and
n
δ > 0. The details of the proof of (3.44) will appear elsewhere.

If is locally measure minimizing in an open set A ⊂ Hn , from (3.44)
we deduce the necessary condition

4(n + 1)T ψ + Qψ (ν ) dS Q−1 = 0

for any function ψ ∈ C ∞ (A).
4 Isoperimetric problem
4.1 Existence of isoperimetric sets and Pansu’s conjecture
For a measurable set E ⊂ Hn with positive and Vnite measure, the
isoperimetric quotient is deVned as
P(E; Hn )
I (E) = .
|E|(Q−1)/Q
The isoperimetric problem consists in minimizing the isoperimetric quo-

tient among all admissible sets

Cisop = inf I (E) : E ⊂ Hn measurable set with 0 < |E| < ∞ . (4.1)
A measurable set E ⊂ Hn with 0 < |E| < ∞ realizing the inVmum is

called isoperimetric set. Isoperimetric sets are deVned up to null sets.
If a set E is isoperimetric, then also the left translates L p E = p · E,
p ∈ Hn , are isoperimetric because perimeter and volume are left in-
variant. Also the dilated sets λE = δλ E are isoperimetric, because the
isoperimetric quotient is 0-homogeneous, I (λE) = I (E), for any λ > 0.
It follows that the inVmum Cisop in (4.1) is the inVmum of perimeter for
Vxed volume

Cisop = inf P(E; Hn ) : E ⊂ Hn measurable set with |E| = 1 . (4.2)
100 Roberto Monti
Hence, isoperimetric sets are precisely the sets that have least Heisenberg
perimeter for given volume.
The inVmum in (4.1) is in fact positive, Cisop > 0, and we have the
isoperimetric inequality
Q−1
P(E; Hn ) ≥ Cisop |E| Q , (4.3)
holding for any measurable set E with Vnite measure. The constant Cisop
is the largest constant making true the above inequality (i.e., the sharp
constant). Isoperimetric sets are precisely the sets for which the inequal-
ity (4.3) is an equality.
Inequality (4.3) with a positive nonsharp constant can be obtained by
several methods (see, for example, [58], [59], [26], and [33]). The func-
tional analytic proof casts the isoperimetric inequality as a special case of
Sobolev-Poincarè inequalities. Indeed, for any 1 ≤ p < Q there exists a
constant Cn, p > 0 such that
pQ

Q−
pQ
p
1/ p
C p,n |u| Q− p dzdt ≤ |∇H u| p dzdt (4.4)
Hn Hn
for any u ∈ Cc1 (Hn ). The inequality extends to appropriate Sobolev or

BV spaces. The case p = 1 is the geometric case and reduces to the
Heisenberg isoperimetric inequality (4.3). In fact, for the characteristic
function of a set u = χ E we have

|∇H u| = sup χ E divH ϕ dzdt : ϕ ∈ Cc1 (A; R2n ), ϕ∞ ≤ 1
Hn Hn
= P(E; Hn ).
Inequality (4.4) can be obtained starting from the potential estimate

|∇H u(ζ, τ )|
|u(z, t)| ≤ Cn dζ dτ
H d((z, t), (ζ, τ ))
n Q−1
= Cn I Q−1 (|∇H u|)(z, t), u ∈ Cc1 (Hn ),

and using the fact that the singular integral operator I Q−1 : L p (Hn ) →
L q (Hn ) is bounded for q = pQ/(Q − p) and 1 ≤ p < Q.
The existence of isoperimetric sets is established in [38] and follows
from a concentration-compactness argument. See also [32] for a proof
of existence that avoids to use the concavity of the isoperimetric proVle
function.
Theorem 4.1 (Leonardi-Rigot). Let n ≥ 1. There exists a measurable
set E ⊂ Hn with |E| = 1 realizing the minimum in (4.2).
Proof. We give a sketch of the proof. Let (E j ) j∈N be a minimizing se-

quence of sets for (4.2):
1) |E j | = 1 for all j ∈ N;
2) lim P(E j ; Hn ) = Cisop .
j→∞
The key step of the proof is a concentration argument. We claim that

there exists an R > 0 such that (after a left translation, truncation, and
dilation of each E j ) the sequence (E j ) j∈N can be also assumed to lie in a
bounded region. Namely, there exists R > 0 such that:

3) E j ⊂ Q R = (z, t) ∈ Hn : |xi |, |yi |, |t|2 < R, i = 1, . . . , n for all
j ∈ N.
Then, by the compactness theorem for BVH (Q R ) functions (see [33]),
there exists a subsequence, still denoted by (E j ) j∈N , that converges in
L 1 (Hn ) to a set E ⊂ Hn such that:
i) |E| = lim |E j | = 1, by the L 1 (Hn ) convergence;
j→∞
ii) P(E; Hn ) ≤ lim inf P(E j ; Hn ) = Cisop , by the lower semicontinuity
j→∞
of perimeter.
So we have P(E; Hn ) = Cisop with |E| = 1, and E is therefore an
isoperimetric set. This ends the proof, provided that we show 3).
Claim 3) follows from the following lemma.
Lemma 4.2. Let n ≥ 1. There exist constants 0 > 0, C > 0, and R > 0
such that for each 0 < < 0 and for all sets E ⊂ Hn such that |E| = 1
and P(E; Hn ) ≤ (1 + )Cisop there exists a set F ⊂ Hn such that:
i) |F| = 1;
ii) F ⊂ Q R = (z, t) ∈ Hn : |xi |, |yi |, |t|2 < R, i = 1, . . . , n ;
Q −(Q−1)/Q
iii) P(F; Hn ) ≤ 1 − C Q−1 P(E; Hn ).
Proof. For s ∈ R, let us deVne the following sets:

−s = (z, t) ∈ H : x 1 < s
n
and + s = (z, t) ∈ H : x 1 > s .
n

We also let s = (z, t) ∈ Hn : x1 = s . Let E ⊂ Hn be a set with
|E| = 1 and Vnite H -perimeter. We deVne the sets
E s− = E ∩ −
s and E s+ = E ∩ +
s .
By the Heisenberg isoperimetric inequality (4.3), we have

Q−1 Q−1
P(E s− ; Hn ) ≥ Cisop |E s− | Q , P(E s+ ; Hn ) ≥ Cisop |E s+ | Q , (4.5)
102 Roberto Monti
where
P(E s− ; Hn ) = P(E; Hs− ) + P(E s− ; s ),
(4.6)
P(E s+ ; Hn ) = P(E; Hs+ ) + P(E s+ ; s ).
The number P(E s− ; s ) is the standard 2n-dimension measure of the

trace of E s− onto s . Analogously, the number P(E s+ ; s ) is the stan-
dard 2n-dimension measure of the trace of E s+ onto s . The function
v(s) = |E s− | is continuous and increasing. Therefore it is differentiable
almost everywhere. Hence, at differentiability points s ∈ R of v we have
v (s) = P(E s− ; s ) = P(E s+ ; s ).
We do not prove these claims, here. From (4.6) and (4.5), we obtain
P(E; Hn ) + 2v (s) ≥ P(E; − +
s ) + P(E; s ) + 2v (s)
= P(E; − + −
s ) + P(E; s ) + P(E s ; s )
+ P(E s+ ; s )
= P(E s− ; Hn ) + P(E s+ ; Hn )
Q−1 Q−1

≥ Cisop |E s− | Q + |E s+ | Q .
Using P(E; Hn ) ≤ Cisop (1+) and |E| = 1, the inequality above implies
Q−1 Q−1
Cisop (1 + ) + 2v (s) ≥ Cisop v(s) Q + (1 − v(s)) Q ,
Q−1 Q−1
and letting ψ(v) = v Q +(1−v) Q −1 for v ∈ [0, 1], we Vnally obtain
Cisop + 2v (s) ≥ Cisop ψ(v(s)). (4.7)
The function ψ is strictly concave with ψ(0) = ψ(1) = 0. Then there

exist 0 < v− < v+ < 1 such that ψ(v− ) = ψ(v+ ) = 2. By concavity,
we have
ψ(v) ≥ 2 for all v− ≤ v ≤ v+ .
There exist numbers s− < s+ such that v(s− ) = v− and v(s+ ) = v+ .
Thus, from (4.7) we get
s+
Cisop + 2v (s)
s+ − s− ≤ ds
s− Cisop ψ(v(s))
s+
1 2v (s)
≤ (s+ − s− ) + ds (4.8)
2 s− C isop ψ(v(s))
1
1 2
≤ (s+ − s− ) + dv.
2 0 C isop ψ(v)
We obtain the bound

s+ − s− = 2
1
1
≤R dv < ∞.
2 Cisop 0 ψ(v)
= E ∩ {(z, t) ∈ Hn : s− < x1 < s+ } has volume
The set E
= |E s− | − |E s− | = 1 − 2v− .
| E| + −
We used the identity v+ = 1 − v− . The number 0 < v− < 1/2 satisVes

ψ(v− ) = 2. There are constants 0 > 0 and C > 0 such that if 0 < <
Q
= 1. Then we have
0 we have v− ≤ C Q−1 . Let λ > 0 be such that |λ E|
Q
Q
1 = λ | E| ≥ λ (1 − 2C Q−1 ), and thus
Q
1
1/Q
λ≤ Q
.
1 − 2C Q−1
Hn ) ≤ P(E; Hn ). We do not
A calibration argument shows that P( E;
prove this claim, here. So we get
1
(Q−1)/Q
P(λ E; Hn ) ≤
Hn ) = λ Q−1 P( E; P(E; Hn ).
Q
1 − 2C Q−1
After a left translation, we may assume that

⊂ (z, t) ∈ Hn : |x1 | < R ,
λE
Repeating the argument for each coordinate axis,
where we let R = λ R.
we obtain the claim of the lemma. The argument in the t coordinate
requires easy adaptations.
In 1983, Pansu conjectured a possible solution to the Heisenberg isoperi-
metric problem, see [59]. The conjecture can be formulated in the fol-
lowing way. Up to a null set, a left translation, and a dilation, the isoperi-
metric set in H1 is precisely the set

E isop = (z, t) ∈ H1 : |t| < arccos |z| + |z| 1 − |z|2 , |z| < 1 . (4.9)
Pansu did not give the formula for the conjectured isoperimetric set but he
described how to construct it. Let us consider a geodesic γ : [0, π] → H1
joining the point γ (0) = 0 to the point γ (π) = (0, π) ∈ H1 . Using the
formula (1.14) with ϑ = 0 and ϕ = 2, we have the following formula
for γ
e2is − 1
γ (s) = , s − sin s cos .

2
104 Roberto Monti
2is
The horizontal projection of γ , namely the curve κ(s) = e 2−1 , is a circle
with diameter 1. Letting |z| = |κ(s)| we Vnd |z|2 = 1 − cos2 s, and when
s ∈ [0, π/2] we get
s = arccos 1 − |z|2 .
We can thus deVne the proVle function ϕ : [0, 1] → R by letting
π
ϕ(|z|) = s − sin s cos s −
2
π
= arccos 1 − |z|2 − |z| 1 − |z|2 −
2
= − arccos |z| − |z| 1 − |z| .
2
The proVle ϕ gives the radial value of the function whose graph is the
bottom part of the boundary of the set E isop in (4.9).
Pansu’s conjecture is in H1 . Of course, the formula deVning E isop in
(4.9) makes sense in Hn for n ≥ 2 and the conjecture can be naturally
extended to any dimension.
Proposition 4.3. The set E isop ⊂ H1 has the following properties:
1) The boundary ∂ E isop is of class C 2 but not of class C 3 .
2) The set E isop is convex.
3) The set E isop is axially symmetric.
Proof. 1) The boundary ∂ E isop is of class C ∞ away from the center of
the group Z = {(0, t) ∈ H1 : t ∈ R}. We claim that the function
ϕ : [0, 1] → R,
ϕ(r) = arccos r + r 1 − r 2 ,
satisVes ϕ (0) = ϕ (0) = 0 but ϕ (0) = 0. This implies that ∂ E isop is of
class C 2 but not of class C 3 . In fact, we have
−2r 2 2 − r2
ϕ (r) = √ , ϕ (r) = −2r ,
1 − r2 (1 − r 2 )3/2
and thus ϕ (0) = −4 = 0.

2) The set E isop is convex because the function ϕ satisVes ϕ ≤ 0 on
[0, 1] and ϕ (0) = 0.
3) The set E isop is axially symmetric:
(z, t) ∈ E isop ⇒ (ζ, t) ∈ E isop for all |ζ | = |z|.
In fact, the proVle function depends on |z|.

Pansu’s conjecture is known to hold assuming some regularity, symme-

try, or structure for the isoperimetric set. In the next sections, we describe
the following recent results:
1) If E ⊂ H1 is isoperimetric and ∂ E is of class C 2 then E = E isop , up
to dilation and left translation. This result is not known when n ≥ 2.
2) If E ⊂ H1 is isoperimetric and convex then E = E isop , up to dilation
and left translation. This result is not known when n ≥ 2.
3) Let n ≥ 1. If E ⊂ Hn is isoperimetric and axially symmetric then
E = E isop , up to a vertical translation and a dilation.
4) Let n ≥ 1. If E ⊂ Hn is contained in a vertical cylinder and has
a circular horizontal section, then E = E isop , up to dilation and left
translation.
In general, Pansu’s conjecture is still open.
4.2 Isoperimetric sets of class C 2

In this section, we show that isoperimetric sets in H1 of class C 2 are of
the form (4.9). This result is due to [69] (Theorems 6.10 and 7.2) and
relies upon two facts: the structure of the characteristic set of surfaces of
class C 2 ; the geometric interpretation of the equation for surfaces with
constant H -curvature. Both results are limited to H1 .
Theorem 4.4 (Ritoré-Rosales). Let E ⊂ H1 be a bounded isoperimetric
set with boundary ∂ E of class C 2 . Then we have E = E isop , up to dilation
and left translation.
Proof. Let D ⊂ C be an open set and let f ∈ C 2 (D) be a function such
that
gr( f ) = (z, f (z)) ∈ H1 : z ∈ D ⊂ ∂ E.

We denote by ( f ) = z ∈ D : ∇ f (z) + 2z ⊥ = 0 the characteristic set
of f . It may be ( f ) = ∅. We always have |( f )| = 0.
For ϕ ∈ Cc∞ (D \ ( f )) and ∈ R small, consider the set E ⊂ H1
that is obtained from E perturbing the piece of boundary of E given by
the graph of f , through the function f + ϕ. Then, for small we have
P(E; H1 ) P(E ; H1 ) p()
= I (E) ≤ I (E ) = = = ψ(), (4.10)
|E|3/4 |E |3/4 v()3/4
where p() = P(E ; H1 ) and p() = |E |. Using the area formula for
H -perimeter (3.5) we Vnd

∇ f + 2z ⊥ , ∇ϕ
p (0) = dz, v (0) = − ϕ(z) dz.
D |∇ f + 2z ⊥ | D
106 Roberto Monti
Here, we are assuming that the set E lies above the graph of f . Moreover,
we have ψ = p v −3/4 − 34 pv −7/4 v . From (4.10) we deduce that ψ (0) =
0 and thus

1 ∇ f + 2z ⊥ , ∇ϕ 3 P(E; H1 )
0= dz + ϕ dz
|E|3/4 D |∇ f + 2z ⊥ | 4 |E|7/4 D
∇ f + 2z ⊥

1 3 P(E; H1 )
= − 3/4 ϕ div dz + ϕ dz.
|E| D |∇ f + 2z ⊥ | 4 |E|7/4 D
Since ϕ ∈ Cc∞ (D \ ( f )) is arbitrary, we deduce that the function f

satisVes the partial differential equation
∇ f (z) + 2z ⊥
3 P(E; H1 )
div = =: H, z ∈ D \ ( f ). (4.11)
|∇ f (z) + 2z ⊥ | 4 |E|
We conclude that for any z ∈ D\( f ) there exists an arc of circle κz with
curvature H passing through z and such that γz = Lift(κz ) is contained
in gr( f ) ⊂ ∂ E. See Remark 3.13.
Let (∂ E) be the characteristic set of ∂ E. The above argument shows
that for any p ∈ ∂ E \ (∂ E) there exists a geodesic γ p contained in
∂ E \ (∂ E) and passing through p. There exists a maximal interval
(a, b) such that we have γ p : (a, b) → ∂ E \ (∂ E). Since E is bounded,
γ p can be extended to a and b with γ (a), γ (b) ∈ (∂ E).
In a neighborhood of the point (z 0 , t0 ) = γ (a) ∈ ( f ), the surface ∂ E
is a graph of the form t = f (z) for some f ∈ C 2 (D) and D ⊂ C open
set with z 0 ∈ D. This is because the tangent space to ∂ E at this point
coincides with the horizontal plane. Let (D, f ) be the maximal pair such
that gr( f ) ⊂ ∂ E with D open set containing z 0 and f ∈ C 2 (D).
By Theorem 3.15, there are two cases:
i) z 0 is an isolated point of ( f );
ii) Near z 0 , ( f ) is a C 1 curve κz0 passing through z 0 .
In the case ii), let κz0 be the maximal C 1 curve contained in ( f ) and
passing through z 0 . The curve κz0 cannot reach the boundary ∂ D because
this would contradict the maximality of D. The curve κz0 cannot have
limit points inside D that are singular, because of Theorem 3.15. Then
κz0 must be a simple closed curve inside D. But this is not possible
because the horizontal lift of κz0 grows in the t coordinate by an amount
that equals 4 times the area of the region enclosed by the simple closed
curve.
So we are left with the case ( f ) = {z 0 } for some z 0 ∈ D. Through
any point z ∈ D \ {z 0 } passes a circle with curvature H starting from z 0 .
Now the boundary of E is determined in a neighborhood of (z 0 , f (z 0 )) ∈

∂ E. The regularity of ∂ E forces D to be a circle centered at z 0 and E to
be a left translation and dilatation of E isop .
4.3 Convex isoperimetric sets

We say that a set E ⊂ H1 is convex if it is convex for the standard
linear structure of H1 = R3 . Left translations and dilations preserve
convexity. In [53], Pansu’s conjecture is proved assuming the convexity
of isoperimetric sets. Recall the E isop ⊂ H1 is the set in (4.9).
Theorem 4.5 (Monti-Rickly). Let E ⊂ H1 be a convex (open) isoperi-

metric set. Then, up to a left translation and a dilation we have E =
E isop .
Using the concentration argument of Theorem 4.1, it is possible to

prove the existence of isoperimetric sets within the class of convex sets.
However, it is not clear how to compute the Vrst variation remaining in-
side this class of sets. Theorem 4.5 is not known when n ≥ 2. It would
be also interesting to prove the theorem assuming for isoperimetric sets
only H -convexity (convexity along horizontal lines, see [5]) rather than
standard convexity.
Here, we describe the technical steps of the proof of Theorem 4.5. For
details, we refer the reader to [53]. Let E ⊂ H1 be a convex isoperimetric
set. Then we have

E = (z, t) ∈ H1 : z ∈ D, f (z) < t < g(z), , (4.12)
where D ⊂ C = R2 is a bounded convex open set in the plane, and

−g, f : D → R are convex functions. In particular, f and g are locally
Lipschitz continuous and their Vrst derivatives are locally of bounded
variation. The function f satisVes the following partial differential equa-
tion
∇ f + 2z ⊥ 3P(E; H1 )
div = = H in D. (4.13)
|∇ f + 2z ⊥ | 4|E|
Equation (4.13) can be deduced in the same way as in (4.11), with the
difference that the equation is now veriVed only in the weak sense. As a
matter of fact, the vector Veld
∇ f (z) + 2z ⊥
N f (z) = z ∈ D,
|∇ f (z) + 2z ⊥ |
is only in L ∞ (D). However, we have ∇ f (z) + 2z ⊥ ∈ BVloc (D).

108 Roberto Monti
The goal is to prove that integral curves of N ⊥f are circles with curva-
ture H . The vector N f will be the “normal vector” to the curve.
The Vrst step of the proof of Theorem 4.5 is an improved regularity
for solutions of (4.13): the candidate “normal vector” satisVes N f ∈
1,1
Wloc (D; R2 ), see [53].
The second step of the proof consists in the analysis of the Wow of
the vector Veld v(z) = 2z − ∇ f ⊥ (z). This vector Veld is orthogonal
to N f . Since f is convex, we have v ∈ BVloc (int(D); R2 ). Moreover,
the distributional divergence of v is in L ∞ , in fact div v = 4 in int(D).
Thus, by Ambrosio’s theory on the Cauchy Problem for vector Velds of
bounded variation [2], for any compact set K ⊂ D there exist r > 0 and
a (unique regular) Lagrangian Wow : K × [−r, r] → D. In particular,
for any z ∈ K , the curve γz (s) = (z, s) is an integral curve of v passing
through z at time s = 0.
1,1
The third step of the proof uses the fact that v/|v| is in Wloc (D; R2 ) to
show that (a suitable reparameterization of) the integral curve γz is twice
differentiable in a weak sense. With this regularity, the distributional
equation (4.13) can be given a formal meaning along the integral curve
γz : it says that the curvature of γz is the constant H .
Theorem 4.6. Let E ⊂ H1 be a convex isoperimetric set with curvature
H > 0 (the constant in (4.13)) and let : K × [−r, r] → D be the Gow
introduced above. Then for a.e. z ∈ K the curve s
→ (z, s) is an arc
of circle with radius 1/H .
The shape of a convex isoperimetric set E can now be reconstructed
starting from the structure of the characteristic set of ∂ E. A point (z, t) ∈
∂ E is characteristic if the horizontal plane at (z, t) is a supporting plane
for E at (z, t). For convex sets, the characteristic set is the disjoint union
of at most four compact disjoint horizontal segments, possibly points,
see [53]. This property and Theorem 4.6 yield Theorem 4.5 as explained
in the Vnal part of the proof of Theorem 4.4.
4.4 Axially symmetric solutions

We denote by S the family of all measurable subsets E ⊂ Hn with 0 <
|E| < ∞ that are axially symmetric:
(z, t) ∈ E ⇒ (ζ, t) ∈ E for all |ζ | = |z|.
The isoperimetric problem in the family S consists in proving existence

and classifying all minimizers of the inVmum problem
S
Cisop = inf I (E) : E ∈ S . (4.14)
A set E ∈ S for which the inVmum in (4.14) is attained is called an

S
axially symmetric isoperimetric set. Clearly, we have Cisop ≥ Cisop . Even
S
though we believe that Cisop = Cisop , we are not able to prove this.
In the axially symmetric setting, Pansu’s conjecture amounts to show
that the solution to Problem (4.14) is the set

E isop = (z, t) ∈ Hn : |t| < arccos |z| + |z| 1 − |z|2 , |z| < 1 . (4.15)
for any dimension n ≥ 1. This result is proved in [48] and, in this section,
we present the scheme of the proof.
S
Theorem 4.7 (Monti). The inFmum Cisop > 0 is attained and any axially
symmetric isoperimetric set coincides with the set E isop in (4.15), up to a
dilation, a vertical translation, and a Lebesgue negligible set.
By a rearrangement argument, Theorem 4.7 can be reduced to a one
dimensional problem. The Vrst step is the reduction to an isoperimetric
problem in the half plane R2+ = R+ × R.
Using spherical coordinates in Cn , a measurable axially symmetric set
E ⊂ Hn is generated by a measurable set F ⊂ R2+ (and viceversa), and
we have the following formula
P(E; Hn ) = ω2n−1 Q(F; R2+ ), (4.16)
where Q(·; R2+ ) is a weighted perimeter functional in the half-plane

2n−1
Q(F; R2+ ) = sup ∂r r ψ1 + ∂t 2r 2n ψ2 drdt : ψ
F
(4.17)
∈ Cc (R+ ; R ), ψ∞ ≤ 1 .
1 2 2
Above, ω2n−1 = H 2n−1 (S2n−1 ) is the standard surface measure of the

(2n −1)-dimensional unit sphere. For any axially symmetric set E ⊂ Hn ,
the volume transforms according to the following rule

|E| = ω2n−1 r 2n−1 drdt = ω2n−1 V (F), (4.18)
F
where V (·) is a volume functional in the half-plane. From (4.17) and

(4.18), the axially symmetric isoperimetric problem (4.14) transforms
into the weighted isoperimetric problem in the half plane
( )
S 1/Q Q(F; R2+ )
Cisop = ω2n−1 inf Q−1
: F ⊂ R2+ such that 0 < V (F) < ∞ .
V (F) Q
(4.19)
110 Roberto Monti
The observation made in [48] is that the isoperimetric quotient for sets
F ⊂ R2+ is improved by a certain rearrangement of F in the variable r
for Vxed t that is tailored to the perimeter Q(·;R2+ ). We measure the
t-sections of F, the sets Ft = r > 0 : (r, t) ∈ F , using the line density
τ (r) = 2r 2n . The function τ is the weight appearing in the deVnition of
the functional Q(·; R2+ ) in (4.17). We let
r
2
!(r) = τ (s) ds = r 2n+1 , (4.20)
0 2n + 1
and we say that a measurable set F ⊂ R2+ is τ -rearrangeable if the func-

tion f : R → [0, +∞]

f (t) = τ (r) dr (4.21)
Ft
is in L 1loc (R). In this case, we call the set

F " = (r, t) ∈ R2+ : !(r) < f (t) (4.22)
the τ -rearrangement of F. The t-sections of F " are intervals (0,!−1 ( f (t)))

with the same τ -measure as the t-sections Ft .
The following intermediate result is proved in [48].
Theorem 4.8. Let F ⊂ R2+ be a τ -rearrangeable set. Then:
i) We have Q(F " ; R2+ ) ≤ Q(F; R2+ ), and in case of equality there holds
F = F " , up to a negligible set.
ii) We have V (F " ) ≥ V (F).
Using Theorem 4.8, it is easy to Vnd a compact minimizing sequence,

thus getting the existence of axially symmetric isoperimetric sets. More-
over, a set F minimizing (4.19) satisVes:
i) F = F " , up to a negligible set;

ii) the sections Fr = {t ∈ R : (r, t) ∈ F} are equivalent to intervals, for
L 1 -a.e. r ∈ R+ .
Now the boundary of ∂ F inside R2+ is a Lipschitz curve that can be com-
puted by a standard variational argument. This curve is the proVle of the
isoperimetric set conjectured by Pansu and, as a matter of fact, it does not
depend on the dimension n.
4.5 Calibration argument

In [67], Ritoré proved Pansu’s conjecture within a special class of sets by
a calibration argument. The sets have one circular horizontal section and
are contained in a vertical cylinder, see also [19]. The argument works in
any dimension. We let
B = {(z, 0) ∈ Hn : |z| < 1} and C = {(z, t) ∈ Hn : |z| < 1, t ∈ R}.
We identify B = {|z| < 1} ⊂ Cn .

Theorem 4.9 (Ritoré). Let E ⊂ Hn , n ≥ 1, be a bounded open set with
Fnite H -perimeter such that:
i) B ⊂ E ⊂ C;
ii) |E| = |E isop |, where E isop is the set in (4.15).
Then, we have P(E isop ; Hn ) ≤ P(E; Hn ).
Proof. Let ϕ : B̄ → R be the proVle function of E isop ,

ϕ(z) = arccos |z| + |z| 1 − |z|2 , |z| ≤ 1.
The function f : C̄ → R, f (z, t) = |t| − ϕ(z), is a deVning function for
∂ E isop . Let us deVne the vector Veld ψ : C̄ \ Z → R2n
∇H f (z, t)
ψ(z, t) = , 0 < |z| < 1, t = 0.
|∇H f (z, t)|
The vector Veld ψ is not deVned when z = 0 or t = 0; it can be extended
to |z| = 1; it jumps at t = 0. In the set {0 < |z| < 1, t = 0}, ψ is of
class C ∞ and there is a constant H = 0 such that
divH ψ(z, t) = H, 0 < |z| < 1, t = 0. (4.23)
We consider the following sets:
+
E + = E ∩ {t > 0}, E isop = E isop ∩ {t > 0}
−
E − = E ∩ {t < 0}, E isop = E isop ∩ {t < 0}.
+ +
By i), we have E + E isop ⊂ C and moreover the boundary of E + E isop
+
does not intersect the base B of the cylinder. Let F + = E isop \ E + and
+ +
G + = E + \ E isop . Then we have F + , G + ⊂ B × R+ and E + E isop =
+ + + +
F ∪ G . Moreover, denoting by N H and N H the horizontal outer
F G
normals to ∂ F + and ∂G + , respectively:

+ E +
a) N HF = N H isop a.e. on ∂ F + ∩∂ E isop and N HF = −N HE a.e. on ∂ F + ∩∂ E;
112 Roberto Monti
+ E +
b) N HG = −N H isop a.e. on ∂G + ∩ ∂ E isop and N HG = N HE a.e. on ∂G + ∩
∂ E.
Integrating (4.23) on F + we Vnd

+ +
H |F | = divH ψ(z, t) dzdt = N HF , ψdμ F +
+ +
F ∂ F
E isop (4.24)
= N H , ψdμ Eisop − N HE , ψdμ E
∂ F+ ∂ F+
≥ P(E isop ; ∂ F + ) − P(E; ∂ F ),+
E
because N H isop , ψ = 1 on ∂ F + ∩∂ E isop and N HE , ψ ≤ 1 on ∂ F + ∩∂ E.
In the same way, we Vnd the inequality

+
H |G + | = divH ψ(z, t) dzdt = N HG , ψdμG +
+ ∂G +
G

E isop (4.25)
=− N H , ψdμ Eisop + N HE , ψdμ E
∂G + ∂G +
+ +
≤ −P(E isop ; ∂G ) + P(E; ∂G ).
From (4.24) and (4.25), we obtain
H (|F + | − |G + |) ≥ P(E isop ; ∂ F + ) − P(E; ∂ F + )
+ P(E isop ; ∂G + ) − P(E; ∂G + ) (4.26)
= P(E isop ; {t > 0}) − P(E; {t > 0}).
− −
Let F − = E isop \ E − and G − = E − \ E isop . Then we have F − , G − ⊂
−
B × R− and E − E isop = F − ∪ G − . Computations analogous to the ones
above show that
H (|F − | − |G − |) ≥ P(E isop ; {t < 0}) − P(E; {t < 0}). (4.27)
Since |E| = |E isop | we have |F + | + |F − | = |G + | + |G − |. Adding (4.26)
and (4.27), we obtain
0 = H (|F + | + |F − | − |G + | − |G − |)
≥ P(E isop ; {t = 0}) − P(E; {t = 0})
= P(E isop ; Hn ) − P(E; Hn ).
This concludes the proof.
Remark 4.10. In [67], Ritoré also discusses the equality case. Namely,
in the setting of Theorem 4.9 and assuming that ∂ E \ Z is a C H1 -regular
surface, he shows that the equality P(E; Hn ) = P(E isop ; Hn ) implies
E = E isop .
5 Regularity problem for H -perimeter minimizing sets

The regularity of H -perimeter minimizing boundaries is a challenging
open problem. We list the main steps and the main technical difVculties.
1) Lipschitz approximation. The Vrst step in the regularity theory of
perimeter minimizing sets in Rn is a good approximation of minimizers.
In De Giorgi’s original approach, the approximation is made by convo-
lution and the estimates are based on the monotonicity formula. In the
Heisenberg group, the validity of a monotonicity formula is not clear,
see [21]. A more Wexible approach is the approximation of minimizing
boundaries by Lipschitz graphs. This scheme works also in the Heisen-
berg group. An H -minimizing boundary is approximated in measure by
an intrinsic Lipschitz graph. The estimate involves the notion of horizon-
tal excess, see Theorem 5.9 and [50].
2) Harmonic approximation. The minimal set can be blown-up at a
point of the reduced boundary by a quantity depending on excess. It
can be shown that the corresponding approximating intrinsic Lipschitz
functions converge to a limit function. This holds when n ≥ 2 thanks to
a Poincaré inequality valid on vertical hyperplanes, see [17]. We do not
present the details, here. It is an open problem to prove that this limit
function is harmonic for the natural (linear) sub-Laplacian of the vertical
hyperplane.
3) Decay estimate for excess. Known estimates for sub-elliptic har-
monic functions should give the decay estimate for excess
Exc(E, Bαr ) ≤ Cα 2 Exc(E, Br ), r > 0,
for some 0 < α < 1 and C > 0. By standard facts, this implies the
Hölder continuity of the horizontal normal on the reduced boundary. In
turn, the continuity of the normal implies that the reduced boundary is
a C H1 -regular surface in the sense of DeVnition 2.16, see [56], and thus
it is locally the intrinsic graph of a continuous function ϕ having Hölder
continuous distributional intrinsic gradient ∇ ϕ ϕ, see DeVnition 3.4.
4) Schauder-type regularity. The function ϕ is a local minimizer of the
area functional (see (3.14))

A (ϕ) = 1 + |∇ ϕ ϕ|2 dw.
D
It is an open problem to deduce further regularity for ϕ, beyond the

Hölder continuity of the distributional gradient ∇ ϕ . It is not even clear
how to prove that ϕ solves the minimal surface equation (3.25).
This is the state of the art on the regularity of H -perimeter minimizing
boundaries. In Section 5.3, we present the Lipschitz approximation of
114 Roberto Monti
H -perimeter minimizing sets, Theorem 5.9, and also the so-called height
estimate, giving a certain Watness of the boundary in the regime of small
excess, see Theorem 5.10. The proofs are rather technical and are omit-
ted.
In Section 5.2, we also study some examples of nonsmooth minimiz-
ers in H1 , including sets with constant horizontal normal. No similar
examples of nonsmooth minimizers are known in Hn with n ≥ 2.
5.1 Existence and density estimates

We start from the deVnition of a local minimizer of H -perimeter.
DeHnition 5.1. A set E ⊂ Hn with locally Vnite H -perimeter in an open
set A ⊂ Hn is H -perimeter minimizing in A if for all p ∈ Hn and r > 0
and for any F ⊂ Hn such that EF Br ( p) A we have
P(E; Br ( p)) ≤ P(F; Br ( p)). (5.1)
The existence of local minimizers with some boundary condition easily

follows by a compactness argument. Let A ⊂ Hn be a bounded open set
and let B ⊂ Hn be a set such that P(B; Hn ) < ∞. DeVne the family of
sets:

F(A, B) = F ⊂ Hn : F has Vnite H -perimeter in Hn and FB ⊂ Ā .
Clearly, F(A, B) = ∅ because B ∈ F(A, B). The set B determines a

natural boundary condition.
Proposition 5.2. Let A and B be as above. Then there exists a set E ∈

F(A, B) such that
P(E; Hn ) ≤ P(F; Hn ) for all F ∈ F(A, B).
Proof. DeVne the inVmum

m = inf P(F; Hn ) : F ∈ F(A, B) ≥ 0,
and let (E j ) j∈N be a minimizing sequence of sets E j ∈ F(A, B):
lim P(E j ; Hn ) = m.
j→∞
Let ⊂ Hn be a bounded open set such that Ā ⊂ and supporting

the compact embedding BVH () L 1 (). The C 2 regularity of the
boundary ∂ is a sufVcient condition for compactness (see [33] and [52]).
Then we have:
i) P(E j ; Hn ) ≤ m + 1 for all j ∈ N large enough;

ii) |E j ∩ | ≤ || < ∞ for all j ∈ N.
By compactness, there exists a subsequence, still denoted by (E j ) j∈N ,

and a measurable set E ⊂ Hn such that χ E j → χ E in L 1 (). Since
χ E j = χ B in Hn \ Ā, we can also assume that χ E = χ B in Hn \ Ā, that is
E ∈ F(A, B). In particular, we have χ E j → χ E in L 1 (Hn ).
By the lower semicontinuity of perimeter for the L 1 convergence of
sets, we obtain
P(E; Hn ) ≤ lim inf P(E j ; Hn ) = m,

j→∞
If now F is a set such that EF Br ( p) A, then F ∈ F(A, B) and

P(E; Hn \ B̄r ( p)) = P(F; Hn \ B̄r ( p)). Therefore, we have
P(E; Br ( p)) = P(E; Hn ) − P(E; Hn \ B̄r ( p))

≤ P(F; Hn ) − P(F; Hn \ B̄r ( p)) = P(F; Br ( p)).
As for the standard perimeter, sets that are H -perimeter minimizing admit
lower and upper density estimates with geometric constants.
Lemma 5.3. If E ⊂ Hn is an H -perimeter minimizing set in a ball B

for some > 0, then we have
P(E; B ) ≤ c1 Q−1 , (5.2)
where c1 = P(B1 ; Hn ).
Proof. Let 0 < s < r < . Since the sets E and E \ Bs agree inside
Br \ B̄s , we have
P(E; Br \ B̄s ) = P(E \ Bs ; Br \ B̄s ) = P(E \ Bs ; Br ) − P(E \ Bs ; B̄s ).
On the other hand, using P(E \ Bs ; Bs ) = 0 and (2.13) we obtain
P(E \ Bs ; B̄s ) = P(E \ Bs ; ∂ Bs ) = cn SQ−1 (∂ ∗ (E \ Bs ) ∩ ∂ Bs )

≤ cn SQ−1 (∂ Bs ) = P(Bs ; Hn ) = c1 s Q−1 .
The formula P(Bs ; Hn ) = s Q−1 P(B1 ; Hn ) follows by an elementary ho-

mogeneity argument. Then we obtain the inequality P(E \ Bs ; Br ) ≤
116 Roberto Monti
P(E; Br \ B̄s ) + c1 s Q−1 . Since E is H -perimeter minimizing in B , by

(5.1) we get
P(E; Br ) ≤ P(E \ Bs ; Br ) ≤ P(E; Br \ B̄s ) + c1 s Q−1 .
Letting s ↑ r and using P(E; Br ) < ∞, we obtain P(E; Br ) ≤ c1r Q−1 .
Letting r ↑ , we obtain (5.2).
The density estimates from below are proved in [71], Proposition 2.14
(see also Theorem 2.4 therein).
Lemma 5.4. There exist constants c2 , c3 > 0 depending on n ≥ 1 such
that for any set E ⊂ Hn that is H -perimeter minimizing in B2 , > 0,
we have, for all p ∈ ∂ E ∩ B and for all 0 < r < ,

min |E ∩ Br ( p)|, |Br ( p) \ E| ≥ c2r Q , (5.3)
and
P(E; Br ( p)) ≥ c3r Q−1 . (5.4)
For any set, the reduced boundary is a subset of the measure theoretic
boundary, ∂ ∗ E ⊂ ∂ E, and moreover μ E (∂ E \ ∂ ∗ E) = 0, see Proposition
2.8. For local minimizers the difference ∂ E \ ∂ ∗ E is also small in terms
of Hausdorff measures.
Lemma 5.5. For any set E ⊂ Hn that is H -perimeter minimizing in Hn ,
we have
SQ−1 ∂ E \ ∂ ∗ E = 0. (5.5)
Proof. Let K = ∂ E \ ∂ ∗ E, let A be an open set containing K , and Vx
δ > 0. For any p ∈ K there is an 0 < r p < δ/10 such that B5r p ( p) ⊂ A.
Then {Br p ( p) : p ∈ K } is a covering of K and by the 5-covering lemma,
there exists a sequence pi ∈ K , i ∈ N, such that the balls Bi = Bri ( pi ),
with ri = r pi , are pairwise disjoint and
K ⊂ B5ri ( pi ).
i∈N
It follows that

SQ−1,δ (K ∩ A) ≤ diam(B5ri ( pi )) Q−1 = 10 Q−1 riQ−1
i∈N i∈N

≤ 10 Q−1 c3−1 P(E; Bri ( pi )) ≤ 10 Q−1 c3−1 P(E; A).
i∈N
Since δ > 0 is arbitrary, we deduce that SQ−1 (K ) ≤ 10 Q−1 c3−1 P(E; A).
As A is arbitrary and, by (2.13), P(E; K ) = 0, we conclude that
SQ−1 (K ) = 0.
5.2 Examples of nonsmooth H -minimal surfaces

The existence of nonsmooth H -minimal surfaces in H1 was already ob-
served in [61]. Then this phenomenon was noticed by several authors,
see [14, 55, 66, 71]. In the next examples, we prove perimeter minimality
of certain H -minimal surfaces by a calibration argument, see [8, 55].
5.2.1 A Lipschitz H -minimal surface In this example, we study a lo-

cal minimizer of H -perimeter with boundary ∂ E that is only Lipschitz-
regular. The surface ∂ E is, however, C H1 -regular: whereas the standard
normal jumps, the horizontal normal
is continuous.
In the open half-space A = (z, t) ∈ H1 : y = Im(z) > 0 , consider
the set
E = (z, t) ∈ A : x = Re(z) < 0 and t < 0 .
The set E has locally Vnite H -perimeter in A and its boundary S = ∂ E ∩
A is a Lipschitz surface consisting of two pieces of plane meeting at the
singular line L = {(z, t) ∈ A : x = 0 and t = 0 . The horizontal inner
normal ν E : S → R2 is the restriction to S of the mapping ϕ : A → R2
⎧
⎨ (−y, x) if x ≤ 0,
ϕ(z, t) =
⎩ x +y
2 2
(−1, 0) if x ≥ 0.
The function ϕ is continuous in A and thus S is an H -regular surface. In

fact, ϕ is locally Lipschitz continuous in A.
We claim that E is a local minimizer of H -perimeter in A. Namely, we
prove that for any bounded open set ⊂⊂ A and for any F ⊂ A such
that EF we have
P(E; ) ≤ P(F; ). (5.6)
The proof is a calibration argument and the calibration is provided by the

vector Veld V in A deVned by
V (z, t) = ϕ1 (z, t)X + ϕ2 (z, t)Y,
where ϕ = (ϕ1 , ϕ2 ). Then, at points (z, t) ∈ A where x ≤ 0 we have

−y
x
div V = divH ϕ = X +Y
x 2 + y2 x 2 + y2
∂ −y
∂ x
= + = 0.
∂x x 2 + y2 ∂y x 2 + y2
Trivially, we have div V = 0 where x ≥ 0.
118 Roberto Monti
Without loss of generality, we assume that F is closed, that ∂ F ∩ A is

a smooth (say, Lipschitz) surface, and that F \ E = ∅ in such a way that
EF = E \ F = E ∩ F , where F = Hn \ F.

Let N E , N F , and N E∩F denote the Euclidean outer unit normals to
the boundary of ∂ E, ∂ F, and ∂(E ∩ F ), respectively. By the divergence
theorem, we have

0= div V dzdt = V, N E∩F dH 2
E∩F ∂(E∩F )

= V, N E dH 2
(5.7)
∂ E∩F

− V, N F dH 2 .
∂ F∩E
On ∂ E, we have

X, N E , Y, N E
ϕ= ,
X, N E 2 + Y, N E 2
and thus

V, N E = ϕ1 X, N E + ϕ2 Y, N E = X, N E 2 + Y, N E 2 .
By the area formula (3.2), it follows that

V, N E dH 2 = X, N E 2 + Y, N E 2 dH 2
∂ E∩F ∂ E∩F
= P(E; F ).
On the other hand, on ∂ F we have |ϕ| = 1 and by the Cauchy-Schwarz

inequality we obtain

V, N F = ϕ1 X, N F + ϕ2 Y, N F ≤ X, N F 2 + Y, N F 2 .
So we deduce that

V, N dH ≤
F 2
X, N F 2 + Y, N F 2 dH 2 = P(F; E).
∂ F∩E ∂ F∩E
So (5.7) implies P(E; F ) ≤ P(F; E), and this is equivalent to (5.6).

5.2.2 An H -minimal intrinsic graph with discontinuous normal In this

example, we study an H -minimal intrinsic Lipschitz graph with discon-
tinuous horizontal normal. This surface is a t-graph with standard C 1,1 -
regularity. √
Let ϕ : R2 → R be the function ϕ(y, t) = sgn(t) |t|. The intrinsic
epigraph of ϕ in the sense of DeVnition 3.3 is the set

E = (s, y, t + 2ys) ∈ H1 : (y, t) ∈ R2 , s > ϕ(y, t) .
The boundary of E is the intrinsic graph of ϕ:

∂ E = (ϕ(y, t), y, t + 2yϕ(y, t)) ∈ H1 : (y, t) ∈ R2 .
The intrinsic gradient of ϕ in the sense of DeVnition 3.4 reduces to the

Burgers’ component
∇ ϕ ϕ = Bϕ = ϕ y − 4ϕϕt = −2sgn(t), t = 0.
Then ∇ ϕ ϕ ∈ L ∞ (R2 ) and gr(ϕ) is an intrinsic Lipschitz graph, see The-

orem 3.9. Moreover, by formula (3.13) the horizontal normal to ∂ E is
(1, −∇ ϕ ϕ) 1
νE = = √ 1, 2sgn(t) .
1 + |∇ ϕ|
ϕ 2 5
The normal can be extended in a constant way to H1 \ {x = 0}, when

x > 0 and x < 0, separately.
√
Letting x = sgn(t) |t|, we realize that ∂ E is the t-graph of the func-
tion f : R2 → R, f (x, y) = x|x| + 2x y:

∂E = x, y, f (x, y) ∈ H1 : (x, y) ∈ R2 .
Clearly, we have f ∈ C 1,1 (R2 ).

We claim that E is a local minimizer for H -perimeter in H1 . Namely,
we prove that for any bounded open set A ⊂ H1 and for any measurable
set F ⊂ H1 with locally Vnite H -perimeter and such that EF A
there holds
P(E; A) ≤ P(F; A). (5.8)
Without loss of generality, we assume that ∂ F ∩ A is a smooth surface.
Let G = EF and consider the subsets of G:
G − = (EF) ∩ {x < 0} and G + = (EF) ∩ {x > 0}.

120 Roberto Monti
Let N E , N F , N G be the Euclidean outer normals to ∂ E, ∂ F, and ∂G,

respectively. To Vx ideas, we assume that F \ E = ∅, so that we have
NG = NE a.e. on ∂ E ∩ Ḡ,
N = −N
G F
a.e. on ∂ F ∩ Ḡ.
√
DeVne the horizontal vector Veld V in H1 by V = 5(ν E1 X + ν E2 Y ),
where ν E = (ν E1 , ν E2 ) is the extended horizontal normal. Namely, we let

X − 2Y x < 0
V =
X + 2Y x > 0.
The vector Veld V is not deVned on the plane x = 0. When x = 0 we

have divV = divH ν E = 0. By the divergence theorem applied to G − and
G + , we obtain

0= divV dzdt = divV dzdt + divV dzdt
G− G+
G
= V, NG − dH 2 + V, NG + dH 2 .
∂G − ∂G +
We denote by V − and V + the traces of V onto {x = 0}, from the left and
from the right. The integral on ∂G − is

V, NG − dH 2 = V, N G dH 2 + V − , N G dH 2
∂G −
∂G∩{x<0} G∩{x=0}
= V, N E dH 2 − V, N F dH 2
∂ E∩{x<0} ∂ F∩{x<0}

+ V − , e1 dH 2 .
G∩{x=0}
Using the identities and inequalities

V, N E = −|N HE | = − N E , X2 + N E , Y 2 on ∂ E,

V, N F ≥ −|N HF | = − N F , X2 + N F , Y 2 on ∂ F,
and V − , e1 = 1, we conclude that

V, NG − dH 2 ≤ − |N HE |dH 2 + |N HF |dH 2
∂G − ∂ E∩{x<0} ∂ F∩{x<0}
+ H (G ∩ {x = 0}).
2
A similar computation for G + yields

V, NG + dH ≤ −
2
|N H |dH +
E 2
|N HF |dH 2
∂G + ∂ E∩{x>0} ∂ F∩{x>0}
− H (G ∩ {x = 0}).
2
Adding the last two inequalities, the contribution from G ∩ {x = 0}

cancels, and using the area formula (3.2), we Vnally obtain
P(E; {x = 0} ∩ A) ≤ P(F; {x = 0} ∩ A) ≤ P(F; A).
Since P(E; {x = 0}) = 0, this proves the claim (5.8).
5.2.3 Sets with constant horizontal normal In the previous two exam-
ples, the calibration is provided by a suitable extension of the horizontal
normal ν E , extension that is divergence free. A special but interesting
case of this situation is when the normal is in fact constant. In this sec-
tion, we describe sets in H1 that have, locally, constant horizontal normal
(see [50]).
For r > 0 and p ∈ H1 , we let

Q r = (x, y, t) ∈ H1 : |x| < r, |y| < r, |t| < r 2 ,
(5.9)
Q r ( p) = p · Q r .
For r > 0 and (y0 , t0 ) ∈ R2 , we also deVne

Dr (y0 , t0 ) = (y, t) ∈ R2 : |y − y0 | < r, |t − t0 | < r 2 , (5.10)
and we let Dr = Dr (0)

Theorem 5.6. Let E ⊂ H1 be a set with Fnite H-perimeter in Q 4r , r > 0,
with 0 ∈ ∂ E. Assume that ν E ( p) = (1, 0) ∈ S1 for μ E -a.e. p ∈ Q 4r .
Then there exists a function g : Dr → (−r/4, r/4) such that:
i) We have, up to a negligible set,

E ∩ Q r = (x, y, t) ∈ Q r : x > g(y, t) .
ii) g(0) = 0 and for all (y, t), (y , t ) ∈ Dr

1
|g(y, t) − g(y , t )| ≤ |y − y | + |t − t |. (5.11)
2r
iii) The graph of g consists of integral lines of the vector Feld Y .
122 Roberto Monti
Proof. For the sake of simplicity, we assume that E is open. For any
α, β ∈ R with α ≥ 0, let Z = α X + βY . Then, for any ϕ ∈ Cc1 (Q 4r )
with ϕ ≥ 0, by the Gauss-Green formula (2.6) we have

Z ϕ dzdt = −α ϕ dμ E ≤ 0,
E Q 4r
that is Z χ E ≥ 0 in the sense of distribution. It follows that
p ∈ E ∩ Q 4r ⇒ exp(s Z )( p) ∈ E, (5.12)
for all s > 0 such that exp(s Z )( p) ∈ Q 4r .

For any point q ∈ E ∩ Q 2r consider the set E q = q −1 · E. The set E q
has constant measure theoretic normal (1, 0) ∈ S1 in Q 2r . We can apply
(5.12) to the set E q starting Vrst from the point 0 ∈ E q and then from a
generic point p = (0, y, 0) ∈ E q with |y| < 2r. We deduce that

(x, y, t) ∈ Q 2r : x > 0, |t| < 4r x ⊂ E q .
In other words, we have

q ∈ E ∩ Q 2r ⇒ q · (x, y, t) ∈ Q 2r : x > 0, |t| < 4r x ⊂ E.
(5.13)
From (5.13), it follows that E ∩ Q 2r ∩ {y = 0} is a planar set with the
cone property, the cones having all axis parallel to the x-axis and aperture
4r. We deduce that there exists a Lipschitz function h : (−r 2 , r 2 ) → R
such that:

(a) (x, t) ∈ R2 : (x, 0, t) ∈ E = (x, t) ∈ D2r : x > h(t) ;
1
(b) |h(t) − h(t )| ≤ |t − t | for all t, t ∈ (−r 2 , r 2 ).
4r
Since 0 ∈ ∂ E, we infer that h(0) = 0. From (5.13), we also deduce that
∂ E consists of integral lines of Y in Q 2r . Then we have

∂ E ∩ Q 2r = (h(τ ), σ, τ − 2σ h(τ )) ∈ H1 : (σ, τ ) ∈ D2r . (5.14)
For any (y, t) ∈ Dr , the system of equations
σ = y, τ − 2σ h(τ ) = t
has a unique solution (σ, τ ) ∈ D2r . This is an easy consequence of the

Banach Vxed point theorem. We claim that the solution τ = τ (y, t) of
the equation τ − 2yh(τ ) = t is Lipschitz continuous. Namely, by (b), we

have for (y, t), (y , t ) ∈ Dr
|τ (y, t) − τ (y , t )| = |t − 2yh(τ (y, t)) − t + 2y h(τ (y , t ))|
≤ |t − t | + 2|y||h(τ (y, t)) − h(τ (y , t ))|
+ 2|h(τ (y , t ))||y − y |
1
≤ |t − t | + |τ (y, t) − τ (y , t )|
2
1
+ |τ (y , t )||y − y |,

2r
and this implies
|τ (y, t) − τ (y , t )| ≤ 4r|y − y | + 2|t − t |. (5.15)
The function g = h ◦ τ satisVes i), ii), and iii). In particular, (5.11)
follows from (5.15), and |g(y, t)| < r/4 follows from (b).
There are H -perimeter minimizing surfaces in H1 with a diffuse Lips-
chitz regularity. In fact, if g : Dr → (−r/4, r/4) is a function satisfying
ii) and iii) of Theorem 5.6, then its x-graph is a Lipschitz surface that
has, H 2 -a.e., constant horizontal normal. This vector can be used to
show that the x-graph of g is locally minimizing H -perimeter.
Remark 5.7. If, in Theorem 5.6, the radius r can be taken arbitrarily
large, then from (5.11) we deduce that the function g does not depend
on t. Then from statement iii), we deduce that g does not depend on y,
either. Thus E is a vertical half-space. This fact is used in Theorem 2.10.
When n ≥ 2, the situation is different and easier because if the hori-
zontal normal ν E is constant in a small convex set then, inside this set, E
is a vertical hyperplane orthogonal to the normal (see [27]).
5.3 Lipschitz approximation and height estimate

The notion of horizontal excess is natural:
DeHnition 5.8 (Horizontal excess). Let E ⊂ Hn be a set with locally
Vnite H -perimeter. The horizontal excess of E in a ball Br ( p), where
p ∈ Hn and r > 0, is

1
Exc(E, Br ( p)) = min Q−1 |ν E − ν|2 dμ E .
ν∈R2n r Br ( p)
|ν|=1
Intrinsic Lipschitz graphs are introduced in DeVnition 3.3, the notion of

L-intrinsic Lipschitz function is introduced in DeVnition 3.8. The fol-
lowing theorem is proved in [50].
124 Roberto Monti
Theorem 5.9 (Monti). Let n ≥ 1 and let L > 0 be a constant that is

suitably large when n = 1. There are constants k > 1 and c(L , n) > 0
with the following property. For any set E ⊂ Hn that is H -perimeter
minimizing in Bkr with 0 ∈ ∂ E and r > 0, there exist ν ∈ R2n with
|ν| = 1 and an L-intrinsic Lipschitz function ϕ : Hν → R such that

SQ−1 (gr(ϕ)∂ E) ∩ Br ≤ c(L , n)(kr) Q−1 Exc(E, Bkr ). (5.16)
The following extension of the so-called “height estimate” to H -perime-

ter minimizing sets will be proved in the forthcoming paper [57].
Let ν = (1, 0 . . . , 0) ∈ R2n and let W = ∂ Hν ⊂ Hn be the vertical
hyperplane orthogonal to ν, i.e., W = {x1 = 0}. For any r > 0 we let

Dr = w ∈ W : w∞ < r ,
and we deVne the truncated cylinder over Dr

Cr = Dr · (−r, r) = w · (sν) ∈ Hn : |s| < r .
The ν-directional excess of E inside the cylinder Dr is

1
Exc(E, Cr , ν) = Q−1 |ν E − ν|2 dμ E .
r Cr
Theorem 5.10 (Monti-Vittone). Let n ≥ 2. There exist constants 0 >

0, c0 > 0, and k > 0 such that if E ⊂ Hn is an H -perimeter minimizing
set in Ckr with
Exc(E, Ckr , ν) ≤ 0 ,
then we have

sup |x1 | = |Re(z 1 )| ∈ R : (z, t) ∈ ∂ E ∩ Cr
1
(5.17)
≤ c0rExc(E, Ckr , ν) 2(Q−1) .
The proof follows the scheme of [70]. It relies on a nontrivial slicing
technique and on a lower dimensional isoperimetric inequality. The esti-
mate (5.17) does not hold when n = 1 because of the examples of Section
5.2.3, for which Exc(E, Br ) = 0 but ∂ E is not Wat.
ACKNOWLEDGEMENTS . We wish to thank Luca Capogna, Valentina

Franceschi, Gian Paolo Leonardi, Valentino Magnani, Andrea Malchiodi,
Francesco Serra Cassano, Manuel Ritoré, and Davide Vittone for their
comments on a preliminary version of the notes.
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DOI: 10.1515/acv-2013-0105.
Regularity of higher codimension area
minimizing integral currents
Emanuele Spadaro
Abstract. This lecture notes are an expanded and revised version of the course
Regularity of higher codimension area minimizing integral currents that I taught
at the ERC-School on Geometric Measure Theory and Real Analysis, held in Pisa,
September 30th - October 30th 2013.
The lectures aim to explain partially without proofs the main steps of a new
proof of the partial regularity of area minimizing integer rectiVable currents in
higher codimension, due originally to F. Almgren, which is contained in a series
of papers in collaboration with C. De Lellis (University of Zürich).
Contents
1. Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
1.1. Integer rectiVable currents . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
1.2. Partial regularity in higher codimension . . . . . . . . . . . . . . . . . . . . 135
2. The blowup argument: a glimpse of the proof . . . . . . . . . . . . . . . . 136
2.1. Flat tangent cones do not imply regularity . . . . . . . . . . . . . . . . . . 136
2.2. Non-homogeneous blowup . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136
2.3. Multiple valued functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
2.4. The need of centering . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138
2.5. Excluding an inVnite order of contact . . . . . . . . . . . . . . . . . . . . . . 139
2.6. The persistence of singularities . . . . . . . . . . . . . . . . . . . . . . . . . . . 139
2.7. Sketch of the proof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
3. Q-valued functions and rectiVable currents . . . . . . . . . . . . . . . . . . 141
3.1. Q-valued functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
3.2. Graph of Lipschitz Q-valued functions . . . . . . . . . . . . . . . . . . . . 144
3.3. Approximation of area minimizing currents . . . . . . . . . . . . . . . . 145
4. Selection of contradiction’s sequence. . . . . . . . . . . . . . . . . . . . . . . .147
5. Center manifold’s construction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 151
5.1. Notation and assumptions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152
5.2. Whitney decomposition and interpolating functions . . . . . . . . . 153
5.3. Normal approximation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
5.4. Construction criteria . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
5.5. Splitting before tilting. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .159
132 Emanuele Spadaro
5.6. Intervals of Wattening . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161

5.7. Families of subregions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
6. Order of contact. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .164
6.1. Frequency function’s estimate . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165
6.2. Boundness of the frequency . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
7. Final blowup argument . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176
7.1. Convergence to a Dir-minimizer . . . . . . . . . . . . . . . . . . . . . . . . . . 178
8. Open questions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 188
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
1 Introduction
The subject of this course is the study of the regularity of minimal sur-
faces, considered in the sense of area minimizing integer rectiFable cur-
rents. This is a very classical topic and stems from many diverse ques-
tions and applications. Among the most known there is perhaps the so
called Plateau problem, consisting in Vnding the submanifolds of least
possible volume among all those submanifolds with a Vxed boundary.
Plateau problem. Let M be a (m + n)-dimensional Riemannian man-
ifold and ⊂ M a compact (m − 1)-dimensional oriented submanifold.
Find an m-dimensional oriented submanifold with boundary such
that
volm () ≤ volm ( ),
for all oriented submanifolds ⊂ M such that ∂ = .
It is a well-known fact that the solution of the Plateau problem does
not always exist. For example, consider M = R4 , n = m = 2 and the
smooth Jordan curve parametrized in the following way:

= (ζ 2 , ζ 3 ) : ζ ∈ C, |ζ | = 1 ⊂ C2 R4 ,
where we use the usual identiVcation between C2 and R4 , and we choose

the orientation of induced by the anti-clockwise orientation of the unit
circle |ζ | = 1 in C. It can be shown (and we will come back to this
point in the next sections) that there exist no smooth solutions to the
Plateau problem for such Vxed boundary, and the (singular) immersed
2-dimensional disk

S = (z, w) : z 3 = w2 , |z| ≤ 1 ⊂ C2 R4 ,
oriented in such a way that ∂ S = , satisVes
H2 (S) < H2 (),

133 Higher codimension integral currents
for all smooth, oriented 2-dimensional submanifolds ⊂ R4 with ∂ =

. Here and in the following we denote by Hk the k-dimensional Haus-
dorff measure, which for k ∈ N corresponds to the ordinary k-volume on
smooth k-dimensional submanifolds.
This fact motivates the introduction of weak solutions to the Plateau
problem, and the main questions about their existence and regularity.
1.1 Integer rectiHable currents

One of the most successful theories of generalized submanifolds is the
one by H. Federer and W. Fleming in [19] on integer rectiVable currents
(see also [8, 9] for the special case of codimension one generalized sub-
manifolds). From now on, in order to keep the technicalities to a mini-
mum level, we assume that our ambient Riemannian manifold M is Eu-
clidean.
DeHnition 1.1 (Integer rectiHable currents). An integer rectiVable cur-
rent T of dimension m in Rm+n is a triple T = (R, τ, θ) such that:
-
(i) R is a rectiFable set, i.e. R = i∈N Ci with Hm (R0 ) = 0 and Ci ⊂
Mi for every i ∈ N \ {0}, where Mi are m-dimensional oriented C 1
submanifolds of Rm+n ;
(ii) τ : R → m is a measurable map, called orientation, taking values
in the space of m-vectors such that, for Hm -a.e. x ∈ Ci , τ (x) =
v1 ∧ · · · ∧ vm with {v1 , . . . , vm } an oriented orthonormal basis of
Tx Mi ;
(iii) θ : R → Z is a measurable function, called multiplicity, which is
integrable with respect to Hm .
An integer rectiVable current T = (R, τ, θ) induces a continuous linear

functional (with respect to the natural Fréchet topology) on smooth, com-
pactly supported m-dimensional differential forms ω, denoted by D m ,
acting as follows
T (ω) = θ ω, τ dHm .
R
Remark 1.2. The continuous linear functionals deVned in the Fréchet

space D m are called m-dimensional currents.
Remark 1.3. Note that the submanifold Mi in DeVnition 1.1 are only
C 1 regular. This restriction is not redundant, but it is connected to several
aspects of the theory of rectiVable sets.
For an integer rectiVable current T , one can deVne the analog of the
boundary and the volume for smooth submanifolds.
DeHnition 1.4 (Boundary and mass). Let T = (R, τ, θ) be an integer

rectiVable current in Rm+n of dimension m. The boundary of T is deVned
as the (m − 1)-dimensional current acting as follows
∂ T (ω) := T (dω) ∀ ω ∈ D m−1 .
The mass of T is deVned as the quantity

M(T ) := |θ| dHm .
R
Note that, in the case T = (, τ , 1) is the current induced by an oriented

submanifold with boundary ∂, with τ a continuous orienting vector
for and similarly τ∂ for its boundary, then by Stoke’s Theorem ∂ T =
(∂, τ∂ , 1) and M(T ) = volm ().
Finally we recall that the space of currents is usually endowed with the
weak* topology (often called in this context weak topology).
DeHnition 1.5 (Weak topology). We say that a sequence of currents
(Tl )l∈N weakly converges to some current T , and we write Tl T , if
Tl (ω) → T (ω) ∀ ω ∈ D m .
The Plateau problem has now a straightforward generalization in this con-

text of integer rectiVable currents.
Generalized Plateau problem. Let be a compactly supported (m −
1)-dimensional integer rectiVable current in Rm+n with ∂ = 0. Find an
m-dimensional integer rectiVable current T such that ∂ T = and
M(T ) ≤ M(S),
for every S integer rectiVable with ∂ S = .
The success of the theory of integer rectiVable currents is linked ulti-
mately to the possibility to solve the generalized Plateau problem, due to
the closure theorem by H. Federer and W. Fleming proven in their pio-
neering paper [19].
Theorem 1.6 (Federer and Fleming [19]). Let (Tl )l∈N be a sequence of
m-dimensional integer rectiFable currents in Rm+n with

sup M(Tl ) + M(∂ Tl ) < +∞,
l∈N
and assume that Tl T . Then, T is an integer rectiFable current.

It is then natural to ask about the regularity properties of the solutions
to the generalized Plateau problem, called in the sequel area minimizing
integer rectiVable currents.
1.2 Partial regularity in higher codimension

The regularity theory for area minimizing integer rectiVable currents de-
pends very much on the dimension of the current and its codimension
in the ambient space (i.e., using the same letters as above, if T is an m-
dimensional current in Rm+n , the codimension is n).
In this course we are interested in the general case of currents with
higher codimensions n > 1. The case n = 1 is usually treated separately,
because different techniques can be used and more reVned results can be
proven (see [10,20,28,30,32,33] for the interior regularity and [3,23] for
the boundary regularity). In higher codimension the most general result
is due to F. Almgren [5] and concerns the interior partial regularity up to
a (relatively) closed set of dimension at most m − 2.
Theorem 1.7 (Almgren [5]). Let T be an m-dimensional area minimiz-
ing integer rectiFable current in Rm+n . Then, there exists a closed set
Sing(T) of Hausdorff dimension at most m − 2 such that in Rm+n \
(spt (∂ T ) ∪ Sing(T)) the current T is induced by the integration over
a smooth oriented submanifold of Rm+n .
In the next pages I will give an overview of the new proof of The-
orem 1.7 given in collaboration with C. De Lellis in a series of papers
[13–17]. Although our proof is considerably simpler than the original
one, it remains quite involved: this text is, therefore, meant as a survey of
the techniques and the various steps of the proof, and can be considered
an introduction to the reading of the papers [14, 15, 17].
Remark 1.8. The interior partial regularity can be proven for integer rec-
tiVable currents in a Riemannian manifold M. In [5] Almgren proves the
result for C 5 regular ambient manifolds M, while our papers [14, 15, 17]
extend this result to C 3,α regular manifolds.
Further notation and terminology

Given an m-dimensional integer rectiVable current T = (R, τ, θ), we
shall often use the following standard notation:
T := |θ| Hm R, T := τ and spt (T ) := spt (T ).
The regular and the singular part of a current are deVned as follows.

Reg(T) := x ∈ spt (T) : spt (T) ∩ Br (x) is induced by a smooth

submanifold for some r > 0 ,

Sing(T) := spt (T) \ spt (∂T) ∪ Reg(T) .
2 The blowup argument: a glimpse of the proof

The main idea of the proof of Theorem 1.7 is to detect the singularities
of an area minimizing current by a blowup analysis. For any r > 0 and
x ∈ Rm+n , let ιx,r denote the map
y−x
ιx,r : y
→ ,
r
and set Tx,r := (ιx,r )" T , where " is the push-forward operator, namely
(ιx,r )" T (ω) := T (ι∗x,r ω) ∀ ω ∈ D m .
By the classical monotonicity formula (see, e.g., [2, Section 5]), for ev-
ery rk ↓ 0 and x ∈ spt (T ) \ spt (∂ T ), there exists a subsequence (not
relabeled) such that
Tx,rk S,
where S is a cone without boundary (i.e. S0,r = S for all r > 0 and
∂ S = 0) which is locally area minimizing in Rm+n . Such a cone will be
called, as usual, a tangent cone to T at x.
The idea of the blowup analysis dates back to De Giorgi’s pioneering
paper [10] and has been used in the context of codimension one currents
to recognize singular points and regular points, because in this case the
tangent cones to singular and regular points are in fact different.
2.1 Flat tangent cones do not imply regularity

This is not the case for higher codimension currents. In order to illustrate
this point, let us consider the current TV induced by the complex curve
considered above:

V = (z, w) : z 3 = w2 , |z| ≤ 1 ⊂ C2 R4 .
It is simple to show that TV is an area minimizing integer rectiVable cur-

rent (cp. [18, 5.4.19]), which is singular in the origin. Nevertheless, the
unique tangent cone to TV at 0 is the current S = (R2 × {0}, e1 ∧ e2 , 2)
which is associated to the integration on the horizontal plane R2 × {0}
{w = 0} with multiplicity two. The tangent cone is actually regular,
although the origin is a singular point!
2.2 Non-homogeneous blowup

One of the main ideas by Almgren is then to extend this reasoning to
different types of blowups, by rescaling differently the “horizontal direc-
tions”, namely those of a Wat tangent cone at the point, and the “vertical”
ones, which are the orthogonal complement to the former. In this way,
in place of preserving the geometric properties of the rectiVable current
T , one is led to preserve the energy of the associated multiple valued
function.
In order to explain this point, let us consider again the current TV . The
support of such current, namely the complex curve V, can be viewed as
the graph of a function which associates to any z ∈ C with |z| ≤ 1 two
points in the w-plane:
z
→ {w1 (z), w2 (z)} with wi (z)2 = z 3 for i = 1, 2. (2.1)
Then the right rescaling according to Almgren is the one producing in the
limit a multiple valued harmonic function preserving the Dirichlet energy
(for the deVnitions see the next sections). In the case of V, the correct
rescaling is the one Vxing V. For every λ > 0, we consider λ : C2 → C2
given by
λ (z, w) = (λ2 z, λ3 w),
and note that (λ )" TV = TV for every λ > 0. Indeed, in the case of V the
functions w1 and w2 , being the two determinations of the square root of
z 3 , are already harmonic functions (at least away from the origin).
2.3 Multiple valued functions

Following these arguments, we have then to face the problem of deVn-
ing harmonic multiple valued functions, and to study their singularities.
Abstracting from the above example, we consider the multiple valued
functions from a domain in Rm which take a Vxed number Q ∈ N \ {0}
of values in Rn . This functions will be called in the sequel Q-valued
functions.
The deVnition of harmonic Q-valued functions is a simple issue around
any “regular point” x0 ∈ Rm , for it is enough to consider just the super-
position of classical harmonic functions (possibly with a constant integer
multiplicity), i.e.
Rm ⊃ Br (x0 ) # x
→ {u 1 (x), . . . , u Q (x)} ∈ (Rn ) Q , (2.2)
with u i harmonic and either u i = u j or u i (x) = u i (x) for every x ∈

Br (x0 ).
The issue becomes much more subtle around the singular points. As it
is clear from the example (2.1), in a neighborhood of the origin there is
no representation of the map z
→ {w1 (z), w2 (z)} as in (2.2). In this case
the two values w1 (z) and w2 (z) cannot be ordered in a consistent way
(due to the branch point at 0), and hence cannot be distinguished one
from the other. We are then led to consider a multiple valued function as
a map taking Q values in the quotient space (Rn ) Q / ∼ induced by the
symmetric group S Q of permutation of Q indices: namely, given points
Pi , Si ∈ Rn ,
(P1 , . . . , PQ ) ∼ (S1 , . . . , S Q )
if there exists σ ∈ S Q such that Pi = Sσ (i) for every i = 1, . . . , Q.
Note that the space (Rn ) Q / ∼ is a singular metric space (for a naturally
deVned metric, see the next section). Therefore, harmonic maps with
values in (Rn ) Q / ∼ have to be carefully deVned, for instance by using
the metric theory of harmonic functions developed in [22,25,26] (cp. also
[13, 27]).
Remark 2.1. Note that the integer rectiVable current induced by the
graph of a Q-valued function (under suitable hypotheses, cp. [16, Propo-
sition 1.4]) belongs to a subclass of currents, sometimes called “positively
oriented”, i.e. such that the tangent planes make at almost every point a
positive angle with a Vxed plane. Nevertheless, as it will become clear
along the proof, it is enough to consider this subclass as model currents
in order to conclude Theorem 1.7.
2.4 The need of centering

A major geometric and analytic problem has to be addressed in the
blowup procedure sketched above. In order to make it apparent, let us
discuss another example. Consider the complex curve W given by

W = (z, w) : (w − z 2 )2 = z 5 , |z| ≤ 1 ⊂ C2 .
As before, W can be associated to an area minimizing integer rectiVable
current TW in R4 , which is singular at the origin. It is easy to prove that
the unique tangent plane to TW at 0 is the plane {w = 0} taken with mul-
tiplicity two. On the other hand, by simple analytical considerations, the
only nontrivial inhomogeneous blowup in these vertical and horizontal
coordinates is given by
λ (z, w) = (λ z, λ2 w),
and (λ )" TW converges as λ → +∞ to the current induced by the smooth
complex curve {w = z 2 } taken with multiplicity two. In other words, the
inhomogeneous blowup did not produce in the limit any singular current
and cannot be used to study the singularities of TW .
For this reason it is essential to “renormalize” TW by averaging out its
regular Vrst expansion, on top of which the singular branching behavior
happens. In the case we handle, the regular part of TW is exactly the

smooth complex curve {w = z 2 }, while the singular branching is due to
the determinations of the square root of z 5 . It is then clear why one can
look for parametrizations of W deVned in {w = z 2 }, so that the singular
map to be considered reduces to
z
→ {u 1 (z), u 2 (z)} with u 1 (z)2 = z 5 .
The regular surface {w = z 2 } is called center manifold by Almgren, be-

cause it behaves like (and in this case it is exactly) the average of the
sheets of the current in a suitable system of coordinates. In general the de-
termination of the center manifold is not straightforward as in the above
example, and actually constitutes the most intricate part of the proof.
2.5 Excluding an inHnite order of contact

Having taken care of the geometric problem of the averaging, in order to
be able to perform successfully the inhomogeneous blowup, one has to
be sure that the Vrst singular expansion of the current around its regular
part does not occur with an inVnite order of contact, because in that case
the blowup would be by necessity zero.
This issue involves one of the most interesting and original ideas of
F. Almgren, namely a new monotonicity formula for the so called fre-
quency function (which is a suitable ratio between the energy and a zero
degree norm of the function parametrizing the current). This is in fact the
right monotone quantity for the inhomogeneous blowups introduced be-
fore, and it allows to show that the Vrst singular term in the “expansion”
of the current does not occur with inVnite order of contact and actually
leads to a nontrivial limiting current.
2.6 The persistence of singularities

Finally, in order to conclude the proof we need to assure that the singu-
larities of the current do transfer to singularities of the limiting multiple
valued function, which can be studied with more elementary techniques.
This is in general not true in a pointwise sense, but it becomes true in a
measure theoretic sense as soon as the singular set is supposed to have
positive Hm−2+α measure, for some α > 0.
The contradiction is then reached in the following way: starting from
an area minimizing current with a big singular set (Hm−2+α positive mea-
sure), one can perform the analysis outlined before and will end up with
a multiple valued function having a big set of singularities, thus giving
the desired contradiction.
2.7 Sketch of the proof

The rigorous proof of Theorem 1.7 is actually much more involved and
complicated than the rough outline given in the previous section, and can
be found either in [5] or in the recent series of papers [13–17]. In this
lecture notes we give some more details of this recent new proof, and
comments on some of the subtleties which were hidden in the general
discussion above. Since the proof is very lengthly, we start with a de-
scription of the strategy.
The proof is done by contradiction. We will, indeed, always assume

the following in the sequel.
Contradiction assumption: there exist numbers m ≥ 2, n ≥ 1, α > 0
and an area minimizing m-dimensional integer rectiVable current T in
Rm+n such that
Hm−2+α (Sing(T)) > 0.
Note that the hypothesis m ≥ 2 is justiVed because, for m = 1 an area

minimizing current is locally the union of Vnitely many non-intersecting
open segments.
The aim of the proof is now to show that there exist suitable points
of Sing(T) where we can perform the blowup analysis outlined in the
previous section. This process consists of different steps, which we next
list in a way which does not require the introduction of new notation but
needs to be further speciVed later.
(A) Find a point x0 ∈ Sing(T) and a sequence of radii (rk )k with rk ↓ 0
such that:
(A1 ) the rescaling currents Tx0 ,rk := (ιx0 ,rk )" T converge to a Wat tangent
cone;
(A2 ) Hm−2+α (Sing(Tx0 ,rk ) ∩ B1 ) > η > 0 for some η > 0 and for every
k ∈ N.
Note that both conclusions hold for suitable subsequences, which in prin-
ciple may not coincide. What we need to prove is that we can select a
point and a subsequence satisfying both.
(B) Construction of the center manifold M and of a normal Lipschitz
approximation N : M → Rm+n / ∼.
This is the most technical part of the proof, and most of the conclusions
of the next steps will intimately depend on this construction.
(C) The center manifold that one constructs in step (B) can only be used
in general for a Vnite number of radii rk of step (A). The reason is that
in general its degree of approximation of the average of the minimizing

currents T is under control only up to a certain distance from the singular
point under consideration. This leads us to deVne the sets where the
approximation works, called in the sequel intervals of Gattening, and to
deVne an entire sequence of center manifolds which will be used in the
blowup analysis.
(D) Next we will take care of the problem of the inVnite order of contact.
This is done in two part. For the Vrst one we derive the almost mono-
tonicity formula for a variant of Almgren’s frequency function, deducing
that the order of contact remains Vnite within each center manifold of the
sequence in (C).
(E) Then one needs to compare different center manifolds and to show
that the order of contact still remains Vnite. This is done by exploiting
a deep consequence of the construction in (C) which we call splitting
before tilting after the inspiring paper by T. Rivière [29].
(F) With this analysis at hand, we can pass into the limit our blowup
sequence and conclude the convergence to the graph of a harmonic Q-
valued function u.
(G) Finally, we discuss the capacitary argument leading to the persistence
of the singularities, to show that the function u in (F) needs to have a
singular set with positive Hm−2+α measure, thus contradicting the partial
regularity estimate for such multiple valued harmonic functions.
In the remaining part of this course we give a more detailed descrip-
tion of the steps above, referring to the original papers [13–17] for the
complete proofs.
3 Q-valued functions and rectiHable currents

Since the Vnal contradiction argument relies on the regularity theory of
multiple valued functions, we start recalling the main deVnitions and re-
sults concerning them, and the way they can be used to approximate
integer rectiVable currents. The reference for this part of the theory
is [13, 16, 17, 34].
3.1 Q-valued functions

We start by giving a metric structure to the space (Rn ) Q / ∼ of unordered
Q-tuples of points in Rn , where Q ∈ N \ {0} is a Vxed number. It is
immediate to see that this space can be identiVed with the subset of posi-
tive measures of mass Q which are the sum of integer multiplicity Dirac
delta:
( )
Q
(Rn ) Q / ∼ A Q (Rn ) := [[Pi ]] : Pi ∈ Rn ,
i=1
where [[Pi ]] denotes the Dirac delta at Pi . We can then endow A Q with
one of the distances deVned for (probability) measures, for example the
Wasserstein
distance of exponent two: for every T1 = i [[Pi ]] and T2 =
i [
[Si ]
] ∈ A Q (Rn
), we set
.
/ Q
/
G(T1 , T2 ) := min 0 Pi − Sσ (i) 2 ,
σ ∈S Q
i=1
where we recall that S Q denotes the symmetric group of Q elements.

A Q-function simply a map f : → A Q (Rn ), where ⊂ Rm is
an open domain. We can then talk about measurable (with respect to the
Borel σ -algebra of A Q (Rn )), bounded, uniformly-, Hölder- or Lipschitz-
continuous Q-valued functions.
More importantly, following the pioneering approach to weakly differ-
entiable functions with values in a metric space by L. Ambrosio [6], we
can also deVne the class of Sobolev Q-valued functions W 1,2 .
DeHnition 3.1 (Sobolev Q-valued functions). Let ⊂Rm be a bounded
open set. A measurable function f : → A Q is in the Sobolev class
W 1,2 if there exist m functions ϕ j ∈ L 2 () for j = 1, . . . , m, such that
(i) x
→ G( f (x),
T ) ∈ W () for all T ∈ A Q ;
1,2
(ii) ∂ j G( f, T ) ≤ ϕ j almost everywhere in for all T ∈ A Q and

for all j ∈ {1, . . . , m}, where ∂ j G( f, T ) denotes the weak partial
derivatives of the functions in (i).
By simple reasonings, one can infer the existence of minimal functions
|∂ j f | fulVlling (ii):
|∂ j f | ≤ ϕ j a.e. for any other ϕ j satisfying (ii),
We set

m
|D f |2 := ∂ j f 2 , (3.1)
j=1
and deVne the Dirichlet energy of a Q-valued function as (cp. also [25–
27] for alternative deVnitions)

Dir( f ) := |D f |2 .

A Q-valued function f is said Dir-minimizing if

|D f | ≤
2
|Dg|2 (3.2)

for all g ∈ W 1,2
(, A Q ) with G( f, g)|∂ = 0,
where the last inequality is meant in the sense of traces.
The main result in the theory of Q-valued functions is the following.
Theorem 3.2. Let ⊂ Rm be a bounded open domain with Lipschitz
boundary, and let g ∈ W 1,2 (, A Q (Rn )) be Fxed. Then, the following
holds.
(i) There exists a Dir-minimizing function f solving the minimization
problem (3.2).
0,κ
(ii) Every such function f belongs to Cloc (, A Q (Rn )) for a dimen-
sional constant κ = κ(m, Q) > 0.
p
(iii) For every such function f , |D f | ∈ L loc () for some dimensional
constant p = p(m, n, Q) > 2.
(iv) There exists a relatively closed set Sing(u) ⊂ of Hausdorff dimen-
sion at most m − 2 such that the graph of u outside Sing(u), i.e. the
set
graph u|\ = {(x, y) : x ∈ \ , y ∈ spt (u(x))} ,
is a smoothly embedded m-dimensional submanifold of Rm+n .
Remark 3.3. We refer to [13, 34] for the proofs and more reVned results
in the case of of two dimensional domains. Moreover, for some results
concerning the boundary regularity we refer to [24], and for an improved
estimate of the singular set to [21].
We close this section by some considerations on the Q-valued func-
tions. For the reasons explained in the previous section, a Q-valued
function has to be considered as an intrinsic map taking values in the
non-smooth space of Q-points A Q , and cannot be reduced to a “su-
perposition” of a number Q of functions. Nevertheless, in many situa-
tions it is possible to handle Q-valued functions as a superposition. For
example, as shown in [13, Proposition 0.4] every measurable function
f : Rm → A Q (Rn ) can be written (not uniquely!) as

Q
f (x) = [[ f i (x)]] for Hm -a.e. x, (3.3)
i=1
with f 1 , . . . , f Q : Rm → Rn measurable functions.

Similarly, for weakly differentiable functions it is possible to deVne a

notion of pointwise approximate differential (cp. [13, Corollary 2,7])

Df = [[D f i ]] ∈ A Q (Rn×m ),
i
with the property that at almost every x it holds D f i (x) = D f j (x) if

f i (x) = f j (x). Note, however, that the functions f i do not need to be
weakly differentiable in (3.3), for the Q-valued function f has an ap-
proximate differential.
3.2 Graph of Lipschitz Q-valued functions

There is a canonical way to give the structure of integer rectiVable cur-
rents to the graph of a Lipschitz Q-valued function.
To this aim, we consider proper Q-valued functions, i.e. measurable
functions F : M → A Q (Rm+n ) (where M is any m-dimensional sub-
manifold of Rm+n ) such that there is a measurable selection F = i [[Fi ]]
for which
(Fi )−1 (K )
i
is compact for every compact K ⊂ Rm+n . It is then obvious that if there

exists such a selection, then every measurable selection shares the same
property.
By a simple induction argument (cp. [16, Lemma 1.1]), there are a
countable partition of M in bounded measurable subsets Mi (i ∈ N) and
j
Lipschitz functions f i : Mi → Rm+n ( j ∈ {1, . . . , Q}) such that
Q j

j
(a) F| Mi = j=1 fi for every i ∈ N and Lip( f i ) ≤ Lip(F) ∀i, j;
j j j j
(b) ∀ i ∈ N and j, j ∈ {1, . . . , Q}, either f i ≡ f i or f i (x) = f i (x)
∀x ∈ Mi ;
j

(c) ∀ i we have D F(x) = Qj=1 D f i (x) for a.e. x ∈ Mi .
We can then give the following deVnition.

DeHnition 3.4 (Q-valued push-forward). Let M be an oriented sub-
manifold of Rm+n of dimension m and let F : M → A Q (Rm+n ) be a
proper Lipschitz map. Then, we deVne the push-forward of M through
F as the current j
TF = ( f i )" [[Mi ]] ,
i, j
j
where Mi and f i are as above: that is,
Q
j j
T F (ω) := ω( f i (x)), D f i (x)" e(x) dHm (x) ∀ ω ∈ D m (Rn ).
i∈N j=1 Mi
(3.4)
One can prove that the current in DeVnition 3.4 does not depend on the
decomposition chosen for M and f , and moreover is integer rectiVable
(cp. [16, Proposition 1.4])
A particular class of push-forwards are given by graphs.

DeHnition 3.5 (Q-graphs). Let f = i [[ f i ]] : Rm→A Q (Rn ) be Lipschitz
Q
and deVne the map F : M → A Q (Rm+n ) as F(x) := i=1 [[(x, f i (x))]].
Then, T F is the current associated to the graph Gr( f ) and will be de-
noted by G f .
The main result concerning the push-forward of a Q-valued function

is the following (see [16, Theorem 2.1]).
Theorem 3.6 (Boundary of the push-forward). Let M ⊂ Rm+n be an

m-dimensional submanifold with boundary, F : M → A Q (Rm+n ) a
proper Lipschitz function and f = F|∂ M . Then, ∂T F = T f .
Moreover, the following Taylor expansion of the mass of a graph holds

(cp. [16, Corollary 3.3]).
Proposition 3.7 (Expansion of M(G f )). There exist dimensional con-

stants c̄, C > 0 such that, if ⊂ Rm is a bounded open set and f :
→ A Q (Rn ) is a Lipschitz map with Lip( f ) ≤ c̄, then

1
M(G f ) = Q|| + |D f | +
2
R̄4 (D f i ) , (3.5)
2 i
where R̄4 ∈ C 1 (Rn×m ) satisFes | R̄4 (D)| = |D|3 L̄(D) for L̄ : Rn×m → R
Lipschitz with Lip( L̄) ≤ C and L̄(0) = 0.
3.3 Approximation of area minimizing currents

Finally we recall some results on the approximation of area minimizing
currents.
To this aim we need to introduce more notation. We consider cylinders
in Rm+n of the form C̄s (x) := B̄s (x) × Rn with x ∈ Rm .
Since we are interested in interior regularity, we can assume for the
purposes of this section that we are always in the following setting: for
some open cylinder C̄4r (x) (with r ≤ 1) and some positive integer Q, the
area minimizing current T has compact support in C̄4r (x) and satisVes

p" T = Q B̄4r (x) and ∂ T C̄4r (x) = 0, (3.6)
where p : Rm+n → π0 := Rm × {0} is the orthogonal projection.

We introduce next the main regularity parameter for area minimizing
currents, namely the Excess.
DeHnition 3.8 (Excess measure). For a current T as above we deVne the
cylindrical excess E(T, C̄r (x)) as follows:
T (C̄r (x))
E(T, C̄r (x)) := −Q
ωm r m

1
= |T − π0 |2 δT ,
2 ωm r m T (C̄r (x))
where ωm is the measure of the m-dimensional unit ball, and π0 is the

m-vector orienting π0 .
The most general approximation result of area minimizing currents is

the one due to Almgren, and reproved in [17] with more reVned tech-
niques, which asserts that under suitable smallness condition of the ex-
cess, an area minimizing current coincides on a big set with a graph of a
Lipschitz Q-valued function.
Theorem 3.9 (Almgren’s strong approximation). There exist con-
stants C, γ1 , ε1 > 0 (depending on m, n, Q) with the following property.
Assume that T is area minimizing in the cylinder C̄4r (x) and assume that
E := E(T, C̄4 r (x)) < ε1 .
Then, there exist a map f : Br (x) → A Q (Rn ) and a closed set K ⊂

B̄r (x) such that the following holds:
Lip( f ) ≤ C E γ1 , (3.7)
G f (K ×R ) = T (K × R ) and |Br (x)\ K | ≤ C E
n n
r , (3.8)
1+γ1 m

T (C̄r (x)) − Q ωm r m − 1 |D f |2 ≤ C E 1+γ1 r m . (3.9)
2
Br (x)
The most important improvement of the theorem above with respect to

the preexisting approximation results is the small power E γ1 in the three
estimates (3.7) - (3.9). Indeed, this will play a crucial role in the construc-
tion of the center manifold. It is worthy mentioning that, when Q = 1
and n = 1, this approximation theorem was Vrst proved with different

techniques by De Giorgi in [10] (cp. also [12, Appendix]).
As a byproduct of this approximation, we also obtain the analog of
the so called harmonic approximation, which allows us to compare the
Lipschitz approximation above with a Dir-minimizing function.
Theorem 3.10 (Harmonic approximation). Let γ1 , ε1 be the constants

of Theorem 3.9. Then, for every η̄ > 0, there is a positive constant
ε̄1 < ε1 with the following property. Assume that T is as in Theorem 3.9
and
E := E(T, C̄4 r (x)) < ε̄1 .
If f is the map in Theorem 3.9, then there exists a Dir-minimizing function
w such that

r −2 G( f, w)2 + (|D f | − |Dw|)2
Br (x) Br (x)

+ |D(η ◦ f ) − D(η ◦ w)|2 ≤ η̄ E r m , (3.10)
Br (x)
where η : A Q (Rn ) → Rn is the average map

1 2
1
η [[Pi ]] = Pi .
i
Q i
4 Selection of contradiction’s sequence

In this section we give the details of the Vrst step (A) in Section 2.7,
namely the selection of a common subsequence such that the rescaled
currents converge to a Wat tangent cone and the measure of the singular
set remains uniformly bounded below away from zero. For this purpose,
we introduce the following notation. We denote by Br (x) the open ball
of radius r > 0 in Rm+n (we do not write the point x if the origin) and,
for Q ∈ N, we denote by D Q (T ) the points of density Q of the current
T , and set
RegQ (T) := Reg(T) ∩ DQ (T) and SingQ (T) := Sing(T) ∩ DQ (T).
The precise properties of the sequence that will be used in the blowup
argument are stated in the following proposition. We recall that the main
hypothesis at the base of the proof is the contradiction assumption of
Section 2.7, which we restate for reader’s convenience.
Contradiction assumption: there exist numbers m ≥ 2, n ∈ N, α > 0

and an area minimizing m-dimensional integer rectiVable current T in
Rm+n such that
Hm−2+α (Sing(T)) > 0.
We introduce the spherical excess deVned as follows: for a given m-

dimensional plane π,

1
E(T, Br (x), π) := |T − π|2 dT ,
2 ωm r m Br (x)
E(T, Br (x)) := min E(T, Br (x), τ ).
τ
Proposition 4.1 (Contradiction’s sequence). Under the contradiction

assumption, there exist
1. constants m, n, Q ≥ 2 natural numbers and α, η > 0 real numbers;

2. an m-dimensional area minimizing integer rectiFable current T in
Rm+n with ∂ T = 0;
3. a sequence rk ↓ 0
such that 0 ∈ D Q (T ) and the following holds:
lim E(T0,rk , B10 ) = 0, (4.1)

k→+∞
lim H∞m−2+α
(D Q (T0,rk ) ∩ B1 ) > η, (4.2)
k→+∞

Hm (B1 ∩ spt (T0,rk )) \ D Q (T0,rk ) > 0 ∀ k ∈ N. (4.3)
Here H∞ m−2+α
is the Hausdorff premeasure computed without any restric-
tion on the diameter of the sets in the coverings.
By Almgren’s stratiVcation theorem and by general measure theoretic
arguments, there exist sequences satisfying either (4.1) or (4.2). The two
subsequences might, however, be different: we show the existence of one
point and a single subsequence along which both conclusions hold. The
proof of the proposition is based on the following two results.
Theorem 4.2 (Almgren [5, 2.27]). Let α > 0 and let T be an integer
rectiFable area minimizing current in Rm+n . Then,
(1) for Hm−2+α -a.e. point x ∈ spt (T ) \ spt (∂ T ) there exists a subse-
quence sk ↓ 0 such that Tx,sk converges to a Gat cone;
(2) for Hm−3+α -a.e. point x ∈ spt (T )\spt (∂ T ), it holds that !(T, x) ∈
Z.
Lemma 4.3. Let S be an m-dimensional area minimizing integral cur-

rent, which is a cone in Rm+n with ∂ S = 0, Q = !(S, 0) ∈ N \ {0}, and
assume that

Hm D Q (S)) > 0 and Hm−1 (SingQ (S)) = 0.
Then S is an m-dimensional plane with multiplicity Q.

Proof of Proposition 4.1. Let m > 1 be the smallest integer for which
Theorem 1.7 fails. In view of Almgren’s stratiVcation Theorem 4.2, we
can assume that there exist an integer rectiVable area minimizing cur-
rent R of dimension m and a positive integer Q such that the Hausdorff
dimension of SingQ (R) is larger than m − 2. We Vx the smallest Q for
which such a current R exists and note that by Allard’s regularity theorem
(cp. [2]) it must be Q > 1.
Let α > 0 be such that Hm−2+α (SingQ (R)) > 0, and consider a density
point x0 for the measure Hm−2+α (without loss of generality x0 = 0). In
particular, there exists rk ↓ 0 such that

H∞m−2+α
SingQ (R) ∩ Brk
lim > 0.
k→+∞ rkm−2+α
Up to a subsequence (not relabeled) we can assume that R0,rk → S,
with S a tangent cone. If S is a multiplicity Q Wat plane, then we set
T := R and the proposition is proven (indeed, (4.3) is satisVed because
0 ∈ Sing(R) and R ≥ Hm spt (R)).
If S is not Wat, taking into account the convergence properties of area
minimizing currents [31, Theorem 34.5] and the upper semicontinuity of
H∞m−2+α
under the Hausdorff convergence of compact sets, we deduce

H∞m−2+α
D Q (S) ∩ B̄1 ≥ lim inf H∞
m−2+α
D Q (R0,rk ) ∩ B̄1 > 0. (4.4)
k→+∞
We claim that (4.4) implies
H∞
m−2+α
(SingQ (S)) > 0. (4.5)
Indeed, if all points of D Q (S) are singular, then (4.5) follows from (4.4)
directly. Otherwise, RegQ (S) is not empty, thus implying Hm (D Q (S) ∩
B1 ) > 0: we can then apply Lemma 4.3 and infer that, since S is not
regular, then Hm−1 (SingQ (S)) > 0 and (4.5) holds.
We can, hence, Vnd x ∈ SingQ (S) \ {0} and rk ↓ 0 such that

H∞m−2+α
SingQ (S) ∩ Brk (x))
lim > 0.
k→+∞ rkm−2+α
Up to a subsequence (not relabelled), we can assume that Sx,rk converges

to S1 . Since S1 is a tangent cone to the cone S at x = 0, S1 splits off a line,
i.e. S1 = S2 × [[{t e : t ∈ R}]] for some e ∈ Sm+n−1 , for some area mini-
mizing cone S2 in Rm−1+n and some v ∈ Rm+n (cp. [31, Lemma 35.5]).
Since m is, by assumption, the smallest integer for which Theorem 1.7
fails, Hm−3+α (Sing(S2 )) = 0 and, hence, Hm−2+α (SingQ (S1 )) = 0. On
the other hand, arguing as for (4.4), we have
H∞
m−2+α
(D Q (S1 ) ∩ B̄1 ) ≥ lim sup H∞
m−2+α
(D Q (Sx,rk ) ∩ B̄1 ) > 0.
k→+∞
Thus RegQ (S1 ) = ∅ and, hence, Hm (D Q (S1 )) > 0. We then can apply
Lemma 4.3 again and conclude that S1 is an m-dimensional plane with
multiplicity Q. Therefore, the proposition follows taking T a suitable
translation of S.
Proof of Lemma 4.3

We premise the following lemma.
Lemma 4.4. Let T be an integer rectiFable current of dimension m in

Rm+n with locally Fnite mass and U an open set such that
Hm−1 (∂U ∩ spt (T )) = 0 and (∂ T ) U = 0.
Then ∂(T U ) = 0.
Proof. Consider V ⊂⊂ Rm+n . By the slicing theory
Sr := T (V ∩ U ∩ {dist (x, ∂U ) > r})
is a normal current in Nm (V ) for a.e. r. Since
M(T (V ∩ U ) − Sr ) → 0 as r ↓ 0,
we conclude that T (U ∩V ) is in the M-closure of Nm (V ). Thus, by [18,

4.1.17], T U is a Wat chain in Rm+n and by [18, 4.1.12] ∂(T U ) is a Wat
chain. Since spt (∂(T U )) ⊂ ∂U ∩ spt (T ), we can apply [18, Theorem
4.1.20] to conclude that ∂(T U ) = 0.
We next prove Lemma 4.3. For each x ∈ RegQ (S), let r x be such that
S B2rx (x) = Q [[]] for some regular submanifold and set
U := Brx (x).
x∈RegQ (S)
Obviously, RegQ (S) ⊂ U; hence, by assumption, it is not empty. Fix

x ∈ spt (S) ∩ ∂U . Let next (xk )k∈N ⊂ RegQ (S) be such that
dist (x, Brxk (xk )) → 0.
We necessarily have that r xk → 0: otherwise we would have x ∈ B2rxk (xk )
for some k, which would imply x ∈ RegQ (S) ⊂ U, i.e. a contradiction.
Therefore, xk → x and, by [31, Theorem 35.1],
Q = lim sup !(S, xk ) ≤ !(S, x) = lim !(S, λx) ≤ !(S, 0) = Q.
k→+∞ λ↓0
This implies x ∈ D Q (S). Since x ∈ ∂U , we must then have x ∈

SingQ (S). Thus, we conclude that Hm−1 (spt (S) ∩ ∂U ) = 0. It follows
from Lemma 4.4 that S := S U has 0 boundary in Rm+n . Moreover,
since S is an area minimizing cone, S is also an area-minimizing cone.
By deVnition of U we have !(S , x) = Q for S -a.e. x and, by semi-
continuity,
Q ≤ !(S , 0) ≤ !(S, 0) = Q.
We apply Allard’s theorem [2] and deduce that S is regular, i.e. S is an
m-plane with multiplicity Q. Finally, from !(S , 0) = !(S, 0), we infer
S = S.
5 Center manifold’s construction

In this section we describe the procedure for the construction of the center
manifold. As mentioned in the introduction, this is the most complicated
part of the proof: indeed, the construction of the center manifold comes
together with a series of other estimates which will enter signiVcantly in
the proof of the main Theorem 1.7. In particular, as an outcome of the
procedure we obtain the following several things.
(1) A decomposition of the horizontal plane π0 = Rm × {0} of “Whit-
ney’s type”.
(2) A family of interpolating functions deVned on the cubes of this de-
composition.
(3) A normal approximation taking values in the normal bundle of the
center manifold.
(4) A set of criteria (which will in fact determine the Whitney decompo-
sition) which lead to what we call splitting-before-tilting estimates.
(5) An family of intervals, called intervals of Gattening, where the con-
struction will be effective.
(6) A family of pairs cube–ball transforming the estimates on the Whit-
ney decomposition into estimates on balls (thus passing from the
cubic lattice of the decomposition to the standard geometry of balls).
5.1 Notation and assumptions

Let us recall the following notation. Given an integer rectiVable current
T with compact support, we consider the spherical and the cylindrical
excesses deVned as follows, respectively: for given m-planes π, π , we
set

m −1
E(T, Br (x), π) := 2ωm r |T − π|2 dT , (5.1)
Br (x)

−1
E(T, C̄r (x, π), π ) := 2ωm r m |T − π |2 dT , (5.2)
C̄r (x,π)
where C̄r (x, π) = B̄r (x, π) × π ⊥ is the cylinder over the closed ball
B̄r (x, π) or radius r and center x in the m-dimensional plane π. And we
consider the height function in a set A (we denote by pπ the orthogonal
projection on a plane π)
h(T, A, π) := sup |pπ ⊥ (x) − pπ ⊥ (y)| .

x,y ∈ spt (T ) ∩ A
We also set
E(T, Br (x)) := min E(T, Br (x), τ ) = E(T, Br (x), π), (5.3)

τ
and we will use E(T, C̄r (x, π)) in place of E(T, C̄r (x, π), π): note that
it coincides with the cylindrical excess as deVned in Section 3.3 when

(pπ )" T C̄r (x, π) = Q B̄r (pπ (x), π) .
In this section we will work with an area minimizing integer rectiVable

current T 0 with compact support which satisVes the following assump-
tions: for some constant ε2 ∈ (0, 1), which we always suppose to be
small enough,
!(0, T 0 ) = Q and ∂ T 0 B6√m = 0, (5.4)

√
T 0 (B6√mρ ) ≤ ωm Q(6 m)m + ε22 ρ m ∀ρ ≤ 1, (5.5)

E := E T 0 , B6√m = E T 0 , B6√m , π0 ≤ ε22 , (5.6)
It follows from standard considerations in geometric measure theory that

there are positive constants C0 (m, n, Q) and c0 (m, n, Q) with the follow-
ing property. If T 0 is as in (5.4) - (5.6), ε2 < c0 and T := T 0 B23√m/4 ,
then:
∂T C̄11√m/2 (0, π0 ) = 0, (5.7)

(pπ0 )" T C̄11√m/2 (0, π0 ) = Q B11√m/2 (0, π0 ) , (5.8)
1
h(T, C̄5√m (0, π0 )) ≤ C0 ε2 . m
(5.9)
In particular for each x ∈ B11√m/2 (0, π0 ) there is a point p ∈ spt (T )

with pπ0 ( p) = x.
5.2 Whitney decomposition and interpolating functions

The construction of the center manifold is done by following a suitable
decomposition of the horizontal plane π0 into cubes. We denote by C j ,
j ∈ N, the family of dyadic-closed cubes L of π0 with side-length 21− j =:
2 &(L). Next we set C := j∈N C j . If H and L are two cubes in C with
H ⊂ L, then we call L an ancestor of H and H a descendant of L. When
in addition &(L) = 2&(H ), H is a son of L and L the father of H .
DeHnition 5.1. A Whitney decomposition of [−4, 4]m ⊂ π0 consists of
a closed set ⊂ [−4, 4]m and a family W ⊂ C satisfying the following
properties:
-
(w1) ∪ L∈W L = [−4, 4]m and does not intersect any element of W;
(w2) the interiors of any pair of distinct cubes L 1 , L 2 ∈ W are disjoint;
(w3) if L 1 , L 2 ∈ W have nonempty intersection, then
1
&(L 1 ) ≤ &(L 2 ) ≤ 2 &(L 1 ).
2
Observe that (w1) - (w3) imply

dist (, L) := inf |x − y| : x ∈ L , y ∈ ≥ 2&(L) for every L ∈ W.
However, we do not require any inequality of the form dist (, L) ≤

C&(L), although this would be customary for what is commonly called
Whitney decomposition in the literature.
We denote by S j all the dyadic cubes with side-length 21− j which are
not contained in W and set S := ∪ j≥N0 S j for some
√ big natural number
N0 . For each cube L ∈ W ∪ S , we set r L = M0 m&(L), with M0 ∈ N a
dimensional constant to be Vxed later, and we call its center x L . We can
then Vnd points p L ∈ spt (T ), with coordinates p L = (x L , yL ) ∈ π0 ×π0⊥ ,
and interpolating functions
g L : B4r L ( p L , π0 ) → π0⊥ ,
such that the following holds: for every H, L ∈ W ∪ S ,

1 1
g H C 0 ≤ C E 2m and Dg H C 2,κ ≤ C E 2 ; (5.10)
1
g H − g L C i (Br L ( p L ,π0 )) ≤ C E &(H )3+κ−i
2 (5.11)
∀ i ∈ {0, . . . , 3} if H ∩ L = ∅;
1
|D 3 g H (x H ) − D 3 g L (x L )| ≤ C E 2 |x H − x L |κ ; (5.12)
1
sup g H − yC 0 ≤ C E 2m &(H ), (5.13)
(x,y)∈spt (T ), x∈H
for some κ > 0, and where we used the notation
Br ( p L , π0 ) := Br ( p L ) ∩ ( p L + π0 ).
It is now very simple to show how to patch all the interpolating functions
g L in order to construct a center manifold. To this aim, we set

P j := S j ∪ L ∈ W : &(L) ≥ 2− j .
For every L ∈ P j we deVne

y − xL
ϑ L (y) := ϑ ,
&(L)

for some Vxed ϑ ∈ Cc∞ [− 17 , 17 ]m , [0,1] that is identically 1 on [−1,1]m.
16 16
We can then patch all the interpolating functions using the partition of the
unit induced by the ϑ L , i.e.

L∈P j ϑ L g L
ϕ j := . (5.14)
L∈P j ϑ L
The following theorem is now a very easy consequence of the estimates

on the interpolating functions.
Theorem 5.2 (Existence of the center manifold). Assume to be given a
Whitney decomposition (, W ) and interpolating functions g H as above.
If ε2 is sufFciently small, then
(i) the functions ϕ j deFned in (5.14) satisfy
1 1
Dϕ j C 2,κ ≤ C E 2 and ϕ j C 0 ≤ C E 2m ,
(ii) ϕ j converges to a map ϕ such that M := Gr(ϕ|]−4,4[m ) is a C 3,κ

submanifold of , called in the sequel center manifold,
(iii) for all x ∈ , the point (x, ϕ(x)) ∈ spt (T ) and is a multiplicity Q
point. Setting (y) := (y, ϕ(y)), we call () the contact set.

Proof. DeVne χ H := ϑ H /( L∈P j ϑ L ) and observe that

χ H = 1 and χ H C i ≤ C0 (i, m, n) &(H )−i ∀i ∈ N . (5.15)
Set P j (H ) := {L ∈ P j : L ∩ H = ∅} \ {H }. By construction
1
&(L) ≤ &(H ) ≤ 2 &(L) for every L ∈ P j (H ),
2
and the cardinality of P j (H ) is bounded by a geometric constant C0 .
1
The estimate |ϕ j | ≤ C E 2m follows then easily from (5.10).
For x ∈ H we write

ϕ j (x) = g H χ H + g L χ L (x)
L∈P j (H )
(5.16)
= g H (x) + (g L − g H )χ L (x) .
L∈P j (H )
Using the Leibniz rule, (5.15), (5.10) and (5.11), for i ∈ {1, 2, 3} we get

D i ϕ j C 0 (H ) ≤ g H C i + g L − g H C l (H ) &(L)l−i
0≤l≤i L∈P j (H )
1
≤ C E 1 + &(H )3+κ−i .
2
1
Next, using also [D 3 g H − D 3 g L ]κ ≤ C E 2 , we obtain

[D 3 ϕ j ]κ,H ≤ &(H )l−3 &(H )−κ Dl (g L − g H )C 0 (H )
0≤l≤3 L∈P j (H )
1
+ [Dl (g L − g H )]κ,H + [D 3 g H ]κ,H ≤ C E 2 .
Fix now x, y ∈ [−4, 4]m , let H, L ∈ P j be such that x ∈ H and y ∈ L.

If H ∩ L = ∅, then

|D 3 ϕ j (x) − D 3 ϕ j (y)| ≤ C [D 3 ϕ j ]κ,H + [D 3 ϕ j ]κ,L |x − y|κ . (5.17)
If H ∩ L = ∅, we assume without loss of generality &(H ) ≤ &(L) and

observe that

max |x − x H |, |y − x L | ≤ &(L) ≤ |x − y| .
Moreover, by construction ϕ j is identically equal to g H in a neighborhood

of its center x H . Thus, we can estimate
|D 3 ϕ j (x) − D 3 ϕ j (y)| ≤ |D 3 ϕ j (x) − D 3 ϕ j (x H )|
+ |D 3 g H (x H ) − D 3 g L (x L )|
+ |D 3 ϕ j (x L ) − D 3 ϕ j (y)|
1
≤ C E 2 (|x − x H |κ + |x H − x L |κ + |y − x L |κ )
1
≤ C E 2 |x − y|κ ,
where we used (5.17) and (5.12). The convergence of the sequence ϕ j (up
to subsequences) and (iii) are now simple consequences of (5.13) (details
are left to the reader).
5.3 Normal approximation

The main feature of the center manifold M lies actually in the fact that
it allows to make a good approximation of the current which turns out to
be almost centered by M.
We introduce the following deVnition.
DeHnition 5.3 (M-normal approximation). An M-normal approxi-
mation of T is given by a pair (K, F) such that
(A1) F : M → A Q (U) is Lipschitz and takes the special form

F(x) = [[x + Ni (x)]] ,
i
with Ni (x) ⊥ Tx M for every x ∈ M and i = 1, . . . , Q.

(A2) K ⊂ M is closed, contains ∩ [− 72 , 72 ]m and
TF p−1 (K) = T p−1 (K).

The map N = i [[Ni ]] : M → A Q (U) is called the normal part of F.
As proven in [14, Theorem 2.4], the center manifold M of the previ-
ous section allows to construct an M-normal approximation which does
approximate the area minimizing current T . In order to state the result,
to each L ∈ W we associate a Whitney region L on M as follows:
3
7 7 m
L := H ∩ − , ,
2 2
where H is the cube concentric to L with &(H ) = 17 16

&(L). We will use
N |L 0 to denote the quantity supx∈L G(N (x), Q [[0]]).
Theorem 5.4. Let γ2 := γ41 , with γ1 the constant of Theorem 3.9. Under
the hypotheses of Theorem 5.2, if ε2 is sufFciently small, then there exist
constants β2 , δ2 > 0 and an M-normal approximation (K, F) such that
the following estimates hold on every Whitney region L:
1
Lip(N |L ) ≤ C E γ2 &(L)γ2 and N |L C 0 ≤ C E 2m &(L)1+β2 , (5.18)

|D N |2 ≤ C E &(L)m+2−2δ2 , (5.19)
L
|L \ K| + T F − T (p−1 (L)) ≤ C E 1+γ2 &(L)m+2+γ2 . (5.20)
Moreover, for any a > 0 and any Borel set V ⊂ L, we have

β2 γ2
|η ◦ N | ≤ C E &(L)3+ 3 + a &(L)2+ 2 |V|
V

C 2+γ2
+ G N , Q [[η ◦ N ]] . (5.21)
a V
Let us brieWy explain the conclusions of the theorem. The estimates in
(5.18) and (5.19) concern the regularity properties of the normal approx-
imation N , and will play an important role in many of the subsequent
arguments. However, the key properties of N are (5.20) and (5.21): the
former estimates the error done in the approximation on every Whitney
region; while the latter estimates the L 1 norm of the average of N , which
is a measure of the centering of the center manifold. Note that both esti-
mates are in some sense “superlinear” with respect to the relevant param-
eters: indeed, as it will be better understood later on, they involve either
a superlinear power of the excess E 1+γ2 or the L 2+γ2 norm of N (which
is of higher order with respect to the “natural” L 2 norm).
5.4 Construction criteria

The estimates and the results of the previous two subsections depend very
much on the way the Whitney decomposition, the interpolating functions
and the normal approximation are constructed.
We start recalling the notation p L = (x L , yL ) where L is a dyadic cube,
x L its center and yL ∈ π0⊥ is chosen in such a way that p L ∈ spt (T ).
Moreover, we set
B L := B64r L ( p L ),
√
where we recall that r L := M0 m &(L) for some large constant M0 ∈ N.
We deVne the families of cubes of the Whitney decomposition
W = We ∪ Wh ∪ Wn and S ⊂ C .
We use the notation S j = S ∩ C j , W j = W ∩ C j and so on.

We recall the notation for the excess,
E(T, Br (x)) := min E(T, Br (x), τ ) = E(T, Br (x), π).

τ
The m-dimensional planes π realizing the minimum above are called op-
timal planes of T in a ball Br (x) if, in addition, π optimizes the height
among all planes that optimize the excess:

h(T, Br (x), π) = min h(T, Br (x), τ ) : τ satisVes (5.3)
=: h(T, Br (x)). (5.22)
An optimal plane in the ball B L is denoted by π L .

We Vx a big natural number N0 , and constants Ce , Ch > 0, and we
deVne W i = S i = ∅ for i < N0 . We proceed with j ≥ N0 inductively:
if the father of L ∈ C j is not in W j−1 , then
(EX) L ∈ W ej if E(T, B L ) > Ce E &(L)2−2δ2 ;

j j 1
(HT) L ∈ W h if L ∈ We and h(T, B L ) > Ch E 2m &(L)1+β2 ;
j
(NN) L ∈ W nj if L ∈ W ej ∪ W h but it intersects an element of W j−1 ;
if none of the above occurs, then L ∈ S j .

We Vnally set
"
:= [−4, 4]m \ L= L. (5.23)
L∈W j≥N0 L∈S j
Observe that, if j > N0 and L ∈ S j ∪ W j , then necessarily its father

belongs to S j−1 .
For what concerns the interpolating functions g L , they are obtained as
the result of the following procedure.
(1) Let L ∈ S ∪W and π L be an optimal plane. Then, T C̄32r L ( p L ,π L )

fulVlls the assumptions of the approximation Theorem 3.9 in the
cylinder C̄32r L ( p L , π L ), and we can then construct a Lipschitz ap-
proximation
f L : B8r L ( p L , π L ) → A Q (π L⊥ ).
(2) We let h L : B7r L ( p L , π L ) → π L⊥ be a regularization of the average
given by
h L := (η ◦ f L ) ∗ &(L) ,

where ∈ Cc∞ (B1 ) is radial, = 1 and |x|2 (x) dx = 0.
(3) Finally, we Vnd a smooth map g L : B4r L ( p L , π0 ) → π0⊥ such that
G g L = Gh L C̄4r L ( p L , π0 ),
where we recall that Gu denotes the current induced by the graph of

a function u.
The fact that the above procedure can be applied follows from the choice
of the stopping criteria for the construction of the Whitney decomposi-
tion. We refer to [14] for a detailed proof. Here we only stress the fact
that this construction depends strongly on the choice of the constants in-
volved: in particular, Ce , Ch , β2 , δ2 , M0 are positive real numbers and N0
a natural number satisfying in particular

1 γ1
β2 = 4 δ2 = min , , (5.24)
2m 100
where γ1 is the constant of Theorem 3.9, and
√
M0 ≥ C0 (m, n, n̄, Q) ≥ 4 and m M0 27−N0 ≤ 1 . (5.25)
Note that β2 and δ2 are Vxed, while the other parameters are not Vxed but
are subject to further restrictions in the various statements, respecting a
very precise “hierarchy” (cp. [14, Assumption 1.9]).
Finally, we add also a few words concerning the construction of the
normal approximation N . In every Whitney region L the map N is a
suitable extension of the reparametrization of the Lipschitz approxima-
tion f L . Then the estimates (5.18), (5.19) and (5.20) follow easily from
Theorem 3.9. The most intricate proof is the one of (5.21) for which the
choice of the regularization h L deeply plays a role. The main idea is that,
on the optimal plane π L , the average of the sheets of the minimizing cur-
rent is almost the graph of a harmonic function. Therefore, a good way to
regularize it (which actually would keep it unchanged if it were exactly
harmonic) is to convolve with a radial symmetric molliVer. This proce-
dure, which we stress is not the only possible one, will indeed preserve
the main properties of the average.
5.5 Splitting before tilting

The above criteria are not just important for the construction purposes,
but also lead to a couple of important estimates which will be referred to
as splitting-before-tilting estimates. Indeed, it is not a case that the pow-
ers of the side-length in the (EX) and (HT) criteria look like the powers in
the familiar decay of the excess and in the height bound. In fact it turns
out that, following the arguments for the height bound and for the de-
cay of the excess, one can infer two further consequences of the Whitney
decomposition’s criteria.
5.5.1 (HT)-cubes If a dyadic cube L has been selected by the Whitney

decomposition procedure for the height criterion, then the M-normal ap-
proximation above the corresponding Whitney region needs to have a
large pointwise separation (see (5.28) below).
Proposition 5.5 ((HT)-estimate). If ε2 is sufFciently small, then the fol-
lowing conclusions hold for every L ∈ W h :
1
!(T, p) ≤ Q − ∀ p ∈ B16r L ( p L ), (5.26)
2
1
L ∩ H = ∅ ∀ H ∈ W n with &(H ) ≤ &(L); (5.27)
2
1 1
G N (x), Q [[η ◦ N (x)]] ≥ Ch E 2m &(L) 2 ∀ x ∈ L.
1+β
(5.28)
4
A simple corollary of the previous proposition is the following.
Corollary 5.6. Given any H ∈ W n there is a chain L = L 0 , L 1 , . . . , L j =
H such that:
(a) L 0 ∈ W e and L i ∈ W n for all i = 1, . . . , j;
(b) L i ∩ L i−1 = ∅ and &(L i ) = 12 &(L i−1 ) for all i = 1, . . . , j.
In particular, H ⊂ B3√m&(L) (x L , π0 ).
We use this last corollary to partition W n .
DeHnition 5.7 (Domains of inIuence). We Vrst Vx an ordering of the
cubes in W e as {Ji }i∈N so that their side-length decreases. Then H ∈ W n
belongs to W n (J0 ) if there is a chain as in Corollary 5.6 with L 0 = J0 .
Inductively, W n (Jr ) is the set of cubes H ∈ W n \ ∪i<r W n (Ji ) for which
there is a chain as in Corollary 5.6 with L 0 = Jr .
5.5.2 (Ex)-cubes Similarly, if a cube of the Whitney decomposition is

selected by the (EX) condition, i.e. the excess does not decay at some
given scale, then a certain amount of separation between the sheets of the
current must also in this case occur.
Proposition 5.8 ((EX)-estimate). If L ∈ W √e and = (B&(L)/4 (q, π0 ))
for some point q ∈ π0 with dist(L , q) ≤ 4 m &(L), then

Ce E&(L) m+2−2δ2
≤ &(L) E(T, B L ) ≤ C
m
|D N |2 , (5.29)

|D N |2 ≤ C&(L)m E(T, B L ) ≤ C&(L)−2 |N |2 . (5.30)
L
Both propositions above are a typical splitting-before-tilting phenomenon

in this sense: the key assumption is that the excess has decayed up to a
given scale (i.e. no “tilting” occurs), while the conclusion is that a cer-
tain amount of separation between the sheets of the current (“splitting”)
holds. We borrowed this terminology from the paper by T. Rivière [29],
where a similar phenomenon (but not completely the same) was proved
for semi-calibrated two dimensional currents as a consequence of a lower
epi-perimetric inequality.
5.6 Intervals of Iattening

Here we deVne the last feature of the construction of the center manifold,
namely the so called interval of Wattening. A center manifold constitutes
a good approximation of the average of the sheets of a current as soon
as the errors in Theorem 5.4 are small compared to the distance from the
origin. In this case, we are forced to interrupt our blowup analysis and to
start a new center manifold. This procedure is explained in details in the
following paragraph.
5.6.1 DeHning procedure We Vx the constant cs := 1

√
64 m
and notice
that 2−N0 < cs . We set

R := r ∈]0, 1] : E(T, B6√mr ) ≤ ε32 , (5.31)
where ε3 > 0 is a suitably chosen constant, always assumed to be smaller

than ε2 . Observe that, if (sk ) ⊂ R and sk ↑ s, then s ∈ R. We cover R
with a collection F = {I j } j of intervals I j =]s j , t j ] deVned as follows:
we start with
t0 := max{t : t ∈ R}.
Next assume, by induction, to have deVned
t0 > s0 ≥ t1 > s1 ≥ . . . > s j−1 ≥ t j ,
and consider the following objects:
- T j := ((ι0,t j )" T ) B6√m , and assume (without loss of generality, up

to a rotation) that E(T j , B6√m , π0 ) = E(T j , B6√m );
- let M j the corresponding center manifold for T j , given as the graph
of a map ϕ j : π0 ⊃ [−4, 4]m → π0⊥ , (for later purposes we set
j (x) := (x, ϕ j (x))).
Then, one of the following possibilities occurs:
(Stop) either there is r ∈]0, 3] and a cube L of the Whitney decomposi-

tion W ( j) of [−4, 4]m ⊂ π0 (applied to T j ) such that
&(L) ≥ cs r and L ∩ B̄r (0, π0 ) = ∅; (5.32)
(Go) or there exists no radius as in (Stop).
It is possible to show that when (Stop) occurs for some r, such r is smaller
than 2−5 . This justiVes the following:
(1) in case (Go) holds, we set s j := 0, i.e. I j :=]0, t j ], and end the
procedure;
(2) in case (Stop) holds we let s j := r̄ t j , where r̄ is the maximum
radius satisfying (Stop). We choose then t j+1 as the largest element
in R∩]0, s j ] and proceed iteratively.
s
The following are easy consequences of the deVnition: for all r ∈] t jj , 3[,
it holds
E(T j , Br ) ≤ Cε32 r 2−2δ2 , (5.33)

1
sup{dist(x, M j ) : x ∈ spt (T j ) ∩ p−1
j (Br ( p j ))} ≤ C (E ) r
j 2m 1+β2
, (5.34)
where E j := E(T j , B6√m ) and p j denotes the nearest point projection on

M j deVned on a neighborhood of the center manifold (for the proof we
refer to [15]).
5.7 Families of subregions

Let M be a center manifold and : π0 → Rm+n the paremetrizing
map. Set q := (0) and denote by B the projection of the geodesic ball
1/m
pπ0 (Br (q)), for some r ∈ (0, 4). Since ϕC 3,κ ≤ Cε2 in Theorem 5.2,
it is simple to show that B is a C 2 convex set and that the maximal cur-
vature of ∂ B is everywhere smaller than r2 . Thus, for every z ∈ ∂ B there
is a ball Br/2 (y) ⊂ B whose closure touches ∂ B at z.
In this section we show how one can partition the cubes of the Whitney
decomposition which intersect B into disjoint families which are labeled
by pairs (L , B(L)) cube–ball enjoying different properties.
Proposition 5.9. There exists a set Z of pairs (L , B(L)) with this prop-
erties:
(i) if (L , B(L)) ∈ Z, then L ∈ We ∪ Wh , the radius of B(L) is &(L) 4

,
B(L) ⊂ B and dist (B(L), ∂ B) ≥ &(L) 4
;
(ii) if the pairs (L , B(L)), (L , B(L )) ∈ Z are distinct, then L and L
are distinct and B(L) ∩ B(L ) = ∅;
(iii) the cubes W which intersect B are partitioned into disjoint families
W(L) labeled by (L , B(L)) ∈ Z such that, if H ∈ W(L), then
H ⊂ B30√m&(L) (x L ).
In this way, every cube of the Whitney decomposition intersecting B can

be uniquely associated to a ball B(L) ⊂ B for some L ∈ W e ∩ W h .
This will allow to transfer the estimates form the cubes of the Whitney
decomposition to the ball B.
5.7.1 Proof of Proposition 5.9 We start deVning appropriate families of

cubes and balls.
DeHnition 5.10 (Family of cubes). We Vrst deVne a family T of cubes
in the Whitney decomposition W as follows:
(i) T includes all L ∈ Wh ∪ We which intersect B;

(ii) if L ∈ Wn intersects B and belongs to the domain of inWuence
Wn (L) of the cube L ∈ We as in DeVnition 5.7, then L ∈ T .
It is easy to see that, if r belongs to an interval of Wattening,√then for

every L ∈ T it holds that &(L) ≤ 3cs r ≤ r and dist(L , B) ≤ 3 m &(L).
Therefore, we can also deVne the following associated balls.
DeHnition 5.11. For every L ∈ T , let x L be the center of L and:
(a) if x L ∈ B, we then set s(L) := &(L) and B L := Bs(L) (x L , π);

(b) otherwise we consider the ball Br(L) (x L , π) ⊂ π such that its clo-
sure touches B at exactly one point p(L), we set s(L) := r(L) +
&(L) and deVne B L := Bs(L) (x L , π).
We proceed to select a countable family T of pairwise disjoint balls {B L }.

We let S := sup L∈T s(L) and start selecting a maximal subcollection
T1 of pairwise disjoint balls with radii larger than S/2. Clearly, T1 is
Vnite. In general, at the stage k, we select a maximal subcollection Tk
of pairwise disjoint balls which do not intersect any of the previously
selected balls in T1 ∪-. . . ∪ Tk−1 and which have radii r ∈]2−k S, 21−k S].
Finally, we set T := k Tk .
DeHnition 5.12 (Family of pairs cube-balls (L ,B(L)) ∈ Z ). Recalling

the convexity properties of B and &(L) ≤ r, it easy to see that there exist
balls B&(L)/4 (q L , π) ⊂ B L ∩ B which lie at distance at least &(L)/4 from
∂ B. We denote by B(L) one of such balls and by Z the collection of
pairs (L , B(L)) with B L ∈ T.
Next, we partition the cubes of W which intersect B into disjoint fam-
ilies W(L) labeled by (L , B(L)) ∈ Z in the following way. Let H ∈ W
have nonempty intersection with B. Then, either H is in T and we set
J := H , or is in the domain of inWuence of some√J ∈ T . If J = H ,
then the separation between J and H is at most 3 m&(J ) and, hence,
H ⊂ B4√m&(J ) (x J ). By construction there is a B L ∈ T with B J ∩ B L = ∅
and radius s(L) ≥ s(J2 ) . We then prescribe H ∈ W(L). Observe that
√
s(L) ≤ 4 m &(L) and s(J ) ≥ &(J ).
Therefore, it also holds

√ √
&(J ) ≤ 8 m &(L) and |x J − x L | ≤ 5s(L) ≤ 20 m &(L),
thus implying
H ⊂ B4√m &(J ) (x J ) ⊂ B4√m&(J )+20√m &(L) (x L ) ⊂ B30√m &(L) (x L ) .
6 Order of contact
In this section we discuss the issues in steps (D) and (E) of the sketch of
proof in Section 2.7, i.e. the order of contact of the normal approximation
with the center manifold.
The key word for this part is frequency function, which is the mono-
tone quantity discovered by Almgren controlling the vanishing order of
a harmonic function. In order to explain this point, we consider Vrst the
case of a real valued harmonic function f : B1 ⊂ R2 → R with an
expansion in polar coordinates

∞

f (r, θ) = a0 + r k ak cos(kθ) + bk sin(kθ) .
k=1
How can one detect the smallest index k such that ak or bk is not 0? It is
not difVcult to show that the quantity

r Br |∇ f |2
I f (r) := (6.1)
∂ Br | f |
2
is monotone increasing in r and its limit as r ↓ 0 gives exactly the small-

est non-zero index in the expansion above.
I f is what Almgren calls the frequency function (and the reason for
such terminology is now apparent from the example above), and one of
the most striking discoveries of Almgren is that the monotonicity of the
frequency remains true for Q-valued functions and in fact allows to ob-
tain a non-trivial blowup limit.
In the next subsections, we see how this discussion generalizes to the
case of area minimizing currents, where an almost monotonicity formula
can be derived for a suitable frequency deVned for the M-normal approx-
imation.
6.1 Frequency function’s estimate

For every interval of Wattening I j =]s j , t j ], let N j be the normal approx-
imation of T j on M j . Since the L 2 norm of the trace of N j may not have
any connection to the current itself (remember that N j misses a set of
positive measure of T j ), we need to introduce an averaged version of the
frequency function. To this aim, consider the following piecewise linear
function ϕ : [0 + ∞[→ [0, 1] given by
⎧
⎪
⎨1 for r ∈ [0, 12 ],
ϕ(r) := 2 − 2r for r ∈ ] 12 , 1],
⎪
⎩
0 for r ∈ ]1, +∞[,
and let us deVne a new frequency function in the following way.

DeHnition 6.1. For every r ∈]0, 3] we deVne:

d j ( p)
D j (r) := ϕ |D N j |2 ( p) dp,
Mj r
and

d j ( p) |N j |2 ( p)
H j (r) := − ϕ dp ,
Mj r d( p)
where d j ( p) is the geodesic distance on M j between p and j (0). If we
have that H j (r) > 0, then we deVne the frequency function
r D j (r)
I j (r) := .
H j (r)
Note that, by the Coarea formula,

|N |2
H j (r) = 2
Br \Br/2 ( j (0)) d( p)
r
1
=2 |N j |2 dt , (6.2)
r/2 t ∂ Bt ( j (0))
whereas, using Fubini,

r
r D j (r) = |D N j | (x) 2
1]|x|,∞[ (t) dt dHm (x)
Mj r
r 2
=2 |D N j |2 dt. (6.3)
r
2 Bt ( j (0))
This explains in which sense I j is an average of the quantity introduced

by F. Almgren.
The main analytical estimate is then the following.
Theorem 6.2. If ε3 in (5.31) is sufFciently small, then there exists a con-

stant C > 0 (indepent of j) such that, if [a, b] ⊂ [ st , 3] and H j |[a,b] > 0,
then it holds
I j (a) ≤ C(1 + I j (b)). (6.4)
To simplify the notation, we drop the index j and omit the measure Hm
in the integrals over regions of M. For the proof of the theorem we need
to introduce some auxiliary functions (all absolutely continuous with re-
spect to r). We let ∂r̂ denote the derivative along geodesics starting at
(0). We set

Q
E(r) := − ϕ d( p)
r
Ni ( p), ∂r̂ Ni ( p) dp ,
M i=1

G(r) := − ϕ d(rp) d( p) |∂r̂ N ( p)|2 dp,
M

(r) := ϕ d(rp) |N |2 ( p) dp .
M
The proof of Theorem 6.2 exploits some “integration by parts” formulas,

which in our setting are given by the Vrst variations for the minimizing
current. We collect these identities in the following proposition, and pro-
ceed then with the proof of the theorem.
Proposition 6.3. There exist dimensional constants C, γ3 > 0 such that,

if the hypotheses of Theorem 6.2 hold and I ≥ 1, then

H (r) − m−1 H(r) − 2 E(r) ≤ CH(r), (6.5)
r
r
D(r) − r −1 E(r) ≤ CD(r)1+γ3 + Cε2 (r), (6.6)
3

D (r) − m−2 D(r) − 22 G(r) ≤ CD(r) + CD(r)γ3 D (r)
r r
+r −1 D(r)1+γ3 , (6.7)

(r) + r (r) ≤ C r D(r) ≤
2
Cr 2+m ε32 . (6.8)
We assume for the moment the proposition and prove the theorem.
Proof of Theorem 6.2. It enough to consider the case in which I > 1 on
]a, b[. Set (r) := log I(r). By Proposition 6.3, if ε3 is sufVciently
small, then
D(r) E(r)
≤ ≤ 2 D(r), (6.9)
2 r
from which we conclude that E > 0 over the interval ]a, b [. Set for
simplicity F(r) := D(r)−1 − rE(r)−1 , and compute
H (r) D (r) 1 (6.6) H (r) rD (r) 1
− (r) = − − = − − D (r)F(r) − .
H(r) D(r) r H(r) E(r) r
Again by Proposition 6.3:
H (r) (6.5) m − 1 2 E(r)
≤ +C + , (6.10)
H(r) r r H(r)
(6.6) r(D(r)1+γ3 + (r)) (6.9) (r)
|F(r)| ≤ C ≤ C D(r)γ3 −1 + C , (6.11)
D(r) E(r) D(r)2

rD (r) (6.7) m − 2 rD(r) 2 G(r)
− ≤ C− −
E(r) r E(r) r E(r)
γ3
rD(r) D (r) + D(r) 1+γ3
+C
E(r)
m−2 C 2 G(r)
≤C− + D(r)|F(r)| −
r r r E(r)
D(r)γ3
+ CD(r)γ3 −1 D (r) + C
r
(6.8), (6.11) m − 2 2 G(r)
≤ C− − + CD(r)γ3 −1 D (r) + C r γ3 m−1 ,
r r E(r)
(6.12)
where we used the rough estimate D(r) ≤ C r m+2−2δ2 coming from (5.19)
of Theorem 5.4 and the condition (Stop).
By Cauchy-Schwartz, we have
E(r) G(r)
≤ . (6.13)
rH(r) rE(r)
Thus, by (6.10), (6.12) and (6.13), we conclude
− (r) ≤ C + C r γ3 m−1 + CrD(r)γ3 −1 D (r) − D (r)F(r)
(6.11) (r)D (r)
≤ C r γ3 m−1 + CD(r)γ3 −1 D (r) + C . (6.14)
D(r)2
Integrating (6.14) we conclude:
(a) − (b) ≤ C + C (D(b)γ3 − D(a)γ3 )

3 b
(a) (b) (r) (6.8)
+C − + dr ≤ C.
D(a) D(b) a D(r)
6.1.1 Proof of Proposition 6.3 The remaining part of this subsection is

devoted to give some arguments for the proof of the Vrst variation formu-
las.
The estimate (6.5) follows from a straightforward computation: using
the area formula and setting y = r z, we have

ϕ (|z|)
H(r) = −r m−1
|N |2 (exp(r z)) J exp(r z) dx,
Tq M |z|
and differentiating under the integral sign, we easily get (6.5):

ϕ (|z|)
H (r) = − (m − 1) r m−2
|N |2 (exp(r z)) J exp(r z) dz
Tq M |z|

− 2 r m−1 ϕ (|z|) Ni , ∂r̂ Ni (exp(r z)) J exp(r z) dz
Tq M i

ϕ (|z|) d
− r m−1 |N |2 (exp(r z)) J exp(r z) dz
Tq M |z| dr
m−1 2
= H(r) + E(r) + O(1) H(r),
r r
where we the following simple fact for the Jacobian of the exponential
map drd J exp(r z) = O(1), because M is a C 3,κ submanifold and the
exponential map exp is a C 2,κ map.
Similarly, (6.8) follows by simple computation which involve a Poincaré

inequality: namely, if I ≥ 1, then

|N |2 ≤ C r 2 D(r). (6.15)
Br (q)
We refer to [15] for the details of the proof.
Here we try to explain the remaining two estimates, which instead are
connected to the Vrst variation δT (X) of the area minimizing current T
along a vector Veld X.
The idea is the following: since the Vrst variations of T are zero, we
compute them using its approximation N and derive the integral equal-
ity in the Proposition 6.3. To understand the meaning of these estimates,
consider u : Rm → Rn a harmonic function. Then, computing the varia-
tions of the Dirichlet energy of u leads to the following two identities:

∂u
|Du| =
2
u· ,
Br ∂ Br ∂ν
2
m−2 ∂u
|Du| =2
|Du| + 2
2 ,
r ∂ν
∂ Br Br ∂ Br
which are the exact analog of (6.6) and (6.7) without any error term.
What we need to do is then to replace the Dirichlet energy with the area
functional, and to consider the fact that the normal approximation N is
only approximately stationary with respect to this functional.
We start Vxing a tubular neighborhood U of M and the normal projec-
tion p : U → M. Observe that p ∈ C 2,κ . We will consider:

(1) the outer variations, where X ( p) = X o ( p) := ϕ d(p(r p)) ( p −

p( p)).
(2) the inner variations, where X ( p) = X i ( p) := Y (p( p)) with

d( p) d( p) ∂
Y ( p) := ϕ ∀ p ∈ M.
r r ∂ r̂

Consider now the map F( p) := i [[ p+ Ni ( p)]] and the current T F asso-
ciated to its image. Observe that X i and X o are supported in p−1 (Br (q))
but none of them is compactly supported. However, it is simple to see
that δT (X) = 0. Then, we have
|δT F (X)| = |δT F (X) − δT (X)|

≤ div X dT + div X dT F , (6.16)
T TF
spt (T )\Im(F) Im(F)\spt (T )
5 67 8
Err4

where Im(F) is the image of the map F(x) = i [[(x, Ni (x))]], i.e. the
support of the current T F .
Set now for simplicity ϕr ( p) := ϕ d(rp) . It is not hard to realize that
the mass of the current T F can be expressed in the following way:

1
M(T F ) = Q H (M) − Q
m
H, η ◦ N + |D N |2
M 2 M

+ P2 (x, Ni ) + P3 (x, Ni , D Ni ) + R4 (x, D Ni ) ,

M i
(6.17)
where P2 , P3 and R4 are quadratic, cubic and fourth order errors terms
(see [16, Theorem 3.2]) One can then compute the Vrst variation of a
push-forward current T F and obtain (cp. [16, Theorem 4.2])

Q
3
δT F (X o ) = ϕr |D N |2 + Ni ⊗ ∇ϕr : D Ni + Erroj , (6.18)
M i=1 j=1
where the errors Erroj satisfy

Erro1 = −Q ϕr HM , η ◦ N , (6.19)
M
|Erro2 | ≤ C |ϕr ||A|2 |N |2 , (6.20)
M

|Erro3 | ≤ C |N ||A| + |D N |2 |ϕr ||D N |2 + |Dϕr ||D N ||N | , (6.21)
M
here HM is the mean curvature vector of M. Plugging (6.18) into (6.16),

we then conclude
4
D(r) − r −1 E(r) ≤ Erro , (6.22)
j
j=1
where Erro4 corresponds to Err4 of (6.16) when X = X o . Arguing simi-

larly with X = X i (cp. [16, Theorem 4.3]), we get

Q
1
δT F (X i ) = |D N | divM Y − 2
2
D Ni : (D Ni · DM Y )
2 M i=1

3
+ Errij , (6.23)
j=1
where this time the errors Errij satisfy

Err1 = −Q
i
HM , η ◦ N divM Y + DY HM , η ◦ N , (6.24)
M

|Err2 | ≤ C
i
|A|2 |DY ||N |2 + |Y ||N | |D N | , (6.25)
M

|Erri3 | ≤C |Y ||A||D N |2 |N | + |D N |
M

+ |DY | |A| |N |2 |D N | + |D N |4 . (6.26)

Straightforward computations lead to

d( p) d( p) ∂ ∂ d( p) Id
DM Y ( p) = ϕ ⊗ +ϕ + O(1) ,
r r 2 ∂ r̂ ∂ r̂ r r
(6.27)

d( p) d( p) d( p) m
divM Y ( p) = ϕ + ϕ + O(1) . (6.28)

r r2 r r
Plugging (6.27) and (6.28) into (6.23) and using (6.16) we then conclude

4
D (r) − (m − 2)r −1 D(r) − 2r −2 G(r) ≤ CD(r) + Erri . (6.29)
j
j=1
Proposition 6.3 is then proved by the estimates of the errors terms done
in the next subsection.
6.1.2 Estimates of the errors terms We consider the family of pairs Z =

{(Ji , B(Ji ))}i∈N introduced in the previous section, and set
Bi := (B(Ji )) and Ui = ∪ H ∈W(Ji ) (H ) ∩ Br (q) .
Set Vi := Ui \ K, where K is the coincidence set of Theorem 5.4. By a
simple application of Theorem 5.4 we derive the following estimates:
γ

2+m+ 22
|η ◦ N | ≤ C E &i +C |N |2+γ2 , (6.30)
Ui Ui

|D N |2 ≤ C E &im+2−2δ2 , (6.31)
Ui
1 1+β2
N C 0 (Ui ) + sup | p − p( p)| ≤ C E 2m &i , (6.32)
p∈spt (T )∩p−1 (Ui )
γ
Lip(N |Ui ) ≤ C E γ2 &i 2 , (6.33)
−1 −1 m+2+γ2
M(T p (Vi )) + M(T F p (Vi )) ≤ C E 1+γ2 &i . (6.34)
Observe that the separation between Bi and ∂Br(q) is larger than &(Ji )/4
by Proposition 5.9 (i), and then ϕr ( p) = ϕ d(rp) satisVes
inf ϕr ( p) ≥ (4r)−1 &i , (6.35)

p∈Bi
where &i := &(Ji ). From this and Proposition 5.9 (iii), we also obtain
C (6.35)
sup ϕr ( p) − inf ϕr ( p) ≤ CLip(ϕr )&i ≤ &i ≤ C inf ϕr ( p) ,
p∈Ui p∈Ui r p∈Bi
which translates into
sup ϕr ( p) ≤ C inf ϕr ( p) . (6.36)

p∈Ui p∈Bi
Moreover, by an application of the splitting-before-tilting estimates in

Proposition 5.5 and Proposition 5.8, we infer that

1 m+2+2β
|N |2 ≥ c E m &i 2
if L i ∈ Wh , (6.37)
B i
|D N |2 ≥ c E &im+2−2δ2 if L i ∈ We . (6.38)
Bi
This easily implies the following estimates under the hypotheses I ≥ 1:

by applying (6.15), (6.35), (6.37) and (6.38), we get, for suitably chosen
γ (t), C(t) > 0,

2t t
γ (t)
sup E &i + inf ϕr &i ≤ C(t) sup
t t 2
ϕr (|D N |2 + |N |2 )
i Bi i Bi
γ (t)
≤ C(t)D(r) , (6.39)
and similarly

m+2+ γ42
inf ϕr E &i ≤C ϕr (|D N |2 + |N |2 )
i Bi i Bi
≤ CD(r) , (6.40)

m+2+
γ2
E &i 4
≤C |D N |2 + |N |2
i Br (q)

≤ C D(r) + rD (r) . (6.41)
We can now pass to estimate the errors terms in (6.6) and (6.7) in order
to conclude the proof of Proposition 6.3.
Errors of type 1. By Theorem 5.2, the map ϕ deVning the center man-
1
ifold satisVes DϕC 2,κ ≤ C E 2 , which in turn implies HM L ∞ +
1
D HM L ∞ ≤ C E 2 (recall that HM denotes the mean curvature of M).
Therefore, by (6.36), (6.30), (6.40) and (6.39), we get

o
Err ≤ C ϕr |HM | |η ◦ N |
1
M

1 2+m+γ2
≤ C E2 sup ϕr E & j +C ϕr |N |2+γ2
j Ui Uj

1 γ (1+β2 )
≤ CD(r)1+γ3 + C E 2 & j2 ϕr |N |2 ≤ CD(r)1+γ3 ,
j Uj
and analogously

i
Err ≤ C r −1 |HM | + |DY HM | |η ◦ N |
1
M

1
−1 2+m+γ2
≤Cr E 2 E &j +C |N |2+γ2
j Uj

≤ C r −1 D(r)γ D(r) + r D (r) .
1
Errors of type 2. From AC 0 ≤ CDϕC 2 ≤ C E 2 ≤ Cε3 , it follows
that Erro2 ≤ Cε32 (r). Moreover, since |D X i | ≤ Cr −1 , (6.15) leads to

i
Err ≤ Cr −1 |N |2 + C ϕr |N ||D N | ≤ CD(r) .
2
Br ( p0 )
Errors of type 3. Clearly, we have

o
Err ≤ ϕr |D N |2 |N | + |D N |4 +C r −1 |D N |3 |N |
3
5 67 8 Br (q)
5 67 8
I1 I2

+ C r −1 |D N ||N |2 .
Br (q)
5 67 8
I3
We estimate separately the three terms (recall that γ2 > 4δ2 ):

γ
m+2+ 22
I1 ≤ ϕr (|N |2 |D N | + |D N |3 ) ≤ I3 + C sup ϕr E 1+γ2 & j
Br ( p0 ) j Uj
(6.40) & (6.39)
≤ I3 + CD(r)1+γ3 ,
1 m+3+β2 +
γ2
I2 ≤ Cr −1 E 1+ 2m +γ2 & j 2
j
(6.36) 1 m+2+β2 +
γ2 (6.40) & (6.39)
≤ C E 1+ 2m +γ2 & j 2
inf ϕr ≤ CD(r)1+γ3 ,
j Bj

γ (6.39)
−1
I3 ≤ Cr E γ2 & j 2 |N | 2
≤ Cr −1
D(r) γ3
|N |2
j Uj Br (q)
(6.15)
≤ CD(r)1+γ3
For what concerns the inner variations, we have

−1
|Err3 | ≤ C
i
r |D N |3 + r −1 |D N |2 |N | + r −1 |D N ||N |2 .
Br (q)
The last integrand corresponds to I3 , while the remaining part can be

estimated as follows:

−1 −1 γ2 γ2 1 1+β
r (|D N | +|D N | |N |) ≤ C
3 2
r (E & j + E 2m & j ) |D N |2
2
Br (q) j Uj

(6.39)
≤ C r −1 D(r)γ3 |D N |2
Br (q)

≤ CD(r)γ3 D (r) + r −1 D(r) .
Errors of type 4. We compute explicitly
|Dd(p( p), q)|

|D X o ( p)| ≤ 2 | p − p( p)| + ϕr ( p) |D( p − p( p))|
r
| p − p( p)|
≤C + ϕr ( p) .
r
It follows readily from (6.16), (6.32) and (6.34) that

1

C r −1 E 2m &i 2 + sup ϕr E 1+γ2 &i

1+β m+2+γ2
|Erro4 | ≤
i Ui
(6.35) & (6.36) 3 γ2

m+2+
γ2
≤ C E γ2 &i4
inf ϕr E &i 4
Bi
i
(6.40) &(6.39)
≤ CD(r)1+γ3 . (6.42)
Similarly, since |D X i | ≤ Cr −1 , we get

γ2
γ
m+2+ 22
Erri4 ≤ Cr −1 E γ2 & j2 E & j
j
(6.41) & (6.39)
≤ CD(r)γ D (r) + r −1 D(r) .
Remark 6.4. Note that the “superlinear” character of the estimates in

Theorem 5.4 has played a fundamental role in the control of the errors.
6.2 Boundness of the frequency

We have proven in the previous subsection that the frequency of the M-
normal approximation remains bounded within a center manifold in the
corresponding interval of Wattening. In order to pass into the limit along
the different center manifolds, we need also to show that the frequency
remains bounded in passing from one to the other. This is again a conse-
quence of the splitting-before-tilting estimates and we provide here some
details of the proof, referring to [14] for the complete argument.
To simplify the notation, we set p j := j (0) and write simply Bρ in
place of Bρ ( p j ) .
Theorem 6.5 (Boundedness of the frequency functions). If the inter-

vals of Gattening are inFnitely many, then there is a number j0 ∈ N such
that
s
H j > 0 on ] t jj , 3[ for all j ≥ j0 and sup sup I j (r) < ∞ . (6.43)
j≥ j0 r∈] s j ,3[
tj
Sketch of the proof. We partition the extrema t j of the intervals of Watten-

ing into two different classes:
(A) those such that t j = s j−1 ;

(B) those such that t j < s j−1 .
Let L ∈ W ( j−1) be a cube of the Whit-

s j−1
If t j belongs to (A), set r := t j−1
.
ney decomposition such that cs r ≤ &(L) and L ∩ B̄r (0, π) = ∅. Since
this cube of the Whitney decomposition at step j − 1 has size compara-
ble with the distance to the origin, and the next center manifold starts at
a comparable radius, the splitting property of the normal approximation
needs to hold also for the new approximation: namely, one can show that
there exists a constant c̄s > 0 such that

|N j |2 ≥ c̄s E j := E(T j , B6√m ),
B2 ∩M j
which obviously gives H N j (3) ≥ cE j , and than I N j (3) is smaller than a

given constant, independent of j, thus proving the theorem.
In the case t j belongs to the class (B), then, by construction there is
η j ∈]0, 1[ such that E((ι0,t j )" T, B6√m(1+η j ) ) > ε32 . Up to extracting a
subsequence, we can assume that (ι0,t j )" T converges to a cone S: the
convergence is strong enough to conclude that the excess of the cone is
the limit of the excesses of the sequence. Moreover (since S is a cone),
the excess E(S, Br ) is independent of r. We then conclude
ε32 ≤ lim inf E(T j , B3 ) .

j→∞, j∈(B)
Thus, it follows again from the splitting phenomenon (see for details [15,
Lemma 5.2]) that lim inf j→∞, j∈(B) H N j (3) > 0. Since D N j (3) ≤ C E j ≤
Cε32 , we achieve that lim sup j→∞, j∈(B) I N j (3) > 0, and conclude as be-
fore.
7 Final blowup argument

We are now ready for the conclusion of the blowup argument, i.e. for the
discussion of steps (F) and (G) of Section 2.7.
To this aim we recall here the main results obtained so far.
We start with an m-dimensional area minimizing integer rectiVable T
in Rm+n with ∂ T = 0 and 0 ∈ D Q (T ), such that there exists a sequence
of radii rk ↓ 0 satisfying
lim E(T0,rk , B10 ) = 0, (7.1)

k→+∞
lim H∞
m−2+α
(D Q (T0,rk ) ∩ B1 ) > η > 0, (7.2)
k→+∞

Hm (B1 ∩ spt (T0,rk )) \ D Q (T0,rk ) > 0 ∀ k ∈ N, (7.3)
for some constant α, η > 0. In the process of solving the centering prob-
lem for such currents we have obtained the following:
1. the intervals of Wattening I j =]s j , t j ],

2. the center manifolds M j ,
3. the M j -normal approximations N j : M j → A Q (Rm+n ),
satisfying the conclusions of Theorem 5.2 and Theorem 5.4. It follows
from the very deVnition of intervals of Wattening that each rk has to be-
long to one of these intervals. Therefore, in order to Vx the ideas and
to simplify the notation, we will in the sequel assume that there are in-
Vnitely many intervals of Wattening and that rk ∈ Ik : note that this is not
a serious restriction, and everything holds true also in the case of Vnitely
many intervals of Wattening.
By the analysis of the order of contact and the estimate on the fre-
quency function, see Theorem 6.2 and Theorem 6.5, we have also derived
the information
sup sup

I (r) < +∞.
j
(7.4)
j∈N sj
r∈ tj ,3
The ultimate consequence of this estimate, thus clarifying the discussion

about the non-triviality of the blowup process, is the following proposi-
tion.
Proposition 7.1 (Reverse Sobolev). There exists a constant C > 0 with
3rj rj
this property: for every j ∈ N, there exists θ j ∈ 2 t j , 3 t j such that
2
tj
|D N j | ≤ C
2
|N j |2 . (7.5)
Bθ j ( j (0)) rj Bθ j ( j (0))
r
Proof. Set for simplicity r := t jj and drop the subscript j in the sequel.
Using (6.2), (6.3) and (7.4), there exists C > 0 such that
3r
3
dt |D N |2 = r D(3r) ≤ C H(3r)
3
2r Bt ((0)) 2
3r
1
=C dt |N |2 .
3
2 r t ∂ Bt ((0))
Therefore, there must be θ ∈ [ 32 r, 3r] satisfying

C
|D N | ≤
2
|N |2 . (7.6)
Bθ ((0)) θ ∂ Bθ ((0))
This is almost the desired estimate. In oder to replace the boundary inte-
gral with a bulk integral in the right hand side of (7.6), we argue by inte-
grating along radii in a similar way to the case of single valued functions.
Fix indeed any σ ∈]θ/2, θ[ and any point x ∈ ∂Bθ ((0)). Consider the
geodesic line γ passing through x and (0), and let γ̂ be the arc on γ
having one endpoint x̄ in ∂Bσ ((0)) and one endpoint equal to x. Us-
ing [13, Proposition 2.1(b)] and the fundamental theorem of calculus, we
easily conclude

|N (x)| ≤ |N (x̄)| + |D N ||N | .
γ̂
Integrating this inequality in x and recalling that σ > s/2 we then easily
conclude

|N | ≤ C
2
|N | + C
2
|N | |D N | .
∂ Bθ ((0)) ∂ Bσ ((0)) Bθ ((0))
We further integrate in σ between s/2 and s to achieve

2
θ |N |2 ≤ C |N | + θ |N | |D N |
∂ Bθ ((0)) Bθ ((0))

θ2
≤ |D N |2 + C |N |2 . (7.7)
2C Bθ ((0)) Bθ ((0))
Combining (7.7) with (7.6) we easily conclude (7.5).
7.1 Convergence to a Dir-minimizer

We can now deVne the Vnal blowup sequence, because the Reverse
Sobolev inequality proven in Proposition 7.1 gives the right radius θk
for assuring compactness of the corresponding maps. To this aim set
r̄k := 23 θk tk ∈ [rk , 2 rk ], and rescale the current and the maps accord-
ingly:
T̄k := (ι0,r̄k )" T and M̄k := ι0,r̄k /tk Mk ,
and N̄k : M̄k → Rm+n for the rescaled M̄k -normal approximations
given by
tk r̄k p
N̄k ( p) := Nk .
r̄k tk
Note that the ball Bsk ⊂ Mk is sent into the ball B 3 ⊂ M̄k . Moreover,
2
via some elementary regularity theory of area minimizing currents, one
deduces that
1. E(T̄k , B 1 ) ≤ CE(T, Brk ) → 0;
2
2. T̄k locally converge (and in the Hausdorff sense for what concerns the
supports) to an m-plane with multiplicity Q;
3. M̄k locally converge to the Wat m-plane (without loss of generality

π0 );
4. recalling (7.2),
H∞
m−2+α
(D Q (T̄k ) ∩ B1 ) ≥ η > 0 , (7.8)
for some positive constant η .
We can then consider the following deVnition for the blow-up maps
Nkb : B3 ⊂ Rm → A Q (Rm+n )
given by
Nkb (x) := h−1
k N̄k (ek (x)) , with hk := N̄k L 2 (B 3 ) , (7.9)
2
where ek : B3 ⊂ Rm T p̄k M̄k → M̄k denotes the exponential map at

p̄k = tk k (0)/r̄k .
Proposition 7.1 implies then that there exists a constant C > 0 such
that, for every k,
|D Nkb |2 ≤ C. (7.10)
B3
2
Moreover, as a simple consequence of Theorem 5.4 (details left to the

readers), we Vnd an exponent γ > 0 such that
γ
Lip( N̄k ) ≤ Chk , (7.11)
(p−1
2+2γ
M((T F̄k − T̄k ) k (B 32 ))
≤ Chk , (7.12)

|η ◦ N̄k | ≤ Ch2k . (7.13)
B3
2
It then follows from (7.10), Nkb L 2 (B3/3 ) ≡ 1 and the Sobolev embed-
ding for Q-valued functions (cp. [13, Proposition 2.11]) that up to sub-
sequences (as usual not relabeled) there exists a Sobolev function N∞ b
:
B 3 → A Q (R ) such that the maps Nk converge strongly in L (B 3 ) to
m+n b 2
2 2
b
N∞ . Then from (7.13) we deduce also that
η ◦ N∞
b
≡ 0 and Nkb L 2 (B3/3 ) ≡ 1. (7.14)
Moreover, since the N̄k are M̄k -normal approximations and the M̄k con-
verging to the Wat m-dimensional plane Rm × {0}, N∞ b
takes values in the
space of Q-points of {0} × R (in place of the full Rm+n ).
n
b
To conclude our contradiction argument, we need to prove the N∞ is
Dir-minimizing.
b is Dir-minimizing
7.1.1 N∞ Apart from the necessary technicalities, the
proof of this claim is very intuitive and relies on the following observa-
b
tion: if the energy of N∞ could be decreased, then one would be able to
Vnd a rectiVable current with less mass then T̄k , because the rescaling of
Nkb are done in terms of the L 2 norm hk whereas the errors in the normal
approximation are superlinear with hk .
Next we give all the details for this arguments.
We can consider for every M̄k an orthonormal frame of (T M̄k )⊥ ,
ν1k , . . . , νnk ,
with the property (cf. [16, Lemma A.1]) that
ν kj → em+ j in C 2,κ/2 (M̄k ) as k ↑ ∞ for every j
(here e1 , . . . , em+n is the standard basis of Rm+n ).
Given now any Q-valued map u = i [[u i ]] : M̄k → A Q ({0} × Rn ),
we can consider the map

uk : x
→ (u i (x)) j ν kj (x) ,
i
where we set (u i ) j := u i (x), em+

j and we use Einstein’s convention.
Then, the differential map Duk := i [[D(uk )i ]] is given by
D(uk )i = D(u i ) j ν kj + (u i ) j Dν kj .
Taking into account that Dνik C 0 → 0 as k → +∞, we deduce that

2
2 2
|Duk | − |Du| ≤ o(1) |u| + |Du|2 . (7.15)

Note that Nkb has also the form ubk for some Q-valued function u bk :
M̄k → A Q ({0} × Rn ).
b
We now show the Dir-minimizing property of N∞ . There is nothing to
prove if its Dirichlet energy vanishes. We can therefore assume that there
exists c0 > 0 such that

c0 hk ≤
2
|D N̄k |2 . (7.16)
B3
2
5
We argue by contradiction and assume there is a radius t ∈ 4
, 32 and a
function f : B 3 → A Q ({0} × Rn ) such that
2
f | B 3 \Bt = N∞
b
| B 3 \Bt and Dir(f, Bt ) ≤ Dir(Nb∞ , Bt ) − 2 δ,
2 2
for some δ > 0.

Using f as a model, we need to Vnd a sequence of functions vkb such

that they have the same boundary data of Nkb and less energy. This can be
done because of the strong convergence of the traces and the possibility to
make an interpolation between two functions with close by traces. This
is one of the instances where thinking to multiple valued functions as
classical single valued ones may be useful. In any case, the details are
given in [17, Proposition 3.5] and lead to competitor functions vkb such
that, for k large enough,
γ
vkb |∂ Br = Nkb |∂ Br , Lip(vkb ) ≤ Chk ,

|η ◦ vk | ≤ Chk and
b 2
|Dvk | ≤ |D Nkb |2 − δ h2k ,
b 2
B3 B3
2 2
where C > 0 is a constant independent of k. Clearly, setting Ñk = vkb e−1

k
satisfy
γ
Ñk ≡ N̄k in B 3 \ Bt , Lip( Ñk ) ≤ Chk ,
2

|η ◦ Ñk | ≤ Ch2k and |D Ñk | ≤
2
|D N̄k |2 − δh2k .
B3 B3 B3
2 2 2

Consider Vnally the map F̃k (x) = i x + Ñi (x) . The current T F̃k
coincides with T F̄k on p−1 k (B 32 \ Bt ). DeVne the function ϕk ( p) =

distM̄k (0, pk ( p)) and consider for each s ∈ t, 32 the slices T F̃k −
T̄k , ϕk , s. By (7.12) we have
3
2
2+γ
M(T F̃k − T̄k , ϕk , s) ≤ Chk .
t

Thus we can Vnd for each k a radius σk ∈ t, 32 on which M(T F̃k −
2+γ
T̄k , ϕk , σk ) ≤ Chk . By the isoperimetric inequality (see [17, Remark
4.3]) there is a current Sk such that
(2+γ )m/(m−1)
∂ Sk = T F̃k − T̄k , ϕk , σk , M(Sk ) ≤ Chk .
Our competitor current is, then, given by
Z k := T̄k (p−1 −1
k (M̄k \ Bσk )) + Sk + T F̃k (pk (Bσk )).
Note that Z k has the same boundary as T̄k . On the other hand, by (7.12)
and the bound on M(Sk ), we have
2+2γ
M(T̃k ) − M(T̄k ) ≤ M(T F̄k ) − M(T F̃k ) + Chk . (7.17)
Denote by Ak and by Hk respectively the second fundamental forms and

mean curvatures of the manifolds M̄k . Using the Taylor expansion of
[16, Theorem 3.2], we achieve

1
M(T̃k ) − M(T̄k ) ≤ |D Ñk |2 − |D N̄k |2
2 Bρ

+ CHk C 0 |η ◦ N̄k | + |η ◦ Ñk |

+ Ak C 0
2
| N̄k |2 + | Ñk |2 + o(h2k )
δ
≤ − h2k + o(h2k ) . (7.18)
2
Clearly, (7.18) and (7.17) contradict the minimizing property of T̄k for k
large enough and this concludes the proof.
7.2 Persistence of singularities

We discuss step (G) of Section 2.7: we show that the assumptions (7.2)
and (7.3) contradict Theorem 3.2, which asserts that the singular set of
N∞b
has Hm−2+α measure zero.
Set
ϒ := x ∈ B̄1 : N∞
b
(x) = Q [[0]] ,
and note that, since η ◦ N∞
b
≡ 0 and N∞
b
L 2 (B 3 ) = 1, from Theorem 3.2
2
it follows that H∞
m−2+α
(ϒ) = 0.
The main line of the contradiction argument can be summarized in
three steps.
1. By (7.2) and (7.3) there exists a set k ⊂ DirQ (N

Tk ) such that
dist( k , ϒ) > c1 > 0 and H∞

m−2+α
( k ) > c2 > 0,
for suitable constants c1 , c2 > 0.

The key aspect of the set k is the following: by the Hölder regularity
of Dir-minimizing functions in Theorem 3.2, the normal approxima-
tion N̄k must be big in modulus around any point in k .
2. Moreover, it follows from the Lipschitz approximation Theorem 3.9
(see Theorem 7.2 below that around any multiplicity Q point of the
current the energy of the Lipschitz approximation is large enough with
respect to the L 2 norm (cp. [17, Theorem 1.7]). This is what we call
persistence of Q-point phenomenon, and is in fact the analytic core of
this part of the proof.
We moreover stress that this part of the proof (even if it is not apparent
from our exposition) also uses the splitting-before-tilting estimates.
3. Putting together the previous two steps, we then conclude that there is
a big part of the current where the energy of the Lipschitz approxima-
tion is large enough: matching the constant in the previous estimates,
one realizes that this cannot happen on a set of positive Hm−2+α mea-
sure.
As usual, the actual proof is much more involved of the heuristic scheme
above. In the following we try to give some more explanations, referring
to [14, 15, 17] for the detailed proof.
Step (1). We cover ϒ by balls {Bσi (xi )} in such a way that
η
ωm−2+α (4σi )m−2+α ≤ ,
i
2
where η > 0 is the constant in (7.8). By the compactness of ϒ, such

a covering can be chosen Vnite. Let σ > 0 be a radius whose speciVc
choice will be given only at the very end, and such that 0 < 40 σ ≤
min σi . Denote by k the set of Q points of T̄k far away from the singular
set ϒ:

k := p ∈ D Q (T̄k ) ∩ B1 : dist( p, ϒ) > 4 min σi .

Clearly, H∞m−2+α
( k ) ≥ η2 . Let V denote the neighborhood of ϒ of
size 2 min σi . By the Hölder continuity of Dir-minimizing functions in
Theorem 3.2 (ii), there is a positive constant ϑ > 0 such that |N∞
b
(x)|2 ≥
2ϑ for every x ∈ V. It then follows that

2ϑ ≤ − |N∞ |
b 2
∀ x ∈ B 5 with dist(x, ϒ) ≥ 3 min σi ,
4
B2σ (x)
and therefore, for sufVciently large k’s,

ϑ hk ≤ −
2
G( N̄k , Q η ◦ N̄k )2 , (7.19)
B2σ (x)
for all x ∈ k := pM̄k ( k ). This is the claimed lower bound on the

modulus of N̄k .
Step (2). This is the most important step of the proof. We start in-
troducing the following notation. For every p ∈ k , consider z̄ k ( p) =
¯ k ∈ M̄k , where
pπ0 ( p) and x̄k ( p) := ¯ k is the induced parametriza-
tion.
The key claim is the following: there exists a geometric constant c0 >
0 (in particular, independent of σ ) such that, when k is large enough, for
each p ∈ k there is a radius p ≤ 2σ with the following properties:

c0 ϑ 2 1
h ≤ |D N̄k |2 , (7.20)
σ α k m−2+α
p B p (x̄k ( p))
B p (x̄k ( p)) ⊂ B4 p ( p) . (7.21)

We show here the main heuristics leading to (7.20) (and we warn the
reader that these are not the complete arguments), referring to [15] for
(7.21). The key estimate in this regard is the following: there exists a
constant s̄ < 1 such that

2 ϑ
− G(N j (k) , Q η ◦ N j (k) ) ≤ |D N j (k) |2 ,
Bs̄&(L k ) (xk ) 4ωm &(L k )m−2
B&(L k ) (xk )
that is, rescaling to M̄k , there exists t ( p) ≤ &¯k such that

2 ϑ
− G( N̄k , Q η ◦ N̄k ) ≤ |D N̄k |2 .
Bs̄t ( p) (x̄k )( p) 4ωm t ( p)m−2 Bt ( p) (x̄k ( p))
(7.22)
We show that we can choose p ∈]s̄ t ( p), 2σ [ such that (7.20) follows
from (7.22). To this aim we can distinguish two cases. Either

1
|D Nk |2 ≥ h2k , (7.23)
ωm t ( p)m−2
Bt ( p) (x̄k ( p))
and (7.20) follows with p = t ( p). Or (7.23) does not hold, and we argue
as follows. We use Vrst (7.22) to get

ϑ
− G( N̄k , Q η ◦ N̄k )2 ≤ h2k . (7.24)
Bs̄t ( p) (x̄k ( p)) 4
Then, we show by contradiction that there exists a radius y ∈ [s̄t ( p), 2σ ]
such that (7.20) holds. Indeed,
if this were not the case, setting for sim-
plicity f := G( N̄k , Q η ◦ N̄k ) and letting j be the smallest integer
such that 2− j σ ≤ s̄t ( p), we can estimate as follows
1 2
j
− f ≤2−
2
f +
2
− f −−
2
f 2
B2σ (x̄k ( p)) Bs̄t ( p) (x̄k ( p)) i=0 B21−i σ (x̄k ( p)) B2−i σ (x̄k ( p))

j
(7.24) ϑ 2 1
≤ h +C |D N̄k |2
2 k i=1
(2− j σ )m−2 B21−i σ (x̄k ( p))

ϑ 2 −j α
j
ϑ 2 2 ϑ
≤ hk + Cc0 α hk (2 σ ) ≤ hk + C(α)c0 ϑ .
2 σ i=1
2
In the second line we have used the simple Morrey inequality

C
− f −−
2 2
f ≤ m−2 |D f |2
t
B2t (x̄k ( p)) Bt (x̄k ( p)) B2t (x̄k ( p))

C
≤ m−2 |D N̄k |2 .
t B2t (x̄k ( p))
The constant C depends only upon the regularity of the underlying man-
ifold M̄k , and, hence, can assumed independent of k.
Since C(α) depends only on α, m and Q, for c0 chosen sufVciently
small the latter inequality would contradict (7.19).
Step (3). We collect the estimates (7.20) and (7.21) to infer the de-
sired contradiction. We cover k with balls Bi := B20 pi ( pi ) such that
B4 pi ( pi ) are disjoint, and deduce

η (7.20) C(m) σ α
≤ C(m) pi
m−2+α
≤ |D N̄k |2
0 ϑhk i
2 c 2
i B pi (x̄k ( pi ))
α α
C(m) σ (7.10) σ
≤ |D N̄k |2 ≤ C ,
c0 ϑhk B 3
2 ϑ
2
where C(m) > 0 is a dimensional constant. We have used that the balls
B pi (pM̄k ( pi )) are pairwise disjoint by (7.21). Now note that ϑ and c0
are independent of σ , and therefore we can Vnally choose σ small enough
to lead to a contradiction.
7.2.1 Persistence of Q-points Here we explain a simple instance of es-

timate (7.22), reporting the following theorem from [17].
Theorem 7.2 (Persistence of Q-points). For every δ̂ > 0, there is s̄ ∈
]0, 12 [ such that, for every s < s̄, there exists ε̂(s, δ̂) > 0 with the fol-
lowing property. If T is as in Theorem 3.9, E := E(T, C̄4 r (x)) < ε̂ and
!(T, ( p, q)) = Q at some ( p, q) ∈ C̄r/2 (x), then the approximation f
of Theorem 3.9 satisFes

G( f, Q [[η ◦ f ]])2 ≤ δ̂s m r 2+m E . (7.25)
Bsr ( p)
This theorem states that, in the presence of multiplicity Q points of the

current, the Lipschitz (and therefore also the normal) approximations
must have a relatively small L 2 norm, compared to the excess; or, as ex-
plained above, if in the normal approximation the excess is linked to the
Dirichlet energy (for example this is the case of (EX)-cubes in the Whit-
ney decomposition), the energy needs to be relatively large with respect
to the L 2 norm, thus vaguely explaining the link to (7.22).
Proof. By scaling and translating we assume x = 0 and r = 1; the choice

of s̄ will be speciVed at the very end, but for the moment we impose
s̄ < 14 . Assume by contradiction that, for arbitrarily small ε̂ > 0, there
are currents T and points ( p, q) ∈ C̄1/2 satisfying: E := E(T, C̄4 ) < ε̂,
!(T, ( p, q)) = Q and, for f as in Theorem 3.9,

G( f, Q [[η ◦ f ]])2 > δ̂s m E . (7.26)
Bs ( p)
Set δ̄ = 14 and Vx η̄ > 0 (whose choice will be speciVed later). For a

suitably small ε̂ we can apply Theorem 3.10, obtaining a Dir-minimizing
approximation w. If η̄ and ε̂ are suitably small, we have

G(w, Q [[η ◦ w]])2 ≥ 34δ̂ s m E ,
Bs ( p)

and sup Dir(f), Dir(w)} ≤ CE. Then there exists p̄ ∈ Bs ( p) with
3δ̂
G(w( p̄), Q [[η ◦ w( p̄)]])2 ≥ E,
4ωm
and, by the Hölder continuity in Theorem 3.2 (ii), we conclude
g(x) := G(w(x), Q [[η ◦ w(x)]])

12 1

12
≥ 4ω3δ̂
E − 2 (C E) 2 C̄ s̄ κ ≥ δ̂
E , (7.27)
m 2
where we assume that s̄ is chosen small enough in order to satisfy the

last inequality. Setting h(x) := G( f (x), Q [[η ◦ f (x)]]), we recall that
we have
|h − g|2 ≤ C η̄E .
Bs ( p)
1
Consider therefore the set A := h > 4δ̂ E 2 . If η̄ is sufVciently small,
we can assume that
1
|Bs ( p) \ A| < |Bs |.
8
Further, deVne Ā := A∩K , where K is the set of Theorem 3.9. Assuming
ε̂ is sufVciently small we ensure |Bs ( p) \ Ā| < 14 |Bs |. Let N be the
δ̂ E
smallest integer such that N 64Qs ≥ 2s . Set
δ̂ E
σi := s − i for i ∈ {0, 1 . . . , N },
64Qs
and consider, for i ≤ N − 1, the annuli Ci := Bσi ( p) \ Bσi+1 ( p). If ε̂ is

sufVciently small, we can assume that N ≥ 2 and σ N ≥ 4s . For at least
one of these annuli we must have | Ā ∩ Ci | ≥ 12 |Ci |. We then let σ := σi
be the corresponding outer radius and we denote by C the corresponding
annulus.
Consider now a point x ∈ C ∩ Ā and let Tx be the slice T, p, x. Since
Q
Ā ⊂ K , for a.e. x ∈ Ā we have Tx = i=1 [[(x, f i (x))]]. Moreover, there
δ̂
exist i and j such that | f i (x)− f j (x)| ≥ Q G( f (x), [[η ◦ f (x)]])2 ≥ 4Q
2 1
E
(recall that x ∈ Ā ⊂ A). When x ∈ C and the points (x, y) and (x, z)
belong both to Bσ (( p, q)), we must have

2
δ̂ E
|y − z|2 ≤ 4 σ 2 − σ − 64Qs ≤ σ8Qsδ̂ E δ̂ E
≤ 8Q .
Thus, for x ∈ Ā ∩ C at least one of the points (x, f i (x)) is not contained
in Bσ (( p, q)). We conclude therefore
1
T (C̄σ ( p) \ Bσ (( p, q))) ≥ |C ∩ Ā| ≥ |C|
2
ωm m δ̂ E

m
= σ − σ − 64Qs
2
ωm m
δ̂ E

m
≥ σ 1 − 1 − 64Qsσ . (7.28)
2
Recall that, for τ sufVciently small, (1 − τ )m ≤ 1 − mτ 2
. Since σ ≥ 4s , if
ε̂ is chosen sufVciently small we can therefore conclude
ωm σ m δ̂ E ωm
T (C̄σ ( p) \ Bσ ( p)) ≥ ≥ δ̂ Eσ m−2 = c0 δ̂ Eσ m−2 .
256Qsσ 1024Q
(7.29)
Next, by Theorem 3.9 and Theorem 3.10,

|Dw|2
T (C̄σ ( p)) ≤ Qωm σ + C E
m 1+γ1
+ η̄E + . (7.30)
Bσ ( p) 2
Moreover, as shown in [13, Proposition 3.10], we have

|Dw|2 ≤ CDir(w)σ m−2+2κ , (7.31)
Bσ ( p)
(for some constants κ and C depending only on m, n and Q; in fact the

exponent κ is the one of Theorem 3.2 (ii)). Combining (7.29), (7.30) and
(7.31), we conclude
T (Bσ (( p, q))) ≤ Qωm σ m + η̄ E + C E 1+γ1
+ C Eσ m−2+2κ − c0 σ m−2 δ̂ E . (7.32)
Next, by the monotonicity formula, ρ

→ ρ −m T (Bρ (( p, q))) is a
monotone function. Using !(T, ( p, q)) = Q, we conclude
T (Bσ (( p, q))) ≥ Qωm σ m . (7.33)
Combining (7.32) and (7.33) we conclude
γ
Cσ 2 + (η̄ + C E 1 )σ 2−m + Cσ 2κ ≥ c0 δ̂ . (7.34)
Recalling that σ ≤ s < s̄, we can, Vnally, specify s̄: it is chosen so that
C s̄ 2 + C s̄ 2κ is smaller than c20 δ̂. Combined with (7.27) this choice of s̄
depends, therefore, only upon δ̂. (7.34) becomes then
(η̄ + C E γ1 )σ 2−m ≥ c0
2
δ̂ . (7.35)
Next, recall that σ ≥ 4s . We then choose ε̂ and η̄ so that (η̄+C ε̂γ1 )( 4s )2−m ≤
c0
4
δ̂. This choice is incompatible with (7.35), thereby reaching a contra-
diction: for this choice of the parameter ε̂ (which in fact depends only
upon δ̂ and s) the conclusion of the theorem, i.e. (7.25), must then be
valid.
8 Open questions
We close this survey recalling some open problems concerning the regu-
larity of area minimizing integer rectiVable currents. Some of them have
been only slightly touched and would actually explain some of the com-
plications that we met along the proof of the partial regularity result.
For more open problems and comments, we suggest the reading of
[1, 11].
(A) One of the main, perhaps the most well-known, open problems is
the uniqueness of the tangent cones to an area minimizing current, i.e. the
uniqueness of the limit (ιx,r )" T as r → 0 for every x ∈ spt (T ). The
uniqueness is known for two dimensional currents (cp. [35]), and there
are only partial results in the general case (see [4, 30]).
We have run into this issue in dealing with the step (C) of Section 2.7,
because it is one of the possible reasons why a center manifold may be
sufVcient in our proof.
(B) A related question is that of the uniqueness of the inhomogeneous

blowup for Dir-minimizing Q-valued functions. Also in this case the
uniqueness is known for two dimensional domains (cp. [13], following
ideas of [7]).
Even if it does not play a role in the contradiction argument for the par-
tial regularity, a positive answer to this question could indeed contribute
to the solution of next two other major open problems.
(C) It is unknown whether the singular set of an area minimizing cur-

rent has always locally Vnite Hm−2 measure. This is the case for two
dimensional currents (as proven by Chang [7]); note that in this result the
uniqueness of the blowup Dir-minimizing map plays a fundamental role.
(D) It is unknown whether the singular set of an area minimizing cur-

rent has some geometric structure, e.g.. if it is rectiVable (i.e., roughly
speaking, if it is contained in lower dimensional (m − 2)-dimensional
submanifolds). Once again it is known the positive answer for two di-
mensional currents, where the singularities are known to be locally iso-
lated, and the uniqueness of the tangent map is one of the fundamental
steps in the proof.
(E) We mention also the problem of Vnding more example of area min-
imizing currents, other than those coming from complex varieties or sim-
ilar calibrations. Indeed, our understanding of the possible pathological
behaviors of such currents is pretty much limited by the few examples
we have at disposal. In particular, it would be extremely interesting to
understand if there could be minimizing currents with weird singular set
(e.g.., of Cantor type).
(F) Finally, we mention the problem of boundary regularity for higher

codimension area minimizing currents, which to our knowledge is mostly
open.
ACKNOWLEDGEMENTS . I am very grateful to A. Marchese, for reading

a Vrst draft of these lecture notes and suggesting many precious improve-
ments.
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The regularity problem
for sub-Riemannian geodesics
Davide Vittone
Abstract. We study the regularity problem for sub-Riemannian geodesics, i.e.,

for those curves that minimize length among all curves joining two Vxed endpoints
and whose derivatives are tangent to a given, smooth distribution of planes with
constant rank. We review necessary conditions for optimality and we introduce
extremals and the Goh condition. The regularity problem is nontrivial due to the
presence of the so-called abnormal extremals, i.e., of certain curves that satisfy
the necessary conditions and that may develop singularities. We focus, in partic-
ular, on the case of Carnot groups and we present a characterization of abnormal
extremals, that was recently obtained in collaboration with E. Le Donne, G. P.
Leonardi and R. Monti, in terms of horizontal curves contained in certain alge-
braic varieties. Applications to the problem of geodesics’ regularity are provided.
1 Introduction
A sub-Riemannian manifold is a smooth, connected n-dimensional mani-
fold M endowed with a smooth, bracket-generating sub-bundle ⊂ T M
(called horizontal), having constant rank r, and with a smooth metric g
on . In these notes, we give a brief overview on the problem of the
regularity of length minimizers, i.e., of the shortest (with respect to g)
curves among all curves that join two Vxed endpoints and are horizontal,
i.e., tangent to . We also present some results on the problem recently
obtained, in the framework of Carnot groups, in collaboration with E. Le
Donne, G. P. Leonardi and R. Monti [17, 18]. These notes are based on a
course given by the author on the occasion of the ERC School Geometric
Measure Theory and Real Analysis held at the Centro De Giorgi, Pisa, in
October 2013.
It is well-known (see e.g. the basic references [3, 4, 27]) that length
minimizers are extremals, i.e., satisfy certain necessary conditions given
The author is supported by PRIN 2010-11 Project “Calculus of Variations” of MIUR (Italy),
GNAMPA of INdAM (Italy), University of Padova, and Fondazione CaRiPaRo Project “Nonlin-
ear Partial Differential Equations: models, analysis, and control-theoretic problems”.
194 Davide Vittone
by the Pontryagin Maximum Principle of Optimal Control Theory. Ex-

tremals may be either normal or abnormal: while normal extremals are
always smooth, abnormal ones may develop singularities. Hence, the
regularity problem for length minimizers is reduced to the regularity of
abnormal minimizers.
Let us spend a few words about the literature and the state of the art
on the problem. We do not claim to be exhaustive and we refer to the
beautiful introductions in [23, 30] for a more comprehensive account.
It was originally claimed in [35] that length minimizing curves are
smooth, all of them being normal extremals. The wrong argument relied
upon an incorrect application of Pontryagin Maximum Principle, ignor-
ing the possibility of abnormal extremals; see also [13]. A correction
to [35] appeared in [36], where it was proved that minimizers in strong
bracket-generating distributions are always normal and, hence, smooth.
The Vrst example of a strictly abnormal length minimizer was provided
by R. Montgomery in [26]. Other examples in the same vein are studied
in [22,37]. Distributions of rank 2 are rich of abnormal geodesics: in [23],
W. Liu and H. J. Sussmann introduced a class of abnormal extremals,
called regular abnormal extremals, that are always locally length mini-
mizing. Strictly abnormal length minimizers appear also in the setting
of Carnot groups, see [11]. Notice, however, that all known examples of
abnormal minimizers are smooth, so that the regularity problem is widely
open.
As we said, abnormal extremals may have singularities. In the pa-
per [21], G. P. Leonardi and R. Monti developed an elaborate cutting-
the-corner technique (see also [2]) to show that, when the horizontal
bundle satisVes a certain technical condition, length minimizers do not
have corner-type singularities. In several interesting structures (among
them, Carnot groups of rank 2 and nilpotency step at most 4), this is
enough to conclude that length minimizers are smooth. More recently, R.
Monti [29] was able to exclude certain singularities of higher order for
length minimizers in structures satisfying the same condition introduced
in [21].
Finally, a complete characterization of extremals in Carnot groups was
recently obtained in [17, 18]. In particular, abnormal extremals in this
setting are characterized as horizontal curves contained in certain alge-
braic varieties; the key tool here is represented by extremal polynomi-
als. This allows for several applications; let us only mention the results
discussed in these notes. First, one can give a very short proof of the
regularity of length minimizers in Carnot groups of step not greater than
3 (a result Vrst proved in [38]). Second, we describe a new technique
for proving the negligibility of the endpoints of abnormal extremals; for
195 The regularity problem for sub-Riemannian geodesics
the motivations behind this problem, which are only sketched in Remark
3.23, see [27, Section 10.2] and [2]. This technique cannot be applied
to general Carnot groups; however, it is likely to work in many speciVc
examples.
A few words about the organization of these notes. In Section 2, we
introduce the sub-Riemannian (or Carnot-Carathéodory) distance. In
Section 3, we derive the necessary conditions of extremality for length
minimizers; the properties of normal and abnormal extremals are brieWy
described in Sections 3.3 and 3.4. In Section 4, we introduce Carnot
groups and present the characterization of extremals obtained in [17, 18].
In Section 5, we apply our results to prove the smoothness of minimizers
in Carnot groups of step at most 3. Finally, in Section 6 we describe the
technique connected with the negligibility problem for the endpoints of
abnormal extremals.
2 The Carnot-Carathéodory distance

2.1 DeHnition of Carnot-Carathéodory distance
A sub-Riemannian manifold is a smooth, connected n-dimensional mani-
fold M endowed with a smooth, bracket-generating sub-bundle ⊂ T M
(called horizontal sub-bundle) of constant rank r and with a smooth met-
ric g on . Without loss of generality, the regularity problem for length
minimizers can be localized. Namely, we can assume that M = Rn and
that the horizontal bundle is generated by smooth, linearly independent
vector Velds X 1 , . . . , X r which form an orthonormal system with respect
to g.
A Lipschitz continuous curve γ : [0, 1] → Rn is said to be horizontal
if γ̇ (t) ∈ γ (t) for a.e. t ∈ [0, 1], i.e., if

r
γ̇ (t) = h j (t)X j (γ (t)) for a.e. t ∈ [0, 1] (2.1)
j=1
for suitable functions h = (h 1 , . . . , h r ) ∈ L ∞ ([0, 1], Rr ). We will refer

to the functions h j as to the controls associated with γ . The length of γ
is
1
L(γ ) := |h(t)| dt .
0
The fact that the length L is deVned by integrating |h(t)| := (h 1 (t)2 +

· · · + h r (t)2 )1/2 corresponds to the fact that X 1 , . . . , X r are orthonormal.
196 Davide Vittone
DeHnition 2.1. The Carnot-Carathéodory (CC) distance between x, y ∈

Rn is deVned as
d(x, y) := inf {L(γ ) : γ is horizontal, γ (0) = x and γ (1) = y} . (2.2)
The structure induced by the Carnot-Carathéodory distance is often called

sub-Riemannian because, intuitively speaking, the “allowed” directions
form only a subspace of the whole tangent bundle.
1 1/2
Exercise 2.2. Given γ and h as above, deVne L 2 (γ ) := 0 |h(t)|2 dt ;
prove that, for any x, y ∈ Rn , the CC distance d(x, y) is equal to
d2 (x, y) := inf {L 2 (γ ) : γ is horizontal, γ (0) = x and γ (1) = y} .
2.2 The Chow-Rashevski theorem

The family of curves in the right hand side of (2.2) might be empty (i.e.,
no horizontal curve joins x and y), hence d is not necessarily a distance.
Consider, for instance, R3 with horizontal distribution generated by the
vector Velds X 1 := (1, 0, 0) and X 2 := (0, 1, 0): clearly, in this case
there is no horizontal curve joining the origin and the point (0, 0, 1).
On the contrary, it is immediate to check that d is a distance whenever
we can guarantee that any couple of points can be connected by horizontal
curves. SufVcient conditions for connectivity are well-known; they are
usually based on the following observation, which is a consequence of
the Baker-Campbell-Hausdorff formula (see e.g. [40]). Here and in the
sequel, we adopt the standard identiVcation between vector Velds and
Vrst-order derivations.
Fact. Given a point p ∈ Rn , two vector Velds X, Y and a positive real
number t 1, one has
2 [X,Y ]
e−tY e−t X etY et X ( p) = et ( p) + o(t 2 ) , (2.3)
where we deVne et X ( p) := c(t) as the curve c solving the problem ċ =

X (c), c(0) = p, and where the commutator (or bracket) [X, Y ] is the
vector Veld X Y − Y X.
Roughly speaking, if we are allowed to move along both X and Y ,
then we are also allowed to move in the direction of their commutator.
This holds also for iterated brackets and suggests the following result,
which we state without proof. Here and in the sequel, we denote by
L(X 1 , . . . , X r ) the Lie algebra of vector Velds (with Lie product [·, ·])
generated by X 1 , . . . , X r .
Theorem 2.3. Assume that the bracket-generating condition
rank L(X 1 , . . . , X r )(x) = n ∀x ∈ Rn (2.4)
holds. Then, for any x, y ∈ Rn there exists a horizontal curve joining

x and y; in particular, the Carnot-Carathéodory distance d is an actual
distance.
Theorem 2.3 was proved independently by W. L. Chow [10] and P. K.
Rashevski [33]; see also [8].
Condition (2.4) is also known as Hörmander condition, as it was used
by L. Hörmander in the seminal paper [14] on hypoelliptic equations. In
what follows, we will always assume that (2.4) is satisVed.
2.3 The Ball-Box Theorem

In this section, we state the classical Ball-Box Theorem by A. Nagel, E.
M. Stein and S. Wainger [32], that allows to compare (small) CC balls
B(x, r) with suitable anisotropic boxes. See also [31].
If ⊂ Rn is an open bounded set, then there exists an integer κ
such that condition (2.4) is veriVed at every x ∈ by commutators of
X 1 , . . . , X r with length at most κ (the length of a commutator
[· · · [X j1 , X j2 ], X j3 ], . . . , X jm ] is by deVnition m). Let Y1 , . . . , Yq be a
Vxed enumeration of all the commutators of length at most κ and let
d(Yk ) ∈ {1, . . . , κ} denote the length of Yk .
Given x ∈ Rn and a multi-index I = (i 1 , . . . , i n ) ∈ {1, . . . , q}n , deVne
d(I) := d(Yi1 ) + · · · + d(Yin )

λI (x) := det col Yi1 (x) | Yi2 (x) | · · · | Yin (x)
and the map
E I (x, h) := eh 1 Yi1 +h 2 Yi2 +···+h n Yin (x), h ∈ Rn .
Let us deVne the box
BI (x, r) := {E I (x, h) : h ∈ Rn and max |h k |1/d(Yik ) < r} .

k=1,...,n
We can then state the following result.

Theorem 2.4. Let K ⊂ be a compact set; then, there exist positive
numbers r̂, α, β, with β < α < 1, such that the following holds. If
x ∈ K , r ∈ (0, r̂) and I are such that
|λI (x)|r d(I ) > 1

2
max |λJ (x)|r d(J ) , (2.5)
J
198 Davide Vittone
then
B(x, βr) ⊂ BI (x, αr) ⊂ B(x, r).
In particular, there exists C = C(K ) > 0 such that d(x, y) C|x − y|1/κ
for any x, y ∈ K .
Remark 2.5. As an important consequence, one can deduce from Theo-

rem 2.4 that the topology induced by d is the standard one on Rn .
3 Length minimizers and extremals

This section is devoted to the derivation of necessary conditions for length
minimizing curves. Usually, such conditions are obtained by making use
of the Pontryagin Maximum Principle of Optimal Control Theory; how-
ever, we will not directly refer to it. Our presentation is not meant to
be exhaustive; the basic references [3, 4, 27] can be consulted for a more
detailed account on these and related topics.
3.1 Length minimizers, existence and non-uniqueness

DeHnition 3.1. A horizontal curve γ : [0, 1] → Rn is a length mini-
mizer if it realizes the distance between its endpoints, i.e., if L(γ ) =
d(γ (0), γ (1)).
As a preliminary result, we prove the local existence of minimizers.
Theorem 3.2. For any x ∈ Rn , there exists ρ > 0 with the following
property: if d(x, y) < ρ, then there exists a length minimizer connecting
x and y.
Proof. Let x ∈ Rn be Vxed and let ρ > 0 be such that the CC ball B(x, ρ)
is a bounded open subset of Rn . The existence of such a ρ is guaranteed
by Remark 2.5. We are going to prove that, for any point y ∈ B(x, ρ),
there exists a length minimizer from x to y.
Let then x, ρ, y be as above and consider a sequence of horizontal
curves γ k : [0, 1] → Rn , k ∈ N, such that
γ k (0) = x, γ k (1) = y and L(γ k ) → d(x, y) as k → ∞ .
In particular, for large k we have Im γ k ⊂ B(x, ρ) Rn . Let h k :

[0, 1] → Rr be the controls associated with γ k ; we can assume that,
for any k, |h k | ≡ L(γ k ) is constant on [0, 1]. Thus, for large k, the
Euclidean norm γ̇ k L ∞ is bounded uniformly in k; by Ascoli-Arzelà’s
Theorem we deduce that, up to a subsequence, there exists a Lipschitz
curve γ : [0, 1] → B(x, ρ) such that γ k → γ uniformly on [0, 1]. Now,
by the Dunford-Pettis theorem, up to a further subsequence we have that

h k h in L 1 ([0, 1], Rr ). For any t ∈ [0, 1] there holds
t r
γ k (t) = h kj (s) X j (γ k (s)) ds .
0 j=1
Taking into account the uniform convergence of γ k and the weak conver-
gence of h k , on passing to the limit as k → ∞ we get
t r
γ (t) = h j (s) X j (γ (s)) ds ,
0 j=1
i.e., the curve γ is horizontal with associated controls h. In particular we

have
γ (0) = x, γ (1) = y and L(γ ) = h L 1 | lim inf h k L 1 = d(x, y),

k→∞
i.e., γ is a length minimizer connecting x and y. This concludes the

proof.
Unlike Riemannian geodesics, sub-Riemannian length minimizers are
not unique, even locally. To illustrate this situation, we consider the sub-
Riemannian Heisenberg group, i.e., the space R3 with horizontal distri-
bution generated by the linearly independent vector Velds
x2 x1
X 1 := ∂1 − ∂3 , X 2 := ∂2 + ∂3 .
2 2
Notice that the bracket-generating condition is trivially satisVed because
[X 1 , X 2 ] = ∂3 . Our aim it to describe length minimizers starting from
the origin; a more detailed study can be found in [5].
It can be easily checked that a Lipschitz curve γ = (γ1 , γ2 , γ3 ) :
[0, 1] → R3 is horizontal if and only if
γ2 γ1
γ̇3 = − γ̇1 + γ̇2 a.e. on [0, 1].
2 2
In particular, if c denotes the planar curve c(t) := (γ1 (t), γ2 (t)) and is
the planar region bounded by c and by the (oriented) segment σ joining
c(1) to the origin, one can recover γ3 (1) as

x2 x1
x2 x1
γ3 (1) = − dx1 + dx2 = − dx1 + dx2 = dx1 ∧dx2 ,

c 2 2 c∪σ 2 2
where we have used Stokes’ theorem. Hence, the problem of connecting

the origin (0, 0, 0) to (x, y, t) with a length minimizing horizontal curve
200 Davide Vittone
amounts to the problem of connecting (0, 0) to (x1 , x2 ) with the shortest

planar curve enclosing (algebraic) area x3 . This is (a version of) Dido’s
problem and it is well-known that, if x3 = 0, its solutions are arcs of
circles. The corresponding horizontal curves are spirals which can be
parametrized by arclength by the formulae
⎧
⎪ A(1 − cos ϕt) + B sin ϕt
⎪
⎪ x1 (t) =
⎪
⎪ ϕ
⎪
⎪
⎨ −B(1 − cos ϕt) + A sin ϕt
x2 (t) = (3.1)
⎪
⎪ ϕ
⎪
⎪
⎪
⎪ ϕt − sin ϕt
⎪
⎩x3 (t) = −
2ϕ 2
for suitable (A, B) ∈ S 1 ⊂ R2 and ϕ = 0. If x3 = 0 we have instead the
straight lines γ (t) = (Bt, At, 0).
It can be proved that the spirals in (3.1) are length minimizing up to
time t = 2π/ϕ, when they reach the point (0, 0, π/ϕ 2 ). In particular, for
any ε > 0 there exists a family of length minimizers joining the origin
and (0,
√ 0, ε): this family is parametrized by (A, B) ∈ S with the choice
1
ϕ = π/ε.
3.2 First-order necessary conditions

We want to derive necessary conditions for a horizontal curve to be length
minimizing. To this end, we Vx a length minimizer γ : [0, 1] → Rn
with associated optimal controls h. Without loss of generality, we may
assume that γ (0) = 0 and that γ is parametrized by constant speed, i.e.,
that |h| = c a.e. on [0, 1]. In particular, by Exercise 2.2, γ is also a
minimizer for the problem
inf {L 2 (γ̃ ) : γ̃ is horizontal, γ̃ (0) = γ (0) and γ̃ (1) = γ (1)} .
For any Vxed x ∈ Rn , let γx : [0, 1] → Rn be the solution of

γ̇x = h · X (γx )
γx (0) = x ,

where we write h · X (γx ) to denote the function rj=1 h j X j (γx ) deVned
on [0, 1].
For any Vxed t ∈ [0, 1], let us deVne Ft : Rn → Rn by
Ft (x) := γx (t) . (3.2)
Notice that Ft is well deVned in a neighbourhood of the origin and that it
is a diffeomorphism from such neighbourhood to its image.
Given another control k ∈ L ∞ ([0, 1], Rr ) we denote by qk the hori-

zontal curve solving
q̇k = k · X (qk )
(3.3)
qk (0) = 0 ,
Finally, given v ∈ L ∞ ([0, 1], Rr ), we deVne the (extended) endpoint map
ϕv : R → Rn+1
1
ϕv (s) := F1−1 (qh+sv (1)), 0 (h + sv)2 . (3.4)
The Vrst component of ϕv (s) is (up to a diffeomorphism) the endpoint of

the horizontal curve qh+sv , while the last component is (the square of) its
2-length L 2 (qh+sv ).
Lemma 3.3. If γ is length minimizing and parametrized by constant
speed, then there exists ξ ∈ Rn+1 \ {0} such that
ξ , ϕv (0) = 0 ∀v ∈ L ∞ ([0, 1], Rr ) . (3.5)
Proof. Assume not: then, there exist v1 , . . . , vn+1 ∈ L ∞ ([0, 1], Rr ) such
that the vectors ϕv 1 (0), . . . , ϕv n+1 (0) ∈ Rn+1 are linearly independent.
Writing s · v := s1 v1 + · · · + sn+1 vn+1 , it follows that the map
: Rn+1 → Rn+1

(s1 , . . . , sn+1 ) := F1−1 (qh+s·v (1)), L 2 (qh+s·v )2
is such that ∇(0) is invertible because ∂ ∂si

(0) = ϕv i (0). In particular,
is an open map (in a neighbourhood of 0), hence one can Vnd s̄ ∈ Rn+1
such that the control h̄ := h + s̄1 v1 + · · · + s̄n+1 vn+1 satisVes
F1−1 (qh̄ (1)) = F1−1 (qh (1))
L 2 (qh̄ )2 < L 2 (qh )2 .
Since F1 is a diffeomorphism, if s̄ is close enough to 0, the Vrst equality
above implies that qh̄ (1) = qh (1). This contradicts the minimality of
γ = qh .
Remark 3.4. An important role in the derivation of the necessary condi-
tions in Theorem 3.6 will be played by the previous lemma. A key point
in its proof is the fact that the extended endpoint map cannot be an open
map in any neighbourhood of length minimizers. This suggests a sort
of recipe to produce necessary conditions for optimality: in principle,
any open mapping theorem might be used to derive necessary conditions.
Also the Goh condition in the subsequent Theorem 3.20 is obtained by
exploiting a suitable open mapping theorem.
202 Davide Vittone
Lemma 3.5. If v ∈ L ∞ ([0, 1], Rr ) is Fxed and ϕv is as in (3.4), then

1 1
ϕv (0) = J Ft (0)−1 (v · X (γ (t))) dt, 2 h(t), v(t) dt
0 0 (3.6)
∈ R × R,
n
where J Ft is the Jacobian matrix of Ft and, again, v · X = v1 X 1 + · · · +

vr X r .
Proof. Let s ∈ R be Vxed and, for any t ∈ [0, 1], deVne x h+sv (t) :=
Ft−1 (qh+sv (t)); equivalently,
qh+sv (t) = Ft (x h+sv (t)) . (3.7)
In particular, the Vrst n components in the deVnition of ϕv (s) are equal to

x h+sv (1).
We can differentiate (3.7) with respect to t to obtain
(h + sv) · X (qh+sv ) = h · X (qh+sv ) + J Ft (x h+sv )ẋ h+sv ,
hence
ẋ h+sv = s J Ft (x h+sv )−1 [v · X (qh+sv )] .
It follows that
t
xh+sv (t) = s J Fτ (x h+sv (τ ))−1 [v · X (Fτ (x h+sv (τ )))] dτ ,
0
i.e.,
1
∂ x h+sv (1)
ϕv (0) = ,2 h(τ ), v(τ ) dτ
∂s s=0 0
1 1
−1
= J Fτ (x h (τ )) [v · X (Fτ (x h (τ )))] dτ, 2 h(τ ), v(τ )dτ .
0 0
The desired equality (3.6) easily follows on noticing that xh (τ ) =

Fτ−1 (qh (τ )) = Fτ−1 (γ (τ )) = 0.
We can now pass to the main result of this section.
Theorem 3.6 (First-order necessary conditions). Let γ : [0, 1] → Rn

be a length minimizer with γ (0) = 0 and with associated controls h;
assume that γ is parametrized by constant speed, i.e., |h| ≡ c. Then,
there exist ξ0 ∈ {0, 1} and ξ ∈ Lip([0, 1], Rn ) such that
(i) (ξ(t), ξ0 ) = 0 for any t ∈ [0, 1];

(ii) for any j = 1, . . . , r, the equality ξ0 h j + ξ, X j (γ ) = 0 holds a.e.
on [0, 1];

(iii) ξ̇ = −( rj=1 h j J X j (γ ))T ξ a.e. on [0, 1],
where J X j denotes the n × n Jacobian matrix of X j : Rn → Rn and the
superscript T denotes matrix transposition.
Proof. Let ξ ∈ Rn+1 \ {0} be as in Lemma 3.3; write ξ =: (ξ(0), ξ0 /2) ∈
Rn ×R. Using Lemma 3.5, we deduce from (3.5) the following necessary
condition:

1 r

0= v j (t) ξ(0), J Ft (0)−1 (X j (γ (t))) + ξ0 h j dt
0 j=1

1 r

= v j (t) [J Ft (0)−1 ]T ξ(0), X j (γ (t)) + ξ0 h j dt
0 j=1
∞
∀v ∈ L ([0, 1], Rr ) .
Upon deVning ξ(t) := [J Ft (0)−1 ]T ξ(0), the Fundamental lemma of the

Calculus of Variations immediately implies statement (ii).
Statement (i) is clearly true if ξ0 = 0 (notice that, in this case, one
can also normalize ξ to have ξ0 = 1); on the contrary, if ξ0 = 0 we have
ξ(0) = 0, hence ξ(t) = 0 for all t ∈ [0, 1] because J Ft (0)−1 is invertible.
Hence, also (i) is proved.
We are left with statement (iii). By deVnition of ξ(t), we have ξ(0) =
J Ft (0)T ξ(t) and, on differentiating with respect to t,

d
0= J Ft (0) ξ(t) + J Ft (0)T ξ̇ (t) a.e. on [0, 1] .
T
(3.8)
dt
Let us compute
1 2
d d r
J Ft (0) = J Ft (x) =J h j (t)X j (Ft (x))
dt dt x=0 j=1 x=0

r
= h j (t) J X j (Ft (0)) J Ft (0)
j=1

r
= h j (t) J X j (γ (t)) J Ft (0) a.e. on [0, 1] .
j=1
204 Davide Vittone
Recalling (3.8) and the fact that J Ft (0)T is invertible, we obtain

r T
ξ̇ (t) = − h j (t) J X j (γ (t)) ξ(t) for a.e. t ∈ [0, 1] ,
j=1
as desired.
DeHnition 3.7. A horizontal curve γ : [0, 1] → Rn with γ (0) = 0

and with associated controls h is said to be an extremal if there exist
ξ0 ∈ {0, 1} and ξ ∈ Lip([0, 1], Rn ) such that statements (i), (ii) and
(iii) in Theorem 3.6 hold. The function ξ is called dual curve (or dual
variable).
If ξ0 = 1, we say that γ is a normal extremal.
If ξ0 = 0, we say that γ is an abnormal extremal.
Theorem 3.6 states that length minimizers parametrized by constant
speed are also extremals; on the contrary, there exist extremals that are
not minimizers, see Section 3.5. We do not require extremals to be
parametrized by constant speed because this is automatically satisVed for
normal extremals (see Exercise 3.11), while for abnormal extremals the
parametrization plays essentially no role (see Exercise 3.17).
We will review the main properties of normal and abnormal extremals
in Sections 3.3 and 3.4; now, a few observations are in order.
Remark 3.8. An extremal γ might be normal and abnormal at the same
time, in the sense that it could possess two different dual curves that make
γ normal and abnormal. An example of this phenomenon is given in
Exercise 4.5. An extremal which is normal but not abnormal is called
strictly normal; on the contrary, we call strictly abnormal an extremal
which is abnormal but not also normal.
Exercise 3.9. Prove that, if γ is strictly normal, then it possesses a unique
dual curve ξ(t).
Hint: assume that ξ1 (t), ξ2 (t) are dual curves making γ normal; prove
that γ is abnormal with associated dual curve ξ1 − ξ2 .
Theorem 3.6 possesses also an Hamiltonian formulation. DeVne the
Hamiltonian

r
H (x, ξ ) := X j (x), ξ 2 x, ξ ∈ Rn .
j=1
Then, the following result holds.

Exercise 3.10. If γ is a normal extremal with dual variable ξ , then the

couple (γ , ξ ) solves the system of Hamiltonian equations
⎧
⎪ 1 ∂H
⎪
⎨ γ̇ = − (γ , ξ )
2 ∂ξ
⎪
⎩ ξ̇ = 1 ∂ H (γ , ξ ) .
⎪
2 ∂x
If γ is an abnormal extremal with dual variable ξ , then H (γ , ξ ) ≡ 0.
3.3 Normal extremals

In this section we deal with basic properties and facts about normal ex-
tremals. We begin with the following exercise.
Exercise 3.11. Let γ be a normal extremal; then, γ is parametrized by
constant speed.
Hint: use Exercise 3.10 and the fact that, if h denotes the controls
associated with γ , then |h(t)|2 = H (γ (t), ξ(t)).
The most important result in this subsection is the following one.
Proposition 3.12. Normal extremals are C ∞ smooth.
Proof. Let γ : [0, 1] → Rn be a normal extremal with associated con-
trols h and dual curve ξ . Using (2.1) and (ii), (iii) in Theorem 3.6 we
easily obtain the following chain of implications
(ii)
γ , ξ ∈ C 0 ([0, 1]) (⇒ h j ∈ C 0 ([0, 1]) ∀ j = 1, . . . , r
(2.1),(iii) (ii)
(⇒ γ , ξ ∈ C 1 ([0, 1]) (⇒ h j ∈ C 1 ([0, 1]) ∀ j = 1, . . . , r
(2.1),(iii) (ii)
(⇒ γ , ξ ∈ C 2 ([0, 1]) (⇒ h j ∈ C 2 ([0, 1]) ∀ j = 1, . . . , r
(⇒ . . .
Exercise 3.13. Prove that, if γ is a normal extremal with dual curve ξ ,

then condition (ii) in Theorem 3.6 holds on the whole interval [0, 1] (and
not only almost everywhere).
The following results, as well as the Proposition 3.12, show that normal
minimizers/extremals share several common features with Riemannian
geodesics.
Remark 3.14. When r = n (i.e., the CC structure is indeed Rieman-
nian), any length minimizer/extremal γ is strictly normal. Otherwise,
there would exist a dual curve ξ such that ξ, X j (γ ) = 0 for any j =
1, . . . , n. Since X 1 , . . . , X n now form a basis of Rn , we obtain that ξ ≡ 0,
which contradicts (i) in Theorem 3.6.
206 Davide Vittone
Exercise 3.15. Assume again that we are in the Riemannian case r = n.

Then, by (2.1) and (ii) in Theorem 3.6, there is a natural way of identify-
ing γ̇ , h and ξ , in the sense that any of the three uniquely determines the
others. Prove that equation (iii) in Theorem 3.6 corresponds to the ODE
of Riemannian geodesics.
The following important result is a special case of more general results
in Optimal Control Theory, see for instance [7,13,20] and [23, Appendix
C].
Theorem 3.16. Every normal extremal is locally length minimizing.
On the contrary, strictly abnormal extremals might not be length mini-

mizers, see Section 3.5.
3.4 Abnormal extremals

By Theorem 3.6 (ii), an abnormal extremal γ and its dual variable ξ
satisfy
ξ, X j (γ ) = 0 on [0, 1] ∀ j = 1, . . . , r . (3.9)
The compact notation ξ ⊥ γ will often be used to abbreviate the previ-
ous formula.
When dealing with abnormal extremals, it is not necessary to require
that they are parametrized by constant speed; this is justiVed by the fol-
lowing fact.
Exercise 3.17. Assume that γ̃ : [0, 1] → Rn is an abnormal extremal
parametrized by constant speed and with dual curve ξ̃ . Let γ be a dif-
ferent parametrization of the same curve; namely, let γ := γ̃ ◦ f for an
increasing, Lipschitz continuous homeomorphism f : [0, 1] → [0, 1].
Then, γ satisVes (i), (ii) and (iii) in Theorem 3.6 with ξ := ξ̃ ◦ f .
Exercise 3.18. Prove that, if γ is an abnormal extremal with dual curve
ξ , then condition (ii) in Theorem 3.6 holds on the whole interval [0, 1]
(and not only almost everywhere).
Abnormal extremals are often introduced in the literature as singular

points of the endpoint map; a few comments on this viewpoint are in
order.
Going back to Section 3.2, let γ : [0, 1] → Rn be an extremal with
γ (0) = 0 and associated optimal controls h ∈ L ∞ ([0, 1], Rr ). DeVne the
endpoint map End : L ∞ ([0, 1], Rr ) → Rn by
End(k) := qk (1), k ∈ L ∞ ([0, 1], Rr ) ,

the curve qk being deVned as in (3.3). For any v ∈ L ∞ ([0, 1], Rr ), the
map ϕv (s) in (3.4) can then be rewritten as

ϕv (s) = F1−1 ◦ End(h + sv), L 2 (qh+sv )2 ,
where the diffeomorphism F1 is deVned as in (3.2).
Now, if γ is an abnormal extremal, then the vector ξ = (ξ(0), ξ0 /2) ∈
Rn × R provided by Lemma 3.3 is such that ξ0 = 0. Hence (again by
Lemma 3.3), the vector ξ(0) = 0 is such that

d −1
ξ(0) ⊥ F ◦ End(h + sv) ∀v ∈ L ∞ ([0, 1], Rr ) .
ds 1 s=0
Since F1−1 is a diffeomorphism, there exists also a vector η = 0 such that

d
η⊥ End(h + sv) = dEnd(h)[v] ∀v ∈ L ∞ ([0, 1], Rr ) ,
ds s=0
where dEnd(h)[v] denotes the differential of End at h in direction v. In

particular, the image of dEnd(h) does not contain the vector η; equiv-
alently, h is a point where the differential of the endpoint map is not
surjective.
We have proved that (the controls associated with) abnormal extremals
are singular points of End; the following exercise shows that the converse
is also true.
Exercise 3.19. Prove that, if the differential of the endpoint map End is
not surjective at some controls h associated with an horizontal curve γ ,
then γ is an abnormal extremal.
As already pointed out in Remark 3.8, an extremal might be normal
and abnormal at the same time. By Proposition 3.12 any minimizer/ex-
tremal is C ∞ smooth unless it is strictly abnormal; hence, the relevant
curves in the regularity problem for length minimizers are precisely the
strictly abnormal ones. For such minimizers, a further necessary condi-
tion, the so-called Goh condition, can be proved.
Theorem 3.20 (Goh condition). Let γ : [0, 1] → Rn be a strictly ab-
normal length minimizer. Then, there exists an associated dual curve ξ
that satisFes
ξ, [X i , X j ](γ ) = 0 on [0, 1] for any i, j = 1, . . . , r. (3.10)
We refer to [4, Chapter 20] for the proof of Theorem 3.20. The proof is
in the spirit of Remark 3.4: if (3.10) does not hold for any dual curve ξ ,
then a suitable open mapping theorem allows to conclude that a certain
mapping of endpoint-type is open at γ , contradicting its minimality.
208 Davide Vittone
Corollary 3.21. If the horizontal distribution X 1 , . . . , X r is of step 2,

i.e., if
dim span {X i , [X i , X j ] : i, j ∈ {1, . . . , r}}(x) = n ∀x ∈ Rn ,
then any length minimizer is C ∞ smooth.
Proof. Assume by contradiction that there exists a length minimizer γ

that is not of class C ∞ ; then, by Proposition 3.12, γ is strictly abnormal.
By (3.9) and Theorem 3.20, there exists a dual variable ξ that is orthogo-
nal (at points of γ ) to X i and [X i , X j ] for any i, j ∈ {1, . . . , r}. Since, by
assumption, these elements generates all the tangent space at any point,
then we have necessarily ξ ≡ 0, which contradicts Theorem 3.6 (i).
We stress the fact that the minimality assumption is crucial in Theorem

3.20. In general, (3.10) might not hold for strictly abnormal extremals,
with the following remarkable exception concerning general abnormal
extremals in structures with rank 2.
Remark 3.22. If the horizontal distribution has rank r = 2, then any
abnormal extremal γ : [0, 1] → Rn and any associated dual curve ξ
satisfy
ξ(t), [X 1 , X 2 ](γ (t)) = 0 ∀t ∈ [0, 1] (3.11)
Let us prove (3.11); we claim that it is enough to show that
ξ(t), [X 1 , X 2 ](γ (t)) = 0

(3.12)
for a.e. t ∈ [0, 1] such that γ̇ (t) exists and γ̇ (t) = 0 .
Indeed, (3.12) and the continuity of ξ imply (3.11) for any γ such that
γ̇ = 0 a.e. on [0, 1]; for instance, whenever γ is parametrized by constant
speed. For different parametrizations of γ , it is enough to reason as in
Exercise 3.17.
Let us prove (3.12). By equation (iii) in Theorem 3.6 and the abnor-
mality of γ , we get
d
0= ξ, X 1 (γ )
dt
= −(h 1 J X 1 (γ ) + h 2 J X 2 (γ ))T ξ, X 1 (γ ) + ξ, J X 1 (γ )[γ̇ ]
= −ξ, (h 1 J X 1 (γ ) + h 2 J X 2 (γ ))[X 1 (γ )]
+ ξ, J X 1 (γ )[h 1 X 1 (γ ) + h 2 X 2 (γ )]
= h 2 ξ, −J X 2 (γ )[X 1 (γ )] + J X 1 (γ )[X 2 (γ )]
= −h 2 ξ, [X 1 , X 2 ](γ ) a.e. on [0, 1].
With similar computations one gets

d
0 = ξ, X 2 (γ ) = h 1 ξ, [X 1 , X 2 ](γ ) a.e. on [0, 1].
dt
In particular, if t ∈ [0, 1] is such that γ̇ (t) = 0, then either h 1 (t) = 0 or
h 2 (t) = 0, and this is enough to obtain (3.12).
As done before, for notational convenience we write ξ ⊥ (∪[, ])γ
whenever the Goh condition holds for the couple (γ , ξ ), to mean that the
dual variable ξ is orthogonal to both horizontal vectors and brackets of
horizontal vector Velds. With a slight change of notation, we could also
introduce the time-dependent 1-form
ξ ∗ (t) := ξ1 (t)dx1 + · · · + ξn (t)dxn (3.13)
and write ξ ∗ ∈ ⊥ ∗ ⊥
γ (for abnormal extremals) or ξ ∈ γ ∩ [, ]γ
⊥
∗
(when the Goh condition is in force). The 1-form ξ is going to appear
again later in these notes.
Remark 3.23. Another important fact about abnormal minimizers has
been proved in [1] (see also [34]) in connection with the smoothness
problem for the CC distance d: if the horizontal vectors X 1 , . . . , X r are
analytic, then the set of point in Rn that can be connected to the ori-
gin (or to any other base point) with abnormal length minimizers is a
closed set with empty interior. An important open question is the fol-
lowing Morse-Sard problem for the endpoint map: does have measure
zero? We refer to [27, Section 10.2] and to the recent preprint [2] for
more detailed discussions on this and other topics.
3.5 An interesting family of extremals

An interesting sub-Riemannian structure was proposed by A. Agrachev
and J. P. Gauthier during the meeting “Geometric control and sub-
Riemannian geometry” held in Cortona in May 2012. Consider the CC
structure of rank 2 induced on R4 by the vector Velds
X 1 (x) := ∂1 + 2x2 ∂3 + x32 ∂4 , X 2 (x) := ∂2 − 2x1 ∂3 .
It can be easily checked that the bracket-generating condition holds and
that, for any α ∈ R, the curve γ α (t) := (t, α|t|, 0, 0), t ∈ R, is a strictly
abnormal extremal with dual curve ξ(t) = (0, 0, 0, 1). It is fairly easy
to show that γ 0 is a minimizer; R. Monti has proved with a cutting-the-
corner technique that γ α is not a minimizer when α ∈ / {0, 1, −1}. Using
a different and much simpler argument, the remaining case α = ±1 was
recently settled in [19], where it is also proved that all length minimizers
in the CC structure under consideration are smooth.
Exercise 3.24. Prove that γ 0 is uniquely length minimizing.
210 Davide Vittone
4 Carnot groups
4.1 StratiHed groups
In this section we are going to describe a few basic facts on stratiVed
groups. Recall that the Lie algebra g associated with a Lie group G is
deVned as the Lie algebra of left-invariant vector Velds on G. A vector
Veld X on G is said to be left-invariant if
X ( p) = d& p (X (0)) ∀ p ∈ G ,
where d& p denotes the differential of the left-translation & p (z) = p ·
z by p, · denotes the group product and 0 denotes the identity of G.
Equivalently, X is left-invariant if (X f )(& p (x)) = X ( f ◦ & p )(x) for any
p, x ∈ G and any f ∈ C ∞ (G).
DeHnition 4.1. A stratiFed group G is a connected, simply connected
and nilpotent Lie group whose Lie algebra g admits a stratiFcation, i.e.,
a decomposition
g = V1 ⊕ V2 ⊕ · · · ⊕ Vs
with the properties that Vi = [V1 , Vi−1 ] for any i = 2, . . . , s and [V1 , Vs ] =
{0}.
A few comments are in order:
• the Lie algebra g is nilpotent of step s;
• one can easily see that [Vi , V j ] ⊂ Vi+ j for any i, j 1 such that
i + j s;
• if i + j s + 1, then [Vi , V j ] = {0}.
Moreover, the exponential map exp : g → G induces a diffeomorphism
between G and Rn ≡ g, n being the dimension of g. However, in the
sequel we will identify G with Rn by means of a different set of coordi-
nates, the so-called exponential coordinates of the second-type (see (4.1)
and (4.2) below).
Let us Vx an adapted basis of g, i.e., a basis X 1 , . . . , X n whose order
is coherent with the stratiVcation:
X , . . . , X , X , . . . , X r2 , X r2 +1 , . . . . . . . . . . . . , X n .
5 1 67 8r 5 r+1 67 8 5 67 8 5 67 8
basis of V1 basis of V2 basis of V3 basis of Vs
The integer r2 := dim V1 + dim V2 will be used also in the sequel. We

can then identify G with Rn by introducing exponential coordinates of
the second type
Rn # (x1 , . . . , xn ) ←→ exp(xn X n ) · exp(xn−1 X n−1 ) · · · exp(x1 X 1 ) ∈ G
(4.1)
or, equivalently, by using Wows of vector Velds

Rn # (x1 , . . . , xn ) ←→ e x1 X 1 ◦ · · · ◦ e xn−1 X n−1 ◦ e xn X n (0) ∈ G . (4.2)
As a matter of fact (see e.g. [18]), one can prove that in these coordinates
X 1 = ∂1
(4.3)
X i (x) = ∂i + nj=r+1 f i j (x)∂ j ∀i = 2, . . . , r
for suitable analytic functions f i j : Rn → R.
The stratiVcation of g allows to deVne a family of intrinsic dilations on
G. For any i = 1, . . . , r, let us deVne its degree d(i) ∈ {1, . . . , s} by
d(i) = k ⇐⇒ X i ∈ Vk .
One can deVne a one-parameter family of dilations on g in the following
way. For any r > 0, let δr : g → g be the unique linear map such that
δr (X i ) = r d(i) X i .
Then, by the stratiVcation assumption, δr is a Lie algebra isomorphism.
One can also deVne dilations on the group (in coordinates) by
δr (x1 , . . . , xn ) := (r x1 , . . . , r d(i) xi , . . . , r s xn ) .
Clearly, δr : G → G deVnes a one-parameter family of group isomor-
phisms.
Example 4.2. The Heisenberg group (see also Section 3.1, where it is
presented in a different set of coordinates) is the stratiVed group as-
sociated with the Lie algebra of step 2 g := V1 ⊕ V2 , where V1 =
span {X 1 , X 2 }, V2 = span {X 3 } and
[X 2 , X 1 ] = X 3 , [X 3 , X 1 ] = [X 3 , X 2 ] = 0 .
The Heisenberg group can be represented in exponential coordinates of
the second type as R3 with
X 1 = ∂1 , X 2 = ∂2 − x1 ∂3 , X 3 = ∂3 .
Group dilations read as δr (x1 , x2 , x3 ) = (r x1 , r x2 , r 2 x3 ).
Example 4.3. The Engel group is the stratiVed group associated with
the Lie algebra of step 3 g := V1 ⊕ V2 ⊕ V3 , where V1 = span {X 1 , X 2 },
V2 = span {X 3 }, V3 = span {X 4 } and
[X 2 , X 1 ] = X 3 ,
[X 3 , X 1 ] = X 4 ,
[X 3 , X 2 ] = [X 4 , X 1 ] = [X 4 , X 2 ] = [X 4 , X 3 ] = 0 .
212 Davide Vittone
The Engel group can be represented in exponential coordinates of the

second type as R4 with
x12
X 1 = ∂1 , X 2 = ∂2 − x1 ∂3 + ∂4 , X 3 = ∂3 − x1 ∂4 , X 4 = ∂4 .
2
Group dilations read as δr (x1 , x2 , x3 , x4 ) = (r x1 , r x2 , r 2 x3 , r 3 x4 ).
4.2 Carnot groups

StratiVed groups can be endowed with a canonical CC structure induced
by a basis X 1 , . . . , X r of the Vrst layer V1 . Notice that the horizontal
sub-bundle := V1 is left-invariant and bracket-generating (by the strat-
iVcation assumption), hence the CC distance d is well deVned. We refer
to [15] for a metric characterization of Carnot groups and to [16] for an
introduction to sub-Riemannian geometry on groups.
Exercise 4.4. Prove that, for any p, x, y ∈ G and any r > 0, there holds
d( p · x, p · y) = d(x, y) and d(δr x, δr y) = rd(x, y) .
Exercise 4.5. Prove that the horizontal curve γ (t) = (0, t, 0, 0) in the
Engel group (represented in the coordinates of Example 4.3) is an ex-
tremal that is normal and abnormal at the same time.
Our interest in Carnot groups is motivated by the well-known fact that
the tangent metric space (in the Gromov-Hausdorff sense) to a CC space
at a “generic” point is a Carnot group: roughly speaking, Carnot groups
are the inVnitesimal models of CC spaces. See e.g. [6, 24, 25].
4.3 The dual curve and extremal polynomials

Let γ : [0, 1] → G be an extremal with associated controls h ∈
L ∞ ([0, 1], Rr ) and dual curve ξ ∈ Lip([0, 1], Rn ); assume that γ (0) =
0. Recall that ξ induces a time-dependent 1-form ξ ∗ as in (3.13); we are
going to write ξ ∗ in a different system of coordinates for 1-forms.
The group structure allows to deVne a frame θ1 , . . . , θn of left-invariant
1-forms, dual to the adapted basis X 1 , . . . , X n , by imposing that
θi (X j ) = δi j on G , (4.4)
δi j denoting the Kronecker delta. We can therefore deVne λ∈Lip([0,1],Rn )

by imposing that
ξ ∗ (t) = ξ1 (t)dx1 + · · · + ξn (t)dxn

(4.5)
= λ1 (t)θ1 + · · · + λn (t)θn (γ (t)) ∀ t ∈ [0, 1] .
We use the term dual curve also for the function λ. One can immediately
notice that, by (4.4), statement (iii) in Theorem 3.6 is equivalent to
ξ0 h i + λi = 0 a.e. on [0, 1], ∀ i = 1, . . . , r . (4.6)
Moreover, the differential equation (iii) of Theorem 3.6 is equivalent to

the following ODE for λ (we refer to [17, Theorem 2.6] for details). For
any i = 1, . . . , n, there holds

r
n
λ̇i = − cikj h j λk a.e. on [0, 1] , (4.7)
j=1 k=1
where the constants cikj are the structure constants of the Lie algebra g
deVned by

n
[X i , X j ] = cikj X k ∀ i, j = 1, . . . , n .
k=1
Exercise 4.6. Prove the implication
d(k) = d(i) + d( j) ⇒ cikj = 0 ∀i, j, k = 1, . . . , n . (4.8)
Hint: recall that [X i , X j ] ∈ Vd(i)+d( j) .

Deduce, as a consequence, that (4.7) is equivalent to

r
λ̇i = − cikj h j λk a.e. on [0, 1] . (4.9)
j=1 k=1,...,n
d(k)=d(i)+1
From the technical viewpoint, the main achievement of [17, 18] is an

explicit formula for the dual curve λ as a function of γ , see Theorem
4.11 below. This is obtained through the integration of the ODE (4.7),
which is in turn based on the following result.
Lemma 4.7. Let γ : [0, 1] → G be an extremal with γ (0) = 0; let h ∈
L ∞ ([0, 1], Rr ) be the associated controls and λ ∈ Lip([0, 1], Rn ) be its
dual curve. Suppose that there exist functions Pi ∈ C 1 (G), i = 1, . . . , n,
such that

n
Pi (0) = λi (0) and X j Pi = ckji Pk on G (4.10)
k=1
for any i, j = 1, . . . , n. Then, for any i = 1, . . . , n, there holds
λi (t) = Pi (γ (t)) ∀ t ∈ [0, 1]. (4.11)

214 Davide Vittone
Proof. The proof is based on a reverse-order inductive argument on i; we

start by proving (4.11) for i = n. Since X n ∈ Vs is in the kernel of g,
we have [X j , X n ] = 0 for any j = 1, . . . , n, i.e., ckjn = −cnk j = 0. In
particular, by (4.7) and (4.10)

• λ̇n = − rj=1 nk=1 cnk j h j λk = 0, hence λn is constant on [0, 1];

• for any j = 1, . . . , n, X j Pn = nk=1 ckjn Pk = 0, hence Pn is constant
on G.
Since, by assumption, Pn (0) = λn (0), we obtain that λn (t) = Pn (γ (t))
for any t ∈ [0, 1].
Assume now that λk = Pk (γ ) for any k i + 1; recalling that γ̇ =
r
j=1 h j X j (γ ), we have
d r r n
(Pi ◦ γ ) = h j X j Pi (γ ) = h j ckji Pk (γ )
dt j=1 j=1 k=1
(4.8)
r
= h j ckji Pk (γ ) .
j=1 k=1,...,n
d(k)=d(i)+1
We can now use the inductive assumption together with the equality ckji =
−cikj to get
d r (4.9)
(Pi ◦ γ ) = − h j cikj λk (γ ) = λ̇i .
dt j=1 k=1,...,n
d(k)=d(i)+1
In particular, the Lipschitz functions λi and Pi ◦ γ have the same deriva-

tive and, by assumption, they coincide at time t = 0. This is sufVcient to
conclude the validity of (4.11).
The integration of the dual variable λ is thus reduced to the search for
functions Pi satisfying (4.10); these functions are provided by the ex-
tremal polynomials introduced below in DeVnition 4.8. Let us introduce
some preliminary notation. Given a multi-index α = (α1 , . . . , αn ) ∈ Nn
and x ∈ Rn ≡ G, we write
x α = x1α1 x2α2 · · · xnαn
|α| = α1 + · · · + αn
α! = α1 ! α2 ! · · · αn ! .
For the sake of precision: we agree that 0 ∈ N, hence the null multi-index
α = 0 is admissible. If x = 0 and α = 0, we agree that x α = 1.
DeHnition 4.8. For any v ∈ Rn and i = 1, . . . , n, we deVne the extremal

polynomial Piv : G → R by
n
(−1)|α| k
Piv (x) = ciα vk x α , (4.12)
α∈N k=1
n α!
k
where the symbols ciα denote the generalized structure constants of g
deVned by

n
[· · · [X i , X 1 ], X 1 ], . . . X 1 ], X 2 ], . . . X 2 ], X 3 ], . . . ] . . . ] = k
ciα Xk .
5 67 8 5 67 8
k=1
α1 times α2 times
Exercise 4.9. Prove that the summation in (4.12) is Vnite and, more pre-
cisely, that Piv is a polynomial of both degree and homogeneous degree
at most s − d(i).
(see e.g. [17, Remark 4.2])
Hint: deVne d(α) := nj=1 αi d(i) and prove the implication
d(k) = d(i) + d(α) ⇒ ciα

k
= 0.
As already mentioned, extremal polynomials satisfy (4.10) in Lemma 4.7.
Theorem 4.10. For any v ∈ Rn and i = 1, . . . , n, the extremal polyno-
mials satisfy

n
Piv (0) = vi and X j Piv = ckji Pkv on G. (4.13)
k=1
While the Vrst equality in (4.13) can be easily checked, the formulae
for the derivatives of the Piv ’s are not trivial at all. Their proof is however
beyond the scopes of these notes. In the framework of free Carnot groups,
the second equality in (4.13) was Vrst proved in [17] as a consequence of
certain algebraic identities obtained along the proof of [17, Theorem 4.6].
The latter is nothing but Theorem 4.11 below (in the special case of free
groups), but its proof follows a completely different line from the one
presented here, being based on explicit formulae for the horizontal vector
Velds (see [12]) rather than on Lemma 4.7. For general Carnot groups, the
proof of (4.13) was achieved in [18] with an argument of a differential-
geometric Wavour involving also non-trivial algebraic identities.
Lemma 4.7 and Theorem 4.10 have the following, immediate conse-
quence.
Theorem 4.11. Let γ : [0, 1] → G be an extremal with γ (0) = 0; let
λ ∈ Lip([0, 1], Rn ) be an associated dual curve and set v := λ(0) ∈ Rn .
Then,
λi (t) = Piv (γ (t)) for any t ∈ [0, 1] .
216 Davide Vittone
4.4 Extremals in Carnot groups

Theorem 4.11 is our main result from a technical viewpoint. Its con-
sequences, however, are probably even more interesting; let us start by
discussing its implications in the case of normal extremals.
Theorem 4.12. (Characterization of normal extremals in Carnot

groups). Let γ : [0, 1] → G be an horizontal curve with γ (0) = 0.
Then, the following conditions are equivalent:
(a) γ is a normal extremal;

(b) there exists v ∈ Rn such that γ̇ = − ri=1 Piv (γ )X i (γ ).
In particular, the sum P1v (γ )2 + · · · + Prv (γ )2 is constant on [0, 1].
Proof. Let us begin with the implication (a)⇒(b). Let h be the controls
associated with γ and λ be the dual variable; set v := λ(0) ∈ Rn . By
(4.6) and Theorem 4.11, we have
h i = −λi = −Piv (γ ) on [0, 1], ∀i = 1, . . . , n ,
and (b) immediately follows. The fact that P1v (γ )2 + · · · + Prv (γ )2 is

constant is equivalent to |h| being constant.
Concerning the implication (b)⇒(a), notice that the controls h i =
−Piv (γ ), together with the functions λi := Piv (γ ), satisfy (4.6) (with
ξ0 = 1) and (4.7), because
d v (b) r
λ̇i = Pi (γ ) = − P jv (γ ) X j Piv (γ )
dt j=1
(4.13)
r n r
n
= (−P jv (γ ))ckji Pkv (γ ) = − cikj h j λk .
j=1 k=1 j=1 k=1
This proves that γ is a normal extremal with dual curve λ, as desired.
Theorem 4.12 characterizes normal extremals as solutions to a certain

ODE: notice that we have reduced the 2n-variables Hamiltonian system
of Exercise 3.10 to a system of ODEs in n variables.
Recalling that left-invariant vector Velds are analytic, by Theorem 4.12
one can improve Proposition 3.12 on the regularity of normal extremals.
Corollary 4.13. Let γ : [0, 1] → G be a normal extremal; then, γ is

analytic regular.
Let us now examine the case of abnormal extremals. If λ is the dual

curve associated with an abnormal extremal γ , then (4.6) and Theorem
4.11 imply that
λi = Piv (γ ) = 0 on [0, 1] ∀i = 1, . . . , r,
provided v := λ(0) ∈ Rn . Moreover, by (4.4), (4.5) and the fact that the
basis X 1 , . . . , X n is adapted to the stratiVcation, the Goh condition (3.10)
is equivalent to
λi = Piv (γ ) = 0 on [0, 1] for any i = r + 1, . . . , r2 .
Recall that the integer r2 has been deVned as dim V1 + dim V2 . We have
therefore
Theorem 4.14. (Characterization of abnormal extremals in Carnot

groups). Let γ : [0, 1] → G be an horizontal curve with γ (0) = 0.
Then, the following conditions are equivalent:
(a) γ is an abnormal extremal;

(b) there exists v ∈ Rn \ {0} such that P1v (γ ) = · · · = Prv (γ ) = 0.
v
Moreover, the Goh condition (3.10) holds if and only if Pr+1 (γ ) = · · · =
v
Pr2 (γ ) = 0.
The proof is left as an exercise to the reader, who will also notice that
the parameter v ∈ Rn is equal to λ(0), which is not zero due to Theorem
3.6 (i).
Remark 4.15. The fact that v = 0 implies that there exist at least one
index i ∈ {1, . . . , r} and another index j ∈ {r + 1, . . . , r2 } such that
neither Piv nor P jv are the null polynomial; see [18, Proposition 2.6] for
more details. In particular, any abnormal extremal γ belongs to an alge-
braic variety (the one deVned by the equalities in Theorem 4.14 (b)) that
is not trivial.
The characterization of abnormal extremals in Carnot groups allows
for several applications; here, we are going to recall a few of those pre-
sented in [17] and [18].
It is possible to construct very irregular abnormal extremals satisfy-
ing also the Goh condition. For instance, there exists a 32-dimensional
Carnot group G such that, for any Lipschitz function ϕ : [0, 1] → G,
there exists a Goh abnormal extremal of the form
γ (t) = (t 2 , t, ϕ(t), ∗, . . . , ∗) .
218 Davide Vittone
See [17, Section 6.4] for more details. In the same spirit, a “spiral-like”
abnormal Goh extremal has been provided in [18, Section 5]. These ex-
amples somehow suggest that a Vner analysis of necessary conditions
is needed if one aims at proving smoothness of minimizers, since even
second-order necessary conditions (the Goh one) are not enough to en-
sure regularity.
W. Liu and H. J. Sussman have proved in [23] that, if γ is an abnormal
extremal in a CC structure of rank r = 2 with dual curve ξ satisfying
ξ(t) ⊥ [[, ], ]γ (t) for any t ∈ [0, 1] ,
then γ is smooth. Abnormal extremals satisfying the previous condition

are called regular abnormal and are somehow “generic”; let us recall that
the Goh condition ξ ⊥ ( ∪ [, ])γ holds for abnormal extremals be-
cause of Remark 3.22. When working in Carnot groups of rank 2, the
regularity of such extremals can be proved in a plain way by using ex-
tremal polynomials, see [17, Section 6.2]. The results in [23] are anyway
much Vner, as they show (in a more general framework) that regular ab-
normal extremals are also locally minimizing.
In the following sections we analyze with more details two further ap-
plications of our machinery.
5 Minimizers in step 3 Carnot group

In this section, we review the proof given in [17, Section 6.1] of the fol-
lowing result, that was Vrst proved by K. Tan and X. Yang in [38].
Theorem 5.1. Any minimizer in a Carnot group of step 3 is C ∞ smooth.
Proof. By contradiction, assume that there exists a length minimizing

curve γ : [0, 1] → G that is not of class C ∞ ; then, γ is a strictly ab-
normal minimizer and satisVes the Goh condition. By left invariance, we
can assume that γ (0) = 0. By Theorem 4.14 and Remark 4.15, there
exist v ∈ Rn \ {0} and j ∈ {r + 1, . . . , r2 } such that P jv is not the null
polynomial and
P jv (γ ) = 0 on [0, 1]. (5.1)
By Exercise 4.9, P jv has homogeneous degree at most 1, hence there
exists (a1 , . . . , ar ) ∈ Rr \ {0} such that
P jv (x) = a1 x1 + · · · + ar xr , (5.2)
where we have also used the fact that P jv (0) = 0. DeVne the left-invariant
horizontal vector Veld Y1 := a1 X 1 + · · · + ar X r and complete it to a basis
Y1 , . . . , Yr of V1 . Using (4.3), (5.1) and (5.2), we obtain that γ̇ is of the

form
γ̇ = h 2 Y2 (γ ) + · · · + h r Yr (γ ) .
Hence, γ is contained in the subgroup of G associated with the Lie sub-

algebra of g generated by Y2 , . . . , Yr and, in particular, it is contained in
a Carnot group of rank r − 1 and step (at most) 3. An easy argument by
induction on the rank of the group allows to conclude.
6 On the negligibility of the abnormal set

In this Section we review the results contained in [18, Section 4]; to this
end, we have to introduce some preliminary notions.
The Tanaka prolongation Prol g of a stratiVed Lie algebra g = V1 ⊕
· · · ⊕ Vs is the largest stratiVed Lie algebra which can be written in the
form
Prol g = · · · ⊕ V−1 ⊕ V0 ⊕ V1 ⊕ · · · ⊕ Vs
and with the property that [Vi , V j ] ⊂ Vi+ j for any i s, j s. Here,
“largest” means that any other extension of g with these properties is (iso-
morphic to) a sub-algebra of Prol g. The explicit construction of Prol g
was provided by N. Tanaka in [39]. The prolongation is never trivial,
in the sense that Prol g = g; indeed, it can be proved that dim V0 1.
Notice that the number of layers in Prol g in not necessarily Vnite; when
Prol g is inVnite dimensional we say that G is nonrigid.
Let X 1 , . . . , X n be an adapted basis of g; let us extend it to an adapted
basis of Prol g
. . . . . . , X − j , . . ., . . . , X −1 , X 0 , X 1 , . . . , X r , . . . . . . , . . . , X n .
5 67 8 5 67 8 5 67 8 5 67 8
basis of V−1 basis of V0 basis of V1 basis of Vs
With a slight abuse of notation, we denote this basis by (X i )i n , where

the notation “i n” means
• either −∞ < i n, if dim Prol g = ∞;

• or −m i n, if m ∈ N is such that dim Prol g = m + n + 1.
We will adopt a similar convention for notations like “i r” and “i 0”.

The Lie algebra Prol g possesses its own structure constants and gen-
eralized structure constants. We still denote these constants (that are de-
Vned for i, j, k n and α ∈ Nn ) by cikj and ciα k
because they clearly
coincide with those of g when 1 i, j, k n. Hence, as in DeVnition
220 Davide Vittone
4.8, for any Vxed v ∈ Rn and any i n (i.e., also for i 0) one can
deVne the extremal polynomial

n
(−1)|α|
Piv (x) := k
ciα vk x α , x ∈ G, (6.1)
α∈Nn k=1
α!
where we agree that vk = 0 whenever k 0. As in Theorem 4.10, one

can prove that
Piv (0) = vi for any i n

X j Piv = ckji Pkv for any i n, 1 j n. (6.2)
k n
These formulae are key tools in the proof of the following result; see [18]
for more details.
Theorem 6.1. Let γ : [0, 1] → G be an abnormal extremal with γ (0) =
0. Then, there exists v ∈ Rn such that
Piv (γ ) = 0 on [0, 1] for any i r . (6.3)
If the Goh condition holds, then the previous formula holds for any i
r2 .
Proof. Given the formulae (6.2), the proof is quite elementary and sim-
ilar to that of Lemma 4.7. We prove (6.3) by reverse induction on the
homogeneous degree1 d(i) of i. We set again v := λ(0), λ being the dual
curve associated with γ .
The base of the induction is the case d(i) = 1, where (6.3) holds by
Theorem 4.14.
Assume then that Pkv (γ ) ≡ 0 for any k such that d(i) < d(k) 1.
Let h ∈ L ∞ ([0, 1], Rr ) be the controls associated with γ , so that γ̇ =
r
j=1 h j X j (γ ). Then
d v r
(6.2)
r
Pi ◦ γ = h j X j Piv (γ ) = h j ckji Pkv (γ )
dt j=1 j=1 k n

r
= h j ckji Pkv (γ ) = 0 ,
j=1 k n
d(k)=d(i)+1
i.e., Piv (γ ) is constant and equal to Piv (γ (0)) = 0.
1 Clearly, the homogeneous degree is deVned by d(i) = k ⇔ X ∈ V also for i 0.

i k
Theorem 4.14 states that abnormal extremals in Carnot groups are con-
tained in certain algebraic varieties (of a very speciVc type). Theorem 6.1
improves it because it states that these algebraic varieties can be made
smaller, as there are more polynomials (than in Theorem 4.14) that van-
ish along γ .
We show an application of our techniques to the Morse-Sard prob-
lem for abnormal extremals. In our opinion, the strategy we follow has
chances to be adapted to many Carnot groups; however, we present it
only in a speciVc group.
Let us consider the free2 Carnot group G of rank 2 and step 4, i.e., the
group associated with the stratiVed Lie algebra
g = V1 ⊕ V2 ⊕ V3 ⊕ V4
with
V1 = span{X 1 , X 2 }, V2 = span{X 3 },
V3 = span{X 4 , X 5 }, V4 = span{X 6 , X 7 , X 8 }
and commutation relations
[X 2 , X 1 ] = X 3
[X 3 , X 1 ] = X 4 , [X 3 , X 2 ] = X 5
[X 4 , X 1 ] = X 6 , [X 4 , X 2 ] = [X 5 , X 1 ] = X 7 , [X 5 , X 2 ] = X 8 .
Using exponential coordinates of the second type (see [12]), G can be
identiVed with R8 in such a way that
X 1 = ∂1
x12 x3 x 2 x2 x1 x22
X 2 = ∂2 − x1 ∂3 + ∂4 + x1 x2 ∂5 − 1 ∂6 − 1 ∂7 − ∂8 .
2 6 2 2
We are going to prove the following result.
Theorem 6.2. Let G ≡ R8 be the free Carnot group of rank 2 and step
4. Then, there exists a non-zero polynomial in 8 variables Q : R8 → R
such that the following holds: if p ∈ G is the endpoint of an abnormal
extremal starting from 0, then Q( p) = 0.
In particular, the set of points in G that can be connected to the origin
with abnormal extremals is contained in the algebraic variety {x ∈ R8 :
Q(x) = 0} and has measure zero.
2 Free means, roughly speaking, that it is the Carnot group with largest dimension among those with
rank 4 and step 2; equivalently, that any other such group is (isomorphic to) a quotient of the free
one.
222 Davide Vittone
Remark 6.3. Theorems 4.14 and 6.1 show that any abnormal extremal is
contained in an algebraic variety whose deVnition depends on a parameter
v, i.e., on the extremal itself. On the contrary, by Theorem 6.2 there exists
a universal algebraic variety containing all abnormal extremals.
Proof. As proved in [41], the Tanaka prolongation of G is of the form
Prol g = V0 ⊕ g with dim V0 = 4. Let us extend X 1 , . . . , X 8 to an
adapted basis {X i }−3i 8 of Prol g. By Theorem 6.1 we know that, for
any abnormal extremal γ : [0, 1] → G with γ (0) = 0, there exists
v ∈ R8 such that
Piv (γ ) = 0 on [0, 1] for any i = −3, . . . , 3 . (6.4)
We have also used Remark 3.22, i.e., the fact that the Goh condition
holds. In particular,
vi = Piv (0) = 0 for i = 1, 2, 3.
Therefore, recalling (6.1), any Piv can be written in the form

8
Piv (x) = vk Q ik (x), i = −3, . . . , 8
k=4
for suitable polynomials Q ik (x) that are independent from v. For any
i = −3, . . . , 3, let us deVne the map Q i : G → R5 by

Q i (x) = Q i4 (x), Q i5 (x), Q i6 (x), Q i7 (x), Q i8 (x) ,
so that Piv (x) = (v4 , . . . , v8 ), Q i (x). Hence, (6.4) can be rewritten as
Q i (γ (t)) ⊥ (v4 , . . . , v8 ) ∀t ∈ [0, 1], ∀ i = −3, . . . , 3 .
In particular, for any t ∈ [0, 1], the seven 5-dimensional vectors Q i (γ (t)),
−3 i 3, belong to the vector space (v4 , . . . , v8 )⊥ ⊂ R5 ; this vector
space has dimension 4 because (v4 , . . . , v8 ) = 0 due to Theorem 3.6 (i).
Hence, any 5 of these 7 vectors are linearly dependent, i.e., any 5 × 5
minor of the 5 × 7 matrix

(Q ik (x))−3i 3 = col Q −3 |Q −2 | · · · |Q 3 (x) (6.5)
4k 8
has determinant 0 at any point x on γ . In particular, the determinant of

the minor
col Q −1 |Q 0 |Q 1 |Q 2 |Q 3 (x)
is a polynomial Q(x) (independent from v) which vanish along γ .
It is now a boring task to prove that Q is not the null polynomial; we
refer to the proof of [18, Theorem 4.1] for details. This concludes the
proof.
Remark 6.4. The determinant of any 5 × 5 minor of the matrix in (6.5)

has to vanish
along abnormal extremals; hence, in principle, one could
produce 75 = 21 polynomials as in the statement of Theorem 6.2. See
[18, Remark 4.2.] for a more detailed discussion on these and other con-
siderations.
ACKNOWLEDGEMENTS . It is a pleasure to thank R. Monti for many

invaluable comments, remarks and suggestions. We have to thank G.
P. Leonardi for suggesting the characterization of normal extremals in
Carnot groups contained in Theorem 4.12. We are indebted with E. Le
Donne and E. Pasqualetto for their careful reading of a preliminary ver-
sion of these notes. Finally, we want to thank the organizers G. Alberti,
L. Ambrosio and C. De Lellis, as well as all the participants, for the nice
time and the pleasant atmosphere during the ERC School on Geometric
Measure Theory and Real Analysis.
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5

2.1 DeVnition of Carnot-Carathéodory distance . . . 195

In 2013, a school on Geometric Measure Theory and Real Analysis, or-

This work was supported by the RSF project 14-11-00196.

ysis. They Vnd applications in stochastic analysis, optimal transportation,

1 Measures on inHnite-dimensional spaces

|μ| = μ+ + μ− , μ = |μ|(X).

If a measure ν on B(X) has the form ν = · μ, where is a μ-

then is called absolutely continuous with respect to μ, which is denoted

Theorem 1.1. Each Borel measure on any complete separable metric

C B = {x : (x1 , . . . , xn ) ∈ B}, B ∈ B(Rn ).

The measure μn deVned on Rn by the formula

is called the projection of μ on Rn . These projections are consistent in

coordinate vector e1 and its natural complementing hyperplane Y1 con-

where the function deVned by the integral in x1 is Borel measurable in

where we write elements of X as x = (z, y), z ∈ Z , y ∈ Y , the function

It will be useful below to represent different measures μ and σ via con-

f (x) = f 0 (l1 (x), . . . , ln (x)), f 0 ∈ Cb∞ (Rn ), li ∈ X ∗ ,

where Cb∞ (Rn ) is the class of all inVnitely differentiable functions on Rn

In these terms, a measure μ is Gaussian if and only if its Fourier transform

that is, Q(y) = (A A∗ y, y). It is readily veriVed that μ has a density on

For the quadratic form Q we have the equality

then it is veriVed that μ is countably additive on the algebra of Vnite

almost everywhere due to convergence of the integrals of the terms (the

exp − 2 < ∞ ∀ C > 0.

However, there is no minimal linear subspace of full measure. The point

If m = 0, i.e., the measures γ ◦ f −1 for f ∈ X ∗ have zero mean, then

functionals. There is an operator Rγ : X γ∗ → X, called the covariance

For example, if γ is a centered Gaussian measure on a separable Hilbert

The corresponding norm is given by the formula

Moreover, it is known that H (γ ) with the indicated norm is separable and

In the above example of a Gaussian measure γ on a Hilbert space we

Indeed, letting f 0 be the orthogonal projection of f onto X γ∗ in L 2 (γ ), we

where the series converges in L 2 (γ ). Since ξn are independent Gaus-

Conversely, any continuous linear functional l on the Hilbert space

Hence X γ∗ can be identiVed with l ; any element l = (cn ) ∈ l 2 deVnes

The next classical result, called the Cameron–Martin formula, relates

In the case of the standard Gaussian measure on R∞ this formula is

An important feature of this semigroup is that the measure γ is invariant

Theorem 2.6. For every p ∈ [1, +∞) and f ∈ L p (γ ) one has

and if 1 < p < ∞, then also lim Tt f (x) = f (x) a.e.

It is also known that in the Vnite-dimensional case lim Tt f (x) = f (x)

This representation can be also extended to some functions in inVnitely

In addition, the system of functions {Hn } is an orthonormal basis in

Hk1 ,...,kn (x1 , . . . , xn ) = Hk1 (x1 ) · · · Hkn (xn ), ki ≥ 0.

If γ is a centered Radon Gaussian measure on a locally convex space X

convenient to arrange polynomials Hk1 ,...,kn according to their degrees

series for f converges in L 2 (γ )).

3 Integration by parts and differentiable measures

for every bounded continuous function f on X. If the measure dh μ is

The Fomin differentiability is the equality

On the real line the Fomin differentiability is equivalent to the member-

In the case of a probability measure on R∞ efVcient conditions for both

β μn (h 1 , . . . , h n ) are uniformly integrable with respect to μ (regarded as

where B y = {t ∈ R : (th, y) ∈ B}, B ∈ B(X), and X is written as

4 Sobolev classes over Gaussian measures

Fréchet or Gâteaux differentiability), but are Sobolev smooth. This ef-

where · 1 denotes the L 1 -norm of scalar or vector functions, or the

class C0∞ (Rd ) with respect to the Sobolev norms

Similarly one deVnes the classes W p,1 (γ , Rm ) of Rm -valued Sobolev

Continuing inductively we obtain the spaces W p,r (γ ), r ∈ N.

Let {ei } be an orthonormal basis in H . Set

If X = R∞ and H = l 2 , then FC ∞ is just the space of functions of

Let W p,r (γ ) denote the completion of FC ∞ with respect to the

for an arbitrary orthonormal basis {ei } in H .

more speciVcally, D H f (x) is a constant vector h = (n −1 )∞n=1 and all

constant and equals the diagonal operator with eigenvalues 2n −2 , higher

Set ∂h f := g. Similarly one deVnes generalized partial derivatives for

that D f belongs to the class G p,r

space G 1,1 (γ ) can be deVned as the space of all functions f ∈ L 1 (γ ) such

every version of it is locally unbounded (it is easy to give an example),

Lemma 4.5. There is a constant C with the following property: if a func-

Proof. In the one-dimensional case the assertion is obvious, because the

where C = 6 + C1 does not depend on f . The general case follows

Yet another description of Sobolev classes (even with fractional orders

By the same formula we deVne Vr on L p (γ , E), where E is any separable

more speciVcally, D H f (x) is a constant vector h = (n −1 )∞n=1 and all

Example 7.6. In the inVnite-dimensional case BV (γ ) = S BV (γ ). For