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\AtBeginDocument{{\noindent\small
{\em Electronic Journal of Differential Equations},
Vol. 2005(2005), No. 81, pp. 1--17.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.txstate.edu  (login: ftp)}
\thanks{\copyright 2005 Texas State University - San Marcos.}
\vspace{9mm}}

\begin{document}
\title[\hfilneg EJDE-2005/81\hfil Schouten equations with boundary]
{Schouten tensor equations in conformal geometry
  with prescribed boundary metric}
\author[O. C. Schn\"urer\hfil EJDE-2005/81\hfilneg]
{Oliver C. Schn\"urer}

\address{Oliver C. Schn\"urer \hfill\break
Freie Universit\"at Berlin, Arnimallee 2-6,
  14195 Berlin, Germany}
\email{Oliver.Schnuerer@math.fu-berlin.de}

\date{}
\thanks{Submitted March 15, 2004. Published July 15, 2005.}
\subjclass[2000]{53A30; 35J25; 58J32}
\keywords{Schouten tensor; fully nonlinear equation;
  conformal geometry; \hfill\break\indent Dirichlet boundary value problem}

\begin{abstract}
 We deform the metric conformally on a manifold with boundary.
 This induces a deformation of the Schouten tensor. We fix the
 metric at the boundary and realize a prescribed value for the
 product of the eigenvalues of the Schouten tensor in the interior,
 provided that there exists a subsolution.
 This problem reduces to a Monge-Amp\`ere equation with gradient
 terms. The main issue is to obtain a priori estimates for the
 second derivatives near the boundary.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{corollary}[theorem]{Corollary}
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{remark}[theorem]{Remark}
\newtheorem{definition}[theorem]{Definition}
\newtheorem{notation}[theorem]{Notation}
\newcommand{\abs}[1]{|#1|}
\allowdisplaybreaks

\section{Introduction}

Let $(M^n,g_{ij})$ be an $n$-dimensional Riemannian manifold,
$n\ge3$. The Schouten tensor $(S_{ij})$ of $(M^n,g_{ij})$ is
defined as
$$
S_{ij}=\tfrac1{n-2}\big(R_{ij}-\tfrac1{2(n-1)}Rg_{ij}\big),
$$
where $(R_{ij})$ and $R$ denote the Ricci and scalar curvature of
$(M^n,g_{ij})$, respectively. Consider the manifold $(\tilde
M^n,\,\tilde g_{ij}) =(M^n,\,e^{-2u}g_{ij})$, where we have used
$u\in C^2(M^n)$ to deform the metric conformally. The Schouten
tensors $S_{ij}$ of $g_{ij}$ and $\tilde S_{ij}$ of
$\tilde g_{ij}$ are related by
$$
\tilde S_{ij}=u_{ij}+u_iu_j-\tfrac12\vert\nabla u\vert^2
g_{ij}+S_{ij},
$$
where indices of $u$ denote covariant derivatives
with respect to the background metric $g_{ij}$, moreover
$\vert\nabla u\vert^2=g^{ij}u_iu_j$ and $(g^{ij}) =(g_{ij})^{-1}$.
Eigenvalues of the Schouten tensor are computed with respect to
the background metric $g_{ij}$, so the product of the eigenvalues
of the Schouten tensor $(\tilde S_{ij})$ equals a given function
$s:M^n\to\mathbb{R}$, if
\begin{equation}\label{s eqn}
\frac{\displaystyle\det(u_{ij}+u_iu_j-\tfrac12\vert\nabla u\vert^2
g_{ij}+S_{ij})}{\displaystyle e^{-2nu}\det(g_{ij})}=s(x).
\end{equation}
We say that $u$ is an admissible solution for \eqref{s eqn}, if
the tensor in the determinant in the numerator is positive
definite. At admissible solutions, \eqref{s eqn} becomes an
elliptic equation.
As we are only interested in admissible solutions,
we will always assume that $s$ is positive.

Let now $M^n$ be compact with boundary and
$\underline{u}:M^n\to\mathbb{R}$ be a smooth (up to the boundary) admissible
subsolution to \eqref{s eqn}
\begin{equation}\label{sub sol}
\frac{\displaystyle\det(\underline{u}_{ij}+\underline{u}_i\underline{u}_j
-\tfrac12\vert\nabla \underline{u}\vert^2 g_{ij}+S_{ij})} {\displaystyle
e^{-2n\underline{u}}\det(g_{ij})}\ge s(x).
\end{equation}

Assume that there exists a
supersolution $\overline{u}$ to \eqref{s eqn}
fulfilling some technical conditions specified in
Definition \ref{sup def}.
Assume furthermore that $M^n$ admits a strictly
convex function $\chi$. Without loss of generality,
we have $\chi_{ij}\ge g_{ij}$ for the second covariant
derivatives of $\chi$ in the matrix sense.

The conditions of the preceding paragraph are
automatically fulfilled if $M^n$ is a compact subset
of flat $\mathbb{R}^n$ and $\underline{u}$ fulfills
\eqref{sub sol} and in addition
$\det(\underline{u}_{ij})\ge s(x)e^{-2n\underline{u}}\det(g_{ij})$
with $\underline{u}_{ij}>0$ in the matrix sense.
Then Lemma \ref{sup sol exi lem}
implies the existence of a supersolution
and we may take $\chi=\vert x\vert^2$.

We impose the boundary condition that the metric
$\tilde g_{ij}$ at the boundary is prescribed,
$$
\tilde g_{ij}=e^{-2\underline{u}}g_{ij}\quad\text{on }
\partial M^n.
$$

Assume that all data are smooth up to the boundary.
We prove the following

\begin{theorem}
Let $M^n$, $g_{ij}$, $\underline{u}$, $\overline{u}$, $\chi$, and $s$ be as above.
Then there exists a metric $\tilde g_{ij}$,
conformally equivalent to $g_{ij}$, with $\tilde g_{ij}
=e^{-2\underline{u}}g_{ij}$ on $\partial M^n$ such that
the product of the eigenvalues of the Schouten
tensor induced by $\tilde g_{ij}$ equals $s$.
\end{theorem}

This follows readily from the next statement.

\begin{theorem}\label{main thm}
Under the assumptions stated above, there exists
an admissible function $u\in C^0(M^n)\cap
C^\infty(M^n\setminus\partial M^n)$ solving
\eqref{s eqn} such that $u=\underline{u}$ on $\partial M^n$.
\end{theorem}

Recently, in a series of papers, Jeff Viaclovsky studied
conformal deformations of metrics on closed manifolds
and elementary symmetric functions $S_k$, $1\le k\le n$,
 of the eigenvalues
of the associated Schouten tensor, see e.\,g.\
\cite{ViaclovskyCAG} for existence results. Pengfei Guan,
Jeff Viaclovsky, and Guofang Wang provide an estimate
that can be used to show compactness of manifolds
with lower bounds on elementary symmetric functions of
the eigenvalues of the Schouten tensor
\cite{GVWSchoutenCompact}.
An equation similar to the Schouten tensor
equation arises in
geometric optics \cite{GuanWang,WangInverse}.
Xu-Jia Wang proved the existence of solutions to
Dirichlet boundary value problems for
such an equation, similar to \eqref{s eqn},
provided that the domains are small.
In \cite{OSRefl} we provide a transformation that shows
the similarity between reflector and Schouten tensor
equations. For Schouten tensor equations, Dirichlet and
Neumann boundary conditions seem to be geometrically
meaningful. For reflector problems, solutions fulfilling
a so-called second boundary value condition describe
the illumination of domains.
Pengfei Guan
and Xu-Jia Wang obtained local second derivative estimates
\cite{GuanWang}.
This was extended by Pengfei Guan and Guofang Wang
to local first and second derivative estimates in the case
of elementary
symmetric functions $S_k$ of the Schouten tensor
of a conformally deformed metric \cite{GuanLocalSchouten}.
We will use the following special case of it

\begin{theorem}[Pengfei Guan and Xu-Jia Wang/Pengfei Guan and Guofang Wang]
\label{pfg}
Suppose $f$ is a smooth function on $M^n\times\mathbb{R}$.
Let $u\in C^4$ be an admissible solution of
$$
\log\det(u_{ij}+u_iu_j
-\tfrac12\lvert\nabla u\rvert^2g_{ij}+S_{ij})=f(x,\,u)
$$
in $B_r$, the geodesic ball of radius $r$ in a Riemannian manifold
$(M^n,\,g_{ij})$. Then, there exists a constant $c=c(\Vert
u\Vert_{C^0},\, f,\,S_{ij},\,r,\,M^n)$, such that
$$\Vert u\Vert_{C^2(B_{r/2})}\le c.$$
\end{theorem}

Boundary-value problems for Monge-Amp\`ere equations
have been studied by Luis Caffarelli, Louis Nirenberg,
and Joel Spruck in \cite{CNS1} an many other people later
on. For us, those articles using subsolutions as used
by Bo Guan and Joel Spruck will be especially useful
\cite{BGuanTrans,GuanSpruck,NehringCrelle,OSMathZ}.

There are many papers addressing Schouten
tensor equations on compact manifolds, see e.\,g.\
\cite{BrendleViaclovsky, ChangRad, ChangAnn,
GVWSchoutenCompact, GuanWangSchoutenFlow, 
GuanLocalSchouten, GuofangPengfeiInequ, GurskyViaclovsky, 
GurskyViaclovskyFour, GurskyViaclovskyNegative, 
GurskyViaclovskyInvariant,
HanLocal, LiCR, LiLiouvilleI,
LiLiouvilleII, ALiYYLiSchouten, 
LiHarnack, LiCPAM,LiLiouville, LiMovingSperes, YanYanLiICM2002,
MazzeoPacardSchouten, ViaclovskyCAG}.
There, the authors consider topological and
geometrical obstructions to solutions, the space of
solutions, Liouville properties, Harnack inequalities,
Moser-{}Tru\-din\-ger inequalities,
existence questions, local estimates, local behavior, blow-up
of solutions, and parabolic and variational approaches.
If we consider the sum of the eigenvalues of the Schouten tensor,
we get the Yamabe equation. The Yamabe problem has been
studied on manifolds with boundary, see e.\,g.\
\cite{AmbrosettiYamabe, BrendleAsian, EscobarYamabe, LiYamabeBoundary,
MaYamabeDirichlet}, 
and in many more
papers on closed manifolds. The Yamabe problem gives
rise to a quasilinear equation. For a fully nonlinear
equation, we have to apply different methods.

The present paper addresses analytic aspects that
arise in the proof of a priori estimates for an
existence theorem. This combines methods for Schouten
tensor equations, e.\,g.\
\cite{GuanLocalSchouten,ViaclovskyCAG}, with methods
for curvature equations with
Dirichlet boundary conditions, e.\,g.\
\cite{CNS1,BGuanTrans}.

We can also solve Equation \eqref{s eqn} on a non-compact
manifold $(M^n,\,g_{ij})$.

\begin{corollary} \label{coro1.4}
Assume that there are a sequence of smooth bounded domains
$\Omega_k$, $k\in\mathbb{N}$, exhausting a non-compact manifold $M^n$, and
functions $\underline{u}$, $\overline{u}$, $s$, and $\chi$, that fulfill the
conditions of Theorem \ref{main thm} on each $\Omega_k$ instead of
$M^n$. Then there exists an admissible function $u\in C^\infty
(M^n)$ solving \eqref{s eqn}.
\end{corollary}

\begin{proof}
Theorem \ref{main thm} implies that equation
\eqref{s eqn} has a solution $u_k$ on every $\Omega_k$
fulfilling the boundary condition
$u=\underline{u}$ on $\partial\Omega_k$. In $\Omega_k$, we have
$\underline{u}\le u_k\le\overline{u}$,
so Theorem \ref{pfg} implies locally
uniform $C^2$-estimates on $u_k$ on any domain $\Omega\subset M^n$
for $k>k_0$, if $\Omega\Subset\Omega_{k_0}$. The estimates of Krylov,
Safonov, Evans, and Schauder imply higher order estimates
on compact subsets of $M^n$. Arzel\`a-Ascoli yields a
subsequence that converges to a solution.
\end{proof}

Note that either $s(x)$ is not bounded below by
a positive constant or the manifold with metric $e^{-2u}g_{ij}$
is non-complete. Otherwise, \cite{GVWSchoutenCompact}
implies a positive lower bound on the Ricci tensor,
i.\,e.\ $\tilde R_{ij}\ge\frac1c\tilde g_{ij}$
for some positive constant $c$. This yields compactness
of the manifold \cite{GroKliMey}.

It is a further issue to solve similar problems
for other elementary symmetric functions of the
Schouten tensor. As the induced mean curvature
of $\partial M^n$ is related to the Neumann
boundary condition, this is another natural
boundary condition.

To show existence for a boundary value problem for
fully nonlinear equations like Equation
\eqref{s eqn}, one usually proves $C^2$-estimates
up to the boundary. Then standard results imply
$C^k$-bounds for $k\in\mathbb{N}$ and existence results.
In our situation, however, we don't expect that
$C^2$-estimates up to the boundary can be proved.
This is due to the gradient terms appearing in
the determinant in \eqref{s eqn}. It is possible
to overcome these difficulties by considering only
small domains \cite{WangInverse}. Our method is
different. We regularize the equation and prove
full regularity up to the boundary
for the regularized equation. Then we use
the fact, that local interior $C^k$-estimates
(Theorem \ref{pfg})
can be obtained independently of the regularization.
Moreover, we can prove uniform $C^1$-estimates.
Thus we can pass to a limit and get a solution
in $C^0(M^n)\cap C^\infty(M^n\setminus\partial M^n)$.

To be more precise, we rewrite \eqref{s eqn} in the
form
\begin{equation}\label{f eqn}
\log\det(u_{ij}+u_iu_j-\tfrac12\vert\nabla u
\vert^2g_{ij}+S_{ij})=f(x,u),
\end{equation}
where $f\in C^\infty(M^n\times\mathbb{R})$. Our method
can actually be applied to any equation of that form
provided that we have sub- and supersolutions. Thus
we consider in the following equations of the
form \eqref{f eqn}.
Equation \eqref{f eqn} makes sense in any dimension
provided that we replace $S_{ij}$ by a smooth
tensor. In this case Theorem \ref{main thm} is valid
in any dimension. Note that even without the factor
$\frac1{n-2}$ in the definition of the Schouten tensor,
our equation is not elliptic for $n=2$ for any function
$u$ as the trace $g^{ij}(R_{ij}-\frac12Rg_{ij})$ equals
zero, so there has to be a non-positive eigenvalue
of that tensor.
Let $\psi:M^n\to[0,1]$ be smooth, $\psi=0$ in a
neighborhood of the boundary. Then our strategy
is as follows. We
consider a sequence $\psi_k$ of those functions
that fulfill $\psi_k(x)=1$ for
$\mathop{\rm dist}(x,\partial M^n)>\tfrac2k$, $k\in\mathbb{N}$, and
boundary value problems
\begin{equation}\label{psi eqn}
\begin{gathered}
 \log\det(u_{ij}+\psi
u_iu_j-\tfrac12\psi \vert\nabla u\vert^2g_{ij}+T_{ij})
=f(x,u)\quad \mbox{in}M^n,\\
u=\underline{u} \quad \mbox{on }\partial M^n.
\end{gathered}
\end{equation}
We dropped the index $k$ to keep the notation simple.
The tensor $T_{ij}$ coincides with $S_{ij}$ on
$\left\{x\in M^n:\mathop{\rm dist}(x,\partial M^n)>\tfrac2k\right\}$
and interpolates smoothly to $S_{ij}$ plus a sufficiently large
constant multiple of the background metric $g_{ij}$
near the boundary. For the precise definitions, we refer
to Section \ref{upp barr}.

Our sub- and supersolutions act as barriers and
imply uniform $C^0$-estimates.
We prove uniform $C^1$-estimates based on the
admissibility of solutions. Admissibility means here
that $u_{ij}+\psi u_iu_j-\tfrac12\psi
\vert\nabla u\vert^2+T_{ij}$ is positive definite
for those solutions. As mentioned above, we can't
prove uniform $C^2$-estimates for $u$, but we get
$C^2$-estimates that depend on $\psi$. These estimates
guarantee, that we can apply standard methods
(Evans-Krylov-Safonov theory, Schauder estimates
for higher derivatives, and mapping degree theory
for existence, see e.\,g.\ \cite{GT,BGuanTrans,LiExist,Taylor3})
to prove existence of a smooth admissible
solution to \eqref{psi eqn}.
Then we use Theorem \ref{pfg} to get uniform
interior a priori estimates on compact subdomains
of $M^n$ as $\psi=1$ in a neighborhood of these
subdomains for all but a finite number of regularizations.
These a priori estimates suffice to pass to a subsequence
and to obtain an admissible solution to \eqref{f eqn}
in $M^n\setminus\partial M^n$. As $u^k=u=\underline{u}$
for all solutions $u^k$ of the regularized equation and
those solutions have uniformly bounded gradients, the
boundary condition is preserved when we pass to the
limit and we obtain Theorem \ref{main thm} provided that
we can prove $\| u^k\|_{C^1(M^n)}\le c$
uniformly and $\| u^k\|_{C^2(M^n)}
\le c(\psi)$. These estimates are proved in Lemmata
\ref{unif C1} and \ref{int C2}, the crux of this paper.

\begin{proof}[Proof of Theorem \ref{main thm}]
For admissible smooth solutions to \eqref{psi eqn},
the results of Section \ref{C0 sec} imply uniform
$C^0$-estimates and Section \ref{C1 sec} gives uniform
$C^1$-estimates. The $C^2$-estimates proved in
Section \ref{C2 sec} depend on the regularization.
The logarithm of the determinant is a strictly concave
function on positive definite matrices, so
the results of Krylov, Safonov, Evans,
\cite[14.13/14]{Taylor3}, and Schauder estimates yield
$C^l$-estimates on $M^n$,
$l\in\mathbb{N}$, depending on the regularization.

Once these a priori estimates are established, existence
of a solution $u^k$
for the regularized problem \eqref{psi eqn} follows
as in \cite[Section 2.2]{BGuanTrans}.

On a fixed bounded subdomain $\Omega_\varepsilon:=
\{x:\mathop{\rm dist}(x,\,
\partial M^n)\ge\varepsilon\}$, $\varepsilon>0$,
however, Theorem \ref{pfg} implies uniform $C^2$-estimates for
all $k\ge k_0=k_0(\varepsilon)$. The estimates of Krylov, Safonov,
Evans, and Schauder yield uniform $C^l$-estimates on
$\Omega_{2\varepsilon}$, $l\in\mathbb{N}$. Recall that we have uniform
Lipschitz estimates. So we find a convergent sequence of solutions
to our approximating problems. The limit $u$ is in
$C^{0,\,1}(M^n)\cap C^\infty(M^n\setminus\partial M^n)$.
\end{proof}

The rest of the article is organized as follows.
We introduce supersolutions and some notation in
Section \ref{upp barr}. We mention $C^0$-estimates
in Section \ref{C0 sec}.
In Section \ref{C1 sec}, we prove uniform
$C^1$-estimates.
Then the $C^2$-estimates proved in
Section \ref{C2 sec} complete the a priori estimates
and the proof of Theorem \ref{main thm}.

The author wants to thank J\"urgen Jost and the
Max Planck Institute for Mathematics in the
Sciences for support and Guofang Wang for interesting
discussions about the Schouten tensor.


\section{Supersolutions and Notation}
\label{upp barr}

Before we define a supersolution, we explain
more explicitly, how we regularize the equation. For
fixed $k\in\mathbb{N}$ we take $\psi_k$ such that
$$
\psi_k(x)=\begin{cases}
0 & \mathop{\rm dist}(x,\partial M^n)<\tfrac 1k,\\
1 & \mathop{\rm dist}(x,\partial M^n)>\tfrac 2k
\end{cases}
$$
and $\psi_k$ is smooth with values in $[0,1]$.
Again, we drop the index $k$ to keep the notation simple.
We fix $\lambda\ge0$ sufficiently large so that
\begin{equation}\label{mod sub sol}
\log\det(\underline{u}_{ij}+\psi\underline{u}_i\underline{u}_j-\tfrac12 \psi\vert\nabla\underline{u}\vert^2g_{ij}+S_{ij}+\lambda(1-\psi) g_{ij})\ge f(x,\underline{u})
\end{equation}
for any $\psi=\psi_k$, independent
of $k$.
As $\log\det(\cdot)$ is a concave function on positive
definite matrices, \eqref{mod sub sol} follows for
$k$ sufficiently large, if
$$\log\det(\underline{u}_{ij}+\underline{u}_i\underline{u}_j-\tfrac12
\vert\nabla\underline{u}\vert^2g_{ij}+S_{ij})\ge f(x,\underline{u})
\quad\text{on }M^n$$ and
$$\log\det(\underline{u}_{ij}+S_{ij}+\lambda g_{ij})
\ge f(x,\underline{u})\quad\text{near~}\partial M^n,$$
provided that the arguments of the determinants are
positive definite.

We define
\begin{definition}[supersolution]\label{sup def} \rm
A smooth function $\overline{u}:M^n\to\mathbb{R}$ is called a
supersolution, if $\overline{u}\ge\underline{u}$ and for any
$\psi$ as considered above,
$$\log\det(\overline{u}_{ij}+\psi\overline{u}_i\overline{u}_j-\tfrac12
\psi\vert\nabla\overline{u}\vert^2g_{ij}+S_{ij}+\lambda(1-\psi)
g_{ij})\le f(x,\underline{u})$$ holds for those points in $M^n$ for which
the tensor in the determinant is positive definite.
\end{definition}

\begin{lemma}\label{sup sol exi lem}
If $M^n$ is a compact subdomain of flat $\mathbb{R}^n$,
the subsolution $\underline{u}$ fulfills \eqref{sub sol}
and in addition
$$\det(\underline{u}_{ij})\ge s(x)e^{-2n\underline{u}}
\det(g_{ij})$$
holds, where $\underline{u}_{ij}>0$ in the matrix sense,
then there exists a supersolution.
\end{lemma}

\begin{proof}
In flat $\mathbb{R}^n$, we have $S_{ij}=0$. The inequality
\begin{equation}\label{middle}
\frac{\displaystyle\det(\underline{u}_{ij}+\psi\underline{u}_i\underline{u}_j
-\tfrac12\psi\vert\nabla \underline{u}\vert^2 g_{ij})} {\displaystyle
e^{-2n\underline{u}}\det(g_{ij})}\ge s(x)
\end{equation}
is fulfilled if $\psi$ equals $0$ or $1$ by assumption.
As above, \eqref{middle} follows
for any $\psi\in[0,1]$. Thus \eqref{mod sub sol} is
fulfilled for $\lambda=0$.

Let $\overline{u}=\sup\limits_{M^n}\underline{u}+1+\varepsilon\vert x\vert^2$
for $\varepsilon>0$. It can be verified directly that $\overline{u}$
is a supersolution for $\varepsilon>0$ fixed sufficiently
small.
\end{proof}

Our results can be extended to topologically more
interesting manifolds, that may not allow for a globally
defined convex function.

\begin{remark} \rm
Assume that all assumptions of Theorem \ref{main thm} are
fulfilled, but the convex function $\chi$ is defined only in a
neighborhood of the boundary. Then
the conclusion of Theorem \ref{main thm} remains true.
\end{remark}

\begin{proof}
We have employed the globally defined convex function $\chi$ only
to prove interior $C^2$-estimates for the regularized problems.
On the set
$$\left\{x:\mathop{\rm dist}(x,\,\partial M^n)\ge\varepsilon\right\},\quad
\varepsilon>0,$$ Theorem \ref{pfg} implies
$C^2$-estimates. In a neighborhood
$$U=\left\{x:\mathop{\rm dist}(x,\,\partial M^n)\le2\varepsilon\right\}$$
of the boundary, we can proceed as in the proof of Lemma \ref{int
C2}. If the function $W$ defined there attains its maximum over
$U$ at a point $x$ in $\partial U\cap M^n$, i.\,e.
$\mathop{\rm dist}(x,\,\partial M^n)=2\varepsilon$, $W$ is bounded and
$C^2$-estimates follow, otherwise, we may proceed as in Lemma
\ref{int C2}.
\end{proof}

\subsection*{Notation}
We set
\begin{align*}
w_{ij}=&u_{ij}+\psi u_iu_j-\tfrac12\psi\vert\nabla u\vert^2
g_{ij}+S_{ij}+\lambda(1-\psi) g_{ij}\\
=&u_{ij}+\psi u_iu_j-\tfrac12\psi\vert\nabla u\vert^2
g_{ij}+T_{ij}
\end{align*}
and use $(w^{ij})$ to denote the inverse of $(w_{ij})$. The
Einstein summation convention is used. We lift and lower indices
using the background metric. Vectors of length one are called
directions. Indices, sometimes preceded by a semi-colon, denote
covariant derivatives. We use indices preceded by a comma for
partial derivatives. Christoffel symbols of the background metric
are denoted by $\Gamma^k_{ij}$, so
$u_{ij}=u_{;ij}=u_{,ij}-\Gamma^k_{ij}u_k$. Using the Riemannian
curvature tensor $(R_{ijkl})$, we can interchange covariant
differentiation
\begin{equation}\label{interchange}
\begin{split}
u_{ijk}=&u_{kij}+u_a g^{ab}R_{bijk},\\
u_{iklj}=&u_{ikjl}+u_{ka}g^{ab}R_{bilj}
+u_{ia}g^{ab}R_{bklj}.
\end{split}
\end{equation}
We write $f_z=\frac{\partial f}{\partial u}$ and $\mathop{\rm tr}w=w^{ij}g_{ij}$.
The letter $c$ denotes estimated positive constants and may change
its value from line to line. It is used so that increasing $c$
keeps the estimates valid. We use $(c_j)$, $(c^k)$, \ldots{} to
denote estimated tensors.


\section{Uniform $C^0$-Estimates}
\label{C0 sec}

The techniques of this section are quite standard,
but they simplify the $C^0$-estimates used before for
Schouten tensor equations, see \cite[Proposition 3]{ViaclovskyCAG}.
Here, we interpolate between the expressions for the Schouten
tensors rather than between
the functions inducing the conformal deformations.

We wish to show that we can apply the maximum principle
or the Hopf boundary point lemma at a point,
where a solution $u$ touches the subsolution from
above or the supersolution from below.

Note that $u$ can touch $\overline{u}$ from below only in those points,
where $\overline{u}$ is admissible. We did not assume that
the upper barrier is admissible everywhere. But at those
points, where it is not admissible, $u$ cannot touch
$\overline{u}$ from below. More precisely, at such a point, we have
$\nabla u=\nabla\overline{u}$ and $D^2 u\le D^2\overline{u}$. If $\overline{u}$
is not admissible there, we find $\xi\in\mathbb{R}^n$ such that
$0\ge(\overline{u}_{ij}+\psi\overline{u}_i\overline{u}_j-\frac12\psi\abs{\nabla\overline{u}}g_{ij}
+T_{ij})\xi^i\xi^j$. This implies that
$0\ge(u_{ij}+\psi u_iu_j-\frac12\psi\abs{\nabla u}g_{ij}+T_{ij})
\xi^i\xi^j$, so $u$ is not admissible there, a contradiction.
The idea, that the supersolution does not have to be admissible,
appears already in \cite{CGScalar}.

Without loss of generality, we may
assume that $u$ touches $\underline{u}$ from above. Here, touching
means $u=\underline{u}$ and $\nabla u=\nabla\underline{u}$ at a point,
so our considerations include the case of touching at
the boundary.
It suffices to prove an inequality of the form
\begin{equation}\label{ell inequ}
0\le a^{ij}(\underline{u}-u)_{ij}+b^i(u-\underline{u})_i+d(\underline{u}-u)
\end{equation}
with positive definite $a^{ij}$. The sign of $d$ does not
matter as we apply the maximum principle only at points,
where $u$ and $\underline{u}$ coincide.

Define
$$
S_{ij}^\psi[v]=v_{ij}+\psi v_iv_j-\tfrac12\psi\vert\nabla
v\vert^2g_{ij}+T_{ij}.
$$
We apply the mean value theorem and get for a symmetric
positive definite tensor $a^{ij}$ and a function $d$
\begin{align*}
0\le&\log\det S^\psi_{ij}[\underline{u}]-\log\det S^\psi_{ij}[u]
-f(x,\underline{u})+f(x,u)\\
=&\int\limits_0^1\frac{d}{dt}\log\det\left\{
tS^\psi_{ij}[\underline{u}]+(1-t)S^\psi_{ij}[u]\right\}dt
-\int\limits_0^1\frac d{dt}f(x,t\underline{u}+(1-t)u)dt\\
=&a^{ij}((\underline{u}_{ij}+\psi\underline{u}_i\underline{u}_j
-\tfrac12\psi\vert\nabla\underline{u}\vert^2g_{ij}) -(u_{ij}+\psi
u_iu_j-\tfrac12\psi
\vert\nabla u\vert^2g_{ij} ))\\
&+d\cdot(\underline{u}-u).
\end{align*}
The first integral is well-defined as the set of
positive definite tensors is convex.
We have $\vert\nabla\underline{u}\vert^2
-\vert\nabla u\vert^2=\langle\nabla(\underline{u}-u),\nabla(\underline{u}+u)\rangle$
and
\begin{align*}
a^{ij}(\underline{u}_i\underline{u}_j-u_iu_j)=&a^{ij}\int\limits_0^1\frac d{dt}
((t\underline{u}_i+(1-t)u_i)(t\underline{u}_j+(1-t)u_j))dt\\
=&2a^{ij}\int\limits_0^1(t\underline{u}_j+(1-t)u_j)dt
\cdot(\underline{u}-u)_i,
\end{align*}
so we obtain an inequality of the form \eqref{ell inequ}.
Thus, we may assume in the following that we have
$\underline{u}\le u\le\overline{u}$.

%%%%%%%%%%%%%%%%%%%%%%%%%

\section{Uniform $C^1$-Estimates}
\label{C1 sec}

\begin{lemma}\label{unif C1}
An admissible solution of \eqref{psi eqn} has uniformly bounded
gradient.
\end{lemma}

\begin{proof}
We apply a method similar to \cite[Lemma 4.2]{OSMathZ}. Let
$$W=\tfrac12\log\vert\nabla u\vert^2+\mu u$$
for $\mu\gg1$ to be fixed. Assume that W attains its
maximum over $M^n$ at an interior point $x_0$.
This implies at $x_0$
$$
0=W_i=\frac{u^ju_{ji}}{\vert\nabla u\vert^2}+\mu u_i
$$
for all $i$. Multiplying with $u^i$ and using
admissibility gives
\begin{align*}
0=&u^iu^ju_{ij}+\mu\vert\nabla u\vert^4\\
\ge&-\psi\vert\nabla u\vert^4+\tfrac12\psi\vert\nabla u\vert^4
-c\vert\nabla u\vert^2-\lambda\vert\nabla u\vert^2
+\mu\vert\nabla u\vert^4.
\end{align*}
The estimate follows for sufficiently large $\mu$ as
$\lambda$, see \eqref{mod sub sol}, does not depend on $\psi$.
If $W$ attains its maximum at a boundary point $x_0$, we
introduce normal coordinates such that $W_n$ corresponds
to a derivative in the direction of the inner unit normal.
We obtain in this case $W_i=0$ for $i<n$ and $W_n\le0$
at $x_0$. As the boundary values of $u$ and $\underline{u}$
coincide and $u\ge\underline{u}$, we may assume that
$u_n\ge0$. Otherwise, $0\ge u_n\ge\underline{u}_n$ and
$u_i=\underline{u}_i$, so a bound for $\vert\nabla u\vert$
follows immediately. Thus we obtain
$0\ge u^iW_i$ and the rest of the proof is identical
to the case where $W$ attains its maximum in the
interior.
\end{proof}

Note that in order to obtain uniform $C^1$-estimates,
we used admissibility, but did not differentiate \eqref{f eqn}.

\section{$C^2$-Estimates}
\label{C2 sec}

\subsection*{$C^2$-Estimates at the Boundary}
Boundary estimates for an equation of the form
$\det(u_{ij}+S_{ij})=f(x)$ have been considered
in \cite{CNS1}. It is straightforward to handle
the additional term that is independent of $u$ in
the determinant and to use subsolutions like in
\cite{BGuanTrans,GuanSpruck,NehringCrelle,OSMathZ}. We want to
point out that we were only able to obtain
estimates for the second derivatives of $u$ at
the boundary by introducing $\psi$ and thus removing
gradient terms of $u$ in the determinant near
the boundary. The $C^2$-estimates at the boundary
are very similar to \cite{OSMathZ}. We do not
repeat the proofs for the double tangential
and double normal estimates, but repeat that for the
mixed tangential normal derivatives as we can
slightly streamline this part.
Our method does not imply uniform a priori estimates
at the boundary as we look only at small neighborhoods
of the boundary depending on the regularization
or, more precisely, on the set, where $\psi=0$.

\begin{lemma}[Double Tangential Estimates]\label{doub tang est}
An admissible solution of \eqref{psi eqn} has uniformly
bounded partial second tangential derivatives,
i.\,e.\ for tangential directions $\tau_1$ and $\tau_2$,
$u_{,ij}\tau_1^i\tau_2^j$ is uniformly bounded.
\end{lemma}

\begin{proof}
This is identical to \cite[Section 5.1]{OSMathZ},
but can also be found at various other places.
It follows directly by differentiating the boundary
condition twice tangentially.
\end{proof}

All the remaining $C^2$-bounds depend on $\psi$.

\begin{lemma}[Mixed Estimates]
For fixed $\psi$,
an admissible solution of \eqref{psi eqn} has uniformly
bounded partial second mixed tangential normal derivatives,
i.\,e.\ for a tangential direction $\tau$ and
for the inner unit normal $\nu$, $u_{,ij}\tau^i\nu^j$
is uniformly bounded.
\end{lemma}

\begin{proof}
The strategy of this proof is a follows. The differential
operator $T$, defined below, differentiates tangentially
along $\partial M^n$. We want to show that the normal
derivative of $Tu$ is bounded on $\partial M^n$. This
implies a bound on mixed derivatives. To this end,
we use an elliptic differential operator $L$ that involves
all higher order terms of the linearization of the equation.
Thus, we can use the differentiated equation to
bound $LTu$. Based on the subsolution $\underline{u}$, we
construct a function $\vartheta\ge0$ with $L\vartheta<0$.
Finally, we apply the maximum principle to
$$
\Theta^{\pm}:=A\vartheta+B\vert x-x_0\vert^2\pm T(u-\underline{u})
$$
with constants $A,\,B$. This implies that
$\Theta^{\pm}\ge0$ with equality at $x_0$.
Thus, the normal derivative of $Tu$ at $x_0$ is bounded.

This proof is similar to \cite[Section 5.2]{OSMathZ}.
The main differences are as follows.
The modified definition of the linear operator
$T$ in \eqref{TL} clarifies the relation between $T$
and the boundary
condition. The term $T_{ij}$ does (in general)
not vanish in a fixed
boundary point for appropriately chosen coordinates.
In \cite{OSMathZ}, we could choose such coordinates.
Similarly as in \cite{OSMathZ}, we choose coordinates such that the
Christoffel symbols become small near a fixed
boundary point.
Here, we can add and subtract the term $T_{ij}$ in
\eqref{L theta est} as it is independent of $u$.
Finally, we explain here more explicitly
how to apply the inequality for geometric and arithmetic
means in \eqref{big matrix}.

Fix normal coordinates around a point $x_0\in\partial M^n$,
so $g_{ij}(x_0)$ equals the Kronecker delta and the
Christoffel symbols fulfill $\left\vert\Gamma^k_{ij}
\right\vert\le c\mathop{\rm dist}(\cdot,x_0)=c\vert x-x_0\vert$, where the
distance is measured in the flat metric
using our chart, but is equivalent to the distance
with respect to the background metric.
Abbreviate the first $n-1$ coordinates by $\hat x$ and
assume that $M^n$ is locally given by
$\{x^n\ge\omega(\hat x)\}$ for a smooth function $\omega$.
We may assume that $(0,\omega(0))$ corresponds to the
fixed boundary point $x_0$ and $\nabla\omega(0)=0$.
We restrict
our attention to a neighborhood of $x_0$,
$\Omega_\delta=\Omega_\delta(x_0)=M^n\cap
B_\delta(x_0)$ for $\delta>0$ to be fixed sufficiently
small, where $\psi=0$. Thus the equation takes the form
\begin{equation}\label{bdry eqn}
\log\det(u_{ij}+T_{ij})=\log\det(u_{,ij}
-\Gamma^k_{ij}u_k+T_{ij})=f(x,u).
\end{equation}
Assume furthermore that $\delta>0$ is chosen so
small that the distance function
to $\partial M^n$ is smooth in $\Omega_\delta$.
The constant $\delta$, introduced here, depends
on $\psi$ and tends to zero as the support of
$\psi$ tends to $\partial M^n$.

We differentiate the boundary condition tangentially
\begin{equation}\label{bdry d1}
0=(u-\underline{u})_{,t}(\hat x, \omega(\hat x))
+(u-\underline{u})_{,n}(\hat x, \omega(\hat x))
\omega_{,t}(\hat x),\quad t<n.
\end{equation}
Differentiating \eqref{bdry eqn} yields
\begin{equation}\label{d1a}
w^{ij}(u_{,ijk}-\Gamma^l_{ij}u_{,lk})
=f_k+f_zu_k+w^{ij}(\Gamma^l_{ij,k}u_l-T_{ij,k} ).
\end{equation}
This motivates the definition of the differential
operators $T$ and $L$. Here $t<n$ is fixed and
$\omega$ is evaluated
at the projection of $x$ to the first $n-1$
components
\begin{equation}\label{TL}
\begin{split}
Tv:=&v_t+v_n\omega_t,\quad t<n,\\
Lv:=&w^{ij}v_{,ij}-w^{ij}\Gamma^l_{ij}v_l.
\end{split}
\end{equation}
On $\partial M^n$, we have $T(u-\underline{u})=0$, so we obtain
\begin{equation}\label{Tu bound}
\vert T(u-\underline{u})\vert\le c(\delta)\cdot
\vert x-x_0\vert^2\quad\text{on }\partial\Omega_\delta.
\end{equation}
As in \cite[Section 5.2]{OSMathZ}, \cite{CNS1,BGuanTrans},
we combine the definition of $L$, \eqref{TL}, and
the differentiated Equation \eqref{d1a}
$$
|LTu|\le c\cdot(1+\mathop{\rm tr} w^{ij})\quad{in }\Omega_\delta.
$$
Derivatives of $\underline{u}$ are a priorily bounded, thus
\begin{equation}\label{LTu bound}
\vert LT(u-\underline{u})\vert\le c\cdot(1+\mathop{\rm tr} w^{ij}) \quad{in }\Omega_\delta.
\end{equation}
Set $d:=\mathop{\rm dist}(\cdot,\partial M^n)$, measured in the
Euclidean metric of the fixed coordinates. We
define for $1\gg\alpha>0$ and $\mu\gg1$ to be chosen
$$
\vartheta:=(u-\underline{u})+\alpha d-\mu d^2.
$$
The function $\vartheta$ will be the main part of our
barrier. As $\underline{u}$ is admissible, there exists
$\varepsilon>0$ such that
$$
\underline{u}_{,ij}-\Gamma^l_{ij}\underline{u}_l+T_{ij}\ge 3\varepsilon g_{ij}.
$$
We apply the definition of $L$
\begin{equation}\label{L theta est}
\begin{split}
L\vartheta=&w^{ij}(u_{,ij}-\Gamma^l_{ij}u_l+T_{ij})
-w^{ij}(\underline{u}_{,ij}-\Gamma^l_{ij}\underline{u}_l+T_{ij})\\
&+\alpha w^{ij}d_{,ij}-\alpha w^{ij}\Gamma^l_{ij}d_l\\
&-2\mu d w^{ij}d_{,ij}-2\mu w^{ij}d_id_j
+2\mu d w^{ij}\Gamma^l_{ij}d_l
\end{split}
\end{equation}
We have $w^{ij}(u_{,ij}-\Gamma^l_{ij}u_l+T_{ij}) =w^{ij}w_{ij}=n$.
Due to the admissibility of $\underline{u}$, we get $-w^{ij}(\underline{u}_{,ij}-\Gamma^l_{ij} \underline{u}_l+T_{ij})\le-3\varepsilon\mathop{\rm tr} w^{ij}$ . We fix
$\alpha>0$ sufficiently small and obtain
$$\alpha w^{ij}d_{,ij}-\alpha w^{ij}\Gamma^l_{ij}d_l
\le\varepsilon\mathop{\rm tr} w^{ij}.$$
Obviously, we have
$$
-2\mu dw^{ij}d_{,ij}+2\mu dw^{ij}\Gamma^l_{ij}d_l
\le c\mu\delta\mathop{\rm tr} w^{ij}.
$$
To exploit the term $-2\mu w^{ij}d_id_j$, we use that
$\vert d_i-\delta^n_i\vert\le c\cdot\vert x-x_0\vert\le
c\cdot\delta$, so
$$
-2\mu w^{ij}d_id_j\le-\mu w^{nn}+c\mu\delta
\max\limits_{k,\,l}\left\lvert w^{kl}\right\rvert.
$$
As $w^{ij}$ is positive definite, we obtain by testing
$\begin{pmatrix}w^{kk}
& w^{kl}\\ w^{kl} & w_{ll}
\end{pmatrix}$ with the vectors $(1,1)$ and $(1,-1)$
that $| w^{kl}|\le\mathop{\rm tr} w^{ij}$. Thus
\eqref{L theta est} implies
\begin{equation}\label{L theta est1}
L\vartheta\le-2\varepsilon\mathop{\rm tr} w^{ij}-\mu w^{nn}+c+c\mu\delta\mathop{\rm tr} w^{ij}
\end{equation}
We may assume that $(w^{ij})_{i,\,j<n}$ is diagonal. Recall that
our $C^0$-estimates imply that $f$ is bounded. Thus
\begin{equation}\label{big matrix}
\begin{split}
e^{-f}=\det(w^{ij}) =& \det\begin{pmatrix}
w^{11} & 0       & \cdots & 0             & w^{1n}   \\
0      & \ddots  & \ddots & \vdots        & \vdots   \\
\vdots & \ddots  & \ddots & 0             & \vdots   \\
0      & \cdots  & 0      & w^{n-1\, n-1} & w^{n-1\, n}\\
w^{1n} & \cdots  & \cdots & w^{n-1\, n}   & w^{nn}   \\
\end{pmatrix}\\[.3em]
=& \prod_{i=1}^n w^{ii} \:-\: \sum_{i<n} \left|w^{ni}\right|^2
\: \prod_{\genfrac{}{}{0pt}{}{j\neq i}{j<n}} w^{jj}
\;\leq\;
\prod_{i=1}^n w^{ii}
\end{split}
\end{equation}
implies that $\mathop{\rm tr} w^{ij}$ tends to infinity if $w^{nn}$ tends
to zero. So we can fix $\mu\gg1$ such that the absolute
constant in \eqref{L theta est1}
can be absorbed. Note also that
the geometric arithmetic means inequality implies
$$
\tfrac1n\mathop{\rm tr} w^{ij}=\tfrac1n\sum\limits_{i=1}^n
w^{ii}\ge\Big(\prod\limits_{i=1}^n w^{ii}\Big)^{1/n},
$$
so \eqref{big
matrix} yields a positive lower bound for $\mathop{\rm tr} w^{ij}$. Finally, we fix
$\delta=\delta(\mu)$ sufficiently small and use \eqref{L theta
est1} to deduce that
\begin{equation}\label{L theta fin}
L\vartheta\le-\varepsilon\mathop{\rm tr} w^{ij}.
\end{equation}
We may assume that $\delta$
is fixed so small that $\vartheta\ge0$ in $\Omega_{\delta}$.

Define for $A,\,B\gg1$ the function
$$\Theta^{\pm}:=A\vartheta+B\vert x-x_0\vert^2
\pm T(u-\underline{u}).$$
Our estimates, especially \eqref{Tu bound} and
\eqref{LTu bound},
imply that $\Theta^{\pm}\ge0$ on
$\partial\Omega_\delta$ for $B\gg1$, depending
especially on $\delta(\psi)$, fixed sufficiently
large and $L\Theta^{\pm}\le0$ in $\Omega_\delta$, when
$A\gg1$, depending also on $B$, is fixed sufficiently
large. Thus the maximum principle implies that
$\Theta^{\pm}\ge0$ in $\Omega_\delta$. As $\Theta^{\pm}
(x_0)=0$, we deduce that $\Theta^{\pm}_{,n}\ge0$, so we
obtain a bound for $(Tu)_{,n}$ and the lemma follows.
\end{proof}

\begin{lemma}[Double Normal Estimates]
For fixed $\psi$,
an admissible solution of \eqref{psi eqn} has uniformly
bounded partial second normal derivatives,
i.\,e.\ for the inner unit normal $\nu$,
$u_{,ij}\nu^i\nu^j$ is uniformly bounded.
\end{lemma}

\begin{proof}
The proof is identical to \cite[Section 5.3]{OSMathZ}.
Note however, that the notation there is slightly
different. There $-u_{,ij}+a_{ij}$ is positive
definite instead of $u_{,ij}-\Gamma^k_{ij}u_k+T_{ij}$
here.
\end{proof}

\subsection*{Interior $C^2$-Estimates}

\begin{lemma}[Interior Estimates]\label{int C2}
For fixed $\psi$,
an admissible solution of \eqref{psi eqn} has uniformly
bounded second derivatives.
\end{lemma}
\begin{proof}
Note the admissibility implies that $w_{ij}$ is positive
definite. This implies a lower bound on the eigenvalues
of $u_{ij}$.

For $\lambda\gg1$ to be chosen sufficiently large,
we maximize the functional
$$
W=\log(w_{ij}\eta^i\eta^j)+\lambda\chi
$$
over $M^n$ and all $(\eta^i)$ with $g_{ij}\eta^i\eta^j=1$. Observe
that $W$ tends to infinity, if and only if $u_{ij}\eta^i\eta^j$
tends to infinity. We have
\begin{align*}
2u_{ij}\eta^i\zeta^j=&2w_{ij}\eta^i\zeta^j -2(\psi
u_iu_j-\tfrac12\psi\abs{\nabla u}^2g_{ij}
+T_{ij})\eta^i\zeta^j\\
\le&w_{ij}\eta^i\eta^j+w_{ij}\zeta^i\zeta^j+c,
\end{align*}
so it suffices to bound terms of the form $w_{ij}\eta^i\eta^j$
from above. Thus, a bound
on $W$ implies a uniform $C^2$-bound on $u$.

In view of the boundary estimates obtained above, we may assume
that $W$ attains its maximum at an interior point $x_0$ of $M^n$.
As in \cite[Lemma 8.2]{CGJDG1996} we may choose normal coordinates
around $x_0$ and an appropriate extension of $(\eta^i)$
corresponding to the maximum value of $W$. In this way, we can
pretend that $w_{11}$ is a scalar function that equals
$w_{ij}\eta^i \eta^j$ at $x_0$ and we obtain
\begin{gather}\label{Wi}
0=W_i=\frac1{w_{11}}w_{11;i}+\lambda\chi_i, \\
0\ge W_{ij}=\frac1{w_{11}}w_{11;ij}-\frac1{w_{11}^2}
w_{11;i}w_{11;j}+\lambda\chi_{ij}\label{Wij}
\end{gather}
in the matrix sense, $1\le i,\,j\le n$. Here and below,
all quantities are evaluated at $x_0$. We may
assume that $w_{ij}$ is diagonal and $w_{11}\ge 1$.
Differentiating \eqref{psi eqn} yields
\begin{gather}\label{d1}
w^{ij}w_{ij;k}=f_k+f_z u_k,\\
w^{ij}w_{ij;11}-w^{ik}w^{jl}w_{ij;1}w_{kl;1}=
f_{11}+2f_{1z}u_1+f_{zz}u_1u_1+f_zu_{11}.\label{d2}
\end{gather}
Combining the convexity assumption on $\chi$,
\eqref{Wij} and \eqref{d2} gives
\begin{equation}\label{wijWij}
\begin{aligned}
0\ge&\frac1{w_{11}}w^{ij}w_{11;ij}
-\frac1{w_{11}^2}w^{ij}w_{11;i}w_{11;j}+\lambda\mathop{\rm tr} w^{ij}\\
=&\frac1{w_{11}}w^{ij}(w_{11;ij}-w_{ij;11})\\
&+\frac1{w_{11}}w^{ik}w^{jl}w_{ij;1}w_{kl;1}
-\frac1{w_{11}^2}w^{ij}w_{11;i}w_{11;j}\\
&+\frac1{w_{11}}(f_{11}+2f_{1z}u_1+f_{zz}u_1u_1+f_zu_{11})
+\lambda\mathop{\rm tr} w^{ij},\\
\equiv&\frac1{w_{11}}(P_4+P_3+R)+\lambda\mathop{\rm tr} w^{ij},
\end{aligned}
\end{equation}
where
\begin{gather*}
P_4=w^{ij}(w_{11;ij}-w_{ij;11}),\\
P_3=w^{ik}w^{jl}w_{ij;1}w_{kl;1}
-\frac1{w_{11}}w^{ij}w_{11;i}w_{11;j},\\
R=f_{11}+2f_{1z}u_1+f_{zz}u_1u_1+f_zu_{11}.
\end{gather*}
It will be convenient to decompose $w_{ij}$ as follows
\begin{equation}\label{r intro}
\begin{gathered}
w_{ij}=u_{ij}+r_{ij},\\
r_{ij}=\psi u_iu_j-\tfrac12\psi\abs{\nabla u}^2g_{ij}+T_{ij}.
\end{gathered}
\end{equation}
The quantity $r_{ij}$ is a priorily bounded, so
the right-hand side of \eqref{d2} is bounded from
below by $-c(1+w_{11})$,
\begin{equation}\label{R est}
R\ge-c\cdot(1+w_{11}).
\end{equation}

Let us first consider $P_3$. Recall that $w_{ij}$ is
diagonal and $w_{11}\ge w_{ii}$, $1\le i\le n$. So
we get $w^{jl}\ge\frac1{w_{11}}g^{jl}$. We
also use \eqref{r intro} and the positive definiteness
of $w^{ij}$
\begin{equation}\label{le three}
\begin{aligned}
P_3=&w^{ik}w^{jl}w_{ij;1}w_{kl;1}-\frac1{w_{11}}
w^{ij}w_{11;i}w_{11;j}\\
\ge &\frac1{w_{11}}w^{ij}(w_{i1;1}w_{j1;1}-w_{11;i}w_{11;j})\\
=&\frac1{w_{11}}w^{ij}((u_{i11}+r_{i1;1})(u_{j11}+r_{j1;1})
-(u_{11i}+r_{11;i})(u_{11j}+r_{11;j}))\\
\ge&\frac1{w_{11}}w^{ij}(u_{i11}u_{j11}-u_{11i}u_{11j}
+2u_{i11}r_{j1;1}-2u_{11i}r_{11;j}-r_{11;i}r_{11;j})\\
\equiv&P_{31}+P_{32}+P_{33},
\end{aligned}
\end{equation}
where
\begin{gather*}
P_{31}=\frac1{w_{11}}w^{ij}(u_{i11}u_{j11}-u_{11i}u_{11j}),\\
P_{32}=\frac2{w_{11}}w^{ij}u_{i11}r_{j1;1},\\
P_{33}=-\frac2{w_{11}}w^{ij}u_{11i}r_{11;j}
-\frac1{w_{11}}w^{ij}r_{11;i}r_{11;j}.
\end{gather*}
We will bound $P_{31}$, $P_{32}$, and $P_{33}$ individually.
The term $r_{11;i}$ is of the form $c_i+c^ku_{ki}$ or,
by \eqref{r intro}, of the form $c_i+c^kw_{ki}$.
\begin{align*}
P_{33}=&-2\frac1{w_{11}}w^{ij}u_{11i}r_{11;j}
-\frac1{w_{11}}w^{ij}r_{11;i}r_{11;j}\\
=&-2\frac1{w_{11}}w^{ij}
(w_{11i}-r_{11;i})r_{11;j}-\frac1{w_{11}}w^{ij}r_{11;i}r_{11;j}\\
\ge&2\lambda w^{ij}\chi_ir_{11;j}\quad \text{by \eqref{Wi}}\\
=&2\lambda w^{ij}\chi_i(c_j+c^kw_{kj})\\
\ge&-c\lambda(1+\mathop{\rm tr} w^{ij}).&&
\end{align*}

To estimate $P_{32}$, we use \eqref{interchange},
\eqref{r intro}, \eqref{Wi}, $w^{ik}w_{kj}=\delta^i_j$,
and the fact that $r_{j1;1}$ is of the form
$c_j+\psi c_jw_{11}+c^kw_{kj}$
\begin{align*}
P_{32}=&
\frac2{w_{11}}w^{ij}(u_{11i}+u_ag^{ab}R_{b1i1})r_{j1;1}\\
=&\frac2{w_{11}}w^{ij}(w_{11;i}-r_{11;i}+u_ag^{ab}
R_{b1i1})r_{j1;1}\\
=&-2\lambda w^{ij}\chi_ir_{j1;1}+\frac2{w_{11}}w^{ij}
(-r_{11;i}+u_ag^{ab}R_{b1i1})r_{j1;1}\\
=&-2\lambda w^{ij}\chi_i(c_j+\psi c_jw_{11}+c^kw_{kj})\\
&+\frac2{w_{11}}w^{ij}(c_i+c^kw_{ki})(c_j+
\psi c_jw_{11}+c^kw_{kj})\\
\ge&-c\lambda(1+\mathop{\rm tr} w^{ij}+\psi w_{11}\mathop{\rm tr} w^{ij}) -c(1+\mathop{\rm tr} w^{ij}).
\end{align*}
It is crucial for the rest of the argument that the
highest order error term contains a factor $\psi$.
We interchange third covariant derivatives and get
\begin{align*}
P_{31}=&\frac1{w_{11}}w^{ij}(u_{i11}u_{j11}-
(u_{i11}+u_ag^{ab}R_{b11i})(u_{j11}+u_cg^{cd}
R_{d11j}))\displaybreak[1]\\
\ge&-2\frac1{w_{11}}w^{ij}u_{i11}u_ag^{ab}R_{b11j}
-c\frac1{w_{11}}\mathop{\rm tr} w^{ij}\displaybreak[1]\\
=&2\lambda w^{ij}\chi_iu_ag^{ab}R_{b11j}
+2\frac1{w_{11}}w^{ij}r_{i1;1}u_ag^{ab}R_{b11j}
-c\frac1{w_{11}}\mathop{\rm tr} w^{ij}\displaybreak[1] \intertext{by \eqref{Wi} and
\eqref{r intro}. Now, we obtain that}
P_{31}\ge&-c(1+\lambda)(1+\mathop{\rm tr} w^{ij}).
\end{align*}
Recall that $\mathop{\rm tr} w^{ij}$ is bounded below by a positive
constant.
We employ \eqref{le three} and get the estimate
\begin{equation}\label{three est}
\frac1{w_{11}}w^{ik}w^{jl}w_{ij;1}w_{kl;1}
-\frac1{w_{11}^2}w^{ij}w_{11;i}w_{11;j}\ge
-c(\lambda\psi+\frac{\lambda}{w_{11}})\mathop{\rm tr} w^{ij}.
\end{equation}

Next, we consider $P_4$. Equation \eqref{interchange} implies
\begin{align*}
u_{11ij}=&u_{ij11}+u_{a1}g^{ab}R_{bi1j}+u_ag^{ab}R_{bi1j;1}
+u_{1a}g^{ab}R_{bij1}+u_{ia}g^{ab}R_{b1j1}\\
&+u_{aj}g^{ab}R_{b11i}+u_ag^{ab}R_{b11i;j}\\
\ge&u_{ij11}-c_{ij}(1+w_{11}).
\end{align*}
We use \eqref{r intro}
\begin{align*}
w^{ij}(w_{11;ij}&-w_{ij;11})=w^{ij}(u_{11ij}-u_{ij11})
+w^{ij}(r_{11;ij}-r_{ij;11})\displaybreak[1]\\
\ge&w^{ij}(r_{11;ij}-r_{ij;11})-c w_{11}\mathop{\rm tr} w^{ij}\\
=&w^{ij}(\psi_{ij}u_1^2+4\psi_iu_1u_{1j}+2\psi u_{1j}u_{1i}
+2\psi u_1u_{1ij})\\
&+w^{ij}(-\psi_{11}u_iu_j-4\psi_1u_{i1}u_j-2\psi u_{1i}u_{1j}
-2\psi u_iu_{j11})\\
&+w^{ij}(-\tfrac12\psi_{ij}\abs{\nabla u}^2g_{11}
-2\psi_iu^ku_{kj}g_{11}-\psi u^k_ju_{ki}g_{11}
-\psi u^ku_{kij}g_{11})\\
&+w^{ij}(\tfrac12\psi_{11}\abs{\nabla u}^2g_{ij}
+2\psi_1u^ku_{k1}g_{ij}+\psi u^k_1u_{k1}g_{ij}
+\psi u^ku_{k11}g_{ij})\\
&+w^{ij}(T_{11;ij}-T_{ij;11})-c w_{11}\mathop{\rm tr} w^{ij}\\
=&P_{41}+P_{42}-c w_{11}\mathop{\rm tr} w^{ij},
\intertext{where}
P_{41}=&w^{ij}(\psi_{ij}u_1^2+4\psi_iu_1u_{1j}+2\psi u_{1j}u_{1i})\\
&+w^{ij}(-\psi_{11}u_iu_j-4\psi_1u_{i1}u_j-2\psi u_{1i}u_{1j})\\
&+w^{ij}(-\tfrac12\psi_{ij}\abs{\nabla u}^2g_{11}
-2\psi_iu^ku_{kj}g_{11})\\
&+w^{ij}(\tfrac12\psi_{11}\abs{\nabla u}^2g_{ij}
+2\psi_1u^ku_{k1}g_{ij})\\
&+w^{ij}(T_{11;ij}-T_{ij;11}), \intertext{and}
P_{42}=&w^{ij}(2\psi u_1u_{1ij}-2\psi u_iu_{j11}
-\psi u^ku_{kij}g_{11}+\psi u^ku_{k11}g_{ij})\\
&+w^{ij}(-\psi u^k_ju_{ki}g_{11} +\psi u^k_1u_{k1}g_{ij}).
\end{align*}
The last term in the first line and the last term in the second
line of the definition of $P_{41}$ cancel. Note once more, that
$$w^{ij}u_{jk}=w^{ij}(w_{jk}-r_{jk})=\delta^i_k-w^{ij}r_{jk}.$$
Moreover, $w_{ij}$ is positive definite, diagonal,
and $w_{11}\ge w_{ii}$,
$1\le i\le n$, so $\abs{w_{ij}}\le w_{11}$ for any $1\le i,\,j
\le n$. We obtain
$$P_{41}\ge-cw_{11}\mathop{\rm tr} w^{ij}.$$
Note that this constant depends on derivatives of $\psi$.
So our estimate does also depend on $\psi$.
We interchange
covariant third derivatives \eqref{interchange} and
employ once again \eqref{r intro}
\begin{align*}
w^{ij}(w_{11;ij}-w_{ij;11})
\ge&w^{ij}(2\psi u_1u_{1ij}-2\psi u_iu_{j11}
-\psi u^ku_{kij}g_{11}+\psi u^ku_{k11}g_{ij})\\
&+w^{ij}(-\psi u^k_ju_{ki}g_{11}
+\psi u^k_1u_{k1}g_{ij})-cw_{11}\mathop{\rm tr} w^{ij}\displaybreak[1]\\
=&2\psi u_1w^{ij}u_{ij1}+2\psi u_1w^{ij}u_ag^{ab}R_{bi1j}\\
&-\psi g_{11}u^kw^{ij}u_{ijk}-\psi g_{11}u^kw^{ij}u_ag^{ab}R_{bikj}\\
&-2\psi u_iw^{ij}u_{11j}-2\psi u_iw^{ij}u_ag^{ab}R_{b1j1}\\
&+\psi u^ku_{11k}\mathop{\rm tr} w^{ij}+\psi u^ku_ag^{ab}R_{b1k1}\mathop{\rm tr} w^{ij}\\
&-\psi g_{11}w^{ij}(w_{ik}-r_{ik})(w_{jl}-r_{jl})g^{kl}\\
&+\psi(w_{1k}-r_{1k})(w_{1l}-r_{1l})g^{kl}\mathop{\rm tr} w^{ij}
-c w_{11}\mathop{\rm tr} w^{ij}\\
\ge&P_{43}+P_{44}-c w_{11}\mathop{\rm tr} w^{ij},
\end{align*}
where
\begin{gather*}
P_{43}=2\psi u_1w^{ij}u_{ij1}-\psi g_{11}u^kw^{ij}u_{ijk}
-2\psi u_iw^{ij}u_{11j}+\psi u^ku_{11k}\mathop{\rm tr} w^{ij},\\
P_{44}=-\psi g_{11}w^{ij}(w_{ik}-r_{ik})(w_{jl}-r_{jl})g^{kl}
+\psi(w_{1k}-r_{1k})(w_{1l}-r_{1l})g^{kl}\mathop{\rm tr} w^{ij}.
\end{gather*}
As above, we see that
$$P_{44}\ge\psi w_{11}^2\mathop{\rm tr} w^{ij}-c w_{11}\mathop{\rm tr} w^{ij}.$$
We continue to estimate $P_4$ and
replace third derivatives of $u$ by derivatives of $w_{ij}$.
Equations \eqref{d1} and \eqref{Wi} allow us to replace these
terms by terms involving at most second derivatives of $u$
\begin{align*}
w^{ij}(w_{11;ij}&-w_{ij;11})\displaybreak[1]\\
\ge&2\psi u_1w^{ij}w_{ij;1}-2\psi u_1w^{ij}r_{ij;1}
-\psi g_{11}u^kw^{ij}w_{ij;k}+\psi g_{11}u^kw^{ij}r_{ij;k}\\
&-2\psi u_iw^{ij}w_{11;j}+2\psi u_iw^{ij}r_{11;j}
+\psi u^kw_{11;k}\mathop{\rm tr} w^{ij}-\psi u^kr_{11;k}\mathop{\rm tr} w^{ij}\\
&+\psi w_{11}^2\mathop{\rm tr} w^{ij}-c w_{11}\mathop{\rm tr} w^{ij}\displaybreak[1]\\
\ge&-2\psi u_iw^{ij}w_{11;j}+\psi u^kw_{11;k}\mathop{\rm tr} w^{ij}
+\psi w_{11}^2\mathop{\rm tr} w^{ij}-c w_{11}\mathop{\rm tr} w^{ij}\displaybreak[1]\\
\ge&2\lambda\psi w_{11}w^{ij}u_i\chi_j-\lambda\psi w_{11}
u^k\chi_k\mathop{\rm tr} w^{ij}+\psi w_{11}^2\mathop{\rm tr} w^{ij}-c w_{11}\mathop{\rm tr} w^{ij}\displaybreak[1]\\
\ge&-c\lambda\psi w_{11}\mathop{\rm tr} w^{ij}+\psi w_{11}^2\mathop{\rm tr} w^{ij}
-cw_{11}\mathop{\rm tr} w^{ij}.
\end{align*}
This gives
\begin{equation}\label{four est}
\frac1{w_{11}}w^{ij}(w_{11;ij}-w_{ij;11})\ge
-c\lambda\psi\mathop{\rm tr} w^{ij}+\psi w_{11}\mathop{\rm tr} w^{ij}-c\mathop{\rm tr} w^{ij}.
\end{equation}
We estimate the respective terms in \eqref{wijWij}
using \eqref{R est}, \eqref{three est}, and \eqref{four est}
and obtain
\begin{equation}\label{together}
0\ge\big\{\psi(w_{11}-c\lambda)
+(\lambda-c-\frac{c\lambda}{w_{11}}) \big\}\mathop{\rm tr} w^{ij}.
\end{equation}
Recall once more, that $c=c(\psi,\,\dots)$ depends
on the regularization.\par
Assume that all $c$'s in \eqref{together} are equal.
Now we fix $\lambda$ equal to $c+1$.
Then \eqref{together} implies
that $w_{11}$ is bounded above.
\end{proof}

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\end{document}
