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The subjects dealt with were topics of current interest in the
closely interrelated areas of Fourier analysis, pseudo-differential and
singular integral operators, partial differential equations, real-variable
theory, and several complex variables. Entitled the "Summer Symposium
of Analysis in China," the conference was organized around seven series
of expository lectures whose purpose was to give both an introduction of
the basic material as well as a description of the most recent results in
these areas. Our objective was to facilitate further scientific exchanges
between the mathematicians of our two countries and to bring the students
of the summer school to the level of current research in those important
fields.

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Annals of Mathematics Studies

Number 112

BEIJING LECTURES IN

HARMONIC ANALYSIS

EDITED BY

E. M. STEIN

PRINCETON UNIVERSITY PRESS

**PRINCETON, NEW JERSEY
**

1986

**Copyright C 1986 by Princeton University Press
**

ALL RIGHTS RESERVED

**The Annals of Mathematics Studies are edited by
**

William Browder, Robert P. Langlands, John Milnor, and Elias M. Stein

Corresponding editors:

Stefan Hildebrandt, H. Blaine Lawson, Louis Nirenberg, and David Vogan

**Clothbound editions of Princeton University Press
**

books are printed on acid-free paper, and binding

materials are chosen for strength and durability. Pa.

perbacks, while satisfactory for personal collections,

are not usually suitable for library rebinding

ISBN 0-691-08418-1 (cloth)

ISBN 0-691-08419-X (paper)

**Printed in the United States of America
**

by Princeton University Press, 41 William Street

Princeton, New Jersey

**Library of Congress Cataloging in Publication data will
**

be found on the last printed page of this book

TABLE OF CONTENTS

PREFACE vii

NON-LINEAR HARMONIC ANALYSIS, OPERATOR THEORY

AND P.D.D.

by R.R. Coif man and Yves Meyer 3

**MULTIPARAMETER FOURIER ANALYSIS
**

by Robert Fefferman 47

**ELLIPTIC BOUNDARY VALUE PROBLEMS ON LIPSCHITZ
**

DOMA INS

by Carlos E. Kenig 131

**INTEGRAL FORMULAS IN COMPLEX ANALYSIS
**

by Steven G. Krantz 185

**VECTOR FIELDS AND NONISOTROPIC METRICS
**

by Alexander Nagel 241

**OSCILLATORY INTEGRALS IN FOURIER ANALYSIS
**

by E. M. Stein 307

**AVERAGES AND SINGULAR INTEGRALS OVER LOWER
**

DIMENSIONAL SETS

by Stephen Wainger 357

INDEX 423

v

PREFACE

**In September 1984 a summer school in analysis was held at Peking
**

University. The subjects dealt with were topics of current interest in the

closely interrelated areas of Fourier analysis, pseudo-differential and

singular integral operators, partial differential equations, real-variable

theory, and several complex variables. Entitled the "Summer Symposium

of Analysis in China," the conference was organized around seven series

of expository lectures whose purpose was to give both an introduction of

the basic material as well as a description of the most recent results in

these areas. Our objective was to facilitate further scientific exchanges

between the mathematicians of our two countries and to bring the students

of the summer school to the level of current research in those important

fields.

On behalf of all the visiting lecturers I would like to acknowledge our

great appreciation to the organizing committee of the conference: Pro-

fessors M. T. Cheng and D. G. Deng of Peking University, S. Kung of the

University of Science and Technology of China, S. L. Wang of Hangzhou

University, and R. Long of the Institute of Mathematics of the Academia

Sinica. Their efforts helped to make this a most fruitful and enjoyable

meeting.

E. M. STEIN

vii

.

Beijing Lectures in Harmonic Analysis .

.

. OPERATOR THEORY AND P.fk)IIB2 < Ck 11 IIfjIIB1 j=1 for some constant C . This means that there is a k multilinear function Ak(fI. NON-LINEAR HARMONIC ANALYSIS. (This last estimate guarantees the convergence of the series in the ball IIf1I < C .. f. functions defined on a Banach space of functions (usually on Rn ) with values in another Banach space of functions or operators... Such a functional F:B1 -1 B2 is said to be real analytic around 0 in B1 if we can expand it in a power series around 0 i.) 3 . Coifman and Yves Meyer Our purpose is to describe a certain number of results involving the study of non-linear analytic dependence of some functionals arising naturally in P.xB1 B2 (linear in each argument) such that Ak(f) = Ak(f..e. To be more specific we will consider functionals i. R. R. 00 F(f) = I Ak(f ) k=0 where Ak(f) is a "homogeneous polynomial" of degree k in f.fk):B1 xB1..e.D. f) and k (1) IIAk(fI.E.D.. or operator theory.E.

e. R.. (where Ak is x the kth Frechet differen- k! tial at 0 ). It is natural to ask when such objects as: L-1 . The converse is also true. 1. fL sgnL. Let L denote a differential operator like a(x) dx xfR. JzJ < 1 . e-tL . or more generally. and a functional calculus developed i. Any such holomorphic function can be ex- panded in a power series. Expand in a power series and show that one has estimates (1). F(f +zg) is a holomor- phic (vector valued) function of z e C.. 2. In particular if F is analytic it can be extended to a ball in Bi (the complexification of B1 ) and the extension is holomorphic from B c to B2 i. . c(L) (where (k: C C ). and would like to prove that they depend analytically on certain functional parameters. COIFMAN AND YVES MEYER Certain facts can be easily verified. e-t\/L .4 R.e. g sufficiently small. a(z)az zEC aij(x) = div A(x) grad. As you know there are two ways to proceed. Yf. A _ (aij) x f Rn ai j(x) x e Rn the coefficients a(x) (or aij(x) ) will be assumed to belong to some Banach space B1 of functions (for example L°° ). We will concentrate our attention on very concrete functionals arising in connection with differential equations or complex analysis. (k1(L)02(L) _ 0102(L). can be defined as a bounded operator (say on L2 or some Soboleff space). Extend the functional to the complexification as "formally holo- morphic" and prove some boundedness estimates.

and what is the domain of holomorphy of F(a) in this space. If we define h(x) = x+A(x).M." We now start with a fundamental example related to the Cauchy integral. We then have Laf=\_d f°h-110h=i UhdxUhlf where Uhf =f°h. A'(x) = a. We let La l+a -dx with hall < 1 a(x). if we use the Fourier transform we can define (I_ d)f r eix&O(e)f(e)de idx . and other "exotic spaces. Of course. As for question b) we will see that the largest spaces possible for the coefficients involve rough coefficients and leads us to work with coefficients in L°°. b) What is the largest domain of coefficients a for which we have estimates for c(L) ? This question is the same as asking what is the largest BI for which (1) holds. B. that the nature of the multilinear operators Ak be sufficiently well understood to provide estimates (1). and second. real valued.O. The answer to question a) will require first that we understand methods for expanding functionals in a power series. NON-LINEAR HARMONIC ANALYSIS 5 Many questions arise: a) Does F(a) = c(L) viewed as an operator valued function of a depend analytically on a ? This is equivalent to asking whether we can consider complex valued coefficients in L and still have estimates on (A(L). in this case.

for example 00 sgn d dx) f = J elx6sgn 6 (e)de = n P. f -00 f t dt = H(f x-t Thus we can define 00 n sgn(La )f = nUhsgn li dx a Ulf h =pv J r f(t)(l+a(t) x-t+A(x)-A(t) dt -00 (where we used the observation that 95(ULU-1) = U¢(L)U-1 ). R. we find F(a) f = f f(t) (1+ia+i$) x-t+A(x) + iB(x) . COIF MAN AND YVES MEYER This gives. as an operator on L2(R) and wish to know whether it is analytic on L°° or if we can replace a by complex a and still have a bounded operator. R. We view F(a) = sgn L. V.iB(t) dt f t)[(l+a)/(1+a)](1+a) dt x+A(x)-t-A(t)+i(B x)-B(t)) = UhCUhif1 where (' f(t) (1+Bi(t)) h = x+A(x) Cf = J x-t+iB1(x)-iB1(t)dt -00 f1(t) = f(t) i+a Bi(t) B1 = B°h-1 . If we do this.A(t) . writing a = a + ip jfaIl0 < 1 .

We could also try to prove this by expanding -irr sgn(La)f = J (xf t)+A(x)-A(t) dt = C' (-1)k r / (A(x)_A(t)\kf(1+a)dtJ x-t x-t - Observe that the operators are of the form T(f) = ft (Ax_ A t) f(t) dt = fk(xt) f(t)dt We will prove Theorem I: Let T a Cc(C) and A(x) such that IA xx_A t I < M and T(f) = p. This result will then be extended to Rn and other settings.v. Kenig (to which we shall return later). We now return to the interpretation of C as the Cauchy integral for the curve z(t) = t + iA(t) where A is Lipschitz as we can see its boundedness in L2 is equivalent to the analytic dependence of C(a)f on the curve a. J (`A(xx-y (Y) f(y) dy Then the operator T is bounded on L2(R) (and LP 1 < p < oe ). . NON-LINEAR HARMONIC ANALYSIS 7 Since Uh is bounded on L2 it would suffice to prove that C is bounded on L2 for all B such that B' is small. This now is related to the lectures by C.

.z(t) -00 00 r 1 f t z' t dt J z s.v.e.O. f f t z' t dt z(s). All the operators which we encountered previously had the form . we will see that B.M. R. Condition * is the so-called chord arc condition and * for S small is equivalent to a e BMO with lIaIIBMO small (see [3]). If we think of C as an operator valued functional of a. §2. COWMAN AND YVES MEYER Let us consider a more general version of the Cauchy integral.8 R. s be the arc length parameter s z'(s) = ea(s) i. z(s) = r eia(t)dt 0 The Cauchy integral on r is given as: 00 cr(f) = p. is the space of analyticity or holomorphy of Ca. Let I' be a rectifiable curve through 0.Z (t s-t 00 s-t rJ 0rz` ss-t-z t/I fs-tt) dt -00 if we assume * 0<a<lzs-ztl<1 s-t we can take c e C o (C)t/i(z) = on 8 < lz l < 1 and obtain the bounded- z ness on L2 of C11 (from Theorem I).

M. A basic treason for the frequent occurrence of functions in B.y) = -K(y. and prove their theorem.x) .O. K(x. K(x.y)I < C IaxKI + Ia KI < Ix-y12 C moreover they were also Ix-YI Y antisymmetric i.y)f(y)dy where IK(x..e. This condition is simply that T(1) must be of bounded mean oscillation. PROPOSITION. Recall that b c BMO(R) if 1 /2 IIbII* = uIII fI where mi(b) =III I b(x)dx and I is an interval (or a cube in Rn ).) Recently G.M.y) (A(x) -Y (Y)) --y -0 c C4. f K(x. and that this norm is equivalent to the following "Carleson" norm 111 1 /2 rr *b12 dxtdt JJ I 0 where '/it = 0 (t) 0 C o C.O. David and J. If T is as above and T is bounded on L2 then T maps L°° into B.v.M. A' c L°° . NON-LINEAR HARMONIC ANALYSIS 9 T(f) = p. We now would like to state certain facts concerning B. is the following simple fact. fcidx =0 (ci a'0) (see [51). .-L.O. i1 (For example. Journe found a necessary and sufficient condition for such operators to be bounded on L2 (or LP ).

which shows that second term is bounded by CIIbII.y) .T(b2)(u) = I f[K(x.10 R. We have thus shown the necessity of the condition T(1) c BMO.Y))b2(y)dy < f Ix-y1>111 III dylIbll. < CIIbII .K(u. Before stating the theorem precisely we would like to reformulate it somewhat.. R. Consider I = 21 and write Tb = T(bXI) + T(b(1 ... IX-YI2 Integrating in y we get IT(b2)(X)-mI(T'(b2))I < CIIbII. Let b c L°° and let I be given.XI)) = -51 + b 2 Clearly 1 /2 f 1 /2 lill Ib-m1(b)I 2 1/2 + r III f ID2-ml(b2)I 2 I The first term is dominated by 1 /2 1 /2 2(-L II JI r1I2dx <c III fI <cIIbII For the second we observe that T(b2)(X) . COWMAN AND YVES MEYER Proof. .

. Ix-yi-2 If Ix-yj < 3t we use the antisymmetry of k(x. We claim that under the preceding assumptions on T we have l<T'&r. if we assume Ix-yj > 3t I<Tqx.u)Otu)Ot(z)-. Let ft(u) _ (U-xand similarly for Vit (u) ..At(z)ot(u))dzdul but lp (u) ¢t (z) -fir (u) (z) I < Iu and the fact that Iu-x I < t .Ot>I <CPt(x-y) =Ct 1 1+ (xY)2 In fact.u)l <3 1 imply lz-u I .y) to write <T I2 ffK(z.1). Since f c&du = 0. Ix-y l > 3t and the hypothesis layK(x. Ix-ut < t.Ot >I Combining these estimates proves our claim. (kt >I = fr(z){j'K(z . Ix-yj < 3t and IK(z. assume for simplicity. NON-LINEAR HARMONIC ANALYSIS 11 Let k eCU(RI) with f6dx = 1 and =f(x). t 1 t Iu-zl < t.u) dz < J'Ic!'(z)I t 21ot(u)ldudz <C t IY-xl ly-xl2 (where we used the fact that ly-z I < t . that S6 is supported in (-1.y)I < ).

M.y)f(y)dy where 1° Ik(x. We have just seen that if T(f) = p. L.`t'St >1 <. q5t >! S t vll+E = pt(u-v) 1 + Iu t Then the necessary and sufficient condition for T to extend to a bounded operator on L2 into L2 is that T(1) and T*(1) be in B. 3° I<T(c1r ). Ot >I < t .y)I < Iy-yI IE for Ix-yI > 2Iy-y' I Ix-yI'+E and 1 E k(x1. J. or >I + I<T*(.t 1 I+E = pt(u-v) 1+IuyI t and * I<T*.At. Journe) [7].yl)-k(x.v. J k(x. Let T:`D . David. COIFMAN AND YVES MEYER We can now state THEOREM (G.y)-k(x.O.y)I < Ix x I I for Ix-yI > 2Ix-xI I E x-yI for some E>0. We would like to make a few comments concerning the conditions *.12 R.D' such that for some E>0 <T.A ).y)I < IxyI 1 2° Ik(x. R.

This last condition is independent of 1°. 2° as standard estimates.O. 2°) then the conditions * are verified.l) a B. 2°. To see how the theorem can be applied to reduce the degree of non- linearity a of a "polynomial" and to obtain estimates consider C(aIf) n = ft!J. from which we deduce that Cn(a.a)(x) If we make the induction hypothesis that Cn_I(a.f) maps L°° to B.M.A(xX_A(Y)ln ! Y J f(y) Y dY We check by a simple integration by parts that Cn(a.O. as we shall see. and can be proved in a variety of ways. It can be shown that if * is valid then T can be represented as a limit of integral operators whose kernels satisfy the conditions 1°. For simplicity of notation we'll denote Ptf=95t*f Qtf=qit*f. NON-LINEAR HARMONIC ANALYSIS 13 (This last condition followed from k(x.f )IIL2 <_ CnllaIILjIfIIL2 We will see later that this reduction of Cn to Cn_I is not a trick but can be accomplished in general to reduce the study of n+l multilinear operators to an n-multilinear. 3° We will refer to 1°. and to 3° as the weak cancellation (or boundedness) property. We start with the fundamental theorem of calculus writing for f e Co(R) .l)(x) = Cn-I(a.y) and 1°.M.y) = -k(x. and that 3C > 0 such that IIC5(a.f) is bounded on L2 it would follow by the preceding remarks that Cn_I(a. 2°. Proof of the theorem.

e.tg = iA1.Y)g(Y)dY and et(x. Ot > Also observe that Lt(l) = f et(x. We start by observing that pt 2g t _2 ( ) = t 2 2(te)g(e) = 20(t6)01(te)g(e) = (Q1 tQtg) where ip1(x) = xq5(x) and Q 1. (This would be exact if Pt is a conditional expectation and .. This permits us to rewrite the first term as 00 dt -2 f Q1 tLt'tf t 0 where Ltg = QtTPtg = J t(x. COIFMAN AND YVES MEYER 1 /E Tf = li PtTPtf Eir I t (PtTPtf) dtt o E = We'll study only the first term (since the second is its adjoint). R.14 R. and of Ptf as being essentially constant on that scale i.y)l < pt(x-y) we can think of Lt as an averaging operator on the scale t.Y) = < T*Ot .1 > = At *T(1) = Pt*b (here all integrals converge absolutely since let(x.y)dy = <T*cb .t *g. Lt(Ptf) would look like Lt(1) Pt(f) .y)I < pt(x-y) ). Before proceeding we remark that since Iet(x.

tlLtPtf-Lt(1)Pt(f )Idt J0 r 0 We consider E(f) as an error term and prove that J <e J Ifl2dx (this is valid using only *).t1Lt(1) Pt(f )t Lt 0 0 00 + QL.) We are thus led to write r QI. In fact.E(f)>1 = fJQit()(LtPt)f-Lt(1)Pt(f)}dx tdtl 1 °(f 4xtdt) ftxYxPt(f )(y) < rTQ1.t(g)I2 .tLtPtf dt = r QL. NON-LINEAR HARMONIC ANALYSIS 15 Lt had the correct measurability. let g e L2 j<g.Pt(f )(x))dy A simple application of Plancherel's theorem permits us to estimate the first term. For the second we use * and Minkowsky's inequality to dominate it by .

I .M. recall that dv(x.t) cR2:(x-t.t) on R* is a Carleson measure if for each interva 1 I v(I) < C111 I =1(x..16 R. R. dudedt1 /2 ')I2leit1 1I2f(e)2 t 1/2 (fffpt(u) 1u S I$(te)12 Itel 8 2 du ddt ` t I 1^ (6)1 t 1/2 00 1/2 = P(u) us f I0(t)12ts dt (j(2de)1/2 J o As for the first term. COIFMAN AND YVES MEYER 1 /2 dxdydt (j//'Pt(x_Y)IPt(f)(Y)_Ptf )(x)12 1 /2 dudydt fff Pt(u)IPt(f )(Y)-Pt(f )(Y+u)12 t .e. we proceed as above and are led to estimate 1 /2 (f*bX)I2t*f2 d tdt This is dominated by llf 112 if and only if (fit * b(x))2 d tdt is a Carleson measure i. In fact. b is in B.O.x+t)<If.

NON-LINEAR HARMONIC ANALYSIS 17 Carleson's lemma states that fFP(xt)d(xt) <c J F*(x)t dx . where F*(x) = sup IF(x-y. This is proved by observing that if OA = {x:F*(x)>A1 then outside OA F(x.t) <A. . We now would like to make a few comments concerning the principal term: 00 f Qt((.t)j .: If bT(x) = b(x-r) and bx(x) = b(Ax) then Since all the problems we will be considering are invariant under such transformations. thus v(1F>A1) < v(OA) <cIOAI and the LP result follows by integration.At * b) (0t * f )) dt = 77 (b. it is not surprising that the bilinear operations which arise look like n. f) 0 This is-essentially equivalent to a simpler looking version 00 J (art*b)(0t*f)dt 0 which is the basic bilinear operation in (b.e. f) commuting with transla- tions and dilations i.

Multilinear Fourier Analysis We would like to understand various explicit representations for "homogeneous polynomials" i.ct) 0 00 f F'(f)*(btf * btdt+e =rr(f. . For simplicity and to avoid technicalities we consider Ak a multilinear operator defined on trigonometric polynomials on T' with values in periodic con- tinuous functions i. given F f C°°. 0 < a < 1/2 one has the remarkable formula (Bony) F(f)=rr(f. The proof of this linearization formula is the "same" as for the T(1) theorem and is achieved as follows. F(f) = lim F(f * ct) = - do fr 0 t -2 F(f * qt) at 00 J F'(f * fit) f * Vt !Lt (here ct = t 2.e. COIFMAN AND YVES MEYER One cannot conclude this section without mentioning that IT is also the principal term in the Bony linearization formula and is called para- product by him i.F'(f))+e 0 and it is quite easy to verify the e e A2a if f e Aa. (This method should be explored further in connection with non-linear estimates [15].e.F'(f))+e where e e .18 R.. multilinear functionals. R.12a (f EAa iff If(x)-f( y)1 < cIx-yIa) . f Aa.e.) §3.

..V...ellke)(O) Before continuing let us observe that for k = I .. eike form a basis diagonalizing all linear operators commuting with translation..thi e-ihki Clearly if we take ti(9) = e (® = ti(O) we find using the linearity in each argument that k A h(l ki) ik19 ikke ik10 ikkO e Ak(e . .. We can ask when is it true that . Consider for a moment a finite dimensional vector space V and a bilinear transformation AN xV ..LA(jl. in fact.tk)(e) =I.... .tk)(e-h) where th(IA ) = ti(V.. For k > 2 it isn't as simple.......h) .jk)tl(j1)t2(j2)tk(jk)e 1 jk j1 where A(jl ..e )(e) = Ak(e . all such operators are norma I.e )(e-h) taking h = 0 we get Ak(e e (e) _ A(kl .. * Ak(th. ikie.tz.e. jk) = A(ellle.tk)(e) =Ak(tI.. NON-LINEAR HARMONIC ANALYSIS 19 is multilinear in the ti We will assume that Ak commutes with simultaneous translation of ti i... ... kk) e More generally if ti(0) = F ti(j)e' 0 we find k ie(! j i) A(tlt2..

j) for some map n(i. we want the diagram to commute ti A V®V where v(ei...fk)(x) = Rk and .. imposes severe restrictions on the nature of a multi- linear operation. R.ek)(eI)f(e2).f((k)deidek Ak(fI..20 R.. It would be interesting to understand the bilinear operators admitting such a diagonizable lift to the tensor product.. This observation indicates that the hypothesis concerning commuta- tion with translations....(i.ej) = Ai j e..e. COWMAN AND YVES MEYER there exists a basis in V el eN a linear operator A defined on V®V diagonalized by ei®ej A (ei®ej) = Ai.. We now return to the line on which we realize multilinear operations as ffeix(e1+.ek)VeI.j) of (1.N) i...j) This is clearly the situation for periodic functions...N)2 -(1.j ei®ej such that A(ei. ej) = ei®ej n(ei®ej) = en(i.

9 < lel < 2. In fact 0 (' t/it*b(kt*f dt _ ('eix(eI 2) (f(tei) 3(te2)dt 2 0 J (ow if we take with support in 1 < 2 and supported in lei < lU we have 5l'1(t(e1 where 0 I(() is any function equal to 1 on 1.. . NON-LINEAR HARMONIC ANALYSIS 21 nk(eieix. In this case we see that the two expressions are equal. Xk) .. We are thus led to consider the general question of studying multi- linear multipliers. eix(e1+.ek)Ak(eI elekx) (x) = .... This sort of analysis comparing frequencies and interaction of various functions can be carried out permitting one to understand the structure of some multilinear opera- tions.1 .. We state two known results.) This realization permits us for example to show that the study of fo lAt * b (kt * fat can easily be con- verted to the study of J to * (iAt*b 95t* fdtt 0 which we considered previously in the proof of Theorem [II]. .. (Note that this realization is only valid for multilinear operations verify- ing some mild continuity conditions.

. Let A(e.xLpk.22 R. We now prove the result by induction on k. for simplicity we consider only k = 2.... THEOREM [5].. COIFMAN AND YVES MEYER PROPOSITION 1.... .L4 k >pi>1 >Pi More generally one can take operators of the form o(f I" f) =f I" dd d4k k J k 1 1 with o(x... d) such that 1a dX o(x. ek)f(e1) . Ca jai _S [. dial 2J then A(fI. f(ek)del . It would be desirable to obtain more subtle results for L2.fk): LPIxLp2.fk) = re I 4e1.d)I < Ca1R for all a. d fk maps L2 x x L2 L2 continuously... R.4k) be such that al. This is an elementary result which we leave as an exercise.../3 sufficiently large +IeF and the same conclusion is valid.. Let I'k(61 6k)1 < 1 then (max k2 k ei A(fI.n] + a=(a1"'ak)IaIai Id .

(in f. for a fixed) is given by the symbol 'k*((1. These can easily be calculated. y) = f k(x-t. x-y)a(t)dt verifies conditions 1°. 0)9(S 1)dS l which is a linear Calderon Zygmund operator applied to the bounded func- tion a.x2) = A(x1x2) satisfies Ik(x 1. in fact T(1) = J eixel X(e1. and that this condition implies f IT(-Ot)ldx < c on any interval of length t . 2°. f 2 = a e L°° and write eix(e1+e2)x(41. Property 3° can be verified once we observe that the same induction shows that IIT(e'xe)IIBMO < C . x2)I < IVkI < x12 +Cx22 . 3 Ixi thus k(x. III . and 3° of the T(1) theorem: thus to verify the boundedness in L2 (for a fixed) it suffices to calculate T(1) and T*(1). verifying the same hypothesis the result follows for T*(1). e2) _ X(el. -el -'). a) (x) = IJ e2)a((1)f(e2)del de2 [fk(x_tx_)a(t)] f(y)dy where k(x 1. NON-LINEAR HARMONIC ANALYSIS 23 We take f e LP . Since T*. A(f. Thus it is in BMO.

E. Before illustrating on an example recall also that a common method for .E. J provided trtOt are supported in I.D.D. R. We claim that this can be achieved also for non-linear partial differential equations. lox-y(y)l fIT(9t)(x)I <_ dy -t < if lx I > 2 It l thus JTt(x)Idx < c if dist (I.O. of initial value problems to simple O. COIFMAN AND YVES MEYER In fact Ot(x) = feiX6 (et)de4 lIT(ot)(x)IIBMO t . thus we obtain IT(Ot) .I) > t . I Since T(4t) is in B. permitting the reduc- tion for example.M. now assume cbt(y) is supported in I. it follows that t > III fIT(t)(x)-miT(t)) 1 ftTdx < c .At 15 t .24 R. As you all know the Fourier transform in a basic tool in linear P. Again we conclude with a few general observations.

ej) 6k) 1 j=1 (Strictly speaking ak is determined only if we assume that it is invariant .O) = f(x) ).. The set of solutions is clearly invariant under x translations and can be parametrized by functions of x (for example by specifying u(x. Let us write u as a power series u(x...t>0. and that /k k ( k 13 k-1 ak(6)1 6i3 l . J )=_3(e1) Y aj(61 ..t) where k f ix(16i) uk(x..t) = 1: Ak(v) = I uk(x. d6k (here v is some unspecified functional parameter) plugging into the equation we obtain n-1 r3uk .t)v(e1).auk 3 at ax 3 r)x Lr uiuk-l j=1 k it e3 we find first that ak(e.. v(ek) del . NON-LINEAR HARMONIC ANALYSIS 25 solving differential equations (linear and non-linear) is to plug into the equation a formal power series whose coefficients are determined recur- sively using the differential equation. We now sketch how these two ideas can be combined to "formally" solve the Korteweg-de Vries equation (KdV) 0 "U +a36u"u &A3 xER. t) = e 1 ak(e).t) = J e 1 ak(e.

.+ek ak (e1+Q (e2+N ".26 R. (ek-1+ek) solves the recurrence above.U-Cv)-1(1)dri _ fV 0 d71 where satisfies the integral equation I I.t) =13 i J 1 1 ..t = eixe+te 3 v(S) If we let p. v. R.k-1 k i=l vx. d . f --L.t) = _ J ..d.) It can be shown (not so simply) that e1+. so that the equality should be true only after symmetrization. COIFMAN AND YVES MEYER under permutations of ek..t) = iax J and u(x. Thus k uk(x.v.k vx.' f T4. uk(x.t(ei)de1 .

ij 1 The bij(x) are complex valued functions. . au= 2 -Lu at a2 -Llu=0 &2 / or more generally for F(L) where F is a bounded holomorphic function in a sector jarg zj < S containing the spectrum of L (this can be shown to be true if e0 is sufficiently small). We define formally F(L) 2ni J d r where r is the boundary of the sector. Dahlberg. Functional calculus. eit L. eitV'L. -1u=Lu.. We would like to prove L2 estimates for such functions as e-tL. resolvent expansions We start by considering a small perturbation of -0 ItbIL. e-tVL These provide us with estimates for solutions of the initial value or Dirichlet problem for 2 u= -Lu. and was shown to us by B. §4. <E0. NON-LINEAR HARMONIC ANALYSIS 27 This set of remarkable formulas constitute the so-called method of "inverse scattering" for solving K deV see [9].

0 r 0 To better understand such expressions we consider the first two terms (A0(B)f) = J Q F(C)dI 1 2ni 1 F(C)dCf(C) C_ICI2 r r =F(IKI2)f(C) = m(C)f(C) . Since F is assumed to be bounded holomorphic in a wedge containing the c real axis we obtain (using Cauchy's theorem) that I(m(k)(C)I < and gIk thus A0 is a Calderon-Zygmund kernel operator mapping L2 . This is not going to affect the argument.28 R..BMO.e. R. We now consider A1(B) and to simplify the exposition we will assume that r = iR (i. COWMAN AND YVES MEYER We let R1= 92 ax R = I i 1 2 -L " +A-Lr bil 2 (I-BR) (C +A) = fix) = (C-L)-I = (C+A)-1(I-BR)-t = . F is bounded holomorphic in the half plane Re z > 0 ). (C+A)-t(BR)k We thus find 00 00 F(L) = I J (C+A)-t(BRekF(C)dC = IAk(B) . .L2. L°° .

D 1 µ(s) as µ(s) = F(1/s2) .D. The higher order case is much more complicated since terms appearing lack regularity and need to be replaced by more regular terms complicating the induction. see [7). Change variables t = ± . s2DiD) _ s2A J I A i+s 2O i+S2O i+s2O 00 D. .D A0(B) B f The second term is of the form If'o 1+s2O 1 B 1+s 2O 1 µG) s ds DiDI 0' The operator in curly brackets has a kernel satisfying *. This gives f 1 B 1 j µ(s) ds s which we recombine with the other 0 1+s2O term corresponding to t < 0 to get D_J . Thus. leading to L2 estimates for F(L) for r0 sufficiently small. T*(1). D. This again re- duces to the linear case when the terms are recombined. t < 0. to check boundedness in L2 we need to calculate T(1) . i+s2t i+s2A 0 Now write D. The main idea is the same. NON-LINEAR HARMONIC ANALYSIS 29 00 AI(B) = f t B a2 1 F(it) dt it+A axiaxl itt+ t J 00 and consider separately t > 0. to S2 obtain 2 terms of the form 2 J 1 B s2D.D.D.D. D.

R. This becomes impossible for an operator like N. If we now consider L = -L where a E L°°. We are thus led to consider for 0 e Co(C1) expressions of the form =-2ai fx)1(idxAd.30 R. z =x1+ix2 since e 161x12x2 = (61 -'62) el x and the spectrum is the whole complex plane.X-L C ax X-6 = O(Of(e) (here we used the fact that S(z).)(L). z We see that O(L0) = fe'x6OC6)i(6)d6 = f cv(z-Y)f(y)dy . Ila11 < S0 we would ITO like to understand the nature of . Since d 1 dX A d f (e) = 21 4(X) 1 dX 21 1(f aX. C C These formal expressions need to be given sense and one should prove that (oq. COIFMAN AND YVES MEYER In general a functional calculus is obtained by considering functions F(L) where F is holomorphic in a neighborhood of the spectrum of L. and using the Cauchy formula. z cc. In the case L0 = 2 such an expression is easily justified using the Fourier transform. where S is the Dirac mass tai az = at 0 ).

We can. NON-LINEAR HARMONIC ANALYSIS 31 (L) = 2ni f c(A) aX L-A as A as for functions / homogeneous of d°0. we would like L (this will give us L = L L which will turn out to be very important). L-1f = J f(l+a)fdv(w) . For example. calculate explicitly (L-A)-1 . in this case. "(Y-W ) We now observe that if h(z) is such 21 h=l+a and h(z)-zeL°° then = L(ei(h(z)C+i )) = LXC CXC from which we find (L-C) f = XL if and XL-1 X f X or more precisely n f e'{(h(z)-h(w))C+(z-w # f(w)dw (L-C)-1f = 1 e"(h(z)-h(w)X+(z-w)f# dh f(w)dw and . in fact.

v) = f)eidC C is the Laplace transform of c. It can be shown independently that Lf=-1 fw dw-!!f. . for this to be bounded we must have !Lh c L° i. §5. L (z-w)2 0z Since Lh = 1+a. Until now we have only shown that small perturbations of certain operators are bounded. In other words.z-w) . This version of H°° is quite interesting and should be better understood. R.e. a * 2 c L°°. f(w)dw where k(u.32 R. This gives us an explicit kernel realiza- tion of the calculus. in order to have a functional calculus in z it T (consisting of bounded operators in LZ(CI)) it is necessary to assume that a c L°° and the 2-dimensional Hilbert transform (or Ahlfors Beurling transform) of a is also bounded.. we would like to describe an extension method due to G. COIFMAN AND YVES MEYER )ei1(h(z)-h(w))C+(z-w)Z1dr c(L)f ( f(w)dw f1fo fk(h(z)-h(w). David.

THEOREM 1 [4]. < . < c(1+k4) IIaIIkIICk(a.f )II1 < Ckllallk llf 1 2 (This is A. < c and that I A(x)-A(y) i x-y f(y)dy < ec lei IIA'Ilo x-y IIf II2 L2 It was proved in [4] by a careful analysis of the functional calculus interpretation of the Cauchy integral that in fact.iA(y) is a bounded operator on L2 if IIA'II. Let 0 E C11(R).then x-y X-y y <clif112 (A(x)_A(y)'f(y) L2 . P. that f f(y) dy x-y+iA(x) .) If we recombine these terms in a series we obtain. A real valued IIA'II. NON-LINEAR HARMONIC ANALYSIS 33 We proved earlier that the commutators -yy Ck(aIf) _ J(A(x)_A(y))kf(y)d A(x) = a(x) sati sfy IICk(a. for example.f ) I I llf 112 L2 This more precise result implied a much stronger statement. Calderon's theorem [1].

. thus it suffices to estimate the B.A( y ) P ( A(x)-A(y) f(y) dy x-y ) x=y fc){fe xydy d 2 2 < fiei IlTfII2de < cf 112 To show that the norm of .M. C>0. In fact. By iteration this permits estimates for large norms in terms of smaller ones. COIFMAN AND YVES MEYER It is our purpose to describe a direct real variable method to obtain this result.34 R. this will imply that for ¢(x) such that +IeIN)d5 < we have A( x ) . A (x)-A (y) i x-y TA(f)= re dy grows like 11A'1111 we start with a number of easy observations. David. is that on each interval a Lipschitz function with a given norm is. equal (modulo an additive constant) on a substantial subset to a Lipschitz function with a fraction of the norm. The main idea. R. due to G. norm of T(1).O. To get results like Theorem 1 it is enough to show that for A real A(x)-A(y) x-y IITe(f)112 = fe (y) dy x-y < C(IIeajl-+1)NIIf II2 2 for some N>0. The kernel of T satisfies the estimates (*) and is antisymmetric. in fact.

can be characterized by a weak local estimate. Let b be measurable and assume that there exist a > 0.M. N > 0 such that for each interval I there is a constant C(I) (depending continuously on I) for which Ix eI: Ib(x)-C(I)I < aI > N III Then b e BMO and IIbIIBMO < cNa. and then compare TA (1) to TA(1). LEMMA (Stromberg). the first of I which is the rising sun lemma (or the one-dimensional version of the Calderon-Zygmund decomposition). This is achieved via the following lemma. . The main idea to estimate the BMO norm of T(1) is to replace inside each interval I . There are two cases: a) mI(A') > M. NON-LINEAR HARMONIC ANALYSIS 35 The operator norm of T is unchanged if we add a constant to a . 0 < A' < M2.O. Proof. Let A be such that C-M < A'(x) < C+M then for each I there exists a function AI and a constant CI such that AI =A on a set E IEI > III 4 and CI-3M<AI(x)< CI+3M. TA by an operator TA where AI = A on a large I fraction of I and Ai has a smaller Lipschitz norm.e. We can assume C = M i. or replace a by -a (this in fact will imply that the result is true for a e BMO ). We also need a lemma indicating that the space B. LEMMA 1..

UIk 'fUlk =2MIII-3MIUlkI 3MIUIkI < (2M .. Since I< Ai(y) < M2.m1(Ai)) II I < (2M . We Ik then have AI(y) = A(y) except for disjoint intervals Ik on which AI(y) = M . COIFMAN AND YVES MEYER In that case consider the smallest function AI > A with A'(y) > 23 . R.M) III =III M i. b) m1(A') < M. .e. we have 3M-3M<Ai(y)<43 +3M. But fiA(Y)dY = + < 2M II-UlkI + "_. IuIkI < 4 III .36 R.

c > 0 such that for each I there exists KI(x.A11 = Al A'(x)=2M-AI=A1 3M-3M<Ail< 3 +3M 2M-3M-3M<2M-A' < 3IM+3M+2M 3M-3M<AI<3M+3M. I < M2 . The main result is the following. Vy eE . . A11 = 2M(x-a)-A(x) except on a set of meas < III 4 A(x) = 2M(x-a) .L2(I) < Co and there is a subset E C I with IEI > 6111 such that Hx rE .y) satisfying standard estimates uniformly in I with T1(f) = J K1(x. Then we have ml(Ai) > M and we construct A 11 as above.y) = K(x.y) f(y) dy satisfying IITI11L2(L).y) . THEOREM (G. K1(x. David). Assuming that there exist S > 0. NON-LINEAR HARMONIC ANALYSIS 37 We consider the function 2M-A'(x) = Ai IA.

R.38 R. One checks that f IT(f2)(x)-T(f2) (x01 < clll I from which it follows Ix el:ITf2(x)-c1I > cI < 770111 if c is large enough. llf1l00 < 1 .. so that we want now to estimate f IT(f1)-TI(f1)Idx E .BMO C77 C0 . We consider f e L°°. f = fXl + f(1-X1) = f1+f2. <- iMA(x)-A(y) x-y If we let a(M) = sup II f e x-y dylisMo a direct application IIA-liar 1 of this theorem choosing for each interval I A1(x)-A1(y) im x-y e K1(x. We now claim T(f 1) is well approximated by T1(f 1) .e. a(M) < c1(1+M)N for some N or . A(x)-A(y) II t x-y e IITf11 2= x-y f(y)dy L2 < C(1+IIA'II00IIflIL2 Proof. which we con- trol.y) = x-y shows that a(M) < Ca( M) i. COWMAN AND YVES MEYER Then T maps L°° to BMO with IITIIL°°.

y) = KI(x.a k. TRANSFERENCE THEOREM. Let Ut be 1 -parameter group of measure preserving transformations on a measure space (X.UIi .Y)IdY = J xEE' I. .yi) = KI(x.y)-K(x..Yi)+KI(x. x-tk. f) = ff k(x-t. x-t2 .yi)). and some nonlinear operators. Consequently the integral is bounded by c III enabling us to apply Lemma 1.i where we have used the fact that K(x. NON-LINEAR HARMONIC ANALYSIS 39 where E = I .UIi where Ti = (1+s) Ii fIKxy)_Ki(xY)ldY J xEE' yd IK(x.Yi)-KI(x. x-y)JJai(ti) f(y)dtdy Rn =J satisfying . All of these results can be extended to Rn by various methods. valid for multilinear operators commuting with translations.dx) and A(a I . The easiest is the so-called method of rotation based on a general transfer- ence principle. (K(x. This integrand is dominated by the Marcenkiewitz function of UIi . We state the result in general although for the case of Rn this is an easy application of Fubini's theorem.y) outside Ii and yi are endpoints of Ii. f ) a k+1 multilinear operation on R given by A(a.. . E' = I .

A f = f x -te dt . If we take Hf f x t dt.F)IILP(X)` 11 IIA'IIL°°(X)IIFIILP(X) (note that the constants are the same).x)F(Usx)dt ds 1 satisfies I}A(A.oIlfIIL 1=1 Then the multilinear operator A on L°'(X)k x LP(X) -> LP(X) defined by A(A. p<_ [I IIaiII. Or consider fR f X = T1 Ut(ei9) = ei(e-t) 4f .s)[JAi(Ut . tk. The examples we have in mind are the following.c rf(0-t) 1t dt J ctg t If we take k Ak(a. R. COWMAN AND YVES MEYER k I IA(a.t2.f) = x-y f f(A(x)_A(y)dy SE--y k f(A(x)_A(x_t)) A? t dt . e a unit vector Utx = x-te .40 R. X = Rn. f)II. dx Lebesque measure.F) = J frk(t1.

blJ ax- -E then proceeded to expand functions of L. Of course such perturbations could be shown to converge only in a little ball around 0 (in the space of coefficients). We now are in a position to recall the various ingredients which we discussed previously and recast them in a general setting. §6. NON-LINEAR HARMONIC ANALYSIS 41 then Nk.j t / k f(x-te) dt t' Multiplying by i2(e) and integrating on IeI = 1 in Rn we get k S2(e) A(x)-A(x-te) f(x-te) dt t t f (A(x)-A(y)lk x-y I K(x-y)f(y)dy where is odd for K even k(Y) _ WYIYI) IYIn even for K odd. we wrote 00 F(L) = F(L0) + I Ak(b) k=1 where the Ak(b) was an operator valued homogeneous polynomial of dAk in b.e(A' f) = ftf A(x-te). we took L0 = -A and L = -A+Y. F(L) as a power series in terms of the coefficients of L-L0 i. This question is . We considered operators L which are "small" perturbations of an operator L0 for e0 and example.. It is then appropriate to ask how far can one extend the results and what is the natural domain of analyticity or holomorphy of the function F(L).e.

42 R. and F(a) is an operator on L2(R). Once this space has been found it is natural to ask for the domain of holomorphy of the correspond- ing functional.e. we would have identified the space of holomorphy. which we will call the space of holomorphy. Let us return flow to our first example where F(a) = sgn(1i dx) where a is a function on R. A first task is to identify this largest space. COIFMAN AND YVES MEYER meaningless if the Banach space in which we prove analyticity (in a neighborhood of 0) is not the largest possible space for which such estimates can be proved. But . If we decide to define IIIaIII = IIAI(a)II(L2 L2 it certainly defines a seminorm. A'=a F(a)f=1: J y 0 Let us consider for simplicity the commutator series Fo(a) f > ` I (A(xX y (Y))k X_ y fly (f ) J = 0 We wish to find the smallest norm III III (i. The series expansion was f(y) (7 A (X (1-a(y))dy.. the largest Banach space) for which * IIAk(a)IIL2 L2 <_ Ck IIIaIIIk in particular for k = 1 we must have IIA1(a)IIL2 L2 <_ Ca . if it actually is a norm for which the estimate * can be proved. R.

for simplicity one can assume that a is smooth since the estimate does not depend on this condition. NON-LINEAR HARMONIC ANALYSIS A(x)-A(y ) f(y ) AI(a)f = f x-y xx-y dy .1I > 0 and we conjecture that this condition gives the domain of holomorphy. We have already shown that 1IA I(a)11 L2L2 < c Ila II.2(x -x 0) A I(a) ((y-y 0) XI) + A I (a) ((y-Y o)2 X I) on the interval I whose center is x0.y A X_. in fact f(y)dy 1 f(y)dy = fT-_ A (x1X -A x-y F0(a)f -f x-y (A(x)-A(Y)) _y We have seen by the method of boosting for the Lipschitz constant that this will be bounded on L2 as long as 1 . [Before discussing other examples we urge the reader to identify the space of holomorphy for F(a) = sgn(l1 dx) .`] .) Thus our norm is equivalent to the L°° III III norm. to consider the L2 norm of (x-x 0)2 A I (a) ()(I) .. The estimates * have already been proved in this norm. is dominated by cIIAI(a)II 2 (In fact it suffices L L 2./A(x)-A(y)) x-Y for some q5 c C°° 1 . We may also find the domain of holomorphy of F0(a). [Caution: It is not enough to consider all Ak separately. and it can easily be shown that IIalI.A(x) -A(y) 1` x-y clearly the case whenever infI x. By letting I shrink to x0 and using the L2 estimate on AI(a) one obtains an estimate for a .

and the condition really means that a Z2 there exists a bilipschitz map h(z):C -C such that ai h = a(z) + 1 . As you recall from S. . which we chose to parametrize by arc length (and not as graphs).) It turns out that T(a) is analytic in a . As already seen it was necessary to assume that a E L°° z 12 and a * E L°° with small norm... (This was obtained by considering the z example T(a) = L . S-t Thus BMOis the natural space of holomorphy.L2 and one finds that this norm is equivalent to the BMO norm of a. ds) L2(R. relative to the norm IIIaIII = IIail0 + Ila * II. C(a) = f 4(z ss_z t) fLt) dt giving rise to a bounded operator on \ L2. projecting L2(1'. Krantz's lecture one can express the Szego projection S(a).. ds) onto H+(I'. We write z(s) = fo er(a(t))dt and consider the L2 operator valued functional f 00 aa)f . z(s)-z(t) dt = Ak(a) f _ .44 R. This representation yields the result that the S(a) has BMO as its natural space of holomorphy and is an entire func- tion on the manifold of chord-arc curves.p here again one can define the norm IIIaIII = IIAI(a)IIL2. (A similar result is true for the Riemann mapping function. On the other hand it is easy to show that if IIaIIBMO < So then 1 -So < Iz s -z t I<1 and this is precisely the condition permitting us to write S -t .) Another remarkable example leading to an "exotic" space of holomorphy and to interesting geometry involves the functional calculus in L = 1L . ds) (H+ is the space of functions in L2 admitting a holomorphic H2 extension to the "left" of T ) in terms of the Cauchy operator. 217i p. COIFMAN AND YVES MEYER A more interesting example arises if we reconsider the Cauchy integral on rectifiable curves. R.v. .

R. Sci. NON-LINEAR HARMONIC ANALYSIS 45 It is clear from these and other examples that the identification of the space of holomorphy. A. M. Au deli des operateurs pseudodiffer- entiels. L'integrale de Cauchy definit un operateur borne sur L2 pour les courbes lipschitziennes. or a detailed study of the first bilinear operation AI(a)f is basic to the understanding of these functionals. Acad. [3] R. Inst.S. [71 G. Coifman. Scient. David. Meyer. 17 (1984). 120(1984). D. Lavrentiev's curves and conformal map- pings. David. Annals of Math. Multilinear Littlewood-Paley estimates with applications to partial differential equations. Stein. 2 (1983). 59. Ec. G. 123-134. 116 (1982). Societe Mathematique de France (1978). Sup.S.A. Meyer. PALAISEAU. 75 (1977. 117-151.A. J. Exact Solutions of Some Nonlinear Evolution Equations. R. Proc. U. L. Ann. [10] E." Annals of Math. Journe... Meyer. Asterisque 57. 5746-5750. Acad. Coifman. 157-189. Singular Integrals and Differentiability Properties of Function. Coifman and Y. [6] G. 1324-1327. Domaine de la racine caree de certains operateurs differentiels accretifs. Nat. Nat. 4° serie. 371-397. 79(1982). 1983. [4] R. Rep 5. 361-387. Norm. Princeton University Press (1970). D.R. Kenig. R. [5] R. Fabes. FRANCE REFERENCES [1] A. Studies in Applied Math. .R. Cauchy Integrals on Lipschitz curves and related operators. McIntosh and Y. Ann. Jerison and C. Sweden. Meyer. [8] E. [9] R. Rosales. R. CONN. Operateurs integraux singuliers sur certaines courbes du plan complexe. "A boundedness Criterion for Calderon Zygmund operators. Sci. Y. Proc. P. [2] R. Calderon. COIFMAN YVES MEYER DEPARTMENT OF MATHEMATICS CENTRE de MATHEMATIQUES YALE UNIVERSITY ECOLE POLYTECHNIQUE NEW HAVEN. Deng and Y. Coif man. U. Fourier 33. Mittag Leffler Inst.

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answers have either not been found at all. since already in the early 1930's the properties of the strong maximal function were being investigated by Saks. as well as many others whose generous hospitality made the visit to China such a very enjoyable one. In some sense. Cheng and E. MULTIPARAMETER FOURIER ANALYSIS Robert Fefferman Introduction The article which follows is an attempt to give an exposition of some of the recent progress in that part of Fourier Analysis which deals with classes of operators commuting with multiparameter families of dilations. it is a pleasure to thank Professors M. for many of the problems in this area which seem quite classical. this field is not that new. we have omitted references to the materials in section one. Stein for all of their hard work in organizing the Summer Symposium in Analysis in China. 47 . or only quite a short time ago. Finally. and others. so that our knowledge of the area is still fragmentary at this time. The book "Singular Integrals and Differentiability Properties of Functions" by E. However. Since the reader is no doubt quite familiar with the main elements of the classical theory. T. Zygmund. M. Stein is an excellent reference for virtually all of the material there. M. The article is divided into six sections. The first treats some basic issues in the classical one-parameter theory whose multiparameter theory is then discussed in the remaining sections.

e. The maximal function.f > a I Q at which point we stop.48 ROBERT FEFFERMAN 1. For the 10 rest. Calder6n-Zygmund decomposition. Then and since we did not stop at k. The cubes Q' at which we stop are then our Qk. Let Rn be subdivided into a grid of congruent cubes so large that IQ fQ f < a for all of them. By construction 1 f > a. Let f(x) > 0. and a > 0. we continue until we first arrive at a cube Q' such that 1 f . Qf > a . Then there exist disjoint cubes Qk such that (1) a < IQ I ' f(x)dx < 2na k Qk (2) f(x)<a a. Let Qk be the cube containing Qk which was bisected IQkI fQk Qk. for x/UQk and (3) IU QkI << f If(x)Idx - a Rn Proof. 1IkIf1k f < a. The three are inseparable and we hope to stress this. Select from these the cubes Q' such that 1 f. f t L1(Rn). Subdivide each cube in this collection II into 2n congruent subcubes. It follows that . We begin with the fundamental CALDER ON-ZYGMUND LEMMA. For these Q' we stop the bisection process. and Litt lew ood-Pa ley Stein theory We hope here to review briefly some aspects of the classical 1-parameter theory of these topics.

for such x . integrals that 1(x) < a a.e.Q2 are dyadic either Q1 f1Q2 = 0.r) Going along with this we also define MSf(x) = sup 1 JI If(t)I dt xEQ dyadic cube IQI Q (Recall that a dyadic interval of RI is one of the form [j2k.k E Z and a dyadic cube is a product of dyadic intervals of equal length recall also the basic property of dyadic cubes-if Q1.) Then the following simple lemma sheds some light on the relationship of the Calderon-Zygmund lemma to the Maximal Operator. Q1 C Q2 or Q2 C QI . . MULTIPARAMETER FOURIER ANALYSIS 49 1Q k 1 f f < 1Q k k1 1 f f< 2na . Notice that (3) follows from (1) because 1Qk' < a fQk f so summing on k. This is the operator given by Mf(x) = sup 1 If(t)(dt r>o IB(x. (2) follows. Qk proving (1). since for each x I UQk. we have (' IUQk1<a Y f f Qk Rn Finally. x belongs to a sequence of cubes Ck whose diameters converge to zero and such that It follows from Lebesques theorem on differentiation of Ck fc k f < a. We all know how important the maximal operator of Hardy-Littlewood is in the subject of Fourier analysis.(j+1)2k] j.r)1 B(x.

Let r > 0. Let Qk be Calderon-Zygmund cubes as above.rl < Cn. and let Qk denote the double of Qk.r) 0 then Q) C B(x. Then k IQkl 1 Mf(x) >_ 1 Ifl > IfI > 1 a B(x. QiflBj$ That is. (1) Let x c Qk. if Qk are dyadic. Then there exists a ball B(x.r) and B(xx.r)I } Qi < alB(x.50 ROBERT FEFFERMAN LEMMA. then UQk )1MSf > Cal.r) (IX)l) IV Cn Qk (2) Let x / UQk. Let f > 0 c L1(Rn) and a > 0.r)I ± 2na Y IQjI Key point : if Qj fl B(x . Then we estimate ff I f+ I f B(x. Mf(x) < Cna. Proof.r) such that x c Qk C B(x.r) B(x.l Or) so that I IQiI <CIB(x. Then there exist positive numbers c and C such that (1) UQkC 1Mf > ca( (2) UQk ) (Mf > Cal (3) Furthermpre.r)l .r)fld[UQk] Qi < ajB(x.r) . ./ B(x.r)I and f < Cna IB(x.

g(x) .y)f(y)dy for f c LP(X). and (2) if Tf(x) = fRn K(x. Let K: Rn x Rn/lx=yl -. MULTIPARAMETER FOURIER ANALYSIS 51 The use of the Ca1deron-Zygmund lemma is apparent in the Calder6n- Zygmund Theorem on Singular Integrals: Let X and N be Banach spaces and let B(X. Then Il ITg(x)IN > a1I < IlgllL ° < a: IIgiILI SI: IIfIILI(X) PO L (X) .a As for Tb(x). suppose x I UQk. B(X. and suppose for some p0> 1 IITfII << CIIf1I LPO(N) LPO(X) Then. Let a > 0 and f c L1(X). and b(x) = f (x) . Set 1 f dt if x cQk.N) denote the bounded operators from X to N .N) satisfy (1) B(x < Ihl1 Ix. Proof. (X) < . . IQ kI g(x) = Qk f(x) if x / Qk . for T we have I#XI ITf(x)IN > all < IIf IILI Q (X) and IITf1ILP(N) < CPIIfIILP(X) for 1 < p < po . for IhI < Ix-yI n++8 2 and for some S > 0.

Here If = f * K where K(x) is a complex-valued function satisfying . Classical Calderon-Zygmund Convolution Operators. From this weak (1.Vk) bk(y) dy = 0 J Qk Qk so Tbk(x) = IK(x. L L (X) X/Uijk x'!k Thus I{Tb(x)IN > all S Okl +1 llflll <_ SL IIflll .1) estimate. interpolate to get the LP result. f k bk(x) dx = 0.52 ROBERT FEFFERMAN Let bk(x) = XQk(x) b(x) . Qk Let Vk be the center of Qk. Then Tbk(x) = J K(x.y)-K(x.Qk)n . then J K(x.yk)bk(y)dy = K(x.y)bk(y)dy .yk)Ibk(y)dy J Qk and diam(Q )s ITbk(x)IN <_ +3 Ilbkll Lt (x) Ix-yk1 summing over k we have diam(Qk)s Ilb k II t dx < CII f II t f IT(b)(x)IN <k Y. f dist(x. We now quote some important examples: 1.

non-zero is good enough) then the reverse inequalities hold: IIS(f)IILp _ cplifliLP and IIg(f)IILp>-cPIIfIILp .01 Iy-xI < ti. Littlewood-Paley-Stein Functions. If. (radial. MULTIPARAMETER FOURIER ANA LYSIS 53 (a) IK(x)I < C/ Ixln (0) I K(x)dx = 0 for all 0 < P1 < p2 P1<_lxIp2 and S (y) IK(x+h)-K(x)I < C IIh° IhI < IxI 2 The Riesz transforms Ref = f * xJ/Ixln+l are especially important since they are related to HP spaces and analytic functions. The most basic. Vi is Ilf 11 Lpf P suitably non-trivial. 2. since T* is also a Calderon-Zygmund singular integral. Then Rn g2(f )(x) =J If *c1it(x)12 dt t 0 if * S2(f)(x) t(y)I2 anal =ff r(x) where r(x) _ {(y. ek = 0. T is bounded on the full range of LP(Rn). it is easily seen to be bounded on L2(Rn). For a Calder6n-Zygmund singular integral T . Let t/rt(x) = t-n to \t/ for t > 0. Also. say. since K(e) e L°°. simplest of these are the g-function and S function defined as follows: Let A e Cc`(Rn). Then it is a basic fact that 'IIS(f)IILp < CPIIfIILP and Ilg(f)IILp <C when 1 < p < oo. 1 < p < _.

Again L <C InI1 IK(x+h)-K(x)I.2(R n) LZ(R n) Calder6n-Zygmund theorem applies. 1 < p < 2 . O(x) = 1 and for IxI > 2. 4.° so M is bounded on Lp(Rn) . 3. In fact define K:Rn F. Let O(x) E C(Rn) and suppose for IxI < 1 . Suppose that K(x) is a classical Calder 6n-Zygmund kernel and let KE(x) = K(x) )(IXI>E(x).54 ROBERT FEFFERMAN Now take S(f) . In order to know this. Then define K:Rn+. V (x/t) = 0 ). L°°((0. Then S(f )(x) = If * K(x)IL2(r. Then IoxK(x)(t)I = It (n+t)0k x < CV 00 fl Ixln1 +i (since if t > IxI/2 . O(x) = 0. 00). IxIh' 1 Also by a Fourier transform argument IISfII < cilfiI so the I. We want to point out here that S is a singular integral. L2(F(O). The Hardy -Litt lewood Maximal Operator as a Singular Integral.dtdy/tn+1) and K satisfies IK(x+h)-K(x)I < C IhI <2 IxI . We are interested in the existence a. of lim f * KE(x) for f e Ll(Rn). The Estimates for Pointwise Convergence of Singular Integrals on L1(Rn) . p'> 1 and weak 1-1.Lp(Rn).° if IhI < IxI IxI 2 and we also have IIf * K11L°°(L<_ CIIf II since If * ot(x)I < II-kII1 IIf II° L° Then Mf(x) -If* K(x)I . the adjoint operator also maps Lp(L2(P)) .t) = &t(x-y). because it is also C-Z. In fact. so again this explains why we get boundedness of S on the full range 1 < p < w. dydt) by K(x)(y.dt) by K(x)(t) = -ot(x) _ t-no(x/t).e. for e > 0. it E-40 .

However.l as in the Calder6n-Zygmund IQ)kI Q)k decomposition.de) E>0 C InI be given by H(x)(E) = II (x). O(x) = 0 if lxI >2 and set K. then observe that: i .(x) -K(x)I I In XIxI<2e (x) so that T*f(x) < sup if * KE(x)I + Mf(x). Let 1 if IxI < 1 O(x) c C (Rn).C). Use the Calderon-Zygmund decomposition with a = Ci .-). Define f . Then IH(x)-H(x+h)IL < 1 and H is Ix bounded from L2 . so H is weak 1-1 . In order to do this let H:Rn . 1 IQ.1). MULTIPARAMETER FOURIER ANALYSIS 55 is enough to show that T*f(x) = sup If * KE(x)I satisfies the weak type E>0 estimate IIT*f(x) > all < a f If I . and so we need only show that E>0 sup If *kI is weak type (1. to get (dyadic) cubes Qk where 1 f f . The Maximal Function as a Lit tlewood-Pa ley-S tein Function. L((0. This inequality follows easily from the observation that T* is a singular integral. it fails to give the weak type inequality for functions on LI(Rn).(x) = K(x)[1 -0 QL)] Then IK. 5. f(x) > 0 for all x. f if x c Q k Qjk f(x) if x U Qk and A f =fj+1-fj.L2(L). j c Z for some C > 0 sufficiently large. It turns out that by using the Hardy R Littlewood maximal operator it is not difficult to prove T*f(x) < CIM(Tf)(x) + Mf(x)l which immediately gives the boundedness of T* on Lp(Rn) for p > 1 . Let f c L2(Rn).

It follows that 1 /2 Iojf(x)12) > cMSf(x) C i 11 Before finishing this section.J f as j -. Q Q The proof runs as follows': If f e L(log+ L)k then IlxIMf(x) > all < C J f(x)dx lf(x)l>a/2 and so . we shall need estimates near L1 for the maximal function. j=- From (1) and (2) it is clear that the A f are orthogonal so that i 1/2 1/2 If IIL2(Rn) = (Y IlojfIIL2)= II (Y lojf(x)12) I1L2 Finally. +Do (3) fJ .+00 so f = F Af.0 as j. In fact. if CJ << MS(f)(x) then x e Qk for some k and Aj(f Xx) 'ti CJ. If Q denotes the unit cube in Rn then for k a positive integer J Mf(log+ Mf )k-1dx < 00 if and only if r If l(log+ If I)kdx < 00 . (2) Aif is constant on every Qk for i < j. observe that the square function (I IA f(x)12)1 /2 is j essentially just the dyadic maximal function.56 ROBERT FEFFERMAN (1) jf lives on k Qk and has mean value 0 on each Q.--o and f.

singular integrals. not so classical) harmonic analysis: the maximal operator. We have J f(x)dx < J f(x)dx< Y J f < Ca j IQkl < CaI{Mf > call . k Qk k M&f(x)>Ca UQk This yields 00 5 If(x)I(log+Msf(x))kdx < ra J If(x)ldx(log a)k-lda Qk I M6f(x)>Cna 00 < J 1 r a a I MSf(x)>Cna If(x)Idx (log a)k-1da < f Mf(x) [log+Mf(x)]k-1dx Qk 2. (Stein) Calder6n-Zygmund decompose Rn at height a > 0. MULTIPARAMETER FOURIER ANALYSIS 57 IIMf II L(log L)k-1 < f(log a) k-1 a J lf(x)Idxda < If(x)I f Q (log a)k-ldadx J 1 If(x)l>a/2 Qp 1 llf II L(Iog L) k Conversely. and Littlewood-Paley- . Multi-parameter differentiation theory During the first lecture we discussed some fundamentally important operators of classical (and sometimes.

M(n) does not satisfy IIxIM(n)(f )(x) > al I < a Ilf II I(Rn L ) For instance when n = 2 and when f8 = 8-2X(Ixl I<8/2)x (Ix2I<8/2) then for 1x 1 1 .58 ROBERT FEFFERMAN Stein operator. . defined by M(n)f(x) = sup 1 If(t)I dt xER IRI JR where R is a rectangle in Rn whose sides are parallel to the axes. These operators all had one thing in common. and changes in the number of parameters drastically change the results. it turns out that a study of the analogous operators commuting with a multi- parameter family of dilations reveals that the number of parameters is enormously important.x2. Marcinkiewicz. The nature of the real variable theory involved does not seem to depend at all on the dimension n. which dates back to Jessen. Let us begin by giving the most basic example. Ix2I > 28. and 8< 1x11<1 II ti a log ! if a=1/8. M(2)(f8)(xl. This is the "strong maximal operator.xn) . x . They all commute in some sense with the one-parameter family of dilations on Rn.fix. . We are referring to a maximal opera- tor on Rn which commutes with the full n-parameter group of dilations (xl." M(n). In marked contrast. .82x2.(Six1. where Si > 0 is arbitrary.Snxn). and Zygmund. Un- like the case of the Hardy-Littlewood operator.x2) =M(1)(XIxII<8/2)(xl)M(1)(XIx2I<8/2)(x2) ti I lI I I and I#x EQ0IM(2)(f8)>aI I ? I#xI Ix1I Ix2I < a . 8 > 0.

x2)ldx2 < Mx2f(xt. and the smallest Orlicz norm for which this holds is the L(log L) norm.x2)dx2)dxi (2. A similar computation in Rn reveals that for M(n) to map LD boundedly to Weak LI we must have Lip C L(log L)n-I The next theorem shows that indeed M(n) does indeed map L(log L)n-t boundedly into Weak LI . THEOREM OF JESSEN-MARCINKIEWICZ-ZYGMUND (1935) [1].x2) .x2)dxl <Mx1(Mx2f)(x1 . 3E2)1 say R = I x J .M(n)(f)(x)>ail a llfll L)n_t L(Iog (Q0) The proof is strikingly simple. MULTIPARAMETER FOURIER ANALYSIS 59 If we have a weak type inequality.1) R I J 111 lf(xl.1) is < lIl M2f(x1. we must have i1M(2)(fg) > all Ilfsll a so that llfsll > c log . Then R ffif(xt.x2)idxidx2 = III f(th ff(xi. For functions f(x) in the unit cube of Rn we have lixeQo.-2) J so (2. Define Mi to be the 1-dimensional maximal function in the ith coordinate direction. which is already entirely typical. Let R be a rectangle contain- ing the point (x t . Consider the case n = 2.

Though the two methods seem totally different on the surface. and Wainger. For many years after the Jessen-Marcinkiewicz-Zygmund theorem. which are already well understood. and it may be suspected that the whole story of the harmonic analysis of several parameters can be told by applying this iteration technique.Mx ° Mx2(f )(xl. We want to describe some of the multi-parameter theory and to do this. there was no machinery around to treat problems here. Let 1Rk1 be a given sequence of rectangles in Rn C B(0. only fairly recently.60 ROBERT FEFFERMAN Thus. for all (x . two such machines were created. The one we describe here proceeds by means of covering lemmas while the other. Stein. That this is not the case should become clear as this lecture proceeds. complicated operators to lower parameter simpler ones. uses the Fourier transform [2].x2) 1 We have seen that Mx2 maps L(log L)(Qo) boundedly into L1(Q0) so that IIMx2fIIL1(Q0) . CIIfIIL(log L)(Q0) and finally I1xEQoIMx1Mx2f(x)>aII < a'IIMX2fIIL1 I1fIIL(log L)(QD) (Q <a Now. where the operator. for M(n).1) whose sides are parallel to the axes.x2) <. they are really quite closely related and have in common the main theme of reducing higher parameter. let us begin with maximal functions. Then there is a subse- quence 1Rkl of 1RkI so that . this method of iteration in the proof above gives sharp estimates Now. due to Nagel. which Wainger has described in detail.x2) 'r QO' M(2)f(x1. and then. M(n) is M(n-1 ) controlled by COVERING LEMMA FOR RECTANGLES OF THE STONG MAXIMAL OPERATOR [3]. The model for our method is the following.

. and for each point x e IM(n)f(x) > at there is a rectangle Rx containing x with (2. Then by virtue of (1) we need only show that IUkkI <_ a Ilfll L(log L)n-I(Qo) By (2. ')Rk have already been chosen. . Let a'> 0. MULTIPARAMETER FOURIER ANALYSIS 61 (1) IUkkI > cnIURkI 1 n-1 / (2) IleXp(I X'lk) II'LI(B) < C Before we prove this theorem. let us prove the covering theorem..Rk.R2. We continue along the list. Assume the case n-1 . I Without loss of generality we assume URx = URk where Rk are certain if the Rx's .2) LIfI>a. Apply the covering lemma to get Rk with properties (1) and (2) above. Let R1. We shall proceed by induction on n. but whose xn side length is multiplied by 5. let Rd denote the rectangle whose center and xi side lengths.2).. are the same as those of R . Then we describe the procedure for selecting the Rk from the Rk: Let K1 = R1 Suppose R12. IRkI < a fW IfI and summing we have IURkI r IfI 1" X. and each time we consider the rectangle R we ask whether or not . For a rectangle R. be ordered such that the xn side length decreases.k < IIf IIL(Iog L)n-1 xRR exp(LI /(n-1)) a k Qo Now. i < n . let us show that it implies the Jessen- Marcinkiewicz-Zygmund result.

we move on to consider the next rectangle on the list. By the boundedness of M(n-1 ) on. If the answer is yes. If the answer is no. Then if slices are indicated by using S's instead of R's . j <k for which Rj n R 4 0. and start the process over again. then Rn U (Rj)d >21R1. notice that the Rj's satisfy Rk n U (Rj)d Wjnkk j<k If we again slice with a hyperplane perpendicular to the xn axis. kinR=c L before R kj Let us slice all rectangles with a hyperplane perpendicular to the xn axis. where M(n-1) is acting in the (W jd 2 x1. 62 ROBERT FEFFERMAN IR n [U(Rj)d]I < z [RI where the above union is taken over all the Rj .x2. say. Now. Isn[U(Sj)d]I > 2 ISI so that M(n-1)()(U 1) > on UR j . kn Ujl <2 (kl j<k . xn_1 coordinates. we make the rectangle R = Rk+l . we prove (1) as follows: If R is an unselected rectangle. L2 (by induction) we have IURjI < CIU(Rk)dl < C' I IRkI < C'IURkl To obtain (2). .

. Also the slicing is the mechanism by which we control M(n) by the lower parameter operator M(n-1) and here this enables us to proceed by induction. But the lowering of the number of parameters. To obtain (2. in the end the theory of the boundedness of M(n) had been known for some 40 years before the covering lemma. on the exp( )1 /(n-1 )norm.dxn-1 < I k J 0 <C I 'k ' IEkI-L k fO < <C f S0 M(n-1)(4))dxldx2. and the induction procedure will be used in what follows as the key ingredient to prove new theorems.3) < L)n-1 X k (k C II(bII L(log so which will give \1 /(n-1) f exp X k/ 1 S 0 Integrating this estimate in xn finishes things.. . but rather on the exp( ) 1 /n norm instead.dxn-1 <C1II0II L(log L) n-1 Notice that in our argument above the slicing was the most important idea.3) we write fI S0 Xgk0dxl.lUk^`Sj we have IEkI > 2 1. If you try the proof without it. if Ek =-9k . Of course. MULTIPARAMETER FOURIER ANALYSIS 63 so that.. and if 4) t L(log L)n-1(So) we shall show that (2. you will not wind up with the estimate you want.

and Wainger [6] used Fourier transform methods to extend the result we shall discuss below. What we prove is that IImf(x)>afl < a IIfIIL2fR21 The proof consists of showing that. Then consider the rectangle R ti following Rk_1. there exists a subfamily {RkI such that (1) IURkI > cIURkI and (2) k11L2(R2) < IURkI1/2 ti To prove this we give a rule for selecting Rk.Consider in particular IRI Y IRURjI = IRI J I XW1dx . Define the maximal operator m by mf(x) = sup 1 f If(t)I dt xEREQ IRI R This operator was considered following the ideas of the covering approach outlined above by Stromberg [4] and Cordoba-Fefferman [5]. given that we have k already selected Rj for j < k. say the positive x-direction. Somewhat later Nagel. given a sequence of rectangles 3Rkl belonging to S?j .64 ROBERT FEFFERMAN To illustrate the method of the machine. k = 1. we consider a maximal operator whose relation to multiplier theory will be studied below.2. Suppose in R2 we consider the class 91 of all rectangles of arbitrary side lengths which are oriented in one of the directions ek = 2-k. . j<k R j<k . and are ordered so thai their longer side lengths are decreasing. Assume that the Rk all have their longest side in a direction in the 1st quadrant. measured from some fixed direction. Stein.

In this way we obtain the desired Rk.kXk.r fXWi + I IRkI < 2 Y IRkI < CIURkI k 1r j<k k k This is (2). and apply the same test to it. To show (1).4) 2 L. Now draw the following picture.Xkk = 2j 1 j j<k xAk + k IRkI (2. select R as Rk. This implies that 1 IRI I before R IRfRjI > 1 . we let R be some rectangle which was un- selected. If not go to the next rectangle on the list. MULTIPARAMETER FOURIER ANALYSIS 65 If this is less than 1/2 . Let S be the envelope rectangle to R whose sides are parallel to the coordinate axes. Notice that II y XWkI2 = f X j. .

is I > I or 9'. c JRI In fact.5). taking into account that f ti L.6 > c O' 0' .LO' and IRjnRI ti h h O'-9 _ h IRI h e(e'-0) and our inequality (2. I I JR before R 2 c in other words M(2)(I X.I _CIIYX&112<c'IURji .66 ROBERT FEFFERMAN Then by dilating S if necessary. c = e. we can assume that Rj is centered at the same center as S.5) iSI . (If ek = (1 _ )k. Now the point is that (2. IRjnSI hH/B' h IS 1 hL .(0'-0) - and this in our case of Bk = 2-k is valid with c = 1/2 .5) we have I$11 fL S & be re R . } > 2 c on URj and by the boundedness of M(2) we see that IUR.) Then summing over j in (2.

I believe it was Zygmund who was the first to realize the difference between the one-parameter and several parameter harmonic analysis. MULTIPARAMETER FOURIER ANALYSIS 67 by (2. he remarked that in differentiation theory a "big picture" was evolving. suppose we have shown that given !Rkl there exists lkk} a subsequence so that (1) IURkj > cIURkl (2) IILXR IIp. Finally. And while m is a 3-parameter maximal operator. Particularly. by definition IRkl so that tmf> of C URk and 1 fR If I > a for all k. k p Then IIfIIp1P . select the class I I kl.'On of the positive real variable t . (here P+1 =1). a IIflIpiURkII"p <_ C and the estimate on Ilmf > all follows by a division of both sides by I U'k I I /P' Our last topic for this lecture will be the so-called Zygmund Conjec- ture.mf> all < CC . In fact we have. this covering lemma implies the maximal theorem for m as claimed. 12k k Then Ikki < a f& IfI and so Iv kl < a ff 1 X" k `< IIf IIpII Y )<kkilp.<cIURkiI"P'. M(2) is a 2-parameter one. We have controlled m by M(2) here in just exactly the way M(n) was previously controlled by M(n-I). By the covering lemma. a IIfIIp}uRk)I/P. as before. we should note that. He considered n functions (A I1 '021 . with each Oi(t) increasing and the family of rectangles . In fact.5).

using the methods we have just discussed.t) E flx l -2'2J =[-2'2] Rs.t > 0 where r t t >' L c(s.68 ROBERT PEFFERMAN 1Rt{t>o given by Rt = iIIt t2(t) . Cordoba was able to prove this [7]. JxJ < 1 #{ < a 1{"L(1og L)(Ixl<1) Not long ago.t. Let us give the proof. Suppose IRkl is a sequence of rectangles with side lengths s. All one had to do was to prove a Vitali-type covering lemma for Rt's using the fact that if ¶ is the class of all translates of the Rt and if R.t . Zygmund next conjectured that since 1 is a 2-parameter family of rectangles in R3. We must show there exists a subcollection 1Rk4 such that (1) IURkI > c}URkf (2) 111 kllexp(L) < C .t -2 L2 where 0 is a function increasing in each variable separately._ Rt Then M is of weak type 1-1 . t2 t)J . which we shall call MZ should behave like the model 2-parameter operator M(2) in R2: 11Mzf(x) > a. Next. Form a maximal operator M defined by f lf(x+y)I dy M(f )(x) = u JR. the 5-fold dilation of R. he considered the collection of rectangles Rs. fixing the other variable. then S C k. and 0(s.t) i(s. Zygmund noticed that the proof of this was virtually the same as the Hardy-Littlewood theorem. s. the corresponding maximal operator. In other words. just as in the special case of the Hardy- Littlewood operator where fi(t) = t.t) in R3.S r 3 and R R S 10 and if R corresponds to a bigger value of t than does S .

order the Rk so that the z side lengths are decreasing. To see this let the k k>j N N (' N-1 I exp X = r exp Xk )dx +J ex X+.. that there are finitely many Rk and that the Rk are dyadic. select Rk+l as follows: Let Rk+1 be the first R on the list of Rk so that 1 fexP(x)dx<c.. Then ) < C'. then there exists a dyadic R1 whose R1 (double) contains x such that IR' 1R1 +fj> C . With no loss of generality. Let R be an unselected rectangle. Then .) Now let R1 =R and. (In fact. MULTIPARAMETER FOURIER ANALYSIS 69 To prove this. (R j<k j Rk be R1.Rk.U Rk. we may assume that IRkf1 ['Uk Rj11 < 2 (Rkl .+ Jexxk=1 J 1 Ukj il N 'kN-1 t1 and j fexp X <C fex(kk=1 k k<j } so we have Now let us show that 1URjI > clURjl . we may assume this because if IRI fR IfI > a for some R e 91 containing x . given R1. . ti We claim that the Rk satisfy . RN and let `x j = Rj i exp(I X .

dxldx2 C < II1 f f exp( I J II I IxJ so it follows that III I exp C X dxt -Lfexp IJI J X-. has either its xl or x2 side length longer than that of S.} dx2 MxI[exp(YXWAMx2Cexp(lXk A >C on URA. Let us slice R with a hyperplane in the xl. It follows that each corresponding Si .x2 direction. hence URAC MxI [ex()]> U Mx[exp(X)]>/ LL \\ . I S1 S ti (Again we sum only over those Sj which appear before S... . each Rj appearing before R has the property that its x3 (or z ) side length ti exceeds that of R.70 ROBERT FEFFERMAN 1 fex(x)dx>C 1R I R ti where the sum extends only over those chosen R k which precede R. Call S. Call those j havyng longer x t side length than x 1 length of S of type 1.) Now.9i)dxidx2 = I1111J1 f .Si the slices of R and R Then 1 fexP())dxidx2>C. Then Jbexp(. Put S = I x j .+jX X. and the other of type II.

(D(f)(x) > all <Q lIfIl L(log L) k-1 Quite recently a beautifully simple counterexample to the general con- jecture was given by Fernando Soria of the University of Chicago [8]..M. consider all rectangles 6 of the form s x tc1(s) x tc2(s) where Ebi are increasing on [0. simply choose s according to the .. . then % cannot be any better than the 3-parameter operator M(3)...tk and a maximal operator on Rn by i=1 2. i = be func- tions which are increasing in each of the variables ti > 0 separately. 0(tl..y and z such that x < y < z < 1 in R3 ..tk) MJ)(f)(x) = t1 t 2 supsk >o Rt1. To do this let (k1 and 02 be increasing. Clearly.tk 1 fR t1...2(k+1) . there exists a rectangle S E 6 such that R C S and ISI < CIRI ...t2. 0.11 so that on each interval 2-(k+1) < s < 2-k .1].. Soria's counterexample was: in R3. and continuous on [0.. MULTIPARAMETER FOURIER ANALYSIS 71 so JURjI < C' Ilexp(y' Xj )IIL' < C_IUkjI So far what has been done suggests the following general conjecture of Zygmund which says: Let 0. 2(s) () takes every value between 1 and C.tk lf(x+y)ldy Then lUxJlxI < 1.tk) +S6(t1. In fact we claim that given any small rectangle R with side length x. p21 p3 < 1 of R .. Then given three 1s side lengths p1. Define a k-parameter family of rectangles Rt1 ....

Fefferman [ii]. 2-k) satisfying 'Ys P3 (since 1 < P3 < < 2k+1 we can do this). and the connection they have with our maximal functions. Fefferman [11]. we want to know which locally integrable non-negative weight func- tions w(x) on Rn have the property that some operator T is bounded on Lpw(x)dx . and in Rn by Coifmart and C. The first topic we take up is that of classical weight norm inequalities. . 01(2(ss)) We can make assume every value between 1 and C2k on [2-k-1 2-k] bt letting 01(s) = e-1 /s and 42(s) = ¢1(s) on 2-k-1. We will present only a small segment of that theory now and list some relevant facts for which the interested reader should see the Studia article of Coifman-C. which have proven of enormous importance throughout Fourier analysis. 2 2 kl 3. This is the so-called AP class of Muckenhoupt. Choose s e (2-k-1. 2-k-1 for all s e L2-k-1. The most basic examples are the Hardy-Littlewood maximal operator.72 ROBERT FEFFERMAN following: say 2-k-1 < p1 < 2-k. We shall begin with more about maximal operators. and we are finished. Here. 'k1(2 .P1 so that t(Ai(s) = p2. This guarantees t-02(s) = p3. 952(s) .P2 . Multiparameter weight-norm inequalities and applications to multipliers In this lecture we want to describe further applications of the ideas centering around the covering lemma for rectangles previously described. The theory was developed in R1 by Muckenhoupt [9] and Hunt. Muckenhoupt and Wheeden [10]. and Calderon-Zygmund singular integrals Tf = f * K. It is no coincidence that the class of weights w for which the Hardy- Littlewood maximal operator is bounded on LP(w) is exactly the same as the class of w for which all Calderon-Zygmund operators are bounded on LP(w). Then choose t 1(s) P2 . and then move on to multiparameter multiplier operators. 2 -k] and L2 .

(/3) If w e AP and S > 0 then w(3x) a AP with the same norm as w. in general if Q is arbitrary of side 8 and I E I > 1/2IQI . r)_1 p-1 < (f W-1/(P-1) < rw-1/(P-1) <C JE E JQ and so w>C. (For. JE . if w e AP by (a) and (13) it is enough to show that if IQI = 1 . In fact. We say that w e A°° if and only if. Then pw(Sx) on E/8 would have /8 [pw(Sx)](E/8) > w (E) > rl [pw(bx)](Q/8) w(Q) But by the AP condition. (y) If w e AP then w-1 /(P-1) a where 1 1. if IEI/IQI > 1/2 then w(E)/w(Q) > -q for some rl > 0. and fQ w = 1 then IEI > 1/2 implies w(E) > r). IQI IQI (' fwdx) Q Q The smallest such C is called the AP norm. MULTIPARAMETER FOURIER ANALYSIS 73 A nonnegative locally integrable function w(x) on Rn is said to belong to AP if and only if for each cube Q C Rn p-1 w-1/(p-1)dx <C. whenever Q is a cube and E C Q. AP. = 1. P P (8) If w e AP then w e A°°. Let us list some properties of AP classes: (a) If p > 0 and w e AP then pw a AP with the same norm as w. consider w(8x) on Q/8 and multiply w(8x) by the right constant p to have fl pw(Sx) = 1 .

IQI . i.e.74 ROBERT FEFFERMAN So far all the properties of AP weights listed are obvious and follow straight from the definitions. There are some deeper properties which though not difficult to prove are not immediate. To prove this let f e Lp(Rn) be given and a c (0. (r)) If f is a locally integrable function in some LP space and 0 < a < 1 then (Mf )a c A 1 . Then write f = XQf + XcQf = f1 + f0.. The constant CS may be taken arbitrarily close to 1 as 8>0. (C) From (E) it is immediate (see also (y)) that w c AP implies w c Aq for some q < p. M(f1)adx iIdx J J If Q Z1 .1). Let Q be a cube centered at z.CM(f)a(x) . and Q its double.: (E) If w c AP then w satisfies a Reverse Holder Inequality: 1/(1+8) IQI f Q w1+s < C8 IQI fw Q for all cubes Q with 8 > 0. M((Mf )a)(x) < C(Mf )a(x) (for w c A implies w c AP for all p > 1 ). Q As for the first inequality. If )1/a II ff1. We must show that IQI I M(f 1)a dx < CM(f )a(z ) Q and 1 M(fo )adx <.

[121. 1 < p < . In the first place if f = w-1 /(P-1) XQ and if M is bounded on LP(w) one sees right away that p w(Q) IQI f Q w-1/(P-1)dx <C f Q w-P/(P-1)wdx or .) This shows that f M(f1)adx < <M(f)a(x) iQl ICI J if I Q As for the second inequality. if x f'Q then any cube C' centered at x which intersects c is contained inside a cube of comparable volume centered at i so that Ilfol < A Id flfoldx. IC II C C We have proven that for all x EQ. choose a cube C centered at z such that ICI f If of dx > 2 M(f d(i) C Now. fM(fo)adx<Aa(_i_ Q C Let us begin to discuss the weight theory by showing that the Hardy- Littlewood maximal operator is bounded on LP(w) if and only if w e AP. MULTIPARAMETER FOURIER ANALYSIS 75 (This is an immediate consequence of the weak type estimate for M on L1 . M(foxx) <A ICI fc Ifoldx so that a I1 G lf <AaM(f)a(1) .

assume w c AP. Now we come to the main point. and C is large (to be described later) and get Calderon-Zygrpund cubes {Q } 1 so that IQ f1 f. Calder6n-Zygmund decompose f c LP(w) at heights Ck where k c Z .76 ROBERT FEFFERMAN i w(() 1 fw-l /(P-1) <C 1QI IQI Conversely.E A°° we have o(Ek) > rlo(Qk) J 2 j J J and so . If Ek = Qk . Then P 1 f (Mf)Pwdx<C'Y w(QkCk<C'I w(Qk) (TQkl J Rn k.Ck and k Qj (y is a large constant dependent only on n ).j k. W(Q) k °(Ql) 1 fo odx < by the AP condition on w 1 k.j j Now w c AP w c A°° therefore w(Qk) < C"w(Qk) and so the above J J expression is P <C.U Q then choosing C large enough insures that Q>k IEkI > IQkI . and since a c AP u . j IQk Qk 1 p (*) < C "" o(Qk) 1 f (f o 1) odx where o = w-i /(p-1) kj o(Qk) k Qi So far we have used only arithmetic.

Now the same proof that works to show that the Hardy-Litt lewood maximal operator is bounded on LP(Rn) proves that if or satisfies a doubling condition. Mo is bounded on LP(do).(Qjk) I (fo I)do < C Mp(for) do JQig R n a where Mo(f )(x) =scupp g(Q) fQ IfIda. MULTIPARAMETER FOURIER ANALYSIS 77 (*) < C I o(Ek) (0. In fact. We should also remark that the original proof of the weight norm inequali- ties for M on Rn made use of Mµ as well. The proof of this remarkable theorem relies on a refinement of the usual Vitali covering lemma due to Besocovitch. p > 1 . This operator Mµ is interesting in its own right. in the definition of Mµ we insist that the balls be centered at x then Mµ is bounded on LP(µ). In fact. since it is natural to ask what happens if we replace the God- given Lebesgue measure by another measure dµ. if µ is any measure finite on compact sets and if. Note that the operator M11 f(x) = sup 1 f IfIdµ and its boundedness x(Q µ(Q) Q on LP(dµ) enter in a crucial way the proof of the weight norm inequalities for the Hardy-Littlewood operator. then for p > 1 . if w c AP it is not hard to see that M(f )(x) < CMw(fP)I /p(x) . It follows that the second inequality is r <C fPol-Pdx = j fPw dx .

Un- fortunately. only taken relative to the measure µ M()(f)(x) =sup µR) r IfI dµ R R a rectangle with sides parallel to the axes. it is clear that the operator Mµ arises naturally. Then Mµ) is bounded on LP(dµ) for all p > 1 . Mw(fP)1/P is bounded on Lq(w) only for q > p. Suppose µ is absolutely continuous and non-negative on Rn. restrictions must be placed on µ whether or not R is centered at x . uniformly in the other variables. But if we notice that w e App w e Ap_f then the proof is complete. and that the Radon-Nikodym derivative of µ. Anyway. w(x) satisfies an A°° condition in each variable separately. Unlike the case where n = 1 . ) 1Q1 ( JfPw) Q I Q The proof would be complete if Mw(fP)1/P were bounded on LP(w). 1 /p /p11 (ffPwdx) (JrW_P'IPdXV' I f f dx = I1 II ffw'/Pw4/Pdx<_L 1Q1 Q Q Q Q p (p-1)/p w 1/p I fw_h/(P_1)dx) < CMw(fP)1/p(x) . Next we shall study its n-parameter variant M(n) just the strong maximal operator. . and which guarantee the boundedness on LP(IA) on Mn) [13]: THEOREM. The following result gives conditions on µ which are rather unre- strictive.78 ROBERT FEFFERMAN (Indeed. We require the following lemma.

MULTIPARAMETER FOURIER ANALYSIS 79 LEMMA. x e I' . J JX. for some q>0. and a subset E of R such that For each x e I let Jx = i(x. Since Ei > it is easy to see that for x in a set I' of measure > 100 III we R 2 have IE n JX I > 100 IJX1 Now.since w is uniformly A°° in the xn variable. then IRI fE w >q. It follows by integrating (3. If is uniformly in A°° in each of the variables separately. IR w Proof. R= I x J where I is n-1 dimensional and J one-dimensional.2) fwdx'? il' J wdx' I I by induction.1) wdxn>77 wdxn .1) in x' c I' that J wdx>r) f w dx E It'JxJ . (3. Assume this for n -1 . Consider a rectangle R as above.y)IyEJI be a vertical segment. The proof is by induction on n.nE But also if we fix any xnEJ then (3. then w satisfies the following: If R is any rectangle with its sides parallel to the axes and E C R is such that ELI > L.

It follows that w(U(Rk)d) < 5' wOk)d < C L w(Rk) < C'w(URk) . Proof of the Theorem. an unselected rectangle. if 1Rk1 are rectangles with sides parallel to the axes. We prove a covering lemma. with a hyperplane per- pendicular to the xn direction we have Is n [U(k)d]I > 2 I. Now if we slice R .80 ROBERT FEFFERMAN and integrating (3.2) in xn e J gives. k Now the Rk have disjoint parts property with respect to dx and so they have this property with respect to w dx also. and then select a rectangle R when IR n [U(Rk)d]I < 2 IR I where the union is taken over all those k such that Rk precedes R and RknR=0. namely.SI -= w(S n [U('k)d]) > (S) so that Mwn-1 71 on URk.fE w>rfr?'fRw and proves the lemma. there exists 1Rk1 so that w(URkL < Cw(URk) and III XkIILp(W) < Cw(URk)1/p' To prove this order Rk by decreasing xn side length. fw dx f wdx>71' I'xJ IxJ which shows that. By induction. w(URk) < Cw(U(Rk)d). . Therefore w(URk) < Cw(URk) .

-9k . calling the slices 9k* Then 2 so since w fA` in we have w('Sk . REMARK. w k U SjBy induction k .j<k is bounded on LP(w) so this last integral is IIX1j IILP(w)< LP(w) pth This shows that III X3rk1I (w) < Cw(USk)l /P'. Raising this to the LP power and integrating in xn we have 11 1 XWk1ILP(w) < Cw(URk) . MULTIPARAMETER FOURIER ANALYSIS 81 Now to estimate III let us slice the Rk with a hyperplane perpendicular to xn . Given this covering lemma.U Sj) > r7w(Sk) (if j<k w(E) = JE and we test fRn-1I Xkow Ir Owdx < C y w(tk) 1 w (gk) f §k ow dx < C J M(n-1)(O)wdx. cover the set IMwn)(f) > al by Rk such that fw >a. 2 LP(w) . But w(URk) < w(Rk) < a ff Y Xkrkw < I I f IILP(w) a II IX kIILP (w) IIf !I w(URk) 1 Jp . Then we need only estimate w(URk) of w(k) fRk the covering lemma.

To prove this result we need the following.82 ROBERT FEFFERMAN The maximal operator is weak type (p. If w c AP(R) then w satisfies a reverse Holder inequality. xERER IRI R Then it is natural to ask for which weights w do we have fMfPw<CJfpw. Suppose % denotes the family of rectangles with side lengths of the form s. Since w is uniformly AP in the x1 variable. We give the following example. w will satisfy a reverse Holder inequality uniformly in that variable: 1/(1+) fw(xlfrP)i4dxI) <C III fw(xiP)dxi).p). The answer is AP(N) where this class is defined in the obvious way [14]: P-1 w c AP(R) if and only if (_'_. (Suppose the sides are also parallel to the axes. one can obtain weighted norm inequalities for multi-parameter maximal operators which cannot be handled directly through iteration. rw <C lR II IwJJ R for all R E %. t . and s and t > 0 are arbitrary. Proof.) Define the corresponding maximal operator M by Mf(x) = sup 1 f IfIdt. I I . p > 1 and we are finished by interpolation. One application of this theorem is that with it. LEMMA.

x3 plane. E I. C will be so close to 1 that C(1-71) < 1 and W is uniformly A°° on the collection of all such S. and define a measure in the x2. Then JW(P)dP C.P)dxldp .ISIf(Ti wdx f1 1 1 1 dP dp S I S I and so . II It in the x2. E I ExI Since w c A°°(t). x3 plane whose Radon-Nikodym derivative W(p) is defined by 1/(1+8) W(P) = III fw1+&(xi:P)dxi) I We claim that W satisfies an A°° condition uniformly (in I) relative to the class of rectangles whose side lengths are t . fIII fw(xiP)dxi)dP =C III f f w(xi.x3 plane and E C S such that IEI/ISI < 1/2. MULTIPARAMETER FOURIER ANALYSIS 83 (C independent of p ). Fix I. an interval of the x1-axis. Therefore since S is just 1-parameter (just a linear change of variable in one of the x2 or x3 variable away from squares) we have that W satisfies a reverse Holder inequality: (For 8' some value < S ) 1/(1+8') ISI f W14dp <C ISI rW. ffExl w < (1.71) AR w and so fE W(p)dp < C(1-rl) fsW(P)dp . Then let S be such a rectangle in the x2. and by taking S small enough. w S This shows that 1 (1+8) 1(1+8') (1+S') I111 fwixi) < C- .

CIIfliLp(R2) In his celebrated theorem. A quick review of the proof that Mwn). w EAp-E(at) for some E> 0. Re9l. R R Now on to the theorem. Charles Fefferman showed that if S is a nice open set in R2 whose boundary has some curvature then XS(e) will only be an L2 multiplier [15]. Now we wish to relate some of our results on multi-parameter maximal functions to the theory of multiplier operators. If S is a convex polygon then XS will obviously be an LP multiplier for all p. if for f e C R2) we set Tf (6) = XS(e)f(6) then we have the a priori estimate IITf1ILp(R2) <. n = 3 . We shall work in R2. 84 ROBERT FEFFERMAN I1 rW1+ <C'IRI f w. It follows that Mf(x) < and it just remains to show that Mw is bounded on Lp(w). The case that remains is the one we consider here. just because of the boundedness of the Hilbert transform on the LP spaces in R' . and this concludes the proof since Mw(f) < M(3)(f ). is bounded on LP(w) reveals that all we really used was that w satisfy an A°° condition in the x1 and x2 variables as well as a doubling condition in the x3 variable: w((R)d) < Cw(R). Let 01 > 02 > 03 > On > 0n-1 ~ 0 be a given sequence of angles 0 and let . The other nice regions left are those whose boundaries are comprised of polygonal segments. and consider the following basic question: For which sets S C R2 is XS(e) a multiplier on LP(R2) for some p 2 ? For XS to be a multiplier of course means that. 1 < p < -0. Because w e AA(JR) and w-1 /(P-1) a AP'(91) satisfies a reverse Holder inequality. All of these are satisfied by our w here.

J r if I dt R where B0 is the family of all rectangles in R2 which are oriented in one of the directions 0k. MULTIPARAMETER FOURIER ANALYSIS 85 N N I I I I 0 1 2 4 Figure 2 R0 be the polygonal region pictured above. but whose side lengths are arbitrary. Then we shall define TO by T0f (f) = XRe(04) Consider as well the maximal operator M0 defined by Mef(x) = sup 1 XEREB0 IRI . We claim .

T k f then e T0. Conversely.Tkf _ and (lII li ( Lp ` `Te(eTk xf k)I2/ II ' LP 1 iT x p \IIP J r f i Irk(t)T0(e k fk)(x) dtdx = TT (Irk(t) e irk *x fk)I dxdt J R2 0 0 R2 1 (' (' P /2:1 <C fJ R2 J 0 k(x) dtdx<C' (IfkxI2)' lam ll LP . Then Me is of weak type on L(P12) . if Me is bounded on L(P12) (R2) then TB is bounded on Lq(R2). suppose that To is bounded on LP(R2) and we assume the weakest possible estimate on M0. Then the first step is to notice that this implies that I(YITkfkl2) /2 (fkl2)1/2IILp(R2) 1ILP(R2)<CII This is proven by observing that if we dilate the region Re by a huge RP" p to get RB and translate R0 properly (by Tk) then R8" kk looks like a half plane with boundary line making an angle of ek with the positive x axis. More pre- cisely. for p'< q < p [16]. and T T8 ' k f XRp. Then if rk(t) are the Rademacher functions. To prove this assume first that To is bounded on LP(R2). namely J{MOXE > 2 I1 < CIEI.86 ROBERT PEFFERMAN that the behavior of T9 on LP(R2) for p > 2 is linked with the be- havior of Me on L(P/2)((p/2)' is the exponent dual to p/2 ).

since IEkl > 2 IRkI on at least a set of measure > I-rkI the 100 Figure 3 . Then if R is unselected M0(XU ) > on R j<k 2 so that IURkl 6KXUi'1k > 2}I << CIURkl . Select R given that R1. Then looking at the picture j<k k below. have been chosen provided IR n [ U R ] I < 2 IR I . we have 1/2 /211LP(R2) 11LP(R2) < CII (lfkl2)' 12 II (YW JTkfk ) where Tk is the Hilbert transform in the direction 9k. Let Ek = Rk . The next step is to use the above inequality to prove a covering lemma for rectangles in 30. Let 1Rk1 be a sequence of such rectangles. MULTIPARAMETER FOURIER ANALYSIS 87 Taking the limit as p -> oc.U and let fk = Xt .

we see that I1 /2IIq )1/2IIq IITOfIIq Y I{ (skTofI2) (IskTkf 12 To estimate II(11 ISkTkfl2)1/2IIq . It follows that (3. If we duplicate the rectangle Rk as shown. Conversely.b But in R1 we have the classical weight norm inequality for the Hilbert transform: fjHfj20 <C J IfI2M(01+e)1/(1+e) forall e> O. on these segments Tkfk > 1/100.4) < if ISk(f)I2Me(kl+e)t /(l+s) M0 is bounded on L(q/2)/(1+e) if a is sufficiently small. Applying Tk = Hilbert transform in the direction perpendicular to 0k to Tkfk we see that Tk(Tkfk) > 1/100 on all of Rk.3) is (3. Repeating twice more we get /2I1LP 1/2 <C <c Ia(tk12) IfI 1 I+ Il (1 LP IIxUiz k11 LP This shows that M0 is of weak type (p/2)'. Define Sk < 61 < 2k+1L Then if Sk also stands for the = 16 _ (61 e2)I2k multiplier operator corresponding to Sk . assume that M0 is bounded on L(P12) . It follows that (3.4) is .88 ROBERT FEFFERMAN segments pictured contain at least 1 /100 of their measure in EEk. let II¢II(q/2)' =1 and let us estimate fITkskfI20 f IT k(Skf )12.

we shall discuss the one-parameter theory.one and several parameters In this lecture we wish to discuss another chapter of harmonic analysis relating to differentiation theory and singular integrals.y>01 which satisfies the size restriction (1+00 I /p IF(x +iy)Ipdx < C for all y c R+ . since +00 f _ IF(x+it)Idx increases as t 0. MULTIPARAMETER FOURIER ANALYSIS 89 < CN (sf2\fl110/2 C'IIfIIL9 proving that TO is bounded on L9 . and. 4. In this lecture. . they were spaces of complex analytic functions in R+ _ 1z=x+iyIxcR1. If F(z) = u(z) + iv(z) is analytic with u and v real. and if F is sufficiently nice then F will have boundary value u(x) + iv(x) where v(x) is the Hilbert transform of u(x). we have +00 IIFIIHI defsu IF(x+it)Idx ti IIuHI1 + IIvIII(RI) N J -00 1 So we may view the space HI through its boundary values as the space of all real valued functions f of LI(RI) whose Hilbert transforms are LI as well. It turns out. 00 One of the main reasons for introducing these spaces was the connection with the Hilbert transform. HP spaces . the theory in several parameters.ycR1 . namely Hardy Space theory. in the next. In the begin- ning when Hp spaces were first considered.

90 ROBERT FEFFERMAN If we want a theory of HP(Rn) then. An interesting feature of Hp spaces is that they are intimately connected to differentiation theory as well as singular integrals. For a harmonic function u(x.t) is sufficiently "nice" on Rn+1 ." n Cal i (x. these functions have an interpretation in terms of singular integrals. u is given as an average of its boundary values according to the Poisson integral: .t) in R++1 = 1(x.t) satisfy the "Generalized Cauchy-Riemann equations.t) = where the ui(x. To discuss this.t)ipdx = JIF11 [171. then the boundary values u1(x) satisfy ui(x) Ri[u0](x) where Ri is the ith Riesz transform given by R1(f )(x) _ In particular we may consider an H1(Rn+1) function (by f *Ixln+i identifying functions in Rn+1 with their boundary values) as a function f with real values in L1(Rn) each of whose Riesz transforms Rif also belong to L1(Rn). since if a Stein-Weiss analytic function F(x. following Stein and Weiss we may consider the functions F(x. J 1 These Stein-Weiss analytic functions are then said to be Hp(R++1) if and only if 1 /n sup J iF(x. let us make some well-known observations. t) 0 (t = x 0) i=0 1 and dui dtrj for all i.j .t) which is continuous on Rn+1 and bounded there.t>01 whose values lie in Rn+1 : F(x. t>O HP(R°) Again.t)IxeR11.

If s(x. It follows that F* a L1 .t)l c L1(Rn) (y.e. and it is not true in general that u*(x) < 00 for a. u = PLO. say F c H1(R++1) Then a beautiful computation shows that if 1 > a > 0 is close enough to 1 (a > nn1) then A(lF la) > 0 so that lF la is subharmonic. t) (F(X) if and only if the analytic function f c H1(Ri+1) .e.t)dx < C for all t > 0 ) we see that G* < M(h) for some h c L1 'a. f(x) = u(x. u* c L1 . Just as for a random f c L1(Rn) we do not necessarily have Rif c L1(Rn) (singular integrals do not preserve L1 ) it is also not true that for an arbitrary L1 function f that for u = P[f]. for p < 1 .t) . Then since convolving with Pt at a point x can be dominated by an appropriate linear combination of averages of f over balls centered at x of different radii. since M is not bounded on LP . Applying this to G = [F la (which has JG1 'a(x. Now M is bounded on L1 Ia so that M(h) c L1 La and so G* c L1 Ia. But if f c H1(Rn+1) then u* c L1(Rn). s(x. x c Rn.0) and Pt(x) = (Ix I 2 +t2)(n+1)12 Let F(x) _ ((y. Thus the nontangential maximal function F*(x) = sup lF(y.. suppose F is Stein-Weiss analytic. then u*(x) < cMf(x) (y.t) is subharmonic and has boundary values h(x) then s is dominated by the averages of h. MULTIPARAMETER FOURIER ANALYSIS 91 cnt u(x.t) is harmonic.t)l lx-yl < t(.t)cI'(X) Unfortunately. i.t)l . if u(x.t) = f * Pt(x). On the other hand. and 1Rn lu(x. it follows that if u*(x) = sup lu(y.t) < P[h](x.t)lpdx < C then the domination u* < CMf is not useful.

let us return to Hp functions in R+ as complex analytic functions. S(u) = S(v). S2(u)(x) = ff JVu12(y. To discuss it.t)dtdy r(x) which we already considered in the first lecture. i.. this is true. since Ipvl = IVul . Gundy. As we shall see later. IIS(u)IILp ti IIu*IILP for all p > 0 [18]. the Lusin- Littlewood-Paley-Stein area integral.e. and Silverstein [19] by using probabilistic arguments involving Brownian motion. There is another characteriza- tion which is of great importance. To summarize. The importance of S here is that the area integral is invariant under the Hilbert transform. . for a harmonic function u(x. is it true that F* c LP if and only if u* c LP ? In fact.92 ROBERT FEFFERMAN We know so far that we can characterize Hp functions in terms of singular integrals and maximal functions. It is an interesting question as to whether the maximal function characterization of Hp can be reformulated entirely in terms of u. we immediately see that IIu*IILP<00<1IF*IILP<00 FcHP(R+) It is interesting to note that the first proof of IIS(u)IILP 11u* 11 LP ' 1 > p > 0 was obtained by Burkholder.t). we can view functions f in Hp spaces by looking at their harmonic extensions u to R++1 and requiring that u* or S(u) belong to Lp(Rn). F = u+iv. When we combine the last two results. and the best way to see this is by introducing a special singular integral. Nowadays direct real variable proofs of this exist as we shall see later on. That is.

Hp(Rn) Lp(Rn) Lp(R ) Thus. .(Rn) with IR 4 n=1 . In addition to understanding the various characterizations of Hp spaces. if we wanted to know whether or not f e Hp we could take u = P[f] which of course satisfies Au = 0. The BMO functions are really functions defined modulo constants and 11 IIBMO is defined to be sup IQI fQ 10 -IQI . Fefferman and E. non-zero) and fci = 0 we may form S2 (f Xx) = ff If * At(y)I2 dndt t Then C. it is possible to think of Hp spaces without any reference to particular approximate identities like Pt(x) which relate to differential equations.y)EF(x) C n O(x/t) and if lr a C0 (Rn) is suitably non-trivial (say radial. If f is a function and 0 E C. we have spoken of Hp functions only in connection with certain differential equations. locally integrable on Rn is said to belong to the class BMO of functions of bounded mean oscillation provided I fI0(x)-cQldx < M for all cubes Q in Rn IQI Q where 0Q = IQI fQ 0. which we shall now discuss. then we may form f* (x) = sup If *Ot(y)I . A function O(x) . Thus. Stein have shown that IIf ll IIf *II IISq'(f )II for 0 < p < -. MULTIPARAMETER FOURIER ANALYSIS 93 It turns out that there is another important idea which is very useful concerning Hp spaces and their real variable theory. So far. another important aspect is that of duality of HI with BMO. M. (kt(x) (t. This is not necessary.

This result's original proof involves knowing that singular integrals map L°° to BMO and also a characterization of BMO functions in terms of their Poisson integrals which we now describe. The basic property that characterizes Carleson measures is ff Iu(x.t) < Cp J u*(x)pdx p> 0 Rn+1 Rn for all functions u on R++1 In connection with this type of measure there is the characterization of functions in BMO(Rn) in terms of their Poisson integrals. BMO is the dual of H1 (181. Then we say that A is a Carleson measure-on R++1 iff g(S(Q)) < CIQI . Rn These are the basic facts of Hp spaces that will concern us here and which we shall later generalize to product spaces.94 ROBERT FEFFERMAN According to a celebrated theorem of C. 0 < t < side length (Q)1. . Fefferman proved this and used it to prove that every function in BMO acts continuously on H1 : J f(x)O(x)dx < CIIfIIH1(Rn)10IIBMO(Rn) .t)Ipdi (x. Let S(Q) = 1y.t)Iy Q. Fefferman and Stein.t) = IVuI2(x.t) is in BMO if and only if the associated measure dµ(x.t) in R++1 IIS(u)IILp IIu*IILP for p> 0 . C.t)t dxdt is a Carleson measure. Suppose p > 0 is a measure in Rn+1 and Q C Rn is a cube. Let us now prove that for a harmonic function u(x. A function O(x) on Rn with Poisson integral u(x.

t)l2t dtdy where R = Ur(x) R x4iS(u)>at s(u)<a In fact. and to do this we shall show that 12 ltu*>Call < c S2(u)(x)dx + a J S(uYa From this our claim follows. To prove the estimate on Itu* > Calf .t)I . MULTIPARAMETER FOURIER ANALYSIS 95 We begin with the estimate flu*llp < CpiIS(u)llp . and then claim 1. this is f0 OP-1's(u)(R)df3 NS(u)IIP .t) flf S(u)>ajI < 2 lB(y.t) c R then IB(y. This is because for )Lg(a) = If Igi > all we have 00 00 a Ifu*IILp J ap IXu*(a)da < Jr ap-1 r P'g(u)W)dO +Xg(u)(a da a 0 0 0 < f 0 #xS(u)(. we set the notation that M(XE) > 2 .6) f aP3dadfl + 00 f aP_1As(aa 00 0 00 0 Assuming p < 2 as we clearly may. if (y. 5 S2(u)(x)dx > c fJ lVu(y.

The next step is to write IVu12 = A(u2). J aR S(u)<a aR Since.1) > c JJ IVu12(y.x/IS(u)>a#ildydt = ff R n+l But for (y.t)tl-ndydt T(x) dx (4.1) Ioul2(y. we may assume u(Vu)t vanishes at t = 0.t)ncIs(u)>alI >2 IB(y.t)I and (4.t)t dydt as claimed. II.t)t dydt = f !) t . IIxk(y.t)tl-nIIxl(y.1) is (4.t)cI(x). and apply Green's theorem to R : ffA(U2)(y.t) e R .x/IS(u)>aiij = IB(y.96 ROBERT FEFFERMAN Then f S(u)<a S2(u)(x)dx = J xJS(u)aI J ivul2(y. so .u2 Alt da R aR Now > c > 0 for some c so the above gives f u2da < C J S2(u)(x)dx + u(pu) tda . for purposes of all estimates we may assume that u is rather nice.t)tr(i).

2) lul<P[fl+Ca. We claim that in the region R (4. we see that f u2da < C J S2(u)(x)dx + a2 IS(u) > all . It is not hard to see that lpult < a on aR so that 1 /2 (+ J Jul lpult da< all' /2 (f u2da aR aR Putting all of our estimates together. . from (4. MULTIPARAMETER FOURIER ANALYSIS 97 u(Vu)t do. u*(x) < CP[f ]*(x) + Ca . so that finally l1u*>Call <4M('(x)>all <a2 IIf112 <C r S2(u)(x)dx +CI1S(u) > all a2 J S (u)<a This completes the proof.r(x)) c aR defines the function r. JU(p)l is dominated by the average over a relative ball on aR of u + Ca. It is enough to show this on OR and this in turn is just saying that for any point p c aR . for x I IS(u) > al.2) we have. This is done by harmonic majorization. = J u(Vu) t da faR aR where OR is the part of aR above IS(u) > al. aR S(u)<a ti ti III. Anyway. Next we wish to define a function f by f( x) = u(x. This follows from the estimate JVult < Ca on aR . r(x)) where (x.

Then ff IouI2(x. Proof.t)Ig*ot(x)12t dtdx R n+1 + < fn' R Rn+1 for some 1i c C'(Rn) with f.t) _ -2 ffuVu 2(g*q5t)(x)p[g*q5t(x)]tdtdx -2 ffu i (g*q5t)2dtdx = 1+ 11 .t) t dt dx Rn+1 Rn++1 + + f -2 . To prove the reverse inequality we want to go via a different route.t)Ig*ot(x)I2t dtdx = f Rn+1 Rn+1 rfV(u2)(x.t)2)t]dt dx = -2 fJu(xt)Vu(xt). and we shall follow Merryfield here [20]. Let f(x) and g(x) c L2(Rn). and suppose 0 c C° (Rn) radial and u = P[f ] .t) V[(g * ot(x.& = 0 real-valued). n+t n+1 R+ R2 . V[(g * ot)2](x. We prove the following lemma. Stein's Acta paper [18]. In the next lecture we show how this lemma proves IIu*IIp ? CpIIS(u)IIp LEMMA. M. ff A(u2)(x. R n+1 u(x. 98 ROBERT FEFFERMAN The proof that IIu*IIp < CPIIS(u)IIp which we just gave has been lifted from Charles Fefferman and E.

Vu(g*0t)t1/2dtdx 1/2 1/2 < ff U2 1 g*otl 2 dt dx I rIV. We see that 2 ff u (g*q5t)2dtdx < 55u2(g*) (g*)dtdx + fn f2g2dx Rn++l + + but (g*-Ot)dtdx = ff u2(g*ot)t I (g*ot) dt dx Rn+1 Rn+1 .I21g*ot(x)I2 t dtdx Rn++l RJn++I and II =fu (g*ot)2dtdx = . MULTIPARAMETER FOURIER ANALYSIS 99 where I ff Rn+l + u(tV(g*.kt))t-1/2.0)g2(x)dx Rn+l R n+l Rn u !AL (g*ot)2dtdx ff Rn+l -JJ u22(g*(kt) A fn R f2g2dx . ffu + J u2(x.

x -Sx. More on Hp spaces At this point we wish to discuss the theory of multi-parameter Hp spaces and BMO. *(xio))2 dtdxi)t t 1/2 Putt ing this together gives fflvuI2(g*t)2tdxdt / f 2 C [Y 1 ( 1u2 g* 14) dt dx )rru2(g * ( X d tdx +f f2g2 (ai4) 2 dt dx 5. Hp and BMO were invariant under the usual dila- tions on Rn.100 ROBERT FEFFERMAN But so ff_2u -5211 (g*Ot)t(xi(k)t * gldt dx + r u2t (g*(kt)(g dt dx S= 1 * (xio)) (ffIvu2(g*ct)2 t dtdx)\ 1)/2 1 /2 I fu2(g*(xjc)t)2 d tdt +(fg/ 2 Ydx 1/2. All of these spaces. since they can be defined by the maximal functions and singular integrals which are . We saw. that HP(Rn) could be defined either by maximal functions or by Littlewood-Paley-Stein theory. in the last lecture. and this is hardly a surprise.

x c R2 . m > 1 . otI.82x2). F(x) More generally.t2)I (y.x2) = sup Iu(yl. t c R x R+.t)I2dy1dy2dtidt2 .. if S6 c Cc (R2) and if x x' I 0 = 1. Here we shall define Hp and BMO spaces which are invariant under the dilations (in R2 ) (x1.tl.82>0. Then the non- tangential maximal function and area integral of u are defined by u*(xi.t2(xi. Let (x 1. which is biharmonic.tl. We shall call our Hp and BMO spaces "product Hp and BMO" and denote them by Hp(R+ x R+) and BMO(R+ x R+) so that we reserve HP(R2) for the one-parameter space of functions on R2.e.x2) and S2(u)(x) = ff IV1V2u(y. i.x2) (S1x1.y2.x2) c R2 and denote by 1'(x) the set i(yi.t) be a function in R+ x R+. For convenience we shall work in R2 but all 61.y2.x2) = tl1t21 tz then for a function f on R2 f*(x) = sup if *0t t (x) 1 2 (y. n.t)EF(x1. ti > 01 c R+ X R+ Let u(x.t)cr'(x) and if tA c Cc '(R2) and . MULTIPARAMETER FOURIER ANALYSIS 101 invariant under these dilations. of this could just as well be carried out in R n x Rm. harmonic in each half plane separately.t2)I Iyi -xiI < ti.

In terms of area integrals.0 = 1 IIf*IILP . we define its bi-Poisson integral by u(xl.E C. just as in the single parameter case that f or any O . of course. To complete the chain of equivalences . then S .t2) = P[f](x. we would like to know that IIS(u)IILP IIu*IILp . f.IIu*IILP for p > 0 . Then.tl. u = P[f] . for O(x1.(f )(x) = ffIf*&tt(yi. we define f c Hp(R+xR+) if and only if u* E LP(R2) where u = P[f 1.x2 and not . I1SV'fIILP ti I!S(u)IILP p > 0. P[f] is bi-harmonic in R+ x R+.102 ROBERT FEFFERMAN fb(x1x)dx1 = 0 for all x2 ER1 f(J(xix2)dx2 =0 for all x1 a R1 . It is not hard to see.y2)I2 dyl d Y2 dt dt 2 I 't t 2 t 2 F(x) Given f(x1. say i/i even in x1. In analogy with the 1-parameter case.x2) suitably nontrivial. so that we may use any approximate identity which is sufficiently nice to define product Hp spaces.(R2).x2) = P x1 P 2 and 2 tl (T2 where P is the 1-dimensional Poisson kernel.0. x2).x2.x2). we also have.t) = f * Ptl't2(x1. where the bi-Poisson (or just Poisson for short) kernel is defined by Pt1) t (xl.

then. MULTIPARAMETER FOURIER ANALYSIS 103 In fact. and we have S(f++) a LP. the proof is by iteration. this is the case in the analysis of product domains..ti) a R+ separately. Iu(xl. u* a LP (Gundy-Stein) [211. namely. By reflection we may assume f is analytic (i. etc. if f( x) has Poisson integral u. To show this let us define some notation. Then since the 2-parameter area integral is in- variant under taking Hilbert transforms in each variable separately. P[f] is bi-analytic) and then show that f* a LP.tl. but they are not of the same totally straightforward nature as the iteration in the Jessen-Marcinkiewicz- Zygmund theorem. this implies that lu(x. The proofs are by iteration. we let Qt be the operator (or kernel) which takes f to tpu(x.x2. In R I . `'2 < 0. but is not obvious. We can assume that u = PR].. P>0. we see that we may write f =f+++f+_+f_++f__ where f++ is supported in eI. Often. but this requires a different way of looking at the one-parameter case than one is used to.t2)Ia is subharmonic in each half plane (xi. If a<p. But for u = [f] a bi-analytic function. so that . we know that for a > 0. e2 > 0 and f+_ is supported in e > 0.e.t) . if f f LP So what we must show is that IIf1ILp <_ Cplls(f )IILp.t)la < P[If(x)la] . this is true. Proof that of S(u)e LP . u*(x)a < M(Ifla) e LP/a(R2). and so we intend to present the proof here.

x2)Pdxldx2 > cpJjIF(xl. t by F(x1.x2)Ip 2 dxl L (r) -00 -00 and integrating this in x2 .) at x2 .1) J1S1(F)(xl. . Then 00 00 S1(F)(xl.x2) _ f(xl-y. Then let us define a Hilbert space valued function dydt F(x1.t2) =Qt f(x1. Fix x2.x2)pdx1 > cp f IF(xl.x2+y2) 2 Now we know that in the one-parameter case iiS1fIIp > cpIlflip and a glance at the proof of this fact reveals that it remains valid for Hilbert space valued functions. (5.104 ROBERT FEFFERMAN S2(f)(x)= fflf*Qt(Y)I 2 dy2t t F(x) Then going back to our present situation where f is given on R2.x2)Ip 2 dxldx2 R2 R2 But fixing x1.x2)Qt(y)dy and Q t similarly. we define 00 -Qtf(x1. we have .x2)(y2.x 2)1 L2(iis the value of the one-parameter ) integral of f(x 1.x2) a L2 (0). since IF(x1.

x2)IPdx2 and so (5. +1] with f i/' = 0 and such that if u = P[f]. will denote the operator acting in the ith variable. Next.x2) the two-parameter area integral of f. g*qt(x) _ Pt(g)(x) and -Qt(g)(x).2. Qt. Then there exists Vi c Cc (RI) whose support is also contained in [-1.) dx2 > cp f R 1 If(xl. To begin with. The proof is a simple iteration of the one-parameter case given previously. we recall Merryfield's lemma: Let q c Cc (R I) be supported in [-1.x2) = S(f )(xl. i = 1.t)(g*cfrt(x))2 dt dx + R2 Introduce the notation tVu(x. +1] and have f q5 = 1 .t)(g*t(x))2t dtdx < C J f2(x)g2(x)dx + R2 RI jJu2(x. u(x. MULTIPARAMETER FOURIER ANALYSIS 105 J R IF(x1. let us prove that IIS(u)IILP < cpllu*IILp [21].t) = Qtf(x) .t) = Ptf(x). fJIvul2(x.1) is greater than or equal to cp ff Iflpdxldx2 R2 On the other hand when the SI operator acts on the first variable we have SI(F)(xl. Then we estimate .x2)Ip 2 L J.

x2)]2 dt1dt2 t it2 dxldx2 Fix x2.x2)]2[tt Pt2g(xt.t2 f{Q?f(x)]2{g(x)]2 dx1 dt2 xl =1+11.106 ROBERT FEFFERMAN (5. t2.2) is < ir ff (PtlQt2f(x))2(Q11P2 g(x))2 dtdx x2.2) jf R2xR2 [Qt1Qt2f(xl.t2 xl. + f t2 X 2 2 t x1 Now ffPt2Pt1f(x))2(?g(x))2 dtdx I= d X1t1 x2 t2 t fjfI f(Pf(x))2(tg(x))2dx2!1 dxI + x1.t1 x2 Then II = fff(Pf(x))2(Qtg(x))2dx2dt2/t2dxi + fff2(x) g2(x)dx1dx2 X1 So the inequality we seek in the product case is . Then (5.

t)E 1 0(x) 10 where r1010(x) = {(y.t2)ER+ f J J f2(x)g2(x)dx Rz x2ER1\(x1.3).t)I (y. we shall take a modified definition of u* in what follows. since a trivial computation shows that IIu*Iip iIu*IIp is. In order to simplify things a little.-xiI < 1010ti.3) J (Qtf )2(x)(Ptg)2(x)dxdt/t < c J (R+)2 (R+)2 + (Pt2f(x))2(Qt2)2(x)dx2dt2/t2 J J x1ER1 (x2. This is an irrelevant change. no more than a constant times for a smaller aperture. P > 0. the constant depending only on the apertures involved. In (5.21 .t)I ly. i =1. namely u*(x) = sup Iu(y. and g(x) = Xu*(x)<a(x)' Let us estimate . MULTIPARAMETER FOURIER ANALYSIS 107 (5. take c(x) = 1 for all Ixl < 1/3.t1)ER+ It is now easy to see that IIS(u)IIL P < CpIIu*IILP. for a larger aperture.

It follows that f M(Xl *>a #)<1 /2 00 u S2(uXx)dx < ff IV.2t2 centered at y.t)il and where R(y.t)t1t2dydt R* where R* = t(y.t)I IR(y.t) is 200 the rectangle in R2 with sides parallel to the axes and with side lengths 2t 1.t2)eR+ f If f Pt1)f(Y)2.V2u12(Y.t)l < a so i is less than or equal to . t)I then g * (kt(y) = Ptg(y) > c for some c > 0.t)fllu*>aII < IR(y.108 ROBERT FEFFERMAN I M()( u*>a )<1 /200 S2(u)(x)dx when u . t) fl lu*>all < 100 IR(y. t t (g)2(Y)dydt l+ ff2g2dy + J 1 1 1 J Y2 (Yi. Notice that if IR(y.t)flIM(Xu*> )<1/20011dydt < ff 1V1V2ul2(y.t)Pt(g)2(Y)dyt1t2dt (R+)2 <C 5J u2(Y.t)IR(Y. i: But then lu(y. t).tl)fR+2 R2 = i + ii + iii + iv. C onsider If Qt(gXy)' 0 then u*(x) < a for some x f R(y.P[f] <J J IV1V2uI2(Y.t)ot(g)2(Y)dy tat2 + ff P2 f (Y)2 Qt 2(g)2(Y)dy a22 J (R+)2 Y1 (Y2.

This implies that IPt2)f(y1. Finally. (iv) is less than or equal to J f 2(x) dx < J (u*)2(x) dx .t2 < f(1-g)2(Y1.t2 Yl 2. MULTIPARAMETER FOURIER ANALYSIS 109 fft(g)2(y)dy tdt = a2 fft(1_g)2(y1y dt < a2II1-gIIL2 < a2lju*>a}I a2 12 (R+)2 (R+)2 Consider ii: If Qt2)(g)(y1.y2)1 <a so 2 ii is less than or equal to ff(2)()2(Y)th2dY)dYl a2 J 2 t2 Yl Y2't2) Ag ain ff Qt2)(g)2(Y) dt 2 dY2 dyl g)2(Y)dY2 t2 dYl 2 J Jv 2 Yl Y2.x2) < a. J Y1 Y2 (iii) is similar to (ii).y2) 1 0. u*(x)<a u(x)<a So we have S2(u)(x)dx <C a2IIu*>atl+ u*2(x)dx J J {u*<al u*(x)<a .Y2)dY2 dYl < Ilu*>atI . then there exists x2 such that Ix2 -Y2I < t2 and u * (yl.

1) The characterization of Carleson measures p for which the Poisson transform f -. for example if 951 and 952 are in BMO(R1) then S1(x1)S2(x2) might be our model. this function S(x 1. 2) The characterization of functions in BMO(R1) by a condition on their Poisson integrals in terms of Carleson measures. The obvious guess is that p .P[f] is bounded from LP(dx) to LP(dp). 4) The atomic decomposition of H1 . p > 1 . Then what should an element of BMO(R2 xR+) look like? We might look at tensor products of functions in BMO(R1) to get a feel for the answer. 3) The characterization of functions in the dual of H1 by the BMO condition. LP LP' The next topic that we shall consider is that of duality of H1 and BMO in the product setting.110 ROBERT FEFFERMAN and we have seen before that this implies that 1IS(u)II < CpIIu*Il 2>p>0. So.x2) satisfies (5.4) 195(x1.5) ffP[fIPdii < Cp ffIf(x)I1'dx. For simplicity we consider the dual of H1(R+xR2). Of course.x2 variable. A Carleson measure in R+ x R2 would be a non-negative measure p for which (5. In the classical case there were four results which expressed this duality.x2)-c1(xl)-c2(x2)j2dx2dx2 <C J1 d R for the appropriate choice of functions c1 and c2 of the x1. p>1 (R+) 2 R2 where P is the bi-Poisson integral. Let us try to guess what the analogous theory should look like in product spaces.

e.x2)dx1 = 0 for all x2 Ik ak(x1.x2) are "atoms.4) if and only if its bi-Poisson integral u satisfies dp = IO172uI2(y. all of this in some sense is equivalent to asserting that every f e HI(R2 xR2) can be written as I Akak where Y' IAkj < CIIf1I 1 and H ak(x1.x2) which satisfy . where the Carleson region S(R) is defined by S(I x J) = S(I) x S(J) for R = I x j . And finally. Carleson showed that p(S(R)) < CIRI was not suffi- cient to guarantee the inequality ffIP[f]Pdl < Cp J Iflpdx (R2)2 R2 From here it is not difficult to produce examples of functions O(x1. MULTIPARAMETER FOURIER ANALYSIS 111 satisfies (5.5) if and only if p(S(R)) < CIRI for all rectangles R C R2 with sides parallel to the axes. ak is supported in a rectangle Rk = IkxJk such that r ak(x1.x2)dx2 = 0 for all x1 J Jk and 1 IIak112<_ 1 /2 IRkI In 1974 [22]." i.t)tlt2dt is a Carleson measure. it is not hard to show that 95 satisfies (5.. L. In terms of these Carleson measures.

u(S(SI)) < C101 for every open set SZ C R2 f c H1(R2 xR+)* if and only if for u = P[f ] . and this is of course the final test of the theory. this condition is not strong enough to force 0 to belong to the dual of H1 In other words the simple picture of the structure of H1(R2 xR+) and BMO(R2xR2) suggested above as the obvious guess is completely wrong. dµ = 1V1V2uI2tlt2dt1dt2dy1dy2 is a Carleson measure. notice that IV1V2uI is invariant under the Hilbert transform HXi(i = 1. C2 depend on R. Rather one considers the role of rectangles to be played instead by arbitrary open sets.112 ROBERT FEFFERMAN 1J I Ic(xi. [24]. we make the following definition ([23]. it turns out.t) E (R+)21 R(y. Then S(i2) the Carleson region above SZ is defined as S(Q) = U S(R) = f(y. To describe this result. Let 9 C R2 be an arbitrary open set. RCSZ Then we say that µ > 0 in (R4)2 is a Carleson measure if and only if . and let R(y.3). Although this may seem a bit frightening at first glance.y2) = y and with side lengths 2t1 and 2t2. yet I LP(R2) for any p > 2. To see this. we shall prove that for any function e H1(R2 xR2)*. By way of introduction. that nearly all the classical theory of Hp and BMO can easily be carried out using the approach suggested here. this follows immediately from the inequality (5. t) be the rectangle in R2 centered at (y1. Therefore. we will have proven it also when f is of the form . t) C SZ# . if u = P[qS] we have a Carleson condition with respect to open sets satisfied by the appropriate measure.2) so that if we prove this when f e L°°(R2). In fact. and [251).X2)-C1(x1)-C2(x2)12dxldx2 < C R where C 1.

Then Ij6f jI l lif 11 HI . by Hahn-Banach to an element of the dual ®L1 = ®L°°. Hxia . so 0-1 = s exists and is bounded on Im(6).Hx2 f. So a* a L1 and a e H1. Let $ e H1(R+xR+)*. Then $(f)=P° s(f. Conversely. a < 1 . H a.Hx2 a. F+_. 1 1 A function a(x) on R2 will be in H1(R2xR+) if and only if a c L1(R2). Hx1 Hx a e L1 . if a c H1(R2xR+) then S(a) e L1(R2) hence so are S(Hx a). xl x2 In fact. F_+ 1 and F__ c L1(R2) such that a = c F++ and reflections of the F++ are boundary values of bi-analytic functions. Define a map from H1(R+xR+) ® L1(R2)i by i=1 0(f) = (f. and H xl H a cL1. and Hx Hx2 a e L1(R2) then we can form F . The map $ ° extends. 2 1 2 if a. 1 S(HX a) and S(HX Hx2 a). A bianalytic function F with (distinguished) boundary values in L1(R2) has F* c L1 by a subhar- monicity argument applied to IF I'. 1 Thus every element of (Hl)* is of the form . therefore Hxia.Hx l f.Hxl Hx2 f) = rfgl + Hx f g2 + Hx f g3 + Hx Hx2f g4 rJ 1 2 1 =J f (g1Hx 1g2+Hx 2g3+Hx Hx2g4) fcH1. H x2 L H xl Hx 2f) . 0 is obviously one to one. Hx l f. MULTIPARAMETER FOURIER ANALYSIS 113 gl + Hx 92 + Hx2 93 + Hx Hx 2g4 gi c L°° .

R(x.t). ib' 4 0 real valued and supp(qi) C [-1.t) c S(Sl). which we discussed briefly in section 5. the most obvious guesses at char- acterizations of Hp atoms of BMO failed.1]. The theory for R2 xR2 x x R2 or for Rn f1 x Rm+1 is quite similar and only requires minor changes.3). iii is even.1] then Ptg(x) = 1 if (x. and i/i has a large .114 ROBERT FEFFERMAN So it suffices to show that if f c L°°(R2) with u = P[f] then dp = Ip1V2I2(y.t)tlt2dydt is a Carleson measure. t) C SZ and g * 95t(x) = fR2 ot(x -u)du = 1 . and q' c C°°(R1). Duality of H1 and BMO and the atomic decomposition In this lecture we shall consider in greater detail the spaces HP(R+xR+) and BMO(R+xR+). There we saw that in product spaces.3) that ffviv2u2tit2dxdt < CIIfIIoo f IQtgi2I at dx X1 \(x2t2) / X2 \(X1.t1) 11f 112 < CIIf11211gII2 < C ICI 6. take g = XU(x1. But in (5.x2). If f( x1. It follows from (5. In what follows we shall be working with functions in HP(R+xR+) or BMO(R2 xR2) only. and notice that if f 0 = 1 . This is because for such (x. In order to circumvent these difficulties we must take a slightly different approach than we are used to in the classical 1-parameter case. Now let I1 be the family of all rectangles with sides parallel to the axes and sR4d be the subfamily of 91 whose sides are dyadic intervals.x2) is a sufficiently nice function on R2. supp fi(x) C [-1.

then for 00 ft 1 1 2 (x1. if we define Rc91d fR(x1.x2) = f *tPtl.2 is the side length of R in the xi direction 1. and each fR is supported in Rc9? d R the double of R and has the property that .t) f= 1 fR.y2)otl.x2-y2)dyldy2 tit t2 R+x R+ In fact.t2(xl -y1. Since R2xR2 + + = U W(R).t2C2)12 dtldt2 =j(e) J J RZxR2 0 0 We can use this representation to decompose the function f as follows: R c 8Rd . f 0 =1 we have dtldt2 f(x1.t2(Yl. for the right-hand side we have 00 00 ff f(St dtia22 = f(e) r r I (t1C1. Set ?1(R) = 1(y.t) c R+xR+I y c R . taking Fourier transforms of both sides.x2) _ tl X 1)0(x2) t2 t11t21.x2) _ ff f(y. i = 1. P1 < t1 < 2 Pi where Pi . MULTIPARAMETER FOURIER ANALYSIS 115 number of moments vanishing.

92. for all open sets Q C R2 . THEOREM [2$].t) _ * lt(y). +Hx1(g2) + Hx2(g3) + Hx1Hx2(g4) for some 91. For a function on R2 the following are equivalent: (1) e H 1(R+ x R+)*. (3) If u = P[¢] in R+ x R+. then ffIviv2uI2(y. With these preliminaries we can pass to a theorem characterizing (H1)* in a number of useful ways.t)tit2dt < CIt I. fore!! open sets [i C R2 S(fl) . N _ oaf IfIR IIIa111ia2 IaI=O axa1ax22 where N is a large integer. It will be convenient to define a norm I I R on functions supported on a rectangle R . then ffIy.<cti.93 and g4 in L°°(R2).o2dy.116 ROBERT FEFFERMAN ffRx2x2 dx1 = 0 for all x2 I ffR(XlIX2 )dX2 = 0 for all x1 J where 14 =TxT. (2) 95 = g. S(Q) (4) If ¢(y. as follows.

we recall that (2) _. since if f e H(R2xR+ f J f(x) Hx Hx (g)(x)dx = 1 2 fHx1 Hx (f Xx) g(x) dx 2 and since f eH1.(3) was also proven in the preceding section. as we shall elaborate later on ak(xlPx2) = 2 is an H1(R+xR+) atom where l(xl. Hx Hx 2 (f) rLl. To begin with. Consider the sets SZk = ISO(f) > 2k1. Proof. We shall present the decomposition of H1 in greater detail later. Let f e H1(R+xR+). the other proof being similar.x2) > 1/101 k . It is also trivial that (2) . We. MULTIPARAMETER FOURIER ANALYSIS 117 (5) 0 can be written in the form 7. Then SO(f) e L1(R2) (this follows by vector iteration. k e Z. we proved in section 5 that (1) --> (2). Set ak(x l . We show that (4) implies (1). cRbR where bR(xl. just as in the argument that S(f) e L1 implies f e L1 ).x2) are ReRd supported in k IbRIR < 1 and I cR < CIcI for all 9 open RCSZ in R2. Now we claim that (3) or (4) implies (1). I Next.x2) = I Re91d f R(x) IRflUk1 >1/21RI IRf1Slk+1I < 1 /2I RI ak(x I x ) Then.(1).x2)IM(2)(Xci )(xl.do this via the atomic decomposition of H1 which we shall describe here only enough to derive our implication.

t)I2dY ate 1 /2 ff I56(Y.(f )IIL1 < C.IIf 11 Hi Now consider c(x1.1) becomes 56(x) fffYttx_Y) d y dt dx 2ki kl RY k 91(R) 1 t i tit R9k Sff(y.x2)'O(xlx2)dx <C R2 and then simply sum over k.t)12dy d t2c2 /2 kI c%k RU -1 91k MR) 91(R) .t'y__ 2 (R) 2k1 RU ff If (y. Then it will be enough to show that J ak(xl.ty.1) 5ak(xl. But (6.118 ROBERT FEFFERMAN Then f = 1 Akak where Ak = and by the strong maximal theorem IS'EkI < CISZkI so that I Ak < C IIS f.x2) satisfying (4). Then (6.x2)(xlx2)dxldx2 =2ki I fIf(x)c(x)dx 2 k R where the sum is taken over k ={Rdtdl IRrH kI>2 IRI but IRfQ2k+1I <2 IRI}.

2) J IS. then (y.1). R 9k 2 we see that {x t1t2 (observe that t1t2 ' IRI ) 2 for (y.t) E I'(x) for all x c R.t))2dy td 1t2 fl k/Qk+1 k 91(R) To show this S.t) c %(R).. and this proves (6. (f Xx)dx = J ff If (Y. Then if the aperture of I' is large enough.1) yields U ff If(y. Since IN x E(?k/Ik+1) 'R' I> IRI .t)I2dy t2t2 < C2k IS kI RED 12 k W(R) . R c R k .(f)2(x)dx >_ U RE9 ff If(Y. MULTIPARAMETER FOURIER ANALYSIS 119 (6.t) c U %(R).t) Er(x)1I dy 2t2 12 Suppose that (y. RcRk But then SV(f)2(x)dx < (2k+1)21 kI il kAlk+1 and combining this with (6.t)12dy t2 I)k/uk+l xE?k/SZk+1 F(x) > J J jf(y't)12Ifx (? k/Ik+1 I(y.

120 ROBERT FEFFERMAN

As for

R(R.

91(R)

if we observe that for any R E 91k I 91(R) is contained in S(?lk), we get

U

ff I0(y,t)I2dy

tat2 < if

195(y,t)I2dy tat- < C ?1

RE9lk

91(R) S(? k)

**by (4). This shows that I f a k Odx I < C and completes the proof that (4)
**

implies (1).

We shall show next that (2) implies (4). Let g e L(R2). We claim

that if 1 C R2, then

dt CIIgII2lgl

f Ig(y,t)12dy tit-00

00

**where g(y,t) = g *Vit t (y). To show this, observe that since
**

1 2

supp(i4') C [-1,1], C R(y,t). Hence, if (y,t) f S((1),

g *0t(y) _ (gX 1) * qt(y) and so

ff

S((1)

Ig(y,t)12dy tit 2 ff (g)(y,t)dy dt

(R+)2

12

An easy application of Plancherel's formula says that this is, in turn,

CIO

IIgX 1112 f

0

MULTIPARAMETER FOURIER ANALYSIS 121

Since, f +1 1 q, = 01

i(0) = 0 and fr E Co°

() =

0(161 -N) as I CI - 00, for each N > 0.

so

00

f

0

de

<

It follows that

f

S(U)

Ig(Y,t)I2dy

dt < C IIgII,2oIjjl

tlt2

as claimed.

If we wish to prove that the same Carleson condition holds for g

replaced by Hx1 Hx2 (g), then we proceed as follows. Observe that

(.rf EHxHx()l *t(Y)I2dY t

S(f)

1/2

=

JJJ

S(SZ)

t12

1/2

**where T = Hx1Hx2(0). The function T splits into a product of
**

gJ(1)(xl).T(2)(x2) where 'y(1) is odd, Co° and decreasing at oo like

Ixil-N (depending on how many moments of rr vanish). Now suppose we

choose r?(x) on R1 so that supp(q) C (1/4,4), 71 E C°°(R1), 77 even and

**E -q1/ x = 1. Let i 0(x) = E ,Ix 1l and for k > 0, let 77(x)
**

k _

k=-o

00 \2k/ k<0 \2k/

rl/ 2kl Set Then

122 ROBERT FEFFERMAN

(a) supp(Wk,j) C 4R(0; 2k,2i)

**(b) 'Yk,j is odd in each variable separately
**

(c) Tkj is Cc (R2)

and

(d)

(.9)aq,j = 0(2-kN-jN) as k,j o if Ial <2

If

By Minkowski's inequality, we have

1 /2 1 /2

(6.3) (ffig * 'Ftl2dy dt <

Jf19*

("k,j)tl2dy tdt

12

tlt2 k,j

S(fl) s(1)

Now, to estimate

I9 *(Tk,j)t12dy tat

12

kj

**we use the same argument as that given above, except that now
**

supp(q1k j) < 4R(0; 2k,2)) and not the unit square. If (y,t) a S(cl), then

R(y;t) C B and the support of (Wk,j )t(. -y) will be contained in

R(y,2kt1,2jt2) C IM(2)(X[2) > 2-(k+j)I =

jj

k,j

Thus

I 5 Ig*('Fk,j)t(y)I2dY

dt2 = ff 1(9,,,,

kj) *'Ykjl2dy tat2

S(B) S(Q)

I'kj(6,,C2)12

2 <1i Ill 1 2

11gx

112 ff

kj 2

0

f 0

1

1 2

kit

JJ

0

0

00

2

MULTIPARAMETER FOURIER ANALYSIS 123

**By the strong maximal theorem ISkj I < C(k+j)2k+1-, and it is easy to
**

de

see that fo 00 fo kj2 decreases like a large power of 2-(k+l) as

k,j oo. So our desired estimate follows from (6.2).

So far we have proven the equivalence of (1), (2), (3) and (4). We shall

not go into the details of the equivalence of (5) except to say the proof is

given in the Annals paper of Chang-Fefferman [25]. Rather, let us point

out a beautiful application of the equivalence of (5) with the other defini-

tions of BMO which occurs already in the one-parameter setting. This

is the theorem of A. Uchiyama [26], which tells us which families of

multipliers homogeneous on Rn of degree 0 determine H1(Rn). He

showed that for multiplier operators I, KI, Km with multipliers

1, ei(e) that f, Kif E L1(Rn) implies f E H1(Rn) if and only if the ei

,

separate antipodal points of Sn-I , i.e., if and only if for every e t Sn-I

there exists i such that ei(e) I ei(-e).

The way Uchiyama proves this is to show that the dual statement is

true, namely, every (k E BMO(Rn) can be written as

(6.4) go + I Kigi for some 90,91,-,gm c

This depends on a simple lemma.

**LEMMA. If ei are as above, then given f c L2, and a vector v c Cm+1 ,
**

there exist functions go,---, gm E L2 so that

go + I Kigi = f and g(x) = (go(x), g1(x),..., gm(x)) v for all x E Rn

**To prove the formula (6.4), Uchiyama decomposes 0 = I CIO1 as in
**

our (5), and applies the lemma to get functions g1(x) such that Kg1(x) =

C1-O1(x) for which g(x) is perpendicular to the correct v, and the result,

when modified only slightly to gI, has the property that gI E L°°. For

the details see Uchiyama's recent paper in Acta [26].

Now, finally we wish to discuss the atomic decomposition of

H1(R+xR .) in greater detail. There are interesting applications of this

124 ROBERT FEFFERMAN

**decomposition besides duality with BMO(R+xR+) which was presented
**

above. We shall be content with one more application here which sheds a

good deal of light on the nature of these atoms. Namely, we intend to

give a second proof, directly by real variables, that on R+ x R+ if

S(f) c L1(R2) then f* or L'(R2) [27). Suppose S,&(f) E L'(R2). Then

in our discussion of duality we defined atoms

ak(x) = fR(xl,x2)

2kls kl RERk

**To simplify this notation we define w = itk and A(x) = 2klSkrak(x) . Let
**

q51 and q52 c Cc (R1) with 0'(x) > 0, f q5' = 1 , and supp(O') C [-1, +11.

Set

1t2101(t1).02(x)

-011't2(x1,x2) = ti

**Define w = Mt21(X(a ) > to . We need to estimate A * q5t 1t (x) for
**

10 2

x / CO. To do this let us make the following definitions. If R is a

rectangle then R1, R2 will be its sides, so that R = R1 xR2 . Let

AI(x) = I fR(x), A?(x) = L f R(x) .

91k.

JR11=23 IR2l=2J

**Then to estimate A * 6t1,t2(x) , since supp(q5t( -x)) C R(x; t) = S, in
**

the definition of A we need only consider those fR for which R f1S 0.

For any such rectangle R c Rk , since R C (0,

minimumr (sill ,

R il <

IS

Slsi q11 /2 =P

1` 2

**where w denotes again Mt21(Xw) >
**

1010

Then

MULTIPARAMETER FOURIER ANALYSIS 125

A * ctlt2x) = IA I A * q5t1t2(x)

2i/Is2I<p

2)/Is1I<p

Y fR * Otlt2(x)

RE8

iR2II

where '23 C 91k consists of rectangles R so that iRi < p, I

< p and

SII S2

kf1S 0. Thus R C''`9 for all R E 18, and the reason this subtracted

term occurs is that we have double counted these fR whose R sides are

both very small.

In order to estimate A' * q5t1t2x) we use the following trivial lemma.

**LEMMA. On R1 suppose that fi(x) E C°° and is supported in an interval
**

0. Suppose a(x) is supported on disjoint subintervals of $, Ik whose

lengths are all < yI$I. Assume that a(x) has N vanishing moments

over each Ik. Then

f a(x)-O(x)dx

aq

**We estimate Al * (btt(x) using the fact that for each fixed x2,
**

A1(- ,x2) has N vanishing moments over disjoint x1 intervals over

l

length 2 .2) . (Actually, we sould have to break up A into 3 pieces to

insure this, but we spare the reader this trivial complication.) It follows

from the lemma that

2i )N+I(IA' I

IA *1 0t 1 (x)I < * 1 X[-t 1 t 1 ] (x)) '

t1 1 I

Convolving in the x2 variable, we have

N+1 (' IA'

-0t1,t2(x)I < C 11

I dx'

IAA *

IS -gI

126 ROBERT FEFFERMAN

For this we get

2'/IS1 I<p

Aj <CpN/2 1

IiI J

f (IA2)

-9

II

1/2

23/IS1 I< I g )N1 /2

< CpN /2 1 Y 1 /2

r(IAhl2)

By symmetry

1 /2

2 .0tlt2(x) < CpN/2 1 121

L. Aj * IAi

.

2'/IS2I<p

IR R 2I

Now let RCS , with 1I < IS2I . Then

S11

and also

<C\1SI/N/2 IS I 1

IfR * .0t1,t2(x)I IfRI

Thus

r

L IfR *1t t (X)I

2

<- C --L J

f§I fR(x)

1 /2

(

(Is

R

IlN /21 /2 RN/4

?

ReAap 1 IS I RERk / RE%k

I

1 /2

CpN/4 1 Y IfRI2

I I R E991k

To sum up our findings, we have seen that if x / Ei then

MULTIPARAMETER FOURIER ANALYSIS 127

I)N/4

(6.5) JA * otlt2(x), C fJ(Y)dY

Snl SI

where

1/2 1/2 `1/2

+((A2)2)

-++ (I fR)

RE%k

To finish the proof, we need another lemma:

**LEMMA. Let g(x) _ I fR(x) where B is a collection of dyadic
**

REI

rectangles. Then

1IgU12 < U J If(Y,t)12dy dt

RE tlt2

91(R)

**Proof. Let = 1. Then
**

11h11

22

f(x)h(x)dx =f I ff f(Y ,tt(x-y)dy 2 h(x)dx

R8

_ R2 I fffthYt)dYTTdt

W(R)

rf f &'t)12dy dt2)

/2 /2

< (Pz JJ

9I(R)

1 f

R+)2

Ih(y,t)12dy dt

tIt2)

1/2 1/2

c IlS .(h)II2 < (Y't)Izdy dt

(51If(Y,t)12dY tat

tit 2

(ffif tIt2

Jessen. Stein and S. Ia 1 R E(R ) k kk+1 /0 The same estimate holds for IIA I12 . ti J Also away from ('0 A*(x) < M(2)(. Wainger.t)I2dy at 12 <_ f S . [2] E.011/2 IIA112 < c2k 1. IIJI12 < ff If(y. . Marcinkiewicz and A.1 .128 ROBERT FEFFERMAN Now. 84. 24. J. Then 1 /2 A* < 111 /2 (fA*2 < c1. Zygmund.11121(. ROBERT FEFFERMAN DEPARTMENT OF MATHEMATICS UNIVERSITY OF CHICAGO CHICAGO.(f)(x)dx < C 22k.1)(x) > so 1 /2 fA*dx < (fM(2)(x2o(xdx)'(fM2a)2(x)dx R / < C I. M. Problems in Harmonic Analysis Related to Curvature. Bull. ILLINOIS 60637 BIBLIOGR APHY Ill B.11 /22k = C2kIw1 . notice that. 1935. It follows that IIA*111 < C2kkwi and also IIakIII < C. 1978.. by the lemma. Notes on the Differ- entiability of Multiple Integrals. Fund. Math. AMS.

. [10] R. A Maximal Function Characterization of the Class Hp. Trans. Examples and Counterexamples to a Conjecture in the Theory of Differentiation of Integrals. Fefferman. Stein and G. Fefferman. M. R. [12] M. Silverstein. 176. Acad. Fefferman. 1960. 1983. Proc. 0. 1977. Acta. to appear in Annals of Math. Muckenhoupt. Fefferman. MULTIPARAMETER FOURIER ANALYSIS 129 [3] A. [6] A.. Stein. Maximal Functions. 1971. Stein. [15] C.. The Multiplier Problem for the Ball. Acad.. No. B. Trans. Soria. 51. of Sci. Annals of Math. Nat. 157. [8] F. Jour. Coifman and C. 94. Covering Lemmas. Amer. Proc. 15. Some Weighted Norm Inequalities for Cordoba's Maximal Function. [16] A. 1978. 1975. E.. .. Weighted Norm Inequalities for the Hardy Maximal Function. Jour. Gundy. Proc. in Pure Math. Differentiation in Lacunary Directions. [17] E. Weighted Norm Inequali- ties for the Conjugate Function and Hilbert Transform. AMS. Nagel. Wainger. Weiss. 1972. [5] A. 74. Nat. Acad. On the Theory of Hp Spaces. Hp Spaces of Several Variables. M. Fefferman. Muckenhoupt. and Fourier Multipliers. of Math. 1979... 1973. Proceedings of the AMS. [4] J. Christ and R. A Note on Weighted Norm Inequalities for the Hardy-Littlewood Maximal Operator. 84. Part I. Stromberg. Wheeden. [14] . Burkholder. Fefferman and E. Math. Fefferman. Hunt. 1972. Cordoba and R. Trans. 74. 75. 1981. Weak Estimates on Maximal Functions with Rectangles in Certain Directions. Studia Math.. Strong Differentiation with Respect to Measures. A Geometric Proof of the Strong Maximal Theorem. 2. Weighted Norm Inequalities for Maximal Functions and Singular Integrals. Sci. Sci. 103. Annals of Math. Cordoba and R. [18] C. 1977. 1974. 1971. Cordoba. [13] R. Nat. [19] D. 1977. 103.. M. 102. 35. Symp. [9] B. Acta Math. and S. Cordoba and R. [7] A. Proc. to appear in Amer. of Math. On the Equivalence between the Boundedness of Certain Classes of Maximal and Multiplier Operators in Fourier Analysis. of the AMS. AMS. On Differentiation of Integrals. Fefferman. [11] R. and M. Arkiv fur Math.. 165. 129. and R. R.

Carleson Measure on the Bi-Disc.Y. [24] R. Carleson. A Counterexample for Measures Bounded on Hp for the Bi-Disc. Acta. Annals of Math. Fefferman. Fefferman. 1979. 1980. Gundy and E. Stein. [22] L. Annals of Math.. 10. 109. 76. Mittag-Leffler Report No. Chang and R. Hp Theory for the Polydisk. Thesis: Hp Spaces in Poly-Half Spaces.D. Ph. [25] S.130 ROBERT FEFFERMAN [20] K. Merryfield. Functions on Bounded Mean Oscillation on the Bi-Disc. 1979. [26] A..Y. Acad. [23] S.. Annals of Math. Math. .. Sci. A Constructive Proof of the Fefferman-Stein Decom- position of BMO(Rn). 1974. Chang. 1982.. 7. University of Chicago. 1980. Proc. [21] R. A Continuous Version of the Duality of H1 and BMO on the Bi-Disc. Nat. 1979. 148. M. Uchiyama.

Thanks are also due to Mr. Stein for his many efforts to make the SSAC a success. 131 . Wang. 1984. and all of Section 3 comes from the recent expository article "Recent progress on boundary value problems on Lipschitz domains" ([231). Jerison in 1980. L. The material in the introduction and parts (a) and (b) of Section 1 comes from the expository article `Boundary value problems on Lipschitz domains' ([191). Dahlberg. Some of the material in part (b) of Section 2. Acknowledgements. S. Professors M. which I wrote jointly with D. Deng and R. Long for their invitation to participate in the SSAC. The results explained in Section 2. Jerison and G. Verchota for the many discussions and fruitful collaborations that we Supported in part by the NSF. T. The rest of the paper can be considered as a sequel to that article. I would like to thank Peking University. held at Peking University in September. G. Kung. and the organizing committee of the SSAC. M. You Zhong and Mr. Wang Wengshen for taking careful notes of my lectures. E. Fabes. I would like to thank B. I would also like to thank Professor E. Burke PREFACE This paper is an outgrowth of a series of lectures I presented at the Summer Symposium of Analysis in China (SSAC). and for their warm hospitality during my visit to China. Finally. (b) and Section 3 are unpublished. D. Kenig* Dedicated to the memory of lack P. Cheng. ELLIPTIC BOUNDARY VALUE PROBLEMS ON LIPSCHITZ DOMAINS Carlos E. S. S. Full details will appear elsewhere in several joint papers. D.

which resulted in the work explained in this paper. and equals f on 09D . smooth domain in Rn and let f be a smooth (i. of the elliptic equations. Moreover. The classical Neumann problem is to find and describe a function u that is harmonic in D. 09 a This corresponds to the problem of finding the temperature inside D when one knows the heat flow f through the boundary surface X. Our main purpose here is to describe results on the boundary behavior of u in the case of smooth domains. n > 2.132 CARLOS E. These in turn also have many applications to mathematical physics and geometry. continuous in 5. the function measuring gravitational or electrical potential in free space is harmonic. Introduction A harmonic function u is a twice continuously differentiable function on an open subset of Rn . the boundary of D . A first step in the understanding of this more general situation is the study of the Laplacian. For example. Let D be a bounded. and satisfies N = f on r3D . C°° ) function on oD . where represents the normal derivative of u on XD . A steady state temperature distribution in a homogeneous medium also satisfies the Laplace equation. This corresponds to the problem of finding the temperature inside a body D when one knows the tempera- ture f on 3D. The classical Dirichlet problem is to find and describe a function u that is harmonic in D. This will be illustrated very clearly later on.e. the Laplace equation is the simplest. and thus the prototype. Initially we will be concerned with the two basic boundary value problems for the Laplace equation. belongs to C1(D). KENIG have had throughout the years. the Dirichlet and Neumann problems. or systems of equations. Harmonic function arise in many problems in mathe- i=I 9X? 7 matical physics. and to study in detail the extension . satisfying the Laplace equation 132u Au = = 0.

a(D) < Ck. These systems are the prototype of the second order elliptic systems of equations.1. as the smoothness of the domain decreases. In a smooth domain. Lipschitz domains. i. Their importance resides in the fact that this is a dilation invariant class of domains with some smoothness...a(3 k = 0. p ? 2 . We will also . Another reason to consider the L2 norm is that it is better suited for the Neumann problem. 0<a<1 What happens if the size of f is measured in some other norm. even on smooth domains. and the bound llullck. The specific systems of equations that we will study are the Navier systems which arise in the linear and infinitesimal theory of elasticity. We will then show the flexibility of our methods by considering exten- sions of our results to systems of elliptic equations in Lipschitz domains. (which we are going to develop soon) yields the existence of a solution u to the Dirichlet problem with boundary data f e Ck. The wisdom of hindsight tells us that as long as we are going to examine all continuous functions in L2 norm.allf llck. like the L2 norm? This is of interest as a measure of the variation in data even if we are only concerned with continuous functions: if fl-f2 has small L2 norm we want to know that the corresponding solutions ul and u2 are near each other..e.a(aD).2. They have the borderline amount of regularity necessary for the validity of the results we are going to expound on. ELLIPTIC BOUNDARY VALUE PROBLEMS 133 of these results to the case of minimally smooth domains. We will also consider how our results change if we consider LP norms. the method of layer potentials. where we allow corners and edges. it is no harder to consider arbitrary functions in L2. when the displacements or the surface forces are given on the boundary of a homogeneous and isotropic elastic body D. and also from the mathe- matical point of view. This class of domains is important from the point of view of applications.

where P(X. In this case we have a lot of symmetry at our dis- posal and everything can be done explicitly. and (*) fu*(Q)Pdo(Q) <_ Cp ff(Q). Let do denote surface measure of aB. for some fixed a > 0. In both the case of the Dirichlet problem and the Neumann problem. Then. KENIG study the so-called Stokes problem. The theorem is most easily proved by writing down a formula for the 2 solution. this is the linearized stationary problem of the mathematical theory of viscous incompressible flow. there exists a unique harmonic function u in B such that lim u(rQ) = f(Q) r-. even if aN is continuous.do). but also in the sense of Lebesgue's dominated convergence.1 for almost every Q e aB . by examining a model case. Suppose that 1 < p < oc and f c LP(3B. THEOREM. An analogous formula holds for the Neumann problem. then u(X) has the limit f(Q) for almost every Q . Before going on to study the general situation. dB). In that case the estimate fails for p = 00.134 CARLOS E. namely the Laplacian in the unit ball B. In the analogous estimates to (*) in the Neumann problem.Q) = n Iin IX-Q The estimate now follows as an easy consequence of the Hardy-Littlewood maximal theorem. we will formulate appropriate theorems. the radial limit can be replaced by a non-tangential limit: if X tends to Q with IX-QI < (l+a) dist(X. O<r<1 The theorem asserts that fr(Q) = u(rQ) converges to f(Q) not only in LP norm.Pdc7(Q) aB aB where u*(Q) = sup Iu(rQ)I.Q) f(Q) do(Q) . u is re- placed by the gradient of u. . u(X) = fas P(X.

DEFINITION. and the Hardy- Littlewood maximal theorem. A bounded domain D is called a Lipschitz domain with Lipschitz constant less than or equal to M if for any Q e aD there is a ball B with center at Q. Notice that the cone re = l(x. ELLIPTIC BOUNDARY VALUE PROBLEMS 135 This time. One needs to use the Calderon-Zygmund theory of singular integrals. xn_I). M. with origin at Q and a function (h: Rn-I R such that 4(O)=O. Thus. If for each Q the function 0 can be chosen in CI(Rn-I). The case of the Laplacian in the ball is relatively easy because of the existence of explicit formulas for the solution. If in addition.y'l is differentiable almost everywhere and 170 e L00(Rn-I). Historical comments and preliminaries (a) The method of layer' potentials for Laplace's equation on smooth domains. xn. . 74 satisfies a Holder condition of order a. Lipschitz domains satisfy the interior and exterior cone condition. we call D a Cl. IV(*')-V (y')I <-Clx'-y'la . What should we do in the case of a general domain. it is more difficult to obtain the estimates. The function 0 satisfying the Lipschitz condition 10(x')--*(y')I < Mlx'.xn):xn>o(x'){(1B . Similarly.. then D is called a C1 domain. IOW)--0(0I <Mlx'-y'I and Df1B = (X =(x. a coordinate system (isometric to the usual coordinate system) x'= (xi. 111741I. ri = 4(x . §1. . where explicit formulas are not available? What should we do to study systems of equations? What happens to our solutions as the domains become less smooth? We hope to give a system- atic answer to these questions in the rest of this paper.xn) : xn>M1x'I ! satisfies ri n B CD.xn):xn<-Mlx'1{ satisfies ren B CCD.' domain.

The unit outer normal to dD given in the coordinate system by /2 exists for almost every x'.Y) = 0.(X. -1)/(1 + lvq. We first recall the fundamental solution F(X) to Laplace's equation in Rn : AF = 8.Y) _ 5(X-Y). The fundamental solution in a bounded domain is known as the Green function G(X. Notice that tYF(X. where 1 (n-2)wnjX1n-2 n>2 F(X) = log jXJ n 2 TIT 1- where wn is the surface area of the unit sphere in Rn. It exists for almost every Q e dD . In order to motivate the use of the method of layer potentials. KENIG Surface measure a is defined for each Borel subset E C d D fl B by a(E) = f (1 + IO95(x')12)I /2 dx E where E* = ix': (x'. with respect to da. . Y e dD. X e D .)I 2)1 normal at Q will be denoted by NQ. and some definitions. F(X) is the electrical potential in free space induced by a unit charge at the origin. O(x')) eE 1.136 CARLOS E. It is the function on D xD continuous for X j Y and satisfying A G(X. We will start with the derivation corresponding to the Dirichlet problem. X e D. Rn It will be convenient to put F(X.Y) = 5(X-Y). The unit (NO(x'). It provides a formula for a solution w to the equation Aa with ( eCp(Rn). we need to recall some formulas from advanced calculus. G(X.Y) = F(X-Y). w(X) = F *#(X) = fF(xYY)dv.Y).

The Green function can be obtained if one knows how to solve the Dirichlet problem. ELLIPTIC BOUNDARY VALUE PROBLEMS 137 G(X.Au(Y) G(X.Q)da(Q) .Y)IcD. u(X) = 5u(Y)(XY)dY = r u(Y)AYG(X. (Q)G(X.Q)da(Q) Q aD for the harmonic function u with boundary values f. In fact. (1) G(X. On the other hand.Y) as a function of Y is the potential induced by a unit charge at X that is grounded to zero potential on aD . Thus.Y).Y)dY = D JD = 5Eu(Y)AyG(xv) . 4 aD where the fourth equality follows from Green's formula.Y)-uX(Y) . we can formally write down the solution to the Dirichlet problem. let uX(Y) be the harmonic function with boundary values uX(Y)laD = F(X.Y)ldY = D f[u(Q) (X. Then. The problem with .Y) = F(X. In fact. if we know G(X. we have derived the formula (2) u(X) = 5f(Q) aN (X.Q)J da(Q) = Q Q aD = Ju(Q) aN G(X.Q) .

the operator K: C(3D) C(aD) is compact. First of all w is harmonic in D. the solution to the Dirichlet problem may be written .NQ> da(Q) aD as a first approximation to the solution of the Dirichlet problem. w(X) 2 f(Q) + Kf(Q). Neumann proposed the formula w(X) = 5f(Q) aN (X. J p Q Inp an If Kf were zero. KENIG formula (2) is of course that we don't know G(X.Q)da(Q) _ Q 0 1 «n IX--Q InI<X_Q. we would be done. T is actually invertible on C(3D).Q). one can show that as X .Q e W. w(X) is known as the double layer potential of f. by the general theory of Fredholm. If D and cD are connected. Au = 0 in D. and in some sense it is true that Kf is small compared to 2 f. while it is easy to see that if aD is C°°. aD has dimension n-1 . <Q -P. Also. uI D=f.Np C IP-Qin IP-QIn-2 Thus. the operator T = 2 I+K is invertible modulo a finite dimensional subspace of C(3D). In fact.138 CARLOS E. C. Therefore. Therefore. Because of formulas (1) and (2). where K is the operator on aD given by Kf(Q) = wn < f(P)do(P) . when the domain D is smooth.

K and T-1 = \2 I+K)-1 .Np > C domains because in this case I _Qln I< l+a) and so this P n Q- procedure solves the classical Dirichlet problem in that case too. it is easy to see that K is compact as a mapping on LP(dD). This approach can also be used to obtain results for f c Lp(aD) in C°° domains. with opening 16. We first define non-tangential approach regions as follows: r (Q) _ IX eD : IX-Q I < (1+(3)dist (X. k = 1. 2. IP--P. dD where g = T-1(f). If D is a C°° domain. We will now sketch the extension of the theorem for the ball stated in the introduction to C1'a domains. Also. from LP bounds for M. ELLIPTIC BOUNDARY VALUE PROBLEMS 139 <X-Q. . one obtains: . Finally. u c C'(5).QNp> Cl. K is compact from Ck'a(aD) to Ck.N > u(X) = wn g(Q) IX-Ql ° do(Q). of a function w defined in D is Na(w) (Q) = sup I lw(x)j : X er0(Q)} . 0 < a < 1. standard arguments show that N16 (w) (Q) <Ca}M(f)(Q)+M(Kf)(Q)1 . 3D)} . and w is the double layer potential of f. and even on C1'a domains.a(3D). Hence. if f e C°°(aD).a Because of the estimate I <Q I on n domains. where M is the Hardy-Littlewood maximal operator on X. The operator K is compact on C(O) even in C1'a <Q-P. The non-tangential maximal function.

KENIG THEOREM. We seek to solve Au = 0 in D.Np> K f(P) = Wn 13D IP-Qln f(Q)da(Q). If f c LP(aD. we aD must have f3D fda = 0. in this case the size-estimate on the kernel of K is <Q-P. Let D be a Cl. i. T is also invertible on . da). Therefore the solution to the Neumann problem can be written u(X) = f(T1f)(Q)F(X. and 1 n-2 f(Q) Cn faD (Q) = 2 f(Q)-K*f(Q). Let D be a smooth domain. K is compact from Ck.140 CARLOS E. then JIN0uIILp(do) (On IX-Qln < C 1 1 f 11 w and the harmonic function u tends to f non-tangentially. By Green's formula.e. 1 < p < o. Let us now turn to the Neumann problem.Q)da(Q). much less the compactness of K. A good first guess at the solution u is the so-called single layer potential of f given by v(x) = faD f(Q)F(X. We will only consider that case for simplicity.a(aD) to Ck. is that. u e C°°(D). p LP(da) The difficulty in the case of CI and Lipschitz domains. is far from obvious. Once again v is harmonic in D.a(aD). and Fredholm's theory says that =2 I-K* is invertible on the subspace of Ck'a (aD) of functions of mean value 0. If D is CI'a. Thus. *Q 1 <P-Q.Np C lP-Qln < IP-QIn-I and so. <X-Q. When D and cD are connected this is the only compatibility condition needed. even the LP boundedness. !AL I = f.Q)da(Q) = IX-QlaNda(Q).N > and u(x) = f3D T-If(Q)da(Q). aD and if f a C°°(3D).a domain. where K* is the adjoint of K above.

then D satisfies the exterior cone condition. 1 < p < w. Vu(X) has non- tangential limits Vu(Q) for a. faD fda . Let D be a C I'a domain. 1 < p < oo is a bounded operator. da). K: LP(OD) -. Therefore.e. Fabes.e. for any f e C(dD). ELLIPTIC BOUNDARY VALUE PROBLEMS 141 the subspace of Lp((3D) of functions with mean value. and so. In 1977. there is a unique positive Borel probability measure wX on 3D such that u(X) = ff(Q)da(Q) dD . They were thus able to extend the theorems above to the case of CI domains. and JIN. (D and cD connected).(Vu)JJLp(da) < CplifilLp(do). f(Q) = <NQ. we can solve the classical Dirichlet problem for A in D . P. Q e aD. Then. (b) The method of harmonic measure Another way of studying the Dirichlet problem for Laplace's equation is in terms of the notion of harmonic measure. the method of layer potentials on Lipschitz domains. Shortly afterwards. by the Riesz representation theorem. What do we do when c9D is merely CI . by a classical result of Zaremba and Lebesgue. Jodeit and Riviere ([11]) showed that K is in fact compact in this case. A. the LP boundedness of K is even in doubt.Q)da(Q) is harmonic in D. Let 1 < p < oo. Hence: THEOREM. u(X) = faD (T-If)(Q)F(X. or even merely Lipschitz? As I mentioned before.O. As we mentioned before. Lp(09D). I want to discuss another important method for the Dirichlet problem for Laplace's equation. i. Let D be a bounded Lipschitz domain in Rn. Given X e D .Vu(Q)>. the maximum principle shows that the mapping f " u(X) defines a positive continuous linear functional on C(09D). Assume that f e Lp(3D. Before going on to the main subject matter of this paper. Calderon ([1]) showed that for any CI -domain.

Moreover. it is hard to calculate it explicitly. Using a quantitative version of mutual absolute continuity. or for the Dirichlet problem for systems of equations. For example. On CI domains. Along the same lines. with w(E) = 0. there is a positive harmonic function u in D with lim u(X) = + oo as X Q.) For different X. the measures wX are mutually absolutely continuous (a simple consequence of Harnack's X principle). he proved ([5]) . and the theory of weighted norm inequalities. then u has finite non-tangential limits almost everywhere with respect to w. or vice versa. harmonic measure for the unit ball B . E. positivity. evaluated at X . J. Second.142 CARLOS E. If D is a CI. The situation for general Lipschitz domains is even less obvious. harmonic measure has some inherent difficulties. In 1977. it is no longer true that harmonic measure is a bounded multiple of surface measure. and so it is not useful for the Neumann problem.a domain. for every Q e E. one can use layer potentials to solve the Dirichlet and Neumann problems with boundary data in L. then harmonic measure and surface measure are essentially identical in that each is a bounded multiple of the other. Dahlberg ([4]) proved that on a CI or even a Lipschitz domain. it is tied up to the maximum principle. First. harmonic measure and surface measure are mutually absolutely continuous. the applicability of the method of layer potentials is not obvious. harmonic measure may be very different from surface measure. as we saw before. as was explained before. Conversely. B. In general. (This follows from the mean value property of harmonic functions. and the Harnack principle. KENIG wX is called the harmonic measure for D . Despite its advantages. and denote w = w 0. We fix X0 e D. The importance of harmonic measure to the boundary behavior of harmonic functions on Lipschitz domains can be illustrated by the following theorem of Hunt and Wheeden (1967): If u is a positive harmonic function in a Lipschitz domain D . evaluated at the origin is a constant multiple of surface measure: wo = a/a(cB). This can be proved by the classical method of layer potentials. given any set E C OD.

using an integral identity that goes back to Rellich ([30]). it relied on positivity and the Harnack principle. However. do) data and optimal estimates. Kenig [16]. do). it still relied on positivity. D. or to systems of equations. does not relie on positivity. simple examples to be presented later show that given p < 2. The difficulty then becomes the solvability of the integral . there exists s = (D) such that this can be done for f ( LP(dD. Meyer [2] established the boundedness of the Cauchy integral on any Lipschitz curve. and does not in principle differentiate between a single equation or a system of equations. and dealt only with the L2 case. By establishing further properties for harmonic measure on C 1 domains. Also. they combined the Rellich type formulas with Dahlberg's results on the Dirichlet problem. [17] were able to give a simpli- fied proof of Dahlberg's results. d o) . Coifman. he was able to show the results above in the range 1 < p < oo for C1 domains.) A shortcoming of Dahlberg's method of proof. To do so. by studying harmonic measure. McIntosh and Y. with L2(aD. (c) The method of layer potentials revisited In 1979. 2-e < p < o. Kenig ([18]) were also able to treat the Neumann problem on Lipschitz domains. D. Jerison and C. This method is very flexible. This made the method inapplicable to the Neumann problem. as was explained before. then log k ( VMO(aD). opening the door to the applicability of the method of layer potentials to Lipschitz domains. leaving the corresponding LP theory open. Also the method does not provide useful representation formulas for the solution. A. In 1981. Kenig (1981): if k =4. he showed that given a Lipschitz domain D . Shortly afterwards. the method still relied on positivity. ELLIPTIC BOUNDARY VALUE PROBLEMS 143 that in a Lipschitz domain D one can solve the Dirichlet problem as in the theorem above with f ( L2(aD. we can find a Lipschitz domain D for which this cannot be done in L. (The best possible regularity result for harmonic measure on C1 domains is due to D. In fact. Jerison and C. Jerison and C. is that. R. Thus.

Also in 1984. KENIG equations. do) . The key idea in this work is that one can estimate the regularity of the so-called Neumann function for D . da) data. These results of Verchota's will be explained in the first part of Section 2. they showed that the solu- tion can be obtained by the method of layer potentials. which generalize the results for n = 2 in [20] and [211. These results will be explained in the second part of Section 2. Moreover. with L2(3D. Dahlberg and C. The systems treated are those that arise in linear elastostatics and in linear hydro- . in the case of Lipschitz domains. combined with the use of the so- called `atoms' yields the desired results. C.144 CARLOS E. Verchota ([13]) were able to extend the ideas of Verchota to be able to obtain results for L2 boundary value problems for some systems of equations on Lipschitz domains. the Fredholm theory is not applicable. Kenig and G. Verchota ([8]) and E. Easy examples (to be presented later) show that this range of p's is optimal. In 1984. Fabes. This. They also obtained end point estimates for the Hardy space HI(dD. for Laplace's equa- tion on a Lipschitz domain. by using the De Giorgi-Nash regularity theory for elliptic equations with bounded measurable coefficients. C. there exists E = E(D) > 0 such that one can solve the Neumann problem for Laplace's equation with data in Lp(r7D. For the case of the Laplace equation. as simple examples show. 1 < p < 2 +E E. Verchota was able to recover the L2 results of Dahlberg [5] and of Jerison and Kenig [18]. and for C I domains in [12 ]. since unlike in the C I case.da). Dahlberg. and that Dahlberg's solution of the LP Dirichlet problem can also be obtained by the method of layer potentials. in his doctoral dissertation. this difficulty was overcome by G. He made the key observation that the Rellich identities mentioned before are the appropriate substitutes to compactness. because on a Lipschitz domain operators like the operator K in part (a) are not compact. Kenig ([16]) were able to show that given a Lipschitz domain D C Rn . Verchota ([33]) in 1982. but using the method of layer potentials. Thus. B. B. Kenig and G.C.

Kenig. All the Sobolev esti- mates can be proved in a unified fashion. Gutierrez ([15]).) For the case of CI domains. One first establishes it for the case of small Lipschitz constant. Finally. although a lost of work had been devoted to the case of piecewise linear domains. (See [24]. not available for the case of Lipschitz domains. which are established in part (b) of Section 3. using compactness and the Fredholm theory. The authors use once more the method of layer potentials. [7]. on increasing the Lipschitz constant. One then proves an analogous inequality for non-tangential maximal functions on any Lipschitz domain. these results for the systems of elastostatics had been previously obtained by A. This is of course. The results obtained had not been previously available for general Lipschitz domains. one can remove the non-tangential maximal function. Laplade's equation on Lipschitz domains (a) The L2 theory A bounded Lipschitz domain D C Rn is one which is locally given by the domain above the graph of a Lipschitz function. §2. using the results on the Dirichlet problem for the Stokes system. Dahlberg and C. This works very well in the Dirichlet problem for the Stokes system (see part (b) of Section 3). These difficulties are overcome by proving a Korn type inequality at the boundary. but serious difficulties occur for the systems of elastostatics (see part (a) of Section 3). also optimal Sobolev space estimates hold. Such domains satisfy . [25] and their bibli- ographies. I would like to point out that even though through- out this paper we have emphasized non-tangential maximal function esti- mates. Invertibility is shown again by means of Rellich type formulas. David ([10]). ELLIPTIC BOUNDARY VALUE PROBLEMS 145 statics. The proof of this inequality proceeds in three steps. The details will appear in a forthcoming paper of B. As a final comment. using square functions and a variant of some of the real variable arguments used in part (b) of Section 3. by using the ideas of G.

y): y>4i(x)).y): (y-(k(x)) < -M'Iz-xI4 C D and I'i(x) _ I(z. 4(x)). i. 3))J.1. Moreover._ I(x. where the boundary values are taken non-tangentially a. da). If u is a func- tion defined on Rn'A and Q c aD .146 CARLOS E.do) f c L2(3D. the solution u has the form . All the results in this paper are valid. with the non-tangential approach regions defined above. where : Rn-I R is a Lipschitz function with Lipschitz constant M. For such a domain D.y):y<cb(x)1 For fixed M'< M. There exists a unique u such that N(u) c L2((9D. Points in D will usually be denoted by X. solving (D). Nx or NQ will denote the unit normal to aD = A at Q = (x.e.y): (y-0(x)) > M'Iz-xII C D. For simplicity. in this exposition we will restrict ourselves to the case n > 3 (and sometimes even to the case n = 3 ). I'e(x) _ I(z. the non-tangential region of opening J8 at a point Q c aD is I'18(Q) _ IX cD : IX-Qj < (1+.e. (N) u' aD = f c L2(aD. u t(Q) will denote lim u(X) or X-3Q XEIi(Q) lim u(X). j0(x)-4(x')I < Mix-x'I .1. . .8)dist (X. KENIG both the interior and exterior cone condition. while points on aD by Q = (x. n > 2. D = I(x.do) a-N aD The results here are THEOREM 2. and to domains D C Rn . (k(x)) or simply by x. respectively. when suitably interpreted for all bounded Lipschitz domains in Rn. XcF1(Q) We wish to solve the problems Au = 0 in D Au = 0 in D (D) . D. do). If u is a function defined on D. 1 <X-Q'NQ> u(X) (On g(Q) do(Q) J IQ_XIn aD for some g c L2(3D. N(u)(Q) _ X-Q Xc e(Q) sup Iu(X)I.

Y) _ - ca 1 n-2) 'J r 1+IV _(X) I2 -n 2. 4(x)) . N(Xg) also belong to Lp(aD. do).3. 1 < p < -.e.2. do) and their norms are bounded by CilgjI p L ((9D. such that N(Vu) E L2(dD. do).1.1. then g(x) dx g(z.g(x) dx 2 Rn-I [Ix-zI2+I4(x)-y]21 THEOREM 2. the solution u has the form u(X) = w n (n_2) 1 n-2 g(Q)do(Q) . ELLIPTIC BOUNDARY VALUE PROBLEMS 147 THEOREM 2. X = (z . In order to prove the above theorems.du) . Moreover. 1X-Q1 aD for some g ( L20D.Y)=w f [Ix-z I2 + [fi(x)-0(z)121n/2 Rn-I Sg(z . we introduce the double and single layer potentials <X-QNQ> g(x) = (an J IX-QIn g(Q)do(Q) aD and Sg(X) _ .. d u) . a) If g c LP(aD. There exists a unique u tending to 0 at -. solving (N) in the sense that f(Q) as X -* Q non-tangentially a.y) .wn( f aD I n 2 g(Q)do(Q) IX-QI If Q = (x. then N(VSg).

LP(aD. 2 The proof of Theorem 2. Let 0: R .e. with .lim J (z-x. Then. and C'. McIntosh and Meyer ([2]). 1 < p < o.e. and in E.148 CARLOS E.x) = A(z) -A(x 916 z-x6 x 1 . (NzVSg)±(z) g(z)-K*g(z).1.do) Lp(aD. KENIG (b) lim 1 r z)-q(x)-(z-x) VS6(x) g(x) dx = Kg(z) exists Wn [IX-zI2 +[S6(x)-0(z)]2]n-2 Ix zI>E a. and IIKgII <_CIIgII 1 <p<. THEOREM ([2]).B: Rn-1 .0(z)-0(x)) (1 + Q(k(x) g(x)dx [Iz-xI2+[(k(z)-(k(x)]2]n/2 n E -+o Iz xI>E COROLLARY 2.06)n [Iz-x 12 + [S6(z) - S6(x)j2].(h(z)-S(x)) 1 +IW.(x)I2 g(x)dx lim 1 exists a.do) adjoint of K. the maximal I operator M*g(z) = sup E-0 I f It XI>E K(z. do).do) (z-x.1.x)g(x)dx( is bounded on LP(Rn-1).R be even.R be Lipschitz.4. LP(aD. and its LP norm is bounded by CIIgII . where K* is the L2(aD. Let A./2 1z-X I>E Lp(aD. Let K(z. 1 < p < oo.do) (c) (xg) t(Q) _ ± 2 g(Q) + Kg(Q) (VSg)t(z)=±1 2 g(z)Nz+..3 a) follows by well-known techniques from the deep theorem of Coifman.

then 1 c. ELLIPTIC BOUNDARY VALUE PROBLEMS 149 IIM*gllp << CIlgllp where C = C(M. and IIVAII00 < M.1. < M. LEMMA.a) c R. It is easy to see that (at least the existence part) of Theorems 2. for a. (c) follow from the theorem above.°n I a-O(a). f c Co(Rn-1) and A is as in the previous lemma.z.p). a (a). The proof of (b).n. LEMMA. then lim 1 c(z)-c(x)-(z-x) VOW f(x)dx - E +0 Wn iz-xI>E [Ix-zI2+[O(x)-95(z)]2]n/2 n--1 _- 1 zk-xk X [(z)_(x)1 (x)dx J n-I x-z axk 1 where a(0) = 0. If a c Rn-1 .cI on n fI xk ak Ix-amn-I x--a) c3f (x)dx c7xk Moreover. the integral on the right-hand side of the equality is a continu- ous function of (a.1.2 will follow immediately if we can show that (2 I+K) and . i.0. X'(t) = (1 +t2)-n/2.e.1 and 2. IIVBII.(a-x) V (x) f(x)dx = [Ia-xI2+[0(x)-a]2]n/2 n-1 fix) a = 2 sign (a --O(a)) f(a) . and where the equality holds at every z at which 95 is differentiable.e. If f cCo(Rn-1). together with the following simple lemmas.

6 is very simple. [27]). TI = T.do). it suffices to show that (± I+K*)J 2 L2(c3D. (c) To: L2(Rn-1) .1. LEMMA 2.8. THEOREM 2.1. The invertibility of T now follows from the continuity method: LEMMA 2.1. To do this.7).1.do). consider the operator Tt = I + Kt . where C depends only on the Lipschitz constant M. 1 < p < . by the theorem of Coifman-Mclntosh-Meyer. T1 is invertible. I+K) . In order to do so. note first that if T = 2 I+K*. and 03Tt : domain defined y LP(Rn-1) cit Lp(Rn-1) . for each t. that 2 I+K* is invertible. Assume that u e Lip (6). Suppose that Tt : L2(Rn-1) -. We are I-K*fII thus reduced to proving (2. and u and its .5. The proof of 2. are invertible.do) (2 L2(aD. 2 I+K*) are invertible on L2(3D. and show. IITf11L2 ? CIIfIIL2. (± 2 (+ In order to prove this theorem. we will use the following formula.1.150 CARLOS E. for example. This is the result of G.1. Verchota ([33]). For 0 < t < 1 . L2(Rn-1) satisfy (a) IITtfIIL2 > C111flIL2 (b) IITtf-Tsf1IL2 < C2lt-sIIf!IL2.7) II(2 I+K*)fII 2 Od a` 11 JI 2 In order to prove (2.S < 1 .with bound independent of t . Moreover.`do).do) of equivalence depend only on the Lipschitz constant M. Then. 0 < t. KENIG I+K* are invertible on L2(aD. [29]. To = 2 1. which goes back to Rellich [30] (also see [28]. Let us take this for granted. Then. L2(Rn-1) is invertible. C L2 independent of t.6. we show that if f e II 1 I+K* fIi 2 1 I-K fll II . where Kt is the operator corresponding to the 2 by to. where the constants L2(dD. IITtf II > C Ilf II L2 . Du = 0 in D.

Also.Vu> do.en> IVttu12da .. Then. Then.Vu.Tj(x)> 12..1)/X/1 + IVO(x)12. j=1 J( )2da<C fVtuI2da.en>(o)2do= faD <Nx.en> < 1 .Tn-1(x).1. = <Nx. div Vu = . and the corollary follows. Let a = en-<Nx. Let u be as in 2. aD aD Proof. O(X)).en> faD<Nx. (1+M2)I/2 COROLLARY 2. T2(x). f<Nen>iVui2da = 2 ay ado.en>1VtuI2do= 2 faD <Nx. f jVtuI2do+ C faD (faD 2do)1/2. Then. Stokes' theorem now gives the lemma. and let T1(x).Vu> TN ('u) do. while div a Vu = . So.en>Nx.Vu Vu + . C( faD IVtuj2da)1/2 N .Vu Vu . and so faD ( )2do+ = ( /2 + <Nx. T2(x). Recall that N xx (-V (x).9. ELLIPTIC BOUNDARY VALUE PROBLEMS 151 derivatives are suitably small at -.en> aN`+ <a. We will now deduce a few consequences of the Rellich identity. Observe that div(enIVu12) _ 1 Vu 12 = 2 Vu . if en is the unit vector in the direction of the y-axis. .Vu>.en>( )2do+2 M faD <a.8. Hence faD<Nx. n-1 Let Iptu(x)12 = I I<Vu(x).1. so that a is a linear combination of T1 (x). so that 1 < <Nx . aD` t3D Proof. Tn_I(x) be an orthogonal basis for the tangent plane to dD at (X. IDu12 jVtu12.2 f <a..

1 < p < . DEFINITION 2. = (T. and has a bounded inverse. with IIN(Vu)IlL2(A) < CllVtfIl 2(A). Because of the L2-Neumann theory.14. faD IVuj2do < 2(f. IIDtS(f)I1 2(A) > CIIN(f)i 2 > CllfIi 2 . and such that ptu = Vtf (a.11. olu COROLLARY 2.11.2.1.8. u is unique (modulo constants). where g f L2(A). and 2. Then. The single layer potential S maps L2(A) into L2(A) boundedly. KENIG COROLLARY 2. finishes the proof of 2. while by 2. Given f c L2(A). We This now apply 2.3c..) non- L tangentially on A .3a). by 2.1 and 2. The L L (A) L (A ) argument used in the proof of 2. Let u be as in 2.1. let u = Sg.10.1.152 CARLOS E.13.1.4. THEOREM 2. there exists a harmonic function u .1.1. and the corollary follows.95(x)) is well defined. aD aD Proof.1.1. Because `of 2. if f(x.11 in D and 5.8.1. We call this Vtf. flVtul2da< c f( )2 do.1. ¢(x)) has a distribu- tional gradient in Lp(Rn-1).12. Then. and belongs to LP(A).5 now proves 2.)1/2 GD I I2do1/2.1. z I-K*) g . to obtain 1.18.13. .1. The boundedness follows from 2.7. and we can chose u = S(().1. ptu` is con C0N`± tinuous across the boundary. f E LP(A). Proof.The norm in LP(A) will be IIVtf1ILP(A) THEOREM 2.1. then VxF(x. It is easy to check that if F is any exten- sion to Rn of f.7.1.3D IVu12d(. faD IVtuI2da ti faD I I2 do In order to prove 2.1.1. Let u be as in 2. We now turn our attention to L2 regularity in the Dirichlet problem.e.1.

We will consider the holomorphic function f(z) = zn/R. and such that an fl 1zI < 1 # = aDR n ilzI < 1 !. Let s be the arc length parametrization of an .y) = u(x. and v is identically zero near R the corner of aSZR.8<2n. Fix now a p > 2. I I .y) = Im f(z)l9 . If I .y)jn v is harmonic in SZR. By the Cauchy-Riemann equations. ELLIPTIC BOUNDARY VALUE PROBLEMS 153 The existence part of 2. Let u(x. we can find a Lipschitz domain so that I -. but this is a contradiction. We will also consider a bounded domain SZR CDR. we \2 would have that S((2 I-K*) I (has a non-tangential maximal function in LP(a11 R).1. and v(x. it is clear that as E L°°(aS2R).y) = Ref(z). with the property that an \0 is smooth.K*J is not invertible in Lp. since a-N E L°°(a11R). then. Let w(x. N(Vv) (s) = N(Vw) (s) ti s.13. The example can also be used to \2 . and choose R so close to 277 that p n/R-p < -1 . and for 0<. Then. which maps DR conformally onto Dn. By the L2-uniqueness in the Neumann problem.1. let D18= 1z EC:jargzI <J3/21. (b) The LP theory We will start out our treatment of the LP theory by discussing some counterexamples.1+771 16This function belongs to Lp(ds) if and only if p v/R .p > -1. w-w is constant in 9R.14 follows directly from 2. the right-hand plane. N(Vw) / Lp(ai2R). Then. Let z = x +iy E C . EL°°(3113).ICI I However. This shows that given p > 2 . and is smooth everywhere else in 11 .K*J were invertible/ in LP(a10) . starting at 0.

Let U be a ball centered at X*. k(s) = (s) _ lim G(s+EN)-G(s) = lim G s+EN > C lim v s+eN = C av (s) s-1+v/I3. Then. we have 1 /q 1 /q h(X*) < JJ fhc(fNhds) < C J ggds because of the second formula for h(X*).10 in [19]). when q < 2.154 CARLOS E. and harmonic on B. X Let o = w * be harmonic measure evaluated at X*. Let g ? 0 e C(dl3 ). In fact. where x is the double layer potential. Let B = and fix XeQ\IJzl<11. But this implies that k ( LP(ds). contained in 9P. KENIG show that I+K is not always invertible in Lq . a contradiction. They are- . fix q < 2 . and let p satisfy + 9 = 1 . Choose f3 so that p'-''-p<-1. by the L2-theory. Assume now that 2 I+K were invertible on Lq(ds). and the assumed Lq bounded- 1 ness of (2 1+K . and h(X) be the solution of the Dirichlet problem with data g. h(X*) = x[(2 I+K)-1(g] (X*). let G(X) be the Green's function of 0 with pole at X*. h(X*) = gda. E-e 0 a e-. for s near 0.0 E E O E (3N where the first inequality follows from the fact that both G and v are positive. = J gkds J aiiP 0-n also. By the mean value property of harmonic functions and Harnack's principle. and k = d(''. We rs first claim that k / Lp(ds). and 0 on ()iZP fl B (this is Lemma 5. Then. In fact. We now turn to the positive results.

n I aD for some g c LP(iD. THEOREM 2. There exists E = e(M) > 0. with IIN(Vu)lt < L'(A) - CIIVtfIILp(A). wn(n-2) fIX-QIn-2 aD for some g c Lp(3D. do) such that u converges non-tangentially almost everywhere to f. There exists e = e(M) > 0 such that. g(Q)da(Q) . the solution u has the form <X-Q. d a). THEOREM 2.2. given f c Lp(3D. with N(u) a Lp(3D.2. to f(Q).e.NQ> u(X) - X Ql g(Q)da(Q) . Moreover. such that NQ Vu(X) con- verges non-tangentially a. with N(Vu) c LP(3D.3.e < p < oo. ELLIPTIC BOUNDARY VALUE PROBLEMS 155 THEOREM 2. such that. 1 < p < 2+E.) non-tangentially on is unique (modulo constants). there exists a unique u harmonic in D. There exists E = E(M) > 0 such that given f c LP(A). . given f c L'(aD.2. da) . there exists a harmonic function u. there exists a unique u harmonic in D. Moreover. d a). u has the form 1 1 u(X) _ . and such that Vtu = Vtf (a. 2. tending to 0 at oc. e. da) . wn(n-2) J IX-Q In-2 aD for some g e Lp(3D. 2-E < p < ac. da).1.da) .2. u has the form u(X) = g(Q)da(Q) . Moreover.

C IIaNIILp(aD.2. and with fA ada = 0. for 1 < p < 2+E.156 CARLOS E.e.2. do) Lp(aD. do).2.I . we introduce some definitions. 2.2. Dahlberg and C. Let Au = 0 in D. and 2. IIVtuIILp(aD. The representation formula in 2. KENIG The case p . There exists E = E(M)/> 0 such that r+ . In order to do so. Kenig (1984) ([61).K*) is i\`nvertible invertible in Lp(dD. then.2. without the representation formula).1. where x belongs to a ball in Rn-I .da) Clivtull .5.6. da).2.3 follow from. A surface ball B in A is a set of the form (x. just as in part (a).da) ti This will be done by proving the following two theorems: IIONI LP(dD.2 of the above theorems was discussed in part (a).da) 1 < p < 2+E .4. 2-E < p < co . Verchota (1982) ([331). Then 1lN(Vu)JJ < Lp(dD. f nice.2. DEFINITION 2. and S : LP(dD. Theorem 2.2. Let Au = 0 in D.1.1 (i. 2.7.2.do) We first turn our attention to the case I < p < 2 of Theorem 2.2.da) THEOREM 2. and the proof that we are going to present of 2. Theorem 2. Then JJN(Vu)JJ < LP(aD. THEOREM 2. . An atom a on A is a function supported in a surface ball B.2.5.2. In order to prove Theorem 2. Notice that atoms are in particular L2 functions. is due to B. 1 <p<2+E.4(x)). Dahlberg (1977) ([51). with hail L < 1/a(B).3 was first proved by G.4. do) is invertible 1 <p<2+E.2.2. The following interpolation theorem will be of importance to us.2. The first part of 2.da)' THEOREM 2. 2 1+9 is in \± LP(aD.3 are due to B. 1 < p < 2 + E. it is enough to show that if u = Sf . LP( dD. Just like in part (a).2.

2. y) A(x. it suffices to show that if a = au is a atom. Id' =div B(x. Thus.5. jxl < 2.y) . which contains (x. o(Bjl L2(A) /2 I faDnB* N(Vu) < C(faDnB* N(Vu)2da)1 /2 < C. u* verifies (in the weak sense) the equation d iv (A(x. Weinberger ([31]). IITaII I. it is very easy to see that u is a (weak) solution in Rn\B* of the divergence form elliptic equation with bounded measurable coefficients.y)ju = 0. Since IIa II = C. t. we use the following theorem of J. For a proof of this theorem. We will do so by appealing to the regu- larity theory for divergence form elliptic equations.(A) < C.D.y)e.y) c D- Because 0 = 0 in 3D\B* . y) c D u*(x. Define now I for (x. [(x.2. then IIN(Vu)II < C .y) = .y) e D u(x. The diameter of e depends only on M.y) _ J X) (X) . see [3].y) for (x. ELLIPTIC BOUNDARY VALUE PROBLEMS 157 THEOREM 2.by the formula u* = u at-1 . by the L2-Neumann theory. In order to estimate u. O(x)) : xl < 11.y) for (x. Consider the bi- Lipschitzian mapping (D: D . It is easy to see that A c L°°(D-). for 1 < p <2. . Then. Thus. we only have to estimate JCB*naD N(Vu)do). Benin and H.y) Vu*) = 0. where A(x. (and hence Vu ) at -. qS(x)). By dilation and L1(A) translation invariance we can assume that 0(0) = 0 . I2 .y) c D B(x. IITfIILp(A) «IIf1ILp(A). Let T be a linear operator such that llTffI < L2(A) C IIf11L2(A). Define u* on D. Notice also that supp dN C B 1 < B* fl aD. in order to establish the case 1 < p < 2 of 2.8.0) in Rn.y) for (x. supp a C BI = Let B* be a large ball centered at (0. and u (x. O(x) . > > CI. where X = 1-1(x.[y-(x)1).y) = (x.given by 4D(x. and < A(x. and such that for all atoms a.

Moreover. IQIn-2 1+ Let now B be any ball in Rn so that 2B C Rn\B*.2 [ J0 i/i = 0 on supp a.0 aDP 1 TR 1] = f [0-11 a = JaD t/ia . In D. Let us assume for the time being that u is bounded and let us show that if a is as in 2. B(x) = I .9.y) c aDp : y > fi(x)+e a-N P and cDe = aDe\ (VP. and so u c L°°(D1). by the e-0 ayo aDp harmonicity of u. with IIfII <C. u(X) = u.158 CARLOS E. V &(X) . = 0 for IXI in 2B*. We now show that u (and hence u ) is bounded. Let g(X) solve Lg = 0 in IXI > 1 . with norm less than C. Jape = 0.JOD a a = 0. J2Bf1D IDuI2 < C. and so fD = f Vu V & = lim f Vu Vi . Then. B is of unit size. The last term is also 0 by the same argument.9.y): I(x. and moreover on B f1D 1 . Then. JD_ BVuo = fD Vu where 1* by our construction of B. and suppose that Ilall < -. KENIG THEOREM 2. by the Poincare inequality . 1 IX-QIn-2 < C c L2(A). The right-hand side equals lim faD1 aN = lim J since. Since N(Vu) c L2(A). and Iv(X)I < C Ilull .. Pick a tA as in 2. where D D E-0 DP DP = {(x. we know that L2(A) u(X) f(Q)2 da(Q). y > 4(x)+e 1. Let ct! 1 = {(x. where v > 0. a = C JB(X) Vu(X) . and so a = 0.9. where i/i c C°°(Rn). and p is large. Since Ila 11 < C.2. Now.y)I < p. Moreover. and such that a fixed fraction of B is contained in D 1.2. IXI2-n -v. and 0 = 1 for large X. since E -0 J3DP.y): y > 4(x)+1 {. lu(X)I < C. for X cD1 = =cn JaD IX-QI L2(A) (x. then a = 0. lim f [t/i-1 ] au = lim f [0-11 au + P12 P 3Dp -3N e-. + ag(X) + v(X). Let u solve Lu = 0 in Rn\B*. I. where Lv = 0 in Rn\B*. We will assume that n > 4 for simplicity.2. Therefore. C > 0 depend L°°(Rn\B * ) only on the ellipticity constants of L. with g(X) IXI2-n.

we obtain the desired estimate. using our bound on v. (3D) > SR}. Then. Thus.2. Vu=Vv. JA. Choosing now R = 2j. We now turn to the case I < p < 2 of 2.J R J AR Q1/4\Q1 /2 C1R<IXI<C2R since Lu = 0 (see [26] for example). and hence b(R) < CR1-n-2v.y)I : (z. dist((z. By the L2-Neumann theory in fZr. R3 R2(n-2)-2v n-1 /2 JA R N(Vu) < C(fAR N(Vu)2)1 R 2 < CR-v. and so JA N2(Vu)2 < CR1-n-2v Let now R / R(x. N2(Vu)(x) = sup flVu(z. 9D) < SRl. Therefore.y)I : (z. IrII LOO(Rn\B*) < C.y). u is harmonic. a surface ball. 2) . A ( x. set b(R) = fA N(Vu)2. Integrating R r in r from 1 /4 to 1 /2 gives f NI(Du)2du < I Ipul2dX < 3 r u2 R .y) : 4(x) < y < O(x) + CR. DEFINITION 2.10. N1(Vu)2da < C J Ioul2da. In the set where the sup in N2 is taken.y). since a = 0.6.y) E I'i(x). I 2R R For each fixed R . A function a is an H atom if A = Vta satisfies -1 (a) supp A C B. (b) IIAII < 1/a(B). and Iv(x. Hence. and the distance of any point X to the boundary is comparable to IXI. since ' solves Lu = 0.2. let N1(Vu)(x) = sup I Ipu(x. For R > R0 = diam B*. We need a further definition. (c) f Ada= 0. But. where. We will use the following interpolation result: . u E L(Rn\B*).y)I VC/(IxI +IyI)n-2+v' v > 0. ELLIPTIC BOUNDARY VALUE PROBLEMS 159 J I2 < C.y) E Fi(x). we see that N2(Vu)(x) < C/IXIn-1+v ti C/Rn-l+v. max [u1 < C(f rul21 /2 < C 2B B 2B ([261). dist((z. r c \4 . and adding in j . The right-hand side is bounded by C 1 Rn = CR1-n-2v. rR < Ix I < r--1R 1.

11. we would like to point out that using the techniques described above.y) E D_ then u is a weak solution of Lu = 0 in Rn\B*. Also. and N(Vu) E L1(oD). there exists a unique (modulo constants) harmonic function u . THEOREM 2. but a = 0 since 'u -'U.e.y) _ -u*(x.2(A) CIIfIIL2(A) and IITa1ILI(A)<C for all Hi atoms a. and a E Hat(aD). and a is a unit size Hi atom.y) (x. and such that NQVu(X) -. 1 Hence.2. N(Vu) E L1(A). This generalizes the results for n = 2 obtained in [20] and [21]. ai is an Hi atoms. Some of the results one can obtain are the following: Let Hit(3D) _ I Xiai : IIXiI < oo.y) c D u(x. g ( Hat .e. which tends to 0 at -.2.160 CARLOS E. But note that if we let u(x. u = -i ag + v . g c Hat . ai is an atoml. KENIG THEOREM 2. Hi at(aD) = I Aiai: XIAiI < +°°. Then. and such that VtulaD = Vtf a. a) Given f c Hat(cD) . Moreover. such that N(Vu) F L1(cD).at(aD) b) Given f c H1.y) (x. there exists a unique harmonic function u. IITfIILP(A)<CIIf1ILP(A). u(X) = S(g)(X). c) If u is harmonic. Qtu = Vta. Let T be a linear operator such that IITfII < I. Moreover. . must change sign at °°. one can develop the Stein- Weiss [32] Hardy space theory on an arbitrary Lipschitz domain in Rn. f( Q) non-tangentially a. The argument is then identical to the one given before. Then. for 1 1 < p <2. all we need to show is that if Au = 0. and the results for CI domains in [12]. ulaD E Hl.at. Before we pass to the case 2 < p < 2 +e. such that N(Vu) ( LI(3D). u = S(g).12. since uLaD\B 0.

h<AI Im*>X prove the desired estimate.y)ER+:alxl<yt. fEX f m2. fm2+E=E f°°AE-1 f m2dA< EA Ih>At 0 Im>AI E f0 AE-1 fEA m2dA < C E fO Al+E IIm* >AIIdA+CE fQ c'o AE 1(fh>A m2)dA. ELLIPTIC BOUNDARY VALUE PROBLEMS 161 then d) f c Hat(aD) if and only if a E Hat(3D). We turn now to the LP theory. and Im*>A. The geometry will be clearer if we do it in Rn .y) = (x. ulaD E -N Hl. where f= clu .at(c3D). note that fm2< f<X1 m2 + m2 < CX2IEXI + Ca J m2 + J m2 .y)I .y+q5(x)). . where M denotes the Hardy-Littlewood maximal operator. Let m(x) = sup IVu(z. and (Z' Y) Ex+y *(x) m = sup IVu(z. We will now show that IIN(?u)IILp(n) <C`IIILp(n) for 2 <p <2+E.y)I .y)ER+:Ix(<y1. y*=((x. We claim that f m 2 < CA2IEAI + Ca f m2. y) E x+y* Eo > 0 such that fm2+Edx < c f Ifl2+Edx . First. Then. if and only if \2 I-K*) f E Ha't(dD). Let EX = Ix E Ra-1 m* (x) > At. where a is a small constant to be chosen. Our aim is to show that there is a small (z. For E>0. J EA t m *>I h>A t m *>A 1 I h>Jl l by the claim. D . 2 < p < 2 +E. the results are obtained as automatic real variable consequences of the fact that the L2 results hold for all Lipschitz domains. Let h = M(f2)1/2. Choose now and fix a so that 1/2 . In this case. for all 0 < E < EQ. Let us assume the claim. and then we transfer it to D by the bi-Lipschitzian mapping (D: R+ -. Let y=t(x. 4D(x. N(VSf) E L1(3D). We will systematically ignore the distinction between sets in R+ and their images under It.

r.r) ) is a Lipschitz domain. correspond ing to the domain Qk. such that 3Qk C EA. Let {Qkl be a Whitney decomposi- tion of the set EA = Im*>AI. we see that fm2+E < C(f m2+E)2+E(fM(f2) 2 )2+E.r Ak.r = k rQk. and such that m*(xk)<A. we can assume that there exists x c Qk such that h(x) < X. For 1 <r <2.Qk) ti length (Qk).e. where the cones are truncated at height ti P(Qk) ) Then.k on Ak. If we now choose EO so that CEO < 1/2. uniformly in k. IEAI < Thus. f m i < (using the L2-theory on C J IVuI2da+ c flvuI2da+c f f2 < C J IVul2da+c)2IQkl .r U Ak. there exists xk with dist(xk. by construction of Qk. Fix k . Note that the height of Bk. Bk.r fl xk + y Bkr = aQkrflR+\Akr so that aQk. It remains to establish the claim. Also.r. Let ml be the maximal function of Vu.162 CARLOS E. 0 < y < r length (Qk)}. for E < EO.r.r (i. Also.+ C fm2 hE. and Qk. let Qk.r = (x. and that IVul <.r is dominated by Ca length (Qk).r U Bk. KENIG By a well-known inequality (see [141 for example).r = Qk. and hence. for x c Qk. Let Ak. and 13Qk1 has bounded overlap.r (and (D(Qk. f2Q f2 < Ca2lQk l . fm2+E < CE fo AI+E Iim>a)lda+CE fo aE-1( fh>A m2)dA < Cc f M2+. m(x) < mI(x) + X.r 2Qk Bk.y) : x c rQk . and the E desired inequality follows from the Hardy-Littlewood maximal theorem. fm2+E < C f m2 hE. Qk.r . If we now use Holder's inequality with exponents 2 2 E and 2 2+E E 2+E .r = aQk.

Note also im*>A. We will seek to solve the following boundary value problems. C.1. and the LP theory is thus completed. and will be discussed in detail in a forthcoming paper ([81).1) ulaD =f eLZ(aD.length(Qk) C f0 2Qk 2Qk Thus. we see that k k f < Ca2IEAl + Ca f m2 . we see that a length(Qk) 5 m21 <. where u = (u1.da). These results are joint work of B. Adding in k. . µ > 0 be constants (Lame moduli). ELLIPTIC BOUNDARY VALUE PROBL EMS 163 Integrating in r between 1 and 2.da) µ0u + (k +µ) p div u = 0 in D (3. §3. Let a > 0.u2. For simplicity here we restrict our attention to domains D above the graph of a Lipschitz function 0: R2 y R.u3) µ0u+(a+µ)Vdivu=0 in D (3.h<.1} im*>AI that the same argument gives the estimate IIN(Vu)IIp < CIIVtullp 2 < p < 2+e. fQ m2 < Ca f2Q m2 + CA2IQkl.1. which is the claim. Dahlberg. Verchota. Kenig and G.2) A(div u)N+µl pu+(pu)tlNlaD =f EL2(aD. Systems of equations on Lipschitz domains (a) The systems of elastostatics. Here we will describe some of the main ideas in that work. In this part we will sketch the extension of the L2 results for the Laplace equation to the systems of linear elastostatics on Lipschitz domains.

1.da).1). The proof of Theorem 3.2) by the method of layer potentials. we can take u(X) = Sg(x). The double layer potential of a density g(Q) is then given by u(X) Xg(X) = fdD (T(Q)F(X-Q)}tg(Q)da(Q).3. (b) There exists a unique solution of (3. the solution u has the form u(X) = ((X).1.1.1.IXI3 2µ 2[µ We will also introduce the stress operator T. r(X) = (rij(X)).2) corresponds to knowing the surface stresses on the boundary of D.do). The single layer potential of a density g(Q) is u(X) = Sg(X) _ fr(xQ). g c L2(dD.14. where Tu = A (div u) N + ulVu + Vu tIN.1. then we can solve (3.1. with N(17q) c L2(r7D.1. which is 0 at infinity.1. Moreover.2) in D. as in Theorem 2.3. KENIG (3-1 -1) corresponds to knowing the displacement vector u on the boundary of D. In order to do so. g(Q)da(Q) dD Our main results here parallel those of Section 2.1. Moreover. We seek to solve (3.da).1.1) and (3. we introduce the Kelvin matrix of fundamental solutions (see [24] for example).3 starts out following the pattern we used to prove 2. with N(V) c L2(iD. They are THEOREM 3. where . 2. g c L2(aD. with N(u) c L2(aD.1.2 and 2. g c L2(dD.1 belongs to Li(dD1 da)..1. do). part a). (c) if the data f in 3. We first show. da) .da). (a) There exists a unique solution of problem 3. that the following lemma holds: .164 CARLOS E. where the operator T is applied to each column of the matrix F.1.1 in D.1. while (3.(X) = A S'1 'XI r1+ 1 and A J2Lu C= 1 1_ 17 4n IXI 41r. Moreover the solution u has the form u(X) _ Sg(X).

Thus. and the invertibility from L2(aD.do. f aD aPi F(P-Q)g(Q)da(Q) j . Before explaining the difficulties in doing so. it is very useful to explain the stress operator T (and thus the boundary value problem 3.ni(P) nj(P) < N(P).da) <. da) onto L2(aD. Let Kg'. Sj be defined as above. Then: (a) IIN(xg)IILP(aD.da) Il7tullL20D.da) for 1 <p<oo.v. s < m . da) of ± 2 1+K. g(P)>} + C 1 I ll ))) + (. Just as before. ± 2 I+K*. it suffices to show that if u(X) = Sg(X). just as in Section 2. ELLIPTIC BOUNDARY VALUE PROBLEMS 165 LEMMA 3.1. Let ars. part (a) is reduced to proving the inverti- bility on L2(0.1.) < C11111 LP((3D. 1 < r.v. (b) (xi)±(P) = ± g(P) + Kg(P) 2 : (Sg )j)± = ± jA 2 ni(P)g1(P) . 1 < i. from the point of view of the theory of constant coefficient second order elliptic systems.CII g IILp((3D. j < n be constants satisfying the ellipticity condition alb eiejifrls > clel21ii12 .da).D. using the jump rela- tions.2). then IITulI ti LZ(aD. where K(P) = p. and A. faD 1T(Q)F(P-Q)#t g(Q)da(Q). C are the constants in the definition of the fundamental solution.4. We go back to working on Rn. and use the summation convention. da) of S.da)' IIN(osg)IILP(aD. so that they both solve µ0u + (A+µ)p div u = 0 in R3\oD.

Consider vector valued functions u = (u1. . From variational considerations. 1 < r.166 CARLOS E.T natural boundary conditions are to Dirichlet condition (43D =f ) or the s Neumann type conditions.ars . we recover the identity we used before for Laplace's equation. Apply the divergence theorem to the formula 3a [(h.um) on Rn satisfying the divergence from system ars us = 0 in D. LEMMA 3. ars our aus dv = 2 f h ene ij axi aj rh our naarsej aus da 1 axi TX-j aD aD Proof.1. and we choose h = en . the most TT ij TX. 1 < i. In order to obtain the equivalence between the tangential derivatives and the stress operator we need an identity of the Rellich type. ars = a. KENIG and the symmetry condition ars = asr. Payne-Weinberger. [27]).. and with Tu = T u . Suppose that ars a us = 0 in D. dXsj = 0 in D. Then. NeCas identities). h is a constant vector in Rn . The interpretation of av 1 ij problem (2) in this context is that we can find constants ail . s < 3. j < 3 . Such identities are available for general constant coefficient systems (see [29]. aij = I . = n ars = f r . .h rs -hj ars) ()ur ij ej1 if axi am = 0 auaus REMARK 1. and such that p0u + (A+p) V div u = 0 in D if and only if aXi a. axi tj axj > and u and its derivatives are suitably small at oo. which satisfy the ellipticity condition and the symmetry con- dition.5 (The Rellich. Note that if we are dealing with the case m = 1 .

J j I hen Pars X do = 2 f(hneahinLar) W Nj do. fa D IVur12du < C I3 D j 2 do.1. that IiV uII In fact.5. the case of the systems of elastostatics. Note that if we had the stronger ellipticity assumption that ars tj i Sj >_ C 12 we would have.s. For the opposite inequality. In the case in which we are interested. Because of Lemma 3.da) ti Ildvll L2(aD.hLnfars is perpendicular to N. a`D aD Hence.do) h = en. Rn-1 . . < 2C i J pur12 da J da aD 030 D (9D Thus. if X = (x.R. i. n E ars Lj s do. then we would have J Ipurl2do < C udo fhnEajjrs TXi 3T aD aD I/2 I/2 (' 2C fh. for each r.e. the vector hinLaes . faD DuI2do< C(j jptu12da)1/2('3D IVul2da)I/2 and so Jii I2da<c Jf Ipui2do< aD ft REMARK 3. e. if we take O0 t L2(aD.j fixed.t JJv Il < M1. observe that. ELLIPTIC BOUNDARY VALUE PROBLEMS 167 REMARK 2.

i. The inequality 11vu 11 2 < C11ptu11 L2 holds L (aD. ej77 t77 s > C 1e121'i12 ta" Moreover. JaD henedrsCdV (av da < .i which clearly does not satisfy aid e. by me ve our definition of drs. In this case. f fixed. Ri Ni r `us = d rs n.nj)-1 . ars) is a tangential vector.5. ax. Idrsnkak1mast .h' n ee. axj (heeij n ars . art aut . j . as in Remark 2. Thus. since the f quadratic form involves only the symmetric part of the matrix ( . Ni ek 3Xk 1 0. dx. es > C t i i2.1. n sm i.r. aXj kgaXQ my aXv vec)Xv aXe kv3Xv nmameN. since ark e.atr a°t our = d rs nk art `out ij JX. i .h. fft henears our aus . directly from Lemma 3. of course = Tu = A (div UN + u1Vu+pa IN. e e a e. by a more complicated algebraic argument. atr memn--Sis ast mem n -atrmenm amenm-amenm = 0.r).da) in the general case.168 CARLOS E. KENIG s ars au au r j i au- 2 (div u)2 + . f aD h n ars our aus da < N 2 I 12 -2 12 C (j IVtuI do) (f3D IVu1 do)' Consider now the matrix drs = (ark n.ars ``av i. Therefore. atT is perpendicular to N. In fact. s. n ars) aue . axj da = 2 faD (h n a ij . and the symmetry of ail = drsnkak8mamenv . d rs UV (a'A .U m ars our aus d rs nk art aut nmast our . ave7v a Q = 1drsnkarkv n ma ml ..avf v X Now. JX-i ' Fxj z ax.avenv = n= atr art kvaknvdrs ast me nm atr mem vlv nkdrs asr mem n -. ax. REMARK 4. This is a strictly positive matrix. note that for t. aus da and for fixed r.da) (3D.

ars - ki knin J aX i] ik k I J I 3Xi i] arsn n is perpendicular to N. 2 . in this case (with h = en ).akjnkn] aN rs (3us niai] rs -. But.12 Now. it suffices to show that faD Ipul2da< C faD IA(div u)I + pipu+Qut}I2da. the remark follows. faD nn I 2 Ipu+vutl2 +A(div u)2da=2 IX(div faD But then. In order to show that IaD Ivtul do < C fan TuJ2da. ELLIPTIC BOUNDARY VALUE PROBLEMS 169 C( faD IVtuI2da)1/2(faD IVul2da)1/2. u = S(g). and recall that (drs) and (artnkn) are strictly positive definite matrices. for i. THEOREM 3. We then see that I aD (ID Iotul2da J OD + J jVtul2da OD . which depends only on the Lipschitz constant of 95 so that . we would clearly have that f3D Ipul2da< C faD Ipu+putl2 da (Korn type inequality at the boundary). as IVul = Iptul + aN. =.1. so that hene > C . r.6.akinknjni rs aus = niai]rs c3us akinkni ni aus ox rs - ()X] . In fact. 2 REMARK 5. Ipu12da< C(faD 1Vu1 da)1/2(faD Ik(div u)N+p{pu+putlNl2do)1/2 431) The rest of part (a) is devoted to sketching the proof of the above inequality. The Rellich- Payne-Weinberger-Necas identity is. N-S il r . -. 2 . there exists a constant C. if this inequality holds. Then. and so f h n d artn n ! ikkl aD e e rs kjk] aN a Qnineaur Iptul2da)1/2(faD loul2da)1/2+faD da<CI(faD IVtul2dol. where g is nice. Now. We now choose h = en .niaij A arsn I aus __ (mars .arsn au. Let u solve pAu + (A+µ)V div u = 0 in D.s fixed.

Then.1.170 CARLOS E. and N(v) e L2(0.1. there exists a unique solution (v.1. p) to system (S) with p tending to 0 at oc.1.D.do) .1.8. Lemma 3. THEOREM 3. Verchota. David ([91 ). aD aD The proof of the above theorem proceeds in two steps. KENIG J IVu-12 da<C J jA(div)I+µlpu+putl{2da.1.6.D. One then invokes the following Theorem of E.6. They are: LEMMA 3. fN(v. whose proof will be presented in the next section. aD aD LEMMA 3. Kenig and G. Then. then v is a solution of the Stokes system Av = pp in D (S) div v = 0 in D vl3D = f f L2(dD.9. do). Moreover {{N(v){{L2((?D.8 is proved by observing that if v is any row of the matrix A(div u)I+l4pu+putj. Fabes. Let u be as in Theorem 3.da) This is checked directly by using the system of equations pAu + (A+µ)p div u = 0.)2 d a<C fN(A(div u)I+pIVu +putI)2do .da) I1 < CIIf L2(aD.da). fN(x(div u)I+µ)pu+Vut})2da<C fijVu)I+µIpu+putIj da. CID aD Lemma 3. Given f f L2(0. Let u be as' in Theorem 3. C.1. and then passing to the general case by using the ideas of G.7 is proved by first doing so in the case when the Lipschitz constant is small .7.

1 < i < n .R with the following properties: (a) G(t. so does u(X) + a + BX ..2 in bounded domains. Before we proceed with the proof of Lemma 3.x) : Rx Rn. (b) If E = I(t. with Lipschitz constant less than or equal to M. while B is any antisymmetric 3x3 matrix. x = (x1. David ([10]). Given an interval I x J = I x J1 x x Jn .1. a normalization is necessary since if u(X) solves the systems of elastostatics.x) on I x j .1.1.x) < 45 or 49t .1. ELLIPTIC BOUNDARY VALUE PROBLEMS 171 We now turn to a sketch of the proof of Lemma 3. where the Ji's and I are 1 dimensional compact intervals. with Lipschitz constant less than or equal to Mi. there exists a function G(t.x) = G(t. The proof of this lemma is the same as in the 1 dimensional case.x) < M .7. . we would like to point out that in the analogue of Lemma 3.7.x) is Lipschitz. Assume that for each x .. -M < 29 (t.7 for bounded domains. LEMMA 3. then IEI > 8 III IJ I (c) For each i. for any choice of the other variables. treating x as a parameter (see [9]).' The most convenient normalization is that for some fixed point X* in the domain pu(X*)-pu(X*)t = 0. We will need the following unpublished real variable lemma of G. while the left-hand side increases if B `increases.x) E I x J : F(t. the function xi H F(t. where a is a constant vector. the function is Lipschitz.1.45 < . with Lipschitz constant less than or equal to Mi.xn) E Rn. . the function t H F(t. Let F : RxRn -> R be a function of two variables t c R. . This gives uniqueness modulo constants to problem 3. and one of the following statements is true: Either for each x .x) > F(t. for each x (t.10. and for each i .x)I.x) is Lipschitz. The right-hand side of the inequality in the lemma of course remains unchanged.

1).0) _ (x.do) < CIINo(A(div U _)I + y1vu+DutIIIL20D. a coordinate chart will be a translate. there exists a constant C = C(M) such that for all functions u in Do. Note that if Proposition holds.y) with y > 0. then. rotates or dilates of the domains Do.1.cy+rly*O(x)) where rJ E Co(Rn-I) is radial. . Before we proceed we need to introduce one more definition. which are Lipschitz in Do. I(x.da) CIINo(a(div u)I+µ(Du+putIIIL2(dD. IIIxIII<1ICDoCI(x. and T0(x.1. where C = C (M. e) . We say that Proposition (M. rotate or dilate of a domain Do. 0) : IIIxIII = max Ixil < 1} C aDo. which satisfy pAu +(A+iz)V div u = 0 in Do and pu(Ao) = pu(Ao)t . O(x)).da). we have IINo(V)IIL2(aD. f rl = 1 . and so that To is a bi-Lipschitzian mapping. The bottom Bo of aDo will be T95(dDOU (x.172 CARLOS E. it is clear that To is smooth for (x. then the corresponding estimates automatically hold for all translates. Let Do C Rn be a fixed. If 95:Rn-I->R is Lipschitz. This lemma will be proved by a series of propositions.11.y):0 < y < 1 . and C = C(M) is chosen so that TOR+) C ((x. with IIIVoIII < M. when 95 satisfies the conditions in Proposition (M.0): x ERn-I).da) < . KENIG We now need to introduce some definitions.E) holds if whenever 0 is such that IIIVOIJI < M. C°° domain with {(x. We will denote by Ao the point T00. In the rest of this section. we construct the mapping TO: Rn Rn by TT(x. Also.y) _ (x. Lemma 3.y) : y > o(x)I. for all Lipschitz functions u on Do with pDu + (a+µ)V div u = 0 in Do. Given M > 0 and 0 with IIIVOIII < M.y):0<y<2.E). with Vu(Ao) = pu `(Ao) we have IINO(ou)IIL2(aD.7 is an easy consequence of LEMMA 3. Here No is the non-tangential maximal operator corresponding to the domain Do. and there exists a constant vector a with III a III < M so that III7O -a III < e. IIIxIII<2I.

apply- ing Proposition 3.12.1. .13.1. This easily gives the estimate claimed above.1.a) holds.1.11. We will show that Proposition (M.1. We will not sketch the proof of Proposition 3. then Proposition ((1-a)M.1)Re(10M) > E. and choose R so large that if e(10M) is as in Proposition R 3.1).1.do) holds.1.13. a e (0.e. First.1.do)<CIIA(div u)N+1A Vu+VutINIIL2(dD. Pick now aj > 0 so that II (1-aj)=1/10 j=1 Then.1. e(10M)) holds.12. If a is small.1.1.12.2 by the method of layer potentials (see [24]. if Proposition (M. ELLIPTIC BOUNDARY VALUE PROBLEMS 173 PROPOSITION 3.13 R times we see that Proposition (M.1.da) where N.k(div u)I+µl pu+vutIIIL2(dD.e) holds.1. there exists a = e(M) so that Proposition (M. For all M > 0.13.1. since Proposition (10M. by Proposition 3.13 yield Lemma 3. then (1. and show first how Proposition 3.a) holds for any M. For the smooth domain D_ . a perturbation analysis based on the theorem of Coifman-Mclntosh-Meyer ([2]) shows that this is still the case.0.12 and Proposition 3.6 is the nontangential maximal operator with a wider opening of the non-tangential region. Given M > 0. This follows because of classical arguments relating non-tangential maximal functions with different openings (see [14] . We will not give the proof of Proposition 3. in this case the stronger estimate IINA(Vu)IIL2(aD.12 here. the domain DS6 is a small perturba- tion of the smooth domain D. PROPOSITION 3.11.da) <CIIRo(. we can ax aX solve problem 3. This is because in this case. Fix M. We postpone the proof of Proposition 3.e) holds. e > 0. We will just make a few remarks about its proof. Proof of Lemma 3. We first note that it suffices to show that IINO(Du)IIL2(3D.a.1e) holds. for example).

rotates. Consider now the domain DF on R+. Let now. and where Q = TV. KENIG for example).0)). The non tangential region defining No.e. to lighten notation. It is also easy to see that we can take now b so small (depending only on M and E) that T. m =NO(A(div)I+givu+V VI). y = I(x. which are entirely contained in Do . IIIVO 1.0): IIIxIII 2) sider the cone on R+.xI < y}. and such that the pi's involved satisfy IIIVIII < (1 . where Ij is a fixed multiple of Ij . Fn < 80 . such that Tq((x.11E . we can also assume that there exists a constant 770 such that if diam (Uj) < no. suitably truncated. Finally.0): IIIxIII < 2) for a coordinate chart Do .111E.0)+y). Pick now 0 with IIIVO-a III < 1-1e. Then DF is the domain above the graph of a x(F Lipschitz function 0. and there exist u such that III ao III 1. on TV (x. translates and dilates of Do ). it is easy to see that we can find a finite number of coordinate charts (i. there exists a point Qj in 3D0.174 CARLOS E.). with dist (Qj.0) : 11141 < 2 is defined as follows: let F C be a closed set. We will choose No as follows: Since a1) 0\Bo is smooth. with and which satisfies IIIVq JII < (1 . The non-tangential region defining N0l. with b chosen as above.2) M. where b is a small constant.(DF) is the domain above the graph of a Lipschitz function 0.Uj) ti diam Up such that m(Qj) < t. We claim that there exists 5 > 0 so small that if Ej = Uj fl Im > Pt.0): I IIx III < 1/2) cover dD(k.(Ij). each Uj contains T0(I.k(pu). 111-a 1115 (1-a)M. such that their bottoms By are contained in c3Do. Let now /3 > 1 be given. consider the open-set Et = Im > ti.10) M.((x. m=N.y) E R+: b. where Ij is a cube in IIIxIII < 2 and is contained in TV. for some absolute constant C (independent of F ). for which IIIVOIII < Cb.0) + y. For t > 0. Con x. given by DF = U ((x. We now produce a Whitney type decomposition of Et into a family of disjoint sets IUj I with the property that each Uj is contained in TO ((x.0): IIIxIII < 2 is then the image under TV of (x. for Q e To ((x.

> . Thus. Type I . Note that Proposi- tion (M.e) applies to it. If 71M is chosen suffi- ciently small. Assume the claim for the time being.1M) r ta(U )dt + 0 0 0 00 2 tof m>tIdt = (32 (1-77M) f m2da+ 5 m2da. such that if F = Ix (Ii : f =01. Suppose not. It remains to establish the claim. which is contained in Do ). ELLIPTIC BOUNDARY VALUE PROBLEMS 175 then a(E3) < (1-rJM)a(Uj) where 77M > 0. We divide the sets Ul into two types. if S 0 aDo 3D0 we choose /3 > 1 . we can guarantee that IEi -9911-1. To lighten the exposition. we will still denote by Df the translate. and such that there exists af. III < (i_)vi IIo .10) M.1. then a(EJ) > (1. one variable at a time.. as in the definition of NS6 . We argue by contradiction.r)M) a(Uj).10} M so that IIIVf-afIII < 5 1. IA(div u)I + jA Vu+ Vut I I <5 t . Then f 00 f m2dc=2 J ta(Et)dt = 2162 °° ta(E/3tlt = 2/32 f ta(Ui n E/3t)dt < dD0 0 0 0 00 00 00 <!r2/32 r +2/32 r ta(m>St)dt < 2/32(1-. We can also arrange the truncation of our non- tangential regions in such a way that on the appropriate rotate.111E .111E < e . and construct now the Lipschitz function Vi corresponding to it.riM) < 1 .aIII < 1. Thus.10 to Vi. rotate and dilate of Df.I(E)). the desired result follows. with III afIII < (1 . translate and dilate of Df (which of course is contained in the corresponding coordinate chart associated to Dv. Let E) = T. with f > 0 on Ij . to find a Lipschitz function f. We now apply Lemma 3. then IFS nFjI > C a(Uwith IIIVfIII < (1 . Let now Fi _ Ei n Ij . (1. but so that /32 .

Hence. and using interior regularity results for the system EcAu + (A+µ) V div u = 0. 1 .Uj) diam U).0 by a finite number of balls. A eB. m(Q) > 16t. Then C o(Uj)162t2 < I (Fif1Fi) m2do<C f N2(pu)do. we have that IVu(X)I < t + Cat. In this case. Df has diameter of the order of Because of the solvability of problem 3. and type 11 those for which diam Ui < ri0. 1) < C a(U)52t2 + C J Nf(A(div u )I+µ(pu+putF)2da aDf by (M.e).fIFj). with dist(Qj. using the arguments we used to bound IV (Af)I in case 1. diam B 1 .< aDf <C C J Nf v LVu(Af) . assume that Ul is of type II. which is a contradiction for small S. Because of this. for some absolute constant C. Since for Q cTp(F.1. The last quantity is also bounded by C a(Ui )a2t2. Now. we see that Ipu(A f)l < Cat. we see that we must have Dut(Af) Nf( Q) > m(Q). it is easy to see.Vu t(Af) 2 do <- a Df .2 for balls. we see that on a ball B C Do. that for all X in a neighborhood of Af and also on the top part of Df. and (3 > 1 . Note that in this case there exists Q) c 3Do. KENIG are those with diam Ui > 710. We first deal with the Uj of type I. if a is small enough. and our normalization. we have fB Ipul2 <C fB Joining Af to A. Nf Vu -r2u(Af) 2 (Q) > (R-1-Ca)t > L . and such that IV (X)I < t for all X in the nontangential region associated to Qj. 176 CARLOS E.

THEOREM 3. where rij(X) = 8n IXI + 1 XiXj . Verchota ([13]).1).u3) and a scalar valued function p satisfying Au = Vp in D (3.2. there exists a unique solution (u. We seek a vector valued function u = (u1. C.1) div u = 0 in D ulaD = f E L2(c3D. ELLIPTIC BOUNDARY VALUE PROBLEMS 177 1 2 )t if S is small and Q E TIA (F f1Fj).9). with g e L2(r7D.e) to Df. and hence of Lemma 3. d a) . a contradiction if S f is small.2 (also Theorem 3. In order to sketch the proof of 3. These results are joint work of E.2 we introduce the matrix r(X) of fundamental solutions (see the book of Ladyzhenskaya [251). Fabes. Given f r L2(0-D. r(X) 1 aij (T'ij(X)).(1F. Moreover.1. u(X) = Kg(X) _ faD (H'(Q)F(X-Q){g(Q)do(Q). 2da < Ca(U)82t2 .2. and its corresponding pressure 8n X 3 X1 vector q(X) = q'(X)). where (H'(Q) r(X-Q))if = Sijge(X-Q) nj(Q) + .13. u(X) = Kg(X) . [Vu(Af) we see that CJ((.) < J Nf pu T (FJ.11.2) will 4nIXI3 be given in the form of a double layer potential. da) .u2.p) to (3. This finishes the proof of Proposition 3. with p tending to 0 at oo. applying (M.1. do) in the non-tangential sense.2.3-1)2t2o(U.) C 2 Vut(Af 1) 2da< J LVu(Af) 20u t(Af1 ) faD Nf tpu .2. and N(u) e L2(c7D.2. We will keep using the notation intro- duced in part (a). Thus.1. Kenig and G. do). (b) The Stokes system of linear hydrostatics In this part I will sketch the proof of the L2 results for the Stokes system of hydrostatics. where q'(X) = Our solution of (3.

faD F(P .da) 5 + nl(P)g3(P) nl(P)n)(P) (d) aXl (Sg )j (P) == +-. fdD IH (Q)F(P-Q)Ij(Q)da(Q) (c) IIN(VS0IIL2((3D. g(P)> 2 2 + P. where Kg(P) .2. da) of the operator 2 I+K. where (H(X)r(X-Q))ig = ni(x) aXIP (X-Q) .da) +I(2 I+K*) 9 L2OD. As in previous cases. We will also use the single layer potential u(X) _ Sg(X) = faD r(X-Q)g(Q)do(Q).P.1. one has: LEMMA 3.4) I2 I-K*)2L (aD. Sg be defined as above.aa) ' (b) (Kg)±(P) = ± 2 g(P) .2. reduces to the invertibility in L20D. see [25].da) III g IIL2(aD.V.da) 1 .2 (at least the existence part of it).4.178 CARLOS E. div u = 0 in D and D-.V.p.V. they both solve Au = Vp in D. Then. Let Kg. J For the proof of this lemma in the case of smooth domains. it is enough to show (3. and D-.v. faD {H(P)r(P-Q))g(Q)da(Q) .Sil qf(X-Q)nj(X).3. In the same way as one establishes 3. The proof of Theorem 3. do. Also (a) IIN(Kg)IIL2((?D. KENIG arig (X-Q)nj(Q). faD {H'(Q)T'(P-Q)jg(Q)da(Q).da) CII9IIL2(OD.2. with g c L2(cD.Q) g (Q) d a (Q) aPi (e) (HSg)±(P) 2 g(P) + P.) <N(P).).

2.2. Let h. f aD hFnPaS 1 a 1 Sdo=2 J aD hFaX F da-2 f 3D PnS h fa F da.7 and Lemma 3. and the divergence theorem. Let u.5. fP2do<C fIvn2da aD aD where C depends only on M. LEMMA 3.2. from 3. div u = 0 in D.p. is that. Then.p be as in 3. Then.5.2. if av aN . Choosing h = e3.2.6. LEMMA 3. ass our 3D The proofs of 3. Then. and that u.2. Let h be a constant vector in Rn.5.5 and 3.5.2.da. and suppose that Du = Vp.7.6 we obtain COROLLARY 3.2.6 are simple applications of the properties of u. we see that. J hFnFp2da=2 fhr aNpda-2 fhrA i aNda+ aD 3D 3D +2 fhns_. A consequence of Corollary 3.p and u be as in 3. then we have .p and their derivatives are suitably small at co.2.2. ELLIPTIC BOUNDARY VALUE PROBLEMS 179 This is shown by using the following two integral identities.

3 e) and Corollary 3.4. To prove 3.5.2. Moreover. the right-hand side is bounded by 1 /2 1 /2 (' j2da) CJ Vu-1 2do fins aD ' (9D 3. Using this fact. Let u.8. that f D 1Vu 12dor < 2 C f. IN.9D ICI do. we see that 3. by Schwartz's inequality. using 3.2. Proof. let u = S(g).5. Then.2.2. KENIG COROLLARY 3.7 once more.5 clearly implies.4 follows.2. fVt2da I fnS2da.2.2.5 shows that f pul2da<C Jf Vtu12da+I fPnsh-cda e aD aD I aD By Corollary 3.1.2. which is of physical significance.180 CARLOS E.8 follows now.2. arguing as in the second part of the Remark 2 after 3.2.2.3. Vtu and ns !2!!! are 1 continuous across 3D. By d) in 3. 2 dam l aD aD i aD where the constants of equivalence depend only on M.7.8. the so-called slip boundary condition . 3. 3. 3.2. In closing we would like to point out another boundary value problem for the Stokes system.p be as in 3.

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.

Krantz* §1. (II) Use differential forms and Stokes's theorem. (1. Let A = (z EC : Jz j < 11.2) yield Work supported in part by the National Science Foundation. 185 . These are (I) Exploit symmetry of the domain. Three basic methods for obtaining integral formulas We begin by discussing three ways to think about integral formulas on domains in Cl. define On(Ceie) = rlnlein9 Then direct calculation shows that n(0) fnd0. The splendid lecture notes prepared by Li Hui Ping. then f has an L2 convergent Fourier expansion 00 f(reie) =n=`w an0n(reie) (1.1) and (1. For n c Z. Discussion of f. with a view to finding techniques which might generalize to Cn.2) By linearity. all n 0 . (III) Use functional analysis. Now if f is harmonic on a neighborhood of A. INTEGRAL FORMULAS IN COMPLEX ANALYSIS Steven G. Li Xin Min and Ye Ke Ying greatly simpli- fied the task of writing this paper.

we exploit more symmetry.3) holds in particular for holomorphic f . A is biholomorphic (i. and onto. Now (1.3) as 2n fC(C0 f (O) Tir-i f eie. called a Mbbius transformation. Then (1. has the following properties: (a) 0: A -.186 STEVEN G. If f is holomorphic on a neighborhood of A. KRANTZ f (0) = f(ei0)d0 . one-to-one.4) is the Cauchy integral formula on the disc for the point z = 0.4) o Y where y(6) = ei0. (b) 0(0) = z (c) 0. 0-1 are smooth on a neighborhood of A. In order to obtain the general Cauchy formula. Recall that if z r A is fixed then the function 0(0_oz(0=i +zC .4) applied to g yields f(z) = g(0) = 21 £g(e)de= 1 Y f Y 00(e) de Change variables by e _ 0-1(C) = Then f( z) = 'ri f f(O 1 1d C Y 171 _(o . with a holomorphic inverse). holomorphic.0 (iei0d®= d (1.e. 0 < 0 < 2rr. then we rewrite (1.3) f21T 0 Of course formula (1. define g(e) = f oO(e). (1.

6) vanishes. . REMARK 2.5) 1 f(z) = -z 1=z y = 1 fCQ -Z dC 27ri + fr Now the numerator of the second integrand in (1. In Cn the limitations are even more severe. then we cannot argue that the second integral in (1.6) is a holomorphic function of C which vanishes at 0.6) now becomes f( z) _ 2ni fy Cf(C) -z dC which is the Cauchy Integral Formula for the disc. see also [321. Instead. REMARK 1.5) gives 2n y. a little algebra applied to (1. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 187 and logarithmic differentiation of 0-I gives 27i f 00 + z dC (1. If f is only assumed to be harmonic. Formula (1. after we develop a lot of machinery. we shall return to the concept of symmetry in Cn and gain some new insights. By (1. only the disc (and domains biholomorphic to it) has a transitive group of biholomorphic self maps.4). Indeed in Section 7. the second integral vanishes. f(z) = Zn f(ei9) 110_ z2 2 d le -z10 This is the Poisson Integral Formula. Among bounded domains in C.) Thus approach I has serious limitations in CI . (This follows from the Uniformization Theorem.

dx> =0. then -fi and ay=-1. aj_2c+iay) az 2 lay The motivation for this notation is twofold. Recall that in real differential analysis on R2 we use the basis ax . <az. all ay linear first order differential operators are linear combinations of these) and dx . it is convenient to define differential operators a -1 (ax a a a _1 (a a .188 STEVEN G.e. It is immediate that <. dz> _ < a. In complex analysis.dy>=1. First. KRANTZ Discussion of H. // (1. a 3j7z z=1. <dy>=<1. with u and v real valued. az . We need some notation. if f( z) = u(z) + iv(z) is a C 1 function. Thus = 0 means that f is ho lom orph ic. .dz> = 0. z= -z=0 Secondly.idy . dz = dx . for the tangent space (i. We have the pairings <dx>=<$. dy for the cotangent space.7) which is the Cauchy-Riemann equations. We also define dz = dx + idy.dz> = 1 .

dz A dz . all zci . If SZ C C is smoothly bounded and f is holomorphic on a neighborhood of ci then f(z) 2ni f. Recall STOKES' THEOREM.!2dC. if ci C CI ti R2 and u is a 1-form as in (1. a Now we can prove THEOREM.10) (t as j)dzA. (1.9).8) and we define the exterior differentials au = ab dz A dz . (1. an sZ In our new notation. If ci CC Rn is a bounded domain with smooth boundary and u is a smooth form on ci then fu = fdu. then Stokes' Theorem becomes fu= fau+u ale 11 (1. X = . INTEGRAL FORMULAS IN COMPLEX ANALYSIS 189 An arbitrary 1-form is written u(z) = a(z)dz + b(z)dz (1. = -z aci .9) Clearly du = au + au.8).

if we assume that f is smooth but not necessarily holomorphic. 0 REMARK 1. will be valuable later on. ti ti ti ti This last is 0 by (1. 0 < 0 < 21r.12) f(z) 2ai ff C -z 2ni J -z This formula.E). we obtain 21r f-!d= J (' f(z+Eei0)id9 2aif(z) o as E -. fu(i= fdu=_j(2)dAd.E) Parametrizing 3D(z. KRANTZ Proof. Thus. aft). Define D(z. Fix z e it. In the proof of the theorem. (1. then the right side of (1.190 STEVEN G.E) = 1C E C : IC-zI < El and it = it\D(z. 0+. valid for all f c C'(KI). Thus the proof of the theorem yields f(/a A dJ. but not on all of it ). Thus. This completes the proof.11) does not vanish. Let E < distance (z.E) by C = z + Eeie. since aft = dl2 U 3D(z. we have fu() = J u(O aft 3D(z.e) (with suitable orientations).10). . by (1.7). We apply Stokes' Theorem to the 1-form u(C) _ f(t dC on the domain it (note that u has smooth coefficients on a -z ti neighborhood of the closure of it. instead it equals dC A dC.

we used the fact that is holomorphic with an isolated singular point at z . holomorphic functions never have isolated singularities. the method of Stokes' theorem will not general- ize to Cn. Also sup 0 f If(()I2da( )I/2 I II f L2 (f) E If ITE: 09 E i3f is normal projection then (f I au E) (17 E)-I' f in L2 (do) <f. If Q C C is a smoothly bounded domain and if E > 0.) That this definition is unambiguous is a technical matter (see (31. Each f e H2(fl) has associated to it a unique f e L2((3Q). (1. We shall need PROPOSITION ([311). say 0 < E < E0. In Cn . If E is sufficiently small. As it stands. Define H2(fl) = f holomorphic on 0: sup O<E<E f If(C)I2ds(C) < 4 . INTEGRAL FORMULAS IN COMPLEX ANALYSIS 191 REMARK 2. Ch.13) an . 0 do E (Here ds is the element of arc length. 81).g a H2(SZ) . n > 2 . Discussion of III. then 0E will also be smoothly bounded. 00) > E 1. A more sophisticated approach will therefore be needed. Namely.g> = ffda for f. The Poisson integral of f is f. define S1E _ {z a iZ : dist(z.

(1.el) I (Stokes) 1 dC 2771 C -z a1Z el < --L.13) and (1. Let Et < U (distance (K.192 STEVEN G.14) zEK Proof. Fix z E K. .2nE1 aloe 1 (Schwartz) 1/+ < C(E1) S)l2ds(OI/2 If(y J < C(K) IIf1IH2 . 311) ). if K C Sl is compact then there is a constant C = C(K) such that sup If(z)I < C1101 H 2s all f E H2(0) . ffIds .14) imply that H2(fl) is a Hilbert space. KRANTZ BASIC LEMMA. C fF-f(z). Fix z c fl and define the functional Oz :H2(11). Then 1f(z)1 ° 1 I 2m z dC 3D(z. Now (1.

z eSl. > = 1 .. C) the Szego kernel (see [31..n .15) ail Formula (1. 11 for further details). j = 1. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 193 Then the lemma.0 _= 21r.. (1. and the disadvantage of being non- explicit. Formula (1. REMARK 1. with K = {z#. j and all other pairings are 0.kz>. You will rediscover the Cauchy formula! §2.15) has the advantage of working on any smoothly bounded domain (even in Cn ). j It is easily checked that a_ zj = T =1.idyj. all f fH2(Sl). In other words. As an exercise. dzj> = <-.12) is called the Szego formula and kz(c) = S(z. all f eH2. <-l. shows that ¢z is continuous. Then use Mobius transformations to calculate for any z f A. Ch. check that when Sl = A C C and z = 0 then S(z. f(z) ff())dsQ) . The Cauchy -Fanta ppie Formula Now we begin to consider integral formulas in Cn. For purposes of differential analysis we introduce the notation a 1 !a =2 ' aa 1 2 (1)"ij dzj = dxj +idyj . The Riesz Representation Theorem yields a unique kz f H2(il) such that 95z(f)=<f. dzj = dxj .. .

. (9zj j so f is holomorphic in the one variable sense in each variable separately. A . di. (If 0 < p. we introduce two special forms: if w = is an n-tuple of smooth functions then we define the Leray form to be 77(w) = I (-1)l+lwj A dw1 A A dwj-1 A dwj+1 A . then u is called a form of type (p.A dwn . KRANTZ If a = are tuples of non-negative integers (mufti-indices) then we write dza = dza.q e Z and the sum in (2.1) a. (Note: this means that df = 0. 1131 = q only.1) ranges over jai = p.. A d 1 Q A differential form is written u=Iaa.. A C1 function f is called holomorphic if Ju = 0. j=1 Likewise m(w) =dw1 A. dz ru = a# dzj A dza Adz c3i a calculation (or functoriality).. . A dzak .. du = au + au.f3 with smooth coefficients a a/.) Finally.13 = dz16A .. Adwn.6 dzaACZ /3 (2.q) .194 STEVEN G.) We then define au = t dzj n dza F.

then for any z e 11 we have f(z) _W (n) f 1(i) i w) A W (C) . 1 _2ni 1 C-z nW(n) The Cauchy-Fantappie formula becomes f(z) m f f(C) dC. wj and n I wj(z. REMARK 1. then w = wl = 1 (of necessity). INTEGRAL FORMULAS IN COMPLEX ANALYSIS 195 We define a constant W(n)= J W(C)AW(C) B(0.r) = IC a Cn : IC -z I < r 1. . formula). So 4-z rl(w)_---. THEOREM (The Cauchy-Fantappi(. Let Sl C Cn be a smoothly bounded domain. Now we may formulate a generalization of approach II in Section 1.2) jj=1 If f e Cl(1) is holomorphic on 0. we make some detailed remarks. In case n = 1.4)'(Cj-zj)-1 on iZxSZ\A. z do which is just Cauchy's formula. Assume that w = cC°°(SZ x SZ\A). 3) do Before proving this result.1) Here B(z. (2. (2 .

j=1 ..w2 w2 1 1A dC. I.. w(z.0 _ _ Cn-n . we get a form of the Bochner-Martinelli formula: 4=z2) f(z) = z(2) 5 f(O IC-zI A dC1 Ad 2 for f c C 1(Sl). holomorphic on Q. Let us calculate what the theorem says for this w in case n = 2.0) 1-z1 . For sim- plicity. However an interesting example is given by (wi(z. Now we turn to the proof of the Cauchy -Fa ntappie formula. A dC2 a 1 (X2 which by direct calculation .c) (cj-zj) =1 .0. by the theorem. Let 2 a=(a1. As soon as n > 2 .2z q dc-1 + IC _z q A dC1 A dC2 IC -z Thus..196 STEVEN G.2) no longer uniquely determines w.a2) cC00(SlxSZ\O): 1 aj(z.wn(z. dC2 aC2 1 . KRANTZ REMARK 2. the condition (2.. we restrict attention to n = 2 . Now r!(w) A c(C) _ (w 1dw2-w2dw 1) A dC1 Ad C2 w1 aa1 2dc1 + w I ..

al.f then we define B(a'. a2) A Ev(C) + f(C) dCB(a1. (2) c3CB(a1.B((31.f(C) A B(a1. Assuming (1). Letting wI c aI =a2 = EJ (C2-z2)/K zI2 we have (observe that B(at. a2) A W(C) =0+0=0. (3) If a I.a2 E `.a2) = q(w) ) J f(())7(w)AW(C)= ff()B(ata2) A w(C) (2. . by (2). INTEGRAL FORMULAS IN COMPLEX ANALYSIS 197 If al. a2) A W(C)) = a. al) . RI. al) does not depend on aI . let us complete the proof (note that (1) is used only to prove (3)).a2) =det(a'.5) ag do Note that. (2) and (3) for the moment. R2 E f then B(a1.dal) _I aES2 E(a)ao(I) A We claim that B has three key properties: (1) B(a'. a2) = O . dC(f(() B(at . R2) is J exact.

SO).62)AW(C).E) But the first integral = J f(()dA A W(C) aB(z.E) f f(C)IB(al.6) a6(z.E) = 0. since a9B(z. by Stokes' Theorem.198 STEVEN G. Thus (2. by (2. 62)1 Atd(C) (2.E) which.a2)-B(j61.7) =0.E) + B(j6 1.4).e) (for some A.5)-(2.62) A W(C) Al 3B(z. . by (3)) = f d(f(() A A A W(C)) 3B(z.7) give f f f(C)B(j61.5) = f(C)B(a1. JaB(z. letting 0 < e < dist (z. we have by Stokes' Theorem that (2. KRANTZ Hence..a2) A 0)(C) J aB(z.e) (2.

z) A W(C) . we have B(a1. 0 We conclude this section by proving (1)-(3). E4 J 3B(z.E) = 1 f (C) rl(. a2) = det 1 det (C1-z1)(C2-z2) .E) = 4f(z)E4 2(a(J)Au(C)+0(E) J B(0.E) J f (z) rK -) A 0)(t) + ((E) =13B(z. For (1).E) 4 (Stokes) = 4f(z) 2((-z)Aw(C)+O(E) 64 J B(z. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 199 = A W(C) J I C-z l4 3B(z.0 yields the desired result.1) = f(z) 2W(2) + O(E) Letting E .

these techniques are either unavailable. infinite products. For (2). power series. The full result follows by continuity. Introduction to the a problem One of the principal problems in complex function theory is the con- struction of holomorphic functions with specified properties. p2) = B(a1. . In one dimension. In several variables. as in (1). 1 det (C1-zl)(C2-z2) ((C22)a2 aC ((C2-z2)a2) _ (Cl z1) ? a2 This calculation is correct for C1 z 1 . integral formulas. by adding row 2 to row 1. and so on. §3. much less useful. there are a number of highly developed techniques: Runge and Mergelyan theorems.200 STEVEN G. KRANTZ which. For (3). use (1) to write B(a1. imitate the proof of (1). a2) . a2-P2) ai (ai-bi) = det a21 'j (a 2-b2 Now an easy calculation. or much less accessible. C2 z2.B((31. shows that this last equals aA where A = det a2 a2 2 This completes our discussion of the Cauchy-Fantappie formula.

A simple calculation shows that.72. This differ- ence can be explained in part by the fact that the equation au = f is really n equations f one unknown (namely u ). linear independence considerations yield that '2 = 0. Let S1 C C2 be given by 11 = (B(0. It is easy to check that a is elliptic on functions in the interior of a given domain. The three basic considerations about a PDE are existence. hence. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 201 The two most prevalent techniques for constructing functions in several complex variables are sheaf theory and the inhomogeneous Cauchy-Riemann equations. for n > 2 . Hence au = f necessitates of = 0. The following example shows that the compatibility condition of = 0 does not by itself guarantee existence of u. So interior regularity is not a problem. Notice. n The setup for our study is that. To these we now turn our attention. for a given form f = .SI f j(z) dz j . that when tion is equivalent to n=1 vkj = . for us. Notice that since 0 = d2 = a2 + + . Also. For n > 1 1 the system is then "over-determined" and a compatibility condition is necessary. since the kernel of 3 consists of all holomorphic functions. For n = 1 the system is not over-determined.0). k. So. uniqueness and regularity. the condition df = 0 is always vacuously satisfied. if u exists. it will be smooth whenever f is (we will see this in a more elementary fashion later). however. existence is the main issue. we seek a function u such that au = f .4)\B(0. The latter interact strongly with the subject of integral formulas. this compatibility condi- aft af k all j.2)) U B ((2. and in any case are a more flexible technique than the former. EXAMPLE. uniqueness is out of the question. 2/ .

C1 Now that we know that du = f is not always solvable. let Then f is smooth and j 'closed on Q since zl 1 is well-defined and holomorphic on supp (drl) fl 11.0). KRANTZ Let U = B ((1.41 n 1zt=11 .0) (since f is) hence h has a singularity at. If there existed a u satisfying Al = f then the function h =_ u would be holomorphic (Jh=0) on zt-1 cl\IB (1. (1. let us turn to an example where it is useful to be able to solve the a equation.2) which does not continue analytically to (1. Finally.4)\B(0. Let 0 e C° (U) satisfy --1 on V. for instance.202 STEVEN G. . 2) and V = B ((1.0).0).0). 4) as shown. But u would necessarily be smooth near (1. This contradicts the Haitogs extension phenomenon (an independent proof of this phenomenon will be given momentarily). Thus we have created a function holomorphic on B(0.0).

1) is "yes. is holomorphic on a) but could not have an extension G (else the Hartogs extension phenomenon would be contradicted). ti Then F gives a C°° (but certainly not holomorphic) extension of f to Q. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 203 EXAMPLE. Suppose that w C Cn is a connected open set such that whenever f is a smooth a-closed (0. so there is a C°° function 4 on fZ such that 0 = 1 on a rela- tive neighborhood of co and = 0 on a relative neighborhood of B. ... Then the answer to (3.1) on co (in an obvious sense). Consider the following question for an open domain it CC Cn : If w = fl fl 1zn = OI' 0 and if g is holomorphic (3. then the trivial extension g(zi. However if 0 = B(0. Let u: Cn . o THEOREM.z f l : nz / col.0).0) = 1/z.zn_1.." Proof.0) will suffice. w are disjoint relatively closed subsets of fZ.2)\B(0. ti Define F on fZ by c(z) f(n(z)) if z e supp q ti F(z) _ 0 else. Then B..1) form on fZ then the equation au = f has a smooth solution.1) C C2 then g(z1.Cn be given by (z1. Let B = . can we find G holomorphic on ft such that GIC0 = g ? If 1 is the unit ball.zn-1.

k > 1 . 4 = 0 in a neighborhood of n f1 {zn=0# so the right-hand side of (3. Thus we have ample motivation to prove our next result. and define f = (z)dz. With this in mind. Then u(z) = 2i dC A dC J J . Thus our hypothesis is satisfied and a ti u satisfying (3.2) is smooth on Q.zn' 3u=0 or n) zn (3. KRANTZ We now seek a v such that F + v is holomorphic and F + vIw = f. Our two examples show that solving the 3 equation is (i) subtle and (ii) useful. Proof. LEMMA. Now f o n is holomorphic on supp (b and zn is holomorphic so all that remains is (f°n) . We have . we take v of the form zn u and we want d(F+v) = 0 or =0. Therefore F .F +v has all the desired properties. Also it is easily checked to be 3 closed.2) The critical fact is that. Let (he CS(C) . by construction.2) exists. -z C satisfies u e Ck(C) and 3u = f .204 STEVEN G.

R). We apply Remark 1 of II in Section 1 to 0 on D(0. contrast the Lemma and Remark with the following result.R) to obtain that the last line (C)dC 2ni J z aD(0. R) where D(0. o REMARK.R) ) then a contradiction arises as follows: 0= J udC= J aD(0.R) is a disc which contains supp 0. Mean- while.R) The integral vanishes since 0 = 0 on (91)(0. We explore this theme later.R) D(O. hence au = f . Observe finally that u e Ck by differentiation under the integral sign. Indeed if f f 0 0 and if u were compactly supported (say u C D(0.R) The supports of solutions to the a problem explain many phenomena in one and several complex variables. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 205 0 "U az a (-L )g-2ni ff C f(a/)(+z) do A dC 2ni fC w d6 (o d A dC II 1 2ni D (0. . In general. the u given by the lemma will not be compactly supported.

. Then for any 1 < j < n the of function (kl(z dC A dC uj(z) _ . Next..zj-iX'zj+l. this last equals <bm... The proof actually shows that u is zero on the unbounded n component of c(U supp (kj). Let n > 1 and let D(z) _ q5 1dz 1 +-. + (kndz 1 be Xclosed on Cn and suppose each (kj CC(Cn). Fix 1 < m < n. KRANTZ THEOREM.. Notice that. then uj = 0 for zf large (since then (kj = 0 ). if f V j . uj e CCn) by differen- tiation under the integral sign. uj . u = 0 off a compact set.up . 2ni ff C By the lemma. Thus 9uj = 0. by analytic continuation. It also shows that there is at most one j=1 . So. 0 REMARK. Finally.zn) uj(z) '3z_rn dC A dC M.. We need to check that auj = (kj 1 < m < n. Also uj is holomorphic for zQ large (since du = 40 is then 0 )... Moreover uj = of for all j. If fim m = j then the result follows from the lemma. C-zj C 4m dCAdC. If m ' j then use the compatibility condition d0j = -m to write Sam azj j (zl'.217i 1 ff C C_zj satisfies uj a Ck(Cn) and aut = 40.206 STEVEN G. Proof.0 since it is compactly supported and holomorphic.

Let fZ C Cn. n > 1 . The theorem of Section 3 now guarantees that there exists a v satisfying (4. Let K C 9 be compact. Assume that Q\K is connected. f is smooth and compactly supported in Q. Now (k . In the present case. Thus F + v is . ti Then F is a C°° extension of f to 9. connected open set. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 207 compactly supported solution to au = f .I near M so (. Thus we seek v satisfying a(F +v) = 0 or 49 ((k f)+av=0 or 0'v = (-) f (4. the remark following the theorem guarantees that v = 0 near aa.1) since f is holomorphic on supp 0. Choose (k F C°°(S1) such that (k = 1 in a neighborhood of an and (k = 0 in a neighborhood of K. We now seek v such that F + v is holomorphic on Q (and ti F +vjQ\K = f ). If f is holomorphic on Q\K then there is a holo- morphic F on 9 such that F Ia\K = f . Moreover. be a bounded.1). THEOREM (The Hartogs Extension Phenomenon). but it is not in general holomor- ti phic. one exists and is given by an integral formula. Define O(z) f(z) if z FQ\K ti F(z) = 0 if zcK. Proof. §4. The Hartogs Extension phenomenon and more on the a problem We have cited the Hartogs extension phenomenon in the examples of Section 3. The reader will want to check that the proof of it that we now give is independent of those examples.

F?+v = V _ f = f.E) for a small hence. and hence at P. notice that for n = 2 the set E is discrete and the result follows from (i). by the Hartogs phenomenon.(P. The Hartogs extension phenomenon has several interesting consequences: (i) A holomorphie function f in Cn . and E is a complex manifold of complex codimension at least 2. For n > 2 .r)) satisfy = 1 on B (P. use the theorem of Section 3 to give another proof of this assertion.2E). That is a contradiction (ii) A holomorphic function f in Cn. E C U. then f would be holomorphic on B(P. Now we return to discussion of the d operator. (Hint: if g is smooth on B(P. (4) Estimates and regularity. To see this. cannot have an isolated singularity. then apply (i) to 1/f to obtain a contradiction. Define ``Apply u =95-v and f = d(¢ v) = v/+c g. the theorem . n > 2 . o Notice how the hypothesis n > 1 was used in the proof to control supp v.208 STEVEN G. on B(P. There are essentially four aspects to this matter: (1) Existence of solutions. 4/ . we have noted that ellipticity considerations imply that when av = g then v is smooth wherever g is. KRANTZ holomorphic and. If it did. As an exercise. If it did.r).2E)\B(P. (2) Support of d data and d solutions. F + v = f on U and the result follows. say at P. Let E Cc 1B 2satisfy c = 1 on B (P. (iii) If U C Cn is open. n > 2. (3) Choosing a good solution. 2) . cannot have an isolated zero. the result follows from the case n = 2 by considering f j(il\E)ne ranging over all two dimensional complex affine spaces QC Cn. f is holomorphic on U\E. By analytic continua- tion. Regarding (4). then let 0 E C° (B. near ail. where "good" means smooth or bounded. then f continues analytically to all of U. say at P. When Ju = f.

Given f . then there is a u e L2(f) with dAU = f . See [26]. decomposing f as f = (V J0 v) + (1 i)( v)+ g. First note that if au = f then also a(u+h) = f for any holomorphic h. These terms will be discussed in detail in Section 5. or C°° up to the boundary). and others. and other solutions. or L2 . which is orthogonal to holomorphic functions. (Exercise: the L j 1L canonical solution also satisfies this estimate. Also lull 2 < C(f) i 2 See [20]. then there is a u satisfying au = f and lull < C11lf]1IL°. (In this section we shall take "pseudoconvex" and "strongly pseudoconvex" as undefined terms. Topics (1) and (3) are more subtle. bounded. [4].e. We now briefly review some of what is known about the Kohn solution. Catlin [3]. to the a problems on domains in Cn. Topic (2) has been discussed vis a vis the Hartogs phenomenon.) (b) If Q C Cn is smoothly bounded and pseudoconvex and f = ifi daj is a a-closed (0.) This is all that we shall say about interior regularity.e. (c) If Q C Cn is strongly pseudoconvex with C2 boundary and if f = ifjda] is a a-closed (0.1) form with bounded coefficients. [27]. This solution has been studied by Kohn [25]. for now.1) form with all fj a C°°(1) then there is a u e C°°(Q) satisfying au = f..) (a) If SZ is a bounded pseudoconvex domain in Cn and f = ifi dzj is a a-closed form with all fj e L2(f). i. It is often called the Kohn solution or canonical solution to the a equation. a pseudoconvex domain is a domain of existence for the a operator. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 209 of Section 3. The L°° . How does one find a nice solution? An idea from Hodge theory is to study the solution u to au = f which is orthogonal to the kernel of a. Greiner-Stein [16]. It is not known whether the canonical solution has this property. [28]. one cannot expect all u + h to be nice (i.

f Inns(P. [30]. A holomorphic function f : St C is called singular at P if for every e > 0. Sobolev. One feature of the theory is that the operator assigning the canonical solution Kf to a -closed (0. It is useful to be able to construct singular functions. See [11]. Often we'can nearly do this in the sense that we can find a neighborhood U of P and a holomorphic function on u fl a which is singular at P (this is'called a local singular function). If P E 30 and there exists a local singular function at P which is bounded off any B(P. KRANTZ canonical solution has this property. and others have proved uniform estimates on certain weakly pseudoconvex domains. We conclude this section with an example of how estimates can be useful. . Henkin [17]. [22]. Then the problem reduces to extending local singular functions to global ones.F) is unbounded. LEMMA. [16].1) form f is compact in these norms. (d) Complete. It is not known on which parameters the uniform estimates depend (however see [13]). Sibony [39] has shown that there are smooth pseudoconvex domains on which uniform estimates for d do not hold. These estimates hold for the canonical solution. Let Sl C Cn be a domain on which the d operator satisfies uniform estimates. This compactness is best exp-essed as a "subelliptic estimate" (see [27]). See [16]. [35]. Range [38]. [17].210 STEVEN G. DEFINITION. Catlin [4] has announced a characterization of those domains on which d satisfies a subelliptic estimate. estimates have been computed on strongly pseudoconvex domains in Lipschitz. Besov and other norms. Many times an estimate tells us how to choose the right solution to du = f. Let SZ C Cn be a domain and P r 30.e) then there exists a global one. and sharp.

We shall prove later that (i) uniform estimates for the a operator hold on ct and (ii) local singular functions satisfying the hypotheses of the lemma exist for each P e Al. For the construction of F . Let Hij be the L2 holomorphic functions on ct U B (p11 j = 1. Let g : U no . and T : X . Con- sider the restriction map yij : Hij A2(cl). Take F e A2(ct)\ U X. Set f = ¢i g + u and solve a a problem to find a bounded u.. Assume the claim for now. Xij A2(cl) for all i. Now we will prove that there is an L2 holomorphic function F on ct that cannot be holomorphically continued past any boundary point.Y a continuous linear map.. . let IPili° I be a countable dense set in act.. Let k eC°°(U) satisfy q = 1 near P and ¢i e 0 off V . j . By taking a suitable root of the local singular function and applying the lemma. (2) T is an open mapping. Then the following are equivalent: (1) T(X) is not of first category in Y . we may construct for each P e act a singular function Fp at P which is in L2(1Z).i Il PROPOSITION. This shows that ct is a domain of holomorphy and essentially solves the Levi problem (see [311). This is the F we seek. The claim now follows from- i. (I am grateful to R. Then f is a global singular function at P Fix a strongly pseudoconvex domain Q. Define Xij = image yij C A2(ct).) o .i ' U X A2(9).2. Proof. This a variant of the Open Mapping Theorem for Banach spaces.. Because FP exists for each i .. (3) T is onto. We claim that i i. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 211 Outline of proof. Let V be an open neighborhood of P such that V C U. Let A2(1l) be the L2 holomorphic functions on ct. Let X and Y be Banach spaces.C be a local singular function at P. Huff for this proposition.

212 STEVEN G. we need to discuss inner products. If z. (ii) If 1 is smoothly bounded and convex. then iZ can be written as an increasing union of strongly convex domains. a C2 function y = f(x) is called convex if f"> 0. however.. In calculus. A domain is convex (strongly convex) if each boundary point is.. If SZ = }p< 0} we say that f1 is convex at P E all if In j.aN) E RN :fax (p) 0} )1) J Then Tp((At) is the (real) tangent space to c3 at P. let Tp(au) = (al.1) We say that f1 is strongly convex at P if strict inequality obtains in (5.. EXERCISES (see [31 ]): (i) For a smoothly bounded domain. Q E Q and 0 < t < 1 then (1-t) P + tQ ( fZ. Then fZ is called geometrically convex if whenever P. (iii) The above definitions are independent of the choice of p. geometric convexity is equiva- lent to convexity. How are these ideas related? If 11 has smooth boundary. w (Cn .1) when 0 a c TP(dfZ).. we define the Hermitian inner product . In order to understand the role of convexity in complex analysis. then we may think of f1 as given by 0 =}x(RN:p(x)<01 for a smooth function p with V/p 0 on d11 (Exercise: use the implicit function theorem). (5. KRANTZ §5. The function p is called a defining function for f1. Convexity and pseudoconvexity Let Q C RN be an open set. k=1 a2 dx dx J J (P) a] ak > 0 Aa E TP(dul) . If P f aQ.

Also Re fp < 0 on t2 so we may choose 0 < N e Z such that 1/(f p)1 IN is holomorphic on 0 and in L2(1l).. We call `.. P e an. (3) With Tl.. ap(P)>Re = 01 . Thus if we define fp(z) = <z-P.'p(atZ).zn) = (x1+iy1..s 2n) then we define the real inner product 2n <z..w>H = I zjwj j=1 and if we identify z = (zl....wn) ti (S..w>Re =Re(<z... ap(P)>H then the zero set Z(fp) of fp lies in P + Tp(af2)..xn+iyn) ti (x1. then Tp(a1l) = Ia ( Cn : <a..11(atZ) the complex tangent space to c%) at P. Tl Thus 1/fp is singular at P. ap(P)>H = 01.w >Re = I tjsj ..xn.t2n) and likewise w = (wl.. let 5' p(9) = {a a Cn : <a.w>H) ...yn) (t 1. If a e J'p(9) then is e `.`I p(9S2) C Tp( ) and it is the largest subspace of Tp(atl) which is closed under multiplica- tion by i .. .. Also .---..y1. In particular Z(fp) n S c ac (and if is strongly convex then Z(fp) n aft = 4PI).. (2) If Sl = (z a Cn : p(z) < 01 has smooth boundary. Now if Il = #z a Cn : p(z) < 01 is smooth and convex and P e at1 then I lies on one side of Tp(ai2). P as in (2). j=1 Notice the following facts: (1) <z. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 213 n <z.

k=l 7 We call fl strongly pseudoconvex at P if strict inequality holds in (5. If P e afl is strongly pseudoconvex prove that if A > 0 is sufficiently large and p(z) _ (eAp(z)-1)/A then (P)w]`k > ClwI2. The rather technical notion of pseudoconvexity is vindicated by the following deep theorem (see [311): THEOREM.k=l 1 See [311 for details.3) I aZ az k i. By the argument at the end of Section 4. is always solvable.q) form. fl supports an L2 holomorphic function which cannot be analytically continued to any large open set. What is needed is a new notion called pseudoconvexity: DEFINITION.z a Cn : p(z) < 01 is smoothly bounded we say that fl is (Levi) pseudoconvex at P e afl if a2p 0 Vw e 3'p(on) . For convexity is not a biholomorphic invariant: con- sider 0: A C given by '(z) = (z+3)3. If U C Cn is smoothly bounded then the following are equivalent: (i) fl is pseudoconvex (ii) fl is a domain of holomorphy (iii) the equation au = f. EXERCISE.aZk i. So any convex domain is a domain of holomorphy. KRANTZ Thus each P e afl has an L2 singular function. (5. VP E afl. convexity will not tell the whole story. f a 3 closed (p. The domain is pseudoconvex (strongly pseudo- convex) if each boundary point is.214 STEVEN G.Vw E p(afl) .2) !mar aZ.2) for all 0 / w e fp(afl). (5. . If we want to understand domains of holomorphy. If fl =.

k=1 j k j. If iZ C Cn is smoothly bounded and P e all is a point of convexity then P is a point of pseudoconvexity. Proof. Let p be a defining function for Q. Solutions for the d problem We briefly describe the Hilbert space setup for Hormander's L2 theory of the d problem. Writing the definition of convexity in complex notation we have n d2 (P)aj ak 1. are generic. or see [31]) any pseudoconvex domain is the increasing union of smooth strongly pseudoconvex domains. Also (exercise. Adding the two inequalities yields the result.S are of course unbounded. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 215 This theorem means that pseudoconvex domains are the natural arena for complex function theory. In order to unify and illustrate the ideas introduced so far in this section we prove LEMMA.k=1 l n 2 ap (P)aa +12 . Let a e J-p((3il). but they are densely defined . in a certain sense. So strongly pseudoconvex domains. k=1 1 dzjdzk jk >0 But a similar inequality also obtains for is e fp(dil). o §6. We fix a smoothly bounded ft C Cn and introduce the notation o o =T L20 o L2(fl) 1)(1) L(o 1)(ft) 11 H1 H2 H3 The operators T.

dx) such that i9u = f.1). If SZ C Cn is smoothly bounded and pseudo- convex. in general. fails. . dY c5) * n F .dx). (However. there are delicate techniques for handling the boundary terms. and if f is a a closed (0. as stated. (6. It is easy to check that T. Rather than prove (6. S are closed.dx) coeffi- cients.216 STEVEN G. After the existence problem is thus tamed. Moreover. We now formulate a version of HSrmander's result. A leisurely exposition of all these ideas can be found in [311. . cannot be controlled. the weights can be eliminated (provided SZ is bounded) and one obtains an existence theorem in L2(i2. then there exists u E L2(fl. KRANTZ (since C' is dense in L2 ). An existence theorem for the a equation amounts to proving that Range T = F . then the boundary is effectively suppressed ( f becomes a complete Riemannian manifold) and the Hilbert space program outlined above works. which we will use freely in what follow: THEOREM (Hormander).) Hormander's idea [201 was to work not in Euclidean L2 but rather in L2 of the measure space a-Odx.1). it is an exercise in functional analysis to check that this is equivalent to proving an inequality of the form 1IYIIH2 < CIIT*YIIH . (6. in the strongly pseudoconvex case and on weakly pseudoconvex domains satisfying a non-degeneracy condition.2) reduces to (6.1) T 1 See [201 for details. Unfortunately this program.2) Notice that when y E F (6.1) from on SZ with L2(Sl. also S o T= 0 so if F= ker S then Range T C F. The difficulty is that the computation of T* gives rise to boundary terms which. See [251. If 0 is chosen to have certain con- vexity properties and to blow up rapidly at ail. it is more convenient to study the symmetric inequality {IYIIH2 <C(IIT*YIIH1+IISYIIH3) dy c T* n1DS.

We apply the Bochner-Martinelli formula to u (which is certainly in C(fl) I ). Apply Stokes' theorem to the form -z µ(0 = f(i)n A W(C) on the domain fl\B(z. We first need: THEOREM (Bochner-Martinelli). convex domain. 11) < e I is convex (hence pseudoconvex). Then for all z c fl we have f(z) = 1 P077 A W(C) nW(n) an . See [311 for details.e). Our next main goal is to obtain an integral formula for a solution to the 0 problem on a convex domain. C2. Let f c C I (1) . there is a smooth u on fl such that du = f. By Hormander's theorem. 0-closed (0. Hormander's theorem can be used to prove most of the theorems at the end of Section 5 characterizing domains of holomorphy. Imitate the proof of the Cauchy Integral Formula (or see [311). Now fix 1 a bounded. ff()A7J Q Proof.1) form on fl. Choose e > 0 so small that 1 == l z c Cn : dist (z. Let fl be a domain in Cn with CI boundary. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 217 REMARK. Thus . Let f be a smooth.

KRANTZ Z2 u(z) = fu(017 WW(n) au nW(n) f An -z{ z2 A)(t) (6.218 STEVEN G.3) (see the discussion in Section 4 on choosing a good solution). let ap -ap Xn (D(z. . nW(n) z2 Ate(()-n 1 The first term on the right is not useful. Now let v(z) = u(z) .3). by (6. with 4(z. 0 4)(z.3) fu()1? ff(4)A rl Z-a2 A.W(C). Then certainly 3v = du = f and.h(z). I d (C) (zj -Cj) and observe that j=1 Oxj H(z) = -1 fu(xw(z)) A is well defined and holomorphic in z (because w is). since it involves u . so we will remedy matters by subtracting an appropriate holomorphic function from the right side of (6. The Cauchy-Fantappie formalism now comes into play: If 0 =(p<01.

C.1) form on a neighborhood of 12 then the function . this 1 nW n) f d(u(C)rl(b) A G But d(u(C)rl(g) A au A ?7(g) A W(C) + u(C)d(n(g)) A W(C) = f A-J(g)AW(C) (this last equality takes advantage of the special algebraic properties of Cauchy-Fantappie forms). INTEGRAL FORMULAS IN COMPLEX ANALYSIS v(z) = nW(n) 1 {fu n / A .J uw«-z 12 asp ale nW(n) f Q A ri z_z =z2 Aw(C)-I-II. a-closed (0. applied on G. 11 f = Ip < 01 is C2 and convex and f is a smooth. Then I= n W(u) full(s) A 0)(C) aG By Stokes' theorem.0 to be a K z I2 form on G. A) = (1-A) + Xw(z. z-z Let G = SZ x [0. So we finally obtain HENKIN'S INTEGRAL FORMULA.1] and define g(z.

and show how to use Henkin's formula to obtain uniform estimates for solutions to the problem. For simplicity we work in C2 only. ) . KRANTZ v(z) . the Henkin formula is . Here g(z. and integrating out a .(g) Aa )f ^ [g1 dg2 dA-g2 dA AdC1 After some algebra. The standard reference for Henkin's work is [181. and (6vrelid [35]. and (P(z ( )(z. X) _ (1-A) . see also [311 Similar formulas were derived by Grauert-Lieb [111. Kerzman [221. 0 .n . VIP (D(z.z` 2+ Aw(z. So a f . .220 STEVEN G. Now we assume that i1 is strongly convex. W(n) 5 f(c) A n(g) A W(C) -J A 17 -z a satisfies dv = f on 11.

S)I4_zI2 all A (f +f2( ) n 1 f1(b) (_I= 1) + 2W(2) I K z I4 d1S n d Cz n dCl ^ d s2 1 2W(2) f ndC1 AdC 2 as + 2W(2) ( f2(C)A2(z.o < CIif11Lw (6. n dC1 ^ dC2 a + 2W(2) f2(C)B2(z.C)dz1 n dZ2 n dC1 ^ dC2 J Q In order to prove an inequality of the form 10 L. n dC1 ^ d62 ag + 2W(2) J f(C)B1(z.4) it suffices to check that .2-z2) + 2 (C)(1-z1) v(z) = 2W(2)J 4'(z. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 221 1 a 1 (C)(r.

The last estimate is by strong convexity .C)IdV(() < r C dV(C) Sl B(z. r3 0 For A 1 .2 (6.) Think of z r St as fixed..) By symmetry we check only j = 1 . Notice that. C>0. j =1. we must work harder.C)jdV(C) <C.2 (6. (Here d or is area measure on . KRANTZ flAj(z)idcr()<C. j=1. (This is where strong convexity plays a role. choose R > 0 such that B(z. writing the Taylor expansion for p about t in complex coordinates. Then f IB1(z.5) 190 and J IBj(z. we have dp ap p(z)=p(()+2Re (C)(z2-C2) + (quadratic terms) + (error terms) > 0 + 2Re (D(z.6) with the estimates uniform over z e 11. Thus . C) IC-z i2 of Al vanishes.l2 . C) + C lz.see Section S. R) D t1 for all z e Q. We need to know something about the degree to which the denominator 4D(z.222 STEVEN G. For B1 .R) R <C f r3dr=CR<.

Then fAi(z)da(i)= J + J . an B(nz. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 223 IRe (D(z. Introducing two additional coordinates t2 .`P(R) and 2 dp Re 5 (C)aj = 0 a ETp(SZ). As a result IImtI >C1t1I. we conclude that I(D(z.r0)lao as\B(rrz.C)I >2 (IRe w(z. i times the real normal direction) in ail.C)I + IIm(z. t3 centered at uz .S)I > CIIz-CI2 + Ip(z)II Let nz be the normal projection of z to Al.C at 1Z. say K-rrzI <r0.C)I) >C 1t1+t2+t3+Ip(z)I1 provided C is near nz.r0) . which span the complex tangential directions at nz . Recall that 2 ap (C) a j= 0 a c `. Let t1 be a coordi- nate in the complex normal direction at nz (that is. j=1 It follows that 2 2 Im I (Nzj-cj) = Im I z)(zj-Cj) + 00Z-0) =1 7 j=1 J measures (essentially) the complex normal component of z .

KRANTZ The second integral is trivially bounded since when iz-Cl > r0 then Al is bounded. The first is majorized by C .224 STEVEN G.1 I + t 22 + t 23 + Ipz)I) ti+t2+t3<Cr0 =C IpI+ItlI <t2+t3 IpI+It11>t2+t3 tl+t2+t3<CrO ti+t2+t3<Cr0 Y1+Y2 Now 1 IY11<C dttdt2dt3 I (t2 +t3) IPI+I t1 I<t2+t3 t1 +t2+t3<C r0 < C J 1 dt2dt3 t22 + t23 t2+t3<Cr0 r0 <C J Likewise ./t2 +t2 +t3 +p(z)2 dt ldt2dt3 J (t2I +t22 +t23 +p(z)2) (it.

as already noted. v as in Henkin's integral formula for solutions of the a problem. . B2 follow by symmetry. 1) To eliminate the hypothesis that f is defined on a neigh- borhood of ft we observe that for E > 0 small enough the domain 06 = fz Ef : dist (Z. IV II < C Y-IIfjIl L.1 I + IPI) IPI+It1I>t2+t3 ti+t2+t3<Cr0 <C I t2+t3<C r 0 t2+t 1 2 3 (Ilog(t2+t2)I+llog(Crdl)dt2dt3 2 3 0 C r0 <C f 0 (Ilog rl + log CI)rdr <C-<00. We have proved THEOREM. L°°(tt) REMARKS. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 225 dtldt2dt3 IY21 < C t22 +t23 (it. 3f) > e y . Thus f JAIIda<C <-o . an The estimates for A2 . With fZ strongly convex and f.

Then there is a neigh- borhood SZ of _Q. ) _Cj) + aP J J k k i=t J J k-t . the estimates in the theorem on 1lE depend boundedly on E (by a calculation).3)). Let it CC Cn be a strongly pseudoconvex domain with C2 boundary. Moreover. a C2 strongly convex domain U C Cn+k and a holomorphic imbedding F : c Cn+k such that (i) F(12) C U (ii) F(6\5) C Cu (iii) F(4) C au (iv) image F is transversal to X. Thus esti- mates can be obtained for f a smooth form on 11 with bounded coeffi- cients by applying a limiting argument to the solution uE of d(*) = f on QE. 2) The results of the theorem actually hold on smoothly bounded strongly pseudoconvex domains. a k > 0. This is most easily seen by using the following important result: THE FORNAESS IMBEDDING THEOREM [9]. For C E 9Sl fixed we define 2. The construc- tion of the Henkin solution to the a equation and the uniform estimates follow just as before.226 STEVEN G. KRANTZ is smoothly bounded and strongly convex. 3) The singular function c can be constructed more directly on a strongly pseudoconvex domain fl as follows: first write it = { p < Of where (C)wjwk>CIwl2 dw (Cn. J k (see (5. y L(z. The upshot of this theorem is that the Henkin singular function (D which we know how to construct on U can be pulled back to Q.

by solving a a problem (see [181 or [311) to obtain 4i n such that 5 n {z : d>(z. it follows that S(z. 1/L( . t) = 0} _. C) =I Pi (z. 0) Notice that. .. C) is a local singular function at C. Connections between various integral formulas and applications In Section 1 we constructed the Szego kernel for domains in CI .4) = fS(w)S(z. 0 (z)-Cj) j=1 with Pi holomorphic in z . By construction. Henkin's program may be carried out using this and w(z. §7. Now fix z e Q. has the property that there a neighborhood Uc of C such that sz n UC n #z : L(z. 0/(D(z. This. c) = 01 = I I and d>(z. By the reproducing property.z) . Recall that the Szego kernel for a domain 1Z is the reproducing kernel for H2([Z) .w)da(w) aQ = f ag = S(C. together with the uniform esti- mates for the a equation which we have obtained. ) a H2(fl) .z ) =S(C. We leave the details of the basic Szego theory in Cn as an exercise.c } . 011b(z. by the discussion in the preceding paragraph. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 227 The function L. and that follows in Cn from the Bochner-Martinelli formula. C) = (-PI(z.. How- ever the construction goes through for domains in Cn once one has the basic lemma. -Pn(z. called the Levi polynomial. 0. S(z. completes the program outlined in Section 4 to show that a strongly pseudoconvex domain is a domain of holomorphy. One can modify L..

(Try this when Il is the ball to see how this works . It turns out that the Henkin operator on a strongly pseudoconvex domain very nearly has properties (a)-(c). Now H is not quite self- adjoint.nWn) f(4)r!(w)A J w produced from the Fornaess theorem as in Section 6) maps L2(afl) onto H2(C1). 4) da where da is area measure on d fl. Therefore S is the Hilbert space projection of L2(8l1) onto H2(1l). First. It also turns out that (D(z. [361). KRANTZ Thus the operator S:f i+ has the following three properties: (a) S : L2(dQ) . 1 nW(n) f pn(z. This is a straightforward but tedious calculation (see [231).I(4.H2(fl) (b) S is self-adjoint (c) S is idempotent. Also H is idempotent.) .details are in [231. To see this. one needs to write (7. ) .z) vanishes to higher order at z = 4 than does (P.1) in the form N(z. It turns out that N is real. the Henkin operator H:fi. by a theory of non- isotropic singular integrals developed especially for boundaries of strongly pseudoconvex domains (see [81.228 STEVEN G. but it is nearly so.

Thus H . INTEGRAL FORMULAS IN COMPLEX ANALYSIS 229 As a result of the preceding observations. the kernel N(z.2) to a sequence Oj E Cc '(4) such that ) -. = H + HA + HAk + SAk+1 Now we know that each of the operators HA. HA2. Denote H* -H = A .2) = H + HA + (H+SA)A2 -H+HA +HA2 + SA3 . 0 is a kernel which is less singular than the original Henkin kernel. rather than being a non-isotropic singular integral operator (as is H ).S(H* . If we apply both sides of (7.are smoothing.z) n(z.S*H* = SH* Subtracting (2) from (3) gives S -H . S .. is a smoothing operator. The reproducing properties of S and H guarantee that (1) S = HS and (2) H=SH.H) = SA This is an operator equation on L2. C) N((. This observation of Kerzman and Stein is now exploited as follows. -. We may resubstitute the equation into itself as follows: S = H + SA = H + (H+SA)A =H+HA+SA2 (7.H* . Thus (3) S = S* = (HS)* .

the abstract Hilbert space theory yields a reproducing kernel for A2 which we call the Bergman kernel. the Berman kernel (denoted by the letter K) satisfies K(z. As in Section 1. In particular. sup If(z)I 5 CKIIf II K for K CC [Z. The basic lemma in this context. we obtain an equation relating S(z. H and S are equal modulo terms which are less singular.) Define <f. C). Fix a domain SZ CC (:n and define A242) = f holomorphic on SZ: J If(z)I2dVol(fl) < (Notice that. is easily derived from the mean value property for holomor- phic functions. Just like the Szego kernel.g>= ffdv ft [fil = f If 12 dV' /2 Q for f.z). C) = K(C. Thus the associated operator . for SZ smoothly bounded. many basic mapping proper- ties of S can be determined (see [36]).Exercise. The basic construction of Kerzman and Stein can be used in other contexts. KRANTZ in the weak`* topology on 91.230 STEVEN G. From this fundamental result. H2(fl) is a proper subspace of A2(fl) .g a A2(fl). C) and H(z. Let us turn now to one of these: the Bergman kernel.

for z E it fixed. provided we can calculate them. However a complication arises: the Henkin integral (7. we exploit the idea of Kerzman and Stein [231 to compare K with the Henkin kernel.w) Therefore we may set 2 gij(z) _ log K(z.z) = J K(z. The Bergman metric and kernel are potentially powerful tools in func- tion theory. K(z.A2(1l) is Hilbert space projection. Bergman (see [311) is as follows: note that.z) l 0-Til By a calculation (see [31]). I K(z. To do so. So B : L2(1l) . In particular it holds that if ( : flI .1) is a boundary .w) = distBerg(c(z).w)K(w.z)dV(w) 12 dV(w) > 0 . NW)) As a result. metric geodesics and curvature are preserved. It maps onto A2 (by construction) and is idempotent. the matrix (glj(z)) gives a non-degenerate Kfihler metric on iZ (called the Bergman metric) which is invariant under biholomorphic mappings.fl2 is biholomorphic then distBerg(Z. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 231 B:f H ff()K(zs)dV() 12 is self-adjoint. A remarkable construction of S.

B) The kernel and the curvature vary smoothly with smooth perturbations of M. The Cauchy- Fantappie formula is still valid with Tz replacing qz (since the integral takes place on the boundary where Tz = Oz ).i (Dn(z. for z c fI fixed.z . The following are the three principal consequences of these calculations for a smoothly bounded strongly pseudoconvex it : (a) As Q 3. The con- vergence is uniform over M. . Henkin's kernel has a singularity at = Z. [331: for each fixed z c fl. The resulting solid integral operator on L2(il) can be compared with the Bergman integral via the program of Kerzman and Stein (details are in [331). [13]. How can we com- pare functions with different domains? What we would like to do is apply Stokes' theorem to the Henkin integral and turn it into an integral over Q. it should be noted that the methods of [1] or [6] may be used for the deformation study instead of the Kerzman- Stein technique). geodesics. So Stokes' theorem does not apply.232 STEVEN G. S) Easl Now construct a smooth extension Tz of 1Az to 9. However. C) = 9'z(C) + (terms which are less singular) . (y) fl. the Bergman metric curvature tensor at z converges to the constant Bergman metric curvature tensor of the unit ball. [30]. let ) N(z. curvature. As a result. of the Bergman metric may be calculated. etc. KRANTZ integral while the Bergman integral is a solid integral. The result is that K(z. equipped with the Bergman metric.a11. The remedy to this situation is to use an idea developed in [19]. is a complete Riemannian manifold. Thus Stokes' theorem can be applied to the new Henkin formula containing Tz. (. Also the dependence of these invariants on deformations of aQ can be determined (see [12].

INTEGRAL FORMULAS IN COMPLEX ANALYSIS 233 Now we conclude this paper by coming full circle and discussing once again the topic of symmetry of domains. If M is a complete connected Kahler manifold with the constant holomorphic sectional curvature of the ball then M ball. Proof (Klembeck). up to now. let Aut a denote the group of biholomorphic self- mappings. Then the holomorphic sectional curvature tensor K for the Bergman metric satisfies K(P0) = K(cbj(Po)) = K(PH) . completes the proof. If f. Let IPi I C 0 satisfy Pj a g. If Q C Cn is a domain. then Q ti ball. Let P0 a fl be any fixed point. We now use THEOREM (Lu Qi-Keng [34]). The reader should consider that. (. This theorem. Now we use those to derive concrete information about symmetries. (y). If two domains f11 and a2 are biholomorphic we will write a1 1 Q2' THEOREM (Bun Wong [41]). If a CC Cn is smoothly bounded and strongly pseudoconvex and if Aut Q acts transitively on fl. C Cn is smoothly bounded and if is C°° sufficiently close to the unit ball B then either (i) 0tiB or (ii) Q B and Aut a is compact and has a fixed point. By hypothesis.(constant curvature tensor of the ball). together with (*). (*) Thus the Bergman metric curvature tensor is constant on Q.3). o THEOREM (Greene-Krantz [13]). choose (k] a Aut a such that (k](P0)=pi . all of our effort has been directed at obtaining (a). .

234 STEVEN G. For if Aut 0 is not compact then a normal families argument [12] implies that for P0 E 1 3 Oj E Aut f such that iij(P0) 3(1. for the ball in Cn one can calculate (see [31]) that K(z. Koj . If M is a complete Riemannian manifold of non-positive curvature and if K is a compact group of isometries on M then K has a fixed point. Recall the following result of Cartan-Hadamard (see [241): THEOREM. KRANTZ Proof.K11 normally. ) = nn! 1 nn (1-z. So the result follows from (y) and Step 2. To see this. If 0 C Cn is a bounded domain then the Bergman kernel never vanishes on a x 12. By a calculation. Step 3. it follows that Q ti ball. )n+1 However it turns out that in C1 the conjecture is true if and only if Q is simply connected (see [40]). By Step 1. Now we turn to a conjecture of Lu Qi-Keng (see [34]): CONJECTURE. Then the uniqueness of the Bergman kernel easily implies that the kernel for 1Z is the product of those for the disc and annulus. From this it follows that the conjecture is not always true in Cn either. Step 2. Step 1. By a theorem of Ramadanov [37]. let C2 ) ci = disc x annulus. But the stability result (B) implies that this statement holds for domains t which are C°° sufficiently close to B. On the disc and the ball this conjecture is correct. the ball B has negative (bounded from zero) Bergman metric curvature. . Aut iZ is compact. If (1 B then Aut 1Z is compact. As in the proof of the preceding theorem. Now 0 = UGj where fj C fj+1 and each 0i is smooth and strictly pseudo- convex (see (311). Now we prove the theorem by denying (i) and proving (ii).

So there exist smooth strictly pseudoconvex domains with vanishing Bergman kernels. Facts (i) and (ii). Thus Aut 0 is compact and. [13]): (i) If = In: Kfl never vanishes l then a is closed. Thus we have the MODIFIED Lu QI-KENG CONJECTURE. for it sufficiently near S10. If fZ CC Cn is smoothly bounded and diffeomorphic to the ball. 11 are non- empty (since both contain the ball). If noCC Cn is a smoothly bounded strongly pseudoconvex domain and if fZ is a sufficiently small smooth perturbation of no then (i) Aut iZ C_ Aut 00 subgroup (ii) 34): 0 -. We may as well suppose that no ball. The conjecture was recently resolved in the negative by Boas and by Catlin. else the result is straightforward. smooth . then K0 never vanishes. together with the fact that e. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 235 By Hurwitz's theorem [31]. Let us agree to topologize the collection of all smoothly bounded strictly pseudoconvex domains by equipping their defining functions with the C°° topology. Now we turn to a semi-continuity result for automorphism groups: THEOREM (Greene-Krantz [14]). Statement (i) follows from Hurwitz's theorem. no a diffeomorphisrn such that Aut 0 3 a H 4 o a -q5_1 E Aut Q0 is a univalent group homomorphism. one can construct a new metric y. Then we have (see [12]. KQi vanishes for j large enough. nearly provide a connectedness argu- ment to verify the modified Lu Qi-Keng conjecture. (ii) If 'U = In: Kfl is bounded from 01 then `U is open. Sketch of proof. Then normal families arguments show that. Some results about the modified conjecture may now be formulated. [1 ball. Statement (ii) follows from (f3). by averaging the Euclidean metric.

in that context. We began by exploiting the many symmetries of the disc to derive an integral .r) and of the canonical solution to the 5 equation. non-compact complex manifold.r) to B vary continuously with r. which is invariant under Aut Q. Also. This last is the heart of the argument: It involves analysis of geodesics and equivariance proper- ties of the Bergman metric on B(P. on dimensional grounds. Idea of proof. we construct the metric double M of 0 equipped with y. we can arrange that Isom(y) = <Aut SZ. then M is biholomorphic to either the ball or Cn.H. If M is any n dimensional. Aut Q> and that y is a product metric near ffi. By a continuity argument. the conclusion follows. and modifying it near o5n. the biholomorphisms of B(P. there is no uniformization theorem. then Q Z A. Finally.r) centered at P are biholomorphic to the unit ball in Cn. By patching this metric with the Bergman metric. Known theorems [5] about semi-continuity of isometry groups of deforma- tions of a compact Riemannian manifold now give the result. and if IP has a compact subgroup H which acts transitively on real tangent directions at P. First create an H-invariant metric on M by averaging over . Let us conclude by briefly reviewing the course we have come. Since (by inspection of the proof). P e 0. the infinitude of IP is an insufficient hypothesis when n > 1 . and since the biholomorphisms match up as r increases. If SZ CC C. KRANTZ across aU. and the isotropy group IP of Aut 0 is infinite. connected. 236 STEVEN G. we show that metric balls B(P. We introduce our final result by recalling a corollary of the Uniformiza- tion Theorem (see [2]): THEOREM. Instead we have THEOREM (Greene-Krantz [15]). The generalization of this result to Cn would require new ideas since.

Fefferman. AMS (1970). I hope that the survey presented here will inspire some new people to consider these questions. de France Asterisque 34-35 (1976). in Pure Math. Math. Invent. Ebin. We used explicit integral formulas in several complex variables to establish a number of basic results in the theory. There are still many open problems in the study of automorphism groups of domains. DEPARTMENT OF MATHEMATICS THE PENNSYLVANIA STATE UNIVERSITY UNIVERSITY PARK. Sjostrand.. PA.via Stokes' theorem and via Hilbert space theory. Symp. [2] R. Proc. we developed two alternate techniques to find integral formulas . Soc. One of the most compelling is to decide which domains have non-compact automorphism groups. Birkhhuser. We established results which explain how the automorphism group of a domain iZ depends on the geometry of ail. [4] . Burckel. 16802 BIBLIOGRAPHY [11 L. 26(1974). Vol XV (Global Analysis). Mat. Since generic domains possess few symmetries. The latter method has the advantage of being canonical while the former is explicit. [3] D. . Then. Catlin. Necessary conditions for subellipticity of the a-Neumann problem. to appear. [6] C. using an idea of Kerzman-Stein. An Introduction to Classical Complex Analysis. 11-40. The Manifold of Riemannian metrics. we used this connection between explicit and canonical formulas to return to the question of symmetries of domains. of Math. Basel. Another is to relate the dimension of Aut (St) as a Lie group to the rank of the Levi form on ail. 147-172. [5] D. Ann. 1979. we were able to relate the explicit formulas to the canonical ones. Finally. Boundary invariants of pseudoconvex domains. 1-65. (2)117(1983). The Bergman kernel and biholomorphic mappings of pseudoconvex domains. Boutet de Monvel and J. 123-164. Sur la Singularite des noyaux de Bergman et Szego. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 237 reproducing formula on the disc.

Sb. Henkin and A. The convergence of Bergman func- tions for a decreasing sequence of domains. Jour. Princeton Univ. 1977.S. 5(1971).S.S. 429-522. Folland and E. KRANTZ [7] G. Henkin. 27(1974). U. Folland and J. preprint.A.R. J. Press. 425-446. 26 (1971). in Approximation Theory. 29-50. Strictly pseudoconvex domains in convex domains. [13] . Ann. 597-616. Das Ramirezche Integral and die Gleichung of = a im Bereich der Beschrankten Formen. J. Characterization of complex manifolds by the isotropy subgroups of their automorphism groups. M. [14] . Greiner and E. 1171-1183.238 STEVEN G. Am. Ser. 78 (120) (1969). Studies 56 (1970). Princeton Univ. 43 (1982). M. Skwarczynski. [17] G. Acta Math. Grauert and I. Introduction to the Theory of Analytic Functions of Several Complex Variables. Princeton. [10] B. Math. Nauk. [20] L. E. Romanov. Fuks. Math. Press. 221-212 (Russ. [16] P. [19] G. Stein. Pure Appl. Math. in Recent Developments in Several Complex Variables. The Neumann Problem for the Cauchy- Riemann Complex.. estimates for the d equation. [11] H. The automorphism groups of strongly pseudoconvex domains.1180-1192. Mat. Fornaess. [8] G. 1-86. Translations of Mathematical Monographs. [21] T.R. Stein. Deformations of complex structures. Sb. Fornaess. Izvestija Akad. [15] -. Princeton. 261 (1982). Math..M. Sbornik 7 (1969). A uniform estimate for the solution of the 3-problem on a Weil region. 1972. Stability of the Bergman kernel and curvature properties of bounded domains. . L2 estimates and existence theorems for the a operator. 98 (1976). SSSR. Comm. 89-152. 113 (1965). 1963. and stability of the Bergman kernel. Providence.G. Hormander. Math. . E. Krantz. U. Boston.). Iwinski and M. Estimates for the ab complex and analysis of the Heisenberg group. Greene and S. [9] J. 1972. Press. Exact Holder estimates of solutions of the d equation. ed. [18] . American Mathematical Society. Reidel. [12] R. Mat. Kohn. Lieb. Estimates for the a-Neumann Problem.S. Adv. Princeton Univ. 1981. (1971). Math. Rice Univ. 611-632. M. 529-569. Integral representation of functions holomorphic in strictly pseudoconvex domains and some applications. Uspekhi Math.

Jour. Math. Estimates for the Bergman and Szego projections on strongly pseudoconvex domains. Subellipticity of the 3-Neumann problem on pseudo-convex domains: sufficient conditions.. Am. 759-762. Math. John Wiley and Sons. Ann. (USA) 74 (1977). Ligocka. 137-160. Duke Math. 79-122.M. R. C. J. Acad. Symp. . [35] N. II. 301-380. [30] S. Chinese J. Krantz. Sufficient conditions for subellipticity on weakly pseudo- convex domains. Nat. New York. 85-93. Acad. Math. Trans. Comm. 45 (1978).H. 173-189. Characterization of smooth domains in C by their biholomorphic self-maps. Monthly (1983). New York. Integral representation formulas and LP estimates for the 3 equation. Optimal Lipschitz and LP estimates for the equation Au = f on strongly pseudoconvex domains. Pure Math. Vol. [31] . Range. Proc. 273-292. Math. Acta Math. Duke Math. 78 (1978). Sci. ibid 79(1964). [26] Global regularity for c3 on weakly pseudoconvex mani- folds. II. INTEGRAL FORMULAS IN COMPLEX ANALYSIS 239 [22] N. Math. [28] . 269-281 [Chinese]. Stein. 44 (1977). 2214-2216. [34] Lu Qi-Keng.Math. 1969. XXIV (1971). The Caratheodory metric and holomorphic maps on a class of weakly pseudoconvex domains. Interscience. [27] . 9(1966). Foundations of Differential Geometry. 450-472. Methods of partial differential equations in complex analysis. Phong and E. Kobayashi and K. 30. 555-557. M. Ann. Stein. 233-260. 78(1963). On Kahler manifolds with constant curvature. Am. Holder and LP estimates for solutions of c3u = f on strongly pseudoconvex domains. Scand. [33] E. [32] . The Holder continuity of the Bergman projection and proper holomorphic mappings. Part 2 (1977). Math. [38] R. Function Theory of Several Complex Variables. Harmonic integrals on strongly pseudoconvex manifolds I. Ovrelid. Sinica 16(1966). Soc. [29] . Pac. Sur une propriete de la fonction de Bergman. Kohn. 181 (1973). [36] D. 1963. ]our. 1. preprint. J. [37] I. [25] J. Bulgare des Sci. Ramadanov. 283-298. 215-237. 20(1967). Kerzman and E. 1982. Pure Appl. The Szego kernel in terms of Cauchy- Fantappie kernels. Kerzman. 112-148. 142(1979). [24] S. Math. 219 (1976). . [23] N. 29(1971).M. Proc. Acta Math. Nomizu.

Math. Math. Un exemple de domain pseudoconvexe regulier ou 1'equation u = f n'admet pas de solution bornee pur f bournee. 222-224. Wong. Invent. KRANTZ [39] N.240 STEVEN G. 253-257. 235-242. Soc. Yamada. Math. 62 (1980). 41 (1977). Invent. Sibony. Suita and A. 59 (1976). Proc. Am. [40] N. . On the Lu Qi-Keng conjecture. Characterizations of the ball in Cn by its automorphism group. [41] B.

In the first. Cheng. It is also a pleasure to thank E. Research supported in part by an NSF grant at the University of Wisconsin. Stein for organizing and directing the Symposium. It was an honor and a privilege to attend the Symposium. T. As we shall see. It is a pleasure to thank Professor M. these metrics are useful in describing boundary behavior of holomorphic functions in pseudoconvex domains. M. and in estimating the size of approximate fundamental solutions to certain nonelliptic. we outline the construction of metrics from a given family of vector fields. we show how to apply this construction to some examples from several complex variables and partial differential equations. VECTOR FIELDS AND NONISOTROPIC METRICS Alexander Nagel* The main object of this paper is to show how nonisotropic metrics constructed from vector fields play an important role in certain recent developments in partial differential equations and several complex variables. we set the stage by recalling certain classical theorems which are models for and which motivate the more recent results. 241 . in estimating the kernel of the Szego projection in some of these domains. In the third part. In the second part. and my other hosts at the University of Peking for their invitation to participate in the Summer Symposium in Analysis in China. hypoelliptic partial differential operators. All of his efforts are greatly appreciated. The exposition is divided into three parts. Madison. and I am grateful for the very warm hospitality I received. and obtain in this way analogues of the results sketched in part one.

In the other two examples. Some classical theorems and examples In order to motivate our later discussion. or vector fields. In the Euclidean case. Part 1. we begin by considering three examples of metrics: the standard Euclidean metric. we see how the balls and metric are involved in Fatou's theorem on nontangential limits of Poisson integrals. we see how analogous estimates can be made for kernels related to the heat operator and to the Kohn Laplacian. The discussion of results in these examples will be very brief. the important first order operators are just the partial derivatives with respect to the n variables The Laplace O-A 1 n . there is a naturally given family of first order linear homogeneous differential operators. §1. In part II of this paper.242 ALEXANDER NAGEL Much of this paper is an exposition of joint work with Eli Stein and Steve Wainger. and how nonisotropic balls on the Heisenberg group are involved in Koranyi's extension of Fatou's theorem to existence of admissible limits of holomorphic functions. but references are given for the complete proofs of all the results. and I am particularly grateful to them for many years of stimulation. a nonisotropic but translation invariant metric on Rn . encouragement. we shall see that the general construction of metrics applied to these families of vector fields gives back the natural metric in these classical settings. and in estimates for the Newtonian potential and re- lated singular integral operators. The isotropic Euclidean metric and the Laplace operator The standard metric on Rn is defined by n 1/2 Ix-yI = ± Ixj-yj12 j=1 In this example. In each of these settings. and collaboration. and the translation invariant metric on the Heisenberg group.

y)ipdx < Iliii for 1 < p < 00.y) . Thus suppose f is continuous on Rn and f c L1(Rn) + L°°(Rn) . (d) Suppose u is harmonic on R++1 and . For continuous boundary data. We identify the boundary of R++1 with Rn = Rn x {0}. * f(x) = c_v I f (t) dt +1 2 Rn 1kX-t12+y21 where n+1 cn=r (n21`/n 2 Then: (a) Pf is harmonic on R++1 (b) Pf extends continuously to the boundary and takes on the boundary values f. the problem is completely solved by the Poisson integral formula.y)Iy>01. we want a function u(x. Set Pf(x. (c) fRn IPf(x.v) = P.y) -> (x 0.f(x0) as (x.y) = (x.y) harmonic in Rn+1 such that u(x. 0) . and. VECTOR FIELDS AND NONISOTROPIC METRICS 243 operator is of course just the sum of squares of these first order operators. given a function f on Rn. We first study the role of the Euclidean metric in the solution of the Dirichlet problem for Rn+1 = {(x1 xn.

y) = x of Rn+1 onto the boundary.y) a R++'Ix a B(xo. and it is here that the Euclidean metric begins to play an im- portant role for us. natural approach regions can be defined in essentially the same way. We shall later see that in other examples.y) F R++1I Ix-xo1 < ayl Note that if B(x0.y) harmonic on R++1 which satisfy sup I Iu(x. the "height function" h(x.o<00 if p=c R n+i h Now we are interested in the boundary behavior (along y =0) of functions u in hp . and the family of Euclidean balls on the boundary. a fundamental con- cept is that of a nontangential approach region.ay)l Thus the nontangential approach regions in Rn+1 are really defined in terms of the projection rr(x. S) = lx r RnI Ix-xoI < 8l are the balls defined by the standard Euclidean metric.s). Chapter III.y)Ipdx = Ilulihp < 00 if p < Do y>o. can be found in Stein [16].y) = y. then ra(xo) = I(x.244 ALEXANDER NAGEL Then if s > 0 and fs(x) = u(x. To study the boundary behavior. For 1 < p < -. Assertions (c) and (d) above suggest a generalization of the Dirichlet problem to certain classes of discontinuous boundary functions. .y+s) Proofs of these assertions.y) = u(x. let hp denote the space of functions u(x.f Rn sup Iu(x. P(fs)(x. along with many other of the results dis- cussed here.y)I = IIuII . For a > 0 and xo t Rn define: ra(xo) = (x.

Let f r L1oc(Rn) and set Mf(x0) = sup IBL-i f If(Y)I dy B where the supremum is taken over all Euclidean balls B which contain x0. The second basic estimate needed to prove Fatou's theorem involves the nontangential supremum of a function defined on Rn+i Thus for any a > 0 and any v(x. then u has a nontangential limit at almost every point of Rn. and the proof of the crucial estimate (ii) depends on a covering lemma for these balls.0) and (x. For I < p < 00. this non-tangential supremum is point-wise domi- nated by the Hardy-Littlewood maximal function of the boundary data: . The first involves the Hardy-Littlewood maximal operator. VECTOR FIELDS AND NONISOTROPIC METRICS 245 We say that a function u(x. The very definition of the maximal operator involves the family of Euclidean balls.Y)I .y) approaches (x0. there are constants Ap < 00 so that (i) IIMfIIp <ApllfIIp if 1 < p < 00 (ii) lix a RnlMf(x) > All < AiA-i llflll if p =1. The basic estimates for the maximal operator are given in: THEOREM 2 (Hardy and Littlewood). if u e hp . For I < p < -. In 1906 Fatou [4] proved: THEOREM 1.y) defined on Rn+I set Nav(x0) = sup Iv(x.y) a ra(xp). (x. A standard modern approach to this theorem involves two main esti- mates.y) exists as (x.y) has a nontangential limit at x0 a Rn if and only if for all a > 0.Y)fra(x0) For Poisson integrals. lim u(x.

Y+s)I > A}I (x. Chapters I and III.xocRnINau(xo)>.y) = P.Y)fra(xo) < I}x0ERnI M(fs)(xo) > Ca'A}I < [CaA-IIIM(fs)IIp]P < [CaAp011fs Iip]P [CaApA-1 IIu IIh JP P Since s > 0 was arbitrary. * f(x). Therefore if A > 0 I}x0fRnI sup Iu(x. Let p < oo and let u c hp. then for all x c Rn Nau(x) < CaM'(x) . These are the two quantitative estimates which underlay the qualita- tive statement of Fatou's theorem. so that if f E L1(Rn) + L°°(Rn) and if u(x.246 ALEXANDER NAGEL THEOREM 3 (Hardy and Littlewood).y)Era(xp) < CaIIM(fs)](x0) . If s > 0 and if we let fs(x) = u(x. we now recall how Fatou's theorem follows from these two theorems. For a > 0 there exists a constant Ca < «. then sup Iu(x. Complete proofs of these results can be found for example in Stein [16).s). (1) . since we shall appeal to this kind of argument again.'}I < [CaApA-1IIuHIhp]P . we obtain for any u c hp I.y+s)I = Na[P(fs)I(x0) (x.. However.

By taking a countable sequence of a's which increase to infinity. and set Slau(xo) = lim sup u(x. we obtain a proof of Fatou's theorem. Then the following facts are easy to verify: (a) fau(x) < 2Nau(x) (b) Sla(u+v)(x) < Slau(x) + Slav(x) (c) Slau(xo) = 0 if and only if u has a limit within Fa(xo) (d) Slau(x) . and since A > 0 is arbitrary. VECTOR FIELDS AND NONISOTROPIC METRICS 247 Now let u of hp be real valued. llu_unllhp 0 as n . not only in the definition of nontangential approach regions.y) E Fa(xO).y) . we have: Ilx ERnlfau(x)>A}I < Ilx ERnI Na(u-un)>A/21l < [2CaApk-Illu-un11hp]p Since p < o. it follows that Ilx ERnjjlau(x)>011 = 0 .0) and (x.y) = u (.0 if u = Pf and f is continuous.y + n) .lim inf u(x.y) approaches (x0.oc. We now recall how these .y) where the limits are taken as (x. Now let un(x. by inequality (1). but also crucially in the definition of the Hardy-Littlewood maxi- mal operator and the proof of its boundedness. Then Slav = SZa(u-un + un) < Sla(u-un) + Sh(un) = fla(u--un) < 2Na(u-un) Hence. It is clear that the family of Euclidean balls plays an important role in this theorem.

where con = 2nn/2/P(2) if C U (Rn) c(x) = (2) Rn and if '/r(x) = fN(x_Y)(Y)dY (3) Rn then Ar/r = 95. Rn Basically. Then AN = S as distributions.248 ALEXANDER NAGEL balls are also involved in studying the fundamental solution for the Laplace operator. when measured with appropriate norms. An important fundamental solution for A is given by the Newtonian potential: N(x) = /r( . 0 < a < 1 . the fundamental idea is that. A great deal is known about the operator f N * f(x) = r N(x-y)f(y)dy . Proofs of these facts can be found in Folland [5]. if f satisfies a Holder continuity condition of order a. N * f has two more orders of smoothness than f itself. For example. Chapter 2. then f * N is of class C2 and all second derivatives again . In particular.

j . s)I-1 where S = Ix-yI. these inequalities again make clear the important role played by the Euclidean metric and the Euclidean balls. VECTOR FIELDS AND NONISOTROPIC METRICS 249 satisfy a Holder continuity condition of order a. this means that for all i. John. Thus we are led to the study of the operator which 32 carries A-0 to . Formally differentiating equation (2) we see that (x) _ 5 kij(x-y)A S(y)dy (5) Rn where kij(y) = cn 2 ylyl IyI IyI-n for an appropriate constant cn 0.32IB(x. Now the kernel kij(x. and Schechter [1]. should be 9256 as smooth as A S6.) Proofs of these continuity properties of the operator f -. This importance can also be seen when we consider certain singular integral operators.y) < C (4) IV N(x. We note that the kernel kij is not locally integrable at 0 . Written in this way. We claimed earlier that N * f is two orders smoother 2 than f .y)I + IVyN(x.y) _ N(x-y) which can be written: .y)I < C sIB(x. page 232. There are two ways in which we can think of i j this. Using formula (2).8)I-I IN(x. so we must study the integral in equation (5) in the principal value sense. (See Bers.y) = kij(x-y) satisfies the following estimates in terms of the Euclidean metric: . N * f depend on size estimates of the kernel N(x.

Stein [161. Define: (e) = r Rn so that -O(x) = f e Rn if. Then: (A) (e) = _4V2 lei 2 (e) (e) _ -4n2 eiej Vi(e) u&i/ . It is well known how to combine estimates of this type with the Calderon-Zygmund decomposition of L1 functions to prove 2 LP(Rn) boundedness of the operator 0¢ . where S = Ix-yl. Boundedness on L2(Rn) follows from the cancellation property f kij(x)dx = 0 .6)1-1 S)I-t IVxkij(x. provided that one J knows that this operator is bounded on L2(Rn) (see for example.y)I < CS-1IB(x. for example. 0 E C o (Rn) .y)I <CIB(x. a<Ixl<b 2 and can also be established by studying the operator AO in terms of Fourier transforms.250 ALEXANDER NAGEL Ikij(x.y)I + Ioykij(x. Chapter 2).

. These basic tools of Euclidean harmonic analysis can be used in much more general settings. Spaces of homogeneous type In our discussion of the Laplace operator.z E X .Y) = P(Y. Riviere [14]. i. What is really necessary for the theory to work is a measure space together with an appropriate family of balls. VECTOR FIELDS AND NONISOTROPIC METRICS 251 so a295 ei el lei I Our operator is thus given on the Fourier transform side by multiplication by a bounded function.y) = 0 if and only if x = y (b) P(x.e. . It follows from Plancherel's theorem that the operator is bounded on L2(Rn). and many people have been involved in these generaliza- tions. Thus we have THEOREM 4.y. 00) and a non-negative Borel measure dµ on X so that: (1) p is a pseudometric.p(x. and can be applied to a variety of interesting non-Euclidean examples.y)+p(y.z)]. For 1 < p < 0 there are constants Ap < 00 so that if 95 E C p (Rn) (9 2o II IILp < ApIIok IILp §2. we emphasized the role of the Hardy-Littlewood maximal operator and the Calderon-Zygmund decom- position of Ll functions. for all x.x) (c) p(x. (a) p(x. and Coifman and Weiss [3]. Here I want to briefly sketch the approach of Coif man and Weiss to what they call "spaces of homogeneous type.z) < K." A locally compact space X is a space of homogeneous type if there is a continuous map p : X xX [0. see for example Koranyi and Vagi [10].

is disjoint from B. There is a constant Al so that if f e L1(X.dµ) . If x e E. Bik so that (1) B. Proof.25)) < AW(B(x.252 ALEXANDER NAGEL (2) The measure µ has the "doubling property" relative to the family of falls B(x. . Thus if f e Lloc(X.. `k 11 `k-l (2) S ?a for all j such that B is disjoint from B B'k-1 `k > > 't In this way we get a finite subsequence Bt . 1 . define Mf(x0) = sup IBI-1 f If(y)Idsx(y) B where the supremum is taken over all "balls" B which contain x0.5) = IyeXJp(x. 5)) . We prove: THEOREM 5. and since F is compact we can find a subcover. which we call B1. Choose BI so that 5i1 > S i for all j. . In order to emphasize the crucial importance of properties (lc) and (2). BN.5j) so Bj has "radius" 3 J. p(xeXIMf(x)>hI < A1A-1II01l . Bt m which are disjoint. 5>0 g(B(x. since Mf(x) > A there is a ball Bx containing x so that (Bx 1-1 I If(y)Id(y) > A Bx The balls IBxlxel cover F. Suppose Bj = B(xj. For X > 0.y)<5I: There is a constant A so that for all x eX. and let F C E be any compact sub- set. let E = IMf >X1. B. We can then l - inductively choose Bil. .dtt). we now recall the proof of part (ii) of Theorem 2 in this general setting.

.. Let xik be the center of and xj the Sik k center of B1. Then Bi C B* and so N 1m` L. > &.z) + P(z. P(xikxj) < K[p(xik.y) < Si . Then there is a first k so that B. k By property (2).K(2k+l)Sik). then p(xi. But by property (2) of spaces of homogeneous k=1 k type * 1+1092K(2K+1) P(Bih) < A µ(Bik) =A1p. 'k . VECTOR FIELDS AND NONISOTROPIC METRICS 253 Suppose B is a ball from our original finite sequence which does not appear in the subsequence.Y) < K[P(xik.y)l < K(2K+1)S.(B'k).xj) + p(xj. fl B 0. and so P(xik.t C U Bj C U Bi k j=1 k=1 m Hence µ(F) < Y p(Bi ).xj)l < 2KSi k If y c Bl . Thus µ Al I u(Bik) < Ala 1 If(Y)I dY < A 1X 1 IIfII1 k=1 k=1 J B. Then if z < Bik fl Bl . k Let B k = B(xik.

we obtain the same estimate for the measure of E. we would like to obtain size estimates on the kernel E and its derivatives analogous to those for the .0)L. involves truly nonisotropic phenomena.t) = J (4rrs) 2 e-IYI2 /4s I(x-Y. though elementary.A is the formal adjoint of L. Nevertheless there is a remarkable fundamental solution for L. L is not elliptic. Then E is C°° on Rn+1\1(0. Unlike the Laplace operator A on Rn . We consider the heat operator 3t In j=J a2 '= a x on Rn+1. §3.254 ALEXANDER NAGEL since the balls (BikI are disjoint. The heat operator and a nonisotropic metric We turn now to an example which. Since I was an arbitrary compact subset of E . Chapter 4. and LE = S in the sense of distribu- tions. (See Folland [5]. In order to study the operator f -+ E * f . where we use coordinates (x. Define if t>0 E(x.t-s) dy ds J 0 Rn t = f S (4(t-s) 2e--2/4(t-(Y.) Thus if 0 c C°°(Rn+1) 0 + r00 n (k(x.s)dyds J where L = .t) = 0 if t<0.t). .

A2t) .t).t). (Y's)) The corresponding family of balls BP((x.s) a Rn+1 jp((x.s)) = kp((x. For A > 0 define SX(x. S) = {(Y. and of size S2 in the direction of t.t).t)l < C 321B((x.t) = (Ax. while S =(Ix12+Ixl4)1/2 ti IxJ.t) =CIxt-n.t) . the estimate JE(x.t).t).t). if B((x. To remedy this situation. (Y.t). It is easy to check that E(SA(x. so S-n+l ti xj-n+1 Thus we cannot obtain the appropriate kind of estimate with the Euclidean metric.s)) < SI are now ellipsoids of size S in the directions of x1. we make the crucial observation that. To see this. S)1 ti . though now this homogeneity is nonisotropic. let t =x12 with lxi small. the fundamental solution E possesses a certain homogeneity. so E(x. S) denotes the ball in the standard Euclidean metric.t)) = E(Ax.xn. _ so that P(Sa(x.t). like the Newtonian potential N. However. 8)l-1 8-n+1 with a= (Ix12+t2)1 /2 is false. . VECTOR FIELDS AND NONISOTROPIC METRICS 255 Newtonian potential N in equation (4). Sx(Y. Thus 8n+2 IBP((x.A2t) = A-nE(x. We associate to the family of dilations a pseudometric (Y's)) (lx-y14 + (t-S)2)1 /4 P((x.

t).t). We can now use the general theory of spaces of homogeneous type to show that L satisfies certain subelliptic estimates analogous to the elliptic estimates for N given in Theorem 4.6)1-1 (7) (c) IdE (x.t) < C 1Bp((x.t)I < C 821Bp((x. _ . it follows from the homogeneity of E that we now have: (a) IE(x.t). 6)1-1 (b) IV E(x. Thus we obtain estimates for the fundamental solution E(x. For example. We shall later see how the appropriately weighted vector fields i-.t)).t)I < C IBp((x. and as give back the nonisotropic metric p.t) which are exactly analogous to those we have for N(x).256 ALEXANDER NAGEL Moreover. 1 n .t). 6)1-1 (d). so in equation (7c) we loose two powers of 6 rather than one. . 6)x-1 where 6 = p((0. provided we view the operator as acting like a second order operator. (x. which we shall count as an operator 1 a of order two. (x. one can prove: THEOREM 6.0). For 1 < p < oc there are constants Ap < oo so that if 0 e Co(Rn+1) then < Ap IIL0IIp Ilp a20 A p IIL0li p p <- The operator L is the sum of squares of the first order operators (9 a minus the operator .t)I < C6IBp((x.

zn'zn+1) n = (z. The Siegel upper half space and the Heisenberg group Nonisotropic balls and metrics play an important role in the theory of boundary behavior of holomorphic functions in strongly pseudoconvex domains..t+s+2Im<z.t+ilz12)Iz c Cn.wn+1)I jwj12<1 under the biholomorphic map wk zk = 1<k <n l+wn+1 l-wn+1 zn+1 = I l+wn+l The boundary of H is the set an = I(z. Here we recall what happens in the case of a model strictly pseudoconvex domain.t+ilz12) c dfl the point (z.zn+l) c Cn+1 I1mzn+l > I izjI2 = IzI2 j=1 n+1 Recall that U is the image of the unit ball B = (w1..t) (w.w>) n where <z..-'. We can make Cn x R into a group Hn. This definition can be motivated and the group j=1 .zn+1) c Cn+1IImzn+1 = Iz121 = I(z.w> = I zjwj. This is discussed for example in the monograph by Stein [171. We let H= {(z1.t c RI Thus we can identify afl with Cn x R by associating to the point (z.s) = (z+w. and its boundary. by defining (z. the Heisenberg group. the Heisenberg group.. VECTOR FIELDS AND NONISOTROPIC METRICS 257 §4. the generalized upper half space.t) c Cn x R.

s) f Cn x R we associate a holomorphic map Th : Cn+1 Cn+1 by the formula Th(z.Iz I2 = p(z.Iz12 be the "height function" for f1 so that (z. If h = (w.O). Let p(z.(z+wl2 = Imzn+l . Hn acts on (90 as follows: if (z.t) fan and if h = (w.zn+l) ' Thus Th carries i1 to itself and to itself. Moreover. If h = (w. if hj = (wj.f1 if and only if p(z.w>) .zn+1) > 0.zn+1) f c3S1 if and only if p(z. and this is the same as Th(0.w>) . Thus under the identification.zn+l) where h3 = (w1+w2.zn+l) = Th3(z.s) f Hn .258 ALEXANDER NAGEL properties verified by the following considerations: to each point h = (w. j = 1. and Th2 Thl = Th2. and (z.zn+1) = 0.zn+1) = lmzn+l .2.sj).s+iiw)2) f d2.s) with the point (w. From this it follows that Hn is a group.s) f Hn we compute p(Th(z. s1+s2+2Im<w2w1 >) = h2 h1 .zn+l)) = Im(zn+l+s+ilwl2+2i<z.hl . then .zn+1) f . we f3I1 have identified (w. then a simple calculation shows that Th2 ' Th1(z. Th is clearly holomorphic.s) or Hn.zn+1) _ (z+w'zn+1 + +2i<z.

or.w>I < 82 1w-ul < 8 Is-r+2lm<w.s)) < 81 then this invariance property means that B((w. Th(w.w) < 8.t).t) = ThT(z.8) = T(w. (w. if we identify Hn with rail.0) _ (w. Define d : Hn x Hn -+ [0.r) r Hn .t) (z +w.t)Id((z. d((z. (w.w>I211/4 . w = (w.wn+l)) _ [Iz-wI4+Re(zn+l-wn+l-2i<z.s)(B((0. VECTOR FIELDS AND NONISOTROPIC METRICS 259 Th(z.s)) _ [Iz-wI4+It-s+2ImCz.0). (w.w >) We now make Hn (or ail) into a space of homogeneous type.s). For if z = (z.s) and u = (u.t).u>I < 82 .t)(0.t)(0. 8)) We claim that d is a pseudometric.t).s)) If we define the balls B((w. (w.s) (z.t).w>)I211 /4 The function d is invariant under the action of H Thus if n.zn+1).s)) = d((z. t+s -2 Im< z. h = (u.r) are in Hn with d(z.s). c) by d((z.8) _ I(z. d(w u ) < 8 then 1z-w( < 8 It-s+2lm<z.0) = Th.(z.t). easy algebraic manipulations show that d(Th(z.

Theref ore d(z u) < 2 m a x (d(z.2i<w.zn+1) a asl. If w = (w. What do the corresponding balls B(i.u>-<z. The complex tangent space to asl at z is given by the equation (''n+1 .wn+1) a afl.u>I < It-s+21m<z.w >)+i lw-z 121 ti lw-zI2+(Re(wn+1-zn+1-2i<z. the distance from w to this complex tangent plane is essentially Iwn+i-zn+1-2i<w.w ).z>)I = IRe (wn+l-zn+1-2i<z. w ) + d(w. d(w. u ) I .u>I + 12Im(<z.Zn+1 .S) is essentially equivalent to the pair of inequalities: Iz-wI < S )Re (zn+i-wn+1-2i<z . u-w >1 < 432 = (2S)2 .w>-<w.260 ALEXANDER NAGEL Hence Iz-u I < Iz-w I + Iw-u I < 28 .z >1 = IRe(wn+1-zn+l)+i(lw12+Iz12-2Cw.w >)I < 82 Fix z = (z. and It-r+2Im<z.w>)l ti< S2 .u>)I < 232 + 21Im<z-w.u )) < 2 [d(-Z-.w>l + is-r+2Im<w.z > = 0 .S) look like? We see that w c B(Z.

This problem was first studied by Koranyi [9] for domains like 1.ap(z. and hence in particular B(. and di1 (or Hn ) equipped with the pseudometric d is indeed a space of homogeneous type. It-s+2Im<z.S) are essentially "ellipsoids" of size S in the directions of the complex part of the tangent space to df at z . in analogy with the role of Euclidean balls on Rn in Fatou's theorem.Z. We begin by defining appropriate nonisotropic approach regions in it.zn+l)cg!n(z.zn+1)) - For a> 0 and w = (w. and was later generalized by Stein [17] to general smoothly bounded domains in Cn.zn+l-ip(z. . VECTOR FIELDS AND NONISOTROPIC METRICS 261 Thus the balls B(z. Thus Aa(w) allows tangential approach to w of order two in the complex directions at w.s+iIwl2) c dSl let Aa(w) = l(z. and of size S2 in the orthogonal real direction.zn+l)EB(w.w>I < ay . As above. Here we want to emphasize the role of the nonisotropic balls on the boundary. Let n : SZ K1 be the projection n(z.S) is the nonisotropic ball defined by the pseudo- metric d .t+ilzl2+iy) f Aa(w) is essentially equivalent to the following pair of inequalities: Iz-wI <ay1/2 It-s+21m<z. ti 82n+2 Thus the doubling property of the balls is verified. It is clear that this definition is analogous to our earlier definition of nontangential approach regions Fa(xo) in Rn+1 Now (z.zn+1) = (z. We now want to discuss the analogue of Fatou's theorem for boundary behavior of holomorphic functions in Q.t+ilz12) to the complex part of the tangent space at W.zn+l) where of course B(w.w>I is essentially the distance from (z.

imply that the approach regions Aa(w) are carried into each other under the action of Hn H. Let F be a function defined on 11.zn+l)tAa(y SO) If f c Lloc(3t1) . and do is surface area measure on Al. and for C c 3O . which were used to prove Fatou's theorem. THEOREM 8.s+iIwl2). define Mf(Co) = sup IBI-1 lf(C)I da( ) J B where the supremum is taken over all nonisotropic balls B containing Co. if p =1.zn+1)I (z. For a > 0 there is a constant Ca (independent of u) so that for all Ct do Nau(C) < CaMu(C) . S) under the action of Hn . then (z. Thus it is easy to check that if h = (w. The invariance of the balls B(w.0)) if and only if Th(z. .zn+t) E Aa(w. Suppose u is continuous on iZ and pleurisubharmonic on 1. For 1 < p < oo there are constants Ap < oc so that (i) IIMf IIp <_ Ap IIf lip 1 < p < cc (ii) I < A1A-lllfil .s) c Hn.zn+1) t Aa((0. and so the sets (Aa(w )1 are essentially the admissible approach regions introduced by Koranyi [9].262 ALEXANDER NAGEL but requires nontangential approach in the complementary real direction. THEOREM 7. set NaF(Co) = sup IF(z. We now have the following analogues of Theorems 2 and 3. together with the fact that the height function p is invariant under the mappings Th.

and pleurisubharmonic on 0. so by Theorem 8 NaFe(C) < CaMFE(C) .zn+l)I = IIFIIH < p = 00 . There are constants Ap a < 00 so that if F f Hp(11) (i) INaFNLP < Ap.' NaF(C) as a 0. For 1 < p < oo and a > 0. we point out some of the consequences of these results. VECTOR FIELDS AND NONISOTROPIC METRICS 263 Theorem 7 of course follows from Theorem 5 and the Marcinkiewicz interpolation theorem (see Stein [16]. Proof. Since IIFEI{LP < 1F for 1 < p < oc we see that IINaFE>. and . we let Hp(l) denote the space of holomorphic func- tions on 9 which satisfy sup IF(z.aIIFIIH for '<P< oo P (ii) IlCE3f INaF(C)>AII < A1. Put FE(z. P But NaFE(() .t) = IIFIIH < °o if p < 00 y>o p an sup IF(z.zn+l) Then FE is continuous on fl.zn+l+ie).aa-1IIFIIHI if p=1. COROLLARY.'MI < AICaa-1IIFIIHI and IINaFEIILp _< ApCaIIFIIH if P>1 . Chapter I). =F(z. since we already know dfl is a space of homogeneous type. Before proving Theorem 8.t+ilzl2+iy)IPda(z. For 1<p< 0.

Letting r = V/t . we deal with the case n =1 . and interchanging the order of integration. Since the approach regions Aa(C) are carried into each other by the action of Hn . We can now apply exactly the same argument we used for Fatou's theorem to prove THEOREM 9 (Koranyi). we get .s+it)Idtdsd9. it suffices to prove the estimate at the origin (0. then F has admissible limits at almost every point of caf2.0). For simplicity. If F c Hp(Q) .264 ALEXANDER NAGEL INaF>Al = U INaFE>AI E<0 so the corollary follows by the monotone convergence theorem and the regularity of the measure do.iy)1 < -I Ay If 2 IS12+It-yI2< Y) f211 < 2 Ir2y2 If 2 0 u(N/tei0.s+it)Id9dsdt Is I2+I t_Y 12<(2) y 3y 2 rr 2 2 r 0 f Iu(V/teie. It remains to prove Theorem 8. We first obtain an estimate on the radial maximal function: 2 Iu(O.

(0.0)) < ap(z. (0.0)) < (2a+4) p(z.zn+l) E lZ Iu(z'zn+1)I <_ AIBI-1 J lu(C)Ida(C) B where B=B(rr(z. B((0.0)) .zn+1)I < A'IBI-1 Ju()1da() (8) B .zn+1)1 /2 But now using the doubling property of the balls.0).0) I°(z. s+ir 2) Irdrd gds .n2y2 < 4 Try2 f B((0. it follows that there is a constant A so that if (z.2.2 J ) Thus.zn+1) E B((O. Then ir(z. ap(z.O).Vy-)I-1 J Iu(C)Ida(C) .2p(z .zn+l) E Aa((0.zn+1).z n+1).zn+1)1 /2) so d(n(z.O).2\) Z IB((0.0). VECTOR FIELDS AND NONISOTROPIC METRICS 265 Iu(O.zn+1)1 /2) it follows that d (C.2p(z. by translation invariance. Now let (z.zn+l). we see there is a constant A so that for (z.zn+1) E Aa(0.iy)I < 4 u(re10.zn+1)1/2 If Cc B(rr(z.zn+1)1/2).

w>)-ilz-wl2]-(n+1) Thus IS(z. Finally.8)I-1 where 8 = d(i. T where we write zj = xj + iyj. (2a+4)p(z. For example. and from this follows LP and Lipschitz estimates for the operator f -> Sf (see Kor£nyi and Vagi [101). Thus S behaves like a singular integral kernel relative to this family of nonisotropic balls. It is also easy to check that derivatives of S yield estimates with corresponding negative powers of S. We remark that estimates of type (7) are actually false for Poisson integrals of harmonic functions. Put Zj = (Xj-iYj). Zj = (Xj+iYj) 2 2 and consider for a c C.w>]-(n+1) S((z. and this last average is certainly dominated by A'Mu(0.0).w ).(w.w) = cn(i)-(n+1)[(s-t-2Im<z. The nonisotropic balls on dV are also useful in studying singular integrals and fundamental solutions. . we consider fundamental solutions. S(z. .0).zn+1) = asp where =cn[i(wn+t-zn+1)-2<z.wn+i)) with cn = 2n-1n!/nn+1 (see Nagel and Stein [11].266 ALEXANDER NAGEL where B = B((0. These vector fields form a basis for the left invariant vector fields on Hn. .t) and w = (w.zn+1)112). the Cauchy-Szego projection of L2(ail) onto H2(SZ) is given by the operator S((z. for z = (z.zn+1). page 23). In particular.s) on dQ we have.w )$ IB(i. On Hn let Xj = +2YjYj = -2xj.

and it is easy to verify that C52IB((0. Thus.t)). On q forms. etc.0).q) forms on Al. where ca is a constant. j=1 and we extend this in the usual way to (0. Folland and Stein [6] discovered a fundamental solution for £a. ±(n+4). '2acba = cab in the sense of distribu- tions. VECTOR FIELDS AND NONISOTROPIC METRICS 267 n 'a=-2 1 (ZjZj+ZjZj)+iaT j=1 This second order operator arises in the following way: if we identify Hn with asp. ±(n+2).(z. obq) acts diagonally. and is given by the operator '2a where a = n . we consider n abf = Zjdzj on functions. so that again there is a complete analogy with the estimates (4) for the Newtonian potential. c Oa is a fundamental a solution for 2a . One also obtains corresponding estimates for derivatives of Oa. In L2(Hn) we can define a formal adjoint (ab)*.0). .2q.t)I < where S = d((0. in analogy with the operator a. and the Kohn Laplacian is then °b=ab+ab .5)I-1 I'ka(z. and ca 0 if a ±n. Define: _jn+a a (1212+jt) -(n 2 `` 2 Y'a(Z.t) = (IZ I2-it) THEOREM 10 (Folland and Stein). Thus except for the exceptional values of a. the vector fields Zj annihilate the boundary values of holo- morphic functions. The operator ob is not elliptic but Kohn's fundamental work [8a] showed that one can obtain subelliptic estimates for £a.

Here [X. (B) Let N=q=n+1."'. Let Q C RN be a connected open set. by Folland and Hung [5a]. let Y and let d1 for 1<j<n and let do+1 = 2 . We associate to each vector field Yj an integer dj = d(Yj) > 1 which we call the formal degree. In this case we shall obtain the nonisotropic metric on Rn+1 appropriate for the study of the heat operator . (x)YE where d1<di+dk 1 cek c C°°(Q). and complete proofs can be found in [13].268 ALEXANDER NAGEL In the case of the Heisenberg group. and let be C°° real vector fields defined on a neighborhood of Q. Balls reflecting commutation properties of vector fields have also been studied by Fefferman and Phong [4a].Yn. Hormander studied differentiability along noncommuting vector fields. Metrics defined by vector fields Our object in this part of the paper is to outline the construction of metrics from certain families of vector fields. and by Sanchez- Calle [15a 1. There are several basic examples to keep in mind. we can write [Yj.Yk' = Y- ck . (A) Let N = q = n . and we make two fundamental assumptions about this collection of vector fields. (1) For each x c Q. let Yi = and let dj = 1 for 1 < j < n . In [71. k.Y] --.XY -YX is the commutator of the two J vector fields. Many details of the argu- ments will be omitted.Xn'Y1."'. Part II. and the vector field T which is given "weight" two. (2) For all j. In this case we shall recover the standard Euclidean metric on Rn. the basic vector fields are X1. We shall later see how the general construction applied to these vector fields gives the nonisotropic pseudometric d . and used the techniques of exponential mappings and the Campbell-Hausdorff formula. The case of vector fields of type 2 was studied in [11]. the vectors span RN.

We say that the vector fields are of Hormander type m or finite type m if at each x e 1.1 X(3) = #... and we shall recover the invariant metric on Hn defined earlier. .2xj 1<j<n Yj Yen+1 = [Yj. and (D).. [x1 x I. . [XJ.X(m) span RN. . the components of X(1) .Yn+j] _ -4 at with den+1 = 2 In this case of course we are dealing with the Heisenberg group. VECTOR FIELDS AND NONISOTROPIC METRICS 269 n n+l I I c3xj 012 (C) Let N = q =2n4-1 and let Yj +2yj 1<j<n with dj = 1 Yn+j = . [Xi. .) Let be C°° real vector fields on Sl.... etc.Y 2] = a 2 0x2 with dl=d2=1 and d3 = 2 . and let X Y3 = [Y 1. q = 3.. (D) (An example of Grushin type). .xp1 x(2) = . Let N = 2. 1. so that X(k) is a vector whose components are all the commutators of of length k. This example leads to a metric 2 2 appropriate for studying the hypoelliptic operator + x2 (2 2 See Grushin [6a]. (C). . 1 2 (E) (This example generalizes (A)... Let X(1) = iX1.Xk]].

while property (2) follows from the Jacobi identity for commutators. Our object now is to construct natural metrics out of the family of vector fields Y1. Global definitions DEFINITION 1. Now the local geometry is clearer. we can define a metric in terms of a "local defini- tion".1) . This example leads to a metric appropriate for studying the hypo- elliptic operator Xi + + Xp and its variants. but it is much more difficult to verify that one really has a metric. with appropriate weighting of higher commutators. but this time let d(X3) = 1 for 1 < j < n while d(X0) = 2. but the local geometry of the corresponding family of balls is hard to understand. Then property (1) follows from the assumption of finite type. we let the metric be given as the infimum of some functional over a large class of curves.270 ALEXANDER NAGEL Let be some enumeration of the components of and if Yi is an element of XU) we set d(Yi) = j. such as the triangle inequality.) Let Xo. are relatively easy to verify. and then try to sketch why the two definitions are in fact equivalent. On the other hand. We now discuss each of these approaches. (F) (This gerreralizes (B). Then the defining properties of a metric. one can define a metric in terms of a "global defini- tion.Xl. so that for almost all t c (0. here we want the metric to be given in terms of an exponential mapping. 1 ..X. I want to distinguish between two general approaches to this problem.1] -+ fl with c(j) = xj .xl c f2.. This example leads to a metric appropriate for studying the generali- zation of the heat operator Xi+Xi Xp-X0. On the one hand. j = 0." Here.". and say p(xp. be C°° real vector fields as in (E) of finite type.Yq . . §5. Let xp.xl) < S if and only if there is an absolutely continuous map 0: [0.

z)+2E)d(Yi) .y)+d(y.y)+e)d(Y1) Ibj(t)I < Define 0: [0.1] . p is a metric on Q. (3) Given x and y .9 by 0(at) 0<t<1/a 0(t) = at-1 1<t<1 as -1 a d(y. 0(1) = z and 0'(t) d(x.z e Q.y) } E q E cj(t)Yj(0(t)) where j=1 Icj(t)I < (d(x.z) + E where a = 1 + Then 0(0) = x.) where laj(t)I < S PROPOSITION. (2) p(x. VECTOR FIELDS AND NONISOTROPIC METRICS 271 q (t) _ I aj(t)Yj(cS(t)) j=1 d(Y. 0: [0. For every compact set F CC i2 there are constants C 1. C 2 so that if x0. with 1 d(y. We sketch the proof: (1) That p(x.x1) <C21xo-x11m where 1x0-xII is the standard Euclidean metric.y.1] -.x) since we can replace ca(t) by 0(1-t). q q 4'(t) = a j(t) Y -(O(t)) .y) = 0 if and only if x = y is clear.1Z with 0(0) = x.y) = p(y. l'(1) = z . there is a smooth curve joining them. Given e > 0. 0(0) = Y.z). &'(t) = F b j(t) Y j('(t)) . . so p(x.x 1 < F 1 C11x0-x11 <p(xo.y) < (4) The triangle inequality: Suppose x.+E)d(Yi) Iaj(t)I < (d(x. b(1) = y . there are curves 0.

However.y) = 8. there i s a smooth curve cb joining x to y with l. We now give two other possible global definitions of metrics.y)+d(y. Since span RN at every point. Note that in this j=1 definition.y)<oo if and 1 . in general it is not true that p2(x. and q d(Y) q'(t) = I ajYj(c(t)) where aj c R and Iajl < 8 I . Yj = and dj =1.z) < d(x. DEFINITION 2. we have somewhat restricted the class of curves over which we take an infimum.x1) < 8 if and only if there is a C°° curve : [0. that d(x.1 ] U with (j) = xj . there is a curve joining q d(Y ) x to y with 0'(t) = F aj(t)Yj(c(t)) and Iaj(t)I < (28) i almost j=1 everywhere.This shows. But then 1 O'(t)dt J0 1 q < I laj(t)I IYj(O(t))Idt 0 j=1 < C8 since the lengths of the vectors (Yjl are uniformly bounded on 0.0'(t)I < Clx-yl.y c I and p(x. Let x0. we can q write (t) = I cj(t)Yj with Icj(t)I < CI0'(t)I .y) is finite for any two points of Q.x1 E Q and say p2(x0. For example. then p2(x. But then: j=1 1 C[Ix-yId(Yj)]d(Yj) Icj(t)I < CIx-Y1 = < C[Ix_yIm]d(Yj) and so p(x.1 . 1 <j<n. N=q=n. Then there is a constant C = C37 so that if x. if 9 is not convex. j = 0. since a is arbitrary.y) < CIx_yIm Conversely.y c F . if x.z). Now let F C it be compact.

**only if x and y can be joined by a straight line contained in SZ so p2
**

is not even a pseudometric in this case. On the other hand, it is clear

that at least in this example, the metric p2 is locally equivalent to the

standard Euclidean metric.

**Now suppose we are in the case of vector fields of
**

finite type m.

**DEFINITIQN 3. Let x0,x1 E Q and say p3(x0,x1) < 3 if and only if
**

there is an absolutely continuous map 0: [0,1] - 9 with q(j) = xj,

a

j = 0,1, with 0'(t) = E aj(t)X.(c(t)) and Iaj(t)I < S almost everywhere.

j=

**Note that in this definition, we only allow the derivative 0'(t) to
**

belong to the span of which may not be all of RN.

It is again easy to verify that p3 satisfies the triangle inequality, but it

is not a priori clear that p(x,y) is finite for any two points of Q. This

is in fact a consequence of the finite type hypothesis, and was first proved

by Caratheodory in 1909 [2].

To get some feeling for why p3 is finite, and to begin to understand

the role of commutators, let us consider the following example of Grushin

type in R2. Let the coordinates be x and y and let X1 = &,

X2 = xk Note that these vectors fail to span R2 along x = 0, but

[XI,X2] = kxk-1 , [X1[x1,X2]] = k(K-1)xk-2 19 I...

13Y O

[X1, [x1,x2] ]] = k! vy

**where the commutator is of length k + 1 , so (X1,X21 are of finite type
**

k+1.

What points belong to the ball centered at (x0,0) of radius 3 ? We

shall consider two special cases: x0 = 1 and x0 = 0.

274 ALEXANDER NAGEL

Case 1. If we let

¢1(t) _ (1 +St,0) so ci(t) = S

and

952(1) = (1,St) so c?(t) = S (1)k

**then this shows that the points (1 +5,0) and (1, S) belong to the p3
**

ball centered at (1,0) of radius S. In fact, this ball is essentially the

Euclidean ball of radius S centered at (1,0).

**Case 2. Again, starting at (0,0) we can go to (5,0) by using the vector
**

field (3 , but it is not immediately clear how to get from (0,0) to other

points on the y axis. To do this, we need to use a curve which is only

piecewise smooth. Let

.0 1(t)_(St,O) 0<t<1 so 95i =SX1

QSZ(t) = (S, Sk+lt) 0<t<1 so 952 = SXZ

c63(t)=(S-St,Sk+1) 0<t<1 so 95g=-6X1

**This shows that the p3 distance from (0,0) to (0,8k+1) is at most 38.
**

In fact the p3 ball with center (0,0) is an "ellipsoid" of size S in

the x direction and size Sk+1 in the y direction.

Thus we have given three possible definitions of a metric or pseudo-

metric in terms of the family of vector fields It is also clear

from the definitions that we have the following inequalities:

P(x,y) < P2(x,y)

p(x,y) < p3(x,y) (when p3 is defined).

**In fact, these three quantities are locally equivalent. One can prove that
**

for every x0 E (I there is a neighborhood U of x0 and constants C1,C2

so that for all x,y c Q, x 4 y , and j =2,3.

VECTOR FIELDS AND NONISOTROPIC METRICS 275

P3(x,y)

0<cI<P(x,y)<c2<oo.

**§6. Local definitions
**

In order to begin to see why these pseudometrics are locally equivalent,

we need to consider a local definition of metric, and this in turn relies on

the notion of an exponential map.

Given a point p c (1, we let TpiZ denote the tangent space to SZ

at p. Suppose we are given C°° vector fields defined near

p which form a basis for RN at p. Then we can construct a map from

a neighborhood of 0 c T 1 to a neighborhood of p in [ as follows:

N

every tangent vector v at p can be uniquely written as I

j_1 J j

(p) = v

N

with E RN, and soj=1

I J J

a smooth vector field defined

**near p. We can flow along the integral curve of this vector field for unit
**

time if IlajI is sufficiently small, and the result is by definition

N

exp jS (p) , the exponential map of V.

J

**Given vector fields we can identify T f with RN via
**

N

1Y'

ajSj(p), and then the exponential mapping

(al,...,aN) .exp (ajSj) (p)

**introduces a coordinate system centered at p , the so-called canonical
**

coordinates relative to the vector fields The Jacobian of this

exponential map at 0 c RN is just the volume of the

"parallelopiped" spanned by S1, ,SN. It is important to remember how-

ever that this exponential map from TP( to [ depends on the choice of

vector fields S1, SN.

Now we return to the general situation of vector fields in

1 C R.N On each tangent space TxI there is a natural notion of length.

276 ALEXANDER NAGEL

If V_ E Tf) we say

Nx(v)<a

if and only if

q

v = ajYj(x)

j=1

d (Y ) -.

where J <5 i . Of course this representation of v need not be

Ia j

unique. Nevertheless questions about the set

IV ETxSZINx(v)<6

**are presumably just problems in elementary linear algebra. In giving a
**

local definition of metric, we want to transfer these "balls" in the

tangent space at x to genuine balls in 11, and this suggests the use of

an exponential map. The question is: how does one choose an appropri-

ate N-tuple of vector fields in order to construct such a map?

To motivate the answer, we first ask a simple question: what is the

volume in TxQ of the set { vlNx(v)<SJ ? This amounts to the following

problem. Let be vectors in RN which span, and consider

the map

q

©(a 1 ,...,aq) = ajyj

j=1

What is the volume of the image under ® of the box

d (Y .)

QS = 1(a1,...,aq)(RgI IajI<S I?

**For any N-tuple I = let d(I) = d(Yi )+ ... + d(Y. ), and let
**

1 N

AT = det (Yi1,.. ,YiN).

VECTOR FIELDS AND NONISOTROPIC METRICS 277

**LEMMA. There are universal constants C1,C2 so that 0 < C1 <
**

Ip(QS)I/ I IXII Sd(I) < C2 < 00. (Here the sum is taken over all N-tuples I.)

I

**Proof. For each N-tuple 1, the image 0(Q3) contains all vectors of
**

N

d(Yi)

the form ajY1 where Iaj I < and this is just the image under

i=1

a linear map`from RN to RN with determinant AI. Thus

1A11 sd(I) < 1®(ns)1

5d(I)

IXII < (;l)

We must now prove the reverse inequality. Pick an N-tuple 10 so that

IAI01 ad(I0) > 1A J I ad (J)

**for all N-tuples J. By renumbering, we may assume 10 =
**

Since AI0 0, we can write

N

Yj=4 bjkYk 1<j<q,

k=1

and using Cramer's rule, we see that

A,

Ijk

bjk X1

0

**where Ijk is obtained from 10 by replacing Yk by Yj. From our
**

choice of I0 , it now follows that

d(Yk)-d(Y j) .

Ib jkI _ 5

278 ALEXANDER NAGEL

q

Now let v c O(Q8), so v -_ ajYj with Iajl < 8 d(Y I) . Then

I

j=1

N 9

= ±" ajbjk Y k

V k- j=1

and

q

1: ad(Y

< J)Sd(Yk)_d(Yj) = q Sd(Yk)

j=1

(gS)d(Yk)

Hence

d(I°) I d(1 °)

!)L1

IB(Q8)I < q

0

< qmN IA118d(I)

**This lemma suggests the following further definitions. For each
**

x c 12 and each N-tuple I = let

N d(Yi

BI(x,$) = YcHIY=exp(I ajYi) (x) with jajI <8

1 )

Clearly for every I

BI(x, 8) C (y c 12Ip2(x,Y)<8j B2(x, 6) .

**Hence U BI(x,6) C B2(x,S). We also have
**

I

B2(x,8)C B(x,6) = iycI p(x,y)<81

since p(x,y) < p2(x,y).

VECTOR FIELDS AND NONISOTROPIC METRICS 279

**It is now reasonable to conjecture that for each x c 11 and each 6 > 0,
**

if we choose an N-tuple 10 so that

IA1

(x)I ad(10) > IAJ(x)I

8d(J) for all J

o

then for this particular 10

B(x, S) C Bl (x, ca)

0

**where C is a constant independent of x and 8. This would of course
**

show that p and p2 are locally equivalent, and also show that the local

and global definitions of metric are equivalent.

We give a very brief sketch of a proof. Suppose y f B(x,6). Then

there is 0 : [0,1] - t with 0(0) = x , 6(1) = y and

q

0,(t) _ bj(t)Yj(o(t))

j=1

Sd(Y'

with lbj(t)I < almost everywhere. Now assume without loss that

I0 = and let denote canonical coordinates near x

relative to the exponential map using Then the curve c(t)

is given in canonical coordinates by (uI(t),...,uN(t)) and our object is

d(Y.)

to show that there is a uniform constant C with Iuj(1)I < (CS) . But

1

uj(1) = uj(1) - uj(0) = r [uj(t)]dt

0

1 q

f Y, bk(t)Yk(c(t))(uj)(t)dt

k=1

0

Now since IY11...IYNI span near x we can write

2$O ALEXANDER NAGEL

N

Yk =1 akYP

=1

where ak (C"°. Thus

q

u (1) _ Lr I k(t)ak((b(t))(Ypu))(t)dt

b

P=1 k=1

0

We now need to make two kinds of estimates:

(1) Iak(c (t))I < Cad(Yprd(Yk)

(2) IYPuj(t)I <

Sd(Y k), d(Y

Combined with the estimate Ibk(t)I < this gives Iuj(1)I < CO

which is what we want.

Now estimates (1) are obtained by using Cramer's rule to write

ak(y) _ A J(y)/A1 (y) as in our earlier lemma. At x , our choice of Io

0

Sd(Yp)-d(Yk)

shows that IAJ(x)I/IAI (x) I < and in order to obtain a

0

similar estimate for nearby points y, we expand at in a Taylor series

in canonical coordinates about x .

The proof of (2) is more complicated, and involves the Campbell-

Hausdorff formula. However, note that at x , Ypui = S)p, which is the

right estimate there. Complete proofs can be found in (13].

As a corollary of our analysis of the metric p , we can estimate the

volume of the balls B(x,8). For every compact I CC it there are con-

stants C1 and C2 so that

C1 (IIXi(x)I6')) < IB(x,6)I < C2`I

I IAI(x)Isd(I)/

I

**In particular, the balls B(x, S) satisfy the doubling property, and so Sl
**

with metric p and Lebesgue measure is a space of homogeneous type.

In particular. f=1 These new vector fields will again be of type m on a neighborhood of iZ x 101 C iZ x RS .. we show how the constructions outlined in part II can be applied in partial differential equations and several complex variables. Hormander showed that the second order opera- tors or are hypoelliptic. Applications In this part of the paper. but Rothschild and Stein overcome this difficulty by proving their "lifting theorem. VECTOR FIELDS AND NONISOTROPIC METRICS 281 Part III. We briefly describe the setting. Suppose are C°° real vector fields on a C RN of finite type m. In 1967 Hormander [7] obtained a far reaching generalization of Kohn's result on the hypo- ellipticity of b. they show that one can find additional variables E Rs and form new vector fields S X =X+ ajf(x." Given on iZ C RN (with coordinates of type m. Rothschild and Stein [15] want to con- struct parametricies for these more general operators by inverting model operators on appropriate nilpotent groups.t). As in the work of Folland and Stein [6] on b . + Xp on 9 x Rs.s)) which comes from a homogeneous kernel on the nilpotent group. Rothschild and Stein are able to construct a parametrix for 'X-2 +. Estimates for approximate fundamental solutions We can ue the metrics constructed from vector fields to obtain esti- mates for the integral kernels of parametricies of certain hypoelliptic differential operators.. There is in general no nilpotent group of dimension N which works. §7. this kernel satisfies . (y. so that one can model by vector fields on a free nilpotent group of step m with p generators. given by a kernel k((x.t) . and in addition they are free up to step m .

) Thus let p c C°°(Cn+l). and if k((x.y) = fk((xiO)(Yis))(s)ds RS where 0 E C°°(Rs) is supported near s = 0.y) is a parametrix for X +.6)I-t where S = p((x. §8. Nonisotropic metrics on domains of finite type We now apply the theory of metrics to boundaries of domains in Cn+t (Some of these results were announced in [12J.t). and p is the metric constructed from the vector fields They then define a restriction operator Rk(x. C821B(x.y).s)) is the parametrix for Xi R2p. in analogy with the estimates in part I for the heat operator. (y. For details of the argument. .y) be the Rothschild-Stein parametrix for Then. One also gets estimates of this type for the Rothschild-Stein parametrix of the operator X1+X2+ +X. if N>3 ID(x. Thus we get estimates analogous to those for the Newtonian potential and Kohn Laplacian discussed in part I. then D(x. <CS2-]IB(x. see [13].. + X2 X.s)).t).y) = Rk(x.282 ALEXANDER NAGEL Ik((x.s))I < CS21]j((x.t). for example: THEOREM 11.. Using the properties of the metric p constructed from 1 one can now prove. Let D(x.t).5)I-1 J where S = p(x.(y. (y.. These estimates have also been obtained by Sanchez-Calle [15a].y)I <.3)I-t and it N>2.

1 < j < n.Nj We write Lj = 2 (Xj-iXn+j). the vector fields viewed as being defined on an open set in R2n+1 . then near Co we can find n linearly independent tangential holomorphic vector fields Ln. In particular. and various equivalent descriptions of the associated family of balls. If we fix a point Co c ait. so that is a basis for the real tangent space to ap aft near Co. near Co we can find an additional real tangential vector field T. and hence has nonzero T component. VECTOR FIELDS AND NONISOTROPIC METRICS 283 with dp 4 0 when p = 0 and let it = Iz cCn+llp(z)<01 so that fl is a domain with smooth boundary. . One easily checks that the type of a point does not depend on the particular choice of the vector fields and T. we can let n+1 TaP [fin+i a Wzn+l _ dp a ()n+l °Wn+1 The notion of type of a point was introduced by Kohn [8]. In this case of course. For example. Again if az (CO) 0. we then have a metric defined on sit. are of finite type as defined earlier. so that X1. If C c aft is near Co. We say that the domain it is of finite type m if every point c sit is of type < m. if ' (Co) 0.X2n are C°° real vector fields defined near Co on aft . but is really a biholomorphic invariant. . C is of type m if every commutator of of length at most m .1 at i lies in the span of while some commutator of length m does not lie in this span. Since the real dimension of sit is 2n + 1 . we can take n+1 Lj (9P a (9P a Nn+I dzj .

. Note that Ak(O is a function whose size measures how much T component the commutators of XI.8) = Aj(t)8j j=2 2 where the first sum is over all the generators of 9k.. For Cc ail near CO.'ik = [Xik.1k+1 _ r1' 'in+1 [Xrk+l. In particular. of length < k can have.... [Xi2'XiII. set Ak(0 =I IAil.11 Ai1'ik T (mod X1''**. DEFINITION.284 ALEXANDER NAGEL Our first object is to show that we can define an equivalent family of balls on ail in terms of a single exponential map using the vector fields For each finite sequence of integers with 1 < ij < 2n.. Also (A11'.'if(S )I and m A(C. Let 5k be the ideal in C°°(l) generated by the functions with f < k.li. [Xik_I.ik1 and then expanding this commutator.---'X2.. It is easy to check that this ideal does not depend on the choice of the vector fields or T. since c3il is of type m.---.......ik) .. T. we can write the commutator Xil'.... since is a basis for the tangent spaces near Co.ik c C(il) (near CO).XiI.A.rk+i .Aii. .. Xjk+1 (Ai1' ik ) E 9k+i One can verify this claim by noting that X.x 2n) where Ai.. c 9k Xrk+i k+1 so in particular. and also Xli'.... then Am(0 > µ0 > 0..........

CS).S)= A. so that n=exp tajXj+yT (0 M It 1 with lajJ <S.C&). CS) and B((. 2 it follows that M y=IbjAI 2 where IbjI < SJ and Ij is a j-tuple of integers.. S) C B(C.&) .(C)=F1ai1.. and byl<A(C. S) defined in part fl in terms of the vector fields i.e. VECTOR FIELDS AND NONISOTROPIC METRICS 285 We are now in a position to define balls in terms of a single exponen- tial map.S) is the image of a box of size S in the "complex direc- tions" given by and of size A(C.. S) C B(C. + I .(C)SI. Hence we can join C to q with a curve 4(t) (the integral curve of 2n q ajXj+yT) with 4'(t) _ ajYj and JajI < CSdIYi. Hence m 2n yT = Ibi X1. there is a constant C so that B((. Iyj <A(C.j. . where 1 IajJ<S. 1<j<2n. Thus III r) E B(c.EXE 2 Q=1 where 0. Our first result is then: THEOREM 12.f c R and X1 is the jth order commutator defined earlier.S) in the complementary real direction. Let q c B((. Thus B(C. For E Al set 2n 77co-QIrl=exp ajXj+yT (c)..3). S) are equivalent to the balls B(C. The "balls" B((.6I. Since A. We sketch only part of the proof.

. If f is a smooth func- tion defined near t.. and it is given by: 00 k g(at.a2n.. ..lik(n)I ... (See Rothschild-Stein [15] for further details.6)I < CIA((. On the other hand. we can easily see that the function n A(n.8)I is SklAill..) To give an idea of how this formula is used..Y) ^' I k!IajXj+YT\\) flo k=0 where (lajXj+yT)k is a kth order differential operator. there is a constant C so that for n e 4(C. so again we get the correct estimate. a2n..8). A major ingredient is the use of Taylor series expansions of functions in canonical coordinates.. if we differentiate ik with one of the vector fields this gives us an element of 9k+1 . §9. S). let .. k is certainly of the right size since Iyl < A(C. 8). As before. Any term involving applying T to this Ail.. and if g(a1.ik(n) about C in canonical coordinates. We can expand Ail .e.S)I A typical term in IA(71. IA(n. involving ideas used in the proof of the equivalence of the families of balls introduced in part H and we omit the details. .. Balls in terms of a polarization We now want to find a description of the balls on the boundary of a domain Il C Cn+1 directly in terms of inequalities involving the defining function for U.286 ALEXANDER NAGEL The opposite inclusion is more technical. Y) = f (exp ( ajxj+YT) (c) then g has a formal Taylor series at the origin.8) is essentially constant on B((. i..

w)j <A(w. For w e d 'Q and S > 0 set B'(w. Note that for w e dg. Vw = 1z ECn+1IR(z. and within Euclidean distance A(w. VECTOR FIELDS AND NONISOTROPIC METRICS 287 SZ =(z ECn+llp(z)<01 where p : Cn+1 . where p(z) = n Imzn+1 . A polarization of p is a function R : Cn+1 x Cn+1 . and are unique up to functions vanishing to infinite order on z = w. it is easy to construct a polarization. 8) of Vw. Let us quickly calculate what all this means for the Siegel upper half space discussed in part I.w) vanishes to infinite order on the diagonal z = w. j=1 .w)=01 is a holomorphic hyper- surface tangent to c3i at w .8)1 . We now define a new family of balls on the boundary.z) = p(z) (b) JzR(z.w) = S` as za W13 is a polarization which is holomorphic in z and antiholomorphic in w . When p is a polynomial or is real analytic.8) is essentially the set of points z e 31 within Euclidean distance 8 of w. Then n R(z.C of class C"° satisfying: (a) R(z.z) vanishes to infinite order on the diagonal z = w.w)=I zjwj-Zi(zn+l-wn+l). Thus B#(w. and in all that follows. If P(z) = I as zap then R(z. we shall be dealing with polynomial p.R is C"° and dp 0 when p = 0. Polarizations always exist. (c) R(w.8) = 1z CaQ 11z-wI <8 jR(z.

We also set T= a2+ a 02 We want to investigate the geometry of the balls near a fixed boundary point. It is easy to check that if L _ a . we can choose a special coordinate system to study the geometry. Here the defining function is P(zl'z2) = b(zl) . Thus in this case 1 n B#(w.2i a". For simplicity we will do this only in the special case a = SZ0 = 1(z1. We now want to show that the balls B'a(w. (zl) a (9f1 azl az2 then L globally spans the space of tangential antiholomorphic vector fields. S) 32 for all w E M.z2)EC2IIm z2>'b(z1)' where 0: C R is a polynomial of degree m.ij(0)).S) are equivalent to the balls B(w. L 14 j=1 zjwj 2i (zn+1 -wn+1) <32 and it is easy to check that this defines essentially the same balls as we did earlier in part I.2i (z2-z2) . Let O(z)_Cz)-MO)-2Re( (0)zl} . on the Heisenberg group [Xj. say (0.S) defined in terms of the exponential mapping. Since all our families of balls are invariant under biholomorphic mappings.288 ALEXANDER NAGEL Also.S) = z -F ul Iz-wI <6. Xn+jI _ -4T so A(w.

Then our basic vector fields are: L= +i'(z)N.i c (0)+2 1 i (0)zi j=1 dzi 1 our original domain now has the form 1(zi. )I and moreover 0 now satisfies j a-o 00 1<j<m chi 00 We shall work in this coordinate system near (0. Thus aza A2(z. Im L ).t) = IoO(z)I . We can calculate the various functions XiI". 5j (97 (Z) Jt T=?. t+iq (x)) corresponds to (z.z2) f C211m z2 > 0(z.0) f a g. ik using the vector fields L and L (instead of Re L. We identify 311 with C xl{ so that (z.t).L]=-2i'! 2 so the ideal 92 is generated by O or Ac . Thus: [L. VECTOR FIELDS AND NONISOTROPIC METRICS 289 If we make the change of variables: zl=zl m j z2 = z2 .

we must find a curve [0.0).+ JalmAm(0) = A(O.290 ALEXANDER NAGEL alo Ak(z..t) = I a+. all the terms will be dominated by the correspond- Jz-j ing Aj(0).13>1 To investigate the exponential map exp (aL+uL+yT) (0) with a e C. lab ..B<k aza&-# a. y e R.a (as)\ dsl We can estimate the integral by expanding a and about 0.1] CxR with q (t)=a G 12 (t) = y + is iff (01 (t)) with (¢1(0).2(0)) = (0. Thus ¢1(t) = at and q2(t) = yt + i f (a (as) a (as)) ds. y+i (as) . Since aj (0) = 0 1 < j < m. J0 CV 0 And so exp (aL+aL+yT) (0) = a. so I f (aas) 0 _a (as) ds I2A2(0) +.

6)1 is essentially {(z.t) a CxRI Izl < s. We will prove: . Our object is to obtain an analogue of Theorem 8 in part I. VECTOR FIELDS AND NONISOTROPIC METRICS 291 In particular. we see that the image under the exponential map of the box I(a. IzII<8 and so the families of balls are equivalent. Estimating pleurisubbarmonic functions We continue our study of domains of the form "= 1(z1. t+ici(z1)) c aft. Iy) < A(O.2i (z2 W2) a' and R((zlz2). i. Itl < A(0.8). (0. (0. Iz1I <a are equivalent to the inequalities ItI<A(o. On the other hand.a). the polarization of our defining function is R((zIz2)(WIw2)) _ !1Sia_zQ+a5_ (0) ziw .z2) EC2IIm z2 > q(zi)1 .0))1 < A(0. but we now make the additional hypothesis that L4 > 0.0)) = -2i1 z2 = -1 2i (t+iV'(z1)) if (zt. §10.y) e C xRI IQI < s.z2) = (zI.e.8)1. which is not harmonic. Thus the inequalities IR((zIz2). di is a subharmonic polynomial of degree m.

and let Q[958] be the conjugate Poisson integral. so that the holomorphic map (84.C are constants independent of u and (zi. Let n : iZ Al be the projection onto the boundary. lu(0. and it is enough to i estimate u at the point (0. we try to find S > 0 and a function G(4).AS) and A(n(zi. Let P[0S] be the Poisson integral of (kS .iy)I < (8) 7ry2 I s 12+l t-y 12<(v /2 )2 Now for each s + it we want to imbed an analytic disc into fl.z2) a fl lu(zl.(Sei0) 0 < 0 < 2n and G(0)=s+it.51 (0) = 0. by making a holomorphic change of variables.z2).z2).s+it)I ds dt . We begin as we did in part I: 4 u(0.s+it). Here A. As before. Then if (z 1. with Q[0. To do this. Let 0&(ei0) _ O(Sei0). continuous for 141 < 1 .z2)I <CIBI-' f lu(C)Ida(() B where B = B(n(z1 z2). 1 < j < m. Then . This means we want Im G(e'0) _.G(4)) has the required properties. Suppose u is continuous on G and pleurisubharmonic on fl . iy).S) = Im z2-c(zl). we can assume Co) _ (0) _ (0) = 0.292 ALEXANDER NAGEL THEOREM. whose boundary is mapped to A) and whose center is mapped to (0. holomorphic on 1 .

iy)1 < na 22 J Iu(s(t)e Y 0 -Y /2 Y12 s+ dt dOds We want to make the change of variables r = S(t). We thus obtain 3Y /2 Iu(0). there is a unique S = S(t) so that equation (9) holds. Thus given t.y) dx dy > 0 0 X2+Y2<5 2 fo21r so the function t(S) = Zn j(S ei0)d0 is a monotone increasing func- tion of S . VECTOR FIELDS AND NONISOTROPIC METRICS 293 G(() = Gs t(o = s + i[P[gS](o + Q1081 (01 has the required properties provided that S is chosen so that t 2n f . Let A(S) = 1 nS2 ff Ad!(x. We get: 2 .0(8 ei0)d9 .y)dxdy x2+y2<52 so that t'(S) = SA(S). (9) 0 But by Green's theorem 2n dS 2 f 0(S ei0)de = 2 775 r AO(x.

8)I .s+ic(reie)Irdrdeds 0 But finally.0) of size y in the "real" s direction. and on the surface r7lZ we are integrating over a region centered at (0. we have shown: there are constants A and C so that .iy)I < C yS(y)2 ff IsI<Cy 0 f Iu(rei0. when r is between S 2 and S . and of size S(y) in the "complex" directions. In our last integral. which is where the hypothesis 0 is used: LEMMA. S) = y and since IB(0. 2 A(r) ti y/6(y)2 . 8)/82A (8) < C2 < 00 (iii) IWS(eie)I < C2t(S) We defer the proof for a moment.ti yS(y)2. (i) 0 < C1 < A(0. rdrdOds is essentially surface area measure. 2 It follows from the lemma that in this range. and return to the estimate for u(0. There are constants C1.5) where A(0.294 ALEXANDER NAGEL Y/2 2s 32 u(O. Thus: VT CS(y) Iu(0.iy). But this is exactly our nonisotropic ball B(0. C2 which depend only on m so that for S>0. and it follows from part (iii) of the lemma that the range of s integration in the integral is contained in { Is I < Cy I for some constant C.S)/t(S) < C2 < 00 (ii) 0 < C1 < A(0.iy)< Lff 77Y 2 J -Y/2 0 S(I) 2 We now need the following result. t(r) is between and 2 .

A8)j-I J ju(J)jda(() B(0. and if AO(z)>O for JzI <8 D then for S < S0 t(S)=2n (' J0 2n L 0(Sei0)d9>AmL r as+(30 azar}i (0) I Sa+R = AmA(0. we apply the result to t#(z) = q(Sz). S) and S2A(S) < CA(0. The main content of the lemma is contained in the opposite inequalities. and the result for general S follows. VECTOR FIELDS AND NONISOTROPIC METRICS 295 Iu(0. The inequalities t(S) < CA(0. we now easily extend this result to obtain th'e theorem. so it suffices to study S = So = 1 . We finally turn to the proof of the lemma. Thus we have managed to estimate u along the "radius" from (0.5) = y . 66(b(z)>0 if . S) follow easily by expanding c or Aq in a Taylor series about 0. But now we let b(z) real polynomials of degree < m such that J j (0)=0.AS) where A(0. and I as +(3 o (0) 1(gzaaZo 1 . a) 2n S f I 0 f 0 Ab(rei0)rdrde> Am llazaaza (0) Sa+1i = AmA(0.0).iy)I < C`B(0. In fact. if we can prove this for S = So = 1 . and follows from a homogeneity and compact- ness argument. 0<j<m. S) . az 0 < j < m .zj<1 . We claim for every integer m > 2 there is a constant Am so that if J q(z) is a real polynomial of degree at most m with a (0) = 0. Just as in part 1. then given c .

Hence III(bPHH < CA(0. and formally. The general result now follows by dividing a general polynomial 4 by I laza(90 ( 0)1 . z e iZ . 0 il . As an easy corollary of the theorem we obtain an estimate for the Szego kernel S(z. it again suffices to check this for S = 1 .C) for the domain 1 on the diagonal z = C. Moreover. Recall that the orthogonal projection S of L2(af) onto H2(1Z) is called the Szego projection. in order to show sup IQ. on JzJ < 1 .0g(ei9)J < Ct(S) when 0 is a polynomial of degree < m. Finally. these functions are strictly positive since AO > 0 and AO' 0. and so the functions are bounded below by a constant Am > 0.08(e1O)I = 111.1) < Ct(1). this projection is given by integrating against a kernel: Sf(z) = ff()S(zs)da() .296 ALEXANDER NAGEL It is easy to see that I is a compact set of polynomials and that the maps 0 fe10o 0 1 71 L7T r (reie) rdr d9 J0 are continuous on 1.0111 0 is a norm on this space of polynomials. But sup IQ.

IF(z)I < CIBI-1 r IF( )I da(C) B 1 /2 < CIBI-1 /2 r IF( )I2 da(C) aJiZ = CIBI-1 /2IIFIIH2 where B = B(n(z). (See Krantz [l0a]. But H by our theorem. VECTOR FIELDS AND NONISOTROPIC METRICS 297 In fact S(z.z) < CIB(n(z).S) = Im z2 . If z E SZ S(z. and A(n(z).p(z) . let f' ='(zt. Thus. Thus we obtain: COROLLARY.C) on the boundary.8)I-1 where A(n(z). Chapter 1. S) = . at least for certain very special domains Q. and this series converges uniformly on compact sub- sets of SZ x Q.O(z1). Estimates for the Szego kernel on aQ As a final application. for further details. J) = E 0j(z)0j(C) where (0j! is a complete orthonormal basis for H2(H).z2)EC2IIm z2>q(zi){ .z)1 12 = sup IF(z)I where the supremum is taken over all F e H2(1) with IIFII 2 < 1 . if F E H2(SZ).) Now it is easy to check that for z f SZ S(z. we show how one can make estimates of the Szego kernel S(z. §11.S) is the ball centered at the projection n(z) of z .

and H2((qf2) =If fL2(a[l)jLf=0 as distribution) . non-harmonic polynomial of degree m. When we identify dfl with C x R in the usual way.f (t.298 ALEXANDER NAGEL where 95 is a subharmonic. We also make the very restrictive assumption that e95(z) = AO(x+iy) is actually independent of y .t-A(x. so we identify H2 with the kernel of the differential operator.y.t) = (x.y)dt .y) _ . 0 Then if we put x b'(x) = f A95(t)dt 0 . and write z = x + iy . this operator becomes: L 07 Tt 2[aao 49 +2 (I- We now make a change of variables on C x R D(x.y)) where x A(x.y. Our approach is the following: if L= -2ic3z 1 1 (z )a 2 then L is a global tangential antiholomorphic vector field.

e2"(nx+b(x)r) dx (e 2rr(rix+b(xp)u) Let q.(x.+ b'(x) in R3.t) = ff e21ri(Yri+tr)u(x.r) = e 2rr(nx+b(x)r) .y.r) = f e R2 so that u(x. i=2 and we want to obtain estimates in terms of balls defined by the vector fields and 22.y. VECTOR FIELDS AND NONISOTROPIC METRICS 299 and L = +i r + b'(x) a it is easy to check that L(f ocb) = 2(Lf) o (D.r)di7dr R2 is an isometry of L2(R3) and Luf-1ifu where Lu . Our finite type hypothesis is now E IbW)(x)l > go > 0. Thus our object is to obtain estimates for the orthogonal projection onto the kerpel of L= X +i +b'(x) 10i 11 it] 11 where b"(x) > 0.t) is a reasonable function we define partial Fourier transforms by `.rr.fu = u(x.i7. dly -t d If u = u(x.rl.

.r)lr<0).r)ER2l fe477(?7x+rb(x))dx < o Then since b"(x)> 0. dx di7dr) .r)12e4r7(t7x+rb(x))dxdr7dr < +. Then Lu=f 0.300 ALEXANDER NAGEL and let M.g(x. r) so that fJ'g(iir)I2[j'e4T'dx] drldr < 00 .r1.) and MO-1 : L2(R3.fu. the space . e4n(r/x+rb(x))dx d77 d. For (>).rl. dx Now Mq.r) = O(x.r) . 1 = {(71.: L2(R3.71. e477(71x+rb(x)) dx drldr) -+ L2(R3. The kernel of this operator thus consists of functions g(77. dx dr/dr) are isometries. Thus L is similar to the operator N acting on func- tions which satisfy f g(x.1-iA.L2(R3.r1. Let Y = (r).r)g(x.r) a 2.

l.rg(x) = J g(y) It 7.r). and let P'7.r g = < 1. VECTOR FIELDS AND NONISOTROPIC METRICS 301 L2(e4rr(rlx+rb(x))dx) contains the constants. r) e <g. Let P. be the projection of L2(e4n(r)x+rb(x))dx) onto the constants.1 > 00 r g(r)e4n(rlr+rb(r))dr 00 00 r e41r(Tlr+rb(r))dr Thus 00 P77. L2(e4n(rlx+rb(x))dxdrldr) be defined by Pg(x.r(Y)dy .7 r(x) = g(x.7 =0 otherwise.rl. Let P: L2(e4n(rlx+rb(x))dxdrldr) -. It is then easy to check that P is an orthogonal projection whose range is precisely the null space of dx on L2(e4n(rlx+rb (x)) dx drl dr) .rl.` -IM PMtA then P is the orthogonal projection of L2(dxdydt) onto the null space of L. Thus if we set P . Now if (rl.1>1 Pr1.r) a E. if (.r) = where g.

For r > 0.Y.y.t) If f(r.s.Y) = Thus if f f L2(R3.u)S((x. We begin by estimating the inner integral.t).u)) = ff K. dx dy dt) Pf(x.s.r(x.302 ALEXANDER NAGEL where Kll.u))drds dy where S((x.s. (r.r) dry dr 00 00 e21rq((x+r) + i(y-s)) fe 27rrt(b(x)+b(r))+i(t-u)] foe 00 di dr. 0 f -00 e41r(nr-rb (r)) dr This is the kernel we have to estimate.r(x. set 00 e21r-q(. (r.t).y.?.k+it) F A+it r d -00 r e4n[r7r-rb(r)]dr -00 .

77 77. r) so that I 1 b(j)(a>rµj12 In 2 =1 j=2 1! and in the last integral. VECTOR FIELDS AND NONISOTROPIC METRICS 303 Then replacing r by r + 2 and 77 by r) + rb'(2) it follows that F(A+it.rb (r+2) + rb(2) . r) _ I_ 2rrr 2b +itb' (`] /1 00 f+ e2ni77td77 e (2) -00 J 00 2(r+)+rbe 47rl77r+rrb ' (-rb LLL 2(2)1J -00 Let G(r) = rrb'(2) .rb'(r+2) G"(r)= -rb"(r+2) Since G(0) = G'(0) = 0. we have m G(r) r 1 b()) 1 j=2 ( -) r) Hence 00 [2b(3) + itb'(2)1 e2rrjr7td.gr. Then G'(r) = rb'C2) . .7 F(a+it.r) = e 277r L JJ f J -00 00 4n nr-r m f 1 b (j) ( ) r7 Now choose p = µ(A. make the change of variables r .

( F(a+it. F(A+it. 7 We now make two observations.s.a i 6a (n) e m 2 dr m where a = am). and r 'I' air) is convex. m µ(X.y.t).2 = 1 . Y-IajI2 = 1 .u)) 5 0 .304 ALEXANDER NAGEL Then e2ar [2b() + itb "%] e2ai7. Second. the collection of functions f4a r . (r. r) = rl A-2 M 477 r)r.j e dr 00 -00 where ai = 1 j 2 and hence Ym 2 Ia. r) 1 ti Y Ib(j) ( l /i z \2/ I rl This is clear from the definition of µ .r)dr S((x.r) and its derivatives. r)-1 . Thus e2rrr L2b rj'l + itb (2/] t1o. First. is a com- 2 pact set of functions in the Schwartz class S(R). Finally we have 00 e-2ar[b(x)+b(r)+i(t-u)]F(x+r+i(y-s). in terms of size. one can make estimates on the size of F(A+it. r) = \/ ea 1 From this. .

Introduction to Partial Differential Equations. and Schechter.. [6a] Grushin. R.s.. Series. 6 (1972). 27 (1974).." Comm. B.y. John. G. V. for example: IS((x. [8] Kohn. 1971.. [6] Folland. G.t). "Series trigonometriques et series de Taylor. L.y.. R.. M. P. "Untersuchungen fiber die Grundlagen der Thermodynamik. [2] Caratheodory. 391-394. 155-185. H. D. A consequence is. "Hypoelliptic second order differential equations. Interscience Publishers. "Estimates for the complex and analysis on the Heisenberg group. B. J. [4] Fatou. Amer.. #242. and Hung. Mathematical Notes Series. 1976. Ann. Providence.. 1981. "Boundary behavior of d on weakly pseudoconvex manifolds of dimension two. Springer-Verlag.Math. C.t).. L. VECTOR FIELDS AND NONISOTROPIC METRICS 305 and we can use the estimates on F to estimate S. J. Geom." J. and Stein. USSR Sbornik 13(1971). E. . 335-400. V. Partial Differential Equations. C.. J.6))-I where S is the nonisotropic distance between (x. Pure Appl. Inc. Diff. and Weiss. Wadsworth Math. 590-606. Part 2. ALEXANDER NAGEL DEPARTI4IENT OF MATHEMATICS UNIVERSITY OF WISCONSIN MADISON. H. 523-542. Math. (r. John Wiley and Sons.u).. 355-386.t) and (r. "On a class of hypoelliptic pseudo-differential opera- tors degenerate on a sub-manifold. New York 1964. N. G.u))l < CIB((x. G. Lecture Notes in Math." Acta Math. [3] Coifman. F. 119 (1967). M. [5a] Folland. "Subelliptic eigenvalue problems" in Proceedings of the Conference on Harmonic Analysis in Honor of Antoni Zygmund.. [4a] Fefferman. [7] H6rmander." Acta Math.s.y. WISCONSIN REFERENCES [1] Bets. 30 (1906). #17. 147-171.." Math. and Phong.. Princeton University Press. T. 1979.. Analyse harmonique non-commutative sur certain espaces homojenes. "Non-isotropic Lipschitz spaces" in Harmonic Analysis in Euclidean Spaces." Math.. [5] Folland. Princeton.. Soc. 429-522... 67 (1909).

. [10] Koranyi. New York. Math.306 ALEXANDER NAGEL [8a] Kohn. Sup. N. for Mat. 1979. Princeton. Singular Integrals and Differentiability Properties of Functions. Mathematical Notes Series. N. Sci. J. [14] Riviere.. Function theory of several complex variables. "Singular integrals in homogeneous spaces and some problems of classical analysis. Scuola Norm. N. 575-648. 135 (1969). A. [16] Stein. A. M. S.. [15] Rothschild. 6596-6599. Princeton University Press." in Proceedings of the Conference on Complex Analysis. Am. J.. #24. N." Acta Math. [12] Nagel..." Trans.J. 137 (1976). "Fundamental solutions and geometry of the sum of squares of vector fields.. E. Acad. A. 78 (1981). [10a] Krantz. 78. Princeton. [15a]Sanchez-Calle. Stein. and Stein. Pisa 25 (1971). "Harmonic functions on Hermetian hyperbolic space. 247-320. Princeton. 1972.. A. "Boundaries of Complex Manifolds. S. 1965. 1964. "Hypoelliptic differential opera- tors and nilpotent groups.. #11. E. P.." Inventiones Math. "Singular integrals and multiplier operators.M. A. Press. 1982. 507-516. E. 143-160 (1984). John Wiley and Sons. Princeton University Press. Soc. [11] Nagel. Natl. USA. 9(1971). M. Springer-Verlag. 1970.. New York. and Stein. Lectures on Pseudo-differential Opera- tors.J.. Boundary behavior of holomorphic functions of several complex variables. Minneapolis. and Wainger. "Boundary behavior of functions holomorphic in domains of finite type. and Vagi.. E. 243-278. Princeton Univ." Ann." Proc. J." Ark. 81-94. [9] Koranyi. M. Mathematical Notes Series... [13] "Balls and metrics defined by vector fields I: Basic properties" to appear in Acta Math. L. S. [17] ..

Hardy (1915). M. and that the relation of the above asymptotics to differentiation theory had to wait another ten years to come to light! The purpose of these lectures is to survey part of this theory and at the same time to describe some new results. Given this long history it is an interesting fact that only relatively recently (1967) did one realize the possibility of restriction theorems for the Fourier transform. Riemann's use in 1854* of the method of "stationary phase" in finding the asymptotics of certain Fourier transforms. and the application of all these ideas to number theory." and those of the "second kind. Besides the obvious fact that the Fourier transform is itself an oscillatory integral par excellence. Stein Introduction Oscillatory integrals in one form or another have been an essential part of harmonic analysis from the very beginnings of that subject. initiated in the first quarter of our century by Voronoi (1904). van der Corput (1922) and others. the study of asymptotics related to such functions in the early works of Airy (1838). OSCILLATORY INTEGRALS IN FOURIER ANALYSIS E. one needs only bear in mind the occurrence of Bessel functions in the original work of Fourier (1822). while for the second kind we are dealing *In Section XIII of his paper on trigonometric series. We have found it convenient to divide our discussion into oscillatory integrals of the "first kind. 307 . and Lipschitz (1859)." The main difference between the two is that for the first kind we are studying the behavior of only one function as the parameter increases to infinity. Stokes (1850).

are not dealt with here.) Next we discuss oscillatory integrals (of the first kind) arising in the theory of Hilbert transform along curves and their generalizations. . Chapter 4. first in one dimension and then in n dimensions. which operators are closely related to Bochner-Riesz summability. one assumes that . This leads us naturally to restriction theorems. We begin by considering the more-or-less standard facts about oscillatory integrals of the first kind. and i' is complex-valued and smooth. STEIN with the boundedness properties of an operator which carries an oscilla- tory factor in its kernel.308 E. We then turn to oscillatory integrals of the second kind suggested by twisted convolution on the Heisenberg group and the theory of Radon singular integrals. M.* 1." For an elegant introduction to that subject see [1]. which are another application. (Differentiation theorems. *The reader will note that there are several related topics not touched on in this survey. Oscillatory integrals of the first kind. but not always. Next as a first application we deal with some estimates of the Fourier transform of smooth surface-carried measures in Rn . Chief among them is the subject of oscillatory integrals arising in the solution of hyperbolic equations and their generalizations . often.A(x)dx a where q5 is a real-valued smooth function (the "phase"). but these are the subject of Wainger's lectures [3].the class of "Fourier integral operators. However this distinction need not be taken literally since sometimes these different types merge.b). Finally we return to restriction theorems and the oscillatory integrals of the second kind they give rise to. n = I We are interested in the behavior for large positive X of the integral b 1(X) = r e"(x).Ji has compact support in (a.

PROPOSITION 1. Suppose 0 is real-valued and smooth in [a. That this is indeed the case goes back to van der Corput. Thus clearly jI(A)I < ANA-N.b].dx = (-1)N fe"(Wtdx. Let D denote the differential operator Df = dx . and the proposition is proved. and q5'(x) 0 for x in [a. Suppose 0 e C 0 (a.b].b) ). I (b) Scaling : Suppose we only know that dk'(x) > 1 for some fixed k. and let !D denote its transpose. dxk and we wish to obtain an estimate for f b which is independent a of a and b. then b fa ea(bi"ldx <ck0/k holds when . PROPOSITION 2. (assuming that t has compact support in (a. and integration by parts shows that fe "'0 0 dx = fDN(e). (a) Localization : The asymptotic behavior of I(A) is determined by those points where q'(x) = 0. -Df = d Then clearly DN(er40) = erA¢ for every N . OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 309 The basic facts about I(A) can be presented in terms of three principles.b). as A ao for every N > 0. More precisely. Then a simple scaling argument shows that the only possi- ble estimate for the integral is 0(A-Ihk). If I0tkl(x)I > 1 . The proof is very simple. Then I(A) = 0(A-N).

(and of course 0'(x) is monotonic when k = 1 ). The last expression equals 1 Iq (b) 0'(a)1 which is dominated by 2/A. aJ a a b <1 I d 1 _ W dx a by the montonicity of 0'.0(k)(x)l > 5. then outside the interval (c-S.310 E. and assume (taking complex conjugates if necessary) that 0(k+1)(x) > 1. Write a b = f a c-S }f J c+S r c& +d b f c+S . if in addition it is assumed that 0'(x) is monotonic. We have b b b b e'4dx =f D(eiAO)dx = . Let x = c be the point in [a . Let us show (ii) first. we have that I. M. r e1X4t-D(1)dx + i1 ix 4v e a a a a The boundary terms are majorized by 2/A. STEIN (i) k>2 (ii) or k = 1 .(k)(x)l takes its minimum value. If O(k )(c) = 0.b] where 14.c+S). We now prove (i) by induction on k. This gives the desired conclusion with c1 = 4. while b b r ei t_D(1)dx r eat i-j1 x (-1) dx '0. Let us suppose that'the case k is known. Proof.

b]. Under the assumptions on -0 in Proposition 2.2) f 0 e"W(x)0(x)dx < Ck. Thus b f a e'40 dx < 2ck (xs)l /k +25. .\-1 /k J Jv(x)Idx . If j(k)(c) 1 0. COROLLARY. In either situation the case k + 1 follows by taking a = 'k-1 /k+1 . OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 311 By the previous case < ck/(XS)l /k 0 Similarly b e'4 dx /k L Clearly however c+s fC-S e'kO dx <2S. which proves (1.2ck+2 . a similar argument shows that ck/(tb)1 /k + S is an upper bound to the integral. and so c is one of the end-points of [a.1) with ck+l . we can conclude that b (1.

. and d(k-1)(x0) = 0. Step 1.(x)dx A-1/k I ajX-j/k .k'(x0). j=o in the sense that for any non-negative integers N and r N (1. M. r b e'AOV (c) Asymptotics : We already know that the behavior of Ja dx is determined by those points x0. while 0(k)(xo) j 0. We shall give a proof of the proposition when k = 2. then aj = 0 for j odd. PROPOSITION 3.3') (1E (A) . and is given in terms of powers of A in a way which is consistent with Proposition 2. k > 2.1) by integrating by parts an estimate of the form z f a eaO(x)dx <ck1-1/k.o j=0 .3) 1(X) = f eix(b(x)q. (the "critical" points of (k ). Suppose * is real and smooth. cj(Q) -j J -.4) x xPe x z eiXX2 dx . where 0'(xo) = 0. _ the support of 0 is a sufficiently small neighborhood of x0. then 00 (1.1 /2-Q/2 . for a<x<b. When k is even. 00 j=0 REMARK. ajA-jO(a-(N+1)/k-) as A.. Assuming that the support of i/r is so small that it contains only one critical point of j . There are three steps.312 E. the character of the asymptotic expansion then depends on the smallest k so that 0(k)(x0) 10. This is the observation that 00 00 (1. If Co and j(x0) _. STEIN This follows from (1.

The second integral can be written as 5e2(tr)N [xf-q(x) [1-a(x/E)]]dx 1 with tDf = A simple computation then shows that this term dx f . Altogether then the integral in (1.5) f CIO eax2xe77(x)dx < AX-1/2 /2 To prove this let a be a C°° function with the property that a(x) = 1 for lxl < 1 . is majorized by CN .4). Step 2. The power series expansion of (w-i)-`/'`e/2 (which holds for lwl < 1 ). is a non-negative integer. In fact the left-side of (1. when A > 0.1 . and a(x) = 0 when lxl > 2 .4) is j e-(I-1A)C2xedx which by a change of variables equals (1-v1)-`/=-P12 L a "2xedx. then gives the desired asymptotic expansion (1.5) is bounded by .2N < . The first integral is dominated by CEe+1 . and write J eikx2xe>)(x)dx = feiXx2xfrl(x)a(x/E)dx + J eikx2xeri(x)(1-a(x/E))dx . However. in the case a is odd the integral vanishes. OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 313 where F. (1-ik)-y'4/2 where we have fixed the principal branch of z-'/r4/2 in the plane slit along the negative half- axis. Observe next that if -q e Co and a is a non-negative integer.\N f lxl>E lxle-2N dx = C' \-NEe-2N-1 N if e . then 00 (1.

314 E. We prove the proposition first in the case q(x) = x2 . and 6 vanishes near the origin. M. . Now for each N. write the taylor expansion N eX2c (x) _ Y` bjxj + xN+IRN(x) = P(x) + XN+1RN(x) jj=0+ Substituting in the above gives three terms 00 (2) f 00 eiAX2 e_ C2 xi dx 00 (b) J00 (C) fe2P(x)e2(1_(x))dx.5). To do this write fe2r(x) dx = feiAXe x2(ex2 where is a Co function which is 1 on the support of Vi.6) fe2ex)dx = 0(A-N). to get the conclusion (1. Step 3. A similar (/but simpler) argument of integration by parts also shows that (1. every N > 0 whenever e c 8. STEIN CN#E/+1 +A-NCQ-2N+1 I and we need only take e = .1-112 (with N > e 21) .

g. and let y = (x-x0)(1+e(x))I12. and of course cy2 = 4(x). We can then write q(x) = c(x-x0)2 + 0(x-x0)3 with c 4 0 and set q(x) = c(x-x0)2[1+e(x)] . and a lower bound for 0(k)(x0). is then proved as a consequence of the special case treated before. OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 315 For (a) we use (1. for (b) we use (1. Note e. The expansion (1. and for (c) we use (1.6). Thus fei'(o)clr(x)dx = reilcy2 (y)dy with te Co if the support of 0 lies in our fixed neighborhood of x0.i'\)-R+I)/k . q'(x) 0. when x x0 but x lies sufficiently close to x0. It is then easy to see that their combination gives the desired asymptotic ex- eiAx2 pansion for f c/i(x)dx . (2) Each constant aj that appears in the asymptotic expansion (1.3) depends on only finitely many derivatives of and Vi at x0. where a is a smooth function which is 0(x-x0). we have a0 = \r1-T(-i0'(x0))-I"2Vi(x0). and hence 1 when x is sufficiently close to x0.4).Q(1.3) (for k=2 ). Let us now consider the general case when k = 2. REMARKS: (1) The proof for higher k is similar and is based on the fact that f 0 eixxke xkxedx = ck.3') depend on upper bounds of finitely many derivatives of 0 and Vi in the support of sli . Moreover. Then the mapping x y is a diffeomorphism of that neighborhood of x0 to a neighborhood of y = 0.5). that when k = 2. . the size of the support of t. Similarly the bounds occurring in (1. Let us now fix such a neighborhood of x0..

there is a unit vector 6 and a small ball B(x0). for x c B(xp). and so our desired conclusion follows.. .xn so that xI lies along 6. 2. n > 2 Only some of the above results have analogues when n > 2. Oscillatory integrals of the first kind. where further citations of the classical literature may be found..x2. For each xo in the support of ci..xn)Vk(xt. Chapter II. and 0 is a smooth real-valued function which has no critical points in the support of Vi.. Then =f(fe"(x '. but the extension of Proposition 1 is simple. Decompose the integral fek'0(x)t4(x)dx as a finite sum I fe(')clFk(x)dx n where each c/ik is C°° and has compact support in one of these balls. .. so that (e. Then I(A) = r O(A-N). Continuing a terminology used above we say that a phase function (k defined in a neighborhood of a point xa in R° has x0 as a critical point. . M. PROPOSITION 4.vx)o(x)> c > 0.xn)dxI fe('c)ci/k(x)dx I dx2. But the inner integral is 0(A-N) by Proposition 1.... as A for every N > 0 . centered at x0. if (Vg)(xo) = 0. Rn Proof. STEIN References : The reader may consult Erde1yi [8]... It then suffices to prove the corresponding estimate for each of these integrals.dxn ..316 E. Suppose cu c Co(Rn). Now choose a coordinate system xt.

. . Proposi- tion 2. and for some multi-index a.1) f eikO(x)tp(x)dx < Ck('A)' A-I /k (IIqj . d(k.)(k(x)l > ak/2 whenever x c B(xo).n) unit vectors 1` (1). However it is not difficult to see that there are d(k. PROPOSITION S. OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 317 We can only state a weak analogue for the scaling principle.) Next choose an . Of course {xa}1a`=k is a basis for this space. Proof.n)) so that the homogeneous polynomials ( (J) x)k .n) denote its dimension. and the constant ck(¢) is independent of A and t/i and remains bounded as long as the Ck+1 norm of 0 remains bounded.(x°). with ak> 0 . however. px)kO(xO)l > ak.>1 throughout the support of t# . Moreover since we can assume that the Ck+1 norm of is bounded we can also conclude that I(e. give another basis.L00+ II174IIL1) Rn with k = ial . it. at > 0. will be useful in what follows. Let d(k.n) . Consider the real linear space of homogeneous polynomials of degree k in Rn. Suppose 0 t Co . (d)a (x). there is a unit vector e = .1. Then (2. j . so that I(e. (The radius of B can be taken to be a small multiple of the Ck+1 norm of (b. e (d(k. p. where B is the ball centered at x of fixed radius. (2). q is real-valued. This means that if 0(x0I axa > for some lal = k .

and each rlj supported in one of our balls. then after a smooth change of variables (b can be transformed to a simple canonical form . M. STEIN appropriate covering of Rn by such balls of fixed radius.1)..... while the asymptotics of the proposition below shows that the true order is 0 .318 E. . Let us go back for the moment to the case of one dimension.2) giving us an estimate of the form -1 /kA-1 / a f' f ckak (x1.. with '(x) = ±xk (for x near 0 ).xn) dx1 I A final integration in the other variables then leads to (2.. If 95 has a critical point at x0. To the asymptotics of the latter situation we now turn. Then fe'1c1rjdx xn)dx1) dx2. {pnj{ < bk . with 0 < ijj < 1 . the above proposition gives no better than a decrease of order 'k-1 /2 . So k fe'Acj'dx= feuicci7j dx feuic lij dx. and a corre- sponding partition of unity. 1 = F 173(x).dxn =J W For the inner integral we invoke (1.. To estimate Jei-k'ipj dx . Let us note that in R2 if q(x) = x 1 x2 .. except for k = 1 and in a special case corresponding to k = 2. There is no analogue of this in higher dimensions.. and q' does not vanish of infinite order at x0. with a determined as above. REMARK...xn) dx1 L J I1 (x1.. choose a coordinate system so that x1 lies along C.

and (A has a non-generate critical point at x0. Suppose q(xo) = 0. with m fixed. Again each of the constants aj appearing in the asymptotic ex- pansion depends on only finite many values of derivatives of (A and 0 / at x0. Thus e. If i/r a Co and the support of q1 is a sufficiently small neighborhood of x°. PROPOSITION 6.3) r eikQ(x)e Ix12xedx ti A-n/2-JeJ/2 5" c)(m. then in fact it is an isolated critical point. where 0 < m < n .e)). as A j=o Rn where the asymptotics hold in the same sense as (1. let Q(x) denote the unit quadratic form given by Q(x) xn. (1S). then (2. First. OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 319 Suppose 4 has a critical point at xO. a2(b(xo) the size of the support of and a lower bound for det xk The proof of the proposition follows closely the same pattern as that of Proposition 3.g.2) e"(x)0(x)dx A-n/2 ai X-j . ao = (an/2 R n (-iµj)-1/21 O(x0).3). If the symmetric n x n matrix is invertible.-i s% j=0 Rn . where i=I a2(A(x0) 1A1' µ2' "' µn are the eigenvalues of the matrix 2 axk 1 Similarly each of the bounds occurring in the error terms depend only on upper bounds for finitely many derivatives of 0 and 0 in the support of Vi . Note. The analogue of (1. then the critical point is said to be non- r7x ((( degenerate.4) is 00 (2. It is an easy matter to see by the use of Taylor's expansion that if xO is a non-degenerate critical point.

x = 0.(x)1 J2n .r(x)SZ(x)dx i In the cone C'i one uses integration by parts via pie"\Q(x) = eixQ(x) with Di(f) _.4) f Rn ei. each homogeneous of degree 0..3) write it as a product n eax2x_x2 J Pdx J (' e 2 P x J dx (1 (f°° j=1 -oo n -lh-P. Pl = and El P xP = xn . J i = 1.(x). with ft. supported in F. also note that if one Pi is odd then (2. Then we can write j=1 fe V Q(x)xPn(x)dx = fe'AQ(x)xP. tsince 2n n Then j=1i 1 J = Rn we can find functions lZ .320 E. and Co away from the origin.)Nj . To prove (2. and I (tD.3) is identically zero. M.\Q(x)xPrl(x) dx < AX-n/2-IP!/2. so that n 1= fI.I Of NT T 1 7 This. . if r.5) is the statement that (2. The analogue of (1. STEIN with P = a multi-index. n. together with the fact jxii > 1 Ixl in F. a C0(Rn) To prove it we consider the two-sided cones T i defined by Ci = { s Ixil2 > Ix12 y./2 and expand the function 11 (1/X+i) (for large A ) in a power j=1 series in 1/X . and the smaller cases hI _ {xi Ix)I2 > Ix121 ..

2) in the special case when c (x) = Q(x). OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 321 CN Ixl-2N allows one to conclude the proof of (2. §2. To pass to the general case one is then fortunate to be able to appeal to the change of variables guaranteed by Morse's lemma: Since cb(xo) = 0. there exists a diffeomorphism of a small neighborhood of x0 in the x-space to the y-space. .4) and (2. and S has non-zero Gaussian curvature at each point. We shall consider two cases of this problem.5) 1 e 4Q(x)e(x)dx = O(A-N). and the critical point is assumed to be non-degenerate.3). (1) Suppose first dim S = n -1 . (V )(x°) = 0. dµ(e). D. A similar argument also show that whenever e 8 and e vanishes near the origin.92`b(xO) 2 oPx j(?xk - References. The problem we wish to deal with is that of finding esti- mates at infinity of the Fourier transform of µ.e. which is of course carried on S .5). i. for every N > 0 . Consider now the finite Bore] measure dµ = O(x)do on Rn. Fourier transforms of surface-carried measures Let S denote a smooth m-dimensional sub-manifold of Rn (not necessarily closed). and fix a function 0 in Co (Rn) . ym+1 yn' Observe that the index m is the same as that of the form corresponding to 1 . then (2. By this we mean the following: Let x0 be any point of S. (2.4) in analogy with that of (1. under which cb is transformed ym - 2 Y2. We then combine (2. For a proof of Morse's lemma see Milnor [201. We let do denote the measure on S induced by the Lebesgue measure on Rn.5) as before to obtain the asymptotic formula (2.

and 0(0) = 0. Suppose S is a smooth hypersurface in Rn.Xn_1) with ¢ e C*. near x0 ) the surface S can be given as a graph xn = . and A>0. and the support of tri is a sufficiently small neighbor- hood of the origin..'xn)rln+1 . Then AIfI-(n-1)/2 . M. . ` THEOREM 1. (3. Now consider the (n-1) x (n-1) matrix a2d?(o) Its eigenvalues are called the princi- 1 xk 1<i. We divide consideration of the unit vector n into three cases. with non- vanishing Gaussian curvature at each point. and their product (= det 2 r°) is the Gaussian curvature at x . and let dµ = tfida as above. with n+1 iF1'1 =1. det (a) 0. Now by the compactness of the support of tfi (and since when the surface is given as a graph xn+1 = then da = 1+IVbl2 we can reduce matters to showing that (3. STEIN and consider a rotation and translation of the underlying Rn so that the point xO is moved to the origin. + xnnn + (b(x1 ?". also c'(0)=(42)(0)=0.322 E. Then near the origin (i..'1) = x181 +x2'22 +. (%)(0) = 0. It would be convenient (in applying Proposition 6 above) to change notation momentarily by taking n to be n + 1. k n-1 _ / pal curvatures of S at x0.e.2) fRn < AA-n/2 where 45(x.1) J(dµ)^(()I <_ Proof. and the tangent plane of S at xD becomes the hyperplane xn = 0.

3') when N = r = 0. so we can invoke Proposition 6 (with xe = x(rl) ).. We want to see that for each q sufficiently close to )IN there is a (unique) x _ x(. REMARK.. and our assumptions on the non-vanishing curvature will be replaced by the more . q)j > c'> 0. r. thus IV I(x. Had we used the full formula we can get an asymptotic expan- sion for dµ(e). so that (Vx) c(x(n). Since c(x. Notice that if the -q-neighborhood of 'IN is sufficiently small. but this of course is our assump- tion of non-vanishing curvature. 71N) = 0. This proves (3. namely the "remainder estimate" analogous to (1. which requires that we check that the Jacobian determinant det ((VxpxqS) (0. with 1 < m < n-1 . if the support of 0. 0.. for which the normal is in the direction 6 or -6.) has the property that (Vx(k)(0.is a a sufficiently small neighborhood of the origin. r. nn) + How- i=1 l ever ( 7 7 2+"'+ nn)1 /2 > c > 1 . as long as the support of is suffi- ciently small. So we now come to the region 30..1) .2).77 k 4 0. rl) = 0. OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 323 10 when n is sufficiently close to the "north pole" nN = 20 when n is sufficiently close to the "south pole" nN = 30 the complementary set on the unit sphere . its main term is explicitly expressible in terms of the Gaussian curvature at those points x c S . (2) We shall now consider the problem in a wider setting. The latter is a series of n equations and one can find the desired solution by the implicit function theorem. since -q is in 3° and V (x) = 0(x) as x -. The proof of Theorem 1 is therefore concluded. Hence for the n in region 3° we may use Proposition 4 to conclude that the left-side of (3. We have used only a special consequence of the asymptotic formula (2. rl) _ 4k(x)r/n+1 . (rll. The proof when ri is in 2° is the same. RN)) 4 0. The function (¢(x.2) when n is in region 1°. Here S will be a smooth m-dimensional sub-manifold.2) is actually 0(11-N) for every N . Let us consider 1° first.) n then vxo(x. then det (a2(Jl 10.

I . ii') are sufficiently close to (x 0. The smallest k so that for x=x each unit vector q then 3a . with (O(x) 77)1 0 0 will UJL a x=x be called the type of (A at x0. but we shall not need that assump- tion. '0. where k is the type of S inside the support of t/i . the type of 0 in UI will be the least upper bound of the types for x0 in Ut .3) du(e)l<Al l_ . Proof. Notice that if (x.324 E. defined in a neighborhood U of the origin in R n. there is a multi-index a . We shall assume that we are considering S in a sufficiently small neighborhood of ' a given point. THEOREM 2.) Now fix any point x0 c U C Rm . Let dµ = Vida. By a suitable partition of unity we can reduce the problem to showing that . with t/i E Co(Rm).). jal < k. Put another way. 71 We shall assume that the function does not vanish of infinite order as x --)x0. M. which are also discussed in Nagel's lectures [21]. axI ax2 . for each x0 E U and each unit vector 17. and in fact we can take e = 1/k. Then (3. and then write S as the image of mapping <b: Rm -> Rn. (To get a smoothly embedded S we should also suppose that-the vectors . rj). (These have some analogy with the finite-type domains in several complex variables..) The pre- cise definitions required for our considerations are as follows. then also (d)a(x. Also if UI is a compact set in U. and any unit vector in Rn . STEIN general assumption that at each point S has at most a finite order contact with any hyperplane. Suppose S is a smooth m-dimensional manifold in Rn of finite type. so that (3)a (fi(x) 0. We shall call such sub-manifolds of finite type.). for some e>0. with 1 < lal . NM are linearly independent for each x. .

OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 325

0(IeI-I /k)

ei (x)* (x)dx =

J

R`"

ti

with (A as described above, and the support of 0- sufficiently small.

Now we can write l; = AY), with Jill = , and X > 0 . Then we know that

11

**there is an a , with tat < k, so that ()t2qs(x).?1 0, whenever x is
**

in the support of t (once the size of the support has been chosen small

enough). Thus the conclusion (3.3) follows from (2.1) of Proposition 5.

**References. Theorem 1 in its more precise form alluded to in the remark
**

goes back to Hlawka [14]. See also Herz [13], Littman [18], Randol [25],

and Hormander [16]. When S is a real-analytic sub-manifold not contained

in any affine hyper-plane, then it is of finite type as defined above. For

such real-analytic S estimates of the type (3.3) were proved by Bjork [2].

**4. Restriction theorems for the Fourier transform
**

The Fourier transform of a function in Lp(Rn) , 1 < p < 2 is most

naturally thought of as an LP function (via the Hausdorff-Young Theorem)

and so at first sight it is viewed as defined only almost-everywhere. This

impression is further supported by the case p = 2 , when clearly the

Fourier transform can be completely arbitrary on any given set of zero

Lebesgue measure. It is therefore a noteworthy fact that whenever n > 2

and S is a sub-manifold of Rn (with some appropriate "curvature")

then there exists a p0 = p(S), p0 > 1 , so that every function in LP,

1 < p < p0 has a Fourier transform restricting to S (i.e. with respect to

the induced measure on S ). Let us make this precise.

Suppose that S is a given smooth sub-manifold in Rn, with da its

induced. Lebesgue measure. We shall say that the LP restriction property

holds for S , if there exists a q = q(p), so that the inequality

326 E. M. STEIN

1 /q

(4.1) If(e)lgda(e) < Ap,q(So) IIf tIp

JSo

**holds for each f c 8, whenever So is an open subset of S with compact
**

closure in S.

**THEOREM 3. Suppose S is a smooth hypersurface in Rn with non-zero
**

Gaussian curvature. Then the restriction property (4.1) holds for

1<p< 2n+2, (with q=2).

**Proof. Suppose c > 0 and e Co C. It will suffice to prove the
**

inequality

(4.2) f 1 /2

o

AIIfII p

Rn

**for PO = 2n + 32, and f e 5; the case 1 < p < p0 will then follow by
**

interpolation.* By covering the support of V1 by sufficiently many small

open sets, it will be enough to prove (4.2) when (after a suitable rotation

and translation of coordinates) the surface S can be represented (in the

support o f Vi) as a graph: en Now with dµ = V'da we

have that

J )?(e)I2dµ = J f(e)f(()d, = J T(f)(x)13dx

where (Tf) (x) _ (f * K) (x), with

K(x) = fe

*In fact the interpolation argument shows that we can take q so that (4.1)

holds with q = (n+1} p'' which is the optimal relation between p and q.

OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 327

Thus (4.2) follows from Holder's inequality if we can show that

(4.3) IIT(f )Ilpo < AIIfIIpo

**where po is the dual exponent to p0.
**

To prove (4.3) we consider the function Ks (initially defined for

Re(s) > 0 ) by

e s2 7

(4.4) Ks(x) =

1'(s,'2) fe 2nix

)I

1+s

n( W(e')de

Rn

**Here we have abbreviated by e'; we have set (C') =
**

+Iph(e')I2)I/2 , so that (C')dC'= dµ; also ri is a Co(R)

function which equals near the origin.

1

**Now the change of variables en -+ en + 0(') in the above integral
**

shows that it equals

(' e 2ni(x'-e1+xn0(e'))Yf(e')de'

s(xn) = Cs(xn)K(x)

Rn-I

with

00

2

2nix nenlfnl-l+s n(fn)den

e

Cs(xn) 1'(s/2) ./

-00

**Now it is well known that 4s has an analytic continuation in s
**

which is an entire function; also Co = 1 ; and I4 (xn)I < clxnl-Re(s),

where Ixnl > 1 , and the real part of s remains bounded. From these

facts it follows that Ks has an analytic continuation to an entire function

s (whose values are smooth functions of x 1'..., xn of at most polynomial

growth). One can conclude as well that

328 E. M. STEIN

(a) KO(x) = K(x) ,

(b) IK-n/2+it(x)I < A, all x e R, all real t

(c) IK1+it(e)I < A, all £ Rn, all real t

**In fact (c) is immediate from our initial definition (4.4), and (b) follows
**

from Theorem 1.

Now consider the analytic family Ts of operators defined by T5(f) _

f * Ks' From (b) one has

(4.5) IIT_n/2+it(f )IIL00 < AIIf1ILI , all real t

and from (c) and Plancherel's theorem one gets

(4.6) IITI+it(f )IIL2 < AIIfIIL2 , all real t ,

**An application of a known convexity property of operators (see [281) then
**

shows that IIT0(f )II LP°, < AIIfJJ PO , with PO0 = 2n + 2 , and the proof of

n+3

Theorem 3 is complete.

REMARKS:

(i) For hypersurfaces with non-zero Gaussian curvature this theorem

is the best possible, only insofar as it is of the form (4.1) with

q > 2 . If q is not required to be 2 or greater, then it may be

conjectured that a restriction theorem holds for such hypersurfaces

in the wider range 1 < p < 2n/(n+1). This is known to be true

when n = 2 (see also §7 below).

(ii) For hypersurfaces for which only k principal curvatures are non-

vanishing, Greenleaf [121 has shown that then the corresponding

results hold with 1 < p < 2k 2 , giving an extension of

+

Theorem 3.

(iii) In the case of dim(S) = 1 (i.e. in the case of a curve) there are

a series of results extending our knowledge of the case n = 2

alluded to above. For further details one should consult the

references cited below.

OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 329

**It would of course be of interest to know what are the exponents p
**

and q (if any) for which the restriction holds if we are dealing with a

given sub-manifold S. This problem is highlighted by the fact quite

general sub-manifolds S (those which are of finite type in the sense

described in §3) have the restriction property:

**THEOREM 4. Suppose S is a smooth m-dimensional sub-manifold of Rn
**

of finite type. Then there exists a po = po(S), 1 < po, so that S has

the LP restriction property (4.1) with q = 2 , and 1 < p < po. (In fact if

the type of S is k, we can take po = 2nk/(2nk-1 .)

**COROLLARY. Suppose S is real analytic and does not lie in any affine
**

hyperplane. Then S has the LP restriction property for 1 < p < po,

for some po > 1 .

**Proof. As we saw above, it suffices to prove (4.3). However Tf = f *K,
**

and K(x) = dµ(-x), Theorem 2 tells us that IK(x)l < AIxI-11k, So

according to the theorem of fractional integration, (see [26], Chapter V),

we therefore get (4.3) with __ = P -- where a=n-1/k, and this

n,

0 0

relation among exponents is the same as PO = 2nknk1 Q.E.D.

'

**Further bibliographic remarks. The initial restriction theorem dates from
**

1967 but was unpublished. The sharp result for n = 2 was observed by

C. Fefferman and the author and can be found essentially in [9]; see also

Zygmund [33]. Further results are in Thomas [30], [31], Strichartz [29],

Prestini [24], Christ [4], and Drury [7].

**5. Oscillatory integrals of the first kind related to singular integrals
**

A key oscillatory integral used in the theory of Hilbert transforms

along curves is the following:

00

(5.1) P.V. Jr elpa(t) dt

t,

330 E. M. STEIN

d

where Pa(t) is a real polynomial in t of degree d, Pa(t) = F a.O. It

j=o

was proved by Wainger and the author in [27], that the integral is bounded

with a bound depending only on the degree d and independent of the

coefficients ao,al,...,ad. The relevance of such integrals can be better

understood by consulting Wainger's lectures [32]. We shall be interested

here in giving an n=dimensional generalization of this result. We formulate

it as follows. Let K(x) be a homogeneous function of degree -n;

suppose also that IK(x)I < AIxI-n (i.e. K is bounded on the unit sphere);

moreover, we assume the usual cancellation property: f x,l-1 K(x') d a (x') = 0.

We let P(x) _ I aaxa be any real polynomial of degree d.

Ial<d

THEOREM 5:

(5.2) P.V.

f

Rn

eiP(x)K(x)dx < Ad

**with the bound Ad that depends only on K and d, and not on the
**

coefficients as .

**Nagel and Wainger observed that if K were odd, one could prove (5.2)
**

from the one-dimensional form (5.1) by the method of rotations (passage to

polar coordinates). To deal with the general case we need two lemmas.

d

Let Pa(t) = F a tJ denote a real polynomial on R1 , and write also

j=1 j

d

Pb(t) = F

j=1

OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 331

LEMMA 1:

d

Jipa(t) 1Pb(t) dt

(5.3) (e -e )

t

<Ad 1+ log`-II,

j=1

e

with Ad independent of (aj f , I bj { and e > 0.

**LEMMA 2. Let P(x) = F aaxa be a homogeneous polynomial of
**

Iaj=d

degree d on R'. Write

mp =f IP(x')I da(x') .

Ix k=1

Then,

(5.4)

f

Ix'I=1

Ilog (I P 1.)) da(x') < B ,

with Bd independent of P.*

**One can if one wishes give an elementary (but complicated) proof of
**

Lemma 2. It may however be more interesting to obtain it as a conse-

quence of a general property of polynomials in Rn related to the class of

functions of bounded mean oscillation. This property can be stated as

follows. It is very well known that the function log jxj is in B.M.O., and

this is usually the first example discussed in that theory. It is surprising

therefore that the following natural generalization seems to be been

overlooked.

**Of course in writing (5.4) we assume that P is not identically zero, i.e.
**

mp > 0.

332 E. M. STEIN

**THEOREM 6. Let P(x) be any polynomial of degree < d in Rn . Then
**

logIP(x)I is in B.M.O. and in addition

11 log IP(x)1 IIBMO < Bd

where Ba depends only on d, and not otherwise on P.

**The proofs of Theorem 6 and Lemma 2 will be given in an appendix.
**

We now pass to the proof of Lemma 1. We prove it by induction on d.

The case d = 1 , i.e. the estimate

00

(eiat_eibt) dt <A(1+Ilog .

5 E

t )

**is classical. Let us now assume (5.3) for polynomials of degree d - 1 ,
**

and observe that the estimates (5.3) we wish to prove are unchanged if we

replace t by bt , 5 ;E 0. Thus we may assume that bd = 1 and Iadi < 1 .

Now write

00 00

r (e1Pa(t) - e iPb(t)) dt = 5+ r

J t J

E E 1

**and we treat these two integrals separately. (If e'> 1 , we have only
**

f00

f"0 and that integral is estimate like .) Let us consider the second

integral. It equals

00 00

f eiPa(t) dt _ (' eiPb(t) dt

J t

f t

Now since bd = 1, we see that (d/dt)d Pb(t) = d!, and hence

t while 1 r dt_1 < J t d log l(Tl=a to 1 ladl1/d since bd = 1 . Again e"Va(t) dt <cd. Next. with td having coefficient one. the integral 00 t 1 becomes 00 1 e iVa(t) dt = f +f ladll/d ladll/d 1 where Pa(t) is a polynomial of degree d . OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 333 (' eipb(t) dt <cd . Next f(e Pa(t) i a IPb(t) )t-J d_ 1 (e 1Qa(t) e 'Qb(t) )dtt+ 0('dt J t. E E E . by a change of variables t lad-1 /d t . t J 1 by the corollary of Proposition 2 in §1.

and using polar IaI<d d coordinates x = tx'. However. J=1 Qb(t) = 4 bjti j=1 since IPa(t)-Qa(t)I < Iti and IPb(t)-Qb(t)I < Iti . and d .1 ). 1 r (elQa(t) _ e iQb(t) dt Ad-1 Ilog 1+ JE t J=1 Gathering all these terms together then proves (5. by induction hypothesis (using (5.334 E. E2 and P.3). and E =1. and write K(x) = t-n1Z(x'). Then to prove (5. j=1 j where Pj(x') are restrictions to the unit sphere of homogeneous poly- nomials of degree j . we write P(x) P-(x')ti .2) it suffices to show that el1(x)K(x)dx <Ad. t > 0. STEIN with d-1 d-1 Qa(t) = I ajtj . Armed with Lemmas 1 and 2 we can now prove Theorem 5. Let us also set mj = f x'I-I I Pj(x')I dv(x) . We may assume that P(x) = F axaa has no constant term. Ix'I = 1. M. The above integral can be written as (' (fE2 1FPj(x')tj J e SZ(x")do(x') Ix l=1 E1 Since 0 has vanishing mean-value this integral may be rewritten as . with 1 bounded and f x'I-11Z(x')dv(x') = 0.3) for E' = E . with Ad independent of E1 .

Oscillatory integrals of the second kind: an example related to the Heisenberg group To motivate the interest in this example we recall the definition of the Heisenberg group Hm.e.s) _ M (z+w. with z = (zj).t){. is elaborated in Nagel's lectures [211. the multiplication here is (z. p > 0. and the metric could be defined in terms of the usual distance. The first are the usual dilations (z. where <z.t) (pz.t)(w.2) and the theorem. Hm = #(z. The second are the dilations (z. t e R. w = (wj).w> = 2 Im II zjwj. The underlying space of Hm is Cm x R. The latter dilations and metric are closely tied with the realization of the Heisenberg group as the boundary of the generalized upper half-space holomorphically equivalent with the unit ball in Cn+1 . This point of view. and the appropriate quasi-distance (from the origin) is then (Izl4+t2)1 /4. 6. as well as related generalizations.t) -+ (pz. OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 335 E f f 2 Ix'I=1 \ E1 However by Lemma 1 the inner integral is bounded by d + Aa 1 m) and so an appeal to Lemma 2 shows that fE2 exp (i Pj(x')ti) . i. with z e Cm.exp (i mit) dt (sup IH(x')I)da(x') < Ad f Ix'1=1 EI proving (5. . pt). 1 Now on the Heisenberg group one can consider two types of dilations and their corresponding quasi-distances.p2t).w>). t+s+<z.

L(z) is a standard Calder6n-Zygmund kernel in Cm = R2m. and the kernel K is a distribution of the form (6. Here 6(t) is the Dirac delta function in the t-variable. M.1) is bounded on L2(Hm). and at the same time homogeneous of degree -2m . and L has vanishing mean value on the unit sphere. The most efficient way is to proceed via the Fourier transform in the t-variable. L is smooth away from the origin. in both instances the degrees are the criti- cal ones.336 E. i.2) K(z.)* Other expressions of this type occur in the explicit formulae for the solutions of the a-Neumann problem (see [1]. This leads to the problem of showing that the family of operators TA defined by *In particular the terms AI and A2 that appear in §6 of [17]. The prime example is given by (6.t) = L(z)S(t) . Chapter 7).2 with respect to the other dilations.g.1 with respect to the standard dilations. L(pz) _ p-2m L(z). However the two conflicting types of dilations (and related metrics) occur in e. We turn next to the question of proving that the operator (6. .1) Tf =f*K where convolution is with respect to the Heisenberg group. Let us now consider the simplest operator on the Heisenberg group displaying simultaneously these two homogeneities. (One sees this for example in Krantz's lectures [17]. and in an obvious sense is homogeneous 3(pt) = p-1 S(t) . Thus K is homogeneous at degree -2m . where in the formula of Henkin we have a kernel made of products of functions each belonging to one of the two above homogeneities. the solutions of Ju = f .e. STEIN In the present context the first type of dilations and corresponding metric would be appropriate if one considered expressions related to ordinary potential theory in Hm viewed as R2m+1 .

Suppose ri *For further details see Mauceri.w>F(w)dw Cm (with <z. leaving the details.4) is bounded on L2(Rn) to itself.w> the anti-symmetric form which occurs in the multiplication law for the Heisenberg group) is bounded on L2(Cm) to itself. Picardello and Ricci [19] and Geller and Stein [10]. uniformly in A. Let us con- sider first the L2 part of assertion (a) when n/2 < g < n. then the operator T given by (6. Then the operators TA have the form (6. (b) If we drop the assumption that B is non-degenerate but require that g = n. and with vanishing mean-value when p = n. and F = f. OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 337 (6. the opera- tor is bounded on Lp(Rn) to itself if -11 I < 2n I1 .4) (Tf)(x) = I K(x-y)eiB(x. for 0 < p < n . L = K. ->t< .Y)f(y)dy Rn We shall suppose B is a real bilinear form. but we shall not suppose that B is necessarily anti-symmetric nor that K is homogeneous of degree -n.* We now change our notation and call 2m = n. -DO«<OO.3) (TA)(F)(z) = i L(z-w)e1A<z. >_ B( . further variants. and applications to the papers cited below. . THEOREM 7. We shall give only the highlights of the proof. when 1 < p < oo . 0 < g < n. The bound of T can then be taken to be independent of B. ) . (a) If B is non-degenerate. then T is bounded on LP(Rn) to itself for 1 < p < -o. smooth away from the origin. Suppose K is homogeneous of degree -µ.

with 77(x)=l for IxI < 1/2.6) r_hTrhf = e1B(h. We claim (6. M. and T with K replaced by K = (1-77)K. We write T = To is defined as in (6. fKo(x_y)ei'cf(y)dy -J Ko(x-Y)eis(y. STEIN is a Co function. Observe first that since Ko(x-y) is supported where Ix-yl < 1 .4) are not translation invariant they do satisfy (6.h)e1B(x.338 E. Ix-YI<I and thus the L2 theory for f Ko (which is non-trivial only when µ = n ) proves (6.5). for 1x1 > 1 .5) J ITo(f)(x)I2dx < A r If(Y)I2dY Iy-hI<2 Ix-hi<l . While operators of the type (6. Applying this to To gives the following generali- zation of (6. IYI<_2 In fact when IxI < 1 . and ii(x) = 0. estimating T0(f)(x) in the ball IxI < 1 involves only f(y) in the ball IYI < 2.4). but with K replaced by Ko = riK.5) 5Ixl<I ITo(f)(x)12dx < A f If(Y)I2dy .h)T(eiB(h*)f( )) with rh(f)(x) = f(x-h).Y)f(y)dy <cJ Ix-YI-'`+'If(Y)IdY .

Vz)/Ix-yI . and B denotes the matrix so that B(x.. are refinements of the above argument. that where Dz = i(a.y) = J e-iB(z.y)I < ANIx-yI-N.y) _ (Bx. with a = B-I (Ix yI .*. The kernel L of this operator is given by L(x.y)I < A .x-Y)1c(z-x)K. The proofs of the L2 boundedness when 0 < µ < n/2 (in part (a) of the theorem). . is in L2(Rn) (here the assumption n/2 < µ is used).x-y) = e-iB(z. We next integrate by parts in the definition of L(x. using the fact (Dz)Ne-iB(z.T. OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 339 and an integration in h shows that as a consequence f IT0(f)(x)I2dx < A2n J If(y)12dy Rn Rn We now turn to the proof of J IT f(x)I2dx < A f If(x)I2dx Rn Rn This will be done by proving the corresponding result for the operator T.x-Y). ` x- The result is IL(x. This shows that L is the kernel of a bounded operator on L2 proving the boundedness of T .(z-y)dz Now since K.T and thus of T.7) IL(x. for every N > 0.y).y)I < AN(1 + Ix-yI)-N . N>0. and the L2 boundedness when µ = n but when B is not assumed to be non- degenerate. Schwarz's inequality implies IL(x.y). and hence (6.

1 < p < p0 < oo.340 E. with each aj an E atom. Q(x). Q where fQ IQI f f U_Q Q and we take BMOE = IfIfE E L°°I .f a(x) Q(x) dx = 0 The space HE is then given by If if = I Ajaj . all Q. Then f c LP and *The standard situation arises of course when eQ = yQ. and fE f LP. In a similar vein the function fE will be defined as (6. We shall need a generalization of BMO (and of H1 ) which may be of interest in its own right. . and sometimes these come free of charge. and I IAil < ool. all x where XQ denotes the characteristic function of the cube Q. One such case is the following assertion: Suppose f c Lpo . Let us define on "E-atom" to be a function a so that for some cube Q (i) a is supported in Q (ii) Ia(x)I < 1/IQI (iii) . M. Some of the basic facts about the standard H1 and BMO spaces* go through for HE and BMOE.8) fE(x) su IQI I !f -fQldx . Suppose E = leQI is a mapping from the collection of cubes Q in Rn to complex-valued functions on Rn so that IeQ(x)I = . STEIN Let us now describe the main idea in proving the LP inequalities stated in (a) and (b) above.

where Q28' fl = 0 elsewhere. (and this is the reason for defining eQ as we do). Let us give the proof in the case (a). SQ2S n cQ 5-1 . The point of all of this is that for operators of the form (6. so that (6. the argument is not exactly the same as in the standard case (see e.cQ) (6. has side-lenghts S . and use the result (see [10]) for the standard # function.4). and suppose first that Q is a cube centered at the origin. OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 341 (6.y) . Turning to (6.11). since we must split f into three parts to take into account the oscilla- tions of e1B(x. and it is given by choosing -iB(x.9) OilLp Lp To prove this we need only observe that (if I)# < 2f0 . then write f = fl+f2+f3. is the proof that when u = n our operator T maps L°° to BMOE .6). Coifman's lectures [5] or [91). . f3 = 0 elsewhere. where cQ is the center of the cube Q. say CQ .11) 1 Q. Suppose Q = QS .g. f2 = 0 elsewhere. We may assume that ilf 11 °° < 1 . f JTf -yQ dx < A Q The corresponding inequality for a cube centered at another point. there is a naturally associated HE and BMOE theory. then follows from the translation formula (6. CQ25 n QS-1 .10) eQ(x) = e . The basic step in the LP theory (besides an appropriate interpolation which goes via (6.9)). Then we have to show that there exists a constant yQ .

y) is non-degenerate). where FJ =T(fj).K(-Y)I < cS 1 + 1 IYIn+1 IYIn-1 ' if x cQs and y e'-Q2s.Y)f3(Y)dY + J K(-Y)f3(Y)eiB(x. and hence the fact that T takes L°° to BMOE .342 E. Next observe that IK(x-y)eis(x.Y). STEIN (Note that f2 occurs only when S < x/2/2 . .Y)dY For F3 we again make the standard estimates. M. using the fact that T is bounded on L2. and for F3 we use Plancherel's formula (which we may since we have assumed that B(x.Y)f3(Y)dY F3(x) = I = J (K(x-Y)-K(-Y))eiB(x. Thus if yQ = f K(-y)f2(y)dy. Finally K(x-Y)eiB(x. The result is 5 IF(x)I2dx 3 < J IF3(x)I2dx = A J IK(-Y)f3(Y)I2dy < Al J den = A5"- IYI Q Rn Rn cQ S-1 Combining these estimates proves (6.11). we get that for xCQ3 IF2(x)-yQI <A 8 f Q2S dy IYIn+1 +S Qs-1 dy IYI°-1 l<A'.) We have F = T(f) = F1+F2+ F3. For F1 we make the usual estimate.

g. However now the bounds may depend on P. [231. Suppose P(x. The operator T given by (6.12) by a more general "Calder6n- Zygmund kernel" K(x.12) is bounded on L2(Rn) to itself. other variants.E < µ < n .y)I < Alx-yl-n-I References.y) = P0(x) + Pl(y). For the detailed proof of Theorem 7.v. Ricci. so that if K is homogeneous of degree . THEOREM 8.y) is a real polynomial on Rn xRn of total degree d . OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 343 We shall now state a generalization of this theorem which also in- cludes the oscillatory integral result given in Theorem 5 (in §5). This is a recent result obtained jointly with F. (iii) One can replace K(x-y) in (6.y). with 1 < p < o. then there is an e =E(p.d). Consider the operator (6. n . . lpxK(x. and in addition one must assume that P(x. with a bound that can be taken to depend only on K and the degree d of P.y) is not of the term P(x. (ii) Given p. smooth away from the origin and with vanishing mean-value. I e'p(x'y) K(x-y) f (y) dy Rn where K is homogeneous of degree -n. This result has also many variants.12) (Tf) (x) = p. and is otherwise independent of P. The proof is based in part on a combination of ideas used in the proof Theorems 5 and 7. and applications to the a Neumann problem see the papers of Phong and the author [22].y)l < Alx-yl-n. T is still bounded on LP. a distribution for which the operator when P e 0 is bounded in L2 . and we now state some of these: (i) One may also show that the operators (6.y)l + IoyK(x.12) are bounded on LP. 1<p<00. and which in addition is a function (when x y ) which satisfies IK(x.

where p' is the dual exponent to 2n + 2 We shall n+3 now describe the sharper result in this setting that can be obtained for n = 2. 4 . as is easy to observe. is in fact the dual to the restriction operator considered in §4. M.) . STEIN 7. y2(t)) . with y(t) a C2 .e. which maps function on the interval [0. Hence by Theorem 3 we can state that operator is in fact bounded from L2(da) to L p (Rn) . given by (7. We fix a curve t -Y(t) = (t. We may pass to an oscillatory integral of the second kind when we replace the Co function l by an Lr function f . Further oscillatory integrals related to restriction theorems and Bochner-Riesz summability We have seen that if S is a hypersurface in Rn with non-vanishing Gaussian curvature.1] to Lq(R2). and having non-vanishing curvature.344 E.1) (Tf)( ) . 0 THEOREM 9. i. and this is a typical oscillatory integral of the first kind. (Note that when p -. then q -.1] to functions on R2 . then fei(x)du(x) = 0(I6I-(n-I)/2) as e 00 S whenever 1 e Co . The resulting operator.f e4'y(t)f(t)dt . 0< t < 1. 4 in the above relation between p and q . Iy 2(t)I > c > 0. whenever 3/q + 1/p = 1 and 1 < p < 4. and consider the re- sulting linear operator on f . Under the assumption above T is bounded from Lp[0. Con- sider the transformation T. lying in R2 .

4) IIF111Lr(R2) <.3) then when- ever 1 < r < 2 . and we shall try to apply Plancherel's theorem (more precisely. i. we know that (7.1] into the union of two regions R1 and R2 .2) Proof. X2 = y2(s) + y2(t). Therefore (7. x1 = S + t . To do this break the above integral into two essentially equal parts according to t > s or t < s .cOf1ILr(R2) However IIfIILr(R2) 5f12t12 = f If(t)Ir If(t)I`IJI I-r ds dt <c f If(t)Ir If(t)Ir Is-tl I-rds dt . OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 345 r(7. which divides [0. and 1/r'+ 1/r = 1 .x2) = f(s)f(t)1J1_1 So if we denote by the quantity appearing in (7.x2)dxldx2 R1 R2 with f(x1. the Hausdorff-Young inequality) to F. It is easy to verify on the basis of our assump- tions that this mapping is one-one.11 x [0.e. and its Jacobian j satisfies IJI = Iy2(s)-y2(t)I > cls-tI .3) r e'6'(Y(s)+y(t))f(s)f(t)dsdt = f e'C'xf(x1. We then consider the mapping of R1 R2 given by x = y(s) + y(t). Write 1 F() = ((Tf)( ))2 f 0 J0 e e-(Y(s)+Y(t))f(s)f(t)ds dt .

A > 0. u . then 2 rr = u . Suppose we consider the family of operators T. Theorem 9 is therefore r proved. STEIN To estimate the last integral we need to invoke the theorem of fractional integration in one dimension in the form fg(s)g(t)(st)_1+adsdt < AIIgflu .346 E. It is clear that inequalities for the Fourier transform play a key role in the above argument.4) that 1 X2/P IIFiIILr (R2) < c' 0 with a similar estimate for F2(e) which is the analogue of (7. so q +P =1. Since F = FI +F2 and F = (Tf )2 we obtain IIT(f )IILq(R2) <. M. then Ilgllu = IIfIIp when p = ur. defined by TA(f)(e) = J ei1'(x. If we want to generalize Theorem 9 it is natural to look for a corresponding extension of the L2 boundedness of the Fourier transform and the Hausdorff-Young theorem. One result along these lines is as follows.Ai1fIILp(0. Then if we fix a so that -1 +a =1-r.4)&(x. 0 < a < 1 .4).1 = a. depending on the parameter A . and the limitation 1 < r < 2 is equivalent with 1 < p = 3 < 4. but taken over R2 .e)f(x)dx Rn . and 3r The limitation 0 < a becomes r < 2.ii Note that Q =_i=32r3=1-P . and with q = 2r' we obtain from (7. So we take g(t) = If(t)Ir.

axi°j (7. Now this operator has as its kernel the function KA(e. The boundedness of TA for any fixed A is trivial. OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 347 where 0 is a fixed Co (Rn x Rn) cut-off function. but what is of interest is the decrease in the norm as A .8) IITA(f )II < AAn/P IIfff . Lp (Rn) LP(Rn) where 1 < p < 2.7) [ITA(f)IIL2(Rn) < . Notice also that the corollary follows from the proposition by the use of the M.9) J Rn .7) we argue as in the proof of Theorem 7.oc. Riesz con- vexity theorem.LP) inequalities for the Fourier transform.n) given by (7. i.6) det a2L(x. and 1/p + 1/p' = 1. This decrease is consistent with the special case when t(x.6) is bilinear (and non- degenerate). when we take A oc in that case we recover the usual (LP. REMARK. as in the treat- ment of the operator T. it suffices to show that the operator norm of T*TA is bounded by AK-n. (D is a real-valued C°° phase function which we assume satisfies the assumption that its Hessian is non-vanishing.e. To prove (7. COROLLARY: (7. e) 0 PROPOSITION: A)C-n/2IIfJIL2(R') (7.

11) are mappings from functions on Rn-1 to functions on Rn. Ve) (c) (to.n)I < AN(1 +ale-nI)-N . u E R n.12a) B is of rank n . Set Dx = (a.4 0). so that the scalar function t ..e. Thus there exists (an essentially unique).10) IKA(e. Our first assumption is that (7.. It follows from (7.e)) Then since (Dx)NeA(t(x.10) with N = n+1 .e)] =l _ _ a.(u. We shall now formulate some theorems for oscillatory integrals of the form (7.17-e'\ + OIn-ej2 OXOV we can find a = (a.v) defined by B(u.4)c&(t.n)-F(x. 6 E Rn Rn-I which will generalize the restriction theorems (Theorem 9 above.1 .an). IuI = 1 . We shall also assume that this critical point is non-degenerate.V.px).11) (TAf)(e) = J ei (t. 0 = ei\(((x.348 E.n}-'P(x. so that the aj depend smoothly on x and IA(x.Vx)[c(x. with u E v e Rn . as well as Theorem 3 in §4) and also give results for Bochner-Riesz summability.6)) .(D(t. i.n) >.Vt) (u.n). N > 0 .9) and obtain (7.v) = (v.n)-D(x.e)f(t)dt..e°).e)) has a critical point at (t°..cIe-nI on the support of KA(e.e 0) the associated bilinear form Rn-1 B(u. STEIN Now since L (a. we can integrate by parts N times in (7. that the operator TX*TA which has kernel KA has a norm bounded by AKn and the proposition is proved. M. Notice that (7. we suppose the non-vanishing of the (n-1)x(n-1) determinant: . The basic assumptions on the real phase function cF are as follows: We consider for each fixed (t°..e.

we will outline its proof. Proof of part (b). It suffices to prove the case p = 2 .e). This will also serve as a good review of many of the notions we have dis- cussed here..13) IITx(f )IIq < Ak n/gllf IIp with q = n-1 p'. OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 349 (7.. Now the case p = 2 is equivalent by duality to the statement (7. REMARKS: (1) When (D(t. (2) The proof of part (a) follows the same lines as the proof given for Theorem 9. since the case p = 1 is trivial and the rest follows by interpolation. e 0) . and Theorem 3 from part (b). Under the assumptions above the operator (7. Since part (b) has not appeared before.11) satisfies (7.. if 1<p<2..oo . further details as well as relations with Bochner-Riesz summa- bility may be found in the papers of Carleson and Sjolin [3] and Hormander [15].8) as the substitute for the Hausdorff-Young theorem. (n+1) if 1<p<4 (a) when n = 2.6)=t161+t262+.0 These assumptions will be supposed to hold at all (t°..13). where i/i is a fixed function in Cc (Rn-1 xRn). letting A .. once we use (7. and (V)(0) = 0. THEOREM 10.en .14) LIT. (F)IIL2(Rn-1) < AX n/r'IIFIILT(Rn) . p +p 1 1. then the conditions (7. (b) when n>3.Oe1)) (t°.+tn-1en-1+c(ti.12b) det (pt (G. it is not difficult to recover Theorem 9 from part (a).tn-1).12) are near the origin equivalent with the non-vanishing Gaussian curvature of the graph tn if we apply the result (7.6 °) in the support of qi(t.

xn) with t = Rn-1 . . The we can construct will satisfy: (i) $(x. STEIN with r = 2(n+ . where (Ta)(F)(t) = J e-iAD(t14)0(t. as (t.r!)F(e)F(n)d6drl J RnxRn with (7. with norm not exceeding AA 2n/r' Because of our assumptions on 4) we can construct a phase function on Rn x Rn so that the following holds: we will write x e Rn. t e Rn-1 Rn We can calculate J TX*(F)Tj*(F)dt Rn-I and write as KA(6. M.e)_O(t.350 E.r1) = J e' Rn-1 It suffices therefore to see that K.e)+(Dp(6)xn (ii) the determinant of the nxn matrix pxVe$ is non-vanishing.e)F(e)de.15) KA(e.\ is the kernel of a bounded operator from Lr(Rn) to Lr(Rn).

and where v is a Co function which equals 1 near the origin.n I'(s/2) J Rn with dx = dtdxn . Now. 0) . Next Kx+it is the kernel of a bounded operator from (7. We easily verify (7.17) L2(Rn) to itself with norm < AX -n/2.rq) as KA(6.16) since (V(x.)Io(e) 0 to increase the rank of px e to n . OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 351 In fact Vtpe(b already has rank n-1 by assumption (7. -Do . and so we need only choose (Do(e) so that (u. Finally we claim that (7. we form Ka defined by es2 f eia( (x.r?)v(k(4)o(rl)-(Do(6))) where 00 2 vs(u) = F(ss/2) r eixnuv(xn)+xnl-1+sdxn . as in the proof of Theorem 3 in §4. This follows by applying the estimate (7.12a).e).l)I < A A To see this write KAs(6.18) I K-n /2+1 /2+it(e .7) of the proposition above and using the non-degeneracy of the Hessian of $(x. when x = (t.V.

we actually get 0(AI. for every N > 0 as an estimate.q)I <A(AIq-eI)-n/2+1/2 In proving this estimate for the integral KA given by (7.6 or e . and so a moment's reflection shows that to prove (8.352 E.7-e I)-N . 8.ri) = I(t. The proof of the theorem is then concluded by applying the interpolation theorem. and shows that Kin/2+1 /2+it is the kernel of a bounded operator from L1(Rn) to L°°(Rn). Proposi- tion 6 in §2) to obtain (7. This completes the proof of (7. In the first case we use stationary phase (i. When we write I(t.77) ('i-e) + 0(77-e)2 we see that these are two cases to consider as in the proof of Theorem 1 in §3: 1° when the directions n .19). and all cubes Q.15) we may suppose that the integrand is supported in a sufficiently small neighbor- hood of a given point t = to .e) = (VeO)(t.12b). (for otherwise we can write it as the sum of finitely many such terms).18) it suffices to show that (7. as in the proof of Theorem 3. M. so that 1 /2 (8.1) for all P t Td .19) IKX(e. In the second case. with bounds uniform in A. Appendix Here we shall prove Lemma 2 and Theorem 6 which were stated in §5. We claim that there is a constant Ad . However .18). it suffices to prove it for Q = Q0 . First let `f'd denote the linear space of polynomials in Rn of degree < d . by Proposition 4. the unit cube centered at the origin.e.1) IP(x)I2 dx < Ad f IP(x)I dx (1 IQI J Q IQI holds for all P c 'd .n are close to the critical direction u arising in condition (7. STEIN Then since Iv_n/2+1/2+it(u)1-< cluln/2-1/2 . or 2° in the opposite case. as u 00 we see that to prove (7. The space Td is invariant under translations and dilations.

Fefferman. M. Grossman. and then for general Q. OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 353 (f IP(x)I2 dx)1 2 and f IP(x)ldx are two (equivalent) norms on the Q0 Q0 finite-dimensional space 5d .S. From (8. "On Fourier transforms of smooth measures carried by real-analytic submanifolds of Rn. 125-322. A. "Strictly pseudo-convex domains.2) holds. so (8.1) holds for Q = Q0. 8(1983)." preprint 1973. we can conclude that (8. and R. [2] J.. and so that result also holds in i general. Therefore (8. Bjorck. [6]) that a function which satisfies a "reverse Holder" inequality belongs to the weight space A. E. Now it is well known (see e. and a constant Cd .M. NEW JERSEY 08544 REFERENCES [1] M.2) and Jensen's inequality. when u > 0.3) fIXI=1 I P(x)I-r da(x) < ca .1 f IP(x)I dx Q (fQ_o I f IP(x)I"dx << Cd for all cubes Q. .2) (7Q.4) whenever mp = 1 . Theorem 6 follows easily. STEIN DEPARTMENT OF MATHEMATICS PRINCETON UNIVERSITY PRINCETON. Beals. Let us now assume that P is homogeneous of degree d. E. 0 < r < co." Bull.3) implies (5. Observe also that since (8. However. so that 1Jr (8. C. Examining the proof of this fact one obtains an r = r(d). if we normalize P by the condition that mp = fIXI_1 I P(x)l da(x) = 1 .g. Ilog ul = log+u + log+u < u + u -r.

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35(1970). Symp." Trans. Sci. 111-114. "Restriction theorems for the Fourier transform in Harmonic Analysis in Euclidean spaces. Princeton University Press.M. Math. Stein and S. "Averages and singular integrals over lower dimensional sets. "Restriction theorems for the Fourier transform to some manifolds in Rn in Harmonic analysis in Euclidean spaces. 477-478. 44 (1977). Wainger. [27] E." 1971." Proc. Prestini. S. [26] E.A. 50(1974). Acad. "Restrictions of Fourier transforms to quadratic surfaces and decay of solutions of wave equations. ." Studia Math. 705-713. 189-201. part 1 (1979). [25] B. H. Zygmund. singular integrals. 35. 139(1%9). "Hilbert integrals." preprint. [32] S. "The estimation of an integral arising in multiplier transformations." Studia Math. USA 80(1983). Stein. Tomas. Weiss." 1970. in Pure Math. Nat. [33] A. "Singular integrals related to the Radon transform and boundary value problems. 101-104. [30] P. "On the asymptotic behaviour of the Fourier transform of the indicator function of a convex set. [23] . "Introduction to Fourier analysis on Euclidean spaces.M. Princeton University Press. A restriction theorem for the Fourier transform." Proc. 35. [24] E. 279-285. 101-109. Amer. Stein and G. "On Fourier coefficients and transforms of functions of two variables. 7697-7701. Soc. [28] E. in Pure Math. Phong and E. Randol. M. "Singular integrals and differentiability properties of functions. [29] R.M.S." Proc. and Radon trans- forms. Symp. Stein. part 1(1979). Strichartz. A." in these proceedings. 81 (1975)." Bull." Duke Math. J. [31] . M. Wainger. OSCILLATORY INTEGRALS IN FOURIER ANALYSIS 355 [22] D.

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AVERAGES AND SINGULAR INTEGRALS OVER LOWER DIMENSIONAL SETS Stephen Wainger(l) I. of n variables. and f(x) = lim 1 r-+0 JBr) J r f(x-y)dt a. Br = {xI lxI <rl ). The classical differentiation theorem of Lebesgue asserts for any locally integrable function f a. f .e.e. n > 2 . and myself dealing with certain averages of and singu- lar integral operators on functions. Let us begin with an example of the type of problem we have in mind. =jxcRnIsupIxil<rt. is the ball. Nestor Riviere. and tQrj denotes the Lebesgue measure of Qr ). These averages and singular integrals differ in character from the classical theory in that the integration is over a manifold of dimension less than n. Introduction These lectures deal with work primarily due to Alex Nagel. Eli Stein.. *Supported in part by a grant from the National Science Foundation. Q. Br (where B. f(x) = limo IQ r I f f(x-y)dy (where Qr is the square. 357 .

. Problem IB: Does 2) lim J f(x-y)dp = f(x) a. or LI. we are considering certain averages 3) MQ f(x) = r r . In questions IA and IB.e.? r-+0 aQr Here aQr denotes the boundary of Q.J f(x-y)dar(y) aQr and 4) MB f(x) = J f(x-y)dkr(y) r aBr We are asking if 5) MQr f(x) f(x) a.e. L2. 1) and 2) trivially hold if f is continuous.? r-O aBr Here di is the unit rotationally invariant mass on aBr.358 STEPHEN WAINGER Our first problems are the following: Problem IA: Does 1) lim f(x-y)dar(y) = f(x) a. and dar is n-1 dimensional Lebesque measure on aQr normalized so that dar(aQr) = 1 .e. and the questions only become interesting when we consider functions in a class like L-.

if we could show 9) 11XIM Qf(x)>AlI <--9 1'fI'p for every f in LP. Let E be a measurable set and XE its characteristic function.e. Since 1) and 2) hold for f which are continuous 1) would follow for every f in LP. We define the maximal functions 7) )lIQf(x) = sup MQ (If1)(x) r>0 r and 8) )RBf(x) = sup MB (IfI)(x) r> O r 9fIBis called the spherical maximal function. In our case this means the following.f(x) a. Then if (11) I1xIRQXE(x)>a1I < C(a) I E I . 1 < p < °o . While it is not quite as well known. AVERAGES AND SINGULAR INTEGRALS 359 and 6) MBrf(X) . The standard approach to this type of problem involves consideration of appropriate maximal functions. and 2) would follow if we could show 10) I1xI)RBf(x)>x1I <-L IIfIIP The argument showing that 9) and 10) imply 1) and 2) is the same as the argument showing that Lebesgue's differentiation theorem follows from the weak type inequality for the Hardy-Littlewood maximal function given in chapter 1 of [S]. there are appropri- ate estimates on maximal functions that guarantee 1) and 2) hold for all L°° functions.

If 12) I1xI911BXE(x)>a1I < C(A)JEJ . and MQrf(x) = MBrf(x) = [f(x+r)+f(x-r)] 2 So if we take f(x) to be log L near x = 0. Thus we obtain negative results in one dimension. Let us try to see if 9) or 10) could be true in some simple cases. it would also hold for the corresponding LP class on the torus. have compact support. 10). then 1) holds for every f in L°°. We can also see that 11) and 12) are false in one dimension. We could still ask if 1) and 2) hold in some interesting class even though 9). Similar reasoning gives the same negative conclusion for question IA in any number of dimensions. But if 1) or 2) were true for an LP class on Rn. Then J EEl 0 but )IlQf(x) = 911Bf(x) > 1 for all x. See [SW]. and 12) fail. We consider for example the one-dimensional case. his ideas can be modified to show that 1) fails for at least some L°° functions. then 2) holds for every f in A discussion of this can be found in [BF]. 11). 19). Furthermore. However due to the positive nature of the averages under consideration. and 12) implies that 1) and 2) fail even in the class of locally bounded functions. the theorem of Stein requires the hypothesis that 1 < p < 2. we would have a function f in every LP class such that )IIQf(x) =)IIBf(x) = oo for every x . Ix and be in C°° away from the origin. . 11). 360 STEPHEN WAINGER where C(a) may depend on A but not on E. The statement of the main theorem of [SI] requires that the underlying space be compact. However an important idea of Stein shows that the failure [SI] of 9). Here Br = Qr = lxl-r<x<r}. We just take EE = Ix 10<x<E} .

We will come back to the role of curvature in our problem in a little while. Is it true that lim h J f(x-y(t))dt = f(x) a. One might ask if there is a simple geometric reason why there should be positive answers for the sphere and only negative answers for the boundaries of squares. h-'0 h _ 0 for f in L°° or L2 or LI ? Corresponding to problems II and III there are interesting singular integrals. We let y(t) be a curve and v(x) be a smooth vector field as in problems II and III. for f in L'° or L2 or LI ? Problem III: Let v(x) be a smooth vector field in Rn. and . Problem II: Let y(t) be a curve passing through the origin in Rn . It turns out that the underlying basic reason that we have positive results for the boundary of balls and nega- tive results for the boundary of squares is that spheres are round and boundaries of squares are flat. In other words an important word for us will be CURVATURE.. However as we shall see later there are positive results for problem IB in 3 or more dimensions. Does h 1 lim 1 f(x-tv(x))dt = f(x) a. J-a (where sometimes we wish to think of a as finite and sometimes as 00 ).e.e. So there are no interesting positive results in problem IA. AVERAGES AND SINGULAR INTEGRALS 361 One need only consider f is as above and h is a nice function. We set a 13) Hyf(x) = f (x-y(t)) Lt . but first we shall discuss the other problems that we will consider.

II. These particular variants arose from other considerations. We have presented our problems as variants of Lebesgue's Theorem on the differentiation of the integral. Calderon and Zygmund developed the method of rotations to reduce the study of operators Tf = K*f where K is a kernel having "standard homogeneity" that is 17) K(Ax) = A-nK(x) h>0 . and III' is all interrelated.362 STEPHEN WAINGER 1 14) Hvf(x) f(x-tv(x)) dt -1 We call Hy the Hilbert transform along the curve y and Hv the Hilbert transform along the vector field v(x). namely from trying to generalize the method of Rota- tions of Calderon and Zygmund. III. II'. We then have the following two problems: Problem II': Can we have an estimate 15) IIHyf 11 < CPIIIIILP LP for some p's ? Problem III': Can we have an estimate 16) IIHyfIILp <_ CpIIfilLP for some values of p ? The classical development of singular integrals and maximal functions suggests that problems II' and III' should be related to problems II and III. In fact the progress on problems I. Riviere was led to problem II' from the consideration of a problem of singular integrals.

y)dx dy .v) = J J f(u-rcos 0.y) and which has a "parabolic homogeneity. K(-x.y) be a function of two variables x and y which is odd. By 18 we see that . N(0) is smooth and N(0+n) = N(0).v) = I f(u-x.y) X3 We wish to consider the LP boundedness of the transformation 00 00 19) Tf(u.X2y) = 3 K(x. resin 0)r2N(0)drd0 where r2N(0) is the Jacobian factor in the change of variables. AVERAGES AND SINGULAR INTEGRALS 363 (K(x) is a function on Rn ) to the one-dimensional Hilbert transform Hf(x) = ff(x-t) dt (f a function on R1 ). v-resin 0) 0 0 K(rcos 0. We will explain how the method of rotations can lead to problem II'.-y) = -K(x. We now introduce parabolic polar coordinates into 19) x = rcos 0 y = r2sinO and find 00 277 20) Tf(u." that is 18) K(Ax.v-y)K(x. Let K(x.

s in 0) dd i f(u+rcos O.364 STEPHEN WAINGER 27r o0 21) Tf(u. Finally 277 00 21A) Tf(u.v) = r N(O)K(cost.sin 0)dd f -00 i (u-rcos6.v) = 2 0 N(O)K(cos O.2n] . v-rsin(O)) dr since K is odd.v+rsin 0) dr 0 0 since N(6+n) = N(6) . we can apply Minkowski's inequality n IITfIILp < C f de IIHIILp 0 where .v-r2sinO)dr Now adding 21) and 21A) we find that 2n ao f Tf(u. Thus 217 fTf(u.v-rsin 0) dr 0 0 2rr 00 -J N(O)K(cos(O+n).v-r2sin6)dr f If K(cos O.sin 0) is in LT of [0.sin O)dO r C f(u-rcos 0.v) = r N(O)K(cos d.v) r N(O)K(cos 6.sin(O+n))dd f = 0 0 i f(u-rcos 0.sinO)dO r r f(u-rcos6.

y) = f(x. Now we prove IITfIILp<cI{fIILP by showing IIHefIILP <cplif11Lp This is a problem of the type II'. -00 with ye(r) = (rcos O.r2sin O) . We are not going to launch into a discussion of symmetric spaces.y) were dominated by a decreasing.Y) = E2 ff f(x-r. Stein was led to consider problem II by his study of Poisson integrals on symmetric spaces. LI function. Let MEf(x. but instead we consider an example. However 1 K(x. the classical theory would imply lim MEf(x.Y) = (1+x2)(1+y2) . radial.y) a. e. E-0 see [SWE]. AVERAGES AND SINGULAR INTEGRALS 365 f 00 Hef = dt f(x-yg(r)) .Y-s) (is)(i+ 1 drd s E2 (") If K(x.

Now that we have seen some of the roots of our problems. The natural balls in these problems are long. In other examples. In the standard treatment of averages over Euclidean balls an important geometric property of the Euclidean balls is used. 1+x2+y2 In effect K has too much of its mass along the coordinate axis. and the extreme case of difficulties arising in problems of Poisson Inte- grals on symmetric spaces lead to Problem II.366 STEPHEN WAINGER so the smallest radial majorant of K is 1 which is not integrable. thin and twisting. the balls satisfy the standard properties that en- sure that the usual covering arguments apply. The idealized situation is that of a vector field. If two balls B1 and B2 of the same radius. To see how badly this property fails for our problems let us suppose we were considering averages h t2+E 1 ff 0 t2 f(x-r.s)I0<r<h. See [SBC]. The extreme case of this phenomena would be to have a kernel with all of its mass on the coordinate axis. For progress in the case of pseudoconvex domains see [NSW] and [NSWB]. the ball having the same center as B2 but having radius 3r contains B1 . .h = i(r. kernels have too much of their mass along curves. In the case of a strictly pseudo convex domain. r. Appropriate positive results to problem III would have implications for the boundary behavior of functions holomorphic in pseudoconvex domains in Cn. intersect. then B2 . t2<s<t2 +E I . let us con- sider why these problems don't fit into the framework of the standard theory of Maximal functions and singular integrals as presented for example in [S].y-s) dr ds over slightly thickened parabolas or balls BE.

Suppose y(t) is the parabola (t.y-t2)dt Then we may formally write Tf(x.y) = fff(x-t. .y) = J f(x-t. AVERAGES AND SINGULAR INTEGRALS 367 We now consider the intersection of two of these balls of the same size Clearly one of these "balls" is not contained in a fixed multiple of the other (uniform in r ).t2) in R2 and Tf(x.-1 dv dt = JJ 0) Or 22) Tf=K*f.y-v) . where 22A) K(x. dsdt f(x-t.Y)=XS(1--X ). We can also see the difficulty of using the Calderon-Zygmund theory to study Problem 11'.y-st2). S (1.

The Calder6n-Zygmund Theory is based on 4) tools a) The Fourier transform (The Fourier transform is even used in the L1 theory) b) Interpolation c) Covering lemmas d) Calderon-Zygmund decomposition. Cordoba and Fefferman [CF1]. no matter how small h and k are. [COR2]. r O(t. for a test function . [CF2]. the Fourier transform of that measure decays at infinity even though the measure is singular. We have said earlier that curvature and Fourier Transform would be important for us. Actually they go together.K(x. no cancellation in the difference K(r+h.y+k) is not on the curve.368 STEPHEN WAINGER The Calderon-Zygmund theory deals with convolution operators with kernels K(x. Perhaps the natural attack on our problems would be to find appropriate covering lemmas and suitable variants of the Calder6n-Zygmund decom- position. [CS]. Let us consider some examples. If one has a nice measure on a curved surface. and Fefferman [FEf]. Our approach will however be different.y) if h and k are much smaller than x or y. Define. and in [KS]..y+k)-K(x.y+k). [CF3].y) can occur. Some progress in finding covering lemmas for related problems was made by Stromberg [Str] and [STRO] and Cordoba [COR1]. In retrospect we see that some of these ideas occurred in [SPL]. 0 .O)dt .y).y) should be much less than K(x. However for our K if (x.y) is a point on the curve y = x2 and (x+h. but in their theory K(x+h. We shall try to use the Fourier transform or other orthogonality methods and interpolation to reduce our problems on averages and singular integrals to the more standard averages and singular integrals.

Now let us consider a measure supported on a parabola. namely the x-axis. and it is easy to see that e2 Ce 1+1771 Thus v(e. AVERAGES AND SINGULAR INTEGRALS 369 u is supported on a straight line. This integral may be computed exactly by completing the square. 00 23) v(q) = r e_t2rb(t.q) tends to zero at infinity. _ Then v(e exei7y) 00 fe_t2eietet2dt. 2 . we have for e c Rn = CnJ(lei) Ii (v). If we denote this measure by dµ. and 1 g(e'exel)?y) = r eietdt 0 which is independent of n and hence cannot decay at infinity along the Y7-axis.t2)dt . Another example is afforded by rotationally invariant Lebesgue measure on the n-1 dimensional sphere Ixl = 1 in Rn.

We take h(t) = e t4 rt2 . Thus by Van Der Corput's lemma with j = 2 . Let us consider the measure 24) du(O) f1 2 (k(t.i) = el4telnt dt 1 This integral cannot be evaluated explicitly. assume also that h'(t) is monotone. then b r exp (ih(t))dt a For the proof of Van Der Corput's lemma for j = 1 and 2 see [Z]. assume Jh(1)(t)I > A in an interval a < t < b. For some j . This tool is a lemma of Van Der Corput. First we use the fact that h"(t) = rt . Let h(t) be a real function. but we wish to see that Van Der Corput's lemma may be applied. we see . VAN DER CORPUT'S LEMMA. If j = 1.I) 2 Of course we want to have a tool to estimate the Fourier transform of measures in general.370 STEPHEN WAINGER See [SWE]. Thus ^ _ (n 1 Idu(4)I < Cn(1 + I. not in just a few specific cases.t2)dt. Then 2 du(e. The proof for higher j is similar.

Stein pointed out in retrospect that we can already see from an estimate like 27) that du has interesting properties from the point of harmonic analysis . For . Ih'(t)I = Ie+2. Tf=du*f maps LP into L2 continuously for some p < 2. So by Van Der Corput's lemma with j = 1 .I if 161 > 8lnl Putting 25) and 26) together we have 27) C for some 8 > 0. AVERAGES AND SINGULAR INTEGRALS 371 25) n ldu(. C 1 (1 + Inl)I12 Now if Ir1I < igl.namely even though du is singular.itI > e/8 . n 26) I . .

)I2 de d.r/)12 dtd77 = f Idu(e.1 =f +e 2 +1771)2.17)12If(e. The Hilbert transform along a curve can be thought of as a multiplier transformation 28) Hyf(e) = my(e) f (e ) where 29) my(e) = f _.rl)I J (Ll+e2+'2') The second integral is bounded if q' is sufficiently large which means for some q > 1 .. The Hilbert transform along curves The first progress in our series of problems was made on the Hilbert transform along curves. But then the first integral is bounded for f e LP where P +2q=1 II.372 STEPHEN WAINGER f(Tf)2 = ITf(6.7)12 (1+e2+1.5 If( .127 2q ) /q 1 /q If(e..ii)I 2 (1+e 2+I17I If(e.p Lt To see that 29) is true we may either substitute the formula .

Thus to prove that Hy is bounded on L2 one needs to show that mY is bounded. Fabes showed HY is bounded on L2 in 2-dimensions for the curve y(t) = (t. The method of steepest descents is a method of obtaining very precise asymptotic information for large A about integrals of the form f exp (iah(t))dt . a > 0. The first result of this type was obtained by Fabes [F]. To this end Fabes employed the method of steepest descents. AVERAGES AND SINGULAR INTEGRALS 373 f(x) je-e'x f(e)dC into 13) or recognize the fact that where D is a distribution So and b may be computed by evaluating D on an exponential.q) = r exp(ite+iIt1a(sgnt)rt) Lt -00 is uniformly bounded in 6 and q. ltlasgnt) . So Fabes' proof consisted in showing that the integral m((.

t2. The next step was to show that if y(t) = (t. So it is hard to imagine using the method of steepest descents. t4.. Here we had to prove the boundedness of the integral 00 r dt J The proof was by way of the Van Der Corput lemma but was unnecessarily complicated because at that time we only knew the lemma for j = 1.a method that needed less precise information about h(t). t3. Let us see how Van Der Corputs'lemma works in the case y(t) = (t.374 STEPHEN WAINGER by contour integration. where C(n) does not depend on We shall prove 30) by induction on n.tal.t2'. is it would seem close to impossible.t3).. Thus already to employ the method of steepest descents for the curve (t.. one would have to understand the zero set of Real Part uniformly in 61 . e2 and 63. We then have to show that 30) I E <Itl<R dt < C(n) .t2. However to employ the method one has to have very precise information on where the real part of h(z) is positive and negative in the complex plane.ta2'. tn). replacing t by 1/n we 41 . Fabes' result was very important in that it gave the first clue that problems such as II and III could have positive answers. 1 <a1 <a2 (here t 1 can mean either Itlal or Itlalsgnt ) then Hy was bounded on L2(Rn) [SWA].'tan-1).2 . and for the curve t. By changing variables. However a better method would have to be found ...

. So we are done by induction. we find t exp (iels + . For a test function 0 . sn-1 + < C(n) . AVERAGES AND SINGULAR INTEGRALS 375 may assume en = ± 1 in 30). We now turn to the LP theory. We wish to emphasize how curvature and Fourier Transform are joining together to help us.. 31) iSn) An integration by parts together with 31) shows that 32) 1 1<JtJ<R Now f exp (ieit+.. Also the case of n = 1 is easy.1. + ien.. E<I tl<1 E<t< I Hence we have reduced the proof 30) for n to proving 30) for n . + ien-ltn-1) Lt t < t Jr to dt < C(n) .. In the case of the parabola we are studying 34) Hpf = DP * f where DP is a distribution.t2) to the straight line (t. Then by using Van Der Corput's lemma with j = n .t).. So we shall com- pare the case of the parabola (t.+ien_ltn-1 +itn) dt I exp (ieit+.

rl) is C°° away from the line i = 0 by com- plex integration.376 STEPHEN WAINGER 35) Dpi dt In the case of a straight line we are studying 36) HLf=DL*f. and one can easily justify differentiation under the integral sign as long as it > e .t) dt 00 eieteirlt2 dt 38) Dp(e. Notice that DL is discontinuous along the line We shall show in contrast that Dp(e.rl) is continuous away from the origin. and we find 40) DL(e. where 37) DL95 = J o(t. If for example rl > 0.rl) =c sgn((+n) . we think of t as a complex z variable and integrate along the line lmt = Ret.rl) = Dp(e1eXei"ly) = F -00 and 39) DL(e.rl) = DL(e exe"7y) f00ete'it. -00 t We can calculate DL explicitly. . for some positive E. It is very easy to see that Dp(e. Then the factor eirlt decays as fast as e-c7ItI2 .

J 0 In view of 42) and 43) we can show 41) by showing 44) I f 1/3 <I fl e'eteigt2 dt o.17 1 /3 and I . What we must show is that l m0 Dp(4.0 as 17 ->0. We shall show 00 00 41) lim .q-to J r ei 'tei77t2 dt _ t -00 ei6t dt t Assume for simplicity that 71 > 0.-0 J t -00 .-q) exists for 6 near ±1 . .71 /3 43) 1 eiet(ei??t2_1) dt t . AVERAGES AND SINGULAR INTEGRALS 377 We shall now show that Dp(6.771 /3 1 711r/ 3 < 271 tdt < 171/3 . Of course 1 1/3 77 00 42) lim r eiCt dt = r ei4t Lt 7.0 is continuous near 161 = 1 .

) So an integration by parts shows 00 45) eieteir7t2 d t 00 < 2/3 + 1 (' dt 77 1/2 .J t2 77 2/3 77- < C 77 2/3171/2 < C171/6 Note that if t < 77-2 /3 ie+217tl > iei . By using Van Der Corput's lemma with j = 2.378 STEPHEN WAINGER We shall prove 44) by using Van Der Dorput's lemma. Hence an integration by parts shows 1 13 00 77 46) f eieteil7t2 dt t <C f 1 dt +77 1/3<C711/3 t2 1/3 77 . then h"(s) = 277 . we see t f -2/3 eiese"gs 2 ds < c XFII (Let h(s) = es + qs2 .71/3 So -2/3 77 e tese l'7s 2 ds 1/3 77 is bounded if 6 is close to minus one.2.

For quite a while we tried to prove the range of p. there was a suspicion that the use of the Hormander Riviere theorem lost something. One may then use Riviere's [R] version of Hermander's multiplier theorem [H] to obtain some LP results for p 2 . one can prove that Dp(C. 3 < p < 4 . . 3 <p<4._n fI1ei2i K( )12 R 2 where the sum is over all a'th derivatives of K. Also. AVERAGES AND SINGULAR INTEGRALS 379 45) and 46) together with similar estimates for negative t prove 44) and hence the continuity of Dp(e.9) satisfies a Lipschitz condition away from the origin. J= f R<IXI<2R I la IxIaIK(x+h)-K(x)ldx 112 <( f R<I x l< 2 R IXI2a 1 d)' x (J IxI2aI(x+h)-K(x)I2dx) / < . in 47) was optimal .-9) away from the origin.. In fact if y(t) = (t. If one is a little more careful in the above argument. one wishes to estimate an expression of the form J= f R<Ixl<2R IK(x+h)-K(x)Idx where K is a kernel.with no success. In the Hormander argument. One does this by using Schwartz's inequality and Plancherel's theorem.t2) one obtains 47) IIHyfIILpCC IIfllLp. in terms of K.

rl) = m(e.rl) = mz(e.11) = m(e.v) Tzf is clearly bounded on L2 if Re z = -1/2 . We found 2 48) Dp(6. the crux of the matter was to study the transformation Tf given by 49) Tf (e.2/ + Better terms .n) very precisely by the method of steepest descents. p < 2. where 50) m(. Hence by Stein's interpolation theorem we would know that To = T was bounded in all LP. To get an idea of what to do we calculated D(e.380 STEPHEN WAINGER Now there was the feeling that a use of Schwartz inequality like that above lost too much.i) where 2) (171 52) mz(e.rl)f((. Hence. we could prove Tz was bounded in each LP if Re z > 0.n) = Ir111/2 1 r)2 1 e This suggests introducing an analytic family of operators in the sense of [SI] as follows: 51) T (e. So if we could prove that the kernel Kz corresponding to Tz for Re z positive satis- fied a condition of the Calderon-Zygmund type. where i/i is a Co function on R1 which is one near the origin.77) = sgne + C I77I e1e2/n `. and that more careful estimates for j for particular kernels might lead to better results.rl) .rl)f(e. .

we see K0(x. let us examine the analogous situation for the standard polar coordinates with 00 = 0.Y) = r3 19-0011-e Now we would like to explain why a 1 singularity is better than 10-0011-E a S(0-90) singularity. Re z > 0. might be a little better than the kernel for To. 1 < p < oo. and so the kernel K0 of To is essentially K0(x. To see the situation more clearly. If we introduce "parabolic polar coordinates" y =resin 0 x =rcos 0 . So we might expect 1 1 Kz(x.y) = a S(9-90) r3 where sin0 0 cos200 We might expect if Re z = e > 0 Kz to be E better than KO. Suppose S3) K0(x.Y)=X8(1-z ) from 22) and 22A). It turns out that one can show by a messy calculation that Tz is of Calderon-Zygmund type if Re z > 0. Let us try to understand why the kernel for Tz .Y) _ O r where x = rcos 0 and y = rsin 0 . T is essentially HY y = (t.t2). AVERAGES AND SINGULAR INTEGRALS 381 Then by a duality argument T would be bounded in all LP. and .

y)-K(x-h. So 55) can't hold. But still . Let us look at the contribution from y's which are very close to 0.) We are trying to see whether 55) jK(x. 0 = 0. 0) offers no cancellation. We have )Id9rdr J J r2 I-D. Let us put the matter a little differently.Ko(r .y-k)j < C . r20 r>C nearo If y is very close to 0 161 '" r y r 1 0 y-1 r So the left-hand side of 55) is at least fC i dr = 00 .382 STEPHEN WAINGER 1 54) KE(x. we find there is only one bad 0. 1 x2+y2>c(h2+k2) For either K = KO or K = KE .y) = r 21011-E (The factor for ordinary polar coordinates plays the same role as r r for parabolic polar coordinates. Let us take h = 0 and k = 1 and con- sider first K = Ko. 0) . If we consider the 0's with 0 > 0 where the difference K0(r.

y) . But over this set KE(x. if y-1 < 0. After a laborious calculation one could prove that the kernel Kz corresponding to Tz of 51) was for Re z > 0 an operator of Calderon- Zygmund type.K(x. O')j dO = 1 . AVERAGES AND SINGULAR INTEGRALS 383 n/4 f J0 JK0(r. 0)d0rdr 5 1 50 00 1/r Irfderdr 2 el-F 5 0 f1 00 < dr .t2. Let us consider now what happens with We should expect no help from the difference K(x. But this can only happen if y < 1 or 0 < 1/r . 6). Recall that Hyf = DP * f where 56) Dp(e. However it would be extremely difficult to carry over this proof to a three dimensional curve. For example it would be hard to derive an analogue of 48) for the curve (t. This proved that Hy was bounded in LP 1 < p < oo if y = (t.t2). .rl) = reieteint2 dt .y) is integrable at infinity 00 1 /r KE(r.y-1) when y > 0.K0(r'. Essentially one needed a way to define a suitable analytic family Tz without using the asymptotic formula 48).J rl+e 5 It is not difficult to complete the argument and to show 55).t3).

77). By changing variables in formula 56) we see that Dp(Ac. Then by Van Der Carput's lemma with } = 2 . By formula 61) we may assume r/ = ±1 .r/) defined in 52) also has this type of homogeneity. for A > 0.rl) . A2rl) = DP(c . namely mz(Ac. This situation can be remedied by defining 59) Hyf=Dzxf where 00 +r72t4)-z /4 Xteir7t2 dt 60) Dp(c. for any A > 0.77) . Now experience has shown that homobeneity is a powerful friend not to be tossed away lightly.rl) = (1 I -00 Note that for A > 0 61) Dp(Ac. let us say 77 =1. Let us see how formula 61) can help us.A2r7) = mz((. Note that also the function mz(e.384 STEPHEN WAINGER So one might be tempted to define 57) Hy. We would like to show 62) C(z) if Re z > -2 .f = DP * f w here 58) Dz(e. However Dp does not have this homogeneity. we see that . A271) = Dp(c.rl) p e a irlt2 dt (1+t2)z/2 It turns out that 58) is not a good idea for a very important reason.

AVERAGES AND SINGULAR INTEGRALS 385 t 2 eXsel1 ds 1 ft d ese's2 dsI <C So an integration by parts shows 00 J (1+t4)-z/4eieteirlt2 dt < C(z) t 1 Now 1 j -1 (1+t4)-z /4 Xt eirlt2 dt t 1 f -1 e'et t2 dt t 1 <C(z) r t2dtt<C(z). -1 . J-1 But we already know that 1 r dt J T <C.

y) has a singularity near the curve (t.00 00 00 f e-'6(x-t)dx = r dt f i?7(t2-Y)(1+772t4) -E/4 ei 7t2&(x -t)dt J J -00 t 00 00 00 -. Then eiCx e myDp(e.rl)dCdrl KE(x.t2) of the form 1 which is just the improvement over the 8-function that we 1e_eo1i-E/2 seek. Kz . 0.72)1/4 dr7 -00 x2'-Y2 1p x3 e/2 x2 ( where PE/2 is a modified Poisson kernel.72t4)-E/4 t . corresponding to Hy if z = E > 0.1 ir7(x2-y)(1 + 772x4)-E/4 drl X _00 0o Ir7(x2y) x3 f e 1 (1+. Hence 62) is proved.386 STEPHEN WAINGER One may finally deal with -00 < t < -1 in the same manner that one treated 1 < t < 00. PE/2 decays exponentially fast at oo and PE/2(u) ti JuJICE/2 as u -. Let us calculate the kernel. Thus KE(x. A modification of these ideas worked for curves . See [SWE].Y) =fv 00 00 f f eirlt2 Lt e-177Y (1 +.

. However... as we said before take .Dy*f where 65) Dy(Tx) = Dy(e ) Moreover there is a distance pA(x) defined on Rn such that P(TAX) _ AP(x) In the case of the cure (t. AVERAGES AND SINGULAR INTEGRALS 387 a' . where all the eigenvalues of A have positive real part is called a homogeneous curve. A will generate a group of transformations TX = exp (A loga) .. All of these curves satisfy an equation of the form 63) Ye(t) = A Y(t) where A is a real nxn matrix such that the real parts of the eigen- values of A are positive. Then 64) Hyf . tan) Y(t) = (t al < an. For example if y(t) = (t.ta2. there is a natural generalization of these curves. See [NRW].t2) we may.t2) A curve satisfying 63).

tasin(/3logt)) is an example. y(t) can be an infinite spiral. T. n(u) satisfies 68) n'(u) = Ai(u) .y) = (x4+y2)1 /4 It turns out that in the case of a general homogeneous cure. However. For example the curve y(t) = (tacos (j3logt).38$ STEPHEN WAINGER 0 A =C1 0 2 ) Then 0 ). Here we shall just make a comment. A For a detailed description of the argument see [SW]. the adjoint of A. . if one makes a change of variables t = eu . If some of the eigenvalues of A have non-zero imaginary part. So one could believe it might be rather messy to prove integrals involving exp to be bounded. It might be difficult to show that at each t some derivative of . If A y'(t) = y(t). 0 and p(x. we can obtain a satisfactory analytic family of operators by defining 66) Hzf=Dz*f where 67) z(e) =pA*(() j ItI-zexp(ie'y(t))dt p * is the distance function corresponding to A*. y(t) would be non-zero. we would be led to consideration of integrals involving n(u) where n(u) = y(eu). .

0 < j < n.. AVERAGES AND SINGULAR INTEGRALS 389 We shall show that if rj(u) is a curve in Rn satisfying 68) where the eigenvalues of A have positive real part. we can find numbers aj . n'(u) . 0 .. then either r)(u) lies in a proper subspace of Rn or for every 0 and u there is a j 1<j<n such that 69) rl(u) 0. So if for some u and d.n-1 du3 rj'(u) 6 = 0 for all u.. But r!(u) 6 . du) From 68) we see that dI+17 (u) Ajrl (u) du1+1 By the Cayley-Hamilton theorem. j=0 So n Yd j+t j=O aJ duI+1 '7(u) = 0 and j=0 n aj a j duJ . =0 j = 1 .(u) e satisfies an nth order constant coefficient differential equation. Thus r)(u) 6 is a constant. In other words rJ. such that jAj=0.. rr'(u) =0.2.

dt <ApyIIfIILp. It turns out that well curved curves can be approximated by homogeneous curves.. Let y(t) be well curved then.. III. Y(t) Suppose the span in Rn of y(t) for positive t and the span in Rn of y(t) for negative t agree. 1 <p<oo. -oo since the eigenvalues of A have positive real part. Then IIHyf1I < IIf1ILp 1<p<00 . dyj(t) t= O span Rn.390 STEPHEN WAINGER as u -. We are especially interested in how the Fourier transforms and g-functions may be used as a tool to relate our maximal functions to more classical ones. We shall conclude this section with the statement of some theorems that follow from the reasoning discussed above.2. Let y(t) satisfy A Y '(t) . The story . THEOREM 1. Hence rt(u) is in the subspace of Rn orthogonal to e. Maximal functions and g-functions We turn now to a discussion of maximal functions. f f(x-y(t)) - A general theorem in L2 for curves which are approximately homogeneous was obtained by Weinberg (We].. We can then prove THEOREM 2. LP Cp/Y We say that a curve y(t) in Rn is well curved if dJy(t) j = 1.

AVERAGES AND SINGULAR INTEGRALS 391 began with the study of maximal functions along the curve (t. It is easy to see that Mhf(e. Instead they considered (' a Ixl2 +Q(x) e J e F dx R .rl) where h eit e eit2 'Idt mh(e. Thus we wish to consider averages h 70) Mhf(x.t2).r))f(e.y-t2)dt .r1) = mh(e. they had to consider an integral in Rn of the form f exp Q(x)dx I. J<F where Q(x) was a quadratic function of x .y) -. See [FHI. Feynman and Hibbs wished to have an explicit expression for the probability amplitude that a particle lies in a sphere of radius t. If one hopes to gain some insight by staring at a formula. Now a similar situation arose in the path integral approach to Quantum Mechanics. one should have a formula that is as explicit as possible. r f(x-t. In essence.r1) = h 0 Now mh(e. F 0 After much frustration it was decided to take Fourier Transforms and try to see if anything could be learned.rl) cannot be evaluated explicitly.

y-t2)dt h/ .h277) = f e t2eiheteih2r)t2dt . and this integral can be computed explicitly by completing the square. Then 72) vh (e. We find v(h.q) = v(he.h27l)exp(_ l ((exp )f rl // i One might now hope that if one defines a measure vh by the formula .rl) where v is the measure considered in 23).772 One might guess that the appearance of the oscillatory factor exp i h42 't is a reflection of the fact that is a singular measure. 1+h477 2 On the other hand we see that if h2r) is large expii h27. This suggests to consider instead of 70) 71) vh * f(x.expie77 which is independent of h. In particular 00 v(he.n) _ (i(h.h2rl) f (C. Thus one might try to write (from 72) 2 vh* f (e.y) f exp( t2)f(x-t.392 STEPHEN WAINGER which could be calculated explicitly.h2) = (nice smoothly decaying function) exp i h477 2 73) 1 +h 4.

Stein [Ssp] and [SH] succeeded in doing this by introducting appropri- ate g-functions. What was needed was a way to compare averages like vh to more classical averages by using only the decay of vh and not so much the explicit expression of vh as was used above.r!) = v(he. Stein's first argument with g-functions dealt with the averages MB f of equation 4). So one could hope that 74) lsup vh * fllL2 = IISUp vh * gllL2 < CIIgIIL2 = CIIfIIL2 Roughly speaking this works out. as before. while {exp 'I ) f( . However. 76) 911f(x) = sup IMB f(x)I r>O r . See [NRWM]. and dur is the unit rotationally invariant measure on Br.14 = ( g is another L2 function having the same norm as f. AVERAGES AND SINGULAR INTEGRALS 393 h(6. The proof of 74) was a hint on how to proceed.h2rl) exp . Recall r 75) MB f(x) = J f(x-y)dgr(y) r Br where Br is the ball of radius r centered at the origin.i r7 vh could be dealt with by classical arguments. We set. it depended (as had happened before) on very special computations.

p > 2 is unknown at this time. Simple examples of the form n-1 IxI O log' IXI where 1 near the origin and has compact support show that p > nn1 is necessary in order that 77) hold. snMsf(x)ds 0 =n r sn-1 Msf(x)ds + r sn ds Msf(x)ds .394 STEPHEN WAINGER Stein used g-functions to prove THEOREM 3: 77) Cp. Now rnMrf(x) CT. The situation for n = 2 . We define 00 1 /2 78) g(f) (x) _ f tI dt Mtf(x)I2 dt Assume that we could prove 79) IIg(f )IIL2 < C(n)IIf1IL2 ' and let us see how 77) would follow.n 110 LP if p>nn-1 and n>3. I would like to present here Stein's original argument which proved 77) for p = 2 and n = 4 .

0 Rn . Now l(r) is dominated by the Hardy-Littlewood Maximal function and II(r) < n rJ f 0 sn-1 /2 s1 /2 Msf(x)ds r 1 /2 < fr 1 s2n-1 ds g(f) (x) -rn J 0 <Cg(f)(x).CIIf1IL2 We turn now to the proof of 79). W Ig(f)(x)I2dx= J t J IdtMtf(x)I2dxdt JRn 0 Rn 0 = J0 r t Jr Mtf(6)12d6dt Rn 00 _ tJ Imtr(6)I2dedt . we have Ilsup Mrf(x)IIL2 <. AVERAGES AND SINGULAR INTEGRALS 395 Thus r r Mrf(x) < n r sn'1 Msf(x) ds + n r sn d Msf(x)ds 0 0 = I(r) + 11(r) . So if we assume 29).

where m(r) = n12 Jn-2(r) r 2 2 Here Jn_2 is the usual Bessel function.396 STEPHEN WAINGER But Mtf(e) = f(()m(tlel). since Im'(t)I < C . See [SWE]. Thus f lg(f)(x)I2dA < f f Jtm(t()Ide 0 00 t Rn 00 < f If( )12 5 t at m(t 1j1)2 dt Rn 0 Thus to obtain 79) we need to show 00 r tIdm(tIibI2dt<C 0 First since is bounded. f 0 1/161 dt <1e12f 0 1 /IeI tdt<C. n-1 t 2 . We shall need to know 2 dmr I < C 1 =C 1 dr n-2 n-1 r 2 r1/2 r 2 and dorm is bounded. Next.

Because of rotational symmetry it suffices to prove 80) for points (a. In that case dO MIxlf(x) _ (a2(1-cos)2+a2sin2ej1 /2 log 1 -n a2[(l-cos)2+sin2O] E ti dO = 00 . n = 2 by showing 80) MBIxIf(x) _ 00 for all small x. We can disprove 77) for p = 2. (t lel 1 /ICI if n>4.0) with a small. IeI In IeI -E . We take 1 x very near 0 IxIlogI1 in Co away from 0 . Let us be more precise about the counterexample in 2-dimensions. AVERAGES AND SINGULAR INTEGRALS 397 00 dt m(tIeI)I2 dt t /IeI 00 Ifi2 f t )n-1 dt < C .

398 STEPHEN WAINGER A similar argument shows 81) sup IMB f(x)I = 00 1<r<2 r a. We wish now to prove a theorem indicating how bad 81) fails in L2(R2).e. for an appropriate f . If j(x) is given define if j(x) is even if j(x) is odd . We shall show 83) Il)KkfpL2 < CkIIfIIL2 To prove 83). We show 85) by induction on k. We set 82) )Rkf(x. it suffices to show that for each function j(x) taking the values 84) IIMBI+j(x)2-k f(x)II < CkpfIIL2 . That is given a j(x) taking the values we shall define a function j*(x) so that j*(x) takes values in the set and 85) IIMBI+j(x)2-kf fIIL2 < CIIfIIL2 _MB1+j*(x)2-k+l 85) provides the inductive step to prove 86).Y) = sup IMB f(x)YI 2k<j<2k+1 2k where f is in L2(R2). . with C independent of the function j(x).

So to prove 87) it suffices to show 88) . (' 2k J Igf(x)I2 dx = I fMf(x)-MB 1 0 l+2k l+- 2k =I IMB W) .MB j=0 f 2 where m(r) = J0(r). if we set 2k 86) gf(x) _ I IMB f(x)-MB f(x)I2 J=0 k 1+ 1+11 2 2k we see IMBfI < gf(x) Thus to prove 86) and hence 85) it suffices to prove 87) 119(fAL2 < CIIfIIL2 We shall prove 87) by using the Fourier Transform. AVERAGES AND SINGULAR INTEGRALS 399 Then.

We set .t2) is bounded by using g-functions.t2)dt dµ(O) = J . I Then 2 dµh * f(x.400 STEPHEN WAINGER But 88) follows because for s positive and r positive 89) IJ0(r)) < C/' and 90) IJ0(r+s)-Jo(r)I < Ct.y) E C0m(R2) with %&(0) = 1. h We choose a function &i(x.y-t2)dt . 1 or 92) dµh * f(x.y-ht2)dt . 1 We set 2 91) dµh(qS) = f -O(ht. We start with the measure dµ defined in 24) 2 qS(t. To prove 88) we use 89) if ICI > 2k and 90) if 161 < 2k Finally we will show how Stein [SH] proved the maximal function along the parabola (t.ht2) dt .y) = r f(x-ht.y) _ f 2h f(x-t.

Y)dh1 t>o 0 <.Y)I Let us first assume 95) 119(f)IIL2 5 C IIf1IL2 Note that E sup E>0 f Idµh*f(x.Y) = h3 0 x .Y)Idh 0 sup 1f E>0 E1/2 E Idµh *f(x. AVERAGES AND SINGULAR INTEGRALS 401 93) 'Ph(x. h) and 94) g(f)(x.Y)I2 dh 0 < g(f) (x.Y) _ I Idµh *f(x.Y)-h*f(x.Y) + sup 10h *f(x.Y)I2dh 0 1 /2 < r Idµh *f(x.Y)-Oh *f(x.Y) So E 96) sup I E f dµh *f(x.Y)I h>0 .Y)-oh *f(x.Of )(x.

y-t2) 0 f/2 dh ('E > E f J 0 f(x-t. .Y)dh 0 E 2h f 0 h f(x-t.y-t2)dt <AIIf1IL2 E>0 eJ0 L2 It remains to prove 96).y-t2)dt . So from 96) we infer E sup If f(x-y.y-t2)dtdh E E > f r f(x-t. E (' J dµh*f(x.402 STEPHEN WAINGER A classical argument (see (RI) shows sup Oh *fp < C tIfIILp h>0 Lp Thus by 95). we see E sup I e fd1zh*f(xY)dhl < CIIf11L2 E>0 0 L2 If f>0.

h27)-cb(he. 0 0 So to prove 96) it suffices to prove 00 97) J I h( .rl)I2 < C .77)12 f0.77)I2 d dii f a* . we see that it suffices to esti- mate 99) when e 2 +772 = 1 .h27)I2 < C r h2 dh < C 0 0 since dµ(0) = 0(0) = 1 . AVERAGES AND SINGULAR INTEGRALS 403 fI(gf)(x.7)I2 If( . In this case we see 1 1 (' 99) JJ dh dµ(he.-0)h(e. .)12h271)-0(Ahe. 0 The integral on the left side of 97) is 98) JT 0 Thus by replacing h by Ah A > 0 we may write the expression in 98) as 0 µ(Xhe.1f( dry.y)I2dxdY = r T J Idµh*f-ch*fl2dxdy 0 ff 0 00 rd h(e.42h277)I2 J0 By choosing A so that \2e2+X4772 = 1 .

f h II sup If(x-y(t))IdtII < CpIIfIILP 1<p< 0<h<1 LP 0 . Let y(t) be a curve in Rn.404 STEPHEN WAINGER Then from 27) Idµ(he. Altogether one can prove the following theorems : THEOREM 4. If y(t) satisfies y'= A y(t) where all the eigenvalues of A have positive real part. 101) and 102).'"?) < for any N. can be obtained by combining the L2 estimates presented here with the techniques of section 2. 1 Now we obtain 98) and hence 96) by combining 100). So ('00 ('00 100) J T Idµ(he.h2rl)I < J ld26 < C J 1 1 h CN Also k1. y(3)(0) . h IIo<np Ff If(x-y(t))IdtIILp<C IIfIILp. span R° . LP results for p > 1. 1<P< <00 THEOREM 5..h27l)I < Ch-3 for some 6>0. so (1+e2+772)IJ 00 (' 101) 1 dh Ii&(he. In this section we have emphasized L2 methods.. y"(0). If the vectors y'(0).h277)I < C .

AVERAGES AND SINGULAR INTEGRALS 405

**IV. Vector field problems
**

We turn now to problems III and 1II'. To study problems III and III' it

is convenient to make a change of variables. It is possible to make a

change of variables so that the integral curves of the vector field v(x)

become lines parallel to the x-axis. Under this change of variables the

vectors v(x) transform into curves y which vary from point to point. So

we are led to studying problems IV and IV'. We facilitate the statement

of these problems with 3 definitions.

If y(x,t) is for each x a smooth curve in t with y(x,0) = 0, let

!'1

102) Hyf(x) = f f(x-y(t,x)) dt

-1

let

!'h

103) Myf(x) _ f(x-y(t,x))dt ,

0

and

**104) )11 f(x) = sup Ahf(x)l .
**

Y

1>h>o y

We are now ready for the statement of problem IV and W.

Problem IV: When do we have

UHyf(x)11Lp <- Cpilf11Lp ?

Problem IV': When do we have

f(myf11Lp <- CpIIfhILp ?

**The change of variables described above preserves tangency and
**

curvature conditions. So for example N It=o will be parallel to the x

406 STEPHEN WAINGER

**axis, and if the curvature of the integral curves of v(x) never vanishes
**

a2y

will not be zero. It turns out that one can prove the following

at2 t=0

theorems:

THEOREM 6. Let y(t,x) = (t,r(t,x)) be a smooth curve in R2 satisfying

ar x

It=o = 0 and a2rlt=ono.

at

Then

105) IIHyf IIL2(R2) <- Of I!L2(R2)

and

106) IItyfIIL2(R2) <- CIIfllL2(R2)

A consequence of Theorem 6 for vector fields will then be

**THEOREM 7. If v(x) is a smooth vector field in R2 such that the
**

integral curves of v have nowhere vanishing curvature,

IIHvf1IL2(R2) <_ IIfIIL2(R2)

and

h

lim h1 , f(x-tv(x))dt = f(x) a.e.

h-00 1

0

for f in L2(R2).

These theorems are announced in NSWV. Here we shall give some

discussion of the ideas. Because y(t,x) depends on x, the Fourier

Transform no longer seems like a good tool to study Hy and 59 y. We

must find a different way to employ orthogonality. Here we're motivated

AVERAGES AND SINGULAR INTEGRALS 407

**by work of Kolmogorov and Silveristov [Z] on the partial sums of Fourier
**

Series and an approach to the Poisson Integral by Paley [P]. The idea is

to consider Hy H* and Mh(x) . (Mh(x))* where denotes composition

of operators and * signifies Hilbert space adjoint. In order to gain some

insight into this method we shall just discuss it in the case y(t) = (t,t2)

where, of course, we already know the results by a different method.

Let us consider K = Hy H*. The kernel of K will have support on

t(u,v)Iu=t-s,v=t2-s2J. Hence one might hope that K would have a much

smoother kernel than Hy H. (Of course if K were bounded on L2 so

would Hy.) One might hope then, that K would be a Calderon-Zygmund

operator. Let us see if this could be the case. One can see that

H*f(x,y) = J f(x+t,y+y(t)) dt

and hence that

HYH*f(x,y) f(x+t-s,y+t2-s2) dt

tss

=ff

Let u=s -t, v =s2-t2, and we find

HYH*f(x,y) =ff f(x-u,y-v)k(u,v)dudv

where

k(u,v) = C .

IuI u-u u+u

Now k(u,v) does have its support spread out. However the singularities

of k across the curves v = ±u2 are not locally integrable away from the

408 STEPHEN WAINGER

**origin. Hence HYHY cannot be a Calderon-Zygmund operator. Let us
**

try to see what goes wrong on the level of the Fourier Transform. Recall

HYf=Qp*f

where

p(e,r/) _ f e(iet+ir7t2)dt

-00

We know from 48) that

Qp((,ri) = sgn + C IjII/2 e 77

6

+ better terms.

**The multiplier for HY HY would be essentially IQp12 . Notice that
**

IQp12 doesn't look any nicer than Q. However IQp(e,r7)-sgneI2 is

much nicer than Qp(e,rj) or Qp(e,rj) - sgne. Now sgne corresponds

to the operator

Lf = ff(x-t,y) dt

L is known to be bounded in L2. This suggests that we try to consider

M = (L-HY)(L*-HY) .

**If M is bounded in L2 so will be L - HY . Hence so will be HY . This
**

actually works and is the basic idea in the proof of Theorem 4. We turn

now to the idea of the proof of Theorem 5. Paley showed that

107) Ph(x) (Ph(x))*f(x) < CIPh(x)f(x)+P*(x)f(x)]

where Ph is the Poisson Kernel. It follows from 107) that

AVERAGES AND SINGULAR INTEGRALS 409

IIPh(x)f Il L2 < Clip h(x)f(X)ll

L2

and hence

IIPh(x)f1IL2 <C .

Since the function h(x) is arbitrary we have

**Ilsup Ph*f1IL2 <_ CIIf1IL2
**

h

**The fact that we had to modify Hy suggests that we should not expect
**

107) to hold, but we might expect a variant to hold - perhaps involving an

operator

h(x,y)

(x,Y) = f(x-t,Y)dt .

Rh(x,Y)f h(x,y) f

0

(We know

IIRh(x,y)f(x,Y)IIL2 <- Cllf(x,Y)lIL2 )

We might hope to prove

108) Mh(x)(Mh(x))*f(x) < C(Rh(x)Mh(x)f(x)+Mh(x)Rh(x)f(x)+Bh(x)f(x))

**where Bh(x) is some bounded operator. Even 107) is not quite right.
**

We refer the reader to NSWV for the correct technical modification of 107).

This concludes our discussion of the vector field problem.

V. Recent developments

The positive results of Theorem 2 and Theorem 5 assume that the

curve y(t) has some curvature at the origin. There have been a number

of papers trying to understand what happens when this curvature condition

is dropped. See [C], [CNVWW], [NVWW] 1), 2), 2), and [NE]. Let us note

that we don't have positive results for all C°° curves.

410 STEPHEN WAINGER

Suppose for example y(t) is odd and y(t) _ (t,r(t)) where

0 for 0<t<1

r(t) =

t-1 for t>1

Then

nHrf(6,71) = my(6,17)f(6,q)

where

00

my(4,i7) = r ei4teirir(t) dt

-00

= r

1

sintt dt + 00

at

0 1

**which is easily seen to be unbounded if In fact it is easy to see
**

the following: Suppose y(t) is odd and linear on a sequence of

intervals ai < t < bi < 1 and assume that the linear extension of y on

b

[ai,bi] does not pass through the origin. Then if the ratios a are

t

unbounded,

E--0

lim I f(x-y(t)) dt

ItI<E

**cannot exist in the L2 sense for every f in L2 .
**

It is somewhat more difficult to produce counterexamples for the

operator 1R y. For example in the case of the two dimensional curve

(t,r(t)) described above, it is easy to see that Vy is bounded in every

LP, because it is dominated by

AVERAGES AND SINGULAR INTEGRALS 411

!'h h

sup I

0

If(x-t,y)1 dt + sup h

f

0

f(x-t,y-t+I)dt t .

**Both of these operators are bounded by the classical theory. We refer to
**

[SWI for an example to show that the maximal function along a Coo curve

has no non-trivial positive results.

The above authors have been investigating the behavior of the Hilbert

Transform and maximal functions related to convex curves. Let y(t) _

(t, F(t)) a plane curve with r(t) convex for positive t. Let h(t) =

tr'(t)- F(t). -h(t) represents the y-intercept of the line tangent to the

curve y at y(t). We then have

THEOREM 8. Let y(t) = (t,P(t)) with r(t) convex and increasing for

t > 0. If r(t) is even

IIHyfIIL2 <- CIIflIL2

if and only if

Ir'(ct)I > 21r'(t)I t>0

**for some C>0.
**

If y(t) is odd

IIHyfIIL2 <- CNfIIL2

if and only if

h(Ct) > 2h(t) , t>0

for some C>0.

**There are generalizations of Theorem 8 to higher dimensions, and an
**

investigation of the LP theory has begun. We know that

412 STEPHEN WAINGER

II yfliL2 <- CIIfIIL2

**if * holds for some C > 0, however the maximal functions can be
**

bounded on L2 (and in fact in LP for any p > 1) for some convex

curves even if * fails.

Recently Phong and Stein [PS] introduced a general problem of which

our problems are special cases. They consider at each point P in Rn

a submanifold Mp of dimension say a and an a dimensional Calderon-

Zygmund kernel K(P,Q). Then they consider

Tf(P) T (Q) K(P,Q)dm(Q)

**where dm(Q) is a measure on Mp M. They show that if n > 3 and
**

k = n-1

IITfIILp <_ CIIfIILP

**if Mp satisfies a kind of generalized curvature condition. See [PSI.
**

Various authors have also considered multiple parameter problems

which are essentially multiple Hilbert transforms on surfaces and multi-

parameter maximal functions on surfaces. See [NW2], [V], [STR1], and

[CSS].

**Appendix 1. An introduction to the method of steepest descents.
**

Here we shall try to give an explanation of the main ideas of the

method of steepest descent. The interested reader can find a more

detailed description in [B].

Let us first consider the behavior of the integral

00

A-1) 1(I) = f e ax2 dx

z

-00 The point we wish to make here is that if A is large most of the contribution to the integral I(A) comes from a small neighborhood of the origin. Now if we perturb the integrand in I(A).\/2 -gyp very fast as A.-A2/5 can expand the integrand in a power series in that little interval. Of course we can make a change of variables and observe A-2) I(A) _ V"X where 00 e-t2 A-3) B= dt . we A2/5 .A21/5 <e-AI/5+e. AVERAGES AND SINGULAR INTEGRALS 413 for large A. o . In fact A__t2 (' 5e e At2 dt < fA21/5<t<1 At2 dt + J e 2 t>1 2 dt It1.1 < t < 1 . Thus the main contribution to the integral I(A) comes from the small interval . For example we might consider 00 JA) = e Xh(t)dt J .

and we would expand in a power series in this small interval. In the method of steepest descents we try to choose a contour of integration so that on the new contour the situation would be essentially that of J.k P(t)dt -00 and P(t) were very negative at infinity and 0(t3) near t = 0 we would try to write t = a + it and integrate on the line a = r for It l < 1/. h(t) = t2 +0(t3) for small t and h(t) > 0 for t > 0. if we had K= r eikt2+.414 STEPHEN WAINGER where h(t) > t2 for large t. . Then one can easily see that f dt Itl>A2/5 is exponentially small as before. Now e Ah(t)dt J = f e-At2 . Thus for example. 2 /5 . (1+O(at3) ItIU 2/5 Itl« 00 e-'fit2 dt + Ea I /5 e-at2 dt ltl«2/5 -00 B + O(e-AI /5)+0 (1 l f = .

AVERAGES AND SINGULAR INTEGRALS 415 More. Appendix 2.a or if the interval of integration was from -oc to oo and f oscil- lated very rapidly for large t . if we were concerned with the asymptotic behavior for large values of k of an integral of the form fg(z)eAh(z)dz g(z) and h(z) are holomorphic. b. near a. h'(C) = 0. Thus the main contribution to our integral should come from a point where h'(C) = 0 or an endpoint. . e. we would try to choose a contour on which Re h(z) had only a finite number of maxima. The method of stationary phase and quantum mechanics The method of stationary phase lends itself to a formulation of quantum mechanics that is very appealing to at least some mathematicians. A variant of this principle for non-analytic functions is called the principle of stationary phase and is discussed in Professor Stein's lectures in these proceedings. generally. This is also reflected in Van Der Corput's lemma. If we had no endpoints for example if f were periodic with period b . and argue that the main contribution to the integral should come from a small neighborhood of the largest maximum or perhaps an endpoint and we then expand g and h in a Taylor series at such points. or a zero of f'(t). At such a maximum. The principle of stationary phase asserts that the integral b I= r eiAf(t)dt a with f(t) real gets most of its contributions for large A. we would expect the main contribution to the integral to come from small neighborhoods of a zero of V.

The principle says that the only classical paths that should be important are paths which differ from x only on an h scale of measuring. In particular let us consider a particle moving from a point xa to xb as time evolves from time ta to time tb.t) . ta The path on which the classical particle moves will be a path x(t) such that z(ta) = xa . The action along a path x is defined by tb S(x) = r L(x(t))dt . This principle is expressed in terms of a small number h. In our example it means the only paths that are im- portant are paths near the path x of *.V(x(t). According to classical physics. the particle will follow a path for which the classical action is stationary. Now the Feynman path integral formulation is in terms of probability amplitudes of events. z(tb) = xb . If x(t) is any path. and our particle has mass m and is moving under the influence of a potential V(x. In our case the probability amplitude of passing from xa at time ta to xb at time tb is given by an integral s(x) Fje"h Dx . the classical Lagrangian is defined by L = 2 [x(t)]2 . and such that S(x +Sx)IS=o 0.416 STEPHEN WAINGER Let us now turn to quantum mechanics. = One of the most important principles of quantum mechanics asserts that motion on a classical scale must be essentially described by the laws of classical mechanics.t).

the principle of stationary phase would indicate that the main contribution to the integral F should come from a small neighborhood of a path of which some kind of a derivative of S was zero... let us try to guess what paths contribute the most to the integral F .dxk J j-. Since h is very small. x2j-1) F = lim A.°° where S(x1.. and Aj is a normalizing factor.x2j_1) is the action along the polygonal path determined by x1'. Such paths are determined by xk = X (ta + [tb-ta]) 2 k= We then take 1 S(x1 . We may imagine dividing the t interval into 21 subintervals... Leaving aside the question of how such an integral can be precisely defined. Thus we might expect the main contribu- tion to the integral F to come from paths which are very close (on a scale of h ) to the path x defined by *. See for example [CS] and references cited there. the original definition in [FH] serves the purpose of making many formal calculations. eh dx 1dx2.. Ij .. There have been many papers in the mathematical and physical litera- ture dealing with the problem of making sense out of the definition F.. We would like to make one final remark about the book [FH]. For more details see [FH].. However.x2j_1 . We consider only paths which are linear on Ik . It's .. of equal length [b_ta]k Ik = + ta. [tb-ta]2 + to l nl .. AVERAGES AND SINGULAR INTEGRALS 417 where the integration is an integral over all paths x(t) such that x(ta) = xa and x(tb) = xb...

pp. Carlsson and S. Providence. whatever they are. 29-50. Vol. XXXV. Cameron and D. Nat. pp. Asymptotic Methods in Analysis. STEPHEN WAINGER DEPARTMENT OF MATHEMATICS UNIVERSITY OF WISCONSIN MADISON.. [CW] H. 1979. Sjogren. [CS] J.. 1-22. . [BF] H. "Multiparameter maximal functions along dilation-invariant hypersurfaces" to appear in Trans.S. in Pure Math." Fund.. Storvick. 1977. North Holland Publishing Co. Part I. Symp." Amer. 71. DeBruijn. [COR2] "Maximal functions. 99. Sci. Acad. Math. Busemann and W. 1934. Wainger. Stromberg. "Zur Differentiation des Lebesguesche Integrale. [CSS] H. 1958." Proc. P. 3911-3912. Feller. Thus it is accessible to many more mathematicians than standard quantum mechanics texts. of the A." to appear. p. WISCONSIN REFERENCES [B] N. U. pp.A. 22. 226-256. Vol.. preprint. Vol. of Math. Vol. you probably would rather be a mathematician than a physicist. [C] M. A simple definition of the Feynman integral with applications.. Stein. The book also elucidates the differences between the nature of physicists and mathematicians. Christ. Clerc and E. If you don't want to know h to 3 significant figures in ergs/sec. and J.418 STEPHEN WAINGER great." Proc. Soc. L. [CS] R.. "LP multipliers for non-compact symmetric spaces. Math. Carlsson. 1983. covering lemmas and Fourier multipliers. many mathematicians could probably learn a great deal to improve themselves as mathematicians by reading the book.M. It explains quantum mechanics in terms of mechanics and does not use notions of atomic physics as many of the standard books do. Cordoba. M. Amsterdam.S. "Maximal functions related to con- vex polygonal lines. Amer. "The Kekeya maximal function and the spherical summation multipliers. J. [CORI] A. 1974. Finally.

51-60. Cordoba and R." Studia Math. J. "Boundary behavior of functions holomorphic in domains of finite type. 81-131.. part 1. Nat.S. Nagel. pp. 78." to appear in Acta Mathematica. Fefferman. Wainger. Acad. [NVWW1] A. 1966. Stein. J. J. Acad. Vol. Riviere and S. Basic Properties. Vol." Annals of Math. HOrmander. Vol. Wainger. 73. 1981. E. J. Stein. U.t2). "Uniformly bounded representations and harmonic analysis of the 2x2 unimodular group. [NRW] A. Sci. S. "Hilbert transforms for convex curves..A. 395-403. 1977. Acad. Acad.A. J. "Singular integrals and partial differential equa- tions of parabolic type.. 28. pp. McGraw Hill. [FH] R.. A. Symp. Feynman and A. Nat. New York. Wainger. Quantum Mechanics and Path Integrals. Weinberg. 82. 93-139." Acta Math. 1977. Vol. [CF2] . "Covering lemmas. "Hilbert transforms and maximal functions related to variable curves. Math. in Pure Math. Part 1." Proc. 1416-1417.A. 1979. pp. Vol. "Amer. Sci. "On differentiation of integrals. "A maximal function associated to the curve (t. pp. 1976. 50. U. Wainger. U.. Vol.. Riviere. of Symposia in Pure Math. [CF3] "On the equivalence between the boundedness of certain classes of maximal and multiplier operators in Fourier Analysis. pp. Stein. 1-62. Vol. Nat. AVERAGES AND SINGULAR INTEGRALS 419 [CF1] A.. [F] E. and S. Nagel. Fefferman." Proc." preprint. of Math. N. 1960. [NSWV] A. 423-425. Wainger. 735-744." Amer. 74. 1975. and D. Nagel." Proc. 104. pp. 95-98.. Nagel. Nagel. Nagel. [NRWM] A. [FEF] R. 1976... . N. Wainger. 6595-6599. Vol. XXXV. Vol. [NSW] A. Hibbs. Fabes. and multi- plier operators in Fourier Analysis. 1983. "Balls and metrics defined by vector fields I. "On Hilbert transforms along curves. Kunze and E. [KS] R." Duke Math. "LP bounds for Hilbert Transforms along convex curves. 102. pp. S. and D. 98. Weinberg. Wainger. Vol. Cordoba. "Estimates for translation invariant operators in LP spaces. 74. pp. "A geometric proof of the strong maximal theorem. XXXV. It. maximal functions." Proc. pp.S.. 95-100. and S. 1960. [CNVWW] A. U.. and S. E." Proc. Vol. B. pp. Vol.S. Nagel. [NSWB] A.A. E. Stein. Nat.. pp. 2211-2213. S. [H] L. pp.." Proc. Vance. Vance.. of Sci.S. Sci.

99. Paley. Acad. 35. [SW] ." Trans. Princeton University Press. 7697-7701.S. Riviere.. Nagel. [SPL] ." Preprint. Sci. 1976. 1971. Singular Integrals and Differentiability Properties of Functions.M. 1930. pp. pp. [SWA] E. of Math. Vol. 88. Vol.. 1976. Vol. Vol.. "Singular integrals related to the Radon transform and boundary value problems. [SBC] . 9. J.. Vance.. "L2 boundedness of Hilbert transforms along surfaces and convolution operators homogeneous with respect to a multi-parameter group. 73. Acad. U." Trans. 1983. Lond. 1972. "The Hilbert transform for convex curves in Rn. Princeton University Press. "Interpolation of linear operators.S. Math. U. Vol.420 STEPHEN WAINGER [NVWW2] A.. Soc. pp. 1977. [SHI ." Ark. U. Soc. of Math." Amer. Sci. 267. "Hilbert transforms associated with plane curves. 243-278. "Problems in harmonic analysis related to curvature.A. Vol. 761 785. Math. "The estimation of an integral arising in multiplier transformations. [PS] D. "Maximal functions for convex curves. "Maximal functions: Spherical means." Proc." Studia Math. Vol. Princeton.. "Singular integrals and multiplier operators. pp.. Wainger.. Amer. "A proof of a theorem on averages. Stein and S. Stein." Bulletin of the A. 84.. 1978. pp. Vol. 359-376. pp. Mat. 1976. Soc. [NW2] -. Math. 1958. Nestlerode. [R] N. 2176-2177. pp. Nagel and S. Phong and E. Math.A. Weinberg. . 289-300. [Ssp] . [SI] .A. pp. [S] E.S. Nat. 1970. Nat. [NE] W.. Acad. Princeton University Press. "Singular integrals and maximal functions associated with highly monotone curves. 435-444. Vol. pp." Proc. Amer. Boundary Behaviour of Holomorphic Functions of Several Complex Variables." Proc. .. Princeton. pp. J. Stein. J. Sci. Vol." to appear in Amer. 1239-1295. 73. 31. Nat.S. 235-252. Topics in Harmonic Analysis related to the Littlewood- Paley Theory. [NW] A. Wainger. Wainger." Trans. Soc. "Maximal functions: Homogeneous curves. 2174-2175. 80.. 1970. 1970. and D. [P] R.." Proc. 1981. pp. 101-104. S. 223. [NVWW3] . Amer. Vol.

of Math. . 1981. I & II. pp. Introduction to Fourier Analysis on Euclidean Spaces. Cambridge University Press. 399-402. Trigonometric Series. "Singular integrals supported on submanifolds. Princeton. 107. 1978. 229-240. Vols. Soc. Vol. [STR] J. Vol. 137-151." Ark. "The Hilbert transform and maximal function for approximately homogeneous curves. Stromberg." Studia Math. [STRO] J." Ann. London. 1983. [STR1] R. Math. 221-241. 74. Stromberg. Strichartz. pp. Stein and G.. pp.. Vol. 108. 1959. Mat. of Math. 15. Amer. Weinberg.. 1977. Vance. [WE] D. Zygmund. pp. Princeton University Press. AVERAGES AND SINGULAR INTEGRALS 421 [SWE] E. [Z] A. Weiss. "Weak estimates on maximal functions with rectangles in certain directions... 1982. [V] J. Vol." Pacific J. 267. Vol. pp. 295-306." Trans. "LP boundedness of the multiple Hilbert transform along a surface. "Maximal functions associated to rectangles with uniformly distributed directions.

.

16. 361 non-isotropic. 283. 144 Cauchy integral. 201 harmonic measure. INDEX approach regions convex curves. 163 BMO(R+xR+). 5. 94. 321. 245 finite type. 324 Calder6n-Zygmund decomposition. 331. 196 Bochner-Riesz summability. 27 canonical coordinates. 156. 114. 375 Ap classes. 411 admissible. 114. 275 Bochner-Martinelli formula. 73. 361.O. 340 Dirichlet problem. 159. 89 HP(R+ x R+) . 60 Henkin integral formula 219. 230 duality of H1 and BMO. 245 curvature. 207 along curves. 261 and Fourier transform. 267 functional calculus. 186 on a Lipschitz curve. 361 along vector fields. 393 Cauchy-Fantappie formula. (Bounded mean oscillation). 344 Fatou's theorem. 101 Cauchy-Riemann equation. 275 Carleson measure. 141 convergenge of averages over spheres. 226 Campbell-Hausdorff formula. 325. 340 electrostatics. 361 Hartogs extension phenomenon. 321. 92 DeGiori-Nash regularity theory. 195 Hardy space. 340 B. 336 423 . 8. non-tangential. 211 Bergman kernel.M. 358. 101 exponential mapping. 406 heat operator. 143 Hp spaces. 9. 132. 158 atomic decomposition. 267. 353 area integral. 243 domain of holomorphy. 48 Fornaess imbedding theorem. 254 covering lemmas. 94 g-functions. 144. 269. 244 268.

257 mechanics. 102 Kohn (canonical) solution. 400 on vector fields. 133. 391. 265. 193. 344 Korn-type inequalities. 48. 145 space of holomorphy. 163 maximal functions. 25 Sobolev estimates. 235 systems of elliptic equations.424 INDEX Heisenoerg group. 335 non-commuting vector fields. 39 on curves. 370 Mobius transformation. 166 Laplacian. 227 Stein-Weiss spaces.308 along vector fields. 132. 321 Lu Qi-Keng conjecture. 48. 349 hydrostatics. 145 Korteweg-de Vries equation. 372 oscillatory integrals (first kind). 186 weight norm inequalities. 297 strong. 42 Laplace equation. 177 hypoelliptic differential opera. 335. 49. 210 surfaces (non-zero curvature). 72 multilinear Fourier analysis. 150. 309. 415 polynomial. 325. 281 bi-Poisson integral. 189 local singular function. Poisson integral. 160 Lipschitz domain. 242 space of homogeneous type. 361. 194 stationary phase and quantum Levi-pseudoconvex. 243 tors. 393 Transference theorem. 257. 362. 296. 53 Stokes theorem. 359. 67 theory. 412 Littlewood-Paley-Stein theory. 406 method of layer potentials. 18 multiparameter differentiation Zygmund conjecture. 133. 187. 143 Van der Corput lemmas. 344.406 (second kind). 266 restriction theorems. 245 Szego kernel. 133. 96. 214. 145 steepest descents. 209 Rellich-type formulas. 251 Leray form. 267 Hilbert transforms along curves. 60 spherical. 72 . 57 multipliers.

(Annals of mathematics studies . Stein is Professor of Mathematics at Princeton University .Library of Congress Cataloging-in-Publication Data Beijing lectures in harmonic analysis.. QA403.2433 86-91452 ISBN 0-691-08418-1 ISBN 0-691-08419-X (pbk. Series.B34 1986 515'. no.. Elias M. Includes index. H.) Elias M. 1931. 112) Bibliography: p. 1. Harmonic analysis. I. Stein.

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