\documentclass[reqno]{amsart}
\usepackage{hyperref}
%\usepackage{cite}

\AtBeginDocument{{\noindent\small
Ninth MSU-UAB Conference on Differential Equations and Computational
Simulations.
\emph{Electronic Journal of Differential Equations},
Conference 20 (2013),  pp. 151--164.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.txstate.edu}
\thanks{\copyright 2013 Texas State University - San Marcos.}
\vspace{9mm}}

\begin{document} \setcounter{page}{151}
\title[\hfilneg EJDE-2013/Conf/20/ \hfil Real analytic solutions]
{Real analytic solutions for the Willmore flow}

\author[Y. Shao \hfil EJDE-2013/conf/20 \hfilneg]
{Yuanzhen Shao}  % in alphabetical order

\address{Yuanzhen Shao \newline
 Department of Mathematics,
 Vanderbilt University,
 Nashville, TN 37240, USA}
\email{yuanzhen.shao@vanderbilt.edu}

\thanks{Published October 31, 2013.}
\subjclass[2000]{35B65, 35K55, 53A05, 53C44, 58J99}
\keywords{Real analytic solution;  Willmore flow; mean curvature;
\hfill\break\indent
 Gaussian curvature, geometric evolution equation;
  implicit function theorem;
\hfill\break\indent maximal regularity}

\begin{abstract}
 In this article, we present a regularity result for the Willmore flow.
 This is obtained by using a truncated translation technique in
 conjunction with the implicit function theorem.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{proposition}[theorem]{Proposition}
\newtheorem{definition}[theorem]{Definition}
\allowdisplaybreaks

\section{Introduction}

The Willmore flow consists in looking for an oriented, closed,
compact moving hypersurface $\Gamma(t)$ immersed in $\mathbb{R}^3$ 
evolving subject to the law
\begin{equation} \label{original eq 1.1}
\begin{cases}
V(t)=-\Delta_{\Gamma(t)}H_{\Gamma(t)}-2H_{\Gamma(t)}
 (H^2_{\Gamma(t)}-K_{\Gamma(t)}),\\
\Gamma(0)=\Gamma_0.
\end{cases}
\end{equation}
Here $V(t)$ denotes the velocity in the normal direction of $\Gamma(t)$ 
at time $t$. $\Delta_{\Gamma(t)}$ and $H_{\Gamma(t)}$ stand for the 
Laplace-Beltrami operator and the normalized mean curvature of $\Gamma(t)$, 
respectively. Finally, $K_{\Gamma(t)}$ denotes the Gaussian curvature.

The equilibria of \eqref{original eq 1.1} appear as the critical points 
of the Willmore functional, or sometimes called the Willmore energy. 
For a smooth immersion $f:{\Gamma}\to \mathbb{R}^3$ of a
closed oriented two-dimensional manifold $\Gamma$, the Willmore functional 
is defined as
\begin{equation}
\label{Willmore functional}
W(f)=\int_{f(\Gamma)} H_{f(\Gamma)}^{2}\, d\sigma,
\end{equation}
where $d\sigma$ is the area element on $f(\Gamma)$ with respect to the 
Euclidean metric in $\mathbb{R}^3$. The critical surfaces of this functional,
called the Willmore surfaces, satisfy the equation
\begin{equation}
\label{Euler-Lagrange equation}
\Delta_{f(\Gamma)}H_{f(\Gamma)}+2H_{f(\Gamma)}^{3}
-2H_{f(\Gamma)}K_{f(\Gamma)}=0.
\end{equation}
The reader may consult \cite[Section~7.4]{TJWR} for a brief historical 
account and a proof of this variational formula. The proof therein is 
derived by computing the critical points of all normal variations of 
the hypersurface ${f(\Gamma)}$.

A generalization of the Willmore functional \eqref{Willmore functional} 
in higher dimensions is studied by Chen \cite{BYCV}. 
He extends \eqref{Willmore functional} for smooth immersions 
$f:{\Gamma}\to \mathbb{R}^{m+1}$ of the $m$-dimensional closed oriented 
manifold $\Gamma$ into $\mathbb{R}^{m+1}$:
\begin{align*}
W(f)=\int_{f(\Gamma)} H_{f(\Gamma)}^{m}\, d\sigma
\end{align*}
with $d\sigma$ standing for the volume element with respect to the Euclidean 
metric in $\mathbb{R}^{m+1}$. The critical points of this functional 
are now of the form
\begin{align*}
\Delta_{f(\Gamma)}H_{f(\Gamma)}^{m-1}+m(m-1)H_{f(\Gamma)}^{m+1}
-H_{f(\Gamma)}^{m-1}R_{f(\Gamma)}=0\,.
\end{align*}
Here $R_{f(\Gamma)}$ denotes the scalar curvature. We may observe that 
$R_{f(\Gamma)}=2K_{f(\Gamma)}$ when $m=2$, so this Euler-Lagrange equation 
agrees with \eqref{Euler-Lagrange equation} in the two-dimensional case. 
However, this generalization has the drawback that the corresponding Willmore 
functional is no longer conformally invariant except when $m=2$.

The Willmore problem has been studied by many authors, among them 
Thomsen, Blaschke, Willmore, Chen, Weiner, Li, Yau, Bryant, Kusner, Simon, 
Mayer, Simonett, Bauer, Kuwert, Sch\"atzle, Pinkall, Sterling, Schmidt, 
Marques, and Neves; see
 \cite{MBEK,WBDGIII,RBDW,BYCV,FAWC,RKCW,EKSE,KSGF,EKRS,LYCW,MSSI,MSWF,UPHT,
 PSWS,MSWC,LSMW,GSWF,GTKGI,JWPC,TJWR}. 
It is well-known that the Willmore functional is bounded below by 
$4\pi$ with equality only for the round sphere. Then the famous Willmore
 conjecture due to Willmore asserts that for any immersed $2$-dimensional 
torus into $\mathbb{R}^3$ we have $W(f)\geq{2\pi^2}$, and it suggests that the
 $2$-dimensional Clifford torus achieves the minimum of the Willmore 
functional amongst all immersed tori in $\mathbb{R}^3$. In 1982, Li and Yau \cite{LYCW}
showed that any immersion with $W(f)<8\pi$ must in fact be an embedding. 
In other words, it will suffice to estimate $W(f)$ for embeddings. 
A classification of all Willmore immersions $f:\mathbb{S}^2\to \mathbb{R}^3$
is obtained by Bryant \cite{RBDW}. The possible values of
\begin{align*}
W(f)=\int_{f(\mathbb{S}^2)} H_{f(\mathbb{S}^2)}^{2}\, d\sigma
\end{align*}
are $4n\pi$ with $n=1$, or $n\geq{4}$ and $n$ even, or $n\geq{9}$ and $n$ odd. 
Existence and regularity for embedded tori in the Willmore conjecture has 
been proven by Simon \cite{LSMW}, and later this result is generalized by 
Bauer, Kuwert \cite{MBEK} for an extension of the conjecture by 
Kusner \cite{RKCW} to higher genus cases. An existence, uniqueness and 
regularity result on the Willmore flow is presented by Simonett \cite{GSWF}. 
It is proven therein that the Willmore flow admits a unique smooth solution. 
Moreover, this solution exists globally when it is initially close enough to 
spheres in the $C^{2+\alpha}$-topology and is exponentially attracted by 
spheres. In \cite{MSSI}, Mayer and  Simonett  proved that the Willmore 
flow can drive embedded surfaces to a self-intersection in a finite time interval.
 Moreover, numerical simulations in \cite{MSWF} indicate that the Willmore 
flow can develop true singularities (topological changes) in finite time. 
Kuwert and Sch\"atzle \cite{EKSE} show that the smooth solutions are global 
as long as the initial Willmore energy is sufficiently small. 
Later, the same authors improve this result in \cite{EKRS} by finding an 
explicit optimal bound for the restriction on the initial energy;
 that is, if the smooth immersion $f_0:\Gamma\to \mathbb{R}^3$ satisfies 
$W(f_0)\leq{8\pi}$, then the solution with initial data $f_0$ exists 
smoothly for all time and converges to a round sphere. Recently, in a 
breakthrough paper, Marques and Neves \cite{FAWC} prove the Willmore 
conjecture for surfaces of arbitrary genus $g\geq 1$; i.e., $W(f)\geq 2\pi^2$ 
for all embedded $\Gamma$ with genus $g\geq 1$, and the equality holds
 if and only if $\Gamma$ is conformal to the Clifford torus.


\subsection*{Assumptions}
Throughout this paper, we assume that $({\sf{M}},g)$ is a compact, closed, 
embedded, oriented, real analytic hypersurface in $\mathbb{R}^3$ 
endowed with the Euclidean metric $g$ with the exception of Section~3,
 wherein we remove the restriction on the dimension of ${\sf{M}}$. 
The notation $(\cdot|\cdot)$ always stands for the standard inner product 
in $\mathbb{R}^3$. We may find for ${\sf{M}}$ a \emph{normalized atlas} 
$\mathfrak{K}:=({\sf{O}_{\kappa}},\varphi_{\kappa})_{{\kappa}\in \mathfrak{K}}$. 
An atlas $\mathfrak{K}$ is called \emph{normalized} if 
$\varphi_{\kappa}({\sf{O}_{\kappa}})= {\mathbb{B}^2}$ for all $\kappa\in\mathfrak{K}$. 
Here ${\mathbb{B}^2}$ is the open unit ball centered at the origin in $\mathbb{R}^2$. 
Put $\psi_{\kappa}=\varphi_{\kappa}^{-1}$.

A family $({\pi_\kappa})_{{\kappa}\in\mathfrak{K}}$ is called a 
\emph{localization system subordinate to} $\mathfrak{K}$ if:
\begin{itemize}
\item[(L1)] ${\pi_\kappa}\in\mathcal{D}({\sf{O}_{\kappa}},[0,1])$ and 
$(\pi_{\kappa}^{2})_{\kappa\in{\mathfrak{K}}}$ is a partition of unity 
subordinate to $\mathfrak{K}$.

\item[(L2)] Any ${\pi_\kappa}$ and $\pi_{\eta}$ satisfying 
$\operatorname{supp}({\pi_\kappa})\cap \operatorname{supp}({\pi_\eta})\neq \emptyset$
 have their supports located within the same local chart.
\end{itemize}
For any manifold satisfying the above assumptions, there exists a 
localization system. See \cite[Lemma~3.2]{FSM} for a proof. 
Condition (L2)  is not an additional assumption,  because of the compactness
 of $\sf{M}$.



\subsection*{Notation}
Throughout this paper, ${\mathbb{N}}_0$ stands for the set of natural numbers 
including $0$. For any interval $I$, $\mathring{I}$  denotes the interior 
of $I$, and $\dot{I}:=I\setminus\{0\}$.

For a fix $0<\alpha<1$. Put $E_0:=h^{\alpha}({\sf{M}})$, $E_1:=h^{4+\alpha}({\sf{M}})$. 
Please refer to the remark below Theorem~\ref{main theorem} for the 
precise definition of the spaces $h^{s}(\sf{M})$. For notational brevity,
 we simply write $\mathfrak{F}(\mathcal{O},\mathbb{R})$ and $\mathfrak{F}({\sf{M}},\mathbb{R})$ as $\mathfrak{F}(\mathcal{O})$ 
and $\mathfrak{F}({\sf{M}})$, where $\mathcal{O}$ is any open subset of $\mathbb{R}^2$ 
and $\mathfrak{F}$ stands for any of the function spaces in this paper.

Let $\gamma\in(0,1]$. In the sequel, we denote $(E_0,E_1)_{\gamma}$ 
by $E_{\gamma}$, where $(\cdot,\cdot)_{\gamma}$ is the continuous 
interpolation method. See \cite[Definition~1.2.2]{LSOR} for a definition. 
In particular, we set $(E_0,E_1)_1:=E_1$.

For some fixed interval $I=[0,T]$ and some Banach space $E$, we define
\begin{gather*}
BU\!C_{1-\gamma}(I,E):=\{u\in{C(\dot{I},E)};[t\mapsto{t^{1-\gamma}}u]
 \in{BU\!C(\dot{I},E)},\lim_{t\to{0^+}}{t^{1-\gamma}}\|u\|=0\},
\\
 \|u\|_{C_{1-\gamma}}:=\sup_{t\in{\dot{I}}}{t^{1-\gamma}}\|u(t)\|_{E},
\\
BU\!C_{1-\gamma}^1(I,E):=\{u\in{C^1(\dot{I},E)}: u,\dot{u}\in{BU\!C_{1-\gamma}(I,E)}\}.
\end{gather*}
In particular, we put
\[
BU\!C_0(I,E):=BU\!C(I,E), \quad BU\!C^1_0(I,E):=BU\!C^1(I,E).
\]
In addition, if $I=[0,T)$ is a half open interval, then
\begin{gather*}
C_{1-\gamma}(I,E):=\{v\in{C(\dot{I},E)}:v\in{BU\!C_{1-\gamma}([0,t],E)},\;
 t<T\},\\
C^1_{1-\gamma}(I,E):=\{v\in{C^1(\dot{I},E)}:v,\dot{v}\in{C_{1-\gamma}(I,E)}\}.
\end{gather*}
We equip these two spaces with the natural Fr\'echet topology induced
 by the topology of $BU\!C_{1-\gamma}([0,t],E)$ and $BU\!C_{1-\gamma}^1([0,t],E)$, 
respectively.

Also we set
\[
{\mathbb{E}_0}(I):=C(I,E_0), \quad {\mathbb{E}_1}(I):=C(I,E_1)\cap{C}^1(I,E_0).
\]


In this article, we will show that the Willmore flow \eqref{original eq 1.1} 
admits a real analytic solution jointly in time and space. 
Our motivation for a real analytic solution is mainly stimulated by the following 
facts: a compact closed real analytic manifold cannot have a ``flat part'', 
and real analyticity in time implies that the hypersurface should move 
permanently in the interval of existence.

\begin{theorem} \label{main theorem}
Let $0<\alpha<1$. Suppose that $\Gamma_0$ is a compact closed embedded 
oriented hypersurface in $\mathbb{R}^3$ belonging to the class $h^{2+\alpha}$. 
Then the Willmore flow \eqref{original eq 1.1} has a unique local 
solution $\Gamma=\{\Gamma(t):t\in[0,T)\}$ for some $T>0$. Moreover,
\[
\mathcal{M}:=\cup_{t\in(0,T)}(\{t\}\times\Gamma(t))
\]
is a real analytic submanifold in $\mathbb{R}^{4}$. In particular, 
each manifold $\Gamma(t)$ is real analytic for $t\in(0,T)$.
\end{theorem}

For any open subset $\mathcal{O}\subset\mathbb{R}^{2}$, the little H\"older 
space $h^{s}(\mathcal{O})$ of order $s>0$ with $s\notin{\mathbb{N}}$ is the closure 
of $BU\!C^{\infty}(\mathcal{O})$ in $BU\!C^{s}(\mathcal{O})$. 
Here $BU\!C^{s}(\mathcal{O})$ is the Banach space of all bounded and 
uniformly H\"older continuous functions. The little H\"older space 
$h^{s}(\sf{M})$ on $\sf{M}$ is defined in terms of the atlas $\mathfrak{K}$;
 that is, a function $u$ belongs to $h^{s}({\sf{M}})$ if and only if 
$\psi_{\kappa}^{\ast}{\pi_\kappa}u\in h^{s}(\mathbb{R}^{2})$, for each 
$\kappa\in\mathfrak{K}$.


\section{Parameterization over a reference manifold}

In equation \eqref{original eq 1.1}, if we fix an embedded initial 
hypersurface $\Gamma_0$ belonging to the class $h^{2+\alpha}$, 
then by the discussion in \cite[Section~4]{MCH} we can find a real 
analytic compact closed embedded oriented hypersurface ${\sf{M}}$, a 
function $\rho_0 \in h^{2+\alpha}(\sf{M}) $ and a parameterization
\[
\Psi_{\rho_0}:{\sf{M}}\to \mathbb{R}^3,\quad 
\Psi_{\rho_0}(p):=p+\rho_0(p){\nu}_{\sf{M}}(p)
\]
such that $\Gamma_0=\operatorname{im}(\Psi_{\rho_0})$. Here 
${\nu}_{\sf{M}}(p)$ denotes the unit normal with respect to a chosen orientation 
of $\sf{M}$ at $p$, and $\rho_0:{\sf{M}}\to  (-a,a)$ is a real-valued function on 
${\sf{M}}$, where $a$ is a sufficiently small positive number depending on the 
inner and outer ball condition of ${\sf{M}}$. The reader may 
consult \cite[Section~4.1]{MCH} for the precise bound of $a$. 
Thus $\Gamma_0$ lies in the $a$-tubular neighborhood of ${\sf{M}}$. 
In fact, it will suffice to assume $\Gamma_0$ to be a $C^2$-manifold 
for the existence of such a parameterization and a real analytic reference 
manifold. See \cite[Section~4]{MCH} for a detailed proof.

Analogously, if $\Gamma(t)$ is $C^1$-close enough to ${\sf{M}}$, then we can 
find a function $\rho:[0,T)\times{\sf{M}}\to (-a,a)$ for some $T>0$ and 
a parameterization
\[
\Psi_{\rho}:{[0,T)}\times{\sf{M}}\to \mathbb{R}^3,\quad
\Psi_{\rho}(t,p):=p+\rho(t,p){\nu}_{\sf{M}}(p)
\]
such that $\Gamma(t)=\operatorname{im}(\Psi_{\rho}(t,\cdot))$ for every 
$t\in [0,T)$. It is worthwhile to mention that $\Psi_{\rho}$ admits an 
extension on $\mathbb{R}^{3}$, called Hanzawa transform, which is first 
introduced by Hanzawa in \cite{HCSS}.

For any fixed $t$, I do not distinguish between $\rho(t,\cdot)$ and 
$\rho(t,\psi_{\kappa}(\cdot))$ in each local coordinate 
$({\sf{O}_{\kappa}},\varphi_{\kappa})$ and abbreviate $\Psi_{\rho}(t,\cdot)$ 
to be $\Psi_{\rho}:=\Psi_{\rho}(t,\cdot)$. In addition, the hypersurface 
$\Gamma(t)$ will be simply written as $\Gamma_{\rho}$ as long as the choice 
of $t$ is of no importance in the context, or $\rho$ is independent of $t$.

We put
\[
\mho:=\{\rho\in{h^{2+\alpha}({\sf{M}})}: \|\rho\|_{\infty}^{\sf{M}}<a\}.
\]
Here $\|\rho\|_{\infty}^{\sf{M}}:=\sup_{p\in{\sf{M}}}|\rho(p)|$. For any $\rho\in\mho$, 
$\operatorname{im}(\Psi_{\rho})$ constitutes a $h^{2+\alpha}$-hypersurface 
$\Gamma_{\rho}$. In this case, $\Psi_{\rho}$ defines a 
$h^{2+\alpha}$-diffeomorphism from ${\sf{M}}$ onto $\Gamma_{\rho}$.

Here and in the following, it is understood that the Einstein 
summation convention is employed and all the summations run from $1$ to $2$ 
for all repeated indices.

In \cite{MCH}, J.~Pr\"uss and G.~Simonett derive global expressions for many 
geometric objects of $\Gamma_{\rho}$ in terms of the function $\rho$. 
I will use some results therein to translate equation \eqref{original eq 1.1}
 into a differential equation in $\rho$. By \cite[formula~(23), (28)]{MCH}, 
we have the following explicit expressions for the components of the first 
fundamental form and the normal vector of $\Gamma_{\rho}$:
\begin{gather} \label{gamma_ij}
g^{\Gamma}_{ij}=g_{ij}-2\rho{l}_{ij}+\rho^{2}l^{r}_{i}l_{jr}
 +\partial_{i}\rho\partial_{j}\rho, \\
\label{nu}
\nu_{\Gamma}=\beta(\rho)(\nu_{\sf{M}}-a(\rho)).
\end{gather}
In \eqref{gamma_ij}, the $l^i_j$'s are the components of the Weingarten 
tensor $L_{\sf{M}}$ of ${\sf{M}}$ with respect to $g$; i.e., 
$L_{\sf{M}}=l_{i}^{j}\tau^{i}\otimes\tau_j$, where $\{\tau_{i}=\partial_{i}\}$ 
forms a basis of $T_{p}{\sf{M}}$ at $p\in{\sf{M}}$ and $\{\tau^{i}\}$ is the dual 
basis to $\{\tau_{i}\}$; i.e., $(\tau^i|\tau_j)=\delta^i_j$. 
The extension of $L_{\sf{M}}$ into $\mathbb{R}^3$, by identifying it to be zero 
in the normal direction, is denoted by $L_{\sf{M}}^{\mathcal{E}}$, namely, 
$L_{\sf{M}}^{\mathcal{E}}=l_{i}^{j}\tau^{i}\otimes\tau_j
+0\cdot\nu_{\sf{M}}\otimes\nu_{\sf{M}}$. It is a simple matter to check that
\begin{equation} \label{standard basis}
\tau^{\Gamma}_{i}=(I-\rho{L_{\sf{M}}^{\mathcal{E}}})\tau_{i}
+\nu_{\sf{M}}\partial_{i}\rho
\end{equation}
forms the standard basis of $T_{\Psi_{\rho}(p)}{\Gamma_{\rho}}$. 
In addition, the $l_{ij}$'s are the components of the second fundamental 
form $L^{\sf{M}}$ of the metric $g$. Finally, 
$g^{\Gamma}_{ij}=(\tau^{\Gamma}_{i}|\tau^{\Gamma}_{j})$ are the components 
of the first fundamental form of the Euclidean metric $g_{\Gamma}$ on 
$\Gamma_{\rho}$. We set $G^{\Gamma}(\rho)=(g^{\Gamma}_{ij})_{ij}$ and 
$G^{-1}_{\Gamma}(\rho)$ for its inverse.

In \eqref{nu}, the terms $a(\rho)$ and $\beta(\rho)$ read 
\[
a(\rho)=(I-\rho{L_{\sf{M}}^{\mathcal{E}}})^{-1}\nabla_{\sf{M}}\rho,\quad
\beta(\rho)=[1+|a(\rho)|^2]^{-1/2}.
\]
Here $\nabla_{\sf{M}}$ is the surface gradient on $\sf{M}$.

For sufficiently small $a>0$, the operator $(I-\rho{L_{\sf{M}}^{\mathcal{E}}})$ 
is invertible.  One can check that
\[
I-\rho{L_{\sf{M}}^{\mathcal{E}}}=(\delta_{i}^{j}-\rho{l}_{i}^{j})
\tau^{i}\otimes\tau_{j}+\nu_{\sf{M}}\otimes\nu_{\sf{M}}.
\]
Thus
\begin{equation} \label{Inverse formula}
(I-\rho{L_{\sf{M}}^{\mathcal{E}}})^{-1}=r_i^j(\rho)\tau^{i}
\otimes\tau_{j}+\nu_{\sf{M}}\otimes\nu_{\sf{M}},
\end{equation}
where ${R}_{\rho}=(r_i^j(\rho))_{ij}=[(\delta_{i}^{j}-\rho{l}_{i}^{j})_{ij}]^{-1}$.
 By Cramer's rule, all the entries of ${R}_{\rho}$ possess the expression
\[
r_i^j(\rho)=\frac{P_{i}^{j}(\rho)}{Q_{i}^{j}(\rho)}
\]
in every local chart, where $P_{i}^{j}$ and $Q_{i}^{j}$ are polynomials in 
$\rho$ with real analytic coefficients and $Q_{i}^{j}\neq{0}$.

Substituting $(I-\rho{L_{\sf{M}}^{\mathcal{E}}})^{-1}$ by \eqref{Inverse formula}, 
we obtain
\[
|a(\rho)|^2=( r^j_i(\rho) \partial_j\rho\tau^i| r^l_k(\rho) 
\partial_l\rho\tau^k)=g^{ik} r_i^j(\rho) r_k^l(\rho) \partial_{j}
\rho \partial_{l}\rho.
\]
Then
\[
\beta(\rho)=[1+|a(\rho)|^2]^{-1/2}
=[1+g^{ik} r_i^j(\rho) r_k^l(\rho) \partial_{j}\rho \partial_{l}\rho]^{-1/2}.
\]
Note that in every local chart
\[
\beta^2(\rho)=\frac{P^{\beta}(\rho)}{Q^{\beta}(\rho,\partial_{j}\rho)},
\]
where $P^{\beta}(\rho)$ is a polynomial in $\rho$ with real analytic 
coefficients and $Q^{\beta}(\rho,\partial_{j}\rho)\neq{0}$ is a polynomial 
in $\rho$ and its first order derivatives with real analytic coefficients.

The normal velocity can be expressed as
\[
V(t)=(\partial_{t}\Psi_{\rho}|\nu_{\Gamma})
=(\rho_{t}\nu_{\sf{M}}|\nu_{\Gamma})=\beta(\rho)\rho_{t}.
\]
Therefore, the first line of  \eqref{original eq 1.1} is equivalent to
\[
\rho_{t}=-\frac{1}{\beta(\rho)}[\Psi^{\ast}_{\rho}
\Delta_{\Gamma_{\rho}}H_{\Gamma_{\rho}}+2\Psi^{\ast}_{\rho}
H_{\Gamma_{\rho}}(H^2_{\Gamma_{\rho}}-K_{\Gamma_{\rho}})].
\]


Next we shall calculate the Gaussian curvature $K_{\Gamma_{\rho}}$ 
in terms of $\rho$. For simplicity, we write $K_{\rho}$ instead of 
$\Psi^{\ast}_{\rho}K_{\Gamma_{\rho}}$.
Using that
\[
\partial_j \tau_i=\Gamma^{k}_{ij}\tau_k+l_{ij}\nu_{\sf{M}},\quad
\partial_j \tau^{i}=-\Gamma^i_{jk}\tau^k+l^i_j\nu_{\sf{M}},
\]
one may readily obtain
\begin{equation} \label{derivative of WT}
\partial_{j}L_{\sf{M}}^{\mathcal{E}}
=\partial_{j}l^{k}_{i}\tau^{i}\otimes\tau_{k}
 -\Gamma^{i}_{jl}l_{i}^{k}\tau^{l}\otimes\tau_{k}
 +\Gamma^{l}_{jk}l^{k}_{i}\tau^{i}\otimes\tau_{l}
 +l_{j}^{i}l^{k}_{i}\nu_{\sf{M}}\otimes\tau_{k}
+l_{jk}l^{k}_{i}\tau^{i}\otimes\nu_{\sf{M}}.
\end{equation}

Denote by $L^{\Gamma}=(l_{ij}^{\Gamma})_{ij}$ the second fundamental 
form of $\Gamma_{\rho}$ with respect to $g_{\Gamma}$. Then by \eqref{nu} 
and \eqref{standard basis}, we can compute its components $l_{ij}^{\Gamma}$ 
as follows:
\begin{align*}
l_{ij}^{\Gamma}
&=-(\tau^{\Gamma}_{i}|\partial_{j}\nu_{\Gamma})\\
&=-((I-\rho{L_{\sf{M}}^{\mathcal{E}}})\tau_{i}+\nu_{\sf{M}}\partial_{i}\rho|\beta({\partial_{j}\nu_{\sf{M}}-\partial_{j}a(\rho)}))-(\tau^{\Gamma}_{i}|\frac{\partial_{j}\beta}{\beta}\nu_{\Gamma})\\
&=\beta\{{l_{ij}}+\rho(L_{\sf{M}}^{\mathcal{E}}\tau_{i}|\partial_{j}\nu_{\sf{M}})+(\tau_{i}|\partial_{j}(\nabla_{\sf{M}}\rho))+((I-\rho{L_{\sf{M}}^{\mathcal{E}}})\tau_{i}|\partial_{j}[(I-\rho{L_{\sf{M}}^{\mathcal{E}}})^{-1}]\nabla_{\sf{M}}\rho)\\
&\quad +\partial_{i}\rho(\nu_{\sf{M}}|\partial_{j}[(I-\rho{L_{\sf{M}}^{\mathcal{E}}})^{-1}]\nabla_{\sf{M}}\rho)+\partial_{i}\rho(\nu_{\sf{M}}|(I-\rho{L_{\sf{M}}^{\mathcal{E}}})^{-1}[\partial_{j}(\nabla_{\sf{M}}\rho)])\}\\
&=\beta\{{l_{ij}}+\rho{l_{ik}(\tau^{k}|\partial_{j}\nu_{\sf{M}})}+(\tau_{i}|\partial_{j}(\nabla_{\sf{M}}\rho))+(\tau_{i}|\partial_{j}(\rho{L_{\sf{M}}^{\mathcal{E}}})(I-\rho{L_{\sf{M}}^{\mathcal{E}}})^{-1}\nabla_{\sf{M}}\rho)\\
&\quad +\partial_{i}\rho(\nu_{\sf{M}}|\partial_{j}(\rho{L_{\sf{M}}^{\mathcal{E}}})(I-\rho{L_{\sf{M}}^{\mathcal{E}}})^{-1}\nabla_{\sf{M}}\rho)+\partial_{i}\rho(\nu_{\sf{M}}|\partial_{j}(\nabla_{\sf{M}}\rho))\}\\
&=\beta[{l_{ij}}-{l_{ik}}{l^{k}_{j}}\rho+{\partial_{ij}\rho}-\Gamma^{k}_{ij}\partial_{k}\rho
+r_k^l(\rho)(\partial_{j}l_{i}^{k}+\Gamma^{k}_{jh}l_{i}^{h}-\Gamma^{h}_{ij}l_{h}^{k})\rho\partial_{l}\rho \\
&\quad +r_k^l(\rho)l^{k}_{i}\partial_{j}\rho\partial_{l}\rho +r_k^l(\rho)l^{h}_{j}l^{k}_{h}\rho\partial_{i}\rho\partial_{l}\rho +{l^{k}_{j}}\partial_{i}\rho\partial_{k}\rho].
\end{align*}
Here we have used \eqref{derivative of WT} and the following facts:
\begin{itemize}
\item $(\nu_{\sf{M}}|\partial_j\nu_{\sf{M}})=0$.
\item $(\tau^{\Gamma}_{i}|\nu_{\Gamma})=0$.
\item $\partial_j \nu_{\sf{M}}=-l_{ij}\tau^i$.
\item $(I-\rho{L_{\sf{M}}^{\mathcal{E}}})^{-1}\nu_{\sf{M}}=\nu_{\sf{M}}$.
\item $\partial_j a(\rho)=(I-\rho{L_{\sf{M}}^{\mathcal{E}}})^{-1}\partial_j(\nabla_{\sf{M}}\rho)+\partial_j[(I-\rho{L_{\sf{M}}^{\mathcal{E}}})^{-1}]\nabla_{\sf{M}}\rho$.
\item $\partial_j[(I-\rho{L_{\sf{M}}^{\mathcal{E}}})^{-1}]=(I-\rho{L_{\sf{M}}^{\mathcal{E}}})^{-1} \partial_j(\rho{L_{\sf{M}}^{\mathcal{E}}}) (I-\rho{L_{\sf{M}}^{\mathcal{E}}})^{-1}$.
\end{itemize}

Therefore, $ {\det}(L^{\Gamma})$ can be expressed in every local chart as
\[
{\det}(L^{\Gamma})=\beta^{2}(\rho)\frac{P^{\Gamma}(\rho,\partial_{j}\rho,
\partial_{ij}\rho)}{Q^{\Gamma}(\rho)}.
\]
Here $P^{\Gamma}(\rho,\partial_{j}\rho,\partial_{ij}\rho)$ is a polynomial 
in $\rho$ and its derivatives up to second order with real analytic coefficients. 
Moreover, $Q^{\Gamma}(\rho)$ is a polynomial in $\rho$ with real analytic 
coefficients. In particular, we have $Q^{\Gamma}\neq{0}$.

In view of the above computations, within every local chart 
$K_{\rho}= {\det}[G^{-1}_{\Gamma}(\rho)L^{\Gamma}]$ can be expressed locally as
\begin{equation} \label{Gaussian curvature}
K_{\rho}=\beta^{2}(\rho)\frac{P^{\Gamma}(\rho,\partial_{j}\rho,
\partial_{ij}\rho)}{ {\det}(G^{\Gamma}(\rho)) Q^{\Gamma}(\rho)}.
\end{equation}

As a straightforward conclusion of the above computation, we obtain an 
explicit expression for $H_{\rho}:=\Psi^{\ast}_{\rho}H_{\Gamma_{\rho}}$:
\begin{equation}
\label{mean curvature}
\begin{aligned}
 2 H_{\rho}
&=g^{ij}_{\Gamma}l^{\Gamma}_{ij}\\
&=\beta(\rho){g^{ij}_{\Gamma}}[{l_{ij}}-{l_{ik}}{l^{k}_{j}}\rho+{\partial_{ij}\rho}-\Gamma^{k}_{ij}\partial_{k}\rho
+r_k^l(\rho)l^{k}_{i}\partial_{j}\rho\partial_{l}\rho \\
&\quad +r_k^l(\rho)(\partial_{j}l_{i}^{k}+\Gamma^{k}_{jh}l_{i}^{h}
 -\Gamma^{h}_{ij}l_{h}^{k})\rho\partial_{l}\rho
+r_k^l(\rho)l^{h}_{j}l^{k}_{h}\rho\partial_{i}\rho\partial_{l}\rho
 +{l^{k}_{j}}\partial_{i}\rho\partial_{k}\rho]{.}
\end{aligned}
\end{equation}
The reader may also find a different global expression for $H_{\rho}$
in \cite[formula~(32)]{MCH}. We can decompose $H_{\rho}$ into
$H_{\rho}=P_1(\rho)\rho+F_1(\rho)$:
\[
F_1(\rho)=\frac{\beta(\rho)}{2} {g^{ij}_{\Gamma}}({l_{ij}}
 -{l_{ik}}{l^{k}_{j}}\rho)=\frac{\beta(\rho)}{2}
\operatorname{Tr}[G^{-1}_{\Gamma}(\rho)(L^{\sf{M}}-\rho{L^{\sf{M}}}L_{\sf{M}})],
\]
where $\operatorname{Tr}(\cdot)$ denotes the trace operator,
and
\begin{align*}
P_1(\rho)&=\frac{\beta(\rho)}{2}\Big\{{g^{ij}_{\Gamma}}\partial_{ij}
+{g^{ij}_{\Gamma}}({l^{k}_{j}}\partial_{i}\rho-\Gamma^{k}_{ij})\partial_{k}
\\
&\quad +{g^{ij}_{\Gamma}}[r_k^l(\rho)l^{k}_{i}\partial_{j}\rho +
r_k^l(\rho)(\partial_{j}l_{i}^{k}+\Gamma^{k}_{jh}l_{i}^{h}
-\Gamma^{h}_{ij}l_{h}^{k})\rho
+r_k^l(\rho)l^{h}_{j}l^{k}_{h}\rho\partial_{i}\rho ]\partial_{l}\Big\}
\end{align*}
in every local chart. Note that $\operatorname{Tr}[G^{-1}_{\Gamma}(\rho)L^{\sf{M}}]$
changes like $H_{\sf{M}}$ under transition maps and thus is invariant. Analogously,
we can check that $F_1$ is a well-defined global operator. Hence so is
$P_1(\rho)$.

In addition, it is a well-known fact that 
$\Psi_{\rho}^{\ast}\Delta_{\Gamma_{\rho}}=\Delta_{\rho}\Psi_{\rho}^{\ast}$, 
where $\Delta_{\Gamma_{\rho}}$ and $\Delta_{\rho}$ are the Laplace-Beltrami 
operators on $(\Gamma_{\rho},g_{\Gamma})$ and $({\sf{M}},\sigma(\rho))$, 
respectively. Here $\sigma(\rho):=\Psi_{\rho}^{\ast}g_{\Gamma}$ stands 
for the pull-back metric of $g_{\Gamma}$ on ${\sf{M}}$ by $\Psi_{\rho}$. 
Then in every local chart, the Laplace-Beltrami operator $\Delta_{\rho}$ can 
be expressed as
\begin{equation} \label{Laplacian}
\Delta_{\rho}=\sigma^{jk}(\rho)(\partial_j\partial_k
 -\gamma^i_{jk}(\rho)\partial_i).
\end{equation}
Here $\sigma^{jk}(\rho)$ are the components of the induced metric 
$\sigma^{\ast}(\rho)$ of $\sigma(\rho)$ on the cotangent bundle. 
Note that $\sigma^{jk}(\rho)$ involves the derivatives of $\rho$ merely 
up to order one. $\gamma^i_{jk}(\rho)$ are the corresponding Christoffel 
symbols of $\sigma(\rho)$, which contain the derivatives of $\rho$ up to 
second order.

There exists a global operator $R(\rho)\in{\mathcal{L}(h^{3+\alpha}({\sf{M}}),E_0)}$ 
such that $R(\cdot)$ is well defined on $\mho$ and
\[
R(\rho)\rho=\frac{1}{2\beta(\rho)}\Delta_{\rho}
[\beta(\rho)\operatorname{Tr}(G^{-1}_{\Gamma}(\rho)L^{\sf{M}})]
-\frac{\rho}{2\beta(\rho)}\Delta_{\rho}[\beta(\rho)
\operatorname{Tr}(G^{-1}_{\Gamma}(\rho){L^{\sf{M}}}L_{\sf{M}})].
\]
We set
\begin{gather*}
P(\rho):=\frac{1}{\beta(\rho)}\Delta_{\rho}P_1(\rho)+R(\rho),\quad
\rho\in\mho, \\
F(\rho):=-\frac{1}{\beta(\rho)}\Delta_{\rho}F_1(\rho)
 +R(\rho)\rho-\frac{2}{\beta(\rho)}H_{\rho}(H_{\rho}^{2}-K_{\rho}),\quad
 \rho\in\mho\cap{h^{3+\alpha}({\sf{M}})}.
\end{gather*}
Note that third order derivatives of $\rho$ do not appear in $F(\rho)$. 
Hence it is actually well-defined on $\mho$. Based on the above discussion, 
these two maps enjoy the following smoothness properties:
\[
P\in{C}^{\omega}(\mho,\mathcal{L}(E_1,E_0)),\quad
F\in{C}^{\omega}(\mho,E_0).
\]
Here $\omega$ is the symbol for real analyticity. Please refer to 
\cite[Appendix]{URMGSYS} for a proof.

\begin{definition} \label{differential operators} \rm
Let $l\in{\mathbb{N}}_0$. A linear operator 
$\mathcal{A}:\mathcal{D}({\sf{M}})\to \mathbb{R}({\sf{M}})$ 
is called a linear differential operator of order $l$ on ${\sf{M}}$ if in every 
local chart $({\sf{O}_{\kappa}},\varphi_{\kappa})$, there exists some linear differential 
operator
\[
\mathcal{A}_{\kappa}=\sum_{|\alpha|\leq{l}}a^{\kappa}_{\alpha}\partial^{\alpha}
\]
with $a^{\kappa}_{\alpha}\in \mathbb{R}^{\mathbb{B}^2}$ defined on ${\mathbb{B}^2}$ 
such that for any $u\in\mathcal{D}({\sf{M}})$ it holds
\[
\psi_{\kappa}^{\ast}(\mathcal{A}u)=\mathcal{A}_{\kappa}(\psi_{\kappa}^{\ast}u)
\]
Moreover, at least one of the $\mathcal{A}_{\kappa}$'s is of order $l$. 
In particular, when $l=0$, $\mathcal{A}u=au$ for some $a\in \mathbb{R}^{\sf{M}}$.
\end{definition}

By the above definition, $P(\rho)$ is a fourth order linear differential 
operator on ${\sf{M}}$ for each $\rho\in\mho$. In every local chart 
$({\sf{O}_{\kappa}},\varphi_{\kappa})$, the principal part of the local expression of
$P(\rho)$  can be written as
\[
P^{\pi}_{\kappa}(\rho):=\frac{1}{2} \sigma^{kl}(\rho)
g^{ij}_{\Gamma}\partial_{ijkl}.
\]
Given $\xi\in{T^{\ast}{\sf{M}}}$, we estimate the symbol of $P^{\pi}_{\kappa}(\rho)$ 
as follows.
\[
P^{\pi}_{\kappa}(\rho)(\xi)=\frac{1}{2}\sigma^{\ast}(\rho)(\xi,\xi)
g_{\Gamma}^{\ast}(\xi,\xi)\geq{c|\xi|^4}
\]
for some $c>0$, and $g_{\Gamma}^{\ast}$ denotes the induced metric of 
$g_{\Gamma}$ on the cotangent bundle of ${\sf{M}}$. Hence, $P(\rho)$ is a 
normally elliptic fourth order operator acting on functions over ${\sf{M}}$ 
for each $\rho\in\mho$. By \cite[Theorem 3.4]{URMGSYS}, 
$P(\rho)\in\mathcal{H}(E_1,E_0)$, namely, $-P(\rho)$ generates an 
analytic semigroup on $E_0$ with $D(-P(\rho))=E_1$, $\rho\in\mho$.

Now the Willmore flow \eqref{original eq 1.1} can be rewritten as
\begin{equation} \label{transformed eq 1.1}
\begin{gathered}
\rho_t+P(\rho)\rho=F(\rho),\\
\rho(0)=\rho_0,
\end{gathered}
\end{equation}
where $\rho_0\in\mho$. See \cite{CMA,SDF,GSWF} for related work.


Applying \cite[Theorem 4.1]{MCS}, the existence and regularity result 
in \cite{GSWF} can be restated as follows.

\begin{theorem}[{\cite[Theorem 1.1]{GSWF}}] \label{well-posedness}
 Suppose that $\rho_{0}\in\mho$. Then equation \eqref{transformed eq 1.1} 
has a unique solution $\rho$ in the interval of maximal existence 
$J(\rho_0):=[0,T(\rho_0))$ for some $T(\rho_0)>0$ such that
\[
\rho\in{C^1_{\frac{1}{2}}(J(\rho_0),E_0)\cap{C_{\frac{1}{2}}(J(\rho_0),E_1)}
\cap{C(J(\rho_0),\mho)}\cap{C^{\frac{1}{2}-\beta_0}(J(\rho_0),E_{\beta_0})}}
\]
for any $\beta_0\in[0,\frac{1}{2}]$. Moreover, each hypersurface $\Gamma(t)$ 
is of class $C^{\infty}$ for $t\in\dot{J}(\rho_0)$.
\end{theorem}



\section{Parameter-dependent diffeomorphisms}

The main purpose of the last two sections is to show that the classical 
solution obtained in Theorem \ref{well-posedness} is in fact real analytic 
jointly in time and space. To this end, I will construct a family of 
parameter-dependent diffeomorphisms acting on functions over ${\sf{M}}$. 
Because the construction applies to manifolds of arbitrary dimensions, 
in this section we assume that ${\sf{M}}$ is a m-dimensional manifold with the 
properties imposed in Section 1.

For a given point $p\in{\sf{M}}$, we choose a normalized atlas $\mathfrak{K}$ 
for ${\sf{M}}$ such that $\varphi_{1}(p)=0\in\mathbb{R}^m$. Choose several open 
subsets $B_{i}$ in ${\mathbb{B}^m}$, the open unit ball centered at the origin 
in $\mathbb{R}^m$, in such a manner that
\begin{itemize}
\item  $B_{i}:=\mathbb{B}^{m}(0,i\varepsilon_{0})$, 
  for $i=1,2,3$ and some $\varepsilon_{0}>0$.
\item  ${B_{3}}\subset\subset{B_{4}}\subset\subset{\mathbb{B}^m}$.
\end{itemize}

Next, We further select two cut-off functions on ${\mathbb{B}^m}$:
\begin{itemize}
\item  $\chi\in{\mathcal{D}(B_{2},[0,1])}$ such that 
 $\chi|_{\overline{B}_{1}}\equiv{1}$. 
 We write $\chi_{\kappa}=\varphi^{\ast}_{\kappa}\chi$.
\item  $\zeta\in\mathcal{D}(B_{4},[0,1])$ such that 
 $\zeta|_{\overline{B}_{3}}\equiv{1}$. We write 
 $\zeta_{\kappa}=\varphi^{\ast}_{\kappa}\zeta$.
\end{itemize}

We define a re-scaled translation on ${\mathbb{B}^m}$ for any
 ${\mu}\in{\mathbb{B}(0,r)}\subset\mathbb{R}^m$ with $r$ sufficiently small:
\[
\theta_{\mu}(x):=x+\chi{(x)}\mu,\quad x\in{\mathbb{B}^m}.
\]

This localization technique in Euclidean spaces is first introduced 
in \cite{ARP} by Escher, Pr\"uss and Simonett to establish regularity 
for solutions to parabolic and elliptic equations.

Given a function $v\in{L_{1,loc}({\mathbb{B}^m})}$, its pull-back and push-forward 
induced by $\theta_{\mu}$ are defined as
\[
{\theta^{\ast}_{\mu}}v:=v\circ{\theta_{\mu}}, \quad
\theta^{\mu}_{\ast}v:=v\circ{\theta_{\mu}^{-1}}.
\]

The diffeomorphism $\theta_{\mu}$ induces a transformation 
$\Theta_{\mu}$ on ${\sf{M}}$ by
\[
\Theta_{\mu}(q)= \begin{cases}
\psi_1(\theta_{\mu}(\varphi_1(q)))  & q\in{\sf{O}}_1,\\
q & q\notin{\sf{O}}_1.
\end{cases}
\]
It can be shown that $\Theta_{\mu} \in \operatorname{Diff}^{\infty}({\sf{M}})$ 
for $\mu\in{\mathbb{B}(0,r)}$ with sufficiently small $r>0$. See \cite{YS1P} for details.
For any $u\in{L_{1,\rm loc}({\sf{M}})}$, we can define its pull-back and 
push-forward induced by $\Theta_{\mu}$ analogously as
\[
{{\Theta}^{\ast}_{\mu}}u:=u\circ{\Theta_{\mu}}, \quad 
\Theta^{\mu}_{\ast}u:=u\circ{\Theta_{\mu}^{-1}}.
\]
We may find an explicit global expression for the transformation 
${{\Theta}^{\ast}_{\mu}}$ on ${\sf{M}}$,
\[
{{\Theta}^{\ast}_{\mu}}u={\varphi^{\ast}_{1}}{\theta^{\ast}_{\mu}}{\psi_{1}^{\ast}}({\zeta_{1}}u)
+(1-{\zeta_{1}})u.
\]
Here and in the following it is understood that a partially defined 
and compactly supported function is automatically extended over the whole 
base manifold by identifying it to be zero outside its original domain.
Likewise, we can express ${\Theta}^{\mu}_{\ast}$ as
\[
{\Theta}^{\mu}_{\ast}={\varphi^{\ast}_{1}}{\theta^{\mu}_{\ast}}
{\psi_{1}^{\ast}}({\zeta_{1}}u)+(1-{\zeta_{1}})u.
\]


Let $I=[0,T]$, $T>0$. Assuming that $J\subset \mathring{I}$ is an open 
interval and $t_{0}\in{J}$ is a fixed point, we choose $\varepsilon_{0}$ 
so small that $\mathbb{B}(t_{0},3\varepsilon_{0})\subset{J}$. 
Next we pick another auxiliary function
\[
\xi\in\mathcal{D}(\mathbb{B}(t_{0},2\varepsilon_{0}),[0,1])\quad
\text{with } \xi|_{\mathbb{B}(t_{0},\varepsilon_{0})}\equiv{1}.
\]
The above construction now engenders a parameter-dependent transformation 
in terms of the time variable:
\[
\varrho_{\lambda}(t):=t+\xi(t)\lambda,\quad\text{for any 
$t\in{I}$ and $\lambda\in{\mathbb{R}}$}.
\]

Now we  define a family of parameter-dependent 
transformations on $I\times{\sf{M}}$. Given a function 
$u:I\times{\sf{M}}\to {\mathbb{R}}$, we set
\[
{{u}_{\lambda,\mu}}(t,\cdot):={{\Theta}^{\ast}_{\lambda,\mu}}u(t,\cdot):={T_\mu }(t){{\varrho}^{\ast}_{\lambda}}u(t,\cdot),
\]
where ${T_\mu }(t)={\Theta}^{\ast}_{\xi(t)\mu}$ and $(\lambda,\mu)\in{\mathbb{B}(0,r)}$.
It is important to note that ${{u}_{\lambda,\mu}}(0,\cdot)=u(0,\cdot)$ 
for any $(\lambda,\mu)\in{\mathbb{B}(0,r)}$ and any function $u$.

The importance of this family of parameter-dependent diffeomorphisms 
lies in the following theorems. Their proofs as well as additional properties 
of this technique can be found in \cite{YS1P}.

\begin{theorem} \label{inverse}
Let $k\in{\mathbb{N}}_{0}\cup\{\infty,\omega\}$. Suppose that $u\in{C(I\times{\sf{M}})}$. 
Then we have that $u\in{C^{k}(\mathring{I}\times{\sf{M}})}$ if and only if for 
any $(t_0,p)\in\mathring{I}\times{\sf{M}}$, there exists $r=r(t_0,p)>0$ and 
a corresponding family of parameter-dependent diffeomorphisms 
$\{{{\Theta}^{\ast}_{\lambda,\mu}}:(\lambda,\mu)\in\mathbb{B}(0,r)\}$ such that
\[
[(\lambda,\mu)\mapsto{{\Theta}^{\ast}_{\lambda,\mu}}u]\in{C^{k}({\mathbb{B}(0,r)},C(I\times{\sf{M}}))}.
\]
\end{theorem}


\begin{proposition} \label{time derivatives}
Suppose that $u\in{\mathbb{E}_1}(I)$. Then $u_{\lambda,\mu} \in{\mathbb{E}_1}(I)$, and
\[
\partial_t[u_{\lambda,\mu}]=(1+\xi'\lambda){{\Theta}^{\ast}_{\lambda,\mu}}u_t
+B_{\lambda,\mu}(u_{\lambda,\mu}),
\]
where
\[
[(\lambda,\mu)\mapsto{B}_{\lambda,\mu}]\in{C}^{\omega}
({\mathbb{B}(0,r)},C(I,\mathcal{L}(E_1,E_0))).
\]
Furthermore, $B_{\lambda,0}=0$.
\end{proposition}

\begin{proposition} \label{regularity of differential operators}
Let $s\in (0,t)$ and $l\in\mathbb{N}_0$. Suppose that $\mathcal{A}$ is a 
linear differential operator of order $l$ on ${\sf{M}}$ satisfying 
$a^{\kappa}_{\alpha}\in{BC^t({\mathbb{B}^m})}$ and 
$a^{1}_{\alpha}\in{BC^t({\mathbb{B}^m})}\cap{C}^{\omega}(\sf{O})$ for some open 
subset $\sf{O}$ such that $B_3\subset\subset{\sf{O}}\subset\subset{\mathbb{B}^m}$. Then
\[
[\mu\mapsto{T}_{\mu}\mathcal{A}T_{\mu}^{-1}]
\in{C}^{\omega}({\mathbb{B}(0,r)},C(I,\mathcal{L}(h^{s+l}({\sf{M}}),h^{s}({\sf{M}})))).
\]
\end{proposition}

\begin{proposition} \label{regularity of transformed functions}
Let $s> 0$. Suppose that $u\in {C^{\omega}(\psi_1(\sf{O}))\cap \mathit{h^{s}}({\sf{M}})}$,
where $\sf{O}$ is defined in Proposition \ref{regularity of differential operators}. 
Then
\[
[\mu\mapsto{T_\mu }u]\in{C^{\omega}({\mathbb{B}(0,r)},C(I,{h}^{s}({\sf{M}})))}.
\]
\end{proposition}


\section{Real analyticity}

By setting $G(\rho):=P(\rho)\rho-F(\rho)$, we may rewrite 
 \eqref{transformed eq 1.1} as
\begin{equation} \label{final eq 1.1}
\begin{gathered}
\rho_t+G(\rho)=0,\\
\rho(0)=\rho_0.
\end{gathered}
\end{equation}

\begin{theorem} \label{main theorem 2}
Let $0<\alpha<1$. Suppose that $\rho_{0}\in \mho$.
Then \eqref{final eq 1.1} has a unique local solution $\rho$ 
in the interval of maximal existence $J(\rho_{0})$ such that
\[
\rho\in{C^{\omega}(\dot{J}(\rho_{0})\times{\sf{M}})}.
\]
\end{theorem}

\begin{proof}
The key steps of the proof are indicated here, while the details can be 
found in \cite{YS1P}.

For any $(t_0,p)\in\dot{J}(\rho_0)\times{\sf{M}}$ and sufficiently small $r>0$, 
a family of parameter-dependent diffeomorphisms ${{\Theta}^{\ast}_{\lambda,\mu}}$ can be defined 
for $(\lambda,\mu)\in{\mathbb{B}(0,r)}$. Henceforth, we always use the notation $\rho$ 
exclusively for the solution to \eqref{transformed eq 1.1} and hence 
to \eqref{final eq 1.1}. Set $u:={\rho}_{\lambda,\mu}$. Then as a consequence 
of Proposition \ref{time derivatives}, $u$ satisfies the equation
\begin{align*}
u_t&=\partial_t[{\rho}_{\lambda,\mu}]=(1+\xi'\lambda){{\Theta}^{\ast}_{\lambda,\mu}}\rho_t+{B}_{\lambda,\mu}(u)\\
&=-(1+\xi'\lambda){{\Theta}^{\ast}_{\lambda,\mu}}G(\rho)+{B}_{\lambda,\mu}(u)\\
&=-(1+\xi'\lambda){T_\mu }G({{\varrho}^{\ast}_{\lambda}}\rho)+{B}_{\lambda,\mu}(u)\\
&=-(1+\xi'\lambda){T_\mu }G({T}^{-1}_{\mu}u)+{B}_{\lambda,\mu}(u):=-H_{\lambda,\mu}(u).
\end{align*}
Select $I:[\varepsilon,T]\subset\subset{\dot{J}(\rho_{0})}$ such that 
$t_{0}\in\mathring{I}$ and $\mathbb{B}(t_0,3\varepsilon_0)
\subset\subset\mathring{I}$. Then we define ${\mathbb{E}_0}(I)$ and ${\mathbb{E}_1}(I)$ 
as in Section~1 by moving the initial point from $0$ to $\varepsilon$. Set
\[
\mathbb{E}_1^a (I):=\{v\in{\mathbb{E}_1}(I):\|v\|_{\infty}<a\},
\]
where $\|v\|_{\infty}:=\sup_{(t,q)\in I\times{\sf{M}}} |v(t,q)|$.

For $\mathcal{A}\in\mathcal{H}(E_1,E_0)$, we say that 
$({\mathbb{E}_0}(I),{\mathbb{E}_1}(I))$ is a pair of maximal regularity of $\mathcal{A}$, if
\[
(\frac{d}{dt}+\mathcal{A},\gamma_{\varepsilon})\in\operatorname{Isom}
({\mathbb{E}_1}(I),{\mathbb{E}_0}(I)\times{E_1}),
\]
where $\gamma_{\varepsilon}$ is the evaluation map at $\varepsilon$; 
i.e., $\gamma_{\varepsilon}(u)=u(\varepsilon)$. Next we define
\[
\Phi:{\mathbb{E}_1^a }(I)\times{\mathbb{B}(0,r)}\to {\mathbb{E}_0}(I)\times{E_1}\quad
\text{as } 
\Phi(v,(\lambda,\mu))\mapsto\dbinom{v_t+H_{\lambda,\mu}(v)}
{\gamma_{\varepsilon}(v)-\rho(\varepsilon)}.
\]
Note that $\Phi({\rho}_{\lambda,\mu},(\lambda,\mu))=\dbinom{0}{0}$ 
for any $(\lambda,\mu)\in{\mathbb{B}(0,r)}$.

(i) Our first goal is to prove that
$\Phi\in{C^{\omega}({\mathbb{E}_1^a }(I)\times{\mathbb{B}(0,r)},{\mathbb{E}_0}(I)\times{E_1})}$.
By Proposition \ref{time derivatives}, 
${B}_{\lambda,\mu}\in{C^{\omega}({\mathbb{B}(0,r)},C(I,\mathcal{L}(E_1,E_0)))}$. 
We define a bilinear and continuous map
\[
f:C(I,\mathcal{L}(E_1,E_0))\times{{\mathbb{E}_1}(I)}\to {\mathbb{E}_0}(I),\quad
(T(t),u(t))\mapsto{T(t)(u(t))}.
\]
Hence $[(v,(\lambda,\mu))\mapsto{f({B}_{\lambda,\mu},v)}
={B}_{\lambda,\mu}(v)]\in{C^{\omega}({\mathbb{E}_1^a }(I)\times{\mathbb{B}(0,r)},{\mathbb{E}_0}(I))}$.

On the other hand, let $\pi=\sum_{\eta\in\mathcal{C}(1)}\pi_{\eta}^2$, where
\[
\mathcal{C}(1):=\{\eta\in\mathfrak{K}: 
\operatorname{supp}(\pi_{\eta})\cap{\operatorname{supp}(\pi_1)\not=\emptyset}\}.
\]
We decompose $G$ into
\[
G=\pi{G}+\sum_{\eta\notin\mathcal{C}(1)}\pi_{\eta}^2G.
\]
According to our construction of ${{\Theta}^{\ast}_{\mu}}$ and of the localization system, 
we may assume that $\pi|_{\sf{O}}\equiv{1}$, where $\sf{O}$ is defined 
in Proposition \ref{regularity of differential operators} with $m=2$. 
See \cite[Lemma~3.2]{FSM} for details.

Taking into account \eqref{Gaussian curvature}, \eqref{mean curvature} 
and \eqref{Laplacian}, in every local chart $({\sf{O}_{\kappa}},\varphi_{\kappa})$ 
and for any $v\in{\mathbb{E}_1^a }(I)$, $G(v)$ can be expressed as
\[
\frac{\beta^{2n}(v)P^{G}(v,\dots,
\partial_{ijkl}v)}{{ {\det}(G^{\Gamma}(v))^{s_1}} 
{\det}([\sigma(v)])^{s_2}Q^{G}(v)},
\]
where $n,s_1,s_2\in{\mathbb{N}}$. $[\sigma(v)]$ is the matrix representation of 
the metric $\sigma(v)$. Here $\sigma(v)$ is defined in a similar manner 
to $\sigma(\rho)$ with $\rho$ replaced by $v$. Analogously, $G^{\Gamma}(v)$ 
is defined in a similar way to $G^{\Gamma}(\rho)$. Meanwhile, $P^{G}$ is 
a polynomial in $v$ and its derivatives up to fourth order with real analytic 
coefficients, and $Q^{G}$ is a polynomial in $v$ with real analytic coefficients.
In particular, $ {\det}([\sigma(v)])$ only involves first order derivatives 
of $v$.

Therefore, $\pi{G}(v)$ can be decomposed globally into
\[
\frac{\mathcal{P}_0+\mathcal{P}^1_1{v}\dots\mathcal{P}^1_{k_1}{v}+\dots
+\mathcal{P}^r_1{v}\dots\mathcal{P}^r_{k_r}{v}}{\mathcal{Q}_0
+\mathcal{Q}^1_1{v}\dots\mathcal{Q}^1_{l_1}{v}+\dots+\mathcal{Q}^s_1{v}
\dots\mathcal{Q}^s_{l_s}{v}},
\]
where $\mathcal{P}_0$, 
$\mathcal{Q}_0\in C^{\infty}({\sf{M}})\cap C^{\omega}(\psi_1(\sf{O}))$. 
The $\mathcal{P}^i_{j}$'s are linear differential operators on ${\sf{M}}$ up 
to fourth order, and the $\mathcal{Q}^i_{j}$'s are linear differential 
operators of order at most one on ${\sf{M}}$. Their coefficients in every 
local chart satisfy that $a^{\kappa}_{\alpha}\in{BC^{\infty}({\mathbb{B}^2})}$ 
and $a^{1}_{\alpha}\in{BC^{\infty}({\mathbb{B}^2})}\cap{C^{\omega}({\sf{O}})}$. 
By Proposition \ref{regularity of transformed functions}, we deduce that
\[
[\mu\mapsto(T_\mu \mathcal{P}_0, T_\mu \mathcal{Q}_0)]
\in C^{\omega}({\mathbb{B}(0,r)},C(I,E_1)\times C(I,E_1)).
\]
Analogously, it follows from Proposition 
\ref{regularity of differential operators} that
\[
[\mu\mapsto{T_\mu }\mathcal{P}^i_{j}T^{-1}_{\mu}]\in{C^{\omega}({\mathbb{B}(0,r)},
C(I,\mathcal{L}(E_1,E_0)))}
\]
and
\[
[\mu\mapsto{T_\mu }\mathcal{Q}^i_{j}T^{-1}_{\mu}]\in{C^{\omega}
({\mathbb{B}(0,r)},C(I,\mathcal{L}(E_1,h^{3+\alpha}({\sf{M}}))))}.
\]
Combining the above discussion with point-wise multiplication theorems 
on Riemannian manifolds, we infer that
\[
[(v,\mu)\mapsto{T_\mu }(\pi{G})T^{-1}_{\mu}v]\in{C^{\omega}
({\mathbb{E}_1^a }(I)\times{\mathbb{B}(0,r)},{\mathbb{E}_0}(I))}.
\]
Applying these arguments repeatedly to the other terms $\pi_{\eta}^{2}G$, 
we conclude that
\[
\Phi\in{C^{\omega}({\mathbb{E}_1^a }(I)\times{\mathbb{B}(0,r)},{\mathbb{E}_0}(I)\times{E_1})}.
\]

(ii) Next we look at the Fr\'echet derivative of $\Phi$ in the first component:
\[
D_1\Phi(v,(\lambda,\mu))w=\begin{pmatrix} w_t+(1+\xi'\lambda)
{T_\mu }DG({T}^{-1}_{\mu}v){T}^{-1}_{\mu}w-{B}_{\lambda,\mu}(w) \\
\gamma_{\varepsilon}w \end{pmatrix}.
\]
Thus
\[
D_1\Phi(\rho,(0,0))w=\begin{pmatrix} w_t+DG(\rho)w \\\gamma_{\varepsilon}w
\end{pmatrix}.
\]
Observe that $DG(\rho)$ is a fourth order linear differential operator 
whose coefficients satisfy $a^{\kappa}_{\alpha}\in{E_0}$. 
The principal part of $DG(\rho)$ in every local chart coincides with that 
of $P(\rho)$; that is, $P^{\pi}_{\kappa}(\rho)$. By the discussion in Section~2, 
we know that $DG(\rho(t,\cdot))$ is a normally elliptic operator for 
every fixed $t \geq 0$. As a consequence of \cite[Theorem~3.6]{URMGSYS}, 
it follows that $({\mathbb{E}_0}(I),{\mathbb{E}_1}(I))$ is a pair of maximal regularity 
for $DG(\rho(t,\cdot))$.

We set $\mathcal{A}(t)=DG(\rho(t,\cdot))$. It follows that
\[
(\frac{d}{dt}+\mathcal{A}(s),\gamma_{\varepsilon})
\in\operatorname{Isom}({\mathbb{E}_1}({I}),{\mathbb{E}_0}({I})\times{E_1}),\quad
\text{for every } s\in{{I}}.
\]
By \cite[Lemma 2.8(a)]{MCS}, we have
\[
(\frac{d}{dt}+\mathcal{A}(\cdot),\gamma_{\varepsilon})
\in\operatorname{Isom}({\mathbb{E}_1}(\mathit{I}),{\mathbb{E}_0}(\mathit{I})\times{E_1}).
\]

Now we  apply the implicit function theorem. 
It follows right away that there exists an open neighborhood, 
say $\mathbb{B}(0,r_0)\subset{\mathbb{B}(0,r)}$, such that
\[
[(\lambda,\mu)\mapsto{\rho}_{\lambda,\mu}]\in{C^{\omega}
(\mathbb{B}(0,r_0),{\mathbb{E}_1}(I))}.
\]
As a consequence of Theorem \ref{inverse}, we deduce that 
$\rho\in{C^{\omega}(\dot{J}(\rho_0)\times{\sf{M}})}$. This completes the proof.
\end{proof}

\begin{proof}[Proof of Theorem \ref{main theorem}]
For each $(t_0,q)\in\mathcal{M}=\cup_{t\in\dot{J}
(\rho_0)}(\{t\}\times\Gamma(t))$, there exists a $p\in{\sf{M}}$ such that 
$\Psi_{\rho}(t_0,p)=q$. Here $\Gamma(t)=\operatorname{im}(\Psi_{\rho}(t,\cdot))$. 
Theorem \ref{main theorem 2} states that there exists a local patch 
$(\sf{O}_{\kappa},\varphi_{\kappa})$ such that $p\in\sf{O}_{\kappa}$ and $\rho\circ\psi_{\kappa}$ 
is real analytic in $\dot{J}(\rho_0)\times{\mathbb{B}^2}$.
Therefore, we conclude that
\[
[(t,x)\mapsto (t,\psi_{\kappa}(x)+\rho(t,\psi_{\kappa}(x))
\nu_{\sf{M}}(\psi_{\kappa}(x))]\in{C^{\omega}(\dot{J}(\rho_0)
\times{\mathbb{B}^2},\mathcal{M})}.
\]
This proves the assertion of Theorem \ref{main theorem}.
\end{proof}


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\end{document}

