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Vous êtes sur la page 1sur 49

April 1, 1998

Abstract

The classical isoperimetric inequality in R3 states that the surface of

smallest area enclosing a given volume is a sphere. We show that the least

area surface enclosing two equal volumes is a double bubble, a surface

made of two pieces of round spheres separated by a
at disk, meeting

along a single circle at an angle of 120o .

1 Introduction

Double, double, toil and trouble, Fire burn and cauldron bubble.

Macbeth Act 4, Scene 1, Line 10

In this paper we nd the unique surface of smallest area enclosing two equal

volumes. The surface is called a double bubble, and is made of two pieces of

round spheres separated by a disk, meeting along a single circle at an angle of

120o . This is the form assumed by two equally sized soap bubbles which are

brought together until their boundaries conglomerate to form a common wall.

Isoperimetric problems, which study maximizing the size of enclosed regions

whose boundary is of xed size, are among the oldest problems in mathematics.

Queen Dido, founder of the city of Carthage, is reported to have purchased all

the land that could be enclosed with the hide of a steer [11]. She cut the hide

into a leather rope, which she formed into a circle to surround a hill upon which

the city of Carthage was founded. For a broad discussion of the isoperimetric

problem see Osserman [30].

The two volume isoperimetric problem in R3 was considered by the Belgian

physicist J. Plateau [31] and appears in C.V. Boys' famous book on soap bubbles.

As Boys wrote,

When however the bubble is not single, say two have been blown in

real contact with one another, again the bubbles must together take

such a form that the total surface of the two spherical segments and

of the part common to both, which I shall call the interface, is the

partially supported by the National Science Foundation.

1

smallest possible surface which will contain the two volumes of air

and keep them separate.

Extensive interest in the problem was revived in recent years by work of

Frank Morgan. The planar case has been solved in [1] by methods special

to two dimensions. In higher dimensions it is not obvious that a solution to

the problem even exists. A fundamental paper of Almgren [3] establishes the

existence of solutions to a great variety of geometric minimization problems,

including multiple component isoperimetric problems in R3 . Despite the fact

that existence was established some time ago, our result is the rst explicit

example of a surface in R3 solving a multiple component isoperimetric problem.

Multiple region isoperimetric problems arise in many elds, including for

example the growth and shape of cells [25], [35]. They were extensively stud-

ied by physical and biological scientists in the 19th century [21],[31]. Plateau

established experimentally that a soap bubble cluster is a piecewise-smooth sur-

face having only two types of singularities. The rst type of singularity occurs

when three smooth surfaces come together along a smooth triple curve at an

angle of 120o . The second type of singularity occurs when six smooth surfaces

and four triple curves converge at a point, with all angles equal. The angles

are equal to those of the cone over the 1-skeleton of a regular tetrahedron. A

mathematical proof that these types of singularities are the only ones possible

in a minimizing bubble in R3 was given by Taylor [34]. However there were

no explicit minimizing bubbles known for any collection of volumes exhibiting

either of these singularities. Thus we have found the rst explicit example of

a closed minimizing surface in R3 known to exhibit some of the singularities

predicted by Plateau.

At the heart of our arguments is a mixture of geometrical analysis and

estimates of geometric quantities obtained by the use of numerical computation.

We perform these calculations in such a way that there are strict estimates on

the accuracy of the computations.

But yet I'll make assurance double sure.

Macbeth Act 4, Scene 1, Line 83

Since it is still somewhat unusual in a mathematical proof to use digital

computers to do calculations involving real numbers, we will say a few words

about the nature of this part of the argument.

Computers are widely known in the mathematical community to have been

used successfully for analysis of discrete and combinatorial problems, such as

the 4-color theorem of Appel and Haken [6]. Problems such as isoperimetric in-

equalities are qualitatively dierent, since they inherently involve real numbers.

Real numbers are represented in digital computers in a
oating point format

which allows exact description of only a nite number of rationals. Simple cal-

culations, like division or even addition, lead to unrepresentable numbers, and

so the computer must round o. For purposes of mathematical proof, the size

of the round o must be accurately bounded throughout the calculation.

2

Methods for strictly estimating solutions of dierential equations exist, but

are not yet widely used in the mathematical community. The vast majority

of numerical work is for approximation and simulation that does not meet the

standards of a mathematical proof. However there are some signicant cases of

oating point numerical methods in traditional mathematical proofs, for exam-

ple Lanford's work on the Feigenbaum Conjectures [24] and Feerman's work

on the stability of matter [14].

Computer calculations are essential to our proof that equal volume double

bubbles minimize area. There are too many to be done by hand.

Within the volume of which time I have seen Hours dreadful.

Macbeth Act 2, Scene 4, Line 2

The proof parameterizes the space of possible solutions by a two-dimensional

rectangle, one dimension corresponding to an angle and the other to a mean

curvature. This rectangle is divided into 22,393 smaller rectangles which are in-

vestigated by calculations involving a total of 90,159 numerical integrals. Every

single calculation is done with strict error bounds, and all results are precise

mathematical statements. All operations conform to the IEEE 754 standard

for computer arithmetic, a widely adopted method of implementing numerical

computations on computers [5].

Our methods indicate that numerical techniques are likely to play an impor-

tant role in future geometrical arguments.

Is there not a double excellency in this?

Merry Wives of Windsor, Act 3, Scene 3, Line 187

The main result is the following, announced in [16]:

Theorem 1 The unique surface of least area enclosing two equal volumes in

R3 is a double bubble.

Corollary 2 For any surface in R3 enclosing two regions, each of volume v,

the area a satises

a3 243v2 ;

with equality if and only if the surface is isomorphic by a rigid motion of R3 to

the double bubble enclosing two regions of volume v.

The rst issue in establishing Theorem 1 is to nd an appropriate category

of surface in which to minimize area.

On my life, my lord, a bubble.

All's Well Act 3, Scene 6, Line 5

3

It suces for our purposes to consider piecewise smooth two-dimensional

surfaces. It is sometimes useful to consider a much more general notion of

surface, the (F; ; ) sets described in [3]. Our arguments actually prove that

the double bubble minimizes in this larger class. Consideration of a larger

class of surfaces is needed primarily in the establishment of the existence and

regularity of a minimizer, carried out in [3] and [34], and we will not need to be

concerned with them in this paper.

Dene a piecewise-smooth curve to be a nite union of smooth curves, with

any two either disjoint or having intersection contained in their boundaries.

Dene a piecewise-smooth surface to be a nite union of smooth surfaces with

piecewise-smooth boundary curves, with any two surfaces either disjoint or in-

tersecting along a piecewise-smooth curve contained in their boundaries. Dene

a bubble to be a piecewise-smooth surface satisfying:

1. Each two dimensional surface has constant mean curvature.

2. The singular set is of the type described by Plateau. It consists of smooth

triple curves along which three smooth surfaces come together at an angle

of 120o and isolated vertices where six smooth surfaces and four triple

curves converge at a point, with all dihedral angles equal. The angles are

equal to those of the cone over the 1-skeleton of a regular tetrahedron.

3. The mean curvatures, around an edge in the singular set where three

surfaces have common boundary, sum up to zero.

The above conditions are necessary for no local perturbation of a piecewise-

smooth surface to decrease the area while preserving the volume in each of its

complementary regions.

A bubble enclosing regions of prescribed volumes is called a minimizing

bubble if it minimizes area among all bubbles enclosing the same volumes. The

regions are not necessarily connected.

Given positive constants v1 and v2 , let a(v1 ; v2 ) denote the inmum of the

area of a piecewise-smooth surface enclosing two regions R1 and R2 in R3 which

are closed bounded sets with disjoint interiors such that volume(R1 ) = v1 and

volume(R2 ) = v2 .

A double bubble enclosing volumes v1 ; v2 is a surface made of three pieces of

round spheres, meeting along a single circle at an angle of 120o , and enclosing

two connected regions having volumes v1 and v2 . We consider the plane to be a

sphere of innite radius in this setting, allowing the interface of a double bubble

to be a
at disk.

It has been conjectured since the work of Plateau that double bubbles give

the most ecient shape for enclosing two given volumes.

Conjecture 3 The double bubble enclosing volumes v1 ; v2 has area equal to

a(v1 ; v2 ).

Theorem 1 solves this conjecture in the case that v1 = v2 .

4

Figure 1: Equal and unequal volume double bubbles in cross-section.

for any two positive numbers v1 , v2 there exists a minimizing bubble S (v1 ; v2 )

in R3 which encloses volumes v1 and v2 . Arguments based on ideas of B. White

and F. Morgan, and developed in [15],[20],[29], show that any solution must be

a surface of revolution. We will need to refer to this proof, so we present a

simple version for the case of two regions in R3 in Theorem 2.6. The lack of

such an argument for isoperimetric problems involving three or more regions in

R3 makes that problem more formidable.

While the reduction to a surface of revolution gives an enormous simpli-

cation in the scale of the problem, F. Morgan has pointed out several major

topological obstacles to solving the double bubble conjecture.

The rst is that the regions R1 and R2 bounded by the minimizing bubble

S (v1 ; v2 ) may not be connected, as illustrated in Figure 2.

A second problem is that S (v1 ; v2 ) may enclose regions in R3 which do not

form part of either R1 or R2 , as in Figure 3. These regions are called empty

regions by Morgan.

A third problem is that S (v1 ; v2 ) may enclose non-simply connected regions.

Since the surface is a surface of revolution, these regions are homeomorphic to

solid tori, and we call them torus components.

There are therefore numerous possible congurations which a minimizing

bubble might take. A recent breakthrough due to Hutchings [20] has given

restrictions on the type of surfaces that can arise in the double bubble problem,

eliminating many possibilities. Some remaining possibilities are depicted in

Figure 4. For the case of equal volumes, Hutchings showed that there were

further constraints. Each region must be connected, leaving exactly two possible

5

Figure 3: Cross-section of a bubble with an empty torus region

congurations, the double bubble and an additional class of possibilities, called

torus bubbles, whose properties will be discussed in Section 4.

In Section 5 we describe the algorithm used in a series of computations

which show that torus bubbles are not minimizers for the two equal volume

isoperimetric problem in R3 .

Techniques similar to those developed in this paper also prove Conjecture 3

for other volume ratios. This will be discussed elsewhere [17].

There's not the smallest orb which thou beholdst,

but in his motion like an angel sings.

Merchant of Venice, Act 5, Scene 1

Almgren showed in [3] that there exists an area minimizing surface in R3

among the set of surfaces enclosing volumes v1 ; v2 . Here surface refers to a

6

generalized notion dened using the methods of geometric measure theory. For

our purposes it suces that this class includes the piecewise-smooth surfaces.

Theorem 2.1 ([3]) S (v1 ; v2 ) exists and is a smooth surface almost everywhere.

The nature of the singularities of S (v1 ; v2 ) was established by Taylor.

Theorem 2.2 ([34]) S (v1; v2 ) is a piecewise-smooth surface. Its singularities

consist of smooth triple curves along which three smooth surfaces come together

at an angle of 120o and isolated points where four triple curves and six pieces of

surface converge. At these isolated points the asymptotic cone is the cone over

the 1-skeleton of a regular tetrahedron.

Thus Taylor's work established that S (v1 ; v2 ) is a bubble, in our terminology.

We now establish some properties of minimizing bubbles.

Lemma 2.3 Let
be an oriented curve in R3 intersecting a minimizing bubble

B transversely at regular points such that the initial and nal points of
lie in

the interior of the same region. Then the sum of the mean curvatures of all the

points of
\ B , oriented by
, is zero.

Proof: Perturb the curve slightly so that each of its intersections with B be-

comes perpendicular. Consider the innitesimal eect of a deformation of B

which pushes points in R3 near
a uniform distance along the curve. To rst

order this preserves the volume of each region. The derivative of the area, to

rst order, is given by the sum of the mean curvatures over the points of
\ B .

If this is non-zero, a deformation can be dened which decreases area while

preserving the volume of each region.

A special case of the above lemma occurs when
is a simple closed curve

encircling a triple curve of the bubble. The lemma then implies that the sum

of the mean curvatures around the triple curve adds up to zero. This local

minimization condition is built into our denition of a bubble. More generally,

the lemma implies that any two surfaces separating the same pair of regions has

the same mean curvature.

Corollary 2.4 If S1 and S2 are surfaces in a bubble which each separate regions

R1 and R2 , then their mean curvatures are equal.

Proof: Consider an arc which starts in R1 passes through S1 into R2 , then

on through S2 back into R1 . A sub-arc of starts and ends in R2 . Applying

Lemma 2.3 to both and implies the corollary.

Lemma 2.5 A minimizing bubble B is connected.

Proof: If not, we can move a component by an isometry of R3 until it touches

a distinct component. The resulting singularity violates those allowed in Theo-

rem 2.2.

7

The following result was rst observed by B. White and F. Morgan, and rst

written in [15]. Generalized versions are proven in [29] and [20]. See also [16].

Since we will need to refer to the proof, we present a simple argument for the

case of two regions in R3 . A more detailed argument can be found in [29] and

[20]

Here's ne revolution, an we had the trick to see't.

Hamlet, Act 5, Scene 1

Theorem 2.6 S (v1 ; v2 ) is a surface of revolution.

Proof: Given any vector Z on the unit 2-sphere in R3 , there is a plane PZ in R3

perpendicular to Z which bisects the volume v1 + v2 enclosed by S (v1 ; v2 ). This

plane is unique since S (v1 ; v2 ) is connected. Let f (Z ) denote the proportion of

the volume of R1 on the side of PZ to which Z points. Then 0 f (Z ) 1 and

f ( Z ) = 1 f (Z ). Thus on any great circle the Intermediate Value Theorem

implies that there are at least two points where f (Z ) = 1=2 and the plane PZ

bisects the volume of both regions. We x Z to be such a vector.

Consider the intersection of S (v1 ; v2 ) with each of the two half-spaces de-

termined by PZ . Re
ection of the smaller area piece of S (v1 ; v2 ) lying in one

of these half-spaces gives a new surface S1 (v1 ; v2 ) which encloses regions of the

same volumes. Since S1 (v1 ; v2 ) cannot have less area, it must have the same area

as S (v1 ; v2 ). S1 (v1 ; v2 ) has the property that re
ection through PZ preserves

the new regions, which we continue to call R1 and R2 .

There is a great circle of directions in R3 which is perpendicular to Z , so we

can repeat the above argument to nd a plane PW perpendicular to PZ which

bisects the volume of both regions of S1 (v1 ; v2 ). This gives a surface S2 (v1 ; v2 ),

with the same area as S (v1 ; v2 ), for which re
ection through each of the two

perpendicular planes PZ and PW preserves R1 and R2 .

Since composing re
ections through two perpendicular planes gives a rota-

tion of angle , it follows that rotation of angle about L = PZ \ PW preserves

the regions R1 and R2 . Now consider any plane Q containing L. If the inter-

section of Q with S2 (v1 ; v2 ) is not perpendicular to Q, then replacing half of

S2 (v1 ; v2 ) with its re
ected image through Q gives a new minimizing surface

with singularities violating those allowed by Theorem 2.2. Thus S2 (v1 ; v2 ) is

perpendicular to each plane through L and is a surface of revolution around L.

S1 (v1 ; v2 ) and S2 (v1 ; v2 ) may not be identical, but they coincide on a half-space

of R3 . Moreover this half-space was chosen arbitrarily, so that S1 (v1 ; v2 ) is cut

by PW into two pieces, each a half of some surface of revolution. The axis of

each of these surfaces of revolution is L = PZ \ PW , so that they coincide and

S1 (v1 ; v2 ) itself is a surface of revolution. Similar reasoning shows that S (v1 ; v2 )

is also a surface of revolution, and coincides with S2 (v1 ; v2 ) everywhere. If we

make S1 by re
ecting the other half of S across PZ , then the same argument

shows that the other half of S is a surface of revolution about a line L0 in PZ .

Almgren's regularity results, and in particular the unique continuation property

8

of constant mean curvature surfaces, imply that L0 = L, and hence S itself is a

surface of revolution about L.

Remark. This theorem reduces the double bubble problem to a problem

about networks of curves in the upper half-plane. It is possible to apply work of

Morgan on soap bubbles in surfaces [28], together with bounds on topological

complexity proved by Hutchings [20], to give a direct proof of Theorem 2.2 for

the very special case of the two region isoperimetric problem in R3 .

We next summarize some key results obtained by Hutchings in [20]. Recall

that S (v1 ; v2 ) is a minimizing bubble that separates R3 into regions R1 of volume

v1 and R2 of volume v2 and that a(v1 ; v2 ) is the area of S (v1 ; v2 ).

Theorem 2.7 The function a(v1 ; v2 ) is strictly concave on [0; 1) [0; 1).

Corollary 2.8 If v10 > v1 then a(v10 ; v2 ) > a(v1 ; v2 ).

Proof: As v1 ! 1, a(v1 ; v2 ) a(v1 ) ! 1. Concavity of the function a implies

the corollary.

Corollary 2.9 S (v1 ; v2 ) has no empty regions.

Proof: If there is an empty region, add it one of the other regions by removing

a face on its boundary, and apply the previous corollary.

Deeper connectedness results also follow from concavity. In particular, Hutch-

ings deduced that each of R1 and R2 is connected if the volumes are equal.

Theorem 2.10 S (v1 ; v1 ) encloses exactly two connected components.

Proof: See Hutchings [20, Theorem 4.2].

3 Delaunay Surfaces

In this section, we summarize the classication theory of constant mean curva-

ture surfaces of revolution, the Delaunay surfaces, and present some properties

of these surfaces that will be used in our study of bubbles.

Consider a surface of revolution about the x-axis in R3 , with generating

curve contained in the upper half-plane. If the generating curve is a graph,

y = y(x), then the mean curvature h, which we dene to be the sum of the

principal curvatures, is given by

km = (1 + y_y2 )3=2 ;

kp = p 1 2 ;

y 1 + y_

h = km + kp ;

9

where km is the curvature at (x; y) of the generating curve and kp the normal

curvature of the parallel curve. kp is equal to the reciprocal of the distance to

the x-axis along the perpendicular to the generating curve [33].

The sign of the mean curvature depends on a choice of normal to the surface.

We could refer instead to the mean curvature vector eld, equal to the trace of

the second fundamental form of the surface. The mean curvature can then be

obtained by taking the inner product of the mean curvature vector eld with a

unit normal giving the orientation. The above formula gives the correct sign for

the mean curvature when the unit normal vector eld is oriented towards the

x-axis.

Surfaces of revolution having constant mean curvature were rst studied by

Euler, and classied by Delaunay [12].

Theorem 3.1 The surfaces of revolution of constant mean curvature are the

plane, sphere, catenoid, cylinder, unduloid, and nodoid. The generating curves

of nodoids and unduloids are periodic along the x-axis, and have exactly one

local minimum and one local maximum in each period. The generating curve of

an unduloid is a graph over the x-axis. The generating curve of a nodoid has

one local maximum, one local minimum and two vertical points (points where

y_ = 1) in each period.

Proof: Expositions of the classication of Delaunay surfaces can be found

in [13] and [21].

The nodoid and unduloid are not as well known as the other surfaces. Un-

duloids can be obtained by rolling an ellipse along the x-axis and tracing the

path taken by one of the foci. Nodoids can be similarly obtained by rolling a

hyperbola. See Figure 5.

mean curvature are a vertical line, a horizontal line, a semi-circle, a catenary,

an unduloid curve, and a nodoid curve.

The term Delaunay surface refers to any of above surfaces.

If a surface of revolution minimizes area among all surfaces of revolution

surrounding a given volume, then its generating curve satises an associated

Euler-Lagrange equation. This second order ODE implies that the mean curva-

ture is constant [13].

10

The mean curvature of the surface of revolution generated by a C 2 graph

y(x) is given by:

h = km + kp = (1 + y_y2 )3=2 + p 1 2 : (1)

y 1 + y_

We can integrate this ODE once, after multiplying through by 2yy_ .

0 = h+ y p

1

(1 + y_ 2 )3=2 y 1 + y_ 2

= 2hyy_ + 2yy_2y3=2 p 2y_ 2

(1 + y_ ) 1 + y_

df

= dx ( x )

f (x) = hy2 p

2y : (2)

1 + y_ 2

Therefore f is constant along the graph. The fact that the equation for constant

mean curvature surfaces of revolution has a rst integral was known to Plateau

[31, pages 138-139], who in turn references work of Beer. Korevaar, Kusner and

Solomon called f the force of a constant mean curvature surface, and pointed

out that it has a physical interpretation as the net force exerted by a soap lm

on a plane cutting o an end of the surface. They also showed that it could be

dened for more general constant mean curvature surfaces [23].

A convenient way of expressing the force of a constant mean curvature sur-

face of revolution which holds even when the generating curve is not a graph is

given by the formula

f = hy2 2y cos : (3)

Here denotes the angle between the positive x-axis and the generating curve

of the surface of revolution, which is an oriented curve. In our applications,

we alway orient the generating curve of a Delaunay surface from left to right.

The meaning of this is clear if the generating curve is a graph. For the case of

nodoids, it means that the curve is oriented left to right near a local maximum,

and right to left near a local minimum. Equation 3 has the advantage that the

formula it gives for the force is constant even when the curve passes through a

vertical tangent and reverses direction, relative to the x-axis.

Lemma 3.3 Given h, x0 , y0 > 0 and y_0 , there exists a unique Delaunay curve

through the point (x0 ; y0 ) having slope y_0 and generating a Delaunay surface

D having mean curvature h. The slope y_0 can be innite. The Delaunay surface

is a sphere S if and only if

h = hS = p 2 2 : (4)

y0 1 + y_0

11

If h > hS , then D is a nodoid and lies strictly below the circle generating

S in a neighborhood of (x0 ; y0 ). An arc of which is decreasing as it leaves

(x0 ; y0 ) remains beneath until it reaches a vertical point.

If h < hS , lies strictly above in a neighborhood of (x0 ; y0 ). If 0 < h < hS

then D is an unduloid or cylinder, if h < 0 then D is a nodoid, and if h = 0

then D is a catenoid.

Proof: Solving Equation 1 for y gives a second order ODE satised by the

generating curves of Delaunay surfaces at points where y_ is nite:

y = h(1 + y_ 2 )3=2 + 1 +y y_ :

2

(5)

Given a constant h and a choice of initial conditions y and y_ this equation

has a unique solution from standard existence and uniqueness of solutions to

ODE's. These solutions can also be obtained by rolling an appropriate ellipse,

hyperbola or parabola [13]. The latter approach also shows that we can nd a

nodoid passing through y with any mean curvature h 6= 0 in the case where y_

is innite.

The mean curvature of the unique sphere centered on the x-axis and having

slope y_0 at (x0 ; y0 ) is given by hS . Assume now that is centered at (0; 0) on

the x-y-plane.

If h > hS then the maximum principle for constant mean curvature surfaces

[19], and Equation 5 imply that lies strictly below in a neighborhood of

(x0 ; y0 ). If D is an unduloid then is a graph which crosses again in at least

two more points. We can assume that x0 0 and x1 > x0 , after performing

a left/right re ection if necessary. Denote by the subcurve of starting at

(x0 ; y0 ) and running to (x1 ; y1 ). Let t = +(t; 0) be a horizontal translate of

by a distance t. Let T = supft : t \ S 6= ;g. Then T is tangent to S at a point

P and lies above in a neighborhood of P . This contradicts the maximum

principle, since h > hS , so D is not an unduloid. D cannot be a cylinder or a

catenoid, so it must be a nodoid. If a subarc of which is decreasing as it

leaves (x0 ; y0 ) intersects before reaches a vertical point, then an identical

argument shows that we can horizontally translate until it is tangent to

while lying above it, again contradicting the maximum principle.

If 0 < h < hS then the maximum principle and Equation 5 imply that lies

strictly above in a neighborhood of (x0 ; y0 ). If D is a nodoid, consider the

subarc of decreasing from (x0 ; y0 ) until it reaches a vertical point (xv ; yv ).

The arc is a graph which may or may not cross at an additional point. In

either case we can translate horizontally to the left until the last time at which

it intersects . The nal intersection must be at an interior point of , so after

translation becomes tangent to at an interior point while lying underneath

, again contradicting the maximum principle. Thus the surface must be an

unduloid or cylinder.

If h < 0 then the surface has mean curvature vector oriented away from the

x-axis, and must be a nodoid.

Nodoids and unduloids can be distinguished by the sign of the product fh.

12

Corollary 3.4 For a nodoid, fh > 0. For an unduloid and a cylinder fh < 0.

For a sphere, a catenoid and a plane, fh = 0.

Proof: For a sphere of radius r, we can compute f at a maximum point where

f = hr2 2r:

Since h = 2=r, we have f = 0. We also compute fh for an unduloid or cylinder

at a local maximum. By Lemma 3.3 we know that 0 < h < hS = 2=r. Then

f = hr2 2r < (2=r)r2 2r = 0:

So h > 0 and f < 0 implying that hf < 0.

We compute fh for a nodoid at a vertical point, where y_ = 1 and f = hy2 .

Then fh = h2 y2 > 0.

The next proposition deduces some useful properties of Delaunay surfaces.

Proposition 3.5 Let D be a Delaunay surface with generating curve , mean

curvature h, maximum y-value yM and minimum y-value ym . Then

1. If D is a nodoid or unduloid, the arc-length of one period of is 2=h.

2. If D is an unduloid, the period P of satises

2(yM + ym ) P (yM + ym ):

3. If D is a nodoid,

h = 2=(yM ym ):

If D is an unduloid,

h = 2=(yM + ym ):

4. If D is a nodoid, has non-zero curvature.

Proof:

1. In [21] the equation for the generating curve of a Delaunay surface is given

in terms of arclength, and it is shown that generating curves of nodoids

and unduloids are periodic, with the arc length of one period given by

2=h.

2. If D is an unduloid, the period P of is equal to the perimeter of the

ellipse that is rolled along the x-axis to generate it [13]. The inequalities

follow by comparing to twice the length of the major axis, 2(yM + ym ),

and the perimeter of an enclosing circle whose diameter is the length of

the major axis, (yM + ym ):

13

3. If D is a nodoid, we calculate the force at yM and ym . At yM we get

f = hyM2 2yM :

At ym we get

f = hym2 + 2ym ;

where the sign of the second term changes since the orientation has re-

versed. Setting these equal we get

hyM2 2yM = hym2 + 2ym

h(yM2 ym2 ) = 2(yM + ym )

h(yM ym ) = 2

h = 2=(yM ym ):

For an unduloid, the proof is identical except for one sign change.

4. At a point where has zero curvature,

km = (1 + y_y2 )3=2 = 0 ;

so y = 0, and has an in
ection point.

Equation 5 then gives a value for the mean curvature:

0 = h(1 + y_ 2 )3=2 + 1 +y y_ ;

2

h= p

1

y 1 + y_ 2

Equation 4 gives that the mean curvature of a sphere with slope y_ at

height y is given by:

h S = p 2 2 > 0:

y 1 + y_

This is exactly twice the value of h at a point of zero curvature whose

height is y and slope is y_ . For a nodoid, h > hS or h < 0 by Lemma 3.3,

so we cannot have hS = 2h and there are no points of zero curvature when

the nodoid is a graph. At points where the nodoid is vertical, h = km since

kp = 0. Thus the curvature is non-zero at vertical points except possibly

when h = 0, which would imply that the Delaunay surface is a plane or a

catenoid, rather than a nodoid as assumed.

A constant mean curvature surface is called stable if there is no normal

variation which decreases its area while preserving the volume on each side

of it. Important stability formulae for constant mean curvature surfaces were

developed by J.L. Barbosa and M. do Carmo [9].

14

Take any shape but that, and my rm nerves shall never tremble.

Macbeth Act 3, Scene 4, Line 102

Proposition 3.6 The smooth subsurfaces of a minimizing bubble S (v1 ; v2 ) are

stable subsurfaces of Delaunay surfaces.

Proof: S (v1 ; v2 ) is a piecewise-smooth surface of revolution whose smooth sub-

surfaces have constant mean curvature by Theorem 2.6 and Theorem 2.2. Any

constant mean curvature surface of revolution in R3 is a Delaunay surface. If

one of these subsurfaces is not stable, then there is a small perturbation which

maintains the volume of each region while decreasing the area. The surface is

then not a minimizer.

We next deduce a formula for the horizontal distance between two points on

a Delaunay curve whose y-coordinates are known.

Proposition 3.7 Let (x1 ; y1 ) and (x2 ; y2 ) be two points on a Delaunay curve

with y1 < y2 . Suppose that between the points the curve is a graph x(y) over the

y-axis. Then Z y2

x2 x1 = p

t dy (6)

y1 (2y + t)(2y t)

where t = t(y) = hy2 f .

If x1 x2 and the curve is also a graph over the x-axis, then the volume

underneath the curve between x = x1 and x = x2 is given by:

Z y2

V (x1 ; x2 ) = p

y2 t dy (7)

y1 (2y + t)(2y t)

Proof: We solve Equation 2 for dx=dy, using that dy=dx 6= 0, and then apply

the change of variables formula.

f = hy2 p 2y 2

1 + y_

1 + y_ 2 = 2ty

p

y_ 2 = 4y t2 t

2 2

r

dy = 4y2 t2

dx t2

dx = p t

dy (2y + t)(2y t)

Note that the sign of t = t(y) is positive if and only if the curve is oriented

to the right, i.e. if cos > 0 in Equation 3. Hence dx is the correctly signed

measure of displacement in the x direction.

15

The volume of the region enclosed by a surface of revolution generated by a

graph y(x) between x1 ; x2 with x1 x2 is given by

Z x2

v= y2 dx :

x1

Since we have already deduced a formula for dx, the volume formula follows

immediately.

The integrals of Proposition 3.7 are singular at a local minimum or local

maximum, and we need to apply a change of variables to obtain a formula

which will apply near such points.

Proposition 3.8 Let (x1 ; y1 ) and (x2 ; y2 ) be two points on a Delaunay curve

which is a graph over the x-axis, with exactly one critical point between them with

value ym . Let h; f be the mean curvature and force associated to the Delaunay

curve.

If ym is a minimum, let y = y(z ) = ym + z 2 , and let t = t(y(z )) = hy(z )2 f .

Then Z py2 ym

x2 x1 = p p

2t dz (8)

y1 ym (2 y + t )(2 hym hy)

and Z py2 ym

V (x1 ; x2 ) = p p

2y2 t dz (9)

y1 ym (2y + t)(2 hym hy )

If ym is a maximum and y(z ) = ym z 2 then

Z pym y2

x2 x1 = p p

2t dz (10)

ym y1 (2y + t)(hy 2 + hym )

and Z pym y2

V (x1 ; x2 ) = p p

2y2 t dz (11)

ym y1 (2y + t)(hy 2 + hym )

Proof: These formulae follow from applying a change of variables to y in Equa-

tion 6 and Equation 7. Suppose ym is a minimum. Divide the Delaunay curve

into the two pieces on opposite side of the minimum, and apply Proposition 3.7

and the substitution y = ym + z 2 to each piece.

Near a minimum of y = y(x), the substitution y = ym + z 2 gives the above

formulae when plugged into the integrals of Proposition 3.7.

Note that one of the quadratics in the denominator factors as

2y t = (y ym )(2 hym hy)

since f = hym 2ym . A factor of z from the change of variables cancels the z in

2

the denominator causing the singularity. The integrands are even functions of

z, and y = ym corresponds to z = 0, so the curve portions on opposite sides of

the minimum can be mapped to positive and negative z values, and combined

into one integral.

The maximum case is similar. Near a maximum the substitution y = ym z 2

is used.

16

4 Torus bubbles

We have established in Lemma 3.6 that a minimizing bubble must be obtained

by revolving a union of Delaunay curves contained in the upper half plane. A

key case of such a bubble is the torus bubble, constructed as follows. Take two

circular arcs of the same radius, facing each other, each with one endpoint and

center on the x-axis, and connect the other endpoints with Delaunay curves

meeting at 120 degrees. Rotating around the x-axis, we get a piecewise-smooth

surface surrounding two components, one homeomorphic to a torus, which we

call the torus component T , and one homeomorphic to a ball, which we call the

ball component B . It is not immediately clear whether it is possible to make such

a construction so that the curves meet at 120o angles and the mean curvatures

sum to zero around each triple curve. Such torus bubbles do indeed exist, but

we will show that none of them are minimizers. Figure 6, generated by John

Sullivan, shows a torus bubble.

The reason that torus bubbles play so central a role in our argument is due

to another key result that follows from the work of Hutchings:

Theorem 4.1 A minimizing bubble enclosing two equal volumes must be either

a double bubble or a torus bubble.

Proof: Theorem 2.10 states that S (v; v) contains two connected components.

The two possible congurations are then a consequence of Hutchings' structure

theorem for minimizing bubbles [20, Theorem 5.1].

We label the surfaces of a minimizing torus bubble as indicated in Figure 7.

The left and right spherical caps are denoted by S1 and S2 respectively. The

component homeomorphic to a solid torus is denoted T and the component

homeomorphic to a ball is denoted B . The volumes of the inner ball component

and outer torus component are denoted by vi and vo respectively. The inner

Delaunay surface on the boundary of T is denoted Ti and the outer Delaunay

surface is denoted To . The generating curve of To is denoted by o and that

of Ti by i . The angles subtended by the generating curves for S1 and S2 are

denoted by 1 and 2 . The mean curvatures of Ti and To are hi and ho , with

17

signs chosen so that so that hi is positive if the mean curvature vector points

into B and negative if it points into T , and ho is positive if the mean curvature

vector points into T and negative if it points outside the bubble.

Denote by (x1 ; y1 ) the initial point where the two Delaunay surfaces start,

and (x2 ; y2 ) the point where they rejoin.

To

(x2,y2)

T

(x1,y1)

Ti

S1 B S2

θ1 θ2

We will show that 1 and ho parameterize the space of torus bubbles and that

no choice of 1 and ho gives a minimizing bubble. To do so, we rst establish

some properties of minimizing torus bubbles.

Lemma 4.2 In a minimizing torus bubble, S1 and S2 have the same mean

curvature.

Proof: This is an immediate consequence of Corollary 2.4.

Lemma 4.2 implies that the two circular arcs generating S1 and S2 have

the same curvature, and thus the same radius. We rescale and assume without

loss of generality that each of these has radius one, and thus mean curvature

two. We can also assume without loss of generality that 1 2 , as a left/right

re ection interchanges the two angles.

Lemma 4.3 In a minimizing torus bubble, ho 0 and hi = 2 ho .

Proof: The three mean curvatures around a triple curve sum to zero by

Lemma 2.3 implying that ho = 2 hi . If ho < 0 then there is a deforma-

tion which pushes To outward, increasing the volume of the torus component

and decreasing its area. Corollary 2.8 then gives a contradiction.

Proposition 4.4 The regions bounded by a minimizing torus bubble are not

preserved by re ection through a plane P perpendicular to the x-axis.

18

Proof: If there is such a symmetry, then the bubble is invariant by re
ection

through the x-y plane and by re
ection through a perpendicular plane P . The

argument given in Theorem 2.6 shows that the bubble is a surface of revolution

around the line of intersection of these two planes. But it is also a surface of

revolution around the x-axis, and therefore a surface of revolution around two

perpendicular axis. It must then be a union of spheres, and not a torus bubble.

Proposition 4.5 If a torus bubble contains a nodoid with 2 vertical points, then

it is unstable.

Proof: We can construct a volume preserving Jacobi eld supported on a proper

subset of the To by taking the normal part of the parallel unit vector eld @=@y,

as in [9, Proposition 2.24].

The next proposition establishes that minimizing torus bubbles do not con-

tain Delaunay curves which are longer than a full period.

Proposition 4.6 If i or o contain a full period of a Delaunay curve, then the

torus bubble is not a minimizer.

Proof: If a boundary surface of the torus component is a subsurface of a nodoid

with width more than a period, then the associated generating curve contains

two vertical points, which implies instability by Lemma 4.5.

If the boundary surface of the torus component is a subsurface of an unduloid

then the lemma is less obvious. Note that we cannot necessarily construct a

volume preserving Jacobi eld from the vector eld @=@x, since the Delaunay

curve may not contain two maxima or two minima. We establish it instead with

a re
ection argument. Assume rst that the unduloid is the inner surface Ti .

An arc of an unduloid curve U which is longer than a period contains three

distinct points with the same y value, (x1 ; y1 ); (x2 ; y1 ); (x3 ; y1 ), with x1 < x2 <

x3 . Re
ect the part of U between the planes x = x1 and x = x3 through the

plane x = (x1 + x3 )=2 to get a new boundary surface U 0 . Re
ection preserves

both area and the volume under U between the planes x = x1 and x = x3 . If

U 0 does not intersect o then the volume of the torus bubble is also preserved.

In this case re
ection causes an angle of less than 180o for U 0 along the circles

x = x1 and x = x3 , and U 0 can be perturbed slightly to decrease area while

preserving enclosed volumes, implying that the torus bubble is not a minimizer.

Possibly U 0 does intersect the outer curve o . In that case the total volume

enclosed by the union of U 0 and To between x = x1 and x = x3 is increased.

U 0 does not intersect the spherical caps of the torus bubble, since they do not

meet the region between the planes x = x1 and x = x3 . Since the volume under

U 0 is equal to the volume of B , the volume in the remaining region must be

larger than that of the original torus region T . There is no increase in area,

contradicting Corollary 2.8.

Assume now that the unduloid is the outer surface To . We again re
ect it to

get a new boundary surface U 0 . The total volume underneath U 0 is the same as

that underneath U . Possibly the inner surface Ti intersects the re
ected surface

19

U 0 . In this case the total volume underneath the union of the two surfaces

has increased. Divide the region underneath U 0 so that the region under Ti

is allocated entirely to B , as before, and the other regions are allocated to T .

Then the total volume of B is preserved, that of T is increased, and area is the

same, a contradiction as before.

Finally, a cylinder of radius r and length longer then 2r is shown to be

unstable in [9].

We note that a somewhat similar argument was used by Athanassenas [7]

in studying the stability of minimizing capillary surfaces. See also [36]. Our

situation has additional complications due to the possible intersections resulting

from the re
ection.

Lemma 4.7 If a torus bubble has 1 < 60o and 2 < 60o then it is not mini-

mizing. In particular, 2 60o in a minimizing torus bubble.

Proof: If both 1 and 2 are less than 60o , the outer bubble To is a nodoid that

becomes vertical twice. Lemma 4.5 implies it is unstable. Since 2 is the larger

angle, 2 60o .

Lemma 4.8 A torus bubble with 2 120o is completely contained inside the

smaller region of the double bubble whose larger outer sphere subtends an angle

equal to 2 .

Proof: Given a vector in the upper half-plane, there is a unique circle perpen-

dicular to the x-axis which is tangent to that vector. A Delaunay curve tangent

to the same vector with greater mean curvature than the corresponding sphere

is a nodoid, by Lemma 3.3. A Delaunay curve tangent to the same vector with

smaller, but still positive, mean curvature is an unduloid or cylinder. Consider

the double bubble whose larger outer sphere subtends an angle equal to 2 .. The

smaller outer spherical cap in the double bubble is tangent to To at (x2 ; y2 ). If

the mean curvature of To is smaller than that of the tangent spherical surface

in the double bubble, then both To and Ti are subsurfaces of unduloids, and

they cannot intersect except at the circle of revolution through (x2 ; y2 ). See

Figure 8. If the mean curvature is greater, then To and Ti are subsurfaces of

nodoids, which intersect before leaving the smaller region of a double bubble,

and hence have smaller volume then the smaller region of the double bubble

whose larger sphere subtends angle 2 .

Corollary 4.9 In a minimizing equal volume torus bubble, 2 < 120o .

Proof: Otherwise Lemma 4.8 implies that the volumes are not equal.

Lemma 4.10 In a minimizing equal volume torus bubble, ho > 0.

Proof: We know from Lemma 4.3 that ho 0. If ho = 0 then To is a catenoid

and strictly increasing, implying, in particular, that 2 > 120o .

Knowledge of ho ; 1 ; 2 can be used to give a fairly accurate qualitative pic-

ture of the torus bubble. To specify our angle choice, we orient the generating

curves i and o of Ti and To so that they run from (x1 ; y1 ) to (x2 ; y2 ).

20

To

S2

Ti

Proposition 4.11 A minimizing equal volume torus bubble has the following

properties:

1. i has negative slope at (x1 ; y1 ) if and only if 1 > 30o . Its angle with the

positive x-axis, is 30o 1 .

2. i has positive slope at (x2 ; y2 ) if and only if 2 > 30o . Its angle with the

positive x-axis is 2 30o .

3. o has positive slope at (x1 ; y1 ) if and only if 1 > 60o . Its angle with the

positive x-axis is 150o 1 .

4. o has angle at (x2 ; y2 ) with the positive x-axis equal to 2 150o .

5. i is a graph. It has a unique local minimum if and only if 1 30o . It

never has a local maximum. If Ti is a nodoid then hi < 0.

6. o always has a unique local maximum. It has a vertical tangent on the

left if and only if 1 60o . It never has a vertical tangent on the right. It

never has a local minimum.

7. If 1 30o the local minimum ymin of Ti has value

ymin = 1 + p1f+i f h

i i

where fi is the force associated to Ti .

8. The local maximum ymax of To has value

p

ymax = 1 + 1 + fo ho

ho

where fo is the force associated to To .

Proof: The rst four assertions follow from the fact that the surfaces meet at

120o angles along a triple curve.

21

If i is not a graph then 2 > 120o , violating Corollary 4.9. If 1 30o then

i has non-positive slope at (x1 ; y1 ). Since 2 > 1 the curve must have a local

minimum in this case.

Suppose i has a local maximum. Since 2 > 60o , i has positive slope at

(x2 ; y2 ) and must have a local minimum as well. However 2 > 1 so i must be

longer than a period, contradicting Proposition 4.6. So it has no local maximum.

If hi 0 and Ti is a nodoid, then we can compare Ti and To to a double

bubble whose interface coincides with S1 , and apply Lemma 3.3. Ti is trapped

inside the component to the right of the interface and To is trapped inside the

component to the left of the interface, as in Figure 9. In particular, h0 < 0 in

this case, a contradiction.

To

Ti

S1

If 1 < 30o then i has positive slope at (x1 ; y1 ). If it has a minimum then

it must pass through a maximum rst, so it has no minimum.

o is always oriented upwards at (x1 ; y1 ) and downwards at (x2 ; y2 ), so it

always has a local maximum. If it has a local minimum then it would contain

two local maxima, violating Proposition 4.6. If 1 < 60o then the curve starts

out to the left, therefore it has a vertical tangent at which it changes direction

from left to right. Lemma 4.5 implies that it cannot have a second vertical

tangent, so it has no vertical tangent on the right as claimed. If 1 60o then

o initially is going right. If it has a vertical tangent on the right then the angle

2 must be less than 60o , contradicting the assumption that 1 2 . This gives

the conclusion on when o has vertical tangents.

To calculate the local minimum ymin of i , we use Equation 2 of Section 3

for the force of Ti ,

fi = hi y2 2y cos :

At a minimum, = 0 and cos = 1, so

fi = hi y2 2y:

If h 6= 0 this quadratic expression gives two roots for y:

p

y = 1 1 + hi fi :

hi

22

The value of the minimum is given by

1

p1 + h f

i i (12)

hi

whatever the sign of hi . If hi fi > 0, as Corollary 3.4 implies happens at a

local minimum for a nodoid, then the other root is negative and meaningless. If

hi fi < 0, as Corollary 3.4 implies happens at a local minimum for an unduloid,

then the other root corresponds to the local maximum of the unduloid. A

double root occurs only in the case of a cylinder. Equation 12 becomes linear

when hi = 0. An equivalent expression for the minimum, which holds also when

hi = 0, is

ymin = 1 + p1f+i f h : (13)

i i

For a local maximum, a similar analysis gives that ymax is one of the two roots

p

ymax = 1 1h + fo ho : (14)

o

Since by Corollary 4.19 To is always a nodoid, ho > 0 and fo > 0, there is a

unique positive root, and

p

ymax = 1 + 1 + fo ho :

ho

Proposition 4.12 Given 1 and ho, there is at most one corresponding mini-

mizing equal volume torus bubble.

Proof: Given 1 and ho , hi = 2 hi is also determined. Thus S1 ; To and Ti

are uniquely determined. The spherical cap S2 is uniquely determined by the

second intersection point (x2 ; y2 ) of the generating curves o and i of To and

Ti , assuming that this second point exists. If o and i do not meet in a second

point then there is no torus bubble corresponding to 1 and ho . In general, o

and i may intersect in many points, and it is necessary to show that only one

of these can possibly lead to a torus bubble.

If o and i are graphs, then it is clear that their rst intersection point with

x coordinate larger than x1 is the unique intersection point which can give a

torus bubble. In general, i but not o is a graph. However Proposition 4.11

shows that o has no vertical tangents for x > x1 , so that both curves are graphs

in this region and the same argument applies.

Proposition 4.13 If a torus bubble has 1 + 2 > , then it is not a minimizer.

Proof: Under this assumption there is a value of y realized by three distinct

points on the circular arcs generating the spherical caps.

23

y4 ymax ymax

yleft y4 y2

y2

yleft

y3

y3 y1 ymin

y1

ymax

y4

y2

y1

y3

ymin

24

Figure 11: Some eliminated torus bubble possibilities.

double bubble as in Lemma 4.8, and 1 < 2 .

Case 2: 60o < 2 120o . and 60o < 1 120o . Then the generating curves

for Ti and To are both graphs. If 1 + 2 > then there are three points on

S1 [ S2 with y-value equal to y2 , (a1 ; y2 ); (a2; y2 ); (a3; y2 ), with a1 < a2 < a3

and a2 = x2 . Re ect the part of the bubble between the planes x = a1 and

x = a2 through the plane x = (x1 + x2 )=2 to get a new piecewise-smooth

surface with the same area enclosing the same volumes. The new piecewise-

smooth surface has three surfaces meeting at an angle not equal to 120o and so

is not minimizing, a contradiction.

Case 3: 1 60o . Then 2 > 120o since the sum of the angles is greater

than , and we are in case 1.

p

Lemma 4.14 For any constant b, the function f (x) = b(1 x2 )+ x 3(1 x2 )

is at most 2-to-1 on ( 1; 1).

p

Proof: f 0 (x) = 2bx 3g(x) where

p

g(x) = (2x2 1)= 1 x2 :

Since g00 (x) = 3(1 x2 ) 5=2 > 0, g is convex on ( 1; 1).

A line intersects a convex curve at most twice, so f 0 has at most two roots

on ( 1; 1). Thus f has at most one local maximum and one local minimum on

( 1; 1). Combined with f (0) = f (1) = 0, this completes the proof.

25

We calculate in the next proposition the value of the forces fo of To and fi

of Ti .

Proposition 4.15 For the torus bubble determined by 1 and ho, the forces fo

of To and fi of Ti are given by:

p

fo = (ho 1)(1 c1 2 ) + c1 3(1 c1 2 ):

and p

fi = (hi 1)(1 c1 2 ) c1 3(1 c1 2 ) = fo ;

where c1 = cos 1 .

Proof: We rst calculate the force fo of To . At (x1 ; y1 ), y1 = sin 1 and

= 5=6 1 is the angle between the positive x-axis and the graph of o,

fo = ho y1 2 2y1 cos

= ho sin2 1 2 sin 1 cos(5=6 1 )

p

= ho (1 cos2 1 ) 2 sin 1 (( 3=2) cos 1 (1=2) sin ( 1 ))

p

= ho (1 c1 2 ) + c1 3(1 c1 2 ) (1 c1 2 )

p

= (ho 1)(1 c1 2 ) + c1 3(1 c1 2 ) :

Similarly,

fi = hi y1 2 2y1 cos

= hi sin2 1 2 sin 1 cos(=6 1 )

p

= hi (1 cos2 1 ) 2 sin 1 (( 3=2) cos 1 (1=2) sin ( 1 ))

p

= hi (1 c1 2 ) c1 3(1 c1 2 ) (1 c1 2 )

p

= (hi 1)(1 c1 2 ) c1 3(1 c1 2 ) :

Since ho 1 = 1 hi = (hi 1) by Lemma 4.3, fo = fi .

Note: The fact that fo = fi is an example of a general \balancing

principle" for constant mean curvature surfaces, due to R. Kusner [23].

Lemma 4.16 For the torus bubble determined by 1 and ho , the angle 2 is one

of the (at most) two solutions of the equation

f (cos 1 ) = f (cos 2 );

where p

f (c) = (ho 1)(1 c2 ) + c 3(1 c2 ):

Proof: We calculate the force fo of To at both (x1 ; y1 ) and (x2 ; y2 ).

At (x1 ; y1 ) p

fo = (ho 1)(1 c1 2 ) + c1 3(1 c1 2 );

26

where y1 = sin 1 and c1 = cos 1 . A similar calculation at 2 shows

p

fo = (ho 1)(1 c2 2 ) + c1 3(1 c2 2 ):

Setting the two forces equal and applying Lemma 4.14 gives that there are at

most two possible values for c2 = cos 2 . Since 0 < 2 < , where the cosine

function is monotonically decreasing, this implies that there are at most two

possible values for 2 .

One solution occurs when the angles are equal. An example of such a sym-

metric torus bubble, depicted in Figure 6, occurs with 1 = 2 = 90o , and

ho approximately 1:9848. However these symmetric solutions never lead to a

minimizing torus bubble.

Proposition 4.17 In a minimizing torus bubble, 1 < 2 .

Proof: Given two points on any Delaunay curve with the same y-value and

one slope equal to the negative of the slope of the other, there is a re
ectional

symmetry of the curve through the plane half-way between the two points. It

follows that if 1 = 2 then the entire torus bubble has a right/left re
ectional

symmetry and is unstable by Proposition 4.4.

Thus for each 1 , ho , there is at most one value of 2 which can potentially

lead to a stable torus bubble.

From now on we will restrict attention to nonsymmetric torus bubbles, and

assume without loss of generality that 1 < 2 .

Proposition p 4.18 If a minimizingp torus bubble has 60o < 1 < 120o then

ho > 1 3 cot 1 and hi < 1 + 3 cot 1 . The same equation holds with 2

replacing 1 .

Proof: We use Lemma 3.3 to compare the torus bubble with a double bubble

whose smaller exterior sphere subtends an angle of 1 and has mean curvature 2.

If hi is larger than the mean curvature of the corresponding spherical component

of the double bubble (the interface between the two components), then Ti is a

nodoid trapped inside the smaller component of the double bubble, as shown

in Lemma 3.3. See Figure 12. It follows that o cannot intersect i except at

(x1 ; y1 ).

Corollary 4.19 To is a nodoid.

Proof: If 60o 1 120o then Proposition 4.18 shows that the mean curvature

of To is greater than that of the sphere which is tangent to it at (x1 ; y1 ), and

hence Lemma 3.3 implies that To is a nodoid. If 1 < 60o then o starts out

heading to the left. It must become vertical, hence To must be a nodoid.

Lemma 4.20 Let N be a subcurve of a generating curve for a nodoid of mean

curvature h > 0, running between a vertical point on the left at (xv ; yv ) and a

vertical point on the right at (x0v ; yv0 ), with a unique local maximum at (xM ; yM ).

Then a circle C of curvature h which is tangent to N at (xv ; yv ) lies underneath

N.

27

Ti To

S1

that of C , so that C locally lies beneath N . If C crosses N between xv and x0v ,

let C 0 be the subcurve of C starting at (xv ; yv ) and running to the rst point

of intersection of C with N . Let Ct0 = C 0 + (0; t) be a vertical translate of C 0

by a vertical distance of t. Let T = supft : Ct0 \ N 6= ;g. Thus CT0 is tangent

to N at a point P and lies above N near P . The curvature of N at P is given

by km = h kp < h. Since the curvature of CT0 is greater than that of N , it

cannot lie above it, and it follows that xM xv is larger than the radius of C ,

xM xv > 1=h:

The next proposition rules out the existence of minimizing torus bubbles

with ho and 1 both close to 0. The numerical calculations that we will apply

are badly behaved in this region, so we use this geometric argument to exclude

it.

Proposition 4.21 If a torus bubble has ho 0:2 and 1 5:7o , then it is not

a minimizer.

Proof: We will show that before the two generating curves of the torus com-

ponent rejoin at (x1 ; y1 ), either o has two vertical points, or i traverses more

than a full period.

Proposition 3.5 implies that i is a graph and its period is no more than

2=hi < 3:5. The bubble is not a minimizer if x2 x1 > 3:5 by Proposition 4.6.

The initial angle of i from the positive x-axis is 30o 1 , so it cannot turn

(anti-clockwise) through an angle of more than 60o + 1 . When they meet again

i and o intersect at an angle of 120o . It follows that o does not intersect i

before it turns (clockwise) through an angle greater than 180o 1 . Therefore

the two curves cannot intersect before the nodoid curve generating o reaches

its maximum, which happens when o has turned through an angle of 150o 1 .

Let (xM ; yM ) be the point where o reaches its maximum and (xv ; yv ) the point

where o rst goes vertical. Then x2 x1 > xM x1 .

Now ho = kp + km where km is the curvature of the generating curve in the

x y plane and kp is the principal curvature due to rotation around the axis.

At (xv ; yv ), kp = 0 and ho = km :2 by hypothesis.

Lemma 4.20 implies that xM xv > 1=ho :

28

The assumptions ho :2 and 1 5:7o give an upper bound for the force

fo of To . Calculating at height y1 = sin 1 < 1 5:7=180 < :1 gives

< jy1 2 ho y1 p3=2j

< (:1) ho + :1 3=2

2

< :09:

We estimate the value of yv by solving fo = yv2 ho .

yv2 = fo =ho < :09=ho

so p

yv < :09=ho :

We estimate x1 xv by the Intermediate Value Theorem:

(yv y1 )=(xv x1 ) = y_ (p)

at some point p 2 (xv ; x1 ). p

o is convex between xv and x1 by Lemma 3.5, so jy_ (p)j > jy_ (x1 )j > 1= 3,

and

p p pp p

jxv x1 j = j(yv y1 )=y_ (p)j < 3(yv y1 ) < 3yv < 3 :09=ho = :27=ho:

This implies that

p

xM x1 = (xM xv ) (x1 xv ) > 1=ho :27=ho :

p

For 0 < ho :2, dierentiation shows that the function 1=ho :27=ho

is decreasing

p and its minimum value occurs at h o = : 2, so that x M x1 >

1=(0:2) :27=(0:2) > 3:8. Thus o travels a distance of at least 3:8 to the

right before hitting i . But the period of i is less than 3:5. So either o changes

direction and has two vertical points and is not a minimizer by Lemma 4.7 or

i contains a full period and is not a minimizer by Proposition 4.6.

The next lemma will be used to give bounds on the size of a circle enclosing

a loop of a nodoid.

Lemma 4.22 If a curve
in the positive quadrant is tangent to the y-axis at

the origin and has curvature k > 1=r > 0, then it does not cross C (r), the

semi-circle of radius r centered at (0; r).

Proof: If it does cross C (r), denote by
0 the subcurve of
starting at the

origin and running to the rst point of intersection with C (r), as in Figure 13.

Let
t0 =
0 + (0; t) be a vertical translate of
0 by a vertical distance of t. Let

T = supft :
t0 \ C (r) 6= ;g. Then
T0 meets C (r) at a point P , but not its

interior, and thus is tangent to C (r) at P . Since the curvature of
T0 is greater

than that of C (r), this is a contradiction.

29

Lemma 4.23 If o and i have

p curvature greater than 1=r, then they are con-

tained in a circle of radius r 3=2.

Proof: By Lemma 4.22 we know that the intersection of the torus component

with the upper half-plane is contained in the intersection of two circles of radius

p at an angle of 120o . This intersection is contained in a circle of

1=r meeting

radius r 3=2.

C(r) γ 'T

γ'

'

Figure 13: The torus component generating curves are trapped inside two circles

meeting at 120o .

Proposition 4.24 Suppose that a torus bubble has hi < 0 and that the inter-

section of the torus component with the upper half-plane has minimum y-value

equal to y0 with y0 > 1= hpi . Then the torus component contains volume

v 22 r2 (y0 + r), where r = 3y0 =2( hi y0 1).

Proof: For a generating curve passing through a point (x; y) in the upper

half-plane,

jkm j jhj jkp j

= jhj p 1

y 1 + y_ 2

jhj y1 :

If y y0 , then

jkm j hi y1 : (15)

0

In a torus bubble we always have that ho > hi , so that the curves o and i

each have curvature greater than hi 1=y0 . By Lemma 4.23 the intersection of

the torus component with the upper half-plane is contained in a circle of radius

30

p

r 3y0 =2( hi y0 1). The volume is obtained from the formula for the volume of

a torus of revolution generated by a circle of radius r centered at height y0 + r)

above the x-axis.

Lemma 4.25 If a torus bubble has hi k < 0 and the intersection of the

torus component with the upper half-plane is contained in fy y0 g where y0 >

1=k, then the torus component contains volume

p

v 2:46(y1 + 23 ky y0 1 )( ky y0 1 )2

0 0

jkm j k y1 :

0

curves o and i each have curvature greater than k 1=y0 . By Lemma 4.23 the

intersection of the torus component with the upper half-plane is contained in

the intersection w of two circles of radius r = y0 =(ky0 1) meeting at an angle

of 120o . The area of w is

p

a = (2=3 3=2)r2 < 1:23( ky y0 1 )2 :

0

The diameter of w is p

d = 3 ky y0 1 :

0

The center of mass of w has distance from the y-axis equal to the sum of y1

and half the vertical displacement of the chord running between its two vertices.

This chord has angle =2 1 with the x-axis. Thus the y-value of the center

of mass of w is given by

y1 + d2 cos(=2 1 ) y1 + d2 :

Pappus' Theorem for the volume of a solid of revolution obtained by rotating

this area around the x-axis gives that

v 2(y1 + d2 )1:23( ky y0 1 )2 ;

p 0

2:46(y1 + 23 ky y0 1 )( ky y0 1 )2 :

0 0

We apply these volume estimates to reduce the range of possible mean cur-

vatures in a minimizing equal volume torus bubble.

Proposition 4.26 In a minimizing equal volume torus bubble, ho 10.

31

Proof: The hypothesis ho 10 is equivalent to hi 8. Suppose to the

contrary that hi < 8 in a minimizing equal volume torus bubble.

Proposition 4.11 states that i is a graph, so that the volume vi of the

ball component is larger than the volume of the region under S2 . Lemma 4.8

and Lemma 4.7 imply that 60o < 2 < 120o . It follows that vi > 5=24,

the volume under a unit radius sphere subtending an angle of 60o . We now

estimate the volume vo of the torus component. The curves generating

p the

boundary of the torus component contain the point (x2 ; y2 ) where 3=2 y2

1. Their maximum and minimum y-values dier by less than 2=jphi j < 0:25 by

Proposition 3.5, and therefore both curves are contained in fy 3=2 0:25g.

Noting

p that y1 1 and applying Lemma 4.25 with k = 8 and y0 = 0:6 <

3=2 0:25 gives that

p

vo < 2:46(1 + 23 ky y0 1 )( ky y0 1 )2

p 0 0

3 0 : 6 0

< 0:08

Thus vo < 0:08 < 5=24 < vi , contradicting the assumption that the torus

bubble encloses equal volumes.

Our algorithm will need the following rather technical result about the slope

of an unduloid.

Lemma 4.27 Suppose that the generating curve i of Ti satises 0 hi 2

and 0 1 4o . Let be the angle made by i with the positive x-axis and let

1 be the value of this angle at (x1 ; y1 ). Then 1 for as long as i remains

below height fy = 1=2g. In particular, 26o below this height.

Proof: Let y be any point on i . Then

hi y2 2y cos fi = 0 :

A given value of cos is realized by at most two y values solving this quadratic.

Suppose that as the generating curve goes from a minimum to a maximum, the

angle 26o 1 = 30o 1 30o occurs twice. The two y-values which share

the same 1 both solve the above equation. Thus they sum to 2 cos 1 =hi

2(:8)=2 :8. Since the smaller root is below sin(4o ) < :1 the larger root is above

1=2. The angle is increasing near the smaller root. Thus i subtends an angle

of at least 1 with the x-axis for as long as i remains below height 1=2. Since

1 = 30o 1 26o , the nal conclusion holds.

5 Computation

Like a man to double business bound, I stand in pause where I shall rst begin.

Hamlet Act 3, Scene 3, Line 41

32

The computation was performed using double precision
oating point num-

bers. The fundamental data type is the IEEE 754 64-bit real number. See

[5]. This is a binary representation with a 52-bit mantissa (plus an implied

leading bit), an 11-bit binary exponent, and a sign bit. The IEEE standard

species that the add, subtract, multiply, divide, and square root operations be

performed as if done exactly and rounded to the nearby representable number

according to the rounding mode in eect. There are three rounding modes that

can be chosen: up, down, or nearest. The values +1 and 1 are representable

and behave in the obvious way. Floating point exceptions are masked, but
ags

are sticky and available for clearing and inspection. Only the divide-by-zero,

over
ow, and invalid operation
ags are of interest to us. We will use the term

exception to refer only to one of these. Most computers in use today implement

the IEEE standard.

Combined with the methods of interval arithmetic, see Moore [26], the IEEE

standard allows numerical calculation with exact bounds on accuracy. Interval

arithmetic is a method by which a real valued function on the reals can be

extended to an interval valued function of intervals, with the interval returned

by the function containing all possible function values with arguments from the

domain intervals. This property is sometimes called inclusion monotonicity. An

interval is formed from two IEEE reals. Mathematically, it represents the closed

interval between the two reals. The add, subtract, multiply, divide, and square

root functions are extended to intervals by the IEEE operations on reals along

with directed rounding.

In this section, IEEE reals are denoted by lower case, and intervals of IEEE

reals by upper case. Arithmetic operations are interpreted according to IEEE

and interval rules, not by the usual mathematical denitions. The lower and

upper bounds to an interval are denoted with lower and upper bars, so X =

[X; X ].

Other operations on reals are extended to intervals in straightforward ways.

Relations are interpreted positively, so when X and Y are intervals, X < Y

means for any x 2 X and any y 2 Y , x < y. So we have equivalent expressions

X < Y , X < Y , and X 6= Y , X \ Y = ;. The union of intervals X

and Y is the smallest interval containing the usual sets, and is denoted X [Y .

The interval valued functions absolute value, Max, Min, and intersection are

dened in the obvious way, without rounding. There is no IEEE standard for

transcendental functions, so we designed our algorithm to avoid all calls to

trigonometric functions.

NANs (NAN stands for Not A Number) are never generated in the algorithm.

We assure this by monitoring the IEEE exception
ags.

Bounds obtained with interval arithmetic are usually far from sharp, es-

pecially when using wide intervals. (Our intervals are \fat" in the sense of

Feerman [14].) Often the intervals are wide enough to make a perfectly good

formula look like nonsense. For example, consider a formula involving square

roots. Assuming we're not using imaginary numbers, the validity of the formula

presupposes that the argument to the square root is nonnegative. However,

when we pass to an interval extension of the formula, the interval argument to

33

the square root will often include negative values, and the square root of a neg-

ative number would normally trigger an exception. Such an exception would be

annoying, so we dene the interval square root function Sqrt to simply discard

any negative portion of an interval argument. The justication for this appar-

ent sleight-of-hand rests on the validity of the original formula over the reals.

Since our theorems tell us that the quantity whose square root we are taking is

non-negative, we are justied in truncating the interval to exclude negatives.

The interval function which always returns [ 1; 1] can be used to represent

any function, but not very usefully. We use this interval to return the value of

a division by an interval containing

p zero. The empty set is represented by

[1; 1]. The values of and 3 in our algorithm are expanded to narrow

intervals. Other constants used are representable. Thus we use the expression

5Ho 1 rather than Ho 0:2, which involves the non-representable constant

0:2.

The verify statement is used to assure that a particular condition holds. If

the condition fails, then the entire program is stopped (aborted). If no such

failure occurs, the presence of such a verify statement constitutes a proof that

the condition holds for the given inputs.

Remark. Much of the analysis of this section has an alternative interpreta-

tion in terms of fuzzy logic. An interval may be regarded as a fuzzy real number,

i.e. a real number whose true value is uncertain but constrained to lie within

the interval. The denition of an ordinary step function

f (x) := 0 if x < c

f (x) := 1 otherwise

becomes somewhat problematic if x and c are fuzzy, and their intervals overlap.

Then we no longer have the true-or-false dichotomy of Aristotelian logic, and

can use fuzzy logic to represent uncertain logical values. A fuzzy extension of

the above step function is then:

F (X ) := 0 if X < C

F (X ) := 1 if X > C

F (X ) := [0; 1] if X and C overlap

See the procedure Compare below for a more sophisticated step function

of this type.

The algorithm for rejecting torus bubbles is given below, broken down into

procedures. The idea is to consider a domain of torus bubbles representing a

product of small intervals in each of 1 and ho , and to calculate as much about its

geometry as possible. If no property that can be tested rules these torus bubbles

out as potential minimizers, we calculate their volumes and areas and compare

them to those of the double bubble. The accuracy of these calculations depends

on the size of the domain rectangle we start with. We will show that these can

be chosen small enough to get sucient accuracy, but still large enough that a

reasonable number of them cover all the possibilities.

34

A range of hypothetical torus bubbles is specied by intervals 1 and Ho ,

according to Proposition 4.12. (To avoid unnecessary use of trigonometric func-

tions our algorithm in fact uses an equivalent parametrization of the space of

torus bubbles by intervals S1 and Ho , where S1 = sin 1 .) Rather than solve the

mean curvature dierential equation directly to nd the point (X2 ; Y2 ) where

the Delaunay curves i and o intersect, we assume existence of a torus bubble

to derive Y2 , and then deduce X2 from numerical integrals. Area and volume

calculations can be obtained from additional numerical integrals. At each stage

in the calculation, we check whether the torus bubbles can be rejected based on

the instability results of Section 4. If not, we test whether the volumes are equal.

As it turns out all torus bubbles are rejected for other reasons, so area calcu-

lations are not necessary. Thus they have been eliminated from the algorithm.

Most torus bubbles are rejected because either 2 is out of range, or because the

x-displacement of the Delaunay curves dier, or because the volumes enclosed

dier.

The computation of 2 and Y2 is based on an analysis of the force function.

The integration of the Delaunay curves is complicated by the fact that they

may not be graphs, so we have to choose some parameterization. It turns out

that the most convenient parameterization is in terms of y, because the ODE

involves only y, and because the y-coordinates of the endpoints are specied

by 1 and 2 . This allows x-displacement, volume, and area to be expressed

directly as integrals in terms of y, thereby bypassing a complete ODE solution.

The Delaunay curves are generally not graphs as functions of y, so the in-

tegrals we use have singularities at points where y_ = 0. Each integrand has a

denominator containing a factor which is a square root of a fourth degree poly-

nomial in y. Fortunately, the polynomial factors into linear pieces, and only

one of these factors vanishes when y_ = 0. A change of variables resolves the

singularity, as worked out in Proposition 3.8.

Another diculty is that the geometry sometimes degenerates at the bound-

ary of the regions we are studying. For example, we need to exclude torus bub-

bles with 1 arbitrarily close to 0, but some of our formulae become singular

when 1 = 0, and don't make sense there. If the interval 1 contains 0, then

various intervals representing y-coordinates along the Delaunay curves will also

contain 0, and the integrals will each have a nasty singularity. We get around

this problem by using crude estimates in a small zone near the x-axis, and us-

ing integrals only when a safe distance above the x-axis. This approach works

except when ho is also near 0. In that case we rely on Proposition 4.21.

We now describe some interval procedures used in our algorithm.

The procedure Avgwt calculates a number in between two inputs, to be

used to subdivide integrals later. It is a weighted average.

procedure Avgwt

input: X, Y, w

verify X<Y

verify 0 < w and w < 1

35

z := (1 w)X + wY

verify X < z and z < Y

return z

reals and then takes a square root. In taking the square root of an interval,

outward rounding is performed using theIEEE rounding modes. The square

root of X is rounded down. The square root of X is rounded up.

procedure Sqrt

input: X

X := X \p[0; 1p]

return [ X; X ]

procedure Width

input: X

Y := X X

return Y

The procedure Compare checks whether the interval X is to the left of the

interval Y , returning A if yes, B if not, and the union if the intervals overlap.

procedure Compare

input: X; Y; A; B

if X < Y then return A

else if X > Y then return B

else return A[B

Compare(X; Y; A; B ), and if x y then b 2 Compare(X; Y; A; B ).

Proof: The lemma follows from a straightforward case by case analysis.

Integrate is the basic method for numerical integrals. It gives relatively

wide intervals, but is good enough for our purposes.

procedure Integrate

input: F; A; B

Y := 0

H := (B A)=32

36

if (H > 0) then

begin

i

for := 0 to 31 do

Y := Y + F (A + iH + (0[H ))

end

return (0[F (A))Width(A) + (0[F (B ))Width(B ) + Y H

Proposition 5.2 For any integrable f and real numbers a; b; with a b, and in-

terval extensions F; A; B , the integral of f from a to b is contained in Integrate(F; A; B ).

Proof: If A B ,

Z b Z A Z B Z b

f dx = f dx + f dx + f dx :

a a A B

The term Z A

f dx

a

is contained in (0[F (A))(A A) and

Z b

f dx

B

is similarly contained in (0[F (B ))(B B ).

The term Z B

f dx

A

is bounded by lower and upper Riemann sums, using 32 equally sized intervals.

The Y H term, by construction, gives an interval containing those Riemann

sums. Otherwise, A B is false, so A and B overlap, and we can decompose

Z b Z B Z b

f dx = f dx + f dx :

a a B

Since B < A, the Y H term vanishes and the result follows from [a; B ] [a; A]

and inclusion monotonicity.

The next several procedures dene functions to be integrated. A Delaunay

curve can be obtained by integrating the ordinary dierential equation given

in Equation 2 in Section 3. Rather than compute the whole curve, we only

compute the x-displacement and the volume beneath the curve, because that is

all we need, and it is much more computationally ecient.

The procedure Dx is a straightforward interval extension of Equation 6 in

Proposition 3.7. The absolute value sign is a computational convenience. Our

Delaunay curves will sometimes go in the negative x direction, and we explicitly

take that into account by nding the turning point and splitting the integral

37

into the positive and negative parts. The volume element Dv is obtained from

Dx and is also nonnegative.

At local minima and maxima, Dx and Dv are singular. This is because

dy=dx = 0 and is not a computational artifact. So near local extrema, we use a

change of variables to reparametrize the curve, as in Proposition 3.8.

procedure Dx

input: Y; H; F

T := HY 2 F

return T=Sqrt((2Y + T )(2Y T ))

procedure Dxmin

input: Z; H; F

Y := Ymin + Z 2

T := HY 2 F

return 2T=Sqrt((2Y + T )(2 HYmin Y H ))

procedure Dxmax

input: Z; H; F

Y := Ymax Z 2

T := HY 2 F

return 2T=Sqrt((2Y + T )(HY 2 + HYmax ))

procedure Dv

input: Y; H; F

return Y 2 Dx( Y; H; F )

procedure Dvmin

input: Z; H; F

return (Ymin + Z 2 )2 Dxmin ( Z; H; F )

procedure Dvmax

input: Z; H; F

return (Ymax Z 2 )2 Dxmax ( Z; H; F )

The next procedure is used for rejecting a range of torus bubbles. Such a

range is represented by intervals C1 and Ho , representing a range of possible

values for cos 1 and ho . The interval of cosine values C1 is used, rather than

38

an interval of 1 values, to eliminate calls to trigonometric functions by the

algorithm. A variety of tests are performed based on the analysis of previous

sections. The various intervals do not necessarily give sharp estimates, so it is

not a priori clear that very many ranges will be rejected. As it turns out, they

are sharp enough.

procedure CheckRectangle

input: C ;H

1 o

1. if 1000 1 C

995 and 5Ho 1

then return REJECT

2. Define

Hi := 2 Ho

Y1 := Sqrt(1 C12 )

Fi := (Hi 1)Y12 C1 Y1 Sqrt(3)

Fo := Fi

3. C := [ C1 [C1 ] \ [ :5[:5]

2

verify C2 is non-empty.

T := (2(Hi 1)Fi + 3)=(3 + (Hi 1)2 ) (1 C1 2 )

if C2 + T 6= 1 return REJECT

2

C2 := C2 \ ((Hi 1)Y2 Fi =Y2 )=Sqrt(3)

verify C2 is not empty

5. if C :

1 H

5 and o 1 Sqrt(3) 1 C =Y1

then return REJECT

7. Define:

Vends := (1 C1 )2 (2 + C1 )=3 + (1 C2 )2 (2 + C2 )=3

Ymin := Fi =(1+ Sqrt(1 + Fi Hi ))

Ymax := (1+Sqrt(1 + FoHo ))=Ho

8. if Ymin Hi < 1 then

begin

Y := Compare(C1 ;Sqrt(3)=2; Ymin ; Y1 )

R := (Sqrt3=2)=( Hi 1=Y )

V := 22 R2 (Y + R)

if V < Vends then return REJECT

end

9. Define:

39

if minY <Y Y

2 then 3 := Avgwt( min 2 Y ; Y ; :5)

else return NORESULT

Yleft := Sqrt( o o )F =H

Y

if ( left <Y Y

max ) then left := Max( 1 Y ; Yleft )

else return NORESULT

Y Y ;Y

4 := Avgwt( left max 5) ;:

10. Define:

T := Sqrt(Y1 Ymin )

Z1 := Compare(C1 ;Sqrt(3)=2; T; T )

Z2 := Sqrt(Ymax Y2 )

Z3 := Sqrt(Y3 Ymin )

Z4 := Sqrt(Ymax Y4 )

11. if 1000 1 C

998 then

begin

T Y ;Y ; =

:= Avgwt( 1 2 1 16)

i := ( T Y =

1 )206 100+Integrate(Dx( ; Hi ; Fi ); T; Y2 )

T C =C

:= Sqrt(1 12 ) 1

Y Y

o := ( left 1 )Sqrt(3)

T Y ;Y ; =

:= Avgwt( left 4 1 16)

o := o +Integrate(Dx( o o ) ; H ; F ; T; Y

4)

if o >

i then return REJECT

o := o +Integrate(Dxmax ( o o ) 4 ; H ; F ; Z ; Z2 )

if o > i then return REJECT

if 1 2C1 then return NORESULT

end

12. Define

o :=Integrate(Dx(; Ho ; Fo ); Y1 ; Y4 )+

Integrate(Dxmax (; Ho ; Fo ); Z4 ; Z2 )

if Width(o ) > 20 return NORESULT

verify C1 Sqrt(3)=2 or Y1 Y3

i := Integrate(Dxmin (; Hi ; Fi ); Z1 ; Z3 )+

Integrate(Dx(; Hi ; Fi ); Y3 ; Y2 )

Vbase :=Integrate(Dvmin ( i ; H ; Fi ); Z1 ; Z3 )+

Integrate( Dv ; H ; F ; Y ; Y

( i i) 3 2)

Vi := Vends + Vbase

Vo :=Integrate(Dv(; Ho ; Fo); Y1 ; Y4 )+

Integrate(Dvmax (; Ho ; Fo ); Z4 ; Z2 ) Vbase

40

V 6 V

15. if i = o return REJECT

else return NORESULT

Vo

Vbase

Vends

Theorem 5.3 If CheckRectangle(C1; Ho) returns REJECT without causing

an IEEE exception, then there is no area-minimizing equal-volume torus bubble

with cos 1 2 C1 and ho 2 Ho .

Proof: The proof proceeds by interpreting and justifying each step of the al-

gorithm.

Step 1 rejects torus bubbles based on Proposition 4.21. C1 is a range of cosine

values for the angle 1 , so 1000C1 995 corresponds to cos 1 :995, which

holds for angles 1 5:7o .

Step 2 denes values used in further steps. The values of Fo and Fi are calcu-

lated using the formulae in Proposition 4.15.

Step 3 examines the possible values of y2 = sin 2 . Corollary 4.9 implies :5

cos 2 , and Lemma 4.7 implies cos 2 :5. Since we assumed that 1 2 ,

we have cos 2 cos 1 . Proposition 4.13 implies that cos 1 cos 2 . The

resulting interval of possible values for 1 is non-empty, which we check with a

verify statement. The force equation for Ti

p

fi (x) = (hi 1)(1 x2 ) x 3(1 x2 )

has at most two roots by p Lemma 4.14, one of which is c1 . We are looking for

the other. Letting y = 1 x2 and rearranging gives

p

fi = (hi 1)y2 + xy 3

41

(fi (hi 1)y2 )2 = 3y2 (1 y2 )

This is a quadratic in y2 . The sum of the two roots in y2 is

2(hi 1)fi + 3

3 + (hi 1)2

and the known root is 1 c1 2 , so subtraction gives the other. Thus the interval

T contains the square of the second root y2 . If there is no such solution C2 with

C22 = 1 T then the bubble cannot be a minimizer and it is rejected.

Step 4 continues to examine the value of y2 . The only possible values for y2 are

in [0; 1], so we intersect before taking the square root of T to get an interval Y2

which contains possible values of y2 , if any. The values in Y2 must be consistent

with the apriori bounds for C2 , so we reject a value which is not. Since

p

fi = (hi 1)(1 c2 2 ) c2 3(1 c2 2 )

by Proposition 4.15, and 1 c2 2 = y22 , we can solve to get an expression for c2

in terms of hi ; fi and y2 . Note that this expression is chosen to give us c2 with

the correct sign. We check the consistency of this expression with c2 in the nal

line of step 4.

Step 5 rejects torus bubbles based on Proposition 4.18. It uses the fact that

cot(1 ) = c1 =y1 .

Step 6 passes on a request to subdivide the rectangle if it is too wide. It does

not reject anything, so there is nothing to justify.

Step 7 denes Vends to be the volume of the solid of revolution between the

spherical ends and the x-axis. See Figure 14. This solid is wholly contained

in the ball component. Ymin is the y-coordinate of the local minimum of the

inner Delaunay curve, based on solving the force equation as in Equation 13 of

Proposition 4.11. This minimum is realized in the torus bubble if and only if

1 30o . Similarly Ymax is the outer Delaunay curve maximum, as in Equa-

tion 4. It is always achieved.

Step 8 excludes torus bubbles where an estimate shows that the torus compo-

nent has less than half the total volume. The volume of the ball component is

bounded below by the volume under the spherical caps, whose value is given by

Vends . An upper bound for the torus component volume is given by the formula

deduced in Lemma 4.24.

Step 9 denes Yleft , the y-value of the point where o has a vertical tangency

on the left as in Figure 10. It is computed by taking the square root of the

nonnegative part of Fo =Ho . Note that Corollary 3.4 guarantees that this value

is positive in a torus bubble, so we are justied in truncating negative values

42

which may have appeared in the calculation before taking the square root. The

outer curve is always a nodoid by Corollary 4.19, and if extended to a vertical

point, the y-coordinate of that point is in the interval Yleft . Replacing Yleft

with Max(Yleft ; Y1 ) assures that Yleft contains the y-coordinate of a vertical

point if there is one, and the initial point otherwise. Y3 and Y4 are used as

intermediate points for chopping integrals. A verify statement contained in the

procedure Avgwt assures that Y3 is smaller than Y2 and larger than Ymin .

Step 10 denes Z1 ; Z2 ; Z3 , and Z4 which are later used as bounds of integration.

The square roots discard the negative part of any interval as before, because for

any particular torus bubble the minimum and maximum y-coordinates provide

bounds for the endpoints of the curves. Z1 is given a negative sign if the lower

curve achieves an interior minimum, and a positive sign otherwise. If the inter-

vals don't allow a conclusion one way or the other about the achievement of a

minimum, then we take the union of both values. Z2 is given a positive sign

because the upper curve always achieves an interior maximum. Z3 and Z4 are

similar.

Step 11 excludes torus bubbles with 1 very small by checking that for these

bubbles o travels further in the positive x-direction than i , so that they cannot

intersect at the required height in Y2 . The angles considered small are those

with cos 1 :998, corresponding to 1 0 where 3o < 0 < 4o .

i is an upper bound for the x-displacement of the inner curve, o a lower

bound for the upper curve. If i < o , then the torus bubble is impossible.

Since the integrands used to calculate Dx become singular at 1 = 0, we use

the Intermediate Value Theorem to estimate i and o when 1 has a value

of no more than 4o . The estimates for i and o near the x-axis are justied

by Proposition 3.5 in the case of To and by Lemma 4.27 in the case of Ti . See

Figure 15 for an illustration of the estimates for i and o .

For 1 < 4o , Lemma 4.27 implies that the inner curve is given by a strictly

increasing function, so that the x-displacement is equal to the integral of Dx

from Y1 to Y2 . This can be broken up into the integral from Y1 to T and the

integral from T to Y2 , where T is set to be one sixteenth of the way from Y1

to Y2 . Lemma 4.27 states that the slope of i below height T is smallest at its

initial point (x1 ; y1 ), so dx=dy cot (30 1 ) cot 26o < 2:06 and the rst

integral is bounded above by that quantity times T Y1 . It follows that i is

an upper bound.

For o we rst nd an upper bound on the leftward displacement between y1

and yleft using a similar intermediate value theoremp estimate. In this case the

slope has absolute value larger than tan 30o = 1= 3 and (Yleft Y1 )Sqrt(3)

gives an upper bound for the leftwards displacement to height Yleft . An in-

tegral is calculated which gives a lower bound for the rightwards displacement

of o between Yleft and Y2 is gotten by integrating dx=dy from a point some-

what above Yleft to Y2 . A lower bound for o is gotten by taking the negative

of the upper bound for the leftwards displacement and adding to it this integral.

43

y2

y left

y 1+(y 2 - y 1)/16

y1< sin(4o)

44

Step 12 calculates intervals for the x displacement of the outer and inner curves

in the case where the angle is larger than those treated in the previous step.

In this step o is an interval containing the x-displacement of the outer curve,

i an interval containing the x-displacement of the inner curve. If the width

of o is larger than 20 then the procedure returns NORESULT, calling for a

subdivision of the input rectangle.

If C1 Sqrt(3)=2, then i achieves an interior minimum. In that case, an inte-

gral along i can be broken up into two pieces, one from Y1 , across the minimum,

to Y3 , and a second one from Y3 to Y2 . Otherwise, if an interior minimum is not

achieved, we can still break up the inner curve into a piece from Y1 to Y3 and

a piece from Y3 to Y2 , but our formulas need to have that Y1 Y3 . A verify

statement assures this.

Step 13 discards failed computations. If i and o are disjoint, then the curves'

nal points cannot coincide.

Step 14 calculates volumes, as indicated in Figure 14. Vbase is the volume inside

Ti . Adding Vbase to Vends gives Vi , the volume of the inner ball component. Vo

is slightly more complicated because the overhang on the left involves a sub-

traction, if there is an overhang. Such an overhang occurs when 1 < 60o . The

volume formula is set up so that volume is counted with a negative sign when

0 is oriented to the left, and positive sign when 0 is oriented to the right. This

is what is required to calculate the volume of the overhang.

Step 15 rejects bubbles if the volumes are unequal.

Volumes of report run with these false and most contrarious quests.

Macbeth Act 4, Scene 1, Line 10

Now that we are able to reject ranges of torus bubbles, we put these ranges

together to reject all the possibilities. Since we don't know in advance how

fat the ranges can be, we break 1 ; Ho space into bite-sized chunks, and then

recursively subdivide further if necessary. We monitor IEEE exception
ags at

this level, so that no computation is trusted if it raised an exception.

procedure DivideAndCheckRectangle

input: 1S ;H

i

C1 := Sqrt(1 1)

2 S

call CheckRectangle( 1 C ;H

o)

if result is REJECT then return SUCCESS

S

split 1 in half, into 1a 1b S ;S

split H H H

o in half, into oa , ob

call DivideAndCheckRectangle( 1a S ;H

oa )

call DivideAndCheckRectangle( 1a S ;H

ob )

call DivideAndCheckRectangle( 1b S ;H

oa )

45

call DivideAndCheckRectangle( 1b S ; Hob )

return SUCCESS

Main program

begin

clear exceptions

i

for := 0 to 99 step 1 do

j

for := 0 to 99 step 1 do

begin

S1 := [i; i + 1]=100

Ho := [j; j + 1]=10

Call DivideAndCheckRectangle( 1 S ; Ho )

end

verify no exceptions raised

Print ``All torus bubbles rejected.''

end

causing an exception, shows that no area minimizing torus bubble can enclose

equal volumes.

Proof: By Proposition 4.12, any minimizing torus bubble is determined by

1 and ho , where 1 is the angle of rst arc, in degrees, and ho is the mean

curvature of the outer Delaunay surface. It suces to consider 0 1 90o by

Proposition 4.13, and 0 ho 10 by Proposition 4.3 and Proposition 4.26.

Main partitions the possible values of 1 and ho into a number of rect-

angles, and DivideAndCheckRectangle possibly subdivides these further,

depending on the success of CheckRectangle calculations. To avoid unneces-

sary use of trigonometric functions in the computation, the space of angles is

parametrized by a variable s1 = sin 1 . Thus the intervals S1 cover the interval

[0; 1], in 1-1 correspondence with 0 1 90o . DivideAndCheckRectan-

gle begins by using S1 to compute C1 , an interval corresponding to values of

the cosine of an interval of 1 angles. It then passes the C1 and Ho intervals

to CheckRectangle where they are tested as previously described. A search

of parameters 0 s1 1, 0 ho 10 exactly corresponds to a search of

parameters 0 1 90o , 0 ho 10.

Main can only nish if CheckRectangle rejects all rectangles. By Theo-

rem 5.3, torus bubbles rejected by CheckRectangle are not minimizers.

Running Main examines 22,393 rectangles, and involves 90,159 integrals.

As a consequence we obtain a proof of our main result.

Theorem 1 The unique surface of least area enclosing two equal volumes in

R3 is a double bubble.

Proof: Theorem 5.4 eliminates the possibility of a minimizing torus bubble.

Theorem 4.1 implies that the only other possibility is a double bubble.

46

We are indebted to Frank Morgan for introducing us to this problem, to J.

Sullivan for generously providing us with computer graphics of torus and double

bubbles, and to Morgan, M. Hutchings, W. Kahan and W. Rossman for helpful

discussions.

References

[1] M. Alfaro, J. Brock, J. Foisy, N. Hodges and J. Zimba The standard

double soap bubble in R2 uniquely minimizes perimeter, Pac. J. Math.

159, 47-59 (1993).

[2] G. Alefeld and J. Herzberger, Introduction to interval computations,

Academic Press, 1983.

[3] F.J. Almgren, Existence and regularity almost everywhere of solutions

to elliptic variational problems with constraints, Memoirs Amer. Math.

Soc. 4, 165-199 (1976).

[4] F.J. Almgren and J. Taylor, The geometry of soap lms and soap bubbles,

Sci. Amer. 235,82-93 (1976).

[5] ANSI/IEEE Standard 754-1985 for Binary Floating-Point Arithmetic,

The Institute of Electrical and Electronic Engineers, New York, 1985.

[6] K. Appel and W. Haken, The solution of the four-color-map problem,

Scientic Amer. 237, 108-121, (1977).

[7] M. Athanassenas, A free boundary problem for capillary surfaces,

Manuscripta Math. 76, 5-19, (1992).

[8] M. Berger and B. Gostiaux, Dierential Geometry, Manifolds curves

and surfaces, Springer-Verlag Graduate Texts 115, (1988).

[9] J. L. Barbosa and M. do Carmo, Stability of hypersurfaces with constant

mean curvature, Math. Z. 185, 339-353 (1984).

[10] C.V. Boys, Soap Bubbles, Dover Publ. Inc. NY 1959 (rst edition 1911).

[11] Carthage, Encyclopedia Britannica, 19th Edition, 1929.

[12] C. Delaunay, Sur la surface de revolution dont la courlure moyenne est

constante, J. Math. Pure et App. 16, 309-321 (1841).

[13] J. Eells, The surfaces of Delaunay, Math. Intelligencer 9, 53-57 (1987).

[14] C. Feerman, The N-body problem in quantum mechanics, Comm. Pure

and Applied Math. Supplement 39, S67-S109 (1986).

[15] J. Foisy, Soap bubble clusters in R2 and R3 , undergraduate thesis,

Williams College (1991).

47

[16] J. Hass, M. Hutchings and R. Schla
y, The Double Bubble Conjecture,

ERA-AMS 1, 98-102 (1995).

[17] J. Hass and R. Schla
y, Double Bubbles Minimize II, (in preparation).

[18] J. Herzberger, Editor Topics in Validated Computations, Elsevier (1994).

[19] H. Hopf, Dierential geometry in the large, Lect. Notes Math., Springer-

Verlag, 1000 (1983).

[20] M. Hutchings, The structure of area-minimizing double bubbles, to ap-

pear in J. Geom. Anal.

[21] K. Kenmotsu, Surfaces of revolution with prescribed mean curvature,

Tohoku Math. J. 32, 147-153 (1980).

[22] Lord Kelvin, Phil. Mag. 24, 503 (1887).

[23] N. Korevaar, R. Kusner and B. Solomon, The structure of complete

embedded surfaces with constant mean curvature, J. Dierential Geom.

30, 465-503 (1989).

[24] O. Lanford, Proof of the Feigenbaum Conjectures, Bull. Amer. Math.

Soc. 6, 427-434 (1982).

[25] H.P. McKean, M. Schreiber and G. H. Weiss, Isoperimetric problem with

application to the gure of cells, J. Math. Physics 6, 479-484 (1994).

[26] R. E. Moore, Methods and Applications of Interval Analysis, SIAM,

1979.

[27] J.D. Moore and R. Schla
y, On equivariant isometric embeddings, Math

Z. 173, 119-129 (1980).

[28] F. Morgan, Soap bubbles in R2 and in surfaces, Pac J Math 165 (1994),

347-361.

[29] F. Morgan, Clusters minimizing area plus length of singular curves,

Math. Ann. 299, 697-714 (1994).

[30] R. Osserman, The isoperimetric inequality, Bull. Amer. Math. Soc. 84,

1182-1238 (1978).

[31] J. Plateau, Statique experimentale et theorique des liquides soumis auz

seules forces molecularies, Gathier-Villars, Paris, 1873.

[32] H. Sagan, Introduction to the Calculus of Variations, Dover, 1992.

[33] M. Spivak, A comprehensive introduction to dierential geometry, Vol-

ume III, Second Edition, Publish or Perish Inc, 1979.

48

[34] J. Taylor, The structure of singularities in soap-bubble-like and soap-

lm-like minimal surfaces, Ann. of Math. 103, 489-539 (1976).

[35] D'arcy Thompson, On growth and form, Cambridge Univ. Press, NY,

1959, (rst edition 1917).

[36] T. I. Vogel, Stability of a liquid drop trapped between two parallel planes,

SIAM J. Appl. Math 47 (1987) 516-525.

Joel Hass

Department of Mathematics

University of California

Davis, CA 95616

e-mail: hass@@math.ucdavis.edu

Roger Schla
y

Real Software

PO Box 1680

Soquel, CA 95073

Internet: rschla
y@@attmail.com

49

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