Calculate the inverse of Hessian matrix

affine-geometryhessian-matrixpartial differential equations

In the question Calculating the determinant of the Hessian of a function, we know that the Hessian of function
$$f(x_1,\dots,x_n) = g\bigg(x_1,\bigg(\sum_{i=2}^n x_i^2\bigg)^{1/2}\bigg), $$

and denote
\begin{equation}
t:=x_1 \quad \text{and}\quad r:= \bigg(\sum_{i=2}^n x_i^2\bigg)^{1/2},
\end{equation}

is given by

\begin{align}
D^2 f &= J_1^T\big(H_1 – \frac{g_r}{r}I_2\big)J_1 + \frac{g_r}{r}I_n ,
\end{align}

where $I_k$ is the $k\times k$ identity matrix,
$$J_1 = \left(
\begin{array}{ccccc}
1 & 0 & 0 & \cdots & 0 \\
0 & \frac{x_2}{r} & \frac{x_3}{r} & \cdots & \frac{x_n}{r} \\
\end{array}
\right),
$$

and
$$H_1 = \left(
\begin{array}{cc}
g_{tt} & g_{tr} \\
g_{rt} & g_{rr} \\
\end{array}
\right).
$$

Then the determinant of the Hessian of $f$ is given by
\begin{equation}
\det D^2f = (g_{tt}g_{rr}-g_{tr}^2)\bigg(\frac{g_r}{r}\bigg)^{n-2}.
\end{equation}

My question is how to calculate the inverse of Hessian $ D^2 f$, or how to get the following formula
$$\sum_{i,j=1}^nf^{ij}w_{ij}=(n-2)\frac{r}{g_r}\frac{w_r}{r}+\frac{g_{tt}w_{rr}+g_{rr}w_{tt}-2g_{rt}w_{rt}}{g_{rr}g_{tt}-g_{rt}^2},$$
where $\{f^{ij}\}$ is the inverse matrix of $ D^2 f$ and $w=(\det D^2 f)^{-\frac{n+1}{n+2}}.$

This question come from the paper The Bernstein problem for affine maximal hypersurfaces by Neil S. Trudinger and Xu-Jia Wang, I have made efforts to calculate it, but failed. I hope I can find some good ideas here, thank you.

Best Answer

Finally, I figured it out. I will use the well-known formula $$\left.\frac{d}{ds}\det(A+sB)\right|_{s=0}=\det A \cdot\text{tr}(A^{-1}B)\,.$$

We denote $D^2f=(f_{ij})$ and $D^2 w=(w_{ij})$, and note that $$\det D^2 f=\left(\frac{g_r}{r}\right)^{n-2}\left(g_{rr}g_{tt}-g_{rt}^2\right),$$ then we have $$\begin{aligned}\det\big((f_{ij})&+s(w_{ij})\big)\\&=\left(\frac{g_r+sw_r}{r}\right)^{n-2}\left((g_{rr}+sw_{rr})(g_{tt}+sw_{tt})-(g_{rt}+sw_{rt})^2\right),\end{aligned}$$ differentiating it at $s=0$ directly yields $$\begin{aligned}(n-2)\left(\frac{g_r}{r}\right)^{n-3}\frac{w_r}{r} \left(g_{rr}g_{tt}-g_{rt}^2\right) &+\left(\frac{g_r}{r}\right)^{n-2}(g_{rr}w_{tt}+g_{tt}w_{rr}-2g_{rt}w_{rt})\\&=\det D^2f\cdot\text{tr}\big((D^2f)^{-1}D^2w\big)\,.\end{aligned}$$ Hence, we obtain what we want.

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