Superposition and chain rule for bounded Hessian functions (Q1281888)

The paper is devoted to the problem how to extend the following first- and second-order chain rules: \[ D[f \circ u] = Df(u(x)) Du(x) \] \[ D^2[f \circ u] = D^2f(u(x)) Du(x) Du(x) + Df(u(x)) D^2u(x) , \] which are valid for any pair of smooth functions \(u: \Omega \to {\mathbb R}^M\) and \(f: {\mathbb R}^M \to \mathbb R\) (\(\Omega\) being a Lipschitz open subset of \({\mathbb R}^N\)), to the case where the regularity of both functions \(f\) and \(u\) is weakened. For instance, if \(f\) is only Lipschitz, then even the notion of superposition may turn meaningless in some functional spaces. In the first two theorems the authors establish conditions which ensure that the superposition of a Lipschitz function with a function with bounded Hessian (\(u \in\text{BH}(\Omega, {\mathbb R}^M\)) is also a function with bounded Hessian. Then they prove the chain formula in the one dimensional case and finally they conclude with the main result in multidimensional framework. The proofs are based on two underlying ideas; the first one is the relationship between convex and BH-functions, the second one (which justifies also the slicing method) consists in a geometric analogue of Dini's theorem stating the \(({\mathcal H}^{N-1}, N-1)\)-rectifiability of every non critical level set of a BH\((\Omega)\)-function.