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# §0 Introduction

## §0 Introduction

In this paper we will prove a Liouville theorem on smooth plurisubharmonic functions on a complete noncompact Kähler manifold with nonnegative bisectional curvature. Using this Liouville theorem we prove a splitting theorem for such manifolds as well as a gap theorem in terms of the curvature decay of such a manifold.

In \[N\], the first author raised the following question:

On a complete noncompact Kähler manifold with nonnegative Ricci curvature, is a plurisubharmonic function of sub-logarithmic growth a constant?

It is well-known that for the complex Euclidean space $`^m`$, the answer is positive. An affirmative answer to the above question is also a natural analogue, for plurisubharmonic functions, of Yau’s Liouville theorem \[Y\] for positive harmonic functions on Riemannian manifolds with nonnegative Ricci curvature. In this paper we shall first prove the following result as a supporting evidence of the positive solution to the above mentioned question.

###### Theorem 1

Let $`M`$ be a complete Kähler manifold with nonnegative holomorphic bisectional curvature. Let $`u`$ be a plurisubharmonic function on $`M`$ satisfying $`\mathrm{\Delta }u\mathrm{exp}(C(r^2(x)`$ $`+1))`$ for some $`C>0`$. Suppose

$$\underset{x\mathrm{}}{lim\; sup}\frac{u(x)}{\mathrm{log}r(x)}=0,$$

then $`u`$ must be a constant.

Even the result holds only for the manifolds with nonnegative bisectional curvature it has interesting applications in studying the geometry of such complete Kähler manifolds. The first application is the following splitting result.

###### Theorem 2

Let $`M^m`$ be a complete noncompact Kähler manifold with bounded nonnegative holomorphic bisectional curvature. Suppose $`f`$ is a nonconstant harmonic function on $`M`$ such that

$$\underset{x\mathrm{}}{lim\; sup}\frac{|f(x)|}{r^{1+ϵ}(x)}=0,$$
$`0.1`$
for any $`ϵ>0`$, where $`r(x)`$ is the distance of $`x`$ from a fixed point. Then $`f`$ must be of linear growth and $`M`$ can be splitted isometrically as $`\stackrel{~}{M}\times `$. Moreover the universal cover $`\overline{M}`$ of $`M`$ can be splitted isometrically and holomorphically as $`\stackrel{~}{M^{}}\times `$, where $`\stackrel{~}{M}^{}`$ is a complete Kähler manifold with nonnegative holomorphic bisectional curvature. Suppose that there exists a holomorphic function $`f`$ on $`M`$ of growth satisfying (0.1). Then $`M`$ itself splits as $`\stackrel{~}{M}\times `$.

A consequence of Theorem 2 is the following corollary.

###### Corollary

Let $`M^m`$ be a complete noncompact Kähler manifold with nonnegative holomorphic bisectional curvature whose Ricci curvature is positive at some point. Then every harmonic function defined on $`M`$ satisfying (0.1) must be constant.

In \[L1\], Li proved that if $`M^m`$ is a complete noncompact Kähler manifold with complex dimension $`m`$ with nonnegative Ricci curvature and $`M`$ supports $`n+1`$ linearly independent harmonic functions of linear growth over $``$, then $`M`$ is holomorphically isometric to $`^m`$. Here $`n=2m`$ is the real dimension of $`M`$. This result was later generalized to the real case by Cheeger-Colding-Minicozzi in \[C-C-M\]. They proved that Li’s result is still true for Riemannian manifolds with nonnegative Ricci curvature. In this case, the conclusion is that the manifold is isometric to the Euclidean space. In fact, they proved that if $`M^n`$ is a complete noncompact Riemannian manifold with nonnegative Ricci curvature which supports a non-constant harmonic function of linear growth, then the tangent cone at infinity splits a factor of $``$. Theorem 2 shows that on a complete Kähler manifold with bounded nonnegative holomorphic bisectional curvature, the existence of a nonconstant linear growth harmonic function would split the manifold itself. One can also think this as a function-theoretic version of Cheeger-Gromoll’s splitting theorem.

On the other hand, in \[Y\] and \[C-Y\], Cheng and Yau proved that on a complete noncompact Riemannian manifold with nonnegative Ricci curvature, then any sublinear growth harmonic function must be constant. That is to say, if the growth rate of a harmonic function is ‘close’ to that of constant functions, then the harmonic function must be constant. It is an interesting question to locate the ‘next gap’. Namely, what is the minimum growth rate beyond the linear growth. An easy consequence of the theorem is that if a harmonic function $`f(x)`$ is of $`O\left(r(x)\left(\mathrm{log}r(x)\right)^a\right)`$, for some $`a>0`$, then it is of linear growth. On the other hand, for any $`\delta >0`$, the ‘round off’ cones with metrics $`dr^2+r^2ds_{S^1(1+\delta )}^2`$, where $`S^1(\frac{1}{\sqrt{1+\delta }})`$ is the circle with radius $`\frac{1}{\sqrt{1+\delta }}`$, support harmonic functions of growth $`r^{1+\delta }(x)`$. Therefore, Theorem 1 provides the best ‘next gap’, at least for the Kähler manifolds with bounded nonnegative bisectional curvature. Whether the similar ‘gap’ exists for the manifolds with nonnegative Ricci curvature and whether the same splitting result remains true for the Riemannian manifolds with nonnegative sectional curvature remain to be interesting open questions.

Theorem 1 also shows its potential in the study of the structure of complete Kähler manifolds with nonnegative curvature by proving the following gap theorem.

###### Theorem 3

Let $`M`$ be a complete noncompact Kähler manifold with nonnegative bisectional curvature. Assume that $`(x)C(r^2(x)+1)`$ for some $`C>0`$ and

$$_0^rs\left(\frac{}{}_{B_o(s)}(y)𝑑y\right)𝑑s=o(\mathrm{log}r)$$

where $`(x)`$ is the scalar curvature function, $`\frac{}{}_{B_o(r)}(y)𝑑y`$ is the average of $``$ over $`B_o(r)`$ . Then $`M`$ must be flat. In particular, the universal cover of $`M`$ must be isometric to $`^m`$.

Theorem 3 is the best gap type theorem proved so far for the Kähler manifolds with nonnegative bisectional curvature. The first result of this sort was proved by Mok-Siu-Yau in \[M-S-Y\] through solving the Poincaré-Lelong equation. It was later generalized in \[N\] for non-parabolic manifolds. The best result to date is in \[C-Z\], where Chen and Zhu used W.-X. Shi’s argument in \[Sh3\] and proved that:

Let $`M^m`$ be a complete noncompact Kähler manifold with nonnegative bisectional curvature. Assume that $`(x)`$ is bounded and $`\frac{}{}_{B_x(r)}(y)𝑑yk(r)`$ for all $`x`$ where $`k(r)`$ is a nonincreasing function satisfying $`k(r)=o(r^2)`$. Then $`M`$ must be flat.

In the proof of \[C-Z\], the long time existence on the Kähler-Ricci flow in \[Sh3\] was used together with the volume element estimate in \[Sh3\] and a Li-Yau-Hamilton inequality on Kähler-Ricci flow of H.-D. Cao \[Co1\]. Along this line, the authors of the current paper improved the above result slightly in \[N-T2\], after their simpler derivation of W.-X. Shi’s volume element estimate.

We prove Theorem 3 using a simpler and much more direct method. Note that in Theorem 3 we do not require the uniform decay as in the above mentioned result in \[C-Z\] (See also \[N-T2\]). Another advantage of this method is that we do not necessarily require the boundedness of the curvature tensor, which has to be assumed due to the current status of the existence theory on the Kähler-Ricci flow over complete noncompact manifolds. The connection between the Liouville theorem and the gap theorem is provided by the solution to the Poincaré-Lelong equation, especially the one constructed in Theorem 5.1 of \[N-S-T1\]. This connection was also illustrated in earlier papers \[N-T1-2\]. We should also remark that Theorem 3 is not true if one only assume that the manifold has nonnegative Ricci curvature. In fact, there are many examples of Kähler manifolds with curvature decay satisfying Theorem 3 and with maximum volume growth. But they are not flat. (To our knowledge that all such examples are Ricci flat. Whether this is generally true or not remains an interesting question.)

Finally, we summarize some earlier work on Liouville properties of the plurisubharmonic functions and explain the methods we use to put our theorem into the right perspective. The first attempt to the question raised at the beginning on the plurisubharmonic functions was made in \[N\], where the first author proved that if $`M`$ is quasi-projective and $`u`$ is bounded then $`u`$ is a constant. In general case, it was also proved there that $`u`$ satisfies a homogenous Monge-Amperé equation. This fact turns out to be very useful in our proof here. In \[N-T1\], using the Kähler-Ricci flow and a linear trace Li-Yau-Hamilton inequality (which is also called Harnack inequality in \[H2\], \[Co1\] and \[C-H\]) established there, the authors answered the question raised at the beginning affirmatively under the assumptions that $`M`$ has bounded bisectional curvature, the average of the scalar curvature of $`M`$ has quadratic decay and the Laplacian of the plurisubharmonic function grows at most exponentially (cf. \[Theorem 3.2, N-T1\] for a more precise statement).

The proof here is complete different, simpler and is based on the fact that on a complete Kähler manifold with nonnegative Ricci curvature, a plurisubharmonic function of sub-logarithmic growth must satisfies a homogeneous Monge-Amperé equation (see Lemma 2.3 below). Namely, at each point, at least one of the eigenvalue of the complex Hessian of the plurisubharmonic function is zero. Hence a natural way to prove the theorem is to use the induction. However, the foliation defined by the Monge-Amperé equation might be singular. We overcome this difficulty by deforming the plurisubharmonic function through heat equation. It turns out that, under the condition that the manifold has nonnegative holomorphic bisectional curvature, the deformed function is still plurisubharmonic for $`t>0`$ and satisfies the homogeneous Monge-Amperé equation. Then the manifold, or its universal cover if not simply-connected, can be splitted with a factor whose tangent space corresponds to the kernel of the complex Hessian of the function at each point at some time $`t>0`$. (Namely, the foliation at $`t>0`$ becomes a product.) Therefore, we can indeed use the induction to conclude the result.

We should point out that the upper-bound assumption on the Laplacian is believed not necessary. However, due to the lack of direct method to the problem and the heat equation method in our proof, this assumption is necessary to obtain a maximum principle which holds for tensors satisfying a heat equation. The classical uniqueness for the solution to the heat equation on Euclidean space requires a similar necessary assumption on the solution.

Acknowledgment. The authors would like to thank Huai-Dong Cao, Bing-Long Chen, Bennet Chow, Jiaping Wang and Fangyang Zheng for helpful discussions. In particular, the discussion with Fangyang Zheng leads to an improvement of Theorem 2 and its consequence. We also thank Peter Li, Richard Schoen for their interests.

## §1 Estimates on solutions to the heat equation

In this section, we derive some basic estimates on the solution of the heat equation with plurisubharmonic initial data on a complete noncompact Kähler manifold with nonnegative bisectional curvature. First, we need the following:

###### Lemma 1.1

Let $`M^n`$ be a complete noncompact Riemannian manifold with nonnegative Ricci curvature. Let $`u_0`$ be a smooth function on $`M`$ such that

$$\mathrm{exp}\left(a(r^2(x)+1)\right)u_0(x)\mathrm{exp}\left(b(r^2(x)+1)\right)$$

for some constants $`b>a>0`$, where $`r(x)`$ is the distance of $`x`$ from a fixed point $`oM`$. Then there exists a $`T>0`$ depending only on $`b`$ such that the Cauchy problem

$$\left(\frac{}{t}\mathrm{\Delta }\right)u=0,u(x,0)=u_0(x)$$
$`1.1`$
has a solution $`u`$ on $`M\times [0,T]`$. Moreover, there exist constants $`C_1,C_2>0`$ such that

$$C_1\mathrm{exp}\left(\frac{a}{4}r^2(x)\right)u(x,t)C_2\mathrm{exp}\left(3br^2(x)\right)$$
$`1.2`$
on $`M\times [0,T]`$.

###### Demonstration Proof

To prove the existence of the solution, it is sufficient to show that for some $`T>0`$,

$$u(x,t)=_MH(x,y,t)u_0(y)𝑑y$$

is uniformly bounded on $`B_o(r)\times [0,T]`$ for all $`r`$. Let $`xM`$ and let $`r(x)=2R`$, using the upper bound of the heat kernel of Li-Yau \[L-Y\], we have that

$$\begin{array}{cc}\hfill _MH(x,& y,t)u_0(y)dy\hfill \\ & =_{B_x(R)}H(x,y,t)u_0(y)𝑑y+_{MB_x(R)}H(x,y,t)u_0(y)𝑑y\hfill \\ & \mathrm{exp}\left(b(9R^2+1)\right)+C_3_{MB_x(R)}V_x^1(\sqrt{t})\mathrm{exp}\left(\frac{r^2(x,y)}{5t}+9br^2(x,y)\right)𝑑y\hfill \end{array}$$

for some constant $`C_3`$ depending only on $`n`$ and $`b`$, where we have used the fact that $`_MH(x,y,t)𝑑y=1`$ and the fact that $`r(y)3r(x,y)`$ outside $`B_x(R)`$. Here $`r(x,y)`$ is the distance between $`x`$ and $`y`$. If we choose $`T=\mathrm{min}\{1,\frac{1}{100b}\}`$, then for $`0<tT`$, we have that

$$\begin{array}{cc}\hfill _MH(x,y,t)u_0(y)𝑑y& \mathrm{exp}\left(b(9R^2+1)\right)+\frac{C_4R^n}{V_o(1)}_R^{\mathrm{}}t^{\frac{n}{2}}\mathrm{exp}\left(\frac{r^2}{10t}\right)r^{n1}𝑑r\hfill \\ & \mathrm{exp}\left(b(9R^2+1)\right)+C_5R^n\hfill \\ & C_6\mathrm{exp}\left(b(9R^2+1)\right)\hfill \end{array}$$

for some constants $`C_4C_6`$ depending only on $`n`$, $`b`$ and $`V_o(1)`$. Here we have used the volume comparison so that $`V_x(1)\frac{1}{(1+2R)^n}V_o(1)`$ and $`A(B_x(r))C(n)r^{n1}`$. From this it is easy to see that (1.1) has a solution $`u(x,t)`$ so that the second inequality of (1.2) is true. To prove the lower bound of $`u(x,t)`$, if $`2R=r(x)>2`$, then for $`0<tT`$,

$$\begin{array}{cc}\hfill u(x,t)& _{B_x(R)}H(x,y,t)u_0(y)𝑑y\hfill \\ & C_7\mathrm{exp}\left(aR^2\right)_{B_x(\sqrt{t})}V_x^1(\sqrt{t})\mathrm{exp}\left(\frac{r^2(x,y)}{3t}\right)𝑑y\hfill \\ & C_8\mathrm{exp}\left(aR^2\right)\hfill \end{array}$$

for some positive constants $`C_7`$ and $`C_8`$ depending only on $`n`$ and $`a`$, where we have used the lower estimate of the heat kernel in \[L-Y,  page 182\]. From this it is easy to see the first inequality in (1.2) is also true.

Similarly, one can prove that:

###### Lemma 1.2

Let $`M^n`$ be a complete noncompact manifold with nonnegative Ricci curvature and let $`u_0(x)`$ be a smooth function on $`M`$ such that $`|u_0(x)|\mathrm{exp}\left(b(r^2(x)+1)\right)`$, then the Cauchy problem (1.1) has a solution $`u(x,t)`$ on $`M\times [0,T]`$ for some $`T>0`$, such that $`|u(x,t)|C\mathrm{exp}\left(3br^2(x)\right)`$ for all $`(x,t)`$. If in addition,

$$\underset{x\mathrm{}}{lim\; sup}\frac{u_0(x)}{\mathrm{log}r(x)}=0$$
$`1.3`$
then for any $`Tt>0`$,

$$\underset{x\mathrm{}}{lim\; sup}\frac{u(x,t)}{\mathrm{log}r(x)}=0.$$
$`1.4`$
In the next lemma, we give sufficient conditions for a function $`u(x)`$ to satisfy $`|u(x)|\mathrm{exp}\left(C(r^2(x)+1)\right)`$.

###### Lemma 1.3

Let $`M^n`$ be a complete noncompact manifold with nonnegative Ricci curvature. Let $`u`$ be a smooth function. Suppose there exists a constant $`b>0`$ such that

Then

$$u(x)C\mathrm{exp}\left(5b(r^2(x)+1)\right)$$
$`1.5`$
for some constant $`C>0`$ for all $`x`$.

###### Demonstration Proof

Consider $`\stackrel{~}{M}=M\times ^4`$, then $`\stackrel{~}{M}`$ has positive Green’s function $`G(x,y)`$ which satisfies:

$$G(\stackrel{~}{x},\stackrel{~}{y})\frac{C\stackrel{~}{r}^2(\stackrel{~}{x},\stackrel{~}{y})}{V_x\left(\stackrel{~}{r}(\stackrel{~}{x},\stackrel{~}{y})\right)}$$
$`1.6`$
for some constant $`C`$ depending only on $`n`$, see \[Sh3,  p.162\]. If we define $`\stackrel{~}{u}(\stackrel{~}{x})=u(x)`$, where $`\stackrel{~}{x}=(x,x^{})\stackrel{~}{M}=M\times ^4`$, then $`\stackrel{~}{u}`$ also satisfies conditions similar to (i) and (ii). Suppose we can prove that (1.5) is true for $`\stackrel{~}{u}(\stackrel{~}{x})`$ on $`\stackrel{~}{M}`$, then it is easy to see that $`u`$ also satisfies (1.5). Hence we may assume that $`M`$ has a positive Green’s function which satisfies condition similar to (1.6) on $`M`$.

Now for any $`R>0`$, let $`f(x)=\mathrm{\Delta }u(x)`$ and let

$$v_R(x)=_{B_o(R)}G_R(x,y)f(y)𝑑y.$$

Then for $`xB_o(\frac{R}{2})`$,

$$\begin{array}{cc}\hfill |v_R(x)|& \mathrm{exp}\left(b(R^2+1)\right)_{B_o(R)}G(x,y)𝑑y\hfill \\ & \mathrm{exp}\left(b(R^2+1)\right)_{B_x(2R)}G(x,y)𝑑y\hfill \\ & C_1\mathrm{exp}\left(b(R^2+1)\right)_0^{2R}\frac{r^2A_x(r)}{V_x(r)}𝑑r\hfill \\ & C_2R^2\mathrm{exp}\left(b(R^2+1)\right)\hfill \end{array}$$
$`1.7`$
for some constants $`C_1C_2`$ independent of $`x`$ and $`R`$. Here we have used condition (ii), (1.6) and volume comparison. Since $`v_R`$ satisfies $`\mathrm{\Delta }v_R=f`$ on $`B_o(R)`$ with zero boundary data, we conclude that $`v_R+\mathrm{exp}\left(b(R^2+1)\right)u`$ in $`B_o(R)`$ by condition (i) and the maximum principle. By the Harnack inequality derived from the gradient estimate for positive harmonic functions of Cheng-Yau \[C-Y\], we have

$$\underset{B_o(\frac{R}{2})}{sup}\left(v_R+\mathrm{exp}\left(b(R^2+1)\right)u\right)C_3\left(v_R(o)+\mathrm{exp}\left(b(R^2+1)\right)u(o)\right)$$

for some constant $`C_3`$ depending only on $`n`$. Hence for $`xB_o(\frac{R}{2})`$,

$$\begin{array}{cc}\hfill u(x)& v_R(x)+C_3\left(\mathrm{exp}\left(b(R^2+1)\right)u(o)\right)\hfill \\ & C_2R^2\mathrm{exp}\left(b(R^2+1)\right)+C_3\left(\mathrm{exp}\left(b(R^2+1)\right)u(o)\right)\hfill \end{array}$$

where we have used (1.7) and the fact that $`v_R0`$. From this, it is easy to see that (1.5) is true.

Let $`M^m`$ be a complete Kähler manifold and let $`u(x,t)`$ be a solution to the heat equation on $`M`$. Namely,

$$\left(\frac{}{t}\mathrm{\Delta }\right)u(x,t)=0.$$

By the computation in Lemma 2.1 in \[N-T1\], we have:

###### Lemma 1.4

Let $`u(x,t)`$ be a solution to the heat equation. Then the complex Hessian $`u_{\alpha \overline{\beta }}(x,t)`$ of $`u(x,t)`$ satisfies the complex Lichnerowicz equation:

$$\left(\frac{}{t}\mathrm{\Delta }\right)u_{\gamma \overline{\delta }}=R_{\beta \overline{\alpha }\gamma \overline{\delta }}u_{\alpha \overline{\beta }}\frac{1}{2}\left(R_{\gamma \overline{p}}u_{p\overline{\delta }}+R_{p\overline{\delta }}u_{\gamma \overline{p}}\right).$$
$`1.8`$
Here $`R_{\beta \overline{\alpha }\gamma \overline{\delta }}`$ and $`R_{\gamma \overline{p}}`$ are the curvature tensor and the Ricci tensor of $`M`$.

###### Lemma 1.5

Let $`M^m`$ be a complete noncompact Kähler manifold with nonnegative bisectional curvature. Let $`u(x,t)`$ be a solution to the heat equation. Then

$$\left(\frac{}{t}\mathrm{\Delta }\right)u_{\alpha \overline{\beta }}^2_\gamma u_{\alpha \overline{\beta }}^2_{\overline{\gamma }}u_{\alpha \overline{\beta }}^2.$$
$`1.9`$
###### Demonstration Proof

Choose a normal coordinate. Using Lemma 1.4, the direct calculation shows that:

$$\begin{array}{cc}\hfill \mathrm{\Delta }u_{\alpha \overline{\beta }}^2& =_\gamma u_{\alpha \overline{\beta }}^2+_{\overline{\gamma }}u_{\alpha \overline{\beta }}^2+u_{\alpha \overline{\beta }}\overline{u_{\gamma \overline{\beta }}}R_{\alpha \overline{\gamma }s\overline{s}}+u_{\alpha \overline{\beta }}\overline{u_{\alpha \overline{\gamma }}}R_{\gamma \overline{\beta }s\overline{s}}\hfill \\ & \overline{u_{\alpha \overline{\beta }}}u_{s\overline{t}}R_{\alpha \overline{\beta }s\overline{t}}u_{\alpha \overline{\beta }}\overline{u_{s\overline{t}}R_{\alpha \overline{\beta }s\overline{t}}}+u_{\alpha \overline{\beta }}\overline{(u_t)_{\alpha \overline{\beta }}}+\overline{u_{\alpha \overline{\beta }}}(u_t)_{\alpha \overline{\beta }}.\hfill \end{array}$$

Therefore,

$$\left(\frac{}{t}\mathrm{\Delta }\right)u_{\alpha \overline{\beta }}^2=_\gamma u_{\alpha \overline{\beta }}^2_{\overline{\gamma }}u_{\alpha \overline{\beta }}^2\underset{\alpha \beta }{}R_{\alpha \overline{\alpha }\beta \overline{\beta }}(\lambda _\alpha \lambda _\beta )^2,$$

where $`\lambda _\alpha `$ are eigenvalues of $`u_{\alpha \overline{\beta }}`$. Here we calculate under a normal coordinate around a fixed point such that $`u_{\alpha \overline{\beta }}`$ is diagonalized. By the nonnegativity of the bisectional curvature the lemma follows.

###### Lemma 1.6

Let $`M^m`$ be a complete noncompact Kähler manifold with nonnegative bisectional curvature. Let $`u_0`$ be a plurisubharmonic function on $`M`$ such that

$$u_0(x)\mathrm{exp}\left(b(r^2(x)+1)\right),$$
$`1.10`$
and

$$0\mathrm{\Delta }u_0(x)\mathrm{exp}\left(b(r^2(x)+1)\right)$$
$`1.11`$
for some constant $`b>0`$. Then there exists $`T>0`$ such that the Cauchy problem (1.1) has a solution $`u(x,t)`$ on $`M\times [0,T]`$ such that for some constant $`b^{}>0`$ (which might depend on $`T`$),

$$u_{\alpha \overline{\beta }}(x,t)\mathrm{exp}\left(b^{}(r^2(x)+1)\right)$$
$`1.12`$
for all $`(x,t)`$.

###### Demonstration Proof

By Lemmas 1.2 and 1.3, we conclude that for some $`T>0`$, (1.1) has a solution $`u(x,t)`$ in $`M\times [0,T]`$ such that

$$|u(x,t)|C_1\mathrm{exp}\left(15br^2(x)\right).$$
$`1.13`$
It remains to prove (1.12). By (1.11) and (1.13), one can easily prove that

$$_{B_o(r)}|u_0|^2𝑑x\mathrm{exp}\left(b_1(r^2+1)\right)$$
$`1.14`$
for some constant $`b_1`$ for all $`r`$. Since

$$\left(\frac{}{t}\mathrm{\Delta }\right)u^2=2|u|^2,$$

we can multiply the equation by $`\phi ^2(x)`$ and integrate by parts, where $`\phi (x)`$ is a smooth function such that $`0\phi 1`$, $`\phi =1`$ on $`B_o(R)`$, $`\phi =0`$ outside $`B_o(2R)`$ and $`|\phi |C/R`$ for some constant $`C`$ independent of $`R`$. We have

$$\begin{array}{cc}\hfill 2_0^T_M\phi ^2|u|^2𝑑x𝑑t& =_0^T_M\phi ^2\left(\frac{}{t}\mathrm{\Delta }\right)u^2\hfill \\ & _M\phi ^2u_0^2(x)𝑑x+4_0^T_M\phi u|\phi ||u|𝑑x𝑑t\hfill \\ & _M\phi ^2u_0^2(x)𝑑x+4_0^T_M|\phi |^2u^2𝑑x𝑑t+_0^T_M\phi ^2|u|^2𝑑x𝑑t.\hfill \end{array}$$

Hence by (1.13), we have

$$_0^T_M\mathrm{exp}\left(b_2(r^2(x)+1)\right)|u|^2(x)𝑑x𝑑t<\mathrm{}$$
$`1.15`$
for some $`b_2>0`$. As in \[N-T2,  Lemma 1.1\], using the fact that the Ricci curvature is nonnegative, we have

$$\left(\frac{}{t}\mathrm{\Delta }\right)|u|^2u_{\alpha \overline{\beta }}^2u_{\alpha \beta }^2.$$

Multiplying this by $`\phi ^2`$ and integrating by parts, using (1.14) and (1.15), one can repeat the above argument and show that

$$_0^T_M\mathrm{exp}\left(b_3(r^2(x)+1)\right)u_{\alpha \overline{\beta }}^2(x)𝑑x𝑑t<\mathrm{}$$
$`1.16`$
for some constant $`b_3>0`$.

To conclude the proof of (1.12), let $`\mathrm{\Phi }=u_{\alpha \overline{\beta }}^2`$, by Lemma 1.5 we have

$$\left(\frac{}{t}\mathrm{\Delta }\right)\mathrm{\Phi }(x,t)0.$$
$`1.17`$
By the mean value inequality \[Theorem 1.2,  L-T\], we have, for $`\frac{1}{4}r^2T`$,

$$\mathrm{exp}(C_1r^2t)(1+\mathrm{\Phi })(x,t)C_2\left[\frac{1}{r^{2m+2}}_0^T_{B_x(\frac{r}{4})}\mathrm{exp}(C_1r^2s)\mathrm{\Phi }(y,s)𝑑y𝑑s+\underset{B_x(\frac{r}{4})}{sup}\mathrm{\Phi }(y,0)\right].$$

Combining this with (1.11) and (1.16), we can conclude that (1.12) is true.

## §2 Proof of the Liouville theorem

The proof of Theorem 1 is based on the following three lemmas. Let $`M^m`$ and $`u_0`$ as in Lemma 1.6, and let $`u(x,t)`$ be the solution of (1.1) on $`M\times [0,T]`$ for some $`T>0`$ constructed in the lemma. In the following, the eigenvalues of a Hermitian form are arranged in ascending order. Hence the first eigenvalue is the smallest one.

###### Lemma 2.1

With the above notations and assumptions, we have the following:

###### Demonstration Proof

The proofs of (a) and (b) are similar. Let us first prove (b) for the case that $`t^{}=0`$. By Lemma 1.6, there is a constant $`b_1>0`$ such that on $`M\times [0,T]`$

$$u_{\alpha \overline{\beta }}(x,t)\mathrm{exp}\left(b_1(r^2(x)+1)\right).$$
$`2.1`$
It is easy to see that there exists a smooth function $`h_0(x)`$ such that

$$\mathrm{exp}\left(8b_1(r^2(x)+1)\right)h_0(x)\mathrm{exp}\left(b_2(r^2(x)+1)\right)$$

for some $`b_2>8b_1`$. By Lemma 1.1, we can find a solution $`h(x,t)`$ of the heat equation on $`M\times [0,T_1]`$ where $`T_1=\mathrm{min}\{1,\frac{1}{100b_2}\}`$ such that

$$h(x,t)C_1\mathrm{exp}(2b_1r^2(x))$$
$`2.2`$
for some $`C_1>0`$. Let $`\varphi (x,t)=e^th(x,t)`$, then

$$\left(\frac{}{t}\mathrm{\Delta }\right)\varphi =\varphi .$$
$`2.3`$
Assume at $`t=0`$, there is $`x_0M`$, such that the sum of the first $`k`$ eigenvalues of $`u_{\alpha \overline{\beta }}(x_0,0)`$ is positive. Then we can find a smooth nonnegative function $`f`$ with $`f(x_0)>0`$ and with support in a neighborhood of $`x_0`$, such that the sum of the first $`k`$ eigenvalues of

$$u_{\alpha \overline{\beta }}fg_{\alpha \overline{\beta }}$$

is still nonnegative at $`t=0`$, where we have used the fact that $`u_{\alpha \overline{\beta }}0`$ at $`t=0`$. As in \[B\], solve the scalar heat equation

$$\left(\frac{}{t}\mathrm{\Delta }\right)f=f$$
$`2.4`$
such that $`f(x,0)=f(x)`$. The solution can simply be written as $`e^t_MH(x,y,t)f(y)𝑑y`$. Then by the strong maximum principle, $`f>0`$ for $`t>0`$ and $`f`$ is bounded.

Let $`ϵ>0`$, define $`\psi =f+ϵ\varphi `$, and let $`\eta _{\alpha \overline{\beta }}=u_{\alpha \overline{\beta }}+\psi g_{\alpha \overline{\beta }}`$, where $`g_{\alpha \overline{\beta }}`$ is the metric tensor of $`M`$. Then at $`t=0`$, at each point the sum of the first $`k`$ eigenvalues of $`\eta `$ is positive. We want to prove that for any $`T_1t>0`$ and any $`xM`$, the sum of the first $`k`$ eigenvalues of $`\eta `$ is positive. Otherwise, because of (2.1), (2.2), the definition of $`\varphi `$ and the fact that $`f`$ is bounded, it is easy to see that there is a first $`T_1t_1>0`$ and a point $`x_1M`$, such that the sum of the first $`k`$ eigenvalues of $`\eta `$ at $`x_1`$ at time $`t_1`$ is zero.

Let us fix the notations. Suppose $`v_1,\mathrm{},v_m`$ are unit eigenvectors of $`\eta `$ at $`x_1`$ at time $`t_1`$, with eigenvalues $`\lambda _1\lambda _2\mathrm{}\lambda _m`$. We may choose normal coordinates at $`x_1`$ such that $`v_j=\frac{}{z^j}`$ at $`x_1`$. In particular, if we write $`v_j=v_j^\alpha \frac{}{z^\alpha }`$, we have $`v_j^\alpha =\delta _{\alpha j}`$ at $`x_1`$. Note that the sum of the first $`k`$ eigenvalues of a Hermitian form is the infimum of the traces of the form restricted to $`k`$-dimensional subspaces. Therefore $`_{\alpha ,\beta =1}^k\left(g^{\alpha \overline{\beta }}\eta _{\alpha \overline{\beta }}\right)0`$ for all $`(x,t)`$ with $`tt_1`$ and equals to zero at $`(x_1,t_1)`$.

Hence at $`(x_1,t_1)`$, we have

$$0\left(\frac{}{t}\mathrm{\Delta }\right)\left(\underset{\alpha ,\beta =1}{\overset{k}{}}\eta _{\alpha \overline{\beta }}g^{\alpha \overline{\beta }}\right).$$
$`2.5`$
From now on repeated indices mean summation from $`1`$ to $`m`$ if there is no specification. Now

$$\frac{}{t}\left(\underset{\alpha ,\beta =1}{\overset{k}{}}\eta _{\alpha \overline{\beta }}g^{\alpha \overline{\beta }}\right)=\underset{\alpha ,\beta =1}{\overset{k}{}}\left(\frac{}{t}\eta _{\alpha \overline{\beta }}\right)g^{\alpha \overline{\beta }}.$$
$`2.6`$
Also at $`(x_1,t_1)`$, we have

$$\mathrm{\Delta }\left(\underset{\alpha ,\beta =1}{\overset{k}{}}\eta _{\alpha \overline{\beta }}g^{\alpha \overline{\beta }}\right)=\underset{\alpha ,\beta =1}{\overset{k}{}}\left(\mathrm{\Delta }\eta _{\alpha \overline{\beta }}\right)g^{\alpha \overline{\beta }}.$$

Combining this with (2.5), (2.6) and (1.8) in Lemma 1.4, at $`(x_1,t_1)`$ we have,

$$\begin{array}{cc}\hfill 0& \underset{\alpha ,\beta =1}{\overset{k}{}}\left[R_{\delta \overline{\gamma }\alpha \overline{\beta }}\left(u_{\gamma \overline{\delta }}+\psi g_{\gamma \overline{\delta }}\right)\frac{1}{2}R_{\alpha \overline{p}}\left(u_{p\overline{\beta }}+\psi g_{p\overline{\beta }}\right)\frac{1}{2}R_{p\overline{\beta }}\left(u_{\alpha \overline{p}}+\psi g_{\alpha \overline{p}}\right)\right]g^{\alpha \overline{\beta }}\hfill \\ & +\underset{\alpha ,\beta =1}{\overset{k}{}}\left(\left[\left(\frac{}{t}\mathrm{\Delta }\right)\psi \right]g_{\alpha \overline{\beta }}R_{\delta \overline{\gamma }\alpha \overline{\beta }}\psi g_{\gamma \overline{\delta }}+\frac{1}{2}\psi R_{\alpha \overline{p}}g_{p\overline{\beta }}+\frac{1}{2}\psi R_{\alpha \overline{p}}g_{p\overline{\beta }}\right)g^{\alpha \overline{\beta }}.\hfill \end{array}$$
$`2.7`$
Since at $`(x_1,t_1)`$, $`\eta `$ has eigenvectors $`v_p=\frac{}{z^p}`$, for $`1pm`$, with eigenvalue $`\lambda _p`$

$$\begin{array}{cc}\hfill \underset{\alpha ,\beta =1}{\overset{k}{}}[R_{\delta \overline{\gamma }\alpha \overline{\beta }}& (u_{\gamma \overline{\delta }}+\psi g_{\gamma \overline{\delta }})\frac{1}{2}R_{\alpha \overline{p}}(u_{p\overline{\beta }}+\psi g_{p\overline{\beta }})\frac{1}{2}R_{p\overline{\beta }}(u_{\alpha \overline{p}}+\psi g_{\alpha \overline{p}})]g^{\alpha \overline{\beta }}\hfill \\ & =\underset{j=1}{\overset{k}{}}\underset{\gamma =1}{\overset{m}{}}R_{\gamma \overline{\gamma }j\overline{j}}\lambda _\gamma \underset{j=1}{\overset{k}{}}R_{j\overline{j}}\lambda _j\hfill \\ & =\underset{j=1}{\overset{k}{}}\underset{\gamma =1}{\overset{m}{}}R_{\gamma \overline{\gamma }j\overline{j}}\lambda _\gamma \underset{j=1}{\overset{k}{}}\underset{\gamma =1}{\overset{m}{}}R_{\gamma \overline{\gamma }j\overline{j}}\lambda _j\hfill \\ & =\underset{j=1}{\overset{k}{}}\underset{\gamma =k+1}{\overset{m}{}}\lambda _\gamma R_{\gamma \overline{\gamma }j\overline{j}}\underset{j=1}{\overset{k}{}}\underset{\gamma =k+1}{\overset{m}{}}R_{\gamma \overline{\gamma }j\overline{j}}\lambda _j\hfill \\ & =\underset{j=1}{\overset{k}{}}\underset{\gamma =k+1}{\overset{m}{}}R_{\gamma \overline{\gamma }j\overline{j}}(\lambda _\gamma \lambda _j)\hfill \\ & 0\hfill \end{array}$$
$`2.8`$
where we have used that fact that $`M`$ has nonnegative bisectional curvature, and $`\lambda _\gamma \lambda _j`$ for $`\gamma j`$. Also by (2.3) and (2.4)

$$\left[\left(\frac{}{t}\mathrm{\Delta }\right)\psi \right]=k(f+ϵ\varphi )>0.$$
$`2.9`$
Moreover

$$\left(R_{\delta \overline{\gamma }\alpha \overline{\beta }}\psi g_{\gamma \overline{\delta }}+\frac{1}{2}\psi R_{\alpha \overline{p}}g_{p\overline{\beta }}+\frac{1}{2}\psi R_{\alpha \overline{p}}g_{p\overline{\beta }}\right)g^{\alpha \overline{\beta }}=0.$$
$`2.10`$
From (2.7)–(2.10), we have a contradiction. Hence the sum of the first $`k`$ eigenvalues of $`\eta `$ is nonnegative for all $`(x,t)M\times (0,T_1]`$. Let $`ϵ0`$, we conclude that the sum of the first $`k`$ eigenvalues of $`u_{\alpha \overline{\beta }}(x,t)f(x,t)g_{\alpha \overline{\beta }}(x,t)`$ is nonnegative on $`M\times [0,T_1]`$. Since $`f`$ is positive for $`t>0`$, the sum of the first $`k`$ eigenvalues of $`u_{\alpha \overline{\beta }}(x,t)`$ must be positive for $`0<tT_1`$.

Take $`f0`$ in the above, one can prove similarly that $`u_{\alpha \overline{\beta }}0`$ on $`M\times [0,T_1]`$. One can then apply the same arguments as above to prove that (b) is true on $`[0,T_1]`$. The results then follow by iteration, because $`T_1>0`$ is a fixed number.

###### Lemma 2.2

Let $`M`$, $`u_0(x)`$ and $`u(x,t)`$ be as in Lemma 2.1. Let

$$𝒦(x,t)=\{vT_x^{1,0}(M)|u_{\alpha \overline{\beta }}(x,t)v^\alpha =0,\text{ for all }\beta \}$$

be the null space of $`u_{\alpha \overline{\beta }}(x,t)`$. Then there exists $`0<T_1<T`$ such that for any $`0<t<T_1`$, $`𝒦(x,t)`$ is distribution on $`M`$. Moreover the distribution is invariant under parallel translation.

###### Demonstration Proof

By Lemma 2.1, it is easy to see that there exists $`0<T_1<T`$ such that $`dim𝒦(x,t)`$ is constant on $`M\times (0,T_1)`$. Hence for each $`0<t<T_1`$, $`𝒦(x,t)`$ is a smooth distribution on $`M`$. It remains to prove that the distribution is parallel for fixed $`t`$. We can proceed as in \[H1,  Lemma 8.2\].

Fix $`0<t_0<T_1`$, let $`x_0M`$ and let $`w_0𝒦(x_0,t_0)`$. Let $`\gamma (\tau )`$ be a smooth curve from $`x_0`$ and let $`w(\tau )`$ be the vector field obtained by parallel translation along $`\gamma `$. We want to prove that $`w(\tau )`$ is also in the null space $`𝒦(\gamma (\tau ),t_0)`$ at $`\gamma (\tau )`$. First extend $`w`$ to be a vector field in a neighborhood of $`\gamma (\tau )`$, and then extend $`w`$ to be a vector field independent of time $`t`$. Now, projecting $`w`$ onto $`𝒦(x,t)`$, we have a vector field $`v`$ such that $`v`$ is in $`𝒦(x,t)`$ for all $`x`$ in a neighborhood of $`\gamma `$ and for all $`t`$. The following computations are performed in a neighborhood of $`\gamma `$.

Since

$$u_{\alpha \overline{\beta }}v^\alpha =0$$
$`2.10`$
for all $`\beta `$, we have

$$\begin{array}{cc}\hfill 0& =\frac{}{t}\left(u_{\alpha \overline{\beta }}v^\alpha \overline{v^\beta }\right)\hfill \\ & =\left(\frac{}{t}u_{\alpha \overline{\beta }}\right)v^\alpha \overline{v^\beta }+u_{\alpha \overline{\beta }}\frac{v^\alpha }{t}\overline{v^\beta }+u_{\alpha \overline{\beta }}v^\alpha \frac{\overline{v^\beta }}{t}\hfill \\ & =\left(\frac{}{t}u_{\alpha \overline{\beta }}\right)v^\alpha \overline{v^\beta }\hfill \end{array}$$
$`2.11`$
where we have used (2.10). Choosing a unitary frame $`e_s`$ at a point $`\gamma (\tau )`$, we have

$$\begin{array}{cc}\hfill 0& =\mathrm{\Delta }\left(u_{\alpha \overline{\beta }}v^\alpha \overline{v^\beta }\right)\hfill \\ & =\frac{1}{2}\left(_s_{\overline{s}}+_{\overline{s}}_s\right)\left(u_{\alpha \overline{\beta }}v^\alpha \overline{v^\beta }\right)\hfill \\ & =\left(\mathrm{\Delta }u_{\alpha \overline{\beta }}\right)v^\alpha \overline{v^\beta }u_{\alpha \overline{\beta }}_{\overline{s}}v^\alpha _s\overline{v^\beta }u_{\alpha \overline{\beta }}_sv^\alpha _{\overline{s}}\overline{v^\beta }\hfill \end{array}$$
$`2.12`$
where we have used (2.10) so that

$$\left(_su_{\alpha \overline{\beta }}\right)v^\alpha =u_{\alpha \overline{\beta }}_sv^\alpha ,\left(_{\overline{s}}u_{\alpha \overline{\beta }}\right)v^\alpha =u_{\alpha \overline{\beta }}_{\overline{s}}v^\alpha $$

and their complex conjugates.

Combining with (1.8), (2.11), (2.12), we have

$$0=R_{t\overline{s}\alpha \overline{\beta }}u_{s\overline{t}}v^\alpha \overline{v^\beta }+2u_{\alpha \overline{\beta }}_{\overline{s}}v^\alpha _s\overline{v^\beta }+2u_{\alpha \overline{\beta }}_sv^\alpha _{\overline{s}}\overline{v^\beta }.$$
$`2.13`$
We may choose $`e_s`$ so that at a point $`u_{s\overline{t}}=a_s\delta _{st}`$. Then

$$R_{t\overline{s}\alpha \overline{\beta }}u_{s\overline{t}}v^\alpha \overline{v^\beta }=R_{s\overline{s}\alpha \overline{\beta }}a_sv^\alpha \overline{v^\beta }=a_sR_{s\overline{s}v\overline{v}}0$$

because $`a_s0`$ and $`M`$ has nonnegative bisectional curvature. Hence (2.13) implies that $`_sv`$ and $`_{\overline{s}}v`$ are in the null space $`𝒦(\gamma (\tau ),t_0)`$.

Since $`w(\tau )`$ is parallel along $`\gamma (\tau )`$, and $`w=v+w^{}`$, where $`w^{}`$ is perpendicular to $`𝒦(\gamma (\tau ),t_0)`$, we have

$$0=\frac{D}{d\tau }w=\frac{D}{d\tau }v+\frac{D}{d\tau }w^{}.$$

Hence

$$\frac{D}{d\tau }w^{}=\frac{D}{d\tau }v$$

which is in $`𝒦`$.

Now

$$\frac{d}{d\tau }w^{},w^{}=\frac{D}{d\tau }w^{},w^{}+w^{},\frac{D}{d\tau }w^{}=0$$

because $`\frac{D}{d\tau }w^{}`$ is in $`𝒦`$ and $`w^{}`$ is perpendicular to $`𝒦`$. At $`\gamma (0)=x_0`$, $`w=v_0`$ and so $`w^{}=0`$ at $`\gamma (0)`$. Hence $`w^{}=0`$ for all $`\tau `$ and so $`w`$ is in $`𝒦`$.

###### Lemma 2.3

(\[N,  Proposition 4.1\]) Let $`M^m`$ be a complete noncompact Kähler manifold of complex dimension $`m`$, with nonnegative Ricci curvature. Let $`u(x)`$ be a plurisubharmonic function on $`M`$ satisfying:

$$\underset{x\mathrm{}}{lim\; sup}\frac{u(x)}{\mathrm{log}r(x)}=0.$$
$`2.14`$
Then $`(\overline{}u)^m=0`$

Proposition 4.1 stated in \[N\] is under the assumption that $`M`$ is nonparabolic. However, the proof without any changes also works for general complete Kähler manifolds with nonnegative Ricci curvature.

We are ready to prove Theorem 1.

###### Demonstration Proof of Theorem 1

Let $`M`$ and $`u`$ satisfy the conditions in Theorem 1. Let $`\stackrel{~}{M}`$ be the universal cover of $`M`$, then the distance function in $`\stackrel{~}{M}`$ dominates the distance function in $`M`$. Hence $`\stackrel{~}{M}`$ and the lift $`\stackrel{~}{u}`$ of $`u`$ also satisfy the conditions in the theorem. Therefore, we may assume that $`M`$ is simply connected.

By Lemmas 1.6, 2.1 and 2.2, there exists $`T>0`$ such that the Cauchy problem (1.1) has a solution $`u(x,t)`$ with $`u(x,0)=u(x)`$. Moreover, let $`0<t_0<T`$ be fixed, we have $`u_{\alpha \overline{\beta }}(x,t_0)0`$ and the null space $`𝒦(x,t_0)`$ is a parallel distribution on $`M`$. Using the De Rham decomposition (Cf. Theorem 8.1, page 172 of \[K-N\]) we know that $`M=M_1\times M_2`$ isometrically and holomorphically such that $`u_{\alpha \overline{\beta }}`$ is zero when restricted on $`M_1`$ and $`u_{\alpha \overline{\beta }}`$ is positive everywhere when restricted on $`M_2`$. By Lemma 1.2, we still have

$$\underset{x\mathrm{}}{lim\; sup}\frac{u(x,t_0)}{\mathrm{log}r(x)}=0.$$
$`2.15`$
Hence when restricted on $`M_2`$, (2.15) is still true. This contradicts Lemma 2.3 and the fact that $`u_{\alpha \overline{\beta }}`$ is positive when restricted on $`M_2`$, unless $`M=M_1`$. Hence $`u_{\alpha \overline{\beta }}(x,t_0)0`$ on $`M`$ for all $`0<t_0<T`$. From this it is easy to see that $`u_{\alpha \overline{\beta }}(x)0`$. By applying the gradient estimate of Cheng-Yau \[C-Y\] and the fact that $`u`$ satisfies (2.14), we know that $`u`$ is a constant.

###### Remarks

1. There is a result by Cao \[Co2\] related to the splitting phenomena in the above proof. Cao has told the second author that using the Kähler-Ricci flow he has proved that if $`M`$ is a complete noncompact simply connected Kähler manifold of bounded and nonnegative holomorphic bisectional curvature, then $`M`$ splits holomorphically isometrically into $`C^k\times M^{}`$ with respect to the metric at time $`t>0`$, where $`M^{}`$ is a complete simply connected Kähler manifold of nonnegative bisectional curvature and positive Ricci curvature. For the compact cases, there are results of this type in \[H-S-W\], see also \[B\] and \[M1,  p.64\].

2. For the ALE Kähler manifolds, a Liouville theorem on plurisubharmonic functions was proved earlier in \[N-S-T2\].

## §3 Proof of Theorem 2 and 3

In order to prove Theorem 2 we need a result in \[L1, Corollary 5\]. For the sake of completeness, we will sketch the proof. It seems that in the proof of this result, we need to assume that the holomorphic bisectional curvature is nonnegative.

###### Lemma 3.1

Let $`M`$ be a complete noncompact Kähler manifold with nonnegative holomorphic bisectional curvature. If $`f`$ is a harmonic function with sub-quadratic growth defined on $`M`$, then $`f`$ is pluri-harmonic.

###### Demonstration Proof

Let $`h=f_{\alpha \overline{\beta }}^2=g^{\alpha \overline{\delta }}g^{\gamma \overline{\beta }}f_{\alpha \overline{\beta }}f_{\gamma \overline{\delta }}`$, where $`g_{\alpha \overline{\beta }}`$ is the metric of $`M`$ and $`\gamma ^{\alpha \overline{\beta }}`$ is its inverse. Since $`f`$ is harmonic, by (1.8)

$$\mathrm{\Delta }f_{\gamma \overline{\delta }}=R_{\beta \overline{\alpha }\gamma \overline{\delta }}f_{\alpha \overline{\beta }}+\frac{1}{2}\left(R_{\gamma \overline{p}}f_{p\overline{\delta }}+R_{p\overline{\delta }}f_{\gamma \overline{p}}\right).$$

Hence in normal coordinates so that at a point $`x`$, $`f_{\alpha \overline{\beta }}=\lambda _\alpha \delta _{\alpha \beta }`$, we have

$$\begin{array}{cc}\hfill \mathrm{\Delta }h& =2f_{\gamma \overline{\delta }s\overline{s}}f_{\delta \overline{\gamma }}+f_{\alpha \overline{\beta }\gamma }^2+f_{\alpha \overline{\beta }\overline{\gamma }}^2\hfill \\ & =2R_{\beta \alpha \gamma \overline{\delta }}f_{\alpha \overline{\beta }}f_{\delta \overline{\gamma }}+\left(R_{\gamma \overline{p}}f_{p\overline{\delta }}+R_{p\overline{\delta }}f_{\gamma \overline{p}}\right)f_{\delta \overline{\gamma }}+f_{\alpha \overline{\beta }\gamma }^2+f_{\alpha \overline{\beta }\overline{\gamma }}^2\hfill \\ & =2R_{\alpha \overline{\alpha }\gamma \overline{\gamma }}\lambda _\alpha \lambda _\gamma +2R_{\gamma \overline{\gamma }}\lambda _\gamma ^2+f_{\alpha \overline{\beta }\gamma }^2+f_{\alpha \overline{\beta }\overline{\gamma }}^2\hfill \\ & =\underset{\alpha ,\beta }{}R_{\alpha \overline{\alpha }\beta \overline{\beta }}\left(\lambda _\alpha \lambda _\beta \right)^2+f_{\alpha \overline{\beta }\gamma }^2+f_{\alpha \overline{\beta }\overline{\gamma }}^2\hfill \\ & 0,\hfill \end{array}$$

where we have used the fact that $`M`$ has nonnegative holomorphic bisectional curvature. Since $`|f(x)|=o\left(r^2(x)\right)`$ where $`r(x)`$ is the distance from a fixed point $`oM`$, as in \[L1, p.90-91\], we have

$$\frac{1}{V_o(R)}_{B_o(R)}h\frac{C}{R^2V_o(R)}_{B_o(R)}|f|^2=o(1),$$

as $`R\mathrm{}`$. Here $`C`$ is a constant independent of $`R`$ and we has used the gradient estimate in \[C-Y\]. Since $`h`$ is subharmonic, $`h0`$ by the mean value inequality in \[L-S\]. Hence $`f`$ is pluri-harmonic.

###### Lemma 3.2

Let $`M`$ be a complete noncompact Kähler manifold with nonnegative holomorphic bisectional curvature. Let $`f`$ be a pluri-harmonic function. Then $`\mathrm{log}(1+|f|^2)`$ is pluri-subharmonic.

###### Demonstration Proof

We adapt the complex notation. Let $`h=|f|^2=_{\alpha ,\beta }g^{\alpha \overline{\beta }}f_\alpha f_{\overline{\beta }}`$. Here $`g_{\alpha \overline{\beta }}`$ is the Kähler metric and $`(g^{\alpha \overline{\beta }})`$ is the inverse of $`(g_{\alpha \overline{\beta }})`$. To prove that $`\mathrm{log}(1+h)`$ is pluri-subharmonic, it is sufficient to show that $`\left[\mathrm{log}(1+h)\right]_{\gamma \overline{\gamma }}0`$ in normal coordinates. Direct calculation shows that:

$$\begin{array}{cc}\hfill h_{\gamma \overline{\gamma }}& =\left(\underset{\alpha \beta }{}g^{\alpha \overline{\beta }}f_\alpha f_{\overline{\beta }}\right)_{\gamma \overline{\gamma }}\hfill \\ & =\underset{\alpha ,\beta }{}g^{\alpha \overline{\beta }}\left[f_{\alpha \gamma }f_{\overline{\beta }\overline{\gamma }}+f_{\alpha \overline{\gamma }}f_{\overline{\beta }\gamma }+f_{\alpha \gamma \overline{\gamma }}f_{\overline{\beta }}+f_\alpha f_{\overline{\beta }\gamma \overline{\gamma }}\right]\hfill \\ & =\underset{\alpha }{}f_{\alpha \gamma }f_{\overline{\alpha }\overline{\gamma }}+\underset{\alpha ,s}{}R_{\gamma \overline{\gamma }\alpha \overline{s}}f_sf_{\overline{\alpha }}\hfill \end{array}$$
$`3.1`$
where we have used the fact that $`f`$ is pluri-harmonic. Hence

$$\begin{array}{cc}\hfill \left[\mathrm{log}(1+h)\right]_{\gamma \overline{\gamma }}& =\frac{1}{(1+h)^2}\left[(1+h)h_{\gamma \overline{\gamma }}h_\gamma h_{\overline{\gamma }}\right]\hfill \\ & =\frac{1}{(1+h)^2}[(1+h)(\underset{\alpha }{}f_{\alpha \gamma }f_{\overline{\alpha }\overline{\gamma }}+\underset{\alpha ,s}{}R_{\gamma \overline{\gamma }\alpha \overline{s}}f_sf_{\overline{\alpha }})\hfill \\ & \underset{\alpha }{}f_{\alpha \gamma }f_{\overline{\alpha }}\underset{\alpha }{}f_\alpha f_{\overline{\alpha }\overline{\gamma }}]\hfill \\ & \frac{1}{(1+h)^2}\left(\underset{\alpha }{}f_{\alpha \gamma }f_{\overline{\alpha }\overline{\gamma }}+\underset{\alpha ,s}{}R_{\gamma \overline{\gamma }\alpha \overline{s}}f_sf_{\overline{\alpha }}\right)\hfill \end{array}$$
$`3.2`$
where we have used the fact that $`f`$ is pluri-harmonic. From (3.2), the fact that $`M`$ has nonnegative holomorphic bisectional curvature, it is easy to see that $`\mathrm{log}(1+h)`$ is pluri-subharmonic.

###### Lemma 3.3

Let $`M`$ be a complete noncompact Kähler manifold with nonnegative holomorphic bisectional curvature such that $`Rm`$ and $`Rm`$ are bounded. Let $`f`$ be a harmonic function on $`M`$ satisfying (0.1). Then

$$f_{\alpha \beta }(x)C\left(1+r(x)\right)^{3/2}$$
$`3.3`$
for some constant $`C`$, where $`r(x)`$ is the distance from $`x`$ to a fixed point $`oM`$.

###### Demonstration Proof

By Lemma 3.1, $`f`$ is pluri-harmonic. Let $`\mathrm{\Psi }=f_{\alpha \beta }^2`$. Then in normal coordinates:

$$\begin{array}{cc}\hfill \mathrm{\Delta }\mathrm{\Psi }& =\underset{s}{}\left(\underset{\alpha ,\beta ,\gamma ,\delta }{}g^{\alpha \overline{\gamma }}g^{\beta \overline{\delta }}f_{\alpha \beta }f_{\overline{\gamma }\overline{\delta }}\right)_{s\overline{s}}\hfill \\ & =\underset{s}{}\underset{\alpha ,\beta ,\gamma ,\delta }{}g^{\alpha \overline{\gamma }}g^{\beta \overline{\delta }}\left(f_{\alpha \beta s\overline{s}}f_{\overline{\gamma }\overline{\delta }}+f_{\overline{\gamma }\overline{\delta }s\overline{s}}f_{\alpha \beta }+f_{\alpha \beta s}f_{\overline{\gamma }\overline{\delta }\overline{s}}+f_{\overline{\gamma }\overline{\delta }s}f_{\alpha \beta \overline{s}}\right)\hfill \\ & \underset{\alpha ,\beta ,s}{}f_{\alpha \beta s\overline{s}}f_{\overline{\alpha }\overline{\beta }}+f_{\overline{\alpha }\overline{\beta }s\overline{s}}f_{\alpha \beta }\hfill \\ & \underset{\alpha ,\beta ,s}{}\left(R_{\alpha \overline{s},\beta }f_sf_{\overline{\alpha }\overline{\beta }}+R_{s\overline{\alpha },\overline{\beta }}f_{\overline{s}}f_{\alpha \beta }\right)+2\underset{\alpha ,\beta ,s,t}{}R_{\alpha \overline{t}\beta \overline{s}}f_{ts}f_{\overline{\alpha }\overline{\beta }}\hfill \end{array}$$

where $`R_{\alpha \overline{\beta }}`$ is the Ricci tensor of $`M`$. Hence

$$\mathrm{\Delta }\mathrm{\Psi }C_1(\mathrm{\Psi }+h)$$

for some constant $`C_1>0`$ depending only on $`m`$ and the bound of $`Rm+Rm`$. By ( 3.1), we also have

$$\mathrm{\Delta }h\mathrm{\Psi }.$$

Let $`S_R=sup_{B_o(R)}h`$, then

$$\mathrm{\Delta }(\mathrm{\Psi }+C_1h)C_1S_{2R}$$

on $`B_o(2R)`$. Hence for any $`T>0`$, we have

$$\left(\mathrm{\Delta }\frac{}{t}\right)\left(\mathrm{\Psi }+C_1h+C_1S_{2R}(Tt)\right)0.$$

Since $`\mathrm{\Psi }+C_1h+C_1S_{2R}(Tt)0`$ for $`0tT`$, by \[L-T, Theorem 1.1\], for any $`R>0`$, if we let $`T=\frac{1}{4}R^2`$, we have

$$\begin{array}{cc}\hfill \underset{B_o(\frac{1}{2}R)\times [\frac{1}{8}R^2,\frac{1}{4}R^2]}{sup}& \left(\mathrm{\Psi }+C_1h+C_1S_{2R}(Tt)\right)\hfill \\ & \frac{C_2}{R^2V_o(R)}_{\frac{1}{16}R^2}^{\frac{1}{4}R^2}_{B_o(R)}\left(\mathrm{\Psi }+C_1h+C_1S_{2R}(Tt)\right)𝑑x𝑑t\hfill \\ & C_3\left(R^2+S_{2R}R^2\right)\hfill \end{array}$$

for some constants $`C_2`$, $`C_3>0`$ independent of $`R`$. Here we have used the fact that

$$\frac{1}{V_o(R)}_{B_o(R)}\mathrm{\Psi }CR^2$$

for some constant $`C`$ independent of $`R`$, see \[L1, p.90-91\]. Since $`S_{2R}=o\left(R^{1/2}\right)`$ by the gradient estimate in \[C-Y\], we have

$$\mathrm{\Psi }(x)C_4\left(1+r(x)\right)^3.$$

Now we are ready to prove Theorem 2.

###### Demonstration Proof of Theorem 2

Let $`f`$ be a nonconstant harmonic function on $`M`$ satisfying (0.1). Then $`f`$ is pluri-harmonic by Lemma 3.1. Since $`M`$ has bounded curvature, we can solve the Kähler-Ricci flow

$$\frac{\stackrel{~}{g}_{\alpha \overline{\beta }}}{t}=\stackrel{~}{R}_{\alpha \overline{\beta }}$$

where initial data $`\stackrel{~}{g}_{\alpha \overline{\beta }}(,0)=g_{\alpha \overline{\beta }}`$. The equation has a short time solution so that for any fixed $`t>0`$, $`(M,\stackrel{~}{g}_{\alpha \overline{\beta }})`$ still has nonnegative holomorphic bisectional curvature so that the curvature tensor and the covariant derivatives of the curvature tensor are bounded. Moreover, $`\stackrel{~}{g}_{\alpha \overline{\beta }}`$ is uniformly equivalent to $`g_{\alpha \overline{\beta }}`$. All these results are in \[Sh2\]. Fix $`t>0`$, then $`f`$ is still a pluri-harmonic function on $`(M,\stackrel{~}{g}_{\alpha \overline{\beta }})`$ satisfying (0.1). By Lemma 3.2, the function $`u=\mathrm{log}(1+|^{(t)}f|^2)`$ is pluri-subharmonic, where $`^{(t)}`$ is the gradient with respect to the metric $`\stackrel{~}{g}_{\alpha \overline{\beta }}(,t)`$. By the gradient estimates in \[C-Y\], $`|u|(x)=o(\mathrm{log}r(x))`$. By Lemma 3.3 and (3.2), we have

$$\mathrm{\Delta }^{(t)}uC\left(1+r(x)\right)^3$$

if $`r(x)>1`$, where $`\mathrm{\Delta }^{(t)}`$ is the Laplacian for the metric $`\stackrel{~}{g}_{\alpha \overline{\beta }}(,t)`$. By Theorem 1, we conclude that $`|^{(t)}f|`$ depends only on $`t`$, where $`^{(t)}`$ is the gradient with respect to $`\stackrel{~}{g}_{\alpha \overline{\beta }}(,t)`$. Let $`t0`$, we conclude that $`|f|`$ is constant. Hence $`f`$ must be of linear growth. Moreover, by the Bochner formula, we conclude that $`f`$ must be parallel. Hence $`J(f)`$ is also parallel, where $`J`$ is the complex structure of $`M`$. From this it is easy to see that the universal cover of $`M`$ splits as $`\stackrel{~}{M}^{}\times `$ isometrically and holomorphically. At the same time by integrating along $`f`$, $`M`$ splits as $`\stackrel{~}{M}\times `$ isometrically, where $`\stackrel{~}{M}`$ can be taken to be the component of $`f^1(0)`$. In this case that $`M`$ supports a nonconstant holomorphic function of growth rate (0.1), both the real and imaginary part will split a factor of $``$ and clearly that they consist a complex plane $``$.

###### Demonstration Proof of Theorem 3

By the assumptions that

$$_0^rs\left(\frac{}{}_{B_o(s)}(y)𝑑y\right)𝑑s=o\left(\mathrm{log}r\right),$$
$`3.4`$
and that $`(x)C\left(r^2(x)+1\right)`$, it is easy to see that the conditions in Theorem 5.1 of \[N-S-T1\] are satisfied and so there exists a solution $`u(x)`$ to the Poincaré-Lelong equation $`\sqrt{1}\overline{}u=Ric_M`$ such that

$$\underset{x\mathrm{}}{lim\; sup}\frac{u(x)}{\mathrm{log}r(x)}=0.$$

Obviously, $`u`$ is plurisubharmonic. By Theorem 1, $`u`$ must be constant and so $`M`$ must be flat.

Finally, we should point out that in order to solve the Poincaré-Lelong equation we only need (3.4) together with $`liminf_r\mathrm{}\frac{}{}_{B_o(r)}^2(y)𝑑y=0`$ which is slightly more general than the assumptions on $`(x)`$ in Theorem 3. Therefore, Theorem 3 holds under these more general assumptions.


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# Origin of the Sub-diffusive Behavior and Crossover From a Sub-diffusive to a Super-diffusive Dynamics Near a Biological Surface

## I Introduction

The dynamics of the water molecules in the vicinity of a biological surface is found to be different from those in the bulk $`[110]`$. The dynamical properties of water around a protein surface are found to depend on the distance from the biomolecular surface lounnas ; bizzarri1 ; bizzarri2 ; levitt . Similar observations have been obtained from the computer simulations of water near micellar surface bala . In particular, the mean square displacement ($`MSD`$) of water molecules close to biological surfaces is found to be sublinear with time bizzarri1 ; bizzarri2 ; cannis . These results have been confirmed by neutron scattering experiments also gdsmith . $`MSD`$ can in general be written as below,

$$MSD=|\mathrm{\Delta }r(t)|^2=c+at^\alpha $$
(1)
where $`|\mathrm{\Delta }r(t)|`$ is the displacement of a molecule at time $`t`$. For diffusive dynamics, $`\alpha =1`$. For sub-diffusive dynamics, $`\alpha <1`$ whereas the dynamics is called super-diffusive if $`\alpha >1`$. Recent computer simulation studies by Cannistraro et al. showed that the dynamics of water near a constrained biological surface is sub-diffusive for short time (below 10 ps) with the exponent $`\alpha `$ varying from 0.75 to 0.96 depending on the region of water molecules chosen at different distances from the protein surface rocchi ; bizzarri1 . Sub-diffusivity has been observed in many other type of systems also, such as membrane bound protein favard , polymer melts gdsmith ; paul ; kopf ; paul1 , and the transverse motion of membrane point due to the bending modes granek  etc. On the other hand, enhanced or super-diffusion with an exponent $`1.5`$ has been observed in the mean square displacement of engulfed microsphere in a living eukaryotic cell caspi ; zilman , with a sub-diffusive behavior at short times salman . The occurrence of super-diffusion has been interpreted as the evidence for a generalized Einstein relation, whereby the motion of the particles along microtubules in a dense network require displacement of the surrounding filaments. The time dependent diffusion coefficient is related by time dependent viscosity of the mediumsalman . The origin of this crossover from sub-diffusive dynamics at short times (t$``$10ps) to super-diffusive dynamics at intermediate time (10ps$``$ t$``$ 200ps) is not yet fully understood.

Observations for the sub-diffusive dynamics of water near the biological surface have often been attributed to enhanced stability of the water molecules at the surface due to hydrogen bonding to the biological surface saxton ; bouchaud ; haus ; havlin . Theoretical models have been developed in terms of bound$``$free equilibration nandibag . The evidence of such exchange was obtained by nuclear overhausser effect experiment gotfried . On the other hand, molecular dynamics simulations of water molecules at protein and micellar surfaces show the existence of sizable fraction of water molecules in the layer with residence time larger than the rest pal . The binding energy distribution varies from 0.5 to 9 kcal/mole. The trajectory of individual water molecules clearly shows a dynamic equilibrium, between a bound state and a free state cheng ; gu . To the best of of our knowledge, no simple explanation has been offered for the observed super-diffusive behavior.

Note that no detailed analytical/numerical solution of diffusion in an underlying model potential has ever been carried out, even though such a study can throw light on the origin of the observed behavior. However, purely analytical studies in these type of systems have been limited by the fact that the heterogeneous surface faced by the water molecules makes a general analytical solution virtually impossible.

It is shown in recent simulations of a micelle that the bound water molecules are energetically stable with a potential energy contribution of 9-12 kcal/mole while the quasi-free water molecules which surround the bound water are only stable by 5-6 kcal/mole pal1 . Radial distribution function shows that the first shell of water molecules shows a peak around 3.5 Å while the second shell shows a peak around 6-7 Åpal1 . The structure of $`g(r)`$ suggests the existence of an effective binding potential which could be double well in nature because the effective potential is related to radial distribution function by the following well-known relation

$$\beta V^{eff}(r)=\mathrm{ln}g(r)$$
(2)
Recently, Garcia and Hummer reported a study of the dynamics of cytochrome c in an aqueous solution by molecular dynamics simulation garcia . They observed that the mean square displacement of the cytochrome c exhibits a power law dependence in time with an exponent around 0.5 for times shorter than 100ps, and an exponent of 1.75 for longer times. So they clearly observed a cross-over from sub-diffusive in the short time to super-diffusive behavior in the longer time. While the short time sub-diffusion has been explained in terms of multi-basin dynamics, the super-diffusion is explained in terms of the enhancement of sampling the configurational space due to the concerted motion of atoms.

In this work, we explain the origin of both the sub- and the super-diffusive behavior of the biological water by studying the diffusion over simple double well and Morse type of potentials. The double well potential represents the potential environment of the water close to a biomolecule. The first potential energy well corresponds to the bound water molecule and the second well corresponds to the quasi free water molecule. The effective potential energy of interaction between the surface and the water molecules of course becomes negligible at a few layers from the surface and here the water is free and behaves like as in bulk water. A model of free diffusion (without any potential) is studied to compare the dynamics of the biological water relative to the bulk water. We demonstrate by numerical computation of the probability density $`P(𝐫,t)`$ on the potential energy landscape that this model is able to catch the dynamical anomalies present in the biological water. The sub-diffusive behavior is shown to originate not only because of the binding to the surface but also due to the bound $``$ free dynamic equilibration present among the water molecules at the surface. $`MSD`$ calculated from the distribution $`P(𝐫,t)`$ shows a cross-over from sub-diffusive behavior in the short time to a super-diffusive nature in the long time, precisely of the type observed in computer simulations garcia . However, we find that a pronounced sub-diffusivity is present only when the exchange between the two wells is facile. Self intermediate scattering function $`F_s(k,t)`$ calculated from P(r,t) also shows a marked non-exponential relaxation.

## II Model and Numerical Technique

Two Morse potentials are combined together to form different models of double well potentials. The two wells are constructed in such a way so that the separation between the wells are $`r_0`$, 2$`r_0`$, 3$`r_0`$ in Model I, Model II and Model III, respectively. In case of all the double well potentials, the depth of the first well is taken as -10 $`k_BT`$ and the second well is -7 $`k_BT`$. Simple Morse potential with an well depth of -10 $`k_BT`$ is termed as Model IV. Simulations have also been done without the presence of any potential (free diffusion) which is termed as Model V. Figure $`1`$ shows the form variation of the potentials with distances from a constrained surface. All the model potentials reach $`0`$ in the long distance. The double well potentials represent the stability of the first and second coordination shell of the water molecules surrounding the biological surface. The models have been constructed with different separations of double well to monitor the dynamics in the well and also the effect of exchange on the dynamics of water. For Model I and Model II, the two wells are close and that will facilitate the exchange whereas in case of Model III, the exchange is hindered. The Morse potential (Model IV), on the other hand, has no second well to perform the exchange. Dynamics of the probability distribution $`P(𝐫,t)`$ is governed by a simple Smoluchowski equation as given below,

$$\frac{}{t}P(𝐫,t)=.D.[\beta 𝐅]P(𝐫,t)$$
(3)
. where, $`\beta =1/k_BT`$ and $`F`$ is the force obtained from the derivative of underlying potential($`E`$), $`F=E`$. Without the angular dependence, the radial part of the above equation takes a simple form as given below,

$$\frac{P}{t}=D\left[\frac{^2P}{r^2}+\left(\frac{2}{r}\beta 𝐅\right)\frac{P}{r}\beta \left(\frac{2𝐅}{r}+g\right)P\right]$$
(4)
where $`g=.𝐅`$. $`D`$ is taken to be constant.

The numerical solution of partial differential equation is a non-trivial task. The stability of the solution always depends on the equation type, variation of the potential and proper discretization of the equation. Here, the propagation of the distribution function is solved numerically by Crank-Nicholson technique crank . This is an unconditionally stable method for the solution of parabolic type of equation. The numerical solution of a parabolic differential equation by Crank-Nicholson procedure is described by a simple differential equation as below,

$$\frac{u}{t}=u$$
(5)
where $``$ is the total Hamiltonian of the system. The formal solution of the above equation is,

$$u(t)=e^{Ht}u(0)$$
(6)
The above equation can be discretized as below,

$$u_j^{n+1}=\frac{1\frac{\delta }{2}}{1+\frac{\delta }{2}}u_j^n$$
(7)
where $`n`$ is the time index and $`j`$ is the space index. This is a half implicit scheme and the above equation can be solved by inverting a tridiagonal matrix. Although, the procedure is unconditionally stable, proper care should be taken with the discretization of time and distance. Force has been calculated by using cubic spline method where the two Morse potentials are joined to avoid the discontinuity. The distance $`r`$ is scaled by the $`r_0=3.5`$ Å where the first peak of radial distribution function appears for the water around a biological surface. The time $`t`$ is scaled by $`\tau `$ obtained from the diffusion of water ($`D_w`$) in the bulk water at 300 K, $`\tau =r_0^2/(6Dw)=`$ 8.5 ps, where $`D_w=2.5\times 10^5cm^2/sec`$. The initial distribution of $`P(𝐫,t)`$ (at $`t=0`$) is taken to be a very steep function (nearly delta function) peaked at $`r=r_0`$. Time step $`\mathrm{\Delta }t`$ is taken as $`0.0001\tau `$ and $`\mathrm{\Delta }r`$ is taken as $`0.05r_0`$. Simple explicit differentiation scheme also works in this case.

## III Results and Discussion

Figure $`2(a)`$ shows the normalized probability distribution of $`r^2P(𝐫,t)`$ at time $`t=200\tau `$ for all the model potentials. $`P(𝐫,t)`$ becomes non-Gaussian for the double and single well model potentials. Figure $`2(b)`$ shows the normalized probability distribution for the free diffusion model. In case of double well potential $`r^2P(r,t)`$ forms bimodal distribution at intermediate time. Mean square displacement is calculated from $`r^2P(𝐫,t)`$ using the equation below,

$$MSD=r^2(t)=𝑑𝐫r^2P(𝐫,t)$$
(8)
Mean square displacement shows different extent of sub-diffusive behavior in the short time depending on the nature of the model potentials. The cross-over to a super-diffusive behavior takes place in the intermediate time and finally the dynamics become diffusive. This dynamical dis-symmetry is depicted in the values of exponent $`\alpha `$ obtained from the fitting of $`MSD`$ with Eq. $`1`$ for the different models in different time windows. Table $`1`$ shows the exponents $`\alpha `$ obtained for the model potentials in different time window.

Table 1

The signature of the crossover from sub-diffusive to super-diffusive dynamics. Exponents from the fitting of $`MSD`$ with Eq. $`1`$ for different models in different time window.

| Model | Sub-diffusive($`\alpha `$) | | Super-diffusive($`\alpha `$) | |
| --- | --- | --- | --- | --- |
|  | $`0.310\tau `$ | $`0.320\tau `$ | $`20200\tau `$ | $`0.3600\tau `$ |
| Model I | 0.03 | 0.96 | 1.76 | 1.65 |
| Model II | 0.58 | 0.43 | 1.75 | 1.64 |
| Model III | 0.96 | 0.97 | 1.76 | 1.81 |
| Model IV | 1.03 | 1.39 | 1.79 | 1.68 |
| Model V | 1.00 | 0.96 | 1.00 | 1.00 |

It is clear from the values of the exponents in Table $`1`$ that in the short time (less than $`10\tau `$) most of the model potentials show sub-diffusive behavior. However, the sub-diffusivity persists for longer time (upto $`20\tau `$) in case of Model II in which the exchange between the two wells is facilitated. All the models show super-diffusive dynamics in the intermediate time with exponents much higher than $`1.0`$. In the very long time (above $`200\tau `$), diffusive dynamics starts setting in. So the exponent decreases in the fit for the larger time window. Model V shows simple diffusion in the absence of potential with exponent always equal to $`1.0`$. Figure $`3`$ shows the $`MSD`$ against for short time of 20 $`\tau `$. Fitting of Model II with Eq. $`1`$ with a very low exponent is also shown in the same figure.

Dynamics of $`MSD`$ changes to a super-diffusive behavior in the longer time (beyond $`1020\tau `$) as shown in figure $`4`$. All the models show a pronounced super-diffusive dynamics although the overall $`MSD`$ is much less compared to the diffusion of the free molecules as given by Model V. The exponent $`\alpha `$ obtained from the fit of the $`MSD`$ are given in Table $`1`$.

Some nice correlations could be drawn from the change in the exponent of diffusion in the sub-diffusive and super-diffusive. The more pronounced sub-diffusive dynamics shows a less pronounced super-diffusive behavior.

The slowing down in the dynamics due to the binding with the surface is reflected in the self intermediate scattering function $`F_s(𝐤,t)`$. Figure $`5`$ shows the non-exponential time dependence of the $`F_s(𝐤,t)`$ for all the different models at $`k=\pi /8`$. For the free diffusion, the dynamics of $`F_s(k,t)`$ is exponential as expected. For all the other models, the non-exponentiality originates from the very slow relaxation of the system. The pronounced sub-diffusive behavior is reflected in the short time dynamics of $`F_s(k,t)`$ in case of the Model II. Similar signature of sub-diffusive dynamics is observed in case the second-rank dipole-dipole correlation function of lysozime in water from computer simulation massimo . Mode coupling theory of glassy liquids provide an explanation for the sub-diffusive behavior in terms of $`\mathrm{\Delta }r^2(t)`$ and self intermediate scattering function. $`F_s(k,t)`$ can be expressed from Gaussian approximation as,

$`F_s(k,t)=exp\left({\displaystyle \frac{k^2\mathrm{\Delta }r^2(t)}{6}}\right)`$ (9)
$`=exp\left(Ak^2t^\alpha \right)`$ (10)
where $`A`$ is a numerical constant related to diffusion. Clearly for $`\alpha `$ not equal to unity, $`F_s(k,t)`$ becomes non-exponential. $`F_(k,t)`$ plotted in figure $`4`$ have been fitted to stretched exponential and the exponents obtained are considerably less than unity in all the models except for the free diffusion which models the bulk water is purely exponential which is consistent with the relaxation properties observed in bulk water bouchaud .

## IV conclusion

Recent observations regarding the slow orientational and translational dynamics of the biological water compared to the bulk water is mapped to a simple problem of diffusion over a double well potential. The first well corresponds to the first coordination shell where the water is strongly hydrogen bonded to the biological surface and enthalpically very stable. The second well corresponds to the relatively free water which constitute the second coordination shell. Diffusion over such a potential landscape is shown to mimic the recent experimental and simulation studies showing a cross-over from sub-diffusive to super-diffusive dynamics. Sub-diffusive dynamics originates not only from the relative stability of the potential well, but also from the backward diffusion process from the second well to the first well. The slow long time relaxation is reflected from the stretched exponential behavior of $`F_s(𝐤,t)`$. The present study provides convincing evidence that the binding to a constrained surface along with exchange between the free and bound water could be the primary reason for the sub-diffusive dynamics of biological water. In view of the results obtained in this work, the origin of super-diffusivity can be explained by a Heaviside step function representation of $`MSD`$ as given by,

$`MSD=|\mathrm{\Delta }r(t)|^2={\displaystyle }dϵP(ϵ)[H(tk_{bf}^1)\times `$ (11)
$`6D_T(tk_{bf}^1)a^2tH(k_{fb}^1+k_{bf}^1t)]`$
where $`P(ϵ)`$ is the probability distribution of the potential energy of binding ($`ϵ`$). $`a`$ is the separation between two wells (around 3 Å). $`k_{bf}`$ and $`k_{fb}`$ are rate of conversion from bound to free and free to bound, respectively. $`H(t)`$ is the Heaviside step function which is equal to unity for positive values of its argument and zero otherwise. So if the rate of conversion from bound to free is large, then the $`MSD`$ will show a super-diffusive behavior. However, the free to bound transition retards diffusion and gives rise to sub-diffusive behavior. Note that free to bound transition is faster than bound to free because of much lower activation barrier in the former case.