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# Translating solutions for Gauß curvature flows with Neumann boundary conditions

## 1. Introduction

In this paper, we evolve hypersurfaces represented as graphs of strictly convex functions over strictly convex bounded domains by the non-parametric logarithmic Gauß curvature flow subject to a Neumann boundary condition. We show that solutions exist for all time and converge smoothly to translating solutions.

To be more precise, we address the following slightly more general problem: Let $`u_0`$ be a strictly convex function over a smooth strictly convex bounded domain $`\mathrm{\Omega }^n`$. We use the phrase strictly convex for functions whose Hessian is positive definite, and for domains for which all principal curvatures of the boundary are positive. Assume that $`u_0`$ is smooth up to the boundary, $`u_0C^{\mathrm{}}\left(\overline{\mathrm{\Omega }}\right)`$, and satisfies

$$D_\nu u_0=\phi \text{on }\mathrm{\Omega },$$

where $`\nu `$ is the inner unit normal to $`\mathrm{\Omega }`$ and $`\phi C^{\mathrm{}}(\mathrm{\Omega })`$. Let $`fC^{\mathrm{}}\left(\overline{\mathrm{\Omega }}\times ^n\right)`$. We prove the following

###### Theorem 1.1.

For $`\mathrm{\Omega }`$, $`\phi `$, $`\nu `$, $`f`$ and $`u_0`$ as introduced above, there exists a family $`u(,t)`$, $`t[0,\mathrm{})`$, of strictly convex functions solving

$$\{\begin{array}{ccc}\hfill \frac{}{t}u=& \mathrm{log}detD^2u\mathrm{log}f(x,Du)\hfill & \text{in }\mathrm{\Omega }\times [0,\mathrm{}),\hfill \\ \hfill D_\nu u(,t)=& \phi \hfill & \text{on }\mathrm{\Omega },t>0,\hfill \\ \hfill u(,0)=& u_0\hfill & \text{in }\mathrm{\Omega },\hfill \end{array}$$
(1.1)
where $`uC^{\mathrm{}}\left(\overline{\mathrm{\Omega }}\times (0,\mathrm{})\right)`$, and $`u(,t)`$ approaches $`u_0`$ in $`C^2\left(\overline{\mathrm{\Omega }}\right)`$ as $`t0`$. Moreover, $`u(,t)`$ converges smoothly to a translating solution, i.e., to a solution with constant time derivative.

We remark that the parabolic maximum principle implies that the asymptotic solutions for different initial data $`u_0`$ are unique up to a constant. For the Gauß curvature flow, mentioned in the beginning, the flow equation takes the form

$$\frac{}{t}u=\mathrm{log}\frac{detD^2u}{\left(1+|Du|^2\right)^{\frac{n+2}{2}}}=\mathrm{log}detD^2u\frac{n+2}{2}\mathrm{log}\left(1+|Du|^2\right).$$

In the proof of Theorem 1.1, we generalize the result to the so-called oblique boundary condition

$$D_\beta u=\phi \text{on }\mathrm{\Omega },$$

where $`\beta `$ is a unit vector field which is $`C^1`$-close to $`\nu `$, i.e., such that there exists a small positive constant $`c_\beta >0`$ for which $`\nu \beta _{C^1}c_\beta `$. Such a generalization of a Neumann boundary condition is studied for the elliptic case in .

We base the barrier construction in the proof of Theorem 1.1 on solutions to a related elliptic problem given by the following

###### Theorem 1.2.

Consider $`\mathrm{\Omega }`$, $`\nu `$, $`\phi `$, and $`f`$ as introduced before. There exist a unique $`v`$ and a strictly convex function $`uC^{\mathrm{}}\left(\overline{\mathrm{\Omega }}\right)`$ solving the boundary value problem

$$\{\begin{array}{ccc}\hfill detD^2u=& e^vf(x,Du)\hfill & \text{in }\mathrm{\Omega },\hfill \\ \hfill D_\nu u=& \phi \hfill & \text{on }\mathrm{\Omega },\hfill \end{array}$$
(1.2)
provided that there exists a smooth strictly convex function $`u_0`$ satisfying the boundary condition $`D_\nu u_0=\phi `$. The function $`u`$ is unique up to a constant.

We remark that translating solutions to (1.1) can be viewed as solutions to (1.2), where $`v`$ denotes the speed.

A situation similar to Theorem 1.1 is considered for the mean curvature flow in . Hypersurfaces of prescribed Gauß curvature subject to Neumann boundary conditions are found in the pioneering paper . The extension to the oblique boundary value problem is made in . Flows of Monge-Ampère type for the Neumann and the second boundary value problem are studied in . In our setting, the situation is more degenerate as neither $`f`$ nor $`\phi `$ do depend on $`u`$. Thus, both $`f`$ and $`\phi `$ fail to satisfy the crucial monotonicity requirement with respect to $`u`$. For the second boundary value problem, translating solutions to flows of Gauß curvature type are considered in .

As mentioned in , methods of  can be adapted to the non-parametric logarithmic Gauß curvature flow subject to the second boundary condition. For the Neumann boundary value problem, however, the lack of monotonicity requires a new proof to uniformly bound the oscillation of a solution. Therefore, we establish a generalization of the spatial $`C^1`$-estimates of . Then, we use the translating solutions provided by Theorem 1.2, in particular its uniquely determined speed, to construct an auxiliary barrier function and to obtain uniform spatial $`C^2`$-estimates. Hence, the results of Krylov, Safonov, Evans and Schauder imply uniform bounds on higher derivatives for all times, uniformly bounded away from $`0`$. This allows to show smooth convergence to a translating solution.

The paper is organized as follows. As explained in , standard linear parabolic theory and the implicit function theorem imply short-time existence. We show uniform first-order estimates in Sections 2 and 3. Section 4 contains the proof of Theorem 1.2. Having the unique velocity of a translating solution, we can prove uniform a priori $`C^2`$-estimates in Section 5. Finally, in Section 6, we prove smooth convergence to a translating solution. In Appendix A we apply Theorem 1.2 to construct entire graphs of prescribed Gauß curvature. To illustrate the convergence of the flow, we carry out a numerical integration on a planar domain in Appendix B.

We wish to thank Jürgen Jost, Stefan Müller and the Max Planck Institute for Mathematics in the Sciences for their hospitality. The first author also wishes to acknowledge that this paper was finished while he was at Harvard University, supported by the Humboldt foundation.

## 2. $`\frac{}{t}u`$-Estimate

###### Notation 2.1.

We write a dot to denote the time derivative, whereas we use indices for the spatial partial derivatives. Let $`f_{p_i}`$ denote a derivative of $`f`$ with respect to the gradient. For a vector $`\xi `$ we define $`u_\xi \xi ^iu_i`$. For the logarithm of $`f`$ we use $`\widehat{f}\mathrm{log}f`$. We use the Einstein summation convention and sum over repeated upper and lower indices. The inverse of the Hessian of $`u`$ is denoted by $`\left(u^{ij}\right)=(u_{ij})^1`$. We remark that – besides in the case $`u^{ij}`$ – indices are lifted with respect to the Euclidean metric. The letter $`c`$ denotes a generic positive constant. Furthermore, we may assume that $`0\mathrm{\Omega }`$.

###### Lemma 2.2.

Under the assumptions of Theorem 1.1, there holds

$$|\dot{u}|\underset{t=0}{\mathrm{max}}|\dot{u}|,$$

as long as a smooth convex solution of (1.1) exists.

###### Proof.

Similar to , we consider

$$r:=(\dot{u})^2.$$

We get the evolution equation

$$\dot{r}=u^{ij}r_{ij}2u^{ij}\dot{u}_i\dot{u}_j\widehat{f}_{p_i}r_i.$$

Hence, $`\dot{r}0`$ at a maximum of $`r`$ in $`\mathrm{\Omega }\times [0,t]`$. Now, assume that a maximum of $`r`$ on $`\overline{\mathrm{\Omega }}\times [0,t]`$ occurs at $`(x_0,t_0)`$ with $`x_0\mathrm{\Omega }`$. If $`t_0=0`$ the lemma holds. Thus, in the following, we may assume $`t_0>0`$. If $`r`$ is constant, then $`u`$ is a translating solution, and our lemma holds. Otherwise, we get $`r_\beta (x_0)<0`$ from the Hopf boundary point lemma. At $`x_0`$ we compute

$$0>r_\beta =\left(\left(\dot{u}\right)^2\right)_\beta =2\dot{u}\dot{u}_\beta =2\dot{u}\frac{}{t}\phi (x)=0.$$

Contradiction. Note, that the assumption $`t_0>0`$ guarantees that $`u`$ is smooth near $`(x_0,t_0)`$ allowing to interchange differentiation with respect to time and space. ∎

Integrating the last estimate yields

###### Corollary 2.3.

As long as a smooth convex solution of (1.1) exists, we obtain the estimate

$$|u(x,t)|\underset{\mathrm{\Omega }}{sup}|u_0|+\underset{\mathrm{\Omega }}{sup}|\dot{u}(,0)|t.$$

## 3. Ice-cream cone estimate

The following theorem generalizes the $`C^1`$-estimates of . It is essential for our situation, because the oscillation but not the $`C^0`$-norm of the solution is expected to be bounded uniformly in time.

We wish to mention oscillation estimates of Urbas . There, the convexity of $`u`$ and appropriate growth of $`f(x,p)`$ in $`p`$ is used, whereas Theorem 3.1 combines convexity and the boundary condition.

###### Theorem 3.1 (Ice-cream cone estimate).

Let $`\mathrm{\Omega }^n`$ be a smooth bounded domain, $`u:\overline{\mathrm{\Omega }}`$ a smooth strictly convex function with $`|u_\beta |`$ uniformly bounded on $`\mathrm{\Omega }`$, where $`\beta `$ is a unit vector field on $`\mathrm{\Omega }`$ such that $`\beta ,\nu \stackrel{~}{c}_\beta `$ for a positive constant $`\stackrel{~}{c}_\beta >0`$ (recall that $`\nu `$ is the inner unit normal to $`\mathrm{\Omega }`$). Then there is a uniform bound for $`sup|Du|`$, independent of $`sup|u|`$.

In view of Lemma 2.2, the result above yields an estimate for the full $`C^1`$-norm of solutions $`u`$ to (1.1). Note, that only the estimate for the derivatives of $`u`$ is uniform in time.

###### Proof.

In the name of the theorem we want to emphasize that our proof uses balls and cones, similar to ice-cream placed in a cone of waffle. We argue by contradiction. Assume that there exists a point $`x_0`$, where $`|Du|`$ is maximal and equal to $`M`$. If $`M`$ is larger than a suitably chosen constant $`M_0`$ we will find a contradiction. As $`u`$ is strictly convex, we see that $`x_0\mathrm{\Omega }`$. At $`x_0`$ we find a tangential direction $`\xi _0`$ such that $`Du(x_0),\xi _0`$ is maximal compared to all other tangential directions. Here and later, unit vectors are called directions. We wish to prove a lower estimate for $`Du(x_0),\xi _0`$ in terms of $`M`$.

Let $`\xi _1`$ be a direction such that $`Du(x_0),\xi _1=M`$. Similar to , we decompose a direction $`\xi `$ using $`\beta `$ and a tangential vector $`\tau (\xi )`$ as

$$\xi =\tau (\xi )+\frac{\nu ,\xi }{\beta ,\nu }\beta ,$$
(3.1)
where

$$\tau (\xi )=\xi \nu ,\xi \nu \frac{\nu ,\xi }{\beta ,\nu }\beta ^T,\beta ^T=\beta \beta ,\nu \nu .$$

Note, that $`|\tau (\xi )|`$ is bounded by assumption. Decomposing $`\xi _1`$, we get

$`M`$ $`=`$ $`Du,\xi _1=Du,\tau (\xi _1)+{\displaystyle \frac{\nu ,\xi _1}{\beta ,\nu }}Du,\beta `$
$``$ $`|\tau (\xi _1)|\underset{\genfrac{}{}{0.0pt}{}{\tau T_{x_0}\mathrm{\Omega }}{|\tau |=1}}{\mathrm{max}}Du,\tau +c`$
$`=`$ $`|\tau (\xi _1)|Du(x_0),\xi _0+c.`$
Hence, we deduce that $`Du(x_0),\xi _0\frac{M}{c}`$, as long as $`MM_0`$ and $`M_0`$ is chosen sufficiently large. For a direction $`\xi `$ near $`\xi _0`$, say $`|\xi \xi _0|<\epsilon =\frac{1}{2c}<1`$, we obtain

$$Du(x_0),\xi =Du,\xi _0+Du,\xi \xi _0\frac{M}{c}M|\xi \xi _0|\epsilon M.$$
(3.2)
From the convexity of $`u`$, we deduce that $`Du(y),\xi \epsilon M`$ for all points $`y\overline{\mathrm{\Omega }}`$ of the form $`y=x_0+\lambda \xi `$. Here, $`\lambda >0`$ and $`\xi `$ are chosen such that $`|\xi \xi _0|\epsilon `$ and $`x_0+t\lambda \xi \overline{\mathrm{\Omega }}`$ for all $`t[0,1]`$.

The uniform boundedness of the principal curvatures of $`\mathrm{\Omega }^n`$ implies that there exist $`R>0`$ and $`x_1\mathrm{\Omega }`$ such that $`|x_0x_1|>2R`$, and, especially, any $`xB_R(x_1)\mathrm{\Omega }`$ can be written in the form $`x_0+\lambda \xi `$, as described above. Thus, according to (3.2), $`|Du|\epsilon M`$ in $`\mathrm{\Omega }B_R(x_1)`$. Due to our construction, we have

$$\underset{xB_R(x_1)\mathrm{\Omega }}{inf}u(x)>u(x_0).$$

Figure 1 shows a part of $`\mathrm{\Omega }`$ and two cones corresponding to the directions $`\xi `$ as well as two pairs of concentric balls. The larger ones are the balls $`B_R`$ mentioned above, the smaller ones are introduced in the following.

Now, we proceed iteratively. Note, that $`R`$ and $`\epsilon `$ can be chosen as fixed constants, independent of the point $`x_0`$. As long as $`|Du(x_i)|M\epsilon ^iM_0`$, we can find a further point $`x_{i+1}`$ as we went from $`x_0`$ to $`x_1`$. Thus, for $`M=sup|Du|`$ sufficiently large, we can construct a sequence of points $`\{x_i\}_{i=0,\mathrm{},N}`$ of arbitrarily large length $`N`$, satisfying for all $`i1`$

$$|Du|M\epsilon ^i\text{on }\mathrm{\Omega }B_R(x_i)$$

and

$$\underset{xB_R(x_i)\mathrm{\Omega }}{inf}u(x)>u(x_{i1}).$$

Since $`\mathrm{\Omega }`$ has finite measure and bounded principal curvatures, there is an upper bound $`N_0(\rho )`$ on the number of pairwise disjoint restricted balls $`B_\rho (y_j)\mathrm{\Omega }`$ for fixed $`\rho >0`$ and $`y_j\mathrm{\Omega }`$.

Hence, if $`M=sup|Du|>M_0\epsilon ^{N_0\left(\frac{R}{2}\right)}`$, there will be two points $`x_{i_0},x_{j_0}`$ with $`i_0>j_0>0`$ such that

$$B_{\frac{R}{2}}(x_{i_0})B_{\frac{R}{2}}(x_{j_0})\mathrm{\Omega }\mathrm{}.$$

But $`x_{j_0}B_R(x_{i_0})`$ implies

$$u(x_{j_0})<u(x_{j_0+1})<\mathrm{}<u(x_{i_01})<\underset{xB_R(x_{i_0})\mathrm{\Omega }}{inf}u(x)u(x_{j_0}).$$

Contradiction. ∎

## 4. Existence of translating solutions

This section is devoted to the proof of Theorem 1.2. That is, we construct solutions to the elliptic problem

$`\{\begin{array}{ccc}\hfill v=& \mathrm{log}detD^2u\mathrm{log}f(x,Du)\hfill & \text{in }\mathrm{\Omega },\hfill \\ \hfill u_\beta =& \phi \hfill & \text{on }\mathrm{\Omega }.\hfill \end{array}`$ (4.3)
The absence of any monotonicity property in $`u`$, both in $`f`$ as well as in the boundary condition $`\phi `$, limits seriously the existence of solutions.

Step 1: Here, we show that for given $`\epsilon >0`$ and $`v`$ there is a unique solution $`u_{\epsilon ,v}`$ of

$`\{\begin{array}{ccc}\hfill detD^2u=& e^vf(x,Du)e^{\epsilon u}\hfill & \text{in }\mathrm{\Omega },\hfill \\ \hfill u_\beta =& \phi \hfill & \text{on }\mathrm{\Omega }.\hfill \end{array}`$ ($`_{\epsilon ,v}`$)
Note, that the dependence on $`v`$ is continuous and strictly decreasing. In fact, we have the explicit relation

$$u_{\epsilon ,v}=u_{\epsilon ,0}\frac{v}{\epsilon }.$$

To show the unique existence of $`u_{\epsilon ,v}`$, we will derive an a priori $`C^0`$-bound, then the ice-cream cone estimate, Theorem 3.1, yields the $`C^1`$-bound. Having controlled the full $`C^1`$-norm, we can estimate the $`C^2`$-norm exactly as in Urbas , since the strict monotonicity assumption on $`\phi `$ is not used for this part. A detailed argument, applied to the parabolic case, is given in the next section. Bounds for higher $`C^k`$-norms follow via the estimates due to Krylov, Safonov, Evans, and from Schauder theory.

To get the $`C^0`$-bound, we define suitable barriers for ($`_{\epsilon ,0}`$). Recall, that $`u_0`$ is a convex function satisfying $`(u_0)_\beta =\phi `$ on $`\mathrm{\Omega }`$. Define $`u_\epsilon ^\pm =u_0\pm M/\epsilon `$, where $`M>0`$ will be chosen later. Then

$$\frac{detD^2u_\epsilon ^\pm }{f(x,Du_\epsilon ^\pm )e^{\epsilon u_\epsilon ^\pm }}=\frac{detD^2u_0}{f(x,Du_0)e^{\epsilon u_0\pm M}}=g(x)e^{\epsilon u_0}e^M,$$

with $`c^1<g(x)<c`$. Hence, restricting ourselves to $`\epsilon <1`$, there exists a large constant $`M>0`$, not depending on $`\epsilon `$, such that $`u_\epsilon ^+`$ is a strict supersolution and $`u_\epsilon ^{}`$ is a strict subsolution of $`(_{\epsilon ,0})`$. This implies, that

$$u_\epsilon ^{}<u_{\epsilon ,0}<u_\epsilon ^+,$$
(4.4)
or equivalently,

$$\left|u_{\epsilon ,v}(u_0\frac{v}{\epsilon })\right|<\frac{M}{\epsilon }.$$

Step 2: Now, we consider the limit $`\epsilon 0`$. In general, we cannot expect that the sup bounds for $`u_{\epsilon ,v}`$ can be obtained uniformly in $`\epsilon `$. In fact, it follows from the maximum principle that only for a unique $`v`$, there is a solution to ($`_{\epsilon ,v}`$) with $`\epsilon =0`$. Observe, that (4.4) implies that

$$u_{\epsilon ,+M}<u_0<u_{\epsilon ,M}.$$

Therefore, for every $`\epsilon >0`$ we can find a unique $`v_\epsilon (M,M)`$ such that $`u_{\epsilon ,v_\epsilon }(0)=u_0(0)`$. Note, that (4.4) does not suffice to control the oscillation of $`u_{\epsilon ,v_\epsilon }`$, uniformly in $`\epsilon `$. We employ the ice-cream cone estimate to bound $`u_{\epsilon ,v_\epsilon }`$ uniformly in $`C^1`$. Again, uniform $`C^1`$-bounds imply uniform higher $`C^k`$-bounds.

Now, we choose a sequence $`\epsilon _i0`$ as $`i\mathrm{}`$. Since $`v_{\epsilon _i}`$ is bounded, there exists a subsequence, relabeled, such that $`v_{\epsilon _i}v^{\mathrm{}}`$ and $`u_{\epsilon _i,v_{\epsilon _i}}u_{\text{ell}}^{\mathrm{}}`$ in any $`C^k`$-norm. This completes the proof of Theorem 1.2.

The extension $`u^{\mathrm{}}(x,t):=u_{\text{ell}}^{\mathrm{}}(x)+v^{\mathrm{}}t`$ is a translating solution, as, by construction, $`u^{\mathrm{}}`$ satisfies

$$\{\begin{array}{ccc}\hfill v^{\mathrm{}}=\dot{u}^{\mathrm{}}=& \mathrm{log}detD^2u^{\mathrm{}}\mathrm{log}f(x,Du^{\mathrm{}})\hfill & \text{in }\mathrm{\Omega },\hfill \\ \hfill u_\beta ^{\mathrm{}}=& \phi \hfill & \text{on }\mathrm{\Omega }.\hfill \end{array}$$

## 5. Parabolic $`C^2`$-estimates

The following argument is a modification of the proofs in . We use the translating solution $`u^{\mathrm{}}`$, especially, its speed $`v^{\mathrm{}}`$, to construct an auxiliary barrier function.

Assume that $`u_{\text{ell}}^{\mathrm{}}>u_0`$. We define

$$\stackrel{~}{\phi }(x,z)=\phi (x)+(zu_{\text{ell}}^{\mathrm{}}).$$

Due to uniform estimates on the gradient of $`u`$, we can find a positive constant $`\mu _0`$ such that

$$\mathrm{min}\{f(x,Du),f(x,Du_{\text{ell}}^{\mathrm{}})\}\mu _0.$$

For $`0<\rho <1`$, consider the elliptic boundary value problem

$$\{\begin{array}{ccc}\hfill v^{\mathrm{}}=& \mathrm{log}detD^2\psi \mathrm{log}\frac{\mu _0}{2}\hfill & \text{in }\mathrm{\Omega },\hfill \\ \hfill \psi _\beta =& \stackrel{~}{\phi }(x,\psi +\rho |x|^2)2\rho x,\beta \hfill & \text{on }\mathrm{\Omega }.\hfill \end{array}$$
(5.1)
We wish to show a uniform a priori $`C^2`$-estimate for $`\psi `$. Theorem 3.1 gives an estimate for the gradient. Similarly to , bounds on the second derivatives follow. It is here that the smallness of $`\nu \beta _{C^1}`$ is used. Thus, it remains to prove uniform $`C^0`$-estimates. Note, that a convex solution $`\psi `$ cannot satisfy $`\psi _\beta (x)>0`$ for all $`x\mathrm{\Omega }`$. Hence, the upper bound on $`\psi `$ follows since $`\stackrel{~}{\phi }(x,z)\mathrm{}`$ uniformly as $`z\mathrm{}`$. For the lower bound, we consider $`\psi u_{\text{ell}}^{\mathrm{}}`$. Applying the maximum principle to the differential inequality

$$\{\begin{array}{cccc}\hfill 0& >& \mathrm{log}detD^2\psi \mathrm{log}detD^2u_{\text{ell}}^{\mathrm{}}\hfill & \text{in }\mathrm{\Omega },\hfill \\ \hfill (\psi u_{\text{ell}}^{\mathrm{}})_\beta & =& \psi u_{\text{ell}}^{\mathrm{}}+\rho |x|^22\rho x,\beta \hfill & \text{on }\mathrm{\Omega },\hfill \end{array}$$

we see that $`\psi u^{\mathrm{}}`$ cannot attain an interior minimum. If a minimum occurs on $`\mathrm{\Omega }`$, we get

$$0(\psi u_{\text{ell}}^{\mathrm{}})_\beta =\psi u_{\text{ell}}^{\mathrm{}}+\rho |x|^22\rho x,\beta .$$

Thus, $`\psi `$ is uniformly bounded below, a solution to (5.1) exists. Due to the uniform $`C^2`$-estimates, we can fix $`\lambda >0`$ such that

$$(\psi _{ij})\lambda \mathrm{Id}.$$
(5.2)
Furthermore, these estimates allow to fix $`\rho >0`$ such that $`\overline{\psi }:=\psi +\rho |x|^2`$ satisfies

$$\{\begin{array}{cccc}\hfill v^{\mathrm{}}& >& \mathrm{log}detD^2\overline{\psi }\mathrm{log}\mu _0\hfill & \text{in }\mathrm{\Omega },\hfill \\ \hfill \overline{\psi }_\beta & =& \stackrel{~}{\phi }(x,\overline{\psi })\hfill & \text{on }\mathrm{\Omega }.\hfill \end{array}$$

Applying the maximum principle, we get $`u_{\text{ell}}^{\mathrm{}}\overline{\psi }`$. We extend $`\psi `$ and $`\overline{\psi }`$ by setting $`\psi (x,t):=\psi (x)+tv^{\mathrm{}}`$, $`\overline{\psi }(x,t):=\overline{\psi }(x)+tv^{\mathrm{}}`$, respectively. Thus, $`uu^{\mathrm{}}\overline{\psi }`$, where $`u^{\mathrm{}}`$ is the translating solution defined in Section 4. We get for $`x\mathrm{\Omega }`$

$$\left(\overline{\psi }_\beta u_\beta \right)(x,t)=\overline{\psi }_\beta (x,0)\phi (x)=\left(\overline{\psi }u^{\mathrm{}}\right)(x,0)=(\overline{\psi }u^{\mathrm{}})(x)0.$$

Furthermore, for a sufficiently small $`\delta _0>0`$,

$$(\psi u)_\beta =\left(\overline{\psi }\rho |x|^2u\right)_\beta 2\rho x,\beta \delta _0>0\text{on }\mathrm{\Omega },$$
(5.3)
provided that $`\beta `$ is $`C^0`$-close to $`\nu `$. Here, we used that $`0\mathrm{\Omega }`$ implying $`x,\nu <0`$. Using these preparations, we prove a priori $`C^2`$-estimates similarly to . For the reader’s convenience, we repeat the arguments incorporating the necessary modifications to the parabolic case.

### 5.1. Preliminary results

Assume, that a smooth solution $`u`$ of our flow equation (1.1) exists on the time interval $`[0,T]`$. We will use the letter $`\tau `$ to indicate a direction tangential to $`\mathrm{\Omega }`$.

###### Lemma 5.1 (Mixed $`C^2`$-estimates at the boundary).

Let $`u`$ be a solution of (1.1). Then $`|u_{\tau \beta }|`$ remains uniformly bounded on $`\mathrm{\Omega }`$.

###### Proof.

We represent $`\mathrm{\Omega }`$ locally as $`\mathrm{graph}\omega `$ over its tangent plane at a fixed point $`x_0\mathrm{\Omega }`$ such that locally $`\mathrm{\Omega }=\{(\widehat{x},x^n):x^n>\omega (\widehat{x})\}`$. Let us extend $`\beta `$ and $`\phi `$ smoothly. At $`x_0`$, differentiating the oblique boundary condition

$$\beta ^i(\widehat{x})u_i(\widehat{x},\omega (\widehat{x}))=\phi (\widehat{x},\omega (\widehat{x})),\widehat{x}^{n1},$$

with respect to tangential directions $`\widehat{x}^j`$, $`1jn1`$,

$$\beta _j^iu_i+\beta ^iu_{ij}+\beta ^iu_{in}\omega _j=\phi _j+\phi _n\omega _j,$$

we obtain at $`x_0(\widehat{x}_0,\omega (\widehat{x}_0))\mathrm{\Omega }`$ a bound for $`\beta ^iu_{ij}`$. Thereby, we use the gradient estimate for $`u`$ and $`D\omega (\widehat{x}_0)=0`$. Multiplying with $`\tau ^j`$ gives the result. ∎

###### Lemma 5.2 (Double oblique $`C^2`$-estimates at the boundary).

For any solution of (1.1), $`|u_{\beta \beta }|`$ is uniformly bounded on $`\mathrm{\Omega }`$.

###### Proof.

Note that $`u_{\beta \beta }>0`$ as $`u(,t)`$ is strictly convex for each $`t`$. We keep the geometric setting of the proof of Lemma 5.1 with $`x_0\mathrm{\Omega }`$. From (1.1) we obtain

$$\dot{u}_k=u^{ij}u_{ijk}(\widehat{f}_k+\widehat{f}_{p_i}u_{ik}).$$

We define

$$Lw:=\dot{w}u^{ij}w_{ij}+\widehat{f}_{p_i}w_i.$$

We can find appropriate extensions of $`\beta `$ and $`\phi `$ such that

$$\left|L\left(\beta ^ku_k\phi (x)\right)\right|c\left(1+\mathrm{tr}\left(u^{ij}\right)\right).$$

We choose $`\delta >0`$ sufficiently small and define $`\mathrm{\Omega }_\delta :=\mathrm{\Omega }B_\delta (x_0)`$. Set

$$\vartheta :=d\mu d^2,$$

where $`\mu 1`$ is chosen sufficiently large, and $`d`$ denotes the distance to $`\mathrm{\Omega }`$. We will show that in $`\mathrm{\Omega }_\delta `$ there holds $`L\vartheta \frac{\epsilon }{3}\mathrm{tr}\left(u^{ij}\right)`$ for a small constant $`\epsilon >0`$, depending only on a positive lower bound for the principal curvatures of $`\mathrm{\Omega }`$. Next,

$`L\vartheta `$ $`=`$ $`u^{ij}d_{ij}+2\mu u^{ij}d_id_j+2\mu u^{ij}dd_{ij}+\widehat{f}_{p_i}(d_i2\mu dd_i)`$
$``$ $`u^{ij}d_{ij}+2\mu u^{ij}d_id_jc\mu d\left(1+\mathrm{tr}\left(u^{ij}\right)\right)c.`$
We use the strict convexity of $`\mathrm{\Omega }`$, $`|Dde_n|c\delta `$, $`|u^{kl}|\mathrm{tr}\left(u^{ij}\right)`$, $`1k,ln`$, and the inequality for arithmetic and geometric means

$`L\vartheta `$ $``$ $`\epsilon \mathrm{tr}\left(u^{ij}\right)+\mu u^{nn}c\mu \delta \left(1+\mathrm{tr}\left(u^{ij}\right)\right)c`$
$``$ $`\frac{n}{3}\left(det\left(u^{ij}\right)\right)^{\frac{1}{n}}\epsilon ^{\frac{n1}{n}}\mu ^{\frac{1}{n}}+\frac{2}{3}\epsilon \mathrm{tr}\left(u^{ij}\right)`$
$`c\mu \delta \left(1+\mathrm{tr}\left(u^{ij}\right)\right)c.`$
More precisely, we used

$$\frac{\epsilon \mathrm{tr}\left(u^{ij}\right)+\mu u^{nn}}{3}\frac{n}{3}\epsilon ^{\frac{n1}{n}}\mu ^{\frac{1}{n}}\left(\underset{i=1}{\overset{n}{}}u^{ii}\right)^{\frac{1}{n}},$$

and, assuming $`(u^{ij})_{i,j<n}`$ is diagonal,

$`det\left(u^{ij}\right)`$ $`=`$ $`det\left(\begin{array}{ccccc}u^{11}& 0& \mathrm{}& 0& u^{1n}\\ 0& \mathrm{}& \mathrm{}& \mathrm{}& \mathrm{}\\ \mathrm{}& \mathrm{}& \mathrm{}& 0& \mathrm{}\\ 0& \mathrm{}& 0& u^{n1n1}& u^{n1n}\\ u^{1n}& \mathrm{}& \mathrm{}& u^{n1n}& u^{nn}\end{array}\right)`$ (5.9)
$`=`$ $`{\displaystyle \underset{i=1}{\overset{n}{}}}u^{ii}{\displaystyle \underset{i<n}{}}|u^{ni}|^2{\displaystyle \underset{\genfrac{}{}{0.0pt}{}{ji}{j<n}}{}}u^{jj}{\displaystyle \underset{i=1}{\overset{n}{}}}u^{ii}.`$ (5.10)
Since

$$det\left(u^{ij}\right)=\frac{1}{det(u_{ij})}=\mathrm{exp}\left(\widehat{f}\dot{u}\right),$$

$`det\left(u^{ij}\right)`$ is uniformly bounded from below by a positive constant. We may choose $`\mu `$ so large, that

$$\frac{n}{3}\left(det\left(u^{ij}\right)\right)^{\frac{1}{n}}\epsilon ^{\frac{n1}{n}}\mu ^{\frac{1}{n}}c+1.$$

For $`\delta \frac{1}{c\mu }\mathrm{min}\{1,\frac{1}{3}\epsilon \}`$, we get

$$L\vartheta \frac{1}{3}\epsilon \mathrm{tr}\left(u^{ij}\right).$$

Furthermore, $`\vartheta 0`$ on $`\mathrm{\Omega }_\delta `$, if $`\delta `$ is chosen smaller if necessary.

Let $`l`$ be an affine linear function such that $`l(x_0)=0`$ and

$$l\beta ^i(u_0)_i\phi \text{in }\mathrm{\Omega }_\delta .$$

For constants $`A`$, $`B>0`$, consider the function

$$\mathrm{\Theta }:=A\vartheta +B|xx_0|^2\left(\beta ^iu_i\phi (x)\right)+l.$$

We fix $`B1`$, get $`\mathrm{\Theta }0`$ on $`\mathrm{\Omega }_\delta `$, and deduce for $`AB`$ that $`L\mathrm{\Theta }0`$, since $`\mathrm{tr}\left(u^{ij}\right)`$ is bounded from below by a positive constant. The maximum principle yields $`\mathrm{\Theta }0`$ in $`\mathrm{\Omega }_\delta `$. As $`\mathrm{\Theta }(x_0)=0`$, we conclude that $`\mathrm{\Theta }_\beta (x_0)0`$ implying $`u_{\beta \beta }c`$. ∎

###### Lemma 5.3.

For a solution of (1.1), there holds

$$\underset{\genfrac{}{}{0.0pt}{}{t[0,T]}{x\mathrm{\Omega }}}{\mathrm{min}}\underset{\genfrac{}{}{0.0pt}{}{\xi T_x\mathrm{\Omega }}{|\xi |=1}}{\mathrm{max}}u_{\xi \xi }(x,t)>0.$$

###### Proof.

We have already seen that there is a uniform positive lower bound for $`detD^2u`$. Again, at a fixed boundary point, we may choose a coordinate system, such that $`e_n`$ is equal to the inner unit normal of $`\mathrm{\Omega }`$ and $`(u_{ij})_{i,j<n}`$ is diagonal. Similarly to (5.10), we estimate

$$det\left(u_{ij}\right)=\underset{i=1}{\overset{n}{}}u_{ii}\underset{i<n}{}|u_{ni}|^2\underset{\genfrac{}{}{0.0pt}{}{ji}{j<n}}{}u_{jj}\underset{i=1}{\overset{n}{}}u_{ii}.$$
(5.11)
We decompose $`\nu `$ as

$$\nu =\frac{1}{\beta ,\nu }\left(\beta \beta ^T\right),$$

$`\beta ^T`$ as in the proof of Theorem 3.1, and get in view of Lemmata 5.1 and 5.2

$$u_{\nu \nu }\frac{1}{\beta ,\nu ^2}\left(\left|\beta ^T\right|^2\underset{i<n}{\mathrm{max}}u_{ii}+c\right).$$

Finally, the claimed bound follows from (5.11). ∎

### 5.2. Remaining $`C^2`$-estimates

Similarly to , we define

$$w(x,\xi ,t):=e^{\alpha (\psi u)+\gamma |Du|^2}u_{\xi \xi }$$

for $`(x,\xi ,t)\overline{\mathrm{\Omega }}\times S^{n1}\times [0,T]`$ and positive constants $`\alpha `$, $`\gamma `$ to be fixed later. We assume that $`w`$, restricted to boundary points and tangential directions, attains its maximum at $`x_w\mathrm{\Omega }`$ in a tangential direction which we may take to be $`e_1`$, and $`t_w[0,T]`$. We may assume that $`t_w>0`$. Furthermore, we fix Euclidean coordinates such that $`e_n`$ is the inner normal direction and $`(u_{ij})_{i,j<n}(x_w)`$ is diagonal. Decompose $`e_1`$ as

$$e_1=\tau (e_1)+\frac{\nu ,e_1}{\beta ,\nu }\beta ,$$

where

$$\tau (e_1)=\tau =e_1\nu ,e_1\nu \frac{\nu ,e_1}{\beta ,\nu }\beta ^T,\beta ^T=\beta \beta ,\nu \nu .$$

Note that $`\tau `$ is tangential, but not necessarily of unit length. For smoothly extended $`\beta `$ and $`\phi `$, we differentiate the boundary condition and obtain on $`\mathrm{\Omega }`$

$$\frac{2\nu ,e_1}{\nu ,\beta }u_{\beta \tau }=\frac{2\nu ,e_1}{\nu ,\beta }(\phi _j\tau ^j\tau ^j\beta _j^iu_i)=:\chi (x,Du).$$
(5.12)
On the boundary, we get

$$u_{11}=u_{\tau \tau }+\chi +\frac{\nu ,e_1^2}{\beta ,\nu ^2}u_{\beta \beta }.$$

Since $`\chi (x_w,)=0`$, the function

$$\stackrel{~}{w}(x,t):=e^{\alpha (\psi u)+\gamma |Du|^2}(u_{11}\chi )$$

satisfies $`\stackrel{~}{w}(x_w,t_w)=w(x_w,\tau ,t_w)`$, moreover, for all $`x\mathrm{\Omega }`$ and $`t[0,T]`$

$`\stackrel{~}{w}(x,t)`$ $`=`$ $`e^{\alpha (\psi u)+\gamma |Du|^2}(x,t)\left\{u_{\tau \tau }(x,t)+{\displaystyle \frac{\nu ,e_1^2}{\beta ,\nu ^2}}u_{\beta \beta }(x,t)\right\}`$ (5.13)
$``$ $`\left\{1\nu ,e_1^2\left(1{\displaystyle \frac{\left|\beta ^T\right|^2}{\beta ,\nu ^2}}\right){\displaystyle \frac{2\nu ,e_1\beta ^T,e_1}{\beta ,\nu }}\right\}\stackrel{~}{w}(x_w,t_w)`$
$`+c\nu ,e_1^2e^{\alpha (\psi u)+\gamma |Du|^2}(x,t)`$
$``$ $`\left\{1+c\nu ,e_1^2{\displaystyle \frac{2\nu ,e_1\beta ^T,e_1}{\beta ,\nu }}+c{\displaystyle \frac{\nu ,e_1^2}{\underset{\genfrac{}{}{0.0pt}{}{\xi T_x\mathrm{\Omega }}{|\xi |=1}}{\mathrm{max}}u_{\xi \xi }(x)}}\right\}\stackrel{~}{w}(x_w,t_w)`$
$``$ $`\left\{1+c_1\nu ,e_1^2{\displaystyle \frac{2\nu ,e_1\beta ^T,e_1}{\beta ,\nu }}\right\}\stackrel{~}{w}(x_w,t_w).`$
Now, Lemma 5.3 ensures that we can choose $`c_1`$ in the last inequality independent of $`\alpha `$ and $`\gamma `$.

We may assume that $`c_1`$ in (5.13) is chosen sufficiently large and $`\beta `$ is sufficiently close to $`\nu `$ such that the expression in the last curly brackets in (5.13) is bounded below by $`\frac{1}{2}`$.

We define on $`\overline{\mathrm{\Omega }}\times [0,T]`$

$$W:=\frac{e^{\alpha (\psi u)+\gamma |Du|^2}(u_{11}\chi )}{1+c_1\nu ,e_1^2\frac{2\nu ,e_1\beta ^T,e_1}{\beta ,\nu }}.$$

Assume that $`W`$ attains its maximum at $`(x_W,t_W)`$ and $`t_W>0`$.

First, we address the case $`x_W\mathrm{\Omega }`$. Observe that $`W(x_W,t_W)\stackrel{~}{w}(x_w,t_w)=W(x_w,t_w)`$. At $`(x_w,t_w)`$, we get $`W_\beta 0`$, which implies that

$$u_{11\beta }+\alpha \delta _0u_{11}c(1+(1+\gamma )u_{11}),$$
(5.14)
using $`\delta _0`$ from (5.3). At $`x_w`$, keeping the notation of Lemma 5.1, we differentiate the boundary condition $`u_\beta =\phi `$ twice in direction $`e_1`$. The a priori estimates obtained so far, and the fact that $`D^2u`$, restricted to tangential directions, is diagonal, yield

$$u_{\beta 11}c2\beta _1^1u_{11}2\beta _1^nu_{n1}.$$
(5.15)
Then, combining (5.14) and (5.15) implies

$$c(1+(1+\gamma )u_{11})\alpha \delta _0u_{11}c.$$

For $`\alpha =\alpha (\gamma )`$ sufficiently large, we get an upper bound on $`u_{11}(x_w,t_w)`$. This completes the $`C^2`$-estimates, if $`W`$ attains its maximum on $`\mathrm{\Omega }`$.

Now, we consider the case that $`W`$ attains its maximum at $`(x_W,t_W)`$, $`x_W\mathrm{\Omega }`$. We use

$$\mathrm{\Gamma }=\mathrm{log}\left(1+c_1\nu ,e_1^2\frac{2\nu ,e_1\beta ^T,e_1}{\beta ,\nu }\right)$$

in the following calculations. $`\mathrm{\Gamma }`$ is well-defined as the argument of the logarithm is bounded below by a positive constant. Moreover, the $`C^2\left(\overline{\mathrm{\Omega }}\right)`$-norm of $`\mathrm{\Gamma }`$ is uniformly bounded independent of $`\alpha `$ and $`\gamma `$. We use that

$$\mathrm{log}W=\alpha (\psi u)+\gamma |Du|^2+\mathrm{log}(u_{11}\chi )+\mathrm{\Gamma }$$

attains its maximum at $`x_W`$. Of course, we may assume that $`1(u_{11}\chi )(x_W,t_W)`$. At $`(x_W,t_W)`$, we get

$`0{\displaystyle \frac{\dot{W}}{W}}=`$ $`\alpha \left(\dot{\psi }\dot{u}\right)+2\gamma u^k\dot{u}_k+{\displaystyle \frac{\dot{u}_{11}\frac{d}{dt}\chi }{u_{11}\chi }},`$
$`0={\displaystyle \frac{W_i}{W}}=`$ $`\alpha (\psi u)_i+2\gamma u^ku_{ki}+{\displaystyle \frac{u_{11i}D_i\chi }{u_{11}\chi }}+\mathrm{\Gamma }_i,`$
and, in the matrix sense,
$`0`$ $`{\displaystyle \frac{W_{ij}}{W}}{\displaystyle \frac{W_iW_j}{W^2}}`$
$`=`$ $`\alpha (\psi u)_{ij}+2\gamma u_j^ku_{ki}+2\gamma u^ku_{kij}`$
$`+{\displaystyle \frac{u_{11ij}D_{ij}\chi }{u_{11}\chi }}{\displaystyle \frac{(u_{11i}D_i\chi )(u_{11j}D_j\chi )}{(u_{11}\chi )^2}}+\mathrm{\Gamma }_{ij},`$
where we have used that $`\mathrm{\Gamma }`$ is time-independent. We use $`D_{}`$ and $`\frac{d}{dt}`$ to indicate that the chain rule has not yet been applied. In the rest of the section, we drop the argument, if we evaluate at $`(x_W,t_W)`$. We get

$$0u^{ij}(\mathrm{log}W)_{ij}\dot{W}.$$

Estimates for the time derivatives of $`\psi `$ and $`u`$, the strict convexity of $`\psi `$ (5.2), the fact that $`\mathrm{\Gamma }C^2`$ with uniform bounds, and the differentiated flow equation (1.1) yield

$`0`$ $`2\gamma \mathrm{\Delta }u+{\displaystyle \frac{1}{u_{11}\chi }}\left(u^{ir}u^{js}u_{ij1}u_{rs1}\right)u^{ij}{\displaystyle \frac{(u_{11i}D_i\chi )(u_{11j}D_j\chi )}{(u_{11}\chi )^2}}`$
$`+{\displaystyle \frac{1}{u_{11}\chi }}\left(\widehat{f}_{p_i}u_{i11}cc\left|D^2u\right|^2\right)+2\gamma u^k\widehat{f}_{p_i}u_{ik}`$ (5.16)
$`+{\displaystyle \frac{1}{u_{11}\chi }}\left({\displaystyle \frac{d}{dt}}\chi u^{ij}D_{ij}\chi \right)c(\alpha +\gamma )+(\alpha \lambda c)\mathrm{tr}\left(u^{ij}\right).`$
Direct calculations and (1.1) imply

$$\frac{d}{dt}\chi u^{ij}D_{ij}\chi c\left(1+\left|D^2u\right|+\mathrm{tr}\left(u^{ij}\right)\right).$$

We use $`\frac{W_i}{W}=0`$ to get

$$2\gamma u^k\widehat{f}_{p_i}u_{ik}+\frac{\widehat{f}_{p_i}u_{11i}}{u_{11}\chi }c\alpha \frac{c\left(1+\left|D^2u\right|\right)}{u_{11}\chi }c.$$

Now, these estimates are applied to (5.2). Let $`\vartheta (0,\frac{1}{2})`$ be a small constant, to be fixed later. First, we assume that, still at $`(x_W,t_W)`$,

$$(1\vartheta )u_{\eta \eta }(1\vartheta )\underset{|\xi |=1}{\mathrm{max}}u_{\xi \xi }(u_{11}\chi ).$$

Here, a direction $`\eta `$, $`|\eta |=1`$, is chosen which corresponds to a maximal eigenvalue. Schwarz’s inequality gives

$$u^{ij}(u_{11i}D_i\chi )(u_{11j}D_j\chi )(1+\vartheta )u^{ij}u_{11i}u_{11j}+\frac{c}{\vartheta }u^{ij}D_i\chi D_j\chi .$$

From the definition of $`\eta `$, we get

$$u^{ir}u^{js}u_{ij1}u_{rs1}\frac{\underset{|\xi |=1}{\mathrm{max}}u^{js}u_{\xi j1}u_{\xi s1}}{u_{\eta \eta }}\frac{1\vartheta }{u_{11}\chi }u^{ij}u_{11i}u_{11j}.$$

Using $`\vartheta \frac{1}{2}`$ and $`\frac{W_i}{W}=0`$, we get

$`u^{ir}u^{js}u_{ij1}u_{rs1}u^{ij}{\displaystyle \frac{1}{u_{11}\chi }}(u_{11i}D_i\chi )(u_{11j}D_j\chi )`$
$``$ $`u^{ir}u^{js}u_{ij1}u_{rs1}\left(1+\vartheta \right){\displaystyle \frac{1}{u_{11}\chi }}u^{ij}u_{11i}u_{11j}{\displaystyle \frac{c}{\vartheta (1\vartheta )}}{\displaystyle \frac{1}{u_{\eta \eta }}}u^{ij}D_i\chi D_j\chi `$
$``$ $`\vartheta {\displaystyle \frac{2}{u_{11}\chi }}u^{ij}u_{11i}u_{11j}{\displaystyle \frac{2}{\vartheta }}{\displaystyle \frac{c}{u_{\eta \eta }}}\left(1+\mathrm{tr}\left(u^{ij}\right)+\left|D^2u\right|\right)`$
$``$ $`c\vartheta (u_{11}\chi )\left(\mathrm{tr}\left(u^{ij}\right)+\alpha ^2\mathrm{tr}\left(u^{ij}\right)+\gamma ^2\left|D^2u\right|\right)`$
$`{\displaystyle \frac{1}{\vartheta }}{\displaystyle \frac{c}{u_{\eta \eta }}}\left(1+\mathrm{tr}\left(u^{ij}\right)+\left|D^2u\right|\right).`$
Combining this inequality with (5.2) gives

$`0`$ $`\left(2\gamma c\vartheta \gamma ^2{\displaystyle \frac{c}{\vartheta (\mathrm{\Delta }u)^2}}c\right)\mathrm{\Delta }uc(1+\alpha +\gamma )`$
$`+\left(\alpha \lambda cc\vartheta \alpha ^2{\displaystyle \frac{c}{\vartheta (\mathrm{\Delta }u)^2}}{\displaystyle \frac{c}{\mathrm{\Delta }u}}\right)\mathrm{tr}\left(u^{ij}\right).`$
We fix $`\gamma `$, $`\alpha =\alpha (\gamma )`$ sufficiently large, and finally $`\vartheta =\vartheta (\gamma ,\alpha )`$ sufficiently small. This implies an upper bound on $`u_{11}`$. Note that as before, first we have fixed $`\gamma `$ and then $`\alpha `$.

Now, it remains to consider the case

$$(1\vartheta )u_{\eta \eta }(u_{11}\chi ).$$

We assume that we are in the non-trivial situation where

$$\left(1\frac{\vartheta }{2}\right)u_{\eta \eta }u_{11}.$$
(5.17)
Set

$$\overline{\mathrm{\Omega }}\times S^{n1}\times [0,T](x,\xi ,t)\stackrel{~}{W}(x,\xi ,t)=\frac{e^{\alpha (\psi u)+\gamma |Du|^2}(u_{\xi \xi }\chi )}{1+c_1\nu ,e_1^2\frac{2\nu ,e_1\beta ^T,e_1}{\beta ,\nu }},$$

where $`\chi `$ is introduced in (5.12). Assume that $`\stackrel{~}{W}`$ attains its maximum at a positive time $`t_{\stackrel{~}{W}}`$ at $`x_{\stackrel{~}{W}}\overline{\mathrm{\Omega }}`$ for a direction $`\xi S^{n1}`$. Assume further, that $`x_{\stackrel{~}{W}}\mathrm{\Omega }`$. If $`x_{\stackrel{~}{W}}\mathrm{\Omega }`$, a modification of the proof for the case, when $`W`$ attains its maximum in $`\mathrm{\Omega }\times (0,T]`$, implies a bound for the second spatial derivatives of $`u`$. Using a decomposition of $`\xi `$ as in (3.1), we obtain for $`\beta `$ sufficiently $`C^0`$-close to $`\nu `$

$$|\tau (\xi )|^21+c\beta ^T_{C^0}.$$

As a direct consequence of this decomposition, we see that

$$u_{\xi \xi }u_{\tau (\xi )\tau (\xi )}+c.$$

We apply (5.13) and (5.17)

$`\stackrel{~}{W}(x_{\stackrel{~}{W}},\xi ,t_{\stackrel{~}{W}})`$ $`|\tau (\xi )|^2W(x_w,t_w)+c`$
$`\left(1+c\beta ^T_{C^0}\right)W(x_W,t_W)+c`$
$`\left(1\frac{\vartheta }{2}\right)\left(1+c\beta ^T_{C^0}\right)\stackrel{~}{W}(x_W,\eta ,t_W)+c`$
$`\left(1\frac{\vartheta }{2}\right)\left(1+c\beta ^T_{C^0}\right)\stackrel{~}{W}(x_{\stackrel{~}{W}},\xi ,t_{\stackrel{~}{W}})+c,`$
where $`c=c(\alpha ,\gamma )`$. For $`\beta ^T`$ sufficiently small, we obtain a uniform bound on $`\stackrel{~}{W}(x_{\stackrel{~}{W}},\xi ,t_{\stackrel{~}{W}})`$.

## 6. Longtime existence and convergence

So far, we have obtained uniform estimates on $`\dot{u}`$, $`Du`$, and $`D^2u`$ as long as a smooth solution exists. For $`t=0`$, we enclose our initial value $`u_0`$ by translating solutions. The maximum principle implies, that $`u`$ will stay between the translating solutions. We obtain that

$$c+v^{\mathrm{}}tu+c+v^{\mathrm{}}t.$$
(6.1)
We apply Hölder estimates for the second derivatives due to Evans, Krylov, and Safonov, as well as Schauder estimates, see . Since (1.1) has no explicit $`u`$-dependence, we get longtime existence with uniform bounds on all higher derivatives of $`u`$.

To show convergence to a translating solution, we consider $`w:=uu^{\mathrm{}}`$. The following argument is similar to . Using the mean value theorem, we see that $`w`$ satisfies a parabolic flow equation of the form

$$\{\begin{array}{ccc}\hfill \dot{w}=& a^{ij}w_{ij}+b^iw_i\hfill & \text{in }\mathrm{\Omega },\hfill \\ \hfill w_\beta =& 0\hfill & \text{on }\mathrm{\Omega }.\hfill \end{array}$$

Thus, the strong maximum principle implies, that $`w`$ is constant or its oscillation is strictly decreasing in time. In the first case, $`u`$ is already a translating solution. In the second case, we wish to exclude that the oscillation is strictly decreasing but does not tend to zero. If the oscillation of $`w(,t)`$ tends to $`\epsilon >0`$ as $`t\mathrm{}`$, we consider for $`t_i\mathrm{}`$

$$u^i(x,t):=u(x,t+t_i)v^{\mathrm{}}t_i.$$

We have uniform estimates in any $`C^k`$-norm for the derivatives of $`u^i`$, and locally (in time) uniform bounds for the $`C^0`$-norm, see (6.1). Hence, a subsequence of the functions $`u^i`$ converges locally (in time) uniformly in any $`C^k`$-norm to a solution $`u^{}`$ of our flow equation (1.1) that exists for all time. As the oscillation of $`w=uu^{\mathrm{}}`$ is monotone in $`t`$, we see that the oscillation of $`u^{}u^{\mathrm{}}`$ is equal to $`\epsilon `$, independent of $`t`$. This is a contradiction to the strong maximum principle. If the oscillation of $`w`$ tends to zero, we see that $`u`$ converges to a translating solution in $`C^0`$ as $`t\mathrm{}`$. Adding a constant to the translating solution $`u^{\mathrm{}}`$, we may assume that $`uu^{\mathrm{}}`$ in the $`C^0`$-norm as $`t\mathrm{}`$. Interpolation inequalities of the form

$$Dw_{C^0(\overline{\mathrm{\Omega }})}^2c(\mathrm{\Omega })w_{C^0(\overline{\mathrm{\Omega }})}\left(D^2w_{C^0(\overline{\mathrm{\Omega }})}+Dw_{C^0(\overline{\mathrm{\Omega }})}\right)$$

for $`w=uu^{\mathrm{}}`$ and its derivatives imply smooth convergence. The proof of Theorem 1.1 is complete.

## Appendix A Prescribing Gauß curvature for entire graphs

Here, we present an application of our previous existence result on bounded domains to construct unbounded hypersurfaces with prescribed Gauß curvature. Assuming that the hypersurface is given as an entire graph, the problem is to find a solution of

$$\frac{detD^2u}{\left(1+|Du|^2\right)^{\frac{n+2}{2}}}=g(x).$$
(A.1)
Observe that this equation fits in the context of the present paper, cf. (4.3)

$$v^{\mathrm{}}=\mathrm{log}detD^2u\mathrm{log}f(x,Du),$$

by defining

$$f(x,p)=g(x)/h(p)\text{with}h(p)=h(|p|)=\left(1+|p|^2\right)^{\frac{n+2}{2}}$$

and looking for translating solutions with speed $`v^{\mathrm{}}=0`$.

Following an argument of Altschuler, Wu , we will construct entire rotationally symmetric translating solutions from solutions on growing disk-type domains. Using the graph of the lower half sphere with suitably chosen radius, it is a direct consequence of the strong maximum principle that there cannot exist an entire strictly convex translating solution for any constant value of the Gauß curvature. In the rotationally symmetric case, we have the following result.

###### Theorem A.1.

Let $`g(x)=g(|x|)`$ be positive, smooth and integrable. There exists an entire strictly convex solution $`u`$ to (A.1) if and only if

$$v:=\mathrm{log}\frac{_^nh(|p|)𝑑p}{_^ng(|x|)𝑑x}0.$$

The solution constructed here has a uniformly bounded gradient if and only if $`v>0`$.

We remark that the rotationally symmetric setting does also allow for a proof by reducing the problem to an ordinary differential equation.

###### Proof.

We will use that for given constants $`R>0`$, $`\rho >0`$, there is a unique, strictly convex solution $`(v^{\mathrm{}},u^{\mathrm{}})`$ to the following problem

$`\{\begin{array}{ccc}\hfill e^v^{\mathrm{}}=& detD^2u^{\mathrm{}}\frac{h(|Du^{\mathrm{}}|)}{g(|x|)}\hfill & \text{in }B_R(0),\hfill \\ \hfill u_\nu ^{\mathrm{}}=& \rho \hfill & \text{on }B_R(0),\hfill \\ \hfill u^{\mathrm{}}(0)=& 0.\hfill & \end{array}`$ ($`_{R,\rho }`$)
This is a direct application of Theorem 1.2. Furthermore, the uniqueness of the solution implies its rotational symmetry. The solution can also be found by imposing a second boundary value condition.

From the strict convexity, we deduce that $`Du^{\mathrm{}}`$ is a diffeomorphism from $`B_R(0)`$ onto $`B_\rho (0)`$. Integrating $`(_{R,\rho })`$, we obtain

$$e^v^{\mathrm{}}_{B_R}g(|x|)𝑑x=_{B_R}detD^2u^{\mathrm{}}h(|Du^{\mathrm{}}|)dx=_{B_\rho }h(|p|)𝑑p,$$

which uniquely determines the speed

$$v^{\mathrm{}}=v^{\mathrm{}}(R,\rho ):=\mathrm{log}\frac{_{B_\rho }h(|p|)𝑑p}{_{B_R}g(|x|)𝑑x}$$

as a function of the parameters $`R,\rho `$. Note that $`v^{\mathrm{}}(R,\rho )`$ is strictly decreasing in $`R`$ and strictly increasing in $`\rho `$ with $`v^{\mathrm{}}(R,\rho )\mathrm{}`$ for $`\rho 0`$.

1. Nonexistence for $`v<0`$: We argue similarly as in the afore mentioned case of constant Gauß curvature. Now, we replace lower half spheres by suitably constructed solutions on finite domains with arbitrarily large gradients at the boundary. Since $`v<0`$, there exists a unique $`\widehat{R}`$ such that $`_{B_{\widehat{R}}}g(|x|)𝑑x=_^nh(|p|)𝑑p`$. Assuming that we have an entire solution $`u`$ of (A.1), there is a $`\rho >0`$ such that $`|Du(x)|<\rho /2`$ for all $`|x|<\widehat{R}`$. Now, take the unique $`R<\widehat{R}`$ satisfying

$$_{B_R}g(|x|)𝑑x=_{B_\rho }h(|p|)𝑑p$$

and consider the solution $`(v^{\mathrm{}},u^{\mathrm{}})`$ of $`(_{R,\rho })`$. By definition, we know that $`v^{\mathrm{}}=v^{\mathrm{}}(R,\rho )=0`$, hence, $`u^{\mathrm{}}`$ solves equation (A.1) in $`B_R(0)`$. Furthermore, the Neumann boundary condition and our choice of $`\rho `$ yield $`|Du^{\mathrm{}}|>|Du|`$ in a neighborhood of $`B_R(0)`$. Thus, there is a translate $`u^{\mathrm{}}+m`$, $`m`$, which is strictly greater than $`u`$. Now we shift back until the graphs touch first at a point $`xB_R(0)`$. By the strong maximum principle, this is impossible as $`u`$ and $`u^{\mathrm{}}`$ solve the same elliptic equation in $`B_R(0)`$.

2. Existence for $`v0`$: We construct our solution by choosing a sequence of increasing radii $`R_k`$ tending to $`\mathrm{}`$. By the monotonicity properties of the function $`v^{\mathrm{}}(R,\rho )`$, we can find for each $`R>0`$ a unique $`\rho _R`$ such that $`v^{\mathrm{}}(R,\rho _R)=0`$. We remark that $`\rho _R`$ is an increasing sequence. Again, Theorem 1.2 gives a unique smooth rotationally symmetric solution $`u_R`$ to $`(_{R,\rho _R})`$, which is defined on $`B_R(0)`$ and satisfies $`v^{\mathrm{}}=0`$. Note that for fixed $`R`$, the speed $`v^{\mathrm{}}`$ and the normal derivative at the boundary, $`\rho _R`$, are uniquely related. Hence, the solution $`u_R`$ must coincide on smaller balls $`B_R^{}(0)`$, $`R^{}<R`$, with the previous solutions $`u_R^{}`$ to $`(_{R^{},\rho _R^{}})`$. Therefore, as $`R`$ tends to $`\mathrm{}`$, the sequence $`\{u_R\}`$ will converge uniformly on compact sets to a limit $`u`$, defined on all of $`^n`$. Clearly, $`u`$ is a rotationally symmetric solution to (A.1). Observe that the sequence $`\rho _R`$ will diverge in the case $`v=0`$, whereas it stays bounded for $`v>0`$. This proves the boundedness of $`|Du|`$ in the latter case. ∎

Proceeding as in the existence part of the proof, we get easily that non-integrable $`g(x)`$ also allow for solutions provided that $`h(p)`$ is non-integrable too.

This observation can be extended to the function $`h(p)`$ arising in the equation of prescribed Gauß curvature in Minkowski space

$$\frac{detD^2u}{\left(1|Du|^2\right)^{\frac{n+2}{2}}}=g(x).$$
(A.2)
Hence, $`h(p)=h(|p|)=\left(1|p|^2\right)^{\frac{n+2}{2}}`$, which is not integrable on $`B_1(0)`$.

###### Theorem A.2.

For all positive and smooth functions $`g(x)=g(|x|)`$, there exists an entire strictly convex solution $`u`$ to (A.2) satisfying $`|Du|<1`$. Moreover, for a solution constructed here, $`|Du|1\epsilon `$, $`\epsilon >0`$, if and only if $`g`$ is integrable.

###### Proof.

We proceed similarly as in the proof of Theorem A.1 and use the notation introduced there. Here, the speed function $`v^{\mathrm{}}(R,\rho )`$ is only defined for $`\rho <1`$. But still, $`v^{\mathrm{}}(R,\rho )`$ is strictly decreasing in $`R`$ and strictly increasing in $`\rho `$. In addition, $`v^{\mathrm{}}(R,\rho )\mathrm{}`$ for $`\rho 0`$ and $`v^{\mathrm{}}(R,\rho )\mathrm{}`$ for $`\rho 1`$. As in part 2 of the proof of Theorem A.1, we can find for any $`R>0`$ a unique $`\rho _R(0,1)`$ satisfying $`v^{\mathrm{}}(R,\rho _R)=0`$. Since $`\rho _R<1`$, we can choose a smooth function $`\stackrel{~}{h}(p)`$, defined on $`^n`$, such that $`h(p)=\stackrel{~}{h}(p)`$ for all $`|p|\rho _R`$. Again, Theorem 1.2 gives a unique smooth convex rotationally symmetric solution $`u_R`$ to $`(_{R,\rho _R})`$ with $`h`$ replaced by $`\stackrel{~}{h}`$, which is defined on $`B_R(0)`$ and satisfies $`v^{\mathrm{}}=0`$. We remark that the convexity of $`u`$ implies that $`|Du|\rho _R`$ on $`B_R(0)`$. Thus, $`u`$ also solves the elliptic equation, if we replace $`\stackrel{~}{h}`$ by the original $`h`$. Again, for $`R>R^{}`$, $`u_R`$ will coincide with solutions $`u_R^{}`$ obtained on smaller balls $`B_R^{}(0)`$. Hence, for $`R`$ tending to infinity, $`u_R`$ converges to an entire solution $`u`$ of (A.2). In the present case, the sequence $`\rho _R`$ stays uniformly bounded away from 1 if $`_^ng(|x|)𝑑x<\mathrm{}`$, whereas $`\rho _R`$ converges to 1 if $`g`$ is non-integrable. ∎

In the general case without rotational symmetry, a theorem corresponding to Theorem 1.1 in Minkowski space can be obtained easily from the techniques of this paper, provided that there holds a uniform a priori bound of the form $`|Du|<1\epsilon `$, $`\epsilon >0`$.

## Appendix B Illustrations

To illustrate the convergence of solutions, we investigate numerically the flow equation

$$\{\begin{array}{ccc}\hfill \dot{u}=& \mathrm{log}detD^2u\hfill & \text{in }\mathrm{\Omega }\times [0,\mathrm{}),\hfill \\ \hfill u_\nu (,t)=& (u_0)_\nu \hfill & \text{on }\mathrm{\Omega },t>0,\hfill \\ \hfill u(,0)=& u_0\hfill & \text{in }\mathrm{\Omega }\hfill \end{array}$$

on the ellipsoidal domain $`\mathrm{\Omega }=\{(x,y)^2:1.1\left(x^2+(2y)^2\right)<1\}`$, where $`u_0(x,y)=1.5x^2+y^20.1y^4`$.

The numerical integration has been carried out on a $`200\times 100`$ grid corresponding to $`[1,1]\times [0.5,0.5]^2`$. Let $`\mathrm{\Omega }_0`$ consist of all grid points contained in $`\mathrm{\Omega }`$, and $`\mathrm{\Omega }_0`$ denotes those grid points not contained in $`\mathrm{\Omega }_0`$ such that one of the nearest neighbors belongs to $`\mathrm{\Omega }_0`$. For simplicity, we keep the same notation for the discretized quantities.

We use an explicit scheme for time integration. The boundary condition is implemented as follows: For all $`x_0\mathrm{\Omega }`$ let $`y_0:=x_0+\nu (x_0)\tau _0`$, where $`\nu (x_0)`$ is the normalized negative gradient of $`x^2+(2y)^2`$ and $`\tau _0=inf\{\tau :x_0+\nu (x_0)\tau \text{convex hull}(\mathrm{\Omega }_0)\}`$. We set $`u(x_0):=u_0(x_0)u_0(y_0)u(y_0)`$. Here, $`u(y_0)`$ is obtained by linear interpolation.

Figure 2 shows a gray-scale plot of the velocity $`\dot{u}`$ at different times. It can be seen that the velocity tends to a constant, reflecting the convergence of $`u`$ to a translating solution.

In Figure 3a, we show the decay of $`\delta (t)=\dot{u}(t)\overline{v}(t)_{L^2(\mathrm{\Omega })}^2`$, where $`\overline{v}(t)=\frac{1}{|\mathrm{\Omega }|}\dot{u}(x,t)𝑑x`$ is the mean velocity. The expected exponential convergence can be seen from Figure 3b. Here, we plot the exponential rate $`\frac{1}{t}\mathrm{log}\delta (t)`$, which saturates nicely for larger times.


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# X-ray line emission from a fragmented stellar wind

## 1 Introduction

Recent Chandra and XMM-Newton observations of O stars show resolved X-ray emission line profiles from H- and He-like ions. The line profiles observed exhibit a variety of shapes: (1) the stars $`\theta ^1`$ Ori C (Schulz et al. 2000) and $`\zeta `$ Ori (Waldron & Cassinelli 2001) show strongly wind-broadened, symmetric, and nonshifted profiles; (2) $`\delta `$ Ori A (Miller et al. 2002) and $`\tau `$ Sco (Mewe et al. 2003) display weakly or nonbroadened, symmetric, and nonshifted profiles; (3) $`\zeta `$ Pup (Cassinelli et al. 2001; Kahn et al. 2001) shows strongly broadened, asymmetric, and blueshifted profiles.

Strong wind-broadening should be a consequence of the lines forming in the fast wind. Furthermore, symmetric and nonshifted profiles indicate line formation in an extended and optically thin wind, whereas asymmetric and blueshifted profiles indicate line formation in a dense wind, where X-rays from the stellar back hemisphere (with respect to the observer) are more strongly absorbed by cool intervening wind gas than X-rays from the front hemisphere. The most puzzling result of the above observations is that a putatively dense wind like $`\zeta `$ Ori’s shows line profiles suggestive of an optically thin wind.

In order to gain a better understanding of the above observations, we address X-ray emission line formation in a structured stellar wind with thin, aligned absorbing layers. We consider a wind consisting of very dense, discrete fragments of gas shells that float through essentially empty space and are oriented perpendicular to the radial flow direction. Such a hydrodynamic structure seems plausible for radial wind flows reaching Mach numbers of 100 and being subject to strong perturbations. Radiative postshock cooling zones should lead here to highly compressed, thin gas sheets lying perpendicular to the flow direction.

More specifically, a wind with oriented absorber layers could result from the combined action of the line deshadowing instability, photospheric turbulence, and the Rayleigh-Taylor instability. The line deshadowing instability compresses the initially homogeneous gas flow from the photosphere into thin, highly overdense shells (Owocki et al. 1988). In linear approximation, the line deshadowing instability has no lateral component (Rybicki et al. 1990), and the resulting flow structure obeys spherical symmetry, i.e. is shell-like. However, turbulence-induced velocity fluctuations at the wind base lead to significant differences in the spacing of flow structure (shocks and dense gas shells) along neighboring wind rays. Therefore, dense gas patches form instead of extended shells. The Rayleigh-Taylor instability should further fragment these patches.

We neglect lateral motions (e.g. eddies), and assume purely radial flow. The flow shall obey spherical symmetry in the statistical sense, i.e., the spatial distribution of fragments depends on radius, but not on latitude or azimuth. In the first part of the present paper, the fragments are assumed to be fully opaque. This assumption is dropped in the second part.

X-ray emission originates from shocks associated with the dense fragments. Hydrodynamic simulations show that the shocks occur almost exclusively on the inner, starward facing side of the fragments, i.e. are reverse shocks (Owocki et al. 1988). To remain general, however, we leave it open whether strong forward shocks occur on the outer fragment faces, too (Lucy 1982).

## 2 Wind model

### 2.1 Assumptions

Along the lines of this general description, we set up an idealized stellar wind with highly compressed gas fragments oriented perpendicular to the radial flow direction, making the following assumptions:

(1) The gas flow is purely radial, and the radial wind speed $`v(r)=v_{\mathrm{}}`$ is constant.

(2) No gas resides outside an outer atmospheric radius $`r=1`$. Inside a radius $`ϵ1`$, the optical depth is infinite due to the presence of the central star and dense gas above the photosphere.

(3) Between radii $`ϵ`$ and 1, all absorbing wind gas resides in 2-D absorbers of high density, termed fragments, that are oriented perpendicular to the radial flow direction.

(4) The opening angle of an individual fragment as seen from the star is infinitesimal and independent of $`r`$.

(5) The fragments are uniformly random distributed as function of the spherical coordinates $`r`$, $`\theta `$, and $`\varphi `$.

(6) On average, $`N`$ fragments occur along each radial ray.

(7) Each fragment is fully opaque. (This assumption will be dropped in Sect. 4.)

(8) X-rays are emitted from within a sphere of radius $`x1`$, with the emissivity scaling as $`\eta r^{2m}`$, where typically $`m=2`$ (emission $``$ density squared). There is no X-ray reemission by the absorbing fragments.

Assumptions (1) and (2) are chosen for calculational simplicity. The present paper focuses on qualitative aspects of X-ray line formation, and future work shall deal with quantitative modelling of line profiles. Assumption (3) is the crucial one, of a wind with oriented absorber fragments. Consistent with assumption (1), the fragments partake in the radial wind expansion (assumption 4) and have uniform radial distribution (assumption 5). Assumption (6) will be discussed in Sect. 2.2 below. Assumption (7) is chosen to derive a principal limiting case, and will be dropped in Sect. 4. Assumption (8) accounts for the fact that the X-ray emitting region may be smaller than the region containing absorbing fragments. Figure 1 shows a sketch of this fragmented wind model.

### 2.2 Photon escape

We discuss assumption (6) and its relation to the total radial wind optical depth. The $`4\pi `$ solid angle as seen from the star is covered $`N`$ times by absorbing fragments. One may wonder how photons can escape from an atmosphere with $`N`$-fold coverage by opaque absorbers. This is due to two effects, lateral absorber randomization and sphericity.

Lateral randomization. One easily proofs that covering an arbitrary planar surface of area $`A`$ with $`N`$ thin layers of opaque absorbing material, then cutting each of the layers into small pieces and distributing the latter randomly and uniformly within $`A`$, an area $`Ae^N`$ is left empty of absorbers. Therefore, photons crossing through $`A`$ experience an optical depth $`\tau =N`$. For such a laterally randomized absorber distribution, there are still on average $`N`$ absorbers along each ray crossing through $`A`$, as is specified in assumption (6) above.

Sphericity. We sharpen for the moment assumption (6) to the condition that there are exactly $`N`$ fragments along each radial ray. This would be the case if the flow is purely radial, without any lateral motions, as is indicated in Fig. 2. Despite the $`N`$-fold coverage, photon escape chanels occur like the ones shown in the figure.

Taking assumption (1) of purely radial flow at face value, photons could only escape via sphericity. All central rays from the origin $`r=ϵ,p0`$ encounter $`N`$ opaque fragments, and the optical depth is $`\mathrm{}`$, not $`N`$. In the present paper we do not interpret (1) in this strict sense, but assume that lateral fragment randomization has occured. This is partly justified by noting that the random radial distribution of fragments specified in assumption (5) appears as lateral randomization when viewed under an angle $`\theta `$. In summary, assumptions (6) and (7) fix the total optical depth in radial direction at $`N`$.

## 3 Opaque fragments

### 3.1 Optical depth in fragmented wind

To calculate the optical depth in radial direction for the fragmented wind, consider an arbitrary radius $`r`$, infinitesimal radial increment $`\delta r`$, and an area element $`A`$ of arbitrary shape that is oriented perpendicular to the radial direction. $`A`$ shall be much larger than the average local fragment area. The radial optical depth increment is (note, $`r=1`$ at the atmospheric rim),

$$\delta \tau _r=\frac{\delta A_b}{A}=\frac{NA\delta r}{A(1ϵ)}N\delta r,$$
(1)
where $`\delta A_b`$ is the area of opaque atomic absorbers in the volume $`A\delta r`$. From Eq. (1), the total radial optical depth between $`ϵ`$ and 1 is $`N`$, in agreement with the foregoing section. We drop from now on $`ϵ`$ in nonsingular expressions, still using equation signs, i.e. $`ϵ0`$ is assumed.

The observer shall be located at $`z=\mathrm{}`$ in standard $`pz`$ coordinates. Introducing the direction cosine $`\mu =𝐫𝐳`$ with unity vectors $`𝐫`$ and $`𝐳`$, one has $`v_z=\mu v_r`$ and $`\delta z=\delta r/\mu `$, see Fig. 3. The optical depth increment for a photon propagating in $`z`$ direction is,

$$\delta \tau _z=N\delta z\mu =N\delta r.$$
(2)
The factor $`\mu `$ accounts for the reduction in optical depth caused by the foreshortening of the fragment area in photon propagation direction. Note that this is equivalent to an angle-dependent opacity

$$\chi =\mu N.$$
(3)
Another way to look at Eq. (2) is that, for a given pathway $`\delta z`$, $`N\delta r`$ is the average number of fragment hits (assuming a uniform fragment distribution), which is precisely the definition of the optical depth increment. This is elaborated upon in the appendix. The total optical depth, $`\tau (r,\mu )`$, from an X-ray emission site specified by coordinates $`r`$ and $`\mu `$ to the outer boundary of the atmosphere along the $`p`$ ray with $`p=r\sqrt{1\mu ^2}`$ is therefore simply the difference of the respective radii $`r`$ at these two locations,

$$\tau (r,\mu )=\{\begin{array}{cc}N(1r)\hfill & \text{if }\mu >0,\hfill \\ N(1+r2p)\hfill & \text{if }\mu <0.\hfill \end{array}$$
(4)
We neglect obscuration due to the central region of radius $`ϵ`$, which is easy to include in a numerical code but would cause lengthy case distinctions in the present equations.

The conclusion is that $`\tau (r,\mu )`$ is independent of $`p=p(r,\mu )`$ and therefore of $`\mu `$ if $`\mu >0`$, i.e. for the blue part of the line profile forming in gas that moves towards the observer. Therefore, the optical depth is the same for all photons that originate on the surface of a given front hemisphere. The reason is that $`\tau `$ is the expectation value of the number of fragment hits between the emission site and the outer boundary of the atmosphere. Since the spatial distribution of fragments depends neither on latitude nor azimuth, one can arrange them, on average, to spherical shells. The same number of shells, $`N(1r)`$, is crossed by each $`p`$ ray that starts on the hemisphere with radius $`r`$. For $`\mu <0`$, on the other hand, i.e. the red part of the profile, the number of shells crossed is $`N(rp)`$ on the back hemisphere, and $`N(1p)`$ on the front hemisphere, giving in total $`\tau (r,\mu <0)=N(1+r2p)`$ as in Eq. (4).

### 3.2 Optical depth in homogeneous wind

We compare the above expressions for $`\tau `$ with those in homogeneous wind. The fragments consist of atomic absorbers of cross section $`\sigma _0`$ that have number density $`n_0/r^2`$ in the homogeneous wind in which the fragments form ($`v=v_{\mathrm{}}`$; and we chose a reference radius $`r_0=1`$). The total optical depth of the homogeneous wind in radial direction is $`t=_ϵ^1\sigma _0n(r)𝑑r`$. In the limit $`ϵ0`$, $`t=\sigma _0n_0/ϵ`$, using equation signs if errors of order $`ϵ`$ are made. The optical depth increment in $`z`$ direction is $`\delta \tau _z=\sigma _0n(r)\delta z=tϵ\delta z/r^2`$. Note that for isotropic absorbers, no $`\mu `$ factor occurs here in contrast to Eq. (2). According to Fig. 3,

$$\delta \tau _z=tϵ\frac{\delta \theta }{p},$$
(5)
where $`\delta \theta =\delta z\sqrt{1\mu ^2}/r`$ is the change in latitude over the pathway $`\delta z`$. With $`p`$ being constant, the $`z`$ integral is replaced by a $`\theta `$ integral, giving (e.g. MacFarlane et al. 1991)

$$\tau (r,\mu )=\frac{tϵ}{p}(\mathrm{acos}\mu \mathrm{asin}p),$$
(6)
independent of the sign of $`\mu `$.

### 3.3 Flat-topped profile from emitting sphere in an optically thin wind

Consider a spherical shell with outflow speed $`v`$ and uniform surface distribution of X-ray emitters. There shall be no absorption in the volume inside or outside the shell, and stellar occultation is neglected. The X-ray intensity measured by an observer at infinity is $`I_\nu =dE_\nu /d\nu d\omega dtdA`$, with the usual meaning of the symbols. Integrating over n $`d\omega `$ gives for the flux, $`F_\nu dE_\nu /d\nu `$. Due to the Doppler effect, $`\nu =\nu _0+\mu v/v_{\mathrm{th}}`$, where $`\nu _0`$ is the rest frame frequency of the line and $`v_{\mathrm{th}}`$ the thermal speed. Hence $`d\nu d\mu `$ and $`d\nu /d\theta \mathrm{sin}\theta `$. The energy emitted at a given line frequency $`\nu (\mu )`$ is $`dE_\nu \eta dV=\eta drrd\theta 2\pi r\mathrm{sin}\theta `$. Therefore $`F_\nu dE_\nu /d\theta d\theta /d\nu r^2dr\eta (r)`$. Since any reference to $`\mu `$ (or $`\theta `$) has vanished, the line profile is flat-topped.

### 3.4 X-ray line profiles for opaque fragments

We turn to X-ray line formation in a dense wind with absorption. For constant radial wind speed $`v(r)=v_{\mathrm{}}`$, the surfaces of constant projected velocity $`\mu v`$ as seen by an observer at infinity are straight cones of opening angle $`\mathrm{acos}\mu `$. The emergent line profile is given by

$$F_\mu ^e_ϵ^x𝑑rr^2\eta (r)e^{\tau (r,\mu )},$$
(7)
with $`\tau (r,\mu )`$ from Eqs. (4) or (6). Only $`\tau `$ depends on $`\mu `$, i.e. refers to the explicit cone considered. Since $`\tau (r,\mu )`$ from Eq. (4) is independent of $`\mu `$ for $`\mu >0`$, the blue part of the line profile from the fragmented wind remains flat-topped, despite absorption. This is not true for the homogeneous wind. All photons emitted from the surface of a given front hemisphere are diminished by the same optical depth (the fragment hit expectation value), hence the emission line profile stays flat-topped even after severe absorption. Note that in a wind with nonconstant outflow speed, the flat-topped profiles from individual emitting spheres of radius $`r`$ have different widths $`[v(r),+v(r)]`$ in velocity space, hence the sum of individual line profiles is no longer a flat-topped profile.

We repeat the physical argument for flat-topped blueshifted parts of line profiles despite wind absorption: divide the X-ray emitting volume into spherical layers of infinitesimal thickness. If the wind would be optically thin, the line emission from each of these shells would show a flat-topped profile. Consider the front hemisphere towards the observer where the blueshifted component of the profile forms. Because the distribution of absorbing fragments obeys spherical symmetry, one can arrange them, on average, on spherical shells (with uniformly distributed holes). Therefore, all photons reaching the observer at infinity from a given radius $`r`$ in the front hemisphere encounter, on average, the same number of absorber fragments, i.e. experience the same optical depth. Hence, the blue part of the profile remains flat.

Figure 4 shows line profiles from the fragmented and, for comparison, from the homogeneous wind. The latter shows the well-known red-blue asymmetry, with a rather uniform decline from the blue to the red line wing (MacFarlane et al. 1991; Ignace 2001; Owocki & Cohen 2001). By contrast, the profile for the fragmented wind is almost a step function, namely flat-topped over the whole blueshifted part, and with steep decline to zero intensity on the redshifted part. We suggest that such a profile, after convolution with the detector response function, resembles the blueshifted yet symmetric emission line profiles observed from $`\zeta `$ Pup, see Fig. 3 in Cassinelli et al. (2001). By the same token, its blueshift is too large to be reconcilable with $`\zeta `$ Ori’s observed emission lines. For Chandra and XMM-Newton, the line center frequency can be measured with an accuracy of roughly 5 mÅ, which corresponds to $`\delta v/v_{\mathrm{}}0.06`$ at 1 keV, assuming $`c/v_{\mathrm{}}=150`$. This is almost one order of magnitude smaller than the blueshift $`\delta v/v_{\mathrm{}}0.5`$ in Fig. 4.

As a conclusion from this section, observed X-ray line profiles of $`\zeta `$ Pup and $`\zeta `$ Ori are qualitatively different. Our model of a fragmented stellar wind can only explain the former.

## 4 Nonopaque fragments

### 4.1 Fragment optical depth

We drop now assumption (7), and account for the finite optical depth of fragments. The latter shall form close to the photosphere in a rather uniform process, and therefore contain roughly the same number of atoms. The radial optical depth of a fragment is the absorber area per fragment area, $`\sigma _0n_0/Nr^2`$ or $`tϵ/Nr^2`$. In the limit $`1/Ndr0`$ of infinitely many, optically thin fragments, the integral over $`dr`$ gives $`t`$, as must be. On the other hand, for a finite number $`N`$ of optically thick fragments, the expression for the total radial optical depth becomes,

$$t_\mathrm{f}=_ϵ^1𝑑rN\left[1\mathrm{exp}\left(\frac{tϵ}{Nr^2}\right)\right].$$
(8)
This is derived in Eq. (17) of the appendix, but is also intuitively clear: the integrand is the product of the hit expectation value of a fragment – which is the optical depth increment for opaque fragments, see Eq. (1) – times the transmission probability for nonopaque fragments. For a large number of optically thin fragments, $`N\mathrm{}`$, the exponential can be Taylor-series expanded to first order, giving again $`t_\mathrm{f}=t`$. In the opposite limit of opaque fragments, the exponential term is dropped, giving $`t_\mathrm{f}=N`$ as in Sect. 2.2. Turning to moderately optically thick fragments, we shift the lower integration bound in Eq. (8) to 0 and make a variable substitution $`y=1/r`$. Integrating by parts,

$$t_\mathrm{f}/N=1e^a+\sqrt{a\pi }\left(1\mathrm{erf}\sqrt{a}\right),$$
(9)
where $`a=tϵ/N`$ and $`\mathrm{erf}x=2\pi ^{1/2}_0^xe^{t^2}𝑑t`$. The average optical depth per fragment is $`t_\mathrm{f}/N=0.17`$ for $`a=0.01`$ (optically thin fragments), is 0.46 for $`a=0.1`$, and is 0.91 for $`a=1`$ ($`t_\mathrm{f}/N=1`$ for opaque fragments).

Cassinelli & Olson (1979) and Hillier et al. (1993) estimate that the total radial optical depth of the wind of $`\zeta `$ Pup could reach 30 at 1 keV. Time-dependent hydrodynamical simulations of O star winds suggest that there are of order 10 dense shells. Assuming, then, $`t=30`$, $`N=10`$, and $`ϵ=0.1`$, one has $`tϵ/N=0.3`$. Around this value of $`tϵ/N`$, the line profile shape starts to resemble the profile from opaque fragments, see Figs. 5 and 6. We must thus conclude that assumption (7) of opaque fragments is only applicable for rather dense winds.

### 4.2 X-ray lines profiles for nonopaque fragments

According to the above, the optical depth $`\tau _{r\mu }`$ of a single fragment located at radius $`r`$, with direction cosine $`\mu `$, is

$$\tau _{r\mu }=\frac{tϵ}{Nr^2\mu }$$
(10)
in $`z`$ direction. Here, $`\mu `$ accounts for the longer pathway through the fragment when seen under an angle $`\theta `$. The formal integral for the line profile shape becomes

$`F_\mu ^e`$ $`{\displaystyle _ϵ^x}𝑑rr^2\eta (r)e^{\tau (r,\mu )},`$
$`\tau (r,\mu )`$ $`={\displaystyle _r^1}𝑑r^{}N\left[1\mathrm{exp}\left({\displaystyle \frac{tϵ}{Nr^2\mu ^{}}}\right)\right].`$ (11)
This cannot be solved analytically, but is easily evaluated numerically.

Figure 5 shows X-ray line profiles at different values of the wind optical depth $`t`$. From Eq. (8), assumption (7) of opaque fragments holds if $`tϵ/N1`$. In accordance with this, the line profile in the bottom panel of Fig. 5, at $`tϵ/N=10`$, resembles that for fully opaque fragments from Fig. 4. The same is essentially true for the second panel from bottom, at $`tϵ/N=1`$. At smaller $`t`$, however, the profiles for the fragmented and homogeneous wind become similar, as is seen in the two top panels of the figure.

At present it is not clear, which fraction of intrinsic X-rays become visible as emergent X-rays. For O stars, the latter typically amount to $`10^7L`$, with bolometric luminosity $`L`$ (Sciortino et al. 1990). The wind kinetic energy, on the other hand, which is the ultimate reservoir for X-ray energy via thermalization of macroscopic flow energy into heat by shocks, comprises for $`Lv_{\mathrm{}}/2c`$ or $`10^310^2L`$ if the wind is close to the single-scattering limit, $`L/c\dot{M}v_{\mathrm{}}`$, and if $`v_{\mathrm{}}c/100`$. Therefore, there is a large potential margin between intrinsic and emergent X-rays. The models shown in Fig. 5 all lie within this margin.

### 4.3 Size of X-ray emitting region

Hydrodynamic simulations show that shock-compressed, absorbing fragments significantly reexpand above $`30R_{}`$ due to internal pressure, and the wind gradually becomes homogeneous again. On the other hand, X-ray emitting shocks (e.g. as caused by collisions of fast wind clouds with fragments) may only reach out to $`10R_{}`$, suggesting $`x=0.3`$ in assumption (8).

Figure 6 shows line profiles for this value of $`x`$. The major differences when compared to Fig. 5 are: (i) the decline on the red part of the profile is more gradual now; (ii) the blue part of line profiles from the fragmented wind starts to become flat-topped at $`tϵ/N0.1`$ already; (iii) for the homogeneous wind at $`tϵ/N=1`$, the ratio of emergent to intrinsic X-rays is very small, $`4\times 10^{14}`$.

### 4.4 Natal fragment absorption

We assumed so far that X-rays originate from homogeneous emission within a sphere of radius $`x`$. Instead, X-ray emission may spatially coincide with the oriented, absorbing fragments. The line deshadowing instability is expected to form strong, X-ray emitting shocks that cool radiatively, leading to highly compressed fragments of cool, absorbing wind gas. If the radiative cooling zone is narrow, one can think of both X-ray emission and absorption occuring in the same, spherical segments. The shocks are of the braking type, i.e. are reverse shocks on the starward facing side of fragments. X-ray emitters on the front hemisphere, $`\mu >0`$, are then hidden behind their natal fragment, whereas emitters on the back hemisphere are not. To treat natal fragment absorption, we have to account for the finite optical depth of fragments, since else the whole blueshifted part of the line profile would turn black. For photons from the back hemisphere, we use $`\tau (r,\mu )`$ from Eq. (4.2) in the formal integral, however with $`Ndr`$ replaced by $`(N1)dr`$ because the natal shell is not hit. For photons emitted from the front hemisphere, $`\tau (r,\mu )`$ is replaced by $`\tau (r,\mu )+\tau _{r\mu }`$, with $`\tau _{r\mu }`$ the optical depth of the natal fragment from Eq. (10). In Eq. (4.2), $`Ndr(N1)dr`$ again, to avoid double counting the optical depth of the natal shell.

Figure 7 shows the resulting line profiles. Since $`\tau _{r\mu }`$ from Eq. (10) becomes infinite at $`\mu =0`$, the center of the profile from the optically thick, fragmented wind is black. This kind of double-peaked X-ray emission line profile is not observed. The resolution of the Chandra and XMM-Newton gratings is sufficiently high as to resolve such a profile shape.

We are drawn to conclude that either forward shocks exist of a strength similar to that of the reverse shocks, and prevent the drop to zero intensity; or that the assumption of spatial proximity of X-ray emitters and absorbers in 2-D, oriented fragments is too strong. The former alternative seems unlikely; the latter is rather plausible, given that both lateral motions (eddies) and a finite extent of radiative cooling zones could prevent emitters at $`\mu 0`$ from being hidden behind their natal fragment. Therefore, a homogeneous distribution of X-ray emitters as in assumption (8) seems more appropriate than a strict coincidence of emitters and absorbers in 2-D, oriented fragments.

## 5 Summary

We consider X-ray emission line formation in a spherically symmetric stellar wind with constant radial outflow speed. X-rays are assumed to originate from hot gas within a sphere of radius $`x`$. Cool, absorbing wind gas resides in flat, highly overdense fragments that are oriented perpendicular to the radial flow direction. The fragments are thought to result from radial fragmentation of compressed gas shells that form due to the line deshadowing instability. The fragments have infinitesimal opening angle, a uniform spatial distribution, and partake in radial expansion. Our results are:

1. For opaque fragments, the blueshifted part of the line profile is flat-topped, even after strong absorption, whereas the redshifted part drops steeply to zero. The overall profile is therefore essentially flat-topped with a full width of $`v_{\mathrm{}}`$ and a blueshift of $`v_{\mathrm{}}/2`$. This is in stark contrast to the well-known gradual decline from the blue to the red line wing for a homogeneous wind. The line profiles from the fragmented wind could explain why observed X-ray line profiles from $`\zeta `$ Pup are strongly blueshifted, yet can be fitted by a Gaussian function.

2. A blueshift of $`v_{\mathrm{}}/2`$ is too large to be in accord with the (essentially) unshifted X-ray line profiles observed from $`\zeta `$ Ori and $`\theta ^1`$ Ori C. We suggest that X-rays from these stars do not originate in instability-generated wind shocks, but in colliding wind shocks or processes involving magnetic fields.

3. The assumption of opaque fragments is applicable if $`tϵ/N1`$ ($`t`$ the radial optical depth of the homogeneous wind between radii $`ϵ`$ and 1; $`N`$ the number of fragments along radial rays), as could be the case for dense O star winds like $`\zeta `$ Pup’s. On the other hand, with decreasing optical depth of nonopaque fragments, line profiles become similar to those from a homogeneous wind.

4. X-ray absorption in natal fragments leads to zero flux at line center. This kind of double-peaked profile is not observed, which suggests that lateral motions and a finite extent of radiative cooling zones prevents a strict spatial coincidence of X-ray emitters and absorbers in 2-D, oriented fragments.

Quantitative modelling of X-ray emission line profiles of $`\zeta `$ Pup accounting for an accelerating wind and instrumental broadening will be subject of a forthcoming paper.

###### Acknowledgements.

We thank Joachim Puls and Stan Owocki for helpful discussions, and the anonymous referee for suggesting to include the case of nonopaque fragments. This work was supported by the Deutsche Forschungsgemeinschaft under grant Fe 573/1-1.

## Appendix A A Poisson ring

We take here a different view at X-ray absorption in a wind with oriented absorbers, using Poisson statistics. The two objectives of this appendix are (i) to make explicit the connection of fragment hits and optical depth, and (ii) to obtain an expression for X-ray transmission through nonopaque absorbers. We assume $`N=1`$ throughout, and generalize to $`N>1`$ at the end of the appendix. In the fragmented wind, consider a ring with radius $`p`$ centered on the $`z`$ axis at latitude $`\theta `$. The probability that a photon propagating at impact parameter $`p`$ hits an absorber fragment along the ring is $`\delta w_z=\delta r`$ within a pathway $`\delta z`$. Decrease $`\delta z`$ until each fragment that is hit along the ring within this $`\delta z`$ fully covers the interval $`[\theta ,\theta +\delta \theta ]`$. Next, divide the ring into $`N_\varphi `$ azimuthal segments of width $`\delta \varphi =\delta \theta `$. Since the fragment hit probability $`\delta w_z`$ in each of these segments is small and the number $`N_\varphi `$ of segments (or “trials”) is large, the requirements for a Poisson distribution are met. The single parameter of the latter is the expectation value, $`\lambda `$, here of fragment hits,

$$\lambda =N_\varphi \delta w_z=\frac{2\pi \mu p}{1\mu ^2},$$
(12)
using $`\delta r=\mu p\delta \varphi /(1\mu ^2)`$. To give an example, consider the ring with $`p=1/2`$ and $`\theta =45^{}`$ ($`\mu =1/\sqrt{2}`$). On average, $`\lambda =\pi \sqrt{2}4.44`$ fragments are hit along this ring, in a pathway $`\delta z`$. The independence of the number of hits from $`N_\varphi `$ is easily understood: if $`N_\varphi `$ is doubled, $`\delta \varphi `$, $`\delta \theta `$, $`\delta z`$, and $`\delta w_z`$ drop by a factor of two, leaving $`\lambda `$ unchanged.

The probability $`\pi (k)`$ that $`k`$ fragments are hit along the full ring is,

$$\pi (k)=\frac{\lambda ^k}{k!}e^\lambda ,k=0,1,2,\mathrm{}$$
(13)
Photons at different $`\varphi `$ have different absorption histories, but for simplicity we assume that the whole ring is illuminated by an average intensity $`I^\mathrm{i}`$. Summing the intensity $`I^\mathrm{o}`$ after absorption within $`\delta z`$ over all segments $`\delta \varphi `$,

$`I_1^\mathrm{o}+I_2^\mathrm{o}+\mathrm{}I_{N_\varphi }^\mathrm{o}=N_\varphi I^\mathrm{o}=`$
$`=\pi (0)I^\mathrm{i}N_\varphi `$
$`+\pi (1)I^\mathrm{i}\left(N_\varphi 1+e^{\tau _{r\mu }}\right)`$
$`+\pi (2)I^\mathrm{i}\left(N_\varphi 2+2e^{\tau _{r\mu }}\right)`$ (14)
$`+\mathrm{}`$
$`+\pi (N_\varphi )I^\mathrm{i}N_\varphi e^{\tau _{r\mu }},`$
where $`\tau _{r\mu }`$ is the fragment optical depth at radius $`r`$ in direction $`\mathrm{acos}\mu `$. Inserting (13) and using the binomial formula for $`kN_\varphi `$ (as can be safely assumed for a Poisson distribution), it follows that

$$I^\mathrm{o}=I^\mathrm{i}e^\lambda \underset{k=0}{\overset{\mathrm{}}{}}\frac{\lambda ^k}{k!}\left(1\frac{1e^{\tau _{r\mu }}}{N_\varphi }\right)^k.$$
(15)
The sum is the power series expansion of the exponential,

$$I^\mathrm{o}=I^\mathrm{i}e^\lambda e^{\lambda \left(1\frac{1e^{\tau _{r\mu }}}{N_\varphi }\right)}=I^\mathrm{i}e^{\delta w_z\left(1e^{\tau _{r\mu }}\right)}.$$
(16)
The case $`N>1`$ is treated by making $`N`$ copies of the atmosphere, and eliminating $`N1`$ fragments along the radial rays in each of the copies. The $`N`$ copies with one remaining fragment per radial ray are arranged like pearls on a string, and photons pass subsequently through each of them. Hence, for $`N>1`$, $`\delta w_z`$ in Eq. (16) has to be replaced by $`N\delta w_z`$, giving as optical depth increment along $`\delta z`$,

$$\delta \tau _z=N\left(1e^{\tau _{r\mu }}\right)\delta r.$$
(17)
For opaque fragments, this reduces to Eq. (2) of the main text. According to Eq. (17), the partial transparency of the fragments leads to a reduction of their effective opacity by a factor $`1\mathrm{exp}(\tau _{r\mu })`$, i.e. we obtain

$$\chi =\mu N\left(1e^{\tau _{r\mu }}\right)$$
(18)
in replacement of Eq. (3).