fi, (9)
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the holomorphlc sec tions of F define a biregular mapping of V into a projective space (Theorem 3 in 1381). Kodaira's funda mental theorem gener alizes classical results characterizing those complex tori which are projective algebraic He gives several applica tions. One was espe cially important for me. Section 18 of my book Topological Methods in Algebraic Geometry carries the title "Some fundamental theorems of Kodaira". I quote Theorem 18.3.1 (Ko daira): "A complex analytic fiber bundle I over the projective algebraic Kodaira on Princeton campus, 1952. manifold V with the projective space Pr(C) as fiber and PGUr +1, C) as structure group is Itself a projective algebraic man ifold." This is used for the proof of my Riemann-Roch theorem, which was completed on December 10, 1953, and announced in the Proceedings of the National Academy of Sciences (communicated by S. Lefschetz on December 21, 1953). I had to re duce everything to complex split manifolds where the structural group is the triangular group con tained in the general linear group. Then the arith metic genus can be expressed by virtual signa tures which (by the signature theorem as a consequence of Thorn's cobordism theory) can be expressed by characteristic classes. But for certain inductive processes I bad to stay In the category of projective algebraic manifolds. For a projective algebraic manifold the total space of the flag man ifold bundle associated to the tangent bundle is a split manifold. It Is projective algebraic by re peated applications of Kodaira's theorem 18.3.1. In my announcement I refer to Kodaira in footnote 9 ("Kodaira, K., not yet published"). I also needed results on the behavior of genera in fiber bundles. The best result Is in Appendix Two (by A. Borel) of my book: "Let g - (£, B, F, n) be a complex analytic fiber bundle with connected structure group, where E,B, Fare compact connected, and FisKShlerian. Let W be a complex analytic fiber bundle over B. Then Xytt,n*W = Xy<«. W)Xy
1459
386 structures." Kodalra and Spencer introduce the sheaf 8 on *V, the corresponding sheaf of coho mology J f l (8) on Af, and a homomorphlsm (the Kodaira-Spencer map) p.Tn - MH&) where Tu is the sheaf of germs of dlfferentlable vector flelds of M. The complex structure V>, f e M, Is Inde pendent of f if and only if p vanishes. By restricting Oto V, (fixed fiber over t e M) they obtain the ho momorphlsm p ( : (7M)T - H'(V|,e,) of Frollcher and NUenhuls, where (r«), is the tangent space of M at r and 6i Is the sheaf of germs of holomorphlc vector fields on Vr. The vanishing of pt for all t does not imply the vanishing of p, as "jumps" show, for example, from the smooth quadric sur face to the singular quadric with a node and the node blown up (Atiyah, Brleskom). Now I quote again from the Introduction of [43]: "Next we ex tend Rlemann's concept of number of moduli to higher dimensional complex manifolds (Section 11). The main point here is to avoid the use of the concept of the space of moduli of complex mani folds which cannot be defined In general for higher dimensional manifolds (Section 14, (v)). Moreover, a necessary condition for the existence of a num ber rrrtVb) of moduli of a complex manifold Vo Is that H'(Vo,eo) contain only one deformation space; hence m(Vo) is not defined for all compact complex manifolds...." Kodalra and Spencer find It surprising that m(Vo) - dimH'fVo,8o) for so many examples and consider a better under standing of this fact as the main problem In de formation theory. I do not want to say more about their deformation theory. Surveys are in Ball/s preface to Kodalra's Collected Works and In the in troduction by K. Ueno and T. Shloda to the volume ComplexAnatysts and Algebraic Geometry (Iwanami Shoten, Publishers, and Cambridge University Press, 1977), dedicated to Kodalra on the occasion of his sixtieth birthday. Anyhow, this report is personal and concerns those aspects of Kodalra's work re lated to my own. Hence, for lovers of RiemannRoch, I write what this theorem gives for 6o in di mension n - 1 (Rlemann)and n - 2 (MaxNoether). n-1: dunH°(Vo, 8o) - dlmH'fVo, 6o) - 3 - 3g.
ways, as can be seen, for example, by remarks of Kodalra In [38]. Of course, I am very proud to have one Joint paper with Kodalra (411, which was published only In 1957, though I had announced the result al ready In my talk in Amsterdam In 1954 floe. dt.). One of my main discoveries (standard Joke) is the formula l-i!-*
slnhx/2'
which showed that the Todd genus Is expressible by the first Chero class c\ and the Pontryagin classes. The latter ones do not depend on the com plex analytic structure. For a divisor D the num ber x(V,D) depends on the cohomology class d + Ci/2 where d is the cohomology class of D and otherwise only on the oriented differenrJable man ifold V. This we used In |41|. This remark led to the Introduction of the A -genus which is defined for oriented dlfferentlable manifolds. It equals X(V,D) If 2d + o - 0. From here a new develop ment started whose beginning for me was Atiyah's lecture at the Bonn Arbettstagung in 1962, where it was conjectured that for a spin-manifold the Agenus is the index of the Dlrac operator. This was proved a little later by Adyah and Singer as a spe cial case of their general index theorem for linear elliptic operators. The index theorem also Included my Riemann-Roch theorem as a special case even for complex manifolds (used by Kodalra in (601). The paoer [41 ] was for me a sign of the Importance of the A-genus. One more word about the Xy-genus. If S and T are smooth hypersurfaces in the projective alge braic manifold V and if the divisor S + T Is also represented by a smooth hypersurface such that the intersections 5 - T a n d S • 7" • (S+ 7") are trans versal and hence smooth, then (10)
XyiS*T)-Xy(S) *(y-
DxylS
+ Xy(T) T)-yxyV
-T{S*T)),
which I deduced from the four-term formula (7). The functional equation (10) is also true for the xy genus In terms of characteristic classes using the power series (9). It follows from a corresponding elementary functional equation of fy{x). Kodalra often proved and used (10) for y - 0. (See his con cept of A-functional in [28], Sections 2.7 and 6.3). It Is clear that (10) is useful for the study of com plete Intersections (inductive proofs). Kodalra's and Spencer's joint work on defor mations of complex analytic structures ([43], [48], and several other papers) is perhaps the greatest achievement of their cooperation. It is an enlightment to read In the introduction of [43],"... we define a dlfferentlable family of compact complex structures (manifolds) as a fiber space V over a connected dlfferentlable manifold M whose struc ture Is a mixture of dlfferentlable and complex 1347
The number of moduli equals 3g - 3+ dimension of the group of automorphisms of Vo. n-2: dlmH°(V 0 ,eo) - dlmH'(V 0 ,eo) + QlmH 2 (V 0 ,eo) = -10x(V 0 ) + 2cf, where x is the holomorphlc Euler number. Let us remark that by Serre duality H'(Vo,eo) * //"-'(Vo.n'UO), which, for n - 1 and / - 1, is the isomorphism to the space of holomorphlc quadratic differentials (see the obituary by Spencer). We have
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VOLUME 45, NUMB* 11
387
x(v 0 .e 0 ) = (-i)nxv0(W. These numbers can be calculated by the RiemannRoch theorem as linear combinations of Chern numbers. For a Kahler manifold with trivial canon ical bundle, dim H'(Vo, 80) equals the Hodge num ber h 1 '" - '. For a K3-surface we have h1-1 - 20. Kodaira and Spencer discuss many more examples. For the complex projective space Pn(C) we have dimH'(Pn(C),eo)-0 in agreement with the re sult in [41]. With the exception of three papers, the whole Volume ID of Kodaira's Collected Works is con cerned with complex analytic surfaces. His work in this area is overwhelming. He can use his ear lier papers on complex manifolds and on defor mations. I have used the papers in Volume DJ very often. Looking, for example, at my Joint paper with A. Van de Ven, Httbert modular surfaces and the classification of algebraic surfaces (Invent Math. 23 (1974), 1-29), 1 find that we used the following: 1. Rough classification of surfaces, Kodaira di mension (168], Theorem 55). Kodaira proves that the compact complex surfaces free from exceptional curves can be divided into seven classes. Class 5 comprises the minimal alge braic surfaces of general type. Class 7 sur faces are mysterious surfaces with first Betti number equal to 1. Van de Ven and I special ize Kodaira's classification to algebraic sur faces, where this classification in broad out line was known to the Italian school, but many of the proofs are due to Kodaira. 2. Kodaira's proof of Castebmovo's criterion for the rationality of algebraic surfaces. 3. Study of elliptic surfaces, their multiple fibers, and a formula for the canonical divisor. 4. Classification of the exceptional fibers in ellip tic surfaces. 5. The fact that all K3 surfaces are homeomorphtc and hence simply connected Kodaira proves more (160], Theorem 13): Every JC3surface is a deformation of a nonslngular quar tic surface in a projective 3-space. The surfaces in Class 7 are also called VTJo-surfaces ([60], Theorem 21). Masahisa Inoue (New sur faces with no meromorphk functions H in the vol ume dedicated to Kodaira's sixtieth birthday) has constructed such surfaces using my resolution of the cusp singularities of Hilbert modular surfaces. Such a surface has only finitely many curves on it. They are rational and arranged in two disjoint cy cles. Now a last case where a paper of Kodaira was especially close to my interest. In [64] he con structed algebraic surfaces with positive signa ture whose total spaces are differenriable fiber bundles with compact Riemann surfaces as base and fiber. In the early 1950s we did not know a sin gle surface with signature greater than 1 and often DECEMEK 1998
Crauert, Hlrzebruch, Remmert return to Germany after the Conference on Analytic Functions at the Institute for Advanced Study, September 1957. From left to right F. Hlrzebruch, Joan Frankel (Mrs. Theodore Frankel), D. C Spencer, K. Kodaira, A. BoreL W.-L Chow, H. Crauert. Foreground: R. Remmert. talked about it at Princeton. How the situation de veloped over the years can be seen, for example, in the book Geradenkonflgurationen und Algebralsche Fldchen (by Gottfried Barthel, Thomas H6fer, and me, Vieweg, 1987). Also, Kodaira's sur faces give examples in which the signature of the total space of a flbrarJon Is not equal to the prod uct of the signatures of base and fiber. The mulHplicaUvity of the signature In fiber bundles (of ori ented manifolds) was proved by S. S. Chern, J.-P. Serre, and me under the assumption that the fun damental group of the base operates trivially on the real cohomology of the fiber (On the Index of a fibered manifold Proc Amer. Math. Soc. 8 (1957), 587-596). Far from attempting to give a thorough appre ciation of Kodaira's great mathematical work, I wanted to show bow much I am Indebted to him and where our mathematical lives crossed. Selected Papers from Kodaira's Collected Works [22] 77K theorem ofRtemann-Roch on compact analytic surfaces, Amer. J. Math. 73 (1951), 813-875. [24] The theorem of Riemann-Roch (or adjoint systems on 3 -dimensional algebraic varieties. Asm. of Math. 56 (1952), 298-342. 128] 77K theory of harmonic Integrals and their applica tions to algebraic geometry. Work done at Princeton University, 1952. [31) On arithmetic genera of algebraic varieties (collab orated with D. C Spencer), Proc Nat Acad. Sd. USA, 39 (1953), 641-649. [32] On cohomology groups of compact analytic varieties with coefficients In some analytic falsceaux, Proc. Nat Acad Set USA. 39 (1953). 865-868. NOTICES OF THE AMS
1461
388 [33] Groups of complex line bundles over compact Kdhler varieties (collaborated with D. C Spencer), Proc. Nat. Acad. Set USA. 39 (1953), 868-872. 134] DMsor class groups on algebraic varieties (collabo rated with D. C. Spencer), Proc. Nat. Acad. S<± USA. 39(19531,872-877. 135] On a differential-geometric method tn the theory of analytic stacks, Proc. Nat. Acad. Sd. USA. 39 (1953), 1268-1273. 136] On a theorem ofLefschetz and the Lemma of Enriques-Severi-Zariskl (collaborated with D. C. Spencer), Proc. Nat. Acad. Sd. USA. 39 (1953), 1273-1278. 137] On Kdhler varieties of restricted type, Proc. Nat. Acad. Sd. USA. 40 (19S4), 313-316. [38] On Kanler varieties of restricted type (an Intrinsic charactertzatkmofalgebratevarletksKABB.ol}iah. 60 (1954), 28-48. 139] Some results In the transcendental theory of algebraic varieties, Proc. mtemat. Congr. Math, Vol. m, 1954, pp. 474-480. [40| Characterlstlclmearsystemsofcompletecontlnuous systems, Amer. J. Math. 78 (1956), 716-744. (41 ] On the complex projecttve spaces (collaborated with F. Hlrzebruch), J. Math. Puna Appl. 36 (1957), 201-216. [42| On the variation of almost-complex structure (col laborated with D. C Spencer), Algebraic Geometry and Topology, Princeton Univ. Press, 1957, pp. 139-150. [43) On deformations of complex analytic structures, ID (collaborated with D. C Spencer), Ann. of Math. 67 (1958), 328-466. [451 A theorem ofcompleteness for complex analytic fibre spaces (collaborated with D. C Spencer), Acta Math. 100 (19S8), 281-294. [481 On deformation of complex analytic structures, m, Stability theorems for complex structures (collabo rated with D. C Spencer), Ann. of Math. 71 (I960), 43-76. [52] On compact complex analytic surfaces, I. Ann. of Math. 71 (I960). 111-152. [5S| On stability of compact submantfolds of complex manifolds, Amer. J. Math. 85 (1963), 79-94. [56] On compact analytic surfaces, U-m, Ann of Math. 77 (1963), 563-626; 78 (1963). 1-40. [60] On the structure of compact complex analytic sur faces, I Amer. J. Math. 86 (1964), 751-798. 163] On the structure of compact complex analytic sur faces, D. Amer. J. Math. 88 (1966), 682-721. [64] A certain type of Irregular algebraic surfaces, J. Analyse Math. 19 (1967). 207-215. [66| On the structure of compact complex analytic sur faces, m. Amer. J. Math. 90 (1968), 55-83. [68] On the structure of complex analytic surfaces, IV, Amer. J. Math. 90 (1968). 1048-1066.
101
Nemos or THE AMS
VOLUME 45, NUMBER 11
389 WOLF PRIZE C E R E M O N Y T H E KNESSET JERUSALEM, MAY 12, 1988 RESPONSE FOR LARS H O R M A N D E R FRIEDRICH
AND
HIRZEBRUCH BY
FRIEDRICH
HIRZEBRUCH
Mr. President, Ladies and Gentlemen: For Lars Hormander and myself, it was a great surprise when we learned at the end of January that the International Committee of the Wolf Foundation had chosen us as recipients of the 1988 Prize. We are delighted and deeply honoured for this award. We think with gratitude of Ricardo Wolf and thank the members of his Foundation for all their work and hospitality. We are happy now to belong to an impressive series of prize-winners but, at the same time, also a little ashamed because there are many excellent mathematicians who would have deserved the prize just as much. The prize is a recognition for past work, which extended over a period of several decades; but we hope still to have years ahead of us, during which it will spur us on to further work in the service of mathematics and mathematicians. Today we are seeing an impressive ceremony in the Knesset; the 12th of May, 1988, and the week we are spending in Israel will certainly remain in our memories as one of the outstanding events of our lives. We have also gained an impression of the great achievements which the people of Israel have accomplished. We hope with all our hearts that this country and its neighbours may be granted a peaceful future. Finally, let me add something which concerns only myself. As a professor at the University of Bonn, I am one of the successors of the famous mathematicians Felix Hausdorff and Otto Toeplitz. Hausdorff committed suicide in 1942, together with his wife, when deportation to a concentration camp was imminent. Toeplitz emigrated to Israel with his family in 1939 and died there the following year. The memory of these mathematicians is with me always on this day.
101 OPENING CEREMONY
31
FRIBDRICH HIRZBBRUCH
Honorary President of the ICM'98
Many thanks for the honour just bestowed on me. At the closing session in Zurich, I invited the congress to Berlin on behalf of the German Mathematical Society (DMV). The Organizing Committee in Berlin under Professor Martin Grotschel has worked hard and very efficiently using the most modern developments of elec tronic communication. As honorary president of this committee I had to do very little, but I had ample chance to admire their work. I wish to thank Professor Grotschel and all members of his committee very much, especially for making the honorary presidency so easy for me. In 1904 the Congress was in Heidelberg, sup ported by Kaiser Wilhelm and the Grand Duke of Baden. This time our support comes from the Federal Republic of Germany and the Land Berlin. We are grate ful for the generous support. I welcome Staatssekretar Wilhelm Staudacher, who will read a message of the President of Germany, who agreed to be the protector of this Congress. The Federal support comes through the Minister of Education, Science, Research, and Technology. I welcome the Minister Dr. Jiirgen Riittgers. The Land Berlin is represented by its Governing Mayor Eberhard Diepgen. We thank the Technical University and its president Professor Hans-Jiirgen Ewers for letting us use the University as venue of the Congress. In 1990 the German Math ematical Society (DMV) celebrated its 100th anniversary. Our application to issue a special postage stamp on this event was turned down. We are all the happier that for this congress a special stamp will be issued and Staatssekretar Hansgeorg Hauser will present it to us. I mentioned the 100th anniversary of the DMV. Its first president was Georg Cantor, the founder of set theory. He was an ardent fighter for the establishment of the International Mathematical Congress. From the founding years of the DMV up to Nazi times, mathematics in Germany was leading internationally. Among the presidents of the Society in this period were Felix Klein, Alexander Wilhelm von Brill, Max Noether, David Hilbert, Alfred Pringsheim, Friedrich Engel, Kurt Hensel, Edmund Landau, Erich Hecke, Otto Blumenthal, and Hermann Weyl. Alfred Pringsheim died in Zurich in 1941 at the age of 90 after having es caped from Germany. Edmund Landau lost his chair in Gottingen in 1934. Otto Blumenthal was deported to the concentration camp Theresienstadt, where he died in 1944. Hermann Weyl, president of our society in 1932, emigrated to the United States in 1933. He worked at the Institute for Advanced Study in Prince ton together with Albert Einstein, Kurt Godel, John von Neumann, who were all DOCUMENTA MATHEMATICA • EXTRA VOLUME ICM 1 9 9 8 • I
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OPENING CEREMONY
members of our society. David Hilbert died in Gottingen in 1943. Hermann Weyl wrote an obituary published in the middle of the war in Great Britain and the United States. I quote: "Not until many years after the first world war, after Felix Klein had gone and Richard Courant had succeeded him, towards the end of the sadly brief period of the German Republic, did Klein's dream of the Mathematical Institute at Gottingen come true. But soon the Nazi storm broke and those who had laid the plans and who taught there besides Hilbert where scattered over the earth, and the years after 1933 became for Hilbert years of ever deepening tragic loneliness." To those "scattered over the earth" belongs Emmy Noether, the famous Gottingen mathematician, daughter of Max Noether, president of the German Mathematical Society in 1899. It is not possible for me here to analyse the behaviour of the DMV and its members during the Nazi time, or its reaction to the Nazi time after the war. When we began to prepare the present congress, it was clear for us that we "must not forget." My generation should be unable to forget. Many of my age have good friends all over the world where parents or other family members were killed in Auschwitz. We must teach the next generation "not to forget." The German Mathematical Society has announced a special activity during this congress to hon our the memory of the victims of the Nazi terror. I read from this announcement and ask you to participate: In 1998, the ICM returns to Germany after an intermission of 94 years. This long interval covers the darkest period in German history. Therefore, the DMV wants to honour the memory of all those who suffered under the Nazi terror. We shall do this in the form of an exhibition presenting the biographies of 53 mathematicians from Berlin who were victims of the Nazi regime between 1933 and 1945. The fate of this small group illustrates painfully well the personal sufferings and the destruction of scientific and cultural life; it also sheds some light on the instruments of suppression and the mechanism of collaboration. In addition, there will be a special session entitled "Mathematics in the Third Reich and Racial and Political Persecution" with two talks given by Joel Lebowitz (Rutgers University), "Victims, Oppressors, Activists, and Bystanders: Scientists' Response to Racial and Political Persecution," and Herbert Mehrtens (Technische Hochschule Braunschweig), "Mathematics and Mathematicians in Nazi Germany. History and Memory." Of the 53 mathematicians from Berlin honoured in the exhibition, three are here with us as guests of the Senate of Berlin and the German Mathematical Society. I greet them with pleasure and thanks. They are Michael Golomb, United States, Walter Ledermann, Great Britain, Bernhard Neumann, Australia. The last student of the famous Berlin mathematician Issai Schur is Feodor Theilheimer who lives in the United States. It is a pleasure to welcome his daughter Rachel Theilheimer. Schur and Theilheimer both belong to the 53 mathematicians honoured in the exhibition. DOCUMENTA MATHEMATICA • EXTRA VOLUME I C M 1 9 9 8 • I
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In addition, I welcome Franz Alt, driven away from Vienna, who emigrated to the United States and is with us today as a guest of the DMV. In 1961 I became president of the DMV as successor of Ott-Heinrich Keller from Halle in the German Democratic Republic (DDR). The wall had just been built. The Mathematical Society of the DDR was founded. In 19901 was president again and had to work for the reintegration of the DDR society into the DMV. We look hopefully into the future and are happy as the reunited DMV to host the congress. Progress and future of mathematics are represented by the laureates of the Fields medal and the Nevanlinna prize. It will be a great honour and pleasure for me to hand over the Fields medals to the winners.
DOCUMENTA MATHEMATICA • EXTRA VOLUME I C M 1 9 9 8 • I
101 Lars Hormander Curriculum Vitae
Born: January 24, 1931, Mjallby, Blekinge Ian, Sweden University Education University of Lund, Sweden, 1948-1955. Fil.kand. (B.Sc.) 1949, Fil.mag. (M.Sc.) 1950, Fil.lic. 1951, Fil.dr. (Ph.D.) 1956 (1955). Employment Docent at the University of Lund, 1956; Research Associate at University of Chicago and New York University, 1956; Professor at the University of Stockholm, 1957-1964; Member of Institute for Advanced Study, Princeton, 1960-1961, Spring 1971 and 1977-1978; Professor at Stanford University, 1963-1964; Professor at Institute for Advanced Study, Princeton, 1964-1968; Professor at the University of Lund, 1968-1995; Professor Emeritus at the University of Lund since 1996; Visiting Professor at New York University, Fall 1970; Visiting Professor at Stanford University, Summer Quarters 1967, 1971, 1977, 1982; Acting Director of Institute Mittag-Leffler in Stockholm, Fall 1974; Director of Institute Mittag-Leffler, 1984-1986; Visiting Professor at University of California, San Diego, Winter 1990. Professional Honors and Positions Awarded the Fields Medal at the International Congress of Mathematicians in Stockholm, 1962; Awarded the Celsius Medal in Uppsala, 1970; Awarded the Wolf Prize in Jerusalem, 1988; Awarded Fysiografiska Sallskapets Minnesmedalj in Lund, 1990; Member of the American Academy of Arts and Sciences, 1967; Member of Kungliga Svenska Vetenskapsakademien, 1968; Foreign Member of Danske Videnskabernes Selskab, 1969; Member of Kungliga Fysiografiska Sallskapet i Lund, 1969; Foreign Member of Accad. di Szienze di Palermo, 1972; Foreign Associate of National Academy of Sciences, Washington, 1977; Foreign Member of Suomalainen Tiedeakatemia, 1979; Member of Academia Europaea, 1990; Foreign Member of Accademia Nazionale dei Lincei, 1990; Doctor h.c. at Universite de Paris-Sud, 1982;
101 394 Chairman of the program committee of the International Mathematical Union 1971-74; Vice President of the International Mathematical Union, 1987-1990.
395 Bibliography 1953 [1] Uniqueness theorems and estimates for normally hyperbolic partial differential equations of the second order, C. R. 12e Congr. Math. Scand. Lund, 105-115. 1954 [2] A new proof and a generalization of an inequality of Bohr, Math. Scand. 2, 33-45. [3] On a theorem of Grace, Math. Scand. 2, 55-64. [4] Sur la fonction d'appui des ensembles convexes dans un espace localement convexe, Ark. for Mat. 3, 181-186. 1955 [5] La transformation de Legendre et le theoreme de Paley-Wiener, C. R. Acad. Sci. Paris 240, 392-395. [6] Some inequalities for functions of exponential type, Math. Scand. 3, 21-27. [7] On the theory of general partial differential operators, Acta Math. 94, 161-248. 1956 [8] (with J. L. Lions) Sur la completion par rapport a une integrale de Dirichlet, Math. Scand. 4, 259-270. 1957 [9] Local and global properties of fundamental solutions, Math. Scand. 5, 27-39. 1958 [10] On interior regularity of the solutions of partial differential equations, Comm. Pure Appl. Math. 11, 197-218. [11] On the regularity of the solutions of boundary problems, Acta Math. 99, 225-264. [12] Definitions of maximal differential operators, Ark. for Mat. 3, 501-504. [13] Differentiability properties of solutions of systems of differential equations, Ark. for Mat. 3, 527-535. [14] On the division of distributions by polynomials, Ark. fbr Mat. 3, 555-568. [15] On the uniqueness of the Cauchy problem, Math. Scand. 6, 213-225.
396 1959 [16] On the uniqueness of the Cauchy problem II, Math. Scand. 7, 177-190. 1960 [17] Differential operators of principal type, Math. Ann. 140, 124-146. [18] Differential equations without solutions, Math. Ann. 140, 169-173. [19] Null solutions of partial differential equations, Arch. Rat. Mech. Anal. 4, 255-261. [20] Estimates for translation invariant operators in V spaces, Acta Math. 104, 93-140. 1961 [21] On existence of solutions of partial differential equations, in Partial Differen tial Equations and Continuum Mechanics (Madison), pp. 233-240. [22] Hypoelliptic convolution equations, Math. Scand. 9, 178-184. [23] Hypoelliptic differential operators, Ann. Inst. Fourier 11, 477-492. [24] Weak and strong extensions of differential operators, Comm. Pure Appl. Math. 14, 371-379. 1962 [25] On the range of convolution operators, Ann. Math. 76, 148-170. [26] Differential operators with nonsingular characteristics, Bull. Amer. Math. Soc. 68, 354-359. [27] Existence, uniqueness and regularity of solutions of linear differential equa tions, in Proceedings of the International Congress of Mathematicians, Stock holm, pp. 339-346. 1963 [28] Supports and singular supports of convolutions, Acta Math. 110, 279-302. [29] Linear partial differential operators, Grundlehren d. Math. Wiss. 116 (Springer-Verlag), 1963, 1964, 1969, Russian translation (MIR) 1965. 1964 [30] L2 estimates and existence theorems for the 8 operator, International Collo quium on Differential Analysis, Bombay, 65-79. [31] The Probenius-Nirenberg theorem, Ark. for Mat. 5, 425-432. [32] (with L. Garding) Strongly subharmonic functions, Math. Scand. 15, 93-96.
397 1965 [33] L2 estimates and existence theorems for the 5 operator, Acta Math. 113, 89-152. [34] Pseudo-differential operators, Comm. Pure Appl. Math. 18, 501-517. 1966 [35] Pseudo-differential operators and non-elliptic boundary problems, Ann. Math. 83,129-209. [36] An introduction to complex analysis in several variables (D. van Nostrand Publ. Co.), Russian translation (MIR) 1968, Japanese translation 1973. Sec ond extended edition 1973 and third extended edition (North-Holland) 1990. [37] Pseudo-differential operators and hypoelliptic equations, Amer. Math. Soc. Symp. Sing. Int. Op. 10, 138-183. [38] On the Riesz means of spectral functions and eigenfunction expansions for elliptic differential operators, The Belfer Graduate School Science Conference Nov. 1966, 1969, pp. 155-202. 1967 [39] Lp estimates for (pluri-)subharmonic functions, Math. Scand. 20,65-78. [40] Generators for some rings of analytic functions, Bull. Amer. Math. Soc. 73, 943-949. [41] Hypoelliptic second order differential equations, Acta Math. 119, 147-171. 1968 [42] Convolution equations in convex domains, Inv. Math. 4, 306-317. [43] (with J. Wermer) Uniform approximation on compact sets in Cn, Math. Scand. 23, 5-21. [44] On the characteristic Cauchy problem, Ann. Math. 88, 341-370. [45] The spectral function of an elliptic operator, Acta Math. 121, 193-218. 1969 [46] The Cauchy problem for differential equations vAth constant coefficients, Springer Lecture Notes in Math. 103, 60-71. [47] On the singularities of solutions of partial differential equations, in Interna tional Conference on Functional Analysis and Related Topics, Tokyo, pp. 31-40. [48] On the index of pseudodifferential operators, Elliptische Differentialgleichungen II, Schriftenreihe der Inst. fur Math., Deutsche Akad. d. Wiss. zu Berlin, pp. 127-146.
398 1970 [49] On the singularities of solutions of partial differential equations, Comm. Pure Appl. Math. 23, 329-358. [50] Linear differential operators, Actes Congres Int. Math., 1:121-133. 1971 [51] The calculus of Fourier integral operators, Prospects in Math., Ann. Math. Studies 70, 33-57. [52] Fourier integral operators I, Acta Math. 127, 79-183. [53] On the L2 continuity of pseudo-differential operators, Comm. Pure Appl. Math. 24, 529-535. [54] Uniqueness theorems and wave front sets for solutions of linear differential equations with analytic coefficients, Comm. Pure Appl. Math. 24, 671-704. [55] A remark on Holmgren's uniqueness theorem, J. Diff. Geom. 6, 129-134. [56] On the existence and the regularity of solutions of linear pseudo-differential equations, L'Ens. Math. 17, 99-163. 1972 [57] (with J. J. Duistermaat) Fourier integral operators II, Acta Math. 128, 183-269. [58] On the singularities of solutions of partial differential equations with constant coefficients, Israel J. Math. 13, 82-105. 1973 [59] Oscillatory integrals and multipliers on FLP, Ark. for Mat. 11, 1-11. [60] On the existence of real analytic solutions of partial differential equations with constant coefficients, Inv. Math. 21, 151-182. [61] Lower bounds at infinity for solutions of differential equations with constant coefficients, Israel J. Math. 16, 103-116. 1974 [62] The spectral analysis of singularities, Proc. Fifth National Math. Conf., Shiraz, Iran, 129-139. [63] Non-uniqueness for the Cauchy problem, Springer Lecture Notes in Math. 459,36-72. 1975 [64] A class of hypoelliptic pseudodifferential operators with double characteristics, Math. Ann. 217, 165-188.
399 1976 [65] (with S. Agmon) Asymptotic properties of solutions of differential equations with simple characteristics, J. d'Analyse Math. 30, 1-38. [66] The existence of wave operators in scattering theory, Math. Z. 146, 69-91. [67] The boundary problems of physical geodesy, Arch. Rat. Mech. Anal. 62, 1-52. 1977 [68] The Cauchy problem for differential equations with double characteristics, J. d'Analyse Math. 32, 118-196. 1978 [69] (with A. Melin) Free systems of vector fields, Ark. for Mat. 16, 83-88. [70] Propagation of singularities and semiglobal existence theorems for (pseudo-) differential operators of principal type, Ann. Math. 108, 569-609. 1979 [71] Spectral analysis of singularities, Seminar on the Sing, of Sol. of Diff. Eq., Ann. Math. Studies 9 1 , 3-49. [72] Subelliptic operators, Seminar on the Sing, of Sol. of Diff. Eq., Ann. Math. Studies 9 1 , 127-208. [73] The Weyl calculus of pseudo-differential operators, Comm. Pure Appl. Math. 32, 359-443. [74] A remark on singular supports of convolutions, Math. Scand. 45, 50-54. [75] On the asymptotic distribution of eigenvalues of pseudodifferential operators in R n , Ark. for Mat. 17, 297-313. 1980 [76] (with D. Gilbarg) Intermediate Schauder estimates, Arch. Rat. Mech. Anal. 74, 297-318. [77] On the subelliptic test estimates, Comm. Pure Appl. Math. 33, 339-363. [78] On the asymptotic distribution of eigenvalues, in A Tribute to Ake Pleijel, Uppsala, pp. 146-154. 1981 [79] Theorie de la diffusion a courte portee pour des operateurs a caracteristiques simples, Sem. Goulaouic, Meyer, Schwartz, 1980-1981 Exp. XTV, pp. 1-18. [80] Pseudo-differential operators of principal type, Nato Adv. Study Inst. on Sing, in Boundary Value Problems (Reidel), pp. 69-96.
400 [81] Symbolic calculus and differential equations, Proc. 18th Scand. Congress of Mathematicians Arhus 1980 (Birkhauser), pp. 56-81. 1983 [82] L2 estimates for Fourier integral operators with complex phase, Ark. for Mat. 21, 283-307. [83] Uniqueness theorems for second order elliptic differential equations, Comm. Partial Diff. Eq. 8, 21-64. [84] The analysis of linear partial differential operators. I. Distribution theory. Grundlehren d. Math. Wiss. 256 (Springer-Verlag), Russian translation (MIR) 1986. Second expanded edition and Springer Study edition 1990. [85] The analysis of linear partial differential operators. II. Differential opera tors with constant coefficients. Grundlehren d. Math. Wiss. 257 (SpringerVerlag), Russian translation (MIR) 1986. Second revised printing 1990. 1985 [86] Between distributions and hyper functions, Asterisque 131, 89—106. [87] On the Nash-Moser implicit function theorem, Ann. Acad. Sci. Fenn. 10, 355-359. [88] The analysis of linear partial differential operators. III. Pseudo-differential operators. Grundlehren d. Math. Wiss. 274 (Springer-Verlag), Russian translation (MIR) 1987. [89] The analysis of linear partial differential operators. IV. Fourier integral opera tors. Grundlehren d. Math. Wiss. 275 (Springer-Verlag), Russian translation (MIR) 1988. [90] The propagation of singularities for solutions of the Dirichlet problem, Proc. Amer. Math. Soc. Symp. in Pure Math. 43, 157-165. 1986 [91] Differential operators of principal type and scattering theory, in Proceedings of the 1982 Changchun Symposium on Differential Geometry and Differential Equations (Science Press), pp. 113-184. [92] On Sobolev spaces associated with some Lie algebras, in Current Topics in Partial Differential Equations (Kinokuniya), pp. 261-287. 1987 [93] The lifespan of classical solutions of nonlinear hyperbolic equations, Springer Lecture Notes in Math. 1256, 214-280. [94] Remarks on the Klein-Gordon equation, Journees Equations aux derivees partielles Saint-Jean-de-Monts, pp. I-1-I-9.
401 [95] Nonlinear hyperbolic differential equations. Lectures 1986-1987, (275 pages). 1988 [96] L1, L°° estimates for the wave operator, Analyse Mathematique et Applica tions (Gauthier-Villars), pp. 211-234. [97] Pseudo-differential operators of type 1,1, Comm. Partial Diff. Eq. 13, 1085-1111. 1989 [98] (with R. Sigurdsson) Limit sets of plurisubharmonic functions, Math. Scand. 65, 308-320. [99] On the fully nonlinear Cauchy problem with small data, Bol. Soc. Brasil. Mat. 20, 1-27. [100] Continuity of pseudo-differential operators of type 1,1, Comm. Partial Diff. Eq. 14, 231-243. 1990 [101] The Nash-Moser theorem and paradifferential operators, Analysis et cetera (Academic Press), pp. 429-449. [102] (with G. Grubb) The transmission property, Math. Scand. 67, 273-289. [103] A remark on the characteristic Cauchy problem, J. Funct. Anal. 9 3 , 270-277. 1991 [104] On the fully nonlinear Cauchy problem with small data. II, Microlocal analysis and nonlinear waves (Springer-Verlag), pp. 51-81, IMA Volumes in Mathe matics and its Applications, Vol. 30. [105] Quadratic hyperbolic operators, Springer Lecture Notes in Mathematics 1495, 118-160, CIME conference July 1989. [106] A uniqueness theorem of Beurling for Fourier transform pairs, Ark. for Mat. 29, 237-240. 1992 [107] The wave front set of the fundamental solution of a hyperbolic operator with double characteristics, J. d'Analyse Math. 59, 1-36. [108] A uniqueness theorem for second order hyperbolic differential equations, Comm. Partial Diff. Eq. 17, 699-714.
402 1993 [109] Hyperbolic systems with double characteristics, Comm. Pure Appl. Math. 46, 261-301. [110] (with Bo Bernhardsson) An extension of Bohr's inequality, in Boundary Value Problems for Partial Differential Equations and Applications (J.-L. Lions and C. Baiocchi, eds.) (Masson), pp. 179-194. [Ill] Remarks on Holmgren's uniqueness theorem, Ann. Inst. Fourier Grenoble 43, 1223-1251. 1994 [112] (with A. Melin) A remark on perturbations of compact operators, Math. Scand. 75, 255-262. [113] Notions of convexity (Birkhauser). 1995 [114] Symplectic classification of quadratic forms, and general Mehler formulas, Math. Z. 219, 413-449. 1996 [115] On the solvability of pseudodifferential equations, Structure of Solutions of Differential Equations (M. Morimoto and T. Kawai, eds.) (World Scientific), pp. 183-213. 1997 [116] Nonlinear hyperbolic differential equations (Springer-Verlag), Mathematiques & Applications 26. [117] On the uniqueness of the Cauchy problem under partial analyticity assump tions, Geometrical Optics and Related Topics (F. Colombini and N. Lerner, eds.) (Birkhauser), pp. 179-219. [118] Remarks on the Klein-Gordon and Dirac equations, Contemporary Math. 205,101-125. [119] On the Legendre and Laplace transformations, Ann. Scuola Norm. Sup. Pisa 25, 517-568. 1998 [120] Looking forward from ICM1962, Fields Medalists Lectures (World Scientific), pp. 86-103.
403 [121] (with Ragnar Sigurdsson) Growth properties of plurisubharmonic functions related to Fourier-Laplace transforms, J. Geometric Analysis 8, 251-311. 1999 [122] On local integrability of fundamental solutions, Ark. for Mat. 37, 121-140.
404 M y Mathematical Education
When I entered the University of Lund in the Fall of 1948,1 had already passed the first semester mathematics courses with the encouragement and help of my high school mathematics teacher. This meant that I was out of phase with the courses given at the university and had to continue to study on my own apart from some problem solving sessions. The result was that after a year I received a bachelor's degree in mathematics and theoretical physics. The second year at the university was mainly devoted to experimental physics which led to a master's degree. I could then begin as a graduate student in mathematics with a licentiate degree as the next goal. This required writing a short thesis in addition to not very precisely defined reading courses. (Further courses were not required for the doctorate.) No systematic courses were given, there were very few graduate students and very little formal teaching beyond the undergraduate level. Marcel Riesz was the dominating spirit of the Mathematics Department. He usually gave a three-hour course every week on some subject. In addition, there was a seminar every other week on various topics. It was scheduled for the evening hours 18:15-20:00 which made it convenient for everybody to go afterwards under the leadership of Riesz to a restaurant where we stayed usually until closing time. This was an essential part of the graduate teaching. I encountered many topics there the first time and could study them in the library the next day. (I received a modest salary as "amanuens". The main duties consist in taking care of the library, which was a very useful occupation for a fresh graduate student.) During my two undergraduate years, I had already followed the Riesz lec tures which were then devoted to various topics in harmonic analysis and the the ory of analytic functions of one complex variable. In the Fall of 1950 the subject of his lectures was geometrical optics. Of course I followed them conscientiously but little did I realize that the topic would become very important to me almost two decades later. In 1950 I was more interested in the themes from classical analysis in the preceding two years of the Riesz lectures, such as approximation theory. Among the graduate students there was also much inter est in convexity theory, no doubt stimulated by Werner Fenchel in Copenhagen who had spent some years during the war as refugee in Lund and continued to visit occasionally to give lectures which I liked very much. The combination of these interests made me realise that the Tchebycheff approximation theorem could be obtained as a consequence of Helly's theorem on intersection of convex sets. I wrote a paper on this which Riesz accepted as thesis for the licentiate degree. That it was approved was surprising to me, for A. Zygmund visited Lund during the Spring of 1951 and he had a vague idea that something like that had been done not so long ago by Rademacher. True enough, I found a paper by H. Rademacher and I. J. Schoenberg in Can. J. Math. 2 (1950) written in a somewhat less general framework but making the same main point. Riesz must have been convinced of
405 my independence, but of course I could not think of publishing my paper. When I look at the manuscript now the contents seem very meager, but it may have seemed more substantial in 1951. Perhaps I was just awarded for being enterprising. I continued of course to broaden my mathematical knowledge. In the Fall of 1951 Riesz decided to lecture on the Lebesgue integral. This was a topic which I had studied carefully so I was well prepared to act as Riesz' secretary when he decided to write a didactic paper on the subject. The Mathematics Department did not yet have a secretary, and since I was a reasonably competent typist, I had acted as his secretary since the Fall of 1950, typing letters and short manuscripts for him. However, this time I was present at the creation. It was educational for me to see the care with which he weighed every word and detail of the presentation. I hope that it has left a lasting impression on my own work. My secretarial work sometimes required me to bring a portable typewriter to Riesz' home in the evening so that I could type for him there. He loved to teach, and always taught me some mathematics at the same time. I was therefore not very surprised when he asked me to go there one evening in October 1951. However, it turned out that the agenda that time was different. He started to examine my knowledge of various mathematical topics, filled in as usual with explanations of his own where I was ignorant, and to my surprise he declared finally that I had now finished the examinations for the licentiate degree! It must have been rather premature but it was undoubtedly a correct judgement of my appetite for mathematics. The next goal should then be to write a Ph.D. thesis. At first I continued to pursue my interests in classical analysis and wrote a couple of short papers but did not get started on something really worthwhile. Riesz probably saw this, anyway he told me some time in the early Spring term in 1952 that he thought that I would have fulfilled my duties as "amanuens" by the middle of the term and that he could provide me with a travel grant to allow me to study abroad during the rest of the term. This was of course very exciting for me but the question was where to go. As usual I consulted my high school mathematics teacher who suggested that I should go to Zurich where he had spent some time a couple of years earlier. I decided to go there, but I knew so little of what to expect that I arrived between terms so that there was no activity at all for a while. Fortunately I soon met Rolf Nevanlinna who was a professor at the University of Zurich. He arranged permission for me to borrow books in the ETH library and allowed me to take part in a small informal seminar on Hodge theory which he ran. Unfortunately my background in the calculus of differential forms was weak and I did not follow very well. I also attended a seminar on convexity theory organised by Heinz Hopf, who lectured himself on a proof of the two-dimensional isoperimetric inequality due to Erhard Schmidt. This appealed very much to me, and I wrote down a couple of pages where I extended the idea to general Minkowski metrics. I gave a copy to Hopf who received it kindly, but I realised that the paper was not worth much. At the university I attended the lectures of B. L. van der Waerden for a while, until I realised that he was just following his book Einfuhrung in die Algebraische
406 Geometric It was probably not the first time he did so for I found a good copy cheaply in a second-hand bookstore close to the university and dropped out of the lectures after reading the book. However, I do remember something which was not in his book — he was very sarcastic in mentioning the recent, and in his view, excessively pedantic and formal presentation of algebraic geometry by Andre Weil. A dozen years later or so I heard Andre Weil during our walks in the woods at the Institute for Advanced Study voice similar views about Grothendieck! In the early morning hours at ETH there were also introductory lectures on topology by B. Eckman. They were extremely polished, absolutely perfect, and a bit dull which made it hard to stay awake so early in the morning. Altogether, Zurich was rather disappointing to me but in a bookstore I came across the first volume of Theorie des Distributions by Laurent Schwartz which I read enthusiastically. I had hesitated, back in Lund, whether to go to Zurich or to Nancy, which Lars Girding had spoken well of, and now I thought that I had made a mistake and decided to leave Zurich and go to Nancy instead. However, the semester was over when I arrived there. The planning of this first trip abroad could not have been worse, but the visit to Nancy was not a complete failure. It was then that I started to read the Bourbaki books. For many years I continued to read the new volumes as they appeared, and they were an essential part of my mathematical education as for many mathematicians of my generation. In the Fall of 1952 R. Godement gave a beautiful series of lectures in Lund, starting with purely algebraic representation theory for algebras and ending with the theory of spherical functions on a Lie group with a given compact subgroup. The lectures covered a lot of material in less than two months — my notes contain 130 dense pages. As a result the audience diminished steadily, and I think only Riesz, Garding and I were left at the end. The Godement lectures were a unique exception during my years as a graduate student. At the time I was looking eagerly for some topic which could lead to a decent thesis. Although I enjoyed the Godement lectures very much, I realised that the subject was in a very active stage and could not be pursued in isolation in Lund. When I asked Werner Fenchel about trends in convexity theory, he said that the most interesting current directions were connected with the theory of functions of several complex variables, and he lent me some preprints (of Bremermann?). However, I lacked the motivation and/or strength to try my luck in this area — almost a decade would pass before I got seriously involved in it. I decided then to leave my old interests in classical analysis and devote myself to partial differential equations. Since Lars Garding and Ake Pleijel had just been appointed to the two professorships of mathematics in Lund, and both were working in this field, it was clearly the area where the department in Lund was best equipped to keep in touch with the international development. As a student of Riesz I was already familiar with his work on hyperbolic dif ferential equations, but I had no broad knowledge of the subject. One of the first things I started to look at closely was energy estimates for second-order hyperbolic equations. I wrote a paper [1]* on the subject, presented in August 1953 at the "The number within the brackets corresponds to that in the bibliography.
407 Scandinavian Congress of Mathematicians in Lund. The main point was an invari ant form for the energy identities and its application to global energy estimates for some mixed problems. It contained little news in substance, but it became an important step toward my thesis. I finished [1] during some weekends when I was in military service, and man aged to get a week off to go to the congress in Lund. After basic military training during the Summer of 1953,1 was stationed in Stockholm as some sort of assistant to a professor of theoretical physics at KTH (the Royal Institute of Technology in Stockholm), who worked as a consultant for FOA (the Defence Research Institute). The official purpose of the program was to study nuclear weapons to give a basis for protection against such attacks. I did not contribute anything valuable to that program but the military service gave me an opportunity to learn something about nonlinear differential equations. Actually I could devote most of my time to read ing pure mathematics, and it was during that year that I started to get a broader understanding of the theory of partial differential equations. Following advice from Girding I tried in vain to get a grip on Petrowsky's L2 estimates for hyperbolic operators with variable coefficients. These were not derived by energy integral arguments but by some kind of Fourier analysis. I never managed to understand the 18 pages of estimates in the proof, and probably nobody else did at the time. However, in the light of the later development of pseudodifferential operator techniques, it is no longer difficult to follow Petrowsky's arguments. In fact, they can be seen as a forerunner of pseudodifferential operator methods. During the weekends I sometimes took the train to Djursholm to read in the library of the Mittag-Leffler Institute. At that time there was no activity at all besides very rare guest lectures, but the library was well maintained and on the whole much better than that at the university (Stockholm Hogskola), which in turn was far better than that at KTH. Two things which I read there became particularly important for my thesis: The thesis of Mark Visik, On general boundary problems for elliptic differential equations, Trudy Moskov. Mat. Obsc. 1 (1952), 187-246, and the notes by Bernard Malgrange, Equations aux derivees partielles a coefficients constants, C. R. Acad. Sci. Paris 237 (1953), 1620-1622 and 238 (1954), 196-198. Vislk's paper concerned second-order elliptic differential equations, but the operator theoretical arguments were quite general and were presented in an introductory Chap. I of my thesis [7] as a motivation for the later work. Chapters II and III there concerned differential operators P(D), D = -id/dx, with constant coefficients. Malgrange had proved in the notes quoted above that P(D) has a continuous inverse when acting on the Schwartz space S modified to an exponential decrease at infinity. His method of proof could give estimates of the form
N k ' < CK\\P(D)u\\L,,
u e C?{K),
for every compact set K C R n . However, for elliptic operators it was well known that one could also estimate Q(D)u in the same way for every Q(D) of order at most equal to that of P{D), and for strictly hyperbolic operators it was known that this was possible when the order of Q(D) is strictly smaller. This was the essence of
408 the Petrowsky estimates mentioned above. A proof using an extension of the energy integral method had just been given by Leray, and it had been simplified further by Girding, L'inegalite de Priedrichs et Lewy pour les equations hyperboliques line'aires d'ordre superieur, C. R. Acad. Sci. Paris 239 (1954), 849-850. By a systematic analysis of what can be achieved by a partial integration in a sesquilinear form involving the derivatives of a function I found that the method could be generalised to proving that \\Q(D)u\\L, < CKtQ\\P(D)u\\L2, if and only if
u6
C?(K),
|Q(0I < CP(Q = ( £ | P ( a ) ( 0 | 2 ) 1 / 2 ,
{GR°.
Q was then said to be weaker than P. One source of inspiration for this work was that in [1] I had observed that the standard energy estimates gave such bounds for ultra-hyperbolic operators acting on functions with vanishing Cauchy data on the whole boundary of a bounded domain. This was only mentioned briefly since it could not lead to an existence theorem for the Cauchy problem. However, such an estimate for an operator and for its adjoint is exactly what is required for the existence of correctly posed abstract boundary problems, so the viewpoints of Visik's work were precisely what were made this fact interesting. In particular, a derivative P(a\D) is always weaker than P(D), which means that the minimal domain of P(D) obtained as the L 2 closure of P{D) acting on Co°(n) for some bounded domain SI is always a C°° module. In Chap. Ill, I took up the question whether the maximal domain of P(D) consisting of all u € L2(Q) with P(D)u € L2(il) in the weak sense (of distribution theory) is a C°° module. This is true for ordinary differential operators but I found that it is essentially only true then. A far more interesting question solved in my thesis was to decide when P(D) is of local type in the sense that the maximal domain of the operator P(D) in L 2 (fi) is a Co°(fi) module, i.e. cpu is in the minimal domain if u is in the maximal domain and oo, if a ^ 0. I also proved that all (distribution) solutions of the homogeneous equation P(D)u = 0 are in C°° if and only if P(D) is complete and of local type, so I had characterised these operators, later called hypoelliptic. This answered a question raised by Laurent Schwartz, which was undoubtedly more interesting than the question when an operator is of local type. Incidentally, Riesz reproached me for using the dubious notion of distribution in the proof and urged me to work some more to prove the existence of a locally integrable fundamental solution. This was quite typical of the attitudes prevailing at the time; I had in fact avoided appealing explicitly to distribution theory when I could do so, although I thought in such terms. Long after these prejudices have disappeared I proved in [122] that distributions are in fact essential in this context. Chapter IV was very short, only five pages, but it is the basis for much later work on solvability of differential equations, and it is included below. I knew from
409 [1] that the energy integral method worked well for ultra-hyperbolic second-order differential equations with variable coefficients, and it was natural to try the energy integral techniques of Chap. II also for differential operators V of order m > 2 with variable coefficients. In doing so I assumed that the operator was of principal type, i.e. that it was stronger than all operators of order < m if the coefficients were frozen at a point, for this should make lower order terms harmless. However, to my great surprise I found that there was another problem, the commutator \p, V] = VV* - V*V is in general of order 2m - 1 and then I could not control it. This does not happen if the principal symbol is real, so I added that assumption and proved that for functions u of small support it was then possible to estimate m — 1 derivatives of u in L2 by the L2 norm of Vu. By duality this gave a local existence theorem for the adjoint: The equation V*u = f has locally a solution in L2 for every / G L2 (in fact, for every / in the Sobolev space .ff(i_ m ), but as already mentioned, I hesitated to provoke the prejudices against distribution theory by saying so). In the introduction I mentioned that it was sufficient to assume that the order of [V, V*) is at most 2m — 2, but I took it for granted that it was only a flaw of my methods which made that assumption necessary. A look at the simplest example where the hypothesis is not fulfilled should have given me the Lewy example of an unsolvable equation (D\ + xDi — 2i(x\ + ix-i)D%)u = / ! However, a couple of years later, the obstacle encountered in my thesis was converted to the first general necessary conditions for solvability, in the second paper [18] included below. (The third paper included here is an example of how nontrivial commutators can give rise to hypoellipticity of operators which are far from those with constant coefficients identified in Chap. Ill of my thesis.) I defended my thesis in October 1955, which marks the end of my formal mathematical education. However, it is reasonable to include in my education also the year 1956 which I spent in the United States. The first half year at the University of Chicago did not contribute to my education in the theory of partial differential equations, but it gave me an opportunity to get familiar with the work of the Zygmund school on singular integrals. During the Summer spent at the University of Kansas and the University of Minnesota I picked up much more in my special field, but particularly the Fall spent in New York, at what later became the Courant Institute, was very fruitful. I learned much particularly from Louis Nirenberg, Peter Lax and Fritz John, and continued to profit from contact with them for many years. When I went back to Sweden in January 1957 my student days were definitely over, for I returned as full professor at the University of Stockholm.
101
ON THE THEORY OF GENERAL PARTIAL DIFFERENTIAL OPERATORS BV
LARS HORMANDER FIL. LIC, BL.
BY DUE PERMISSION OF THE PHILOSOPHICAL FACULTY OF THE UNIVERSITY OF LUND TO BE PUBLICLY DISCUSSED IN FRENCH AT THE INSTITUTE OF MATHEMATICS ON SATURDAY OCTOBER 22ND, 1956, AT 10 A.M., FOR THE DECREE OF DOCTOR OF PHILOSOPHY
U P P S A L A 1955 ALM\IVIST & WIKSELXS BOKTRYCKERI AB
Reprinted from Acta Main., Vol. 94 (1955), pp. 161-248.
101 In submitting my thesis, I wish firstly to thank my teacher Professor Marcel Riesz to whom I owe my mathematical education, and whose stimulating guidance and encouragement have meant so much to me. I would also like to thank the Professors Lars Garding and Ake Pleijel for their kind and very valuable interest in my work. Lund, September 1955. Lars Hormander
101 412
ON THE THEORY OF GENERAL PARTIAL DIFFERENTIAL OPERATORS BY
LARS HORMANDER in Lund
CONTENTS Page PREFACE
162
CHAPTER I. Differential operators from an abstract point of view. 1.0. 1.1. 1.2. 1.3.
Introduction Definitions and results from the abstract theory of operators The definition of differential operators Caucby data and boundary problems
163 164 167 171
CHAPTER II. Minimal differential operators with constant coefficients. 2.0. 2.1. 2.2. 2.3. 2.4. 2.5. 2.6. 2.7. 2.8. 2.9. 2.10. 2.11.
Introduction 174 Notations and formal properties of differential operators with constant coef ficients 176 Estimates by Laplace transforms 177 The differential operators weaker than a given one 178 The algebra of energy integrals 180 Analytical properties of energy integrals 182 Estimates by energy integrals 183 Some special cases of Theorem 2.2 185 The structure of the minimal domain 189 Some theorems on complete continuity 201 On some sets of polynomials 207 Remarks on the case of non-bounded domains 208
CHAPTER III. Maximal differential operators with constant cofficients. 3.0. 3.1. 3.2. 3.3. 3.4. 3.5.
Introduction 210 Comparison of the domains of maximal differential operators 211 The existence of null solutions 216 Differential operators of local type 218 Construction of a fundamental solution of a complete operator of local type . 222 Proof of Theorem 3.3 229
11-553810. Ada Mathcmalica. 94. Tmprime le 28 septembre 1955.
413 162
LARS HORMANDER
3.6. 3.7. 3.8. 3.9.
The differentiability of the solutions of a complete ojxsrator of local typo . . 230 Spectral theory of complete self-adjoint operators of local type 233 Examples of operators of local type 238 An approximation theorem 241
CHAPTER IV. Differential operators with variable coefficients. 4.0. Introduction 4.1. Preliminaries 4.2. Estimates of the minimal operator REFERENCES
242 242 244 247
PREFACE
0.1. The main interest in the theory of partial differential equations has always been concentrated on elliptic and normally hyperbolic equations. During the last few years the theory of these equations has attained a very satisfactory form, at least where Dirichlet's and Cauchy's problems are concerned. There is also a vivid interest in other differential equations of physical importance, particularly in the mixed elliptic-hyperbolic equations of the second order. Very little, however, has been written concerning differential equations of a general type. Petrowsky ([25], p. 7, pp. 38-39) stated in 1946 that "it is unknown, even for most of the very simplest non-analytical equations, whether even one solution exists", and "there is, in addition, a sizable class of equations for which we do not know any correctly posed boundary problems. The so-called ultra-hyperbolic equation
with p ;> 2 appears, for example, to be one of these." Some important papers have appeared since then. In particular, we wish to mention the proof by Malgrange [19] that any differen tial equation with constant coefficients has a fundamental solution. (Explicit constructions of distinguished fundamental solutions have been performed for the ultra-hyperbolic equations by de Rham [27] and others.) Apart from this result, however, no efforts to explore the properties of general differential operators seem to have been made. The principal aim of this paper is to make an approach to such a study. The general point of view may perhaps illuminate the theory of elliptic and hyperbolic equations also. 0.2. A pervading characteristic of the modern theory of differential equations is the use of the abstract theory of operators in Hilbert space. Our point of view here is also purely operator theoretical. To facilitate the reading of this paper we have included an exposition
414 GENERAL PARTIAL DIFFERENTIAL OPERATORS
163
of the necessary abstract theory in the first chapter, where we introduce our main problems.1 Using the abstract methods we prove that the answer to our questions depends on the existence of so-called a priori inequalities. The later chapters are to a great extent devoted to the proof of such inequalities. In Chapters II and IV the proofs are based on the energy integral method in a general form, i.e. on the study of the integrals of certain quadratic forms in the derivatives of a function. For the wave equation, where it has a physical interpretation as the conservation of energy, this method was introduced by Friedrichs and Lewy [6]. Recently Leray [19] has found a generalization which applies to normally hyper bolic equations of higher order. In Chapter I I we study systematically the algebraic aspects of the energy integral method. This chapter deals only with equations with constant coef ficients. The extension to a rather wide class of equations with variable coefficients is discussed in Chapter IV. In Chapter I I I we chiefly study a class of differential operators with constant coefficients, which in several respects appears to be the natural class for the study of problems usually treated only for elliptic operators. For example, Weyl's lemma holds true in this class, i.e. all (weak) solutions are infinitely differentiable. Our main arguments use a fundamental solution which is constructed there. The results do not seem to be accessible by energy integral arguments in the general case, although many important examples can be treated by a method due to Friedrichs [5]. 0.3. A detailed exposition of the results would not be possible without the use of the concepts introduced in Chapter I. However, this chapter, combined with the introductions of each of the following ones, gives a summary of the contents of the whole paper. 0.4. It is a pleasure for me to acknowledge the invaluable help which professor B. L. van der Waerden has given me in connection with the problems of section 3.1. I also want to thank professor A. Seidenberg, who called my attention to one of his papers, which is very useful in section 3.4. CHAPTER
I
Differential Operators from a n Abstract Point of V i e w 1.0. Introduction In the preface we have pointed out that the present chapter has the character of an introduction to the whole paper. Accordingly we do not sum up the contents here, but 1 Chapter I, particularly section 1.3, overlaps on several points with a p a r t of an i m p o r t a n t paper by VISIK ([34]) on general b o u n d a r y problems for elliptic equations of t h e second order.
415 164
LARS HORMANDER
merely present the general plan. First, in section 1.1, we recall some well-known theorems and definitions from functional analysis. Then in section 1.2 we define differential operators in Hilbert space and specialize the theorems of section 1.1 to the case of differential opera tors. A discussion of the meaning of boundary data and boundary problems is given in section 1.3. This study has many ideas in common with ViSik [34]. It is not logically in dispensable for the rest of the paper but it serves as a general background. 1.1. Definitions and results from the abstract theory of operators Let B0 and fi, be two complex Banach spaces, i.e. two normed and complete complex vector spaces. A linear transformation (operator) T from B0 to 5 , is a function defined in a linear set D r in BB with values in J3, such that (1.1.1) for x, yeVr
T(ax+8y)*=a.Tx
+ 0Ty
and complex a, 3- It follows from (1.1.1) that the range of values Rr is a linear
set in Bv The set B0 x B1 of all pairs x = [x0, xt] with Xt^Bt
(» = 0,1), where we introduce
the natural vector operations and the norm 1
(i.i.2)
M - d ^ + l*!!1)*,
is also a Banach space, called the direct sum of B0 and Bv If T is a linear transformation from JB0 to 2?„ the set in B0 x Bx defined by (1.1.3)
Or-{[*,,
Tx0lx0eVT}
is linear and contains no element of the form [0, xx] with xt =i=0. The set GT is called the graph of T. A linear set G in B0 x Blt containing no element of the form [0, x^] with x, #= 0, is the graph of one and only one linear transformation T. A linear transformation T is said to be closed, if the graph GT is closed. We shall also say that a linear transformation T is pre-closed, if the closure 0T of the graph GT- is a graph, i.e. does not contain any element of the form [0, x j with x1 + 0. The transformation with the graph 0T is then called the closure of T. Thus T is pre-closed if and only if, whenever xn-* 0 in B0 and Txn-*y
in Bv we have y = 0. We also note that any linear restriction of
a linear pre-closed operator is pre-closed. The following theorem gives a useful form of the theorem on the closed graph, which states that a closed transformation from B0 to Bv must be continuous, if T)T=B0.
(Cf.
Bourbaki, Espaces vectoriels topologiques, Chap. I, § 3 (Paris 1953).) 1
Any equivalent norm in B, x B, can be used, but this choice has the advantage of giving a Hilbert norm, if B, and St have Hilbert norms.
416 GENERAL PARTIAL DIFFERENTIAL OPERATORS
165
T H E O R E M 1.1. Let B, (t = 0, 1, 2) be Banach spaces and Tt (t = 1, 2) be linear trans formations from. B0 to B{. Then, if Tx is closed, Tt pre-chsed and Dr, <= Dr.. there exists a constant C such that
| ?>!*;£ c d ^ l ' + M2).
(i.i.4)
uevT,.
P R O O F . The graph GTl of Tt is by assumption closed. Hence the mapping (1.1.5)
G r , 3 [ « , ? > ] - : T 2 u 6-Bj
is defined in a Banach space. We shall prove that the mapping is closed. Thus suppose that [un, T1un] converges in GT, and that Ttun converges in B2. Since T1 is closed, there is an element u e D r , such that «„->■« and Txun-*Tlu.
In virtue of the assumptions,
u is in Dr. and, since Tt is pre-closed, the existing limit of Tzun can only be T2u. Hence the mapping (1.1.5) is closed and defined in the whole of a Banach space, so that it is continuous in virtue of the theorem on the closed graph. This proves the theorem. Theorem 1.1 is the only result we need for other spaces than Hilbert spaces; it will also be used when some of the spaces Bt are spaces of continuous functions with uniform norm. In the rest of this section we shall only consider transformations from a Hilbert space H to itself. In that case the graph is situated in H x H, which is also a Hilbert space, the inner product of x = [x0, x{\ and y = [y0, yj being given by (x,y) = (x0,y0) +
(x^yj.
For the definition of adjoints, products of operators and so on, we refer the reader to Nagy ([23], p. 27 ff.). L E M M A 1.1. The range "RT of a closed densely defined linear operator T is equal to H if and only if T''1
exists and is continuous, and consequently is defined in a closed subspace.
PROOF. We first establish the necessity of the condition. Thus suppose that Rr = H. Since T*u = 0 implies that (Tv, u) = (t>, T* u) = 0 for every v€Dr, it follows that T*u = 0 only if u = 0. Hence T*'1 is defined. Now for any element v in H we can find an element w such that Tw = v. Hence we have, if
ueVr;
(u,v) = (u,Tw) = (T*u,w), so that for fixed v \(u,v)\^C\\T*u\\,
ueDr-
Let un be a sequence of elements in D r . such that l l r ' t ^ l l is bounded. Since |(ttn,t>)| is then bounded for every fixed v, it follows from Banach-Steinhaus' theorem (cf. Nagy [23],
417 166
LARS HORMANDER
p. 9) that ||«„|| must be bounded. Hence T*'1 is continuous, and since it is obviously closed, we conclude that T*_1 is defined in a closed subspace. The sufficiency of the condition is easily proved directly but follows also as a corollary of the next lemma. L E M M A 1.2. The densely defined closed operator T has abounded right inverse S if and only if T*'1 exists and is continuous.1 P R O O F . Since TS = / implies that flT = H, it follows from the part of Lemma 1.1, which we have proved, that a bounded right inverse can only exist if T*'1 is continuous. The remaining part of Lemma 1.1 will also follow when we have constructed the right inverse in Lemma 1.2. In virtue of a well-known theorem of von Neumann [24], the operator TT* is selfadjoint and positive. Under the conditions of the lemma we have (TT*u, u) = (T*u, T'u) S C2(u, u),
ueVrr-,
where C is a positive constant. Hence TT* 2 C 2 /. Let A be the positive square root of TT*. Since A*^C2I, operator A-1 1
T'A'
it follows from the spectral theorem that 0
C~lI. The
is bounded and self-adjoint, ||.4 - 1 || <; C _1 . Furthermore, the operator
is isometric according to von Neumann's theorem. Now we define
(1.1.6)
S = T*{TT')-1
=
T*A-1A~l.
Since S is the product of an isometric operator and A-1, it must be bounded, and we have | | S | | £ C"1. Finally, it is obvious that TS = I. L E M M A 1.3. The densely defined closed operator T has a completely continuous right in verse S if and only if T*-1 exists and is completely continuous. P R O O F . We first note that the operator S given by (1.1.6) is completely continuous if r * - 1 and consequently A'1 is completely continuous. This proves one half of the lemma. Now suppose that there exists a completely continuous right inverse S. If M6JDr», we have for any v£H (u,v) = (u, TSv) = {S*T*u,v), and therefore u = S*T*u. Hence, if u€JRr-> we have T*~lv = S*v, which proves that T*-1 is completely continuous, since it is a restriction of a completely continuous operator. 1
This means that S is continuous and defined in the whole of H, and satisfies the equality TS where / is the identity operator.
-1,
418 GENERAL PARTIAL DIFFERENTIAL OPERATORS
167
1.2. The definition of differential operators Let Q be a r-dimensional infinitely differentiable manifold. We shall denote by €""(€1) the set of infinitely differentiable functions defined inD, and by C"(fi) the set of those functions in C°°(Q) which vanish outside a compact set in Cl. When no confusion seems to be possible, we also write simply C°° and Co°. A transformation P from C°° (£}) to itself is called a differential operator, if, in local coordinate systems (x1, ..., x), it has the form
d.2.1)
P"=2 a a "" a t ( a ; ) i^-^ u '
where the sum contains only a finite number of terms 4=0, and the coefficients a"'""1"* are infinitely differentiable functions of x which do not change if we permute the indices a,.1 We shall denote the sequence (a!
a*) of indices between 1 and v by a and its length
k by |oc|. Furthermore, we set I OX'
*
Formula (1.2.1) then takes a simplified form, which will be used throughout: (1.2.2)
P « = 2a a (a;)D a M.
Here the summation shall be performed over all sequences a. We shall say that we have a differential operator with constant coefficients, if Q is a domain in the v-dimensional real vector space R', and the coefficients in (1.2.2) are constant, when the coordinates are linear. Let g be a fixed density in Q, i.e. g (x) is a positive function, defined in every local coor dinate system, such that g [x)dx1. ..dx' is an invariant measure, which will be denoted dx. We require that g {x) shall be infinitely differentiable, and, in cases where P has constant coefficients, we always take Q(X) = constant. The differential operators shall be studied in the Hilbert space L2 of all (equivalence classes of) square integrable functions with respect to the measure dx, the scalar product in this space being (1.2.3)
(u, v)=
ju(x)vjx)dx.
With respect to this scalar product we define the algebraic adjoint p of P as follows. 1
We restrict ourselves to the infinitely differentiable case for simplicity in statements; most argu ments and results are, however, more general and will later, in Chapter IV, be used under the weaker condition of a sufficient degree of differentiability.
419 168
LARS HORMANDER
Let veC°° and let u be any function in C". Integrating (Pu, v) by parts, we find that there is a unique differential operator p such that (1.2.4)
(pu,v) = (u,pv).
In fact, we obtain
pv =
1
e-
ZDa(Qa°v).
When the coefficients are constant we thus obtain p by conjugating the coefficients, which motivates our notation. L E M M A 1.4. The operator p, defined for those functions u in C°° for which u and Pu are square integrable, is pre-closed in L2. P R O O F . Let un be a sequence of functions in this domain such that un -+ 0 and P « n ->• v (with .L'-convergence). Then we have for any /GCo" (v, f) = Urn (pu„, f) = lim (un, Pf) - 0. Hence v = 0, which proves the lemma. R E M A R K . I t follows from the trivial proof that Lemma 1.4 would also hold if, for example, we consider p as an operator from L1 to C, the space of continuous functions with the uniform norm. Lemma 1.4 justifies the following important definition. D E F I N I T I O N 1.1. The closure P 0 of the operator in L2 with domain C™, defined by p, is called the minimal operator defined by p. The adjoint P of the minimal operator P 0 , defined by P, is called the maximal operator defined by p. The definition of the maximal operator means that «is in t)r and Pu = / if and only if u and / are in L2, and for any v£C™ we have (/, v) - (u, pv). Operators defined in this way are often called weak extensions. In terms of the more general concept of distributions (see Schwartz [28]), we might also say that the domain consists of those functions u in L2 for which P « in the sense of the theory of distributions is a function in L2. If weC 00 and u and P « are square integrable, it follows from (1.2.4) t h a t P u exists and equals P u. This is of course the idea underlying the definition. Since P is an adjoint operator, it is closed and therefore an extension of P0.
420 GENERAL PARTIAL DIFFERENTIAL OPERATORS
169
It is unknown to the author whether in general P is the closure of its restriction to Dp 0 C°°. For elliptic second order equations in domains with a smooth boundary this follows from the results of Birman [1]. If p is a homogeneous operator with constant coefficients and Q is starshaped with respect to every point in an open set, it is also easily proved by regularization. In section 3.9 we shall prove an affirmative result for a class of differential operators with constant coefficients, when Q is any domain. We now illustrate Definition 1.1 by an elementary example. Let Q be the finite interval (a, 6) of the real axis, and let p be the differential operator d"/dxn. It is immediately veri fied that the domain of P consists of those n-1 times continuously differentiable functions for which it'"-*' is absolutely continuous and has a square integrable derivative. The domain of P0 consists of those functions in the domain of P for which M
( o ) = . . . == M <—i>(a) = 0 ,
u(b) = ■■■ =
tt'—1'^)
= 0,
that is, those which have vanishing Cauchy data in the classical sense at a and b with respect to the differential operator p. The same result is true under suitable regularity conditions for any ordinary differential operator of order n. Hence, in general, the maximal (minimal) domain of an ordinary dif ferential operator is contained in the maximal (minimal) domain of any ordinary differen tial operator of lower or equal order. For partial differential operators, this result is no longer valid, but we shall find a satisfactory substitute. Our results are most conveniently described in terms of the following definition. D E F I N I T I O N 1.2. / / T>r c D 0 , we shall say that the operator p is stronger than the operator Q and that Q is weaker than p. If p is both weaker and stronger than Q, i.e., if "Dp, = Do., we shall say that p and Q are equally strong.1 We now pose the problem to determine the set of those operators Q which are weaker than a given operator p . I t is clear that the answer is closely connected with the regularity properties and the boundary properties of the functions in Vp • The question is reduced to a concrete problem by the following lemma. L E M M A 1.5. The operator Q is weaker than the operator p if and only if there is a con stant C such that (1.2.5)
||Q«||*;£C(||Pi*||*+Wft,
ueC?.
P R O O F . If Q is weaker than p , it follows from Theorem 1.1 that
Hg.nll'gctilP.ttll' + lMh. uep f , 1
Note that these notions depend on the basic manifold H.
421 170
LABS HORMANDER
which implies (1.2.5). On the other hand, suppose that (1.2.5) is valid. If « 6 D ~ , we can find a sequence u n of functions in C" such that
"„-»•«. Applying (1.2.5) to the functions un-um
P "„-»•*>• we find that Qvn is a Cauchy sequence. Since
Q0 is closed, it follows that u e f ) 0 t . We shall repeatedly use the criterion given by Lemma 1.5 in the following chapters. In Chapter II we shall find a simple and complete description of the operators Q with constant coefficients which are weaker than a given operator p with constant coefficients, when Q is a bounded domain in R". (The answer is then independent of Q.) In Chapter IV analogous results will be proved for a class of operators with variable coefficients. R E M A R K . If "Dp c: "DQ, it follows from Theorem 1.1 in the same way as in the proof of Lemma 1.5 that (1.2.5) is valid. Hence "Dp c D
so that Q is weaker than p . This
shows that in Definition 1.2 we might replace the condition X)P <= D 0 by the apparently weaker condition D p <= D . It should also be observed that, in Definition 1.2 and in most of our arguments here, we use the minimal and not the maximal differential operators in view of the fact that the relation "Dp c T)Q is very exceptional for partial differential operators, as will be proved in Chapter III. We shall next deduce the conditions in order that Qu should be continuous after correc tion on a null set for every u 6 "DF , the operator Q being interpreted in the distribution sense. Such results form a stepping-stone from the weak concept of a solution of a differential equation to the classical one. Sobolev has studied similar questions (see [30]), but our results overlap very little with his. L E M M A 1.6. In order that Qu should equal a bounded function in the distribution sense for every «6 "Dp,, it is necessary and sufficient that there is a constant C such that (1-2.6)
sup|Qu|*
ueCST.
If (1.2.6) is satisfied, Qu is a uniformly continuous function in Q. after correction on a null set, i / t i 6 "Dp,, and Qu tends to zero at the boundary in the sense that to every e > 0 there is a compact set K in Q, so that | Qu (x) \ < e in Q. — K. P R O O F . That (1.2.6) is a necessary condition follows, if we consider Q as an operator from L1 to L°° and apply Theorem 1.1, which is possible in virtue of the remark following Lemma 1.4. Conversely, let (1.2.6) be satisfied. If un is a sequence of functions in C " such that wn->-« and pun->-P0u,
where u is an arbitrary function in D , it follows that Qun
422 GENERAL PARTIAL DIFFERENTIAL OPERATORS
171
is uniformly convergent. Since the limit must equal Qu a.e., the last statement of the lemma follows. The last assertion of the lemma may also be formulated as follows: Qu is continuous and vanishes at infinity in the Alexandrov compactification of Cl. We now turn to another matter, the existence of solutions of differential equations. Lemma 1.1 and the definition of P as the adjoint of P 0 prove the following result. L E M M A 1.7. The equation Pu = / has, for any f GL2, at least one solution u 6 X)p, if, and only if, P0 has a continuous inverse, i.e., if (u, M ) S C 2 ( P « , PU),
(1.2.7)
«eCS°,
where C is a constant. In Chapters I I and IV it will be proved that (1.2.7) is valid under very mild assump tions about p . 1.3. Cauchy data and boundary problems The example on page 169 makes it justifiable to say that the functions in "Dp, are those which have vanishing Cauchy data with respect to the operator P, and we are thus led to the following definition. D E F I N I T I O N 1.3. The quotient space (1.3.1)
C = GF/Gr.
with the quotient norm is called the Cauchy space of P. If M € D P , the residue class of the pair [u, Pu] is an element of C, which is called the Cauchy datum of u and is denoted by Yu. It follows from the definition that two functions in "Dp, which only differ by a function in Co?(Q), have the same Cauchy data. When the coefficients are constant it is easy to prove (Lemma 2.11) that every function in "D , which vanishes outside a compact set in Q., is also in X)r. I t then follows that two functions in "Dp, which are identical outside a compact set in Q, have the same Cauchy data. I t is of course natural to expect that this is valid for very general operators though we have not obtained any proof. The example on page 169 also suggests the following definition. D E F I N I T I O N 1.4. Let B bealinear manifold in the Cauchy space C of P. Theproblem to find a solution f of (1-3.2)
Pf=g, TfeB,
423 172
LARS HORMANDER
for arbitrarily given g£L2 is called a linear homogeneous boundary problem. Yf^B
is the
boundary condition. Let P be the restriction of P to those / for which YfzB. (1.3.3)
Then P is linear and
P0<=PcP.
Conversely, any linear operator P with this property corresponds to exactly one linear manifold B in C. D E F I N I T I O N 1.5. The boundary problem (1.3.2) is said to be (completely) correctly posed, if P has a (completely) continuous inverse, defined in the whole of Lx. This definition and the following result are essentially due to ViSik [34], who also considers less restrictive definitions. T H E O R E M 1.2. There exist (completely) correctly posed boundary problems for the opera tor P if and only if P 0 and P„ have (completely) continuous inverses. P R O O F . Suppose that there exists a (completely) correctly posed boundary problem, and let P be the corresponding operator. Since P _ 1 is (completely) continuous and P ^ P 0 , it follows that Po l must be (completely) continuous, and since P _ 1 is a right inverse of P , it follows from Lemma 1.2 (Lemma 1.3) that Po1 is (completely) continuous. Now assume that Po a and Po * are (completely) continuous. In virtue of the continuity of Po 1 , the range "Rp of P 0 is closed. Let n be the orthogonal projection on "Rp. If S is the right inverse of P constructed in Lemma 1.2 (Lemma 1.3), the operator T defined by
Tf = P^(nf) + S((I-n)f),
feL*.
is (completely) continuous. Since
pr/-*/ + (/-*)/-/, the operator T has an inverse P, and PczP. Furthermore, ITDPO" 1 and hence P=>P0, so that P0aPc:P.
Since P _ 1 is (completely) continuous and defined in the whole of
z
L , the proof is completed. We shall next derive a description of the correctly posed boundary conditions, which differs from ViSik's. Let U be the set of all solutions u of the homogeneous equation Pu = 0. This is a closed subspace of L*, since P is a closed operator. L E M M A 1.8. Suppose that P o ' is continuous. Then the restriction y of the boundary opera tor r to U maps U topologicaUy onto a closed subspace TU of C.
424 GENERAL PARTIAL DIFFERENTIAL OPERATORS
173
P R O O F . Let A be a constant such that ||P„/||2^||/||,
/6D„.
Then we have, if u 6 U, inf ( | | « - / | | t + | | P , / | | 1 ) S i n f ( | | M - / | | s + ^ ItVp
ftL>
= mt{(l + A2\i) / " 1+A2
t
+ \\utfA*/(l+A*)\
=
\\ufA*/{l+A*).
This proves the lemma. T H E O R E M 1.3. Suppose that Po1 and Pi' are continuous. Let Bbea linear manifold in C, and let P be the corresponding operator. Then P is closed if and only if B is closed. P _ 1 exists if and only if B and V U have only the origin in common. P _ 1 is continuous and defined in the whole of L2 if and only if C is the topological sum of B and T U. P R O O F . The first assertion follows at once from the definition of the topology in quotient spaces. In fact, a set in a quotient space is by definition open (closed) if and only if its inverse image is open (closed). P _ 1 has a sense if and only if Pf + 0 when 0 # / € "Dp, that is, if no solution « 4= 0 of P u = 0 satisfies the boundary condition. But this means that 0 is the only common element of T U and B. Now suppose that C is the topological sum of T U and B. From the preceding remark it follows that P _ 1 exists, and we have to prove that it is bounded. The assumption means that there exists a bounded (oblique) projection n of C on T U along B. Let S be the bounded right inverse of P , which was constructed in Lemma 1.2, and let y be the restriction of r to U, which was studied in Lemma 1.7. Then the operator Tg =
S-1g-y-1nrS~1g
is defined in the whole of L? and is a continuous operator. Obviously, Tg€."Dp &nd PTg = — g — 0. Furthermore,
rTg=rS-ig-jirS-1geB,
so that Tg£~DF and PTg =PTg
= g. Hence P - 1 = T, which proves the assertion.
On the other hand, suppose that P _ 1 is continuous and defined everywhere. Then the mapping
GP3[f,Pf)-+f-P-*PfeU is continuous. We have / -P~lPf
= 0 if and only if feVp- The mapping
Oi'3[/,p/]-r(/-p-iP/)eri7
425 174
LARS HORMANDER
is also continuous and, since it vanishes in (?/>., it defines a continuous mapping n from Gp/Gp, = C to FU. We have nq> = 0 if and only if
such that 1 7 , - p . , .
We shall prove that the operator y from U to T U transforms the L2- convergent sequences in U and the to-convergent sequences in T U into each other. In fact, Tun is obviously to-convergent if un is convergent. Conversely, if Tun is to-convergent, there exist elements / n 6 D p . so that un—fn converges strongly and P0fn converges weakly. Since we have /„ = Pg' (P0fn), it follows from the weak convergence of P0fn and the complete continuity of Po 1 that /„ is strongly convergent. Hence un is strongly convergent, which proves our assertion. Using Lemma 1.8 we now see that in TU the u>-convergence is equivalent to strong convergence. A slight modification of the proof of Theorem 1.3 shows that the operator P, correspond ing to a linear manifold B in C, has a completely continuous inverse, defined in the whole of L2, if and only if C is the direct sum of B and T U, and the projection n of C on Y V along B is w-continuous in the sense that it transforms u>-convergent sequences into w-convergent (and hence strongly convergent) sequences.
CHAPTER
II
Minimal Differential Operators w i t h Constant Coefficients 2.0. Introduction Let p be a differential operator with constant coefficients and let O be a domain in R". In Chapter I we introduced the minimal differential operator P0 in L2(Cl), defined by p . The object of this chapter is to study P0 more closely, We first restrict ourselves to the case where Q. is bounded, and can then obtain fairly complete results. Some remarks on the case of non-bounded domains are given at the end of the chapter. We first establish the boundedness of the inverse of a minimal differential operator with constant coefficients for bounded Q by means of the Laplace transformation, using
426 GENERAL PARTIAL DIFFERENTIAL OPERATORS
175
a lemma by Malgrange [20]. This result shows that Lemma 1.7 is always applicable, i.e. that the equation Pu = / has a square integrable solution u for any /eL 2 (fi). We then turn to the exact determination of the differential operators which are weaker than p . WithZ»=(Z),,...,Z),), where A = t"' 8/8 x', we may write p =P(-D), where P(f) is a polynomial in the vector f = (fi,...,f»). Now set
P(f) = (S|i*"'(£)|V. (a
where P ' are derivatives of P, and the summation extends over all a. Then Q is weaker than p if and only if (2.0.1)
£-^-'
To prove this result we use a generalization of the energy integral method. For equations of higher order than two, this method was first used by Leray [19]. In the general case considered here, where the lower order terms of the operators have great importance, it has been necessary to develop an algebra of energy integrals in a systematic manner. It may be remarked that, for some special second order equations, similar questions have been posed and solved by Ladyzenskaja [18], even under less restrictive boundary condi tions. As a consequence of our result we find that the product of a function u 6 "Dp, and a func tion y>, which is C°° in a neighbourhood of £}, is in "Dp. Hence we find that the relation ■a 6 Dp has a local character. We then study this relation in the interior and at the boundary
of h. The inequalities derived by the energy integral method also make it possible to deter mine those operators Q for which Qu is continuous after correction on a null set for every u 6 "Dp,- In fact, this is the case if and only if
(2.0.2)
|S-^-df<°°. J P(f)'
The inequalities (2.0.1) and (2.0.2) only involve the quotient Q(f)/P(£). 2.8 we also give conditions in terms of this quotient in order that Qu£LQ
In section for every
u g D p and in order that Qu should exist in manifolds of dimension less than v. We can also prove that the inverse of P 0 is completely continuous, if P (£) really depends on all variables. More generally, we prove that the operator Q0-Po_1 ' 8 completely continuous if and only if (2.0.3)
Q (£) 4-^-' - 0
when f->-°o.
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LARS HORMANDER
2.1. Notations and formal properties of differential operators with constant coefficients Let R' be the real v-dimensional space with elements x = (x 1 ,.. .,x') and let C, be the complex v-dimensional space with elements f = (£,,...,£,,). In precisely one way we can write £ = f + irj, where f and rj, as in the whole paper, denote real vectors. The variables x and f will be considered as dual with respect to the bilinear form
<*.f>=i**c*. i A polynomial P (f) can be written as a finite sum (2.1.1)
P(0 = Zo'C.
where a = (ai,...,
P{D) = Za*Da
(see section 1.2). The polynomials in C, and the differential operators in R" are thus in a one-to-one correspondence, and this correspondence is in fact independent of the choice of coordinates since P(£>)e' < I ' { > = P(C)e'< l C >. By S we denote the space of infinitely differentiable rapidly decreasing functions intro duced by L. Schwartz [28]. Denoting the Fourier transform of a function « in S by H, (2.1.3)
u (f) = (27T)-"2 J u (x) e-' <*■ ° dx,
the Fourier transform of P(£>)u is P (f)u(£), and it follows from Parseval's formula that (2.1.4)
j\P(D)u\'dx=j\P{i)H(S)\tdS.
We shall repeatedly need the analogue of Leibniz' formula for general differential polynomials (2.1.5)
P(D)(uv)-P(Du
+ Dv)uv.
The interpretation of this formula is that, after P(DU + Dv) has been expanded in powers of Du and Dv, we shall let D u operate only on u and Dv operate only on v. Formula (2.1.5)
428 GENERAL PARTIAL DIFFERENTIAL OPERATORS
177
is, of course, an immediate consequence of the rule for differentiating a product. Now we have by Taylor's formula
where p(a)_
glalp
dkp
at.
0£«.-a£.
For | a | = k the k indices in a shall run independently form 1 to v. Leibniz' formula (2.1.5) now takes the more explicit form (2.1.6)
j^P(a>(Z))«.
P(D)(uv)=y
2.2. Estimates by Laplace transforms Let Q. be a bounded domain in R', and let P(D) be a differential operator with constant coefficients. We shall prove the continuity of the inverse of the minimal operator P0. T H E O R E M 2.1. The operator P0 has a continuous inverse, i.e. there exists a constant C such that (2.2.1)
||«||£ C||P(2)H|,
«eC0°°(Q).
P R O O F . We form the Laplace transform of u, defined by
«(£) = £(£ +»n) = ( 2 *)""* S e~'u <*) dx This is an entire analytic function since u has compact support. The Laplace trans form of P(D)u
is P(£)u(Q.
Now the proof of (2.2.1) follows easily from the following
lemma on analytic functions of one variable, analogous to one used previously by Malgrange [20]. L E M M A 2.1. / / g(z) is an analytic function of a complex variable z for \z\ S 1, and r(z) is a polynomial with highest coefficient A, then 2*
(2.2.2)
\ Ag {O)]*
H(2n)-ij\g(e")r(e")\*d6. o
P R O O F O F L E M M A 2.1. Let zi be the zeros of r(z) in the unit circle and set
i
z,z-\
On the unit circle we have |r(z) | = \q{z) |, and q(z) is analytic in the circle. Hence we have (2nyij\g(e'°)r(e<'l)\*dd
= (2n) * f\g(e<°)q(e
12-65.1810. Acta Mathcmatica. 04. Jmprim6 le 26 septembre 1955.
(0) q (0)\*.
429 178
LARS HORMANDER
Now q(0)/A is, apart from a factor + 1, the product of the zeros of r(z) outside the unit circle. Hence |g(0)| S \A |, which proves the lemma. We now complete the proof of the theorem. Choose a real vector f0 such that p(£0) 4= 0, where p is the principal part of P, that is, the homogeneous part of highest degree of P. Applying the lemma to the analytic function «(£ + <£„) and the polynomial P ( t +
j\&(C + e'0 to) P(Z + e,e £0)\2 dd.
Letting J = f be real and integrating with respect to £ we obtain
|p(W| , J|""'dla;. Let C be the supremum of e K l , { , > l / | p ( f 0 ) | when x € f i . Then we have / | u (x) | 2 dx £ C* J | P (D) u (x) |2 dx, which proves (2.2.1). By choosing f „ in a suitable fashion we could get a good estimate of the magnitude of the constant C. We shall not do so, since still better results can be obtained by a different method later in this chapter. 2.3. The differential operators weaker than a given one Let P(D) be a differential operator with constant coefficients and let Q be a bounded domain. We shall determine those operators Q(D) with constant coefficients which are weaker than P(D) in the sense of Definition 1.2, i.e. such that with some constant C (2.3.1)
||g(D)u||«£C(||P(Z>)u||«+||«||»),
u6Co-(G).
In virtue of Theorem 2.1 this is equivalent to
(2.3.1)'
||g
In formulating the result it is convenient to use the function (2.3.2)
P(*) = ( Z | P ' " > ( i ) | V .
This notation will be retained in the whole chapter, also with P replaced by other letters.
430 GENERAL PARTIAL DIFFERENTIAL OPERATORS
179
T H E O R E M 2.2. A necessary and sufficient condition in order that Q(D) should be weaker than P(D) in a bounded domain £2 is that
(2.3.3)
^M < C,
for every real £, where C is a constant. R E M A R K . We shall even prove that Q (D) is weaker thanP(Z))if \Q{£)\/P(Z)
Hence this condition is equivalent to (2.3.3), with a different constant C. Theorem 2.2 has a central role in this chapter. The full proof is long and will fill the next sections. That (2.3.3) follows from (2.3.1) is proved in this section. In 2.4 we develop some algebraic aspects of energy integrals, and the analytical consequences are given in section 2.5. Using these results we complete the proof of Theorem 2.2 in section 2.6. At the same time we get a new proof of Theorem 2.1, that does not use Laplace transforms. We now prove that (2.3.3) follows, if we suppose that (2.3.1) holds true. To make use of this inequality, take a function y6C + 0, and set with real constant f (2.3.4)
u{x) = ip(x)e'<'*>.
This function is in Cf (£2), and from Leibniz' formula (2.1.6) it follows that (2.3.5)
P(D)u(x)
= e'S>
Z-,
I*«(£)D'*V.{*),
|<x|!
and similarly with P replaced by Q. If we introduce the notation (2.3.6)
V«0=|a ijigi, j
Day>Dfiy,dx,
the inequality (2.3.1) gives
(2.3.7)
2 (0 QP>tf)Vas < C (I J*» (£) F» (£) Va, +
¥J.
If m is the highest of the orders of P and Q, the sums in (2.3.7) only contain terms with | a| <, m and | /?| £ m. Now let t = ((„) be an "array" of complex numbers, 0 £ | a | £ m, such that ta = ta,, when a' is a permutation of a. The quadratic form in t defined by (2.3.8)
I iotiSm
2t.bV>.,= \\yt^idx=\\yT£j\v(e)\tde tflfim
J | / ■ |<X| ! lal£»"
J \ / , | a | !| laism
is positive, unless the polynomial 2 ' a f a / l a l ' vanishes identically, i.e. every ^ = 0. Hence it follows that there is a constant C such that
431 180
LARS HORMANDER
(2-3.9)
IM*C
Z
I
tJBVaB.
With
11 (f) i2 s c z (*) o^ii) ?., z e e a i*«> «) P ^ F ) V«,+?>„„), so that with a third constant C" Q(f)£C"P(f). 2.4. The algebra of energy integrals In this section we shall study some algebraic aspects of quadratic forms with constant coefficients in the derivatives of a function u. Such a form can be written (2.4.1)
2«"'-D««JV».
where Dx and DB are defined in section 1.2, and o°^ is invariant for permutations within <x or /?. With this quadratic differential form we associate the polynomial (2-4.2)
^tCa-Za-'Cf,,
where f = f + t'j; and f = f — *»?• Since the value of the form (2.4.1) for u{x) = e, is e - 2 < I , i> F(C, C), the correspondence between the form (2.4.1) and the polynomial (2.4.2) is one to one and invariant for coordinate transformations. This justifies the following shorter notation (2.4.3)
F{D,D)uu
Za'",DauIJa~u.
= C../J
In section 2.1 we introduced a correspondence between the differential operators in R' and the complex-valued polynomials in C„ considered as a v-dimensional vector space with complex structure. We have now seen that the quadratic differential forms in R" can be associated with the complex-valued polynomials in C„ considered as a 2r-dimensional vector 6pace with real structure. If FIX, Z) is the polynomial whose coefficients are the complex conjugates of those of ■f(C> £)> it is readily verified that (2.4.4) Hence F (D, D)uu
F{D,D)uu=F(D,D)uu. is real for every u if and only if
F(C,Z) = F(l,0 = F{U), i.e. if F X, £) is always real.
432 GENERAL PARTIAL DIFFERENTIAL OPERATORS
181
We shall need a formula for the differentiation of a quadratic differential form F(D,D)uu.
Elementary product differentiation gives ~(F(D,D)uu) ox
Hence, if 0=(Gk)
=
i(Dk-Dk)F(D,D)uu.
is a vector whose components are quadratic differential forms,
we have (2.4.5)
div (G {D, D)uu)=2^n
{G" ( A D)uu) = F (D, D) uu,
j OX
where
(2.4.6)
F (C, I) = i I (C* - ?*) Gk (f, I) = - 2 2 t,k Gk (f, J). i
I
L E M M A 2.2. A polynomial F(C, Z) *» £ = f + * »7 and Z = f — *V can
oe
written in the
form ■PC.?)=-2ii7*0*(f,J), 1
where Gk are polynomials, if and only if F(£, f) = 0 when f w reoZ. P R O O F . That F(£, f) = 0 is a necessary condition is obvious. To prove its sufficiency we observe that if F($ + irj, £ — it)) = 0 when t] = 0, there are no terms free from r\ in the expansion of F(§ + irj, f — irj) in powers of f and rj. Hence we can write £-irj)=-2lrjkgk(Z,rj),
F(i + iV,
i
where gk are polynomials. Returning to the variables £ and f in y*, the lemma is proved. From the proof it follows that the vector (G1 (t, Z)> ■ ■ •> &(t> ?)) is not uniquely deter mined in general. We shall now determine the degree of indeterminacy, that is, we shall find all vector differential forms with divergence zero. L E M M A 2.3. / / the, polynomials G'[£, Z) satisfy the identity 217.G1 ( t , ? ) = 0 , 1 1
then there exist polynomials G * (f, f) swcA
433 182
LARS HORMANDER
P R O O F . If we write (?*(£ + irj, f — ir)) = g'(£, ij), the assumption means that (2.4.7)
i W ( f , i ? ) = 0. I
Since the identity (2.4.7) must also be satisfied by the parts of g'(^,Tj), which are homo geneous of the same degree with respect to t], we may suppose in the proof that the g* are all homogeneous of degree m with respect to rj. Then Euler's identity gives *
v Sg"
Differentiation of (2.4.7) with respect to rjk gives 1
OTjk
Now addition of these two relations shows that (rn+1)
„*
i
(Sgk
eg'\
(8gk
8g'\
and therefore ,*_ y
i
2(m+l)VaJ7f
dijj
has the desired properties when f and J are introduced as variables again. From Lemma 2.3 it follows, in particular, that, although the polynomials
k ■*it « _ C,dF(( + G (t,i)=-\ -
iv,(-*V)
This formula is most important in the application below.
2.5. Analytical properties of energy integrals Let u be a function in S and let u be its Fourier transform. Using the definition (2.4.3) and Parseval's formula, we obtain (2.5.1)
JF(D,3)uudx=
As a first application of this formula we prove
JF(£,£)\u(S)\2dZ.
434 GENERAL PARTIAL DIFFERENTIAL OPERATORS
183
L E M M A 2.4. / / for every u eG'o°(£2), where Q. is a fixed domain, v>e have (2.5.2)
JF(D,D)uudx
= 0,
then it follows that (2.5.3)
F ( f , £ ) = 0 , for real f
Conversely, (2.5.3) implies (2.5.2) for any Ci. P R O O F . The last statement follows at once from (2.5.1). On the other hand, let (2.5.2\ be valid. Let u 4=0 be a fixed function in Co°(ii). For fixed rj, the function u(x)e'<x' '^ is in C"(n) and has the Fourier transform tt(f — r)), so that it follows from (2.5.1) that
(2.5.4)
J > « + !?,f + i7)K(fl|,
Denote the polynomial F(£, f) by 7t(f)> and the principal part of 7t(f) by jr m (f). I t follows from (2.5.4), which is valid for every tj, that jIm(^)/|tt|2df = 0 for every TJ. Hence nm and consequently n is identically zero. Combining Lemmas 2.4 and 2.2 we obtain the following lemma. L E M M A 2.5. A quadratic differential form F(D, D) uu is the divergence of a quadratic differential vector form if and only if
JF(D,3)uudx = 0, when u eC^fii) for some domain Cl. We could also deduce from Lemma 2.3: L E M M A 2.6. A quadratic differential vector with the components Gk(D, D) uu is the divergence of a quadratic differential skew symmetric tensor form if and only if for any u eC°° and any closed surface S we have \(G"(D,D)uu)dSk s
= Q.
The analogy between these two lemmas and the theory of exterior differential forms is obvious. In order to show this connection we have in fact proved more results on the energy integrals than we really need to prove Theorem 2.2. 2.6. Estimates by energy integrals Let P(D) and Q(D) be two differential operators with constant coefficients and form (2.6.1)
F(D, D)uu = (P(D)Q(3)
-Q(D)P(D))uu.
We have F (f, f) =P(£)Q(£) - Q($)P($) = 0, so that in virtue of Lemma 2.2 we can write
435 184
LARS HORMANDER
i^-k(Gk(D,D)uu).
F(D,B)uv.= k-\OX
Formula (2.4.8) gives that (2.6.2)
G" (£, f) = - i (/*« ({) Q (£) - #*> (£) P (£)),
where, in accordance with our general notations, P**' and C**' are the partial derivatives of P and Q with respect to f t . Let £1 be a fixed bounded domain, and let u be a function in C"(Q). We shall in tegrate the identity -ixkF(D,D)uu
-ixk2~,(G'{D,D)uu)
=
I oxr
over £}. In doing so, we can integrate the right-hand side by parts, so that the integral equals t JG k (D, D)uudx.
Now it follows from (2.6.2) and Lemma 2.4 that
JGk(D,D)uudx=-ij(P"°(D)Q(D)-P(D)
(D))uudx
= - i{(!**> (D) u, Q (£>) u) - (P (D) u, C*> (D) u)}, where ( , ) denotes scalar product in L2 (Q). Hence we get the formula (2.6.3)
( P ^ (D) u, Q (D) u) - (P (D) u,
(P(D)uQ{D)u-Q(D)uP(D)u)dx.
By estimating the right-hand side of the equality (2.6.3) we can obtain a useful inequality. In fact, noting that it follows from (2.1.4) that \\P(D)u\\-\\P(D)u\\,
\\Q{D)u\\-\\Q{D)u\\, k
and denoting by d an upper bound of \x \ in il, we obtain (2.6.4)
|(P<*>(D)u, Q(D)u)1<;1|P(D)u\\(\\Q(k>(D)u\\
+
26\\Q(D)u||)
by using Schwarz' inequality. When Q = P**' this inequality reduces to (2.6.5)
|| P<*> (D) u ||* g || P (D) u || (|| P 5 "" (D) u || + 2 6 || P"" (D) u ||),
where P***'^) is the second derivative of P (f) with respect to f k . (2.6.5) gives a proof of the following lemma. L E M M A 2.7. Let Bk be the breadth of Q. in the direction x*, i.e. B"=
sup | x * - y * | . z.vtCl
Then, if P(f) is of degree m with respect to ft, we have (2.6.6)
\\F»(D)u\\£mBk\\P(D)u\\,
v.eC?(Q).
The inequality
436 GENERAL PARTIAL DIFFERENTIAL OPERATORS
185
P R O O F . After a convenient choice of the origin we may suppose that | xk | <; Bk/2 in D, so that we may put 2<5 = Bk in inequality (2.6.5). If m = 1, the second derivative Pkk) is zero, and (2.6.5) reduces to (2.6.6), if we delete a factor ||P < *'( J D)«||. Now suppose that the inequality (2.6.6) has already been proved for all polynomials of smaller degree than m in f k. Then we have, in particular, \\Pil"'>{D)u\\£(m-l)Bk\\P(*)(D)u\\. If we use this estimate in the right-hand side of (2.6.5), it follows that \\^{D)u\\^mBk\\P{D)u\\, which completes the proof. It follows from the proof that (2.6.6) remains valid for non-bounded domains D if only k
B < co. We shall later come back to the case of infinite domains (section 2.11), but for the moment we confine ourselves to the simpler case of a bounded domain D. L E M M A 2.8. For any derivative P"° of P there is a constant C such that (2.6.7)
||P w (i>)u||£C||P(.D)it|| I
ue
P R O O F . Iteration of the result of Lemma 2.7 proves Lemma 2.8 immediately, and also gives an estimate of the constant C, which we do not care to write out explicitly. Since a suitable derivative of P i s a constant, Lemma 2.8 contains Theorem 2.1, which has thus been proved without the use of the Laplace transform. We can now complete the proof of Theorem 2.2 and the remark following it. Thus suppose that (2.6.8)
|e(£)r5:C*2|P<»>(f)P.
If u is the Fourier transform of a function u 6Co°(ii), we have in virtue of (2.1.4) and (2.6.8) j\Q(D)u\*dx=f\Q(£)\*\u\idSZC*Zf\I*"\i)\1\u\U£
=
(«Zl\P<»(D)u\*dx.
It now follows from (2.6.7) that with a suitable constant C" \\Q(D)u\\*$C'\\P{D)u\\i,
«eC 0 ~(fi),
so that (2.3.1)' is proved. 2.7. Some special cases of Theorem 2.2 The problem of finding all differential operators Q(D), which are weaker than a given differential operator P(D), has been reduced by Theorem 2.2 to the purely algebraic study of inequality (2.3.3). In studying this inequality, it is convenient to say that the polyno-
437 186
LARS HORMANDER
mial P is stronger than the polynomial Q, if this inequality is valid. We shall first give two explicit examples. E X A M P L E 1. The Schrodinger equation for a free particle corresponds to the poly nomial P(f) =f? + ••• +fj_i -fr-
This polynomial is stronger than those polynomials
Q(f) for which (2.7.1)
|G(£)|*< £ ( ( £ + • • • + { ? - , - « * + {!+■••+{?-, + !).
Evidently (2.7.1) requires that Q(f) is of degree two at most and not of higher degree than one in f„ so we may write r
(2.7.2)
Qm-a9+
Z«
v
2
auftf*.
where atk=akl and a,, = 0. If we set £, = £?+ ••• +f,*i, it follows from (2.7.1) that (2.7.2) must become a polynomial of degree one at most in the remaining variables fj f,_i. Hence Q(f) must have the form (2.7.3)
«(fl-ai+Z««*f*+o,(f.-fl
£_,).
Conversely, it is obvious that every polynomial of the form (2.7.3) satisfies the inequality (2.7.1). E X A M P L E 2. The equation of heat corresponds to the polynomial P(f) =£? + ••• + + f,-i + tf,. This polynomial is stronger than those polynomials Q{£) for which (2.7.4)
\Qtf) \* < C((f? + - + {?..,)* + ff + - + £_, + & + 1).
This inequahty is evidently fulfilled if and only if Q(f) has the form
(2.7.5)
Q ($) = %+ 2 o*f*+ 2 o,*ftf*. k-l
(,*-l
The two examples show clearly that the lower order terms may have a decisive influence on the strength of an operator. 1 It is this fact that compelled us to develop such a strong generalization of the usual technique of energy integrals, which essentially works with the principal part of the operator, i.e. the homogeneous part of highest degree. The usual technique would, however, be successful within the class of operators satisfying the following definition. D E F I N I T I O N 2.1. The differential operator P(D) {and the polynomialP(£)) is said to be of principal type, if it is equally strong as any other operator with the same principal part. 1 A similar fact has been observed by GARDINO [8], who has shown that, the correctness of Cauchy's problem can be affected by lower order terms.
438 GENERAL PARTIAL DIFFERENTIAL OPERATORS
187
The definition only involves restrictions on the principal part. This fact is explicitly expressed by the following theorem. T H E O R E M 2.3. A necessary and sufficient condition in order that P(£) should be of principal type is that the partial derivatives Sp(f)/3ff of the principal part p(£) do not vanish simultaneously for any real f 4= 0. P R O O F . Let P(f) be of principal type. Then the same is true of p(f), so that p(f) is stronger than p (f) + fa and consequently stronger than £a, if | a | =TO— 1, where m is the degree of p(f). Hence it follows from Theorem 2.2 that
Suppose that all the derivatives 8p(r))/dt) vanish for some real rj 4=0. Then we have also p(rj) = 0 in virtue of Euler's formula for homogeneous polynomials. Hence, if we set£ = trj in (2.7.6), the denominator is of degree less than 2 (TO — 1) in t, which gives a contradiction when t->-oo. This proves one half of the theorem. Now suppose that P(f) satisfies the condition in Theorem 2.3 and letQ(f) have the same principal part as P(£). Dropping positive terms in the definition of P ( f ) s , we obtain = 7t (f) + r(f), i
where r(f) is of degree less than 2 (TO — 1) and
i
In virtue of the assumptions we have 7t(f)4=0, if f # 0 , and therefore
r(£)/7i(£)-*0
when f-»oo, so that [ r (f) \/n (£) < \ for large f. We note that
|Qtf)l ^ I0tf)-ftf)l P(S)
P(fl
+
\IM. PIS)
Since the last term is always less than 1 and
{-<*>
P(£)
«--
V£(fj
it follows that Q(f) is weaker than P(f). Changing P for Q we conclude that P and Q are equally strong. Our interest in differential operators of principal type is due to the fact that they have simple properties even when the coefficients are variable. We postpone the study of this
439 188
LASS HORMANDER
case to Chapter IV, and pass to another class of differential operators with constant coef ficients. As is well known, a differential operator P(D) is called elliptic, if the principal part p(f) does not vanish for any real f 4=0. We give an equivalent property: T H E O R E M 2.4. The differential operator P(D) is elliptic if and only if it is stronger than any operator of order not exceeding that of P. This is an almost obvious consequence of Theorem 2.2, so that we may omit the proof. In particular, Theorem 2.4 shows that all elliptic operators of the same order are equally strong. We shall now study an operator with separable variables, P(f) = P(£l
« - / » ! ( * ! , . . . , « ^1 ( f t . + l . - . M
(ft
The vector f is the sum of the two components f'-tf„...,fc«0,...,0), r-(0,...,0,f/1+1
W
.
Let W be the set of polynomials Q (£'), which are weaker than P ^ f ) , and let W" be the set of polynomials Q(f") which are weaker than P 2 (£"). T H E O R E M 2.5. The set W of polynomials Q{£) weaker than P(£) is the linear hull of the set W W" of products of polynomials in W and W". PROOF.
Since P(ff = 21P* a > (f)| s differs from
p,
0<,4^-— P M
£P<°°.
Hence Q(£) is weaker than P ( f ) if and only if
(2.7.7)
J<" f 'Pl
I t now follows that the linear hull of W W" is in W. Inequality (2.7.7) also shows, if Qe W, thatQ (f, f") is in W as a function of £', for fixed f", and in W" as a function of f", for fixed £'. Let p ^ f ) , ..., p„(£') be a basis in the finite dimensional vector space W and set
«(£'.£")= Z «*«")?*«')•
440 GENERAL PARTIAL DIFFERENTIAL OPERATORS
189
It remains to prove that the coefficients a t (f") are in W". Since p t ( f ) are linearly inde pendent functions, there exist values £1, . . . , £ n such that the matrix (pt(fi')) is not singular. Then the system of equations n
can be solved for a t (£"). Hence a t (£") is a linear combination of the functions Q{£i, f") and consequently is in W". It is obvious how the theorem can be generalized, if a polynomial decomposes in this way into several factors. 2.8. The structure of the minimal domain The first topic in this section concerns the continuity of the functions in "D
and
their derivatives. From an abstract point of view this was already studied in Chapter I. We shall assume in the whole section that O is a bounded domain. T H E O R E M 2.6. / / Q(D)u is a continuous function after correction on a null set, for any uet)p,, then
Conversely, if (2.8.1) is valid, then Q(D)u is uniformly continuous after correction on a null set and tends to zero at the boundary of Cl, for any u G TDp,, in the sense that to every e > 0 there exists a compact set K in D such that \Q(D)u(x) \< e in Q. — K. P R O O F . First suppose that Q(D)u is always continuous when M6D P > . There is then only one obstacle to using Lemma 1.6: although the functions are continuous they need not a priori be bounded. Therefore we take a function y> (x) 6 Co" (Q.) and apply Lemma 1.6 to the differential operators P(D) and Q=V(x)Q(D). It follows that there is a constant C such that sug \v(x)Q(D)u(x)|!<;C(||P(D)u||2
+ ||u|| 2 ),
u6C?(O).
We may suppose without restriction that 0 € Q. and that y> (0) = 1. Then it follows that (2.8.2)
\Q(D)u(0)\i^C(\\P(D)u\\i
+ \\u\\\
Now take a function y ( f ) € S and form
v(x) = (2n)'"2 f£^ e , <*-«>if.
ueC?(Cl).
441 190
LARS HORMANDER
Parseval's formula gives
(2.8.3)
||i*«(Z>H|2= P ^ V ' W ^ s ; fMfll1**. J P(f)2
J
Furthermore, v is also in S- Now take a fixed function £(a:)€CS°(Q), which equals 1 in a neighbourhood of the origin, and set u{x) =
xix)v(x)-
We then have UEC£°(Q) and, in virtue of Leibniz' formula and (2.8.3), (2.8.4)
||P(Z>)u||^C||9>||.
Noting that Q(D)u(0) = Q(D)v(0), we deduce from (2.8.2) and (2.8.4) that J
" (s)
J
But this inequality implies that Q(f)/.P(£) is square integrable, which proves (2.8.1). Now assume that (2.8.1) is valid. Estimating by Schwarz' inequality we get for |<2(Z))W(a:)|I = |(2^)-" 2 jQ(f),l(f)e'< I '*>d^P
£(2n)~' j^S^dS
j P(tf\u(S)\*dS
=
C*2\\I«"(D)u\\\
Lemma 2.8 now shows that (2-8.5)
\Q(D)u(x)\*
«6C,-(Q),
for any x. Hence the second half of the theorem follows from Lemma 1.6. The formulations of Theorems 2.2 and 2.6 are closely related. This leads us to the following theorem. T H E O R E M 2.7. Q{D)u is a function in L" ( 2 £ p £ o o )
for every ueVp,,
if
Q(fl/Ptf)6L , W ( p -* ) in Rr. P R O o r . In virtue of the theorem of Titchmarsh and M. Riesz on Fourier transforms of functions in L" (cf. Zygmund [35], p. 316), we have for «eC~(D) \\Q(D)u\\,zC\\Q(e)Me)\\,: where p' is defined by p
_1
+ p ' _ 1 = 1. We may suppose that 2 < p
cases have already been treated. Then we have p' < 2, and Holder's inequality proves that
442 GENERAL PARTIAL DIFFERENTIAL OPERATORS
Since 2p'/(2 - p) = 2p/{p - 2), we obtain, if (2.8.6)
191
ueCT{il),
\\Q{D)u\\,ZCr\\P(e)6(e)\\zC"\\P(D)u\\,
where the last estimate follows from the proof of Theorem 2.6. It is clear that (2.8.6) gives the asserted result. The theorem cannot be reversed since Sobolev's results (cf. [30], p. 64) are stronger for elliptic operators. We give two examples of non-elliptic operators. E X A M P L E 1. If P ( f ) = £ ? + ••• + f,2_, - f,, we have 1/P(f)€£° if and only if q > v. In particular, when v = 2, it follows that the functions in X)r, are in L" for every q < oo but are not all continuous.
9
>
E X A M P L E 2. If P(f) = £ ? + • • + £ ? - i + »f,, we have l/P(£)eL" if and only if i (v + 1). In particular, every function in the domain of P0 is continuous when v = 2. In the proof of Theorem 2.6 we found that Q(D)u is continuous for any tt€D*>, if and
only if (2.8.2) is fulfilled, i.e., if the value of Q(D)u at a fixed point is a continuous function of [u,P{D)u]eGp,
(ueCo°(ii)). When we now pass to studying Q(D)u on varieties of
dimensions between 1 and v — 1, we examine a condition similar to (2.8.2) from the outset. Thus let 2 be a variety in £2 and let da be the element of area of 2. 1 If the inequality (2.8.7)
j\Q(D)u\'dc^C(\\P(D)u\\t
+ \\u\\%
«€C 0 "(Q),
holds good, the restriction of Q(D)u to £ may be defined when u£X)p. in the ususal way: We take a sequence u^C^
such that un->u and P(D)un->-P0u.
In virtue of (2.8.7)
the sequence Q(D)un is convergent in L*(I,). The limit in L1 (L), which does not depend on the sequence un, which we have have chosen, is the desired restriction of Q(D)u to S. Somewhat roughly we may say that Q(D)u exists in S for ueVp,,
when the inequality
(2.8.7) is valid. Our methods only permit us to study the case when S is a linear variety of dimension ft, l g / i ^ » - l . We may of course assume that 2 has points in common with £}. By 2 ' we denote any one of the varieties in Rv, orthogonal to Z. The surface element in 2 ' is denoted da'. T H E O R E M 2.8. A necessary and sufficient condition in order that Q(D)u should exist in 2 for u e D p . is thai Q(£)/P(£) is uniformly square integrable in the varieties 2 ' , i.e. 1 For simplicity in statements we may suppose that R" and iJ» have (dual) euclidean geometries. Then surface elements and norms of vectors are defined.
443 192
LARS HORMANDER
(2.8.8)
llQ^n
da'
where the constant does not depend on the choice of the variety £', orthogonal to E. The statement is still true, if E has dimension 0 or v. I t then reduces to Theorem 2.6 and Theorem 2.2, respectively. P R O O F . Passing, if necessary, to another system of coordinates, we may assume that S is defined by the equations x u + 1 = 0, . . . , x ' = 0. First suppose that (2.8.7) is valid. In virtue of Theorem 2.1 we then also have (with a different constant C) j\Q(D)u\tdx1---dx>'ZCJ\P(D)u\*dx1---dx' s o
(2.8.9)
(ueC?(Cl)).
By using a combination of the arguments in the proofs of Theorems 2.2 and 2.6, we shall prove that (2.8.8) follows. Take a function
v(x) = f £ ^ e , < * - » < i o ' - e , « * , « i + - * ' % > f t ^ e ' * " * 1 ***i+~
J P(fl
+z
'^do,
J P($)
where da' = d^lxti •■■ d£,. Thus v(x) is a function with spectrum in a variety £ ' , ortho gonal to S. Differentiation under the integral sign gives
J
PIS)
and since | P < a ) ( f ) | ^ P ( f ) , it follows from Parseval's formula that (2.8.11)
j\P(m(D)v(x)\idx>'+1-dx'£(27iy-''j\
Let y be a function in C£ (Q) and set (2.8.12)
u{x) = v(x)y>(x).
It is clear that t i 6 C " ( t i ) , and by virtue of (2.8.11) and Leibniz' formula we have
444 GENERAL PARTIAL DIFFERENTIAL OPERATORS
193
j\P(D)u\2dx£CJ\
(2.8.13)
(Thus far, the argument is parallel to the proof of Theorem 2.6.) In the plane E we have (2.8.14)
Q™(Dlv(x\...,x",0,
.... 0) = e«*lfi + •" +I%>
f^^cp^da'. J P(Z)
Assuming, as we may, that the function xp 6 Co0 (Q) does not vanish identically in Z and that xp is a function of xl, ..., x? only in a neighbourhood of S, we can argue as in section 2.3. For Leibniz' formula shows that, when x 6 2 , Q(D)u(x) =
^j^]Q^(D)v(x),
where 2 * means a sum only over sequences of the indices 1, ..., /j. Setting (2.8.15)
«„-
^J
we deduce from (2.8.14) that {\Q(D)u(x)\2dx1-dxu
2.8.16)
=
Z*TY*i>t«h,
ivhere Vc
"' = | a | ! | f l | ! J
D
*VDeVdxl---dx"-
Now we proved in section 2.3 that the quadratic form 2*Va/3'a^/j is a positive definite form in the array t=(ta),
where a only contains the indices 1 a
/i. In particular,
p
and this inequality combined with (2.8.16), (2.8.9), (2.8.13) and the definition (2.8.15) of t gives that (2.8.17)
I[|^W)da'P£C IJ P (?) I J
\\
for any choice of the function
...,*", 0, . . . , 0 ) =
(2^)-"2Jg(f)«(f)e"r,-t'+-«"Vdf,
13-553810. Ada Mathtmatica. 94. ImprimS le 27 septembre 1965.
445 194
LARS HORMANDER
so that the Fourier transform of the function Q(D)u(xl, tion of xl x1" is (2nylr-"wJQ{()ii(i)dSl.+
..., x1', 0
0) as a func
l-dh-
Schwarz' inequality and (2.8.8) show that the square of this function of £,, ..., f,, is less than
* -P(f)
•"
ZcjPitfltiWdSm-dk. It now follows from Parseval's formula that
j\Q{D)u\2do-^CJd^-d^jP(Sf\u^)\id^+1-di,^CJP(^\H^)\id(, and using Lemma 2.8 as in the proof of Theorem 2.6 we obtain j\Q(D)u\tda^CJ\P(D)u\tdx,
«6Cg°(Q),
which completes the proof. The special case of Theorem 2.8, where £ is a hyperplane, is most important. In that case Q(D)u exists in S for every ueVp, (2.8.18) I
if and only if
Mit: 'T v * " dt^C P(f-MN)2
for every real f, where N is the normal of S. L E M M A 2.9. / / p(t) is a polynomial of degree n in a real variable t, we have
(2 819)
-
+ 00
J Jffwi8^4"2
-oo
P R O O F . Logarithmic differentiation gives that n
P'V) Pit)
-y—
where tk are the zeros of p(t). The integral (2.8.19) can be divided into two parts / , and / , , where / , is the integral over the intervals where | Re (t — tk) | g 1 for some k, and It is the
446 GENERAL PARTIAL DIFFERENTIAL OPERATORS
195
integral over the rest of the real axis. Since the integrand is i 1 everywhere, and the total length of the intervals, over which the integral It is extended, is at most In, we have lx t£2n. In the integral I2 we have the estimate
_JP^)L_< IPWMP'WI*
p'(t) P(0
in virtue of Cauchy's inequality. Since 1t — t* \2 S11 — Re tk |2, this gives
/,£«* J £ -2»», nisi
so that 7 1 H - / 2 ^ 4 n 2 . Using this lemma and Theorem 2.8 in the form (2.8.18) we obtain T H E O R E M 2.9. If T, is a hyperplane with normal N, we have j |P5f'(D)u| J da £ ^ C J | P (D) u |2 dx, u e
will be called distinguished, if
the restriction of u to any variety £ is defined by the function u(x), z 6 E , when ever it exists in the above sense. We shall prove that every element u in X)p has a distinguished representative. In fact, we can find a sequence of functions un 6 Co (Q) such that ||wn-u||->0,
\\P(D)un-P0u\\^0,
and 2 2 " | | M n - W n +I | | < o o , 22n||P(Z>)ttn-.P(£)«„
+1||<°°.
If the restriction of u to S exists, the inequality (2.8.7) is valid with Q=\, follows that 22n||«n-«n
+1 | | E < o o .
and it
447 196
LARS HORMANDER
Denoting the open set in S where |M„ (X) — un + J (x) | > 2 ~ " by e„, we have the estimate 2 "
n
which tends to 0 with n" 1 . Hence the set a>= f)(o„ has measure zero in S, and lim w„ (a;) obviously exists if ze 2 — to. Now set w (a;) = lim w„ (x) for any x 6 Q such that the limit exists, and define u (x) arbitrarily elsewhere. We have proved that the limit exists almost everywhere in any variety X such that (2.8.7) is valid.
Hence
it follows that the strong limit of u„ in 1} (X), which by definition is the restriction of u to S, is defined by the function u(x), zGX. The same arguments apply to the definition of Q0 u when u € X)p and Q (D) is weaker than P(D).
Thus the equivalence class Q0u always contains a distinguished
function Q0 u (z); the restriction of Q0 u to a variety X is then defined by the func tion Q0u(x),
z 6 E , whenever it exists. Note that, in particular, the distinguished
function Q0u(x)
is continuous, if (2.8.1) is valid.
More precise results have been obtained by Deny and Lions [4] for the Beppo Levi functions.
The results proved here could probably be improved in the same
direction by means of a generalized notion of capacity, but the results already proved are sufficient for us. We now prove a result which in particular contains a localization principle for "Dp . T H E O R E M 2.10. The product of a function u 6 D f and a function y e C 0 0 ^ ) 1 is in T)p , and there is a constant C depending on ip such that (2.8.20)
||P0(vu)||^C||P,«||,
ueVv
P R O O F . Using Leibniz' formula and Lemma 2.8 we obtain the inequality (2.8.20) if tteC,o°(ii). This evidently gives the desired result. Theorem 2.10 may seem evident at first sight, but to display its significance we give two examples showing that, if a function u is in "Dp, where P is the maximal operator de fined by P(D), and iptC^iQ.), it need not be true that y>«6D f , even for the simplest operators. E X A M P L E 1. Let P(D) be the Laplace operator in two variables, and let u(x1, x1) be a harmonic function in the circle r = (x1* + a:'2)' < 1 such that u£L2 1
This means that y> is C°° in a neighbourhood of O.
but du/dr $ L*.
448 GENERAL PARTIAL DIFFERENTIAL OPERATORS
197
A well-known example of a function with these properties is due to Hadamard. Now let y> be a function in C°° such that y> = r outside a neighbourhood of the origin. We have A {yiu) = MAy> + 2 (grad u, grad y>). The first term is square integrable but the second is not, since it equals 2du/dr outside a neighbourhood of the origin. Hence uBt)p
but
yu$T)p.
E X A M P L E 2. L e t P (D) be the wave operator d^dx^x1
in two variables, and let u = u(xl)
be an absolutely continuous function of x1, whose derivative is not square integrable in the neighbourhood of any point. Since we have
it follows that xpv, $VP unless y is a function of x1, although we have w € D p . In particular, y>u$Vr, if 0=¥y>eCf(Q). After these two examples we leave the maximal operators, which will be discussed in the next chapter. However, to clarify the contents of Theorem 2.10, we shall also prove that Lemma 2.8, which was the essential tool in the proof of Theorem 2.2, is a consequence of Theorem 2.10. In fact, if we takey>(x) =e , < 1 , ' 1 > , Theorem 2.10 shows that the polynomial P(£) is stronger than the polynomial P(£ + tj). Hence P(f) is also stronger than any linear combination of the translated polynomials P(f + rj), with fixed r\, and our assertion follows from the following lemma. L E M M A 2.10. A linear set I of polynomials is invariant for differentiation if and only if it is invariant for translation. P R O O F . That invariance for differentiation implies invariance for translation follows at once from Taylor's formula. On the other hand, if / is invariant for translation and P € / is of degree ft, the set / contains all functions of the form
where tj' are arbitrary vectors, and U are arbitrary complex numbers. Now the coefficients m
2 'irfa> l a | ^yW. can be given arbitrary values, which are symmetric in a, by a convenient choice of m, tt and t){. For otherwise there would exist constants c a , | a | £fi, in a and not all equal to zero, such that Z ea»?« = 0 for every tjl«ls*'
But this is impossible. Hence / contains all i* 0 0 ^), which was to be proved.
symmetric
449 198
LARS HORMANDER
T H E O R E M 2.11. The conditions for a function utobe in t)p have a local character inCl. More precisely, if u is a function stick that to every point in O there exists a neighbourhood U, and a function vv£Vp,
so thai u(x) =vv(x)
a.e. in C/flfl, then
u£t)p.
P R O O F . We can coverQ by a finite number of neighbourhoods Ut,i = l,...,tn,oi
the
type given by the theorem. Now take functions a.t(x)£Co (f/i) such that
2a,(z) = i, xea i
Since u(x) = ^u(x)at(x),
and u(x)a.t(x) = vU( (x)at(x)
is in T)p in virtue of Theorem
2.10, it follows that u is in "D ■ The properties of the functions in "Dp in the neighbourhood of a point in Q are described by the following theorem. T H E O R E M 2.12. A function u in U(Q.) is equal to a function in T)p in a neighbourhood of a point x£Q.if and only if all P"° (D)u are square integrable functions in a neighbourhood of x. P R O O F . First suppose that u equals a function v in X)P in a neighbourhood of the point x. Then we have in this neighbourhood P (D)v is square integrable over Q. in virtue of Theorem 2.2, the assertion of the theorem follows. Conversely, suppose that Pla)(D)u
is square integrable for every a in a neighbourhood
U of x. Let y>6CS°(C7) equal 1 in a neighbourhood V of x. Then v(x) =u(x)y>(x) equals u(x) in V, and in virtue of Leibniz' formula we have in the weak sense
P (D) v = > ^HT i*"' (-D)« £ V. Zwl<*|! Hence the proof reduces to the proof of the following lemma, already referred to in Chapter I. L E M M A 2.11. A junction u£"Dp, which has compact support in Q, is in X)P ■ P R O O F . Let y>eCo°{R') and \tp{x)dx = 1. We form the convolutions uc= where y>t(x) = e~"ip(x/e). When e is sufficiently small, we have ut£Co(£l),
u*y)c,
and it is well
known that «,-»■« in Lx. Furthermore, when e -* 0, we have P (D) u, = (P (D) u) * y>t-+ P (D) u in I?. Hence by definition u e D . . We shall now deduce a corresponding result for a point x on the boundary. In doing so we restrict ourselves to a point on a plane portion of the boundary, where we can use our
450 GENERAL PARTIAL DIFFERENTIAL OPERATORS
199
Theorem 2.9. It would no doubt be possible to treat a much more general case by genera lizing that theorem, but we shall refrain from studying that question here. Let E be a plane surface with compact closure in £i. I t follows from Theorem 2.12 and Theorem 2.9 that Pl$)(D)u exists in E and is square integrable there, if u is such that P<")(D)u is square integrable in a neighbourhood of E for every a. We can now announce our result. T H E O R E M 2.13. Let x0be a point on a plane portionY, of the boundary ofQ, the distance from x0 to the rest of the boundary being positive. Then o function u in Ll(Q.) equals a func tion in X)p in a neighbourhood of z0 if and only if all Pm(D)u
are square integrable func
tions in a neighbourhood of x0 in Q, and the restrictions of P'^(D)u
to parallel surfaces to
E tend to zero strongly in a neighbourhood of x0 when the surfaces approach E. The last statement needs perhaps some explanation. Let y be a fixed transversal direc tion to E, i.e. (y, N> =t= 0. We may suppose that y points from E to Q.. If x is in a suitable neighbourhood U of x0 in E and 6 is a sufficiently small positive number, the function Pj?'(D)u(x +6y) is square integrable in U. The second half of the condition in the theo rem is that this function tends strongly to zero in L2{U) when <5->- 0. — Note that Sobolev [30] has given similar results in connection with elliptic operators. P R O O F O F T H E T H E O R E M . First, let v be a function in T)p . For given e we can find a function VjeCffQ) such that ||P(Z))(t> — « f )|| < e . In virtue of Theorem 2.9 there is a constant C such that on all planes E x with normal N we have
\\K){D){v-v,)\\z,{D)v(x +
6y)\\a
if d is small enough. This proves the necessity of the conditions given in the theorem. Conversely, let the conditions of the theorem be fulfilled. Since they are still valid for the function u > 0, where y is the vector mentioned above, and jy>dx=l.
I t is then easily proved that the convolution u, = u * y>„ where ip,(x) =
= e~'y>(x/e), is in C?(D) for small e and that ut-+ u and P(D)ut
=P(D)u*y,--P(D)u
when e-+ 0. This completes the proof. The details may be left to the reader. In particular we may note that a function u which is sufficiently differentiate in i i equals a function in "Dr. in a neighbourhood of a point on a plane portion of the boundary
451 200
LASS HORMANDER
of Q, if and only if it vanishes there together with m — 1 transversal derivatives, where m is the degree of P(f +
A(P) ={??; r\ is real andPtf
+ trj) =P(£) for any f and t}
is called the lineality space of the polynomial P. DEFINITION
2.3. A polynomial P is called complete, if the lineality space consists
of the origin only. Thus P is complete, if it really depends on all variables. The two definitions are essen tially borrowed from Garding [8]. L E M M A 2.12. The operator P(D)n is stronger than any product Ql{D)...Qk(D),k
£n,of
operators which are weaker than P. P B O O J . First note that for 0 S k £ n we have ||P(D)*«|PS-||P(D)"«||*+(l-;)||u||*,
«eC 0 -(Q).
In fact, this inequality is equivalent to
which follows from the inequaUty between geometric and arithmetic means. Hence to prove the lemma it is sufficient to show that for any ik (2.8.22)
\\Q1{D)-Qk(D)u\\*zC(\\P(D)*u\\*
+ - +||u||»),
U gCS°(Q).
For Jfc = 1, this is only the definition of a weaker operator. Assuming as we may that (2.8.22) has already been proved when k is replaced by ik- 1, we find by substituting
P(D)u
for u that \\Qi(D)-Qk_1{D)P(D)u\\^C(\\P(D)^u\Y
+■■■ + \\P(D)u\\^),
uZC?(Q).
452 GENERAL PARTIAL DIFFERENTIAL OPERATORS
201
Using the fact that the operators all commute, and having recourse to the definition of a weaker operator again, we obtain (2.8.22). T H E O R E M 2.14. A function u which is in the minimal domain of P (D)n for every n, where P is a complete polynomial, is infinitely differentiable in Cl, and every derivative tends to zero at the boundary. P R O O F . Let R be the algebra generated by the polynomials which are weaker than P. It follows from Lemma 2.12 that the function u of the theorem is in the minimal domain of Q(D), if Q£R. Now the assumption that P is complete implies that the algebra R is the whole polynomial ring. We shall prove this assertion in section 2.10. Since to any polynomial Q we can find another Ql such that |{?(f)|/Gi(f) is square integrable, it follows from Theorem 2.6 that Q(D)u is continuous after correction on a null set and tends to zero at the boundary of Q. It now easily follows (see also Schwartz [28], Tome I, p. 62) that u is infinitely differentiable in the classical sense. R E M A R K . We can also prove that u£C°°, if we suppose that w is in the domain of PS for every n. For if £}' is a bounded domain which contains Q, and we extend u to a function v! in Q! by setting u' = u in Q, and «' = 0 elsewhere, the assumptions of Theorem 2.14 are satisfied by u' in Z,2(£}'). (After the above was written, the question whether the domain of PJ always coincides with the minimal domain of P(D)n was answered in the negative by J. L. Lions.) 2.9. Some theorems on complete continuity Theorem 2.2 gave the necessary and sufficient conditions for the continuity of the map ping (2.9.1)
7?/..3P 0 «-*Go«eR<,..
We shall now derive the conditions for complete continuity. Such results are important in proving that vibration problems have a discrete spectrum. We remark that some results, similar to the theorems which we are going to prove, have been given previously by Kondrachov (see Sobolev [30]) with different proofs, based on potential theory. T H E O R E M 2.15. The mapping (2.9.1) is completely continuous if and only if (2.9.2)
^M-*0
when £-*oo.
P(f) P R O O F . We first prove that the complete continuity of the mapping (2.9.1) follows from (2.9.2). The proof is a combination of Theorem 2.2 with the proof by Garding ([9], p. 59) of a special case.
453 202
LABS HORMANDER
Suppose that (2.9.2) is fulfilled. Then we have also |Q(f )\/P(() < C. Take any sequence uneC^(Q) such that (2.9.3)
\\P(D)un\\£l.
We shall prove that Q(D)un. converges if n' is a suitable subsequence of the sequence n. In virtue of Theorem 2.2 we have (2.9.4)
\\Q(D)uJzC.
Since all Q(D)un vanish outside the bounded set Q, it follows from (2.9.4), if we denote the Fourier transform of un by un, that the functions Q (£)«„(£) are uniformly bounded and uniformly continuous. Hence we can find a subsequence »' such that Q (£) «„• (f) is uniformly convergent on every compact set. Now we have \\Q(D)un.-Q(D)um.\\i=f\Qmv.n.(S)~Q(S)iim.(t)\tdS. Let K be a compact set such that |0(f)|/P(f) < £ in the complement K' of K. Then it follows from (2.9.3) and Lemma 2.8 (see proof at the end of section 2.6) that
/i«(«ri*.-(«-*--(«r«se*/p(« , i4i.(o- where A is a constant. Furthermore, J | G ( 0 M f l - « ( A * » • ( * ) | * « - 0 , when n' and
ro'-°°,
K
in virtue of the uniform convergence. Hence Ifo
\\Q(D)un.-Q(D)um.\\i^Ael
n'. m'-*oo
for every e, which proves that Q(D)un- is convergent. This proves the complete continuity of the mapping (2.9.1), since the functions P(D)u,
u 6 Cf (ii), are dense in "Rp .
Now suppose that the mapping (2.9.1) is completely continuous. We have to prove that (2.9.2) must be valid. This can be achieved by modifying the technique of section 2.3. It is obviously sufficient to prove that, if £„ is a sequence tending to infinity, such that Q(.£n)/P(£n) tends to a limit, then the limit must be zero. Since we may, if necessary, pass to a subsequence, it is also permitted to suppose that (2.9.5)
f „ — f m -*■ oo when n, m -*■ °° and n +m.
This assumption is essential in the proof. Let y be a fixed function in Cf (ii), and form the sequence of functions ««*.{„>
(2.9.6)
v.n(x) = y,(x)-. ■f(sn)
454 GENERAL PARTIAL DIFFERENTIAL OPERATORS
203
In virtue of Leibniz' formula there is a constant C such that (2.9.7)
\\P(D)un\\zC.
Using (2.3.5), we can write (2.9.8)
\\Q(D)un-Q(D)um\\*
= \\Q(D)un\\* +\\Q(D)um\\*
-6nm,
where
(-.9.9)
«5„ m -2Re|2 / ^
p
| a |,
^ , J D^D^e
f
Now, since the mapping (2.9.1) is completely continuous, it is also continuous, so that Q(°"(f )/P(f) is bounded in virtue of Theorem 2.2. Hence it follows from (2.9.5) and RiemannLebesgue's lemma in its very simplest form that (5nm->- 0 when n, m ->■ oo and n + TO. By the assumption, there is a sequence n' such that Q (D) un- is convergent. Then it follows from (2.9.8) that (2.9.10)
\\Q(D)unf=S
Q
'"%)(3 ' ^ V J - O
whenn'-oc,
where y ^ is defined by (2.3.6). It now follows from (2.3.9) that also
2
l
««.•)*
►0
when
The proof is complete. T H E O R E M 2.16. Let S be a plane of dimension less than v. Then the mapping (2.9.11)
•Rp.BP(D)u-*{Q(D)u}r:eLi(Il),
where {Q (D) w} s is the restriction of Q (D) u to H, is completely continuous if and only if (2.9.12)
f lC(fll
da'-0
when the normal variety S' -»• °°. The reader will have no difficulty in carrying out the proof, which does not require any ideas beyond the proofs of Theorem 2.8 and Theorem 2.15. T H E O R E M 2.17. The inverse P^1 of a minimal differential operator is completely con tinuous if and only if P is a complete polynomial. P R O O F. If P is not a complete polynomial, there exists a real vector r\ #= 0 such that P(£ + trl) = P(£)■ Differentiating repeatedly with respect to f, we obtain that P(f + trj) =
455 204
LASS HORMANDER
= P(f), so that P(f +trj) is bounded when t-*°o.
Hence Theorem 2.15 with Q ( f ) = l
shows that P o ' is not completely continuous. Now suppose that P is a complete polynomial, i.e. that A (P) = {0}, where A (P) is defined by (2.8.21). Weshall prove thatP(f)->■ °o with f or, equivalently, that Jf c = { f ; P ( f ) s ; C } is a bounded set for every C. The polynomial P (f) can be written as the sum of its homo geneous parts, 0
where P t (f) is homogeneous of degree k and P m (f) * 0. I t is easy to prove that, for every polynomial P, (2.9.13)
A(P)=nA(Pk). m
For, if i ; 6 n A ( P k ) , we have Pk(£ + trj)=Pk({)
and consequently P ( f +
tr])=P^),
m
so that « e A ( P ) . Hence n A(P*)<= A(P). Now let ?j€A(P). Then we have
2P*(f + (ij)=ZP*(fl. 0
0
Replacing £ by r f and £ by rf and identifying the powers of r, we obtain Pk (f -f t rf) = s P t ( f ) , so that n6A(P*). Hence A ( P ) c n A(P»), which proves (2.9.13). k-l m
From our assumption that P i s complete, it thus follows that l"l A(P t ) ={0}. Hence it k-\
will follow that the set Mc is bounded, if we only prove that Mc is bounded modulo A (P t ) for every k. We need a simple lemma on homogeneous polynomials in the proof. L E M M A 2.13. Let Q be a homogeneous polynomial of degree m. Then a real vector r/, such that DaQ(tj) = 0 for every a. of length m — 1, is in A{Q). P R O O F . The lemma is obvious, if m = 1, and we shall prove it in general by induction over m. Suppose that the assumptions of the lemma are satisfied and m > 1. Then the assumptions hold good also for the polynomials BQ/dl-t. Assuming, as we may, that the lemma is already proved for polynomials of degree less than m, we obtain dQtf +
tti)/aet=eQ{S)/dtt.
Hence Q(£ + trj) — Q(£) is independent of f, so that we have
456 GENERAL PARTIAL DIFFERENTIAL OPERATORS
205
Setting t = 1 and f =rj we obtain 2Q(TJ) = 2mQ(rj). Hence Q(rj) = 0 and thus Q(f + trj) = = Q(S), which means that r/eA(Q). We can now prove that Mc is bounded modulo A (P t ) for every k, if P is any polyno mial. Since this is obvious if the degreeTOof P is 1, it is sufficient to prove that it is true for P, if it is true for all polynomials of degree less than TO. ThatP(f) ^ C in Mc, implies that li*" 0 ^) | <; C there. In particular, this is true when |oc| =TO — 1, and then P""(f) differs from P ^ f ) only by a constant term. Hence we have l - P ^ f ) !
Hence Mc is bounded modulo A(P m ).
But since Pi? (f) is constant modulo A (P m ) for every a, we conclude that Pm (f) is bounded in Mc. Now form the polynomial R(C) = P(f) - P m ( f ) = P m - , ( f ) + - +P„iJ(f) is of degreeTO— 1, and since itf)SP(«+Pw(«. we have 5(f) < C" in Mc. Using the assumption that our assertion is proved for polyno mials of degree less thanTO,it follows that M c is bounded modulo A ( P t ) , Jfc ^ m — 1. This completes the proof of Theorem 2.17. The proof also shows that, if P is complete, there exists a constant e > 0 such that P (f) > > ($ H— + £)c. Hence 1/P(£) is in L" for large q, which permits the use of Theorem 2.7. A fairly precise result is given by the following lemma, which includes Theorem 2.17 but has a much more difficult proof. L E M M A 2.14. / / P 1 ^ ) , . . ., P " (£) is a set of polynomials such that n A(P*) = {0},
*-i
then (Pl*+ — +Pn*yi
is in L" if q>v.
Note that Example 1 on page 191 shows that the constant v of the lemma cannot be re placed by any smaller one. We also remark, that we shall only use Lemma 2.14 when n = 1, but the more general statement is necessary for our proof. Using this special case of Lemma 2.14 and Theorem 2.7, we obtain T H E O R E M 2.18. We have u£LQ, if u is in the minimal domain of a complete differential operator and q < 2v/(v — 2), if v > 2, q < oo. if v — 2. As a preparation for the proof of Lemma 2.14 we introduce a new notation, which supplements the definition of A(P),
457 206
LABS HORMANDER
(2.9.14)
A(P) = n A(P*) = A ( P - P . ) . —
*-2
The last equality follows from (2.9.13). We shall prove that (2.9.15)
A(P)= n
A(dP/d£t).
First suppose that P is homogeneous of degree m > 1. Since it is obvious that A(SP/3f,)=> A(P), we obtain by using Lemma 2.13 A ( P ) c n A{dP/8S,)<= 1-1
n
A(i)aP)cA(P).
|cc|-m-l
Hence (2.9.15) is valid in this case. Using this result and (2.9.13), we obtain for a general P=-~LPk
riAOP/8ft)- n n A(dPk/dt,) = n n A(ep k /sf,)= n A(P*) = A(P), 1-1
l-lk-1
since all dPjdh
*-U-l
k-2
—
are constants. This proves (2.9.15).
Before the proof we also extend our terminology slightly. We shall say that a n
system P 1 , ..., P" of polynomials is complete, if flA(P') = {0}.
The system Ql, . . . ,
i-i
Q' will be said to be weaker than the system P 1 , . . . , P", if we have pl*+...+p»22;QS+...+Ql\ P R O O F O F L E M M A 2.14. By repeated application of the following two operations, we shall construct a system, which is weaker than the given one and for which the assertion of the lemma is valid: A) If n A(Pfc) = {0}, we obtain a weaker complete system by omitting P,. B) If A (Pi) fl ( fl A (P*)) = {0}, we obtain a weaker complete system, if we replace —
**i
Pi by all the polynomials 3Pj/d£ ( (t = 1, ...,v). This follows from formula (2.9.15). To the system of polynomials, given in the formulation of Lemma 2.14, we first apply operation A until this is no longer possible. Then we apply operation B—if possible—to one of the remaining polynomials of highest degree, and then apply the operation A again as many times as it is possible. The new system is still complete, and either the highest degree occurring among the polynomials in the system, or else the number of polynomials of highest degree, has diminished. Hence we must after a finite number of steps come to a system Ql,...,Qf, which is complete and weaker than the original system, such that A
458 OENERAL PARTIAL DIFFERENTIAL OPERATORS
207
cannot be applied any more and B is not applicable to some of the polynomials—in fact to none of those of highest degree. Let one of these be Q1. Then we have (2.9.16)
A = A t f l n A ^ i n - n A (
whereas (2.9.17)
A n A ( G \ ) = {0}, 1
where Q\ is the linear part of Q . Since A (Q\) cannot have a co-dimension greater than one, it follows from (2.9.16) and (2.9.17) that A is one-dimensional. Let us suppose that the coordinates are chosen such that A is the fj-axis. In virtue of (2.9.16), the polynomials Q1 —Q\, Q*,...,^
are then independent of fj, that is, they are polynomials in fj,...,£,.
It follows from (2.9.17) that Q\ is not independent of fj, so we can set g 1 (f) = Cf1 + ij(^), where c # 0 and B is independent of f x. Now we can write where c # 0 and B is independent of f x. Now we can write This gives, if we perform the integration over fj explicitly, This gives, if we perform the integration over fj explicitly, -00
Since { > r £ l , the first integral is convergent. Furthermore, since it follows from (2.9.16) that the polynomials dQ^dd.. |
.jdQl/d£„ Q1,.. .,0' form a complete system in the variables
,£„ the convergence of the last integral follows from the validity of Lemma 2.14 in
a space of dimension v — 1. Hence the lemma is true for any number of variables, since it is true when v = 1. 2.10. On some sets of polynomials Let P be a fixed polynomial. We have studied the set of polynomials Q such that Q(D)u exists for ueVp,
in one sense or another (Theorems 2.2, 2.6, 2.7, 2.8, 2.15, 2.16). In all
cases, the set / of polynomials Q, which we have obtained, has the following two properties: a.) I is linear and invariant for translation. b) If Q is a polynomial such that \Q(i)\* for every real f, where Qi(£),...,Q„({)€!,
2)Qitf)\ then it follows that
Q({)el-
459 208
LARS HORMANDER
In virtue of Lemma 2.10, the property (a) is equivalent to a.') I is linear and invariant for differentiation. That (b) is fulfilled is evident in all the cases, so that the only thing we need to prove is the invariance for translation. Let us verify this for the set of polynomials Q such that G(f)/P(f) is in L". Let Q(f)/P(f)eL 8 . Then, for fixed rj, the function Qtf + i?) _Q($ + ri)P(Z + y) P{() P(f + ij) P(f) is also in L", for it follows at once from Taylor's formula that P(f + »j)/P(f) is bounded for fixed rj. We also remark, without performing the comparatively easy proof, that, if Q(£)/P(() is in L", it follows that Q(£)/P(f)-*0 when f -*=»o, and hence that<2(f)/P"(f) is in 17 for r S f This can partly be deduced also from our theorems above. The invariance for translation and differentiation proves the fact, already noticed in a remark following Theorem 2.2, that, for instance, the assumption that Q(f)/P(f)->-0 is equivalent to Q (f )/P (f) -► 0 when £ -* oo. The same remark applies to the other theorems. We now prove a result which was already used in section 2.8. L E M M A 2.15. The algebra R, generated by the polynomials weaker than a polynomial P, consists of all polynomials with the lineality manifold A(P). P R O O F . The statement is obvious, if P is of degree 1. To prove it for a polynomial m
P= 2-P*i
we mav
assume that it has already been proved for polynomials of degree less
than m. Now the polynomials which are weaker than 9P/Sf f are also weaker t h a n P , and hence R contains all polynomials with the lineality manifold A (dP/d£i). Thus R contains all polynomials with the lineality manifold n A(8P/8ft)-A(P)-A(P-P,). Since R contains P and P —Plt the polynomial P x is also in R, which proves that R also contains all polynomials with the lineality manifold A(P,). This completes the proof. 2.11. Remarks on the case of non-bounded domains We shall here study the minimal operator P 0 , defined by a differential operator P(D), when Q. is not bounded, a case which has been excluded in all the previous theorems of this chapter. It seems difficult to give a perfect generalization of Theorem 2.2, but we can prove two theorems which replace Theorem 2.2 in some important cases.
460 GENERAL PARTIAL DIFFERENTIAL OPERATORS
209
T H E O R E M 2.19. Let Cl be a domain, which contains the direct sum oj an open set D' in the plane x'" 1 = ••• = x' = 0 (// < v) and the space G ={(0,...,0,x , " l ,...,x r )}. Then, if (2.11.1)
\\Q{D)u\\>zC{\\P(D)u\\*+\\u\\*),
«£C?(Q),
it follows that |<2(£)|2
(2.11.2)
a
where S* means a sum only over sequences of the indices l,...,/i. P R O O F . Let y> be a function in CJ" (Q.' * G) and consequently in Cjj° (ii). Then the for mula (2.3.7) must be valid. Now replace yi by yf, yf{x\
...,x')
= el"',y2yi{xl,
...,**, £**+1
ex').
An easy calculation shows that yt'^ = ekipaB, where k is the total number of indices occurring in a and /S, which are not between 1 and ft. Hence in the limit when e -*■ 0, it follows from (2.3.7) that (2.11.3)
Pw(t)Pll»(S)V>«i> + V>oo)-
VOrMOPMYafZCi? a,B
Now our result follows at once from (2.3.9). R E M A R K . I t is easy to see that the same result remains valid, if we replace G by an open set in G, which contains arbitrarily large spheres. The same argument also gives that, if i i satisfies the assumptions of Theorem 2.19 and the operator P0 has a continuous inverse, we must have (2.11.4)
l^C'Tl^'H^l2a
THEOREM 2.20. If xl,...,x"
are bounded in Q, it follows from (2.11.2) that (2.11.1) is
valid. It also follows from (2.11.4) that the inverse of P 0 is continuous. P R O O F . It was remarked on page 185 that Lemma 2.7 is also true for infinite domains. This gives at once a proof of Theorem 2.20, if we repeat the arguments at the end of the proof of Theorem 2.2. If Q satisfies both the condition of Theorem 2.19 and that of Theorem 2.20, we may of course conclude that (2.11.2) is a necessary and sufficient condition for the validity of (2.11.1), and that (2.11.4) is a necessary and sufficient condition for the continuity of the inverse of P 0 . The result concerning the continuity of PS1 could partly be obtained from the proof of Theorem 2.1, but it is easy to give examples where that method does not work. 14-553810. Ada Matlumalica. 94. Imprime le 27 septembre 1955.
461 210
LABS HORMANDEE CHAPTER
III
Maximal Differential Operators w i t h Constant Coefficients 3.0. Introduction Let P and Q be two maximal differential operators with constant coefficients. Our first question is: When is it true that D c P i The corresponding problem for minimal differential operators was solved by Theorem 2.2. For the maximal operators we obtain the negative result that "D c "DQ implies either that Q = a P + b, with constant a and b, or else that P and Q are ordinary differential operators, such that the degree of Q is not greater than the degree of P. This is proved in section 3.1. Although there exist no operators Q (except for the trivial ones), such that Qu€L2 (Q) for every w6iD P , there may be operators Q, such that Qu is locally square integrable in ii for every u 6 "Dp. There is in fact a class of operators P—the operators of local type—for which this is the case for every Q weaker than P in the sense of Chapter I. In that case the functions in D p have the same regularity pro perties as the functions in D p ■ The class of operators of local type is determined in sections 3.3, 3.4 and 3.5. The main point is the construction of a fundamental solution in section 3.4. Elliptic operators are of local type. The complete operators of local type also turn out to possess all essential properties of elliptic operators. For instance, all solutions of the equation Pu = 0 are infinitely differentiable if and only if P is complete and of local type.
(Operators with this property are called
elliptic by some authors, cf. Malgrange [21]. Thus our results give simple necessary and sufficient conditions for an operator to be elliptic in this sense.) We also esti mate the magnitude of high derivatives of solutions, thus generalizing Holmgren's results for the equation of heat. As an application this gives us a result on the growth of null solutions. (The existence of null solutions is completely discussed for general operators in section 3.2.) Finally, in section 3.7, we establish a spectral theory of self-adjoint operators of local type. Examples of operators of local type are given in section 3.8. A study of the asymptotic properties of the eigenfunctions (or rather spectral functions) of self-adjoint boundary problems, parallel to that given by Garding [13] for elliptic operators, was originally planned. However, our results were not com plete, since the Tauberian theorem of Ganelius [7], which was used by Garding, is not sufficient in our general case. The author has therefore postponed the publica tion to another occasion.
462 OENERAL PARTIAL DIFFERENTIAL OPERATORS
211
3.1. Comparison of the domains of maximal differential operators Let P and Q be two maximal differential operators with constant coefficients 2
in L (D), where O is a bounded domain. Theorem 1.1 shows that, if "DP<^T)Q, we must have
lle*ll 2 sc(||p w || 2 +N| 2 ),
(3.i.i)
uevp,
2
where, as always, the norm is L -norm in Q. The condition (3.1.1) leads to the following theorem. T H E O R E M 3.1. / / the domain of P is part of the domain of Q, we have either Q = aP + b with constant a and b, or else P(f) = p(<x 0 , £>) and Q{i) = q((x0, £>), where x0 is a fixed real vector and the degree of the polynomial p is not less than the degree of the polynomial q. In the first case it is obvious that X)Q ^> "Dp, with equality unless a = 0. In the second case the same result follows from well-known facts concerning ordinary dif ferential operators (see the example on page 169), if, for example, Q. is a cylinder with axis in the x 0 -direction. To prove the theorem, we first note that (3.1.1) must hold for any infinitely differentiable function u. Hence we may set « = e < with arbitrary complex f, and then obtain \Q(0\2ZC(\P(t;)\*+l).
(3.1.2)
Another necessary condition is obtained, if we set u(x) =xk e' < I , c > in (3.1.1): (3.1.3)
j\x" QM + i'1 g ( k '(£)r e " 2 ^ ^ dx <. C j (1 + \x" P (f) + r ' /**>(£) f ^ e " 2 ^ ^ dx. a n
Using (3.1.2) and the boundedness of xk in Q, we now obtain
(3.1.4)
iG^OPSC'dPOMP^W + l).
The inequalities (3.1.2) and (3.1.4) are independent of each other. We first examine the consequences of (3.1.2) by algebraic methods. L E M M A 3.1. Let P ( £ ) and Q (£) be two polynomials in t = ( £ i
£,) such that
(3.1.2) is fulfilled for every complex £. Then the polynomials must be algebraically de pendent, that is, there exists a polynomial R (s, t) in two complex variables s and t such that iJ4=0 and (3.1.5)
R(P,Q)=0.
463 212
LARS HORMANDER
P R O O F . We may suppose without restriction that the polynomials are not con stant, and choose the coordinate system such that in the developments
(3.1.6)
P(C)=2a*(C2
Mtt,
«(C)=IMC„
o
...,£)«
o
the highest coefficients o„ and bm are constants + 0 . Denote the resultant with re spect to d of the two polynomials P - a and Q — /? by R (a, /?, £2, ...,£„). The resultant is a polynomial in a, /?, C2, • • • > £■> a n d does not vanish identically. If the zeros of P{£) — a for fixed J2, . . . , £, are Ci = *i> ... , Ci = 'n, we have
x=rifl{
Since P («», f „ ..., C) - a = 0, it follows from (3.1.2) that | Q (tk, £2, ..., £„) |2 ^ C (1 + | a | 2 ). Hence P is bounded for fixed a and /}, which proves that R is independent of £2, . . . , f„ so that we may write P = P ( a , /?). By definition, we have P (a, /S) = 0 if P — a and # - / ? have a common zero £0, that is, if a = P(C0)» /9 = Q (Co)- Thus we obtain
R(P(UQ(C0))=o, which completes the proof. To proceed further we need a lemma, which is essentially a special case of Luroth's theorem (cf. van der Waerden [33], § 63). L E M M A 3.2. Let R be a ring over a field K such that K<^R<^K [x], where K [x] is the ring of polynomials in an indeterminate x loith coefficients in K. Then there is a polynomial ft€R such that R = K [ft]. P R O O F . Let ft be a not constant polynomial in R of minimal degree. Then the polynomial ft (z) — ft (x), considered as a polynomial in a second indeterminate z, has coefficients in R and is irreducible in R [z]. For suppose that it decomposes in R [z]. The factors are then polynomials in z with coefficients in R, so that a factor which is not independent of x must be of at least the same degree in x as ft is. Hence all factors except one must have coefficients in A", and since it is obvious that there are no such factors, the irreducibility follows. Hence, if r\ (x) is any polynomial in P, the polynomial r\ (z) — tj (x) must be divisible by ft (z) —ft{x) in R [z], since both have the zero z = x. Denoting the term in the quotient, which is in dependent of z, by T]1(x), we have 77,6 P and IJ(*)-I?(0) = ( * ( * ) - * ( 0 ) ) I M * ) -
464 GENERAL PARTIAL DIFFERENTIAL OPERATORS
213
Assuming as we may that # (0) = 0, we obtain rt(z) = r1{0)+&(x)rll(x),
rj^^eR.
Now we can apply this result to the polynomial r)x and write
and so on. Since the degrees of the polynomials rjlt rj2, ... decrease, we must after a finite number of steps come to a constant polynomial, which proves that r\ 6 K [&]. L E M M A 3.3. 1 / / two polynomials P(f) and Q (£) of t = ( C i
£.) are algebrai
cally dependent, there exists a polynomial W (£) and two polynomials p (t), q (t) in one variable, so that (3.1.7) PROOF.
P (C) =p (W (£)), Q(Q = q(W (f)). By assumption we have F(P(C),Qtt))=0,
where F (x, y) is a polynomial which may be supposed to be irreducible. Assuming as we may that P and Q are of the form (3.1.6) and setting £i = '» f 2 = ••• =-f» = 0, we find that the irreducible curve F {x, y) = 0 has a parametric representation x = x (t), y = y(t), where x(t) and y(t) are polynomials in t. Now we apply Lemma 3.2 to the ring of polynomials generated by x(t) and y (t). It follows that there is a polynomial & (t) in this ring, that is, & (t) = f(x(t), x(t) = p(d,(t)), y (t) = q{&(t)).
y(t)),
where / is a polynomial, so that
Hence we have for any point on the curve z = p(f(x,
y)), y =
since this is true for a generic point.
q(f(x,y)),
Setting x = P (£), y = Q (f) and denoting
/ (P (?). Q (f)) by W (C), we obtain the desired result. Combining Lemma 3.1 and Lemma 3.3, we conclude that the inequality (3.1.2) is valid if and only if there exists a polynomial W (f) and two polynomials p (t) and q (t), such that the degree of q is not greater than the degree of p and (3.1-7)
P(t) = p(Wtf)),
Q(Z) =
q(W(0).
1 This lemma and another much deeper one, needed in an earlier version of this paper, were proved by Professor B. L. VAN DER W A E R D E N in reply to a question from the author. His proof, which is based on Liiroth's theorem, includes in fact both Lemma 3.2 and Lemma 3 3 , and differs only formally from the one given here,
465 214
LARS HORMANDER
Polynomials of this form satisfy the inequality (3.1.4) if 8W
(3.1.8)
dU
V ( W ) | 2 - c | p ' W | 8 ) £ c r ( | p ( j f ) | 2 + i).
In studying this inequality we have to distinguish between two different cases. I) If \q' {t)\2 — C" \p' (t)|*£0 for every complex t, it follows that any zero of p' is a zero of q' with at least the same multiplicity. Now q' has not higher degree than p', so it follows that q'{t) = ap'{l) and C(t)
= a
with some constant a. Hence q (t) = ap (t) + b
- P ( t ) + &> so that we have one of the cases mentioned in Theorem 3.1.
II) Now suppose that the open set U of all t such that | q' (t) |2 - C" | p' (t) |2 > 0 is not empty.
Then it follows from (3.1.8), if a and /? are fixed complex numbers
such that a G U, that 18 W/8 f * — |S | < C" when W — tx. = 0. Since the arguments of the proof of Lemma 3.1 apply under this weaker assumption, it follows that W and 8 W/81;* are algebraically dependent for any k. Hence d W/8 Ck is constant for any i on a piece of surface where W (£) = constant. Thus the surface is a portion of a plane, and W must be constant in the whole plane. Since two planes, where W has different constant values, cannot meet, it follows that W is constant in a set of parallel planes = constant.
Hence IT is a polynomial in , and using
(3.1.7) we obtain (3.1.9)
P(0 = P«z0, f » .
<2(C) = ?«*„. f » .
where p and q may not be the same polynomials as in (3.1.7). Polynomials of the form (3.1.9) satisfy both (3.1.2) and (3.1.4).
To prove the remaining part of the
theorem, namely that z„ must be proportional to a real vector unless q = a p + b, we must therefore go back to the original condition (3.1.1). Thus suppose that the polynomials P and Q are of the form (3.1.9) and that 20 is not proportional to any real vector.
We shall prove that q' (t) = ap' (t), or,
equivalently, that a zero T of p' with multiplicity jfc is a zero of q' with the same multiplicity.
I t is sufficient to suppose that T = 0. With a suitable complex vector
f and a real vector TJ we shall set «(x) = '[e'<''c>.
(3.1.10)
It easily follows from Leibniz' formula that (3.1.11)
P(D)u = p«.z0, D))u=
2 H I '<*, rj}"-'P("(<«,. y-o \)J
where p ( " is the fb derivative of p.
D)e K l - c > >
466 GENERAL PARTIAL DIFFERENTIAL OPERATORS
215
Since z„ is not proportional to a real vector, there exists a vector f„ = f0 +»rj 0 such that = 0 but (ZQ, »;0>=f=0. Denote by ut the function obtained by setting rj = r]0 a n d C = 'Co
w tn
i
rea
l fixed < in (3.1.10). Since we have assumed that p'(0)=...= p <*>(0) = 0,
it follows from (3.1.11) that P(-D)«,=p(0)<*,!j o >*e'< x - ,c ->. With the notation 1 /k\
. . . ., '(0)
y-o\7/
we also obtain « ( 2 > ) « , - / ( < * , ij,»e , <*- ,fc >, and to show that q' (0) = • • • = g'*' (0) = 0 we have to prove that / (u) cannot contain any term of lower order than uH. The inequality (3.1.1) gives when applied to the functions ut (3.1.12)
/|/«ar,i70»|ie-«,<*-*>d*SC(l + |p(0)|,)J|<*,i;0>P*e-"<*-*>i*. a n
Translating £}, if necessary, we may suppose that (3.1.13)
inf <x, *?„> = ().
Let a («) be the measure of the set {x; xeQ,
<x, % > £ « } .
In virtue of (3.1.13) we have <X(M) = 0, if i*S0, and a (w) > 0, if u>0.
Furthermore,
a (u) is constant for large values of u. The inequality (3.1.12) now takes the form J\f (u)\2 e- 2 '" d«.(u)
Suppose that 2
|/(w)| >2C"u * for 0 < « < £ . 2 C ju2ke'2tu and consequently
0 <<<«>.
is not a factor of f (u). Then we can find £ > 0 such that
2
0
e'2tu da.(u),
Hence
da(u) ^J\f 0
(u)\2e'2tudoL(u)^C
ju2ke'2'" 0
da(u),
467 216
LARS HORMANDER
ju"ke
2u
' doL(u)H°ju2ke"~'vd
0
i
Estimating the two sides of this inequality in an obvious fashion, we obtain i
e
u
0°
ju2kdoL(u)^e-2"juikd<x(u),
0
t
which gives a contradiction when t->-oot since the integral on the left-hand side does not vanish. Hence u" is a factor of /(«), so that q' (t) has a zero of multiplicity k for t = 0. This completes the proof. REMARK.
I t also follows from the proof that there exists a uniformly con
tinuous function u, so that P (D) u is uniformly continuous but Q {D) u is not uni formly continuous, unless we have one of the two exceptional cases of Theorem 3.1. In fact, if we substitute for I? (Q.) the space C of uniformly continuous functions in Q, we still get the conditions (3.1.2) and (3.1.4), and we can also give a modi fication of the discussion at the end of the proof. Somewhat roughly, we might formulate the result of this section as follows: Maximal partial differential operators with constant coefficients are characterized by their domains, apart from a linear combination with the identity operator. 3.2. The existence of null solutions We shall call a function w+0 a null solution of P, if it is infinitely differentiate, satisfies the equation Pu = 0, and vanishes in a half-space (x, £ > £ 0 , where f is a given fixed vector =t=0. I t follows from Holmgren's uniqueness theorem (cf. John [16]) that a null solution cannot exist, unless the plane (x, |> = 0 is characteristic, that is, p (f) = 0, where p is the principal part of P. If P is homogeneous, it is obvious that any function / (), where 04=/GC°° and f (t) = 0 for ( > 0, is then a null solution. For equations with lower order terms the existence of null solutions seems to have been proved only for special equations, in particular, the heat equation (Tychonov [32], Tacklind [31], see also Hille [14]). Following the proof of Hille [14] and using some series developments from Petrowsky [26], we can prove the following general existence theorem. T H E O R E M 3.2. There exist null solutions of P for every characteristic £.J 1 For equations with variable coefficients it may happen, as has been proved by MYCHKIS [22], that- a solution can only be continued in one way across the whole of some real characteristic, even if it can be locally continued in different ways.
468 GENERAL PARTIAL DIFFERENTIAL OPERATORS
PROOF.
217
Let us consider the equation P(s£ + tr]) = 0, where r\ is a fixed non-
characteristic vector and s and t are complex numbers.
Since p (f) = 0, it easily
follows as in Petrowsky [26] that there is a root t = f(s), such that J/s->0 when s->-oo, and we can develop t(s) in a Puiseux series
where k and p are positive integers and k < p. Hence t (s) is analytic outside a circle | s | = J f , and when |s|-»-°o we have \t(s)\
where p < l .
=
0(\s\o),
Let g' be a number such that Q
T
j°°e'< I ''-' + « 1 >»>e- w,,s 'ei!*
and set with
r>M
(s = a + ir).
it-oo
Here we define (s/i)"'
so that it is real and positive when s is on the positive
imaginary axis, and use a fixed branch of t (s). The integral is obviously convergent and independent of T, for when x is in a fixed bounded set we have Re(it(s)<,x, for large \s\,
r)} - (-)" ) ZC\s\e-
|«|"' sin ^ - < -c\s\°"
c being a positive constant.
(lms>M),
This estimate also proves that the
integral is uniformly convergent after an arbitrary number of differentiations with respect to x, so that u (x) is infinitely differentiable and solves the equation P (D) u = 0. It is also obvious that «4=0. Now we have for sufficiently large T |«(a:)|ge-T<x-i>+fe-c|,"e'rfa. -oo
Hence, letting T - > - + ° ° , we conclude that u(x) = 0 if (x, f > > 0 . The following corollary is a theorem by Petrowsky [26], who also considered systems of differential equations. C O R O L L A B Y 3.1. 7/ y is a direction which cuts some characteristic plane of the operator P, then there is a solution u of P(D)u = 0 such that u(x + ty) is not an analytic function of t. In fact, a null solution u, which vanishes on one side of the characteristic plane, will possess the required property, since we could otherwise prove by analytic con tinuation that w = 0.
469 218
LARS HORMANDER
3.3. Differential operators of local type From Theorem 3.1 it follows that, if the operator P (D) depends on more than one variable and Q. is a bounded domain, we can find a function w € D
and a func
tion y>£C°° (Q.) such that y w $ D p . For suppose that this were not possible, so that whenever ueVp
and rpGC (£2) we have rpueVp.
follow that any function
u£Vp
With y> = e', £ + 0 , it would
is also in the maximal domain of the operator
P(£> + f), which would contradict Theorem 3.1. This negative result, which contrasts with Theorem 2.10, was also proved in section 2.8 by means of explicit examples, when P is the Laplace operator or the wave operator in two variables. For the wave operator we saw that P (D) (y> u) does not even need to be locally square integrable in D., but for the Laplace operator we only proved that P (D) (yi u) may not be square integrable over the whole of Q. We now raise the problem to deter mine those operators for which only this situation can appear.
More precisely, we
seek those operators P which satisfy the following definition. D E F I N I T I O N 3.1. A differential operator P (D) is said to be of local type, if the product of any function in "Dp by any function in Co° (H) is in X)p, and conse quently, in virtue of Lemma 2.11, in Dp. 1 An equivalent definition is that P is of local type, if the functions in "Dp and the. functions in X)p have the same local regularity properties, that is, if any function in X)p equals some function in X)p in an arbitrary compact subset of 0.. That this property follows from Definition 3.1 is obvious, for we can choose y e C ? such that rp— 1 on any given compact set. Conversely, if P has this property, it follows from Theorem 2.10 that Definition 3.1 is fulfilled.
Thus Theorem 2.12 proves that a necessary and sufficient
condition for an operator to be of local type is that P*"' (D) u is a locally square integrable function for any a and any w 6 D p . If Q! is a domain with compact closure in D, we can hence apply Theorem 1.1 to the mapping D,, 3 u ^ P * " (£)«€£*(£}'), and then obtain the following lemma. L E M M A 3.4.
/ / P (D) is of local type and the domain i i ' has compact closure
in Q., there exists a constant C such that 1 Observe that we require this property of the operator P for any domain Cl. It will however follow from our results that it is sufficient to assume that the definition is fulfilled for one bounded domain Q, it then follows for any domain, bounded or not bounded.
470 GENERAL PARTIAL DIFFERENTIAL OPERATORS
f\Pl*){D)u?dx£C(f\P(D)u\*dx an
(3.3.1)
+ j\u\2dx), n
219
v.eVp.
Let Q. be a bounded domain. Setting u (x) = e'<Xf ° in (3.3.1), £ = f + i rj, we obtain IP10" (C)|2 / e- 2<x '"> dxHC (1 + |P(C)| 2 ) f e- 2 dx. nn
(3.3.2)
If <5 is the supremum of 2 | x | when .r 6 Q, we have the two estimates fc-2e
iM
= e"Mm(Q:),
ldx
\e
2
<x'"> dx^e^"1
m (D).
Hence it follows from (3.3.2) that | P < " ( f ) | 2 S C ^ - e " " ' l ( l + |P^)t2).
(3.3.3)
Adding the inequalities (3.3.3) for all a, and using the notation P (f) = ( 2 | P"° ( 0 | 2 )' again, we obtain the following lemma. L E M M A 3.5. Let P be of local type.
Then for any A there is a constant C
such that P ( t ) 2 £ C ( l + |P(f)| 2 ),
(3.3.4) when | Im £ \ < A.
The necessary condition for an operator to be of local type, which we have now derived, is in fact also sufficient.
Before proving this, we shall deduce other
equivalent conditions, which seem to be more natural and useful. L E M M A 3.6. If a polynomial P satisfies (3.3.4), we have (3.3.5)
| P ( £ + t>y)|->oo when £->-°° modulo A ( P ) ,
and the convergence is uniform in rj, if \TJ\
where A is an arbitrary fixed posi
Examination of the proof of Theorem 2.17 shows that P {£)-*■ °° when f-*oo modulo A* (P),
where A* (P) is the complex lineality space of P , defined by (2.8.21), if we omit the word "real".
Since A (P) is the set of real vectors in A* (P), the assertion now
follows from (3.3.4).
471 220
LABS HORMANDER
We shall next prove two lemmas, which give a converse of Lemma 3.6 in a sharp form, which will be used later. For convenience we only formulate them for complete polynomials. L E M M A 3.7.
Suppose that for any positive number A there exists a number B
such that (3.3.6)
P ( f + t'»;)*0, when \r]\
and
\$\>B.
Then the polynomial P is complete, and for any fixed real vector ■& we have P
(3.3.7)
g + *>_»i
when
£-*«,.
P R O O F . That P must be complete is obvious. In proving (3.3.7) we may as sume that the coordinates are so chosen that ■&= (1, 0, . . . , 0). fixed small positive number.
Now let s be a
In virtue of the assumptions we can find a number
B such that P{S + irj)=¥0 when \rj\<s'1
and | f | > B .
Then the inequality | f - f ' | ^ e " 1 is valid, if \£\>B + £~l and P ( f ' ) = 0. For setting £' = £' +it}'
we have either l ^ ' l ^ e " 1 , or else | f ' | S j B so that |f — f ' l ^ e " 1 . Giving
constant values to f t , . . . , £, we can write
1
where (tk, f2, . . . , £ , ) is a zero of P. Hence we have \tk — f j | S e _ 1 if | f | > B + « _1 . Using this estimate in the formula
P( we obtain + e)m-\
1 ^me(l
Ptf)
\$\>B + e-\
which proves the assertion. L E M M A 3.8. / / for every constant real vector d (3.3.7)
J >
P(tr^
1
When
^~>°°'
then (3.3.7) is valid for every complex #, and the convergence is uniform in ft, if \d\
for some fixed A. Furthermore, we have, if | a | # 0 ,
472 GENERAL PARTIAL DIFFERENTIAL OPERATORS
i*"1 (f +1?) P{( + d)
(3-3.8)
221
0when
^°°'
uniformly in &, if \ # \ < A. PROOF.
In virtue of Lemma 2.10 we can write I**){li)=ZtlP
(3.3.9)
(£ + *,),
i
where #, are real vectors. Since the principal parts on the right-hand side must cancel out, if | a | + 0 , we have 2*j = 0. Hence we obtain in virtue of (3.3.7) (3.3.10)
- B 7 1 T ^ 2 ' i = 0 " h e n *-►«,.
From Taylor's formula it follows that
p(t+&) „, . V P^IO. A . P(0
A,
P(S) |a|!'
l«l*o
which proves that (3.3.7) is valid for arbitrary complex &, and also exhibits the asserted uniform convergence. Using this result and (3.3.9), we obtain
/*"(£ + #)
S . P t f + tf + 0,) =
<
T(?T^ ? '
p(f)
f(f)
£.
PtfT*)^?*'"
.
.
0 when
.
*-*°°'
uniformly in #. T H E O R E M 3.3. The following five conditions on a polynomial P are all equivalent: I) For an arbitrary given A, the polynomial P(£ + it)) does not vanish, if
\TJ\
and the distance from f to A (P) is sufficiently large. II) For every real vector ■& tee have P ( £ + 0) ->1 P(S) when £ is real and -*■<» modulo A(P).
The convergence is uniform in ■&, if \&\ is
bounded. I l l ) For every a with |a|4=0 we have
^iUo, p(t)
when f is real and ->«> modulo
A(P).
473 222
LARS HORMANDER
IV) For any A there is a constant C such that when |j;|<^4 P(S + iti)t^C(l
+ \P(S + iri)\t).
V) When f-»-oo modulo A (P) we have | P ( f +1 TJ) |->°°, and the convergence is uniform in r\ when \ rj | ^ A. Each of these conditions is a necessary and sufficient condition for the operator P to be of local type. PROOF.
We first prove the equivalence of the five conditions. Lemmas 3.7
and 3.8 show that I implies I I and that I I implies III and IV. Furthermore, Lemma 3.6 proves that IV implies V, and I is obviously a consequence of V. Hence the conditions I, I I , IV, V are all equivalent. Since III follows from II, and the proof of Lemma 3.8 shows that II follows from I I I , the equivalence of the conditions is established. In virtue of Lemma 3.5 the condition IV is a necessary condition for P to be of local type. We note that, if P is complete, we may omit "modulo A ( P ) " from the state ment, and that the theorem states that a polynomial is of local type, if the com plete polynomial which it induces in R'/A (P) is of local type. The easy but spaceconsuming verification of this fact may be left to the reader. Thus in proving the sufficiency of the conditions I — V, we may restrict ourselves to the case of complete polynomials. In that case we shall carry out the proof in section 3.5, by means of a fundamental solution, which will be constructed in the next section. 3.4. Construction of a fundamental solution of a complete operator of local type In this section we shall consistently use the theory of distributions, without explicit reference at every point. The definitions and results, which we use, can of course be found in Schwartz [28]. Our purpose is to construct a fundamental solu tion, that is, a distribution E such that (3.4.1)
E*(P(D)u)
= u,
M6CS°(J?'),
and to prove certain regularity properties of E. The results are stated in the fol lowing theorem. T H E O R E M 3.4. Let P be complete and satisfy the conditions I-V of Theorem 3.3. Then P (D) has a fundamental solution E with the properties: I) In tion E (x).
the domain x4=0 the distribution E is an infinitely
differentiable func
474 GENERAL PARTIAL DIFFERENTIAL OPERATORS
223
II) II u is square integrable and has compact support, the convolution /*"" (D) E * u is a locally square integrable funciion. REMARKS.
1. Every fundamental solution has the properties I and I I .
In
fact, we shall see later that the difference between two fundamental solutions is in finitely differentiable. 2. Schwartz [28] has called a function E (x), which is infinitely differentiable for z=t=0 and integrable over a neighbourhood of the origin, a "noyau el^mentaire", if the distribution E defined by E(u)= JE(x)u(x)dx is a fundamental solution. He proved that all solutions of the equation P t t = 0 are infinitely differentiable if P possesses a "noyau 616mentaire". We shall not prove here that the fundamental solution of a complete operator of local type is a "noyau 616mentaire", but we shall nevertheless prove that all solutions are infinitely dif ferentiable. If P (f) did not vanish for any real f, we could obtain a fundamental solution by writing (3.4.2)
E*u(x) = (27ty«* je'^Op-^dt,
«eC?,
or equivalently (3.4.3)
E(i)-{2nyrltj^d(,
w6Cr,
where u is defined by u (x) = u ( — x). Now the polynomial P (f) has in general real zeros, and we must then give (3.4.3) a generalized sense. We shall define (3.4.3) as a repeated integral, first an integral in the complex domain with respect to fj, and then an integral with respect to the other real vari ables.
We may then assume that the coordinates are chosen such that the highest
power of £j in P (f) has a constant coefficient. In virtue of the condition V in Theorem 3.3 we have | P ( f ) | g l , if f is real and | £ | S C , where C is a suitable constant.
Thus | P ( | ) | a i , if f | + • • • + f 5 a C * .
Since the zeros of a polynomial vary continuously with parameters which do not occur in the highest order term, we can find a second constant C such that l ^ t t i . £2. - , W l ^ l . ^ h> - . & . " o r eal. &+-+&Z&,
and | C i | ^ C " .
475 224
LARS HORMANDER
Now we set for (3.4.4)
ueC^(R')
E(Z) = (2 n)-»*jdS2
- d £ , ^ | j | j df, = (2 » ) - " * f | | | | U
The integral with respect to f, shall be extended over the real axis, if £2+ ••• + f j S C 2 , and over ifce reaZ azis un'tA the interval { — C, C") replaced by a semi-circle in the lower half-plane, if f*H Since uZCf,
l-fJ-cC*.1 Thus we have | P ( £ ) | s l everywhere in the integral. it follows that u is an entire analytic function, which decreases
rapidly in the real domain. Hence the integral (3.4.4) is convergent. I t is plain that the formula (3.4.2) is valid, if we interpret the integral in the way just defined. Thus, if ueCS'(R'), E*(P(D)u)
we have = (27i)-«-§eiP(£)u(t)/P(Z)d£
=
(2:rz)"2§eiu(Z)dS.
Since the integrand is an analytic function of £,, we may shift the integration path back to the real axis. Hence we obtain E * (P (D) u) (x) = (2 7t)-" 2 j e' <*•f > u (|) d f = u (x), which proves that E is a fundamental solution. We now divide the integral (3.4.4) into two parts in the following manner. If R = Yc2 + C't, we have | f | < - R in the part of the integral (3.4.4), where f is not real. Thus if we write (3.4.5)
E = E1 + Ei,
(3.4.6)
^1(«) = (27t)-"2 J" | | | | d f , E2(ii) = (2n)-'* j | j j j d £ , Uia«
|{|s«
the variable £ only assumes real values in the integral defining Ev
The distribution
Et is an entire analytic function, for when u 6 Cf we obtain in virtue of the de finition of u
Et(u)=(2n)-
j J±ju{x)e-i
\u(x)dx
j,
^fid(.
UIS*
The change of the order of integrations is justified by the fact that both integrals are only extended over compact sets. Hence E2 equals the function 1
There is a very large freedom in the choice of integration paths, and different choices give different fundamental solutions. Note that £ is here a complex variable, whereas f always denotes a real vector elsewhere in this paper.
476 GENERAL FARTIAL DIFFERENTIAL OPERATORS
(3.4.7)
Ea(z) =
225
(2x)-jj^dS,
which is an entire analytic function, since the integral is uniformly convergent when | a: | is bounded. Let u€L2
have a compact support. The convolution P
is then an
analytic function. Thus the assertion I I of Theorem 3.4 will follow, if we prove that PM (D)E1*u
is square integrable. Let 9?6CS°. Then the function u*
CS°, and in virtue of (3.4.6) we obtain (3.4.8)
(!*»&) El*u)ft) = P<*iD)El*u*v(0) = J -pjfr* (0 V &dZ'
so that the Fourier transform of P 1 "' (Z>) E1*u is a function which vanishes when | f | < R and equals u (f) P (0 " (f )/P (f) when | f | S R. Noting that P (ot) (f ) / P (f) is bounded when | f 15 if in virtue of condition I I I of Theorem 3.3, and that u (£) is square integrable, we conclude that the Fourier transform of P*"' (D) E1*u is a square in tegrable function.
Hence P ta> (D) Et * u is also square integrable, which completes
the proof of the assertion I I of the theorem. We now turn to the proof of assertion I. Since we have already proved that Et is an entire analytic function, it remains to prove that Ex is an infinitely dif ferentiate function for a;*0. We need the following algebraic lemma, which gives a precise form of the condition I of Theorem 3.3. L E M M A 3.9. Let y*0 be a fixed vector in R', and set (3.4.9)
Jf(T)-inf|f-{|,
where £ is a vector in C, such that P (£) = 0, and f is a vector in R, such that I (y> f ) I = T. Then there exist positive numbers a and b such that M (T)T~*->a when T-»-OO. PROOF.
I t follows from condition I of Theorem 3.3 that the infimum in (3.4.9)
is attained, and that M (T) is a continuous function of T. The system of equations (3-4.10)
P(C) = 0,
has a solution ; 6 C , , ^ 6 i i , if and only if p ;> M (T). Considering C, as a 2vdimensional real vector space and the equation P (£) = 0 as two real equations, we can eliminate the variables f and f from (3.4.10) by means of Theorem 3 of Seiden15-503810. Ada Malhtmatica. 94. Imprint le 27 septembre 1955.
477 226
LABS HORMANDER
berg [29].l
We then obtain a finite number of finite sets Gv ... , G, of polynomial
equalities and inequalities in fi and T such that there exist vectors J and f satisfying (34.10) if and only if all equalities and inequalities of G'I are satisfied by fi and x, for at least one i = 1, . . . , s. Since the existence of solutions f, f of {3.4.10) is also equivalent to the inequality ft^M(x),
we may assume that Gt is of the form
G.*(/i,T)S0,
k=l,...,kt.
ft = M (x) must make some of these inequalities to an equality. Let G (fi, x) be the product of all the polynomials Gt k (ft, x), which do not vanish identically, and let H (ft, x) be the polynomial with the same irreducible factors as G (ft, x) but all with multiplicity 1. Then we have H (M (x), T) = 0 for every x. For sufficiently large T, the degree in fi of H (fi, x) is independent of T, and the zeros fik (x) are different continuous functions of T, since H has no multiple factors. Thus the index k, such that M (x) = fik (x), is independent of r, since M (x) is continuous. Hence M (x) is an algebraic function of x for large x, and can be developed in a Puiseux series. In virtue of condition I of Theorem 3.3, we have M ( T ) - > ° ° with x. Hence the highest power of x in the Puiseux series must be positive, which proves the as sertion.2 L E M M A 3.10. There exist positive constants c and d such that for sufficiently large If I toe have
|C-*|ac|*|-. for any real f and any J with P (4) = 0. PROOF.
Choosing the vector y of Lemma 3.9 as (0, . . . , 0, 1,0, . . . , 0), we obtain
for large |f,| |C-*|*fli|&|*'
where at and bt are positive numbers. Hence, if c' = min at and <2 = min 6,, we have |C-||Sc'(max|f(|)dSc|f|''. L E M M A 3.11. Let y£R' and t]£R, be two fixed vectors. Then there is a constant C such that (3.4.11)
^•'^'(^hm r ^ R ' W** '•*-1-2 | f |^ " (^ i +r K».f>l)'
where b and d are the constants of the two preceding lemmas. 1
The restriction in this theorem that the coefficients must be rational is removed on page 372. * This result bears some analogy to a lemma in GAKDINO [8].
478 GENERAL PARTIAL DIFFERENTIAL OPERATORS
PROOF.
227
The quantity, which we shall estimate, is
m
We can write P (f +1 rj) = A II (t - lj). Since £ = f + k »7 is a zero of P and f - f = i, 77, 1
the numbers t, can be estimated by either of Lemma 3.9 and Lemma 3.10: | « r | * a ' ( l + ||)», \t,\*c'\t\d,
(3.4-12)
(\S\*B).
Now the (& + ?)** derivative of 1/P(£ + trj) for t = 0 is a sum of terms which are each of the form A'1
divided by a product of k + j + m of the zeros t,. The number
of terms is
m(m+l) ••• (m + k + j-\) = (k + j)\{m
+
1
^i~l\<(k + j)\ 2m+*+'-'.
Furthermore, A is independent of £ as will be proved in section 3.8. Hence the lemma follows, if we estimate j of the zeros by the first inequality in (3.4.12), k of them by the second inequality, and the remaining TO by a constant. Let y and rj be two fixed vectors, and let b and d be the same numbers as in the previous lemmas. We shall prove that the distribution F={x,r)),
(3.4.13) is a continuous function, if (3.4.14)
* £ r + »". 0
where r is the least integer
> v/d.
This will complete the proof of Theorem 3.4,
and estimating the absolute value of F we shall get an interesting refinement of this theorem. The definition of F means that
F (i) - (2 *)" "2 J ^ ^ « A ,>' u (*)) d f, where D now denotes differentiation
with respect to £. Integrating by parts, we
obtain F(u) = 0 (u) + 1 (u), where
(3-4.15)
G(i)-(2nr« j
MS)(<-D,f,y{^^-VjdS
and, dS being the vectorial element of area on the sphere |f| = if,
479 228
LABS HORMANDER
(3.4.1G) /(tl)=.i- 1 (2«)""^2 J ^ - . D , ^ ) ' } ^ ^ ) ) «£,*?)' »-'fi(f)). |{|-B
In virtue of Lemma 3.11 we have the following estimate of the integrand in (3.4.15), which we denote by g (£),
AQ^^^'M*'-^)
IKSIs
10|,|*«>i'"'iiF(iTi&=
Now it follows from (3.4.14) that b(l-j-r)-{k-j)
=
b(l--b-rj+j(l-b)>0,
so that we obtain
\g(e)\£\e\-''"i(%Y(?-'-]tt-Td"(?(\\/c The function l^l - " 1
+ i)\
is integrable over the domain | f | > i J , since rd>v.
Thus the
distribution 0 must equal the continuous function G(x)-(2*)-' /
?(f)e'<
x
'f>if
l{|S»
With a new constant C we have the estimate (3.4.17)
\G(x)\ZC'l\.
Using in (3.4.16) the definition of u, we find that the distribution / is defined by the analytic function
(3.4.18)
/ (*)-»■'(2*)-|z j
'-'-V <*•<>(<-A ^>'{%|^}) <<*£,>?>.
" Kl-s
The proof is quite parallel to the previous study of the distribution E2- Since 1/P(£) is analytic in a complex neighbourhood of | f | = R, we have <-D,t,y with some constant A.
Pit)
ZSIA;
\S\ = R,
Hence we obtain, when a; is in a compact domain K, that,
with suitable constants B and C
480 GENERAL PARTIAL DIFFERENTIAL OPERATORS (-1
mln Ik. 11 I -\
| / W | S Z C "
j-o
j\
|
W
i^A'-'B"
»-o \*/
t-o
Since it < I and ^ j \ <(l—l)\l o (3.4.19) Now F = G +1,
[1\(j-a)\A'-Bkk\/(k-s)l
2
y-o
i-i
229
= 'zCl-lij\A'(B t-o
+
A-xB)k.
= l\, we have with a new constant C \I(x)\£(?l\.
so that we have proved that the distribution F, defined by
(3.4.13), is a continuous function, if (3.4.14) is valid. We have also proved that the absolute value of F has an estimate of the form (3.4.17), (3.4.19), when x is in a compact set K.
If we now choose I as the smallest integer such that (3.4.14) is
valid, and recall that E(x) = E1 (x) + E2 (x), where E% (x) is an entire analytic function, the following theorem is proved. T H E O B E M 3.5. Let y be a vector in R' and b the number introduced in Lemma 3.9.
Then, for any compact set K,
which does not contain the origin, there exists a
constant C such that |
(3.4.20)
xtK,
where E (x) is the function which defines the fundamental solution of Theorem 3.4. In constructing the fundamental solution we have used several ideas from the literature. The idea of estimating an expression of the form (3.4.13) has been taken over from a study of elliptic operators by Garding [10]. For references to the very rich older literature on this subject, the reader should consult Schwartz [28]. 3.5. Proof of Theorem 3.3 Let P be complete and satisfy the conditions I-V of Theorem 3.3, and let Q and Q' be any domains such that Q.' has compact closure in Q. The domain D ma}' be bounded
or not be bounded. Then there exists a positive number e such that
a sphere with radius e and centre at any point in Q.' is contained in £}. Let Q (X) be a function in Cf, which vanishes for | x | S « and equals 1 in a neighbourhood of the origin. Instead of the fundamental solution constructed in Theorem 3.4, we shall use the "parametrix" (3.5.1)
F = QE.
The support of F is contained in the sphere | x \ S e, and
481 230
LARS HORMANDER
(3.5.2)
P ( D ) F = <50 + co(z),
where d0 is the Dirac measure at the origin and w (x) is an infinitely differentiable function, which vanishes for | r | ^ e and also in a neighbourhood of the origin. In fact, in a neighbourhood of the origin, where g= 1, we have F=E P(D)F = P{D)E=d0.
Since P (D) E is infinitely differentiable for x*0,
and thus the formula
(3.5.2) follows. Now let M 6 "Dp, which means that u and P (D) u are square integrable functions in the sense of the theory of distributions. In Q.' we have (3.5.3)
u = u * <50 = u * (P (D) F - o>) = F * (P (D) u) - co * u
and consequently (3.5.4)
P<« {D) u = (P<*> (D) F) * (P u) - {Px*> {D) co) * w.
Since P*"' (D) a> is continuous, the last term is bounded and hence square integrable in £}'. To study the other term in (3.5.4), we denote by 95 the function which equals Pu in points with distance < e to D' and equals 0 elsewhere. q> is square integrable and has compact support. In Q' we have (P<«> (D) F) * (Pu) = (i* a) (£») F) *
(D){(q-l)E})*(p.
Now P*" (X>) E*— 1).E}) *
Hence Pt')(D)u
is locally square integrable in Q, for any u 6 D p ,
and thus the remarks following Definition 3.1 show that the operator P is of lo cal type. We may also note that (3.5.3) shows that all distributions w, such that P (D) u = 0, are infinitely differentiable functions. We shall refine this result in the next section. 3.6. The differentiability of the solutions of a complete operator of local type We observed at the end of the previous section that all solutions of the equation Pu = 0, where P is complete and of local type, are infinitely differentiable.
More
generally we can prove: T H E O R E M 3.6. If u belongs to the domain of the operator P" for every k, where P is a complete differential operator of local type, it follows that u is an infinitely dif ferentiable function after correction on a null set.
482 GENERAL PARTIAL DIFFERENTIAL OPERATORS
PROOF. Pk
231
It follows from Theorem 3.3 (or else directly from Definition 3.1) that
is also complete and of local type. Hence, if y6<7f (£2), the function rpu is in
the minimal domain of P (D)k in any bounded domain Q', containing the support of y>. Thus rpu equals an infinitely differentiable function in virtue of Theorem 2.14. Since y> is an arbitrary function in C5°, we obtain the desired result. The proof of Theorem 2.14 also gives the following more precise result: For any differential operator Q (D) there exists an integer k such that, if D is a bounded domain, we have with some constant C suV\Q[D)u(x)\^C(\\(Pk)0u\\i
+ \\u\\2),
Jen
when u is in the minimal domain of P (D)k.
Using this result and the proof of
Theorem 3.6, we obtain the following useful estimate. L E M M A 3.12. Let P be complete and of local type, and let Q be any differential operator with constant coefficients.
Then there exists an integer k with the following
property: If «£T) p k, the function Q (D)u is continuous in D, and for any domain Q! with compact closure in Q. there is a constant C such that (3.6.1)
■ u g J g ( Z > ) u ( * ) | t £ C ( | | P * u | | 1 + ||«|| t ).
T H E O R E M 3.7. Let il be a bounded domain. equation Pu = 0 are infinitely
If all the solutions it€L 2 (£i) of the
differentiable after correction on a null set, the operator
P (D) must be complete and of local type. PROOF.
We shall prove that the first condition in Theorem 3.3 is fulfilled.
This can be done my means of explicit constructions similar to those of Petrowsky [26]. However, we give a proof along the lines of this paper. Thus let Q.' be a domain with compact closure in £}. Since P is a closed operator, the set U of all solutions u of the equation Pu = 0 is a closed subspace of L2 (Q). The mapping UBu-+du/dx"eL2(Q') is closed, and by assumption it is defined in the whole of U. Hence it is continuous in virtue of the theorem on the closed graph, so that f l\P**dx£C J k-i\OX n-
[\u\ldx, J n
ueU.
If we apply this inequality to the function w = e' < 1 , : > , where £ = £ + £77 is a solution of the equation P (£) = 0, we obtain
483 232
LARS HORMANDER
( i l C * ! 2 ) \t a-
2
dx£C
(e a
2
<*"><£z.
Hence when rj is bounded, |jy|<^4, it follows that | £ | < C " , which proves that P is complete and satisfies the condition I of Theorem 3.3. Theorems 3.6 and 3.7 show that all solutions of the equation Pu = 0 are infinitely differentiable functions if and only if P is complete and of local type. Thus we have found the greatest class of operators, for which a generalization of Weyl's lemma holds true. We now turn to a more detailed study of the properties of the solutions of the equation P M = 0. D E F I N I T I O N 3.2. An infinitely differentiable function u, defined in a domain Q, is said to be of class o in the direction y, if to any compact set K in D there is a constant C, so that (3.6.2)
sup | >" u (x) | < C V (o n).
I t is well known that solutions of elliptic equations are analytic and consequently of class 1 in every direction. There is also a classical result by Holmgren, which states that the solutions of the equation of heat are of class 2 in the time variable. We now state a result of this type for any equation of local type. T H E O R E M 3.8. Let P(D) be complete and of local type. Then every solution of the equation Pu = 0 is of class g{y) in the direction y, y * 0 , if Q (y) is the inverse of the exponent b in Lemma 3.9, that is (3.6.3)
e W
PROOF.
-
ito
Let if be a compact set in Q., and take a function y€Co°(£2), which
equals 1 in a neighbourhood of K. u in K.
( s u p ! ^ ^ > l ) .
The function v = ipu is then in CJ0 (O.) and equals
Furthermore, the function q> = P (D) v € CJT (£2) and vanishes in a neigh
bourhood of K. Denoting by E the fundamental solution given by Theorem 3.4, we have v = E*q> in virtue of (3.4.1). Hence (3.6.4) (3.6.5)
u(x)= j E(x')tp(x-x')dx',
x£K,
j«.y, D'}n E (x'))
x£K,
where D' is the operator of differentiating with respect to x'. Now we can find two positive numbers e and A such that (p (x) = 0 in any point x with distance < e or
484 GENERAL PARTIAL DIFFERENTIAL OPERATORS
>A
from a point in K.
Then
233
and cither | x ' | < £ or | x ' | > ^ .
Hence we may integrate only over the domain e S | a ; ' | g ^ in (3.6.4) and (3.6.5). In this domain we can use Theorem 3.5, which gives
\*u(x)\zr(fyc'j\q>(x-a>)\dx-
=
rten)C'l\ip(x)\dx.
The proof is complete. An interesting application of Theorem 3.8 concerns the growth of null solutions of P.
Suppose that u is a null solution in Q, so that it vanishes when x 6 i i and
(x, f > < 0, where (x, f > = 0 is a characteristic plane intersecting Q. Let y be a di rection which is not contained in this plane, that is, such that =•= 0. Then, if K is a compact set in £}, we have \u(x)\£Ae-c<x-e>~",
(3.6.6)
where a. is defined by a.'1 = q(y) — l.
x£K,
<x, f > > 0 ,
For in virtue of Theorem 3.8 and Taylor's for
mula we have for any n, if t= (x, £>, (3.6.7)
|«(x)|2^4-r(p»), xeK. n! If in (3.6.7) we let n be the smallest integer larger than (Ct)'"
and use Stirling's
formula, we obtain the desired estimate (3.6.6). REMARK.
We pointed out at the end of section 3.5, that all distributions u,
which solve the equation Pu = 0, are infinitely differentiable functions, if P is com plete and of local type.
Using our Theorem 3.6 and Theoreme X X I in Schwartz
[28], Chap. VI, we can also prove that a distribution u, such that P (D)n u is of bounded order when w->oo, is an infinitely differentiable function. 3.7. Spectra] theory of complete self-adjoint operators of local type We shall call the differential operator P (D) (formally) self-adjoint, if P (D) coin cides with its algebraic adjoint, that is, if P (f) is real for real f. L E M M A 3.13. If P(D) is complete, formally self-adjoint and of local type, it follows that the operator P0 is semi-bounded for an arbitrary domain D, unless P (D) is an ordinary differential operator of odd order. PROOF.
First suppose that P(D) is not ordinary, that is, that the dimension
v of the space of £ is greater than 1. From condition V of Theorem 3.3 it follows that | P (f) |-»- oo when the real vector £-»• oo. If there were points where P (f) is positive
485 234
LABS HORMANDER
and points where P(f) is negative outside any sphere, there would also be points where ■P(f) = 0, since the complement of a sphere is connected. Now this is a contradiction, so that either P (f)-+ + oo or else P (£)-*■— °° when £->■ oo. We may restrict ourselves to the first case. Then P ( f ) £ c for some finite real c. If «eCS° (D), we have in virtue of Parseval's formula (P (D)u, u)= j P MliiMFdSZc
j \u(t)\tdt
= c(u, u).
Hence (P0 u, t i ) S c («, u) when u € D/>.. The same result is obviously valid, if P (D) is an ordinary differential operator of even order. Thus, if P (D) is complete, formally self-adjoint and of local type but not an ordinary differential operator of odd order, the operator P 0 is symmetric and semibounded. Hence there exist self-adjoint semi-bounded extensions P of P 0 (see Nagy [23] or Krein [17], who gives a more detailed study). If P is any self-adjoint exten sion, we have P 0 <= P and consequently P = P*a P% = P, so that P 0 <= f c P.
Thus
P is defined by a boundary problem in the sense of section 1.3. The case where P is the Friedrichs extension merits some comment. The degree of P ( f + fN) in t for fixed N6.R, and indeterminate f is even, since P({) is semi-bounded. Denote this degree by 2m(N). Using the methods of section 2.8 we could show that the boundary conditions corresponding to P are, at least formally, the vanishing ofTO(N) — 1 trans versal derivatives at a point on the boundary with normal N. For ordinary differential operators P of odd order, the situation is different. In fact, when Q is a semi-axis, there are no self-adjoint extensions. These exceptional operators, which can be treated explicitly, will therefore be excluded in the sequel. Thus for the rest of the section we assume that P (D) is complete, formally selfadjoint and of local type, but not an ordinary differential operator of odd order. Let P be a fixed self-adjoint extension of P0. The operator P gives rise to a resolution of the identity Ex such that (3.7.1)
P=jkdEx.
We shall study certain functions of the operator P, which will turn out to be integral operators.
Let B M be the set of all Borel measurable functions a (A),
— oo < A < oo, such that the product a (A) kk is bounded for every integer k S 0. The supremum of |a(A)| is denoted by | a | . Now form the operator (3.7.2)
<x(P)= jx{k)dEt,
a€B«,.
486 GENERAL PARTIAL DIFFERENTIAL OPERATORS
235
Since P*a(P)=
fXkx(X)dEx,
the operator P a. (P) is bounded for every integer lc\ (3.7.3)
||P*a(P)||S|A*a|,
£ = 0,1,2,...
Here A* a denotes the function A* a (A), and || || is the operator norm. Thus, if g — a (P) /, it follows that g € £>?Ar for any integer jfc, so that g is an infinitely dif ferentiate function in virtue of Theorem 3.6. Since
II^IISU'alll/H, the second part of the following lemma also follows as a corollary of Lemma 3.12. L E M M A 3.14. All functions
in the range of a (P) are infinitely differentiable, if
a 6 Boo • Moreover, for any differential operator Q (D) we have, when K is a compact subset of Q, rag | Q (D) (a (P) / (*)) |2 £ C (| a |2 + | X" a |2) || /|| 2 . Here k is the same integer as in Lemma 3.12, and C is a constant, which may depend on K. Applying this result to the operators Q (D) = 1 and Q (D) = Dit we find that, for a certain integer x, (3.7.4)
rag
(| g (x) |2 + 2 J 8 g/d x' | 2 ) £ C* (| a |2 + | A* a |2) || /1| 2 ,
where g = a (P) /, and K is a compact subset of ii. Hence the value g (x) at a fixed point is a bounded linear functional of / € i . 2 , so that we may write (3.7.5)
a (P)/(*) = (/, ?,.«),
where cpx,a6L2.
In virtue of (3.7.4) we have, if K is a compact set in Q,
I K . ||2 = C (| a M A " a |2),
(3.7.6)
X K
* -
Furthermore, if K is also convex, it follows from (3.7.4) that
\(fA
SMV x'tK
^ISg/dx"^ i
Slx-yrcVlaMA-ocmi/H*. Hence we have (3.7.7)
| K « - ? > , . a | | 2 5 | z - y | 2 < ? 2 ( | a r - + |A*a| 2 ).
487 236
LARS HORMANDER
If / 6 D f v , wc can write (P* a (P))/(x) = a (P) (P* /) (x), which with the nota tion (3.7.5) reduces to
(/. ,..). /eDH. Thus 93x, a £ t ) p * and P* g?x. «=* g?i. .»*<«. for any integer A-. Hence it follows from Theo rem 3.6 that T. «(x'), x'€£i, and if K' is a compact set in il, Lemma 3.12 shows that \Vx.a{x')\'+
l^
+ \\
*'€*'.
Estimating the right-hand side of this inequality by means of (3.7.6), we thus obtain (3.7.8)
\
i | S ^ . « ( x ' ) / S x " | 2 ^ C 2 ( | a | 2 + |A 2 x aP),
x6#,
x'€K'.
Now set 0 (x', x, a) = (jPj, a (x'). In virtue of the definition (3.7.5) of
a (P) / ( * ) = / © (*', x, a) / (*') dx'. n
We shall prove that 0 (x', x, a) is a continuous function of (x',x)€Qx£X
Let x0
and Xo be fixed points in Q. and take compact neighbourhoods K and K' of x 0 and x'0. From (3.7.8) it follows that, for given g, there exists an open neighbourhood V c K' such that | 0 (x\ x, a) - 0 (y', x, a) | < e, if x€K
and x',y'£U'.
Furthermore, (3.7.7) shows that J 10 (x', x, a) - 0 (x', x0, a) |2 dx' < g2 m U',
when x is in a neighbourhood U of x0. Thus, if x G17, there exists a point y' 6 U' so that | 0 (y', x, a) — 0 (y', x0, a) | < g. We also have 10 (x, x, a.) - 0 (y', x, a) | < g, if x' e I/', and 10 (y' ; x0, a) - 0 (xj,, x„, a) | < g. Hence, if (x', x)6 U'x U, we have 10 (x', x, a) - 0 (xi, x0, a) | < 3 e, which proves the continuity of 0 (x', x, a). Let B* be the set of bounded Borel functions a (A) such that | Xk a \ < °°. Noting that we have only used the fact that | A 2 * a | < ° ° , in constructing the 0 (x', x, a) and proving its continuity, we obtain the following theorem.
function
488 GENERAL FARTIAL DIFFERENTIAL OPERATORS
237
T H E O R E M 3.9. There exists an integer k such that a (P) is an integral operator vrith a continuous Carle/man kernel, if aGB*.
Thus tlw kernel Q(x', x, a) in (3.7.9)
is a continuous function of {x', x) € Q. x Q., and the integrals \\Q(x\x,a.)\1dx, n
(3.7.10)
\ | 0 (x', x, n
«)\2dx'
exist and are continuous functions of x' and x, respectively. For compact subsets K of D we have (3.7.11)
\Q{x',x,
PROOF.
With k = 2x
a ) | S C ( | a | + |A k a|),
x, x'eK,
a€B*.
we have proved that 0 (x', x, a) is continuous and that
(3.7.11) is valid. Since, with our previous notations, the second integral in (3.7.10) is ||<pr.e<||2. it is finite and continuous in virtue of (3.7.6) and (3.7.7). Now we have (3.7.12)
0 (*', *, a) = 0 (x, x', a),
which proves the existence and continuity of the first integral (3.7.10). We now return to the original assumption that a 6 B M - Let J be the anti-linear operator / - > / in Lz, and set P' = JlPJ.
This means that P' f = Pf,
if feVp-
We
obviously have
p;c?'cf, where P0 and P' are the minimal and maximal differential operators defined by P' (D) = P (- D). The relation P
P'@{x',x,x)~Q(x',x,Xx),
since Q(x',x,
a.) = qjx,a{x').
Here P' operates on the variable x'. Using (3.7.12) we
also find that (3.7.14)
?0(i',x,a) = 0(x'l*,k),
where P operates on x. From the last two formulas we obtain for any n (P(D) + P(in the distribution sense.
£>'))" 0 (*', x, a) = 2" 0 (*', x, Xn a)
Here P (D) operates on x and P(-D')
operates on x'.
Now it follows from condition I I I of Theorem 3.3 (see also the next section) that the complete operator P (D) + P ( - D') is of local type in Q x Q . If Q' is a domain with compact closure in Q, the functions 0 (x', x, X" a) are square integrable in Cl'xQ'.
Hence Theorem 3.6 proves that 0 {x', x, a) is infinitely differentiate in
£2'x£}' and consequently in Qx£}.
489 238
LARS HORMANDER
If fees'(il),
we find by differentiating (3.7.9) that Q (D) a (P) / ( * ) = / (Q (D) 0 (*', x, a)) / (*') dx', n
where Q (D) is a differential operator with constant coefficients. Hence the integral j\Q(D)&(x,,x,a.)\tdx' n is bounded on compact subsets of Q., in virtue of Lemma 3.14. Since the same re sult is valid for the operators D, Q (D), the integral is in fact continuous. Summing up, we have now proved the following theorem. T H E O R E M 3.10.
The kernel Q(x',x,a.)
of tx{P) is infinitely differentiable, if
aEBoo. Furthermore, the integrals (3.7.15)
j\Q(D)Q(x',x,x)\tdx', n
j \Q (£') 0 (*', x, a) \*dx a
exist and are continuous functions of xZQ. and x ' € D ' , respectively, if Q(D) is any differential operator with constant coefficients. For self-adjoint elliptic operators with variable coefficients, Theorem 3.9 and essentially also Theorem 3.10 were proved by Browder [2, 3] and Garding [11, 12] in studying singular eigenfunction expansions. Our statements follow Garding's closely. Girding [12] proved the existence of an eigenfunction expansion for any self-adjoint operator P, such that a function a.(P), where a(A)=t=0 a. e., is a Carleman integral operator. Hence his results apply to our case in virtue of Theorem 3.9. The precise statement may be omitted, since it does not differ in any respect from the results for elliptic operators in Browder [2] and Garding [11, 12]. 3.8. Examples of operators of local type Elliptic operators are of local type, for it is easily seen that they satisfy con dition I I I of Theorem 3.3. Since most of our results are not new for elliptic operators, we wish to give other examples. For convenience we shall say that a polynomial P (£) is of local type, if the operator P (D) is of local type, that is, if P (f) satisfies conditions I-V of Theorem 3.3.
We first prove some necessary conditions for an
operator to be of local type. Let TJ be a fixed real vector and set (3.8.1)
P (f + trj) = I t"Pk
(£,r)).
490 GENERAL PARTIAL DIFFERENTIAL OPERATORS
Denote by ft the degree in t of P (f + t rf) for fixed rj and indeterminate f.
239
We shall
prove that P,, (f, rj) must then be independent of £, if P is of local type and /x > 0, that is, if ?7<JA(P). In fact, if this were not true, we should have for some real f and some sequence a of indices with | a | * 0 a'«'J» M (f, i?)
Then we should get when (-+00
P ( £ + tij)
P„(*.
IJ)
'
which would contradict condition I I I of Theorem 3.3. Hence our assertion follows. Let p (£) be the principal part of P (f). Denote its order by m, and form with fixed rj the expansion
(3.8.2)
p(£ + t*?)=2«V(f, ij). 0
We have evidently p m (f, ??) = ?(??)• The polynomial pK (£, 77) either vanishes for all f, or else it is a homogeneous polynomial of degree m - k in f. Now take a real vector t) $ A (P) such that p (77) = 0. Then the degree /i of P (f + f»;) in i is less than m, and the degree of p (£ + (rj) in t cannot be greater than fi.
Since we have proved that the polynomial P^ (f, 77) must be independent
of f, and we have P^ (£, rj) = p^ (f, 77) + terms of degree less than m - fj. in £, it follows that p,, (£, 77) = 0 for all f, so that the degree of p(£ + trj) in t is less than /i. Thus, t/ P is of local type, the polynomial p (£ + trj) is at most of degree m — 2 in t, if p(r)) = 0. If P (f) is real, we can improve this result. For we may suppose that P (f) is not a polynomial in one variable only. Then the polynomial P (f) is semi-bounded (Lemma 3.13), and consequently its degree m and the degrees of P (£ + trj) and P (£ + '»?)
m
* must be even. Hence fi£m-2,
so that tAe (fejrree of p(^ + tr]) in t
is at most m — 4, if p (rj) = 0. From these results it follows that an operator of principal type can only be of local type, if it is elliptic. We also conclude that a homogeneous complete operator of local type must be elliptic.
Finally, the results suggest the examples of self-
adjoint operators of local type, which we shall now give. T H E O R E M 3.11. Let Q{£) be any real polynomial of order m, and let k be a fixed integer £ 2 . Then the polynomial
491 240
LARS HOKMANDER
P ( f ) = 0(f) 2 * + £(£)
(3.8.3)
is of local type, if R (f) is a positive definite homogeneoxis polynomial of the order 2km-2(k-\). In fact, the same result remains true, if R (f) is an inhomogeneous polynomial of this degree and, denoting the principal parts of Q and R by q and r, we have r (f) > 0 for every f * 0 such that g (f) = 0. Note that the principal part of the polynomial P ( f ) is q(£)~k, and that q (£) is an arbitrary real homogeneous polynomial. P R O O F . We shall prove that condition I I I of Theorem 3.3 is fulfilled. Q(£)2k = S(£),
Writing
we have P(0° (f) = 5
the only difficulty is to estimate <Sca>. Now we can write mln(2k. | a |)
(3.8.4)
S<"«)=
I
QW-'FfU),
where Ff (£) is a polynomial of degree j'm—|a| at most. In virtue of the inequality between geometric and arithmetic means we have (3.8.5)
|
W
+ J*(f)-P(f).
Hence we obtain the following estimates for the terms in (3.8.4)
\Q(e)2k-'Ff(t)\i£CP(Z)R(zr»2kR(Z)am-w'', where fi = 2 (km — (k-\))
is the degree of iJ(f). The sum of the exponents of R (f) is ;(fc-l)-fc|al k fi
when ? £ | a | and | a | * 0 .
|a| <0, k fi
Hence S'ta) (f )/P (f) ->■ 0, when £-*■«>, if | a | * 0 .
Thus we
obtain — g - ' - * 0, when £-*.oo, if | a | * 0 . Hence the condition I I I of Theorem 3.3 is fulfilled. Finally we remark that the product of two complete operators of local type is complete and of local type, and that the sum of two self-adjoint operators of local type, which are bounded from below, is self-adjoint and of local type. The easy verification may be left to the reader. It is also an immediate consequence of condition
492 GENERAL PARTIAL DIFFERENTIAL OPERATORS
I I of Theorem 3.3, that if P is of local type and Q(S)/P(Z)-+
241
0 when £-*■«>, then
P + lQ is of local type for any complex number t. Combining these simple remarks with Theorem 3.11, we could construct a very wide class of differential operators of local type. 3.9. An approximation theorem For operators of local type we shall now answer a question raised on page 169. T H E O R E M 3.12.
Let P(D)
be of local type and let Q. be an arbitrary domain.
Then the operator P is the closure of its restriction to
Vpr\C°°.
We note that the restriction of P, mentioned in the theorem, is defined for those infinitely differentiable functions u such that u and P(D)u
are square integrable.
The value of Pu is then of course calculated in the classical way. PROOF.
Using an idea of Deny-Lions [4], p. 312, we shall for given e > 0
and u € X)p construct a function v 6 C°° such that (3.9.1)
||t>-«||<e, | | P ( D ) e - P t t | | < e .
Since these inequalities obviously imply that v 6 Z,2 and that P (D) v 61?, the theorem will then follow. Choose a locally finite covering Clk, k=l,
2, ..., of Q such that ft* c Q
for every k, and then take functions q>k^Co' (Qk) so that ^,
The function uk =
tion 3.1, and we have
« = 2«*. Pu = J,Puk (almost everywhere); the series converge since only a finite number of terms do not vanish in a compact subset of £}. (However, the second series is not !}■ convergent if M $ P _ . )
Now Lemma 2.11 shows that M t 6 D „ , so that we can find a function
vk 6 Co° (£2) such that \\uk-vk\\<2-ke,
(3.9.2)
\\Puk-Pvk\\<2-1'e.
I t follows from the proof of Lemma 2.11 that we may assume that vk has also its support in Q.k. Since the covering Clk is locally finite, the series ^vk(x) for every x, and the sum v (x) is in C°° (D). Using (3.9.2) we obtain ll»-u||s;I||»*-v*||<e,
||P(Z))»-.Ptt||£2||P»*-Pu*||<e,
which proves (3.9.1). 16-543810. Aeta Mathtmatka.
»4. ImprimcS le 28 soptfmbre 1955.
converges
493 242
LARS HORMANDER
CHAPTER
IV
Differential Operators with V a r i a b l e Coefficients 4.0. Introduction In the two preceding chapters we have exclusively studied differential operators with constant coefficients. However, we shall see that the methods of the proof of Theorem 2.2, which is the central theorem in Chapter II, also apply when the coef ficients are variable, if suitable restrictions are imposed. In order to exclude cases where the lower order terms and the variation of the coefficients may influence the strength of the operator, we shall only study operators p of principal type. This means that the characteristics have no real singular points. (When the coefficients are constant, this is equivalent to Definition 2.1 according to Theorem 2.3) Furthermore, we shall assume that the coefficients of the principal part are real, which means that there is some self-adjoint operator with the same principal part as P , so that P is approximately self-adjoint. (It is sufficient to require that p is approximately normal in the sense that the order of p p — p p is at least two units lower than that of p p . We do not study this case here.) The minimal differential operator defined by p in a sufficiently small domain is then stronger than all operators of lower order, and has a continuous inverse. The same result is true for the algebraic adjoint p . Hence, in sufficiently small domains, the equation Pu = f has a square integrable solution for any square integrable function /. In the sense of section 1.3 there also exist correctly posed abstract boundary problems for the operator p . I t seems that this is the first existence proof for differential operators with non-analytic coefficients, which are not of a special type.
4.1. Preliminaries Let p
be a differential operator of order TO in a manifold Q..1 In a local co
ordinate system we may write (4.1.1)
P=
2
a*(x)D*.
|a|S">
Now, if
2
a°
0(tml)
\x\-m 1
It is sufficient here to suppose that O is a domain in R*.
494 GENERAL PARTIAL DIFFERENTIAL OPERATORS
when I->K>, where
243
and <pa = <pai ...
2
«»«(*)£.
\n\-m
is a scalar, if £ is a covariant vector field, p (x, f) is called the characteristic poly nomial of p . The coefficients a a ( | a | = m) form a symmetric contravariant tensor. The differential operator p is called elliptic in Q, if p (x, £ ) * 0 for every xGQ and every real f * 0, and it is said to be of principal type in D, if all the partial derivatives dp (x, f)/d£1
do not vanish simultaneously for any 1 6 Q and real £ =t= 0.
We shall now deduce some formulas, which replace the more implicit arguments of section 2.4 in the case considered here. Let p (x, f(1), . . . , ^m)) be the symmetric multilinear form in the vectors £ a) , ... , £<m), which is defined by p (x, f),
P (*, ?l\ .... ?m) - 2 o- • •" «- (x) {<>' • • • {£>. a
If klt ..., ifcp are positive integers, &,+ ■■■ + kv — m, we shall write p (x, f(1> ' for the multilinear form where k{ arguments are equal to f".
f°" ")
Sometimes we also
omit the variable x. Now set for indeterminate f and r]
(4.1.3) (4.1.4)
2 R'HC, f)fti?* = » " f p i J ' . f - ' - ' . f l p C ' - 1 ' ' , f.i?), i 5"t(t, g £ « ^ = m m f p(C>:"-')p(C"-1_/. c'"1. f. IJ). f.Jt-1
1-1
and T'k = R,k-S"c.
Evidently Tlk = 2"* (x, £ £) is a symmetric tensor which is a
homogeneous polynomial of degree m — 1 in both £ and J. Since
?(n=P(f). ptr-UH-^if.ff it is easy to verify the following fundamental property of the tensor T'k
(4.1.5)
2
(Cl-6,T-(C,J)-p(C)^-Mp(f).
The arguments of section 2.6 were based on the fact that, in virtue of Lemma 2.2, there exist polynomials Tik (^,;) homogeneous polynomial p.
satisfying the identity (4.1.5), even for a n o n -
The simple explicit formulas given above for Tik in the
case of a homogeneous polynomial p, have the now essential advantage that Tlk are
495 244
LABS HORMANDER
homogeneous of degree TO- 1 in £ and in J. For second order equations the "energy" tensor Tik
was given by Hormander [15].
We shall also use the tensor Q''k(C, J) defined by the formula (4.1.6)
2 2
tf'^COft&Jj*
= mmjij{V(C-l-',ll,&)p(l:l-\lm-x\^rl)-V(l:l,lm
l
-',»)p{Zm ' ',?-\t,r,)}
+
ro-1
ia-i){p(!:'^m-l)p(r-l-,,ll-2,-9,ir1)-P(r-',l>)p(C'-\r-l-','9,ir1)}-
+m 1-2
This tensor is symmetric in the last two indices, and we have
(4.1.7)
i ( C l - 6 ) ^( t l f,- t f . ( C > J,-|( 1 , { f ) |^ + J , ( ? ) 0g). 4.2. Estimates of the minimal operator
We shall now prove that an analogue of Theorems 2.1 and 2.2 is valid for cer tain differential operators P with variable coefficients. Since our results are not valid in the large, we may assume from the outset that our operator p is defined in a neighbourhood of a sphere | x | ^ A in R'. T H E O R E M 4.1. Suppose that p(x, f) is real for real f and of principal
type,
that is, that all the partial derivatives d p (x, £)/d f( do not vanish simultaneously for any real f =t= 0. Let the coefficients of p (x, f) be continuously differentiable and the other coefficients of p be continuous. Then there exists an open neighbourhood Q of the origin, such that 2 \\D.u\\%£C\\Pu\\*,
(4-2.1)
«€C?(Q>.
|a|<m
PROOF.
I t follows from (4.1.5) and the assumption that p (x, £) is real that
^ 8 - 2 T-i( r '*(*> A -D)Mw) = 2Im(/)(z, D)upm(x,
D)u) + F"(x, D,
D)uu,
1-1 OX
where p(k) (x, £) = dp (x, f )/d £* and
* * ( * , C . ? ) = - Z £ <** *(*.£.?)) • l-\CX
Thus Fk (x, D, D)uu
is a quadratic form in the derivatives of u of order TO—1 and
has continuous coefficients.
Multiplying by xk and integrating over an open neigh
bourhood Q. of the origin, we obtain, if M6CO°(D),
496 GENERAL PARTIAL DIFFERENTIAL OPERATORS
JTkk(x,
(4.2.2) k
= J2x
D,
245
D)uudx
Im (p(x, D)u p""(x, D)u)dx+
f xk F" (x, D,
D)uudx.
Denote by <5 an upper bound of \x\ in O. We may suppose that d^A,
and shall
prove that (4.2.1) is valid, if 6 is sufficiently small. If we use the notations |«| 2 „=
(4.2.3)
2
f\D.u\*dx,
||u||*-
2
flD.ufdx
and note that p (x, D) u only differs from P u by a sum of derivatives of u of orders
(4.2.4)
\\u\\m.ii),
+
where C is a constant. (We shall denote by C different constants, different times.) Now we have y** = ij' t * — Skk, (4.2.5)
I J.Rkk(0,
D,D)uudx& + ^2Skk
so that (4.2.4) gives, after summation, J 2 ( * k * (0, D, 3)-Rkk (x,D, D)uudx
(x, D, D))uudx
+ C6(\\Pu\\\\u\\m-l
+
+ \\u\\m_-?).
We shall prove (4.2.1) by estimating the terms in this inequality. The definition (4.1.3) of R'k shows that
Z*"(o,f,fl- 2(Sp((U)/a^)2. This is a homogeneous positive definite polynomial, since P is of principal type. Hence we have
i*"(0,f,fl*e(#+-+{•)-> for some positive constant c, and using Parseval's formula (cf. formula (2.5.1)), we thus obtain e l * ! . , . , 1 * jlRkk(0,
(4.2.6)
D,D)uudx.
I t is easy to find an estimate of the first term on the right-hand side of (4.2.5). In fact, since the coefficients of Rk k (0, D, D) — Rkk (x, D, D) are continuously dif ferentiate and vanish for x = 0, they are 0 ( | x | ) . Hence (4.2.7)
(i(Rkk(0,
D,
D)-Rkk(x,D,D))uudx^Cd\u\m^.
497 246
LARS HORMANDER
In order to estimate the integral J Skk (x, D, D)uu dx we must first integrate it by parts. Formula (4.1.7) with j=k kk
(4.2.8)
S {x, = Re(p(x,D)u
shows that
D, D)uu
pik "> (x, D) u) + Gk (x, D, D)uu+
\ £ ~(Q'kk
(x, D,
D)uu).
I j . i 037
Here
G"(x,c,l)=-\l^Qlkk(x,i;,Z), so that Gk (x, D, D)uu
is a sum of products of derivatives of the orders m — 2 and
TO — 1 of u. Hence Schwarz' inequality shows that JGk(x,
(4.2.9)
D,
D)uudx
Furthermore, the integral of the last term in (4.2.8) is zero, and using again the fact that p (x, D) u differs from p u only by derivatives of order
j 8" (x, D, 3)u*dx£C{\\Pu\\
+ \\u\\m_l)\u\m.a
+
C\u\m-l\u\m.t,
If the two sides of the inequality (4.2.5) are estimated by means of the in equalities (4.2.6), (4.2.7) and (4.2.10), it follows that (4.2.11)
| w U - , 2 £ C ( | | P u | | + |H| r a _0(<5||u|| m - 1 + |tt| m . 2 ), «eCo°°(Q).
To prove (4.2.1) we have now only to invoke the inequality (4.2.12)
| « | k _ , S C ( 5 | u | k ) w6Co°°(n),
fc=l
TO,
which is an immediate consequence of Lemma 2.7 but also well known previously (see for example Garding [9], p. 57). It follows from (4.2.12) that |w| m _ 2 S C<5|w| m -.,^ £Cd\\u\\m-u
and, since d^A,
that ||w||m-i £ C |w| r a -i. Hence (4.2.11) gives with
a constant K | | M | | m _ 1 2 ^ Z ( | | P « | | + || W || m _ 1 )<5||«||m-„ so that (4.2.13)
\\u\\m.1(l-K6)ZK6\\Pu\\.
Thus the inequality (4.2.1) follows, if
K6<\.
In particular, it follows from Theorem 4.1 that the operator P0 in L2 (Q.) has a continuous inverse, if ii is a suitable neighbourhood of the origin. Now let the coefficients of P be sufficiently differentiable, so that p also satisfies the hypotheses
498 GENERAL PARTIAL DIFFERENTIAL OPERATORS
of Theorem 4 . 1 . Then t h e operator P0' is also continuous. has
a solution
using Theorem
2
«6L (Q)
for any / 6 Z r ( Q )
247
Hence the equation Pu = f
in virtue of L e m m a 1.7. F u r t h e r m o r e ,
2.15 a n d Theorem 4.1 it is easy t o see t h a t P0 ' a n d Pi,' are com
pletely continuous.
T h u s we c a n apply all t h e results of section 1.3. I n particular,
it follows t h a t
there
rential operator
p.
exist
completely
correctly
posed boundary
problems
for the diffe
References [1]. [2].
[3J.
[4]. [5]. [6],
[7]. [8]. [9]. [10]. [11]. [12].
[13].
[14]. [15].
[16].
M. S. BmMAN, On t h e theory of general boundary problems for elliptic differential equa tions. Doklady Akad. Nauk SSSR (N.S.), 92 (1953), 205-208 (Russian). F . E . BROWDER, The eigenfunction expansion theorem for the general self-adjoint singular elliptic partial differential operator. I . The analytical foundation. Proc. Nat. Acad. Sci. U.S.A., 40 (1954), 454-159. , Eigenfunction expansions for singular elliptic operators. I I . The Hilbert space argument; parabolic equations on open manifolds. Proc. Nat. Acad. Sci. U.S.A., 40 (1954), 459-463. J . DENY and J . L. LIONS, Les espaces du type de Beppo Levi. Ann. Inst. Fourier Grenoble, 5 (1955), 305-370. K. O. FRIEDRICHS, On t h e differentiability of t h e solutions of linear elliptic differential equations. Comm. Pure Appl. Math., 6 (1953), 299-326. K . F R I E D R I C H S and H . L E W Y , Uber die Eindeutigkeit und das Abhangigkeitsgebiet der
Losungen beim Anfangsproblem linearer hyperbolischer Differentialgleichungen. Math. Ann., 98 (1928), 192-204. T. GANELIUS, On the remainder in a Tauberian theorem. Kungl. Fysiografiska SaUskapets i Lund Fbrliandlingar, 24, No. 20 (1954). L. GARDING, Linear hyperbolic partial differential equations with constant coefficients. Acta Math., 85 (1951), 1-62. , Dirichlet's problem for linear elliptic partial differential equations. Math. Scand., 1 (1953), 55-72. , On t h e asymptotic distribution of the eigenvalues and eigenfunctions of elliptic differential operators. Math. Scand., 1 (1953), 237-255. —, Eigenfunction expansions connected with elliptic differential operators. Comptes rendus du Douzieme Congres des Mathimaticiens Scandinaves, Lund, 1953, 44-55. , Applications of the theory of direct integrals of Hilbert spaces to some integral and differential operators. University of Maryland, The Institute for Fluid Dyna mics and Applied Mathematics, Lecture Series, No. 11 (1954). , On t h e asymptotic properties of the spectral function belonging to a self-adjoint semi-bounded extension of an elliptic operator. Kungl. Fysiografiska SaUskapets i Lund jbrhandlingar, 24, No. 21 (1954). E . H I L L E , An abstract formulation of Cauchy's problem. Comptes rendus du Douzieme Congres des Mathematiciens Scandinaves, Lund, 1953, 79-89. L. HORMANDER, Uniqueness theorems and estimates for normally hyperbolic partial differential equations of the second order. Comptes rendus du Douzieme Congres des Mathimaticiens Scandinaves, Lund, 1953, 105-115. F . J O H N , On linear partial differential equations with analytic coefficients. Unique con tinuation of data. Comm. Pure Appl. Math., 2 (1949), 209-253.
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[17].
[18]. [19]. [20]. [21]. [22].
[23]. [24]. [25].
[26]. [27].
[28]. [29]. [30]. [31].
[32]. [33]. [34]. [35]. [35].
LARS HORMANDER
M. K R E I N , Theory of the self-adjoint extensions of semi-bounded hermitian operators and its applications. I. Mat. Sbornik, 20[62] (1947), 431-495 (Russian, English summary). 0 . LADYZENSKAJA, On the closure of the elliptic operator. Doklady Akad, Nauk SSSR (N.S.), 79 (1951), 723-725 (Russian). J . LERAY, Hyperbolic Differential Equations. The Institute for Advanced Study, Prin ceton N . J . (1954). B. MAXGRANQE, Equations aux derivees partielles a coefficients constants. 1. Solution elementaire. C. R. Acad. Sci. Paris, 237 (1953), 1620-1622. , Existence et approximation des solutions des Equations aux derivees partielles et des Equations de convolution. Thesis, Paris, J u n e 1955. A. MYCHKIS, Sur les domaines d'unicit^ pour les solutions des systemes d'^quations lineaires aux derivees partielles. Mat. Sbornik (N.S.), 19[61] (1946), 489-522 (Russian, French summary). B. v. Sz. NAGY, Spektraldarstellung linearer Transformationen des Hilbertsschen Raumes. Berlin, 1942. J . v. NEUMANN, t)ber adjungierte Funktionaloperatoren. Ann. of Math., (2) 33 (1932), 294-310. 1. G. PETROWSKY, On some problems of the theory of partial differential equations. Amer. Math. Soc., Translation No. 12 (translated from Uspehi Matem. Nauk (N.S.), 1 (1946), No. 3-4 (13-14), 44-70). , Sur l'analyticite des solutions des systemes d'^quationsdifferentielles. Mat. Sbornik, 5[47] (1939), 3-70 (French, Russian summary). G. DE RHAM, Solution elementaire d'equations aux derivees partielles du second ordre a coefficients constants. Collogue Henri Poincari (Octobre 1954). L. SCHWARTZ, Thiorie des distributions, I - I I . Paris, 1950-1951. A. SEIDENBERG, A new decision method for elementary algebra. Ann. oj Math., (2) 60 (1954), 365-374. S. L. SOBOLEV, Some Applications of Functional Analysis in Mathematical Physics. Le ningrad, 1950 (Russian). S. TACKLIND, Sur les classes quasianalytiques des solutions des Equations aux derivees partielles du type parabolique. Nova Ada Soc. Sci. Upsaliensis, (4) 10 (1936), 1-57. A. TYCHONOV, Theoremes d'unicite pour l i q u a t i o n du chaleur. Mat. Sbornik, 42 (1935), 199-216. B. L. VAN DER WAERDEN, Moderne Algebra, I. Berlin, 1950. M. I. VISIK, On general boundary problems for elliptic differential equations. Trudy Moskov. Mat. Obsi., 1 (1952), 187-246 (Russian). A. ZYGMUND, Trigonometrical Series. Warszawa-Lwow, 1935.
101 HORMANDER, L .
Math. Annalen 140, 169—173 (1960)
Differential Equations without Solutions By LARS HORMANDER in Stockholm
1. Introduction Let P(x, D) be a differential operator of order m with coefficients in C°°. In [1] we have recently shown that the existence of solutions of the equation P(x, D)w = / is related to the properties of the part Cim-i{x, D) of order 2 m — 1 in the commutator p{x, D) p(x, D) -p(x,
D) p(x, D).
Here p is the principal part of P, and p is obtained by complex conjugation of the coefficients of p. We shall here supplement the results of [1] by proving the following theorems, which were there only given for first order operators with analytic coefficients (Theorems 3.1 and 3.2 in [1]). (For notations we refer to [1].) Theorem 1. Suppose that the coefficients of P(x, D) are in C°°(ii), where Q is an open set, and assume that the equation (1.1)
P{x,D)u
=f
has a solution u e 3' (Q) for every / £ 3{Q). Then (1.2) CT2m_1(z,f) = 0 if ?(*,£) = 0, * € 0 , £ ZR". Theorem 2. Suppose that the coefficients of P(x, D) are in C°° and that (1.2) is not valid for any open non void set wCfi when x is restricted to co. Then there exist functions / € B(Q) such that the equation (1.1) does not have a solution u € 3)' (
101 170
LARS HORMANDER:
That Theorem 2 follows from Theorem 1 may be proved by the argument used in [1] to show that Theorem 3.2 follows from Theorem 3.1. We do not repeat the proof here. 2. The basic constructions We shall here use the following norms (the notation differs from that of [1]) (2.1)
HU=
sup
\D,u(x)\,
i = 0,l,... .
As usual we denote by Pl the formal adjoint of P defined by the identity / (Pit) vdx = f u(P'v) dx; u, v <E 9{Q) . Lemma 1. Let k and N be arbitrary positive integers, and r a positive real parameter. Assume that (1.2) is not valid when x = 0 and let a> be an open neighbourhood of 0. Then there exist functions fTi k € C£° (OJ) and vti ki A- € C™ (<w) such that for all k and N (2.2)
E5|P't; T . 4 f A -||.v
(2.3)
115 l / ^ ! ^ oo, T—»-00
(2.4)
Em\f fttkvJik>ydx\
= oo.
T—¥■ 0 0
This section will be devoted to the proof of Lemma 1. In section 3 we prove that Theorem 1 follows from Lemma 1. Let f be a real vector such that (2.5)
p(
Clm_1(0,f)<0.
Since C 2m _ 1 is a real odd function of f, and (1.2) is not valid for x = 0, there exists a vector f with these properties, f will be kept fixed in what follows. With a function F 6 C£° (.Rn) such that fF(x)e<<x^dx+0
(2.6) we set (2.7)
fZtk(x)
=
T-*F(Tx).
It is clear that (2.3) is valid and that /Tt k £ C^° (w) for large T; for smaller values of T we may define /Ti k to be identically 0. The definition of vrt k% x is much more complex, and requires the following lemma. Lemma 2. Let (2.5) be fulfilled and q be a positive integer. Then there is a function u 6 C°° (Q) which satisfies (2.8) p(a;, gradw) = 0(\x\"), i - > 0 , and has a Taylor expansion (2.9)
u(x) = iZx^j+ I
\-EExia*oii1t+
0(|*|»)
" 1 1
where the matrix <x.jk is symmetric and has negative definite real part.
101 Differential Equations without Solutions
171
Proof. The lemma is essentially a combination of Lemma 2.2 and Lemma 2.3 in [1]. The fact that p(0, f) = 0 makes (2.8) valid with q = 1 for all u with the expansion (2.9). Further, it was shown after the proof of Lemma 2.3 in [1], that when C 2 m - 1 (0, f) < 0 it is possible to choose a matrix «.ik with the required property such that (2.8) holds with q = 2. To prove the lemma we now only have to argue as in the proof of Lemma 2.2 in [1]. First, the condition (2.8) does not change if we replace the coefficients of p by their Taylor ex pansions of order q at 0. Hence we may assume that the coefficients of p are analytic. The Cauchy-Kovalevsky theorem can then be applied to prove the existence of a solution of the equation p(x, gradw) = 0 in a neighbourhood of 0 which has the Taylor expansion (2.9). This proves the lemma. In constructing vlt kt A- we use a function satisfying (2.8) with (2.10)
q = 2(r + l ) , r = n + k + m + N,
(n is the dimension of the space and m the order of P). With functions >*~;' • o
Our first step is to prove that (2.4) is valid if
~fu,kvx,k
jF(x)e^^tz\Mx)x-^dx.
Since F has compact support and the integrand in the right hand side is uniformly convergent there, the integral converges to the limit/F(x)e i ( - x -^dx, which is 4=0 in view of (2.6). This proves (2.4). We next prove that the functions cpj can be chosen so that (2.2) holds. To compute Pf(x, D)vXik<$ we note that the principal part of Pl is p(x, —D). If y: is a function in C°° we have (compare the proof of Lemma 2.1 in [1]) m tu
P'(ye ) = JJ C,-TV . o
Here (2.13)
c,„= imp(x, gradw)y = Ay>,
so that A is a function in C°° which in view of (2.8) satisfies (2.14)
A(x) = 0(\x\"), x->-0.
If we write A}= —pW (x, i gradw) we have with a function B £ C°° (2.15)
cm-1=ZAiDjy>+
By>.
l
We recall from [1] that it follows from (2.5) that all A, do not vanish at 0. Using (2.13) and (2.15) with y> = cpj we now obtain m+r-I (2.16) P ' v t i t , i V = T n + 1 + * + m e t u £ a^-', o
101 172
LARS HORMANDER:
where n
(2.17)
a 0 =^9> 0 , a1=A]AjDj
B
1
If we agree to read y^ as 0 if fi ^ r, the general form of the coefficients is (2.18)
a^A^+ZAfDjtp^+Btp^+L,,, I
where L is a linear combination of functions
a„{.x) =
0(\x\<-*i>),p&r,x+Q.
When (i = 0, the estimate (2.19) follows from (2.14). Next note that (2.14) also shows that the first term in (2.18) is irrelevant for the validity of (2.19). Thus we have to choose
£ ^ A ^ - ! + * 9 W + h= 0(|x|«-«"). I
Suppose that all q>s with j < /x — 1 have already been chosen and that 1 2=- fJ> Ss r. When choosing 95^_x we may assume that Ajt B and L are analytic. In fact, (2.20) does not change if we replace these infinitely differentiable functions by their Taylor expansions of order q at 0. We can then find a solution of the equation 1
in a neighbourhood 7 of 0 with given analytic values on a non characteristic plane through 0. Multiplying by a function which dC^(cor\ V) and equals 1 in another neighbourhood of 0 we obtain a function ^ - i € C™(co) such that (2.20) is valid. When /x = 1 we can also fulfill the condition 9?0(0) = 1. To complete the proof of (2.2) and thus of Lemma 1 we only have to combine the following lemma with (2.19), (2.16) and the definition (2.10) of q. Lemma 3. Let %p £ C™(a>) and assume that for some integer s S O (2.21) Then it follows that (2.22)
y>(x) =
O(\x\2'),s-*0.
Em \\r—xy)eru\\x < 00 . r—»■ 00
Proof. To prove (2.22) we only have to show that (2.23) supTs-vT-v-lai|2>aV;| |e t u | is bounded as x -> 00 when [a| S= N. To do so we use for the first time that the Taylor expansion of the real part of u starts with a negative definite quadratic form. Assuming that w has been chosen sufficiently small we thus have (2.24) Rew(x) g —a|x| 2 , x € w ,
101 Differential Equations without Solutions
173
where a > 0. Using this estimate and (2.21) we can now estimate (2.23) by a constant multiple of , Tt-[a||;(.|2i-|ale-aT|i! =
|a.|lal(T|a.|2)«-|ale-OT|*|«)
and this is obviously bounded when x € co, T ^ 0. 3. Proof of Theorem 1 Let F be the Frechet space of all infinitely differentiable functions with support in 53 and the topology given by the semi-norms ||«||fc. Denote by EN the set of all / € F such that the equation (3.1)
P(x,D)u
has a solution ud2'
=f
(co) satisfying
(3.2)
\u(y>)\fZN\\W\\x,
rpZ®(«>).
If the equation (3.1) has a solution u in 2d' (D) and 53 C & it is well known that (3.2) is valid for large N. When the hypotheses of Theorem 1 are fulfilled we CO
thus have U E# = F. Now it is clear that EK is closed, for the set of dis tributions in 2' (co) satisfying (3.2) is compact. (Cf. the proof of Theorem 3.2 in [1].) Hence it follows from the category theorem, that E# has an interior point for some N. Since EN is convex and symmetric, the origin is an interior point, that is, there exist e > 0 and k such that (3.3)
ft Ex
if ftF
and
||/|| f c <£.
We shall prove that this contradicts the hypothesis of Lemma 1 that (1.2) is not valid. First note that by definition (3.1) means that for every v 6 2(
fvdx
and using (3.2) we get (3.4)
| / fvdx\£
A l P ' t t v . / € Es , v € S(
In view of (3.3) we obtain (3.5)
\ffvdx\<^\\f\\k\\P>vls;
f,vt®(to).
Choosing / = j t i k and v = vTikiX we get a contradiction with (2.2), (2.3), (2.4). This proves Theorem 1. References [1] HORMANDER, L.: Differential operators of principal type. Math. Ann. 140,124—146 (1960). (Received December 3,1959)
505
HYPOELLIPTIC SECOND ORDER DIFFERENTIAL EQUATIONS BY LARS HORMANDER The Institute for Advanced Study, Princeton, 7V.J., U.S.A.
1. Introduction A linear differential operator P with C°° coefficients in an open set Q c R " (or a manifold) is called hypoelliptic if for every distribution u in Q. we have sing supp u = sing supp Pu, that is, if u must be a C°° function in every open set where Pu is a C°° function. Necessary and sufficient conditions for P to be hypoelliptic have been known for quite some time when the coefficients are constant (see [3, Chap. IV]). It has also been shown that such equations remain hypoelliptic after a perturbation by a "weaker" operator with variable coefficients (see [3, Chap. VII]). Using pseudo-differential operators one can extend the class of admissible perturbations further; in particular one can obtain in that way many classes of hypoelliptic (differential) equations which are invariant under a change of variables (see [2]). Roughly speaking the sufficient condition for hypoellipticity given in [2] means that the differential equations with constant coeffi cients obtained by "freezing" the arguments in the coefficients at a point x shall be hypoelliptic and not vary too rapidly with x. However, the sufficient conditions for hypoellipticity given in [2] are far from being necessary. For example, they are not satisfied by the equation d*u du_du 5 7 . - 3 7 = /. 8x,2i ++ X*dy~Ft
for the operator obtained by freezing the coefficients at a point must operate along a two dimensional plane only so it cannot be hypoelliptic. But Kolmogorov [8] con structed already in 1934 an explicit fundamental solution of (1.1) which is a C°° func tion outside the diagonal, and this implies that (1.1) is hypoelliptic. Ada mathematics 119. Imprimi le 7 fivrier 1968.
506 148
LABS HORMANDER
The arguments of Kolmogorov [8] can also be applied to the more general equation du
"
I ai«^r^r+
--^r+ where alk, bjk
d2u
"
t
8u
2 &>**,—+ cw=/,
(1.2)
ox^ y.t.i dx)dxk t,k.1 dxk and c denote real constants, and the matrix A = (ajk) is symmetric and
positive semi-definite. If we take Fourier transforms in all variables except x0 we are led to the equation
-g-A&nu-
i
8 blk
l.k-l
-ilp+cu=-8£-(A(e,!)-c')u- i b*eJ§-F, (i.s) O?)
OXa
Uk-X
dS)
where c' — c — TrB. To obtain a fundamental solution of (1.2) with pole at (y0, y) and vanishing when x0
<1,-{>
we wish to find a solution U of (1.3) when x0>yv
such that
when x0 = y0. The characteristic equations for (1.3) are
dX
°
dg, _ Xb,ktk
dU V(A{U)-C)
{1A)
and have the solutions
*o = yo + t,
*(<) = (expBl)ij,
U=-exv(-i
if we take the initial condition into account. Elimination of t and rj gives U{x9, f)
exp ( - »<j/, (exp5(y 0 - x 0 ) ) £> -
A(exp ( - B s ) {, exp ( - Bs) f) «fe
+ (*6-yo)c'. *o>yo; and we set E7(a:0, f) = 0 when r 0 < y 0 . The quadratic form in the exponent is positive semi-definite, and it is positive definite unless for some {4=0 we have .4((exp.Bs) £, (exp5s)f) = 0 identically in s, that is, A(Bk£,Bk£)
= 0 for every k. This means that
the null space of A contains a non-trivial invariant subspace for B. If this is not the case we obtain by inverting the Fourier transformation a two-sided fundamental solu tion which is a C°° function off the diagonal; for fixed x0 and y0 it is the exponential of a negative definite quadratic form in (exp 'Bxa) x — (exp 'By0) y with eigenvalues -> — oo when a:0 — y0 -*■ 0. (The eigenvalues may have different orders of magnitude so the differentiability properties of the fundamental solution may be quite different in different directions, a typical feature of the subject of this paper.) Thus it follows that (1.2) is hypoeliiptic unless the nidi space of A contains a non-trivial svbspace which is invariant for B.
507 HYPOELLIPTIC SECOND ORDER DIFFERENTIAL EQUATIONS
149
The results of Kolmogorov have been extended by Weber [11] and H'in [4] to the equation
"
b-u
» du
* eu bu .
....
2. air,—7r' + 2.at^—Vau-ryb, = /, (1.5) t.T-x dViSy, i dyt f idxi dt '' where the coefficients are C°° functions of x, y, t, the matrix (als) is positive definite and the matrix (db,/dy,) has rank m everywhere. The hypoellipticity follows from a construction of a fundamental solution by the E. E. Levi method starting from that given above after a change of variables to make b, = y,. In this paper we shall give a nearly complete characterization of hypoelliptic second order differential operators P with real C°° coefficients. First it is easy to show, as we shall do in section 2, that the principal part must be semi-definite if P is hypoelliptic. In any open set where the rank is constant we can then write locally P = ZXf + X0 + c,
(1.6)
I
where X0, ..., X, denote first order homogeneous differential operators in an open set f i c R " with C°° coefficients, and c6C°°(£2). We assume from now on that P has this form but do not necessarily require that the Xt are linearly independent at every point. There is of course a large freedom in the choice of the operators .X,. In par ticular, we may replace X, by r
x
')=1cikXk,
?'=1
r,
where (c]k) is an orthogonal matrix which is a C°° function of z G Q ; then X0 is re placed by an operator .Xo such that XQ — X0 is a linear combination of
Xlt...,Xr
with C°° coefficients. If the Lie algebra generated by X0,..., Xr has constant rank < n in a neighbor hood of a point x 6 Q, it follows from the Frobenius theorem that there exists a local change of variables near x so that P afterwards only acts in the variables xx,
...,xn-\.
If the homogeneous equation Pu = 0 is satisfied by some non-trivial function it follows that P is not hypoelliptic, for a new solution is obtained by changing the definition of u to 0 on one side of a hyperplane xn = constant. Thus the sufficient condition for hypoellipticity in the following theorem is essentially necessary also: T H E O R E M 1.1. Let P be. written in the form (1.6) and assume that among the op erators Xh,[Xh,Xlt],[Xll,[Xh,XJ\,...,[Xh,[Xh,[Xh,...,X,j\]...
where ? > 0 , 1, ...,r,
there exist n which are linearly independent at any given point in £}. Then it follows that P is hypoelliptic.
508 150
LARS HORMANDER
I t is a simple exercise to verify that for the equation (1.2) the condition in Theorem 1.1 is the same that we needed to construct a smooth fundamental solution by the method of Kolmogorov [8]. As mentioned above we shall discuss necessary conditions for hypoellipticity in section 2. I t is proved in section 3 that Theorem 1.1 is a consequence of certain a priori estimates and we make some preliminary steps toward proving these. However, they are proved completely only at the end of section 5 after a preliminary study of fractional differentiability of functions along a set of non-commuting vector fields has been made in section 4. Finally we wish to mention that there is an extensive recent literature concerning global regularity of solutions of boundary problems for second order equations with semi-definite principal part. (See Kohn-Nirenberg [6, 7], Olejnik [10] and the references in these papers.) I am very much indebted to Professor Olejnik who first called my attention to the problem studied here and to Professor W. Feller who explained to me the probabilistic meaning of equations such as (1.1) and pointed out the existence of Kolmogorov's paper [8]. 2. A necessary condition for hypoellipticity A hypoelliptic differential equation with constant coefficients must have multiple characteristics if it is not elliptic (see [3, Theorem 4.17]). I t is easy to extend this result to operators with variable coefficients, and this may have been done before. However, a proof will be given here since we do not know of any reference. T H E O R E M 2.1. Let P(x,D)
be a differential operator in Q c R " with C°° coefficients,
and let the principal symbol p(x, £) be real. If for some xEQ
one can find a real £ 4=0
such that p{x,{) = 0,
but
8p< c
f '^ + 0 oil
for some j ,
(2.1)
it follows that P is not hypoelliptic. Proof. We may assume that the point x in (2.1) is 0. The classical integration theory for the characteristic equation (cf. [3, section 1.8] shows that there exists a real valued function ) = 0. We can replace Q by such a neighborhood of 0, and shall then determine a formal solution of the equation P(x, D)u = 0 by setting
u = 2uit''e'"p, o
509 HYPOELLIFTIC SECOND ORDER DIFFERENTIAL EQUATIONS
151
where «,6C°°(D) and t is a parameter. Now we have
P(«>e'",) = e , " , 2c/ > o
where cm = vp(x, grad tp) = 0 and cm_i = "2,iAfD,v + Bv with At = p'n(x, g r a d ^ ) . Hence we obtain Pu =
tmJ.a,t''eiUp, o
rt
where
o0 = 0,
a1 = '£AiD)uo
n
+Bu
o>
ak = '£A)D)uk-1 +Buk-!
where Lk is a linear combination of u0
+L*,
uk..t and their derivatives. Since A, are
real and not all 0 we can if Q. is conveniently chosen successively find solutions Kg, Uj,... of these equations with 1^(0) = 1. If the equation Pu = 0 were hypoelliptic we would have an a priori estimate |gradu(0)l
2 sup|ZrPtt|},
ueC°°(Q),
where a = (ot„ ...,a„) is a multiorder, | a | = a x + ...+ a n , andZ)al = ( — id/dx^"'...
(2.2) ( — id/dxn)a".
Indeed, the set of all continuous and bounded functions in Q, with IFPu continuous and bounded in Q. for every a is then contained in C°° so (2.2) follows from the closed graph theorem. However, if we apply (2.2) to
0
where N + m
3. Preliminaries for the proof of Theorem 1.1 Let P be a differential operator of the form (1.6) where X,€T(Cl),
the set of all
homogeneous real first order differential operators in Q with C°° coefficients, and c6C°°(£i). (We shall denote by C°°{C1) the space of complex valued C°° functions in Q. and use the notation C°°(n,R) for the subset of real valued functions. Clearly T(£}) is a C°°(£i, R) module.) Alternatively we may of course regard T(Cl) as the space of C°° sections of the tangent bundle of Q.
510 152
LARS HORMANDER
The starting point for the proof of Theorem 1.1 is an a priori estimate which is obtained by partial integration and also occurs frequently in the work of KohnNirenberg [6, 7], Olejnik [10] and others. After noting that the adjoint of X, is - X, + alt where a,6C°°(Q,R),
the inequality is obtained by taking vECtfiil)
and integrating by
parts as follows:
-Re\v~Pvdx
= - R e 2 \vXfvdx-Re = R e 2 (Xtv-a,v)
\Rec\v\2dx
vX0vdx-
X,vdx-\
[X^vfdx-
\Rec\vfdx
= 2 [\X,v\2dx + (d\v\2dx, where we have written d = i 2 (Xja, - a 2 ) - i a0 - Re c.
Hence
£ ||X,v\\ 2 + \\v\\2
LTvdx,
vt.Cf(K),
(3.1)
if K is a compact subset of Q. and C™(K) denotes the set of elements in C°°(D.) with support in K. Here we have used the notation || || for the L2 norm. For the left-hand side of (3.1) we introduce the notation
INII 2 =£ll-Ml a +NI 2 . To have a precise estimate for the right-hand side of (3.1) we also need the dual norm
|||/|||' = supI f/t>
I
Then we have
-BeJVS;«fa<|||r||||||^|||'<J(|M||« + |||A;||n, so with a new constant C we obtain from (3.1)
IIMII^clMP + lUPHir. » e c s w Noting that
IPi/|ir
feC?(K),
we conclude that ||| JT 2 v|||'«:C||A>||
j-1
0.2) r,
r. Thus it follows from (3.2) that
IIIHI|2 + IPof|ir vecriK).
(3.3)
511 HYPOELLIPTIC SECOND ORDER DIFFERENTIAL EQUATIONS
153
Let ||i>||(j) denote the 1} norm of the derivatives of v of order s (cf. [3, sec tion 2.6]), defined by
NI?.>"(2*)-"JW)|*(1 + |*|S),#. vtC?. The main point of this paper is the proof given in sections 4 and 5 that for some e > 0 IIHI(.)
veC?(K),
(3.4)
when the hypotheses of Theorem 1.1 are fulfilled. Combining this with (3.3) we obtain HU
veC^(K).
(3.5)
We shall now prove that it follows from (3.5) that P is hypoelliptic. The main step is the proof of the following proposition. P R O P O S I T I O N 3.1. Assume thai (3.5) is valid for compact subsets K of Q. Every veL2(Q.) fl £'(£2) such that |||.Pt>|||'< oo is then in H(cy We recall that HM is the completion of CJS° in the norm || ||(e) but refer to [3, sec tion 2.6] for further discussion of this space. Many statements of the same kind as Proposition 3.1 have been proved by Kohn and Nirenberg [6] but it seems that none of them contains Proposition 3.1 explicitly so we supply a proof here along lines similar to [3, Chap. VIII]. First note that (3.5) is valid for all v£H(i) we can find a sequence vj€.Co'{K), such that iyVj-jyv-^-d,
j-<-°°,
with compact support in Q. Indeed,
where K is a compact neighborhood of supp v,
when j ' < 2 . Hence HPi^-PwH-»■(), which implies that
|||Pv > -Pt>|||'->-0. In particular,
i s infill'|||'). Hence (3.5) remains valid when v€H(i)
and supp v is in the interior of K.
If v satisfies the hypotheses of Proposition 3.1 we choose X6C5°(Q) so that 0 =S X < 1 and X = 1 in a neighborhood w of supp v, and we set w<» = Z ( l - 5 2 A ) - 1 « . Here (1 — <52A)_1v is defined as the inverse Fourier transform of (1 + <52 |f | 2 ) - 1 j;(f). It is clear that vg is then in i/(2>, t h a t supp tycsupp / c c Q and that vi~>-v in L2 norm
512 154
LABS HORMANDER
when 6-+0. Hence we may apply (3.5) to D« and conclude that ||v||<«)<0° provided that we can show that |||.Pt;j|||' remains bounded when 6-+0. This we shall do after a few simple remarks: 1°. The inverse Fourier transform K of (l + |f| 2 ) - 1 and all derivatives of K de crease exponentially at infinity. Since (1 - 6*Ay1 v(x) - (5- \K ((* - y)/d) v{y) dy it follows that any derivative of (1 — 6*A)~1v(x) decreases faster than any power of <5 when ($-»-0 if x$w. 2°. If Q is a differential operator of order j<2 with coefficients in Cf, it fol lows that IKl-d^r^QuW^CWuW, u£L2. (3.6) Indeed, the estimate \\Q*d'{l -d^A)'1^
(3.7)
For writing w ■= (I — d^)'1 u, we have «=(1— dtA)w and Qu^il-d^Qw
+ dtRw,
where iJ = [A,Q] is of second order. Multiplication by (1 — <52A)_1 gives (1 - <5!A)-J Qu - Q(l - 6* Ay1 u = (1 - 6* A)'16* Riv, and in view of 2° the I? norm of the right-hand side can be estimated by ||w|| < ||w||. 4°. When X,£Cf(Q.) we have |||Z x (l-d , A)- 1 Z 1 u|||<0|||«|||,
ueCo*(Q),
|||Z,(l-« , A)- x Z 1 /|||'«7|||/|||'.
/€D'(Q).
The second inequality follows from the first which in turn is obvious since ||Z J Zi(l-« , A)- 1 Z,«-(l-« , A)- 1 Z^ 1 Z 1 ii||
513 HYPOELIJPTIC SECOND ORDER DIFFERENTIAL EQUATIONS
155
we have (1 — 62A) va = v. If we apply the operator P noting that [Xj, A] = X,[Xf, A] + [X„ A] X, = 2X,[X„ A] + [[Xy, A], X,], it follows that in w (1 - <52A) Pvi = Pv + £ XJ'Bw where B0
+ d*B0vt,
BT are second order operators with compact support. In view of 1° it
follows that we have everywhere (1 - <52A) Pvt = Pv + 2 X,&Btvs + a*fi,», + h, where hg vanishes in w, supphi<= suppX and ||fa||-<-0 when d-*Q. Hence Pvt = X, {(1 - «52A)-XP» + £ (1 - S^^X^BfV, i
+ (1 - (5lA)-x <5*JV« + (1 - ^ A ) " 1 h } ,
where Jfi is a function in CJ°(Q) which is equal to 1 in supp£. Since v = Xv, it fol lows from 4° that
IIUid-^Ar^Hi^ciiiAiii'. The last two terms are bounded in 1? norm in view of 2°, and since (1 - b%b.y'-XibiBjv6
= X, (1 - ^A)- 1 6 % B,vi + [(1 - «5*A)-X, X,] d2B,v{,
we obtain using 3° \\\XAl-d2A)-1X)6%vi\\\'
+
\\d%ve\\)
This completes the proof of Proposition 3.1. P R O P O S I T I O N 3.2. Assume ueV(Q)
that (3.5) is valid for compact subsets K of Q. If
and P u = / e ^ ( f l ) , it foliows that u € # } ^ „ ( Q ) . The same is true for open
subsets of Q., so in particular P is hypoeUiptic. Proof. Since the statement is local we may assume that u£H\1f(Cl)
for some t.
It suffices to show that t can be replaced by t + e if t =S s. Let £ be a compactly supported pseudo-differential operator in Q. with symbol e(£) = (1 + |£| 2 )"* (cf. [2]), and set v = XEu where X6Co°(£}). If we can show that v£Hit) 1
EueH ™,
for every X we will have
hence «e/7{£«> since E is elliptic. It is clear that v£L2{Cl) PI £'(Q), so in
view of Proposition 3.1 it only remains to show that |||Pv|||' < °°. To do so we note that xEf 6 L2 since t < s, and form the difference Pv - XEf = (PXE - XEP) u.
514 156
LARS HORMANDER
As in the proof of Proposition 3.1 we have [Xf, XE] = 2Xt[X„ XE] + [[X„ XE], X,} so it follows that PXB-XEP-j^XfQt where Q, = 2[Xj, XE] for j=\,...,r
+ Qt,
and all Q, are compactly supported pseudo-dif
ferential operators of order < t. Since QjUZL? and has compact support, it follows that \\\PxEu-XEPu\\\'
< °o, that is, |||Pv|||'< oo. This completes the proof.
4. Differentiability along noncommuting vector fields Let Q. be an open set in R", K a compact subset of Q, and let X£T(Q).
We
shall consider the one parameter (local) group of transformations in Q defined by X. Thus let / be the solution of the initial value problem df(x,t) '■-X(f(x,t)), di
f(x,0) = x.
(4.1)
It is clear that / is a C°° function from K x (— f0, (0) to Q. if <0 is a small positive number depending on K and on X, and we have the group property /(/(*,*),«)=■/(*,« + «).
when x6K
and | i | + |*|<< 0 .
If u is a function in Q. we set (e»«)(«) = «(/(*,<)). When | * | < t , this defines a mapping from C™(K) to Cf(0) tx
x
C°°(K), and we have e e' u
u+ )x
=e ' u
and one from C°°(Q) to
for small t and s. The differential equation
for / gives d{etxu) JtJX..\ di
■■ etxXu.
The left-hand side is the limit of (e(t+h)xu x
Xe? u
— eixu)/h
when h^>-0, hence also equal to
by the same formula with u replaced by etxu and t replaced by 0. Summing
up, etx is a local one parameter group of transformations of functions in O, and tx d(e „ „ ,, v u) . ' = etTtxXu = X etxu. at
When uSC*
we obtain the Taylor expansion at t = 0 oo e
skvk,.
«u^yL±Jf.
(4.2)
515 HYPOELLIPTIC SECOND ORDER DIFFERENTIAL EqUATIONS
157
We shall be interested in Holder continuity of functions along vector fields in the sense of L? norms. Thus we shall for 0 < s ^ l and 0 < e < t 0 consider the norms |tt|* x ..= sup | | e " « - t t | | | t | - ' ,
ueC?(K),
(4.3)
0<|!|
where || || denotes the I? norm. The norm (4.3) increases with e, but since the dif ference between its values for two different choices of e can be bounded by a constant times ||w||, we shall usually omit e from the notations below. An equivalent norm is of course obtained if we take 0 < t < s. (Since our aim is to prove the a priori estimate (3.4) for vQCo'(K) we have chosen not to introduce the complete spaces corresponding to these norms and leave for the reader to state the implications for these spaces of the estimates proved below.) L E M M A 4.1. / /
ueCS'(K).
(4.4)
Proof. We keep the notation f(x, t) used above so that (ttxu)(x)
— u(f(x,t)).
Let
x(x, t) be the solution of the initial value problem — =
T= 0
when
< = 0.
From the differential equation (4.1) we then obtain df(x,x) '■ = {q>X){f(x,T)), dt Hence e"pXu(x) =u(f(x, x)), so that \W'xu - u|| 2 = J|«(/(x, x(x, t))) - «(a;)|! dx. Since x depends on x we cannot compare this directly with (4.3), so we first note that for any a | u(/(x, T)) - u(x) |2 < 21 «(/(x, T)) - «(/(x, a)) |2 + 21 u(f(x, a)) - u(x) | 2 . Integrating with respect to x and averaging over a for |ff|<|t|, we obtain
He'"*-*!! 1 *!*! "* f f
J J|o|<|tl
\u(f(x,x))-u(f(x,o))\2dxdo
+
2\u\\.s\t\*s.
516 158
LARS HORMANDER
In the integral we introduce new variables by setting y = f(x,a),
f(y,w) = f(x,x),
that is,
U> +CT= T.
For fixed t and for <x = 0 we obtain dy = dx + X da,
dw = dx — da.
When 1 = 0 we have x = 0, hence dx = 0, so for t = a = 0 the Jacobian D(y, w)/D(x, a) is equal to — 1. Hence it is arbitrarily close to — 1 for sufficiently small a and t. Since x = 0(t) we have |«>|<.4|t| for some constant A when | a | < | t | . Thus we conclude that for sufficiently small t |*rff M / ( * , T ) ) - « ( / ( * , a)) f d z d a J J\a\<\t\ <5 ^ M " 1 [[
\u(f(y,u>))-u(y)\idydw<4A(A\t\)i'\u\%.,.
J J\w\
This completes the proof of (4.4). We shall also use a universal s-norm defined by | « | J = SUp||TAtt-M|||A|-',
where (xhu) (x) = u{x + h). If ef is the field of unit vectors along the jth coordinate axis, we find immediately by using the triangle inequality that
i«i:
(4-5)
On the other hand, we can estimate |M|X.» by a constant times |w|J for an arbitrary X. This is a special case (for # = 1) of the following L E M M A 4.2. Let g(x, t) be a map from a neighborhood ofKxOinQ.xRto that g(x,t)—x = 0(t"),
t-»-0, where N>0,
X
and g is a C
O. such
function of x which is con
tinuous in t as well as its derivatives. Then we have for small \t\
! ■
|tt(?(a;,t))-tt(a;)| , (ia;
ueC?(K).
(4.6)
Proof. The proof is parallel to that of Lemma 4.1. Thus we first compare with the translations TA and obtain
517 HYPOELLIPTIC SECOND ORDER DIFFERENTIAL EQUATIONS
\\u(g(x,t))-u(x)\*dx
I
\u(g(x,t))-u{x
159
+ h)\*dxdh + 2\u\*\t\2N'.
Wc introduce new coordinates in the integral by setting y = x + h and y + w = g(x, t). For t = 0 this is the linear transformation y = x + h, w= —h, which has determinant + 1. For small t the Jacobian of the change of variables is therefore close to 1 in absolute value, and since |u>|<.(4|f|w for some constant A in the domain of the new integral, the proof is concluded as that of Lemma 4.1. Note that the norm | |, together with the 1} norm is weaker than the usual s-norm [| ||(s) (cf. [3, section 2.6]) used in paragraph 3, but is stronger than the norm || ||(i) when
t<s.
If X € T(Q.) we shall use the standard notation ad X for the differential operator from T(Q) to T(D) defined by (a.dX)Y = [X,Y], Given elements X,€T(Q),
YeT{Q).
t = 0, ...,r, as in Theorem 1.1, and a multi-index / , that is,
a sequence (*!,...,»*) with 0 < t y < r , we shall write X, = ad Xtl... ad X,k_x X,t. (Note the distinction between a multi-index and a multi-order as used in section 2.) We set ifc = | /1 and always assume that 11 \ 4= 0. The same notations will be used for other Lie algebras than T(C1). We can now state the main result to be proved in this section. T H E O R E M 4.3. Given X,eT(Cl)
and 4,6(0,1], ; = 0, ...,r, we denote by T'(C1) the
x
C (Cl, R) submoduk of T(Q.) generated by all Xj with s(I)>s, 1
where
*1
— =2-. s(I) f«„ Assume that T'(Q) = T(Q) for some s > 0. Then we have for every compact set K
«€Co"(Jr),
I6I"(Q).
(4-7)
Tl(Q) = T(Q).
(4.8)
particular,
M.
MeCS°(X),
if
518 160
LARS HORMANDER
We remark that a slightly more precise version of a special case of (4.7) has been proved by Kohn [5] but his method does not seem applicable in the general case. The proof of (4.7) will be made by induction for increasing s starting from a point where we expect (4.8) to be valid. We begin with a simple lemma justifying that we have not considered more complicated commutators in Theorems 1.1 and 4.3. L E M M A 4.4. If l/tt + l/t2
we have
Proof. Let I1 and 7 2 be multi-indices with s(Ij)>tj and let 99,6 C°°(Cl). Then we have [2(-X'/19'i) -£/, + VirAXi,, Since t3^t,
Xh].
for j = l , 2 , the first two terms on the right-hand side are in Tu, and so
is the third since the Jacobi identity ad [X, Y] = [ad X, ad Y] gives that [Xh, Xtl] = (ad X)ll Xlt
which written explicitly is a linear combination of elements X} where
l/s(J) = l/s(I1) +
l/s(Ii).
We shall have to make repeated use of the Campbell-Hausdorff formula which can be stated as follows (cf. Hochschild [1], Chap. X): If x and y are two non-com muting indeterminates, we have in the sense of formal power series in x and y that e I e v = e* where 2= 2 (-l)"*1^1 1
2
(adxr'(ady)'i'...(ada;)a-(adyy,"-1y/c..^
«,+/S(+0
where c«.^ = a! /?! |a + /9|. (When j8„ = 0 the term should be modified so that the last factor is (a,dx)""'1x.)
The important facts for us are that the terms of order 1 are
x + y, that those of order two are $[*, y], and that all terms of higher order are (repeated) commutators of x and y. We shall use the Campbell-Hausdorff formula to derive a product decomposition x+y
of e
. With the notations used above we have
where r 2 = — z + x + y + £[ — z,x+y]
+ ... = — J [x,y]+ ..., the dots indicating terms of
order at least three which are linear combinations of commutators. Writing 22 = — \ [x,y], we form e~*'er' = eT'. The Campbell-Hausdorff formula gives r3 = z3 + ... where 2, is a linear combination of commutators of x and of y of degree three, and the dots indi cate a formal series whose terms are commutators of degree at least four. Proceeding
519 HYPOELLIPTIC SECOND ORDER DIFFERENTIAL EQUATIONS
161
in this way, we choose for every integer k>2 a. linear combination zk of commutators of x and y of order k such that
where rk is a formal series whose terms are commutators of x and IJ of order at least jfc. Thus we have r+v
so that e so that e r + v
e"~"*e" i: *->...e"' , e- 1 'e-' r e r + ! '=e r *+", is to a high degree of accuracy approximated by the product is to a high degree of accuracy approximated by the product
(4.9)
exe"e*'...e*t. L E M M A 4.5. Let X, Y 6 T(Q) and denote by Z, the linear combination of commutators of j factors X and Y obtained by replacing x and y by X and Y above. Let 0 < o < 1, and let N be an integer > 2. Then ice have for small t and u 6 Co'(K) ||e«<x+ir)tt-tt||
(4-10)
2
Proof. The operator # ^ = exp ( - 1 " - 1 £*_,)...exp ( - t 2 Z 2 ) e x p ( - < y ) e x p (-tX)
exp t(X + Y)
is induced by a mapping in Q. since every factor is. Hence there exists a C°° function hN(x,t) from a neighborhood of K x 0 to Q such that H'Nv(x)=v(hN(x,t)). (4.9) and (4.2) it follows that HiNv-v
From
= 0(t") if t)6C°°. Taking for v a coordinate
function we conclude that so Lemma 4.2 so Lemma 4.2 Now we have Now we have
hN(x,t)-x = 0(tN), gives gives | | H l N v - v \ \ sSC|*|"-v \v\B. for any bounded operators for any bounded operators Sv ..., Sk in L 2
| | S 1 . . . S t u - « H H | 2Sl...S,.1{Stu-u)\\< 1-1
Since
i ||S1||...||Si_1||||S,u-u||.
1-1
(4.11)
exp t(X +Y) = exp (tX) exp (tY) exp (t*Z^)... exp (tN~1 ZN_X) HlN
and the norm of each factor is bounded uniformly in t the inequality (4.10) follows. Lemmas 4.1 and 4.5 together will allow us to prove (4.7) for arbitrary X£ T"(Q.) after the estimate has been established for a set of generators. We shall therefore study next some identities which give control of the commutators of the given operators Xt.
520 162
LABS HORMANDER
Let Xj,...,x k be k non-commuting indeterminates. By the Campbell-Hausdorff formula we have
where z k _ 1 = [a:*_i,a:,t] + . . . , the dots indicating a formal series all terms of which are commutators of at least three factors equal to xk or x*-i; obviously both xk and xk-x must occur at least once in every one of them. We now form successive formal power series z*_i,z*-2
«i by setting e"e''+1e"1'e"''+1=e'',
Then «*' is a product of nk factors e±z',
7= 1
ife —2.
where n2 = 4t and nk+1 = 2 + 2nk, that is,
nk = Z-2k~l — 2, and ^ = 0 + . . . where c — a d * ! ad* 8 ... ad xk-ixk,
the dots denoting a
series with terms of higher order, each of which is a commutator containing each xt at least once. As in the discussion preceding Lemma 4.5 we can use the CampbellHausdorff formula again to show that for any N we can write c e
= e*' e01 e* ... e°* eT,
where each cs is a commutator formed from x1,...,xk
which contains each x, at least
once and some xt twice, and r is a formal sum of commutators of at least N factors X). If we recall the definition of e*' we have thus found an approximate representa tion of ec by products of e±z< and ec' where c, are commutators of higher order than c. This allows us to prove the final lemma needed for the proof of Theorem 4.3. L E M M A 4.6. Oiven X, and slt / — 0, ...,r, as in Theorem 4.3, we set m^ — 1 /SJ and m(I) — l/s(I)
when I is a multi-index.
arbitrary multi-index
Let a>0.
Then we have for small t>0
and an
I
||eocp ( « - ( 0 X / ) u - « | | < C k « i ; | « | j ) . v + C 1 f|«U.
ueCFiK),
(4.12)
0
where Cx and Gt are constants and Cx only depends on r and a, not on X0,..., Xr, s0,..., Proof. Since mf>\,
we have m(I)>\I\,
sr.
so (4.12) follows from Lemma 4.2 with
l . If N is an integer with No>l,
we may thus prove (4.12) by in
duction for decreasing \I\, starting when | / | - N. Replacing the indeterminates xt in the discussion preceding Lemma 4.6 by {""' X, we obtain as in the proof of Lemma 4.5 an identity
521 HYPOELLIPTIC SECOND ORDER DIFFERENTIAL EQUATIONS
163
exp (t n(/) Xj) = El exp ( ± {"* X,) exp (tm<'■> X 7 | ) . . . exp (*""''> X, r ) H'„,
(4.13)
where the product contains 3 - 2 | , | " 1 - 2 factors as described above, the multi-indices / i , . . . , / , have greater length than / and HtNv(x) = v(hN(x,t)) with a C°° function hN{x, t) of x, depending continuously on t, such that hN(x,t) — x = 0(J"), «->-0. From Lemma 4.2 we obtain ||fli,«-u||
ueC?[K).
In view of (4.11) if follows that for small t ||exp ( r ( " Z / ) M - « | | < 2 | / | + 1 i | | e x p o
(r'X,)u-u\\
+ 2 i || exp (r<"> X„) u - «|| + C f
| u |„
for the norm of each factor in (4.13) is close to 1 for small t. We can apply the inductive hypothesis to the terms in the second sum, and since oN>\,
the estimate
(4.12) follows. Remark.
Since C, does not depend on the choice of X0,...,Xr,
it follows that
for multi-indices / containing some index > 1, we have for every e > 0 ||exp ( r ( , ) X / ) i . - « | | < e « | « U . . 1 1 + C . « ( | | u | x , . , + | u | . ) ,
ueCS'(K).
(4.12')
In fact, Xj does not change if we replace X0 by eX 0 provided that at the same time we replace X, by E~yXt for a suitable y > 0 when
j>l.
Proof of Theorem 4.3. Choose a > 0 so that T'(Q)~T(Q)
for some r>a.
We
wish to prove that \u\x.,
+ \u\a), ueC?(K),
XeT'(Q).
(4.14)
This estimate is trivial if s*Zo and it follows from Lemma 4.6 if X is any one of the commutators X, which generate T'(Q.). In view of Lemma 4.1 the estimate (4.14) remains valid for X = q>Xj if 8
is therefore a are vector fields
noting that if follows
522 164
LARS HORMANDER
from Lemma 4.4 that Z,6T'". Assuming as we may that (4.14) has already been proved when s is replaced by a number <s/2, we conclude that (4.14) is valid when X is replaced by X+Y. Hence (4.14) follows. Now recall that T (O.) = 2"(Q) for some T>
ueCS'(K),
(4.15)
if we take (4.5) into account. Since T > a we have for any 6 > 0 | 4 , < a | « | ¥ + Ca||u||.
(4.16)
If we combine (4.15) and (4.16) taking 6C< J, we conclude that M „ < M . < C " ( i | u | x , . , + ||«||), o
ueCfiK).
Using this estimate in the right-hand side of (4.14) we have proved (4.7). 5. Smoothing and estimates In section 3 we have proved that Theorem 1.1 is a consequence of the o priori estimate (3.4). We recall that
INH'-lll-MI'+IMI'. so the right-hand side of (3.4) gives us control of \v\xt.i when j = \ r. However, the information given about X0v is in a weaker norm which prevents us from ap plying Theorem 4.3. To study the differentiability of v in the direction Z 0 we con sider f(t) = || etx' v — v ||. Differentiation with respect to t gives, if v is real as we may well assume df(t)*/dt - 2(etx- X0 v, etx' v-v). Let us assume for a moment that etx' preserves the norms ||| ||| and ||| |||', although we shall see below that this is far from true. Then we would obtain df(t)*/dt<4\\\X0v\\\' hence
IIMH,
/(«)
Thus we would have control of |t)|x,,j and could apply Theorem 4.3 with «0 = i> «!= ... =«,— !, and this would give (3.4).
523 HYPOELLIPTIC SECOND ORDER DIFFERENTIAL EQUATIONS
165
To examine the validity of the preceding arguments we must consider |||e (X, »;|||, thus the L2 norm of X,etx'v ix
tx
norm of e 'X,e 'v.
for j=\,...,r.
This is essentially the same as the 1?
Now e-tx'X,etx'
= e " ' M x ' X,= f ( - 0 * (ad X0)k o
X,/k\,
where the first equality is a definition motivated by the second one which means that the two sides have the same Taylor expansion in t. This follows immediately from the fact that left and right multiplication by X0 commute and that by defini tion their difference is ad X0.
Since we have no information about the differentia
bility of v in the direction (ad X0)* X) when k + 0, the argument as given above breaks down.
However, we note that the derivative in this direction occurs with a factor
(*, which indicates that we can impose sufficient smoothness on v by a regularization which does not change v too much for small t. This we shall do in the following discussion which aims at proving that f(t2)/t can be bounded by the right-hand side of (3.4). I t is in fact permissible to allow in the right-hand side of the estimates any quantities which by the results of section 4 can be estimated by a small con stant times |v|;r,.i and a large constant times |||v|||. The first step is to study regularization along a vector field XeT{Cl). ueG?(K),
KccQ,
tpeCg°{-1,1)
Let
and assume that e tjr maps Co°(Z) into Co°(Q) for | T | < 1 . With
we set q>xii= erXuq>{x) dr.
This operator is smoothing in the direction X, for X
H-X^jfuH^
—
||sup ||e T j r tt-K||,
ll^jtw — u|| < sup ||e T *u — M||
if
933=0
and
(5.1)
(5.2)
We shall later have to consider the commutator of
so
we note the formulas Y
Y)u
(5.3)
524 166
LARS HORMANDER
(5.4)
Each term in the Taylor expansion of e TadX will thus give an analogous expression with a smoothing operator defined by some other function and acting on the other side of another differential operator. Besides the quite specific smoothing along certain vector fields using the operators (h)dh. Then we obtain e||Z>,
if
<J>>0 and
(5.1)' \dx = l.
(5.2)'
Instead of (5.3) and (5.4) we shall use Friedrichs's lemma ([3, Theorem 2.4.3]) which gives for every 7 € T(C1) \\(Y<J>.-.7)u\\*iC\\u\l ueC?(K),
(5.5)
where C is uniformly bounded for small e if 7 lies in a bounded set in T(Q). As in section 4 the notation I will stand for a multi-index and X, for the cor responding commutator. We set «0 = J, sx = . . . = sr = 1 and define s(J) and m(I) = \/s(I) as in Theorem 4.3 and Lemma 4.6. Thus m(I) is the sum of the length | / | of / and the number of indices in / which are equal to 0. Let or be a positive number chosen so small that with the notations of Theorem 4.3 we have T'(C1)=*T(Q) for some s>a. As in section 4 we shall allow \u\a to occur in the right-hand side of our estimates and use it to take care of various remainder terms in Taylor expansions. Let "J denote the set of all J with om(I) < 1 and |7|<»n(/)< 2 | / | ; the latter condition means that I shall contain indices equal to 0 as well as indices * 0. Set
*(«Hll«IIMII*o«lll'+ I |«|x,..
uBC?(K).
(5.6)
525 HYPOELLJPTIC SECOND ORDER DIFFERENTIAL EQUATIONS
167
By (4.12)' wc can estimate |«|x/.«/) by a small constant times \u\Xt j and a large constant times |||u|||+ |u| 0 when IZ3- Hence (5.6) implies i | u U l . v + W < C ( | | | t t | | | + |||2r 0 *|||' + |«| e ),
ueCS'(K).
(5.7)
0
Let s>o but T'(£l) = T(Q). Then it follows from (5.7) and Theorem 4.3 that |«|, < C ' ( | | | u | | | + |||X 0 «||r + |«|.),
«€ Co-W,
and since \u\„ <<$ \u\, + Cg ||w|| for any <5>0, we obtain with another constant G
l«l.
£ \u\Xi.v
ueC?(K).
(5.8)
In view of Theorem 4.3 we conclude T H E O R E M 5.1. Let X0,...,Xr
satisfy
the hypotheses of Theorem 4.3 and set
e0 = J, *j = ... =« r = l . Then we have | u | J t . , < C ( Z ) ( | | | « | | | + |||Z 0 «|||'),
ueC?{K),
X€T>[Q),
(5.9)
where \\\ \\\ and ||| |||' are defined in section 3. Clearly Theorem 5.1 completes the proof of Theorem 1.1, so all that remains now is to prove (5.6). We give 3 a total ordering so that m(I) is an increasing function of / 6 3 and set
where J.
We also set 3' = 3 U °° and <S,°° = I
for every
I€3.
If follows immediately from (5.2), (5.2)', the definition of the norms and (4.11) that \\Stu-u\\*iCtM(u). We want to estimate || e'" ' • M — «||. Noting that
(5.10)
526 168
LARS HORMANDER
e'" x'u -u = el'x'(u - Stu) + e''x'Stu
- S,u +
Stu-u
and that the norm of et>x' as an operator in I? is uniformly bounded, we conclude that \\et'x'u-u\\
+ \\et'x'Stu-Stu\\.
(5.11)
The advantage of this is that the regularity built into Stu will make it possible to estimate the last term by applying the argument outlined at the beginning of the section but which was then merely heuristic. We need the following lemma which shows how differentiability is successively introduced by the regularizations in St. (Note that St = S/ when J is the smallest element in X) L E M M A 5.2. For every « / 6 T we have for small 2 ^D,S/u\\
t>0
*ZCtM(u),
(5.12)
\\finXIS/u\\
(5.13)
i||[r'Z„<S/]M||
(5.14)
2
0
Proof. For J = °° the estimate (5.12) follows from (5.1)'. As a superposition of compositions with C°° maps, each factor in the operators Sf is uniformly bounded in the Hw
norm for every s, so (5.12) is valid for all JG.y.
For J = oo the statement
(5.13) is void and (5.14) is very much weaker than (5.5). When proving the lemma we may therefore assume t h a t it has already been proved for larger J and arbitrary 9>6Co°( —1,1). In the proof of (5.13) we must then distinguish between two different cases: 1°. I>J.
Let J' be the smallest element in J
larger than J; then I>J'.
We
shall use (5.3) with Y replaced by ( " ( n I , and X replaced tmiJ)X,. This allows us to let X , pass through the first regularizer and we obtain ZjS/u^ where YtT
■f*J,xj .
feTl
2 ( a d - i T " ! , ) ' tmnX,S't'Au/v
!+
tNmW*mWYurSi'u
belongs to a bounded set when i-*0. If Nm(J) + m(I)>\/a
if follows
from (5.12) that we have the desired estimate for the term involving the remainder term F ( T . Since (ad Xj)'Xr=
Xr
for some / ' with I'>I>J
we have I'>J',
so the
inductive hypothesis concerning (5.13) allows us to estimate the terms in the sum to the extent that they are not taken care of by (5.12).
527 HYPOELLIPTIC SECOND ORDER DIFFERENTIAL EQUATIONS
169
2°. I = J. With J' defined as above we have in view of (5.1) | | r t f % S / u | | < 0 sup | | e I « " w l z ' S f « - S f « | | . ITKI
The proof of (5.10) applies without change to prove that the right-hand side can be bounded by CtM(u). It remains to prove (5.14). We can write [fX„
St'] u = '] u + [nX„
By the inductive hypothesis concerning (5.14) it suffices to consider the second term. Now (5.3) gives [tm>X„ Ve*nXj]v
J
with y ,
T
(ad - T T ( - " X j ) r r»X,v/v! + «""<'>+""Yt Tv)
= fe"""'X, (^ \0
I
as above in 1°. When v + 0 we have (ad — X,)' X, = Xr
w i t h / ' > . / ' or else om(l)>\,
for some
I'eV
so we obtain (5.14) from the inductive hypotheses con
cerning (5.12) and (5.13). Proof of (5.6).
Our aim is to estimate the right-hand side of (5.11) so we in
troduce for 0 ^ T < t2 the function f(x) =
\\e*xStu-Stu\\.
Differentiation of f* gives f(x)/' (T) = (erX'X0Stu,
eTX'Stu - Stu)
= (eTX'[X0, St] u, erX'Stu - u) + (ezX'StX0u,
erX'Stu-
Stu).
Using the Cauchy-Schwarz inequality and (5.14), we obtain f(r) f'(x)
+ (X0u, (erX'St)'
(erX'Stu - Stu)).
(5.15)
We shall prove that the last expression can be estimated by CM(«)*. Admitting this estimate for a moment, we obtain the integral inequality if
If g = f/Mt,
M
when
0
/(0) = 0.
this reduces to gg'
when
r«t2.
528 170
LABS HORMANDER
This implies that g
and (5.6) follows in view of
(5.11). What remains is therefore to show that |||(e t J C '5 £ )*(e T j f '5 t M-5 ( w)|||
Write
(5.16)
^(»)-il|^»||+ Zllr^Z^II+^^ill^H + llBll.
Then we have
Nt(Stu)
(5.17)
This follows immediately from Lemma 5.2 if we note that X,Stu
= StXjU + [Xt,St] u
2
and recall again that St has uniformly bounded norm in L . The norm Nt is quite well behaved under translations; indeed, we shall prove that Nt{e*Xj v)tZCNt(v),0
(5.18)
provided that the multi-index J contains 0. To prove (5.18) we let Y = X„ j=\,...,r,
or Y = X, where l£j,
Y eTX'Stu = e,Xj(e-*i*x'Y)
and note that
Stu.
|| (ad xXjf Yv || < || (ad tmw X,)k Yv ||
Now
when O^T^t" 1 '"", so we obtain the desired bound for each term in the Taylor ex pansion of e'ti'tXj.
The error term can be estimated by using the last sum in the de
finition of Nt, so (5.18) follows. In particular, we obtain from (5.17) and (5.18) Nt(eTX'Stu-S,u)
when
0
Now the adjoint of a translation eY is equal to JYe~r
(5.19)
where for 7 in a suitable
neighborhood of 0 the Jacobian JY has a uniform bound together with as many derivatives as we wish. In view of (5.18) it follows that the adjoint of ezX' for 0 < T < t2 and of e,x' for 0 < r < t m( ", / 613, are uniformly bounded with respect to the norms Nt, as is the adjoint of the operator
(eTjr'S,M - Stu)) < CM(u),
and this implies (5.16). Thus we have completed the proof of (5.6) and so we have proved Theorems 5.1 and 1.1.
529 HYPOELLIPTIC SECOND ORDER DIFFERENTIAL EQUATIONS
171
References [1]. HOCHSCHILD, G., The structure of Lie groups. Holden-Day Inc., San Francisco, London, Amsterdam, 1965. [2]. HORMANDER, L., Pseudo -differential operators and hypoelliptic equations. To appear in Amer. Math. Soc. Proc. Sump. Pure Math., 10 (1967). [3]. , Linear partial differential operators. Springer-Verlag, Berlin-Gottingen-Heidelberg, 1963. [4]. IL'IN, A. M., On a class of ultraparabolic equations. (Russian.) Doklady Alcad. Nauk SSSR, 159 (1964), 1214-1217. Also in Soviet Math. Dokl., 5 (1964), 1673-1676. [5]. KOHN, J. J., Boundaries of complex manifolds. Proc. Conf. Complex Analysis (Minnea polis 1964), 81-94. Springer Verlag, Berlin, 1965. [6]. KOHN, J. J. &NIRENBERG, L., Non coercive boundary value problems. Comm. Pure Appl. Math., 18 (1965), 443-492. [7]. , Degenerate elliptic-parabolic equations of second order. To appear in Comm. Pure Appl. Math. [8]. KOLMOQOBOV, A. N., Zufallige Bewegungen. Ann. of Math. (2), 35 (1934), 116-117. [9]. NIRENBEBG, L. & TREVES, F., Solvability of a first order linear partial differential equa tion. Comm. Pure Appl. Math., 16 (1963), 331-351. [10]. OLEJNIK, O. A., Linear second order equations with non-negative characteristic form. (Russian.) Mat. Sb., 69 (1966), 111-140. [11]. WEBER, M., The fundamental solution of a degenerate partial differential equation of parabolic type. Trans. Amer. Math. Soc., 71 (1951), 24-37. Received June 12, 1967
530 Vita Kiyosilto Date and Place of Birth: September 7th, 1915, Mie Prefecture, Japan 1938 1940-43 1943-52 1945 1952-79 1954-56 1961-64 1967-69 1969-75 1976-79 1979-81 1979-85 1979-present
B.S. Tokyo Imperial University Statistical officer, Statistical Bureau of Government Assistant Professor, Nagoya Imperial University Doctor of Science, Tokyo Imperial University Professor, Kyoto University Fellow, Institute of Advanced Study, Princeton Professor, Stanford University Professor, Aarhus University Professor, Cornell University Director of Research Institute of Mathematical Sciences, Kyoto University President, Mathematical Society of Japan Professor, Gakushuin University Professor Emeritus, Kyoto University
Awards: 1978 Asahi Prize 1978 Japan Academy Prize and Imperial Prize 1985 Fujiwara Prize 1987 Wolf Prize 1998 Kyoto Prize Honorary degrees: 1981 Docteur Honoris Causa, Universite Paris VI 1987 Honorary Doctor of Mathematics, ETH, Zurich 1992 Degree of Doctor of Science honoris causa, The University of Warwick Memberships: 1989 Membre Associe Etranger, Academie des Sciences, France 1991 Member, Japan Academy 1995 Honorary Member, Moscow Mathematical Society 1998 Foreign Associate, National Academy of Sciences, USA
101
Foreword
As my foreword to this book I would like to outline my research develop ment and its background, which may be of some interest to the reader. When I was a student in the Department of Mathematics at the University of Tokyo (1935-1938), I was fascinated by the rigorous arguments and the beautiful structures seen in pure mathematics, but also I was concerned with the fact that many mathematical concepts had their origins in mechanics. Fid dling around with mathematics and mechanics, I came close to stochastic processes through statistical mechanics. At that time when probability theory was not popular in Japan, I felt myself rather isolated. But I was able to con tinue my work thanks to the kind encouragement of Professor Shokichi Iyanaga in whose seminar I was participating. Having read A. Kolmogorov's Grundbegriffe der Wahrscheinlichkeitsrechnung (1933) I became convinced that probability theory could be developed in terms of measure theory as rigorously as in other fields of mathematics. In P. LeVy's book Theorie de I'addition des variables aleatoires (1937) I saw a beautiful structure of the sample paths of stochastic processes deserving the name of mathematical theory. From this book I learned stochastic processes, Wiener's Brownian motion (Wiener process), Poisson process, and processes with independent increments (differential processes). I was particularly interested in the decomposition theorem for differential processes, the core of this book. But I had a hard time following Levy's argument because of his unique intrinsic description. Fortunately I noticed that all ambiguous points could be clarified by means of J. L. Doob's idea of regular versions presented in his paper "Stochastic processes depend ing on a continuous parameter" [Trans. Amer. Math. Soc. 42, 1938]. Check ing LeVy's argument carefully from Doob's viewpoint, I was able to introduce Poisson random measures of jumps to really understand LeVy's spirit of the decomposition theorem. In accordance with Professor Iyanaga's suggestion I published this result [1] in the Japanese Journal of Mathematics in 1942. As a natural extension of LeVy's book I read A. Kolmogorov's paper on a sample continuous Markov process (diffusion process), "Uber die analystische Methoden in der Wahrscheinlichkeitsrechnung" [Math. Ann. 104, 1931], and W. Feller's paper on a general Markov process with jumps, "Zur Theorie der stochastichen Prozesse (Existenz-und Eindeutigkeitssatze)" [Math. Ann. 113, 1936]. In these papers I saw a powerful analytic method to study the transiReprinted from Kiyosi ltd: Selected Papers (Springer, 1987), pp. xiii-xvii.
101 FOREWARD tion probabilities of the process, namely Kolmogorov's parabolic equation and its extension by Feller. But I wanted to study the paths of Markov processes in the same way as L£vy observed differential processes. Observing the intui tive background in which Kolmogorov derived his equation (explained in the Introduction of the paper), I noticed that a Markovian particle would perform a time homogeneous differential process for the infinitesimal future at every instant, and arrived at the notion of a stochastic differential equation govern ing the paths of a Markov process that could be formulated in terms of the differentials of a single differential process. It took some years to carry out this idea. When I finished this job for a sample continuous Markov process (Kolmogorov's case), I wrote a paper on the result in Japanese (English trans lation [2]) and intended to write it in English after having been able to carry out my idea for a general Markov process (Feller's case). I published this Japanese paper in a mimeographed journal (1942) of Osaka University. This journal was being published to encourage young mathematicians all over Japan to communicate their ideas at that time when there was no xeroxing. I do not know anyone who read this paper thoroughly when it appeared except my friend G. Maruyama. As I heard from him later, he read it in the military camp where he had been drafted for World War II. Later he wrote a paper on the subject (Cir. Mat. Palermo, 1955). At that time Maruyama and I were the only probabilists in Japan who were really interested in the sample paths. I wrote these two papers [1], [2] when I was working in the Statistical Bureau of the Government (1939-1943), where I was given sufficient time for my own study thanks to the kindness of Mr. T. Kawashima, Head of the Bureau. In 1943 I obtained a teaching position at Nagoya University and stayed there until I moved to Kyoto in 1952. At Nagoya I was very happy to work with Professor Kosaku Yosida, though this period was the dark age of World War II and its aftermath. At that time Yosida had just completed his famous semigroup theory and was developing it further to apply it to various fields of analysis, including the Kolmogorov equation for time homogeneous Markov processes. Through discussions with him I obtained much knowledge about functional analysis that turned out to be very useful later. I was also lucky to become acquainted with Professor S. Kakutani who returned from Princeton to Osaka because of the war breaking out. I listened with much interest to his lectures on ergodic theory, positive-definite func tions on non-abelian groups, and the relation between Brownian motions and harmonic functions. I enjoyed discussions with him, because he was also interested in the sample paths and showed interest in my work. Although I had heard much of N. Wiener's great contribution to probability theory, I had not read his work carefully until I went to Nagoya. Even his theory of Brownian motion I learned from Levy's book and Doob's papers. Reading some of his papers I was impressed by the originality with which he xiv
101 FOREWARD initiated not only measure-theoretic probability theory but also path-theoretic process theory as early as the 1920's. Being motivated by Kakutani's lecture on ergodic theory, Maruyama's work on ergodic properties of stationary Gaussian processes, and discussions with H. Anzai, Kakutani's student, I slightly modified Wiener's homogeneous chaos to define multiple Wiener integral [4] (1951). Later I learned that Wiener had made the same modification in a different way. In 1953 I intro duced the complex multiple Wiener integral and used it to give another proof of Maruyama's result [17]. When I wrote my manuscript on stochastic differential equations for gen eral Markov processes several years after I had planned to in 1942, I learned that there was no journal in Japan to publish such a long note because of the shortage of papers under the bad economic conditions after the war. So I sent it to Professor J. L. Doob and asked him about any possibility of its being published in the United States. He made a kind arrangement for publishing it in the Memoirs of the American Mathematical Society in 1951 [12]. In the later half of my Nagoya period manifold theory was beginning to draw the attention of young people. Being stimulated by such an atmosphere, I became interested in a diffusion on a compact manifold whose generator is a non-degenerate elliptic operator. The analytic theory had been initiated by Kolmogorov, and Yosida was treating it from his semi-group viewpoint. I wanted to construct the path of the diffusion by writing a stochastic differential equation in terms of local coordinates and wrote three papers [10], [11], [15]. Although my work was not complete at all, I obtained a chain rule of stochastic differentials [13] as a byproduct and noticed that this rule is use ful to understand the probabilistic meaning of the generator. In 1952 I moved to Kyoto University, from which I retired in 1979. Dur ing those 27 years I was at Kyoto for half of the period in total, because I was abroad for the rest, at Princeton (1954-1956), Stanford (1961-1964), Aarhus, Denmark (1966-1969), and Cornell (1969-1975). I am very grateful to Professors Y. Akizuki, A. Kobori, A. Komatsu, and M. Hukuhara for their kindness and generosity, thanks to which I was able to enrich my knowledge in mathematics as well as in other respects through my experience in the United States and in Europe. In particular I learned various aspects of proba bility theory through discussions with W. Feller, H. P. McKean, R. Getoor, J. L. Doob, S. Karlin, K. L. Chung, H. Hoffmann-Jdrgensen, F. Spitzer, H. Kesten, L. Gross, H. H. Kuo, D. W. Stroock, S. R. S. Varadhan, P. Malliavin, P. Meyer, J. Neveu, H. Follmer, E. B. Dynkin, and many others. In spite of my frequent absence from Kyoto I was lucky to have had a number of students who contributed much to the field of my interest and are still working actively and bringing up young probabilists. N. Ikeda, T. Hida, M. Nisio, S. Watanabe, M. Fukushima and H. Kunita are among them. In 1952 when I moved to Kyoto, Doob's famous book Stochastic Processes appeared. I was impressed by his beautiful theory of martingales and its applications to various problems. I was also glad to see the stochastic integral discussed in the framework of martingales. xv
101 FOREWARD My experience at Princeton (1954-1956) was most exciting because of the presence of Professor W. Feller and his student H. P. McKean, Jr., now a Professor at the Courant Institute. When I met Feller, I was impressed by his deep insight into the paths of stochastic processes in spite of all his papers being written from the analytic side. He suggested to me and to McKean as well the problem of constructing the paths of the most general onedimensional diffusion whose analytic theory he had completed by that time. Since I did not really understand Feller's theory at that time, I learned it from McKean; I gave him the whole set of my reprints, all of which had been written from the path-theoretic viewpoint. He read my papers very quickly. Later he wrote a nice book on stochastic integrals (1964), compact but full of interesting materials, using the relation between stochastic integrals and mar tingales ingeniously. After lively and often exciting discussions we succeeded in constructing the Brawnian path with an elastic barrier, the problem Feller proposed to us for the first step, by using P. LeVy's local time. Thus we obtained a clue for constructing the paths of Feller's diffusion. Thereafter our joint work went on rather smoothly, even though we sometimes had technical or more serious difficulties to overcome. When we got an almost complete picture of the one-dimensional diffusion processes, we decided to write a book, which was published as Diffusion Processes and Their Sample Paths by Springer-Verlag in 1965. For almost ten years McKean worked very hard to collect new materials and to organize them. Without his tremendous effort our joint work would have never appeared in book form. In 1957-1958 McKean visited Kyoto and gave a series of lectures on diffusion processes. His lectures were so inspiring that they resulted in the emergence of quite a few active probabilists in Japan. We wrote two joint papers, one for random walks and potentials [20] and the other for the con struction of Brownian motion on the half-line for every possible boundary condition [21] whose analytic theory had been established under some restric tions by Feller. Since 1960 the general theory of Markov processes represented by E. B. Dynkin's work and the potential theoretic Markov process theory represented by G. Hunt's work have developed extensively and rapidly. Doob's mar tingale theory played an important role in this development. Also the theory of stochastic differential equations has been completely transformed by mar tingale integrals (initiated by Doob and completed by H. Kunita, S. Watanabe, and P. Meyer), the Stroock-Varadhan martingale problems, the stochastic differential geometry of J. Eells, K. D. Elworthy, and P. Malliavin, and Malliavin calculus. I wrote several papers related to this develop ment, three of which I explain below. When I was at Stanford (1961-1964), I had a plan to construct harmonic tensor fields on a Riemannian manifold by using Brownian motion. Though I was not able to solve this problem, I obtained the idea of stochastic parallel displacement as a byproduct [23] (1962). Since this idea drew no attention except that E. B. Dynkin introduced tensor diffusions, I gave up my plan. Later I was very glad to hear that J. Eells, K. D. Elworthy, and P. Malliavin XVI
101 FOREWARD took up my idea around 1970 when they established their theory of stochastic differential geometry, in which my problem was beautifully solved. Such a solution was far beyond my reach when I introduced stochastic parallel dis placement. When I heard of the Stratonovich integral from engineering mathematicians around 1970, I was too stubborn to accept it, because their reason to use it seemed to me to be just technical. But when I learned from D. W. Stroock his construction of Brownian motion on the sphere using the Stratonovich integral, I suddenly realized the mathematical meaning of this integral. I wrote a paper [37] (1975) to clarify the relation between my integral and the Stratonovich integral in terms of martingale integrals and to illustrate some mathematical applications. In 1970, when I was at Cornell, I wrote a paper to determine all possible behaviors of a Markov process at a recurrent point [34]. This was a generali zation of my joint paper with McKean [24], but the motivation was quite different. When I was at Aarhus (1966-1969), I became interested in infinitedimensional stochastic differential equations to deal with stochastic dynamical systems of infinite degrees of freedom and tried for the first step to study basic facts and to check special examples. After several years it became my habit to observe even finite-dimensional facts from the infinite-dimensional viewpoint. This habit led me to reduce the problem above to a Poisson point process with values in the space of excursions. When I became free from all official duties by retiring from Gakushuin University (1979-1985), I was given a chance to spend one year in the Insti tute for Mathematics and Its Applications at the University of Minnesota thanks to the kind consideration of Professors H. Weinberger, S. Orey, and D. W. Stroock. Since all workshops for this year are for stochastic differential equations and their applications, I am listening to the lectures with great interest and learning that there are many interesting new theories of which I have not had the slightest idea. It would be my greatest pleasure if I could study these new theories leisurely after I returned to Kyoto. I would like to express my sincere thanks to Professors S. R. S. Varadhan and D. W. Stroock for their arrangement of publication of my selected papers and their extremely kind Introduction, and I am also grateful to the staff at Springer-Verlag for their enthusiastic cooperation. K. ltd
XVII
101 Kiyosi Ito
xi
B i b l i o g r a p h y of K i y o s i Ito 2 (A) Papers [1] On stochastic processes (infinitely divisible laws of probability) (Doc toral thesis). Japan. Joum. Math. X V I I I , 261-301 (1942). [2] Differential equations determining a Mark off process (original Japanese: Zenkoku Sizyo Sugaku Danwakai-si). Journ. Pan-Japan Math. Coll. No.1077 (1942). [3] On the ergodicity of a certain stationary processes. In: Proc. Imp. Acad. Tokyo 20, 54-55 (1944). [4] A kinematic theory of turbulence. In: Proc. Imp. Acad. Tokyo 2 0 , 120122 (1944). [5] On the normal stationary process with no hysteresis. In: Proc. Imp. Acad. Tokyo 20, 199-202 (1944). [6] A screw line in Hilbert space and its application to the probability the ory. Proc. Imp. Acad. Tokyo 20, 203-209 (1944). [7] Stochastic integral. In: Proc. Imp. Acad. Tokyo 20, 519-524 (1944). [8] On Student's test. Proc. Imp. Acad. Tokyo 20, 694-700 (1944). [9] On a stochastic integral equation. In: Proc. Imp. Acad. Tokyo 2 2 , 32-35 (1946). [10] Stochastic differential equations in a differentiable manifold. Nagoya Math. Journ. 1, 35-47 (1950). [11] Brownian motions in a Lie group. In: Proc. Imp. Acad. Tokyo 26, 4-10 (1950). [12] On stochastic differential equations. Mem. Amer. Math. Soc. 4, 1-51 (1951), [13] On a formula concerning stochastic differentials. Nagoya Math. Journ. 3, 55-65 (1951). [14] Multiple Wiener integral. Journ. Math. Soc. Japan 3, 157-169 (1951). [15] Stochastic differential equations in a differentiable manifold (2). Mem. Coll. Science, Vniv. Kyoto, Ser. A., 28, 81-85 (1953). [16] Stationary random distributions. Mem. Coll. Science, Univ. Kyoto, Ser. A., 28, 209-223 (1953). [17] Complex multiple Wiener integral. Japan Journ. Math. 22, 63-86 (1952). [18] Isotropic random current. In: Proc. Third Berkeley Symp. Math. Statist. Prob. II, 125-132 (1955). [19] Spectral type of the shift transformation of differential processes with stationary increments. Trans. Amer. Math. Soc. 8 1 , 253-263 (1956). [20] Potentials and random walk (with H. P. McKean, Jr.). Illinois Journ. Math. 4, 119-132 (1960). [21] Wiener integral and Feynman integral. In: Proc. Fourth Berkeley Symp. Math. Statist. Prob. II, 227-238 (1960).
Those marked with * are not contained in the list in Kiyosi Ito Selected Papers Reprinted from Itd's Stochastic Calculus and Probability Theory, eds. Ikeda, Watanabe, Fukushima and Kunita (Springer, 1996), pp. xi-xiv.
537 xii [22] Construction of diffusions. Ann. Fac. Sci. Univ. Clermont 2, 23-32 (1962). [23] The Brownian motion and tensor fields on Riemannian manifold. In: Proc. Intern. Congr. Mathemat. (Stockholm), 536-539 (1962). [24] Brownian motion on a half line (with H. P. McKean, Jr.). Illinois Journ. Math. 7, 181-231 (1963). [25] The expected number of zeros of continuous stationary Gaussian processes. Journ. Math. Kyoto Univ. 3, 207-216 (1964). [26] On stationary solutions of a stochastic differential equation (with M. Nisio). Journ. Math. Kyoto Univ. 4, 1-75 (1964). [27] Transformation of Markov processes by multiplicative functionals (with S. Watanabe). Ann. Inst. Fourier, Univ. Grenoble X V , 13-30 (1965). [28] The canonical modification of stochastic processes. Journ. Math. Soc. Japan 20, 130-150 (1968). [29] On the convergence of sums of independent Banach space valued random variables, (with M. Nisio). Osaka Journ. Math. 5, 35-48 (1968). [30] Generalized uniform complex measures in the Hilbertian metric space with their application to the Feynman integral. In: Proc. Fifth Berkeley Symp. Math. Statist. Prob. I I , 145-161 (1965). [31] On the oscillation functions of Gaussian processes (with M. Nisio). Math. Scand. 22, 209-223 (1968). [32] Canonical measurable random functions. In: Proc. Int. Conf. Fund. Anal. Rel. Topics (Tokyo), 369-377 (1969). [33] The topological support of a Gaussian measure on Hilbert space. Nagoya Math. Journ. 38, 181-183 (1970). [34] Poisson point processes attached to Markov processes. In: Proc. Sixth Berkeley Symp. Math. Statist. Prob. I l l , 225-239 (1970). [35] Stochastic differentials of continuous local martingales. In: Stability of Stochastic Dynamical Systems (Lecture Notes in Mathematics 294), Springer-Verlag, Berlin, 1-7 (1972). [36] Stochastic integration. In: Vector and Operator Valued Measures and Applications, Academic Press, New York, 141-148 (1973). [37] Stochastic differentials, Appl. Math, and Opt. 1, 374-381 (1974). [38] Stochastic parallel displacement. In: Probabilistic Methods in Differential Equations (Lecture Notes in Mathematics 451), Springer-Verlag, Berlin, 1-7 (1975). [39] Stochastic calculus. In: Mathematical Problems in Physics (Lecture Notes in Physics 39), Springer-Verlag, 218-223 (1975). [40] Extension of stochastic integrals. In: Proc. Int. Symp. Stochastic Differential Equations (Kyoto), 95-109 (1976) [41] Introduction to stochastic differential equations (with S. Watanabe). In: Proc. Int. Symp. Stochastic Differential Equations (Kyoto), i-xxx (1976). [42] Continuous additive 5'-processes.
101 Kiyosi Ito
xiji
[43] Stochastic Analysis in infinite dimensions. In: Stochastic Analysis (A. Friedman and M. Pinsky, eds.), Academic Press, New York, 187-197 (1978). [44] Infinite dimensional Ornstein-Uhlenbeck processes. In: Taniguchi Symp. SA, Katata, 197-224 (1982). [45] Regularization of linear random functionals (with M. Nawata). In Prob ability Theory and Mathematical Statistics, Fourth USSR-Japan Sympo sium Proceedings, 1982 (Lecture Notes in Mathematics 1021), SpringerVerlag, Berlin, 257-267 (1983). [46] Distribution-valued processes arising from independent Brownian mo tions. Math. Zeit. 182, 17-33 (1983). [47] A stochastic differential equation in infinite dimensions. In: Contempo rary Math. 26, 163-169 (1984). [48]* Malliavin's C°°-functionals of a centered Gaussian system. IMA preprint Series, Univ. Minnesota, No 327(1987). [49]* Malliavin calculus on a Segal space, in Stochastic Analysis, Proc. of Japanese-French Seminar, Paris, 1987, (eds. M. Metivier and S. Watanabe), Lecture Notes in Mathematics 1322, Springer-Verlag, Berlin, 50-72 (1988). [50]* Positive generalized functions on (R°°, B°°, N°°), in White Noise Analy sis, Mathematics and Applications, (eds. T. Hida, H.-H. Kuo, J. Potthoff and L. Streit), World Scientific, 166-179 (1990). [51]* On Malliavin calculus, in Proceedings of 1989 Singapore Probability Con ference, (eds. L. H. Y. Chen, K. P. Choi, K. Hu and J.-H. Lou), Walter de Gruyter, 47-72 (1992). [52]* An elementary approach to Malliavin fields, in Asymptotic problems in probability theory: Wiener functionals and asymptotics, Proceedings of Taniguchi Symp. Sanda and Kyoto, 1990, (eds. K. D. Elworthy and N. Dteda), Pitman Research Notes in Math. Series 284, Longman, 35-89 (1993). [53]* Semigroups in probability theory, in Functional analysis and related top ics, Proceedings of the International Conference in Memory of Professor Kosaku Yosida, RIMS, Kyoto Univ. 1991, (ed. H. Komatsu), Lecture Notes in Mathematics 1540, Springer-Verlag, Berlin, 69-83 (1993). [54]* On Malliavin tensor fields. Communs. Pure and Appl. Math. XLVII, 377-403 (1994). (The third of five special issues dedicated to Henry McKean.) [55]* A measure-theoretic approach to Malliavin calculus, in 'New Trends in Stochastic Analysis', Proc. Taniguchi Symposium, Sept. 1994, Charingworth, (eds. K. D. Elworthy, S. Kusuoka and I. Shigekawa), World Scientific, 220-287 (1997). (B) Books [a] Foundation of Probability Theory (in Japanese), Iwanami, Tokyo, 1943. [b] Probability Theory (in Japanese), Iwanami, Tokyo, 1952.
101 1347
[c]" Stochastic Processes I, II (in Jpapanese), Iwanami Series of Modern Ap plied Mathematics A. 13, I, II, Iwanami, Tokyo, 1957. [d] Diffusion Processes and Their Sample Paths (with H. P. McKean, Jr.), Springer, 1965; reprint of the 1974 Edition in the Springer Series of Classics in Mathematics, 1996. [e] Probability Theory (in Japanese), Iwanami Series of Fundamental Math ematics, Analysis (I) vii, Iwanami, Tokyo, 1978, revised 1983. [f] Introduction to Probability Theory (English translation of [e] Chapters I-IV), Cambridge Univ. Press, 1984. [g] Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces, (CBMS-NSF Reg. Conf. Ser. in Appl. Math. 47) SIAM, 1984. (C) Lecture Notes [i]M Lectures on Stochastic Processes, Tata Institute for Fundamental Re search, Bombay 1961. [ii]* Stochastic Processes, Lecture Notes Series, No. 16, Aarhus University, 1969. Kiyosi Ito Born: September 7, 1915 in Mie Prefecture, Japan Currently Professor Emeritus at Kyoto University Doctor of Science, the Imperial University of Tokyo, 1945 Awards Asahi Prize, 1978 Japan Academy Prize and Imperial Prize, 1978 Fujiwara Prize, 1985 Wolf Foundation Prize, 1987 Memberships Membre Associe Etranger, Academie des Science, France, 1989 Member of Japan Academy, 1991 Honorary degrees Docteur Honoraris Causa, Universite Paris VI, 1981 Honorable Doctor of Mathematics, ETH, Zurich, 1987 Degree of Doctor of Science Honoraris Causa, The University of War wick, 1992
101
ON A FORMULA CONCERNING STOCHASTIC DIFFERENTIALS KIYOSI ITO In his previous paper [13" the author has stated a formula" concering stochastic differentials with the outline of the proof. The aim of this paper is to show this formula in details in a little more general form (Theorem 6). 1. Definitions. Throughout this paper we assume that all stochastic pro cesses" f (f, to), y(,t, to), a(t, to), b(t, to), etc. are measurable in variables t and to. A system of r one-dimensional Brownian motions independent of each other is called an r-dimensional Brownian motion. Given two system of stochastic processes: (1.1)
f = {&(', ">)> *GA),
v={vAt,u),PfSM>.
We say that f has the property a with regard to y in u£t£v,it, for any t, the following two systems of random variables are independent of one another: ( 1 2)
f ? / = {f»(r, t={VvL(a, a>)-i)y.(t, to), M^M, t£o&v).
Now we shall state an outline" of a stochastic integral of the form: (1.3)
f?(r, w)d0(T, to),
u*s*t*v,
to&£,,
where @(t, to) is a one-dimensional Brownian motion and St is a measurable subset of J2. We shall set the two conditions on f; (C. 1)
£(t, to) has the property a concerning 0(t, to) in
(C.2)
ff(T, toY-dr for almost all aje.2,.
u£t£v,
Received April 16, 1951. 11 The number in [ ] refers to the Reference at the end of this paper. 5 > Theorem 1.1 in [1]. 3) In the analytical theory of probability any stochastic process is expressed as a function of the time parameter t and the probability parameter u which runs over a probability space Q{P), P being the probability distribution. *' Cf. [2] concerning the details. 55 Reprinted from Nagoya Math. J.t Vol. 3 (1951), pp. 55-65.
101 56
KIYOSI ITO
Case 1. When f is uniformly stepwise, that is when there exists a system of time-points: (1.4)
«=s 0 <Si< . . . <sn = v
such that f(r, a) = £(s,_i, a), Si_,*T<Si,
»'=1, 2, . . . , n,
we define (1.5)
f f ( r , o>)d0(r, )-0(s,-_,, a)))
+f(«*.,, «))(j9(s*, a>)-/9(s,
o)))
(S*-1*S<S*. S/_,tff<S/).
Case 2. When (1.6)
j j"f(i, a>)'d/P(da>)
there exists a sequence of uniformly stepwise processes £»(*, ). u^r^f, such that
L O f n ( ' ' a ) " f ( '' »))**^Ww)<8""-
(1-7) We define (1.8)
( V r , a>)<#(r,
As was proved in our previous paper [2], the sequence: J^„(r,
<
f t
m-
, 1 ( M K w )
(;)
*" -lo(Mi>«)
and („{t,
101 FORMULA CONCERNING STOCHASTIC DIFFERENTIALS
57
fc(r, o)rf/3(r, ), i?(f, to)} has the property a with regard to the Brownian motion 0, then Z(t, a>)=a£(t, a>)+bv(t,
j V i ( r , «o)+ *?(!-, u>))d${T, c,)=afe(x,
for u6t&s£v
for almost all eue.Ci.
THEOREM 3.
(2.2)
w)d0(r, a>)+ftjW, w)d0(r, w)
We have
f f ( r , ) + P f ( r , to)d0(r,
JJI
.'S|
/or u<£s,HSi£Si£v for almost all oiGfi]. THEOREM 4. //" (J. 6) is satisfied, then we have (2.4) ~-Pr\ sup | f f ( r , a>)<#(r, w)isi2c} iic'Prl
sup I f'f(r, w)<#(r, «) | Mc)
THEOREM 5. //" cac/j o/ fB(f, a>), n-1, 2, . . . , satisfies (C.I) and (C.2) and if the system {?„(/,
(2.5)
.[[(*»('• ">)-*-('• <•>))'<#- 0
/or almost all uGfli, Mew (2.6)
sup I f f , ( r , a>)rf/9(r. a i ) - f | . ( r ,
J)
tends to 0 »'» probability over Q,. Since Theorems 1, 2, 3 and 4 follow at once from the properties of the stochastic integral established in [2], we shall here prove Theorem 5 only.
543 101 58
KIYOSI ITO
Since we have ]■"?„(<, w)"dt-* j"j.(t,
uYdt
for almost all co6=.Gi by the assumption (2.5) and since there exists for any e>0 such that Pr{a)G£„ ft~(t,
M=M(t)
a))'*<M}>P(5,)-e
by the assumption that f«(f, co) satisfies (C. 2), there exists N,=N,(s) for any e>0 (2.7)
Pr{a>G.2„ §"$„(t, o>)'-dt<M, N>P(S2,)-2e.
Put £(f, to) = „( sup f'?*(r, u>)>dt);„(t, co), n = \, 2
«.,
where 0* is defined by (1.9). Then it follows from (2.7) that (2.8) Pr{«)Eft, ft(t, w)=?„(t, ID), u£t4v, Since we have [\ft(t,
iV,<w*oo}>P(£ 1 )-2e.
*>)-£(*,
£ ( « ( * , « ) - £ ( ' , a»))'dK2J[f«(* > a)'dt+2Jj*(t,
co)-rf/<4M,
we obtain
By Theorem 4 there exists N, = Nt(c) for any E > 0 such that (2.9)
Pri
sup |("f*(r, w)d0(r, c o ) - f f * ( r , co)43(r, co) < t } > P ( £ , ) - 3 e ,
which, combined with (2.8), proves our theorem. 3. A formula concerning stochastic differentials. Let #=(/?'(<, co), « = 1, 2, . . . , r) be an r-dimensional Brownian motion, and let the system: (3.1)
{f(f. co), a'tt, co), b/(t, co), « = 1, 2, . . . . n, >=1, 2, . . . . r)
have the property or with regard to /3 in u^tgv. (3.2)
When we have
f (s, c o ) - c ' ( i , c o ) = j V ( r , co)rfr + J V ( ' . a>)d^>(x, co),51 K«S/£sg£i>, l^i'tSw,
*> We omit the summation sign 2 accordins to the usual rule of tensor calculus.
101 FORMULA CONCERNING STOCHASTIC DIFFERENTIALS
59
for almost all a)GJ2,, we write this relation in the differential form as follows: (3.3)
dV(t,m)=ai(t,o>)dt+b/(t,u>)dF(t,m),
THEOREM 6.
(3.4)
Let f'(f, u>), i = l , 2
d?\t, to)=ai(t,
u*t*v,
a>eJ2„ l<S»«i«.
n, satisfy
»=J, 2, . . . . n,
and G be an open subset of the nspace R" which contains all the points (f*(f, to), i=l, 2 n) for u4t£v, , . . . , * " ) e G , such that
/.(*, x'
(3.5)
*")= ^ - ( t *'
*"). «=1. 2, . . . , »,
/ , / « , * ' , . . . , *") = - 2 ^ r3 (f, * ' , . . . , *"). i, j=l, dx'dx are all continous. Then v(t, m) =f(t, (3.6)
2, . . . , n,
?(t, to), . . ., f"(*. to)) satisfies
dr,(t, m) = (Mt, ?)+fi(t,
e)ct(t, u)+\fij(t,
i)bj(t,
u))V'(r, to))dt
+ fi{t, $)bS(t. to)d&(t, w), where f=(f'(f, a>), f'(i, a,)
F(t, to)).
LEMMA 1. For any stochastic process f {t, w) satisfying
(3.7)
£ f (*,<»)»««< «,
oetf,,
there exists a sequence of uniformly stepwise stochastic processes £H(t,
JJM'. «)-*(*. «)|*tt-0 /or almost all a>£=£j. This Lemma follows immediately from Lemma 7.1 in [2J. LEMMA 2. Lrf f (f, a>), ii(t, to) be stochastic processes such that the system {£(t, to), ii(t, a))} has the property a with regard to a one-dimensional Brownian motion 0(t, to) in u£t*v and that
ff(/, a>)yr££i. Then we have
f%(r, o,ydt«x>
101 KIYOSI ITO
60
(3.8)
f"f(f, co)d0(t,
/or almost all. Proof. Firstly we shall prove (3.8) in the case that both £(r, o>) and ?(r, to) are uniformly stepwise. Then we may assume that (3.9)
f(f, o>) =f(»,--i, to),
i?(f, a ) ) = f ( « i - i , a>),
tf,-,6f£«<,
1 = 1, 2, . . . , M,
where (3.10)
U=U*
. . .
The left side of (3.8) equals the following: (»,v = «,-+ ^(«<+i-«i))
= S + £ + X! .= ff('> «of""W «>)Ms. a>WV, *>) »i)>'m
»i»i>»t< P't.t'J
J
u
Ju
+ ("%(«, o>)C " ' " f ( f , w)43(/, co)43(s, o,) J u
Ju
+ £ ? ( « . - ■ ,
where
JU
= Plf(*. »)f
Ju
*(*, »)<#(*. co) |'
= f I f«, <«))?(;„(i), w)Mt, )) \-dt - o for almost all a>. By the same reason we see that /, tends to the second term of the right side of (3.8) in probability. .V
Since !](/3(K,.-, a>)-£(«,-, ,•_,, a))'- -» «,--«i_, (in probability), /> tends to the third term of the right side of (3.8). Next we shall consider the general case. By Lemma 1 we shall construct $„(t, u>), « = 1, 2 and y„(t, o>), w = l, 2, . . . for £(r,
101 FORMULA CONCERNING STOCHASTIC DIFFERENTIALS
61
tively. Since our Lemma 2 holds for uniformly stepwise processes as is proved above, we have (3.11)
{*£„(*, u)dM,
J
to)\\„(t,
*
co)d$(s, to)
Ju
= \"j»(.t, a))j%„(s, to)d0{s, to)d0(t, to) + f rinis, o>)\ f„(/, to)d0(t, to)d$(s, to) + f f « ( / , o>)i?n(/, <■>)<#• Put C«(/,
CU, w ) = f ^ s , o>)d&(s, to),
p„(t, to) = \ f„(s, to)d$(s, to),
p(t, to)=[ ?(s, to)dP(s, to).
Ju
Ju
By taking adequate subsequences we see, by Theorem 5, that Z„(t, to) and p„(f, a ) converge uniformly in t to C(t, eJ2j. Therefore we have £ IM*.
+ 2 £ | W, to) |» | C«(*.
«) -C(*. ») I s * - 0
for almost all w£Q,, from which follows by Theorem 5 J[f ■('. «)C(*, w)<#(*, OJ) - J"f (/, a>)C(f, *>)<#(*, a)) (in probability). Similaly we have | V„(s, u)pn(s, (o)dfi(s, to)-* \ y)(s, to)p(s, to)dft(s, to) (in probability). Ju
Ju
Further we have I1 \"Sn(t, Ju
to)Vn(t,
to)dt-f((t,
Ju
to)v(t,
to)dt
*V£'" ( '» «>)!<«£ (?»('. w)-fU, *>))=<#
Thus our Lemma 2 is completely proved.
101 547 62
KIYOSI ITO
By the same way as above, we obtain the following Lemmas 3 and 4. LEMMA 3. Let £(t, to) and ti(t, to) be stochastic processes such that the system{$(t, to), y(t, to)} has the property a with regard to the two-dimensional
Brownian
motion (#(/, to), r('> to)) and that {"((t, a))'dt«n,
f%(/, o;):c//
JU
Jit
for almost all a E i ? i . Then we have (3.12)
P?(*, w)dW, to) [\(s, J H
(o)dr(s, to)
J U
= f f ('. <«) [ v(s, <»)dr(s,
Ju
+ [%(s. to)\ £(f, to)dp(t, to)dr(s, to) for almost all tot=Q,. LEMMA 4. Let a(t,w) and b(t,w) be stochastic processes such that the system a(t, to), b(t, w) has the property a with regard to a one-dimensional
Brownian
motion 0(t, to) and that f | a(t, to)\dt< oo,
f|ft(f,
Ju
Ju
for almost all to&Q,. (3.13)
o>)\'dt«»
Then we have
["a(t, to)dt["b{s, to)d£>(s, to) Ju
Ju
= [ a(t, to)[ b(s, to)d&(s, to)dt+ Cb(s, w)Va(t, Jtt
J«
Ju
to)dtd$(s, to).
JU
LEMMA 5. Let £'(/, w), » = 1, 2, . . . , n, be determined as in Theorem 6. Then we have (3.14)
(f'(s, to)-?(t,
a>))(f'(s, to)-i'(t,
w))
= £{(f'(r, «)-?'((. to))a>(r, to)+(l>(T, *>)-?''(/, )+6*'(r, w ) V ( r . to))dr + j'<(f''(f. o>)-?(t, c))V'(r, w) + (f'(r, w)-£''(/, w))6*'(r. w)}d,?*(r, w) /or a/ww/ a// w e 5, and for
u^tgsgv.
101 FORMULA CONCERNING STOCHASTIC DIFFERENTIALS
€3
Proof. By the assumption we have (€*(». «>)-?«,
a))
,
= j^o '(r, w)rfrJV(<;, to)da+jj'bki(r, a>)dj3*(r, {o, o>)da + ^fl(r, o>)drjV(«f, )d/9(r, a>)J" V'(ff, w)d$'(o, w), from which follows (3.14) at once by virtue of Lemmas 2, 3 and 4. LEMMA 6. Z«f ?'(t, a>), i = l , 2, . . . , » , 6e determined as in Theorem 6. For the point-system: J: t=t»
. . .
we put S(J, a) = £ I f(f„ t u) -€■'(*».„ 0) | !$>(*„, «) -$>(*„.„ ») |. TAcw rftere extsfc M=M(e) independent of 4 for any e>0 such that (3.15)
Pr{u>eS„ S(J, a»)>Af}<£.
Proof. We may consider the case that
JJ]*f(r. »)<«P(«fa»)<*,
/> = «. >,
*=1, 2, . . . . M.
since, if our Lemma is established in this case, we can easily deduce our Lemma in the general case by the definition of stochastic integral. When there is no confusion, we omit the time parameter and the probability parameter
bkJdp.
Since S, (J, a;) s S I f'" a'rfr I! f" a'dd | * for almost all Mt(e) implies (3.16)
max j f a'ar ! f | a' | da
independent of d for any e<0 such
Pr{a>^2„ S,(J, a))>M}<e/4.
By the same way we may find M-.k(t) and Afj*(e) independent of J for any
101 K1Y0SI ITO
64
E < 0 such that Af>M,*(c) or M>Af,*(c) implies (3.17)
Pr{o>&2„ &*(J, co)>M)
or
Pr{wG.Q,, S*{J,
w)>M)
respectively, where S,*(J, a . ) = S ! f V &'<#*! if*
|t
! Jf|l-1
a'dal,
II Jt\L->
I
Put it
i J/11-1
i] J ' I I - I
i
it
!
[SM^'o)P(dw)=-z\
|A„| P(
*Sf
+s \
f*
Wy-drP(dw)
f'"
I B„ |'P(d
WY-drPido,)
**! f(6*') ! rfr/ > (da.)+J Q j' S (6;>)-d;P(dtf). Thus we may find MJW(E) independent of J for any e>0 such that implies Pr{a]&Q„ SM4,
M>Mn,i(t)
(o)>M)<:/4r":
Since S(4, to)£S,{4,
wJ + ^ S a U ,fl>)+ ^ S , * ( 4
a,),
we have (3.15) by putting Af=M(e)=M 1 (E)+£M.»(0 + S M , * ( e ) + £ M u , ; ( t ) . *
*
k.I
Proof of THEOREM 6. By Taylor expansion of f(i, x' probability parameter w being omitted)
x") we have (the
n(s, a))-i?(l,
=iny(**)(rr-C-1)+s/.(**)(f,'(C)-c'«r.i)) *-i
i-i
+ o £/.;(**) (ft'") - f (*"-,)) (*'('* ) -cJ'(*"-,))
+s»,7*(H'*)-c,'(/r.I))(f>«r)-ejc?.,))]. where *k=(t?_„ H O
,*"(C-,))-
101 FORMULA CONCERNING STOCHASTIC DIFFERENTIALS
Since fij(t,
x\
65
. . . . x") are continuous and V(t,
continuous in t for almost all a>eJ2j, 0™y A tends to 0 uniformly in m and k as w-»oo for almost all wEi2). ^"k
Therefore we have
(") (") - 0 (in probability on 2,)
by virtue of Lemma 6. By Lemma 5 the remainder equals the following expression : (3.18)
jy.(*)+/K*)«,'(r) + ^/o(*)&*'(r)6*y(T))dr+jV,(*)6/(r)^(r) + ijV,7(*)C(f'(r)-f'(-im(r)))a'(i-) + (f y (0-f'Um(r)))fl'(r)]rfr +-g-i/«(*)C(f'(r)-f(i»(r)))ft»>(r) + (f(r)-f>W 111 (r)))&*''(r):«W*(r).
where Xm(r) denotes the maximum t" which dose not exceed r and * denotes ( M r ) , f'(Xm(r)), . . . . f"Wm(r))). But f'(^ n (r), a))-*f'C> oj) uniformly in r for almost all wEfii as «-»oo. Therefore, by letting w-» oo in (3.18) we obtain *(*)-?(*) = £ ( / i ( r , « + / r ( r , f ) o ' ( r ) + J-/y(r, f)&*'(r)A^(r))rfr + £/.(r, { » / ( f ) * ( r ) , which proves our Theorem 5. REFERENCES
[1] K. Ito: On stochastic differential equations in a differentiable manifold, this Journal Vol. 1, 1950. [2] K. Ito: Stochastic differential equations, Memoris of the American Mathematical Society, 4, 1951. Mathematical Institute, A'agoya University
101 Journal of the Mathematical Society of Japan
Vol. 3, No. 1, May, 1951.
Multiple Wiener Integral Kiyosi ITO The notion of multiple Wiener integral was introduced first by N. Wiener 1 ' who termed it polynomial cliaos. Our definition in the present paper is obtained by a slight modification of Wiener's one, and seems to be more convenient in the point that our integrals of different degrees are orthogonal to each other while Wiener's polynomial chaos has not such a property. In § 1 we shall define a normal random measure as a generalization of a brownian motion process. In § 2 we shall define multiple Wiener integral and show its fundamental property. In § 3 we shall establish a close relation between our integrals and Hermite polynomials. By making use of this relation we shall give, in § 4, an orthogonal expansion of any /..-functional of the normal random measure, which proves to be coincident with the expansion given by S. Kakutani 0 for the purpose of the spectral resolution of the shift operator in the Z , over the brownian motion process. In § 5 we shall treat the case of a brownian motion process, and in this case we shall show that we can define the multiple Wiener integral by the iteration of stochastic integrals." § 1. Normal random measure A system of real random veriables £«(«), « € A at being a probability parameter, is called normal when the joint destiibution of £. ,...,£« ; «,,..., «„ e A, is always a multivariate Gaussian distribution (including degenerate cases) with the mean vector ((),•••, 0 ) . By making use of Kolmogoroff's theorem*' of introducing a probability distribution in R*, we can easily prove the following 1) N. Wiener: The homogeneous chaos, Amer. Joum. Math. Vol. tiV, No. 4, 1938. 2) S. Kaknlani: Determination of the spectrum of the flow of Brownian motion, Proa Nat. Acad. ScL, US.A. M (1950), 319-323. 3) K. It6: Stochastic integral, Proc Imp. Acad. Tokyo, Vol. XX, No. 8 1944. 4) A. Kolmogoroff: Grundbegriffe der Wahrscheinlichkeitsrechnung, Berlin, 1933. The consistency-condition is well satisfied by virtue of the property of multivariate Gaussian distribu tion.
101 158
K. Theorem 1 . 1
ITO
If vmf; a, ft € A, satisfies the following two conditions:
symmetric : vmft=vf, ;
(1.1)
positive-definite : 2 *< *j ^ «, ^ ° (for
an
3> « i . - " . " » « ^ and for any
complex numbers x„ *,,•••, *»), then there exists a normal random system f„ at A, which satisfies
0-2)
*>„=e(f.f,) = J ?.(to)S>(w)dio.
(1.3)
Definition. Let (7", B, m) be a measure space. We denote by B* the system {E;£(B, tn(£) < °o}. A normal system P(E, a>), E( B*, is called a normal random measure on (T, B, m), if <&(fi(E) p(E')) = m(EnE')
for any £, E'tB*.
(1.4)
Remark. Si nee we have tn(EnE')=m (£' C\E) and 2 *<*/« (isi n £^) = JIE«*«G(/)|* m{di) ^ 0 , C,(f) being the characteristic function of the set E„ we can see, by Theorem 1.1, the existence of a normal random measure on any measure space (T, B, m). The following theerem, which can be easily shown, justifies the name of normal random " measure." Theorem; 1. 2 Let ft(E) be a normal random measure on (T, B, tri). If £„£„■•• are disjoint, then /3(is,), /9{£,),-•• are independent. Furtlurmore if E=£1+Et+--(B*, then fi(E) = T, £(■£.) (*'« mean convergence). n
Remark. Since £(2s"i), fl(Et),---, are independent, then the mean convergence of 2/?(£"») implies the almost certain convergence by viitue of Levy's theorem." Hereafter we set the following restriction on the measure m. Continuity. For any E t B* and « > 0 there exists a decomposition of E: E=HL
Et
(1.5)
such that m(Et) < « , *=1, 2,-., n. 5)
P. L*vy: Thtorie de t'additiun des variariables altatoires, Paris, 1937.
(1.6)
101 Multiple Wiener integral
159
§ 2. Definition of multiple Wiener integral By Z s (7 ,p ) we denote the totality of square-summable complex-valued functions defined on the product measure space (7", B, m)p. An elementary function" f(ti,-",tp) ' S called special if f(t„---,tp) vanishes except for the case that tv-",tp are all different. We shall denote by Sp the totality of special elementary functions. Theorem 2. 1. Sp is a linear manifold dense in L*(TP). Proof. It suffices to show that the characteristic function c(tv---,tp) of any set E of the form : E=EixEtx-xEp
(E,(B*. *=1,2,-, p)
(2.1)
can be approximated (in the Z,-norm) by a special elementary function. For any c > 0 we can determine, by the continuity condition, a setsystem F={F1,---,Fn) ( B* which satisfies F. 1. Ft, F„---,Fn are disjoint,
F 2. *(/^ <«,««/(£)• <S*(2&))'-\ ( J ) - ^ = H , F. 3. each Et is expressible as the sum of a subsystem of F. Then c(tv---, 4>) is expressible in the form: ' ( < i . - . O = 2 \..-ip * , ( 0 - « , ( * )
(2-2)
where e, ...., = 0 or 1 and c((t) is the characteirstic function of Ft, i=l, 2 «. We devide 2 into two paits: 2 ' and 2 " : 2 ' corresponds to the indices {i„...,ip} which are all different, while 2 " corresponds to the others. We put
A'.
/,)=S' v V ' , W - s W -
<2-3)
Then f(Sp and
lk-/ll!=J"JI'C. =
^)-/(v.Ol s «(^)-*»(^)
H"t,....im{F,)...m{Ftp)
6) An elementary function of (/, ip) is denned as a linear combination of the characteristic functions of the sets of the form £tx...x£p, Ett B*, »'=1 2 «.
101 160
K.
ITO
^ ( £ ) «.( S ^ W ) ) ' - = ( | - ) « » ( S " O S ) ) ' - ' < «• Now we shall define the multiple wiener integral of ft D^T'), we denote by
/,(/) or J ... JA*.
O«#«.)-«#0j.)
Let / be a special elementary function. follows: /Ci
',)=«v~v = o
for
which
(/,,
•••,^
Then / can be expressible as € r
'«* -
x T,
P'
(2,4)
elsewhere,
where Tv Tv..., TK are disjoint and *n(Tt) < oo, »'=1,2
«, and «<„..< = 0 1
9
if any two of »„...,*„ are equal. We define / , ( / ) for such / by /,(/) = 2 V ' , W , ) - ^ ) . (2.5) Then we obtain
W+fc-)=«/,(/)+*/,(*)
(/■!)
/„(/)= W ) .
(/-2)
where /(/„...,/,)=—S/(<■«, mutations of (1,2
where ( / „ ( / ) ,
O . (*) = (*!.•••.*,.) running over all per-
/>) ( [ £ = 1-2...../>).
/ ^ ) ) B 8 ( / , ( / )
(/.£) =» j . . . f/(/.
Q #(/,
U F ) ) « j / „ ( / ) •£(*>«*» . and
/;)«!(*,)...«(«*;).
( / , ( / ) • /„(*)) = 0 , i f / * * .
(/.4)
101 Multiple IVicner integral
161
(7.1) is clear. In order to show (7.2) and (7.3) we may assume that f and g are expressible as follows: Ah
tp) =6',-fp
>,) = av...<„ . g(h for
(t,
tp) ( T(
x-xTip
and Ah
4.)=°. g(h
O = 0 elsewhere.
Then we have
/,(/)=
2
( 2
*,,....)
P(T{)...p(Ttr
= / ( / ) . (1^=1-2...../) which proves (7.2). (/",(/). ',(*)) = < 2
=7
S
( 2 «,..•*,>
KTt)...p(T,),
( E «i,.-i,)( 2 V - . ) « ( 7 ; ) . . . * ( 7 ; )
= ' / 2 (— 2 <*,....,¥— 2 V - i ) t»(,r<)...m(T< ) =L? j - J A'.
0-Ktx
tr) *(*,)...«(*„)
=L2 (7. i ) 7
)
O ' ) " - ( ' ) i"«»ns that (j)
= (_/„... ,/',) is a permutation of ( / ) = (r,,...,
ip).
101 162
K.
ITO
Thus (7.3) is proved. By the similar computations we can prove (7.4). By putting f=g in (7.3), we obtain
IIW) ll!=[/ 11/II1 ^ \l_ 11/ IIs.
(/-v)
the last inequality being obtained by virtue of Schwarz' inequality. Therefore 7P can be considered as a bounded linear operator from Sp into Ltiio), and so it can be extended to an operator from the closure of SP(=L'(T") by Theorem 2.1) into Z2(w) which satisfies also (7.1), (7.2), (7.3),(7.4) and (7.3'). For the later use we denote by L\ the totality of complex numbers and we define as h{c)=c. Thus (7.1), (7.2), (7.3), (7.4) and (7.3') are true f o r / , q=0,1,2 § 3. Relation between multiple Wiener integrals and Hermite polynomials, Theorem 3.1. Let y>i(t), ft(/),—, c tlic Hermite polynomial ofdegree p. Tlten we have
For the proof of this theorem we prepare the following Theorem 2.2. I, If {f) < L"(T), then \ - [\r(t„...,
tv)f(tk)
\m(dtk)Jm(a%)...m{dtk.1)m(dtk_,)...m(dtp)
Therefore IL
*",*/'('.-W^.-',) s J ffa
tr){tk)m{dtu)
101 Multiple
Wiener integral
163
is a sqiiare-summable function of tv---,tk.i,tktl,---,tv,
and it holds
lkx**ll^lll»IHIiH|.
(3-3)
<« III.
We have
/, + .(f*)=/„(«0 •',<*)-
t /n(f^)
(3-4)
Proof. (3.2) is clear by virtue of Schwarz' inequality and (3.3) is also true by the definition of the norm ||. || in 1^. F o r the proof of (3.4) we consider firstly the case when are special elementary functions. Then we may express
in the form fit,
tp)=a,r..tp
for (/,
=0
elsewhere,
$(t) = bt
for
=0
Q (Ttx
... x T{p,
tttT,
elsewhere,
where Tv T,,..., TK are disjoint and m(Tt) < oo, » = 1 , 2,..., ./V and = 0 if any two of «,...,«,, are equal. Put S=T1+... + T!r, ^4=max \at\, and Z?=max \6t\. Then m(S),
A,
a,....,
£
On account of the continuity-condition of m we may assume that m{T()
i = l, 2
N,
for any asigned e > 0, by subdividing each Tt, if necessary. B remain invariant by this subdivision. Now we define a special elementary function Xt by Z«('i
^.')=««,.-«/«.
>f
0i
and =0,
tp,t)(TtfX...xT
i ^ ix
ip.
if otherwise.
Then we have r„(9) •/,(«*)= 2 «,,..-•«, ^ ( 7 ; ) „ . / ? ( 7 ; )
s
^(T;)
S, A and
101 558 164
K.
=
2
ITO
att..4t,fi(T.)...fi{Ti)P(Tt)
=/„♦.(*) + ES-. 2
^1....itJ(Tii)...p{TttJm(Tit)fi(T.tJ...fi(Tip)
+ S - . S * I . % V(7; I )-I»(7; w )(j9(7i t )'-«(7; 1 ))^(71 W )...«7;) =/„♦, Or.) + S.i. 4 - (f x 0) + 2** l|/,*.(z.W,*.(p0)IF=l£ll*-«»-i»ll* = 2.1, 2
J,l....,MP,ti*(T,i)...m(T
£ p#Er-{Hm{Tt)y-"
tpjPB'-(Y1m(T<)y=tpAiBtm(Sy
£
l|tf*IP=* 2 «*,,....«, *\, (c = —\"
■ (Hm{Tt)y
m{T,)..MT
(* s -l) , *~" / , <&),
^ecyFB!m{S)". ft
Thus we obtain, as e
-0,
I,(
Let 0. By the above argument we have /,+.(?. J*.) = / , ( * . ) / . ( & ) - 2 4 - ( f . x ^ ) .
(3.5)
By making use of (3.2), (3.3) and (7.3') (§2) we obtain I I W * & ) - / , + i ( ^ ) l l i H | / , * i ( w k - ? 0 ) l l , ( l | . Hi being the Z,-norm)
^ II /,♦.(?A-«ft)|| ^ ^ 1 / + 1 l l f ^ . - ^ l
101 Multiple Wiener integral
165
«^i7+rufr||-ii^,-<»in-^i7Triiy.-y||.||t»ii. ll^(f.)-A(#.)-/,(rt-/,WII,^ll/,(^)/,(i»--i»)ll, +ll/»(*.-j»)/,(*)ll.
^ii/;(f.)ii-iiA(f».-^)ii+ii/,(^-f)ii-ii/.(i»)ii ^ ^i7iif.n-iii*--#ii+ ^ i Z i i ^ - f ii-iiifriil|/,-,(f. * ^ ) - / ^ ( f x ^ ^ y / ^ . x <*,,-? x<J)|| (*)
S
(i)
(*)
(*)
v
\p-i\\?»xn-yx\\ (»
(« («
<*>
Thus we see that (3.4) is true in the general case by letting « tend to oo in (3.6). Proof of Theorem 3.1. We make use of the mathematical induction with regard to / , + ... + / » . The theorem is trivially true in case A + - - + / » = 0 or 1. It suffices to show that (3.1) is also true for px-\ vpn =p + l under the assumption that (3.1) is valid for / i + . . . + / » = / — *> PW e may suppose that / , ^ 1 with no lo.;s of generality. If we put, in Theorem 3.2, ?(<
' p ) = f i ( A ) - f i ( ' p - i ) f . ( ' r . ) —?«(^,+P,-I)-" i
'
'
*
X9n(.tpt*..-*rn_l)-MfPl*--*nm-0
we obtain, by the assumption of induction
=\... f *e.
/,yw.) •.•«#(',)} p.«<#(o
101 166
K. ITO
•Jp.W-P(0+ (/.-i)
— //
.
in considering (?i(0---«».(0?i(4*i)»-fi(V'>l'*te,) jV(>,
i)M4)*W=
•.•*.&,♦•••■♦%-'>
I 0
(l^*^/,-l)
(k^p,)
(which follows from the oithonoimality of |y>,
»-kh)- ^ ( ^ ) - 8 M M T T ) (which is the recursion formula of Hermite polynomials). §4.
Orthogonal development of Z t -fnnctionaIs o f /? by multiple Wiener integrals.
A mapping fiom /?"* into the complex number space K is called B-measitrable if the inverse image of any Borel set in AT is a 2?-measurable set in RH\ which is a set belonging to the least complete additive class that contains all the Borel cylinder sets in RB*. A complex-valued random variable f(f«) is a 5-measurable function of /9 if it is expressible in the from : f(«) =f(K& <«)• E
(4.1)
101 Multiple
Wiener integral
167
Furthermore if
Hf|F = J|f(«)|V„
(4.2)
then we say that $(to) is an Zj-functional of p. Theorem 4.1 ( R . H. Cameron and W . T. Martin)"' Let {?>.(/)} be a complete orthonormal system. Tltcn any L,-functiona/ f (to) of p can be developed as follows :
e=s
s
2 «;;'.:::;; n n,;(-L\ *,(/)#
p *,♦—••*>■„-*> •,.•—••„
*
" v-i
»\v 2 J
•
/
Cameron and Martin has shown this theorem in the case when /? # is a normal random measure derived from a brownian motion process, but their proof is available for our general case. Theorem 4.2 Any Li-functional ( of (3 can be expressible in tlte form :
£=2/„(/,) = 2 /„(£).
(4.3)
where f is given by the (ollmving orthogonal development
/>('■
0='/"2
2
2
#".■£?.,(',)•••?., ( O
x ^ ( V ' . ) " f « I ( V ^ - * , « , ( V - .♦^♦0—?,.B('V1+.-+i.w). {^.} ««rf {<*,,'• ••-P"} ifo'w^ //rf J«w« <w //few appearing in Tluorcm 4 . 1 . Since /„(/,,) (or IP(fP))< p—0, 1,2 are orthogonal to each other, (4.3) may be considered as an orthogonal development, We shall give another method of defining the symmetric functions \S) which satisfy f = 2 4 ( - S p ) . P"t
/? & ) = ! ( ? . / „ & ) ) . *«Z»(r*). where L-XT") is the totality of symmetric functions in ZriT") forms a closed linear subspace of L*(TP). 8)
which
R. U. Cameron and W. T. Marlin: The ortlugonal development of non-linear func-
tionals in series of Fourier-Hermile functions,
101 K. Iro
168
Then Fp is a bounded linear functional on I}{Tr), Fp{alh+bgp) =aF,Cfh)
since
+^f(i-p)
|/;(^)l^jl|ieii-ii/,(^)il=iifii-n^il. By RIesz-Fischer's theorem in Hilbert space, we can find sp t such that
L'(Tr)
Fp(%p) = (7p. %,)■
By (4.3) we have Fp{hp) = - ! - ( / , ( / , ) . / „ ( £ ) ) = ( & £ ) • Thus we have
which proves
sp=fp.
From the above argument follows at once Theorem 4.3. f = E / , ( / F ) = S ^ ( f t ) implies
fp=£p.
§ 5. The case of • browniaa notion process. Let P{t), a
be a brownian motion process.
{}(E)^ct(t)Jp-(,), where cM(t) is the characteristic function of the set E and the integral is the so-called Wiener integral. Then P(E) is a normal random measure on T=(a,b), the measure m on T being the so-called Lebesgue measurd which clearly fulfills the continuity-condition. Let/(r, tp) « L'^r*). Then we can consider
/=J-J/(A
0<#C>) •••<#(',)•
Theorem 5.1. Tlu above multiple Wiener integral I is expressible in tin form of iterated stochastic intgredi* 9) loc cit. 2).
101 Multiple
Wietur
integral
169
Proof. I f / i s a special elementary function, this theorem is easily verified by the definitions. In the general case we can show it by approximating / with a special elementary function and making use of the properties of multiple Wiener integrals and stochastic integral. Any Wiener functional of the brownian motion process is an Z.jfunctional of the normal random measure derived from it, and vice versa. Therefore we see that Theorem 4.2 gives an orthogonal development of Wiener functionals. I express my hearty thanks to Mr. H. Anzai for his friendly aid and valuable suggestions. Mathematical Institute, Nagoya University.
101
THE BROWNIAN MOTION AND TENSOR FIELDS ON RIEMANNIAN MANIFOLD By KIYOSI ITO
1. Introduction The Brownian motion £(£) on an r-dimensional Biemannian manifold MT is defined as a diffusion process with the generator g = lg"VtV„
(l.i)
where Vf denotes co variant differentiation. The paths of the Brownian motion can be constructed by means of the stochastic differential equation [1,2,3]. We shall denote with Pa the probability law of the Brownian motion starting at a point aGM' and the corresponding expectation with Ea. Let / be a scalar field on MT. It is clear by the definition that «(*, a)-*.[/(«*))]
(1.2)
-u = lg"vtv,u
(1.3a)
satisfies a heat equation.
with the initial condition «(0+ ,«*)-/(«*).
(1.3)
Our problem is to establish a similar fact in case / is a vector field fk or more generally a tensor field /*,*,...k,- We cannot replace / in (1.2) with /*,*!-■■*,> because /*,*,...*,(£(*)) i s a tensor attached to the point f(<) which varies with t, while u{t,a) should be attached to a = f(0). Therefore we shall shift /*,...*^(£(0) back to a=£(0) along the path f by parallel displacement. Denoting with T(,t the parallel displacement along f from a=£(0) to £(<). we can prove that «*....*,(*,«) =
tf«[Z7.i/*,...*,(«<))]
(I-*)
satisfies a differential equation of the same form as (1.3): p
7-(Mfc1...t,= i?'yV
(1-5)
In order to define the parallel displacement T{.< used above, we cannot use Levi-Civita's definition in its usual form because of the non-differentia bility of the Brownian paths. We shall define TiA as follows. Let A:0=to
..<<„ = <
Reprinted from Proc. Int. Congr. Mathematicians, pp. 536-539 (1962).
(1.6)
101 BROWNIAN MOTION ON RIEMANNIAN MANIFOLD
537
be a division of the time interval [0,t], make a polygonal curve fA(t) which consists of the geodesic curves connecting £(t(_() ^ith £(*,), t = l,2,...,n, and denote with Tf,< the Levi-Civita parallel displacement along £A- Then we can prove that Tt&,t tends to a limit in probability as | A | =max<(t,-t,_ 1 ) tends to 0. This limit is defined to be T(it. Noticing that the operator A =dd + dd introduced in the Hodge theory of harmonic tensor fields by Kodaira and also by Bidal and de Bham is expressed in the form [5] A = — g" Vt Vy+li n e a r transformation
(1.7)
and modifying the transformation Tiit slightly in the above discussion, we can also get a solution of ^...n^-iAtt*,..,*,
(1.8a)
with the initial condition **,...*»(0+,a)-/* 1 ...*,(a)
(1.8 b)
As was proved by Milgram and Bosenbloom [4], ukl ...*,(+ °°, a) is the har monic tensor field with the same periods as /*,... *,(a) in case Mr is compact. We shall discuss this in a separate paper.
2. The paths of the Brownian motion on a Riemannian manifold The Brownian motion on a Riemannian manifold M' is a diffusion (o strict Markov process with continuous paths) with the generator
-^ro-i^rjjA.
(2.i)
Introducing a{ and m" by 2 t f U = g",
(2.2 a)
m*--JjrlT5
(2.2 b)
k
and solving a stochactic differential equation d?{t) =
(2-3 a)
f'(0)=a'
(2.3 b)
(/3 is the re-dimensional Wiener process), we can construct the paths of the Brownian notion starting at a 6 MT. See [1, 2 and 3] for the details.
101 538
K.ITO
3. The parallel displacement along the Brownian paths Since almost all paths are non-differentiable, we shall define the parallel displacement along the Brownian paths as follows. Let (£k(t)> i = l,2 r) be the Brownian notion on Mr starting at a = (ofc) and a*,»,...*, be a tensor attached to a. Let A:0 = t0
..<«„ = *
(3.1)
be a division of the time interval [0,t], make a polygonal curve£A(«), 0 < s
dock,...k,(t)
=2rk,(iw)«*,...*,->**,+....*,(0<*i'm
+ i2»"'(f(0)[§r(««)+r{*F«(0)ri,(f(0)] K « l , . . . t , - . * t , 4 1 . ..*,(£(<))<&
x a*,... k^kkr+t...
k,_i /*, +1 ... kr(£(t))dt,
(3.2 a)
with the initial condition a*,... *,(0) -a*,...*,.
(3.2 b)
See [1,2] for the meaning of the this equation. Definition, a*, ..*,(<) is called the parallel displacement of xk, • ••*, along | . We shall sketch the proof of this theorem. Noticing the symbolic estimation Af'(t)Af'(<)~<7(y(£(0)Af
(3.3)
(see [2] for the exact meaning), we can ignore o((Af'(J))2) as well as o(At). Therefore the geodesic curve C connecting a=£(t) with £>=£(< +At) is approximately x'{t)^ai+(b,-a')t + t^Y^r,lk(a)(b>-a')(bk-ak).
(3.4)
Therefore the tensor $*,...*„ at b obtained from ockl...*, at a by the LeviCivita parallel displacement along C is approximately given by
101 BR0WNIAN MOTION ON RIEMANNIAN MANIFOLD &K.■ ■ *, ~ a*,...*„ + lXikr(a)a^
539
• • • *»-i**»+i• • • *,(*>' - a')
x a*,...*,_,**,+,... f c ,(a)(6 m -a m ) (6*-a') + i 7.
Vik,(a)r'mku(a)xt,...tIJ.1kill+l...tr_1li,+i...ip(a)
x(6m-am)(6'-a').
(3.5)
using (3.3) we shall get t h e stochastic differential equation (3.2 a) for ai,...i,W-
4. H e a t e q u a t i o n Using the notations as in section 3, consider the mapping 2Y« :«*,...»,-*■«*,...*,(«)
(4-1)
and the tensor «*,... *,(t,a)-Ea(Ti\
/*,... *,({(«)))
(4.2)
Then we have THEOREM 2. «*,...*,(<,a) satisfies the heat equation ^ «*,... k, = i ?" Vi V>t**, ...*,-
(4.3)
The Markov property of t h e Brownian motion implies t h a t ^ »*,...*, = - 4 M * , . . . it,, ,
At
V
/*!...*»('> ° ) ~ / * | . . . * p ( a )
(4.4)
( i
, ,
where
.4/*, . . . * , = lim — —^ '-—. (4.5) t-o t To identify A with ^ " v t V » i t is enough to compute JE(JT{,} /i, •-•<,(£(<)) neglecting o((e£f')2) as well as o(eft). Though the computation is com plicated, the technique is essentially the same as in [1]. REFERENCES [1]. I T 6 , K., Stochastic differential equations in a differentiable manifold. Nagoya Math. J., 1 (1950), 35-47. [2]. On a formula concerning stochastic differentials. Nagoya Math. J., 3 (1951), 55-65. [3]. Stochastic differential equations in a differentiable manifold. Mem. Coll. Sci. Univ. Kyoto, Ser. A. Math., 28, (1953), 81-85. [4], MILQRAM, A. N. & ROSENBLOOM, P. C , Harmonic forms and heat conduc tion. I . Closed Riemannian manifolds. Proc. Nat. Acad. Sci. U.S.A., 37 (1951), 180-184. [5]. D E R H A M , G.,Varietes differentiates. Actualitis Sci. Ind., 1222 (1955), Paris.
101
Stochastic Differentials K. IT6* Department of Mathematics Cornell University Ithaca, New York 14850 Communicated by A. V. Balakrishnan
By a stochastic differential we understand a random interval function induced by a continuous local quasi-martingale [11]. Hence the stochastic integral in the usual sense, the stochastic integral in the Stratonovich sense and the quadratic variation in the Kunita-Watanabe sense are interpreted as operations in the space of stochastic differentials. In this note we will present a simple relation among these operations and its application. /. The Space of Stochastic Differentials. Let {.FJ^O.M) be an increasing family of o-algebras of measurable events and 98 denote the measurable processes adapted to {&,} and having locally bounded sample functions. Among the sub-classes of 98 the following classes are important for our purpose. # = {X e9S: the sample function of X is continuous} J( = {X etg; A' is a local martingale relative to {^\}} s/ = {X e c€: the sample function of X is locally bounded variation and X(0) = 0} 2. = {X = M+A: MeJ(zxi&Aesf} = {Xetf: A'is a local quasi-martingale relative to {&,}}. Every XeJil is expressed uniquely as X = Mx + Ax, MxtJ( and Axes/. Mx and Ax are called the martingale part and the bounded variation part of X respectively. With each Xe £t we associate a random interval function dX(I) = X(t)-X(s), /==(j.t], which is continuous in the sense that dX(I) -* 0 as 4 / for every /. * Supported by NSF GP-33136X, Cornell University. 374 APPLIED MATHEMATICS & OPTIMIZATION, Vol.
© 1974 by Springer-Verlag, New York Inc.
1, No.
4
101 Stochastic Differentials
375
Let d2, dJ( and ds/ denote the classes {dX:Xe2},
{dM:M eJ() and {dA:A es/}
respectively. Now we introduce two operations in d2. A. Addition: dX+dY = d(X + Y) M. US-Multiplication: 4>dX(I) = \, M V i )
(1.1)
|A|-0 i=l
where A = {/, = (ti-iJi]}".
t
is a subdivision of / and |A| = max,(f, —/;_i).
P. Product: (dXdY)(I) = d[Mx,Myl
X,Ye2
where [MX,MY] is the quadratic variation of the pair (Mx,Mr). For each / we have (dXdYXD = l.i.p- t |A|—0
dX(WY<,h).
i-1
where A and |A| are the same as above. Observing dXU,)-dY(Id =
Yfr-tfXdd-Xlh-JdYdd,
we can show that dX-dY = d(X- Y)- YdX- XdY.
(1.2)
Hence d(XY) = YdX+XdY+dXdY,
i.e.
XYel.
Therefore 2 is a commutative ring. It is easy to prove the following: Theorem 1. The space d2 with the operations A, M and P is a commutative 38-ring. ds/ is a subring of d2, and dJ( is a submodule of the 3S-module d2 with A and M. Also we have d2-d2 <= ds/, ds/d2
= 0 and d2.d2.d2. = 0.
Let us consider a third operation: SM. Symmetric 2-multiplication. Y°dX =
YdX+{dXdY
101 376
K. IT6
For each / we have Y°dX(I)
" Y(t A+ vY(t) = l.i.p. £ l ' " ' ; - dX(I(),
Ye£,dXed£
(1.3)
where A and |A| are the same as above. This is obvious by Y(t,. ,)+¥(!,)
dX{J)
=
Y^^.dX^+idYUii-dXil,)
and the formula (1.1). Y° dX(I) coincides with the symmetric stochastic integral of Stratonovich: (s) \, Y-SX in the special case discussed by him [9]. The stochastic integral of this type was also discussed by Wong and Zakai [4] and most extensively by McShane [5]. It is trivial that Y°dX=
YdX for Y e .K/ or dX e d.s/
We can easily prove the following: Theorem 2. The space d2, with operations A, SM and P is a 2.-ring. Since the product dXdY is expressed by (2) in terms of ^-multiplication, the symmetric ^-multiplication can be expressed in terms of ^-multiplication as follows: YodX= YdX+i(d(XY)-XdY-YdX). However, there is no way of expressing ^-multiplication in terms of the symmetric ^-multiplication even in case Y e £>. The only conceivable way is Y- dX =
PiJl{
Y°dX)+
Y- {dX-piMdX),
where piM is the projection from d2. to dM, i.e. but this needs an extra operation piM. In the stochastic calculus the following transformation formula plays an important role. Let/:R"-*R be of class C1. If XUX2,..., Xn e J , then f(X) = f(XuX2
JT.) e J and dJiXWj/W
eV
and
(r) djxx)= tw)-dXi+i i~ I
t sfijfixydx.dXj. i.J= 1
For the index i' with X, e A, we need only assume 3,/e C1 by removing the terms involving all such indexes from the second summation. If/is of class C3, then dJ(X) e 1 and d(stf{X)) = £ V i / W ' < « 0 + ± £ j
dkdjd.j{X)dXjdxk.
j.k
Since dXk-dXj-dX, = 0 by Theorem 1, the formula (T) implies that
t 8J(X)odXi = £ Bif(X)-dXi+i £ d{dif(X))dXi
101 377
Stochastic Differentials = I 8if(X)dXi+\
£
1-1
dfijfiXydXjdXt,
i"= 1
= df{X), i.e. (T,) df(X) = £
dif(X)odXi.
i= 1
This is the Stratonovich transformation formula [9]. This formula can be proved f o r / e C2 if we extend the definition of the symmetric multiplication but we will not get into it, because in practical application the function / can be assumed to be continuously differentiable as many times as we need. Because of simplicity of the formula (T,), the symmetric multiplication is very convenient for some purposes, as will be illustrated in Section 3. 2. Stochastic Differential Equations. Let B(t) = (Bl(t),B2(t),...,Bn(t)), re [0,1), be an ^-dimensional Brownian motion and let {&,} be an increasing family of o-algebras of measurable events. We assume that (1) (fi(f)) is adapted to {&,} and (2) for every / (B(s+t)-B(t))MOya:>) and &', are independent; for example, the o-algebras &, = o[A>
[O.oo)
have these properties. Let us consider the space dQ of stochastic differentials relative to this increasing family {&,} and its subspaces dJ( and dst'. Then dBt e dJl, dt e ds/
(2.1)
dB,dBj = Sudt, dB;dt = 0 and dtdt = 0.
(2.2)
Now we consider two stochastic differential equations: (E)
dXa = a.(t,X)dt+ £ cai(t,X)dBit a = 1,2,.. .,m, i-
I
(£,) d Y. = aa(t, Y)odt+ £ oai(t, Y) o dB„ « = 1,2,... ,m. i= i
where a,(t,£) and oai(/,f) are smooth. From now on we often omit the summation sign £ on the indexes appearing twice as in differential geometry. It is known that (£) determines a continuous Markov process (i.e. a diffusion) with generator at /:
101 378
K. ITO
We can derive this by using the transformation formula (T) and (2) as follows. df(X) =
dJdX+id,dtfdXJX,
= dJ{ajlt+*.jIBd + IWW = iPJa. + ia.fivd.Sffflt
+ '.flB^a^t + ofidBt)
+ BJa.tdB,,
so 9J{X(t))) = Vim-E(df(*)(t,t + <W,)
=
(a.BJ+ic.fl,JXX(t)).
The equation (£,) is the symmetric stochastic differential equation due to Stratonovich [4]. By the definition (£,) is written as dYa = aJt + a^dBi + ^da^Bi = aJt+o^dBi + i[eeaaidYfdBi (note dld^dl
= 0)
= (acl + i(8fa,i)c,fi)dt + cr.ldBl by (2.2) Therefore (£,) determines a Markov process Y different from the process X determined by (£). The generator of Y is given by
We can derive this more directly from (£J by using the Stratonovich trans formation formula (T,) as follows: df(Y) =
daf°dY
= dJofaodt = a.ejdt + = (a.d.f+
+ o^odBi) *mfJdBt+idt<,nldJ)dY0dBl id^o.ld.f}a,ddt+cmtdmfdBh
so 9JlY(t)) = <.a.dJ+i*ttdl(*.lejWY0)). Consider the ordinary differential equation (C) -^ = <*.(',*) +».iC*)«i(0. ■ = 1.2,. •.,»!, where « = («,(/),M2(r),...,«,(/)) is a square integrable vector function. We can regard (C) as a control equation of the equation —£ = fl.(/,x), a = 1,2,.. .,m, under the control u. The Stroock-Varadhan support theorem [6] claims that the solutions of (C), with initial vector X(0) = (X(0),.. -,X„(0)) given, is dense in the topological support of the probability law of the sample function of the
101 Stochastic Differentials
379
solution of the Stratonovich symmetric stochastic differential equation (£,) with the same initial vector. In this sense (£,) is more closely connected to (C) than (£). 3. Examples of Stochastic Calculus. Example 1. The ordinary differential equation dy — ydx has a unique solution y = y(0)ex. We have two stochastic versions of this equation: (£,) (£)
dY= dY=
YodX, YdX.
Using the transformation formula (Ts) we can prove that (£,) has unique solution: Y(t) = 7(0) exp (X(t) - X(0)) (= Y(0) exp (dX(0,t)) = y(0) exp j ' o dX).
(1)
The equation (£) can be written as dY'= Y°dX-$dY-dX = YodX-lY (dX)2 = Y°(dX-l(.dX)2) (Note: Y(dX)2 = = YodZ,Z(t) =
Yo(dX)2)
j'o(dX-XdX)2).
Hence we have Y = Y(0)ez" = 7(0) exp (|'o (dX- WXy2]
(2)
by (1). As a special case: dX = dB (B: Brownian motion), we obtain the following results:
dY = yo (d>-rffl) => y ( o = y(0) exp (j"'o 7(0 = y(0) exp (J"'o <M5- *
(I') (2')
Example 2. Consider the Stroock equation [10] determining the spherical Brownian motion: dX = a(X) o dB, a(x) = I-X-±,
(3)
a, i = 1,2,. . . ,fl,
where B= (BltB2,.. .,Bn) is an n-dimensional Brownian motion, all n-vectors in (1) are column vectors and x' denotes the transpose of the vector x (regarded as an n x 1 matrix). The matrix a(x) gives the projection to the hyperplane normal to the direction x; in fact, x'a(x) = 0.
101 380
K. IT6
By applying the formula (7"J component-wise and using Theorem 2, we have d\X\2 = 2X' o dX(= 2 Y*X* « dXJ = 2X'a(X)°dB = 0. Hence the solution of (3) lies on a sphere with center 0. This fact is also regarded as an example of the Stroock-Varadhan support theorem. Thus the solution X of (3) is a diffusion process on a sphere with centre 0. Since dB is rotation invariant, and since a(Qx) = 0a(jt)0'
(0 = an orthogonal matrix),
we have d(0X) = 0dX = 0a(X)-dB = 0aiX)0'0dB = a(0X)OB, showing that X is a rotation invariant diffusion on a sphere with centre 0, i.e. a Brownian motion on the sphere. Writing (3) (dimension n = 3) in polar coordinates we have /sin 0 cos
R cos 0 cos 0 R cos 0 sin $ -Rsin 0
1 -sin 2 0 cos2 0 — sin2 0 cos
-.Rsin© sin<1>\ /dR\ Rsin0 cos
0
/
W
— sin2 0 cos sin* — cos 0 sin 0 cos \A»i' — cos 0 sin 0 sin | °[dB2 1-sin 2 0 s i n 2 * sin2 0 / Ws, — cos 0 sin 0 sinO
By Theorem 2 in Section 1 we can use the Cramer formula to solve this for dR, d@ and »dB2- — sin 0 ° dB3, R R R 1 sin*
,„
1 cos
,„
d =
r—- odB,+ — ^—- o dB2. 1 RsmQ R sm 0 Thus the generator of the diffusion X in polar coordinates is r i[-La 8 (sin^ e ) + -^a
2
];
note that the expression in the square bracket equals the spherical Laplacian on the unit sphere. References [1] D. L. FISK, Quasi-martingales, Trans. Amer. Math. Soc., 120 (1965), 369-389. [2] P. COURREGE, Integrals stochastiques et martingales de carrt integrable, Sent. Th. Potent. 7. Inst. Henri Poincarf, Paris, 1963.
101 Stochastic DifTerentials
381
[3] H. KUNITA and S. WATANABE, On square integrable martingales, Nagoya Math. J. 30 (1967), 209-245. [4] E. WONG and M. ZAKAI, On the relation between ordinary and stochastic differential equations, Internal. J. Engrg. Sci. 3 (1965), 213-229. [5] E. J. MCSHANE, Stochastic differential equations and models of random processes, Pre. 6th Berkeley Symp. on Math. Slat, and probability 3 (1970), 263-294. [6] D. W. STROOCK and S. R. S. VARADHAN, On the support of diffusion processes with applications to strong maximum principle, Proc. 6th Berkeley Symp. on Math. Slat, and probability 3 (1970), 333-360. [7] P. A. MEYER, Integrals stochastiques I-IV. Lecture Notes in Math. (Springer) 39 Semi. Prob. (1967), 72-162. [8] P. W. MILLAR, Martingale integrals. Trans. Amer. Math. Soc. 133 (1968), 145-168. [9] R. L. STRATONOVICH, Conditioned Markov processes and their application to optimal control, R. Elsevier, New York (1968). [10] D. W. STROOCK, On the growth of stochastic integrals, Z. Wakr. and Vew. Geb. 18 (1971). 340-344. [11] K. ITO, Stochastic difTerentials of continuous local quasi-martingales, Stability of stochastic dynamical systems. Lecture Notes in Math. (Springer), 294 (1972), 1-7.
101 576 Curriculum Vitae of Joseph B. Keller Position, Address, Personal Data Professor of Mathematics and Mechanical Engineering, Emeritus Stanford University, Department of Mathematics, Stanford, CA 94305-2125 Date of Birth: July 31, 1923
Birthplace: Paterson, NJ
Education Ph.D., 1948, New York University, New York, NY M.S., 1946, New York University, New York, NY B.A., 1943, New York University, New York, NY Positions Stanford University Visiting Professor of Mathematics, 1969-1970, 1976-1978 Professor of Mathematics and Mechanical Engineering, 1978-Present Courant Institute of Mathematical Sciences, New York University Assistant, Associate, and Full Professor of Mathematics 1948-1979 Chairman, Department of Mathematics, University College, School of Engineering and Science, and Graduate School of Engineering and Science, New York University, 1967-1973 Director, Division of Wave Propagation and Applied Mathematics, 1967-1979 Office of Naval Research, Washington DC Head, Mathematics Branch, September 1953-September 1954 Columbia University Research Assistant, March 1944-October 1945 Princeton University Instructor in Physics, July 1943-February 1944 Selected Honors 1997 Wolf Prize, Wolf Foundation, Jerusalem, Israel 1996 Frederic Esser Nemmers Prize in Mathematics, Northwestern University, Evans ton, IL 1995 Honorary Doctor of Science, New Jersey Institute of Technology, Newark, NJ 1995 Boeing Chair, Applied Mathematics Department, University of Washington 1995 National Academy of Sciences Award in Applied Mathematics and Numerical Analysis 1993-1994 Professorship Carlos III, Universidad Carlos III de Madrid 1993 Honorary Doctor of Philosophy, University of Crete 1993 Rouse Ball Lecturer, University of Cambridge 1990 Lewis M. Terman Professor and Scholar, Stanford University
101 1989-1993 Honorary Professor of Mathematical Sciences, University of Cambridge 1988 National Medal of Science 1988 Doctor of Science, Northwestern University 1984 Timoshenko Medal, American Society of Mechanical Engineers 1983 von Neumann Lecturer, Society of Industrial and Applied Mechanics 1981 Eringen Medal, Society of Engineering Sciences 1979 von Karman Prize, Society of Industrial and Applied Mathematics 1979 Doctor Technices Honoris Causa, Technical University of Denmark 1977 Gibbs Lecturer, American Mathematical Society 1977 Hedrick Lecturer of Mathematical Association of America 1977 Lester R. Ford Award of the Mathematical Association of America for outstanding expository writing, "The Feynman Integral" 1976 Lester R. Ford Award of the Mathematical Association of America for outstanding writing, "Inverse Problems"
101 578 Biographical Sketch of Joseph B. Keller Joseph B. Keller was born in Paterson, New Jersey in 1923 and educated at New York University (Ph. D. 1948). He remained there as a Professor of Mathematics in the Courant Institute of Mathematical Sciences until 1979. Then he moved to Stanford University where he was Professor of Mathematics and Mechanical Engineering until 1993, when he became Professor Emeritus. His research concerns the use of mathematics to solve problems of science and engineering. For example, he developed the Geometrical Theory of Diffraction to describe the propagation of waves. It is widely used to analyze radar reflection from objects, to calculate elastic wave scattering from flaws in solids, to study acoustic wave propagation in the ocean, etc. Another example is his formulation of the EBK method of quantization to determine energy levels of atoms and molecules in quantum mechanics and to solve characteristic value problems in other fields. These two examples are described in the papers reproduced here. Other problems he has worked on are described in his list of publications.
101 579 Publication List of Joseph B. Keller Diffraction of Sound Around a Circular Disk, (with H. Primakoff, M.J. Klein and E. Carstensen) J.A.S.A., 19, 132-142, Jan. 1947; Math. Revs. 8, 545, 1947. Reflection and Transmission of Sound by Thin Curved Shells, (with H. Primakoff), J.A.S.A., 19, 820-831, Sept. 1947; Math. Revs., 9, 315, 1948. Reflection and Transmission of Sound by a Spherical Shell, (with H.B. Keller), J.A.S.A., 20, 310-313, May 1948; Math. Revs., 9, 635, 1948. On the Solution of the Boltzmann Equation for Rarefied Gases, Comm. Pure Appl. Math., 1, 275-285, Sept. 1948; Math. Revs. 10, 639, 1949. The Solitary Wave and Periodic Waves in Shallow Water, Comm. Pure Appl. Math., 1, 323-340, Dec. 1948; Math. Revs. 11, 227, 1950. Also in Ocean Surface Waves, Annals of the N.Y. Acad. of Sci., 51, 345-350, May 1949. Reflection and Transmission of Electromagnetic Waves by a Spherical Shell, (with H.B. Keller), J.Appl. Phys., 20, 393-396, April 1949; Math. Revs., 10, 659, 1949. Determination of Reflected and Transmitted Fields by Geometrical Optics, (with H.B. Keller), J. Opt. Soc. Am., 40, 48-52, Jan. 1950; Math. Revs., 11, 561, 1950. Reflection and Transmission of Electromagnetic Waves by Thin Curved Shells, J. Appl Phys., 21, 896-901, Sept. 1950; Math. Revs., 12, 305, 1951. Reflection of Waves from Floating Ice in Water of Finite Depth, (with M.L. Weitz), Comm. Pure Appl. Math., 3, 305-318, Sept. 1950; Math. Revs., 12, 762, 1951. Diffraction and Reflection of Pulses by Wedges and Corners, (with A. Blank), Comm. Pure Appl. Math., 4, 75-94, June 1951; Math. Revs., 12, 564, 1951; 13, 304, 1952. Bowing of Violin Strings, Proc. of the Eighth Internat 1 Cong, on Theor. and Appl. Mech., Istanbul, Turkey, Sept. 1951. Comments on Channels of Communication in Small Groups, Am. Soc. Rev., 16, 842-843, Dec. 1951. Diffraction of a Shock or an Electromagnetic Pulse by a Right-Angled Wedge, J. Appl. Phys., 23, 1267-1268, Nov. 1952. Scattering of Water Waves Treated by the Variational Method, (abstract), Gravity Waves, Proc. NBS Sesquicentennial Symp. on Gravity Waves, NBS Circular 521, Nov. 28, 1952, p. 127. Water Wave Reflection Due to Surface Tension and Floating Ice, (with E. Goldstein), Trans. Am. Geophys. Union, 34, 43-48, Feb 1953; Math. Revs., 14, 810, 1953. Finite Amplitude Sound Waves, J.A.S.A., 25, 212-216, March 1953; Math. Revs., 14, 923, 1953. The Geometrical Theory of Diffraction, Proc. of the Symp. on Microwave Optics, Eaton Electronics Laboratory, McGill University, Montreal, Canada, June 1953, Vol. 1 (4 pages); Reprinted as, The Geometric Optics Theory of Diffraction, The McGill Symp. on Microwave Optics, B.S. Karasik and F.J. Zucker, eds., AFCRC, Bedford, MA, 1959, Vol. 2, 207-210. Asymptotic Evaluation of the Field at a Caustic, (with I. Kay), J. Appl. Phys., 25, 876-883, 1954.
101 580 Bohm's Interpretation of the Quantum Theory in Terms of Hidden Variables, Phya. Rev., 89, 1040-1041, 1953; Math. Revs., 16, 984, 1954. Reflection and Transmission Coefficients for Water Waves Entering or Leaving an Icefield, (with M.L. Weitz), Comm. Pure Appl. Math., 6, 415-417, July 1953; Math. Revs., 17, 571, 1954. Parallel Reflection of Light by Plane Mirrors, Quart. Appl. Math., 11, 216-219, July 1953; Math. Revs., 14, 1042, 1953. Bowing of Violin Strings, Comm. Pure Appl. Math., 6, 483^495, Nov. 1953; Math. Revs., 15, 707, 1954. The Scope of the Image Method, Comm. Pure Appl. Math., 6, 505-512, Nov. 1953; Math. Revs., 14, 877, 1953. Decay of Spherical Sound Pulses due to Viscosity and Heat Conduction, J.A.S.A., 26, 58, Jan. 1954; Math. Revs., 15, 757, 1954. Finite Amplitude Sound Produced by a Piston in a Closed Tube, J.A.S.A., 26, 253-254, 1954. Multiple Shock Reflection in Corners, J. Appl. Phys., 25, 588-590, May 1954; Math. Revs., 16, 85, 1955. Asymptotic Evaluation of the Field at a Caustic, (with I. Kay), J. Appl. Phys., 25, 876-883, July 1954; Math. Revs., 16, 199, 1955. Instability of Liquid Surfaces and the Formation of Drops, (with I.I. Kolodner), J. Appl. Phys., 25, 918-921, July 1954; Math. Revs., 16, 638, 1955. Lowest Eigenvalues of Nearly Circular Regions, (with H.B. Keller), Quart. Appl. Math., 12, 141-150, July 1954; Math. Revs., 15, 959, 1954. Geometrical Acoustics I. The Theory of Weak Shock Waves, J. Appl. Phys., 25, 938-947, Aug. 1954; Math. Revs., 16, 761, 1955. Asymptotic Expansion of Solutions of (\j3 + k?)u = 0, (with F.G. Friedlander), Comm. Pure Appl. Math., 8, 387-394, Aug. 1955; Math. Revs., 16, 482, 1955; 17, 41, 1956. Geometrical Acoustics II. Diffraction, Reflection and Refraction of a Weak Spherical or Cylindrical Shock at a Plane Interface, (with K.O. Friedrichs), J. Appl. Phys., 26, 961966, Aug. 1955; Math. Revs., 17, 553, 1956. Reflection and Transmission of Sound by a Moving Medium,, J.A.S.A., 27, 1044-1047, Nov. 1955; Math. Revs., 17, 553, 1956. Determination of the Potential from Scattering Data, (with I. Kay and J. Shmoys), Phys. Rev., 102, 557-559, April 1956; Math. Revs., 18, 204, 1957. Asymptotic Solution of Some Diffraction Problems, (with R.M. Lewis and B.D. Seckler), Comm. Pure Appl. Math., 9, 207-265, June 1956; Math. Revs., 17, 41, 1956; 18, 43, 1957. Spherical, Cylindrical and One-Dimensional Gas Flows, Quart. Appl. Math., 14, 171-184, July 1956; Math. Revs., 18, 253, 1957. Electrohydrodynamics I. The Equilibrium of a Charged Gas in a Container, J. Rat. Mech. Anal., 5, 715-724, July 1956; Math. Revs., 18, 442, 1957. Diffraction by a Convex Cylinder, IRE Trans, on Antennas and Prop., Symp. on Electro magnetic Wave Theory, AP-4, 312-321, July 1956; Math. Revs., 19, 103, 1959.
101 581 Damping of Underwater Explosion Bubble Oscillations, (with I.I. Kolodner), J. Appl. Phys., 27, 1152-1161, Oct. 1956. Upward Falling Jets and Surface Tension, (with M.L. Weitz), J. Fluid Mech., 2, 201-203, March 1957. Diffraction by an Aperture, J. Appl. Phys., 28, 426- 444, April 1957; Math. Revs., 20, 835, 1959; 21, 105, 1960. A Theory of Thin Jets, (with M.L. Weitz), Proc. Ninth Internt'l Cong. Appl. Mech., 1, 316-323, Brussels, Belgium, 1957. Diffraction by an Aperture II, (with R.M. Lewis and B.D. Seckler), J. Appl. Phys., 28, 570-579, May 1957; Math. Revs. 20, 835, 1959; 21, 105, 1960. Bounds on Phase Shifts, II Nuovo Cimento, Series X, 5, 1122- 1127, May 1957. Teapot Effect, J. Appl. Phys., 28, 859-864, Aug. 1957; Math. Revs. 19, 348, 1958. Acoustic Torques and Forces on Disks, J.A.S.A., 29, 1085-1090, Oct. 1957; Math. Revs. 19, 707, 1958; 20, 248, 1959. On Solutions of Au = f{u), Comm. Pure Appl. Math., 10, 503-510, Nov. 1957; Math. Revs. 19, 964, 1958. On Solutions of Nonlinear Wave Equations, Comm. Pure Appl. Math., 10, 523-530, Nov. 1957; Math. Revs. 20, 558, 1959. Propagation of Electromagnetic Pulses Around the Earth, (with B.R. Levy), IRE Trans, on Antennas and Prop., AP-6, 56-61, Jan. 1958; Math. Revs. 19, 1011, 1958. Errata: Diffraction by an Aperture, J. Appl. Phys., 29, 744, April 1958. A Geometrical Theory of Diffraction, Calculus of Variations and Its Applications, Proceed ings of Symposia in Applied Mathematics, 8, 27- -52, McGraw-Hill, New York, 1958; Math. Revs. 20, 103, 1959. Corrected Bohr-Sommerfeld Quantum Conditions for Nonseparable Systems, Annals of Phys., 4, 180-188, June 1958; Math. Revs. 20, 934, 1959. Propagation of a Magnetic Field into a Superconductor, Phys. Rev., I l l , 1497-1499, Sept. 1958; Math. Revs. 20, 730, 1959. Surface Waves on Water of Nonuniform Depth, J. Fluid Mech., 4, 607-614, Nov. 1958; Math. Revs., 21, 201, 1960. The Geometrical Theory of Diffraction in Inhomogeneous Media, (with B.D. Seckler), J.A.S.A., 31, 192-205, Feb. 1959; Math. Revs. 20, 836 and 1132, 1959. Asymptotic Theory of Diffraction in Inhomogeneous Media, (with B.D. Seckler), J.A.S.A., 31, 206-216, Feb. 1959; Math. Revs. 20, 836 and 1132, 1959. Diffraction by a Smooth Object, (with B.R. Levy), Comm. Pure Appl. Math., 12, 159-209, Feb. 1959; Math. Revs., 21, 212, 1960. Water Waves Produced by Explosions, (with H.C. Kranzer), J. Appl. Phys., 30, 398-407, March 1959; Math. Revs., 21, 202, 1960. The Inverse Scattering Problem in Geometrical Optics and the Design of Reflectors, IRE Trans, on Antennas and Prop., AP-7, 146-149, April 1959. Determination of the Intermolecular Potentials from Thermodynamic Data and the Law of Corresponding States, (with B. Zumino), J. Chem. Phys., 30, 1351-1353, May 1959.
101 582 Elastic Wave Propagation in Homogeneous and Inhomogeneous Media, (with F.C. Karal, Jr.), J.A.S.A., 31, 694-705, June 1959; Math. Revs., 21, 457, 1960. How Dark is the Shadow of a Round-Ended Screen?, J. Appl. Phys., 30, 1452-1454, Sept. 1959. Large Amplitude Motion of a String, Am. J. Phys., 27, 584-586, Nov. 1959; Math. Revs. 21, 733, 1960. Decay Exponents and Diffraction Coefficients for Surface Waves on Surfaces of Non-constant Curvature, (with B.R. Levy), IRE TYans. on Antennas and Prop., AP—7, S52-S61, Dec. 1959. The Stefan Problem for a Nonlinear Equation, (with W.L. Miranker), J. Math. Mech., 9, 67-70, Jan. 1960; Math. Revs. 22 (2B), 231, 1961. Asymptotic Solution of Eigenvalue Problems, (with S.I. Rubinow), Annals of Phys., 9, 24-75, Jan. 1960; Errata, No. 72. Diffraction by a Spheroid, (with B.R. Levy), Canadian J. of Phys., 38, 128-144, Jan. 1960; Math. Revs. 22 (2B), 228, 1961. Boundary Layer Problems in Diffraction Theory, (with R.N. Buchal), Comm. Pure Appl. Math., 13, 85-114, Feb. 1960; Math. Revs. 22 (10B), 1797, 1961. Backscattering from a Finite Cone, IRE Trans, on Antennas and Prop., AP-8, 175-182, Mar. 1960. The Shape of the Strongest Column, Archiv. Rat. Mech. Anal., 5, 275-285, Mar. 1960; Math. Revs., 23, (3B), 217, 1962. Surface Wave Excitation and Propagation, (with F.C. Karal, Jr.), J. Applied Phys., 31, 1039-1046, June 1960; Math. Revs. 25, 2753, 1963. Errata: Asymptotic Solution of Eigenvalue Problems, (with S.I. Rubinow), Annals of Phys., 10, 303-305, 1960. Standing Surface Waves of Finite Amplitude, (with I. Tadjbakhsh), J. Fluid Mech., 8, 442451, July 1960; Math. Revs., 22 (8B), 1270, 1961. Equation of State and Phase Transition of the Spherical Lattice Gas, (with W. Pressman), Phys. Rev., 120, 22-32, Oct. 1960; Math. Revs., 22 (7B), 1044, 1961. Multiple Diffraction by an Aperture in a Hard Screen, (with S.N. Karp), Optica Acta, 8, 61-72, Jan. 1961. Solution of the Functional Differential Equation for the Statistical Equilibrium of a Crystal, (with R.M. Lewis), Phys. Rev., 121, 1022-1037, Feb. 1961: Math. Revs. 23 (IB), 1962. Simple Proofs of the Theorems of J.S. Lomont and H.E. Moses on the Decomposition and Representation of Vector Fields, Comm. Pure Appl. Math., 14, 77-80, 1961; Math. Revs., 23 (IB), 1962. Lower Bounds and Isoperimetric Inequalities for Eigenvalues of the Schroinger Equation, J. Math. Phys., 2, 262-266, Mar. 1961; Math. Revs., 22, (11B), 2017, 1961. Shift of the Shadow Boundary and Scattering Cross Section of an Opaque Object, (with S.I. Rubinow), J. Appl. Phys., 32, 814-820, May 1961; Math. Revs. 22 (10B), 1797, 1961. Asymptotic Solution of Systems of Linear Ordinary Differential Equations with Discontin uous Coefficients, (with C.R. Chester), J. Math. Mech., 10, 557-567, July 1961; Math. Revs., 23, A2569, 1962.
583 101 Backscattering from a Finite Clone-Comparison of Theory and Experiment, IRE Trans. Antennas and Prop., AP-9, 411-412, July 1961. Diffraction by a Semi-Infinite Screen with a Rounded End, (with D.G. Magiros), Comm. Pure Appl. Math., 14, 475-471, 1961. Quantization of the Fluxoid in Superconductivity, (with B.Zumino), Phys. Rev. Letters, 7, 164-165, Sept. 1961. Diffraction of Polygonal Cylinders, Electromagnetic Waves, R.E. Langer, ed., University of Wisconsin Press, Madison, 1962; 129-137; Math. Revs. 24, B212, 1962. Current on and Input Impedance of a Cylindrical Antenna, (with Y.M. Chen), Radio Prop., J. Res. Nat. Bur. Stan., 66D, 15-21, Jan. 1962; Math. Revs. 24, B1518, 1962. Three-Dimensional Standing Surface Waves of Finite Amplitude, (with G.R. Verma), Phys. Fluids, 5, 52-56, Jan. 1962. Determination of a Potential from its Energy Levels and Undetectability of Quantization at High Energy, Am. J. Phys., 30, 22-26, Jan. 1962. Geometrical Theory of Diffraction, J. Opt. Soc. Am., 52, 116-130, Feb. 1962; Math. Revs. 24, BU15, 1962. Strongest Columns and Isoperimetric Inequalities for Eigenvalues, (with I. Tadjbakhsh), J. Appl. Mech., 29E 159-164, Mar. 1962; Appl. Mech. Revs., 15, 5774, 1962. Buckled States of Circular Plates, (with H.B. Keller and E.L. Reiss), Quart. Appl. Math., 20, 55-65, April 1962. The Transverse Force on a Spinning Sphere Moving in a Viscous Fluid, (with S.I. Rubinow), J. Fluid Mech., 11, 447-459, 1961; Appl. Mech. Rev., 15, 3407, 1962. Wave Propagation in Random Media, Proc. Symp. in Appl. Math., 13, Hydrodynamic Instability, Am. Math. Soc., 227-246, 1962. Factorization of Matrices by Least Squares, Biometrika, 49, 239-242, 1962. Exponential-Like Solutions of Systems of Linear Ordinary Differential Equations, (with H.B. Keller), SIAM J. Appl. Math., 10, 246-259, 1962. A Survey of Short Wavelength Diffraction Theory, Symposium on Electromagnetic Theory and Antennas, Copenhagen, June 1962, Pergamon Press, New York, 1963, 3-9. Conductivity Tensor and Dispersion Equation for a Plasma, (with R.M. Lewis), Phys. Fluids, 5, 1248-1263, 1962. The Field of a Pulsed Dipole in an Interface, (with C.S. Gardner), Comm. Pure Appl. Math., 15, 99-108, 1962. Reaction Kinetics of a Long Chain Molecule, J. Chem. Phys. 37, 2584-2586, 1962. Reaction Kinetics of a Long Chain Molecule II. Arends' Solution, J. Chem. Phys., 38, 325-326, 1963. Low-Energy Expansion of Scattering Phase Shifts for Long-Range Potentials, (with B.R Levy), J. Math. Phys., 4, 54-64, 1963. Geometrical Methods and Asymptotic Expansions in Wave Propagation, J. Geophys. Res., 68, 1182-1183, 1963. Small Vibrations of a Slightly Stiff Pendulum, (with G.H. Handleman), Proc. Fourth. U.S. Nat. Cong. Appl. Mech., Am. Soc. Mech. Eng., New York, 1963, 195-202.
101 584 Conductivity of a Medium Containing a Dense Array of Perfectly Conducting Spheres or Cylinders or Nonconducting Cylinders, J. Appl. Phys., 34, 991-993, 1963. Zeros of Hankel Functions and Poles of Scattering Amplitudes, (with S.I. Rubinow and M. Goldstein), J. Math. Phys., 4, 829-832, 1963. Scattering of Short Waves, (with B.R. Levy), Interdisciplinary Conference on Electromag netic Scattering, August 1962, Milton Kerker, ed. Clarkson College of Technology, MacMillan, New York, 1963, 3-24. Asymptotic Solution of the Dirac Equation, (with S.I. Rubinow), Phys. Rev., 131, 27892796, 1963. Tsunamis-Water Waves Produced by Earthquakes, Proceedings of the Conference on Tsunami Hydrodynamics, Institute of Geophysics, University of Hawaii, 24, 154-166, 1961. The High-Prequency Asymptotic Field of a Point Source in an Inhomogeneous Medium, (with G.S.S. Avila), Comm. Pure Appl. Math., 16, 363-381, 1963. Instability Intervals of Hill's Equation, (with D.M. Levy), Comm. Pure Appl. Math., 16, 469-476, 1963. Impedance Between Perfect Conductors in a Finitely Conducting Medium With Application to Composite Media, (with R.N. Buchal), J. Appl. Phys., 34, 3414, 1963. The Field of an Antenna Near the Center of a Large Circular Disk, J. Soc. Indust. Appl. Math., 11, 1110-1112, 1963. The Steepest Minimal Surface Over the Unit Circle, (Appendix to Robert Finn, New Esti mates for Equations of Minimal Surface Type), Arch. Rat. Mech. Anal., 14, 337-375, 1963. Geometrical Theory of Elastic Surface-Wave Excitation and Propagation, (with F.C. Karal, Jr.), J.A.S.A., 36, 32-40, 1964. Viscous Flow Through a Grating or Lattice of Cylinders, J. Fluid Mech., 18, 94-96, 1964. Elastic, Electromagnetic, and Other Waves in a Random Medium, (with F.C. Karal, Jr.), J. Math. Phys., 5, 537-547, 1964. A Theorem on the Conductivity of a Composite Medium, J. Math. Phys., 5, 548-549, April 1964. Growth and Decay of Gas Bubbles in Liquids, Cavitation in Real Liquids, Robert Davies, ed., Elsevier, Amsterdam, 1964, 19-29. Partial Differential Equations with Periodic Coefficients and Bloch Waves in Crystals, (with F. Odeh), J. Math. Phys., 5, 1499- 1504, 1964. Stochastic Equations and Wave Propagation in Random Media, Proc. Symp. Appl. Math., 16, 145-170, Am. Math. Soc, McGraw-Hill, New York, 1964. Survey of the Theory of Diffraction of Short Waves by Edges, (with E.B. Hansen), Acta Physica Polonica, 27, 217-234, 1965. The Inverse Problem of Electromagnetic Scattering by a Metallic Object, Proc.First GISAT Symp., Mitre Corp., Bedford, MA., 1965, 13-21. Statistical Mechanics of the Moment Stress Tensor, (with E.F. Keller), Phys. Fluids, 9, 3-7, 1966. Statistical Mechanics of a Fluid in an External Potential, (with E.F. Keller), Phys. Rev., 142, 90-99, 1966.
585 101 Effective Dielectric Constant, Permeability, and Conductivity of a Random Medium and the Velocity and Attenuation Coefficient of Coherent Waves, (with F.C. Karal, Jr.), J. Math. Phys., 7, 661-670, 1966. Nonlinear Vibrations Governed by Partial Differential Equations, Proceedings of 5th U.S. National Congress on Applied Mech., 1966, Minneapolis, MN., 15-20. Quantum-Mechanical Second Virial Coefficient of a Hard Sphere Gas at High Temperature, (with R.A. Handelsman), Phys. Rev., 148, 94-97, Aug. 1966. Some Recent Developments in Diffraction and Scattering Theory, Proceedings of the URSI General Assembly, Munich, 1966. Periodic Oscillations in Model of Thermal Convection, J. Fluid Mech, 26, 599-606, 1966. The Tallest Column, (with F.I. Niordson), J. Math. Mech., 16, 433-446, 1966. Periodic Vibrations of Systems Governed by Nonlinear Partial Differential Equations, (with L. Ting), Comm. Pure Appl. Math., 19, 371^420, 1966. Axially Symmetric Potential Flow Around a Slender Body, (with R.A. Handelsman), J. Fluid Mech. 28, 131-147, 1967. The Electrostatic Field Around a Slender Conducting Body of Revolution, (with R.A. Han delsman), SIAM J. Appl. Math., 15, 824-841, 1967. The Velocity and Attenuation of Waves in a Random Medium, Electromagnetic Scattering, R.L. Rowell and R.S. Stein, eds., Proceedings of ICES II, Gordon and Breach Science Publishers, New York, 1967, 823-834. Extremum Principles for Slow Viscous Flows with Applications to Suspensions, (with L.A. Rubenfeld and J.E. Molyneux), J. Fluid Mech., 30, 97-125, 1967. Refractive Index, Attenuation, Dielectric Constant, and Permeability for Waves in a Polar ized Medium, (with D.J. Vezzeti), J. Math. Phys., 8, 1861-1870, 1967. Uniform Asymptotic Solutions for Potential Flow Around a Thin Airfoil and the Electrostatic Potential About a Thin Conductor, (with J.F. Geer), SIAM J. Appl. Math., 16, 75-101, 1968. Ray Theory of Reflection from the Open End of A Waveguide, (with H.Y. Yee and L.B. Felsen), SIAM J. Appl. Math., 16, 268-300, 1968. Loss of Boundary Conditions in the Asymptotic Solution of Linear Ordinary Differential Equations, I Eigenvalue Problems, (with G.H. Handelman and R.E. O'Malley, Jr.), Comm. Pure Appl. Math., 21, 243-261, 1968. Loss of boundary Conditions in the Asymptotic Solution of Linear Ordinary Differential Equations, II Boundary Value Problems, (with R.E. O'Malley, Jr.), Comm. Pure Appl. Math., 21, 263-270, 1968. Hydrodynamic Aspects of the Circulatory System, (with S.I. Rubinow), Proceedings of the 1st International Congress of Hemorheology, Reykjavik, Iceland, 1968, 149-155. A Survey of the Theory of Wave Propagation in Continuous Random Media, Symposium on Turbulence of Fluids and Plasmas, Polytechnic Institute of Brooklyn, N.Y., 1968, 131-142. Spectra of Water Waves in Channels and Around Islands, (with M.C. Shen and R.E. Meyer), Phys. Fluids, 11, 2289-2304, 1968.
586 101 Perturbation Theory of Nonlinear Boundary-Value Problems, (with M.H. Millman), J. Math. ! Phys., 10, 342-361, 1969. Bifurcation Theory and Nonlinear Eigenvalue Problems, J.B. Keller and S. Antman, eds., Benjamin, New York, 1969. Bifurcation Theory for Ordinary Differential Equations, Bifurcation Theory and Nonlinear Eigenvalue Problems, J.B. Keller and S. Antman, eds., Benjamin, New York, 1969, 17-48. Rossby Waves in the Presence of Random Currents, (with G. Veronis), J. Geophys. Res., 74, 1941-1951, 1969. Perturbation Theory of Nonlinear Electromagnetic Wave Propagation, (with M.H. Millman), Phys. Rev., 181, 1730-1747, 1969. Nonlinearity in Electromagnetic Wave Propagation, Proceedings of the URSI Symposium on Electromagnetic Waves, Stresa, Italy, 1968; Alta Frequenza, 38 Special Number, 198-203, May 1969. Survey of the Theory of Turbulence, Contemporary Physics, Vol. I, International Atomic Energy Agency, Vienna, 1969, 257-272. Reflection of Elastic Waves from Cylindrical Surfaces, (with D.S. Ahluwalia and E. Resende), J. Math. Mech., 19, 93-105, 1969. Accuracy and Validity of the Born and Rytov Approximations, J. Opt. Soc. Amer., 59, 1003-1004, 1969. Internal Wave Propagation in an Inhomogeneous Fluid of Non-Uniform Depth, (with V.C. Mow), J. Fluid Mech., 38, 365-374, 1969. Bounds on Elastic Moduli of Composite Media, (with L.A. Rubenfeld), SIAM J. Appl. Math., 17, 495-510, 1969. Reflection and Transmission by a Random Medium, (with P.Chow, I. Kupiec, L.B. Felsen and S. Rosenbaum), Radio Science, 4, 1067-1077, 1969. Progressing Waves Diffracted by Smooth Surfaces, (with D.S. Ahluwalia), J. Math. Mech., 19, 515-530, 1969. Uniform Asymptotic Solution of Second Order Linear Ordinary Differential Equations with Turning Points, (with R.Y.S. Lynn), Comm. Pure Appl. Math., 23, 379-408, 1970. Internal Wave Wakes of a Body Moving in a Stratified Fluid, (with W.H. Munk), Phys. Fluids, 13, 1425-1431, 1970. Asympotic Solutions of Initial Value Problems of Nonlinear Partial Differential Equations, (with S. Kogelman), SIAM J. Appl. Math., 18, 748-758, 1970. Classical and Quantum Mechanical Correlation Functions of Fields in Thermal Equilibrium, J. Math. Phys., 11, 2286-2296, 1970. Extremum Principals for Irreversible Processes, J. Math. Phys., 11, 2919-2931, 1970. Complex Rays with an Application to Gaussian Beams, (with W. Streifer), J. Opt. Soc. Amer., 61, 40-43, 1971. Finite Amplitude Sound Wave Propagation in a Waveguide, (with M.H. Millman), J. Acoust. Soc. Amer., 49, 329-333, 1971. Diffraction by a Curved Wire, (with D.S. Ahluwalia), SIAM J. Appl. Math., 20, 390-405, 1971.
587 101 Transient Behavior of Unstable Nonlinear Systems with Applications to the Benard and Taylor Problems, (with S. Kogelman), SIAM J. Appi Math., 20, 619-637, 1971. Mean Power Transmission Through a Slab of Random Medium, (with J.A. Morrison and G.C. Papanicolaou), Comm. Pure Appl. Math., 24, 473-489, 1971. Force on a Rigid Sphere in an Incompressible Inviscid Fluid, (with S.I. Rubinow), Phys. Fluids, 14, 1302-1304, 1971. Stochastic Differential Equations with Applications to Random Harmonic Oscillators and Wave Propagation in Random Media, (with G. Papanicolaou), SIAM J. Appl. Math., 21, 287-305, 1971. Propagation of Acoustic Waves in a Turbulent Medium, (with A.R. Wenzel), J. Acous. Soc. Amer., 50,911-920, 1971. Wave Propagation in a Fluid-Filled Tube, (with S.I. Rubinow), J. Acous. Soc. Amer., 50, 198-223, 1971. Diffraction Coefficients for Higher Order Edges and Vertices, (with L. Kaminetzky), SIAM J. Appl. Math., 22, 109-134, 1972. Temperature of a Nonlinearly Radiating Semi-Infinite Solid, (with W.E. Olmstead), Q. Appl. Math., 30, 559-566, 1972. Short Time Asymptotic Expansions of Solutions of Parabolic Equations, (with J.K. Cohen and F.G. Hagin), J. Math. Anal. Appi, 38, 82-91, 1972. Dipole Moments in Rayleigh Scattering, (with R.E. Kleinman and T.B.A. Senior), J. Inst. Math. Appi, 9 14-22, 1972. Flow of a Viscous Fluid Through an Elastic Tube with Applications to Blood Flow, (with S.I. Rubinow), J. Theor. Bio., 35, 299-313, 1972. Quantum Mechanical Cross Sections for Small Wavelengths, Am. J. Phys., 40, 1035-1036, 1972. Wave Propagation in a Random Lattice I, (with P.-L. Chow), J. Math. Phys., 13,1404-1411, 1972. Nonlinear Stability Theory, Proceedings of the Conference on Mathematical Topics in Sta bility Theory, March 1972, Univ. of Washington, Pullman, Washington, 85-98. Expansion and Contraction of Planar, Cylindrical, and Spherical Underwater Gas Bubbles, (with D. Epstein), J. Acous. Soc. Am., 52, 975-980, 1972. Post Buckling Behavior of Elastic Tubes and Rings with Opposite Sides in Contact, (with J.E. Flaherty and S.I. Rubinow), SIAM J. Appl. Math., 23, 446-455, 1972. Backscattering from a Circular Loop of Wire, (with D.S. Ahluwalia), Proc. IEEE, 60, 15521554, 1972. Some Trends in Applied Mechanics, Proc. First Iranian Congress of Civil Engineering and Appl. Mech., Pahlavi University, Shiraz, Iran, May 1972, 102-104. Contact Problems Involving a Buckled Elastica, (with J.E. Flaherty), SIAM J. Appl. Math. 24, 215-225, 1973. Asymptotic Theory of Nonlinear Wave Propagation, (with S. Kogelman), SIAM J. Appl. Math. 24, 352-361, 1973. (Addendum SIAM J. Appl. Math. 47, 941-958, 1987.)
588 101 A Theory of Competitive Running, Physics Today, 26, No. 9, 42-47, 1973. Also abridged in Optimal Strategies in Sports, S. Ladany and R. Machol, eds., American Elsevier, New York, 1977, 172-178. Uniform Asymptotic Solution of Eigenvalue Problems for Convex Plane Domains, (with D.S. Ahluwalia), SIAM J. Appl. Math., 25, 583-591, 1973. Flows of Thin Streams with Free Boundaries, (with J. Geer), J. Fluid Mech., 59, 417-432, 1973. Stochastic Differential Equations, J. B. Keller and H. P. McKean, eds., Am. Math. Soc, Providence, RI, 1973. Elastic Behavior of Composite Media, (with J.E. Flaherty), Comm. Pure Appl. Math., 26, 565-580, 1973. Ray Method for Nonlinear Wave Propagation in a Rotating Fluid of Variable Depth, (with M.C. Shen), Phys. Fluids, 16, 1565-1572, 1973. (erratum: Phys. Fluids 24, 786 (1981)). Traveling Wave Solutions of a Nerve Conduction Equation, (with J. Rinzel), Biophys. J., 13, 1313-1337, 1973. Spatial Instability of a Jet, (with S.I. Rubinow and Y.O. Tu), Phys. Fluids, 16, 2052-2055, 1973. Elastic Waves Produced by Surface Displacements, (with D.S. Ahluwalia and R. Jarvis), SIAM J. Appl. Math., 26, 108-119, 1974. Asymptotic Solution of Neutron Transport Problems for Small Mean Free Paths, (with E. W. Larsen), J. Math. Phys., 15, 75-81, 1974. Contact of Inflated Membranes with Rigid Surfaces, (with A.J. Callegari), J. Appl. Mech., 41, 189-191, 1974. Nonlinear Forced and Free Vibrations in Acoustic Waveguides, J. Acoust. Soc. Am., 55, 524-527, 1974. Wave Propagation in Elastic Rods of Arbitrary Cross Section, (with G. Rosenfeld), J. Acoust. Soc. Am., 55, 555-561, 1974. Optimal Velolicty in a Race, Am. Math. Monthly 81, 474-480, 1974. Asymptotic Theory of Propagation in Curved and Nonuniform Waveguides, (with D.S. Ahluwalia and B.J. Matkowsky), J. Acoust. Soc. Am., 55, 7-12, 1974. Planing of a Flat Plate at High Froude Number, (with L. Ting), Phys. Fluids, 17,1080-1086, 1974. Effect of Viscosity on Swimming Velocity of Bacteria, Proc. Nat. Acad. Sci., 71, 3253-3254, 1974. Optimum Checking Schedules for Systems Subject to Random Failure, Management Sci. 21, 256-260, 1974. Mechanical Aspects of Athletics, Proc. Seventh U.S. Nat. Cong. Appl. Mech., Boulder, CO, June 1974, 22-26, The American Society of Mechanical Engineers, New York, N.Y. Also abridged in Optimal Strategies in Sports, S. Ladany and R. Machol, eds., American Elsevier, New York, NY, 1977, 186-187. Wave Propagation in Nonuniform Elastic Rods, (with G. Rosenfeld), J. Acoust. Soc. Am. 57, 1094-1096, 1975.
589 101 The Feyman Integral, (with D.W. McLaughlin ), Am. Math. Monthly, 82, 451^165, 1975. Diffraction by Edges and Vertices of Interfaces, (with L. Kaminetzky), SIAM J. Appl. Math., 28, 839-856, 1975. Uniform Ray Theory of Surface, Internal and Acoustic Wave Propagation in a Rotating Ocean or Atmosphere, (with M.C. Shen), SIAM J. Appl. Math., 28, 857-875, 1975. Effective Conductivity, Dielectric Constant and Permeability of a Dilute Suspension, Philips Res. Repts., 30, 83-90, 1975. Closest Unitary, Orthogonal and Hermitian Operators to a Given Operator, Mathematics Magazine, 48, 192-197, 1975. Asymptotic Analysis of Stochastic Models in Population Genetics, (with R. Voronka), Math. Biosci., 25, 331-362, 1975. Asymptotic solution of Eigenvalue Problems for Second Order Ordinary Differential Equa tions, (with D.U. Anyanwu), Comm. Pure Appl. Math., 28, 753-763, 1975. Inverse Problems, Am. Math. Monthly, 83, 107-118, 1976. Swimming of Flagellated Microorganisms, (with S.I. Rubinow), Biophys. J., 16, 151-170, 1976. Wave Patterns of Non-Thin or Full-Bodied Ships, Proc. Tenth Symp. Naval Hydro., Office of Naval Research, Department of the Navy, Arlington, VA, June 1974, 543-545. Wave Resistance and Wave Patterns of Thin Ships, (with D.S. Ahluwalia), J. Ship Res., 20, 1-6, 1976. Slender-Body Theory for Slow Viscous Flow, (with S.I. Rubinow), J. Fluid Mech. 75, 705714, 1976. Synchronization of Periodical Cicada Emergences, (with F.C. Hoppensteadt), Science, 194, 335-337, 1976. The Minimum Ratio of Two Eigenvalues, SIAM J. Appl. Math., 31, 485-491, 1976. Optimal Shape of a Planing Surface at High Froude Number, (with L. Ting), J. Ship Res., 21, 40-43, 1977. Green's Function with the Singularity Near the Boundary, (with C.H. Wu), Recent Adv. Eng. Sci., 8, 169-174, 1977. A Theory of Transformed Cell Growth with Applications to Initiation-Promotion Data, (with A. Whittemore), Environmental Health: Quantitative Methods, Alice Whittemore, ed., SIAM, Philadelphia, PA, 1977, 183-193. Radiation from the Open End of a Cylindrical or Conical Pipe and Scattering from the End of a Rod or Slab, (with L. Ting), J. Acoust. Soc. Am., 61, 1438-1444, 1977. Effective Behavior of Heterogeneous Media, Statistical Mechanics and Statistical Methods in Theory and Application, U. Landman, ed., Plenum, New York, 1977, 631-644. Lecture Notes on Wave Propagation and Underwater Acoustics, J.B. Keller and J.S. Papadakis, eds., Springer, New York, 1977. Ray and Asymptotic Methods in Underwater Sound Propagation, (with D.S. Ahluwalia), Lecture Notes on Wave Propagation and Underwater Acoustics, J.B. Keller and J.S. Papadakis, eds., Springer, New York, 1977, 14-85.
101 590 Survey of Wave Propagation and Underwater Acoustics, Lecture Notes on Wave Propagation and Underwater Acoustics, J.B. Keller and J.S. Papadakis, eds., Springer, New York, 1977, 1-12. Peeling, Slipping and Cracking-Some One-Dimensional Free-Boundary Problems in Mechan ics, (with R. Burridge), SIAM Rev., 20, 31-61, 1978. Quantitative Theories of Carcinogenesis, (with A. Whittemore), SIAM Rev., 20, 1-30, 1978. Asymptotic Solution of Higher-Order Differential Equations with Several Turning Points, and Application to Wave Propagation in Slowly Varying Waveguides, (with D.U. Anyanwu), Comm. Pure Appl. Math., 31, 107- 121, 1978. Asymptotic Analysis of Diffusion Equations in Population Genetics, (with C. Tier), SIAM J. Appl. Math., 34, 549-576, 1978. Heat Conduction in a One-Dimensional Random Medium, (with C.G. Papanicolaou and J. Weilenmann), Comm. Pure Appl. Math., 32, 583-592, 1978. Modification of Underwater Bubble Oscillations by Nearby Objects, J. Acoust. Soc. Am., 64, 937, 1978. Rays, Waves and Asymptotics, Bull. Am. Math. Soc., 84, 727-750, 1978. Wave Propagation in a Viscoelastic Tube Containing a Viscous Fluid, (with S.I. Rubinow), J. Fluid Mech., 88, 181-203, 1978. Elastic Waveguides, Modern Problems in Elastic Wave Propagation, J. Miklowitz and J.D. Achenbach, eds., Wiley, New York, 1978, 401-415. A Tri-Allelic Diffusion Model with Selection, (with C. Tier), SIAM J. Appl. Math., 35, 521-535, 1978. Stochastic Theories of Carcinogenesis and Population Genetics, Lecture Notes on Mathe matics in the Life Sciences, Vol. 11, S. Levin, ed., Am. Math. Soc, Providence, 1979, 1-19. The Ray Theory of Ship Waves and the Class of Streamlined Ships, J. Fluid Mech., 91, 465-488, 1979. Progress and Prospects in the Theory of Linear Wave Propagation, SIAM Rev. 21, 229-245, 1979. Slender Streams, (with J. Geer), J. Fluid Mech., 93, 97-115, 1979. Training in Applied Mathematics, Proc. of the Conf. on Graduate Training in Math., T.L. Sherman, ed., Rocky Mountain Mathematics Consortium, Tempe, Arizona, 1979, 110— 113. Lichen Growth, (with S. Childress), J. Theor. Biol, 82, 157-165, 1980. A New Family of Capillary Waves, (with J.-M. Vanden-Broeck), J. Fluid Mech., 98, 161-169, 1980. Plate Failure Under Pressure, SIAM Rev., 22, 227-228, 1980. Darcy's Law for Flow in Porous Media and the Two-Space Method, Nonlinear Partial Dif ferential Equations in Engineering and Applied Science, R.L. Sternberg, A.J. Kalinowski and J.S. Papadakis, eds., Marcel Dekker, New York, 1980, 429-443. Bubble Oscillations of Large Amplitude, (with M. Miksis), J. Acoust. Soc. Am., 68, 628-633, 1980.
591 101 Bubble or Drop Distortion in a Straining Flow in Two Dimensions, (with J.-M. VandenBroeck), Phys. Fluids, 23, 1491-1495, 1980. Some Bubble and Contact Problems, SIAM Rev., 22, 442- 458, 1980. Deformation of a Bubble or Drop in a Uniform Flow, (with J.-M. Vanden-Broeck), J. Fluid Mech.., 101, 673-686, 1980. Liesegang Rings and a Theory of Fast Reaction and Slow Diffusion, Dynamics and Modeling of Reactive Systems, W. Stewart, ed., Academic Press, New York, 1980, 221-224. Tendril Shape and Lichen Growth, Some Mathematical Questions in Biology, Lectures on Mathematics in the Life Sciences, Vol. 13, Am. Math. Soc, Providence, 1980, 257-274. Shape of a Sail in a Flow, (with J.-M. Vanden-Broeck), Phys. Fluids, 24, 552-553, 1981. Temperley's Model of Gas Condensation, J. Chem. Phys., 74, 4203-4204, 1981. Kelvin Wave Production, (with J.G. Watson), J. Phys. Ocean, 11, 284-285, 1981. Recurrent Precipitation and Liesegang Rings, (with S.I. Rubinow), J. Chem, Phys. 74, 5000-5007, 1981. Axisymmetric Bubble or Drop in a Uniform Flow, (with M.J. Miksis and J.-M. VandenBroek), J. Fluid Mech., 108, 89-100, 1981. Quench Front Propagation, (with R.E. Caflisch), Nucl. Eng. Design, 65, 97-102, 1981. Internal and Surface Wave Production in a Stratified Fluid, (with D.M. Levy and D.S. Ahluwalia), Wave Motion, 3, 215-229, 1981. Oblique Derivative Boundary Conditions and the Image Method, SIAM J. Appl. Math., 41, 294-300, 1981. Parabolic Approximations for Ship Waves and Wave Resistance, (with J.-M. Vanden-Broek), Proc. of the Third International Conference on Numerical Ship Hydrodynamics, Paris, France, Bassin d'Essais des Carenes, 1982, 1-12. Poroelasticity Equations Derived from Microstructure, (with R. Burridge), J. Acoust. Soc. Am., 70, 1140-1146, 1981. Optimum Inspection Policies, Management Sci., 28, 447-450, 1982. Biot's Poroelasticity Equations by Homogenization, (with R. Burridge), Macroscopic Proper ties of Disordered Media, ed. by R. Burridge, S. Childress and G. Papanicolau, Springer, New York, 1982, 51-57. Rising Bubbles, (with M.J. Miksis and J.-M. Vanden-Broeck), J. Fluid Mech., 123, 31-41, 1982. Jets Rising and Falling Under Gravity, (with J.-M. Vanden-Broeck), J. Fluid Mech., 124, 335-345, 1982. Time-dependent Queues, SIAM Rev., 24, 401-412, 1982. Surface Tension Driven Flows, (with M.J. Miksis), SIAM J. Appl. Math., 43, 268-277, 1983. Weakly Nonlinear High Frequency Waves, (with J.K. Hunter) Comm. Pure Appl. Math. 36, 547-569, 1983. Capillary Waves on a Vertical Jet, J. Fluid. Mech., 135, 171-173, 1983. Crawling of Worms, (with M.S. Falkovitz), J. Theor. Bio., 104, 417-442, 1983. Reflection, Scattering, and Absorption of Acoustic Waves by Rough Surfaces, (with J.G. Watson), J. Acoust. Soc. Amer., 74, 1887- 1894, 1983.
592 101 Eigenvalues of Slender Cavities and waves in Slender Tubes, (with J.F. Geer), J. Acoust. Soc. Am., 74, 1895-1904, 1983. Breaking of Liquid Films and Thread, Phys. Fluids, 26, 3451-3453, 1983. Weak Shock Diffraction (with J.K. Hunter), Wave Motion, 6, 79-89, 1984. Optimal Catalyst Distribution in a Membrane (with M.S. Falkovitz and H. Frisch), Chem. Eng. Sci. 39, 601-604, 1984. Probability of a Shutout in Raquetball, SIAM Rev., 26, 267-268, 1984. Effective Viscosity of a Periodic Suspension, (with K.C. Nunan), J. Fluid Mech., 142, 269287, 1984. Effective Elasticity Tensor of a Periodic Composite, (with K.C. Nunan), J. Mech. Phys. Solids, 32, 259-280, 1984. Rough Surface Scattering via the Smoothing Method, (with J.G. Watson), J. Acoust. Soc. Am., 75, 1705-1708, 1984. Hanging Rope of Minimum Elongation, (with G.R. Verma), SIAM Rev., 26, 569-571, 1984. Discriminant, Transmisison Coefficient, and Stability Bands of Hill's Equation, J. Math. Phys., 25, 2903-2904, 1984. Genetic variability due to Geographical Inhomogeneity, J. Math. Biol. 20, 223-230, 1984. Free Boundary Problems in Mechanics, Seminar in Nonlinear Partial Differential Equations, S.S. Chem, ed., Springer-Verlag, New York, 99-115, 1984. Macroscopic Modelling of Turbulent Flows, J.B. Keller, U. Frisch, G. Papanicolaou and O. Pironneau, eds., Lecture Notes in Physics, No. 230, Springer-Verlag, Berlin Heidelberg, 1985. One Hundred Years of Diffraction Theory, IEEE Trans. Antennas Prop., AP-33, 123-126, 1985. Acoustoelastic Effect and Wave Propagation in Heterogeneous Weakly Anisotropic Materials, (with Luis L. Bonilla), J. Mech. Phys. Solids, 33, 241-261, 1985. Hill's Equation with a Large Potential, (with M. I. Weinstein), SIAM J. Appl. Math., 45, 200-214, 1985. Computers and Chaos in Mechanics, Theoretical and Applied Mechanics, F.I. Nioordson and N. Olhoff, eds. Elsevier, 31-41, 1985. Asymptotic Analysis of a Viscous Cochlear Model, (with J.C. Neu), J. Acoust. Soc. Am., 77,2107-2110, 1985. Soliton Generation and Nonlinear Wave Propagation, Phil. Trans. R. Soc. Lond. A. 315, 367-377, 1985. Reciprical Relations for Effective Conductivities of Anisotropic Media, (with J. Nevard), J. Math. Phys. 26, 2761-2765, 1985. Semiclassical Mechanics, SIAM Rev., 27, 485-504, 1985. Irrevesibilty and Nonrecurrence, (with L.L. Bonilla), J. Statistical Phys., 42, 1115-1125, 1986. Inverse Elastic Scattering in Three Dimensions, (with W.E. Boyse), J. Acoust. Soc. Am., 79, 215-218, 1986. Reaction Kinetics on a Lattice, J. Chem. Phys. 84, 4108-4109, 1986.
593 101 Impact with FViction, ASME J. Appl. Mech., 53, 1-4, 1986. Uniform Solutions for Scattering by a Potential Barrier and Bound States of a Potential Well, Am. J. Phys., 54, 546-550, 1986. The Probability of Heads, Am. Math. Monthly, 93, 191- 197, 1986. Melting or Freezing at Constant Speed, Phys. Fluids, 92, 2013, 1986. On Tango's Index forDisease Clustering in Time, (with A. Whittemore), Biometrics, 42, 218, 1986. Survival Estimation Using Splines, (with A.S. Whittemore) Biometrics, 42, 495-506, 1986. Review of Stochastic Wave Propagation by K. Sobcyzk, SIAM Review 28, 593-594, 1986. Scattering by a slender body, (with D.S. Ahluwalia) J. Acoust. Soc. Am. 80, 1782-1792, 1986. Finite elastic deformation governed by linear equations, J. Appl. Mech. 53, 819-820, 1986. Pouring Flows, (with J.-M. Vanden-Broeck) Phys. Fluids 29, 3958-3961, 1986. Finite amplitude vortices in curved channel flow, (with W.H. Finlay and J.H. Ferziger), Proc. of the 25th AIAA Aerospace Sciences Meeting, Reno, Jan. 1987, 1-9. Free surface flow due to a sink, (with J.-M. Vanden-Broeck) J. Fluid Mech. 175, 109-117, 1987. Weir Flows, (with J.-M. Vanden-Broeck) J. Fluid Mech. 176, 283-293, 1987. Acoustoelasticity, Dynamical problems in continuum physics, eds. J.L. Bona, C. Dafermos, J.L. Ericksen and D. Kinderlehrer, Springer-Verlag, New York, 1987, pp. 193-203. Impact with an impulsive frictional moment, ASME J. Appl. Mech. 54, 239-240, 1987. Effective conductivities of reciprocal media, Random Media, ed. G. Papanicolaou, SpringerVerlag, New York, 1987, pp. 183-188. Addendum: Asymptotic theory of nonlinear wave propagation, (with S. Kogelman), SIAM J. Appl. Math. 47, 454, 1987. Caustics of nonlinear waves (with J. K. Hunter), Wave Motion 9, 429-443, 1987. Asymptotic behavior of stability regions for Hill's equation, (with M.I. Weinstein), SIAM J. Appl. Math. 47, 941-958, 1987. Stability of periodic plane waves, (with P.K.Newton) SIAM J.Appl. Math. 47, 959-964, 1987. Sound waves in a periodic medium containing rigid spheres, (with Dov Bai) J. Acoust. Soc. Am. 82, 1436-1441, 1987. Effective conductivity of periodic composites composed of two very unequal conductors, J. Math. Phys. 28, 2516-2520, 1987. Lower bounds on permeability (with J. Rubinstein) Phys. Fluids 30, 2919-2921, 1987. Ropes in Equilibrium, (with J.H. Maddocks), SIAM J. Appl. Math. 47, 1185-1200, 1987. Misuse of game theory, J. Chronic Diseases, 40, 1147-1148, 1987. Newton's Second Law, Am. J. Phys, 55, 1145-1146, 1987. Precipitation Pattern Formation, (with M.S. Falkowitz), J.Chem.Phys., 88, 416-421, 1988. Stability of plane wave solutions of nonlinear systems (with P.K. Newton), Wave Motion, 10, 183-191, 1988. Resonantly interacting water waves, J. Fluid Mech., 191, 529-534, 1988.
101 594 Nonlinear hyperbolic waves, (with J. K. Hunter), Proc. Royal Society Lond., A 417, 299308, 1988. Instability and transition in curved channel flow, (with W.H. Finlay and J.H. Ferziger), J. Fluid Mech., 194, 417-456, 1988. Flows over rectangular weirs, (with F. Dias and J.-M. Vanden-Broeck), Phys. Fluids, 31, 2071-2076, 1988. Spilling, But the Crackling is Superb, N. and G. Kurti, eds., Hilger, Bristol, 1988, 25-26. Instability and transition in nonaxisymmetric curved channel flow (with W.H. Finlay and J.H. Ferziger), AIAA Paper No. 88-3761, First National Fluid Dynamics Congress, July 1988, 1-8. Approximations for regression with covariate measurement error, (with A.S. Whittemore), J. Am. Stat. Assoc., 83, 1057-1066, 1988. Fast reaction, slow diffusion and curve shortening (with J. Rubinstein and P. Stemberg), SIAM J. Appl. Math., 49, 116-133, 1989. Surfing on solitary waves, (with J.-M. Vanden-Broeck), J. Fluid Mech., 198, 115-125, 1989. Pouring flows with separation, (with J.-M. Vanden-Broeck), Phys. Fluids A 1, 156-158, 1989. Fair Dice, (with P. Diaconis) Am. Math. Monthly, 96, 337-339, 1989. Sedimentation of a dilute suspension, (with J. Rubinstein), Phys. Fluids A 1, 637-643, 1989. Exact non-reflecting boundary conditions, (with D. Givoli), J. Comp. Phys., 82, 172-192, 1989. Ocular dominance column development: analysis and simulation, (with K.D. Miller and M.P. Stryker), Science, 245, 605-615, 11 August 1989. Particle distribution functions in suspensions (with J. Rubinstein), Phys. Fluids A 1, 16321641, 1989. Reaction-diffusion processes and evolution to harmonic maps, (with J. Rubinstein and P. Stemberg), SIAM J. Appl. Math, 49, 1722-1733, 1989. A Finite Element Method for Large Domains, (with D. Givoli), Comp. Meth. Appl. Mech. and Eng., 76, 41-66, 1989. Heat transport into a shear flow at high Peclet number, Proc. Roy. Soc. Lond. A, 427, 25-30, 1990. On unsymmetrically impinging jets, J. Fluid Mech., 211, 653-655, 1990. Partition asymptotics from recursion equations, (with C. Knessl), SIAM J. Appl. Math., 50, 323-338, 1990. Stability of crystals that grow or evaporate by step propagation, (with R. Ghez and H.G. Cohen) Appl. Phys. Lett., 56, 1977-1979, 1990. Non-reflecting boundary conditions for elastic waves (with D. Givoli), Wave Motion, 12, 261-279, 1990. Collapse of wavefunctions and probability densities, Am. J. Phys., 58, 768-770, 1990. Slender jets and thin sheets with surface tension (with L. Ting), SIAM J. Appl. Math., 50, 1533-1546, 1990.
101 595 Stirling number asymptotics from recursion equations using the ray method, (with C. Knessl), Studies in Applied Math. 84, 43-56, 1991. Diffusively coupled dynamical systems, Applied and Industrial Mathematics, R. Spigler, ed., Kluwer, Amsterdam 1991, 49-56. Changes in adiabatic invariants (with Ye Mu), Annals of Physics, 205, 219-227, 1991. Asymptotic properties of eigenvalues of integral equations, (with C. Knessl), SIAM J. Appl. Math., 51, 214-232, 1991. Nonlinear wave motion in a strong potential, (with J. Rubinstein), Wave Motion, 13, 291302, 1991. Nonlinear eigenvalue problems under strong localized perturbations with applications to chemical reactors, (with M.J. Ward), Studies in Applied Math. 85, 1-28, 1991. Mathematical model of granulocytopoiesis and chronic myelogenous leukemia, (with A.S. Fokas and B.D. Clarkson), Cancer Research, 51, 2084-2091, 1991. Flexural rigidity of a liquid surface, (with G.J. Merchant), J. Statistical Phys., 63, 10391051, 1991. Family data determine all parameters in Mendelian incomplete penetrance models (with A.S. Whittemore and M.J. Ward), Ann. Hum. Genet. 55, 175-177, 1991. Low-Grade, Latent Prostate Cancer Volume: Predictor of Clinical Cancer Incidence?, (with A.S. Whittemore and R. Betensky), J. Natl. Cancer Inst, 83, 1231-1235, 1991. Asymptotic behavior of high order differences of the partition function, (with C. Knessl), Comm. Pure Appl. Math., 44, 1033- 1045, 1991. Surface tension (with A. King and G.J. Merchant), Of Fluid Mechanics and Related Matters, Proceedings of a Symposium Honoring John Miles on his Seventieth Birthday, R. Salmon and D. Betts, eds., Scripps Institute of Oceanography, U.C.S.D., 1991, 161-168. Free surface flow around a ship, (with J.-M. Vanden-Broeck), Mathematical Approaches in Hydrodynamics, Touvia Miloh, ed., SIAM, Philadelphia, 1991, 289-299. Contact Angles, (with G.J. Merchant), Phys. Fluids A 4, 477-485, 1992. A finite element method for domains with corners, (with D. Givoli and L. Rivkin), Int. J. Num Meth. Eng., 35, 1329-1345, 1992. Stability of rotating shear flows in shallow water, (with C. Knessl), J. Fluid Mech., 244, 605-614, 1992. Diffraction of Acoustic WavesfromMaterial Discontinuities, (with P. Barbone) Flow-Structure and Flow-Sound Interactions, Proceedings of the 1992 Symposium on Flow-Induced Vi bration and Noise, ASME Press, New York, T.M. Farabee and M.P Paidoussis, eds. The shape of a Mobius band, (with L. Mahadevan), Proc. Roy. Soc. Lond. A 440, 149-162, 1993. Drop evaporation through a thin membrane, (with H.L. Frisch), J. Colloid and Interface Science, 155, 262-263, 1993. Phase fronts in reaction-diffusion problems, Emerging applications in free boundary problems, J. Chadam and H. Rasmussen, eds., Wiley, New York, 24-28, 1993. Singularities of semilinear waves, (with L. Ting), Comm. Pure Appl. Math., 46, 341-352, 1993.
101 596 The stability of growing or evaporating crystals, (with R. Ghez and H.G. Cohen), J. Appl. Phys., 73, 3685-3693, 1993. The stability of rapidly growing or evaporating crystals, (with G.J. Merchant and H.G. Co hen), J. Appl. Phys., 73, 3694-3697, 1993. Strong localized perturbations of eigenvalue problems, (with M. J. Ward), SI AM J. Appl. Math., 53, 770-798, 1993. Summing logarithmic expansions for singularly perturbed eigenvalue problems, (with M.J. Ward and W.D. Henshaw), SIAM J. Appl. Math. 53, 799-828, 1993. Stresses in narrow regions, J. Appl. Mech., 60, 1054-1056, 1993. Front interaction and nonhomogeneous equilibria for tri-stable reaction-diffusion equations, (with J. Rubinstein and P. Sternberg), SIAM J. Appl. Math., 53, 1669-1685, 1993. Asymptotic evaluation of oscillatory sums, (with C. Knessl), Euro. J. Appl. Math., 4, 361-380, 1993. Asymptotic and numerical results for blowing-up solutions to semilinear heat equations, (with J. Lowengrub), Singularities in Fluids, Plasmas and Optics, R.E. Caflisch and G.C. Papanicolaou, eds., Kluwer 1993, 111-129. Removing small features from computational domains, J. Comp. Phys., 113, 148-150, 1994. Eulerian number asymptotics (with E. Giladi). Proc. Royal Soc. A, 445, 291-303, 1994. Nonreflecting boundary conditions (with M. Grote), Anniversary Volume, DCAMM, Tech nical Univ. of Denmark, Lyngby, Denmark, October 1994, 47-54. Optimal Pricing of Scarce Natural Resources, (with P.S. Hagan, D.E. Woodward and R.E. Caflish), Appl. Math, of Finance, 1, 87-108, 1994. A Characterization of the Poisson Distribution and the Probability of Winning a Game, Am. Stat., 48, pages 294-298, 1994. Special finite elements for use with high order boundary conditions (with D. Givoli), Comp. Meth. Appl. Mech. and Eng., 199, 199-213, 1994. Range of the first two eigenvalues of the Laplacian, (with S. A. Wolf), Proc. Royal Soc. A, 447, 397-412, 1994. Blob Formation, (with A. King and L. Ting), Phys. of Fluids, 7, 226-228, 1995. Exact non-reflecting boundary condition for the time dependent wave equation, (with Marcus Grote), SIAM J. Appl. Math. 55, 280-297, 1995. How many shuffles to mix a deck?, SIAM Review, 37, 88-89, 1995. Rossby Waves, (with C. Knessl), Studies in Appl. Math., 94, 359-376, 1995. Short acoustic, electromagnetic and elastic waves in random media, (with W. Boyse), J. Opt. Soc. Amer. A, 12, 380-389, 1995. Wave propagation, Proc. Int'l. Cong. Math., Zurich 1994. Asymptotic methods for partial differential equations: the reduced wave equation and Maxwell's equations, (with R.M. Lewis), Surveys in Applied Mathematics, edited by J.B. Keller, G. Papanicolau, and D. McLaughlin, Plenum Publishing, NY, 1995. Stability of linear shear flows in shallow water, (with C. Knessl), J. Fluid Mech., 303, 203214, 1995.
597 101 A Hybrid Asymptotic-Numerical Method for Calculating Low Reynolds Number Flows Past Symmetric Cylindrical Bodies, (with M.C.A. Kropinski and M.J. Ward), SIAM J. Appl. MatA.55,1484-1510, 1995. Periodic Folding of Thin Sheets, (with L. Mahadevan), SIAM J. Appl. Math.,55, 1609-1624, 1995. On nonreflecting boundary conditions, (with M. Grote), J. Comp. Phys., 122, 231-243,1995. Asymptotics beyond all orders for a low Reynolds number flow, (with M. Ward), J. Eng. Math., 30, 253-265, 1996. Coiling of Flexible Ropes, (with L. Mahadevan), Proc. Royal Soc. A, 452, 1679-1694, 1996. Nonreflecting Boundary Conditions for Time Dependent Scattering, (with M. Grote), J. Comp. Phys., 127, 52-S5, 1996. Stability of the P to S energy ratio in the diffusive regime (with G. Papanicolaou and L. Ryzhik), Bulletin of the Seismological Soc. of Amer., 86, 1107-1115, 1996. Turbulent diffusion in a Gaussian velocity field, 1996 Summer Study Program in Geophysical Fluid Dynamics, Woods Hole Oceanographic Institution, 1996. Exact boundary conditions on artificial boundaries, Proc. 3rd Hellenic-European Conf. on Math, and Informatics, Sept. '96, Athens, Greece, 75-88. Three dimensional water waves (with P. Milewski), Studies in Appl. Math., 97, 149-166, 1996. Transport equations for elastic and other waves in random media (with G. Papanicolaou, L. Ryzhik), Wave Motion, 24, 327-370, 1996 Advection-diffusion past a strip I. Normal Incidence, (with C. Knessl), J. Math. Phys., 38, 267-282, 1997. Advection-diffusion past a strip II. Oblique Incidence, (with C. Knessl), J. Math. Phys., 38, 902-925, 1997. High Order Boundary Conditions and Finite Elements for Infinite Domains, (with D. Givoli and I. Patlashenko), Comp. Meth. Appl. Mech. Eng., 143, 13-39, 1997. Axisymmetric free surface with a 120° angle along a circle, (with J.-M. Vanden Broeck), J. of Fluid Mech., 342, 403-409, 1997. Boundary and initial boundary-value problems for separable backward-forward parabolic problems, (with H.F.Weinberger), J. Math. Phys., 38, p. 4343-53, 1997. Iterative solution of elliptic problems by approximate factorization, (with E. Giladi), J. Comp. and Appl. Math., 85, 287-313, 1997. Transport Equations for Waves in a Half Space, (with L. Ryzhik and G. Papanicolaou), Comm. P.D.E., 22, 1869-1910, 1997. Homogenization of rough boundaries and interfaces (with J. Nevard), SIAM J. Appl. Math. , 57, 1660-1686, 1997. Large Deviation Theory for Stochastic Difference Equations, (with R. Kuske), Euro. J. Appl. Math., 8, 567-580, 1997. Nonreflecting Boundary Conditions for Maxwell's Equations (with M. Grote), J. Comp. Phys. 139, 327-342, 1998. Inner and outer iterations for the Chebyshev algorithm (with E. Giladi and G. Golub), SIAM J. Num. Anal., 35, 300, 1998.
101 598 Singularities on free surfaces of fluid flows (with P. Milewski and J.-M. Vanden-Broeck), Studies in Appl. Math., 100, 245-267, 1998. Gravity waves on ice-covered water, J. Geophys. Res.- Oceans, vol. 103, C-4, 7663-7669, April 15, 1998. Advection-diffusion around a curved obstacle (with D. Ahluwalia and C. Knessl) J. Math. Phys., 39, 3694-3710, 1998. Optimal exercise boundary for an American put option, (with R. Kuske), Appl. Math. Fin., 5, 107-116, 1998. Weak Shock Diffraction and Singular Rays (Extended Abstract), (with L. Ting), ZAMM, 78, Suppl. 2, pp. S767-770, 1998. Discrete Dirichlet-to-Neumann maps for unbounded domains, (with D. Givoli and I. Patlashenko), Comp. Meth. Appl. Mech. & Eng.., Vol. 164, 173-185, 1998. Surface tension force on a partially submerged body, Phys. of Fluids, 10, 3009-3010, 1998. Singularities at the tip of a plane angular sector, J. Math. Phys., 40, 1087-1092, 1999. Ray solution of a backward-forward parabolic problem for data handling systems (with C. Knessl) Euro. J. Appl. Math, (in press). Exact nonreflecting boundary conditions for elastic waves, (with M. Grote) SIAM J. Appl. Math, (in press). Probability of Brownian motion hitting an obstacle (with C. Knessl) SIAM J. Appl. Math. (in press). Transport Theory for acoustic waves with reflection and transmissio at interfaces (with G. Papanicolaou, G. Bal, L. Ryzhik) Wave Motion (in press).
101 599 JOURNAL OF THE OPTICAL SOCIETY OF AMERICA
VOLUME 52. NUMBER 2
FEBRUARY. 1962
Geometrical Theory of Diffraction* JOSEPH B. KELLER
Institute of Mathematical Sciences, New York University, New York, New York (Received September 13, 1961) The geometrical theory of diffraction is an extension of geo metrical optics which accounts for diffraction. It introduces diffracted rays in addition to the usual rays of geometrical optics. These rays are produced by incident rays which hit edges, corners, or vertices of boundary surfaces, or which graze such surfaces. Various laws of diffraction, analogous to the laws of reflection and refraction, are employed to characterize the diffracted rays. A modified form of Fermat's principle, equivalent to these laws, can also be used. Diffracted wave fronts are denned, which can be found by a Huygens wavelet construction. There is an associated phase or eikonal function which satisfies the eikonal equation. In addition complex or imaginary rays are introduced. A field is associated with each ray and the total field at a point is the sum of the fields on all rays through the point. The phase of the field on a ray is proportional to the optical length of the ray from some 1. INTRODUCTION
reference point. The amplitude varies in accordance with the principle of conservation of energy in a narrow tube of rays. The initial value of thefieldon a diffracted ray is determined from the incidentfieldwith the aid of an appropriate diffraction coefficient. These diffraction coefficients are determined from certain canonical problems. They all vanish as the wavelength tends to zero. The theory is applied to diffraction by an aperture in a thin screen diffraction by a disk, etc., to illustrate it. Agreement is shown be tween the predictions of the theory and various other theoretical analyses of some of these problems. Experimental confirmation of the theory is also presented. The mathematical justification of the theory on the basis of electromagnetic theory is described. Finally, the applicability of this theory, or a modification of it, to other branches of physics is explained.
these wave fronts and which satisfies the usual eikonal equation. Thus all the fundamental principles of ordi nary geometrical optics can be extended to the geo metrical theory of diffraction. Ordinary geometrical optics is often used to determine the distribution of light intensity, polarization, and phase throughout space. This is accomplished by assign ing a field value to each ray and letting the total field at a point be the sum of the fields on all the rays through that point. The phase of the field on a ray is assumed to be proportional to the optical length of the ray from some reference point where the phase is zero. The amplitude is assumed to vary in accordance with the principle of conservation of energy in a narrow tube of rays. The direction of the field, when it is a vector, is given by a unit vector perpendicular to the ray. This vector slides parallel to itself along the ray in a homo geneous medium, and rotates around the ray in a specific way as it slides along it in an inhomogeneous medium. Exactly the same principles as those just described can be used to assign a field to each diffracted ray. The only difficulty occurs in obtaining the initial value of the field at the point of diffraction. In the case of the ordinary rays, the field on a ray emerging from a source is specified at the source. But on a reflected or trans mitted ray, the initial value is obtained by multiplying the field on the incident ray by a reflection or trans mission coefficient. By analogy the initial value of the * This paper was presented as an invited address at the Seminar on Recent Developments in Optics and Related Fields at the field on a diffracted ray is obtained by multiplying the October 13, 1960 meeting of the Optical Society of America, field on the incident ray by a diffraction coefficient, Boston, Massachusetts. The research on which it is based was which is a matrix for a vector field. There are different sponsored in part by the Air Force Cambridge Research Labora coefficients for edge diffraction, vertex diffraction, etc. tories, Office of Aerospace Research. 1 J. B. Keller, "The geometrical theory of diffraction," Proceed All the diffraction coefficients vanish as the wave ings of the Symposium on Microwave Optics, Eaton Electronics length X of the field tends to zero. Then the sum of the Research Laboratory, McGill University, Montreal, Canada fields on all diffracted rays, which we call the diffracted (June, 1953). 1 See J. B. Keller, in Calculus of Variations and its Applications, field, also vanishes. The geometrical optics field alone Proceedings of Symposia in Applied Math, edited by L. M. Gravesremains in this case, as we should expect because diffrac (McGraw-Hill Book Company, Inc., New York and American tion is usually attributed to the fact that X is not zero. Mathematical Society, Providence, Rhode Island, 1958), Vol. 8.
G
EOMETRICAL optics, the oldest and most widely used theory of light propagation, fails to account for certain optical phenomena called diffraction. We shall describe an extension of geometrical optics which docs account for these phenomena. It is called the geo metrical theory of diffraction.' 2 Like geometrical optics, it assumes that light travels along certain straight or curved lines called rays. But it introduces various new ones, called diffracted rays, in addition to the usual rays. Some of them enter the shadow regions and account for the light there while others go into the illuminated regions. Diffracted rays are produced by incident rays which hit edges, comers, or vertices of boundary surfaces, or which graze such surfaces. Ordinary geometrical optics docs not describe what happens in these cases but the new theory does. I t does so by means of several laws of diffraction which are analogous to the laws of reflection and refraction. Like them, the new laws axe deducible from Fermat's principle, appropriately modified. Away from the diffracting surfaces, diffracted rays behave just like ordinary rays. In terms of the new rays, diffracted wave fronts can be denned. A Huygens wavelet construction can also be devised to determine them. It is also possible to intro duce an eikonal or phase function which is constant on
116
600 101 February 1962
GEOMETRICAL
THEORY
Dimensional considerations show that edge-diffraction coefficients are proportional to X' and tip- or vertexdiffraction coefficients to X. The field diffracted around a curved surface decreases exponentially with X, and is consequently weaker than the field diffracted by a tip which is in turn weaker than that diffracted by an edge. Diffraction coefficients can be characterized by recog nizing that only the immediate neighborhood of the point of diffraction can affect their values. Thus the directions of incidence and diffraction, the wavelength, and the geometrical and physical properties of the media at the point of diffraction determine them. This suggests that they are determined by certain simpler problems in which only the local geometrical and physical properties enter. These "canonical" problems must be solved in order to determine the diffraction coefficients mathe matically. Alternatively, experimental measurements on these canonical configurations can yield the coefficients. The theory outlined above suffices for the analysis of a large class of situations involving diffraction. How ever, there remain phenomena which can be analyzed only by the inclusion of still another type of ray—the complex or imaginary ray. In a homogeneous medium such a ray is a complex straight line, while in an inhomogeneous medium it is a complex-valued solution of the differential equations for rays. Such rays occur as trans mitted rays whenever total internal reflection occurs, and also in many other situations. Fields can be associ ated with these rays just as well as with the other kinds of rays. A different kind of diffraction effect, not covered by the theory as explained so far, occurs at a caustic or focus of the ordinary or the diffracted rays. At such places neighboring rays intersect and the cross-sectional area of a tube of rays becomes zero. Consequently the principle of energy conservation in a tube of rays leads to an infinite amplitude for the field there. In order to obtain a finite value for the field at such places the present theory introduces a caustic correction factor. When the field on a ray passing through a caustic is multiplied by the appropriate factor, it becomes finite at the caustic. The caustic correction factors are deter mined by the wavelength and the local-ray geometry near the caustic, and are obtained from canonical problems. In the subsequent sections this theory will be ex plained more fully and applied to some typical illustra tive examples. Other applications of the theory will also be described. The mathematical interpretation of the theory in terms of asymptotic expansions will be ex plained in order to relate it to electromagnetic theory. The construction of similar theories in other branches of physics will also be commented upon. 2. EDGE-DIFFRACTED RAYS The fundamental premise underlying the geometrical theory of diffraction is that light propagation is entirely
OF
DIFFRACTION
117
a local phenomenon because the wavelength of light is so small. By this it is meant that the manner of propaga tion at a given point is determined solely by the prop erties of the medium and the structure of the field in an arbitrarily small neighborhood of the point. Further more all fields, no matter how they are produced, must have the same local structure, namely, that of a plane wave. Therefore, all fields must propagate in the same way. In particular, then, diffracted fields must travel along rays just like the ordinary geometrical optics field does, and, in fact, these rays must obey the ordinary geometrical-optics laws. The rays along which the diffracted field propagates are the diffracted rays. Where do diffracted rays come from? It seems dear that they must be produced by some of the ordinary optical rays, but, which ones? The laws of propagation, reflection, and refraction enable us to follow the usual rays from the source outward, and determine where they go and what rays they produce, with some excep tions. The usual laws fail to specify what happens to a ray which hits an edge or a vertex, or grazes a boundary surface. Therefore, such rays must give rise to diffracted rays. We hypothesize that they do. In the case of edges, this hypothesis is related to Thomas Young's idea that diffraction is an edge effect. This hypothesis can be tested mathematically in those cases where diffraction problems have been solved by other means. One such case is the diffraction of a plane wave by a semi-infinite screen with a straight edge. The solution of this problem obtained by Sommerfeld3 con sists of incident and reflected plane waves plus a third wave which is called a diffracted wave. When the inci dent wave is propagating in a direction normal to the edge of the screen, the diffracted wave is cylindrical with the edge as its axis. The straight lines orthogonal to the cylindrical wave fronts of the diffracted wave appear to come from the edge and can be identified with our diffracted rays. This example also suggests that an inci dent ray normal to the edge produces diffracted rays which are also normal to the edge and which leave it in all directions. When the incident rays in the direction of propagation of the incident wave are oblique to the edge of the screen, the diffracted wave in Sommerfeld's solution is conical. This means that the diffracted wave fronts are parallel cones with the edge as their common axis. The straight lines orthogonal to these cones also appear to come from the edge, and can be identified with our diffracted rays. This example suggests the law of edge diffraction. A diffracted ray and the corresponding inci dent ray make equal angles with the edge at the point of diffraction, provided that they are both in the same medium. They lie on opposite sides of the plane normal to the edge at the point of diffraction. When the two rays lie in different media, the ratio of the sines of the 1 A. J. W. Sommerfeld, Optics (Academic Press, Inc., New York, 1954).
601 118
JOSEPH
(»)
B.
1"IG. 1. (a) The cone of diffracted rays produced by an incident ray which hits the edge of a thin screen obliquely, (h) The plane of diffracted rays produced by a ray normally incident on the edge of a thin screen.
KELLER
Vol. 52
integral asymptotically for short wavelengths when the incident field was a spherical wave, by using the Maggi transformation. He showed that the diffracted field at a point Q consisted of contributions from a small number of points on the edge. If we draw straight lines from these points to Q and call them diffracted rays we find that all of them at smooth parts of the edge satisfy the law of edge diffraction. The integrals of the Kirchhoff and modified Kirchhoff method, which employs Rayleigh's formulas, have been evaluated asymptotically for short wavelengths by van Kampen 5 and by Keller el al.' for arbitrary incident fields. The latter authors also evaluated Braunbek's 7 improved version of the Kirch hoff integrals. In all cases the points on smooth parts of the edge which contribute to the diffracted field corre spond to diffracted rays satisfying the law of edge diffraction. An indirect experimental verification of the existence of edge diffracted rays and of the law of edge diffraction is contained in the results of Coulson and Becknell. 8 They photographed the cross sections of the shadows of thin opaque disks of various shapes and detected bright lines in the shadows. When the incident field was normally incident on a disk, the bright line was found to be the evolute of the edge of the disk. In the special case of a circle the evolute is just the center, which appears as the well-known bright spot on the axis of the shadow. According to the law of edge diffraction, the diffracted rays lie in planes normal to the edge when the incident rays are normal to the edge. Therefore the caustic of these rays is a cylinder normal to the disk. Its cross section is the envelope of the normals to the edge in the plane of the disk, which is just the evolute of the edge. Thus the cross section of the caustic of the diffracted rays coincides with the bright lines which were observed. A similar interpretation applies to the bright lines observed at oblique incidence. Similar bright lines were observed by Nienhuis 8 in the diffraction pat terns of apertures. He found that they were exactly the caustics of diffracted rays which he assumed to emanate normally from the edge.
angles between the incident and diffracted rays and the normal plane is the reciprocal of the ratio of the indices of refraction of the two media. See Fig. 1. The second part of this law, pertaining to diffraction into a different medium, is not suggested by the above example but is suggested by Snell's law of refraction. Both parts of the law are consequences of the following modified form of Fermat's principle which we call Fermat's principle for edge difruction. An edge-diffracted ray from a point P to a point Q is a curve which has stationary optical length among all curves from P to Q with one point on the edge. The derivation of the law of edge diffraction from this principle is particularly simple when the edge is straight and both rays lie in the same homogeneous medium. Then it is obvious that the ray consists of two straightline segments meeting at a point on the edge. Let us rotate the plane containing the edge and the point Q around the edge until it contains P. In doing so the length of the segment from Q to the axis is unchanged, and the angle between the segment and the axis is un changed. After the rotation, P, Q, and the edge lie in one 3. FIELDS DIFFRACTED BY STRAIGHT EDGES plane and the stationary optical path is that given by the law of reflection. Thus the two segments must make Let us now consider the field u, on a ray diffracted equal angles with the edge and lie on opposite sides of from an edge.10 For simplicity let us suppose that the ray the plane normal to the edge at the point of diffraction is in a homogeneous medium so that it is a straight line. —but this is the law of edge diffraction for rays in the Let us begin with the two-dimensional case in which same medium. A similar argument, using Snell's law, the edge is a straight line and the incident rays all lie yields the law of edge diffraction for rays in different in planes normal to the edge. Then the diffracted rays media. are also normal to the edge, and emanate from it in all The law of edge diffraction is also confirmed by several 1 approximate solutions of the problem of diffraction by N. 0 . van Kampen, Physica 14, 575 (1949). ' J. B. Keller, R. M. Lewis, and B. D. Seckler, J. Appl. Phys. an aperture in a thin screen. The Kirchhoff method, 28, 570 (1957). sometimes called the method of physical optics, repre ' W. Braunbek, Z. Physik 127, 381 (1950); 127, 405 (1950). sents the field diffracted through an aperture as an ■J. Coulson and G. G. Becknell, Phys. Rev. 20, 594 (1922); 20, 607 (1922). integral over the aperture. Rubinowicz* evaluated this ' A . Rubinowicz, Ann. Physik 53, 257 (1917); 73, 339 (1924).
' K. Nienhuis, Thesis, Groningen, 1948. " J. B. Keller, J. Appl. Phys. 28, 426 (1957).
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GEOMETRICAL
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directions. Thus it suffices to consider only the rays in one plane normal to the edge. If X denotes the wavelength of the incident field «,, it is convenient to define the propagation constant A = 2T/X. We also denote by r the distance from the edge. Then the phase on a diffracted ray is just kr plus the phase \ki of the incident ray at the edge. To find the amplitude A(r), which we assume to be a scalar, we consider as a tube of rays two neighboring rays in the same plane normal to the edge. Actually the tube is a cylinder of unit height. The cross-sectional area of this tube is proportional to r and the flux through it is proportional to rA'. Since the flux must be constant, A (r) is proportional to r~'. The amplitude is also pro portional to the incident amplitude A< at the edge so we write A (r) = DA if - ', where D is a diffraction coefficient. Thus the diffracted field is u.=DA
i f-*«'
( r+
» *" =
Dus-Wr
(1)
Let us compare our result (1) with Sommerfeld's3 exact solution for diffraction of a plane scalar wave by a half-plane. When his result is asymptotically expanded for large values of kr, it agrees perfectly with (1) pro vided that
FIG. 3. The diffracted rays produced by a plane wave normally incident on a slit in a thin screen. The two incident rays which hit the slit edges are shown, with some of the singly diffracted rays they produce. One diffracted ray from each edge is shown crossing the slit and hitting the opposite edge, producing doubly diffracted rays. t""
D= —
Csec§(«-o)±cscJ(«+«)]. 2 ( 2 T * ) » sin/3
(2)
Here 0 is the angle between the incident ray and the edge which is T / 2 in this case. The angles between the incident and diffracted rays and the normal to the screen are 6 and a, respectively (see Fig. 2). The upper sign applies when the boundary condition on the half-plane is u = 0 while the lower sign applies if it is du/dn=0. The agreement between (1) and the exact solution confirms our theory and also determines the edge diffrac tion coefficient D. Similar agreement occurs for oblique incidence on a half-plane when (1) is replaced by the appropriate expression and the denominator sin/9 is in cluded in (2). In this case 8 and a are denned as above after first projecting the rays into the plane normal to the edge. In case the half-plane is replaced by a wedge of angle (2—»)T, comparison of (1), and its modified form for / 9 ? ^ T / 2 , with Sommerfeld's exact solution for a wedge yields agreement when Incident Roy
Fic. 2. The projection of inci dent and diffracted rays into a plane normal to the edge of a screen. The angles a and 9 are those between the projections and the normal to the screen, measured as shown in the figure. The edge is normal to the plane of the figure.
sinn r/
=
9—o\-1
r
I cos—cos
«(2jri)'sin0L\
n
)
n I I x O-f-a+jrN-'-] TF I c o s — cos 1 I.
(3)
For » = 2 the wedge becomes a half-plane and (3) re duces to (2). [Equation (3) is misprinted in Eq. (A10) of reference 10.] In the electromagnetic case D is a matrix which has been determined in reference 10 for a perfectly conducting thin screen. We shall now apply (1) and (2) to determine the field diffracted through an infinitely long slit of width 2a in a thin screen. By Babinet's principle, this will also be the field diffracted by a thin strip of width 2a. For simplicity we shall assume that the incident field is a plane wave propagating in a direction normal to the edges of the slit. Then the problem is two dimensional and we can confine our attention to a plane normal to the edges. In this plane let the screen lie in the y axis of a rectangular co ordinate system with the edges of the slit at x = 0 , y = ±a. Let the incident field be ««<»«—-»•'»•). Two singly diffracted rays, one from each edge, pass through any point P. Thus the singly diffracted field at P, u,\ (P), is the sum of two terms of the form (1). ,i*(ri-o ■ina)+tW4
-[seci(«i+a)±csci(«,-a)]
«..(P) = — 2(2T*TI)» iKrr+ti iina)+iW4
2(2xAr2)l
- + [seci(9,-a)±cscj(»«+<»)](4)
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To obtain a better value of a, let us consider the two doubly diffracted rays which go in the direction p = —a. They are produced by two singly diffracted rays which cross the slit and hit the opposite edges. The field at the upper edge on the singly diffracted ray from the lower edge is given by the second term in (4) with 6t=r/2 and r»= 2a. If we choose the upper sign, appropriate to a screen on which « = 0 , we obtain
J'*l
!
s
KELLER
i
■— sec - [ — 2(T*<J)» 0
JO
40
*o
.to
1.00
I.M
•
1*0
.;
FIG. 4. The far-field diffraction pattern of a slit of width 2a hit normally by a plane wave; ka^S. The solid curve based upon Eq. (6) results from single diffraction, and applies to a screen on which «—0 or du/dn —0. The dashed curve includes the effects of multiple diffraction for a screen on which u—0. The dots are based upon the exact solution of the reduced wave equation for a screen on which « — 0.11 The ordtnate is t|/(v>)| and the abscissa is *> in radians.
We now use (7) as the incident field in (1) to obtain the field on the doubly diffracted rays. We proceed similarly to find the doubly diffracted field from the lower edge and add the two results to obtain the doubly diffracted field «.t. Far from the slit we can write it in the form (S) with fi(v) instead of / . ( ? ) • In the direction v=— a, fi has the value 1
In (4) r, and rt denote the distances from P to the upper and lower edges, and the angles 0\ and 9j are determined by the corresponding rays, as shown in Fig. 3. The diffraction pattern of the slit, /,(*>), can be ob tained from (4) by introducing the polar coordinates r,v> of P. When P is far from the slit (r^a) we have ri~r—as'mtp, r j ~ r + a siny, 9 ) ~ T + » > , and 8 J ~ T — *>• Then (4) becomes «. 1 (P) = - ( * / 2 r f ) * « ^ i " V . ( * ' ) -
(5)
The diffraction pattern /.(«>) due to single diffraction is found to be
/ . ( ■
The transmission cross section a of the slit per unit length can be obtained simply by employing the crosssection theorem. According to this theorem it is equal to the imaginary part of the diffraction pattern in the forward direction *>= — a. By applying the theorem to / • (
S. N. Karp and A. Russek, J. Appl. Phys. 27, 886 (1956).
P0t3ia(l+»ina)+»W4
k(rka)i.
1+sino ,rtta(l-«ine)+tr/4
+-
1 —sina
-].
(8)
To obtain
sin[4a(siny-|-sina)] cosf_io(sui^-)-sina)] / . ( * ) = »• ± . (6) k sini(^+a) *cosj(y—a) This equation shows that |f,(
(7)
2\2
--M:
cos[2*a(l+sina)— T / 4 ] 1+sino cos[2ka(l — sina)- T / 4 ] 1 —sina
(°)
tMjm\
FIG. 5. The far-field diffraction pattern of a slit of width 2a hit normally by a plane wave; Ao— IChr. The curve, based on Eq. (6), results from single diffraction for a screen on which v - 0 or
604 February 1962
GEOMETRICAL
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This expression has also been obtained by H. Levine by a different method. For normal incidence, or=0, and (9) becomes cos(2ka—T/4) —=12a
(10) T»(*O)'
In Fig. 6
100
»,00
IN
«00
WO
sin
e'*«' ,+ "»«> + ""
\4
(11)
dn
D'(ey-
I 2/
a\
8,\ ) 2/
«.j=
,
16ir(*o)«(2*rl)*
IT cos'l \4
e lta(!^in.)+dtn
\i
It I cos'l 2/ \4
I d -ZJ(«,»/2) ik da
2/
9A
)
\4
2/
(14)
16r(*a)l(2*f,) i
Here D' is a new diffraction coefficient which can be obtained by solving the problem of diffraction of the wave l e - * 1 ' by a half-plane lying on the negative y axis. This was done by Karp and Keller12 with the result
IOM MJI
1 sin 2/ \4
/T a\ IT sin —I—1 sin
r ««'*'.
tjoo
calculation for the lower edge. Then we add the two doubly diffracted fields to obtain
du, u.= D'
toe
FIG. 6. The transmission cross section of a slit of width la as a function of ka, for normal incidence with «—0 on the screen. The solid curve, based on Eq. (10), results from single and double diffraction; the dashed curve includes single and all multiple diffraction. The dots are based upon the exact solution of the reduced wave equation with w—0 on the screen.11 The ordinate is a/2a and the abscissa is ka.
S, +
cos
G D '(r7)
Far from the slit we write u.i in the form (5) and obtain fd(
2(2x)»*« sin'/3
■C-D -C-D
'(H)
- sin[2*a(l-fsina)
Let us use (11) and (12) to determine the doubly diffracted field for a screen on which du/dn=0. First we obtain from the second term in (4) at SI=T/2, fi=2a the result
sinf
sin
(12)
IT
a\
\4
1 2/
cos* I
)
■ sin[24a(l — sincr) —
6>«.i
—T/4]
T/4]
(IS)
(13) dn
8(T*a')* For normal incidence a = 0 and (15) becomes
We now use (13) and (12) in (11) to obtain the doubly diffracted field from the upper edge, and do a similar " S. N. Karp and J. B. Keller, Optica Acta (Paris) 8, 61 (1961).
sin(2£a— ir/4) (16) 2a
8r'(*a)»
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the product of the pattern of a single slit and a grating factor which is the quotient of sines. The method of this section has been applied to diffrac tion by a semi-infinite thick screen with a flat end and by a truncated wedge by Burke and Keller." In computing the doubly diffracted field for a screen upon which u—0 it was found that D = 0 . This is related to the fact that the singly diffracted field vanishes a t the edge. Here again the doubly diffracted field is proportional to dUi/dn at the edge. The corresponding diffraction co efficient D'(6,n) was found by solving a canonical prob FIG. 7. The transmission cross section of a slit of width 2fl as a function of ka, for normal incidence with du/dn — 0 on the screen. lem, as was done to obtain (12). If D(a,8,n) denotes the The curve, based on Eq. (16), results from single and double coefficient in (3), the result is diffraction. The dots are based upon the exact solution of the re duced wave equation.11 The ordinate is a/2a and the abscissa is ka. 1 d 2e-"'< S U I ( T / « ) D-(»,») =
A graph of a/2a versus ka based on (16) is shown in Fig. 7 together with some values of o/2a computed by Skavlem" from the exact solution of the boundary value problem. Let us now consider a diffraction grating consisting of 2 N + 1 parallel slits each of width 2a with centers a distance b apart. Let us again consider the two-dimen sional case in which a plane wave is incident at angle a with its wavef ronts parallel to the edges. Then one singly diffracted ray from each edge will pass through every point and the total field is the sum of 2(2iV + l) terms of the form (1). Let us number the slits from / = — N to 1= N with the center of slit / a t y=ib and let rt,a we obtain the result (5) for that slit, with rt,
k \'
0 ( - T / 2 , fl, ») =
ikda
n'*«(2x)»
{K)A] rco{K)A]l
(19)
In the case of gracing incidence additional considera tions which we shall not explain are required because the incident ray and a diffracted ray both continue along the surface together. 4. FIELDS DIFFRACTED BY CURVED EDGES The field on an edge-diffracted ray is given by (1) only in the special case when the diffracted wave is cylindrical. In general (1) must be replaced by «.=D«,[f(l+pr1r)]-i«,4r.
(20)
Here pi denotes the distance from the edge to the caustic of the diffracted rays, measured negatively in the direc tion of propagation. (See Fig. 8.) We obtain (20) by To simplify (17), let r,\-\-*)(t>i+r) and A is propor tional to [(pi+rfipt+r)^-*. When p i = 0 , A varies as [r(l-f-pf'r)}"'. Since the diffracted rays form a caustic " ( 2rr/ at the edge, p j = 0 there. If r denotes distance along a ray from the edge, the last expression for A applies. By sin [ (A' -(- J) kb (sin
<—»\2TT,/
)««(--» .in.HWy^).
(1 7)
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GEOMETRICAL
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given by the following formula, which is analogous to the lens and mirror laws 1
0
cosS
Pi
snff
p sin'/3
(21) Here p £ 0 denotes the radius of curvature of the edge, jS is the angle between the incident ray and the (positive) tangent to the edge, $ is the derivative of 0 with respect to arclength s along the edge, and 5 is the angle between the diffracted ray and the normal to the edge. Since both 0 and d/Bs change sign when the direction of in creasing arclength is reversed, this direction can be chosen arbitrarily without effecting the value of pi. The normal, which lies in the plane of the edge, is assumed to point towards its center of curvature. As an application of (21) let us consider a spherical wave diffracted by a straight edge. In this case p= °° so the focal length of the edge is infinite and the last term in (21) vanishes. A simple calculation shows that (3= — R~l sin)3 at a point on the edge a distance R from the source. Thus (21) yields pi=R as we should have expected. If u , = e ' * 8 / ^ then (20) yields
FIG. 9. A tube of rays and two small portions of wave fronts normal to them a distance r apart. The neighboring rays intersect at the two centers of curvature of the wave fronts. They are at the distances pi and pt from one wave front and at pi+r and pi+r from the other. The ratio of the areas of the wavefront sections is seen to be pipi/(pi+r)(pj-f-r). pass through each point P not on the axis. They come from the nearest and farthest points on the edge. If the incident field is «<=«'** and the screen is in the plane x—0, we obtain by adding two terms of the form (20) the result u,i(P)=
sec—±csc 2(2T*)*L
2
e«rH-iW4p
0,
[r.d-o-'r.sin*,)]-'
et»(X+rl+i»rt
X [ > , ( 1 - r'r,
2siru?(2T*)»[V.R(r+.R)]t X[secJ(9-a)=fccscJ(«+«)l
02-j
sec—±csc— 2(2i*)'L 2 2J
(22)
This result coincides with the asympotic expansion of the diffracted field given by the exact solution of the reduced wave equation for this problem, providing another confirmation of our theory. When a plane wave is normally incident upon a screen containing an aperture of any shape, / 3 = r / 2 for every ray and (21) yields pi= — p/cosj. If / 9 = T / 2 it follows from the definitions of 8 and 5 that 6=8—r/2 so Pi=— p/sin0. For a circular aperture of radius a, p = a and pi= —a/sin*. In this case two singly diffracted rays
sin»,)]-l.
(23)
The angles and distances in (23) are as shown in Fig. 3. Far from the aperture (23) simplifies to
f.M-
=
(24)
2TT
The diffraction pattern /■(*>) due to single diffraction is from (23) sinfjfca sin^— ( T / 4 ) ] /.( v )=*-<(2Ta/sin^)» « sin(v/2) cos[ia sin^— ( T / 4 ) ] | (25) cos(?/2)
FIG. 8. A pair of neigh boring incident rays hit ting a curved edge, and some of the resulting diffracted rays. The two cones of diffracted rays intersect at the caustic, which is at the distance pi from the edge along the rays.
I"
A graph of | kf.(v) | based on (25) is given in Fig. 10 for ka=3r. It shows that f.M is infinite at *>=0, which is a consequence of the fact that the axis, a caustic of the diffracted rays, and the shadow boundary r=a both extend in the direction ^>=0. Let us examine (23) near the axis by introducing p and *, the distances from P to the axis and to the plane of the screen, and J=tan - 1 (i:/a). When p « a , (23) can be simplified to gigikdaliiH-a <x»i)| «.1=
(2r*p)»(^+
^[sec(-+3±csc(-+3]
Xcos {kpcosS—).
(26)
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Far from the screen & approaches T / 2 and sec[(o72)+(ir/4)] = 2;t/a, so M„I does not decrease with * along the axis. This is because the shadow boundary r=a extends in the direction parallel to the boundary. When we combine xai with the geometrical optics field u„ = eik' in the region r
I ■'( H \
ika'\2x )—7o(*asin,p) 2x1 a ->ToVo(*asinip).
(30)
2rx
FIG. 10. The diffraction pattern of a circular hole of radius a hit normally by a plane wave; 4a —3x. The solid curve, based on Eq. (25) results from single diffraction with either w—0 or du/dn—0 on the screen. The dashed curve, for the case u = 0 on the screen, also includes multiple diffraction. The dotted curve near
This equation shows that «,i is singular like p _ t on the axial caustic p = 0 . To modify it so that «,i is finite there, we consider the following exact solution of the reduced wave equation, in which i is a constant and Jo is the zero-order Bessel function 2e" «•*« ""'Joikp
cosi)-
-cos(*pcos5—x/4). (27) (2iipcosi)t
The right side of (27) is the asymptotic expansion of the solution on the left side when kp is large. It shows that the solution corresponds to rays converging on an axial caustic, making the angle i/2—& with the axis, just as is the case in (26). Near the axis the right side of (27) is not applicable and the same is true of (26). Therefore we assume that the right side of (26) can be converted to its correct value on and near the axis by multiplying it by the ratio of the left side of (27) to the right side, and we call this ratio the axial caustic correction factor F
Thus /.(*>) has the finite value iico'Jo(kas'm)_t cos(£osin*>—x/4) are proportional to the asymptotic forms of Ji(kasinv) and Jo(ka sirup), re spectively. Upon using these functions in (25) in place of their asymptotic forms, we obtain rariJ i (ka sin
sin(p/2)
cos(«>/2)
Let us now consider the doubly diffracted field in order to obtain a more accurate value of a. For a screen on which « = 0 the first term in (23) becomes at f i = 2 o , 9=T/2 «.i=
-.
(32)
(2T*O)»
This is the field on a ray which has crossed the aperture to the opposite edge. By treating it as the incident field in (20) we obtain for the doubly diffracted field «,»=
—[ri(l —ff"'f| cosJi)] - 'sec— 27ria'
F= \(2x*p cosJ)' sec(Ap C O S 5 - T / 4 ) / „ ( * P cos5).
(28)
[The factor \ was omitted in (A16) of reference 10]. When we multiply the right side of (26) by F, we obtain on and near the axis
H 27r*a»
2«J-'"+"4
—Iscci—I— ]±csc(-+-)l \2
4/
\2
4/J
X7o(*pcosi)exp[t-A(;r ! -|-a s )»].
«,i= (29)
(33)
Near the axis we find by comparing (33) with (26) that
(a cos{)
:»)»L 2{x?+d')
[ r j f l - a - ' r j c o s S i ) ] - ' sec—. 2
sr
ih r\
/& xx-r1
sec- s e c — f - 4-csc—)— «„,. (2x*a)« 2L \ 2 4 / \2 4/J (34)
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From (34) we see that u.t becomes infinite on the axis like u.i does and it can be made regular by the same caustic correction. The result can be obtained by using (29) in (34). In this way we obtain at points far behind the screen and near the axis
keik* r
2/ra\i
\—(—
\ «J""-i''<70(*a sin*>)~|.
(35)
ITX
The bracketed quantity in (35) is fd(v), the diffractionpattern contribution from double diffraction. Upon applying the cross-section theorem to it, and adding the result to TO', which was obtained from (30), we find 2 sin[2Aa-x/4] (36)
KIG. 12. The transmission cross section a for normal incidence on a circular hole in a screen on which d*/dn— 0. The ordinate is d/xa} and the abscissa is ha. The solid curve is based upon Eq. (40) which results from single and double diffraction. Tne encircled lints and the dashed curve are the exact values computed by ouwkamp.11
g
factor to obtain the doubly diffracted field which is
'(Ao)»
ra'
This result, which was also obtained in a different way by Levine,16 is shown in Fig. 11. Values of IT/TO' obtained from the exact solution of the corresponding boundary value problem for the reduced wave equation are also shown. The agreement can be seen to be quite good, even when the wavelength is twice the diameter. For an aperture in a screen on which du/dn=0 we must use (11) with a factor (l-f-pi -1 r) on the right side, to find the doubly diffracted field. We begin by obtaining from the first term in (23) at fi = 2a, 6t=w/2 the result (37) dn
«.,=
«•*<"+*•> sin(o,/2) — — - f J r , ( l - o - ' r , cos5,)j-l 2 16T(*W)I cos («i/2) K<*<~«.>
sin(oi/2) [r,(l - a-'r, coso2) j-»
loV^o")*
cos2(V2)
.
(38)
Proceeding as before, we evaluate (38) at points near the axis, then apply the caustic correction factor (28), and finally evaluate the result far from the screen. In this way we obtain
2x*L
4A»a»
J
(39)
4(2TAO , )I
This is the normal derivative of the singly diffracted field on a ray which has crossed the aperture to the opposite edge. We now use (37) in (11) with the extra
To compute o- we apply the cross-section theorem which requires us to take the imaginary part of the bracketed expression in (39) at
1
sin(2*B+T/4) + — -. 4(Aa)» 4x»(*a)»
(40)
This result was also obtained by Levine and Wu." It is shown in Fig. 12 together with values based upon the exact solution of the reduced wave equation with du/dn= 0 on the screen. The agreement appears to be quite good for kaZ 2. De Vore and Kouyoumjian" have used the method of this section to calculate the singly and doubly diffracted fields produced by a plane electromagnetic wave inci-
FIG. 11. The transmission cross section a of a circular aperture of radius a in a thin screen on which i*—0. The wave is normally incident. The solid curve, based on Eq. (36), results from single '• R. N. Buchal and J. B. Keller, Commun. Pure Appl. Math. and double diffraction; the dashed curve also includes all multiple 8, 85 (1960). diffractions. The dots and the broken curve up to jko—5 are1 based " H. Levine and T. T. Wu, Tech. Rept. 71, Applied Mathe upon the exact solution of the reduced wave equation. * The matics and Statistics Laboratory, Stanford University, Stanford, ordinate isff/wa1and the abscissa ka. California, (July, 1957). 11 R. DeVore and R. Kouyoumjian, "The back scattering from 11 H. Levine, Institute of Mathematical Sciences, New York a circular disk," URSI-IRE Spring meeting, Washington D. C. (May, 1961). University, New York, Research Rept. EM-84 (1955).
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Vol. 52
FIG. 14. Comparison of the Kirchhoff edge-diffraction coeffi cients Di, Di, and Dt with the Braunbek coefficients DBI and D*t for normal incidence (a—0). The latter coincide with our D, given by Eq. (2) with the upper and lower signs, respectively. D\ and Z)i result from the two usual modifications of the Kirchhoff theory and Dk**i(Di+Dt) comes from the usual form of it. The ordinate is -2(2T*)t«-^'"sin9C and the abscissa is ». All the coefficients are singular on the shadow boundary 6—w but the singular factor sinff has beenremoved.The dark side of the screen is at 0—3r/2 and the illuminated side at 0— —x/2. dent from any direction on a perfectly conducting thin disk. They also performed accurate measurements of the diffracted field and found excellent agreement with the theory. Keller" has also used it to calculate the singly and doubly diffracted fields scattered by a perfectly conducting finite circular cone with a flat base hit by an axially incident plane wave. The back-scattered field comes primarily from the sharp edge at the rear of the cone and may be calculated by using the diffraction coefficient D given by (3) with the sign depending upon the orientation of the incident electric field. The results have been compared" with the measured values of Keys and Primich." The comparison, shown in Fig. 13, indi cates that the theory is fairly accurate even when ka is as small as unity. The theory has also been applied to objects of other shapes by Burke and Keller."
y
cw *
I t has been shown* by asymptotic evaluation, that the Kirchhoff theory, its two usual modifications and Braunbek's modification all lead to expressions for the field diffracted by an aperture in a thin screen, which can be interpreted as sums of fields on diffracted rays. The expression for the field on each ray was found to be exactly of the form (21), which is an additional corroboration of our theory. The Braunbek modification yielded exactly the diffraction coefficients (2) given by our theory, but the various other Kirchhoff methods gave different coefficients. The various coefficients are com pared in Fig. 14 from which it can be seen that the (0
TIG. 13. Experimental and theoretical values of the electro magnetic back scattering cross section amu of a finite circular metal cone for axial incidence. The ordinate is 9BM/T
'•J. B. Keller, IRE Trans. Antennas and Prop. AP-8, 17S (1960). »J. B. Keller, IRE Trans. Antennas and Prop. AP-9, 411 (1961). n J. E. Keys and R. I. Primich, Defense Research Telecommuni cations Establishment, Ottawa, Canada, Rept. 1010 (May, 1959). ■J. E. Burke and J. B. Keller, Research Rept. EDL-E49, Electronic Defense Laboratories, Sytvania Electronic Systems, Mountain View, California (April, 1950).
610 February 1962
GEOMETRICAL
THEORY
OF
DIFFRACTION
127
Kirchhoff results agree with ours in the forward direc tion, but differ considerably at other angles. Thus we may expect the Kirchhoff theory to lead to incorrect results at large diffraction angles. T The present method has been used by Keller2* to determine the force and torque exerted on a rigid im FIG. 16. The acoustic mobile thin disk or strip by an incident plane acoustic torque T per unit length wave. In this case, if« denotes the acoustic pressure, the on a strip of width la force on the disk is proportional to its total scattering as a function of ka for (45°). The ver fnrio cross section. By Babinet's principle this is found to be o-»/4 tical scale is the same twice the transmission cross section of the complemen as in Fig. 15. tary aperture. Similarly the torque on the disk is propor tional to the angular derivative of the diffraction pattern of the disk, evaluated in the forward direction, and this pattern is the negative of that of the complementary aperture. For strips the same statements apply to the force and torque per unit length. Thus the results ob tained above for a yield the force directly. By differ entiating the pattern /(?>) with respect to y> at v>= —o, fracted rays which leave the vertex in all directions. In we can also obtain the torque. Graphs of some of the a homogeneous medium they are straight lines and the results for the torque are shown in Figs. 15-17. corresponding diffracted wave fronts are spheres with the vertex as their center. Thus the diffracted wave is spherical, as we might expect. This expectation is S. CORNER OR TIP DIFFRACTION verified by the exact solution of the boundary-value Let us now consider diffraction by special points such problem for the reduced wave equation, corresponding as the corner of an edge of a boundary surface or the to diffraction by a cone. This confirmation lends support tip of a conical boundary surface. We call such points to the law of vertex diffraction. Additional support is vertices and assume that an incident ray which hits one provided by the asymptotic evaluation 6 for short wave produces infinitely many diffracted rays which satisfy lengths of the various forms of the Kirchhoff approxi the Lam of vertex diffraction: A diffracted ray and the mation for diffraction through an aperture in a thin corresponding incident ray may meet at any angle at a screen. This evaluation shows that the field at any point vertex of a boundary surface. This law follows at once contains a sum of terms, one for each vertex on the edge from Fermat's principle for vertex diffraction: A vertex- of the aperture. Each of these terms corresponds to a diffracted ray from a point P to a point Q is a curve vertex-diffracted ray, in agreement with our theory. which has stationary optical length among all curves To determine the field on a vertex-diffracted ray let from P to Q passing through the vertex. Both of these formulations show that a ray incident us still consider a homogeneous medium. Then the phase on a vertex produces a two-parameter family of dif- on such a ray at the distance r from the vertex is Ar-f-*< where * , is the phase of the incident field at the vertex. The amplitude varies as r~l since the cross-sectional area of a tube of rays is proportional to r'. Therefore we write the field on the diffracted ray as
W
0
f\]
1/1
N VJ
u=Cui(,eik'/r).
l
40 'so so '70 SO '90 FIG. 15. The acoustic torque T per unit length on a strip of width la as a function of the angle of incidence a for ia—5. The vertical scale is the value of r|« i ) > »/«cM(*o)l|- , 1 where P is the amplitude of the incident pressure wave, pt is the density of the medium and c is its sound speed. The values of a at which T - 0 are equilibrium angles which are stable if Tm<0 and unstable if Tm>0. The curve does not apply near a—T/2, which corresponds to grazing incidence, at which r « 0 . T is an odd function of a. "J. B. Keller, J. Acoust. Soc. Am. 29, 1085 (1957).
(41)
Here C is the appropriate vertex or corner diffraction coefficient. It depends upon the directions of the inci dent and diffracted rays, the local geometry of the vertex and the local properties of the media at it. Dimensional considerations show that C is proportional to a length, so it must be proportional to k~l. The field diffracted by any cone when a plane wave is incident is of the form (41), as we find by analyzing the boundary value problem for the reduced wave equation. This not only confirms our theory but enables us to determine C when the boundary-value problem can be solved. I t has been solved for elliptic cones, including the plane angular sector, by Kraus and Levine," but C M L. Kraus and L. Levine, Comroun. Pure Appl. Math. 14, 49 (1961).
611 128
JOSEPH
B.
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Vol. 52
intersection of the cylinder with the xy plane be a smooth closed convex curve C and suppose that the medium surrounding the cylinder is homogeneous. To find a surface-diffracted ray from P to Q, both of which lie outside C, we observe that the optical length of a curve is proportional to its geometric length. Therefore to utilize Fermat's principle we imagine a string from P to Q, and consider it to be pulled taut. Then it will consist of two straight-line segments from P and Q to the cylinder and a geodesic arc along the cylinder. When P and Q are both in the xy plane the arc is just an arc of C; otherwise it is a helical arc along the cylinder. It may o 7io '20 'so" '40 '50 ""So 'ro '•o '»o wrap around the cylinder any number of times in either FIG. 17. The acoustic torque T on a circular disk of radius a direction, so there are countably many surface diffracted as a function of the anglet of incidencex a for £0 —5. The vertical rays from P to Q. scale is the value of T\P t^fptc{kaY\~ . P, p0, and c are defined in the caption of Fig. 15. The values of x at which 7"—0 are equi We define a surface-diffracted wavefront to be a sur librium values, stable if T«<0 and unstable if 7".>0. The curve does not apply near a—0 (normal incidence) nor a°»»/2 face orthogonal to a family (i.e., normal congruence) of (grazing incidence). surface-diffracted rays. In the example just described let us suppose that P is a line source parallel to the z axis. has not been evaluated. For circular cones, it has been Then the surface-diffracted wavefronts which it pro evaluated by Felsen" and by Siegel et al." The various duces are cylinders with generators parallel to the s axis. forms of the Kirchhoff integral for diffraction through Their intersections with the xy plane are the involutes an aperture, when evaluated asymptotically,' yield of the curve C. fields of the form (41) for each corner on the aperture Two examples of surface-diffracted rays are shown in edge. Here again the resulting expressions for C are Figs. 18 and 19. In both cases the grazing ray is incident different for the different versions of the Kirchhoff horizontally from the left. One of the shed surfacemethod, and none can be expected to coincide with the diffracted rays is shown in Fig. 18 and two are shown in exact value contained in the solution of Kraus and Fig. 19. In both cases the figures show cross sections of Levine. We shall not consider any applications of vertex opaque screens surrounded by homogeneous media. diffraction. To construct the field on a surface diffracted ray we assume that the phase of the field increases in proportion 6. SURFACE-DIFFRACTED RAYS to optical length along the ray. The amplitude is as sumed to be proportional to the amplitude of the inci Let us now consider an incident ray which grazes a dent field at the point of diffraction. The coefficient of boundary surface, i.e., is tangent to the surface. We as proportionality involves a new surface-diffraction coeffi sume that such a ray gives rise to a surface-diffracted cient B which depends upon local properties of the ray in accordance with the law of surface diffraction: An boundary surface and the media at the point of diffrac incident ray and the resulting surface diffracted ray in tion. Along the portion of the diffracted ray on the the same medium are parallel to each other a t the point surface, the amplitude is assumed to vary in accordance of diffraction and lie on opposite sides of the plane with the principle of energy conservation in a narrow normal to the ray at this point. When the two rays lie strip of rays on the surface. Thus it varies inversely as in different media, they obey the law of refraction. the square root of the width of this strip because of The surface ray travels along the surface in a manner determined by the usual differential equations for rays on a surface. Therefore in a homogeneous medium it is an arc of a geodesic or shortest path on the surface. At every point the surface ray sheds a diffracted ray satisfy ing the law of surface diffraction. All of these properties of surface-diffracted rays follow from Fcrmat's principle for surface diffraction: A surface-diffracted ray from a point P to a point Q is a curve which makes stationary the optical length among all curves from P to Q having an arc on the boundary surface. To illustrate these ideas, let us consider a boundary surface which is a cylinder parallel to the z axis. Let the » L. B. Felsen, J. Appl. Phys. 26, 138 (195S). " K. M. Siegel, I. W. Crispin, and C. E. Schensted, J. Appl. Phys. 26, 309 (1955).
FIG. 18. Cross section of a screen of width 26 with a rounded end of radius b. A plane wave is normally incident upon it from the left. The dashed line is the shadow boundary. An incident ray which grazes the end of the screen is shown together with one of the surface diffracted rays which it produces in the shadow region. The angle between this ray and the shadow boundary is 6.
612 February 1962
GEOMETRICAL
THEORY
convergence or divergence. However, it also decays be cause of radiation from the surface along the shed diffracted rays. The decay rate is assumed to be deter mined by a decay exponent a which depends upon local properties of the surface and media. The amplitude on a shed diffracted ray varies in the usual manner and is proportional to the field on the surface diffracted ray at the point of shedding. The proportionality factor involves another diffraction coefficient which can be shown to be the same as the coefficient B introduced above as a consequence of the principle of reciprocity. The details of this construction of the field are given for cylinders by Keller" and for three-dimensional surfaces by Levy and Keller." The theory has been tested by applying it to diffrac tion of a cylindrical wave by a circular cylinder and comparing the predicted field with the asymptotic ex pansion of the exact solution. The two results agreed exactly when appropriate expressions were used for the diffraction coefficient B and the decay rate a. Thus the theory was confirmed and B and a were determined. The theory was further confirmed by making similar comparisons for diffraction by a parabolic cylinder, an elliptic cylinder (Levy"), a spheroid (Levy and Keller") and the screen of Fig. 19 (Magiros and Keller"). Of course, in all cases the same values of B and a were employed. A numerical test of the accuracy of the theory was made by Keller* for the screen of Fig. 19. The field u far from the end of the screen in the shadow region can be written as «=/(»,*4)e>» r, -' W4 (*r)-*. The function f(fi,kb) was evaluated for 6=x/4 as a function of kb from the exact solution of the boundary-value problem and from the formula given by our theory. The results are shown in Fig. 20. The upper curves and points apply to a screen on which du/dn=0; the lower ones to a screen on which u = 0 . The solid curves are obtained when a simple FIG. 19. Cross section of an infinitely thin screen with a cylindrical tip of radius b. A plane wave is normally incident upon it from the left. The dotted line is the shadow boundary. An incident ray which grazes the tip is shown together with two of the surface diffracted rays which it produces. One of them is refleeted from the screen, and both ultimately make the angle e with the shadow boundary.
•— j> i v^~ i f j ?v / / i / \\ 8 I v b j\^ / V / ^^ \ J V ^ ^ ^y \^ / / / X. \^ V. \^
"J. B. Keller, IRE Trans. Antennas and Propagation AP-4, 243 (1956). " B. R. Levy and T. B. Keller, Commun. Pure Appl. Math. 12, 159 (1959). » B. R. Levy, J. Math, and Mech. 9, 147 (I960). » B. R. Levy and J. B. Keller, Can. J. Phys. 38, 128 (1960). " D. Magiros and I. B. Keller, Commun. Pure. Appl. Math. 14, 457 (1961). "J. B. Keller, J. Appl. Phys. 30, 14S2 (1952).
OF
DIFFRACTION
129
FIG. 20. The far-field amplitude |/(T/4,W) | in the shadow of the screen of Fig. 19 in the direction 0—w/4 as a function of bb. The upper curves and points apply to a screen on which du/drt~0 while the lower ones pertain to a screen on which u—0. The en circled points were obtained by laborious numerical computation of the series solution of the boundary-value problem; the curves were obtained from the formulas given by the geometrical theory of diffraction. The dasbed curve was obtained from a formula in which an improved expression for a was used. expression is used for the decay exponent a and the dashed curve when a more accurate expression is used for a. The agreement between the curves given by our theory and the points from the exact solution appears to be quite good for kb> 2. Similar curves for the screen of Fig. 18 are shown in Fig. 21, but there is no exact solution with which to compare them. Diffracted rays have also been introduced by Franz and Deppermanw who called the associated waves "creeping waves." They applied them to explain oscilla tions in the measurements of the radar back-scattering cross section of metallic circular cylinders. A refinement of the method described above for determining B and a was given by Levy and Keller.*1 They showed how variation of the curvature of the diffracting surface modifies the values of B and a determined from a circular cylinder. The determination of the field near the dif fracting surface requires special considerations, de scribed in references 27 and 28, because the surface is a caustic of the diffracted rays. Another special treatment described by Buchal and Keller1* is required near the shadow boundary. Near the point of diffraction, where the shadow boundary meets the diffracting surface, a still different special analysis due to V. Fock and to C. L. Pekeris is required. A uniform expression for the field in these various regions has been obtained, in twodimensional cases, by Logan and Yee" by combining » W. Franz and K. Depperman, Ann. Physik 10, 361 (1952). " B. R. Levy and J. B. Keller, IRE- Trans. Antennas and Propagation, AP-7, 552 (1959). u N. A. Logan and K. S. Yee, Symposium on Electromagnetic Theory, U. S. Army Mathematics Research Center, University of Wisconsin, Madison, Wisconsin (April, 1961).
613 130
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Vol. 52
7. FURTHER DEVELOPMENTS The geometrical theory of diffraction which we have described has been applied to inhomogeneous media by Friedrichs and Keller" and by Seckler and Keller." It has also been extended by the introduction of complex or imaginary rays. 2 A similar theory can be constructed to describe any kind of wave propagation and this has been done to some extent for water waves, elastic waves, quantummechanical waves, surface waves, etc. When anisotropic media are present, or when more than one propagation velocity exist, there are more kinds of rays and the theory is correspondingly more complicated. However the principles are essentially unchanged. From a mathematical point of view, the field con structed by means of the present theory is the leading FIG. 21. The far-field amplitude |/(»/4,*&)| in the shadow of part of the asymptotic expansion of the exact field for the screen of Fie. 18 in the direction $*=x/4 as a function of kb. The curves are based upon the geometrical theory of diffraction small values of X or large values of k. The full asymptotic while the points at &£■ 0 are determined from the solution for expansion consists of additional terms in the amplitude diffraction by a half-plane. The upper curve and point apply to a of the field on each ray. These terms are smaller than the screen on which da/dn—0; the lower ones to a screen on which i*=0. Probably only the decreasing portions of the curves are first term by factors of k~", n= 1, 2, • • •. These state correct, and most likely the amplitude decreases monotonically ments have been proved in special cases, but not in for all values of ttb. general. » K. 0. Friedrichs and J. B. Keller, J. Appl. Phys. 26, 961 (1955). the method of Fock and Pekeris with the geometrical " B. D. Seckler and J. B. Keller, J. Acoust. Soc. Am. 31, 192 considerations we have described. (1958).
614 Reprinted from ANNALS or PHYSICS, Vol. 4, No. 2. June, 1958 Academic Press Inc. ANNALS OF PHYSICS: 4 , 180-188 (1958)
Corrected Bohr-Sommerfeld Quantum Conditions for Nonseparable Systems JOSEPH B. KELLER
Institute of Mathematical Sciences, New York University, New York, New York For a separable or nonseparable system an approximate solution of the Schrodinger equation is constructed of the form Ae,h~ a. From the singlevaluedness of the solution, assuming that A is single-valued, a condition on S is obtained from which follows A. Einstein's generalized form of the Bohr-Sommerfeld-Wilson quantum conditions. This derivation, essentially due to L. Brillouin, yields only integer quantum numbers. We extend the considerations to multiple valued functions A and to approximate solutions of the form £
Ak exp G'fc-'S*).
In this way we deduce the corrected form of the quantum conditions with the appropriate integer, half-integer or other quantum number (generally a quar ter integer). Our result yields a classical mechanical principle for determining the type of quantum number to be used in any particular instance. This fills a gap in the formulation of the "quantum theory", since the only other method for deciding upon the type of quantum number—that of Kramers—applies only to separable systems, whereas the present result also applies to nonsepa rable systems. In addition to yielding this result, the approximate solution of the Schro dinger equation—which can be constructed by classical mechanics—may itself prove to be useful. INTRODUCTION In the "quantum theory" the motion of a system is described by classical mechanics but certain constants of the motion are restricted to be integers. These restrictions are called the quantum conditions and the integers occurring in them are called the quantum numbers. In many cases better agreement be tween theory and observation is obtained if half-integer quantum numbers are employed instead of integers. However no theoretical principle is available to determine whether an integer, half-integer or other quantum number is to be used in any particular case. It is the purpose of this article to provide such a principle. * This article is based upon a report (/) sponsored by the Geoph)'sics Research Direc torate, Air Force Cambridge Research Center, Air Research and Development Command, under Contract No. AF19(122)-463. 180
615 BOHK-SOMMERFELD QUANTUM CONDITIONS
181
Historically the problem of deciding between integer and half-integer quan tum numbers was circumvented by the invention of quantum mechanics, which replaced the "quantum theory". Therefore the discovery of a procedure for deciding between the two kinds of quantum numbers might now be considered to be of purely academic interest. However this is not necessarily the case be cause the procedure can still be used in the approximate solution of quantum mechanical problems. A way of deciding between integer and half-integer quantum numbers for separable systems was found by Kramers (2) by means of an approximate solution of the Schrodinger equation. His result also showed that for such sys tems these conditions are consequences of quantum mechanics in the limit as Planck's constant h tends to zero. Another derivation of the quantum conditions from the Schrodinger equation was given by Brillouin (S). It was more general than Kramers' since it applied to both separable and nonseparable systems, but it was incorrect since it yielded only integer quantum numbers. Brillouin's argument is essentially the following: Consider a quantum mechanical system with N coordinate operators q,, N conjugate momentum operators p r = — ih~>(d/dqr), r = 1, • • •, N, and Hamiltonian operator H(qr, pr, t). Let the Schrodinger representor of the state of the system be y(qr, t). Suppose that ^ is approximately equal to ^o denned by *o = A (qr, I, h) exp [ifrlS(qr,
t, h)\.
(1)
The function "9 and hence ^ 0 must be single valued. Therefore if S is multiple valued and if AS denotes the difference between any two of its values, it is necessary that AS = nh.
(2)
Here n is an integer. This condition guarantees that ^ 0 will be single valued even if S is not. The quantum conditions with integer quantum numbers follow from (2), as will be shown below. We will also show that (2) is equivalent to the quantum condition postulated by Einstein (4) in generalizing the BohrSommerfeld-Wilson conditions to nonseparable systems. We note that Brillouin's argument assumes that A is single valued. However if A is not single valued then in order for ^ 0 to be single valued (2) must be replaced by
iS = h[n + i^A],
(3)
Suppose, for example, that two values of A differ only in sign. Then A log A = — IT and (3) yields AS = h[n + Y2\.
(4)
From (4) the quantum condition with a half-integer quantum number follows.
616 182
KELLER
We have just indicated how to modify Brillouin's argument in order to ob tain the appropriate integer, half-integer or other quantum number. To com plete the argument we must examine the amplitude A. This will be done in the next sections. However we must first make another change in the method. In stead of (1), we will assume that tyj is a sum of terms given by ti
*o = E Ak(qr, t, h) exp [ihTlSk(qr, t, A)].
(5)
This more general form of approximate solution is required in almost all prob lems in which S is multiple valued. The various functions Sk and Ak will be considered to be different branches of multiple valued functions S and A. We will also make our considerations more definite by assuming that ^ is asymptotic to ^o as Planck's constant h tends to zero. This viewpoint was introduced by Birkhoff (5). ASYMPTOTIC SOLUTION OF THE SCHRODINGER EQUATION The function V satisfies the Schrodinger equation H(qr , Vr , 0*(«, , 0 = Hi — (<7r , t). (6) ol Upon inserting the expression (5) for ^ 0 into (6) and considering the leading terms in h we obtain equations for the Ak and Sk . These equations were derived by Dirac (6) when ^o consists of a single term and the same analysis applies when SPo is a sum of terms. The result is that each Sk satisfies the classical Hamilton-Jacobi equation
*(*£•')--*
(7)
The equation for each Ak, written in terms of P* = Ak and vr = — (qr, dS/dqr, t), dp, is d
-^+£f[VrPk]=0.
(8)
ot r -i aqT Equation (8) is the Liouville equation of classical statistical mechanics for the probability distribution P* of a classical mechanical system with Hamiltonian H. It is a special form because P* depends only upon qr and I, but not upon vr or pr as is usual in classical mechanics. This is a consequence of the fact that quantum mechanics does not yield joint probability distributions of conjugate
617 BOHR-SOMMERFELD QUANTUM CONDITIONS
183
variables. It is to be noted that P* is not necessarily positive, nor even real, in the present case. We will also permit Sk to be complex. Let us solve (7) when H is independent of t. Then H = E, where the constant E is the total energy of the system. Now if qr{t), pr{t) denote a trajectory, then the function Sk is given at any point of the trajectory in terms of its value Sk(0) at some fixed point on the trajectory by Sk(qr ,t,h)
= St(0) + ['£,
Jo r-i
VM ^
dr
dr - Et (9)
= Sk(0) + f Eprdq, - Et. JO
r-1
Equation (8) can also be solved at once if P* is independent of t, for then it Incomes
z 4- [«^J = °-
do)
r-i dqr
Equation (10) asserts that the probability flux is divergenceless, and therefore by applying Gauss' theorem to a tube of trajectories we obtain Pkv = Pk(0)vop.
(11)
da
In (11) r "
"ii/2
and da is the normal cross sectional area of the tube of trajectories, both evalu ated at the same point at which Pk is evaluated. The corresponding quantities v0, doo, and P*(0) are evaluated at some other point on the same trajectory, and thus (11) merely asserts the conservation of "probability". Actually (11) holds in the limit as d
618 184
KELLER
The differences A<S*(g,, t) and A log Ak(qr, t) are expressible as line integrals over some closed curve in qr space beginning and ending at qr. In terms of these integrals, (3) becomes, for each value of k, fVS-ds
= h \n + ^- f
V log A ds\.
(12)
Equation (12) must hold for every closed curve in the qr space, since only then will ^o be single valued at every point. However the line integrals in (12) have the same value for every two closed curves which are deformable into one an other without crossing a singularity of the integrand. For example, they are zero for a curve which can be deformed into a point. There are, in general, only a finite number of classes of independent curves which cannot be deformed into points. Any other curve is deformable into a linear combination of such curves with integer coefficients. Therefore (12) will be satisfied for all curves if it is satisfied by one curve in each of the independent classes of curves. Thus we have, in general, a finite number of quantum conditions, in each of which the integer n is arbitrary. Since VS-ds = ^,rPrdqr, (12) can be rewritten as fT,Prdqr=h\n
+ £-fV\ogA-ds].
(13)
When Ak is single valued, the conditions (13) become exactly the quantum con ditions postulated by Einstein (4) for a system in a steady state of constant energy. He pointed out that these quantum conditions are invariant under a contact transformation of variables because £2 Vr dqr is invariant. If the vari ables are separable in the Hamilton-Jacobi equation, so that each p , can be expressed in terms of the corresponding qr alone, and if At is single valued, then these conditions reduce to the well known Bohr-Sommerfeld-Wilson quantum conditions for a separable system in a steady state of constant energy. In order to clarify the conditions (12) and (13) let us consider a multiple valued solution S of the Hamilton-Jacobi equation. Such a solution generally has infinite multiplicity, i.e., an infinite number of different values or branches. However only a finite number of its branches, say M of them, are essentially distinct. Every other branch differs from one of these branches by an additive constant. Therefore the function VS will have only the finite multiplicity M since any two branches differing by a constant yield the same value for VS. Let us introduce an M-sheeted qT space and associate one branch of the function VS with each sheet. We will denote each sheet by an integer k and the correspond ing branch of VS by VSk, with k ranging from one to M. Any two sheets—say sheets j and k—are to be joined together at all points where V5, = VSk. Further more if VS is defined in only part of the qr space then only that part is covered
619 BOHR-SOMMERFELD QUANTUM CONDITIONS
185
by additional sheets. The M sheeted qr space so constructed is called the covering space for the function VS. Its main property is that on it VS is a single valued function. The Riemann surfaces of function theory are examples of such spaces. The same considerations may be applied to the multiple valued function log A. Its gradient has the same multiplicity M as does VS as we see from (8) and its different branches become equal where those of VS do. Therefore the same covering space on which VS is single valued also serves as the covering space for V log A. Consequently the line integrals in (12) and (13) may be thought of as being evaluated along a closed path on this covering space. Then the omission of the subscript A; in (12) and (13) is appropriate since any number of branches may be involved in each integral. Also the question of whether one closed curve is deformable into another becomes clear in this space. Furthermore, the inde pendent closed curves can be recognized as the basis of the fundamental group of the covering space. In this way we see that the topology of the covering space determines the number of quantum conditions. This number is just the number of closed curves in the basis of the fundamental group. Let us now consider the evaluation of A log A = $ V log A ds. We will restrict our attention to steady states since then A = P is explicitly given by (11). From this equation we see that P becomes infinite whenever vda becomes zero. We will call points at which this occurs caustic points, in analogy with optics where points at which da = 0 are so named. A locus of caustic points is called a caustic of the family of trajectories associated with the <S function under consideration. Those caustics which correspond to the vanishing of da are envelopes of the family of trajectories. Therefore VS is multiple valued near these surfaces. Consequently such caustics are the loci of points at which two different branches of VS become equal. Thus these caustics form the boundaries at which different sheets of the covering space for VS are joined together. Those caustics at which v = 0 also form part of these boundaries, assuming that each pr either changes sign along each trajectory on which v vanishes or is identically zero near the caustic. For then VS, which has the pr as components, reverses its direction at the caustic. Thus this type of caustic is also a boundary on which two branches of VS join. We have seen that A becomes infinite on a caustic and that a caustic must be crossed by a path which goes from one sheet of the covering space to another. It is well known in optics that the phase of A is retarded by ir/2 (i.e., A is multiplied by e~"n) on a ray which passes through a caustic on which da vanishes simply. (The positive direction along a ray is the direction of VS.) Furthermore the phase is retarded by T on a ray passing through a focus, which is a caustic point at which da vanishes to the second order. The usual method for proving these facts
620 186
KELLER
is based upon the asymptotic evaluation of certain double integrals which repre sent the wave function. These integral representations are deduced from Green's theorem, and the integrals are evaluated by the method of stationary phase. Both of these considerations can be immediately extended to problems such as the present one in which the number of dimensions is N. The result is this: The phase of A is retarded by mx/2 on a trajectory which passes through a caustic on which dcr vanishes to the mth order. We may replace the statement "da vanishes to the mth order" by the equivalent statement "the dimensionality of the cross section of a tube of trajectories is reduced by m". This result is an analogue for partial differential equations of the Kramers connection formulas which are employed in the WKB treatment of ordinary differential equations. In the present case the caustics play the role of the turning points. From the foregoing analysis we see that log A changes by — t'mr/2 along a path which passes from one sheet of the covering space to another in the direction of VS. Here the positive integer m is the number of dimensions "lost" by a tube of trajectories at the caustic. Obviously m must be replaced by — m if the path is traversed in the opposite direction. Considerations similar to those outlined above show that at the caustics on which v vanishes the phase of A is also re tarded by m r / 2 , so log A changes by —imir/2 where m is the number of pr which change sign at the caustic. The total change A log A along a closed curve is generally just the change associated with the various caustics through which the curve passes. Therefore, in general, we have
^ A log A = i - / v log A-d« = J .
(14)
Here m denotes the total number of dimensions "lost" by the trajectories at the caustics through which the curve passes plus the number of pr which change sign at the v = 0 caustics through which the curve passes. In evaluating m account must be taken of whether the curve traverses the caustic in the direction of in creasing or decreasing <S. When (14) is used the quantum conditions (13) finally become
(15)
These are the corrected quantum conditions for separable or nonseparable sys tems. In each quantum condition the positive integer n is arbitrary but the integer m is determined by the considerations described above. THE "CLASSICAL * FUNCTION" We will call the function V0 given by (5) the "classical SI> function" because it can be constructed by classical mechanical considerations alone. In spite of this
621 BOHR-SOMMERFELD QUANTUM CONDITION'S
187
the probabilities computed from | ^ 0 1 2 still show quantum mechanical interfer ence effects if the sum in (5) contains more than one term. If only one term occurs in (5) then | * 0 ]2 = \A I* e x P ( — 2h~1ImS), and the probability, as well as ^o itself, is exponentially damped in regions where ImS > 0. The probability in such regions vanishes as h tends to zero, correspond ing to the fact that these regions are excluded in classical mechanics. This can be seen from the fact that the solution of the Hamilton-Jacobi equation is not real there. The exponential tail shows that^o describes such quantum mechanical effects as "tunneling". If ImS = 0 and | A |2 = A2 = P, then | Sf„ |2 = P. Thus as h tends to zero the quantum mechanical probability distribution approaches that given by the Liouville equation of classical statistical mechanics, and we may say that quan tum mechanics approaches classical statistical mechanics, as h tends to zero. The customary statement that quantum mechanics approaches classical mechan ics is thus not strictly correct, but holds only when the initial data are such that P = 0 except on one trajectory, in which case classical statistical mechanics re duces to classical mechanics. Since the classical method of computing differential scattering cross sections is actually based on classical statistical mechanics, the preceding considerations show that the quantum mechanical cross sections will approach them as h tends to zero when only one term occurs in (5). Finally it is to be noted from (13) or (15) that h and n enter the solution only in the combination (n + %m)h. In some problems the solution for fixed n does not have the asymptotic behavior assumed in the derivation. However when the limit in which n becomes infinite while h becomes zero and (n + }^m)h is con stant is considered, the assumed asymptotic behavior may result. In such cases the asymptotic solution applies only for high quantum numbers n. AN E X A M P L E — T H E H A R M O N I C OSCILLATOR
To exemplify the preceding results, let us consider the steady state of a onedimensional harmonic oscillator of mass m, energy E, frequency v0, and momen tum p. Recalling that Sz = p, we have from the definition of momentum Sx = p = ±(2m E - m vox2)"2.
(16)
We see that VS = Sx is real and double valued in the interval — x0 ^ x ^ x0 where xo = (2Ev0~i)Ui. The two branches of Sx become equal at the endpoints of this interval. Thus the covering space for Sx consists of two line segments joined together at their two ends. This space is topologically equivalent to a circle, and there is only one basic closed curve on it. Therefore there is only one quantum condition. The closed curve passes through the two caustics x = ± x 0 at both of which v = m~}p vanishes and p changes sign. Thus in (15) we have m = 2 so (15) becomes
622 188
KELLER
j H (2mE - mvox2)1'2 dx - J " (2m£ - mvox2)1'2 dx = /i ( n + M . (17) Equation (17) is just the result given by the usual WKB method in this case. A similar analysis holds for a particle in any one dimensional potential well. To construct ^o we note that dao/da = 1 in the present case so (11) yields, with A0 a constant, A = A0 v~w.
(18)
Inserting v = m~lp in (18) with p given by (16) we obtain the two results A+ = A0mll\2E A.
- vox2)-1'4
= e-irnAamm{2E
-
m
v^y
.
(19) (20)
rli
The phase retardation represented by the factor e~' in (20) accounts for the phase shift which occurs upon passing through either caustic. In the present example it arises formally when p is negative and the square root of p~ is taken. Of course our previous considerations are necessary to ensure that we take the correct root. Upon inserting (19), (20), and (16) into (5) and setting <S(x0) = 0, we obtain for ^o(x) in the region \x\ ^ x<>, *o(*) = Aam'\2E
- vox2)-1'4 lexp \ -ihT1 f
+ exp | - t £ + ih'1 f = e-
l,i
v&Y
(2mE - mxox2)1'2 d x l
(2mE - m»«>x2)I/2 d x l j
(21)
cos I V 1 jf" (2mE - m,ox2)"2 dx - \ \ .
This is the usual WKB result. We may obtain the result for a particle in any one dimensional potential V(x) by replacing vox2 by 2F(x) in (21). RECEIVED:
January 23, 1958
REFERENCES /. J. B. KELLER, New York University, Mathematics Research Group, Research Report No. CX-10, July, 1953 (unpublished). t. H. A. KRAMERS, Z. Physik 39, 828-840 (1926). 5. L. BRILLOUIN, J. phys. radium 7, 353-368 (1926). 4. A. EINSTEIN, Verhandl. deut. physik. Ges. (1917). References to prior work are given in this paper. 6. G. D. BIRKHOPF, Amer. Math. Soc. Bull. 39, 681-700 (1933). 6. P. A. M. DIRAC, "The Principles of Quantum Mechanics," 3rd ed., pp. 121-123. Oxford Univ. Press, London and New York, 1947. 7. W. GORDON, Z. Physik 48, 180 (1928).
623
LIFE OF KUNIHIKO KODAIRA
YoiCHI MlYAOKA AND KENJI U E N O
FIRST SIGNS OF INTEREST IN MATHEMATICS AND MUSIC
Kunihiko Kodaira was born on March 16, 1915 in Yodobashi-ku (now Shinjuku-ku), Tokyo as the first son of Gon-ichi and Ichi Kodaira. Both parents originated from Suwa district, Nagano Prefecture, in a mountainous area of central Japan. Kodaira's father, Gon-ichi (1884-1976), majored in agriculture and politics at Tokyo Imperial University and he made his career at the Ministry of Agriculture, after which he was promoted to Vice-Minister (1938-39). He played an active role in Japan's commitment to the agricultural development program in South America, to which a considerable percentage of the pop ulation emigrated due to overpopulation and poverty caused by the Great Depression of the '30s. After his retirement from the Ministry of Agriculture, he was elected member of the Lower House of Parliament during World War II. Although Gon-ichi was a liberal and was not really involved in wartime militarism, he was purged from public office as soon as the Allied Power occupied Japan. As a specialist in agronomics, Gon-ichi wrote as many as 40 books and 350 research papers, a principal work being his doctorate thesis "Treatise on Agricultural Finance", which was over 1,000 pages. The manuscript of this book was once lost in a tram, but he rewrote the book from scratch at once. Kodaira was unaware of his father's scholarly contributions until two biographies of Gon-ichi were published in the '80s. His mother, Ichi (1894-1993), is remembered by D.C. Spencer as a "remarkable woman". She spoke English and "will be remembered by all of us who visited the Kodairas in Tokyo as a warm and generous hostess"*. She solemnly declared to her sons immediately after the surrender of Imperial Japan on August 15, 1945 that "Now all of us must learn English." During the boyhood of her sons, she and the boys would spend summer vacations at her parents' house in Kami-Suwa Town. Her father, Kyuji Kanai, was a school master, mayor of Kami-Suwa and member of the prefectural assembly. He studied Chinese classical literature and philosophy and was, at the same time, interested in modern European natural sciences, especially zoology. ^ . C . Spencer: Kunihiko Kodaira, Notices of the AMS, 45 (1998), 388-389.
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Kodaira had a younger brother Nobuhiko (1919-), who worked at me teorological observatories and undertook the charge of launching the first Japan-made meteorological satellite. Prom his infancy Kodaira was keenly interested in numbers. His mother used to recall that he had had great fun in counting the beans in their pods. When Kodaira was ten years old, he made an experiment on whether dogs have the concept of quantity when his dog gave birth to six puppies. First Kodaira hid all of them. The dog searched for her puppies, crying fran tically, until she found them. Then he hid five of them. Only one remained with her. Since she seemed completely happy and gave the impression that she did not care about the absence of the missing five, Kodaira confidently concluded that dogs did not have any concept of numbers. When Kodaira began elementary school in 1921, he did not fit well into school life because of his shyness and his habit of stammering when he was under stress. Since he was a slow runner, he was particularly unhappy during physical education class. Naturally, he was far more comfortable in mathematics class. Kodaira's interest in mathematics vigorously developed in his middle school years (1927-32). The mathematics classes given at middle schools consisted of arithmetic, algebra, plane geometry, and space geometry. Stu dents were supposed to master computing skills and logical thinking by solv ing exercises of algebra and plane geometry in three years. Having solved all the exercises in the textbooks in one and a half years, Kodaira bought the two-volume, 1400-page thick "Advanced Algebra" by M. Fujiwara. The book was not easy to understand. Kodaira copied some complicated proofs several times until he could clearly see the structure of them. In this man ner, he studied matrices, determinants, continued fractions, reciprocal law of quadratic residues and so on, just short of Galois theory. Kodaira was now conscious of the fact that he loved mathematics. However, he was not yet aware of the existence of a strange profession called mathematical research. The profession he had in his mind was engineering. From 1921 to 1922, Kodaira's father stayed in Germany, where inflation was astronomical. With the strong yen, he was able to purchase quantities of goods to bring back to Japan, some of which were presents for the two boys. The first thing which interested young Kodaira was a German assembly kit box containing steel plates, bolts, nuts, axes, wheels and gears. He would construct cranes and trains by assembling various parts, the process of which he enjoyed so much that he wanted to design and construct machines as an engineer. This kit, by the way, also taught him that a triangle with edges of lengths 3, 4 and 5 is a right triangle. Among the presents his father brought home from Germany, the piano was also of great importance for Kodaira. When he was 15 years old, he
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started playing the piano. His progress was quick. Everyday he practised for at least two hours, and when he entered Tokyo Imperial University, he was able to play Beethoven's Tempest sonata, Schumann's Humoreske, and Chopin's Ballade No. 1. Kodaira was now interested in classical music, and his love for music as well as his love for mathematics continued throughout his life. He regularly attended concerts given in Tokyo and was deeply impressed by maestri such as Arthur Rubinstein, Wilhelm Kempf, and Leonid Kreutzer. As for artists he knew through records, he particularly liked Josef Lhevine. In 1932, Kodaira took the entrance examination of Dai-Ichi High School. Before World War II, the standard of Japanese high schools was high, comparable to that of the undergraduate courses of American universities. The entrance examinations of high schools were indeed the highest hurdle for the to-be elites, as only one out of eight or nine applicants was admitted. Dai-Ichi High School was known as the best and, accordingly, the hardest to enter. The questions of the examination Kodaira took were as difficult as ever. Kodaira believed that he had failed in all subjects (English, Chinese classics, and Japanese classics) but mathematics. Feeling disappointed, he went to stay at a seaside villa of his best friend's father where he received a telegram from his mother: "You passed the exam! Come home!" The reality was that he had passed with the highest score of all the applicants. Dai-Ichi High School had a humanities course and a science course. Kodaira did not hesitate to choose the science course and selected German as the second foreign language after English. Students in high schools had to study foreign languages and mathe matics extensively. There were ten German classes every week. In half a year, Kodaira finished basic grammar and was required to read novels and other literature written for native Germans. Mathematics classes consisted of trigonometry, plane geometry, algebra and calculus. In parallel to the regular lectures at school, he continued reading Fujiwara's "Advanced Algebra" and began to study "Lectures on Elementary Number Theory", by T. Takagi. Dai-Ichi High School admitted only about 400 students each year, and the students lived in dormitories, which gave the entire school the ambience of an extended family. Kodaira made many friends who later became scien tists, medical doctors, bureaucrats, and businessmen. This network of close friendship proved extremely useful later when, for example, he tried to raise funds for the International Congress of Mathematicians at Kyoto, 1990. Kodaira often visited Professor Aramata who was in charge of Kodaira's class and taught him calculus for two years. Aramata's wife would always serve beer and dinner for her husband's students. Although he had wanted to be an engineer during middle school, he now hoped to become a
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professor in a high school. Apparently he was attracted by the way of life Professor Aramata led, who looked so happy to be with his students. STUDENT AT TOKYO IMPERIAL UNIVERSITY
In 1935, Kodaira was admitted to Tokyo Imperial University, the most prestigious academic institution in Japan. For three years, he studied mathematics. The Mathematics Institute had only five professors (T. Takagi, S. Nakagawa, S. Kakeya, T. Takeuchi and J. Suetsuna), two associate professors (M. Tsuji and S. Iyanaga) and an assistant (S. Kametani). Among the 15 classmates in the Mathematics Institute, there were K. Ito (the second Japanese winner of the Wolf Prize in mathematics), Y. Kawada and S. Furuya, the latter two of whom were destined to be colleagues at the University of Tokyo. In the first two years, Kodaira skipped most of the lectures. He read books by himself on Lebesgue integrals, topology (Alexandroff-Hopf), alge bra (Deuring) and so forth. Shortly before the term examinations, he would borrow Kawada's notebooks and copy them out by hand, which was enough for him to thoroughly understand the lectures. There were no lectures for third-year students. Instead they were re quired to take a seminar. Kodaira read "Topologie" by Alexandroff-Hopf under the supervision of Shokichi Iyanaga, his future brother-in-law. In 1938 Kodaira graduated from the Mathematics Institute and then re-entered the Physics Institute of the university. The primary reason was that he realized the close relationship between mathematics and developing quantum physics, as was illustrated in the publication of H. Weyl's "Gruppentheorie und Quantenmechanik" and J. von Neumann's "Mathematische Grundlagen der Quantenmechanik". A second reason was that he needed a rest during the tensest period of Japanese history. Kodaira's college life was parallel to the period of Japan's aggression into China, from Manchuria through North China to the Yang-Tse River Re gion. The army and navy, in alliance with combative bureaucrats, gradually deprived the establishment of political power through blackmail and, some times, sheer violence (they launched two coup d'etats and plotted several aborted ones). Japan was then dominated by militarism and nationalistic fanaticism. Although the special police ruthlessly cracked down on liberalism, uni versities were comparatively protected from militarism and fanaticism. Col lege students were regarded as elites in every sense and were exempted from military service until 1943. On February 26, 1937, a fanatical group in the army launched the second coup, killing several politicians and businessmen. An examination of algebra was scheduled on that date, which was naturally canceled. Kodaira and his classmates were very happy due to the canceled examination, and visited a zoo nearby.
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Kodaira graduated from the Physics Institute in 1941, having written 10 research articles. His earliest papers up to this stage dealt with several scattered topics: ring theory, homology theory, dimension theory, operators on Hilbert spaces, metrized spaces, and especially, topological groups. His interest in topological/Lie groups and in Hilbert spaces is apparently related to the fact that he studied quantum mechanics. However, the papers he wrote in this period were purely mathematical in nature and most of them convey the author's affiliation to the Mathematics Institute instead of the Physics Institute. His 10th paper "Uber die Beziehung zwischen den Massen und den Topologien in einer Gruppe" dated November 16, 1940, shortly before his graduation from the Physics Institute, was the proof of a theorem of A. Weil, which was announced in Comptes Rendus in 1936. A YOUNG RESEARCHER IN A TROUBLED PERIOD
Immediately after his graduation from the Physics Institute of Tokyo Imperial University, Kodaira started his professional career by being ap pointed a research fellow at the Physics Institute, and then, in 1942, he became an associate professor at the Mathematical Institute, Tokyo BunRika Daigaku (Tokyo College of Humanities and Sciences). In 1941, Japan was completely isolated and there was no hope to win the long war with China. The embargo of strategic materials from the U.S. seriously damaged the life of the Japanese. On December 8 (Japan time; December 7 in the U.S.), Japan initiated the desperate, fatal war with the Allied Powers by attacking Pearl Harbor, Hawaii. This exacerbated the isolation of Japan and the devastation of life for the Japanese to an unheardof extent. It was then impossible to import new journals and books from Europe or America, and talented researchers had nothing to resort to but their own ideas. Under these miserable circumstances, some researchers were still able to develop their original ideas, such as the renormalization theory of Shin-Ichiro Tomonaga, one of Kodaira's colleagues at Tokyo Bun-Rika Daigaku. It was fortunate for the mathematical world that Kodaira was one of the few people who successfully discovered his originality during these diffi cult years. In this period, he began the study of harmonic forms on mani folds, which constituted the first series of his major papers and culminated in his Ph.D. thesis. In 1944, Kodaira became associate professor at the Physics Institute of Tokyo Imperial University, still retaining the same position at Tokyo BunRika Daigaku. The situation of the War on the Pacific was abominable and the im pending defeat was obvious to intellectuals in Japan. In 1943, the Japanese government decided that university and college students, who had been ex empted from military service, were to be immediately conscripted into the
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military service. (It was almost unbelievable that the government still had reason to let young researchers in natural sciences continue their own work even if it was purely theoretical.) Furthermore, Tokyo was under the im minent threat of air raid by American aircraft, making it too dangerous to conduct researches in Tokyo. Evacuation to a safer place was consid ered and Kodaira played a leading role in organizing the evacuation of the departments of mathematics and physics to Suwa district, from where the Kodairas originated. In 1945, at the faculty meeting, Kodaira proposed that the Physics Institute be relocated to a rural district and he explained that his father could find a suitable place for the relocation. He was astonished that the participants of the meeting immediately and unanimously agreed to the idea. He had believed that a consensus on such a major issue would be reached only after long, heated discussions. Moreover, the Mathematics Institute decided to relocate also. Since the evacuation was his idea, Kodaira was responsible to the entire plan. The connection of Kodaira's father to the people of Suwa helped smooth the negotiations with town offices, school masters and local hotels, and thus the two institutes, together with the students, successfully moved to Chino town and Osachi village. Without doubt, the new residents had to endure various inconveniences in exchange for a secure place free from bombs. Kodaira lived in the birth place of his father, from where he had to walk 7 km to reach the Physics Institute. However, obtaining food was a far more serious problem. Al though the institutes were surrounded by rice fields and vegetable plots, food was controlled by a strict quota which was not sufficient. The only way to obtain additional ration was to barter clothes or jewelry illegally. MARRIAGE
On May 30, 1943, Kodaira married Seiko Iyanaga, the Iyanagas being another distinguished family. Her brother, Shokichi Iyanaga, is a well-known mathematician and was, as mentioned above, the advisor of Kodaira at Tokyo Imperial University. As a student and later as the successor of Teiji Takagi of Tokyo Imperial University (currently the University of Tokyo), he studied mainly class field theory and number theory of local fields. He was also by far the most influential figure among the Japanese mathematicians in the '50s and '60s by producing astounding range of students, including K. Ito, K. Iwasawa, T. Tamagawa, G. Shimura, Y. Taniyama, I. Satake and Y. Ihara. Kodaira is one of the earliest and brightest students of Iyanaga. Seiko's second brother, Kyojiro, was president of Nihon Optics, the company renowned for Nikon cameras, and her third brother, Teizo, was a professor of Japanese history at the University of Tokyo.
629
Seiko had heard about Kodaira as one of the brightest students of her brother, but personally they became acquainted through music. Kodaira's second piano teacher, Tazuko Nakajima, was a professional violinist. When he was a student of physics, he was asked to be the accom panist for the annual recitals of her violin pupils. (He had special talent for sight reading.) Seiko was one of her violin pupils. The young couple honeymooned in Gora, a hot spring resort in Hakone (a volcano renowned for beautiful scenery and hot springs). Since food quotas were so severe, they were forced to bring rice to stay at the hotel. Their first child, Kazuhiko, was born in March the following year. In the autumn, Seiko and Kazuhiko, and other female members of the Iyanagas with children, moved to their summer villa in Karuizawa, located far north of Tokyo and considered to be safe. During the winter holidays, the men also stayed there. Since Karuizawa is located on a plateau 1,000 m above sea level, it was extremely cold during the winter, where temperatures sometimes dropped to —20°C. They bathed in water heated by firewood, but the wall of the bathroom was covered by ice all day long. After the evacuation of the Physics and Mathematics Institutes was completed, the Kodairas, except Gon-Ichi who had to stay in Tokyo as a responsible statesman, moved to Yonezawa village, Gon-Ichi's birthplace. This was because their house in Tokyo, in which Goin-ichi, together with his secretary and a maid, resided in, was reduced to ashes by the air raid on April 13, 1945. On August 15, Japan surrendered to the Allied Powers. The two insti tutes returned to Tokyo in early autumn and so did Kodaira slightly later, leaving Seiko and the boy in Yonezawa village. Kodaira lived with his father in a room of a dormitory in the southwest part of Tokyo until a new small house was built on the estate of their old house. Despite the miserable economic conditions, the academic activities at the university were quite vigorous. One of the many topics taken up at Ko daira's seminar was a paper of Heisenberg on S-matrices, which was brought to Japan during the War crossing the three oceans in a submarine. The theory of S-matrices was naturally related to the spectral theory of or dinary linear differential operators of second order, and Kodaira found a general result on eigenfunction expansions such that it implied the original theorem of Heisenberg if applied to the Schrodinger equation. The paper "The eigenvalue problem for ordinary differential equations of the second order and Heisenberg's theory of S-matrices" was brought to Hermann Weyl by H. Yukawa, who was invited to the Institute for Advanced Study in 1948. Weyl wrote to Kodaira that the same result had been independently obtained by E.C. Titchmarsh but that Kodaira's paper, based on a com-
630
pletely different method, was worth being published. This was the first per sonal contact between Kodaira and Weyl, his second mentor after Iyanaga. The paper was eventually published in the American Journal of Mathematics in 1950. Another topic Kodaira was working on during this period was har monic analysis on Riemannian manifolds, which he had started as soon as he graduated from the Physics Institute. The objective was to generalize Weyl's construction of meromorphic functions on Riemann surfaces to that on higher dimensional manifolds. He tried to generalize Weyl's theory of har monic tensor fields, and found that it would pass over to general manifolds with the aid of the De Rham theory, Hadamard's fundamental solutions of partial differential equations, and Weyl's orthogonal projections in Hilbert spaces. The resume of this major result was published in 1944 under the title "Uber die harmonischen Tensorfelder in Riemannschen Mannigfaltigkeiten", although it took him three years to work out the details. The year 1947 was a year of tragedy for the Kodairas. In January, their young son Kazuhiko, suffering from nephrosis, was hospitalized in the nearby town of Kami-Suwa. Seiko, then pregnant, lived in the hospital room to care for her son. In the dire conditions of Japanese society after the war, they had to prepare their own food in the hospital ward. On weekends, the mother and child were joined by Kodaira. In May, a daughter, Yasuko was born, but Kazuhiko was in critical condition. In November, the Kodairas could not afford the medical care at the hospital any more. Kazuhiko returned to Yonezawa village, only to pass away on the 13th of that month. Beside the sick boy's bed, Kodaira completed the final pages of "Har monic fields in Riemannian manifolds (generalized potential theory)". The paper was too long to be published in Japan, as paper itself was in shortage. In 1948, S. Kakutani, who had an acquaintance in the occupying American army, arranged for the manuscript to be submitted to the Annals of Mathe matics, of which Weyl was one of the editors. In October, Kodaira received a letter of acceptance from Lefschetz, the editor-in-chief, and the article was published in 1949 and became his Ph.D. thesis at the University of Tokyo (formerly Tokyo Imperial University). The paper was a catalyst to his future research activities in two senses. First, the theory of harmonic forms and projection method on compact man ifolds provided a basis to the great series of papers to come, including the well-known articles on the Kodaira vanishing theorem and the Kodaira em bedding theorem. Secondly, together with the paper on S-matrices, it caught the attention of Weyl, who brought Kodaira to the Institute for Advanced Study in Princeton, New Jersey.
631 T H E FIRST THREE YEARS IN THE UNITED STATES
When his second daughter, Mariko, was to be born, Kodaira received Weyl's invitation to come to the Institute for Advanced Study. The pe riod from late '40s and to the '50s was an era when massive emigration of prominent Japanese mathematicians and scientists (H. Yukawa, S. Kakutani, K. Ito, Y. Nambu, K. Iwasawa, G. Shimura, etc.) to the United States took place. This was later called the brain drain. Japanese air companies were still banned from operating aircraft and it was impossible to buy flight tickets from an American company in foreign currencies. Traveling via ship was the only transportation available, and it took two weeks to travel from Yokohama, a harbor city south of Tokyo, to San Francisco via Honolulu. The ship President Wilson left Yokohama on August 9, 1949. ShinIchiro Tomonaga, his former colleague at Tokyo Bun-Rika Daigaku and a future Nobel Laureate in Physics, 1965, was also on board. He was invited to the Institute by Oppenheimer. Kodaira was seasick and was unable to digest any food when he arrived at Oahu Island. But due to a dispute among the sailors, the ship was anchored in Honolulu Harbor for three days, giving the two scientists the opportunity to see the beautiful tropical sights of the island. In Honolulu, Kodaira was particularly impressed by the rich flavor of ice cream and the number of cars traversing the city, which was in sharp contrast to the poverty in Japan. During their long trip to Princeton, Kodaira and Tomonaga met many people. The two arrived in San Francisco on August 24, and flew to Chicago on the 27th. At Chicago Airport, Kakutani met them and took them to the University of Chicago, where Kodaira was introduced to Andre Weil and Tomonaga to E. Fermi. Kodaira was shocked when Weil waved from his office window, his face covered by a mask of satan. He still had difficulty following conversations in English, so Weil proposed that he gave talks in Chicago the following year when his English had improved. During their one-week stay in New York City, they visited H. Yukawa, then a professor at Columbia University. On September 9, the two Japanese arrived at the Institute and were introduced to Weyl and Oppenheimer. For people who came from the devastated condition of Japan, the af fluence in America must have been a wonderland. Everything American, from ice cream to cars, from refrigerators to houses with lawns, from beef steaks to operas, was inconceivable in Japan still under the occupation of the Allied Powers. And, above all, eminent mathematicians from all over the world lived in this continent, and Princeton, par excellence, was seem ingly the center of gravity. The staff of the School of Mathematics of the Institute as of 1949 consisted of five professors (Weyl, Veblen, Morse, Siegel
632
and von Neumann) and four fellows (Godel, Alexander, Montgomerry and Selberg). Kodaira describes his first days at Princeton as follows: Every morning at around 10, I went to the Institute. In my office I would read mathematical books and write research papers; at noon I would go to the cafeteria on the fourth floor. Usually Professor Weyl took lunch there with the young visiting fellows. It was embarrassing that I could not follow the conversations. Everybody would laugh at the jokes of Weyl, while I sat vacantly silent. For Europeans, conversing was much easier than writing, and they could not imagine that the reverse was the case for me. Somebody even asked me, "Did you really write your papers?" Weyl enjoyed all this and said, "You shall give talks at our seminar next year." However, everything worked well because of my poor English. The secretary, Miss Eigleheart, kindly did all my everyday business, from banking to typing business letters. She was born in Karuizawa, Japan, and had taught music to Seiko at her high school. I was deeply im pressed by how people's lives are so closely entwined in the world. In late September, lectures and seminars started. I attended the lec tures of Siegel on three-body problems. Every week he gave three onehour lectures without using a single memo. He memorized by heart every formula, however complicated it was. Later when I was at Johns Hopkins, he gave a colloquium talk, which was followed by a dinner at a Chinese restaurant. He said "I often work on mathematics from 9 in the morning till midnight, skipping meals. When I have to eat food I skipped during the day after midnight, I have some trouble in the stomach." I thought, "Nobody could defeat such a person, unless he is a superman." In early October, I received a message from Professor Spencer of Prince ton University expressing his desire to meet me. When I went see him, he proposed that I give seminar talks on my paper on harmonic ten sor fields. I refused the request, saying that I did not speak English. Then he said, "You spoke English when you said you did not speak English!". So I had to promise to give talks at his seminar. I had no idea that this would be the beginning of our collaboration which lasted for twelve years. The seminar organized by Weyl and Siegel started in February 1950. Speakers were Weyl (on historical introduction), de Rham (on harmonic dif ferential forms based on currents), and Kodaira (on applications of harmonic forms to complex manifolds). The summer of 1950 was devoted to a long trip across the United States. Tomonaga was returning home, and Kodaira joined him on the long
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drive to San Francisco. In San Francisco, Kodaira met K. Iwasawa, a new visitor to IAS, and the two mathematicians stayed in Chicago for one and a half months to discuss mathematics with Weil. From late August to early September, Kodaira attended the ICM held at Harvard as well as satellite conferences on several complex variables and on algebraic geometry. At the conference, he was requested by W.-L. Chow to be a one-year visiting pro fessor at Johns Hopkins University, Baltimore. His salary at Johns Hopkins was to be $ 6,000, while that of Princeton was $ 4,000. He accepted the offer after consulting Weyl, who was in Switzerland on vacation at the time. In June 1951, Kodaira returned to IAS, and in the same month Seiko arrived with the two little daughters. The younger daughter, Mariko, was born after Kodaira left Japan. The family was happy with their new life in America. At home Kodaira was completely protected by Seiko, who was not only his private secretary but his cook and chauffeur. His favorite place for research was at the dining table in his home. Now, with the arrival of a charming hostess, Kodaira's residence be came a clubhouse for many Japanese visitors to Princeton including K. Ito, H. Yamabe and Y. Nambu. The Kodairas played music together again, which was their common hobby. Seiko ordered a 10-dollar violin at Sear's, while Kodaira bought a 60-dollar old piano, whose pitch was a half-note lower than normal. They played chamber music with the neighbors, and Kodaira mastered his special intriguing talent to play pieces a half-note higher than they were originally written. In September 1952, Kodaira became an associate professor at Princeton University, due to the recommendation of Spencer. The chairman of the mathematics department was Lefschetz, whose first comment about Kodaira was: "You (Seiko) are taller than your husband." The new visitors to IAS that year included F. Hirzebruch. HARMONIC INTEGRALS ON COMPACT COMPLEX MANIFOLDS
The first joint program for Kodaira and Spencer at Princeton was to construct the theory of complex manifolds in the language of sheaves and cohomology. The notion of sheaves grew out from the ideas of J. Leray and of K. Oka during World War II. In order to connect local data to global ones, Leray introduced cohomology with coefficients in sheaves and spectral se quences, while Oka independently introduced the notion of ideaux de domaines inde'termine's. H. Cartan, who knew both of them well, unified their ideas to powerful machinery to investigate holomorphic functions in several variables. This theory was brought to America by French mathematicians, and sheaves were first called faisceaux, and later stacks as seen in Kodaira's 1953 papers. The term sheaf first appears in "On Kahler varieties of re-
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stricted type", which was accepted by Proceedings of National Academy of Sciences U.S.A. on February 23, 1954. It was Spencer who, in 1952, proposed that a seminar on sheaves should be organized at Princeton. The textbook was Siminaire Cartan and was read by a young student whose hobby was to repair old used cars. Kodaira's first impression on sheaves was that sheaves are odd abstracts without reality. He was yet to use this new notion in the papers on the Riemann-Roch theorem on Kahler surfaces in 1953. However, by the spring of 1953, he realized that they were really useful to study complex manifolds. Other new notions which became useful were those of fiber bundles and their characteristic classes. Fiber bundles were defined by Whitney in around 1935. Since that time and throughout the World War period, they were studied by Stiefel, Hopf and others. Chern forms were introduced by S.-S. Chern in 1944. With this newly tuned machinery, Kodaira and Spencer started joint works on several topics which were related to the Riemann-Roch theorem in dimension two or more. Every day at lunch time, they fervently dis cussed mathematics. The first fruit of their lunch-time discussions was the affirmative answer to the Severi conjecture (1949) to the effect that two arithmetic genera, defined in two manners, should be identical. The result was published as "On arithmetic genera of algebraic varieties" in 1953. In late autumn of that year, one of the principal problems of the theory of com pact complex manifolds was conquered by the young F. Hirzebruch, who was staying at the Institute for Advanced Study. The Hirzebruch Riemann-Roch states that the alternate sum of the dimensions of the cohomology groups is a topological invariant. This, how ever, falls short of computing each dimension. To get the exact computation, the condition for higher cohomology to vanish is of great importance. The Kodaira vanishing theorem (1953) gives such a (sufficient) condition. The theorem was proved in the paper "On a differential-geometric method in the theory of analytic stacks". Having completely mastered sheaves and other new notions through the seminar supervised by Spencer and the joint research with him, Kodaira combined these new powerful tools with the theory of harmonic integrals he had been studying since the years of World War II. He applied S. Bochner's differential-geometric method to prove the vanishing of Hg(M, L{KM)), q > 0 for a compact Kahler manifold M and a positive line bundle L. The implication of the Kodaira vanishing theorem is immense. It lies in the foundation of the so-called "minimal model program", basically imply ing important theorems of Grauert-Riemenschneider vanishing, KawamataViehweg vanishing, Shokurov non-vanishing, Kawamata freeness, and cones of curves. As an important application of the Kodaira vanishing, Kodaira also succeeded in giving a differential geometric characterization of complex pro-
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jective manifolds ("On Kahler varieties of restricted type", 1954). Namely, a compact Kahler manifold is projective if and only if it carries a Kahler metric of which the Kahler form represents an integral cohomology class. The astounding productivity of Kodaira naturally placed him under international spotlight. The International Congress of Mathematicians in 1954 was to be held in Amsterdam. One morning that year, Spencer brought Kodaira a message from Weyl, which stated that Kodaira was nominated as one of the two Fields medalists. It came as a complete surprise to him, as he had not made any plans to attend the ICM. Together with Seiko, Kodaira left New York for Europe in mid August, to attend the ICM and to do some sightseeing before the conference. They first went to Rome, Naples, Pompeii and the Isle of Capri. Then they went to Switzerland to meet De Rham in Lausanne and the Weyls in Zurich. On September 2 at the Opening Ceremony of the ICM, Kodaira was awarded the Fields Medal along with Jean-Pierre Serre. The President of the Fields Medal Committee was H. Weyl, Kodaira's mentor at Princeton, and the other members were E. Bompiani, F. Bureau, H. Cartan, A. Ostrowski, A. Pleijel, G. Szego, and E.C. Tichmarsh. Weyl's beautiful address at the International Congress of Mathematicians 2 summarizes the work of Kodaira on harmonic integrals. To Kodaira the ceremony was so impressive that he remembered all the piano pieces played there (an impromptu, a nocturne, and a scherzo, of Chopin). Kodaira's vivid report on this congress would be worth quoting: Following the program prepared beforehand, on the third day of the Congress I gave a lecture entitled "Some results in the transcendental theory of algebraic varieties". On the second day Serre, the other medalist, gave a talk on cohomology and algebraic geometry. I met Severi, the great master of algebraic geometry, with his "niece". Long ago when I was a student at Tokyo Imperial University, he gave a series of lectures as a cultural envoy from Italy. I attended the lectures, but did not remember what he had talked about. The only thing I remembered was the beautifully bold head of Professor Nakagawa, who had been sitting in front of me. So I was aghast when I heard Severi assert that I was one of his students for the reason that I had been among the audience of his lectures. On September 8, the Fields medalists were together with a dozen or so great mathematicians such as Weyl, Severi, Hodge and von Neumann. We were invited to the Queen's tea party which was held in the garden of a villa in the suburbs of Amsterdam. The enormous garden was H. Weyl: Address of the President of the Fields Medal Committee 1954, in: Proceedings of the International Congress of Mathematicians 1954, Erven P. Noordhoff, Groningen and North-Holland, Amsterdam, 1957, pp. 161-174.
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covered by clean pebbles, and tables and chairs were standing in a corner. Serre carelessly started smoking and asked me, "How should I extinguish this cigarette?" I replied, "Hide it under the pebbles." He chuckled, "As a cat would do?" After the Congress, the Kodairas visited Paris accompanied by Iyanaga to meet C. Chevalley, and then Cambridge to visit Hodge. The Hodges invited the Kodairas to tea, where Mrs. Hodge whispered to Seiko, "Aren't mathematicians odd?" PRIME YEARS AT PRINCETON
In 1955, Kodaira became a professor at Princeton University and a fellow at the Institute. During the fall, he gave three classes for graduate students at the university, while during the spring he belonged to the Insti tute and had no teaching duties. Atiyah, who was a 1955-56 visiting member of the Institute, has commented about Kodaira's lectures at Princeton with the following: ( . . . ) the front rows were filled by the new generation of young ge ometers: Hirzebruch, Serre, Bott, Singer. The front rows were actu ally rather crowded since Kodaira's voice rarely rose above a whisper. Fortunately he wrote very clearly, very slowly and in very large hand writing so his lecture notes were impeccable.3 In the same year, Kodaira resigned from the University of Tokyo where he had been promoted to professor at the Department of Mathematics from associate professor at the Department of Physics. From the autumn of 1956, Kodaira started a joint research on defor mations with Spencer. Theory of deformation of complex manifolds is one of the most im portant achievements of Kodaira and was done in close collaboration with Donald C. Spencer, who had been working on deformation of the complex structure of Riemann surfaces with A.C. Schaeffer at Stanford. Since Ko daira never learned to drive, Spencer usually offered him a lift to and from the university. Their mathematical discussions during the drive home would not stop by the time they arrived at Kodaira's house and the discussions would go on in the car parked in front of the gate. The neighbors of the Kodairas were soon familiar with Spencer. M.F. Atiyah summarizes their mutual relationship as follows: Obituary of Kunihiko Kodaira for the London Mathematical Society, Bull. Soc. 31 (1999) 489-493.
London
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The Kodaira-Spencer collaboration was more than just a working rela tionship. The two had very different personalities which were comple mentary. Kodaira's shyness and reticence were balanced by Spencer's dynamism. In the world of university politics Spencer was able to exer cise his talents on Kodaira's behalf, providing a protective environment in which Kodaira's mathematical talents could flourish.4 In the preface to his book "Complex Manifolds and Deformation of Complex Structures", Kodaira vividly described how the joint program on the deformation theory started and how it developed. Deformation of the complex structure of Riemann surfaces is an idea which goes back to Riemann, who, in his famous memoir on Abelian functions published in 1857, calculated the number of effective param eters on which the deformation depends. ( . . . ) The deformation of algebraic surfaces seems to have been considered first by Max Noether in 1888. However, the deformation of higher dimensional complex man ifolds had been curiously neglected for 100 years. In 1957, exactly 100 years after Riemann's memoir, Prohlicher and Nijhenhuis published a paper in which they studied deformation of higher dimensional complex manifolds by a differential geometric method and obtained an impor tant result. Inspired by their result, D.C. Spencer and I conceived a theory of deformation of compact complex manifolds which is based on the primitive idea that, since a compact complex manifold M is composed of a finite number of coordinate neighborhoods patched to gether, its deformation would be a shift in the patches. Quite naturally, it follows from this idea that an infinitesimal deformation of M should be represented by an element of the cohomology group H 1 (M, 0 ) of M with coefficients in the sheaf 8 of germs of holomorphic vector fields. However, there seemed to be no reason that any given ele ment of H 1 (M, 9 ) represents an infinitesimal deformation of M. In spite of this, examination of familiar examples of compact complex manifolds M revealed a mysterious phenomenon that dimH 1 (M, O) coincides with the number of effective parameters involved in the defi nition of M. In order to clarify this mystery, Spencer and I developed the theory of deformation of compact complex manifolds. The pro cess of the development was the most interesting experience in my entire mathematical life. It was similar to an experimental science de veloped by the interaction between experiments (examination of exam ples) and theory. In this book I have tried to reproduce this interesting
4
ibid.
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experience; however I could not fully convey it. Such an experience may be a passing phenomenon which cannot be reproduced. 5 In the great series of their joint papers from 1957 to 1962, Kodaira and Spencer introduced characteristic maps (Kodaira-Spencer maps), and proved the fundamental existence theorem, completeness theorem and sta bility theorem. The analytic theory of deformation was finally completed by a theorem of M. Kuranishi on the existence of local universal deformation space (1962). The formal aspects of deformation theory were later devel oped by A. Grothendieck and were formulated in the functorial language in M. Schlessinger, "Functors of Artin rings" (1968). In the late '50s, along with the collaboration with Spencer, Kodaira started a second program toward the structure theory of elliptic surfaces. He wrote: It was great fun to closely study the structure of elliptic surfaces by applying the general theory of complex manifolds. Classical theory of elliptic functions is so miraculously applied to it that the investigation smoothly progressed with surprising ease. . . . My impression was that I simply carved out a statue called the theory of elliptic surfaces which had been embedded in the mass of marble called mathematics. The work was to be incorporated into the overall classification theory of complex analytic surfaces. The classification of algebraic surfaces was established by the Italian school of algebraic geometry, represented in particular by Castelnuovo and Enriques. However, their classical language was so hard to follow and some notions were so badly founded that the classification table must be rewritten in the modern, rigorous language of sheaves and cohomology groups. The re-classification of algebraic surfaces was independently conducted by Kodaira in Princeton and by I.R. Shafarevich and his students in Moscow. Shafarevich and his group did this in the framework of the classical pluri-canonical linear systems, introducing the symbol /c, which is an in variant that extracts the most essential property of the (algebraic) surfaces. The symbol now means the most important birational invariant of arbi trary dimensional algebraic varieties, and is called the Kodaira dimension. (This generalized invariant was first defined by S. Iitaka in 1972, inspired by Kodaira's plurigenera formula for surfaces. Eager to name the invariant after Kodaira, Iitaka invited Kodaira to a tea shop to get permission to use Intoduction to: K. Kodaira, Complex Manifolds and Deformation of Complex Structures, translated by K. Akao, Grundlehren der Mathematischen Wissenschaften 283, Springer Verlag, 1986.
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his name. Kodaira said nothing and Iitaka concluded that the term was authorized.) On the other hand, Kodaira, with the powerful general theory of com plex manifolds at hand, extended the classification to that of compact com plex surfaces. Only from this extended point of view, the structures of abelian surfaces, K3 surfaces and elliptic surfaces were well understood. Fur thermore, he found a mysterious group of surfaces, which are never diffeomorphic to algebraic surfaces, and he named them surfaces of class VTI0. Kodaira's classification of complex surfaces appeared in another great series which occupies the main body of the third volume of his collected papers from 1960 through 1970. In the late '50s, Kodaira was under the protection of the chairman Lefschetz, and his family fully enjoyed life in Princeton. He bought a house in 1956, and was immediately relieved from playing the piano a half-note lower by purchasing a cheap second-hand middle-grand Steinway. Now all the family members played an instrument: Kunihiko and the elder daughter Yasuko the piano, Seiko and the younger daughter Mariko the violin. They often had home concerts, sometimes with several guest musicians. They also regularly attended a small theater in Princeton, which held concerts given by musicians such as Rudolph Serkin, Isaac Stern, Andreas Segovia, Maira Hess, Budapest Quartet, Philadelphia Symphony Orchestra. DEPARTURE FROM PRINCETON
In 1957, Kodaira received the Japan Academy Prize, and then The Cultural Medal, the highest level of recognition in Japan, for his mathemat ical achievement. He was the second mathematician to receive this honor, the first being T. Takagi and the third K. Oka. Though the research activities of Kodaira and Spencer were at their peak, they were to experience a very unhappy departure from Princeton. Kodaira wrote: One day after the colloquium, the participants went to dinner at a restaurant in the suburbs. Some twenty mathematicians sat around a rectangular table. Spencer and I were discussing mathematics, when we heard a sarcastic remark from Feller who sat opposite us: "The two rarely see each other so they started mathematical discussions as soon as they meet!" Spencer was surprised and said, "I did not realize we attracted so much attention." Borel, who sat at the left end of the table exclaimed: "Ah! Jealousy, jealousy! Another paper will appear soon!" In the same period, I visited Teruhisa Matsusaka of Brandeis who was staying at the Institute. The topic of salaries at universities came up. When Matsusaka knew my salary, he said "Your salary is so low!
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Princeton University must be a terrible place." Since Lefschetz had retired, I gradually realized that the older professors at Princeton hated me. O. Zariski invited Kodaira to be a visiting professor at Harvard for the 1961/2 academic year. Unhappy at Princeton, he willingly accepted the offer. Harvard at that time was growing as the nourishing center of algebraic geometry. On the second day of his stay at Harvard, he saw a strange man with a completely bald head and short pants in a nearby supermarket. This was A. Grothendieck. Zariski gave parties every two weeks, with the participants being only men. Regular participants were Kodaira, Hironaka, Grothendieck, Tate, Mumford, and M. Artin, and they went on discussing mathematics from 9 p.m. to midnight with a glass of wine in their hands. In winter 1961, Hironaka proved the resolution of singularities which made him the second Fields Medalist from Japan. In 1962, Chow, the chairman of the mathematics department of Johns Hopkins University, offered Kodaira professorship with an 18,000-dollar an nual salary. Princeton did not try to retain him by raising his salary. After discussing the options with Spencer over the telephone, he decided to leave Princeton for Johns Hopkins. Enraged by the fact that the mathematics department did not stop Kodaira from leaving, Spencer also resigned from Princeton and moved to Stanford. At Johns Hopkins, Kodaira gave a three-hour course on complex anal ysis and another three-hour course for advanced students. The teaching duty made Kodaira aware that there were some very strange students. For example Kodaira wrote: Since the results of the fall term exam on complex analysis was so terrible, I assigned exercises to one of the three classes of the spring term. After a few weeks, a student came to my office and complained that it was unfair to give questions which could not be solved without nice ideas. I was a little bit amazed, but after some pause I asked, "But you are not a computer, are you?" The students at Johns Hopkins had to take certifying examinations two or three years after entering the university. I kicked a student out after the certifying examination. He had a special kind of memory. Whenever I asked a question, he knew that the answer was written on which page of which book, but could not tell what the answer was. The level of the questions became more and more elementary, and eventually I asked how he could prove that a polynomial equation of degree n has at most n roots. I received no answer from him. It was not possible to pass a graduate student
641 who could not answer so basic a question. The examination committee unanimously decided that he be expelled and I informed him of the result. He showed up later at my office, saying, "I will not give up; Weierstrass also failed his exam." He was totally oblivious to the fact that he did not understand mathematics. In 1964 the Kodairas spent July and August at the AMS Summer Institute on algebraic geometry at Woodshole, Massachusetts, and then in Stanford, California where Spencer lived. In October, he received an offer from Stanford for a position which was to begin in 1965. His decided to move immediately because he wanted to work with Spencer again. Stanford was beautiful. He enjoyed the mild climate and beautiful scenery. The Kodairas lived in Palo Alto, the town next to Stanford. In the same year, Yasuko, his elder daughter, graduated from high school and was admitted to the University of California, Berkeley and to the International Christian University, Tokyo. She decided to return to Tokyo to become more aware of her own roots. RETURN TO JAPAN
Japanese mathematicians had long been asking Kodaira to return to Japan. They informally offered him professorship at the University of Tokyo. In the summer of 1966, Kodaira and Spencer visited Japan to attend an international conference in Kyoto. After a 17-year stay in America, Japan had completely changed. Kodaira felt as if he were in America with every thing being on a smaller scale. Yasuko guided him in Tokyo. Even the Japanese language was different from what they used to speak. During his stay in Japan, Kodaira was formally requested to return to the University of Tokyo, which offered him professorship without the burden of administrative duties. To reach a decision was extraordinarily difficult. On the one hand, the prosperity of America seemed to be endless; the society was safe and the economy was stable with no inflation. For instance the price of a cup of coffee remained at 10 cents throughout the 18 years of his stay. His salary was now $ 24,000 after being raised during his second year at Stanford. He lived in a spacious house in beautiful Palo Alto, where the climate was mild year round with sunny skies. His daughters had been raised in America and felt more at home in English than in Japanese. On the other hand, his personality was not at all American. He was too shy to easily survive in the assertive society of the United States. The offer from Tokyo with no administrative duties was attractive. The University of Tokyo, his alma mater, would present him a larger number of bright students. The final decision was made by his daughter Yasuko, who said "Dad would be happier in Japan." He returned to Japan in mid-August 1967, to
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become professor at the Department of Mathematics of University of Tokyo. Major Japanese newspapers celebrated the return of Kodaira. Prior to his departure to Japan, an informal meeting of some twenty participants took place at Stanford during which it was agreed to collect papers dedicated to Kodaira. The papers were published in 1969 under the title "Global Analysis" and was edited by S. Iyanaga and D.C. Spencer, two mathematicians who had played important roles in Kodaira's mathe matical life. The contributors included Kodaira's old friends from Princeton years such as Spencer, Nirenberg, de Rham, Hirzebruch, Atiyah, Thom and Grauert; a new generation of colleagues in algebraic geometry, such as Artin, Mumford, Griffiths, Satake, Kuranishi; and his students Baily, Kas, Wavrik and Morrow. Unfortunately, Kodaira did not have many students in the States. At Princeton, however, Kodaira had one outstanding student, Walter. L. Baily Jr., who has been a close friend of the Kodaira family since his student days. With his Japanese wife, Yaeko, Baily regularly visited Japan and the Kodairas. His most important work is the one on natural compactifications of arithmetic quotients of the hermitian bounded symmetric domains, known as the Baily-Borel compactifications. In his Johns Hopkins years, Kodaira had two students, A. Kas and J. Wavrik, who followed Kodaira to Stanford, and they received their Ph.D.s there. His student at Stanford, J. Morrow, wrote a book "Complex Manifolds" (Holt, Rinehart and Winston, Inc., 1971) together with his teacher. As soon as Kodaira returned to Japan, he attracted a corps of young mathematicians of talent. Even during his years in America, his influence was clearly visible in Japan. In this sphere of influence, we could count Tetsuji Shioda, Soichi Kawai, Shigeru Iitaka and Nobuo Sasakura who started their early works under the impact of Kodaira's classification theory of compact complex sur faces. Having returned to Tokyo, Kodaira had an impressive number of stu dents of high quality between 1968 and 1974: Tatsuo Suwa, Kenji Ueno, Yukihiko Namikawa, Eiji Horikawa, Masahisa Inoue, Masaki Kashiwara, Kazuo Akao, Iku Nakamura, Masahide Kato, Pumio Sakai, Takao Fujita, Toshiki Mabuchi, Kazuhisa Maehara, Yoichi Miyaoka, and Tohru Tsujishita. One of his first students, M. Kashiwara, proved a nice theorem while he at tended Kodaira's undergraduate seminar. On his first visit to Japan in 1972, F. Hirzebruch praised K. Ueno's master thesis on the degeneration of curves of genus two, saying that it was worthy of three Ph.D. theses. In Tokyo, Kodaira chaired a weekly seminar on complex manifolds with twenty to thirty participants on Saturday afternoons. The talks were organized by several young lecturers and assistants around him, specifi cally T. Shioda, S. Iitaka, K. Ueno, E. Horikawa and K. Akao. The topics were centered on the classification theory of complex surfaces and related
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subjects, including Shioda's elliptic modular surfaces, Iitaka's program for general classification theory, degeneration theory by Ueno and Namikawa, Horikawa's deformation theory of morphisms, and Inoue's new surfaces of class VH 0 . After the seminar, he would always have a piece of cake at a nearby coffee shop with the participants. Though not talkative, he did speak of new interesting topics he had read about in Time, Newsweek and Scientific American; he sometimes made satirical jokes and ironical observations about the Japanese society, the future of the civilization and new math. But more often he talked about music and old maestri who he loved so much. On the contrary, avant garde music represented by John Cage was sheer absurdity to him. Meanwhile, the 1968 student riots which had started in France in 1968 quickly propagated to Japan in the same year. The universities were closed and collective bargainings between faculty and students were conducted. To Kodaira, the rioting was senseless and absurd. Students blamed faculty members of being idiotic specialists, implying that they knew nothing but their specialized areas. Kodaira received a questionnaire from the Faculty of Sciences on what should be said against such accusations during the bar gaining session. He wrote, "If one is not an idiotic specialist, he is simply an idiot" a phrase which was, to his surprise, adopted by the faculty. In 1971, Kodaira was elected Dean of the Faculty of Science. He, who believed that he was exempted from administrative duties, was miserably depressed as the promise of being exempted had been agreed upon only among professors at the mathematics department and not among the staff of the Faculty of Sciences as a whole. The aftermath of the 1968 student riots was yet to die out, and being dean was not an easy task. He performed this difficult job effectively and conscientiously. However, the position caused him only agony. In mid-March 1972, Kodaira was invited to a three-day conference in Princeton to celebrate the 60th birthday of Spencer. The participants included Bott, Griffiths, Mumford, Hirzebruch and Atiyah. On this occasion, he made a two-month visit to the United States along with Seiko and Mariko. In Baltimore, after giving a colloquium talk, he met Evans, who was also Dean of Johns Hopkins. Evans said, "I can't believe you are a dean" twice, first when they shook hands and later when they said goodbye. Kodaira's conclusion was "The dean of Johns Hopkins knew better than the faculty members of the University of Tokyo that I am not the person appropriate to become a dean." Kodaira quit the position of dean on April 1, 1973. However, eventu ally, the pressure of being dean put an end to Kodaira's astonishing produc tivity in research. His last research paper was "Holomorphic mappings of polydiscs into compact complex manifolds" based on his lecture on Nevanlinna theory given in 1970.
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Kodaira, a member of the Japan Academy of Science since 1965, be came a corresponding member of Gottingen Akademie (1974), a foreign as sociate of the National Academy of Sciences (1975), an honorary member of the Academy of Arts and Sciences (1978), and an honorary member of the London Mathematical Society (1979). In 1975, he received another prestigious award, the Fujiwara Prize, for his achievement which was not covered by the Fields Medal, particularly those in the theory of complex surfaces and in deformation theory. In that year Kodaira became 60 years old and retired from the Uni versity of Tokyo. On this occasion, a conference on complex analysis and algebraic geometry was held at the university in which Spencer naturally participated. Afterwards "Complex Analysis and Algebraic Geometry", a second collection of papers dedicated to Kodaira, was published with con tributions from old friends and students. In April, he moved to Gakushuin University, a highly esteemed private university and the former college for the imperial and aristocratic families. When he was at the University of Tokyo, Kodaira did not really know the intellectual level of ordinary university students. Only at Gakushuin did he realize that intellectual competence of students deteriorated year by year. During the ten years at Gakushuin, he was so alarmed by the decline that he began to criticize the post-War educational system which he believed caused it. His approach was of course not ideological but practical. The principal points of his argument were that (1) basic subjects like Japanese and math ematics should be more extensively taught in the early stages of education, because (2) less basic subjects, such as social studies or natural sciences, should be taught later after students master enough skills in basics to ef ficiently study such subjects. He also claimed that (3) for young students, classical concrete mathematics represented by plane geometry would best develop logical thinking and mathematical intuition. Though Kodaira clearly addressed his opinions at public hearings held by the Ministry of Education, the educational system remained essentially unchanged. The system depends in essence on the complex power balance of many contradicting interest groups of politicians, beaurocrats and teachers. However, to Kodaira's surprise, the Ministry of Education decided that elementary set theory for high school students be removed from textbooks following his third point that abstract approach to mathematics was no good for high school students. On hearing this piece of news, he decided to write high school mathematics textbooks in order to improve the mathematical education in Japan. At the same time, he wrote a series of essays on mathematical educa tion and on his own mathematical life which was compiled into two books,
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"A Memoir of a Lazy Mathematician" (1986) and "I Could Not do Anything but Mathematics"(1987). These books are interesting and humorous, some times even hilarious. Although shy when conversing, he could express his impressions and philosophy effortlessly in his writings. The second book is a concise but consistent autobiography, including vivid episodes out of his mathematical and aesthetical life, while the first book contains his letters to Seiko in Tokyo from Princeton as well as his essays on education and on his own mathematical life. To Kodaira, mathematics was something very concrete and real. He asserted that there was the sense of mathematics as well as the sense of sight or of hearing. He wrote: Though general perception believes that mathematics is akin to logic, mathematics has in fact little to do with logic. Of course mathematics must follow logic. However, logic to mathematics is similar to grammar to literature. Everybody understands ordinary logic, while many high school students do not understand mathematics. Therefore I believe mathematics is fundamentally different from logic. Mathematics is a science which studies mathematical phenomena in nature. To understand mathematics is to "see" mathematical phe nomena. I do not mean to visually "see" something, but to perceive something by a kind of sense. This sense is hard to explain; it is a pure sense, quite different from logic or reasoning. For me this sense is close to that of sight. One might say that it is absurd that mathematical objects are natural phenomena. But the fact that mathematical phenomena are as real as physical phenomena is explicitly stated in the expression that a mathematician "discovered" a theorem instead of "invented" one. I proved several new theorems, but I never thought that I invented these. Rather I felt like I accidentally found theorems which had long been there. 6 In March 1985, Kodaira retired from Gakushuin at age 70, followed by a birthday party at the mathematics department of Gakushuin, and a smaller party given by his students at the University of Tokyo. In December of the previous year, he received a wonderful piece of news that he would be awarded the Wolf Prize along with Hans Levi. In May, Kodaira flew to Israel, accompanied by Yasuko in place of Seiko. One of the speeches delivered at the Wolf Prize Ceremony on May 12 was very impressive to him. "Japanese are good at technology while Jews are good at mathematics. But Professor Kazil, a Jew, won the Japan International An extract from "A Memoir of a Lazy Mathematician"
646
Prize in biotechnology, and Professor Kodaira, a Japanese, won the Wolf Prize in mathematics. What happened?" Prom the early '80s Kodaira suffered from weak health. At Stanford, the first symptom of asthma started which afflicted Kodaira in the years to come. In the early years of his stay in America, he loved to drink wine, but later he developed an allergy against alcohol. After he returned to Japan, he did not drink any alcohol at all. What was even more devastating for the enthusiastic music lover was a disorder which developed in his ears. In the late '70s, he bought expensive audio equipment and a vast num ber of LP discs. He particularly loved piano music as he was an excellent piano player. His favorite pianists were mostly old virtuosi like Rachmaninov, Godowsky or Rubinstein, but he had high opinions of younger pianists such as Argerich and Kisin. As for composers, perhaps he liked Chopin the best, but in his later years he loved to listen to Mozart. The first symptom he suffered from was difficulty in hearing high notes, followed by a painful ringing in his ears. He had to gradually abandon listening to music and by 1988 he quit playing the Steinway which had been at his side since his early years in Princeton. In 1986, Kodaira was nominated to be the president of the ICM 90 organizing committee. He was the most natural candidate for the president of the first ICM which was to be held in Asia. Despite his weak health, he made great effort to raise funds for the Congress. He signed thousands of letters of appreciation to the donators. He visited businessmen for corporal donations. In order to collect donations from industry and financial institutions, he had a valuable resource of the network of his old friends, mostly classmates during his high school years. H. Tanimura, Chairman of the Tokyo Stock Exchange, was particularly influential, as he was also former Vice Minister of Finance and former Chairman of the Fair Trade Commission. He was the key person for helping raise funds along with Dr. K. Miyairi, another close friend and classmate. The Kyoto Congress was a great success, but his weak health and asthma prevented Kodaira from chairing the ceremonies. From the mid '90s, Kodaira was semi-bedridden due not only to asthma, but also to cancer of the prostrate and cerebral infraction. As his illnesses grew progressively worse, he was sadly hospitalized until he passed away on July 26, 1997. Hundreds of people attended Kodaira's funeral which was held on July 29, 1997. He was even honored with flowers from the Emperor which were placed directly above the coffin among the other flowers which surrounded him. At the bequest of his family's wishes, and because he was not a religious person, a simple ceremony was held. Chopin's piano nocturnes and ballades
647
which he so dearly loved echoed softly in the background as each mourner presented him with a white carnation to pay his last respect to Kodaira. BIBLIOGRAPHY
Research Papers (1) Uber die Struktur des endlichen, vollstandig primaren Ringes mit verschwindendum Radikalquadrat Japan J. Math., 14(1937), 15-21. (2) Uber den allgemeinen Zellenbegriff und spaltungen der Komplexe Proc. Imp. Acad. Tokyo, 14(1938), 49-52.
die
Zellenzer-
(3) Eine Bemerkung zur Dimensionstheorie Proc. Imp. Acad. Tokyo, 15(1939), 174-176. (4) On some fundamental theorems in the theory of operators in Hilbert space Proc. Imp. Acad. Tokyo, 15(1939), 207-210. (5) On the theory of almost periodic functions in a group (collaborated with S. Iyanaga) Proc. Imp. Acad. Tokyo, 16(1940), 136-140. (6) Uber die Differenzierbarkeit der einparametrigen Untergruppe Liescher Gruppen Proc. Imp. Acad. Tokyo, 16(1940), 165-166. (7) Uber zusammenhangende kompakte abelsche (collaborated with M. Abe) Proc. Imp. Acad. Tokyo, 16(1940), 167-172.
Gruppen
(8) Die Kuratowskische Abbildung Erweiterungssatz Compositio Math., 7(1940), 177-184.
Hopfsche
und
der
(9) Uber die Gruppe der messbaren Abbildungen Proc. Imp. Acad. Tokyo, 17(1941), 18-23. (10) Uber die Beziehung zwischen den Massen und den Topologien in einer Gruppe Proc. Phys.-Math. Soc. Japan(3), 23(1941), 67-119. (11) Normed ring of a locally compact (collaborated with S. Kakutani) Proc. Imp. Acad. Tokyo, 19(1943), 360-365. (12) Uber
die
Harmonischen
Tensorfelder
abelian
in
group
Riemannschen
101
Mannigfaltigkeiten, (I), (II), (III) Proc. Imp. Acad. Tokyo, 20(1944), 186-198, 257-261, 353-358. (13) Uber die Rand- und Eigenwertprobleme der linearen elliptischen Differentialgleichungen zweiter Ordnung Proc. Imp Acad. Tokyo, 20(1944), 262-268. (14) Uber das Haarsche Mass in der lokal bikompakten Gruppe (collaborated with S. Kakutani) Proc. Imp. Acad. Tokyo, 20(1944), 444-450. (15) Relations between harmonic fields in Riemannian manifolds Math. Japonicae, 1(1948), 6-23. (16) On the existence of analytic functions on closed analytic surfaces Kodai Math. Sem. Reports, 1(1949), 21-26. (17) Harmonic fields in Riemannian potential theory) Ann. of Math., 50(1949), 587-665.
manifolds
(generalized
(18) The eigenvalue problem for ordinary differential equations of the second order and Heisenberg's theory of S-matrices Amer. J. Math., 71(1949), 921-945. (19) On ordinary differential equations of any even order and the corresponding eigenfunction expansions Amer. J. Math., 72(1950), 502-544. (20) A non-separable translation invariant extension of Lebesgue measure space (collaborated with S. Kakutani) Ann. of Math., 52(1950), 574-579.
the
(21) Harmonic integrals, Part II Lectures delivered in a seminar conducted by Professors H. Weyl and C. L. Siegel at the Institute for Advanced Study (1950). (22) The theorem of Riemann-Roch on compact analytic surfaces Amer. J. Math., 73(1951), 813-875. (23) Green's forms and meromorphic functions on compact analytic varieties Canad. J. Math., 3(1951), 108-128. (24) The theorem of Riemann-Roch 3-dimensional algebraic varieties Ann. of Math., 56(1952), 298-342.
for adjoint
(25) On analytic surfaces with two independent functions (collaborated with W.-L. Chow) Proc. Nat. Acad. Sci. U.S.A., 38(1952), 319-325.
systems
on
meromorphic
(26) On the theorem of Riemann-Roch for adjoint systems on
649
Kahlerian varieties Proc. Nat. Acad. Sci. U.S.A., 38(1952), 522-527. (27) Arithmetic genera of algebraic varieties Proc. Nat. Acad. Sci. U.S.A., 38(1952), 527-533. (28) The theory of harmonic integrals and their applications to algebraic geometry Work done at Princeton University, 1952. (29) The theorem of Riemann-Roch for adjoint systems on Kahlerian varieties Contributions to the Theory of Riemann Surfaces, Annals of Math. Studies, No. 30 (1953), 247-264. (30) Some results in the transcendental theory of algebraic varieties Ann. of Math., 59(1954), 86-134. (31) On arithmetic genera of algebraic varieties (collaborated with D. C. Spencer) Proc. Nat. Acad. Sci. U.S.A., 39(1953), 641-649. (32) On cohomology groups of compact analytic varieties with coefficients in some analytic faisceaux Proc. Nat. Acad. Sci. U.S.A., 39(1953), 865-868. (33) Groups of complex line bundles over compact Kahler varieties (collaborated with D. C. Spencer) Proc. Nat. Acad. Sci. U.S.A., 39(1953), 868-872. (34) Divisor class groups on algebraic varieties (collaborated with D. C. Spencer) Proc. Nat. Acad. Sci. U.S.A., 39(1953), 872-877. (35) On a differential-geometric method in the theory of analytic stacks Proc. Nat. Acad. Sci. U.S.A., 39(1953), 1268-1273. (36) On a theorem of Lefschetz and the lemma of Enriques-SeveriZariski (collaborated with D. C. Spencer) Proc. Nat. Acad. Sci. U.S.A., 39(1953), 1273-1278. (37) On Kahler varieties of restricted type Proc. Nat. Acad. Sci. U.S.A., 40(1954), 313-316. (38) On Kahler varieties of restricted type (an intrinsic charac terization of algebraic varieties) Ann. of Math., 60(1954), 28-48. (39) Some results in the transcendental theory of algebraic varieties Proc. Intern. Congress of Mathematicians, 1954, Vol. Ill, 474-480. (40) Characteristic linear systems of complete continuous systems Amer. J. Math., 78(1956), 716-744.
101
(41) On the complex projective spaces (collaborated with F. Hirzebruch) J. Math. Pures Appl., 36(1957), 201-216. (42) On the variation of almost-complex structure (collaborated with D. C. Spencer) Algebraic Geometry and Topology, Princeton Univ. Press, 1957, pp. 139-150. (43) On deformations of complex analytic (collaborated with D. C. Spencer) Ann. of Math., 67(1958), 328^66.
structures,
I—II
(44) On the existence of deformations of complex analytic structures (collaborated with L. Nirenberg and D. C. Spencer) Ann. of Math., 68(1958), 450-459. (45) A theorem of completeness for complex analytic fibre spaces (collaborated with D. C. Spencer) Acta Math., 100(1958), 281-294. (46) Existence of complex structure on a differentiable family of deformations of compact complex manifolds (collaborated with D. C. Spencer) Ann. of Math., 70(1959), 145-166. (47) A theorem of completeness of characteristic systems of complete continuous systems (collaborated with D. C. Spencer) Amer. J. Math., 81(1959), 477-500. (48) On deformations of complex analytic structures, III, Stability theorems for complex structures (collaborated with D. C. Spencer) Ann. of Math., 71(1960), 43-76. (49) On deformations of some complex pseudo-group structures Ann. of Math., 71(1960), 224-302. (50) Multifoliate structures (collaborated with D. C. Spencer) Ann. of Math., 74(1961), 52-100. (51) On compact analytic surfaces Analytic Functions, Princeton Univ. Press, 1960, pp. 121-135. (52) On compact complex analytic surfaces, I Ann. of Math., 71(1960), 111-152. (53) A theorem of completeness for analytic systems of surfaces, with ordinary singularities Ann. of Math., 74(1961), 591-627. (54) A theorem of completeness of characteristic systems for analytic families of compact submanifolds of complex
651 manifolds Ann. of Math., 75(1962), 146-162. (55) On stability of compact submanifolds of complex manifolds Amer. J. Math., 85(1963), 79-94. (56) On compact analytic surfaces, II—III Ann. of Math., 77(1963), 563-626, 78(1963), 1-40. (57) On the structure of compact complex analytic surfaces Proc. Nat. Acad. Sci. U.S.A., 50 (1963), 218-221. (58) On the structure of compact complex analytic surfaces, II Proc. Nat. Acad. Sci. U.S.A., 51(1964), 1100-1104. (59) On the structure of compact complex analytic surfaces Lecture Notes prepared in connection with the A.M.S. Summer Institute on Algebraic Geometry held at the Whitney Estate, Woods Hole, Mass. July 6-July 31, 1964. (60) On the structure of compact complex analytic surfaces, I Amer. J. Math., 86(1964), 751-798. (61) On characteristic systems of families of surfaces ordinary singularities in a projective space Amer. J. Math., 87(1965), 227-256.
with
(62) Complex structures on S1 x S3 Proc. Nat. Acad. Sci. U.S.A., 55(1966), 240-243. (63) On the structure of compact complex analytic surfaces, II Amer. J. Math., 88(1966), 682-721. (64) A certain type of irregular algebraic surfaces J. Anal. Math., 19(1967), 207-215. (65) Pluricanonical systems on algebraic surfaces of general type Proc. Nat. Acad. Sci. U.S.A., 58(1967), 911-915. (66) On the structure of compact complex analytic surfaces, III Amer. J. Math., 90(1968), 55-83. (67) Pluricanonical systems on algebraic surfaces of general type J. Math. Soc. Japan, 20(1968), 170-192. (68) On the structure of complex analytic surfaces, IV Amer. J. Math., 90(1968), 1048-1066. (69) On homotopy K3 surfaces Essays on Topology and Related Topics, Memoires dedies a Georges de Rham, Springer, 1970, pp. 58-69. (70) Holomorphic mappings of polydiscs into compact complex manifolds J. Differential Geometry, 6(1971), 33-46.
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Books [Bl] (with J. Morrow) Complex manifolds, Holt, Rinehart and Winston, Inc., 1971. [B2] Introduction to Calculus (in Japanese), Iwanami-Shoten Publishers, Tokyo, 1982. [B3] Complex Manifolds (in Japanese), Iwanami-Shoten Publishers, Tokyo, 1982. [B4] Complex Analysis (in Japanese), Iwanami-Shoten Publishers, Tokyo, 1983. [B5] Introduction to Complex Analysis, translated from [B4] by E. Horikawa, Cambridge University Press, Cambridge-New York, 1984. [B6] Complex Manidfolds and Deformation of Complex Structures, trans lated from [B3] by K. Akao, Grundlehren der Mathematischen Wissenschaften 283, Springer-Verlag, Berlin-Heidelberg-New York, 1986. [B7] A Memoir of a Lazy Mathematician (in Japanese), Iwanami-Shoten Publishers, Tokyo, 1986. [B8] / Could Not do Anything but Mathematics (in Japanese), NikkeiScience, Tokyo, 1987. [B9] Joy of Geometry (in Japanese), Iwanami-Shoten Publishers, Tokyo, 1987. [BIO] An Invitation to Geometry (in Japanese), Iwanami-Shoten Publishers, Tokyo, 1991. ACKNOWLEDGEMENT
This short biography essentially follows Kodaira's own account in his two books "A Memoir of a Lazy Mathematician" and "I Could Not do Any thing but Mathematics". Unless otherwise mentioned, the citations are taken from the second book. Some additional important data came from interviews with Mrs. Seiko Kodaira, Mrs. Yasuko Hashimoto and Mrs. Mariko Oka, to whom the authors are heartily grateful.
101
ON A DIFFERENTIAL-GEOMETRIC METHOD IN THE THEORY OF ANALYTIC STACKS* BY K. KODAIRA DBPASTMCNT or MATHEMATICS, PUNCBTON UNIVBMITY
Communicated by S. Lefscbetz, September 9, 1963
1. Introduction.—Let V be a compact Kahkr variety of complex dimension n and let F be a complex line bundle1 over V whose structure group is the multiplicative group of complex numbers. Moreover let n*(F) be the stack (faisceau) over V of germs of holomorphic p-forms with coefficients in F and let H*( V; 0*(F)) be the 9th cobomology group of V with coefficients in 0*(F). It is important for applications to determine the circumstances under which the cohomology group H'iV; Sf(F)) vanishes. In the present note we shall prove by a differential-geometric method due to Bochner* some sufficient conditions for the vanishing of H*{ V; tf(F)) in terms of the characteristic class of the bundle F. 2. Harmonic Forms with Coefficients in Complex Line Bundles*—We denote by ds* - 2 £ g^idt'diP) the K&hler metric on V. Take a sufficiently fine finite covering U — {U}} of V. Then the bundle F is determined by the system [f,t\ of non-vanishing holomorphic functions n defined, respectively, in Ut n (/, and satisfying fitfutfn = 1 in {// n Ut n Uf. Clearly there exists a system {a,} at real positive functions a, of class C defined, respectively, in U, satisfying
* - \U\*, in U, n Uk. a*
Reprinted from Proc. Nat. Acad. Sci., Vol. 39 (1953), pp. 1268-1273.
(1)
101 VOL. 39, 1963
MATHEMATICS: K. KODAIRA
1269
A form y with coefficients in F'n, by definition, a system {y,| of exterior differential forms 1>, defined, respectively, in U, such that >,
(by), - - * Oydf - *
provided that y is differentiable, where *y, denotes the dual form of y, with respect to the preassigned Kahler metric ds* on V. The form y is called harmonic if dy — 0 and by - 0. Let Q*(F) be the stack (faisceau) over K of germs of holomorphk pforms with coefficients in F. Then, as was shown by the author,4 the cohomology group IP{. V; Q?(F)) of V with coefficients in ff(F) is isomorphic to the space H'- '(F) consisting of all harmonic forms of type (p, q) with coefficients in F: //»( V; tf(F)) » H'- '(F). (2) As one readily infers, the mapping
maps H'-'(F) isomorphicaUy onto H*~'"~*(-F), where —F denotes the complex line bundle defined by the system l/^'l- Combining this with (2), we obtain therefore the isomorphism* H*(V; tf(F)) ^ H — i Y ; 0—'(-/*)).
(3)
3. An Inequality.—The equations dy — 0, by — 0 for y — (y,}, *, - (v^oE« v .. rx. ■ • •;A>' • •rf*'**"'• ***.
can be written explicitly in the forms E# f-i)"v.;ftv..,x....Vl
* , , ....; - 0.
£****(?» + ^ , . . . v x . . . ^ - 0,
(4),
(4),
where Vx, V.« denote the covariant differentiations with respect to the local coordinates s \ i" and where d PA ~ -dxlogo,, dx - j£i. Let R'Tmf * 5 , ( £ ( " ' 5 ) ( [ r J be the curvature tensor and let Rm»a » S^'r«v be the Rkci tensor.* Mcreover we set
101 1270
MATHEMATICS: K. KODAIRA
PBOC. N. A. S.
*»«• " - d . ^ x - &xd« log a,.
(5)
Then, by a simple computation, we infer from (4) that, for any harmonic form p = fo^tH*1 '(F), the following relation holds:
E / ^ X + Pyx)V^T,...T,.:....; - E E E f l ' v i * X «r,...w»
..V,...M.-X
+ E E ( * * * - *•*<]
x
m Vjr,...^..
.(,♦)„. . . . ^
(6)
where *'*„. - E f*"***.*. *'*.♦ - E «*"*#*•« and where (
(7)
is a well defined 2-form on the whole of V. Now we set
{„. - ^ZX^ t ..vr-"+*i , '" rX "'"" f where
Then { - £ &.•tf*Tis a well defined 1-form on V and -^-E^Vxf,. = # + \ E«**Vv x + p y 0 v ^ r i ..,,„ : ...«.•*/• •••'•-:••-:
(8)
where
Denoting by £ the determinant j — |f«**|i we have . / V ' t ^ P =* °. where
o £ /v{?Ei'M*'*«* - *"*.•) + **%-0-
£^,.... / .;....; */v ',--:-;},« K. (9) By a (/>, 9)-form we shall mean a i)d*'d&, where ^ * - ^.**(z. 2) satisfy ^«^» - f;«*. Wir fay fAa/ ««-* a /<»•>»» f
101 VOL. 39. 1953
MATHEMATICS: K. KODAIRA
1271
is positive and write ^ > 0 if the Hermitian form £ f «*«f*> i)umu* in n variables u\ u', . . . , u* is positive definite at each point * an V. Now, let c(F) be the characteristic class of the principal bundle asso ciated with F. LBMMA. Let \a,\ be a system of functions satisfying (1). Then the real d-closed (l,l)-form y =• (i/2w)dd log a, belongs1 to the characteristic class c(F) of the bundle F. Conversely, given a d-closed real (I,I)-form y of class C belonging to the characteristic class c(F), there exists a system \a,\ of positive functions a, of class C satisfying (1) such that (i/2r)dd log a, «■ y. Proof: Let w be the canonical projection of F onto V and let ft be the linear coordinate on the fibre T - , ( S ) , z * Uf, such that f, ■ /*(«){"* for t * Ut (\ Uk. The principal bundle F* associated with F is obtained from F by removing the origin f, — 0 of each fibre r~l(e). Now * - ^
(<* log X, - d log at)
is a well defined 1-form of class C" on the principal bundle F* and -d*
« — dd log a,,
while the restriction of * to the fibre r~l(z)* — T~'(*) — (0) of F* equals therf-closed1-form (l/2wi)d log Xi which represents the basic cohomology class of » _, (s)*. This shows, that y » (»'/2»)d5 logo, belongs to the characteristic class c(F) of F*. To prove that every y belonging to c(F) can be written in the form y — (i/2w)Hd log a,, we take a system [a/} satisfying (1) and consider the difference y§ » 7 — (*'/2»-)dd log a/. Obviously the harmonic part Hyt of y» vanishes and consequently y% — AG7, — 2ZJbGyt, where G denotes the Green's operator. Using the formula* Ad — dA — — tb, we get therefore yt — i2ddAGy+ Now r - 2AG70 is a real scalar function of class C defined on the whole of V and, hence, setting a, — a,'- f" we obtain a system [a,\ of positive functions a} of class C" satisfying (1) and also (t'/2r)dd log a, » y. Now, letting y - (i'/2») £ X^-ATdi* be an arbitrary real (1,1)form, we introduce the Hermitian form
e' , (7.«; *) - E (i%[x*\* - #'.•] + >*',..'*) x «.r,...v«:....;« • » .
.
in a skew-symmetric tensor »,t,,...,^««...«» at each points on V,provided that 9 ^ 1 . Then the inequality (9) can be written in the following form:
fit e* '(7. *,; *)dv s o .
for q z 1.
(io)
101 1272
MATHEMATICS: K. KODAIRA
P»oc. N. A. S.
With the help of the above lemma, we derive from (10) the following theorem: THEOREM 1. If the characteristic class c(F) of F contains a real d-closed (l,l)-/orm y — (*'/2») £ X.pds'di? which is sufficiently large with respect to the order > in the sense that the Hermitian form 9 * *(?, u; z) is positive definite at each point s on V, then the cohomology groups £/*( V, Q?(F)) and JP-^V, ar-'{-F)) both vanish, provided that 1 £ q g n. Proof: In view of (2) and (3), it is sufficient to show that tT '(F) - 0. By virtue of the above lemma, we may choose the system {a,} satisfying (1) such that (i'/2x)dd log a, « y. Then the inequality (10) holds for any y> » {*>))* H*' *(F), while, by hypothesis, 9*' '(7, 0 unless
e»'•(%*;«) - » ! £ ^ , . . « u . . . ^ . : . . . . ; * l , - " ^ - 1 . Hence 9 a ' '(y, u; s) is positive definite if and only if 7 > 0. As a corollary to the above theorem, we therefore obtain the following: THEOREM 2. If c(F) contains a real d-closed (I,I)-form 7 > 0, then the cohomology groups H*(V, tf(F)) and H"-'(V, ff(-F)) both vanish for 1 £ g £ n. By the canonical bundle over V we shall mean the complex line bundle K defined by the system \J,*\ of Jacobians T
*
*>(«*, • • • . < )
&<*....#•
where (s), . . . , 2") is the local coordinates in Ut. We note that — c(K) equals the first Chern class of the variety V. Since the isomorphism iP(F) & J1"(F -
K)
holds in an obvious manner, we get from the above theorem the following: THEOREM 3. If c(F) - c{K) contains a real d-closed (l,l)-/orm 7 > 0, then the cohomology group H*(V, tf(F)) vanishes for 1 £ q £ n. * This work was supported by a research project at Princeton University sponsored by the Office of Ordnance Research, U. S. Army. 1 By a complex line bundle over V will be meant an analytic fibre bundle over V whose fibre is the complex number field C and whose structure group is the mutiplicati re group C* of complex numbers acting on C. Cf. Kodaira, K., and Spencer, D. C . "Groups of Complex Line Bundles Over Compact Kabler Varieties," these PaocMDnraa, 39, 888-872 (1053). •Bochner. S., "Curvature and Betti Numbers" (I) and (II), Ann. Math.. 49, 379300 (1048); 50, 77-93 (1040). ' See Kodaira, K., "On Cohomology Groups of Compact Analytic Varieties with Coefficients in Some Analytic Faisceaux," these PKOCHBDINCS, 39, 866-868 (1963). ♦ Kodaira. toe. cit.
101 Vot. 39. 1963
MATHEMATICS: K. KODAIRA
1273
* Tibs result reduces to a special case of Serre's duality theorem. ' See Garabedian, P. R.. and Spencer, D. C , "A Complex Tensor Calculus for Kahler Manifolds," Ada Math.. S», 379-331 (1953). ' In view of de Rham's theorem, any robomology class may be regarded as a class of ^-closed forms. By arf-cloaedform we shall mean a form which is closed under d. 1 Garabedian and Spencer, for. cil.. p. 290.
101
On Compact
Analytic
Kunihiko
Surfaces
Kodaira
PRINCETON UNIVERSITY AND INSTITUTE FOR ADVANCED STUDY
THE present note is a preliminary report on a study of structures of compact analytic surfaces. 1. Let Kbe a compact analytic surface, i.e. a compact complex manifold of complex dimension 2. Let Jf(V) be the field of all meromorphic functions on V and denote by dim ~#(f) the degree of transcendency of uf(K) over the field C of all complex numbers. By a result due to Chow [2] and Siegel [9], we have d\mJl(V) of V onto A such that the inverse image Cu = the canonical projection of V onto A, the inverse image * :uT(K)^uf(A), where ~#(A) denotes the field of meromorphic functions on A. Moreover V contains no irreducible curve other than the components of thefibresof V. 121 Kodaira, K. and Nevanlinna, R., Analytic Functions, © 1960 by Princeton Univ. Press, pp. 121-135. Reprinted with permission of Princeton University Press.
101 KUNIHIKO
KODAIRA
We denote by (CD) the intersection multiplicity of two curves C and D on Kand write (C1) for (CC). A curve C on Kwill be called an exceptional curve (of the thefirstkind) if C is a non-singular rational curve with (C*) = —1 (compare Zariski [10], pp. 36-41. By an exceptional curve we mean always an exceptional curve of thefirstkind). For an arbitrary point p e V we denote by Qf the quadratic transformation with the center/? (see Hopf [5]). Moreover we call any surface W = ... Q^Q^Q^V) obtained from V by applying a finite number of quadratic transformations a quadratic transform of V. We recall that S — Q,(p) is an exceptional curve on the quadratic transform V = Q,(V) and that Q'1 is a holomorphic map of V onto V which is biregular between V — S and V — p. Moreover Q~l induces an isomorphism: Jt(Qv(V)) ^. JK(V). THEOREM 3. Assume that dim Jf(V) ^.l.IfV contains an exceptional curve S, then there exists a compact analytic surface W and a point peW such that V = Q,(W) and S = Q,(p). This theorem has been established for algebraic surfaces by Castelnuovo and Enriques [1] (compare also Kodaira [7]). In view of Theorem 1, it suffices therefore to consider the case in which dim JK(V) = 1. Now, if dim JK(V) = 1, Kis an analyticfibrespace of elliptic curves over a curve A and the canonical projection O maps 5 onto a single point u on A. Let U be a small neighborhood of u on A. A detailed analysis of the structure of the fibre space V shows that the neighborhood ~\U) of S can be imbedded in an algebraic surface. Hence the theorem is reduced to the case of algebraic surfaces. As to compact analytic surfaces with no meromorphic functions except constants, we have the following THEOREM 4. (Kodaira [6].) Let V be a compact Kdhler surface with dim Jt(V) — 0. The geometric genus p,(V) ofVis equal to 1 and the first Betti number b^f^ofV is equal to either 4 or 0. Ifb\(V) = 4, then Visa quadratic transform of a complex torus (of complex dimension 2). Ifb^V) = 0 and if V contains no exceptional curve, then the canonical bundle KofV is trivial and the second Betti number bJ(V)ofVis equal to 22. It can be shown that c^V) ^ 0 if V is an analyticfibrespace of elliptic curves over a curve, while, with the help of Riemann-Roch's theorem, we infer readily that dim JK( V) ^ 1 if p,( V) ^ 1 and if cf( V) > 0. Hence we obtain from Theorems 1, 2, and 4 the following THEOREM 5. If V is a compact KShler surface and if cf(V)> 0, then V is an algebraic surface. 2. Let V be an analytic fibre space of elliptic curves over a curve A having no exceptional curve and let $ be the canonical projection of V onto A. For an arbitrary point a € A, we denote by ra the local uniformization variable on A with the center a and by rm(u) the value of T„ at a 122
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point u in a neighborhood of a on A. Moreover we denote by (z„ r,) a system of local coordinates on V. Now, if m
UJ
i^W£))\_ 3r.((D(z)) '
a*
+
a*
_1
at each point z on _1(w) a regularfibreof V. Clearly each regular fibre Cu is a non-singular elliptic curve. By a theorem of Bertini, there exists afiniteset {a,} of points ap, p = 1, 2, 3, ..., on A such that C„ = 0 _1 («) is a regularfibrefor each point u e A — {a,}. In this sec tion we assume that thefibres®~\aj are not regular. Clearly T„ () : z -*■ T„ (4>(z)) is a holomorphic function defined on a neighborhood of ). We write each singular fibre Cmp in the form where 0 M are irreducible curves and nH are positive integers. Clearly O - 1 ^ coincides with the union of the curves 0 M ; thus C,f may be con sidered as the inverse image of a, attached with the proper multiplicities nH. The expression 2/ip,0 w may be regarded as a 2-cycle on the polyhedron . IV : Ctp = 0O + 0i + ©», where 0O, 0X, 0 , are non-singular rational curves and 0 O • 9 l = 0 j • 9 , = 0 , • 0 O = p. The singularfibresof the types mI», 6 ^> 3, I*. II*, III*, IV* arecomposedof non-singular rational curves 0 e , 0 , 0 „ ... in such a way that (0,0,) ^ 1 (i.e. 0 , and 0 , have at most one simple intersection point) for s < t 123
101 KUNIHIKO
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and 0 r n 0 , n 0 , is empty for r < * < /. These types are therefore described completely by showing all pairs 0 „ 0 , with (0,0,) = 1 besides In.®.Jt : C,p = m0 o + m0, + ... + /*©»_„ m = 1,2, 3,..., 6 = 3,4,5,.... (0,0x) = (©»©,) = ... = (0.0 r t l ) = ... = (0»_A-i) = ( 0 ^ 0 . ) = 1. If : C., = ©o + ©x + ©i + ©, + 2©« + 2 0 6 + ... + 2 0 ^ , 6 = 0, 1. 2 (0,0«) = (©!©«) = (©,©«+») = (©,©«+>) = (©«©*) =
(0 6 0^ = ... = ( 0 ^ 0 ^ = 1. II* : C s = 0 C + 20, + 30, + 4 0 , + 50 4 + 2 0 , + 4 0 , + 30 7 + 60„ (0000 = (©x©0 = (0,©s) = (©3©«) = (©5©.) = (©«©s) = (©. 0 g ) = ( 0 7 0 8 ) = l . Ill* : C.p = 0 , + 20, + 3 0 , + 0 , + 2 0 , + 3 0 , + 2 0 , + 4 0 „ (0,0,) = (©X©.) = (©*©«) = (0«©S) = (©1©7) = (©6©7) = (©.©7) = I-
IV* : CBp = 0 , + 20, + 0 , + 2 0 , + ©, + 2 0 , + 30„ (0 O 0,) = (0,P0,) = (0 4 0,) = (0,0.) = (0,©,) = ( 0 , 0 , ) = 1. A singularfibreC, = Xi"*©,* will be called simple or multiple accord ing as min {»„} = 1 or ^>2. It is clear that C, is a multiple singular fibre if and only if C, is of type mI„ m ^ 2. Suppose that C„ , 1 <£ p ^ /, are of types m I, , mp ^ 2, respectively, and that C, , p ^ / + 1, are simple. Let m0 be the l.c.m. of m„ ..., mf,..., mt, and let d = m^m^ ... mt. More over let a% be an arbitrary point on A — {a,}. Then there exists a
101 ON COMPACT ANALYTIC
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abelian covering surface A of A an analyticfibrespace 9 of elliptic curves free from multiple singular fibres. 9 is afiniteabelian covering of V having branch curves over a regular fibre C^ of V and contains no exceptional curve. V is represented as the factor space: V = P/(5, where (5 is the covering transformation group of 9 over V. 3. Now let V be an analyticfibrespace of elliptic curves over A having neither exceptional curve nor multiple singular fibre and let $ : V —*■ A be FIOURE 1
A
IV
n* 6 3
[4 Z
3
5
'
iv •
ra«
Each line represents ©„; the integers attached to the line gives n^ 125
101 KVNIHIKO
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the canonical projection. Moreover let {ap} be a finite set of points ax,.... ap, ..., ar on A such that thefibreCu =
U,«A-"I(CU,Z)
over A' in a canonical manner. Let Ep be a circular neighborhood of ap on A and let E'p = Ep — ap. Then the group T(C' | E'p) of sections of C over £^ is independent of the size of E'p. We extend G to a sheaf G over A by defining T(G' | £^) to be the stalk Ga of G over a,:
and we call G the homological invariant of the fibre space V over A. We denote by J(a>) the elliptic modular function defined on the upper half plane C + = {to | 3 0}. As is well known, w —*J(') holds if and only if o>' is obtained from to by a modular transformation S:ai—*-a> =
ato -\- b cto + a
ad — be = 1,
where a, 6, c, 0, and set /(«)=/(to(«)).
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3CU(M) > 0 on A' satisfying J((o(u)) = /(u). Take a point o on A' and suppose that each element of the fundamental group ^i(A') of A' is represented by a closed arc /S on A' starting and ending at o. By the analytic continuation along the arc p, (o(u) is transformed into S^u), where Sf is a modular transformation depending only on the homotopy class of P relative to o. We indicate this fact by the formula
(2)
*u)^S^u)
=
a
J?P±h.
c^u) + df, The correspondence p —► Ss gives a representation of w,(A'), provided that we take a fixed branch of w(u) at the starting point o of /?. In the particular case in which uAju) = • Sp gives a representation of w^A'). For each modular transformation Sfi, /? e ^(A'), we choose
in such a way that /?—+ (Sp) gives a representation: TT^A') -*SL(2, Z). This is possible in 2p + r — 1 different manners, provided that r J> I, since w^A') is generated by 2p -f r generators /?l( &, ...,/? lp , at, ...,<xr with the single relation: PiPtP^P^PaP* ■■■ Pipl-iPu*i<*t • • • « , = 1The representation 0 —>• (Sfl) defines a locally constant sheaf G' over A' whose stalks are isomorphic to Z © Z and C can be extended uniquely to the sheaf G = \Jfi* u G' over A, where Ga = T(C | £^). Under these circumstances we say that the sheaf G belongs to the meromorphic function f(u). It can be shown that, given an analytic fibre space V of elliptic curves over A free from multiple singular fibres, the homological invariant G of V belongs to the functional invariant ,/(u) of V. DEFINITION 1. Given an algebraic curve A, a meromorphic function lf where <J>j, 0 , are the canonical projections of Vlt Vt onto A, respectively. In the above definition of the family ?(#, G), analytically equivalent fibre spaces may be considered 127
101 KUNIH1KO
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as the same fibre space. More precise classifications of analytic fibre spaces of elliptic curves will be introduced later. Let a, be a small circle with positive orientation around af. The restriction G \ Et of G to a circular neighborhood Ef of ap is determined by the representation (Sx ) of a.f. THEOREM 7. The type of the fibre C, of any fibre space V e ?{f, G) is determined uniquely by (S„ ) (see Table I). By a holomorphic section of the fibre space V over an open subset TABLE I Normal form ofOS«p)
Type ofCv
a
ej.
1
regular
torus
torus
t; -:)
Io*
C x Z, x Z,
C
n
h
C'xZ,
C*
ti:?)
I?
C x Z, x Z,
c
II
C
c
(-:;)
(T"!) (-?;)
ry (.: -i)
c: -;)
Behavior of / ( « ) at a,
regular
pole of order b
/(«,) = 0
n*
C
c
in
CxZ,
c /(a,) - 1
in*
CxZ,
c
IV
CxZ,
c •(«,) = 0
IV*
CxZ,
Z, denotes the cyclic group of order b> 128
c
101 ON COMPACT ANALYTIC
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£ c A we mean a holomorphic map gi) e & X Sf satisfying Y(gJ = V(g,). 9 will be called an analytic fibre system of complex Lie groups over M if the following two conditions are satisfied: (i) u—+\u is a holomorphic map of M into 9, where 1„ denotes the unit of9u, (ii) (g„ gj -*-gi- gil is a holomorphic map of St onto 9. Now we consider thefibrespace B 6 &(/, G). We denote the canonical projection B —+ A by T and one of the global holomorphic sections of Bby o :u-*- o(u). Each fibre C„ = Y~\u), u e A'; of B is a complex torus. The canonical additive group structure on a complex torus is determined uniquely by giving the position of the unit 0. We choose the additive group structure on each complex torus C„ such that the unit 0 coincides with o(u). Then the subspace B' = B | A' = T-^A') of B forms an analytic fibre system of complex Lie groups over A' in the sense of the above Definition 2. We denote by B* the open subset of B consisting of all points z satisfying 9T.0K(Z))
+
dra(Y(z)) dzt
>0
(compare (1)). Clearly we have B* = U,C* U B\
B' = B I A',
where
c*f = B* n T-Ha,). The fibre C* is written in the form
c!= U e*
0* = B* n 0 .
where \Jn _j denotes the sum extended over all s for which nft=\. If C, is regular, then C\ = C„ ; otherwise each component 0J, of C\ is (analytically homeomorphic to) either C or C*. 129
101 KVNIHIKO
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PROPOSITION 1. The analytic fibre space B* over A has a unique structure ofanalytic fibre system of complex abelian Lie groups which is an extension of the structure of analyticfibresystem of complex Lie groups on B'. The group structures of the fibres C* of B* are given in Table I. Let £ be an arbitrary open domain on A and let AU) 'S a " so a holomorphic section of B* over £, where + or — denotes the group operation on each fibre of B*. Thus the space T(Bf | £) of holomorphic sections ofB* over £ forms an additive group in a canonical manner and therefore the sheaf over A ofgerms of holomorphic sections of B* is defined. We denote this sheaf by toifi*). For any holomorphic section
L'(
+
is a fibre preserving analytic homeomorphism of B* \ E onto B* \ E. PROPOSITION 2. L*(q>) : B* \ E~+B*\E can be extended uniquely to a fibre preserving analytic homeomorphism L(
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where Fu denotes the stalk of F over u. Hence we obtain the exact sequence (3)
... -* //"(A, F) -* //'(A, Q(BD) -> W>(A, 1KB'-)) ^ 0 .
For an element a of H\\, Q(fif,)) we define B" in the same manner as in Definition 3. In view of (3), we obtain from Theorem 9 the following r THEOREM 10. The family &(£ , G) consists of all fibre spaces B°, l oeH (\,Q(B>)). The notions of fibre spaces and their equivalences depend on the sheaf of structure groups (compare Grothendieck [4]). We mean by a S-fibre space a fibre space with the sheaf of structure groups S and we say that two fibre spaces are E-equivalent if they are equivalent as S-fibre spaces. V = B", ae //'(A, £2(fljj)), may be considered as an analytic fibre space, as an Q(5s)-fibre space, or as an £2(flJ)-fibre space, and the element a e //"(A ii(flo)) represents the Q(fl5)-equivalence class of B°. 4. Clearly thefibreC£, of B% over u is given by - _ \CU. "~\Q%,
5
for u 6 A', for« = a „
where 0^, is isomorphic to C, C*, or a complex torus if C„ is regular (compare Table I). Let fM be the tangent space of C*„ at o(u). Then f=Ufu IICA
forms a complex line bundle over A in a canonical manner. Since f „ may be regarded as the infinitesimal group of the complex Lie group C„M which is isomorphic to a complex torus, C, or C*, we have a canonical homomorphism "ic
• Til
—
*"
*~0V
It follows that there is a locally biregular holomorphic map h:\-+Bwhose restriction to each fibre f„ coincides with hH. Clearly h induces a homomorphism: £2(f) —► £l(fljj) of the sheaf Q(f) of holomorphic sections of f onto the sheaf £2(££). We denote this homomorphism by the same symbol h. PROPOSITION 3. We have the exact sequence (4)
0^C-*Q(f)^<2(fl u ')— 0,
where G is the homological invariant of the fibre space B. We obtain from (4) the corresponding exact cohomology sequence (5)
... -* «'(A, G) -* //'(A, 0(f)) kX //'(A, Q(Bj)) ^ //*(A, G) - 0 . 131
101 KUNIHIKO
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We define c{a) = 6 *(
for a e H*(A, Cl(B$)).
Let A{\) and A(B$) be the sheaves over A of differentiate sections of f and B$, respectively. A(B%) is a sheaf of structure groups acting on B considered as a differentiablefibrespace. From the exact commutative diagram 0 — G - * Q(f) — Q(fl') -► 0
II
'1 '1
0-^C^/((f)-^/((fi»)^0, where t denotes the inclusion map, we obtain the exact commutative diagram — //'(A, Q(f)) — //'(A, Q(fl*)) ^//»(A, C) ^ 0
4
"i
,
II
0 ► //'(A, ,4(0*)) —//*(A, G) -* 0 This shows that c(«r) represents the ^(0j)-equiva1ence class of the fibre space B" over A. In particular we have 1 THEOREM \\. If c(o) = C(T]), then thefibrespaces B° and B' are differentiably equivalent. We call c(a) the characteristic class of the Q(fiJ)-fibre space B" over A. By a complex analytic family of compact complex manifolds we mean the family {V, \ te M) of fibres V, — ir~\t) of an analytic fibre space "K free from singular fibres over a connected complex manifold M whose fibres are compact, where n is the canonical projection "f —*■ M (see Kodaira and Spencer [8]). Moreover we say that a compact complex manifold W is a (complex analytic) deformation of V if W and V belong to one and the same complex analytic family. It is clear that any deformation Wof Vis differentiably homeomorphic to V. THEOREM 12. {£"+*•<'> | / e //'(A, ii(f))} forms a complex analytic family of compact complex manifolds, where a is an element offf^A, Q(B$)). We remark here that //'(A, 0(f)) has a canonical structure of complex vector space. We set TT«> = {fl«+''C0 | / 6 H\H, Q(f))}, c = c(o). In view of (5), the family T^c) is composed of allfibrespaces B'\ c(>;) — c, with repetitions. Hence we have 1 THEOREM 13. Ifc(rj) = c(o), then B' is a deformation of B". It is clear that the projection 0 : B" -*• A induces an isomorphism 1. Using the fact that, if dim uf(fl°) = 1, B° contains no irreducible curve other than the components of thefibres(see Theorem 2), we obtain the following THEOREM 14. B" is an algebraic surface if and only if a is an element of finite order of H\b., Q.(B%)). 132
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Combining this with Theorem 13, we get 15. ffc(a) is an element offiniteorder ofH\b, G), then B" is a deformation of an algebraic surface. 5. We denote by c(f) the characteristic class of the complex line bundle f over A. In view of the canonical isomorphism: H*(A, Z ) ^ Z, we may suppose that c(f) is an integer. Moreover we denote by v(7") the number of the singular fibres of B of type T and by j the order of the meromorphic function i.e. the total multiplicities of the zeros of /(u). THEOREM
PROPOSITION 4. 6 = — c(f) is given by
123 =j!+
6 2 X t f ) + 2v(Il) + 10v(Il*) + 3KHD + 9KIH*) + 4» \p, if f = o, where p is the genus of A. PROPOSITION 5. //*(A, G) is afiniteabelian group, provided that G is not trivial. It is clear that, if G is the trivial sheaf Z © Z, H*{A, G) is isomorphic to Z©Z. Now we consider an arbitrary fibre space V = B", oe //'(A, Q(BQ)), belonging to &{/, G). Let t be the canonical bundle of A. THEOREM 16. The canonical bundle K of V is induced from ! — f by the projection O of V onto A : K = <J>*(f — f). Combining this with (6), we infer that the geometric genus p,(V) is given by (6)
P {V)
' -\P, if f = o. 17. The Euler number Cj(K) of V is given by c^V) = 126. An analyticfibrespace V of (elliptic) curves over A is called an analytic fibre bundle if each point u e A has a neighborhood £u such that V \ Eu — Eu X C„ in the complex analytic sense. It can be shown that, if G is trivial, B is analytically trivial i.e. B = A X C0 in the complex analytic sense and therefore V = B" is an analytic principal bundle of elliptic curves, i.e. an analytic fibre bundle over A whose fibre is a non-singular elliptic curve C0 and whose structure group is the translation group acting on C0. We infer from Proposition 5 and Theorem 14 that, in case G is not trivial, each complex analytic family l^"(r) contains an algebraic surface. Hence we obtain THEOREM 18. An analyticfibrespace V of elliptic curves over a curve A THEOREM
133
101 KUNIHIKO
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freefrom exceptional curves andfrom multiple singularfibres is a deformation of an algebraic surface unless V is an analytic principal bundle of elliptic curves. Since the group H\&, G) is finitely generated, we infer from (5) and Theorem 14 the following l THEOREM \9.IfG is not trivial and //dim H (A, ii(f)) ^> 1, the general (e) member of each complex analytic family "f is not algebraic, or, more precisely, the member £"+**<'> of?"ie) is algebraic if and only ift belongs to a countable subset of H\b, fl(f)). In case G is trivial, each family y ( c ) , c # 0, contains no algebraic surface. The family y < 0 ) contains the algebraic surface B = A x C „ but, if dim //'(A. Q) ^ 1. the general member of lTm is not algebraic. 6. Now we consider an arbitrary compact analytic surface V with dim JK{V) = 1 . By Theorems 3 and 2, V is a quadratic transform of an analytic fibre space W of elliptic curves over a curve A, containing no exceptional curve. By Theorem 6, W\% represented in the form W — #"/©, where V? is an analytic fibre space of elliptic curves over a finite ramified covering A 0 of A0 free from multiple singular fibres. Let A = A0. Then, by Theorem 10, W has the form B", a e H\&, Cl(B%)). Thus we obtain THEOREM 20. Every compact analytic surface V with dim uf(K) = 1 is represented in the form V = ... Qp QPtQl>i(Bal<S), a 6 //'(A, G{B$)), where © is a.finite abelian group of analytic automorphisms of B° introduced in Theorem 6. An analyticfibrespace V of elliptic curves over A containing no excep tional curve will be called an analytic quasi-bundle of elliptic curves if each singular fibre C„ of V is of type m I 0 , m depending on p, and if V \ A' is an analytic principal bundle of elliptic curves over A' = A — {ap}. It can be shown that W = #7© is an analytic quasi-bundle of elliptic curves over Ae if and only if W = B° is an analytic principal bundle of elliptic curves over At = A. Suppose that W = B° is not an analytic principal bundle of elliptic curves. Let X be the underlying diflerentiable manifold on which the complex structure B° is defined and consider © as a group of diflerentiable automorphisms of A'. By a detailed analysis of the structures of the auto morphisms of 03, we infer that there exists a linear subspace M of HK&, ft(f)) satisfying the following two conditions: (i) The complex analytic family {fl"+**"' | / e M) contains an algebraic surface, (ii) The auto morphisms of (5 are biregular with respect to each complex analytic structure B°+k'l'\ t e M, defined on X. Letting we obtain a complex analytic family {V, \ te M) of deformations Vt of V% = V which contains an algebraic surface. Thus we obtain 134
101 ON COMPACT ANALYTIC
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THEOREM 21. A compact analytic surface V with dim JK(V)^ 1 is a deformation of an algebraic surface unless V is a quadratic transform of an analytic quasi-bundle of elliptic curves over a curve. In case W = B" is an analytic principal bundle of elliptic curves, it can be shown that, if V = ... Q^Q^i^lVo) has a Kahler metric, V is a deformation of an algebraic surface. Combining this with Theorem 21, we obtain THEOREM 22. Every compact Kahler surface having at least one nonconstant meromorphic function is a deformation of an algebraic surface. Now we consider a compact Kahler surface V with dim uf(K) = 0. If the first Betti number b^V) of V is positive, then, by Theorem 4, V is a quadratic transform of a complex torus, and therefore V is a deformation of an algebraic surface. Combining this with the above Theorem 22, we obtain THEOREM 23. Every compact Kahler surface V with the first Betti numberb^V) > 0 is a deformation of an algebraic surface. REFERENCES
[1] G. CASTELNUOVO and F. ENRIQUES, Sopra alcune questioni fondamentali nella teoria delle superficie algebriche, Annali di Math., Ser. Ill, 6 (1901), pp. 165-225. [2] W. L. CHOW, On complex analytic varieties, to appear in the Amer. J. Math. [3] W. L. CHOW and K. KODAIRA, On analytic surfaces with two independent meromorphic functions, Proc. Nat. Acad. Sciences 38 (1952), pp. 319-325. [4] A. GROTHENDIECK, A general theory of fibre spaces with structure sheaf, University of Kansas, 1955. [5] H. HOPF, Schlichte Abbildungen und lokale Modificationen 4-dimensionaler komplexer Mannigfaltigkeiten, Comm. Math. Helv. 29 (1955), pp. 132-156. [6] K. KODAIRA, On compact complex analytic surfaces I, to appear in Ann. of Math. [7] , On Kahler varieties of restricted type, Ann. of Math. 60 (1954), pp. 28^»8. [8] K. KODAIRA and D. C. SPENCER, On deformations of complex analytic structures, I-II, Ann. of Math. 67 (1958) pp. 328-466. [9] C. L. SIEGEL, Meromorphe Funktionen auf kompakten analytischen Mannigfaltigkeiten, Nachr. Akad. Wiss. Gottingen (1955), pp. 71-77. [10] O. ZARISKI, Algebraic surfaces, Ergeb. Math. Berlin (1935).
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Hilbert-Blumenthal-
Flachen, Crelle's Journal 366 (1986) pp. 53-120. (32) Dirac monopoles and induced representations, Pac. Jour, of Math. 126 (1987), pp. 145-151. (33) (with M. Rapoport), Shimuravarietdten
und Gerben, Crelle's Journal, 378 (1987),
pp. 113-220. (34) (with D. Shelstad), On the definition of transfer factors, Math. Ann. 278 (1987) pp. 219-271. (35) On unitary representations of the Virasoro algebra in Infinite-dimensional Lie alge-
101 676 bras and their applications, ed. S. Kass, World Scientific (1988) pp. 141-159. (36) Representation theory and arithmetic, in The Mathematical Heritage of Hermann Weyl, Amer. Math. Soc. (1988) pp. 25-33. (37) Eisenstein series, the trace formula, and the modern theory of automorphic in Number theory, trace formulas, and discrete groups, ed.
forms,
K.R. Aubert et al,
Academic Press, 1988, pp. 125-155. (38) (with D. Shelstad), Orbital integrals on forms of SL(S), II, Can. Jour. Math., Vol. XLI, 1989, pp. 480-507. (39) On the classification of irreducible representations of real algebraic groups, in Rep resentation Theory and Harmonic Analysis on Semisimple Lie Groups, ed. P. Sally and D. Vogan (this is [16] above), 1989, pp. 101-170. (40) The factorization
of a polynomial defined by partitions, in Comm. Math. Physics,
Vol. 124 (1989) pp. 251-284. (41) (with D. Shelstad), Descent for transfer factors, in the Grothendieck Festschrift, Vol. II, Birkhauser (1990) pp. 485-563. (42) Representation
Theory: Its rise and its role in number theory, Proceedings of the
Gibbs Symposium, AMS (1990) pp. 181-210. (43) Rank-one residues of Eisenstein series, in Festschrift in Honor of I.I. PiatetskiShapiro, Vol. 2, Israel Mathematical Conference Proceedings (1990) pp. 111-126. (44) Remarks on Igusa Theory and real orbital integrals, in The zeta functions of Picard modular surfaces, ed. Robert P. Langlands and Dinakar Ramakrishnan, Les Publications CRM, Montreal (1992). (45) (with C. Pichet, Ph. Pouliot, and Y. Saint-Aubin), On the universality of crossing probabilities in two-dimensional percolation, Jour. Stat. Phys. Vol. 67 (1992), pp. 553-574. (46) Dualitat bei endlichen Modellen der Perkolation, Math.
Nach. Bd.
160 (1993)
pp. 7-58. (47) (with Ph. Pouliot and Y. Saint-Aubin), Conformal invariance in percolation, B.A.M.S., Vol. 30 (1994) pp. 1-61.
two-dimensional
101 677 (48) (with M.-A. Lafortune), Finite models for percolation, Cont. Math., No. 177, Amer. Math. Soc. (1994), pp. 227-246. (49) (with Y. Saint-Aubin), Algebro-geometric aspects of the Bethe equations, in Strings and Symmetries, Lect. Notes in Physics, Springer (1995), pp. 40-53. (50) Reprinting of [18] with commentary in Can. Math. Soc. 1945-1995, Vol. 2, Selecta, (1996). (51) (with Y. Saint-Aubin), Aspects combinatoires des equations de Bethe, in Advances in Mathematical Sciences: CRM's 25 years, AMS, (1997). (52) (with Fan Chung), A combinatorial Laplacian with vertex weights, Jour, of Comb. Theory, Ser. A, Vol. 75, pp. 316-327, (1996). (53) An essay on the dynamics and statistics of critical field theories, in Can. Math. Soc. 1945-1995, Vol. 3, Invited Papers, pp. 173-210, (1996). (54) Where stands functoriality today, in Proc. of Symp. in Pure Mathematics, Vol. 61, 1997, pp. 457-471. (55) Representations of abclian algebraic groups, (this is [8] above), Pac. Jour, of Math. 1998. pp. 231-250 (Olga Taussky-Todd memorial issue). (56) (with M.-A. Lewis and Y. Saint-Aubin), Universality and conformal invariance for the Ising model in domains with boundary, to appear in Jour. Stat. Phys.
101 678 MISCELLANEOUS PUBLICATIONS
(1) Review of SL2(R) by Serge Lang, B.A.M.S., Vol. 82 (1976). (2) Review of The Theory of Eisenstein Systems by M. Scott Osborne and Garth Warner, B.A.M.S., Vol. 9 (1983). (3) Review of Harish-Chandra, Collected Papers, Bull. Lon. Math. Soc. Vol. 17(1985). (4) Pure Mathematics in The Canadian Encyclopedia, Edmonton (1985). (5) Speech printed in Harish-Chandra, 192S-198S, Princeton (1985). (6) Harish- Chandra in Biographical Memoirs of Fellows of the Royal Society. London (1985). (7) Review of Elliptic Curves by Anthony W. Knapp, B.A.M.S. (new series), Vol. 30, (1994). EDITOR
(1) (with D. Ramakrishnan), The zeta functions of Picard modular surfaces, Les Publi cations CRM, Montreal, (1992).
679 101 Problems in the Theory of Automorphic Forms' To Salomon Bochner In Gratitude
1. There has recently been much interest, if not a tremendous amount of progress, in the arithmetic theory of automorphic forms. In this lecture I would like to present the views not of a number theorist but of a student of group representations on those of its problems that he finds most fascinating. To be more precise, I want to formulate a series of questions which the reader may, if he likes, take as conjectures. I prefer to regard them as working hypotheses. They have already led to some interesting facts. Although they have stood up for a fair length of time to the most careful scrutiny I could give, I am still not entirely easy about them. Indeed even at the beginning in the course of the definitions, which I want to make in complete generality, I am forced, for lack of time and technical competence, to make various assumptions. I should perhaps apologize for such a speculative lecture. However, there are some interesting facts scattered amongst the questions. Moreover, the unsolved problems in group representations arising from the theory of automorphic forms are much less technical than the solved ones, and their significance can perhaps be more easily appreciated by the outsider. Suppose G is a connected reductive algebraic group defined over a global field F. F is then an algebraic number field or a function field in one variable over a finite field. Let A(F) be the adele ring of F. GA(f) is a locally compact topological group with GF as a discrete subgroup. The group G^F) acts on the functions on Gp \ GA(F). In particular, it acts on L2{Gp \ G A (F))- It should be possible, although I have not done so and it is not important at this stage, to attach a precise meaning ot the assertion that a given irreducible representation 7r of G^F) occurs in L2(Gp \ GA(jr)). If G is abelian it would mean that n is a character of GF \ GA(p). if G is not abelian it would be true for at least those representations which act on an irreducible invariant subspace of L2(Gp) \ GA(/?j. If G is GL( 1) then to each such ir one, following Hecke, associates an L-function. If G is GL(2) then Hecke has also introduced, without explicitly mentioning group representations, some //-functions. The problems I want to discuss center about the possibility of defining l-functions for all such ir and proving that they have the analytic properties we have grown used to expecting of such functions. I ' Appears in Lectures in Modern Analysis and Applications III, C. T. Taam, ed., Springer Lecture Notes in Mathematics 170, 1970, pp. 18-61. This is the postscript file downloaded from http://www.sunsite.ubc.ca/DigitalMathArchive/Langlands/intro.html/#problems
680 101 shall also comment on the possible relations of these new functions to the Artin L-functions and the L-functions attached to algebraic varieties. Given G, I am going to introduce a complex analytic group Gp. To each complex analytic representation a of Gp and each 7r I want to attach an //-function L(s, a, TT). Let me say a few words about the general way in which I want to form the function. GA(pj is a restricted direct product JJ Gpp. p
The product is taken over the primes, finite and infinite, of F. It is reasonable to expect, although to my knowledge it has not yet been proved in general, that n can be represented as fj ®*> where 7rp is a p
unitary representation of GFP .
I would like to have first associated to any algebraic group G defined over F p a complex analytic group Gpr and to any complex analytic representation af of Gpp and any unitary representation wf of GF, a local L-function L(s, crp,nv) which, when p is non-archimedean, would be of the form
1 1 1 -0(1*7,1' where n is the degree ofCTP.Some of the at may be zero. For p infinite it would be, basically, a product of T-functions. L(s,CTP,7rp) would depend only on the equivalence classes of <rp and TTP. I would also like to have defined for every non-trivial additive character ipp, of F? a factor e(s, <rp, nf, ipFp) which, as a function of s, has the form aeb'. There would be a complex analytic homomorphism of Gpp into Gp determined up to an inner automorphism of Gp. Thus a determines for each p a representation of at of GFp. I want to define L(s,cr,n) = YlL(s,cTp,n?)
.
(A)
p
Of course it has to be shown that the product converges in a half-plane. We shall see how to do this. Then we will want to prove that the function can be analytically continued to a function meromorphic in the whole complex plane. Let V>F be a non-trivial character of F \ A(F) and let ippp be the restriction olipF toFp. We will wante(s,CTp,7rp,V'F,) to be 1 for all but finitely many p. We will also want C(s,(7,7r) = £ [ ( ? ( « , <7p,7Tp,^Fp) p
to be independent of ipp. The functional equation should be L(s, cr, JT) = e(s, a, ?r)L(l — s, a, TT) if a is the representation contragredient to a.
681 We are asking for too much too soon. What we should try to do is to define the L(s, cr9, nf) and the e(s, pr ■ Although it is not very important I would like to mention it explicitly. If p is non-archimedean the largest ideal of Fp on which V>FP is trivial will have to be 0Ff, the ring of integers in F p . If F p is R then i/>Fp (x) will have to be e2"ix and if F p is C then tpFf (z) will have to be e 4 "
fe
'.
We want e(s,CTP, 7rp, xj>Fr) to be 1 if p is unramified. 2. GF can be identified for a connected reductive group over any field F. Take first a quasi-split group G over F which splits over the Galois extension K. Choose a Borel subgroup BolG which is defined over F and let T be a maximal torus of B which is also defined over F. Let L be the group of rational characters of T. Write G as G°G1 where G° is abelian and G1 is semi-simple. Then G° n Gl is finite. If T° = G° and T 1 = T n G1 then T = T°TX. Let L° be the group of rational characters of T° and let L°_ be the elements of L\ which are 1 on T° D T 1 . Let Lt be the group generated by the roots of T 1 . If R is any field let Fjj = L\_ ® z R. The Weyl group Q acts on L\_ and therefore on ElR. Let ( • , • ) be a non-degenerate bilinear form on EQ which is invariant under Q. Suppose also that its restriction to E^ is positive definite. Let L\= +
IxeEX
I
C
I 2P^eZforallrootsol .
I (a,o)
J
Set L_ = L°_ © L\_ and L + = L°+ffiL\. We may regard L as a sublattice of L+. It will contain L_. Let ct\,..., at be the simple roots of T1 with respect to B and let
be the Cartan matrix. If a belongs to ®(K/F) and A belongs to L then aX, where aX(t) = a(X(a~1t)), also belongs to L. Thus Q(K/F) acts on L. It also acts on L_ and L+ and the actions on these three
682 lattices are consistent. Moreover the roots an,..., at are permuted amongst themselves and the Cartan matrix is left invariant. If R is any field containing Q let ER = L®ZR
and let ER = ^omR{ER, R). The lattices
L+. = Hom(L_,Z) = Hom(L° ,Z) © Hom(LL,Z) = L°+ © L\ L = Hom(L,Z) L_ = Hom(L + ,Z) = Hom(L° ,Z) © Hom(L>.,Z) = L°_ © LI may be regarded as subgroups of Ec- IF E% = Li ®z R then ER = ER ® £]j. With the obvious definitions of E°R and £jj we have ER = E% ® ER. Let ( • , • ) also denote the form on EQ adjoint to the given form on EQ. TO be precise if A and \i belong to E^, if A and (i belong to ££, and if (»?. *) = (V- A) and (77,/I) = (T/, /I) for all 77 in ££ then (A, /i) = (A, £). If a is a root define its coroot
' (a, a) (0,0)
and
Thus the matrix
is the transpose of (.Ay). The linear transformation Si of ££ defined by Si(&j) = a, - Aij&i =&j - Aji&i is contragredient to the linear transformation 5 ( of £Q defined by 5i(aj) = OCJ- AijOti . Thus the group fi generated by {5j 11 < i < £} is canonically isomorphic to the finite group fi and, by a well-known theorem (cf. Chapter VII of [7]) (Ay) is the Cartan matrix of a simply-connected complex group G+. Let B+ be a Borel subgroup of G\ and let !f| be a Cartan subgroup in B\.. We identify the simple roots of T\ with respect to B\ with &i,..., &t and the free vector space over C with basis
683 {QI , . . . , &i} with ££. We may also identify U and Cl. The roots of f\ are the vectors u&i, u 6 U, 1 < i < 1. If waj = a then uioij = a because
(ai.Oi)
(wai.wQi)
(a, a)
Thus the roots of T!j are just the coroots. If A belongs to ££ then 2
rr-TT = \a> A)
so that Li. = \\eE,}.
I 2 £ ^ T € Z for all coroots d l
and is therefore just the set of weights of T!}.. Let G° =Hom z (L». ) C*). G^. is a reductive complex Ue group. SetG+ = G% x G\.. If T j = G*}. andf + = f ? x f | then L+ is the set of complex analytic characters of T+- If Z=(tet+
| A(t) = 1 for all A in l \
then Z is a normal subgroup of G+ and G = G+/Z is also a complex Lie group. 8(K/F) acts in a natural fashion on L_, L, and L+. The action leaves the set {&i,. ■ ■ &t} invariant. &(K/F) acts naturally on G+. I want to define an action on G\_ and therefore an action on G+. Choose
H\,...,Ht
in the Lie algebra of t \ so that A(i/,)=(ai,A) for all A in L\. Choose root vectors X\,..., Xi belonging to the coroots d i , . . . , at and root vectors Yi,...,Ye
belonging to their negatives. Suppose [Xi,Y{\ = Hi. Ma belongs to Q(K/F) let c(dj) =
a„(t)- There is (cf. Chapter VII of [7]) a unique isomorphism a of the Lie algebra of G\ such that cr(Hi) = i/ff(j), a(Xi) = X„^), cr(Yi) = Y„^) . These isomorphisms clearly determine an action of <8(K/F) on the Lie algebra and therefore one on G+ itself. Since ®(K/F) leaves L invariant its action on G+ can be transferred to G. If B is the image of B+ = 7+ x B\ and t the image of T+ in G the action leaves B and t invariant I want to define GF to be the semi-direct product G x <S(K/F).
684 However Gp as defined depends upon the choice of B, T and Xi...,
Xi and GF comes provided
with a Borel subgroup B of its connected component, a Cartan subgroup T of B, and a one-to-one correspondence between the simple roots of T with respect to B and those of T with respect to B. Suppose G' is another quasi-split group over F which is isomorphic to G over K by means of an isomorphism determines an isomorphism of L and V and a one-to-one correspondence between { a i , . . . , a*} and {Q, , . . . , aj} both of which depend only on ip and, as is easily verified, commute with the action of <8 (K/F). There is then a natural isomorphism of G°+ with (G+)' associated to >p. Moreover there is a unique isomorphism of G+ with (£+)' whose action on the Lie algebra takes Hi to H[, Xt to X[, and Yj to V/. The two together define an isomorphism of G+ with G'+. If we assume that «i corresponds to a'{, 1 < i < £ this isomorphism takes Z to Z' and determines an isomorphism of G with G' which commutes with ®{K/F). This in turn determines an isomorphism $ of G'F with GF- In particular taking G' = G and y to be the identity we see that GF is determined up to a canonical isomorphism. Suppose G is any reductive group over F, K is a Galois extension of F, G' and G" are quasi-split groups over F which split over K, and tp: G' —> G, xp: G" —* G are isomorphisms defined over if such that tp~lo(ip) and xp~la(xp) are inner for all a\n®{K/F).
Then (Tp~l(p)~1a(ip~1
so that there is a canonical isomorphism of G'F and G"F. We are thus free to set Gp = <3'F. Gp depends on K but there is no need to stress this. However we shall sometimes write GK/F instead of GF3. Although it is a rather simple case, it may be worthwhile to carry out the previous construction when G is GL(n) and K = F. We take T to be the diagonal and B to be the upper triangular matrices. C° is the group of non-zero scalar matrices and G1 is SL{n). If A belongs to L and
0
fh A:
•,
with m i , . . . , mn in Z we write A = ( m i , . . . , m n ). Thus L is identified with Z™. We may identify Eg. with Rn and £c with C n . If A belongs to L°_ and A: «/ - t'
685 with m in Z we write * = ( = * , . . . , * * ) . Then Li which is a subgroup of both L and L\ consists of the elements (m,..., m) with m in Z. The rank £ is n - 1 and a1 = ( l , - l , 0 , . . . , 0 ) as = (0,1,-1,0,...,0)
or« = (0,..., 0,1,-1) Thus Ll = < ( m 1 , . . . , m n ) e i | ^ m i = o l . EQ is the set of all (21,..., z n ) in £c for which
1=1
The bilinear form on ££ may be taken as the restriction of the form n (2, Vl) = ^
Z W
i i
t=l
on £c- Thus L\ = < (mi,..., m n )
2 J m» = 0 anc^ "i< — mj e Z > .
We may use the given bilinear form to identify Ec with EQ. Then the operation " " " leaves all lattices and all roots fixed. Thus &\. = Hom(L+,C). Any non-singular complex scalar matrix tl defines an element of G^., namely, the homomorphism
(= , . . . . = ) - « - . \n
nI
We identify G^. with the group of scalar matrices. G\ is SL(n, C). There is a natural map of G^. x G\ onto GL(n, C). It sends tl x A to tA. The kernel is easily seen to be Z so that GF is GL(n, C). 4. To define the local L-functions, to prove that almost all primes are unramified, and to prove that the product of the local L-functions over the unramified primes converges for Re s sufficiently large we need some facts from the reduction theory for groups over local fields (cf. [1]). Much progress has been made in that theory, but it is still incomplete. Unfortunately, the particular facts we need do not
686 seem to be in the literature. Very little is lost at this stage if we just assume them. For the groups about which something definite can be said, they are easily verified. Suppose K is an unramified extension of the non-archimedean local field F and G is a quasi-split group over F which splits over K. Let B be a Borel subgroup of G and T a Cartan subgroup of B, both of which are defined over F. Let v be the valuation on K. It is a homomorphism from K', the multiplicative group of K, onto Z whose kernel is the group of units. If t belongs to Tp, let v(t) in L be defined by (A, v{t)) = v{X{t)) for all A in L. If a belongs to <S>(K/F), then < W 0 ) = (v-^At))
= v(a-»(A(«rt))) = v(X(t))
because at = t and v(a~la) = v(a) for all a in K*. Thus v is a homomorphism of TF into M, the groups of invariants of ®(K/F) in L. It is in fact easily seen that it takes Tp onto M. We assume the following lemma. Lemma 1. 77iere is a Chevalley lattice in the Lie algebra of G whose stabilizer UK is invariant under ®{K/F). UK " its own normalizer. Moreover, GK = BKUK, i? 1 (C(/f/F), UK) = 1, and Hl{<6{K/F), BK^UK)
= 1- 1}we choose two such Chevalley lattices with stabilizers UK and U'K,
respectively, then U'K is conjugate to UK in GK ■ If g belongs to GK and a belongs to ®{K/F), let g" = a~1(g). If g belongs to GF, we may write it as = fru with b in BK and u in UK- Then g" = Vu" and u ' u - 1 = b~"b. By the lemma, there is a v in BK n [/# such that u"u _ 1 = b~"b = t)"« -1 . Then b' = bv belongs to Bp, u' = v~lu belongs to UF = GFn UK, and g = 6'u'. Thus, GF = BFUF. If 9UK9~1
= f/c for some g in G/c, then g"UKg~" = U'K so that p-
its own normalizer. By the lemma, there is u in UK such that g~"g = uCTu_1. Then pi = gu lies in Gp and
fW = 51/i(t){[
dn\
[ f(tn)dn.
The group ®(K/F) acts on fi. Let fi0 be the group of invariant elements. $7° acts on M. Let A(M) be the group algebra of M over C, and let A°(M) be the invariants of Q° in A(M). We also assume the following lemma (cf. [12]).
687 Lemma 2. 77ie map f —> / is an isomorphism of CC(GF, Up) and A°(M). Suppose B is replaced by Si and T by 7\. Observe that T ~ B/N and Ti ~ Bi/ATi. If u in G F takes B to Si, it takes N to iVi and defines a map from T to Ti. This map does not depend on u. It determines &(K/F) invariant maps from L\ to L and from L to L\ and thus maps from M to M\ and from A°(M) to A°(Mi). Suppose / goes to/i and A goes to Ai. If we choose, as we may, u in UF, then
/i(Ai) = /(A) = * I/a wf /
*»}
\.JNFnuF
)
/ /(«n)*i. JNF
Let iVp n C/f = V. Denote the corresponding group associated to Nt by Vi. Then uKu" 1 = Vi. Choose d(unu~l) = dni. Since /(upu - 1 ) = /(
/" /(utu _ 1 unu - 1 )dn .
If utu - 1 projects on t t in Ti, then <J(utu_1) = <5(ti) and v(t\) = A]. Moreover, / f(utu~lunu~1)dn
= I /(
and the diagram CC(GF,UF)
/
\
A°(A/)
.
A°(Mi)
is commutative. If gUpg'1 = U'F, the map / —» / ' with f'(h) = /(
f'W = 61'*(t){[
dn\
UNFnU'F
f(g-1tng)dn.
/
)
JNF
Since
f{tg-lng)dn.
Since d(g-lng)
= {[
lJNrnU' we conclude that /'(A) = /(A) and that the diagram
dn 1
} I
)
dn
JNFnUF
688 CC(GF,UF)
—»
\
CC(GF,U'F) /
A°(M) is commutative. I shall not explicitly mention the commutativity of these diagrams again. However, they are important because they imply that the definitions to follow have the invariance properties which are required if they are to have any sense. If 7r is an irreducible unitary representation of GF on H whose restriction to UF contains the identity representation, then HQ = {X € H | ir(u)x = x for all u in UF} is a one-dimensional subspace. If / belongs to CC(GF, UF), then T(/) = /
JG
f{9>{9)dg
maps H0 into itself. The representation of CC(GF,UF) on Ho determines a homomorphism x of CC(GF, UF) or of A°(A/) into the ring of complex numbers, n is determined by x- To define the local L-functions, we study such homomorphisms. First of all, observe that, if x is associated to a unitary representation, then
|X(/)I < /
\m\dg .
Since A(M) is a finitely generated module over A°(M), any homomorphism of A°(M) into C may be extended to a homomorphism of A(Af) into C which will necessarily be of the form
£/(*)*—»£/(*)*(«)
(B)
for some t in T. Conversely, given t the formula (B) determines a homomorphism xt of A°(M) into C. We shall show that Xtt = Xti if and only if *i x
Thus, there is a one-to-one correspondence between homomorphisms of the
Hecke algebra into C and semi-simple conjugacy classes in GF whose projection on ®(K/F) is aF. If p is a complex analytic representation of GF and xt is the homomorphism of A°(M) into C associated to 7r, we define the local //-function to be £(*,/>,*) =
det(/_p(t(7F)|7rF|2)
689 if tip generates the maximal ideal of Op. T may be identified with Homz(L, C*). The exact sequence
0 —Z-^C-^CT—0 with (z) = K F I - 1 leads to the exact sequence 0 —► L = Homz(L,Z) ^ - £ c = Homz(L,C) - * - f — 0 . Let Vc be the invariants of &(K/F) in £c and let Wc be the range of aF - 1. Then £c = Vc ® Wc. If u> belongs to Wc and A belongs to M, then (w, A) = 0 and, replacing t by tip(w) does not change xt- If IU = (u) = s, then trj>(w)(7p — ts~1<jp(s)<jp = s~1(tap)s is conjugate to tap. Thus, we have to show that if t\ = ip{vi) and £2 = ^(^2) with v\ and V2 in c, then
if n(5) is the number of elements in S. Let S i , . . . , Sm be the orbits of ®(K/F) in { d i , . . . , &{} and set
=
d
'* ^ £ Every element of Q is a linear combination of Pi,..., 0m with non-negative coefficients. Notice that if ui belongs to Cl° and ui acts trivially on M, then u leaves each ft fixed and therefore takes positive roots to positive roots. Thus, it is 1. If we extend the inner product in any way from ££ to Eft and set C = { I 6 V R I (ft,z) > 0, 1 < i < m\
and D = (x € ER I (&i,x) > 0, 1 < i < e\ ,
690 then C = D n VR. Consequently, no two elements of C belong to the same orbit of Q°. Let Si be the subalgebra of the Lie algebra of G generated by the root vectors belonging to the coroots in St and their negatives. §i is fixed by ®(K/F). Let Gt be the corresponding analytic group and let % = T n G j . Let /ii be the unique element of the Weyl group of TJ which takes every positive root to a negative root If a belongs to &(K/F), then c(/Ji) has the same property, so that a(fi{) = m. Let w be any element in the normalizer of T whose image in ft is fii. Then waF(w~l) lies in T. Its image in T/ip(Wc) is independent of w. I claim that this image is 1. To see this write §, as a direct sum 53*=i 9»* °f simple algebras. If [K: F] = n the stabilizer of flu is < . We may suppose that Bit = aF~ (fl«0 • If Git is the analytic subgroup of G with Lie aglebra flit, choose w\ in the normalizer of T n Gi i so that w\ takes the positive roots of §« to the negative roots. We may choose w to be rit^o' < 7 F("'I) 1 Then waF{w~l) =
(wiaF(w^1))((7F(wi)aF{w^l))...((Tpi'1(wi)(Tp-(vj'[i))
= tui(TFi(u;f1) . The Dynkin diagram of gii is connected and the stabilizer of flu in ®{K/F) acts transitively on it. This means that it is of type A\ or A2. In the first case the diagram reduces to a point and the action of the stabilizer must be trivial, so that wi = <7,Fi(wi). In the second case SL(3,C) is the simply-connected covering group of Gu; we may choose the covering map to be such that tnGuis
the image of the diagonal matrices and <7JF
corresponds to the automorphism
of 5L(3, C). We may take u>i to be the image of
ThenCTp^toi) = w\. fii acts on V as the reflection in the hyperlane perpendicular to ft. Thus n\,..., fim generate fi°. If w belongs to fi°, choose w in the normalizer of T whose image in Cl is u>. The image of waF(w~l) in r
t/tp(Wc) depends only on w. Call it Su. Then 5UIW2 = WiW2
= W1(w2aF(w21))Wi1(wi<7F(Wi1))
= 0>i (<$„, )<5„, .
691 Since Su is 1 on a set of generators, this relation shows that it is identically 1. Returning to the original problem, we show first that if Xt1 = Xta there is an w in fi° such that ui(wi) = t2- Then, if w lies in the normalizer of T in G and its image in Cl is u>, we will have w(tiap)w~l
= t^wcF(w~l)op. Since wap(w~1) lies in t/>(Wc), the element on the right is conjugate
tO t^CTF-
If t belongs to T, let Xe also denote the homomorphism £/(A)A-£/(A)A(t) of A(M) into C. If there were no ui such that u{t\) = tz, there would be an / in A(M) such that
for all w in fi°. Let k=0 we
Each fk belongs to A°(M). Applying \tl and xt2>
finc' that
II(* - x^,)(/)) = !>,(/*)** = X>*(A)*fc = i[(x - *„(„)(/)). w
k=0
k=0
w
The polynomial on the right has Xt2 (/) as a root, but that on the left does not. This is a contradiction. If tiop and t^crp are conjugate, then for every representation p of GF trace pfaap) = trace p(t2<7p) ■ Let p act on X and if A belongs to M, let t\ be the trace of P{CTF) on A* = {1 € X I p(t)x = A(t)x for all t in f\
.
If t belongs to ip(Wc), then A(t) = 1. If w belongs to fi° and w in the normalizer of T has image win fi, theX^A = p(w)-Xv Then tu\ is the trace of W~1OFW = w_1<7/?(w)
A
£ \M€S(A)
if S(A) is the orbit of A. If
/P=E** E M
*i(t) I /
692 then fp belongs to A°(M) and trace p(taF) = Xt(fP) ■ All we need to show is that the elements fp generate A°(M) as a vector space. This is an easy induction argument because every A in C is the highest weight of a representation of GF whose restriction to G is irreducible. 5. lit belongs to f, there is a unique function ^ on G F which satisfies <j>t (ug) = 4>t (gu) = 4>t (a) or all u in Up and all g in p, such that
»(/) = /
M9)f(g)dg
JGF
for all / in Cc(Gp, Up). A formula for <j>t, valid under very general assumptions, has been found by I. G. MacDonald. However, because of the present state of reduction theory, his assumptions do not cover the cases in which we are interested. I am going to assume that the obvious generalization of his theorem is valid. In stating it we may as well suppose that t belongs ot V"(Vc)Let TV be the unipotent radical of B, let n be its Lie algebra, and let r be the representation of f x e(K/F) on n. If t belongs to i>(Vc), consider the function 6t on M defined by
«,W = c k r W
det(/-r-iMt)<7F))
A (w(t))
-
If n{B) is the number of positive roots projection onto 0 in Q, z
nf
i-i*rin(ft(»3> )
AU l - | ^ | n ( W < ^ , + 1 , J'
As it stands, 0t(X) makes sense only when none of the eigenvalues of T(u>(i)o) F are 1 for any w in Q°. However, using the results of Kostant [8], we can write it in a form which makes sense for all t. Let p be one-half the sum of the positive coroots. p belongs to V. If A belongs to M and A + p is non-singular, that is (A -I- p, 0) 5^ 0 for all P in Q, let u> in Cl° take A + p to C and let xx be sgn CJ times the character of the representation of GF with highest weight u(A + p) — p. IfA + pis singular, let XA = 0. If
det(I -\np\r-\tap))
= Y,_bMt)
then 6t(X) = c\nF\-<"^ "£ 6MXM-A((toF)) • M6M
693 Clearly 6M is 0 unless
where S is a subset of the set of positive coroots invariant under ®{K/F). If U is the collection of such p, then {p + p\p € M} is invariant under fi°. Suppose p + p. is non-singular and belongs to C. Since {ait p) = 1 and (ait p) is integral, for 1 < t < £, p. itself must belong to C. This can only happen if p is 0. Thus if 6M ^ 0 either p + p is singular or p + p belongs to the orbit of p and X^(fl) = ±1 on GF. As a consequence 0t(O) is independent of t. Choose tQ such that ft(£o) = H - ''''' 3 '' for 1 < j < m. The eigenvalues of T(w(to)(7f) are the numbers ClfFl - '''" th
0
' where J3 belongs to Q
_1
and £ is an n(/3) root of unity. If u> ^ 1 there is a ft such that u> /3 = —ft for some P inQ. Then (p,cj~'1P) = — (p, ft) = —1 and T(U>(£O)<7F) has |7r/^| is an eigenvalue. Thus
^
( 0 )
-
C
det(/-r->(W))
_ 1
-
We are going to assume that if t belongs to i>{Vc), a belongs to 7>, and A = v(a), then 4>t(a) = 6t{\) . If
Ix«(/)l < f
1GFF JG
\f(g)\dg
for all / in CC(GF, Up) then <j>t is bounded. I want to show that if 4>t is bounded, A belongs to L, A in D belongs to the orbit of A under fi, and t lies in i>(Vc), then |A(t)l < \*F\-^
•
Let t = ip(v). Then v is not determined by t but Re v is and
IAC0I =
\*F\-R'(VA)
•
We will show that if 4>t is bounded then .Re (v, A) < (p, A) for all A in £R. If u> belongs tof2°and Reuv lies in C then Re (u>v, u>A) = He {v, A). With no loss of generality, we may suppose that t; lies in C, the analogue of C. Then, as is well-known, Re (v, A) < Re (v, A) and we may as well assume that A = A. We want to show that Re {v, A) < (p, A) for all A in D. Since p and ti both belong to Vfc, it is sufficient to verify it for A in C. Let C° be the interior of C. The set of
694 A in C for which the assertion is true is closed, convex, and positively homogeneous. Therefore, if it contains M n C°, it is C. Let 5 be the set of simple coroots a for which Re(v,a) = 0 . Let Eo be the positive coroots which are linear combinations of the elements of S and let E + be the other positive coroots. If no is the span of the root vectors associated to the coroots in E 0 and n + is the span of the root vectors associated to the coroots in E + , then r breaks up into the direct sum of a representation T0 on no and a representation r + on n+. Let H be the analytic subgroup of GF whose Lie algebra is generated by the root vectors associated to the coroots of Eo and their negatives and let ©° be the subgroup of n° consisting of those elements with representatives in H. If u> belongs to fi° and Rewv = Re v, then ui belongs to 0°. If Rewv ^ Rev, then Re (uw, A) < Re (v, A) for A in M D C°. Write A = Ai + A2 where A! is a linear combination of the coroots in S and A2 is orthogonal to these roots. If s = ip(u) with u in VQ, consider
«X) = c\«F^>>det(/-|^1(^))
fE d e t ( / - | ^ W ) )
<_P.Mj
The function 6', is not necessarily defined for all s. However, the preceding discussion, applied to H rather than G, shows that it is defined at t and that 0{(O) ^ 0. A simple application of l'Hospital's rule shows that, as a function of A, 6't is the product of |7rp|<"-'''*> and a linear combination of products of polynomials and purely imaginary exponentials in A). Thus, it does not vanish identically in any open cone. Set 6% = 0t — 6't- ^t' >s a linear combination of products of polynomials in A and an exponential \Vp I (<^-p»
Wim
Rewv^Re
v. Thus, if A belongs to the interior of C,
lim ^F^-^^^'inX)
=0
n—•—00
and lim \nF\<"-v'nX>et(n\) = lim |7rF|<"-"'nA>^(nA) . n—•—00
n—•—00
If (/?, A) is less than Re {v, A) for some A in C, then {p, A) is less than Re {v, A) for a A in C for which 8[(n\) does not vanish identically as a function of n. Since <j>t is bounded, lim
\nF\e't{nX)=0.
n—* — oo
But \nF\0't(nX) is a function of the form
695 where
ov
er Op in the Lie
algebra of G such that OKQOF is a Chevalley lattice. If p is a finite prime of K and ^3 is a prime of K dividing p, the group G over F p is obtained from G by twisting by the restriction 5 of the cocycle {a„} to ®{K<$IFV). Let G be the adjoint group of G. If U'K
is the stabilizer of the lattice OKVQ0F
then, for almost all p, o takes values in U'K . If
Ky/Ff is also unramified, then G is quasi-split over F p because Hl{®(K<$/Fv),U'K ) = {1}. Let S be the set of those p, unramified in K, for which a takes values in U'K . Let G act on a vector space X over F and let XoF be a lattice in Xp. Let £/FP be the stabilizer of OppXoF in Gpp and let £/F be the stabilizer of OprgoF in G'F . Then ^(J/F,) = U'F for almost all p. If p is also in S, choose u in U'p so that y ' V - 1 = Adu"u _ 1 for all a in $(.K
L (GF \ Gz(F))/ whatever the precise meaning of this is to be, and n = n ® " p ' all p, the restriction of nv to Upf contains the trivial representation.
men
f° r almost
p
If p is unramified let the homomorphism of Cc(Gpf, Upp) associated to 7rp be Xt, ■ To show that the product of the local L-function converges in a half plane it would be enough to show that there is a positive constant a such that for all unramified p every eigenvalue of p(tv<rp?) is bounded by J7rp | ~a. We may suppose that opt (tv) = tp. if n = [K : F], then {tfOF, ) n = *p so that we need only show that the eigenvalues of p(tv) are bounded by |7rp | _ a . This we did in the previous paragraph. 7. Once the definitions are made we can begin to pose questions. My hope is that these questions have affirmative answers. The first question is the one initially posed. Question 1. Is it possible to define the local L-functions L(s, p, IT) and the local factors e(s, p, ir, VF) at the ramified primes so that if F is a globalfieldw = fl ®7rp, and L(s,p,n) = YlL(s,p?,TTf) P
696 then L(s,p,n) is meromorphic in the entire complex plane with only a finite number of poles and satisfies the functional equation L(s,p,n) =
e(s,p,n)L(l-s,p,n)
and e(s,p,n) = Y[e(s,pf,nv,i>Fr)
.
p
The theory of Eisenstein series can be used [9] to give some novel instances in which this question has, in part, an affirmative answer. However, that theory does not suggest any method of attacking the general problem. If G = GL{n) then Gp = GL(n,C).
The work of Godement and earlier
writers allows one to hope that the methods of Hecke and Tate can, once the representation theory of the general linear group over a local field is understood, be used to answer the first question when G — GL(n) and p is the standard representation of GL(n, C). The idea which led Artin to the general reciprocity law suggests that we try to answer it in general by answering a further series of questions. For the sake of precision, but not clarity, I write them down in an order opposite to that in which they suggest themselves. If G is defined over the local field F let Q(Gp) be the set of equivalence classes of irreducible unitary representations of Gp. Question 2. Suppose G and G' are defined over the localfieldF, G is quasi-split and G' is obtained from G by an inner twisting. Then Gp = G'p. Is there a correspondence F whose domain is ii(G'F) and whose range is contained in Q(GF) such that ifn = R(n') then L(s,p,n) = L(s,p,n') for every representation p of Gp ? Notice that R is not required to be a function. I do not know whether or not to expect that £(S,P,TT,II>F) =e(s,p,n',tpF)
.
One should, but I have not yet done so, look carefully at this question when F is the field of real numbers. For this one will of course need the work of Harish-Chandra. Supposing that the second question has an affirmative answer, one can formulate a global version. Question 3.* Suppose that G and G' are defined over the globalfieldF, G is quasi-split, and G' is obtained from G by an inner twisting. Suppose n' = Yl ®fp occurs in £ 2 (Gp \ G'A,F^). Choose for p
eachp a representation7rp ofGpp such that 7rp = ii(7rj,). Does n = Yl®"> occur in
L2(Gp\G^p))?
p
* The question, in this crude form, does not always have an affirmative answer (cf. [6]). The proper question is certainly more subtle but not basically different.
697 Affirmative evidence is contained in papers of Eichler [3] and Shimizu [16] when G = GL{2) and G' is the group of invertible elements in a quaternion algebra. Jacquet [16], whose work is not yet complete, is obtaining very general results for these groups. Question 4. Suppose G and G' are two quasi-split groups over the localfieldF. Let G split over K and let G' split over K' with K C K'. Lettp be the natural map e(K'/F)
-»<S{K/F). Suppse
is a complex analytic homomorphism from G'K,,F to GK/F which makes G'KUF
—'
GK!F
—♦
W/F)
6(K/F)
commutative. Is there a correspondence R^ with domain Cl(G'F) whose range is contained in Q(Gp) such that if ir = R^ir', then, for every representation p of Gp and every non-trivial additive character xpp, L(s, p, ir) — L(s, poip^n1) and e(s, p,ff,V>F) = s(s, poip,ir', ipp) ? Ry should of course be functorial and, in an unramified situation, if n1 is associated to the conjugacy class t' x a'F, then IT should be associated to
&K-/F —
iGK/F
w/n
i —» <S(K/F)
commutative. If ty' is a prime of K', let ^3 = ty n K and let p = ^ fl F .
vjhich makes
*«■;,". — e w . )
1 &KV/F,
I —
e(Kv/Fp)
698 commutative. If ir1 = fl® 7 ^ occurs in L2(G'F \ F'K(lr)) choose for each p a Ttf = R^,^)n =
7r
oe
If
2
II ® p <* * *■ occur in L (GF \ <-?A(F)) ? p
An affirmative answer to the third and fifth questions would allow us to solve the first question by examining automorphic forms on the general linear groups. It is probably worthwhile to point out the difficulty of the fifth question by giving some examples. Take G' = {1} G = GL(l), K' any Galois extension of F and K = F. The assertion that in this case, the last two questions have affirmative answers is the Artinreciprocitylaw. Suppose G is quasi-split and G' = T. We may identify G'F with t x e(K/F) which is contained in GF. Thus we take K' = K. Let
There is only one choice of ir". The associated
space of automorphic forms on GF \ i*A(F) should be the space of automorphic forms associated to the trivial character of G'F \ G'A,Fy For this character all the reservations apply. I point out that the space associated to n" is not the obvious one. It is not the space of constant functions. To prove its existence will require the theory of Eisenstein series. Take G = GL(2) and let G' be the multiplicative group of a separable quadratic extension K' of F. Take K = F. Then G'F is a semi-direct product (C* x C*) x &(K'/F). If a is the non-trivial element of 0(A7F),then<7((ti,t 2 )) = («2,«i). Let
* < « . . * > - ( 5 I) o--'^(; J) The existence of R^ in the local case is a known fact (see for example [6]) in the theory of representations of GL(2, F). An affirmative answer to the fifth question can be given by means of the Hecke theory [6] and by other means [15]. Let E be a separable extension of F and let G be the group over F obtained from GL(2) over D by restriction of scalars. Let G' be GL(2) over F and let K' = K be any Galois extension containing
699 E. Let X be the homogeneous space 8(K/E) \ &(K/F).
Then Gp is the semi-direct product of
I] GL(2,C) and <S(K/F). If a belongs to <&(K/F), then
I6X
xgX
with B x = Axa. Define
x a
■
Although not much is known about the fifth question in this case, the paper [2] of Doi and Naganuma is encouraging. Suppose G and K are given. Let G' = {1} and let K' be any Galois extension of F containing K. If F is a local field, the fourth question asks that, to every homomorphism (K'/F) -*♦
GF
^ 1 @{K/F) commutative, there be associated at least one irreducible unitary representation of GF. If F is global, the fifth question asks that to
—* WK/F. af is determined
up to an inner automorphism. If a is a representation of WK/F, the class of at = a o af is independent of a p . By a representation a of WK/P we understand a finite dimensional complex representation such that o(w) is semi-simple for all w in WK/p.
700 If F is a local field and 4>F a non-trivial additive character of F, then for any representation a of WK/F we can define (cf. [11]) a local L-function L(s, a) and a factor e(s, a, ipp). If F is a global field and
p
The product is taken over all primes, including the archimedean ones. If 4>F is a non-trivial character of F \ A(F), then e(s, <rp, ^ ) is 1 for almost all p,
e(s,^)=n£r(s'£7p>^) p
is independent of 4>p, and L(s,o) = e(s,a)L(l — s,a) if a is contragredient to cr. Question 6. Suppose G is quasi-split over the localfieldF and splits over the Galois extension K. Let Up be a maximal compact subgroup of GF- Let K' be a Galois extension of F which contains K and let tp be a homomorphism of W^'/F onto OF which makes WK,/F
—
1' UF
e(K'/F)
I —>
G{K/F)
commutative. Is there an irreducible unitary representation nfo) of GF such that, for every repre sentation o of GF, L{s,a,-n{tp)) = L{s,o otp) and s(s,o,n(), or at least not its equivalence class. If F is non-archimedean and K'/F is unramified, the composition of v, the valuation on F, and Tic IF defines a homomorphism a> of WK/p onto Z. If u = t x op belongs to Up, we could define tp by tp(w) = / < " ' . Then n(tp) would be the representation associated to the homomorphism Xt of the Hecke algebra into C. We can also ask the question globally.
701 Question 7. Suppose G is quasi-split over the globalfieldF and splits over K. Let K' be a Galois extension of F containing K and let ip be a homomorphism of WK,/F into Up which makes WK,/F
_
!• UF commutative. Ifty
<S,(K'/F)
1 —.
<S(K/F)
is a prime of K' and p =
Ifn(ip) = Yl®Tr(tp?), does n(ip) occur in L?(Gp \ GA(pj) ? v Both questions have affirmative answers if G is abelian [10] and the correspondence tp —» n(ip) is surjective. In this case our L-functions are all generalized Artin L-functions. If G = GL(2) and K = F, it appears that the Hecke theory can be used to give an affirmative answer to both questions if it is assumed that certain of the generalized Artin L-functions have the expected analytic properties. If all goes well, the details will appear in [6]. I would like very much to end this series of questions with some reasonably precise questions about the relation of the L-functions of this paper to those associated to non-singular algebraic varieties. Unfortunately, I am not competent to do so. Since it may be of interest, I would like to ask one question about the L-functions associated to elliptic curves. If C is defined over a local field F of characteristic zero, I am going to associate to it a representation n(C/F) of GL(2, F). If C is defined over a global field F which is also characteristic zero, then for each prime p, n(C/Fr) is defined. Does n = ]\ ®ir(C/Ff) p
occur in L2(CL(2, F) \ GL(2, A(F)) ? If so, L(s, a, n), with o the standard representation of GL(2, C), whose analytic properties are known [6] will be one of the L-functions associated to the elliptic curve. There are examples on which the question can be tested. I hope to comment on them in [6]. To define TT(C/F), I use the result of Serre [14]. Suppose that F is non-archimedean and the j-invariant of C is integral. Take any prime £ different from the characteristic of the residue field and consider the ^-adic representation. There is a finite Galois extension K of F such that, if A is the maximal unramified extension of K, the £-adic representation can be regarded as a representation of (5(A/F). There is a homomorphism of WK/F into <S(A/F). The £-adic representation of 0 ( J 4 / F ) determines a representation
V>: t « - . | r K / F H l 1 / V H
702 is a representation of WK/F in a maximal compact subgroup of GL(2, C). Let n(C/F) be the represen tation 7r(V>) of Question 6. If C has good reduction, the class of i> is independent of £ and a. I do not know if this is so in general. It does not matter, because we do not demand that n(C/F) be uniquely determined by C. If the j-invariant is not integral, the £-adic representation can be put in the form
,JXM
*)
where xi and X2 are two representations of the Galois group of the algebraic closure of F in the multiplicative group of Q/. If A is the maximal abelian extension of F, then xi and X2 may be regarded as representations of ®(A/F). There is a canonical map of F', the multiplicative group of F, into ®(A/F). xi and X2 thus define characters /JI and p-i of F'. m and ft^ take values in Q* and m(i2(x) = /^i/i2"1(x) = W _1 - In, for example, [6], there is associated to the pair of generalized characters x -+ | i | ' / 2 p 1 ( i ) and x —» \x\l^2fi2{x) a unitary representation of GL(2,F), a so-called special representation. This we take as n(C/F). If F is C, take n(C/F) to be the representation of GL(2, C) associated to the map
V° a) of C* = WQ/C) into GL(2, C) by Question 6. C* is of index two in W C /R. The representation of WC/K induced from the character z —► A of C* has degree 2. If F = R, let w(C/F) be the representation of GL(2, R) associated to the induced representation by Question 6. 8. I would like to finish up with some comments on the relation of the L-functions of this paper to Ramanujan's conjecture and its generalizations. Suppose n = fj ®irp occurs in the space of cusp forms. The most general form of Ramanujan's conjecture would be that for all p the character of np is a tempered distribution [5]. However, neither the notion of a character nor that of a tempered distribution has been defined for non-archimedean fields. A weaker question is whether or not at all unramified non-archimedean primes the conjugacy class in GF associated to np meets Up (cf. [13]). If this is so, it should bereflectedin the behavior of the L-functions. Suppose, to remove all ramification, that G is a Chevalley group and that K = F = Q. Suppose also that each nt is unramified. If p is non-archimedean, there is associated to np a conjugacy class {tp} in GQ. We may take tp in T". The conjecture is that, for all A in L, |A(tp)| = 1 •
703 Since there is no ramification at oo, one can, as in [9], associate to n^, a semi-simple conjugacy class {Aoo } in the Lie algebra of GQ. We may take Xx in the Lie algebra of T. The conjecture at oo is that, for A in L, ReX(Xoo) = 0. If a is a complex analytic representation of GQ, let rn(X) be the multiplicity with which A occurs in a. Then n
^
T T / - ^ + A(oo))r,/^2 + A ( X 0 0 ) ^ T T
1
|
m(X)
If the conjecture is true, L(s, a, 7r) is analytic to the right of Re s = 1 for all a. Let F be any non-archimedean local field and G any quasi-split group over F which splits over an unramified extension field. If / belongs to Cc(Gp, Up), let /*(
22 H-xm=E fww>=xt- (/) • If xt is the homomorphism associated to a unitary representation, then xe (/*) is the complex conjugate of Xt(t) for all / so that t xCTFis conjugate to t* x ap and for any representation p of Gp, the complex conjugate of trace p(t x ap) is trace p(t xCT^)if p is the contragredient of p. In the case under consideration, when K = F this means that trace p{tp) is the complex conjugate of trace p(tp). A similar argument can be applied at the infinite prime so show that the eigenvalues of p(X<x>) are the complex conjugates of the eigenvalues of p(Xoa). Suppose L(s,CT,7r) is analytic to the right of Re s = 1 for all a. Since the T-function has no zeros, m(A)
n{n r-kr}
is also. Let a be p ® p. Then the logarithm of this Dirichlet series is r-^ ^ p n=l
1 trace crn(tp) r
Since trace
(C)
704 the series for the logarithm has positive coefficients. Thus, the original series does too. By Landau's theorem, it converges absolutely for Re s > 1 and so does the series for its logarithm. In particular,
does not vanish for Re s > 1 so that the eigenvalues of c(tp) are all less than or equal to p in absolute value. If A is a weight, choose p such that m\ occurs in p. Then (mA)(tp) = A( 1 when a = p ® p, the function
nr(
2+
X(X00)\mW
must be analytic for Re s > 1. This implies that iJeA(Aoo) > - 1 if m(A) > 0. The same argument as before leads to the conclusion that Re A(A'tx)) = 0 for all A. Granted the generalizations of Ramanujan's conjecture, one can ask about the asymptotic distri bution of the conjugacy classes {tp}- I can make no guesses about the answer. In general, it is not possible to compute the eigenvalues of the Hecke operators in an elementary fashion. Thus, Question 7 cannot be expected to lead by itself to elementary reciprocity laws. However, when the groups Gpp at the infinite primes are abelian or compact, these eigenvalues should have an elementary meaning. Thus, Question 7, together with some information on the range of the correspondences of Question 3, may eventually lead to elementary, but extremely complicated, reciprocity laws. At the present it is impossible even to speculate.
705 References
1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17.
F. Bruhat and J. Tits, Groupes algibriques simples sur un corps local, Driebergen Conference on Local Fields, Springer-Verlag, 1967. K. Doi and H. Naganuma, On the algebraic curves uniformized by arithmetical automorphic functions, Ann. of Math. vol. 86 (1967). M. Eichler, Quadratische Formen und Modulfunktion, Acta Arith. vol. 4 (1958). F. Gantmacher, Canonical representation of automorphisms of a complex semi-simple Lie group, Mat. So. vol. 47 (1939). Harish-Chandra, Discrete Series for Semi-Simple Lie Groups U, Acta Math. vol. 116 (1966). H. Jacquet and R. P. Langlands, Automorphic Forms on GL(2), in preparation. N. Jacobson, Lie Algebras, Interscience, 1962. B. Kostant, Lie Algebraic Cohomology and the Generalized Borel- Weil Theorem, Ann. of Math. vol. 74 (1961). R. P. Langlands, Euler Products, Lecture Notes, Yale University (1967). , Representations of Abelian Algebraic Groups, Notes, Yale University (1968). , On the Functional Equation of the Artin L-functions, in preparation. I. Satake, Theory of Spherical Functions on Reductive Algebraic Groups over p-adic Fields, Publ. Math. No. 18,1.H.E.S (1963). , Spherical Functions and Ramanujan Conjecture, in Algebraic Groups and Discon tinuous Subgroups, Amer. Math. Soc. (1966). J. P. Serre, Groupes de Lie l-adic attaches aux courbes elliptiques, Colloque de Clermont-Ferrand (1964). J. A. Shalika and S. Tanaka, On an Explicit Construction of a Certain Class of Automorphic Forms, Notes, Institute for Advanced Study (1968). H. Shimizu, On Zeta functions of quaternion algebras, Ann. of Math. vol. 81 (1966). A. Weil, Sur la Theorie du Corps de Classes, Jour. Math. Soc. Japan vol. 3 (1951).
706 Jean Leray Works
Leray's Selected Papers were published in 1997 jointly by Springer Verlag and the Societe Mathematique de France in three volumes; each volume is devoted to a single field and starts with an important analysis of Leray's influence written by a leading mathematician in the field: Armand Borel for the volume on Topology, Peter Lax for the volume on PDE, Guennadi Henkin for the volume on Complex Analysis. The deepness and the wideness of the scope of Leray's works, are amazing; in order to convey these facts we have selected a large sample of papers spanning more than fifty years, at the price of restricting three papers to their flat introduction; also each of the nine selected Comptes Rendus Notes has been prolongated by a subsequent large research paper. The paper [1933a] shows that initial value problem for the Navier-Stokes evolution of a viscous fluid has a weak solution, called by Leray turbulent solu tion, defined for all time, this turbulent solution being smooth for a set of regular time of full Lebesgue measure; at the irregular time branching in the evolution can appeared. The paper is based on a virtuose manipulation of energy dissipation in equalities together with the modern ideas which will constitute fifteen years later the theory of distributions. [19336] is an epoch making paper for the existence problems in Functional Analysis: the Mathematical Review enumerates nowadays more than six hundred articles based on this Leray-Schauder theory. Before this work the single general tool available for existence was the Picard theory of contracting map which gives at the same time existence and uniqueness; Leray-Schauder gives existence in case where there is no uniqueness. The underlying idea is to define a Brouwer type degree in functional spaces and to show the invariance of the degree by a continuous deformation which do not interfere with the boundary of a sufficient large ball; this non-interference can be insured by simple uniform majoration of the family of deformed maps: then the existence of a solution inside the ball for a single value of the deformation parameter implies the existence of a solution for all values of this parameter. By using Leray-Schauder Theorem, Leray solves the free boundary problem associated with the determination of the wake of a perfect fluid around an obstacle (see in particular [1934]); he also proves existence of solutions for the Dirichlet problem for the Monge-Ampere equation. During the World War, Jean Leray was kept in a prisoner camp located in Austria for five years; without any contact with the scientific world, without any li brary available, suffering from severe starving conditions, and being cut for months from any news from his family, Leray assigned himself to the task of constructing a theory of fixed point valid for topological space free from any linearity assump tions. In such adverse conditions, almost every mathematician would have failed to produce lasting results. On the contrary, Leray took advantage and rebuilt by himself the Algebraic Topology from scratch and produced a monument of shinning originality. Before the war, Elie Cartan commissioned Leray in writing one of his main books: Le Repere mobile et la theorie des groupes continus (Paris 1935); from this time Leray became proefficient in exterior calculus and in its use in differential geometry. Leray took as prerequisite to his reconstruction of Algebraic Topology that the wedge operation must be preserved, prerequisite which brought him to work
707 on cohomology ring vrith the cup product. He wanted to localize the cohomology ring by taking its values in a local ring of coefficients and this prerequisite led him to the concept sheave. Then he associated [1946a] to a map the cohomology of the target space with values in the sheave generated by the cohomology of the fiber. Leray discovered spectral sequences [19466] which gave a construction making possi ble the recovery of the cohomology of the source. Applying the spectral sequence to the projection map, Leray computed in [1946c] the cohomology of a Fiber Bundle. Using his proefficiency in Lie group theory, Leray computed the cohomology ring of homogeneous spaces [1949]. These ideas started what some German colleagues kindly called the "French Revolution of 1950": Henri Cartan introduced sheaves in the theory of functions of several complex variables; Jean-Pierre Serre evaluated the homotopy groups of spheres by using an extended spectral sequence. The wave equation in R3 has a fundamental solution which is carried by the light cone; this mathematical statement has for consequence the possibility to hear at distance without interference the sound of an orchestra. Hadamard raised the interesting problem: characterize the constant coefficient operators for which the fundamental solution satisfies such lacuna property. Leray obtained in [1962] an explicit integral formula representing the fundamental solution of any constant coefficient operator, formula which led in 1970 Bott-Garding to a solution of the Hadamard problem. To obtain this result Leray constructed [1958] from scratch a Residue theory in several complex variables, theory based on cohomological considerations. He acted also as an analyst by obtaining [1959] a wide range of Cauchy-Leray integral formulae. Ten years after the sheave revolution, Leray ideas renewed once more the theory of functions of several complex variables by making available integral formulae leading to quantitative estimates out of the realm of sheave theory. In [1976] propagation problem motivated in particular by magnetohydrodynamics was discussed. At the age of seventy-nine Leray contributed to [1985], which described with an incredible precision the domain of analytic continuation of the solution of a linear Cauchy problem. Receiving at the Lincei Academy the Feltrinelli Prize, Jean Leray expressed himself in the following terms: "all the different fields of mathematics are as insep arable as the different part of a living organism; as a living organism mathematics has to be permanently recreated; each generation must reconstruct it wider, larger and more beautiful. The death of mathematical research would be the death of math ematical thinking which constitutes the structure of scientific language itself and by consequence the death of our scientific civilization. Therefore we must transmit to our children strength of character, moral values and drive towards an endeavouring life." Paul Malliavin Bibliography [1933a] Sur le mouvement d'un fluide visqueux emplissant I'espace: Acta Mathematica 63 (Introduction only). [19336] (Avec J. Schauder), Topologie et equations fonctionnelles: Paris 197, 115-117.
C.R. Acad. Sci.
708 [1934] (Avec A. Weinstein), Sur un probleme de representation conforme pose par la theorie de Helmholtz: C.R. Acad. Sci. Paris 198, 430-432. [1946a] L'anneau d'homologie d'une representation: 1366-1368.
C.R. Acad. Sci. Paris 222,
[19466] Structure de I'anneau d'homologie d'une reprdsentation: Paris 222, 1419-1422.
C.R. Acad. Sci.
[1946c] Propriitis de I'anneau d'homologie de la projection d'un espace fibri sur sa base: C.R. Acad. Sci. Paris 223, 395-397. [1949] Determination, dans les cos non exceptionnels, de I'anneau de cohomologie de I'espace homog&ne quotient d'un groupe de Lie compact par un sous-groupe de mime rang: C.R. Acad. Sci. Paris 228, 1902-1904. [1962] Prolongement de la transformation de Laplace: Proc. Int. Cong, of Mathe maticians, Stockholm, 360-367. [1958] La theorie des rdsidus sur une varieti analytique complexe: C.R. Acad. Sci. Paris 247, 2253-2257. [1959] Le calcul difftrentiel et integral sur une variiti analytique complexe: Acad. Sci. Paris 248, 22-28.
C.R.
[1976] (en collaboration avec Y. Hamada et C. Wagschal), Systemes d'equations aux ddrivdes partielles a caracUristiques multiples: probldme de Cauchy ramifH; hyperboliciti partielle: J. Math. Pures App. 55 (Introduction only). [1985] (en collaboration avec Y. Hamada et A. Takeuchi), Prolongements analytiques de la solution du probleme de Cauchy lineaire: J. Math. Pures App. 64 (Introduction only).
709
Biographie de Jean Leray
• Ne le 7 novembre 1906 a Chantenay (Loire-Atlantique). fepouse en 1932 Marguerite Trumier; ses parents ainsi que ceux de sa femme etaient tous les quatre instituteurs a l'ecole publique de Chantenay. Marguerite Leray, tout en menant une carriere complete de professeur de mathlmatiques dans les lycees, eduquera trois enfants: Jean-Claude (1933) ingenieur au Corps des Ponts ; Francoise (1947) directeur de recherches en biologie a l'Hdpital Henri Mondor de Creteil; Denis (1949) mldecin. • Ecole normale supe>ieure (1926-1929) ; Docteur es sciences (1933) ; Charge de recherche (1933) ; Professeur : Universite de Nancy (1938-1939); Universite de Paris (1945-1947); College de France (1947-1978). • Prix international!!: Malaxa (Roumanie) 1938, partage avec J. Schauder; Prix Feltrinelli (Accademia dei Lincei) 1971; Prix Wolf (Israel) 1979 ; Medaille Lomonosov (Academie des Sciences d'U.R.S.S.) 1985. • Academie des Sciences de Paris : presente par Henri Lebesgue pour un poste de Correspondant en Mathematiques Pures (1938); elu Membre en section de Mecanique sur rapport de Henri Villat (1953). • Academies etrangeres: Accademia delle Scienze di Torino (1958); American Academy ofArts and Sciences (1959); American Philosophical Society (1959); Membre d'honneur de la Societe Mathlmatique Suisse (i960); Academie Royale de Belgique (1962); Akademie der Wissenschaften in Gottingen (1963); National Academy of Sciences, Wash ington (1965); Academie des Sciences d'URSS (1966); Accademia di Scienze, Lettere e Arti di Palermo (1967); Istituto Lombardo, Accademia di Scienze e Lettere (1974); Accademia Nazionale delle Scienze Detta dei XL (1975); Academie Polonaise des Sci ences (1977); Accademia Nazionale dei Lincei (1980); The Royal Society of London (1983). • Officier de reserve, il rejoint a la mobilisation son affectation dans rartillerie antiaerienne. Apres avoir combattu jusqu'au bout dans la sanglante bataille de maijuin 1940, il est fait prisonnier de guerre et restera interne dans un camp en Autriche jusqu'en avril 1945. Voulant eviter a tout prix de contribuer a l'effort industriel ennemi, il abandonne la mecanique desfluidespour se lancer dans la topologie algebrique, ceci malgre' un environnement materiel tres precaire. II continue sa collaboration com menced avant guerre au Zentralblatt fur Mathematik. Commandeur de la Legion d'Honneur.
710 Vm
Biographie de Jean Leray
• Retrouve en 1945, dans un camp de refugies, la fille unique de son ami Juliusz Schauder, orpheline a neuf ans a la suite des massacres nazis ; la fait guerir dans un hdpital parisien de la grave affection pulmonaire qu'elle avait contractee en se cachant dans les egouts de Varsovie. • Professeur a temps partiel a l'Institute for Advanced Study, Princeton, USA (19521961) ; propose pendant cette periode a Marston Morse, Director of the School of Mathematics, de nombreuses invitations de jeunes mathematiciens francais.
Paul Malliavin
Une autobiographic de Jean Leray a paru dans "Hommes de Science" Hermann ed., Paris 1990, pages 160-169.
711
Sur le mouvement d'un fluide visqueux emplissant l'espace
Acta Math. 63 (1934) 193-248
Introduction.' I. La theorie de la viscosite conduit a admettre que les mouvements des liquides visqueux sont r6gis par les equations de Navier; il est necessaire de justifier a posteriori cette hypothese en Itablissant le theorPme d'existence suivant: il existe une solution des equations de Navier qui correspond a un £tat de vitesse donne arbitrairement a l'instant initial. C'est ce qu'a cherche' a d&nontrer M. Oseen'; il n'a r£ussi a etablir l'existence d'une telle solution que pour une duree peut-6tre tres breve succ^dant a l'instant initial. On peut verifier en outre que l'6nergie cin£tique totale du liquide reste bornee4; mais il ne semble pas possible de d£duire de ce fait que le mouvement lui-meme reste r£gulier; j'ai meme indiqu6 une raison qui me fait croire a l'existence de mouvements devenant irr^guliers an bout d'un temps finis; je n'ai malheureusement pas r£ussi a forger un exemple d'une telle singularity. 1
Ce memoire a &t& resume dans ane note parae aaz Comptes rendne de lAcademie des Sciences, le 20 tevrier 1933, T. 196 p. 527. 1 Les pages 59—63 de ma These (Journ. de Math. 12, 1933) annoncent ce memoire et en completent l'introdaction. ' Voir Hydrodynamik (Leipzig, 1927), § 7, p. 66. Acta mathematica T. 34. Arlcir (5r matematik, aatronomi och fysik. Bd. 6, 1910. Nora acta reg. soc. scient. Upsaliensis Ser. IV, Vol. 4, 1917. * 1. c. 2, p. 59—60. * 1. c. 2, p. 60—61. Je reviens sur ce sujet an § 20 da present trarail (p. 224). Atta malktmaiica. 63. Imprim* le 8 juillet 1934.
712 194
Jean Leray.
II n'est pas paradoxal de supposer en effet que la cause qui regularise le mouvement — la dissipation de l'Energie — ne suffise pas a maintenir borages et continues les dErivEes secondes des composantes de la vitesse par rapport aux coordonnEes; or la thEorie de Navier suppose ces dErivEes secondes bornEes et continues; M. Oseen lui-meme a dEja insists sur le caractere peu naturel de cette hypothese; il a montre en meme temps comment le fait que le mouvement obeit aux lois de la mEcanique peut s'exprimer a I'aide d'Equations intEgro-diffErentielles1, ou figurent seulement les composantes de la vitesse et leurs dErivEes premieres par rapport aux coordonnEes spatiales. Au cours du present travail je considere justement un systeme de relations 1 qui Equivalent aux Equations intEgrodiffErentielles de M. Oseen, complEtEes par une inEgalitE exprimant la dissipation de l'Energie. Ces relations se dEduisent d'ailleurs des Equations de Navier a I'aide d'intEgrations par parties qui font disparaitre les dErivEes d'ordres les plus ElevEs. Et, si je n'ai pu rEussir a Etablir le thEorenie d'existence EnoncE plus baut, j'ai pu nEammoins dEmontrer le suivant 8 : les relations en question possedent toujours au moins une solution qui correspond a un Etat de vitesse donnE initialement et qui est definie pour une durie illimitee, dont l'origine est l'instant initial. Peut-Stre cette solution est-elle trop peu rEguliere pour possEder a tout instant des dErivEes secondes bornEes; alors elle n'est pas, au sens propre du terme, une solution des Equations de Navier; je propose de dire qu'elle en constitue »une solution turbulente*.' II est d'ailleurs bien remarquable que chaque solution turbulente satisfait effectivement les Equations de Navier proprement dites, sauf a certaines Epoques d'irrEgularitE; ces Epoques constituent un ensemble fermE de mesure nulle; a ces epoques sont seules vErifiEes certaines conditions de continuitE extremement 1
Oseen, Hydrodynaniilc, § 6, Equation (i). Voir relations (5. 15), p. 240. * Voir p. 241. * Je me permets de citer le passage suivant de M. Oseen (Hydrodynamik): »A nn antre point de roe encore il semble valoir la peine de soumettre a one Made attentive les singnlarites dn mouvement d'un liquide vlsqneux. S'il pent surgir des singnlarites, il nons fant manifestement distingner deux especes de monvements d'nn liqaide visqnenx, les monvements regaliers, c'est-u-dire les monvements sans singularity, et les monvements irreguliers, c'est-a-dire les monvements avec singularity. Or on distingue d'autre part en Hydranliqne denx sortes de monvements, les monve ments laminaires et les monvements tnrbalents. On est des lors tente de presnmer que les monve ments laminaires fournis par les experiences sont identiques aux monvements regaliers theoriques et qne les monvements tnrbalents experimentaux s'identifient aux monvements irreguliers theori ques. Cette presomption repond elle ft la reality? Seules des rechercbes ulterieares pourront en decider*. 1
713 Sur le mouvement dun liquide visqueux emplissant l'espace. larges.
195
TJne solution turbulente a done la structure suivante: elle se compose d'une
succession de solutions reguliires. Si j'avais r£ussi a construire des solutions des equations de Navier qui deviennent irr£guli6res, j'aurais le droit 1 d'affirmer qu"il existe effectivement des solutions turbulentes ne se rgduisant pas, tout simplement, a des solutions regulieres.
Meme si cette proposition 6tait fausse, la notion de solution turbulente,
qui n'aurait des lors plus a jouer aucun role dans l'etude des liquides visqueux, ne perdrait pas son intent: il doit bien se presenter des problemes de Physique mathematique pour lesquels les causes physiques de regularity ne suffisent pas a justifier les hypotheses de regularity faites Iws de la mise en equation; a ces pro blemes peuvent alors s'appliquer des considerations semblables a celles que j'ex pose ici. Signalons enfin les deux faits suivants: Rien ne permet d'affirmer l'unicite de la solution turbulente qui correspond a un 6tat initial donne.
(Voir toutefois Complements i°, p. 245; § 33).
La solution qui correspond a un £tat initial suffisamment voisin du repos ne devient jamais irr^guliere.
(Voir les cas de regularity que signalent les § 21
et 22, p. 226 et 227). II.
Le travail present concerne les liquides visqueux illimites.
Les con
clusions en sont extremement analogues a celles d'un autre m&noire 1 que j'ai consacre' aux inouvements plans des liquides visqueux enferm£s dans des parois fixes con vexes; ceci autorise a croire que ces conclusions s'etendent au cas general d'un liquide visqueux a deux on trois dimensions que liinitent des parois quelconques (meme variables). L'absence de parois introduit certes quelques complications concernant 1'al lure a l'infini des fonctions inconnues 3 , mais simplifie beaucoup 1'expose1 et met mieux en lumi&re les difficultes essentielles; le role important que joue l'homog^n&te' des formules est plus evident; (les Equations aux dimensions permettent de preVoir a priori presque toutes les in£galit£s que nous 6crirons). 1
En Tertu da theoreme d'existence da § 31 (p. 241) et da theoreme d'unicit6 da § 18
(p. 222).
* Journal de Mathematiqaes, T. 13, 1934. * Les conditions a l'infini par lesqaelles nous caracterisons celles des equations de Navier que nous nommons regulieres different essentiellement des conditions qn'emploie M. Oseen.
714 196
Jean Leray.
Rappelons qne nous avons d6ja traits le cas des mouvements plans illimit£s': il est assez special'; la r^gularite' du moavement est alors assure'e. Sommaire du m&noire. Le chapitre I rappelle au Lectenr une s^rie de propositions d'Analyse, qui sont importantes, mais qu'on ne peut pas toutes consideVer comme classiques. Le chapitre II 6tablit diverges ine'galit&i pre'liminaires, ais£ment d£duites des propri£t£s que possede la solution fondatnentale de M. Oseen. Le chapitre III applique ces in£galit£s a l'6tude des solutions re^ulieres des equations de Navier. Le chapitre IV enonce diverses propri^tes des solutions regulieres, dont fera usage le chapitre VI. Le chapitre V 6tablit q u a tout £tat initial correspond au moins une solu tion turbulente, qui est dlfinie pendant une dur£e illimitee. La demonstration de ce theoreme d'existence repose sur le principe suivant: On n'aborde pas directement le probleme pos£, qui est de r^soudre les Equations de Navier; mais on traite d'abord un probleme voisin dont on peut s'assurer qu'il admet toujours une solution reguliere, d£finie pendant une dur£e illimitee; on fait tendre ce probleme voisin vers le probleme pos6 et Ton construit la limite (ou les limites) de sa solution. II existe bien une facon £l£mentaire d'appliquer ce principe: c'est celle qu'utilise mon 6tude des mouvements plans des liquides visqueux limites par des parois; mais elle est intimement li6e a cette structure des solutions turbulentes que nous avons pr6c£demment signaled; elle ne s'appliquerait pas si cette structure n'6tait pas assured. Nous procederons ici d'une autre facon, dont la portee est vraisemblablement plus grande, qui justifie mieux la notion de solution turbulente, mais qui fait appel a quelques theoremes peu usuels cit^s au chapitre I. Le chapitre VI 4tudie la structure des solutions turbulentes. 1 These, Journal de Mathlmatiqnes 12, 1933; chapitre IV p. 64—82. (On pent donner nne variante inte'ressante an procede qne nons y employons en ntilisant la notion d'etat initial semiregulier qn'introduit le memoire present.) ' On pent dans ce cas baser l'citnde da probleme sar la propriety qoe possede alors le maxi mum da toarbillon it an instant donne d'etre nne fonction decroissante da temps. (Voir: Comptes rendas de l'Academie des Sciences, T. 194; p. 1893; 30 mai 1932). — H. Wolibner a loi anssi fait cette remarqoe.
715
ANALYSE MATHEMATIQUE. — Topologie et equations fonctionnelles. Note de MM. JEAN LERAT et JULES SCUACDER, presentee par M. Henri Villat. 1. Soil un espace abstrait, &, norme, lineaire et complet ( ' ) ; un ensemble ouvert ( a ) , to de &\ enfin une transformation fonctionnelle, (i)
r = x — S(x)
—
d^finie sur w, &(x) nest pas supposee line'airc, mais est supposee compUtcment continue ( n ) (vollstetig), et ne doit prendre que des valeurs appartenant a &. Nous avons pu definir, en accord avec les celebres travaux de M. Brouwer ("), le degre topologique, , u>, b] de la transformation $ en un point b etranger a (( o>');
( ' ) Au sens de M. Banach (cf. Fund. Math., 3, I 9 2 2 , p . I 3 3 - I 8 I ) . (-) i\ous designerons par w' la frontiere de w; par £7=: u -+- w' son ensemble de lermeture. (') C'esl-a-dire ^ ( . r ) est continue-et &{JC) transl'orme lout ensemble borne en un ensemble compact. (•) Math. Annaten, 71, 1912, p . 97-115. Reprinted from C. R. Acad. Sci. Paris, Vol. 197 (1933). pp. 115-117.
716 Il6
ACADEMIE DES SCIENCES.
nous envisageons I'une des transformations fonctionnelles &h(x) qui approchent S'(x) a h pros et dont toutes les valeurs font partie d'un meme sous-ensemble lineaire de &, a nombre fini de dimensions n; soit co„ Tintersection, supposee non vide, de co par ce sous-ensemble; soit i,(x) = x — &h(x)\ nous posons rf[«I>, w, o] = rf[*/,, w„, o] (la definition de ce deuxieme degre requite des travaux de M. Brouwer), en demontrant que le choix de (&Aet co„ n'afl'ecte pas la,valeurde*f [(I>, w, o]. 2. Nous nommons indice total des solutions de l'equation (?.)
x — &{u:)=o
qui sont conlenues dans to le degre en o de la transformation ( i ) . THEOREMS. — Supposons que liquation (2)d£pende c o n t i n u m e n t O d ' u n parametre k variable sur un segment K de l'axe r£el. Soit un ensemble ouvert et borne* Q, de l'espace (*) [ S X K ] , tel que & soit definie sur Q, et que £2' ne contienne aucune solution d e ( i ) . Alors l'indice total ( 3 )des solu tions int£rieures a Cl est le meme pour toutes les valeurs de k. II en resullo que Vexistence d'au rnoins une solution de (2) est assuree pour chaque valeur de k quand on connait un point de K ot'i cet indice total differe de zero. 3. Le champ d applications de ce the'oreme dJ existence est vaste, ilcontienl en particulier les problemes aux limites relatifs aux equations aux derivees partielles du second ordre et du type elliptique : nous avons reussi a generaliser des theoremes d'existence bien connus de M. S. Bernstein (*). Bornons-nous ici au problemede Dirichletconcernant liquation quasi lineaire
( ' ) Sf{x), qui est completement continue en x, est supposee uniformement con tinue en k. (*) [ 6 x K ] , espace produil des espaces & et K, est ['ensemble des couples (x, /•) d'elements x de 6, k de K. Un point y interieur a un ensemble E de [& x K] est un point tel que tout point de [6 x K ] suffisamment voisin de y appartient a E : 1'ensemble ouvert Q peut contenir des points (x, k) tels que k soit une extremite de K. ( 5 ) Si a une valeur.de k ne correspond aucun point interieur a S2, alors l'indice total est par definition zero. (*) Voir Encyclopddie der Math. Wissenscliaft, Analysis, II, C.12, p . 13^7-i3^8. M. Bernstein fait des hypotheses entrainant I'unicitede la solution des problemes qu'il se pose; notre theorie perniet de s'en liberer; c'est ainsi que M. Bernstein etudie l'equation (5) dans le cas 011 z n'y figure pas.
717 SEANCE DU IO JUILLET i g 3 3 .
117
du type elliptique : V
(3)
A
1
I
dz
dz
"1
()-z
" l / ; " • • •' x " ; ^ ; ^ ' " ■* <).*„' '•] oi^jji
= D[•*••• ■■■'x"'z'-j^i'
■'•,^;;/ij;
les valeurs fronlieres de 5 sont supposees donnees en fonction de k. Nous avons reussi ( ' ) comme suit a transformer le probleme en une equation fonctionnelle, - = Z(.s, /*), qui soit du type (1) : nous avons introduit la fonction Z qui satisfait les conditions aux limites donnees et liquation
/
v i-j|,:
A
r
0z
(h
/i ^ z
H
= ])|x„ . . . , x „ ; : ; ^ - ) . . . , ^ ; / , J . D'ou, en particulier, les re6ultats suivants : TIIEOREME.
— Si K. contient unpoint k0 en lequel
si les derivees OzjdXi de loutes les solutions de (3) qui correspondent aux divers points de k restent bornees et satis font ( 2 ) dans lew ensemble a une meme condition de Holder; alors le probleme de Dirichlet considere possede une solution quelle que soit la valeur de It dans K. ( r ) . Corollaire. — Le probleme de Dirichlet concernant le cercle el l'equation du type elliptique : , /
<)-z
<)z-
admel toujours au moins une solution. Les considerations s'appliquent aussi aux equations elliptiques les plus generales. (') Nous avons eu besoin de iheoremes que M. Schauder publiera incessanmient dans hi Math. Zeitschrift. (-) Dans le cas oil n = r>. nous avons seulemenl besoin de savoir que les derivees dzjdxi sont bornees dans leur ensemble. (') Nous utilisons le Lheoreme de M. Rado sur les Sallelfunktionen {Act. Lit. Ac. Sclent., i , 1924-19V.6, p. 9.a8-^53; Von NEUMANN, Abh. d. Math. Sent. Hamburg, 8, 1931, p. ?.8-3i). C. R., i933, »c Semeitre. (T. 197, N« 2.)
718
(avec A. Weinstein) Sur un probleme de representation conforme pos£ par la theorie de Helmholtz
C. R. Acad. Sci., Paris 198 (1934) 430-432
ANALYSE MATHEMATIQUE. — Sur un probleme de representation conforme pose par la thiorie de Helmholtz. Note de MM. JEAN LEBAY et ALEXANDRE WEI.XSTBIN, presentee par M. Henri Villat. Considerons le mouvement plan suivant : un jet liquide jaillissant hors de parois donnees, symetriques et polygonales; il pose un probleme de representation conforme bien distinct de celui dont l'etude «st devenue classique : PROBLEME. — Transformer conformement la bande o<^<\)<^r^J2 du plan / =
719 STANCE DU ag JANVIER ig34.
431
une ligne polygonale donnie xa (de sommets : * , = iyt, z, = &, -f- iy,, . . . , zK = xm-\~iyK, «,*, = —oo-f-iy,; ^ . > o , j , > o , . . . , j „ > o ) et par une ligne non donnee X qui se d£tache de z,, le long de laquelle la transfor mation cherchee multiplie les longueurs par une constante positive inconnue [i.(c'est-a-dire \dzjdf\ = psur X)('). Nous dcsignerons par lk la longueur du segment zkzk_, (k= 1, . . . n) et par 8t sa direction; nous supposerons 8,<8j< . . . <6,<9 M+ , = o, nous poserons n(J* = 8tH., — 8» et nous nommerons « courbure totale » de GJ la quantity n ^ P* ='— ®i • *=* La formule bien connue de Schwarz-Villat (') permet d'affirmer que toute solution 6ventuelle du probleme, s(f), est donnee par une formule de M. Cisotli [he. cit. (*)], laquelle exprime tousles Elements de la solution au moyen de n + 1 parametres. D'apres celte formule le probleme ci-dessus se r6duit a la resolution, par rapport aux n + i parametres |x, T,, . . , i„ ( p . > o ; o < < T , < . . . < <x„
<«)
, f lk=p
m
/ " ' ' r r |sinff*-l-siiio-|P». , I I I :— lunga/iv
,, (k=i,
n ; a , = o;.
Cette question ne fut etudi£e jusqu'a present que dans le casou la courbure totale de GJ est inferieure a it/2 ('). Un travail important de M. Friedrichs (*) nous permet de donner une extension considerable de cette thlorie : les r£sultats ci-dessous (*) valent pour toutes les lignes GJ de cour bure totale inferieure a it. I. THEOREME 1 (unicitc" locale). — Le determinant D(y„l
,1)
n'estjamais nul quand ft ^> o, o <^ a, <^... < aH< n/2. (') Nous ferons correspond re aux points / = — a o , iir/a, -t-ao les poiDls »■=. — 00, »,, -f- oo el nous ad met Irons que dsfdf tend vers des valeurs reelles pour / = ± 00. ( l ) H. VILLAT, Lemons sur rtfydrodynamique, p. 11 (Gauthier-Villars, 19291: U. CISOTTI; Idromeccanica piana, 1, 1921, p. 18; 2, 1921, p. ih(\. (') A. WMRSTHK, Math. Zeitschrift, 31, 1929, p. (\*t\. (') K. FKIEDRICIIS, Ueber ein Minimumproblem (Math. Annaten, 109,1933. (>. 60). (*) Les demonstrations seront developpees dans un Memoire ulterieur.
720 432
ACADEMIE DES SCIENCES.
Cette proposition a iti ramenle (') a la proposition auxiliaire suivante, indlpendamment de toute bypothese con'cernant la valeur de la courbure totale : II. THEOREMS 2 (unicitS locale au sens restreint). — linepeut exister deux solutions infiniment voisines de notre probleme qui correspondent a une me'iiw valeur de ft. La demonstration de ce theoreme pour les courbures totales inferieures a -it se d£duit immediatement de l'Appendice II du M6moire de M. Friedrichs. III. Les quantity ft, it/2— a,„ a,, o*+t — ok(k=i, . . . , n — 1) possedent des bornes in/drieures et suptriettres positives, fonclions continues de la courbure totale et des donnles : 7,, /,, . . . , /„. IV. THEOREME O'BXISTENCE. — La methode de continuite classique deduit de I rtlll que le probleme pose" admet au moins une solution. V. Uniciti absolue. — Appliquons la methode de continuite en faisant varier les quantites (3,, . . . , p\; considlrons-les a cet effet comme etant n nouveaux parametres et n nouvelles inconnues; et adjoignons aux equa tions (1)les suivantes : p \ = $k(k=i, ..., n). Nous avons, d'apres I,
per.,/,. ••• J ^;g„ •••.. P«) ' 0(K,ff,
»-;P,-, . - . , £ r
'
D'autre part Tunicit6 de la solution est assume pour p\ = . . . = p\ = o. Done le probleme eludi£ possede une et une settle solution. Compliments. — Les theWemes topologiques de M. Brouwer permettent de baser le theoreme d'existence IV seulemenl sur les propriety III et sur le fait que 1'unicite' est Ividente pour (3, = . .. = p„= o. Le cas des parois courbes et non plus polygonales pose un autre probleme dont l'inconnue est une fonclion et non plus le systeme des n + 1 nombres pi, o,, ..., a„. Une extension r£cente des theories de M. Brouwer au domaine fonctionnel ( J ) permettra a Tun de nous d'appliquer la methode de continuite a cet autre probleme; en meme temps sera indiqui'e une nouvelle reduction de I a II. (,') A. WIINSTIIN, fiend, d. Accad. d. Lined, 3, serie 6", 1957, p. 167. I') i. LSHAY «i J. Sctuuoti, Comptes rendus, 197, ig33, p. n 5 .
721
L'anneau cPhomologie d'une representation
CR.Acad.Sci., Paris 222 (1946) 1366-1368
Nous nous proposons d'indiquer sommairement comment les methodes par lesquelles nous avons etudie la topologie d'un espace ( ' ) peuvent etre adaptees a l'etude de la topologie d'une representation. i . Definitions priliminaires. — Un faisceau <Jb de modules (ou d'anneaux) sera defini sur un espace topologique E par les donnees que voici: I* a chaque ensemble ferme F de points de E est associe un module (ou un anneau) dimensions des ensembles fermes de points d'un espace E constituent un faisceau que nous nommerons p"** faisceau d'homologie de E; si E est normal, ce faisceau est normal (T. A., lemmes 22 et23). 2. Nous nommerons formes de E les expressions du type V 6. X r , a ; les X r , s sont les elements a q dimensions d'une couverture de E; 6«, au lieu d'etre (') Stance du v) mai 1946. (') Troii articles sur la Topologie algebrique, Journ. de Math., ik, io45, pp. g5-348; nous designerons ces articles par T. A. (') Au sens de T. A., il s'agil done, avec la terminologie la plus usuelle, des classes de cohomologie.
722
comrae dans T. A. un element d'un module independant de a, sera un element de
2
nulle par le module que constituent les derivees des formes kq — i dimensions sera nomme q*"* module d'homologie de E relatif au faisceau &(')■ L'etude de cette definition suppose E et <# normaux et exige un examen approfondi des proprietes des simplexes. Les proprietes des classes d'homologie relatives a 1'inlersection, au produit topologique, aux representations et a l'homotopie qu'elablit T. A. se generalisent aisement. Si E possede une couverlure C a supports simples relalivement a (&, E a memes modules d'homologie que C (*) et ces modules peuvent etre effectivement determines. Quand o (•), est , «/)"■* module d'homologie de it relatif a cX; une classe d'homologie Z' * a q dimensions de E* relative a ^{(JV) sera nominee classe d'homologie a (p, q) dimensions de n relative a <£. 1/* est nulle quand q depasse la dimension dc E* ou quand p depasse la dimension maximum des images inverses it (a?*) des points x" de E*, E* etant bicompact. L'intersection de deux classes d'homologie If* et Zr-' de it est definie; c'est une classe Z^ r « + '~ Z>».Zr*~ (— i)"~*>«-M»Zr''.Z'''» de it; il convient done de parler de Vanneau d'homologie d'une representation. (') Un cas tres particulier de cette notion a ete envisage par M. STEBMOD, //ontology with local coefficients (Ann. of Math., kk, ig43, p. 6io). (') Dans eel enonce on doit envisager ies modules d'homologie de C relatifs »a faisceau riduit de <8; ce faisceau reduit est le quolient de <& par le sous-faisceau que constituent les elements reductibles de (B, un element b de <&t elant dit reductible quand on peut recouvrir P arec un oombre Gni d'ensembles femes /» tefs que J . / , = o. Signalons que les modules d'homologie de E relatifs a dS et au faisceau riduit de 09 sont les memes. (*) Car le faisceau reduit de <J&* est nul tip > o.
101 Les classes d'homologie des representations sont niipotentes, comme celles d'un espace. L'anneau d'homologie de n s'idenlifie a celui de E quand it est une representation topologique de E dans E*. Mais l'anneau d'homologie d'une representation quelconque a une structure particuliere, que nous expliciterons ulterieurement. k. Soil F* uo ensemble ferme de points de E*; nous nommerons intersect ion de n par F* el noui d&iguerons par 7C.F* la representation donf le champ de definition est TC (F*) et qui j est egale a it; cette intersection deTioit un homomorphisme de l'anneau d'homologie de TC dans celui de TC.F*; cet homomorphisme est un isomorphisme quand F * = r r ( E ) . Soil une seconde representation fermee TC' d'un espace normal E' dans un espace normal E". Nous nommerons produit topologique TC X V de TC et -' la representation T{X) X TC'(X') de E x E' dans E * x E"; quand ct est un corps, l'anneau d'homologie de it x V eit le pro duit direct des anneaux d'homologie de n et de r.'. Nous dirons qu'une representation 9 de E' dans E conslitue une representation de it' dans 71 quand il existe une represen tation 9" de E'* dans E* telle que ity(x') =
Depot legal u'editeur. — 1946. — X* d'urdro 64. Dip6l Kgal d'imprimeur. — 1916. — N« d'ordrc 144. SAmuia-viLLAitf. »pnii»uK-UB«Ainc DO COMPTES RIMUCJS DO SKA^CO DS L'ACAD^HII DM JCUVO
Parii — Qaai de*ftrands-Aufaitiai,55.
101
Structure de l'anneau d'homologie d'une representation
C.R.Acad.Sci.,Paris 222(1946) 1419-1422
1. Etant donnes un anneau <X et une representation fermee w d'un espace normal E dans un espace normal E*, nous avons defini recemment (') l'anneau d'homologie de * relatif a ct. Cet anneau a la structure suivante : Le (p, y)""' module d'homologie £ * ' de it possede les sous-modules
o = azf=s aj-'ca?*cfl!*c... caf^cafJi
C«;A C«;-'C ...
c*?'c*{»;
le/>*"* module d'homologie &■' de E relatif a & possede les sous-modules o = «-«•*♦•« c *•* c ««•*-* c . . . c «*-«•' c .*»••; il existe des homomorphismes Ar de **•* sur ar.r'«*'*•*/*'^-,•f-, ayant pour noyau flj*. 2. £*/ definitions de ces sous-modules et de ces homomorphismes sont les suivantes : i' Soient Z*'-» et Z*'_r**r*"< des classes d'homologie de E* relatives respectivement a ic(dEM') et a it(09',~<'); la condition Z*'» e *£ ,f ,
zv-*.f+~* €
flf.c*«-i,
Ar( Z*'*) ~ Z'^-'.f*^-' mod ffl£f~«
equivaut a celle-ci : il existe une couverture C* de E, dont nous nommerons les elements X*"1, un cycle V s ^ X * * " appartenant a la classe Z***, un cycle « -n ,: 2*' 'X*»*"*" ' appartenant a la classe Z*'-''-*-**' et une forme I>* de E, a » (') Stance da vj mti 1946. (') Comptet rendus, 222, 194$, p. i366.
101 coefficients pns dans cX, tels que
l / ' » = y L ' ^ f . ' i l ( X ' « w * ^ ) + V L>- r -'f .'ir(X*^'~-,+':t»), L'*Vit(|X*«:«| ),%,**•
et
L''-«P."7r(|X**+'-*«;P|)^,^-r:8;
dans ces formules *';" represente une classe d'homoiogie a p dimensions de it (|X* r, "|) relative a cX el les L' representent des formes, a coefficients pris dans CX, d'une couverture C de E. a* Soit Z*''* une classe d'homoiogie de E* relatvie a ■&(<&); soit Z*** une classe d'homoiogie de E relative a CX; la condition Z*'-« € * £ ? , , Z*** €£*•«, ^(Z*'•»)~Z'M'*modtf*-l•*"'-, equivaut a la suivante : il existe un cycle 2 * ' , X * * ' ' de la classe Z*'-» et un cycle LA* de la classe If** tels que L»-«=2)L''--«.K,(X*r.«) -+- 2 L.'*-*».ic(X*»*«*), L'*B.fr(|X**:«'-|)~»"". 3. £h parttculier, si Z" et Z** sont des classes d'homoiogie de E et de E* relatives a cX, Z'Z** est une classe d'homoiogie de it Z^Z**€«JJS;
r(Z»Z*»)~Z».ir(Z#»)
m©d«*-'-»«-'.
L'homomorphisme f de «*•• sur * £ , est done r(Z*)r^Z»E**; il en resulte que ££;', est l'ensemble des classes d'homoiogie de it du type Z'E** et que £*-••' est l'ensemble des classes d'homoiogie Z* de E ayant la propriete que voici : on peut recouvrir E* avec un nombre fini d'ensembles fermes Ft tels que & , . n ( F J ) ' v o quel que soit X; quand E* est bicompact, on peut definir &-> • • comme l'ensemble des classes d'homoiogie Z* de E telles que 7/. it ( x ' ) / v o quel que soit le point x* de E*. 4. Les proprietes de Vintersection sont les suivantes : designons par Wr*.V;' le plus petit module contenant les intersections des divers elements de ££ ,f par les divers elements de 9?f\ convenons de poser Sgt = W£x = . . . et Ar(Z*,f) ~ o quand Z*« € *£;*, et r^/> + i ; o n a Ar(Z'-f.Z'-')~A,(Z»-*).Z'.'+( —i)^*Z»-».Ar(Z'')
mod fl£:»-<■•»*•♦~,,
quand Z*» € «f ,f et Z'-' € * * ; r(Z'».Z r ') ~ r(Z»-»).r(Z<-') quand Z ' « € « ^ f , et # ■ * € * £ , .
mod $*~-».f-'-<,
101
Les homomorphismes A, et T daproduitde deux representations se rattachent aux homomorphismes A, et T de ces deux representations par des formules analogues aux precedentes. Les homomorphismes de l'anneau d'homologie d'une representation n que definissent l'intersection de it par un ensemble ou la transformation de n par 1'inverse d'une representation [he. cit. ('), 4], respectent les homomorphismes A, el T. 5. Les proprietes que nous avons enoncees de l'anneau d'homologie d'une representation peuvent servir a l'etude de l'anneau d'homologie d'un espace et a l'etude de la transfopmation de cet anneau par 1'inverse d'une representation. Par exemple supposons que E* soit bicompact et que, quel que soit le point x* de E*, *(**) soit simple (e'est-a-dire ait pour seules classes d'homologie les produits par les elements de & de la classe unite); alors it est un isomorphisme de l'anneau d'homologie de E* relatif a & sur l'anneau d'homologie de E. Supposons que E* soit bicompact et que *(x*) soit connexe quel que soit le point x* de E*; alors it est un isomorphisme du premier module d'homologie de E* dans (e'est-a-dire sur un sous-module de) celui de E. Supposons que it soit la projection d'un espace fibre E sur son espace de base E*, que cet espace de base E* soit simplement connexe et que E, E* et lafibreF soient des multiplicites; alors le (p, ?)MM module d'homologie de it est le g""* module d'homo logie de E* relatif au />•*■• module d'homologie de P et, ct etant suppose un corps, l'application aux homomorphismes Ar et T du theoreme sur le rang d'un quotient de modules fournit le resultat suivant: soient S(t), &*(t) et 9{t) les polynomes de Poincare de E, E* et F; il existe un polynome
males «(Z**^M:s). Les proprietes de l'anneau d'homologie d'une representation permettent egalement de retrouver les theoremes de M. Gysin sur les espaces fibres dont les fibres sont des spheres et le theoreme de M. Samelson sur les groupes bicompacU tranBformant Iransitivement une sphere ('). (') Gisw, Commtntarii Helv.. lfc, 1941, p. 6 1 ; SIMSUOH, Ann. 0/ Math., p. 1000. Depflt legal d'idileur. — IMS. — N- d'ordrt 64. DeptX legal d'imprimeur. — 1946. — N- d'ordre 144,
M , t<)4i,
•Aumiia-viLLtM. im-aimuH-LiuMAiiit on COMFTO aawDua on SEAMM u L'ACAD*MU a o aaawsaa. Parn.— Qui de« Graada-Aofniuaa, SS.
101 727
Propriety de l'anneau d'homologie de la projection d'un espace fibre sur sa base C.R.Acad.Sci.,Paris 223 (1946) 395-397
1. Le polynome de Poincare £(t, t*) d'une representation z.. — Soit it une representation d'un espace bicompact E dans un espace bicompact E*; soit un corps Ct; soient S^'' les modules d'homologie ( 5 ) de TI relatifs a (9L; supposons qu'ils aient des bases finies; designons par p(JTL) le rang d'un cl-module J R ; posons 2(*, t')=\tPt"'f>(
S(t, (,)=^r'('»p(6'''/6''-'^1);
p.i
p.i
a>r(t,t')=
V **-r»p(«£.»/afcj);
l'application aux homomorphismes Ar et T du theorerne sur le rang d'un quotient de modules donne
(2)
*(«,/) = 2 <"P(«"'0)
esl le polynome de Poincare de E relatif a (Si; (3)
6(t, o)=2<»p(£^/s"->.<); p
(*) Seance du 26 aoiit 19^6. (*) Deux Notes anlerieures, doDt nous conservons les notations, definisseot l'anneau d'homologie d'une representation el precisent sa structure (Comptes rendus, 222, 1946, pp. i366 et 1^19).
101 728 nous designons par SP* le p'*m* module d'homologie de E relalif a cX et par Si*-*1 le sous-module de SP" que constituent les classes d'homologie If de E, —i
_
t
—i
telles que Z''. n(x*) ~ o, quel que soil le point x* de E*; si n(&*) est connexe quel que soit x*, on a, &*p representanl le JJ""* module d'homologie de E* relatif a (ft, (4)
5(0,
0=2",P(",(S*'))' p
2. Extension du thioreme de dualite de H. Poincare a la projection it dun espace fibre E sur sa base E*. — Supposons que E et E* soient des multiplicity fermees, connexes, orientables a l-\-m et m dimensions, que la fibre ¥ soit une multiplicite fermee orientable a I dimensions et que (ft soit le corps des rationnels ou le corps des entiers calcules mod. n, n extant premier. Les modules d'homo logie
*(i,0 = «'«,"*(vp); «(i,0 = ^*"*(v £); -™®r(\,±y 3. Cas oil Vanneau d'homologie de rk est le produit direct des anneaux d'homologie de F et de F*. — Ce cas se pr^sente quand, F etant connexe et CX etant un corps, on peut etablir entre l'anneau d'homologie d'une fibre fixe et l'anneau d'homologie de la fibre la plus generate F un isomorphisme qui varie continument avec F, car le (p, q)Um' module d'homologie de n est alors le j " m * module d'homologie de E* relalif au plkm* module d'homologie de F; il en est en particulier ainsi quand E* est simplement connexe ou quand F est une sphere qu'on peut orienter continument. Soient &(t), &(i) et &*(t) les polynomes de Poincare de E, F el E*; soit £„(*)[et 2FE(')] le polynome donl le coefficient de f est le rang du module que constituent les transformees par u des classes d'homologie de E* [ les intersections par F des classes d'homologie de E ] : avec les notations du n° 1 »(t,O=iF(0**(O;
6(t,t) = S(t);
*(o,/) =
tf«(0:
«(«, o) = *,(<);
posons < 0 ( 0 = 2 l' ^r(t, t); le symbole o ^ c X ( f ) exprimera que le developpe(') C'est-a-dire : chacun de ces modules est le groupe des caracteres de l'autre; its sont isomorphes.
729 101 ment de cT(r) suivant les puissances croissantes de t a des coefficients positifs ou nuls; les for mules du n° 1 et les relations ff"0.So'? c S'1*
et
9P,°,£0>* C £*•*
donnent (5) 5 ( 0 = y(o«*(/) — ( n - 0 ^ ( 0 . oiio^fO(0; (6) i ^ « „ ( o ^ 6 * ( 0 ; ««(o^«(/); i^*E(0s^*(0; *i(0^«(0; r (7) *(o-s i(0-£<»(0^[*(<)--'i(0]«*(0; (8) 9i(t)[6'{t)-6M(t)]^t(D{t). D'oii les inegalites suivantes entre &(t), &(t) et &*(t) vv/
,-/fy(D-,1 n-*
v
£(0 5(0^(0 '— i-t-< — n-<
et plus particulierement (io) CO
|i-*[y(0-il|«*(«)^*(0^*(0«*(0; * - < 0 ^ i - / [ »6 (( °0 - i J
M. G. Hirsch m'a signale qu'il a oblenu ( 5 ) par un autre procede. Dans le cas particulicr ou F est une sphere, ( 5 ) et un corollaire de ( n ) furent etablis par M. W . Gysin; le raisonnement de M. Gysin utilise un homomorpbisme qui generalise I'invariant que M. H. Hopf a attache a une representation d'une sphere a 4 * — i dimensions dans une multiplicity a ik dimensions (*); I'inva riant de M. Hopf et l'homomorphisme de M. Gysin peuvent 6tre rattaches a notre homomorphisme A,. (*) H. HOPP, Fund, math., 23, 1935, p. 4*7; p. 11 a, th. 35 et 34.
W..GTSIN,
Comm. math, helv., \k, ig4i)
D t p o t legal d ' e d i t e u r . — 1946. — N« d ' o r d r e 6 4 . D c p 4 t legal d ' i m p r i m e a r . — 1946. — N* d ' o r d r e 144. (UUTEHK-TILUKS, MPBDOTUl-UBllDUl DM OOMRB K5D0J D B S*iKCE5 DI L'ACADiKn D£S SCIXHCS] Puit. — Q u i Am QnadB-Xtttatias, W.
101 730
Determination, dans les cas non exceptionnels, de l'anneau de cohomologie de Pespace homogene quotient d'un groupe de Lie compact par un sous-groupe de meme rang
C.R.Acad.Sci., Paris 228(1949) 1902-1904
Notations. — X est un groupe de Lie compact et connexe; Y est un sousgroupe de X; T est un sous-groupe abelien de Y: TcYcX; X, Y et T ont le m£me rang /. Soit NT le normalisateur de T dans X; si n € NT I'automorphisme t-»- n _ , f/i(<€T) de T et l'application xT -*-xnT(x^X) de Pespace homogene U = X/T sur lui-m£me ne dependent que de /iT : si nous posons *Y=(YnNT)/Tc*x=NT/T,
V = Y / T c U = X/T,
W = X/Y = U/V,
le groupe fini $ x opere sur les espace T et U; son sous-groupe $ T opere en outre sur V et applique identiquement W sur lui-m6me. 3CX, 9CV) ... sont les algebres de cohomologie de X, U, . . . relatives a un m6me corps commutalif, de caracteristique nulle; X ( J ) designe le polynome de Poincare de X. Nous utiliserons les proprietes ( ' ) de T, U, $ x decouvertes par Killing, E. Cartan, H. Weyl, A. Weil, H. Hopf, H. Sameison, E. Stiefel et les invariants topologiques ( ' ) que nous avons attaches aux applications. Tous les groupes envisages, etant des groupes de Lie compacts, sont des produits de (') Voir H. HOPF, Comm. math, helv., 15, ig4a, p. 59-.70. (») Journ. Math, (ft parahre); Comptes rendus, 222, 1946, p. i366, i4ig; 223, 1946, p. 3go, 4 " ; 228, ig49> P- i545, 1784. Ces Notes seronl design^es par ( N t ) . . .(N,). Le n° 1 de (N,) enonce avec la terminologie actuelle les conclusions de (N,) et ( N , ) ; la differentielle A, de (N,) est actuellement notde St. Signalons que dans la formule (8) de (N 3 )
731 101 groupes simples, que nous supposerons appartenir aux quatre grandes classes; pour lever cette restriction il suffirait d'etendre le lemme aux cinq groupes simples eaxeptionnels. LEMME. — a. Les iliments de JCj ayant pour degri i constituent une reprisentation liniaire fidele $ A $ t ; 3tt est Valgebre extericure /\ £ de <$,, c'esUa-dire Vanneau des polynomes ayant pour arguments les iliments de £, la multiplication de ces elements itant anticommutative; soit 3> Vanneau des polynomes ayant pour arguments les iliments de £, la multiplication de ces ilements itant commutative; soit (R.x Vanneau que constituent les iliments de & invariants par $ x (c'esb-a-dire par chaque opiration de tf>x); soit § x Videal de 3, qu'engendrent les iliments de 0t x de degri ^> o : il existe un isomorphisme canonique, doublant le degri, de S/S x sur 9C0; S/S x et 3CV sont des reprisentations de <&x iquivalentes a Valgebre de ce groupe; Valgibre 3CV est engendrie par son uniti et Vensemble de ses ilements de degri 2; cet ensemble sera note *£v. b. 3CU (g) 3C[ a une diffirentielle S a ; son algebre d'homologie est 9CX; 0, applique isomorphiquement 1
1
dt x est engendripar I iliments indipendants de degris m\. Preuve. — Si ce lemme est vrai pour deux groupes X, il est vrai pour leur produit; or il est vrai pour les groupes simples des quatre grandes classes d'apres (N,) et le n° bb de (N»). THEOREME. — a. Vapplication canonique t] de U = X/T sur W = X/Y a —1
—r
pour riciproque un isomorphisme r\ de 3€v dans 9CV; r\&Cw est Vensemble des iliments de 3C„- invariants pay x —1
applique r\3tsy sur <Jl1'Sxl'Sxc^. JLr/(0tY n 2>x). La caractcristique d'Euler de W est ( ' ) Vindice de X. b. Si Y est connexe, on a, conformiment a une hypothese de G. Hirsch, virifiie par J.-L. Koszul quand W est symetrique : 1
W
*' )= Il7=H=i; ; x=i
1
X(»)=JJ (1+ !•«»-•); \=t
1
Y(i)=JJ (1+ !«»-'). x=i
c. Soit Z la composante de Y contenant Vunite; le groupe fondamental de W est Y/Z~$r/Z; ce groupe opere sur X/Z, qui est le revitement simplement connexe de W ; ce groupe opere sur 3tz/1 comme $ T /$ Z opere sur Vensemble des iliments de Xv invariants par 4»z. Preuve, quand Y est connexe. — L'isomorphisme que deSnit 8S de 5 sur £y (') H. HOPP et H. SiMBLSOM, Comm. math, he Iv., 13, ig4o, p. a4o.
101 732 (lemme b) s'oblient en composant celui de £ sur £„ et rhoraomorphisme de d£„dans Sty nomme section par V ; cette section est done un isomorphisme de %j sur $y et, puisque £ r engendre 9CV, un homomorphisme de 3CV sur 3€v. Or W est simplemenl connexe; done, d'apres les formules ( 5 ) , ( 7 ) , ( 8 ) de ( N , ) : 1'application canonique de U sur W = U/V a pour reciproque un isomor phisme de 9CW dans
obtient l'espace W ; done 0 est un isomorphisme de 3CW sur l'ensemble des ele-1
-1-1
merits de Xx/Z invariants par Y/Z. II en resulte que r\= £8 est un isomor—i
phisme de <7€w sur l'ensemble des elements de £ 3tw invariants par <&v/$z; c e t ensemble est celui des elements de Xc invariants par $ r . COROLLAIRE 1. — Soient Y et Z deux sous-groupes de X ayant me"me rang que X et tels que Z C Y C X : X/Z a pour fibre Y/Z et pour base X/Y. Vapplication de X/Z sur X/Y a pour reciproque un isomorphisme de 3CX/Y dans &CX/l. Supposons Y connexe: Vapplication topologique de YjZ dans X/Z a pour reciproque un homomorphisme de St^ sur 9CT/l; St^ et X^^Stj^sontdesmodulesisomorphes, mais non des algebres isomorphes : si Z est abelien, 0C X/Z et#6 r/Z sontengendres par des elements de degre 2; 3CVY ne Test pas. » COROLLAIRE 2. — a. 2tw ne depend que de X et YfiN T . On obtient done Tensemble 5 ( X ) des algebres dc cohomologie des espaccs homogenes quotients de X par un sous-groupe Y de mime rang en choisissant pour Y tous les sousgroupes de NT contenant T. b. Les elements de 9t0 invariants par un sous-groupe de $ x constituent un anneau; lensemble de ces anneaux est 6 ( X ) . c. 6 ( X , X X , ) est Vensemble desproduits tensoriels des elements de &(X, )par ceux de &(XS).
oiuisnB-TiLLui mranaom-unAin DB ooiras an>in DB ttisoa D» viototna on Paik. — Qul d a Gmad*-Anf
733
Prolongement de la transformation de Laplace International Congress of Mathematicans, Stockholm 1962, pp. 360-367 La primitive J(x,y) d'ordre n — 1, s'annulant n — 1 fois en y, d'une fonction F(x) de la variable x est donn^e par la formule de Cauchy :
/(x
CT(x-t\n'2
'H,VV(0*-
Introduiaons dans cette formule les fonctions lin£aires de x Introduiaons dans cette formule les fonctions lineaires de x notons / la fonction homogene de degre' — n notons / la fonction homogene de degre' — n
et h un arc joignant les ensembles de points £ d'Equations respectives y*: £-y = 0,
il vient
x * : £ - x = 0;
/(*, y) = Jjt^LJ^,
„•({,.
Nous allons eiudier l'integrale analogue en un nombre quelconque de variables; nous obtiendrons ainsi un prolongement C de la transformation de Laplace, qui pennet de construire la solution el^mentaire d'operateurs differentiels. 1. La fonction C[f]. — Soit Y une multiplicity analytique complexe, de dimension complexe dimcT=i; ses points sont notes y. Soient ~L{x,y) un SOUB-varied analytique d e Y , de codimension 1, d'^quation reelle, dependant liniairement de x et holomorphiquement de y; x est un point d'un espace affine reel X, ayant meme dimension que *P : dim X=l; y est un point d'un domaine Y de X. Pour £crire liquation de 2 , notons (xv...,x,) les coordonnees dexSX et
101 PROLONGEMBNT DE LA TKANSFORMATION DE LAPLACE
361
une fonetion lineaire, numerique complexe, sur X; £ est done un vecteur d'un espace vectoriel complexe 3 ; dime S = J + l. Notons $* l'image de f + 0 dans l'espace projectif 3 * = (3~0)/A quotient de S - 0 par le groupe A de ses homotheties; autrement dit : f * est l'hvperplan de X d'equation f -x=0. L'equation locale de 2 ( x , t/) est done t(x,y):
£(?,y)-x = 0,
£(T>y) ^tant une application holomorphe d'un domaine de *F x Y dans E; deux choix different^ de f(^,y) sont proportionnels; nous supposerons que
ces divers £(f,y) definissent done une application holomorphe de *F x Y tout entier : *•(?,?):* x7-*E*; nous la nommerons projection; elle projette Z(x,y) (et ~L{y,y)) dans les hyperplans x* (et y*) de S * d'equations : x*:f-x=0,
y * : | - y = 0.
Nous notons K(y) l'ensemble des points x de Y tels que 2(x,y) ait une singularity. Nous notons <w*(f) la forme differentielle exte>ieure w*(l) = 2 J - o ( - l ) ^ d | 0 A . . . A # , . , A d f m A ...Aift; son produit par une fonetion de f, homogene de degr6 — I — 1, est eVidemment une forme differentielle de f*. Soit /(f,y) une fonetion numerique complexe, homogene en £, de degre — n (n : entier >0, < 0 ou=0), analytique en (?,y), en general multiforme et definie seulement sur une partie de 3 x Y. Nous dirons que la projection f *(y) uniformise la fonetion /(£,y) (ou la forme /(f,y)to*(f)) quand
fW,y),y)
(ou /(«?,*)»*(«*,*)))
est une fonetion (ou forme) de (9?,y) holomorphe sur le domaine de T x y ou £(#.y) est holomorphe et non nul; si n = 0 (ou=I + l), cette fonetion (ou forme) depend de f *(^,y) et /(£,y) sans dependre du choix de £{f,y), qu'on fait au voisinage de chaque point. Supposons que 2(y,y) contienne une sous-multiplicity E, de , F, ind^pen-
101 362
J. LERAY
dante de y; supposons £(x,y) et E, en position generale pourx 4=y. Supposons donnee si n { une classe d'homologie A(*F, E U Ej> de dimension 2 et notons alors A(£, £j) son bord dans £ : dhCV,Z,V±1) = h{±,±i).
(1>
Supposons que ces classes dependent continument(') de (x,y). Difinissona la fonction £[/] de (x,y), l'integrale: C[/] =
pour y € F et x£Y — K(y), par
? 2 ^ 4 ( * - - - i f ' T '^/(f.y) «>*(£) *»>*. (ZTW)
(2D
- i J h ( y . E U E , ) ( » ~ * _ !)"
<9«V-»
9
- - —r>t.^\i+'-»
s i n < t,
(2.2)
ou £* = {*(?>, y); on suppose /a>* uniformise' par cette projection, la seconde integrate porte sur une classe-residu (voir : [7], III). La formule (2.1) generalise (1) puisque les projections de E (et £j) sont dans x*[et dans y*]. Cette fonction C[f] de (x, y) sera notee parfois £[/](*, y). Voici ses proprUtis : Pour x et yEY, x$K(y), C[/] est une fonction holomorphe de (x,y). Si les C|(y) sont des fonctions holomorphes de y et si une meme pro jection uniformise les /ICD*, alors 2c«(y)C[/<] = C[2c/,].
(3)
Quand /w* est uniformis£, alors £c[f)
= C[t,f]; [n - 1 - 1 - 1 > , ^ - ] C[/] = a f . / l -
(*)
Quand / est uniformise^ alors
On a
MM- -£[|J. «/l=-c[|J
(5,
Ct/(0f,y)](*.y) = « ' - B a / ( f . y ) ] ( ^ , y ) ,
(7)
(') Quand (x,y) vsrie suffieamment peu, elles contiennent un cycle variant continument.
101 PROLONGEMENT DE LA TRANSFORMATION DE LAPLACE
363
T designant l'homothdtie de centre y, de rapport t :
T :x^y + t{x-y) et 0 la transformation, operant sur S et S* :
e : f = ({„{ I ,...,ft)-^W-y-f 1 y 1 -...-ftyi,f 1 ,...,ft), qui v^rifie
0 f • Tx = <£ • x.
Voici deux consequences eVidentes de ces propriety : Si (f •y) p+1 /(f) « * uniformise" et si /(f) est independant de f0, alors
ne depend que de x — y et est homogene en x — y de degre* n —/. Si 7(f) est un polynome, alors la fonction C[f] est nulle; cependant la distribution C[f], que nous allons d&inir, ne le sera pas : elle aura pour support x = y. 2. La distribution C[f] pour x 4= y. — Faisons maintenant les hypotheses suivantes : yZK(y) ; pour x£K(y) — y, E(x, y) a un seul point singulier, o{x, y) ; a appartient a une partie compact© de T; a $ 2 , ; a est un point double quadratique de 2 , o'est-a-dire, en notant Hess le Hessien : $($, y) • x = 0, ^ r ^ • x = 0, Hessj [f(£, y) • x] * 0 pour £ - o(x, y). Ces hypotheses ont les consequences suivantes : K(y) — y est une sousmultiplicity de Y, enveloppe des hyperplans de Y d'equation £(
^0ife - -"Mogifc 1
^Jb"" -"
2
(I pair > 2n),
(Jpair<2n),
(Hmpair),
ou Hi = //i(x, y) est holomorphe; la restriction de H0 a K se calcule sans quadrature. L'etude de cette partie singuliere d£finit sans ambiguity sur X — y une distribution de x, fonction de y, £[/]; sa restriction a X — Jf(y) est la fonction C[/]; cette distribution C[f] possede les proprtetes quYnonce le n° 1. 3. Le conoide K(y). — Comple'tons l'hypothese que 2 (y, y) contient une sous-multiplicite* 2 ! de W. Notons T l'ensemble des points singuliers de
101 364
J. LERAY
S (y, y) appartenant a Sjj nous le supposerons non videf1) et + Z t ; faisons alors lea hypotheses lea plus simples possibles : 1° 2 , est Vespace projectif compkxe, de dimc : l—l; 2° 2 , n E (x, y) est un hyperplan de Sj, arbitraire quand x d^crit un voisinage de y; par contre T n'est pas un hyperplan; 3° T est un voisinage de 2 j dans un espace fibri 4> ayant 2 t pour section et la droite complexe pour fibre. D'apres H. Grauert, son article [4] prouve, vu 1° et 2°, que 3" equivaut a 3<>bi8 Sj est exceptionnelle dans x¥; c'est-a-dire : remplacer £ , par un point, en conservant la structure analytique de *F — 2J„ transforme , F en un espace analytique. Voici les consequences de ces hypotheses : D'apres la theorie des espaces fibres analytiques, on a 6 = (0 est le sous-e8pace : IJ, = ... = JJ( = 0 de ; A est le groupe de transformations a un parametre A : X :
£*(
est induite par une application commutant avec X : S{
ou
Y/A = Y ; f (jlp, y) = Af (p, y).
Les Equations de S, et 2 (z, y) fl E | sont
E1:T = 0 ;
tfay)!)^:
T = J ^ I - yx) + ... +t]i(x,-yt) = 0.
f *($, y) projette homeomorphiquement £ , sur y* : on peut faire en sorte que si »h>...,»?,), alors Kqp,y) = q = (»;0,r)v ...,1],) verifiant T}-y = 0. Le determinant fonctionnel ■D(fo(y>y). ••-.fi(y,y)) ^>(T,I?„...,J?|)
T-0
=0(>?>y)
est un polynome en rj1 r/,, homogene de degr6 TO; on nomme g : polynome de la projection £*{$>, y); liquation de T est done : f:T
= g{V,y) = 0;
done m > 1 (ce qui permet de voir que 1°, 2" et 3° impliquent 3 bis). La projection de T sur y* est la vari^te alg£brique : (') Afin de pouvoir deiinir des classes d'homologie non nulles.
101 PROLONGEMENT DE LA TRANSFORMATION DE LAPLACE
9* ■ yy=g{v>y) Nous supposerons
Hess g(r), y) + 0
365
= °-
surf1) Re g*.
Alors : K(y) est un conoide de sommet y; sea plans tangents 77* en son point conique y sont les t)*€Reg*. Le support des singularity de /(f, y) determine K(y), a l'exception de celles de ses nappes correspondant aux nappes de Be g* sur lesquelles f(£,y) est holomorphe. 4. Choix(*) de h(*¥, 2 U 2X).—Supposons la projection i*(y1, c'est celle de 2 Re y*, muni d'une orientation qui change sur x* (1 y*, d£tourn£(') de g*; si I est pair et x1 >yu c'est celle du cobord(4) de Re g*, muni d'une orienta tion qui change sur g* n x*. On constate que et on d&init
h(y*—g*,x*)=0
pour x1=y1
(8)
h(y*—g*,x*)=0
poura; 1
(9)
Note 4. Si I est impair on peut ne pas supposer la projection hyperbolique; on n'aura plus ni (8), ni (9); on choisira toujours h(y*-g*,x*) classe de 2 Re y* ddtourn£ de g*; ce qui suit vaudra a condition de remplacer J par J au second membre de (2). L'homeomorphisme de y* et 2 j transforme h(y* — g*,x*) en une classe AfZi — r , 2); rappelons que 2,[ D 2 ne depend que de la direction de x — y. On peut alors delinir A(2, Ej) par la condition de dependre continument de {x, y) pour x 4= y et d'etre voisin(*) de A(2, —T, 2) quand x tend vers y, le long d'un segment non tangent a K(y). On delinit enfin A(*F, 2 U 2,) par la condition (1). Ce choix a les consequences suivantes : C[f]~0 pour x1
101 366
J. LERAY
II existe alors unc distribution £[/] de z£ Y, fonction de y € Y et possedant toutes les propriety £nonc6es ci-dessus : vu (4) on la dcfinit par la formule
C[/] = fc(£)c[/(l,>/)/6(|)], oil 6 eat hyperbolique de degr£ > 1 + (i/2) - n, £[//6] est une fonction et b £[//&] est une distribution ind^pendante du choix de b. C[f\=0 implique / = 0 ; £[1] est deiini et vaut £[1] = d{x-y)
(d : mesure de Dirac);
(10)
plus generalement, quand /(|) est une fonction rationnelU homogene de (li.--.li) 4 d^nominatueur hyperbolique, £[/] eat l'expression de sa trans formed de Laplace classique qu'ont donnee Herglotz [5] et Petrowsky [8]. Note. Rappelons que Gel'fand, Shapiro, Shilov [3], Garding [2] ontricemraent etudie les transformers de Fourier des fonctions homogenes. 6. La solution (tementaire E(x,y) d'un operateur differentiel a (y, d/dy), lineaire, d'ordre m et hyperbolique si / est pair est
.a condition que U{£,y)
E(x,y) = C[U(t,y)]
(11)
o l y , —I tf(|,y)= 1,
(12)
et ses de>ivees en y
d'ordres
<m
soient
(13)
rationnellement uniformisables. Or (13) implique que : U(Z>y) s'annule m fois pour | - y = 0; (14) et la solution du probleme de Cauchy (12), (14) possede la propri^te" (13); voir [7] II. La formule (11), ainsi obtenue, permet d'analyser les singularity de E(x,y) et aussi de calculer explicitement E(x,y) dans le cas suivant : les coefficients de a d'ordres m, m — \ et <m — 1 sont repectivement lineaires, constants et mils [7]. F. John [6] a, dans le cas elliptique, deja employe (11) (I impair) et pu traiter le cas : I pair. 7. Un prolongement de la convolution par une transformie de Laplace, analogue au prolongement £ de la transformation de Laplace, permet de resoudre de meme le probleme de Cauchy a donnees analytiques; voir [7] V; il se trouve, en partie, chez Fantappie [1]. BIBLIOGRAPHIE {1].
L., L'indicatrice proiettiva dei funzionali lineari e i prodotti funzionali proiettivi. Annali Mat. ser. IV, 13 (1943). Second Colloque sur lee Equations aux Dirivies Partielles (Bruxelles, 1954), 96-128. La theorie des Equations aux de>ivees partielles. Colloque C.N.R.S. (Nancy, 1956), 47-62.
FANTAPPIA,
101 PROLONOEMENT DE LA TRANSFORMATION DE LAPLACE
367
[2]. QABDINO, L., Transformation de Fourier des distributions homogenes. Bull. Soc. Math. France, 89 (1961). [3]. GBL'FAND, I. M.
Thiorie des Distributions Dunod. 1981.
[4]. GRAUERT, H., tfber Modifikationen und exceptionelle analytische Mengen. Moth. Ann., 146, (1962), 331-368. [5]. HBRGLOTZ, G., t)ber die Integration linearer, partieller Differentialgleiohungen mit konstanten Koeffizienten. Ber. Verh. Sachs. Akad. Wist. Leipzig, Math, phys., 78 (1926), 92-126 et 287-318; 80 (1928), 68-114. [6]. JOHN, F., The fundamental solution of linear elliptic differential equations with analytic coefficients. Comm. Pure Appl. Math., 3 (1960), 213-304. [7]. LERAY, J., Probleme de Cauchy. I. Bull. Soc. math. France, 85 (1967), 389-429; II. ibid., 86 (1958), 75-96; III. ibid., 87 (1959), 81-180; IV. ibid., 90 (1962), 39-156; V. C.R. Acad. Sc. Paris, 242 (1956), 953-959; VI. Cahiers de physique, 133 (1961), 373-381. [8]. PETROWSKY, I., On the diffusion of waves and the lacunas for hyperbolio equations. Mat. Sb. (Recueil math.), 17 (1945), 289-370.
101 741
ANALYSE MATHEMATIQUE. — La theorie des residiis sur une varidte analytique complexe. Note de M. JEAN LERAT. II. Poincare a defini la forme-r&idu d'une forme differentielle fermee, ayant une singularite polaire d'ordre i sur une sous-variete S. Dans 1'anneau des formes regulieres hors de S, holomorphes ou non, nulies sur S' de toute forme fermee o est cohomologue a des formes ayant sur S des singularit.es polaires d'ordre i ; leurs r6sidus constituent une classe de cohomologie de S rel. S : c'est la clnsse-risidu de o.
1. NOTATIONS. — X est une variete analytique complexe, de dimension complexe/; S 4 ,..., Sm, S',,..., S*, S"ensont dessous-varietesanalytiques com plexes, regulieres, de codimension i, en position generate S = S,n...nS.;
S^S'.U.-.USM-
S, a, pres de ye S,, une equation locale S, : s,(x,y) = o, Sj(x,y) etant une fonction de x, definie et holomorphe pres de j ; grdxS;^o. Une forme differentielle riguliere sur X sera une forme exterieure o(x) des differentielles des parties reelles et imaginaires des coordonnees de i € X ; ses coefficients seront des fonctions numeriques complexes, indefiniment derivables, de x. On dit o{x) fermie quandrfo = o. On dit que ? ( ^ ) , reguliere sur X — S,, a une singularite polaire d'ordre/) sur Si quand st(x, yy• 25.) Reprinted from C. R. Acad. Sci. Paris, Vol. 247 (1958) pp. 2253-2257.
101 742 2254
ACADEMIE DES SCIENCES.
2. FORME-RESIDU. — (m = i : S = S,). Soit o(x) une forme fermie de X— S ayant sur S une singularity polaire cTordre i. Alors en chaque point v€S existent des formes <\> et 6 telles que ?(;c) ~
ds (cc v)
c/ , ' , , / A '-H*. J ) -+■
pour rf/ = o;
la restriction de ^ ( ^ j ) a S ne depend que de o et S : c'est une forme formic de S [Poincare (*), de Rham (*)]; notons-la • r©i = res L J '
*° -ras
Si 9 = 0 surS', alors res [ ? ] = 0 sur S'. Si (x) = [f(x,y)/s(x,y)]dxt/\ . . . /\dxh f(x,y) etant une fonction de x reguliere pres de y, alors ^ r . i - A ' A
• • • A d.rt _
.rfj.A dx- f\ ...
A d.rt __
3. FORMLLE DC RESIDI'. — (m = i ) . Notons H C (S, S') le groupe d'homologie, a supports compacts el a coefficients entiers, de S relativement a S'. Soit y un cycle compact de S rel. S'. On peut construire un cycle oy de X — S rel. S', fibre par des circonferences enlacant une fois S, la base de cette fibration elant y, un point de oy et sa projection sur y appartenant a S' simultanement. § induit un homomorphisme 0:
HC(S, S ' ) - > H , : ( X - S , S')
qui sera nomme cobord; en effet, si S' est vide, H C (S, S') = H r (S), HC(X —S) et 0 s'identifient aux anneaux de cohomologie de S, de X — S et a l'homomorphisme cobord de la cohomologie a supports compacts ( ' ) . On a laformule du risidu, oil /i(S, S ' ) € H C (S, S'), dim h = d°o — 1 : I
o = ir.i I
■^oA(S.S')
res[o].
/ -AlS.S') /'{S, S')
0 appartient a un triplet exact d'homomorphismes [si S' est vide, H C (X,S')
dimr = — 2 ;
\.
1 H ( S , S ' ) 4,\ H C
C ( X -- S , S ' )
dim 3:
voir(')]:
dimi = o
101 743 SEANCE DU 22 DECEMBRE IO,58.
2255
t est induit par I'application identique de X — S dans X; ft est induit par l'intersection par S. S_1A(X— S, S') est l'ensemble des classes d'homologie A(S, S') des inter sections par S des chalnes de X dont le bord est dans h(X— S, S') : on peut done enoncer la formule du residu corame l'ont fait Poincare et de Rham. 4. DEFINITION DE LA CLASSE-RESIDC. — (m = i). Nommons forme de (X, S') toute forme differentielle riguliere deX, nulle sur S'. L'anneau de cohomologie H*(X, S') des formes de (X, S'), est l'anneau de cohomologie, a coefficients numeriques complexes et a supports arbitraires, de X relativement a S'. THEOREMS. — Soit ] = R e s [ A * ( X - S , S')],
fi* etant la classe de o. Evidemment ris [ 9 ] e R£s [ 9 ]
Jl
si res [ o ] existe;
o = 27u'/
SA(S, S-)
Res[o].
J/H&, S'l
Note. — Ce theoreme serait faux si l'on remplacait l'anneau des formes regulieres par celui des formes holomorphes. Note. — Si / = i, nous nommons done Res[/(a;)
C h'= fo'h'; Son exactitude permet de construire -*, puis o* par des operations de calcul differentiel. fividemment : 8*= 2~iRes. 5. PROPRIETIES DE LA CLASSE-RESIDU. — (m = i). H*(X — S, S')etH*(S, S') sont des algebres sur H*(X) et Res est un homomorphisme d'algebre : R e s [ / i * ( X - S , S')./i'(X)] = R e s [ / t » ( X - S ,
S')].h'(\).
Notons/J*, i*, d* le triplet exact de la cohomologie relative : p* est induit par I'application identique de l'anneau des formes de (X — S, S"uS') ou de (S, S"uS') dans celui de (X—S, S') ou (S, S'); i* est induit par la restriction
101 744 2256
ACADEMIE DES SCIENCES.
a S"; d* est le cobord. Dans le diagramme ->H*(S, S')
II*(X —S, S')
/
/
/
f
,;n*(X-s, s'uS')^H*(S, s'uS') \
II'(S'-SnS", S')
—>.H*(SnS", S')
on a les regies de commutation : R6s/>*=/>*Res,
Resi*=t*Res,
Resd' =—d' Res.
G. RESIDUS COMPOSES. — ( ^ ^ i)- En composant les homomorphismes H,(S, S ' ) . . . 4- HC(S, n . . . n S , - S,+1u . . . uS„„ S') 4-
H a X - S . u . - . u S , , . , S')
H * ( X - S , u . . . u S „ „ S') . . . ^ H * ( S , n . . . n S ; - S / + 1 u . . . u S , „ , S ' ) " '
H*(S, S')
on definit le cobord compose 3'" et le residu compose Res'" : 6"' : H e (S, S ' ) - > H c ( X - S , u . . . u S , „ , S'); Res"' : H * ( X - S , U . . . u S „ „ S')-*H"(S, S'); /
o = (2-.i)"1 f Res'"[cp];
on peut aussi definir res'". Ces compositions de o, Res et res sont associatives et anticommutatives : permuter deux des S, les change de signe. 7. CAS ou S l f . . . , S m ONT DES EQUATIONS GLOBALES. — Supposons que chaque S, possede une equation globale pres de S : S/: s,(.v) = o
[si(&) holomorphe pres de S].
Soil ?(x) une forme reguliere sur X, telle que d(f — o,
(/s,A(j = o,
...,
dsm A o = o.
Alors Res'"(j7 ; '... s~?o) est defini quels que soient les entiers positifs/>, . . . , q et peut s'obtenir p a r la construction (*) de Gelfand et Silov(l) que voici : il cxiste des formes ra, tn,-, 0,7, . . . (i,j=l, . . . , m) telles que ? — ds, A • • • A dsm A c , dss = dst A Wi -I-... -+- dsm A ro,„, dss,...j=dsi A BH.../1-H. •• + <&». A GT,.../„,;
de quclque facon qu'on choisisse ces formes, on a sur S :
•'■■■•'■^'■■■'^-[^ffrW)]-
101 745 SEANCE DU 22 DECEMBRE IO,58.
2267
8. NOTATION DIFFERENTIELLE DU RESIOU. — La construction qui precede suggere la notation suivante, que nous utiliserons ulterieurement: Soit (x>(x, y) une forme de x, definie et rigidiere pres de chaque point y de S, nulle sur S', telle que la forme &)(#, j )
?(*>-
i\*'{x,y)...sZHa:,y)
soit independante de y et fermee; Res'"[o] est definie; c'est une classe de cohomologie de (S, S'); nous la noterons comme suit: dn~+i\<*{x, y)] dsy(x, yy+P A . . . A dsm(x,
yy+i
-p\
"{*,y)
fliws-r
i-
Si/> = . . , = q = o, res"'[
<->(*, y) iz„J = res' fr...f\dsm(x,y) s \_si(x,y)
»(*,y) ... s„,(x,
]. y)]
(') GELFAND et §ILOV, Les fonctions giniralisies et leurs operations, I, 1958, chap. Ill, § l , n ° 5 , p. 261. (*) S. LEFSCHBTZ, Algebraic Topology, 194a. (3) J. LBRAY, / . Math, pures et appl., 24, 1945, chap. IV, § 1, p. 170; Comm. Math. Helv., 20, 19^7, p- 177. (') H. POINCARE, Ada Mathematica, 9, 1886, p. 3ai-38o. (*) G. DE RHAM, Enseignement mathematique, 35, ig36, p. ai3-2a8. (•) G. DE RHAM, Comm. Math. Helv., 28, 1964, p. 346-35a. (') G. DE RHAM, Variite's diffirentiables, 1905. ( 8 ) J'avais nioi-mSme utilise cette construction, Congres math, canadien, ig55 (Notes mimeographiees).
746 101
ANALYSE MATHEMATIQUE. — Le calcul differentiel et inligral sur une variiti analytique complexe. Note (*) de M. JEAN LEBAV. Nous enoiicons les propriitis des classes de cohomologie anlerieurement notees dP+-:+'[u)fds\+r/\...,\ds),r\^.). Nous notons # " - • •-'•[Bj]/^f . . . dsrm |(S,S., certaines d'entre elles, qui ont les propriitis formelles des dirivees partielles des fonctions. Nous d^terminons certaines autres par laformule de Cauchy-Fantappie. Enfin nous les employons a l'etude des integrates, fonctions d'un parametre.
Nous conservons les notations et definitions d'une Note anterieure ( a ) . 1. LES PROPRIETY DE d<~ +r[b>~\lds\+p/\.../\dsy/\.. ./\dsl*r |iSiS., resultent immediatement de cette Note : ce symbole est deflni quand u(x, y) est une forme diffe>entielle de x, reguliere pres de j € S et que w(x, r) Sj{x, y)^i...
?(*) = s (x,r)'+i'... l
s„Ax, r ) 1
est une forme de x, deflnie au voisinage de S, ferniec, nuUe sur S', independante de y; ce symbole represente une classe de cohomologie, a supports arbitraires, a coefflcients numeriques complexes, de S rel. S'5 cette classe ne depend que de
|S,S')
fJ _p\ —
•!
■ ■. . 1 ■ "
d?+-"*\s \o,
P ! . . . R ! dsf
= r! R«5s
.n—r.
■ •••■»,„
A • • • A ds
d?+-.+q
/
.S.S')
c :s,n...ns._,-s m ,S')
:S,S-|
Si ty(x) est une forme ferm£e reguliere sur X et si h*(X) est sa classe de cohomologie, alors <#~
•'•[" A
d>»-
P
M
Reprinted from C. R. Acad. Sci. Paris, Vol. 248 (1959), pp. 22-28.
.h'(X). S,S')
101 747 SfiANCE DU 5 JANVIER 1959.
23
Soit p*, i*, d* le triplet exact de la cohomologie relative [(*), n* 5J; H*(S, S') \ \
H*(SnS',s')-£ir(S, S'uS') on a
-[»] df*- '[co] ds\-"f\---Ads',;, iS,S') d^ ^ r [co] _ ; dsf A.../\ds)r , s , s ., A',^A • • • A<&)T nm-.») « # " ■ •
di"
( 0 <>' ds>;A...Ads,
: lSf>S-,8')
= ( - ' ) ds'+"A...Ads<„
..sm ds dsm "1 —-(rfra — /»-—t A w — •-- — >• —Am) •••" *1 *m J(!S.S-US')
si ra(:r, j ) est une forme de x, reguliere pres de y^S et si uj(x,y)/s l (x, y)p. . . sm(x, y}r est une forme independante de y , fermie sur S", n«//e jur S'. Enfin, s i / e s t une application d'une autre variete analytique complexe X* dans X et s i / * est l'application r^ciproque, qui transforme varieles, formes et classes de cohomologie de X en varietes, formes et classes de X*, on a dr+--+r[w] | "I ^■■■■"•[/'M] ,+ rf(Jr*.) "A.--Arf(/"^)M /•S./'S', J Ids'f si les/*S„ /*Sy sont regulieres, en position generale.
J=
r\—
2. CAS OU LES SJ ONT DES EQUATIONS GLOBALES. — Limitons-nousaux definitions
el aux formules les plus simples, dont l'interet est de relier les definitions pre cedents au calcul differentiel classique. Casm= i.— Soitrat(a?) une forme reguliere surX, telleque<&(;r)/\rfGj(:r)=o; definissons _ d*[d* A B ] _dr-i[dro) i+ dsf C M - ) is,s<) ds? IS.8-) ds " l'egalite des deux derniers termes resultant de la relation p ! *-'-* d s / \ B ~ ( / > - i ) ! t~r dm. Cas in ^> i. — Soit tn(a?) une forme reguliere sur X, telle que W
ds,(x) A ••• A ds,„(x) A dm(x) = o;
definissons de meme, quels que soient/?, . . . , r ^ o , la classede cohomologie, de degrerf°(ra) : dr+ 1 » ] <*»?... ds-m
_dr+---+r[ds,/\ ... AdsnArs] .8,8') ds'r? A ■■■ A dsX r
cette classe n e c h a n g e p a s q u a n d o n p e r m u t e dsft, . . . ds m.
(S.S-)
101 748 24
ACADEMIE DES SCIENCES.
Les propriite's de ces classes de cohomologie resultent aisement de la construe* tion de Gelfand et Silov. Si cr(a?) et K(X) v^rifient (2), on a la formule de Leibnitz : <M • • • ^*5,
-
Zd mm*
l(S.S)
dp-^-t- -^"-'[TT] ,8.8., d*r^-d»5r
R! #"-• ■[*] rl(R-r)! *f . . . <
p\(P-P)i
iS.S-J
On a la formule du cha'ngement de variables : soient ' l ( * l > ■ • • > *m)i
• • •»
f m ( ' i i • • • i */n)
/n fonctions analytiques, telles que D(/)
^ 0
D(«)
pour
2
&?•■•** (S,;s-)
5( = r
CP
^ • ■ > ]
0
i.S'l
+R
les nombres complexes GJ;/.V,R ne dependant que de Failure des fonc tions */(*i, . . •, sm) pour j y = o : ce sont les coefficients de la formule analogue du calcul differentiel classique. En effet : Cos ou ts(x) est de degri nul et S' vide. — L'hypothese (2) signifie que a(a?) = F[f t (a;), . . . , fm(a?)]; on voit aisement que dr+-+r[tn]\
ds?...ds£[a)
est le produit du nombre
>[*„
d"*
ds?...
ds'm
par la classe de cohomologie unite de S. 3. LA FORMULE DE CAUCHY-FANTAPPIE ( ' ) permet de calculer quelques residus. Notons : X un domaine convexe d'un espace affin complexe de dimension /; S l'espace vectoriel de ses fonctions lineaires, numeriques complexes; S* 1'espace de ses varietes planes de codimension 1 : S* est un espace project if complexe de dimension /, image de E. La valeur de $ e S en xeX est notee £.x = Z, + lzixi-t-...-\-l-iXi,(xi, . . . , x t ) etant les coordonnes de x, (£0, •••>£*) celles de $. Sur S*, pres de £*, image de $ = ($„, . . . , ;,), si £,7^0, on utilise les coordonnees locales ($o/5/> • • • > £//£')• Notons w(x) = «te, A - - - A
dxt,
1
» * « ) = 2 ( - l ) * B l d ^ A--- A <£.*-. A <£*-< A • • • A <£.t\ k=t
pmsque I1:1 «*(&/&) A - • • A«*(&/5.) = »*(5)» * ( S X ( 0 e s t u n e f o r m e ^ff6" rentielle de E* si # est homogene de degre —/ — 1. Donnons-nous un
101 749 SEANCE DU 5 JANVIER 1959.
25
point j g X ; considerons la variele plane P et la quadrique Q de S* x X que decrit le point (£*, x) de (S* x X ) quand
Quand £* decrit la variete" plane y* de 3 * d'equation
munie de son orientation naturelle, alors ($*, y) decrit un cycle compact de P n Q ; nous noterons sa classe d'homologie ( — i ) l { ' - i ) / 3 h ( P f \ Q ) ; c'est une base du sous-groupe de H c ( P f i Q ) de dimension il — 2. Soit enfin f(x) une fonction holomorphe sur X; la formule de Cauchy-Fantappie et la formule du residu donnent ( )
( 2 7 t ')'- 1 J / l l P n Q )
d(i.x)f\[d^.r)]'
'
la classe de cohomologie figurant sous le signe / est done (2ni)t~i-f(y)
fois la
classe de base. Soient p et d les deux homomorphismes, appartenant a deux triplets diflerents d'homologie relative p:
H c ( P n Q ) ^ - H c ( P n Q , Sj;
d:
HC(P, QuS) -► H,(PnQ, S>;
d e ( i ) e t ( 3 ) resulte que, s'il existe A(P, Q u S ) e H < ; ( P , Q u S ) tel quc dh(Y>, Q n S ) = / > / i ( P n Q ) ; alors
4. DERIVATION D'UNE INTEGRALE, FONCTION D'LN PARAMETRE. — Reprenons les nota tions de ( J ) , en supposant que m = \ et que S = S t depende d'un parametre * € T , dont S' et to ne dependent pas. Limitons-nous ici au cas oil S appartient a une serie liniaire de sous-varietes : son equation locale s(x, y, t) = o est lineaire en t; nous supposerons s(x, y, t)/s(x, y, t') independant d e / . Soit w(x, y) une forme reguliere de x&X, nulle sur S', telle que w(x,y)s(x, y, i)~i soit une forme fermee de a ; € X — S, independante de j ; i ^ ' r f j / \ w est done, pour dy = dt = o, independante de t, si q^o\ nous supposons cela encore vrai pour q = o. Soient h(X, S U S') et A(S, S') des classes d'homologie a supports compacts, de (X, S U S') et ( S , S') variant continument avec t; dim(X, SuS') =
rf»(u);
d : H^X, SuS') ->H C (S, S');
dimA(S, S') = cf>(u)— i.
750 101
26
ACADEMIE DES SCIENCES.
Soit P un polynome homogene de degre p. On a les formules de derivation,
p
I
si
(-''>(L/_V)V
/'^-'/;
rf^/-lfP(_.,,)wl J.,h «A|X, SUS-.
<"
L-i
'(£)JL^=JL
-—i-
si o < a.
5. RAMIFICATION D'INE INTEGRALE, FOXCTION D'LN PARAMETRE. — Les points / tels que S ait un point singulier constituent l'enveloppe des sous-varietes planes de T d'equation s(x, y, i) = o. Soit K l'ensemble de ceux des points de cette enveloppe tels que S soit en position generale par rapport a S' et ait un seul point singulier, y, ou sx( x, f, t) = o,
Si(x, j , l) ^£ o,
Hessienx[s(jc,
r, t)]^o
pour
x = r.
K. est une sous-variete analytique de T, de codimension i, d'equation K:
k(t) = o
\k,^. o; k, est parallele a s,(y, j , t)].
Nous nous proposons d'etudier pres de K l'int^grale Ht)=r
(7)
) ,, s
[-,<*yi)ir'niXi:>.) C
di-<[u]
si
^
o ;
.
— J(*) est holomorphe sur K si d0(b>) ^ I. Supposons d*(b>) = l. Les sous-groupes de HC(X, S u S ' ) et H C (S, S') qui s'annulent pour * e K sont constitues par les multiples entiers des deux classes THEOREME.
e(X, SuS')
et e(S, S') = «te(X, SuS')
images de deux classes d'homologie qu'E. Picard a nominees evanouissantes : e(V, S)
el
e ( V n S ) = «fc(V, S),
ou V designe un voisinage ouvert du point singulier qu'a S pour f e K ; ces classes ont les dimensions respectives / et /— i ; quand t decrit un lacet autour de K, h(X, S U S') et A(S, S') deviennent h(. . . ) + ne(. . . ), I'entier n etant l'indice de Kronecker de A(S, S')
Definissons, quand P(kt)^
et
e(VnS)
o;/> = rf°(P),
(S. Lefschetz)
101 751 SEANCE DU 5 JANVIER 1959.
27
vu(5)et(6) (8)
P(§I)M(')=MOTHEOREME.
— Si I est impair
jp(t)k(t) Si I est pair, j\.(t) pour
5
et
J ( < ) j\(t) sont holomorphes sur K.
est holomorphe sur K et S\Y annulep — q -f^LPt J ( 0
(l/z)fois;
-P( -f I \jp(t) log/'(/)] est holomorphe sur K.
La prcuve utilise les proprietes et la definition tres simple de e dues a I.FaryC). G. L A DISTRIBUTION' QL'E DEFIN1T UNE INTEGRALS, FONCTION D ' U N PARAMETRE. — A p p l i -
quons le theoreme precedent aux hypotheses que voici : T et K sont des varieles analytiques reelles; h varie conlinument en fonction de t, mime aux points de K. Si / est impair, il existe un entier n(t), constant de chaque cdte de K, tel que (9)
J<0-;P(£)[««»(/)]
( I - ^ ^ P )
soit holomorphe sur K; la distribution P(d/dt) [«(*)./? ( ' ) ] est independante du choix de P et est parfaitement determinee par la donnee de h [vu ( 8 ) et l'inegalite imposee a/>]. Si / est pair, il existe un entier constant n et un entier N ( t ) , constant de chaque c6te de K, tels que uo)
j(0__^.p^[yp(0iogA:(o]-p(^[N(oyp(o]
(<j-i^p)
soit holomorphe sur K ; la distribution
est independante du choix de P et determinee par la donnee de h, a I'addition pres d'une fonction holomorphe sur K. D'ou : THEOREME. — // existe, pres de K, une distribution unique J ( t ) , igale hors deKd la fonction J(t) et telle que la distribution ( 9 ) (/ impair) ou (10) (Ipair) soit une fonction holomorphe sur K. [La distribution J(t) est la fonction J (*) si iq^.l-\-i\. ConvenonsqueVintigrale(7)designecettedistribution : les formules de derivation ( 5 ) et ( 6 ) restent valables. Ces resultats permettent de poursuivre l'etude du probleme de Cauchy (*).
101 752 28
ACADEMIE DES SCIENCES.
(*) Seance du 22 decembre 1958. (') I. FIRT, Ann. Math., 65, 1957, p. 35-37 et47-53. (*) J. LRRAT, Comptes rendus, 247, 1958, p. 2253. (') J. LEHAV, Rend. Accad. Naz. Lincei, 20, 1956, p. 589-590. ( 4 ) J. LBRAY, Bull. Soc. Math., 85, 1957, p. 389-429; 86, ig58, p. 75-96; Comptes rendus, 242, 1956, p. g53.
753
(avec Y. Hamada et C. Wagschal) Systemes d'&juations aux d£riv£es partielles a caract£ristiques multiples: probleme de Cauchy ramifie*; hyperbolirite" partielle J.Math.Pures Appl.55 (1976) 297-352
INTRODUCTION Cet article a pour objet 1'etude du probleme de Cauchy lineaire non caracteristique pour des operateurs analytiques 4 caracteristiques multiples de multiplicity constante. La premikre partie de cette etude est consacree au probleme de Cauchy ramifi6; il s'agit du probleme (0 n
f a(x, D)u(x) = 0, k {D 0u(x)\s = wk(x'), Ogh<m,
oil l'operateur a (x, D) est un operateur diffeientiel lineaire d'ordre m et a coefficients fonctions holomorphes d e x = (x^osjt* a u voisinage de l'origine de C + 1 , oil l'hyperplan S : x° = 0 n'est pas caracteristique a l'origine pour cet operateur et oil les donnees wk (x'), x' = (xJ)liJSm, holomorphes sont supposees ramifiees autour de l'hyperplan de S : T:
JC°
= x 1 = 0.
Nous 6tudierons le probleme (0.1) avec les hypotheses suivantes. Soit g (x, £) le polyndme caracteristique de l'operateur a (x, D); considerons la decomposition de ce polyn6me en facteurs irrecluctibles :
*(*,$)=n*.(*.$r* f JOURNAL DC MATHftMATIQUBS FUMS BT APPLIQUtES JOURNAL DB MATH&MATIQUBS PUftfiS ET APPLIQUES
101 754 298
Y. HAMADA, J. LERAY ET C. WAGSCHAL
et notons d le degre du polynome reduit
«o(*.o=n*.(*.os
Nous supposerons que liquation en ^0 e C : go(0; ^o.l.O, . . . , 0 ) = 0 admet d racines distinctes; cette hypothese permet de construire d hypersurfaces caracteristiques issues de T (cf. § 1). Sous les hypotheses pr&edentes, on a le r&ultat suivant (cf. th. 1.1) : THfoRfeME 0.1. — Le probleme de Cauchy (0.1) admet une unique solution holomorphe ramifie'e autour des hypersurfaces caracteristiques issues de T. Rappelons que ce theoreme a d'abord et6 d6montre par Y. Hamada lorsque les donnees de Cauchy (wj sont uniformes et pr&entent des singularites polaires ou essentielles : le cas des op&ateurs a caractdristiques simples (m, = 1 pour tout s) est trait6 dans [7], le cas des operateurs a caracteristiques multiples verifiant une condition de E. E. Levi est traits dans [8], puis Y. Hamada [9] et L. Lamport [11 ] se sont affranchis de cette condition. C. Wagschal [27] a ensuite montr6 que le theoreme 0.1 subsistait sans aucune hypothese sur la nature des singularites des donnees (wk) pour des operateurs a caracteristiques simples; l'objet essentiel de la premiere partie de ce travail est de montrer qu'il en est de meme pour des operateurs a caracteristiques multiples. La m&hode d'&ude du probleme (0.1) est celle qui a H6 d6velopp6e dans [27]; elle consiste essentiellement a chercher la solution de (0.1) sous la forme (0.2)
u ( x ) - I «'(**(*), x),
oil kl (x) = 0 (1 ^ i g d) d&igne les hypersurfaces caracteristiques distinctes issues de T; les inconnues ul (t, x) sont des fonctions de x e C" + ! et d'une variable / decrivant le revetement universel dt d'un disque points centre a l'origine du plan complexe. Ceci conduit a des Equations int6grodifferentielles [cf. les equations (3.17)] que nous resolvons par la mlthode des approximations successives (cf. § S) : les fonctions u' sont alors donnees sous la forme de series : (0.3)
«'(*,x)= £ i i i ( t , x ) ,
oil les fonctions ulk : ^ x f l - » C sont holomorphes, 12 d6signant un voisinage ouvert de l'origine de C" +1 . La principale difficult^ de ce travail reside dans la demonstration de la convergence de ces series; la methode est celle qui avait 6te utilisee dans [27]; cette mlthode d6crite au paragraphe 5 consiste a composer les fonctions t-*u'k (t, x) avec des chemins y : I -► 31, I = [0, 1], de classe <#" traces sur le revetement 31; on obtient ainsi des fonctions x -* u'k (y (.), x) holomorphes dans fi a valeurs dans l'espace de Fi6chet "if00 (I; C); on prouve alors la convergence (sous certaines conditions) des series £ u'k ft (J)> *) d a n s I'cspace JP (Q; «"° (I; Q), d'oii Ton d6duit la convergence des series (0.3). TOME 55
—
1976
—
N* 3
101 755 PROBLEME DE CAUCHY RAM1HE
299
La methode precedente conduit en fait a la resolution d'un probleme de Cauchy gene ralise dans des espaces de fonctions holomorphes a valeurs dans des espaces du type de Gevrey (cf. th. 5.1). Cette remarque est fondamentale pour la seconde partie de notre travail : grace a ce theoreme 5.1, on peut en effet etudier le probleme de Cauchy dans R" +1 pour des operateurs analytiques partiellement hyperboliques. Indiquons dans cette introduction le theoreme essentiel auquel conduit cette etude. On considere au voisinage de rorigine de R"+x le probleme de Cauchy non caracteristique : 04)
'
( a(x,D)u(x) = v(x), k \ D 0u(x)\s = wk(x'), 0Zh<m,
ou a (x, D) est maintenant un operateur a coefficients R-analytiques au voisinage de l'origine de R" +l (x = (xJ)0iJiJ. Etant donn6 une sous-vari6t6 lindaire T de S, T : x° = xl = . . . = x* =0
(1 £ q < n)
nous dirons, suivant la terminologie de J. Leray [18], que l'ope>ateur a (x, D) est partiel lement hyperbolique relativement a S modulo T, si pour tout n = (r),, . . . , T|,) e R*— { 0 }, liquation en ^0 : go(0;$o> H, 0
0) = 0
admet d racines reel les distinctes. Posons y = (x1, . . . , x*), z = (x*+1, . . . , x*) et soit a un nombre ^ 1. Nous supposons les donn6es v et wh de classe V° au voisinage de Forigine et qu'il existe une constante c ^ 0 telle que, pour tous les multi-indices de derivation />eN, PeN*, yeN""',
K
f | D g D j D M * ° , y, z)\Zc>+W + " + l(p\Vyy\, 1 \vSDlwk(y,z)\£cm + M + lm'yl On a alors le theoreme suivant (cf. th. 11.1) :
THEOREME 0.2. — On suppose 1 ^ a < m0/(m0— 1), oil m0 = sup m, disigne I'ordre de multiplicity maximum des facteurs irreductibles du polynome caracteristique de Voperateur a (x, D). Alors, si a (x, D) est partiellement hyperbolique relativement a S modulo T, le probleme de Cauchy (0.4)-(0.5) admet au voisinage de Vorigine une unique solution de classe de Gevrey a. Ce th6oreme [que completent, quand T est un hyperplan de S, la remarque 10.3 (domaine d'influence) et la proposition 10.1 (frontiere du domaine d'analyticite" lorsque a = 1)] et en quelque sorte intermldiaire entre le th6oreme de Cauchy-Kowalewski ou aucune hypothese d'hyperbolicit6 n'est necessaire et les th6oremes bien connus concernant des op6rateurs hyperboliques non stricts (correspondant a T = S) tels que le theoreme 5.7.3 de Hormander [10], le tbioreme d'Ohya [20] et les theoremes de LerayOhya ([16] et [17]). JOURNAL DE MATHEMATIQUE3 PURES FT APPLIQUEES
101 756
(avec Y. Hamada et A. Takeuchi) Prolongements analytiques de la solution du probleme de Cauchy lin&ure ). Math. Pures AppL64 (1985) 257-319
Introduction 1. LE PROBLEME ETUDIE. — Soit Si une variete analytique complexe de dimension complexe n. Notons co un point arbitraire de Si et x' = (x,, . .., x„) des coordonnees analytiques locales de co. Supposons Si connexe, paracompacte, non compacte. Soit Si le compactifie de Q par adjonction d'un point dSi, appele « point a I'infini »; les voisinages ouverts de dSi sont les complementaires dans Q des parties compactes de Si. Signalons ceci: I'hypo these que la variete Si est paracompacte equivaut a chacune des suivantes : elle est metrisable; elle peut etre munie d'un ds2 riemannien de classe C". En effet: un theoreme classique de Whitney prouve que la paracompacite implique l'existence d'un tel ds1; tout espace metrisable est paracompact, d'apres un theoreme de A. H. Stone; voir [St] ou [K]. Soit £ une surface de Riemann, non compacte, paracompacte et simplement connexe. Notons a un point arbitraire de £ et x0 une coordonnee analytique locale de a. Un point a de £ est donne. Notons : x = ( a , a>)eX=Zxft; x a done les coordonnees locales (x 0 , x') = (x 0 , x „ . . . , x.). Notons : n x Q = {(o, co)6Zxft; a = a}. Soit a un opirateur diffirentiel d'ordre m, holomorphe sur X au voisinage de a x f i , operant sur les fonctions numeriques holomorphes. Nous supposons qu'aucune hypersurface ax SI n'est, en aucun de ses points, caracteristique pour l'operateur a. Soient u e t w deux fonctions numeriques holomorphes sur X au voisinage de a x SI JOURNAL DE MATHEMATIQUES NJRES ET ATPLIQUEES.
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Y. HAMADA, J. LERAY ET A. TAKEUCHI
Nous etudions dans le chapitre 1 et le chapitre 3 le probleme de Cauchy : trouver une fonction numerique, holomorphe, u, telle que (1)
au = p;
u — w s'annule m fois sur otxfl.
Notre but est d'expliciter, atari simplement que possible, des voirinages de axil, aussi grands que possible, sur lesquels le probleme (I) posside une solution. Nous etendons nos conclusions dans le chapitre 4 au cas ou les fonctions en jeu sont a valeurs dans CN et ou a est une N x N matrice, puis au cas ou ces fonctions sont remplacees par des sections d'un espace fibre vectoriel complexe de base X.
2. LES PRINCIPALS DEFINITIONS. — Rappelons que T*(Y) designe le fibre cotangent d'une variete Y et T* (Y) sa fibre au-dessus du point y de Y. Notons !jo, %' et \ = (^o, V) des covecteurs respectifs de £ en a, de SI en to et de x en X; c'est-a-dire: ^GT;(1), (o;4o)6T*(Z:),
i,'eT:(Q),
SeTJW;
(
(x; «eT*(X).
Le polyndme caracteristique en xeX de I'operateur a est un polynome homogene de degre m, que nous notons m
(2.1)
g-.
S~g(x-,Q-Y,gr(x0,<*£,')&
done g, est un polyndme en £' homogene de degre m — r, il depend du choix de la coordonnee locale x0 de o e £ . Nous supposons g holomorphe sur T*(X). L'hypothese que l'hypersurface ax Si n'est caracteristique en aucun de ses points s'enonce : (V(xo,(o)): gm(x0, a>)#0. Note. - Soit £
^(xjry,
ou X=(X 0 ,X 1 ,...,XJelM" +1 ,
|X|-X„+...+A.
IMi-
ry=D^...Di.,
D,=a/ax„
I'expression locale de I'operateur a, par definition celle de son polyndme caracteristique g est \X\~M
TOME 64 — 1985 — N* 3
758 INTROO., SECT. 2
PROBLEME DE C A U C H Y : PROLONGEMENTS ANALYTTQUES
259
Liquation caractiristique sera, par definition, 1'equation d'inconnue ^,: M
£ g,(xo, 0); V)ft-0;
r-0
ses racines sont les racines caracteristiques. Rappelons comment elles dependent du choix de la coordonnee x 0 : pour tout (co; i,') (2.2)
£0^*0 s*t u n e forme differentielle de a,
e'est-a-dire est independante du choix de la coordonnee locale x 0 . Les racines caracteristiques servent a 1'etude de la propagation du support singulier : voir, en particulier, D. Schiltz [Si]. La majorante p(x«>, OJ; %) du module des racines caracteristiques, definie comme suit, nous permettra de construire des domaines de X sur lesquels le probleme (1) possede une solution holomorphe : Si g,(x0, (a; 4 ' ) - 0 en (x,,, oo.'SO pou' r = 0 , . . . , m - 1 , alors p(xo, to; V ) - 0 . Sinon p(x0> oo; ^') est 1'unique racine p > 0 de l'equation m-l
(2.3)
£ |*,(x„, a* $ ' ) | p ' - | ^ ( x „ , a>)| p-.
r-0
Cest en mettant cette equation sous la forme I !*,(*„, <* W | ( i / p ) - ' - | * - ( x c . <»)| F-0
qu'on rend evidentes l'existence de p sur Z x T* (ft), son unicite et aussi sa continuity. fevidemment, p est positivement homogene de degre 1 en £,'; e'est-a-dire : (2.4)
(V9eC):
pfx,,, OJ; 6^') = |e|. p(xa, co; %%
La section 5 etablira les deux proprietes de p que void : Pour tout (co; i;')eT*(Q). la fonction (25)
x 0 i-rlogp(x 0 , co; %')
est sous-harmonique ou identique a — oo. Pour tout (co; ^)eT*(0), l'expression (2.6)
p(Xo,co;V)|
est independante du choix de la coordonnee locale x 0 . Une partie fermie 4>* de T* (ft) est dite admissible quand la fonction (2.7)
*o,~*P*om
SU
P p(xo, ax, Z,*) est localement bornee.
(a; f > « * * JOURNAL D l MATHEMATIQUES PURE* ET AFPUQUEES JOURNAL D l MATHEMATIQUES PURE* ET ATPUQUEES
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INTROO., SECT. 2
Y. HAMADA, J. LERAY ET A. TAKEUCH1
La section 5 prouvera ceci: Quand (m; %)eQ*, la fonction (2.8)
x 0 t-p(x 0 , oa;^
possede localement un module de contimuti indipendant de (ox, %), mais dependant de ♦*, et la fonction (2.9)
xQ>-+ 1/p(x,,, OX, %), tronquee par une constante arbitraire,
verifie localement une condition de Lipxhitz independante de (ox, £/), mais dependant de ♦* et de cette troncature. (Tronquer une fonction par une constante c'est, 14 ou sa valeur depasse cette constante, remplacer cette valeur par cette constante.) Commentoire. — La propriete (2.9) servira a etablir la propriete (11.5), que la section 12 note (12.8) et emploie a prouver son lemme auxiliaire. La fonction x0i-» p^ est definie par (2.7); void ses proprietes : Cette fonction est continue, vu (2.8). La fonction (2.10)
x0i-» 1/p^,, tronquee par une constante arbitraire, est lipschitzienne,
vu(2.9). La fonction (2.11)
Xo>-»loSP*o e s t sous-harmonique ou identique a — oo,
vu(2.5)et[RJ. Vu (2.6), l'expression (2.12) ds=pX9\dx0\ est indipendante du choix de la coordomee locale x 0 de o e l . Par suite, ds2 est riemannien, conforme a la structure analytique complexe de £ et a courbure £ 0 sur la partie de £ ou p^^O et ou la fonction Xot-^p^ est de classe C 2 : voir [CL section 4.3, exercke 2, p. 237. Commentoire. — he chapitre 2 et done la section 13 resultent de cette derniere propriete. Difinissons sur £ (2.13)
dist(a, o)-inf \'dr,
l'inegalite du triangle est verifiee; mais dist (a, a)=>0 n'implique pas a—a. Commentoire. — La « distance», ainsi definie sur £ par la partie principale de l'operateur a et le choix de $* verifiant (2.6), apparait dans toutes nos conclusions. TOMB 64 — 1985 — N* 3
760 101 INTROD., SECT. 3 - 4
PROBLEME DE C A U C H Y : PROLONGEMENTS ANALYTIQUES
261
3. LES RESULTATS PRINCIPAUX sont les theoremes I, II et III que le chapitre 3 enonce dans le cas d'une equation et que le chapitre 4 etend au cas des systemes. Citons ici le theoreme III. Notation. — Munissons Q d'une metriqueriemannienne;elle definit une metrique euclidienne sur chaque fibre T*(Q); supposons admissible le sous-espace fibre <X>* de T*(fi) dont lesfibressont les spheres unitaires des T'(fi); c'est-a-dire : •*-{{«;«6T*(Q);|5'hl}. Pour realiser cette condition, quand elle nc Test pas, il suffit de remplacer la metrique de fl par une metrique confonne, decroissant a l'infini suffisamment vite. Notons Dist(* qui precede definit dist (a, a) par (2.7), (2.11) et (2.12). TMoreme III. — Le problime (1) posside une unique solution holomorphe sur le domaine : A = {(o, co)eX; dist(a, a)
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Y. HAMADA, J. LERAY ET A. TAKEUCHI
carres sommables; u et ses derivees d'ordres <m sont localement de carres sommables); alors le probleme (1) possede encore une solution unique u sur le domaine A. Certes, on sait que u existe et est unique sur un domaine plus grand que A dans le cas hyperbolique et aussi, localement, vu [Si], dans le cas analytique; certes nos theoremes I, II et III ne donnent pas un prolongement analytique unique de la solution locale du probleme (1), mais divers prolongements; certes nos theoremes emploient et perfectionnent des methodes dont nous n'avions d'abord tire que les resultats restreints [HT], [HLT] et [L2]. On est done tente de croire que nos resultats se laissent englober dans un resultat plus general. Pour l'obtenir, il faudrait effectuer un prolongement analytique plus efficace que celui dont les etapes sont les suivantes.
