Convex functions with symplectic Hessian

Abstract

We prove a third-order derivative estimate for convex solutions to the real Monge-Amp\`ere equation ${\rm det}\,{\rm Hess}(u) = 1$ on an open set in $\mathbb{R}^{2m}$ under the additional assumption that ${\rm Hess}(u)$ lies in ${\rm Sp}(2m,\mathbb{R})$ at every point. Our method is a geometric interpretation and extension to higher dimensions of Nitsche's classical proof of the Bernstein theorem for the real Monge-Amp\`ere equation on $\mathbb{R}^2$. For $m = 1$ we also improve Nitsche's constant as well as some estimates due to Calabi, and we construct examples of solutions with interesting geometric behavior.