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Pseudo-Differential Operators
Theory and Applications
15
Boris Plamenevskii
Oleg Sarafanov
Solvable Algebras
of Pseudodifferential
Operators
Pseudo-Differential Operators
Volume 15
Associate Editors
Guozhen Lu, University of Connecticut, Storrs, CT, USA
Alberto Parmeggiani, Università di Bologna, Bologna, Italy
Luigi G. Rodino, Università di Torino, Torino, Italy
Bert-Wolfgang Schulze, Universität Potsdam, Potsdam, Germany
Johannes Sjöstrand, Université de Bourgogne, Dijon, France
Sundaram Thangavelu, Indian Institute of Science at Bangalore, Bangalore, India
Maciej Zworski, University of California at Berkeley, Berkeley, CA, USA
Managing Editor
M. W. Wong, York University, Toronto, Canada
Solvable Algebras of
Pseudodifferential Operators
Boris Plamenevskii Oleg Sarafanov
Department of Higher Mathematics Department of Higher Mathematics
and Mathematical Physics and Mathematical Physics
St. Petersburg State University St. Petersburg State University
St. Petersburg, Russia St. Petersburg, Russia
© The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG
2023
This work is subject to copyright. All rights are solely and exclusively licensed by the Publisher, whether the
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Contents
1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Pseudodifferential Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.1 Amplitudes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.2 Pseudodifferential Operators. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.1.3 The Kernel of a Pseudodifferential Operator. . . . . . . . . . . . . . . . . . . . . . . . 9
1.1.4 Smoothing Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.1.5 Properly Supported Pseudodifferential Operators . . . . . . . . . . . . . . . . . . 13
1.1.6 Pseudodifferential Operators in Generalized Function Spaces . . . . . 17
1.1.7 Symbols . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.1.8 Asymptotic Expansions in the Classes S μ () . . . . . . . . . . . . . . . . . . . . . . 19
1.1.9 The Symbol of Proper Pseudodifferential Operator . . . . . . . . . . . . . . . . 21
1.1.10 Symbolic Calculus of Pseudodifferential Operators . . . . . . . . . . . . . . . . 26
1.1.11 Change of Variables in Pseudodifferential Operators. . . . . . . . . . . . . . . 29
μ
1.1.12 Classes b (Rn ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
1.1.13 The Boundedness of DO in L2 (Rn ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
1.1.14 DO in Sobolev Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
1.1.15 Elliptic Pseudodifferential Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
1.2 Meromorphic Pseudodifferential Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
1.2.1 Integral Transforms on a Sphere . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
1.2.2 Canonical Meromorphic Pseudodifferential Operators . . . . . . . . . . . . . 43
1.2.3 The Kernel of a Canonical Pseudodifferential Operator . . . . . . . . . . . . 46
1.2.4 Operations on Canonical Meromorphic Pseudodifferential
Operators. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
1.2.5 General Meromorphic Pseudodifferential Operators . . . . . . . . . . . . . . . 51
1.2.6 Change of Variables in Meromorphic Pseudodifferential
Operators. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
1.3 C ∗ -algebras . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
1.3.1 C ∗ -algebras and Their Morphisms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
1.3.2 Representations of C ∗ -algebras. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
1.3.3 Spectrum of C ∗ -algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
v
vi Contents
Pseudodifferential operators (.DO) are widely used in the theory of partial differential
equations, mathematical physics, functional analysis, and topology. Several monographs
[9, 15, 18, 39, 42, 43] are devoted to such operators in the smooth situation (i.e., on smooth
manifolds and with smooth symbols). For a long time, “one-dimensional” singular integral
operators with discontinuous coefficients on composite contours have been playing an
important role in studying the boundary value problems on plain domains with non-smooth
boundary. These operators have been discussed from different points of view in [10,12,20],
etc. At present, there are also several monographs (for example, [17, 21, 35, 36]) dealing
with the .DO on manifolds of dimension .n ≥ 2 with singularities. This monograph has a
few intersections with [21]; it has no essential intersections with other books. To read this
monograph, it is desirable to have some familiarity with the smooth theory of .DO and
with .C ∗ -algebras. However, in the first introductory chapter, some necessary preliminaries
are given.
Now let us explain the subject of the book. In what follows, algebra and morphism mean
∗
.C -algebra and .∗-morphism, .BH denotes the algebra of all bounded operators in a Hilbert
space H , and .KH is the ideal of all compact operators in H . The spectrum .A of algebra .A
is the set of all (equivalence classes of) irreducible representations of this algebra endowed
with a natural topology (the so-called Jacobson topology). Let .M be a smooth compact
manifold without boundary and let .A be the algebra generated in .L2 (M) by scalar .DO
with smooth symbols. We assume that the principal symbols of such .DO are defined
on the bundle of non-zero cotangent vectors, are homogeneous functions of degree zero
on every fiber, and belong to the class .C ∞ (S ∗ (M)), where .S ∗ (M) is the cospherical
bundle. As is known, the algebra .A contains the ideal .KL2 (M) and the quotient algebra
.A/KL2 (M) is commutative. The spectrum .(A/KL2 (M))
∧ (i.e., the space of maximal
∗
ideals) can be identified with the bundle .S (M). If .P ∈ A and . is the principal symbol
of the operator P , then the map
.π[P ] = 0 for all .π ∈ (A/KL2 (M))∧ . (An operator .A ∈ BH is called Fredholm if its
range .R(A) is closed and the spaces .kerA and .cokerA are finite-dimensional.)
If the manifold .M or the symbols of .DO have singularities, then the quotient algebra
.A/KL2 (M) is non-commutative. Among its irreducible representations, there are infinite-
(A/KL2 (M))∧
. π → A(π ) := π[A]
is an analogue of the principal symbol. In contrast to the commutative case, not only can
scalars serve as .π[A] but also non-trivial operators in infinite-dimensional Hilbert spaces.
The “principal symbol” still gives a criterion for an operator to be Fredholm: .A ∈ A is
Fredholm if and only if any operator .A(π ) = π[A] is invertible as .π ∈ (A/KL2 (M))∧ .
Thus, to apply this criterion, one must list all (equivalence classes of) irreducible
representations of the quotient algebra .A/KL2 (M) and to find implementations of these
representations. One of this book’s purposes is to describe the spectra of algebras generated
by .DO with discontinuous symbols (coefficients) on piecewise smooth manifolds.
For the algebra generated by .DO with smooth symbols on a smooth manifold, the
following relations hold:
In the general situation, one can try to simplify the study of the (non-commutative) quotient
algebra .A/KL2 (M) by taking the additional quotient modulo some ideal .J ⊃ KL2 (M).
The resulting loss of information is not large if the algebra .J /KL2 (M) is comparatively
simple.
Ij /Ij −1
. C0 (Xj ) ⊗ KHj , j = 0, . . . , N < ∞,
where .Hj is a Hilbert space, .Xj is a locally compact Hausdorff space, and .C0 (Xj ) is the
algebra of continuous functions on .Xj tending to zero at infinity. A composition series
possessing such property is called solving, and the number N is called the length of the
solving composition series.
Thus, in the smooth situation, the series .{0} ⊂ KL2 (M) ⊂ A is solving, and its length
is 1. Let, for example, the algebra .A be generated by .DO with smooth symbols on a
smooth manifold and by operators of multiplication by functions a continuous everywhere
except at a fixed point .x0 . At that point, the coefficients may have discontinuities “of the
Introduction xi
first kind” (there exists .lim a(x) as .x → x0 that depends on the direction in which x
approaches .x0 ). The ideal .com A spanned by the commutators of the elements in .A is
larger than .KL2 (M). The algebra .A is solvable, and the (shortest) solving series is
while
operator-valued function on the space .Xj . The invertibility of .σj (A), . . . , σN (A) at each
point is necessary and sufficient for the invertibility of A up to a summand in the ideal
.Ij −1 . Composition series can be useful for studying the groups .K∗ (L) of the operator
K-theory related to the algebra .L. In this book, we present solving series for considered
algebras; other questions mentioned in this paragraph are not discussed.
In the first part of the book, we study the algebras generated by pseudodifferential oper-
ators on a smooth manifold with continuous symbols and by operators of multiplication
by discontinuous coefficients. Thus, the initial objects, i.e. the generators of the algebras,
do not require special definitions in this situation.
The second part is devoted to operators on manifolds with (smooth non-intersecting)
“edges” of arbitrary dimensions (conical points are edges of dimension 0). On such
manifolds, we must begin with the definition of pseudodifferential operators. Here, we
introduce .DO of arbitrary order and study their properties in detail, then we describe the
spectrum of .C ∗ -algebras generated by the operators of zero order. In [29, 30], this theory
is developed for a wider class of “stratified” piecewise smooth manifolds (informally,
manifolds with intersecting edges). The results of these papers are not included in the
book.
Let us briefly describe the content of the chapters.
Chapter 1 is divided into three sections. Section 1.1 contains a standard introduction
into the smooth theory of “classical” .DO. In Sect. 1.2, the necessary facts about special
meromorphic .DO are listed. Here, we restrict ourselves by formulations, the proofs can
be found in the monograph [21]. The meromorphic .DO are used everywhere in the book;
they participate in the implementation of irreducible representations of the considered
algebras. Section 1.3 contains some facts about .C ∗ -algebras given without proofs (with
references to the monograph [3]) and several results presented earlier only in papers; these
results are accompanied by detailed proofs.
xii Introduction
In Chap. 2, we consider the algebra .A generated in the space .L2 (M) on a smooth
compact n-dimensional manifold .M by the operators of two classes. One of the classes
comprises zero order pseudodifferential operators with smooth symbols. The other class
consists of the operators of multiplication by functions (“coefficients”) that may have
discontinuities along a given submanifold .N . All the equivalence classes of irreducible
representations of .A are listed. If .0 < dim L < n − 1, then the algebra .A has, in addition
to the one-dimensional representations, two series of infinite-dimensional irreducible
representations; if .dim L = n − 1, then the representations in one of these series become
two-dimensional. The topology on the spectrum .A is described, and the shortest solving
series is constructed; it coincides with the series of maximal radicals. This chapter is the
core of the book: although, in the next chapters, we consider more complicated algebras,
which can possess many distinct series of infinite-dimensional irreducible representations,
but any such series is in a sense analogous to one of the two mentioned series of
representations of the algebra .A.
In Chap. 3, the study of algebras of .DO with discontinuous symbols on a smooth
manifold is continued. As in Chap. 2, the algebra .A is spanned by .DO with smooth
symbols and by operators of multiplication on “coefficients” which now may have
discontinuities along a given set of submanifolds (with boundary) of different dimensions;
the submanifolds are allowed to have non-empty intersections. All equivalence classes of
irreducible representations are listed, the topology on the spectrum is described, and a
solving composition series is constructed. Chapter 3 is not used in Chaps. 4 and 5.
We start to study .DO on manifolds with smooth closed edges in Chap. 4. Here, we
have to start with the definition of pseudodifferential operators. A class of manifolds is
described, on which .DO of arbitrary order are introduced and general properties of
these operators are discussed. Shortly, this chapter generalizes the theory from Sect. 1.1
for manifolds with edges.
In Chap. 5, the spectrum of .C ∗ -algebras generated by zero order .DO is studied. Thus,
in Chaps. 4 and 5, the results of Chap. 2 are generalized for manifolds with smooth closed
edges.
In the body of the book, we restrict ourselves to the technical references. The detailed
references are collected in the Bibliographical sketch at the end of the book.
Preliminaries
1
This chapter presents preliminary information that is of use in the book. Section 1.1
contains an elementary introduction (with proofs) to the theory of .DO s with smooth
symbols. This section is addressed to the reader having no knowledge of pseudodifferential
operators.
Section 1.2 is devoted to a special class of “meromorphic .DO s” depending on
complex parameter. Such operators are involved in the implementation of .C ∗ -algebra
irreducible representations in the remaining chapters (except Chap. 4). Here, we restrict
ourselves to statements. The proofs can be found in [21].
In Sect. 1.3, a summary of some facts in the general theory of .C ∗ -algebras has been
given; the summary is accompanied by references to the monograph [3]. Moreover,
Sects. 1.3.6–1.3.9 contain results (with proofs) before only published in papers.
For .x ∈ Rn , we introduce .x = (1 + |x|2 )1/2 and denote by .Z+ the set of non-
negative integers and by .Zn+ the set of multi-indices .α = (α1 , . . . , αn ), where .αj ∈
Z+ . As it usually is, .∂ = ∂x = (∂/∂x1 , . . . , ∂/∂xn ) and .D = Dx = −i∂x =
(−i∂/∂x1 , . . . , −i∂/∂xn ).
1.1.1 Amplitudes
Let . be an open set in .Rn , which we will call a domain for brevity, and let .μ ∈ R.
The collection of all .μ order amplitudes is denoted by .S μ (, ), or more simply, by .S μ .
We also set .S −∞ (, ) = μ S μ (, ) (the amplitudes of order .−∞) and .S(, ) =
μ
μ S (, ). The following amplitude properties are evident.
Example 1 Assume that . aα ∈ C ∞ ( × ). Then, .a(x, y, ξ ) = |α|≤μ aα (x, y)ξ α is
an amplitude of order .μ. In particular, for .μ = 0, the function .(x, y, ξ ) → a(x, y) with
∞
.a ∈ C ( × ) is an amplitude of order 0.
Every space .S μ (, ) can be endowed with a locally compact topology. To this end,
for .a ∈ S μ with .μ > −∞, we set
where .α, .β, and .γ are any multi-indices and .K ⊂ × is an arbitrary compact. It is clear
(μ)
that .pαβγ K (a) is the minimal constant C satisfying (1.1.1). Formula (1.1.2) defines on .S μ
(μ)
the function .pαβγ K having all seminorm properties. The family of all such seminorms
makes .S μ into a Frechet space, that is, into a complete metrizable locally compact space.
The space .S −∞ is provided with the projective limit topology so that
aj → a in S −∞ ⇔ aj → a in S μ ∀ μ > −∞.
.
(i) For any .μ1 , μ2 ∈ [−∞, +∞) there is a continuous bilinear mapping
S μ1 × S μ2 (a, b) → ab ∈ S μ1 +μ2 .
.
(ii) For any .α, .β, and .γ ∈ Zn+ and for .μ ∈ [−∞, +∞) there is a continuous mapping
We prove (iv). In view of (i), it suffices to verify that .χε → χ (0) in .S 1 , which means
. sup∂ γ χε (ξ ) − χ (0) ξ |γ |−1 →ε→0 0 ∀γ ∈ Zn+ . (1.1.3)
Assume that .γ = 0. Then, (1.1.3) follows from .χε (ξ ) − χ (0) ≤ C|ε ξ | ≤ Cεξ ,
where .C = sup |∇χ |. Suppose now that .γ = 0. Since .ε → 0, we can consider
.ε ∈ (0, 1). Then
γ
∂ χε (ξ ) − χ (0) ξ |γ |−1 = |(∂ γ χ )(ε ξ )|ε|γ | ξ |γ |−1 ≤
.
(1 + |ξ |2 )(|γ |−1)/2
ε ξ −|γ | ξ |γ |−1 ≤ ε ξ 1−|γ | ξ |γ |−1 =
. =
(1 + |ε ξ |2 )(|γ |−1)/2
1 + |ξ |2 (|γ |−1)/2
= ε1−|γ | ≤ ε1−|γ | .
ε−2 + |ξ |2
Note that property (iv) remains valid when .S μ+1 changes for .S μ+δ with any positive
.δ. According to the property, every amplitude .a ∈ S
μ can be approximated in the
Denote by .Cc∞ () the subspace in .C ∞ () consisting of functions with compact supports.
By definition, .uj → u in .Cc∞ () if and only if .{supp uj } ⊂ K for a certain compact .K ⊂
and .∂ α uj ⇒ ∂ α u on K for all .α. Recall also that .uj → u in .C ∞ () .⇔ .∂ α uj ⇒ ∂ α u
on each compact K for any multi-index .α.
Proposition 1.1.2 Assume that .a ∈ S(, ) and .u ∈ Cc∞ (). Then, the formula
v(x) =
. ei(x−y)ξ a(x, y, ξ )u(y) dydξ (1.1.4)
Proof Let .K1 ⊂ be an arbitrary compact and let .K2 = supp u. We also set .Dx 2 =
1 − = 1 + (Dx21 + . . . + Dx2n ). Taking account of the equality
we obtain
v(x) =
. ei(x−y)ξ Dy 2N (a(x, y, ξ )u(y))ξ −2N dydξ. (1.1.5)
Rn ×K2
Since .a ∈ S(, ), we have .a ∈ S μ (, ) with a certain .μ. From the amplitude
properties it follows that
For large N such that .μ − 2N < −n, there holds the equality
is continuous. The compact .K1 has arbitrarily been chosen, so formula (1.1.4) defines
v ∈ C().
.
∂ α v(x) =
. ei(x−y)ξ Dy 2N (b(x, y, ξ )u(y))ξ −2N dydξ, (1.1.6)
Rn ×K2
where
α
b(x, y, ξ ) =
. (iξ )β ∂xα−β a(x, y, ξ )
β
β≤α
is an amplitude of order .μ + |α|. According to the first part of the proof, for .N > (μ +
|α| + n)/2, integral (1.1.6) converges uniformly with respect to .x ∈ K1 , while .K1 ⊂ is
any compact. This implies formula (1.1.6) and the inclusion .∂ α v ∈ C().
Integrating (“in the opposite direction”) the right-hand side of (1.1.6) by parts, we
obtain
∂ α v(x) =
. ∂xα (ei(x−y)ξ a(x, y, ξ )u(y)) dydξ.
Therefore, when calculating the derivatives of function (1.1.4), one can commute the
differentiation and integration.
Assume that .a ∈ S(, ). According to Proposition 1.1.2, the formula
defines a linear operator .A : Cc∞ () → C ∞ (), which will sometimes be denoted by
.Op a.
Proof Suppose that .aj → a in .S μ and .uj → u in .Cc∞ (). We have to show that
∞
.(Opaj )uj → (Opa)u in .C (). Because of
we can assume that at least one of the sequences .{aj } or .{uj } tends to zero. Then, we have
to verify .(Opaj )uj → 0 in .C ∞ ().
We set .vj = (Opaj )uj . Let .α be any multi-index and choose a number .N ∈ N such
that .μ + |α| − 2N < −n. When proving Proposition 1.1.2, we established that
where
α
bj (x, y, ξ ) = (iξ )β ∂xα−β aj (x, y, ξ ).
β
β≤α
Each function .uj can be taken as a zero order amplitude independent of .(x, ξ ), while the
convergence .uj → u in .Cc∞ () implies that in .S 0 (, ). This and assertions (i)–(iii)
in 1.1.1 lead to
σj →j →∞ 0 in S μ+|α|−2N .
. (1.1.8)
Let .K1 ⊂ be any compact. Denote by .K2 (⊂ ) a compact containing each of the sets
supp uj . By virtue of (1.1.8),
.
|∂ α vj (x)| ≤ Cj mesK2
. ξ μ+|α|−2N dξ, x ∈ K1 .
Since .μ + |α| − 2N < −n, the integral is finite. Therefore .∂ α v ⇒ 0 on .K1 . Because .α
and .K1 have arbitrarily been chosen, we obtain .vj → 0 in .C ∞ ().
Corollary 1.1.5 For each fixed .a ∈ S(, ), there is the continuous mapping
Corollary 1.1.6 Assume that .χ ∈ Cc∞ (Rn ) and .χ (0) = 1. For any .ε > 0 we set .χε (ξ ) =
χ (εξ ). Then
. Op (aχε ) u →ε→0 (Op a)u in C ∞ ()
Proof Let .μ be the order of the amplitude a. By virtue (iv) in 1.1.1, .aχε → a in .S μ+1 . It
remains to apply Corollary 1.1.5.
Proposition 1.1.7 For any .DO A there exist infinitely many amplitudes a such that
A = Op a.
.
is an amplitude as well (for instance, this is the case if .P (x) = 0 . ∀x). By Corollary 1.1.6,
setting .A = Op a, we have
a(x, y, ξ )
Au(x) = lim (2π )−n
. P (Dξ )ei(x−y)ξ χε (ξ )u(y) dydξ =
ε→0 P (x − y)
a(x, y, ξ )
= lim (2π )−n ei(x−y)ξ P (−Dξ ) χε (ξ ) u(y) dydξ.
ε→0 P (x − y)
in .S μ+1 , so
a(x, y, ξ )
Au(x) = (2π )−n
. ei(x−y)ξ P (−Dξ ) u(y) dydξ.
P (x − y)
8 1 Preliminaries
Therefore, .A = Op b with .b(x, y, ξ ) = P (−Dξ ) a(x, y, ξ )/P (x − y) . Varying P , we
arrive at the needed conclusion.
t
. a(x, y, ξ ) = a(y, x, −ξ ), a ∗ (x, y, ξ ) = a(x, y, ξ )
and introduce the transposed operator .tA = Op t a and the “adjoint” operator .A∗ = Op a ∗ .
The operators .tA and .A∗ belong to the same class . μ () as does A. There hold the
equalities
Examples
In the case of .qα = 1 for all .α, the formula takes the form
and obtain
Au(x) =
. GA (x, y)u(y) dy, (1.1.10)
where
GA , w =
. GA (x, y)w(x, y) dxdy, (1.1.12)
10 1 Preliminaries
where .D ( × ) stands for the general function space adjoint to .Cc∞ ( × ). In more
detail,
because of .aw ∈ L1 ( × × Rn ), the integration order plays no role. For u, .v ∈ Cc∞ ()
we set .(v ⊗ u)(x, y) = v(x)u(y) and in (1.1.12) choose .w = v ⊗ u. Taking into account
(1.1.10), we arrive at
For arbitrary .μ, the kernel of .DO A is, by definition, the distribution
.GA given by
(1.1.13); however, this time the integral means the iterated integral . dξ . . . dxdy. To
prove that .GA is a distribution, we have to verify the existence of such an integral and its
continuous dependence on w. It can be done by means of the formula
(compare with the proofs of Propositions 1.1.2 and 1.1.4). In fact, for any .μ ∈ R, the
integral (1.1.13) is a continuous function of .(a, w) ∈ S μ (, ) × Cc∞ ( × ).
Assume that .χ ∈ Cc∞ (Rn ), .χ (0) = 1, and .χε (ξ ) := χ (εξ ) for .ε > 0. As .ε → 0, we
have .χε a → a in .S μ+1 , .μ being the amplitude order of a. Hence,
= lim (2π )−n w(x, y) dxdy ei(x−y)ξ a(x, y, ξ )χε (ξ ) dξ. (1.1.15)
ε→0
Therefore,
in the sense of the convergence in .D ( × ). This formula has usually been written in
the form (1.1.11). We substitute .w = v ⊗ u into (1.1.15) and obtain the formula
We also note that the kernel of the transposed operator .DO .tA is defined by the
equality
In the case that the kernel belongs to .L1loc ( × ), equality (1.1.14) can be written in the
form
is a linear continuous functional on .Cc∞ (1 ); in other words, it belongs to .D (1 ).
Therefore, we have defined an operator .Cc∞ (2 ) → D (1 ) that takes .u ∈ Cc∞ (2 )
to functional (1.1.16). It is easy to verify that the operator is continuous. We denote this
operator by A and have
can be considered as continuous operator .Cc∞ () → D (). For any .u, v ∈ Cc∞ (), the
Schwartz kernel of such an operator satisfies (1.1.17) and consequently coincides with its
kernel in the sense of the definitions given in the present section.
Au(x) =
. GA (x, y)u(y) dy
Proof From the proposition assumption, it follows that, for any N ∈ N, the function
(x, y, ξ ) → a(x, y, ξ )/|x − y|2N is an amplitude (of same order μ as a). As shown
in Sect. 1.1.2, Op a = Op bN with bN = (− ξ )N a(x, y, ξ )/|x − y|2N . Moreover, bN ∈
S μ−2N and N has arbitrarily been chosen, so Op a ∈ −∞ ().
Proposition 1.1.10 The kernel GA of each DO A is smooth outside the diagonal .
1.1 Pseudodifferential Operators 13
Proof Assume that a ∈ S(, ), ϕ ∈ C ∞ ( × ), and set A = Op a and B = Op(ϕa);
then GB = ϕGA . Indeed, for any w ∈ Cc∞ ( × ), we have
Let θ ∈ C ∞ (R) satisfy θ (t) = 0 for t ≤ 1 and θ (t) = 1 for t ≥ 2. We take an arbitrary
δ > 0 and set ϕδ (x, y) = θ (|x − y|/δ). It is obvious that ϕδ ∈ C ∞ (Rn × Rn ), ϕδ = 0 in
the δ-neighborhood Vδ of the diagonal , and ϕδ = 1 outside V2δ .
Assume that A = Op a is any DO and Aδ = Op (aϕδ ). Since aϕδ = 0 in a
neighborhood of the diagonal, we have Aδ ∈ −∞ () (Proposition 1.1.9). Therefore,
GAδ ∈ C ∞ ( × ) (Proposition 1.1.8). According to the remark at the beginning of the
proof, GAδ = ϕδ GA . Hence, GAδ = GA on ( × ) \ V2δ , so GA is a smooth function on
( × ) \ V2δ . Because δ > 0 has arbitrarily been chosen, which completes the proof.
π1 , π2 : supp G →
.
Any differential operator is proper because the support of its kernel belongs to the
diagonal. In the case that A is a proper .DO, the operators .tA and .A∗ are proper as well.
For an amplitude a, we denote by .suppx,y a the closure of the projection of .supp a into
. × . An amplitude a is said to have proper support if both projections
π1 , π2 : suppx,y a →
.
Lemma 1.1.12 For a .DO A (that need not be proper), the following assertions are
valid:
14 1 Preliminaries
Proof
Proof (1).⇒(2). Assume that .A = Op a and .χ ∈ Cc∞ ( × ) with proper support equal
to 1 in a neighborhood of the set .supp GA . Then, .χ a is an amplitude with proper support
and (by Lemma) .A = Op (χ a).
(2).⇒ (1). The amplitude a has proper support and (by Lemma) .supp GA ⊂ suppx,y a,
therefore, .GA has proper support as well.
Proof (1). ⇒ (2). Assume that .A = Op a, where a is an amplitude with proper support.
We choose any compact .K2 ⊂ and set .K1 = π1 (π2−1 (K2 )), where .π1 and .π2 are the
projections .suppx,y a → . In the case of .x ∈ K1 , the function .(y, ξ ) → a(x, y, ξ )
vanishes on the set .K2 × Rn . Consequently, for .u ∈ Cc∞ (K2 ), we have
which means that .Au ∈ Cc∞ (K1 ). The inclusion .tAu ∈ Cc∞ (K1 ) can for a certain compact
.K ⊂ be established in a similar way. It remains to set .K1 = K ∪ K .
1 1 2
(2). ⇒ (1). Denote by G the kernel of .DO A, and by .π1 and .π2 denote the projections
.supp G → . We have to verify that the mappings .π1 and .π2 are proper. Let .E ⊂
For such u and v, the linear combinations of functions of the form .v ⊗ u are dense in
∞
.Cc (( \ K1 ) × V ), so
⇒ π2−1 (E) ⊂ K1 × E .
Being a closed subset of the compact .K1 × E, the set .π2−1 (E) is compact. This proves that
mapping .π2 is proper. Such a fact for the mapping .π2 : supp t G → , where . t G is the
kernel of .tA , can be verified in a similar way. Let s stand for the homeomorphism
Proposition 1.1.15 Every proper .DO A implements a continuous mapping .Cc∞ () →
Cc∞ ().
.supp Auj ⊂ K1 (∀ j ),
Auj → 0 in C ∞ ().
.
Proposition 1.1.16 Let A be a proper .DO. Then, A extends to the continuous operator
A : C ∞ () → C ∞ ().
.
It was shown in Sect. 1.1.2 that from .u ∈ Cc∞ () there follows .v ∈ C ∞ (); to
prove this, we integrated by parts. This was possible because the support of the function
.y → a(x, y, ξ )u(y) was compact owing to the compact support of u. Being proper, the
amplitude a provides a compact support for the product au and the support of u need not
be compact. Therefore, the inclusion .v ∈ C ∞ () can be verified in the same way as in
Proposition 1.1.2. Thus, the formula
defines a linear operator .A : C ∞ () → C ∞ (). We show that the operator is continuous.
Assume that .K1 ⊂ is any compact and .K2 = π2 (π1−1 (K1 )) , .π1 , π2 : suppx,y a →
being the projections. Choose a function .ψ ∈ Cc∞ () to satisfy .ψ|K2 = 1. We also
suppose that .{uj } ⊂ C ∞ () and .uj → 0 in .C ∞ () as .j → ∞. From the equality
.a(x, y, ξ ) = a(x, y, ξ )ψ(y) for .x ∈ K1 , it follows that
The space .Cc∞ () is dense in .C ∞ (). (Indeed, let .{Kj } be an exhaustive sequence
of compact subsets in . and let the sequence .{ψj } ⊂ Cc∞ () satisfy .ψj |Kj = 1.
Then .uψj → u in .C ∞ () for .u ∈ C ∞ ().) Therefore, the extension .A of A given
by Proposition 1.1.16 is unique. In what follows we write A instead of .A.
Note that any .DO A admits the representation .A = A1 + A2 , where .A1 is a proper
.DO and .A2 is a smoothing .DO. To see that, it suffices to take a properly supported
Denote by .D () and .E () the general function spaces adjoint to .Cc∞ () and .C ∞ (),
respectively. The space .E () consists of the elements in .D () with compact supports in
∞
.. We assume that .A ∈ (), fix .u ∈ E () and define a functional .fu on .Cc () by the
equality
Au = fu .
. (1.1.20)
If the function u fixed above turns out to be in .Cc∞ (), the equality .Au, v = u, tAv
leads to .Au = Au. Therefore, formula (1.1.20) defines an extension of .DO .A :
Cc∞ () → C ∞ () to the operator .A : E () → D (). This operator is continuous.
Indeed, if .uj → 0 in .E (), we obtain .uj , tAv → 0 for .v ∈ Cc∞ () and then,
taking account of (1.1.21), arrive at .Auj , v → 0. In the sense of functional analysis,
the operator .A is adjoint to the operator .tA:
A
. D () ←− E ()
tA
Cc∞ () −→ C ∞ ().
A : C ∞ () → C ∞ ().
A : E () → E (),
.
A : D () → D ().
18 1 Preliminaries
1.1.7 Symbols
β
. |∂xα ∂ξ a(x, ξ )| ≤ Cξ μ−|β| for (x, ξ ) ∈ K × Rn .
Denote by S μ () the set of all symbols of order μ. We also introduce S −∞ () =
μ
μ S (), S() =
μ
μ S ().
Every symbol can be considered as an amplitude independent of y, so S μ () ⊂
S (, ). The topology of S μ (, ) induces that of S μ (). For μ > −∞, such a
μ
For S μ () endowed with the above topology, assertions (i)–(iii) in 1.1.1 are valid.
For any symbol a, we introduce the DO A = Op a:
where
Examples
∞
(1) P (x, ξ ) = |α|≤μ aα (x)ξ with aα ∈ C () is a symbol of order μ. The
α
P (x, D) =
. aα (x)D α .
|α|≤μ
k−1
a(x, ξ ) −
. aj (x, ξ ) ∈ S μk (), (1.1.23)
j =0
∞
β β
∂xα ∂ξ a(x, ξ ) ∼
. ∂xα ∂ξ aj (x, ξ ) (∀ α , β)
j =0
a(x, ξ ) ∼
. aj k (x, ξ ).
j,k
Proof We can assume that .μj ≥ μj +1 for all j . Choose .χ ∈ C ∞ (Rn ) such that .χ (ξ ) = 0
for .|ξ | ≤ 1 and .χ (ξ ) = 1 for .|ξ | ≥ 2. We also assume .{Kj } to be an exhaustive sequence
of compact subsets in .. Since .χ (εξ ) →ε→+0 0 in .S 1 (), for every j there is a number
.εj > 0 such that
for .(x, ξ ) ∈ Kj × Rn with .α and .β subject to .|α| + |β| ≤ j . We can consider that .εj → 0
as .j → 0. Let us define a function a by the equality
∞
a(x, ξ ) =
. χ (εj ξ )aj (x, ξ ). (1.1.25)
j =0
The sum on the right-hand side is locally finite, that is, for any compact .K ⊂ Rn , there are
only finitely many terms different from zero on . × K, so the definition of a is correct. It
is evident that .a ∈ C ∞ ( × Rn ) and
∞
β β
.∂xα ∂ξ a(x, ξ ) = ∂xα ∂ξ χ (εj ξ )aj (x, ξ ) .
j =0
Any remainder of series (1.1.25) has similar properties. We show that, for every .k ≥ 0,
there holds the inclusion
∞
. χ (εj ξ )aj (x, ξ ) ∈ S μk (). (1.1.26)
j =k
∞
β
. ∂xα ∂ξ χ (εj ξ )aj (x, ξ ) ≤ Cξ μk −|β| , (x, ξ ) ∈ K × Rn .
j =k
∞ l−1 ∞
β
. ∂xα ∂ξ χ (εj ξ )aj (x, ξ ) = ... + ...,
j =k j =k j =l
it suffices to check that both of the sums on the right are majorized by .ξ μk −|β| . For the
first sum, it is evident because the sum belongs to .S μk −|β| (). For the second one, the
needed estimate follows from (1.1.24):
∞
∞ ∞
β
. ∂xα ∂ξ χ (εj ξ )aj (x, ξ ) ≤ 2−j ξ μj −|β|+1 ≤ ξ μl −|β|+1 2−j
j =l j =l j =l
The inclusion (1.1.26) has been established. Now, for any .k ≥ 1, we have
k−1 k−1 ∞
a(x, ξ ) −
. aj (x, ξ ) = (χ (εj ξ ) − 1)aj (x, ξ ) + χ (εj ξ )aj (x, ξ ) ∈ S μk ();
j =0 j =0 j =k
the first sum on the right vanishes for large .|ξ |, so it belongs to .S −∞ (), while the second
sum is in .S μk by virtue of (1.1.26).
where .eξ (x) = eixξ . The function .σA is called the symbol of A.
Examples
(1) Let .P (x, D) be a differential operator in .. Taking into account that .P (x, D)eξ (x) =
P (x, ξ )eξ (x), we obtain .σP (x, ξ ) = P (x, ξ ).
(2) Let
A:u→
. G(x, y)u(y) dy, u ∈ C ∞ (),
where .Ǧ is the inverse Fourier transform of G with respect to the second argument.
In the case that A is a proper .DO and .A = Op a with properly supported amplitude
a, we have
= (2π )−n ei(x−y)η a(x, y, η)ei(y−x)ξ dydη = (2π )−n ei(x−y)(η−ξ ) a(x, y, η) dydη .
22 1 Preliminaries
Therefore,
Lemma 1.1.20 Assume that .a ∈ S μ (, ) is a proper amplitude, .h ∈ C[0, 1], and .α ∈
Zn+ . We set
1
σ (x, ξ ) =
. ei(x−y)θ a(x, y, ξ + tθ )θ α h(t) dtdydθ. (1.1.27)
0
Then, .σ ∈ S μ ().
Proof Using the equality .ei(x−y)θ = Dy 2N ei(x−y)θ θ −2N , we rewrite (1.1.27) in the
form
1
σ (x, ξ ) =
. ei(x−y)θ Dy 2N a(x, y, ξ + tθ )θ α θ −2N h(t) dtdydθ. (1.1.28)
0
Let .K1 ⊂ be any compact and .K2 = π2 (π1−1 (K1 )), where .π1 , π2 : suppx,y a → are
the projections. For .x ∈ K1 , we have
where .χ is the characteristic function of the set .K2 . For the case that .|α| + |μ| − 2N < −n,
we obtain
1
. χ (y)θ |α|+|μ|−2N dtdydθ < +∞. (1.1.30)
0
Assume now that .β and .γ are arbitrary multi-indices. Differentiating (1.1.28), we obtain
γ β |β−ν|
. ∂xβ ∂ξ σ (x, ξ ) = i σν (x, ξ ) (1.1.32)
ν
ν≤β
with
1
ei(x−y)θ Dy N ∂xν ∂ξ a(x, y, ξ + tθ )θ α+β−ν θ −2N h(t) dtdydθ.
γ
σν (x, ξ ) =
.
0
(1.1.33)
Every function (1.1.33) is of the form (1.1.28) (with various a and .α). We choose N to
satisfy .|α + β| + |μ| − 2N < −n. Then, from the first part of the proof, it follows that
for all .ν integral (1.1.33) uniformly converges on any set of the form .K1 × BR . Hence,
γ
the differentiation in (1.1.28) was admissible and .σν ∈ C( × Rn ). Because .∂xν ∂ξ a ∈
S μ−|γ | (, ), the analogue of (1.1.31) for .σν is of the form
1 α N 1
a(x,
. y, ξ +θ ) = ∂ a(x, y, ξ )θ α+ (1−t)N −1 ∂ξα a(x, y, ξ+tθ )θ α dt,
α! ξ α! 0
|α|≤N −1 |α|=N
we obtain
1 (α)
σA (x, ξ ) =
. σ (x, ξ ) + rN (x, ξ ),
α!
|α|≤N −1
where
σ (α) (x, ξ ) = (2π )−n
. ei(x−y)θ ∂ξα a(x, y, ξ )θ α dydθ = Dyα ∂ξα a(x, y, ξ )y=x ,
N 1
rN (x, ξ ) = (2π )−n
. ei(x−y)θ ∂ξα a(x, y, ξ + tθ )θ α (1 − t)N −1 dtdydθ.
α! 0
|α|=N
By Lemma 1.1.20, the terms in the last sum, being considered as functions of .(x, ξ ), belong
to .S μ−N (). Therefore, for any N
1 α α
σA (x, ξ ) = (2π )−n
. Dy ∂ξ a(x, y, ξ )y=x + rN (x, ξ ), rN ∈ S μ−N ().
α!
|α|≤N −1
This proves assertion 2 of the theorem, which implies assertion 1. It remains to verify that
.A = Op σA . The representation of .σA can be written in the form
Therefore,
(2π )−n
. eixξ σA (x, ξ )û(ξ ) dξ = (2π )−2n eixξ ei(x−y)(η−ξ ) a(x, y, η) dydη û(ξ ) dξ,
that is,
(ξ, η) →
. eixη e−iy(η−ξ ) a(x, y, η)û(ξ ) dy = eixη û(ξ ) e−iy(η−ξ ) a(x, y, η) dy
(1.1.35)
decreases rapidly as .|ξ | + |η| → ∞. Because of .û ∈ S(Rn ), it suffices to obtain the
estimate
. e−iy(η−ξ ) a(x, y, η) dy ≤ CN ξ 2N ημ−2N
as we wanted to obtain. Due to the rapid decrease of function (1.1.35), we can in (1.1.34)
permute the integrals with respect to .η and .ξ :
(Op σA )u(x) = (2π )−2n
. ei(x−y)η eiyξ a(x, y, η)û(ξ ) dydξ dη.
By the integral in brackets is meant a double one (for fixed x and .η, the function .(y, ξ ) →
a(x, y, η)û(ξ ) vanishes for large y and rapidly decreases as .ξ → ∞). Integrating over .ξ ,
we arrive at
The asymptotic expansion of the symbol of a proper .DO A remains valid even in the
case that the amplitude a satisfying the condition .A = Op a is not proper. Indeed, choose
a properly supported function .χ ∈ C ∞ ( × ) equal to 1 in a neighborhood of the set
. ∪ supp GA . Then, .A = Op (χ a) (see Lemma 1.1.12). Since the amplitude .χ a is proper,
from Theorem 1.1.19, it follows that
1 α α 1 α α
σA (x, ξ ) ∼
. Dy ∂ξ (χ a)(x, y, ξ )y=x = Dy ∂ξ a(x, y, ξ )y=x .
α
α! α
α!
26 1 Preliminaries
The equalities .σA (x, ξ ) = eξ (x)Aeξ (x) and .A = Op σA establish a bijection between
the proper .DO and their symbols. If A is an arbitrary .DO, it is usual to introduce
.σA = σ
−∞ . Such a symbol is
A1 , where .A1 is a proper .DO and .A − A1 ∈
not uniquely defined; however, any two symbols differ by a function in .S −∞ . More
precisely, the correspondence .A ↔ σA generates the isomorphism . μ ()/ −∞ () ∼ =
S μ ()/S −∞ () for every .μ.
1 α α
σ tA (x, ξ ) ∼
. D ∂ σA (x, −ξ ), (1.1.36)
α
α! x ξ
1 α α
σA∗ (x, ξ ) ∼
. D ∂ σA (x, ξ ). (1.1.37)
α
α! x ξ
.
t
Au(x) = (2π )−n ei(x−y)ξ σA (y, −ξ )u(y) dydξ, u ∈ Cc∞ ().
By Theorem 1.1.19,
1 α α
σ tA (x, ξ ) ∼
. D ∂ σA (y, −ξ )y=x ,
α
α! y ξ
which coincides with (1.1.36). The relation (1.1.37) can in a similar way be derived from
the equality
The function σ̃A (x, ξ ) := σ tA (x, −ξ ) is sometimes called the dual symbol of A. From
(1.1.36), it follows that
1 α
σ̃A (x, ξ ) ∼
. D (−∂ξ )α σA (x, ξ ).
α
α! x
1.1 Pseudodifferential Operators 27
Theorem 1.1.22 Let A and B be proper DO of order μ1 and μ2 , respectively. Then,
Therefore,
(Bu)∧ (ξ ) =
. e−iyξ σ̃B (y, ξ )u(y) dy.
we obtain
Consequently,
The operator t (AB) = t B tA has a similar property. Again employing Proposition 1.1.14,
we conclude that AB is a proper DO.
The asymptotic expansion of σAB remains to be obtained. Making use of Theo-
rem 1.1.19, we derive from (1.1.38) that
1 α α
σAB (x, ξ ) ∼
. Dy ∂ξ [σA (x, ξ )σ̃B (y, ξ )]y=x
α
α!
1 α 1 α! β γ
. = ∂ [σA (x, ξ )Dxα σ̃B (x, ξ )] = ∂ σA · ∂ξ Dxα σ̃B
α! ξ α! β!γ ! ξ
α α β+γ =α
1 β γ β+γ
= ∂ σA · ∂ξ Dx σ̃B .
β!γ ! ξ
β,γ
Furthermore,
Hence,
In the equality
ν! γ δ
(x + y)ν =
. x y
γ !δ!
γ +δ=ν
(−1)|δ|
. =0
γ !δ!
γ +δ=ν
for ν = 0. Therefore,
1 β
σAB ∼
. ∂ σA Dxβ σB .
β! ξ
β
1.1 Pseudodifferential Operators 29
Corollary 1.1.23 Let A ∈ μ1 () and B ∈ μ2 () be proper DO. Then, [A, B] ≡
AB − BA ∈ μ1 +μ2 −1 ().
Let A ∈ μ1 () and B ∈ μ2 (), while the operator B is proper. Then, as was
mentioned before Theorem 1.1.22, both compositions AB and BA are defined. We show
that they belong to μ1 +μ2 (). To this end, we represent A in the form A1 + A2 , where
A1 is a proper DO, and A2 is a smoothing DO. We have
AB = A1 B + A2 B ,
. BA = BA1 + BA2 . (1.1.39)
By Theorem 1.1.22, the operators A1 B and BA1 are proper DO of order μ1 +μ2 . Denote
by G the kernel of A2 . It is easy to verify that A2 B and BA2 have the smooth kernels
t B G(x, y) and B G(x, y), respectively. Therefore, these operators are smoothing, that
y x
is, they belong to −∞ (). Taking into account (1.1.39), we obtain the needed result.
Let . and .1 be domains in .Rn and let .f : → 1 be a .C ∞ -diffeomorphism. Then, the
mappings
C ∞ (1 ) u → u ◦ f ∈ C ∞ (),
.
defined by
A1 u = [A(u ◦ f )] ◦ f −1 .
. (1.1.40)
Theorem 1.1.24
μ () A → A1
. (1.1.41)
defined by (1.1.40), for any .μ, is a linear bijection of . μ () onto . μ (1 ) sending
proper operators to proper ones.
30 1 Preliminaries
σA1 (f (x), η) ∼
. σA(α) (x, tf (x)η)ϕα (x, η),
α
where .σA (x, ξ ) = ∂ξα σA (x, ξ ), . f (x) = (∂fi /∂xj ) is the Jacobi matrix of the
(α)
1. Clearly, the mapping (1.1.41) is linear. It is a bijection because there exists the inverse
mapping given by the formula .Av = [A1 (v ◦ f −1 )] ◦ f . In what follows, we write g
instead of .f −1 .
2. Let .A = Op a with .a ∈ S μ (, ) and let .χ ∈ C ∞ ( × ) be a properly supported
function equal to 1 in a neighborhood of the diagonal. We write an operator A in the
form .B + C, where .B = Op (χ a) is a proper operator and .C = Op ((1 − χ )a) is a
smoothing operator. Under the mapping (1.1.41), the operator C is in accordance with a
.DO .C1 ∈
−∞ ( ), so to prove .A ∈ ( ) it suffices to verify that .B ∈ μ ().
1 1 1 1
3. There exists a neighborhood V of the diagonal . 1 := {(x, y) ∈ 1 × 1 : x = y} such
that, for all pairs .(x, y) ∈ V , the line segment joining x and y belongs to .1 . In the
neighborhood V , the equality
For .x = y, we have .h(x, x) = g (x). Since .|g (x)| = 0, by continuity .|h(x, y)| = 0
for all .(x, y) in the vicinity of . 1 . Diminishing the neighborhood V , we can obtain
.|h(x, y)| = 0 for .(x, y) ∈ V .
4. We choose .χ (see stage 2) so that the support of the function .χ1 defined by .χ1 (x, y) :=
χ (g(x), g(y)) belongs to V . We have
= (2π )−n ei(g(x)−g(y))ξ a(g(x), g(y), ξ )χ1 (x, y)|g (y)|u(y) dydξ
= (2π )−n ei(x−y) h(x,y)ξ a(g(x), g(y), ξ )χ1 (x, y)|g (y)|u(y) dydξ.
t
1.1 Pseudodifferential Operators 31
Thus,
It can be verified that the function .(x, y, η) → a(g(x), g(y), t h(x, y)−1 η) × χ1 (x, y)
is in .S μ (1 , 1 ). This proves the inclusion .B1 ∈ μ (1 ) and, consequently, .A1 ∈
μ (1 ).
If A is a proper .DO, the equality .A = B + C implies that C is proper. Since .A1 =
B1 + C1 and both operators on right are proper, A is proper as well. Thus, mapping
(1.1.41) sends a proper .DO to a proper .DO.
5. If A is a proper .DO, from the very beginning, we can take .σA for the role of a. Then,
(1.1.11) takes the form
where
We apply Theorem 1.1.19 and obtain (taking into account .χ1 = 1 in a neighborhood of
the diagonal . 1 )
1 β β
σA1 (x, η) ∼ σB1 (x, η) ∼
. Dy ∂η a1 (x, y, η)y=x ; (1.1.44)
β!
β
the first relation meaning that .σA1 −σB1 ∈ S −∞ (1 ) follows from . A1 = B1 +C1 , where
.C1 ∈
−∞ ()). From (1.1.43), it follows that the terms of (1.1.44) are sums of terms of
where .ψα (x, η) are polynomials in .η of degree .≤ |α|/2. Changing x for .f (x), we finally
obtain
where .ϕα (x, η) = ψα (f (x), η) (we took into account .g (f (x))−1 = f (x)). .
32 1 Preliminaries
Remark We set . fx (y) = f (y) − f (x) − f (x)(y − x). It can be shown that
1 α ifx (y)η
ϕα (x, η) =
. D e .
α! y y=x
μ
1.1.12 Classes b (Rn )
This section is preparatory for proving the continuity of .DO in .L2 (Rn ).
1◦ . Amplitudes, symbols, and .DO. For any .μ ∈ R, we denote by .Sb (Rn , Rn ) the set
μ
.
μ
for all .α, β, γ ∈ Zn+ . We also let .Sb (Rn ) denote the set of all symbols .σ ∈ S μ (Rn )
such that
β
|∂xα ∂ξ σ (x, ξ )| ≤ Cαβ ξ μ−|β| ,
. x, ξ ∈ Rn .
μ
The symbols can be considered as amplitudes independent of y so that .Sb (Rn ) ⊂
μ μ
Sb (Rn , Rn ). We set .Sb−∞ = μ Sb , .Sb = μ Sb and .b (Rn ) = μ b (Rn ),
μ μ
where
μ μ
b (Rn ) = {Op a : a ∈ Sb (Rn , Rn )},
. μ ∈ [−∞, ∞).
μ μ
Since . Sb (Rn , Rn ) is a linear subspace in .S μ (Rn , Rn ), the set .b (Rn ) is a linear
subspace in . μ (Rn ).
◦
.2 . Symbol of .DO
Proposition 1.1.25 For any .DO .A ∈ bm (Rn ) there exists the only symbol .σ ∈ Sbm (Rn )
such that .A = Op σ .
μ μ
(here, the conditions .A ∈ b (Rn ) and .σ ∈ Sb (Rn ) are not used; it suffices to assume that
.A ∈ (R ) and .σ ∈ S (R )).
μ n μ n
1.1 Pseudodifferential Operators 33
μ
Let us prove the existence. For .∀ s ≥ 0, there is an amplitude .a ∈ Sb (Rn , Rn ) such that
.A = Op a and
μ
Indeed, if .A = Op ã, .ã ∈ Sb (Rn , Rn ), one can take .a(x, y, ξ ) = Dξ 2N ã(x, y, ξ )x −
y−2N , .N > s/2 (see Sect. 1.1.2).
μ
Let .A = Op a, where the amplitude .a ∈ Sb (Rn , Rn ) satisfies (1.1.45) and .s > n. We
set
Therefore,
|σ (x, ξ )| ≤ 2|μ|/2 C ξ μ
. x − y−s θ |μ|−2N dydθ ≤ C ξ μ .
β
The estimates .|∂xα ∂ξ σ (x, ξ )| ≤ Cξ μ−|β| can be established in a similar way. Thus, .σ ∈
μ
Sb (Rn ). The equality .Op σ = A is verified in the same way as in Theorem 1.1.19.
μ μ
We now assume that . A ∈ b (Rn ). A function .σ ∈ Sb (Rn ) satisfying .A = Op σ will
be called a symbol of A and denoted by .σA . According to Proposition 1.1.25, any operator
.A ∈ b (R ) (which does not need to be proper) has the only symbol. If .A ∈ b (R ) is
n n
a proper .DO, the symbol .σA just defined coincides with .σA in Sect. 1.1.9. Repeating the
proof of Theorem 1.1.19 with evident modifications, we obtain the asymptotic expansion
1 α α
σA (x, ξ ) ∼
. D ∂ a(x, y, ξ )y=x ; (1.1.49)
α
α! y ξ
34 1 Preliminaries
here, a is any amplitude that defines A, and (1.1.49) means that .σA − |α|≤k−1 ... ∈
μ−k
Sb (Rn ) for all .k ∈ N.
1 α α
σ (x, ξ ) ∼
. t D ∂ σA (x, −ξ ),
A
α
α! y ξ
1 α α
σA∗ (x, ξ ) ∼ D ∂ σA (x, ξ ) (1.1.50)
α
α! y ξ
one can change .u ∈ Cc∞ (Rn ) for any function in the Schwartz class .S(Rn ).
Proof Since .û ∈ S, the integral (1.1.51) is convergent. Integrating by parts, we obtain
We now note that .Dξ 2N (σA (x, ξ )û(ξ )) is a linear combination of the functions
γ
.∂ σA (x, ξ ) .× ∂ û(ξ ) with .|γ + δ| ≤ 2N and every of these functions is majorized
δ
ξ ξ
by const.ξ for any .s ∈ R. Therefore, taking .s < −n, we obtain
s
Because the number N can be chosen arbitrarily, the function Au rapidly decays as .|x| →
∞. A similar assertion for the derivatives .∂ α (Au) follows from the fact that .∂ α (Au) is a
linear combination of integrals of the form (1.1.51):
α
∂ α (Au)(x) = (2π )−n
. i |β| eixξ ∂xα−β σA (x, ξ )ξ β û(ξ ) dξ.
β
β≤α
1.1 Pseudodifferential Operators 35
μ
In what follows, we assume that all operators in .b are defined on .S(Rn ). It is
convenient because every such operator sends .S(Rn ) to .S(Rn ), and the composition makes
sense for any A and B in .b (Rn ), which do not need to be proper. Let us show for
μ1 μ2 μ1 +μ2
.A ∈
b (R ) and .B ∈ b (R ) that .AB ∈ b
n n (Rn ). We use
μ μ
where .σ̃B (y, ξ ) = σtB (y, −ξ ) (see Sect. 1.1.10). Since .σA ∈ Sb 1 (Rn ) and .σ̃B ∈ Sb 2 (Rn ),
μ +μ
the function .(x, y, ξ ) → σA (x, ξ )σ̃B (y, ξ ) belongs to .Sb 1 2 (Rn , Rn ). Therefore, .AB ∈
μ1 +μ2
b (Rn ). The expansion
1 α
σAB (x, ξ ) ∼
. ∂ σA (x, ξ )Dxα σB (x, ξ ) (1.1.52)
α
α! ξ
Let .(u, v) and .$u$ be the inner product and norm in .L2 (Rn ) and let .BL2 (Rn ) be the set
of all bounded operators in .L2 (Rn ). An operator .A ∈ (Rn ) is said to be bounded and
.A ∈ BL2 (R ) if A extends to a bounded operator in .L2 (R ). Every following condition is
n n
For .A ∈ b (Rn ), we have .(Au, v) = (u, A∗ v) with any .u, v ∈ Cc∞ (Rn ). By continuity,
the equality extends to .u, v ∈ S(Rn ). Since .$Au$2 = (Au, Au) = (A∗ Au, u) ≤
$A∗ Au$$u$, the inclusion .A∗ A ∈ BL2 (Rn ) ∈ BL2 (Rn ) implies .A ∈ BL2 (Rn ).
Moreover, .A∗ A ∈ BL2 (Rn ) follows from .(A∗ A)∗ (A∗ A) = (A∗ A)2 ∈ BL2 (Rn ) and
so on. Therefore, if the operator .(A∗ A)2 is bounded for a certain .k ∈ Z+ , we obtain
k
.A ∈ BL2 (R ).
n
36 1 Preliminaries
Lemma 1.1.27 Let .G ∈ C(R2n ) and let A be an integral operator given for .u ∈ Cc∞ (Rn )
by
Au(x) =
. G(x, y)u(y) dy.
C1 := sup
. |G(x, y)| dx < +∞ and C2 := sup |G(x, y)| dy < +∞,
y x
√
the operator A belongs to .BL2 (Rn ) and .$A$ ≤ C1 C2 .
Proof Since .Cc∞ (Rn ) is dense in .L2 (Rn ), it suffices to show that .|(Au, v)| ≤
√
C1 C2 $u$$v$ for all .u, v ∈ Cc∞ (Rn ). We have
2
|(Au, v)|2 ≤
. |G(x, y)||u(y)||v(x)| dxdy
μ μ
(1) .A ∈ b , .μ < −n. Let .a ∈ Sb (Rn , Rn ) be an amplitude satisfying .A = Op a and
|a(x, y, ξ )| ≤ C x − y−(n+1) ξ μ
. (1.1.53)
(such an amplitude exists, see the proof of Proposition 1.1.25). Since .μ < −n, the
function .ξ → a(x, y, ξ ) is summable for fixed x and y. Therefore,
Au(x) =
. G(x, y)u(y) dy, u ∈ Cc∞ (Rn ),
where
C1 := sup
. |G(x, y)| dx ≤ C z−(n+1) dz < +∞
y
chosen to satisfy .μ2k+1 < −n, the operator .(A∗ A)2 is bounded, and consequently, A
k
is bounded as well.
(3) .A ∈ b0 . We set .b = (M 2 − |σA |2 )1/2 with a constant M such that .sup |σA | < M. It
is easy to verify .b ∈ Sb0 . Let .B = Op b. From the expansions (1.1.50) and (1.1.52), it
follows that
σA∗ A = |σA |2 + σ1 ,
. σ1 ∈ Sb−1 ,
σB ∗ B = M 2 − |σA |2 + σ2 , σ2 ∈ Sb−1 .
A∗ A + B ∗ B = M 2 I + C ,
. C ∈ b−1 ;
$Au$2 ≤ $Au$2 + $Bu$2 = (A∗ A + B ∗ B)u, u
.
≤ $A∗ A + B ∗ B$$u$2 .
For .s ∈ R, the Sobolev space .H s (Rn ) is the completion of the set .S in the norm
1/2
$u$s := (2π )−n
. |û(ξ )|2 ξ 2s dξ < +∞.
38 1 Preliminaries
μ
Theorem 1.1.29 Every .DO .A ∈ b (Rn ) extends to a bounded operator .As :
H s (Rn ) → H s−μ (Rn ) (∀ s).
Proof Let us write A in the form .A = Dμ−s (Ds−μ AD−s )Ds . The operators
.D
s : H s (Rn ) → H 0 (Rn ) and .Dμ−s : H 0 (Rn ) → H s−μ (Rn ) are unitary, and
the operator in parentheses belongs to .b0 (Rn ) and consequently extends to a bounded
operator .H 0 (Rn ) → H 0 (Rn ).
Definition 1.1.30 A symbol a ∈ S μ () is called an elliptic symbol of order μ if, for any
compact K ⊂ , there exist positive constants c and t such that
|a(x, ξ )| ≥ c ξ μ
. for x ∈ K , |ξ | ≥ t. (1.1.54)
We denote by ES μ () the set of all elliptic symbols of order μ. Unlike S μ (), the classes
ES μ () are pairwise non-intersecting. If a ∈ ES μ (), the function (x, ξ ) → a(x, ξ )−1
is an elliptic symbol for large |ξ |. More precisely, let K ⊂ be an arbitrary compact and
let c and t be constants corresponding to K (see (1.1.54)). Then,
β
|∂xα ∂ξ a(x, ξ )−1 | ≤ Cξ −μ−|β|
. for x ∈ K , |ξ | ≥ t
β
(∀ α, β; C = C(α, β, K)). Indeed, it is easy to verify by induction that ∂xα ∂ξ a(x, ξ )−1
is a linear combination of functions of the form a −k b, 1 ≤ k ≤ |α + β| + 1, b ∈
S (k−1)μ−|β| (). From the last inclusion, it follows that
|b(x, ξ )| ≤ C ξ (k−1)μ−|β| ,
. (x, ξ ) ∈ K × Rn ;
β
⇒ |∂xα ∂ξ a(x, ξ )−1 | ≤ C ξ −μ−|β| , x ∈ K, |ξ | ≥ t,
Abedáre, as Abecedáre.
A bẻll'ágio, at faire leasure, leasurely.
A bẻlla pósta, for the verie nonce, purposely, wittinglie, expreslie.
A bẻl stúdio, as A bẻlla pósta.
Abẻllíne, a kind of fill-birds, or small-nuts.
Abenchè, although, albeit.
A bendẻlle, with bendlets in armory.
Abentáre, as Abbentáre.
Abénto, vsed for Atténto.
Abẻrráre, to stray or wander vp and downe.
A bẻrtolótto, scotfree, without paiment, fidlers fare, meat, drinke and
mony.
Ab espẻrto, by experience, by proofe.
Abestóne, a kind of blackish stone.
Abẻte, the tree or wood called Firre.
Abẻto, idem.
Ab etẻrno, of yore, from all eternitie.
Abgiuráre, to abiure, to forsweare.
Abgiuratióne, an abiuring, or forswearing.
Abhorréuole, loathsome, to be abhorred.
Abhorriménto, abhorring, loathsomnesse.
Abhorríre, rísco, ríto, to abhorre, to loath.
Abiccáre, as Abbiccáre.
Abiẻttaménte, abiectly, basely, contemptibly, scornfully.
Abiẻttáre, to abiect, to dispise, to scorne, to outcast, to contemne.
Abiẻttióne, abiection, basenesse, scorne, contempt.
Abiẻtto, abiect, base, vile, outcast, scorned.
Abíga, Iuie, or ground frankinsense.
Abigáre, to twine or bind about, as Iuie.
Ábile, able, sufficient.
Abilità, ablenesse, abilitie.
Abilitáre, to enable.
Abilẻo, a kind of fine, soft, and best spunge.
Ab inítio, from the beginning.
A bisdósso, bare-backt, looke Caualcáre.
Abissáre, as Abbissáre.
Abísso, as Abbísso.
Abísto, a stone which being once heated keepes his heat eight daies.
Abitábile, enhabitable.
Abitácolo, an habitation, a dwelling.
Abitánte, a dweller, an enhabitant.
Abitánza, a dwelling, an inhabitation.
Abitáre, to dwell, to inhabit, to win.
Abitatióne, a dwelling, an habitation.
Abitatíuo, inhabiting, dwelling.
Abitẻllo, any kind of little weede or habit.
Ábito, as Hábito.
Abitúdine, as Habitúdine.
Abitúro, as Habitúro.
Ablatíuo, the Ablatiue case of taking away.
Abláto, caried away by force, or violently.
Abnegáre, to deny, to abiure.
Abnegatióne, a denying, an abiuring.
A bócca, by word of mouth, by mouth.
A bócca piéna, with full mouth.
A bócca baciáta, as easie as to kisse my mouth, that is to say with thanks.
Abócco, a kind of waight or coine.
Abolatíuo, looke vẻrme.
Abólla, a Senators habite, a furred garment vsed anciently by Kings and
Philosophers.
Abollíre, as Abbollíre.
Abollitióne, as Abbollitióne.
Abómba, is properly the place, where children playing hide themselues, as
at a play called king by your leaue. Some call it Gióstra prigioniéra: it is
also prouerbially vsed of them that in hard enterprises keepe their wits
about them. It is also a mans home or dwelling. Also as we vse to say:
Home againe home againe, market is done. Also soked or laid in steepe.
Abombáre, to steepe or lay in soke, looke Abómba.
Abominándo, as Abbominándo.
Abominánza, as Abbominánza.
Abomináre, as Abbomináre.
Abominatióne, as Abbominatióne.
Abominéuole, as Abbominéuole.
Abomínio, as Abbomínio.
Abominóso, as Abbominóso.
Abonaménto, as Abbonaménto.
Abonáre, as Abbonáre.
Abondánte, abundant, plenteous.
Abondanteménte, abundantly, plenteously.
Abondánza, abundance, plenty, store.
Abondanziére, one that hath the charge to looke to the store of victualls in
a citty or campe, and to prouide plenty of prouision, a victualer.
Abondáre, to abound, to haue plenty.
Abondéuole, abundant, plentifull.
Abondóso, abundant, plenteous.
Abonéuole, that may be made good.
Abordáre, as Abbordáre.
Abórdo, as Abbórdo.
Aborráre, to stuffe or guilt. Also to abhorre.
Abortáre, as Abbortáre.
Abortíre, as Abbortáre.
Abortióne, as Abbortióne.
Abortíuo, as Abbortíuo.
Abosimáre, as Bosimáre.
Abotáre, to vowe or promise vnto.
A bótta, made like the back of a toad, as some breast plates be.
A bótta di fíco, look Tiráre a bótta di fico.
Abottinaménto, as Abbottinaménto.
Abottináre, as Abbottináre.
Abottíno, mutinously, a boot-haling, a freebooting.
Abozzaménto, as Abbozzaménto.
Abozzáre, as Abbozzáre.
Abozzatóre, as Abbozzatóre.
Abozzatúra, as Abbozzatúra.
A bráccia apẻrte, with open armes.
A bráccia quádre, with vnfolded armes.
A brága, with a breeche, as some pieces are.
Abráme, a fish called a breame.
A bráno, by piece-meale, by mamocks.
A bráno a bráno, idem.
Abrenúzzo, as Abronúntio.
A bríglia sciólta, in full speed, vnbrideledly.
Abriólo, a singing Canary bird.
Abristicáre, as Abbrustoláre.
A brócca. Nemíco a brócca, an enemy from the lance to the bodkin or
nailes point.
Abrocáre, to become hoarce. Also to snort.
Abrodiẻto, fine, delicate and sumptuous.
Abrogáre, as Abbollíre.
Abrogatióne, as Abbollitióne.
Abronúntia, hath beene vsed for a whirret on the eare, or any other
meanes to rid one away, as one would say, a casting of.
Abrostína, a kind of wild wine or grape.
Abrótano, the herb southernwood.
Abruciáre, as Abrusciáre.
Abruggiáre, to burne, as Abrusciáre.
A brúno, vestíto a brúno, clad in mourning or blacke.
Abrúsca, any wild wine or grape.
Abruscáre, to make sowre or sharpe. Also to seare, to parch, to scorch, to
singe.
Abrusciáre, to burne or consume with fire. Also to itch or smart.
Abrusciaménto, a burning.
Abrusciéuole, that may burne.
Abrustíre, as Abbrustoláre.
Abrutáre, as Abbrutáre.
Abruttaménte, abruptly, out of order, without preface or due course.
Abrútto, abrupt, disordered, out of course.
Absentáre, to absent.
Absénza, absence.
Absíde, the point wherein any planet is furthest from the earth.
Absíde supréma, the highest point of any planet.
Absíde ínfima, the lowest point of any planet.
Absínthio, the herbe wormewood. Also a kind of blackish stone.
Absinthíno, made, or tasting of wormewood.
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