A note on parabolic power concavity (Q487285)

Several notions of concavity are recalled and compared to each other. Then, the authors consider space-time log-concavity of solutions of the problem \[ \begin{cases} u_t = \Delta u &\text{in}\,\, \mathbb R^n \times (0,+\infty); \\ u(x,0) = \varphi(x) &\text{for}\,\, x \in \mathbb R^n, \end{cases} \] A positive function \(v(x,t)\) is called \textit{log-concave} if \(\log v(x,t)\) is concave with respect to the variable \((x,t)\). The definition is extended to non-negative \(v\) by means of the inequality \[ v\big( (1 - \lambda) \, x_1 + \lambda \, x_2, \, (1 - \lambda) \, t_1 + \lambda \, t_2 \big) \geq \big( v(x_1, t_1) \big)^{1 - \lambda} \, \big( v(x_2, t_2) \big)^\lambda \] which must be satisfied for all \(x_1,x_2 \in \mathbb R^n\), \(t_1,t_2 \in (0,+\infty)\) and \(\lambda \in (0,1)\). The main result (Theorem~3.1) requires the initial value \(\varphi(x)\) to be non-negative, continuous and bounded over the whole space \(\mathbb R^n\). The theorem refers to the unique non-negative solution \(u\) of the above problem, and claims that \textit{if the there exists some \(\beta > 0\) such that the compound function \(\varphi(t^{-\beta} \, x)\) is log-concave in \(\mathbb R^n \times (0,+\infty)\), then the function \(u(t^{-\beta} \, x, \, t^{-2\beta})\) is also log-concave.} In particular, the conclusion implies that \(u(x,t)\) is log-concave in the space variable~\(x\) for each fixed \(t > 0\). The proof relies on the integral representation of \(u\) through the heat kernel, and takes advantage of a result in [\textit{H.J.\ Brascamp} and \textit{E.\ Lieb}, J.\ Funct.\ Anal.\ 22, 366--389 (1976; Zbl 0334.26009)] concerning log-concavity of the integral \[ G(x) = \int_{\mathbb R^N} F(x,y) \, dy \] of a log-concave function \(F(x,y) \geq 0\). In the subsequent Theorem 3.2 the authors concentrate on the case when the initial value \(\varphi\) is the characteristic function of a convex set. The problem \[ \begin{cases} u_t = \Delta u &\text{in}\,\, \Omega \times (0,+\infty), \\ u(x,t) = 0 &\text{on}\,\, \partial \Omega \times (0,+\infty, \\ u(x,0) = \varphi(x) &\text{for}\,\, x \in \mathbb \Omega,\end{cases} \] where \(\Omega\) is a bounded convex domain in \(\mathbb R^n\) is also investigated, and the \textit{parabolic power concavity} of the \textit{cumulative heat} \[ U(x,t) = \int_0^t u(x,s) \, ds \] is established. The result follows from a suitable application of Theorem~2 in the authors [Math.\ Ann.\ 358, No. 3-4, 1091--1117 (2014; Zbl 1325.35071)].