Lifting of convex functions on Carnot groups and lack of convexity for a gauge function

Let ${\mathbb{G}}Let \mathbbG{\mathbb{G}} be a Carnot group of step r and m generators and homogeneous dimension Q. Let \mathbbF_m,r{\mathbb{F}_{m,r}} denote the free Lie group of step r and m generators. Let also p:\mathbbF_m,r?\mathbbG{\pi:\mathbb{F}_{m,r}\to\mathbb{G}} be a lifting map. We show that any horizontally convex function u on \mathbbG{\mathbb{G}} lifts to a horizontally convex function u°p{u\circ \pi} on \mathbbF_m,r{\mathbb{F}_{m,r}} (with respect to a suitable horizontal frame on \mathbbF_m,r{\mathbb{F}_{m,r}}). One of the main aims of the paper is to exhibit an example of a sub-Laplacian L=?_j=1^m X_j²{\mathcal{L}=\sum_{j=1}^m X_j^2} on a Carnot group of step two such that the relevant L{\mathcal{L}}-gauge function d (i.e., d ^2-Q is the fundamental solution for L{\mathcal{L}}) is not h-convex with respect to the horizontal frame {X ₁, . . . , X _m }. This gives a negative answer to a question posed in Danielli et al. (Commun. Anal. Geom. 11 (2003), 263–341).