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    Hangzhou Lectures on Eigenfunctions of the Laplacian (AM-188)
    Hangzhou Lectures on Eigenfunctions of the Laplacian (AM-188)
    Hangzhou Lectures on Eigenfunctions of the Laplacian (AM-188)
    Ebook366 pages3 hours

    Hangzhou Lectures on Eigenfunctions of the Laplacian (AM-188)

    By Christopher D. Sogge

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    About this ebook

    Based on lectures given at Zhejiang University in Hangzhou, China, and Johns Hopkins University, this book introduces eigenfunctions on Riemannian manifolds. Christopher Sogge gives a proof of the sharp Weyl formula for the distribution of eigenvalues of Laplace-Beltrami operators, as well as an improved version of the Weyl formula, the Duistermaat-Guillemin theorem under natural assumptions on the geodesic flow. Sogge shows that there is quantum ergodicity of eigenfunctions if the geodesic flow is ergodic.

    Sogge begins with a treatment of the Hadamard parametrix before proving the first main result, the sharp Weyl formula. He avoids the use of Tauberian estimates and instead relies on sup-norm estimates for eigenfunctions. The author also gives a rapid introduction to the stationary phase and the basics of the theory of pseudodifferential operators and microlocal analysis. These are used to prove the Duistermaat-Guillemin theorem. Turning to the related topic of quantum ergodicity, Sogge demonstrates that if the long-term geodesic flow is uniformly distributed, most eigenfunctions exhibit a similar behavior, in the sense that their mass becomes equidistributed as their frequencies go to infinity.

    LanguageEnglish
    PublisherPrinceton University Press
    Release dateMar 10, 2014
    ISBN9781400850549
    Hangzhou Lectures on Eigenfunctions of the Laplacian (AM-188)
    Author

    Christopher D. Sogge

    Christopher D. Sogge is the J. J. Sylvester Professor of Mathematics at Johns Hopkins University. He is the author of Fourier Integrals in Classical Analysis and Lectures on Nonlinear Wave Equations.

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      Hangzhou Lectures on Eigenfunctions of the Laplacian (AM-188) - Christopher D. Sogge

      Laplacian

      Chapter One

      A review: The Laplacian and the d’Alembertian

      1.1 THE LAPLACIAN

      One of the main goals of this course is to understand well the solution of wave equation both in Euclidean space and on manifolds and then to use this knowledge to derive properties of eigenfunctions on Riemannian manifolds. This is a very classical idea. A key step in understanding properties of solutions of wave equations on manifolds will be to compute the types of distributions that include the fundamental solution of the wave operator in Minkowski space (d’Alembertian),

      with

      being the Euclidean Laplacian on Rn.

      In the next section we shall compute fundamental solutions for □, which is central to our goal. Here, though, since it will serve for us as a good model, we shall compute the fundamental solution for Δ.

      Recall that the fundamental solution of a partial differential operator P(D) = ∑ aα∂α is a distribution E for which

      where δ0 is the Dirac-delta distribution 〈δ0, f〉 = f(0), f ∈ S(Rn). Here α = (α1,…,αn) is a multi-index of length

      , and S(Rn) is the space of Schwartz class functions on Rn, whose dual is the space of tempered distributions, S′(Rn). If ϕ ∈ S′ (Rn), then 〈ϕ, f〉 denotes the value of ϕ acting on f. For later use, we shall also set α! = α1! α2! ··· αn!.

      Using the fundamental solution, one can solve the equation

      In fact, by (1.1.3), u = E ∗ F satisfies

      Here ∗ denotes convolution, initially defined for say f, g ∈ S(Rn) by

      and then extended to distributions by approximating them by functions. Also, you can justify the first equality in (1.1.4) by using (1.1.5).

      We shall assume basic facts about distributions. Besides S′ (Rn), there is also D′(Rn(compactly supported C∞ functions), and ε′(Rn) (compactly supported distributions), which is the dual of the dual of C∞(Rn). In the appendix we review the basic facts that we use here and elsewhere. The reader can also refer to many texts that cover the theory of distributions, including [37], [61] and [73].

      Let us now derive a fundamental solution of Δ. Thus, we seek a E ∈S′ so that

      Since both Δ and δ0 are invariant under rotations in Rn, it is natural to expect that E also has this property. In other words, we expect that E(x) = f(|x|) = f(r. Assuming for now that f is smooth for r > 0, since δ0 is supported at the origin, we would have that

      and therefore

      The last equation suggests that E should be homogeneous of degree 2 − n. Recall that u ∈S′ is homogeneous of degree σ if 〈u, fλ〉 = λσ〈u, f〉, f ∈ S, where fλ(x) = λ−nf(x/λ), λ > 0 is the λ L¹-normalized dilate of f. This reasoning turns out to be correct for n ≥ 3, but not for n = 2 since then 2 − n = 0 and constant functions are the ones on R+ which are homogeneous of degree 0, and then cannot give us our fundamental solution of the Laplacian on R². But since ln r also solves (1.1.6) when n = 2 and r²−n is a solution of the equation for n ≥ 3, perhaps

      will work for the appropriate constants an.

      Specifically, we claim that we can choose the an so that if

      then for g ∈ S we have

      since g(0) = 〈δ0, g〉 = 〈ΔE, g〉 = 〈E, Δg〉, for all g ∈ S if and only if δ0 = ΔE.

      To verify (1.1.8), we shall need to use the divergence theorem. Note that ν = −x/|x| is the outward unit normal for a point x on the complement of the sphere of radius ε > 0 centered at the origin. Thus, for n ≥ 3, if dσ denotes the induced Lebesgue measure on this sphere,

      The first term in the right vanishes since, as noted above, Δ|x|−n+2 = 0, when x ≠ 0. For a given ε > 0, the second term is bounded by

      and so its limit is 0. The last term is

      which, as ε → 0+, tends to

      Therefore, if An = |Sn−1| = ∫|x| = 1 dσ denotes the area of the unit sphere in Rn, we have the desired identity (1.1.8) for n ≥ 3 if

      We leave it as an exercise for the reader that we also have (1.1.8) for n = 2 if we set

      The minus signs in (1.1.9) are due to the fact that the Laplacian has a negative symbol, −|ξ|².

      Let us record what we have done in the following.

      Theorem 1.1.1 If n ≥ 3 and E(x) = an|x|²−n or n = 2 with E(x) = an ln |x|, with an defined by (1.1.9)–(1.1.10), then E is a fundamental solution of Δ, i.e., ΔE = δ0.

      The fundamental solution for Δ, (1.1.7), that we have just computed is not unique since others are given by E(x)+ h(x) if h(x) is a harmonic function, i.e., Δh(x) = 0 for all x ∈ Rn. E, though, for n ≥ 3 is the unique fundamental solution vanishing at infinity.

      Remark 1.1.2 To help motivate computations that we shall carry out in the next chapter and throughout the text, let us see how the fundamental solution E for Δ in Theorem 1.1.1 is pulled back via a linear bijection T : Rn → Rn. If y = Tx then

      and so

      Then Δyu(y) = F(y) is equivalent to Δgu(Tx) = F(Tx). In other words, the pullback of Δy via T is Δg. If n if

      we conclude that

      if

      |g| = det (gjk).

      Note that, by a theorem of Jacobi (Sylvester’s law of inertia), every symmetric positive definite matrix gjk can be written in the above form, gjk = LLt, where L is real and invertible. Consequently, if we take T = L−1 and TtT = (gjk) = (gjk)−1, then the above argument shows that if n ≥ 3, then

      is a fundamental solution for ∑j,kgjk∂j∂k.

      This decomposition gjk = LLt is not unique; however, it is if we require that L is a lower triangular matrix with strictly positive diagonal entries (the Cholesky decomposition from linear algebra). We shall make this assumption in all such factorizations to follow. Note that the matrix L in this decomposition is, roughly speaking, the matrix analog of taking the square root of a positive number.

      Let us conclude this section by reviewing one more equation involving the Laplacian.

      As we pointed out before, we can use E to solve Laplace’s equation Δu = F. Let us briefly study one more important equation involving Δ, the Dirichlet problem for R¹+n = [0, ∞) × Rn.

      If (y, x) ∈ [0, ∞) × Rn, the Dirichlet problem for this upper half-space is to show that for a given f ∈ S(Rn) on the boundary we can find a function u(y, xwith boundary values f, i.e., a solution of

      By using the fact that in polar coordinates

      where r = |x| and ΔSn−1 is the induced Laplacian on Sn−1 (see § 3.4), one easily checks that if

      then

      Therefore, if bn is a constant and f ∈ S,

      is harmonic in (0, ∞) × Rn, i.e., it satisfies the first part of (1.1.13). Since

      we also have that as y → 0+

      provided that the constant bn is chosen so that

      in other words

      with

      being Euler’s gamma function. Thus we have shown that the Poisson integral of f, (1.1.14), with bn given by (1.1.15) solves the Dirichlet problem for the upper half-space, (1.1.13). Note also that the constant bn in (1.1.15) is also given by the formula

      denotes the area of the unit sphere, Sd−1, in Rd.

      1.2 FUNDAMENTAL SOLUTIONS OF THE D’ALEMBERTIAN

      In this section we shall compute fundamental solutions for the d’Alembertian in R¹+n. Thus we seek distributions E for which we have

      Here δ0,0 is the Dirac delta distribution centered at the origin in space-time.

      Recall that the Lorentz transformations are the linear maps from R¹+n to itself preserving the Lorentz form

      which is the natural quadratic form associated with □. Since both □ and δ0,0 are invariant under these transformations, we expect E to also enjoy this property. Thus, we expect it to be of the form E = f(t² −|x|²) where f is some distribution. If we plug this into our equation (1.2.1) and we use the polar coordinates formula for Δ, we can see that if E were of this form then we would have to have that

      From this we expect f to be homogeneous of degree (1 − n)/2. If

      denotes the Heaviside step function on R, then we can write down solutions of (1.2.3) with this homogeneity. Specifically, when n ≤ 3 the equation has the solution

      Thus, we expect that for appropriate constants cn the following are fundamental solutions for □ in spatial dimensions n = 1, 2, 3

      We added the factor H(t. When n = 3 our guess involves δ(t² − |x|²), which is the Leray measure in R¹+³ associated with the function t² −|x|² (see Theorem A.4.1 in the appendix).

      Let us show that our guess is correct when n = 2, since this will serve as a model for arguments to follow. Thus, we wish to see that c2 can be chosen so that whenever F ∈ S(R¹+²) we have

      To simplify the integration by parts arguments, we note that we can regularize our guess by extending it into the complex plane and taking limits. Specifically, instead of truncating the distribution about its singularity as we did for the fundamental solution of the Laplacian, we shall use the fact that

      due to the fact that limε→0+ (|x|² − (t + iε)²)−1/² is real when |x|² > t², and of positive imaginary part if (t, x) is fixed with |x|² < t² and ε > 0 small. Therefore, (1.2.6) is equivalent to showing that c2 can be chosen so that we always have

      In addition to motivating what is to follow, the advantage of (1.2.7) over (1.2.6) is that the integration by parts arguments that we require are easy for the latter. If we use the polar coordinates formula for the Laplacian it is not difficult to check that

      and of course we also have that for ε > 0, Im (|x|² − (t + iε)²)−1/² = 0 when t = 0. Therefore, if we integrate by parts, we find that when ε > 0 we have

      The last integral involves the Poisson integral of x → F (0, x), which, as we showed in the last section, will tend to F (0, 0) as ε → 0+ provided that c2 is the constant b2 in (1.1.15).

      Thus, we have verified our claim that for n = 2, (1.2.5) provides a fundamental solution for □. Before proceeding further, we urge the reader to verify the assertion for the other two cases there, namely, n = 1 and n = 3, and compute c1 and c3.

      Before we calculate fundamental solutions in other dimensions besides n = 2, let us try to add some perspective to what we have just done. Recall that for n ≥ 3 the fundamental solution of −Δ was a constant multiple of |x|²−n. We can think of the latter as the pullback of H(r)r(2−n)/, and the latter is the metric form for Δ. Since the space-time dimension is larger by one, ideally we would like to obtain fundamental solutions for □ by pulling back distributions like r(1−n)/² via the Lorentz form Q(t, x) = t² −|x|². The problem that arises, of course, is that since Q is a semidefinite form (unlike the one for Δ), we cannot do this directly. In our calculation for n = 2, we in effect did realize our goal of obtaining a fundamental solution of □ via a regularization argument that produced a distribution which was the limit of smooth functions involving the appropriate power of complex extensions of Q. We shall do an analogous thing when n ≥ 3.

      Let us be more specific. We first define distributions

      by which we mean that for F (t, x) ∈ S(R¹+n),

      Note that if |x|² > t² > 0, limε→0+ (|x|² − (t + iε)²)a = (|x|² − t²)a , while for a = −ν − 1, ν = 0, 1, 2,… we leave it as an exercise for the reader to see that Wa(t, x) is a constant multiple of sgn tδ(ν)(t² −|x|²), with the constant being equal to π when ν = 1 (show this!, cf. also formula (3.2.10) in [37]). Therefore,

      which is the union of the forward and backward light cones through the origin. Note also that a simple integration by parts argument in the r = |x| variable shows that these distributions are well-defined.

      The distributions in (1.2.8) are the ones that will give us our fundamental solutions for □ in R¹+n, n ≥ 2 with a = −(n . Based on (1.2.9) it is natural to set

      and

      with H being the Heaviside function.

      Since Δ = ∂²/∂r² +(n − 1)r−1∂/∂r +ΔSn−1and t > 0

      while for a = 0 and t > 0

      The limit as ε → 0+ of the other exceptional case of a = −(n − 1)/2(n ≥ 2) is a candidate for a fundamental solution since it is a distribution which is invariant under the Lorentz group, and, moreover, homogeneous of degree 2 − d, where d = n + 1 is the space-time dimension. What is more, we have

      Indeed, we claim that if cn is chosen appropriately, then the distribution

      is a fundamental solution of □, i.e., □E+ = δ0,0.

      Thus, we need to verify that cn, n ≥ 2, can be chosen so that whenever F(t, x) ∈ S(R¹+n), we have

      assuming that n > 1. We just did this for n = 2 and the argument for higher dimensions is practically the same. Indeed, if we use (1.2.14) and the fact that

      we can integrate by parts as we just did in the 2-dimensional case to see that the right side of (1.2.16) equals

      For a given ε > 0, the last integral is our friend, the Poisson integral of x → F (0, x) that arose in the Dirichlet problem for the Laplacian. So if for n ≥ 2 we choose cn here to be

      where bn is as in (1.1.15) and (1.1.17), i.e.,

      then we conclude that (1.2.16) must be valid, i.e., E+ is a fundamental solution for □.

      For n = 1 this calculation does not work, but based on what we just did we find that

      satisfies □E = δ0,0 in R × R.

      We also notice that

      and in three spatial-dimensions we have the Kirchhoff formula

      Therefore, when n ≤ 3, E+ is a measure supported in the forward light cone. When n ≥ 4 it is a more singular and complicated distribution than this. On the other hand, n = 2k + 1 is odd with k ≥ 1, then E+ involves (k − 1) derivatives of the δ-function on R pulled back via the Lorentz form (1.2.2), which is equivalent to the familiar spherical means formulae for solutions of the wave equation in odd-dimensions (see [62], formula (1.6)).

      By construction, the fundamental solution E+ is supported in the forward light cone, {(t, x) ∈ [0, ∞) × Rn : |x| ≤ t}. Let us now argue that it is the only such fundamental solution. Any other would have to be of the form E+ + u where u is a distribution satisfying □u = 0 and supp u ⊂ [0, ∞) × Rn. But then u = δ0,0 ∗ u = (□E+) ∗ u = E+ ∗□u = 0.¹ So not only is E. Because of this, it is often called the advanced fundamental solution.

      If E− is the reflection of E+ about the origin in R¹+n, i.e.,

      where F−(t, x) = F (−t, −x), then clearly E− is a fundamental solution, which is called the retarded fundamental solution

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