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PATRICK GÉRARD

Université de Paris–Sud

PETER A. MARKOWICH

NORBERT J. MAUSER

TU–Berlin

AND

FRÉDÉRIC POUPAUD

Université Nice

Abstract

We present a theory for carrying out homogenization limits for quadratic functions (called

“energy densities”) of solutions of initial value problems (IVPs) with anti-self-adjoint (spatial)

pseudo-differential operators (PDOs). The approach is based on the introduction of phase

space Wigner (matrix) measures that are calculated by solving kinetic equations involving the

spectral properties of the PDO. The weak limits of the energy densities are then obtained by

taking moments of the Wigner measure.

The very general theory is illustrated by typical examples like (semi)classical limits of

Schrödinger equations (with or without a periodic potential), the homogenization limit of the

acoustic equation in a periodic medium, and the classical limit of the Dirac equation.
c 1997

John Wiley & Sons, Inc.

0 Introduction

We consider the following type of initial value problems:

(0.1) ε∂t uε + P ε uε = 0 , uε (t = 0, x) = uεI (x) ,

where ε is a small parameter, uε (t, x) is a vector-valued L2 -function on Rm x ,

and P ε is an anti-self-adjoint, matrix-valued (pseudo)-differential operator with

a Weyl symbol given by P 0 (x, x/ε, εξ) + O(ε). Here P 0 = P 0 (x, y, ξ) is a

smooth function that is periodic with respect to y. By ξ we denote the conjugate

variable to the position x; that is, ξ = −i∇x .

The main assumptions are that the data uεI are bounded in L2 as ε goes to

0 and that uεI oscillates at most at frequency 1/ε; for instance,

Z

C

|∇uεI (x)|2 dx ≤ 2 .

ε

A more general formulation of the assumptions on uεI is given in definitions

(1.26) and (1.27) below.

c 1997 John Wiley & Sons, Inc. CCC 0010–3640/97/040323-57

324 P. GÉRARD ET AL.

Z

d

(0.2) |uε (t, x)|2 dx = 0 .

dt Rm

scalar quantity, which we call energy density:

According to the physical context of the equation, the function nε may have

different interpretations: position density in the case of the Schrödinger equa-

tion and energy density in the case of high-frequency wave propagation.

The above conservation law shows that nε (t) is uniformly bounded in

L (Rm

1

x ), hence we may assume, up to the extraction of a subsequence, that it

converges weakly, as ε goes to 0, to a bounded, time-dependent, nonnegative

measure n0 (t, x). The main question we address in this paper is to calculate

the homogenized energy density n0 (t, x) from quantities related to the data uεI .

Clearly, the knowledge of n0I (x) as the weak limit of |uεI (x)|2 is not sufficient,

as suggested by a brief inspection of the WKB method (see, for instance, [2]).

The main idea is to construct a time-dependent positive measure w0 (t, x, ξ)

on the phase space, called the Wigner measure, such that

Z

(0.3) n0 (t, x) = w0 (t, x, dξ) .

ξ∈Rm

initial data given by quantities related to uεI . The introduction of such an

object in the literature seems to be due to E. Wigner [23] in the context

of semiclassical quantum mechanics. Much later on, a similar object was

introduced by A. Shnirelman [21] and other authors [25, 3, 12] in spectral

theory in order to prove a basic result in what is sometimes called quantum

chaos. Finally, a general relevant notion was raised in the late 1980s by

L. Tartar [22] and the first author [5, 8] independently, under the names of H-

measures and microlocal defect measures, respectively. A notable difference

of the latter measures with respect to the Wigner measure is that they can be

associated to any bounded sequence of L2 , in particular without any assumption

about the existence of a typical length or Planck constant ε. On the other hand,

this generality forces us to deal with measures on the smaller phase space

{(x, ξ) : x ∈ Rm , ξ ∈ Rm , |ξ| = 1}, which is somewhat less precise. Another

improvement is that, in the case of vector-valued sequences, matrix-valued

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 325

compensated compactness, and so on.

More recently Wigner measures were revisited by P. L. Lions and T. Paul

[15] and the first author [7]. The motivation of the latter reference was the study

of the semiclassical Schrödinger equation with a periodic potential V (x/ε), a

well-known problem in solid-state physics. The advantage of Wigner measures

in this context is that they allow us to overcome the difficulty caused by

crossings of Bloch modes. This work was improved by the three other authors

[18], who introduced a third variant of Wigner measures, where the momentum

variable ξ is restrained to live in the Brillouin zone, leading to the semiclassical

justification of Vlasov equations for semiconductor materials.

Our objective in this paper is to give a self-contained survey of Wigner

measures, including a treatment of general systems as (0.1), paying special

attention to the problems induced by vector-valued solutions. In particular, in

the case of slowly varying coefficients, we derive transport equations for the

matrix-valued Wigner measures related to each mode of the system, involving

zeroth-order terms that describe the evolution of polarization. In the case of

oscillating periodic coefficients, we extend the approach of [7] and [18] to a

general framework.

However, at this time we are not able to deal with symbols depending on

both x and x/ε. This difficulty is related to the existence of crossings of

Bloch modes, conjugated with the possibility that the integral curves of our

transport equations meet the “bad set” where such a crossing occurs. Hence,

in particular, we are not able to study the general semiclassical limit of the

Schrödinger equation in a crystal under the action of an external, slowly varying

potential except in particular cases including one space dimension (see [10]).

Finally, our results are illustrated by well-known examples of homogeniza-

tion problems, including the wave equation and the Schrödinger and Dirac

equations.

The paper is organized as follows: In Section 1 we present a survey of

(matrix-valued) Wigner measures; Section 2 (the constant-coefficient case) is

concerned with the case where the symbol of the PDO depends only on the

conjugate variable εξ. In Section 4 (the periodic-coefficient case) we admit

Weyl symbols with an additional periodic dependence on the “fast-scale” x/ε.

Here we use the Wigner series introduced in [18] and give a survey of their

general properties. In Section 6 (the slowly variable coefficient case) we con-

sider Weyl symbols that depend on the slow-scale x and the conjugate variable

εξ but not on the fast-scale x/ε. The constant-coefficient case, of course, is

326 P. GÉRARD ET AL.

computations are very transparent and require less regularity of the symbol.

Sections 3, 5, and 7 contain examples corresponding to their respective

preceding sections.

In this paper we use the following definition for Fourier transforms on Rm :

Z

(1.1) fˆ(ξ) := (Fx→ξ f )(ξ) = e−ix·ξ f (x) dx .

Rm

S(Rm ) → S 0 (Rm ) defined by

Z

(1.2) (a(D)f ) (x) = (2π)−m a(ξ)eix·ξ fˆ(ξ) dξ .

Rm

tion spaces.

For x-dependent symbols a(x, ξ) ∈ S 0 (Rmx ×Rξ ), the “left symbol” Fourier

m

multiplier writes (in the sequel, we assume 0 < ε < ε0 for some ε0 > 0) the

following:

Z Z

1

(1.3) (a(x, εD)f ) (x) = a(x, εξ)f (y)ei(x−y)·ξ dξ dy .

(2π)m Rm ξ Rm

y

(Rm

x × Rm

ξ ) by Weyl’s quantization rule [13]

aW (x, εD)f (x)

Z Z

(1.4) 1 x+y

= a , εξ f (y)ei(x−y)·ξ dξ dy ,

(2π)m Rmξ Ry

m 2

Z

v

(1.5) W

a (x, εD)f (x) = ã x − ε , v f (x − εv) dv

Rm

v

2

−1

where ã(x, v) := (Fξ→v a)(x, v) denotes the inverse Fourier transform with

respect to the second argument. Notice that aW (x, εD) sends S 0 into S if

a ∈ S.

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 327

Z

−m v v iv·ξ

ε

(1.6) w (f, g)(x, ξ) = (2π) f x − ε ḡ x + ε e dv .

Rm 2 2

For fixed ε, this clearly defines a continuous bilinear mapping from S 0 (Rm ) ×

S 0 (Rm ) to S 0 (Rm × Rm ). Moreover, we have the following elementary for-

mulae:

(1.8) hwε (f, g), ai = hḡ, aW (x, εD)f i .

(linear in both arguments) between S 0 and S on Rm × Rm or Rm , respectively.

Of course, formula (1.8) is valid for f , g, and a lying in other spaces, for

example, in the dual situation where f, g ∈ S, a(x, ξ) ∈ S 0 . An intermediate

situation of current use is where f, g ∈ L2 and the inverse Fourier transform

ã(x, v) with respect to ξ satisfies

Z

(1.9) sup |ã(x, v)| dv < +∞

Rm x

by v v

(1.10) (Fξ→v wε (f, g))(x, v) = f x − ε ḡ x + ε .

2 2

In the sequel k · k denotes the L2 -norm on Rm and (· | ·) denotes the L2 inner

product on Rm (antilinear in the second argument).

Our main interest is in the asymptotic properties of the transformation (1.6)

as ε goes to 0.

First, we state one of the crucial properties of Wigner transforms.

P ROPOSITION 1.1 If f and g lie in a bounded subset of L2 (Rm x ), then

wε (f, g) lie in a bounded subset of S 0 (Rm

x × Rm ). More precisely, we have

ξ

for the respective Fourier transforms

v ; L (Rx )),

(1.12) (Fx→ζ wε (f, g))(ζ, ξ) ∈ C0 (Rm 1 m

ζ ; L (Rξ ))

Further, we have the following estimate for a, b ∈ S(Rm × Rm )

Z

(1.13) hw (f, g), ab̄i =

ε

(a(x, εDx )f ) (b(x, εDx )g) dx + rε ,

Rm

328 P. GÉRARD ET AL.

The estimate (1.13) holds analogously for the Weyl operators aW (x, εDx ),

W

b (x, εDx ) instead of a(x, εDx ), b(x, εDx ) on the right-hand side.

bounded in L2 . This also yields the first S 0 assertion. (1.12) is an imme-

diate consequence of the representation

1 ξ ζ ¯ ξ ζ

(1.14) ε

(Fx→ζ w (f, g))(ζ, ξ) = ˆ

f + ĝ − .

(2πε)m ε 2 ε 2

−1

Using the Plancherel formula and the notation ã = (Fξ→v a), we have

Z v v

hw (f, g), ab̄i =

ε

f x−ε ḡ x + ε ã(x, u) b̃(x, u − v) dx du dv .

2 2

0

If we set v = u − u0 and x = x0 − ε u+u

2 , we obtain

Z

u + u0

= f (x0 − εu) ã x0 − ε , u ḡ(x0 − εu0 )

2

0

u+u 0

· b̃ x0 − ε , u dx0 du du0 .

2

0 0 R1 0

Now write k(x0 − ε u+u 0

2 , ·) = k(x , ·) − ε 2

u+u

0 ∂x k(x0 − sε u+u

2 , ·) ds with

k = ã, b̃ in the above right-hand side, and the remainder term is easily estimated

using ã, b̃ ∈ S and the Schwarz inequality in x.

0

For the case of Weyl operators we write k(x0 − ε u+u , ·) = k(x0 − ε u2 , ·) −

0 R 0

2

ε u2 0 ∂x k(x0 − ε u+su

1

2 , ·) ds.

Z

(1.15) wε (f, g) dξ = f (x) ḡ(x)

Rm

Z

ξ

1 ˆ ξ ĝ¯ ξ

(1.16) wε (f, g) dx = f

Rm

x

(2πε)m ε ε

·

ε ε 1 ¯ 1 ¯ˆ ·

(1.17) w (f, g)(x, ξ) = w ĝ , f (ξ, x) .

(2πε)m/2 ε (2πε)m/2 ε

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 329

x ) an n × n “Wigner matrix”

n

by

Z

1 ε ε

ε

(1.18) W (f, g)(x, ξ) = f ε x − v ⊗ ḡ ε x + v eiv·ξ dv ,

(2π)m Rm

v

2 2

As a special case, let (f ε ) be a bounded family in L2 (Rm )n . Then we

denote by W ε [f ε ] the n × n matrix with elements

ε

(1.19) wij [f ε ] = wε (fiε , fjε ) .

By (1.7), W ε [f ε ] is hermitian, and by Proposition 1.1, there exists a se-

quence (εk ) going to 0 such that W εk (f εk ) has a limit in S 0 . Let W 0 = (wij

0)

0

be such a limit. We claim that W is a nonnegative matrix-valued measure;

that is, for any z ∈ Cn , we have

X

(1.20) 0

wij zi z̄j ≥ 0

i,j

obtained as the limit of |bn |2 for some sequence (bn ) in C0∞ , it is enough to

prove X

(1.21) hwij

0

, |b|2 izi z̄j ≥ 0 for b ∈ C0∞ .

i,j

X Z X 2

hw (fi , fj ), zi z̄j |b| i =

ε ε ε 2 zi b(x, εD)fi dx + O(ε)

ε

i,j R

m

i

R EMARK 1.3 In previous papers [18, 17] the following separable Banach

algebra of test functions introduced in [15] has been used:

(1.22) A = ϕ ∈ C0 (Rm x × Rξ ) : (Fξ→v ϕ)(x, v) ∈ L (Rv ; C0 (Rx )) .

m 1 m m

x )

n

330 P. GÉRARD ET AL.

associated to the family (f ε ), where we implicitly assume the choice of a

scale ε. If a family (f ε ) admits only one Wigner measure, we shall denote it

by W 0 [f ε ] = (wij

0 [f ε ]) and we set w 0 [f ε ] = tr W 0 [f ε ] for the scalar Wigner

measure of (f ε ).

R EMARK 1.4 The above proof of the positivity of Wigner measures, related

to the Bochner-Schwartz theorem, originates from a discussion between L. Tar-

tar and the first author (see also [9]). Other proofs can be found in [7] (using

pseudo-differential calculus) and in [11, 15, 16, 18] where a Gaussian regular-

ization (“Husimi function”)

1 |z|2

(1.24) wH [f ] := w [f ] ∗x G ∗ξ G , G (z) :=

ε ε ε ε ε ε ε

exp −

(πε)m/2 ε

is used, which (as shown by a simple calculation) is a pointwise nonnegative

function. Since the accumulation points of wε [f ε ] are also accumulation points

of wHε [f ε ], we conclude that w 0 is a nonnegative measure.

phasize one of them, called “orthogonality” by the first author (see [7, 8, 14]).

Given a family (f ε ) with a Wigner measure W 0 [f ε ], the Schwarz inequality

yields, for any nonnegative a ∈ S,

Z 2 Z Z

a dwij [f ] ≤

0 ε 0 ε

a dwii [f ] 0 ε

a dwjj [f ] .

0 and w 0 are mutually singular,

In particular, if the positive scalar measures wii jj

0 = 0. An equivalent way of stating this property is the following

this implies wij

result:

P ROPOSITION 1.5 If f ε and g ε have Wigner measures whose traces tr W 0 [f ε ]

and tr W 0 [g ε ] are mutually singular, then

(1.25) W 0 [f ε + g ε ] = W 0 [f ε ] + W 0 [g ε ] .

Next we investigate the relationship between the Wigner measure and the

weak limits of quadratic forms in f ε . For this purpose we need two definitions.

D EFINITION 1.6 A bounded family (f ε ) in L2 is said to be ε-oscillatory as

ε goes to 0 if the following property holds for every continuous, compactly

supported function ϕ on Rm :

Z

(1.26) lim dε (ξ)|2 dξ → 0 as R goes to +∞.

|ϕf

ε→0 |ξ|≥R/ε

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 331

Z

(1.27) lim |f ε (x)|2 dx → 0 as R goes to +∞.

ε→0 |x|≥R

Now we can state the following:

P ROPOSITION 1.7 Let (f ε ) be a bounded family in L2 (Rm )n with a Wigner

measure W 0 [f ε ]. Then

(i) The measure w0 [f ε ] = tr W 0 [f ε ] is bounded on Rm × Rm and, if

f ε ⊗ f¯ε → ν as measures on Rm , we have, in the sense of hermitian

matrix-valued measures,

Z

(1.29) W 0 (·, dξ) ≤ ν

Rm

(ii) We have Z

(1.30) w (R × R ) ≤ lim

0 m m

|f ε (x)|2 dx

ε→0 Rm

In this case lim can be replaced by lim in the right-hand side of (1.30).

P ROOF : By taking inner products of f ε with fixed vectors in Cn , it is

enough to prove the statements for scalar functions f ε . To prove (i), we first

observe that, for any uniformly continuous function ϕ on Rm , we have

Fourier transform in ξ. Now choose ψ ∈ C0∞ (Rm ), 0 ≤ ψ ≤ 1, with ψ(ξ) = 1

in a neighborhood of ξ = 0. Applying (1.31) with a continuous compactly

supported function ϕ and formula (1.8) with a(x, ξ) = ψ(ξ), we obtain

Z

ψ(ξ) |ϕ(x)|2 dw0 [f ε ](x, ξ) = lim hwε (ϕf ε , ϕf ε ), ψi

(1.32) ε→0

= lim (ψ(εD)(ϕf ε ) | ϕf ε ) .

ε→0

332 P. GÉRARD ET AL.

By the Plancherel formula, the right-hand side of (1.32) is not larger than

Z

lim kϕf k = |ϕ|2 dν .

ε 2

ε→0

by Fatou’s lemma the first assertion in (i) and inequality (1.29). In order to

investigate equality in (1.29), we come back to the identity (1.32), which we

rewrite as follows:

Z

ψ(ξ/R) |ϕ(x)|2 dw0 [f ε ](x, ξ)

(1.33) Z

= |ϕ|2 dν − lim ((1 − ψ(εD/R))(ϕf ε ) | ϕf ε )

ε→0

R

Passing to the limit in (1.33) as R goes to infinity, we conclude that w0 [f ε ]

(·, dξ) = ν if and only if (f ε ) is ε-oscillatory.

Now inequality (1.30) is obtained by integrating (1.29) with respect to x

(after possibly selecting a subsequence so that ν exists), and equality in (1.30)

holds if and only if equality in (1.29) holds and |f ε |2 converges tightly as a

measure on Rm . This completes the proof.

Finally, the following proposition shows how the Wigner transform (1.6)

translates asymptotically the action of an ε-pseudo-differential operator like

(1.4) into a multiplication. The notation {p, q} denotes the Poisson bracket of

p = p(x, ξ) and q = q(x, ξ) defined by

(1.35) ∀α ∈ Nm × Nm : |∂x,ξ

α

p(x, ξ)| ≤ Cα (1 + |ξ|)M .

Then, because f and g lie in a bounded set of L2 (Rm ), we have the expansion

ε

(1.36) wε pW (x, εD)f, g = pwε (f, g) + {p, wε (f, g)} + ε2 rε

2i

where rε is bounded in S 0 (Rm × Rm ) as ε goes to 0.

Notice that the right-hand side of (1.36) is well-defined for fixed ε. Indeed,

if f ∈ S, integration by parts in ξ shows that formula (1.4) for pW (x, εD)f

defines a function ∈ S. Since pW (x, εD)∗ = p̄W (x, εD), it follows that

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 333

defined for all f, g ∈ S 0 .

In view of formula (1.8), we have, for any a ∈ S,

hwε (pW (x, εD)f, g), ai = (aW (x, εD)pW (x, εD)f | g) ;

hence the expansion (1.36) can be stated equivalently as an expansion of the

symbol (a]p)ε defined by aW (x, εD)pW (x, εD) = (a]p)W ε (x, εD), which is

a particular case of the general pseudo-differential Weyl calculus (see, for

instance, [13, theorem 18.5.4]). However, for the convenience of the reader,

we give a direct proof of Proposition 1.8 in an appendix.

It is clear that expansion (1.36) can also be stated for matrix-valued pseudo-

differential operators. For the Wigner matrix (1.18) and if P = P (x, ξ) is an

n×n matrix-valued function satisfying estimates (1.35), we have the following

formulae, which will be useful in Section 6:

ε

(1.37) W ε (P W (x, εD)f, g) = P W ε (f, g) + {P, W ε (f, g)} + ε2 Rε ,

2i

ε

(1.38) W ε (f, P W (x, εD)g) = W ε (f, g)P ∗ + {W ε (f, g), P ∗ } + ε2 Qε ,

2i

where Rε and Qε are bounded in S 0 . Notice that on the right-hand sides of

these formulae products are matrix products, hence the order is relevant. P ∗

denotes the adjoint P̄ T of a matrix P .

2 Constant Coefficients

We consider the initial value problem

(2.1a) εuεt + P (εDx )uε = 0 , x ∈ Rm

x, t∈R

(2.1b) uε (t = 0) = uεI on Rm

x .

and P (εDx ) is the Fourier multiplier (1.2) associated with the complex n × n–

matrix-valued symbol P = P (ξ) on Rm ξ . We impose the following assumptions

on P :

(A1) ξ ;C

(i) P ∈ C 1 (Rm n×n )

(ii) ∀ξ ∈ Rm ∗

ξ : P (ξ) = −P (ξ).

x ) . Note that the domain of − ε P (εDx )

1

tinuous group of operators on L2 (Rm n

contains H σ (Rm n

x ) .

We assume on the initial datum uεI (see (1.26) and (1.27) in Definition 1.6):

334 P. GÉRARD ET AL.

x ) , ε-oscillatory, and compact at infinity.

satisfies Z Z

(2.3) nε (t, x) dx = nεI (x) dx ∀t ∈ R ,

Rm

x Rm

x

where we set nεI := |uεI |2 . Thus, the total energy is conserved with respect to

time t.

The main result of this section will be to compute the weak limit of nε (t, ·),

under additional assumptions on P and on the data. Up to extraction of a

subsequence, we may assume that WI0 = W 0 [uεI ] exists.

We impose:

(A3) There exists a closed set F in Rm

ξ such that

ordered as follows:

on ξ.

(ii) Rm × F is a null set for tr(WI0 ).

Notice that, by assumption (A1)(i), the functions λq are C 1 on the open set

Rm \ F . For ξ 6∈ F , we denote by Πq (ξ) the orthogonal projection of Cn

on the eigenspace corresponding to λq (ξ). Of course, Πq is a C 1 -function on

Rm \ F .

We can now formulate the following theorem:

T HEOREM 2.1 Let (A1), (A2), and (A3) hold, and set, for 1 ≤ q ≤ d, (x, ξ) ∈

Rm × (Rm \ F ),

0

(2.4) wI,q (x, ξ) = tr(Πq WI0 )(x, ξ) .

Then, for any t ∈ R, nε (t, ·) converges to the measure n0 (t, ·) given by

d Z

X

(2.5) 0

n (t, x) = 0

wI,q (x − t∇λq (ξ), dξ) .

q=1 ξ∈Rm \F

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 335

Notice that, since WI0 is a positive bounded measure (by Proposition 1.7)

and 0 ≤ Πq ≤ I, (2.4) defines a positive, bounded, scalar measure wI,q 0 on

m m

ξ , t ∈ R.

∂ ε

(2.8a) ε û + iλq (εξ)ûεq = 0 , ξ ∈ Rm

ξ , t∈R

∂t q

(2.8b) ûεq (ξ, t = 0) = ûεI,q (ξ) , ξ ∈ Rm

ξ

for 1 ≤ q ≤ d with

(2.9b) ε

wI,q (x, ξ) = wε [uεI,q ](x, ξ) , 1 ≤ q ≤ d.

function on the whole of Rm ξ . Then a straightforward calculation gives an

evolution equation for the x-Fourier transform ŵqε (t, ζ, ξ) := (Fx→ζ wqε )(t, ζ, ξ)

of the Wigner function wqε (t, x, ξ):

Z 1/2

∂ ε

(2.10) ŵ + iζ ∇λq (ξ + εsζ) ds ŵqε = 0 , 1 ≤ q ≤ d,

∂t q −1/2

where

1 ¯ ε t, ξ − ζ · ûε t, ξ + ζ .

(2.11) ŵqε (t, ζ, ξ) = û

(2π)m εm q ε 2 q

ε 2

We now prove the following lemma:

336 P. GÉRARD ET AL.

m ε

x × (Rξ \ F ))) solution of the IVP

m

∂ 0

(2.12a) wq + ∇x · ∇λq (ξ)wq0 = 0

∂t

(2.12b) wq0 (t = 0) = wI,q

0

.

ζ × (Rξ \ F ). Since ŵq is bounded

m ε

in L∞ (Rt × Rm 1 m

ζ , L (Rξ )) in view of (2.11) and since λq is a locally Lipschitz

function on the whole of Rm ξ in view of the min-max principle, we con-

∂ ŵε

clude from (2.10) that ∂tq is bounded in L∞ (Rt , D0 (Rm ζ × Rξ )), hence ŵq is

m ε

0

equicontinuous in t with values in D (Rζ × Rξ ). If, for some sequence εk →

m m

ζ × (Rξ \ F )), the L (Rt × Rζ , L (Rξ ))

m 1 m

ε

bound on ŵq implies that this convergence is also valid in the space of complex

Radon measures on Rt × Rm ζ × (Rξ \ F ).

m

R \ F , then ξ + εsζ belongs to a compact subset of Rm \ F for s ∈ [− 12 , 12 ]

m

to the limit in (2.10) and obtain

∂ω(ζ, ξ)

(2.13a) + iζ · ∇λq (ξ)ω(ζ, ξ) = 0

∂t

0

(2.13b) ω(t = 0) = ŵI,q

which clearly admits a unique solution, namely the Fourier transform with

respect to x of the unique solution to (2.12). The proof is then completed by

using Fourier transform with respect to x.

The following result implicitly clarifies the link between W ε (uε )(t, x, ξ)

and wqε (t, x, ξ).

∞

L EMMA 2.3 Let (f ε ) be bounded in L2 (Rmx ) and A ∈ L (Rξ )

n m n×n be

m

in D0 (Rm

x × Ωξ ).

W ε (f ε ) is bounded in L∞ (Rm 1 m n×n . It remains to check that

ζ , L (Rξ ))

ζ ζ ∗

A ξ+ε Ŵ (ζ, ξ)A ξ − ε

ε

− A(ξ)Ŵ ε (ζ, ξ)A(ξ)∗ → 0

2 2

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 337

ζ × Ωξ , which is immediate

in the space of complex Radon measures on Rm

since A is continuous on Ω.

Now we can complete the proof of Theorem 2.1. Let us denote the scalar

Wigner transform of (uε (t, ·)) by wε (t, x, ξ) = tr W ε (t, x, ξ). Let (tε ) be

an arbitrary convergent family of real numbers; denote by t0 its limit. On

Rmx × (Rξ \ F ), we have

m

X X

(2.14) wε (tε ) = tr W ε (tε ) = tr(Πq W ε (tε )) = tr(Πq W ε (tε )Πq )

q q

where the last equality comes from the fact that Π2q = Πq and tr(AB) =

tr(BA). Using Lemma 2.3 with f ε (x) = uε (tε , x) and A(ξ) = Πq (ξ), we

obtain X X

(2.15) wε (tε ) = wqε (tε ) + o(1) → wq0 (t0 )

q q

inD0 (Rm

x × (Rξ \ F )),

m in view of Lemma 2.2. Hence, if µ is a scalar Wigner

measure associated to a subsequence of uε (tε ), we get

X

(2.16) µ(x, ξ) ≥ wq0 (t0 , x, ξ)1ξ6∈F .

q

Now, in view of (2.12), the total mass of the right-hand side of (2.16) is

XZ Z X

0

wI,q (dx − t0 ∇λq (ξ), dξ) = 0

wI,q x × (Rξ \ F )).

(Rm m

q Rm

x ×(Rξ \F )

m

q

X

x × (Rξ \ F )) = wI (Rx × (Rξ \ F ))

0

wI,q (Rm m 0 m m

x × Rξ )

= wI0 (Rm m

ε→0 ε→0

On the other hand, in view of inequality (1.30) in Proposition 1.7(ii),

x × Rξ ) ≤ lim ku (t )k .

µ(Rm m ε ε 2

ε→0

(uε (tε )) is compact at infinity and ε-oscillatory. Using Proposition 1.7(i), this

completes the proof of the theorem.

338 P. GÉRARD ET AL.

R EMARK 2.4 The proof of Theorem 2.1 shows that w0 (t, x, ξ) is given by

X

d

(2.17) w0 (t, x, ξ) = 1ξ6∈F 0

wI,q (x − t∇λq (ξ), ξ) .

q=1

R EMARK 2.5 We define the energy-flux density J ε (t, x) by its Fourier trans-

ε (t, ξ))> :

form Jˆε (t, ξ) = (Jˆ1ε (t, ξ), . . . , Jˆm

Z Z 1

i ¯ ε (t, ω − ξ)> ∂P

Jˆlε (t, ξ) = − û (ε(ω + (s − 1)ξ))

(2.18) (2π)m Rm

ω 0 ∂ξl

ε

ds û (t, ω) dω .

(2.19) nεt + divx J ε = 0 .

In terms of the Wigner matrix, Jˆlε is given by

Jˆlε (t, ξ)

Z Z 1 > !

(2.20) ∂P 1

= −i tr Ŵ ε (t, ξ, v) v+ε θ− ξ dθ dv

Rm

v 0 ∂ξl 2

where Ŵ ε (t, ξ, v) stands for (Fx→ξ W ε (t, x, v)). Both (2.19) and (2.20) follow

by direct calculation. Under more stringent assumptions on the symbol and

the initial data, for example,

(A4) ∃C > 0 , γ ≥ 0 : |∇P (ξ)| ≤ C(1 + |ξ|γ ) ∀ξ ∈ Rm

ξ

(A5) ∃C > 0 : εγ kDγ uεI kL2 ≤ C

we can compute the weak limit J 0 of J ε . Similar arguments as in the proof

of Theorem 2.1 finally give

Xd Z

(2.21) 0

J (t, x) = ∇λq (ξ)wI,q0

(x − t∇λq (ξ), dξ) .

q=1 ξ∈Rm \F

The general result Theorem 2.1 applies to a large variety of physically relevant

homogenization problems. We give details here for the Schrödinger equation,

general first-order hyperbolic systems, and the wave equation. The Maxwell

equations in a homogeneous medium (cf. [17]) can be treated analogously to

the wave equation.

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 339

We start with the free-particle transport Schrödinger equation in Rm

x for the

ε

scalar wave function u :

ε2

(3.1a) εuεt − i ∆uε = 0 , x ∈ Rm

x , t∈R

2

(3.1b) u (t = 0, x) = uI (x) on Rx ,

ε ε m

i 1

P (ξ) = |ξ|2 ⇒ −iP (ξ) = |ξ|2 =: λ(ξ)

2 2

and the x-Fourier-transformed Wigner equation (2.10) reads

ŵtε + iζ · ξ ŵε = 0 .

the free-transport Liouville equation for all ε > 0

(3.2a) wtε + ξ · ∇x wε = 0 ,

(3.2b) wε (t = 0) = wε [uεI ](x, ξ) =: wIε

(see, e.g., [23, 19, 7, 15]). The quantity nε = |uε |2 , which is now the position

density, is then given by Z

(3.3) nε = wε dξ .

Rm

ξ

The assumptions (A1) (with σ = 2), and, trivially, (A3), are automatically

satisfied. We assume the initial datum uεI to be ε-oscillatory. Note that com-

pactness at infinity is not necessary to carry out the homogenization of nε

(since the set F of assumption (A3)(i) is empty).

Then the homogenization gives

Z

ε ε→0 0

n −→ n = wI0 (x − ξt, dξ) ,

Rm

ξ

We remark that WKB-initial data

i

uεI (x) = aI (x) exp SI (x) , x ∈ Rm

x ,

ε

1,1

with aI ∈ L2 (Rm ), SI ∈ Wloc (Rm ) and real-valued satisfy assumption (A2).

340 P. GÉRARD ET AL.

and

w0 (t, x, ξ) = |aI |2 (x − ξt)δ(ξ − ∇SI (x − ξt)) .

Note that because of the low regularity of aI , SI , a WKB method cannot be

applied.

Let A1 , . . . , Am be real, symmetric, n × n matrices. We consider

∂uε X ∂uε

m

(3.4a) + Al = 0, x ∈ Rm

x , t∈R

∂t ∂xl

l=1

(3.4b) u (t = 0) = uεI

ε

on Rm

x

where uε (t, x), uεI (x) ∈ Cn . The energy density is given by nε = |uε |2 . We

calculate

X

m

P (ξ) = i Al ξl , ξ = (ξ1 , . . . , ξm )> .

l=1

We assume that (3.4a) is strictly hyperbolic, which isP equivalent to assuming

that the eigenvalues λ1 (ξ), . . . , λn (ξ) of the matrix ml=1 Al ξl (= −iP (ξ))

are simple for ξ 6= 0. By homogeneity we have λq (αξ) = αλq (ξ), ∀α ∈ R,

and in particular

ξ

(3.5) λq (ξ) = |ξ|λq (ω) , ω= ∈ S m−1 .

|ξ|

Theorem 2.1. P

Let a1 (ω), . . . , an (ω) be eigenvectors of nl=1 Al ξl corresponding to λ1 (ξ),

. . . , λn (ξ), respectively, with |al (ω)| = 1 for l = 1, . . . , n. Then the transport

equations read

∂ 0

(3.6a) w + ∇λq (v) · ∇x wq0 = 0 , 1 ≤ q ≤ n,

∂t q

(3.6b) wq0 (t = 0) = wI,q

0

, 1 ≤ q ≤ n,

0 (x, ξ) = tr a ( ξ ) ⊗ a ( ξ )W 0 (x, ξ) and W 0 = W 0 [uε ].

where wI,q q |ξ| q |ξ| I I I

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 341

ε ε

tr W [uI ] and that uI is uniformly bounded in L2 , ε-oscillatory, and compact

0

Then the homogenization limit of nε = |uε |2 is constructed according to

Theorem 2.1, that is, by summing the zeroth-order ξ-moments of the solutions

of (3.6).

R EMARK 3.1 Assume that the scalar Wigner measure tr W 0 [f ε ] of a se-

quence f ε ∈ L2 (Rm )n does not charge ξ = 0. Then

Z ∞

0 ε

H [f ](x, ω) := W 0 [f ε ](x, rω)rm−1 dr ∈ M+ (Rm

x × Sω

m−1 n×n

)

0

scalar H-measure (cf. [22, 5, 4, 11]). Because of (3.5) and the assumption that

the initial Wigner measure does not charge ξ = 0, we can obtain an H-measure

h0 (t) of the system (3.4) from

∂

hq + ∇λq (ω) · ∇x hq = 0 , x ∈ Rm x , ω ∈ Sω

m−1

, t∈R

∂t Z ∞

hq (t = 0, x, ω) = tr aq (ω) ⊗ aq (ω) 0

WI (x, rω)r m−1

dr

0

Pn

and h0 [uε (t)](x, ω) = q=1 hq (t, x, ω).

We consider the wave equation

x , t ∈ R,

(3.7b) uε (t = 0) = uεI , uεt (t = 0) = sεI on Rm

x

nε = |uεt |2 + |∇uε |2 .

sε = uεt , rε = ∇uε ,

sε 0 divx sε

− =0

rε t

∇x 0 rε

342 P. GÉRARD ET AL.

0 ξ>

P (ξ) = i

ξ 0

and

λ1 (ξ) = −|ξ| , λ2 (ξ) = 0 , λ3 (ξ) = |ξ| ,

follows. The multiplicity of λ2 is m − 1 on Rm

and we have F = {0} under

ξ ,

assumption (A3)(i).

We assume that the initial data fulfill (A2) and

ε

sI

Rx × {0} is a null set of w

m 0

.

rIε

The limiting transport equations read

∂ 0 ξ

(3.8a) w − w0 = 0 , w10 (t = 0) = wI,1

0

,

∂t 1 |ξ| 1

∂ 0

(3.8b) w = 0, w20 (t = 0) = wI,2

0

,

∂t 2

∂ 0 ξ

(3.8c) w3 + w30 = 0 , w30 (t = 0) = wI,3

0

,

∂t |ξ|

where we obtain after the straightforward computation of the projections Π1 (ξ),

Π2 (ξ), and Π3 (ξ)

0 1 0 ε

(3.9a) wI,1 (x, ξ) = w [sI ](x, ξ)

2

ξ 1

− Re · w (rI , sI )(x, ξ) + w0 [rIε ](x, ξ) ,

0 ε ε

|ξ| 2

0

(3.9b) wI,2 (x, ξ) = 0 ,

0 1 0 ε

(3.9c) wI,3 (x, ξ) = w [sI ](x, ξ)

2

ξ 1

+ Re · w0 (rIε , sεI )(x, ξ) + w0 [rIε ](x, ξ) .

|ξ| 2

Here w0 (rIε , sεI ) is a measure-valued vector whose components are limits of

wε (∂xl uεI , sεI ).

P ROOF OF (3.8)–(3.9):: In computing formulae (3.9), we used the equa-

tion

ξ⊗ξ 0 ε

(3.10) W 0 [rIε ] = w [rI ]

|ξ|2

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 343

(note that w0 [rIε ] does not charge ξ = 0 by assumption). The proof of (3.10)

is based on the fact that rIε is a gradient, which implies

ε

εDj rI,k − εDk rI,j

ε

= 0,

xl I j

ε

p = ξk , respectively, gives for any bounded sequence f in L2

ε

ξj w0 [rI,k , f ε ] − ξk w0 [rI,j

ε

, f ε] = 0

and, analogously,

ξj w0 [f ε , rI,l

ε

] − ξl w0 [f ε , rI,j

ε

] = 0.

We set f ε = rI,l

ε in the first formula, f ε = r ε in the second formula, mul-

I,j

tiply both formulae by ξj , and sum over j. The claim then follows from

straightforward linear algebra.

density of the wave equation, we refer to [4, 22, 5].

4 Periodic Coefficients

We now deal with the case where the pseudo-differential operator P depends

on the position x in an oscillating way with period of order ε. A problem of

this kind is the semiclassical limit ε → 0 for the Schrödinger equation in a

crystal (cf. [7, 18]).

For analytical convenience we use the Weyl operator formulation (cf. (1.4)).

Hence we consider the following IVP for the Cn -valued function uε (t, x):

x , t ∈ R,

(4.1b) uε (t = 0) = uεI , on Rm

x ,

x

(4.1c) P ε (x, ξ) = P , εξ .

ε

We require the following periodicity of P :

(4.2) P (x, ξ) = P (x + γ, ξ) , ξ , γ ∈L

ξ ∈ Rm

344 P. GÉRARD ET AL.

and a(1) , . . . , a(m) form a basis of Rm . The dual basis vectors a(1) , . . . , a(m)

are determined by the equation

∗

and the dual lattice L ⊂ Rm

ξ (“reciprocal lattice”) reads

∗

n o

(4.5) L = a(1) j1 + . . . + a(m) jm | j1 , . . . , jm ∈ Z .

(m )

X

(4.6) C := ti a(i) 0 < t1 , . . . , tm < 1 .

i=1

L∗ :

∗

(4.7) B := {k ∈ Rm

ξ | k is closer to zero than to any other point of L } .

∗

Note that we do not define B as the torus Rm ξ /L , since we will need the

periodic extensions of functions of k ∈ B (in which case we will consistently

use ξ ∈ Rmξ instead of k ∈ B as the argument).

In addition to (4.2), we impose the following assumptions on P :

(B1) (i) P (x, ξ)∗ = −P (x, ξ).

(ii) P (x, ξ) is a polynomial of degree σ in ξ and C ∞ in x.

(iii) If u and P W (x, Dx )u ∈ L2 (Rm )n (respectively, L2loc (Rm )n ), then

σ/2

u ∈ H σ/2 (Rm )n ) (respectively, Hloc (Rm )n ).

R EMARK 4.1 Assumption (B1)(iii) is crucial for obtaining the properties (P1)

below, which are the basis of the generalized Bloch decomposition.

The ellipticity condition

is sufficient for (B1)(iii), but, for example, the acoustic equation in Section 5.2

shows that (4.8) can be too stringent.

L2 (Rm )n .Indeed, the domain of P W (x, Dx )∗ can be easily identified as the

set of u ∈ L2 (Rm )n such that P W (x, Dx )u ∈ L2 (Rm )n in the distributional

sense.

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 345

Note that only for the Weyl formalism the formal self-adjointness of the op-

erator is equivalent to the real-valuedness of a scalar symbol or to the pointwise

self-adjointness of a symbol matrix.

The assumptions on the initial datum uεI are again

Note that we require the period of the oscillations of initial data to be of

the same order of magnitude as the period of the coefficients of the pseudo-

differential operator in the evolution equation. This is the “crossover case” of

the more general two-scale situation.

In this section we replace the Wigner function (1.6) by the Wigner series

introduced in [18] obtained by replacing the Fourier integral in (1.6) by Fourier

series on the lattice L. This is historically motivated by the semiclassical equa-

tions in solid state physics (cf. [1, 18]) where k is called “crystal momentum.”

The obvious advantage of these Wigner series is the “reduction” of the “whole

space variable” ξ ∈ Rm ξ to the variable k in the bounded domain B.

For f, g ∈ S 0 (Rm )

x we define

(4.9) 1 X ε ε

f x − γ g x + γ eik·γ , x ∈ Rm , k ∈ B .

|B| 2 2

γ∈L

For fixed ε, this defines a continuous bilinear mapping from S 0 (Rm ) × S 0 (Rm )

to C 0 where C is defined as the space of ξ-periodic test functions a(x, ξ):

C := {a ∈ C ∞ (Rm

x × Rξ ) | ∀α ∈ N , ∀β, γ ∈ N :

m m

x × Rξ )

m

x ) and a(x, ξ) ∈ C. Then ws lie in a bounded

ε

0

set in C and

(4.12) hwsε (f, g), aiC 0 ,C = aW (x, εD)f | g

346 P. GÉRARD ET AL.

x ) we have

X 1 Z ε ε

= f x − γ g x + γ a(x, k)eik·γ dx dk

|B| Rm x ×B

2 2

γ∈L

Z X Z

1 ε

= f (x − εγ) a x − γ, k eik·γ dk g(x) dx

Rm

x γ∈L

|B| B 2

Z

=: Aε (x) g(x) dx .

Rm

x

We compute Aε (x):

X 1 Z Z Z ε ei(y−γ)·ξ

Aε (x) = f (x−εy) a x − y, k eik·γ dy dξ dk .

|B| B Rm Rm 2 (2π) m

γ∈L ξ y

1 X i(k−ξ)·γ X

(4.13) e = δ(k − ξ − γ ∗ )

|B| ∗ ∗

γ∈L γ ∈L

Z X 1

ε ε

a x − y, k ei(k−ξ)·γ dk = a x − y, ξ

B 2 γ

|B| 2

and

Z Z

1 y

Aε (x) = f (x − εy) a x − ε , ξ eiy·ξ dy dξ

(2π)m Rm

y Rm

ξ

2

= aW (x, εD)f .

In the sequel we use the notation fˇ(γ) for the Fourier coefficients with

respect to k:

X Z

1

(4.14) f (k) = ˇ

f (γ)eik·γ

, ˇ

f (γ) = f (k)e−ik·γ dk .

|B|

γ∈L B

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 347

x ), then ws (f, g)

belongs to a bounded set in C 0 . Moreover, if a(x, k), b(x, k) ∈ C we have

by ǎ(x, γ) and b̌(x, γ) the Fourier coefficients (4.14) of a, b. By the Plancherel

formula we obtain

Z X

ε ε ∨

hws (f, g)), abiC 0 ,C =

ε

f x − γ g x + γ (ab) (x, −γ) dx

Rm

x γ∈L

2 2

Z XX

ε ε

= f x − γ g x + γ ǎ(x, µ)

Rm

x

2 2

γ∈L µ∈L

· b̌(x, µ + γ) dx .

written as

Z XX

hws (f, g), abiC 0 ,C =

ε

a x + 2ε (γ + µ), µ f (x + εµ)

Rm

x γ∈L µ∈L

· b̌ x + 2ε (γ + µ), γ g(x + εγ) dx .

X

(4.16) a(x, εD)f := ǎ(x, γ)f (x + εγ)

γ∈L

and a calculation similar to the proof of Lemma 4.2 shows that this is indeed

the Fourier multiplier (1.3) for a periodic symbol.

The regularity of a, b allows us to conclude (4.15).

R EMARK 4.4 The relation between Wigner series (4.9) and Wigner functions

(1.6) follows directly using the reciprocal Poisson summation formula of (4.13)

and the relation |C||B| = (2π)m for the basic cells

X

(4.17) wsε (f, g)(x, k) = wε (f, g)(x, k + γ ∗ ) .

γ ∗ ∈L∗

348 P. GÉRARD ET AL.

x ) we use (in analogy to the

Wigner functions in Chapter 2) the notations wsε (t, x, ξ) = wsε [f ε (t)](x, ξ) and

Wsε (t, x, ξ) = Wsε [f ε (t)](x, ξ) for the n × n “Wigner series matrix” assigned

to an n-vector sequence f ε , with the relation wsε (t, x, ξ) = tr Wsε (t, x, ξ).

As a consequence of the above general properties of Wigner series, Wsε [f ε ]

has accumulation points Ws0 [f ε ] which are nonnegative, definite, matrix-valued

measures.

The Wigner series are less general than the Wigner transforms of Section

1 in the sense that their application makes sense only in the case of periodic

PDOs (i.e., finite difference operators in the sense of (4.16)). However, they

have better convergence properties (cf. the proposition below with Proposition

1.7).

P ROPOSITION 4.5 Let f ε be a bounded sequence in L2 (Rm n

x ) such that

Wsε [f ε ] → Ws0 [f ε ] in (C 0 )n×n and f ε ⊗ f ε * ν in M(Rm

x )

n×n . Then

Z

(4.18) Ws0 [f ε ](·, dk) = ν .

B

Moreover, Z

ξ × B) = lim

tr(Ws0 [f ε ])(Rm |f ε (x)|2 dx ,

ε→0 Rm

x

if f ε is compact at infinity.

P ROOF : The proof is based on (4.12) with a independent of ξ.

The following proposition is analogous to Proposition 1.8 and is useful for

the proof of the evolution equation of the limiting Wigner series measures.

P ROPOSITION 4.6 Let λ be a bounded Γ∗ -periodic function such that λ ∈

C 1 (Ω), Ω ⊂ B. Let f ε , g ε be bounded sequences in L2 (Rm n

x ) such that

ε ε ε 0 ε ε 0

Ws (f , g ) → Ws (f , g ) in C . Then

Wsε (λ(εD)f ε , g ε )

(4.19) ε

= λ(k)Ws0 (f ε , g ε ) + ∇λ(k) · ∇x Ws0 (f ε , g ε ) + εrε

2i

where rε → 0 in D0 (Rm

x × Ω) as ε goes to 0.

P ROOF : We first remark that the Fourier transform with respect to x gives

d

W ε ε ε

s (f , g )(ζ, k)

X

(4.20) 1 c k γ∗ ζ k γ∗ ζ

= f ε + + ⊗ bε

g + −

(2πε)m ∗ ∗ ε ε 2 ε ε 2

γ ∈L

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 349

d

therefore W ε ∞ m 1 dε 0 ∞

s is bounded in L (Rζ ; L (B)) and Ws → Ŵs in L (Rζ ;

m

0 0

C (B) ) weak-∗.

We have

ε dε ε ε

(4.21) d

W ε (λ(εD)f ε , g ε ) = λ k + ζ W

s s (f , g )

2

since λ is Γ∗ -periodic. Also, λ is continuous on Ω, and for (k, ζ) in a compact

subset of Ω × Rm ζ we have k + 2 ζ ∈ Ω for ε small enough, which yields

ε

d d0 ε ε 0

s (λ(εD)f , g ) → λ(k)Ws (f , g ) in D (Ω × Rζ ) .

ε ε ε m

W

But Wdε is bounded in D0 (Ω, S 0 (Rm )), which leads to the conclusion. The

s ζ

final form (4.19) follows from a Taylor expansion in (4.21).

For the Wigner series of the solution uε (t) of (4.1), that is, for wsε (t, x, ξ) :=

wsε [uε (t)](x, ξ)

= tr Wsε [uε (t)](x, ξ), we have the following important result:

P ROPOSITION 4.7 Assume (B1) and (B2) hold. Then the sequence (wsε ) in

C(Rt , C 0 ) is equicontinuous with respect to t as ε → 0.

bounded subset of L2 . Indeed, assume the proposition is proved for such data.

Given (uεI ) satisfying only (B2) and R > 0, introduce vI,R

ε by

ε

v̂I,R (ξ) = 1|ξ|≤ R ûεI (ξ) .

ε

ε belongs to a bounded subset of L2 . Indeed, it

is enough to prove that we can estimate independently of ε the L2 -norm of

εm/2 f ε (εx) = P W (x, Dx ) εm/2 vI,R

ε

(εx) .

ε (εx) is given by

ξ

1|ξ|≤R ε−m/2 ûεI ;

ε

On the other hand, since uεI is ε-oscillatory and compact at infinity, we

have

R→∞

lim kuεI − vI,R

ε

kL2 = α(R) −→ 0 .

ε→0

350 P. GÉRARD ET AL.

ε ) to (4.1a) with initial

Hence, by the conservation of L2 -norm, the solution (vR

ε

datum vI,R satisfies

R→∞

lim kuε (t) − vR

ε

(t)k = α(R) −→ 0 .

ε→0

Wigner series of vR ε (t) as R → +∞; hence it is equicontinuous if the latter

is.

Now we assume that (P ε )W uεI belongs to a bounded subset of L2 . Since

(P ε )W uε solves equation (4.1a), we conclude that

ε W ε

(P ) u (t)
2 ≤ C ;

L

W

P (x, Dx )(ũε (t)) 2 ≤ C .

L

H σ/2 , which implies the following estimate:

(4.22) εσ/2 kuε (t)kH σ/2 ≤ C .

To complete the proof of the proposition, we need the following general-

ization of the conservation of energy:

L EMMA 4.8 Given a ∈ C, we have

ε X Z 1/2 Z h

∂ws

,a = tr W ε (t, x, ξ)ζ

∂t C 0 ,C γ∈L −1/2 R

3m

x γ i

(4.23) · ∇ξ P + , ξ + εζθ

ε 2

ˇ γ)ei(xζ+γξ) dx dξ dζ dθ

· â(ζ,

(2π)m

ε

∂ws 1 ε ε W ε ε

(4.24) ,a = − ε ε ε W ε

w [(P ) u , u ] + ws [u , (P ) u ] , a .

∂t ε s

Now we have the following formula, which is the Wigner series version of the

lemma in the appendix,

ε W

ws P (x, εD)f, g , a C 0 ,C

Z h i

= tr W ε (f, g)(x, ξ)(a]P )ε (x, ξ) dx dξ

R2m

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 351

where

XZ

γ ζ

(a]P )ε (x, ξ) = (2π)−m ˇ γ)ei(xζ+γξ) P

â(ζ, x +ε ,ξ −ε dζ .

2 2

γ∈L R

m

Observe that this formula is an easy consequence of the lemma in the appendix

and of the relation (4.17) between Wigner series and Wigner transforms. Plug-

ging this formula into (4.24) and using P ε (x, ξ)∗ = −P ε (x, ξ), we get

XZ

∂wsε 1 γ ζ

,a = − ε

tr W (t, x, ξ) P x+ ε ,ξ −ε

ε

∂t ε 2 2

γ∈L R

3m

γ ζ ˇ γ)ei(xζ+γξ) dx dξ dζ .

− Pε x − ε ,ξ + ε â(ζ,

2 2 (2π)m

get

XZ

∂wsε 1 x γ ζ

,a = − tr W (t, x, ξ) ·

ε

P + ,ξ −ε

∂t ε ε 2 2

γ∈L R

3m

x γ ξ ˇ γ)ei(xζ+γξ) dx dξ dζ ,

−P + ,ξ +ε â(ζ,

ε 2 2 (2π)m

ε

We now complete the proof of the proposition by showing that ∂w s

∂t is

bounded in L∞ (Rt , C 0 ). By expanding ∇ξ P (·, ξ + εζθ) in Fourier series in

the right-hand side of (4.23), we get

X X Z 1 Z

∂wsε 2 γ∗

,a = tr Fx W t, − − ζ, ξ ζ

ε

∂t ε

γ∈L γ ∗ ∈L∗ − 2 R

1 2m

ˇ γ) eiγ(ξ+γ ∗ /2) dξ dζ dθ

· ∇ξ P̌ (γ ∗ , ξ + εζθ) â(ζ,

(2π)m

X Z 1 Z

2 γ∗

= tr Fx W ε t, − − ζ, ξ ζ

ε

γ ∗ ∈L∗ − 2 R

1 2m

∗ γ∗ dζ

· ∇ξ P̌ (γ , ξ + εζθ) â ζ, ξ + dξ dθ .

2 (2π)m

352 P. GÉRARD ET AL.

X Z 1 Z

2

∗ γ∗ ζ

= ζ∇ξ P̌ (γ , εξ + εζθ)û ε

t, ξ − −

− 12 R2m 2ε 2

γ ∗ ∈L∗

¯ > γ∗ ζ γ∗ dξ dζ

· ûε t, ξ + + â ζ, εξ + dθ

ε 2 2 (2π) (2π)m

m

1

Using the inequalities (with the notation hξi = (1 + ξ 2 ) 2 )

|â(ζ, k)| ≤ Chζi−N

ε X Z

∂ws

∗ −N

hζi−m hεξi(σ−1) |ûε (t, ξ)|2 dξ dζ

∂t , a ≤ C hγ i

∗ ∗ γ ∈LR 2m

The periodicity (4.2) of the symbol matrix P allows the use of the so-called

Bloch decomposition of L2 (Rm )n , thus making the periodic-coefficient case

similar to the constant-coefficient case of Section 2.

We set Z ⊕

2 dk

(4.25) L],ε := L2 (εC)n

B |B|

(see [20] for the constant-fiber direct integral of a Hilbert space). L2],ε is

equipped with the norm

Z 1

1 2

(4.26) ku] k],ε := |u] (x, k)| dx dk

2

.

|B| εC×B

P ROPOSITION 4.9 The map I ε from L2 (Rm )n to L2],ε defined by

Iε

X

(4.27) u(x) −→ u] (x, k) := u(x − εγ)eik·γ

γ∈L

Z

ε −1

1

(4.28) (I ) u] (x + εγ) = u] (x, k)eik·γ dk , x ∈ εC , γ ∈ L .

|B| B

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 353

(I ε )−1 on L2],ε .

From a calculation based on (4.27) and (4.28) and the periodicity (4.2) of

the symbol P ε , we conclude that (P ε )W commutes with I ε and thus

(note that (P ε )W acts locally since its Weyl symbol is a polynomial in ξ).

Here k plays the role of a parameter. Thus we are led to define the operator

pε (k) : D(pε (k)) → L2 (εC)n for fixed k ∈ B in the following way:

L2],ε (k) | (P ε )W (·, D)u ∈ L2loc (Rm )n }, where L2],ε (k) is the space of locally

square-integrable k-quasi-periodic functions:

n

L2],ε (k) = u ∈ L2loc (Rm

x ) |

n

(4.30b) o

∀γ ∈ L : u(x + εγ) = u(x)eik·γ a.e. in Rm

x .

(cf. [20]) the direct-fiber decomposition of (P ε )W in operators acting on k-

quasi-periodic functions:

Z ⊕

ε W ε −1 dk ε

(4.31) (P ) = (I ) pε (k) I .

B |B|

For ε = 1 we set up the following spectral problem:

longs to the Schatten class Lp (L2 (C)n ), p > 2m σ . Hence the arguments of

Wilcox in [24] (see also [6]) for the case of the Schrödinger equation can

be carried out in this general framework in order to obtain the properties (P1)

stated below. The basic idea is to show that the eigenvalue problem for −ip1 (k)

is equivalent (with multiplicities) to an analytic equation D(λ, k) = 0 and then

use general properties of such equations.

(P1) (i) For any k, the spectrum of −ip1 (k) is an infinite discrete set

{λl (k), l ∈ D} of real eigenvalues with finite multiplicities. Here

354 P. GÉRARD ET AL.

semibounded or semibounded from below or above. The functions

λl are L∗ -periodic and the labeling above is chosen so that if j < l,

then λj (k) < λl (k) for all k. Notice that this definition implies

that functions λl may be discontinuous (at crossing points).

(ii) |λl (k)| → +∞ as |l| → +∞, l ∈ D, uniformly for k ∈ B.

(iii) For any positive integer N , there exists a closed subset FN ⊂ B

of Lebesgue measure 0 (in fact, a closed analytic set) such that,

for any l ∈ D such that |l| < N , the function λl is analytic on

ΩN := B \ FN and the multiplicity of λl (k) as an eigenvalue of

−ip1 (k) is constant on the components of ΩN .

(iv) Let Sl1 (k) ⊆ L2 (C)n denote the eigenspace of λl (k) and 1

L by Πl1 (k)

L → Sl (k). For any k ∈ ΩN ,

2

the projector L (C) n 1

l∈Z Sl (k)

2 n

= L (C) , where l denotes the direct sum of closed subspaces

of a Hilbert space. Moreover, Π1l (k) is analytic in k ∈ ΩN for

N >l.

Note that the eigenspaces Slε (k) (and their projectors Πεl (k) of −ipε (k))

are obtained from Sl1 (k) by the rescaling x → xε . The eigenvalues λ(k) are

invariant under this rescaling.

In generalization of [20, 2, 18, 17], we use the above eigenvalue problems

on spaces of quasi-periodic functions to construct invariant spectral subspaces

of L2 (Rm )n .

The ε-dependent “Bloch decomposition” of L2 (Rm )n is obtained from the

direct fibers Slε (k) introduced in property (P1)(iv). We denote by Slε the

subspace of L2 (Rm )n corresponding to λl

⊕ Z

ε −1 dk

Slε := (I ) Slε (k)

(4.33) B |B|

= u(x) ∈ L (R ) | (I ε u)(·, k) ∈ Slε (k) a.e. in B

2 m n

The projection L2 (Rm )n → Slε is denoted by Πεl . It is obtained from

Z ⊕

dk ε

(4.34) Πεl = (I ε )−1 Πεl (k) I .

B |B|

Proposition 4.9 and property (P1)(iv) we have the following:

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 355

P ROPOSITION 4.10 Let Slε be defined by (4.33). Then we have for ε ∈ (0, ε0 ]

M

(4.35) L2 (Rm )n = Slε .

l∈Z

P ROPOSITION 4.11 Let f (x) ∈ Slε . Then

X

(4.36) (P ε )W f (x) = i λ̌l (γ)f (x + εγ) = ((iλl (εDx )f )) (x) ∈ Slε

γ∈L

into a direct sum of countably many “Band spaces” (Floquet spaces) Slε , which

are invariant under the action of (P ε )W (i.e., the operator (P ε )W commutes

with Πεl , ∀l ∈ D).

Hence the IVP (4.1) can be replaced by denumerably many decoupled

IVPs:

C OROLLARY 4.12 The solution u(t, x) of (4.1a) and (4.1b) is given by

X

(4.37) uε (t, x) = uεl (t, x)

l∈Z

∂ ε X

(4.38a) ε ul + i λ̌l (γ)uεl (x + εγ) = 0 , x ∈ Rm

x , t ∈ R,

∂t

γ∈L

(4.38b) uεl (x, t = 0) = uεI,l (x) , x ∈ Rm

x

for l ∈ Z, with

(4.38c) uεI,l (x) := Πεl uεI (x) .

Note that in analogy to (2.8), the time evolution of the Fourier transforms

ûl (t, ξ) is governed by

∂ ε

(4.39) ε û + iλl (εξ)ûεl = 0 , ξ ∈ Rm

ξ , t ∈ R,

∂t l

356 P. GÉRARD ET AL.

for l ∈ Z, with the Fourier transform of uεI,l (x) in (4.38c) as initial datum.

We define the lth Band-Wigner function (i.e., the Wigner series (4.9) of the

th

l component in the decomposition (4.37))

ε

(x, k) := wsε [uεI,l ](x, k) , l ∈ Z,

which have uniform C 0 -bounds according to Proposition 4.3. For the zeroth-

order k-moment

Z

(4.41) ε

nl (t, x) := wlε (t, x, k) dk = |uεl (t, x)|2 ,

B

Z Z

(4.42) ε

nl (t, x) dx = |uεI,l (x)|2 dx , ∀t ∈ Rt ,

Rm

x Rm

x

Z XZ

(4.43) ε

n (t, x) dx = nεl (t, x) dx , ∀t ∈ Rt .

Rm

x l∈Z Rm

x

The general “orthogonality result” Proposition 1.5 also holds for Wigner

series measures Ws0 , where the proof is again a consequence of the positivity

of Ws0 and the Schwarz inequality. For the Band-Wigner measures wl0 as the

limits of (4.40), that is, the Wigner series measures of components (4.37) of

uε (t, x), we have another result of that type:

L EMMA 4.13 Let j 6= l and ΩN as in (P1)(iii) with N > |j|, |l|. Then

ws0 [uεj + uεl ] = ws0 [uεj ] + ws0 [uεl ] in C 0 (Rt ; Cc0 (ΩN )0 ) .

have

ε∂t wsε (uεj , uεl ) + iwsε (λj (εD)uεj , uεl ) + iwsε (uεj , λl (εD)uεl ) = 0 .

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 357

(4.39) an evolution equation for the x-Fourier transform ŵlε (t, ξ, k)

Z 1

∂ ε 2

(4.44) ŵ + iξ · ∇λl (k + εsξ) ds ŵlε = 0 , l ∈ Z.

∂t l − 12

ξ ; L (B)). As in Section 2

we have the desired result on ΩN as defined in property (P1)(iii) for ε → 0

(cf. Proposition 4.6).

x ×(ΩN +L ) and with N > |l|, wl

ε

0

∂ 0

(4.45a) w + ∇λl (k) · ∇x wl0 = 0

∂t l

(4.45b) wl0 is periodic in k

(4.45c) wl0 (t = 0) = wI,l

0

.

uε (t) to the Band-Wigner measures wl0 (t) of uεl (t) and thus reconstruct the

“total” limiting energy density n0 from the countably infinite Band densities

n0l . Defining A as the intersection of all the open sets ΩN

\

(4.46) A := ΩN

N ∈N

L EMMA 4.15 Let ws0 (t) be the Wigner series measure of the solution uε (t)

of the IVP (4.1) and wl0 (t), l ∈ Z, be given by Lemma 4.14. Then we have for

ws0 (t), which, due to Proposition 4.7, depends continuously on t as a measure

on the whole of Rm x × B,

X

(4.47) 1ξ∈A ws0 (t) = 1ξ∈A wl0 (t)

l∈Z

X

(4.48) sεN (t, x) := uεl (t, x) , ε

rN (t, x) := uε − sεN (t, x) .

|l|≤N

358 P. GÉRARD ET AL.

For f, g in L2 (Rm )n , we obtain by direct estimation for w

[

kw [

s [f ] − ws [g]kL∞ (Rm ≤ kf − gk(kf k + kgk)

(4.49) ε ε 1

ζ ;L (B))

\

(4.50) kw \

s [u ](t) − ws [sN ](t)kL∞ (Rm m 0 ≤ C sup kr kL2 (Rm )n .

0 ε 0 ε ε

0

ζ ;Cc (Rξ ) ) N

ε>0

x )

n ≤ C

Plancherel theorem and (4.39), we hence obtain

x )

n = kiλl (ε·)ûl kL2 (Rm )n

ε

ξ

and a calculation using the orthogonality and invariance of the subspaces Slε as

well as the conservation k(P ε )W uε (t)kL2 (Rm )n = k(P ε )W uεI kL2 (Rm )n gives

X 1

krN k ≤

ε 2

2 k(P ) ul k

ε W ε 2

min |λl (k)|

|l|>N k∈B

(4.52)

1

≤ max k(P ε )W uεI k2 .

|l|>N min |λl (k)|2

k∈B

ε

kL2 (Rm )n = 0 .

N →∞ ε>0 t∈Rt

X

1ξ∈A ws0 [sεN ](t) = 1ξ∈A ws0 [uεl ](t) , ∀t ∈ Rt .

|l|≤N

1

ws0 [uε1 + uε2 ] ≤ (1 + α)ws0 [uε1 ] + 1+ ws0 [uε2 ]

α

we get that the total mass of ws0 [uε ] − ws0 [sεN ] goes to 0 and we conclude

(4.47).

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 359

With the additional assumption on the initial data that wI0 does not charge

on the “bad set,” that is, the complement of A (cf. (P1)(iii) and (4.46)):

(B3) Rm

x × A is a null set of the limiting initial Wigner series measure wI ,

c 0

the Wigner series measures

X

ws0 [uε ](t) = ws0 [uεI,l ] (x − ∇λl (k)t, k) ∈ Cb (Rt ; M(Rm

x × B)) ,

l∈Z

Z

ε ε→0

n −→ ws0 [uε ](t, x, dk)

B

and Z

lim x × B) .

nε (t, x) dx = ws0 [uε ](t)(Rm

ε→0 Rm

x

P ROOF : We first apply Lemma 4.15 for t = 0 and compare with the

Parseval formula

X

kuεI k2 = kuεl,I k2 .

l∈D

Now we use the explicit formula for wl0 (t) in A given by Lemma 4.14

and compare with the energy conservation of uεl (t). This shows that wl0 (t) is

supported in A.

Finally, we use Lemma 4.15 and compare with the energy conservation for

uε (t). This shows that ws0 (t) is supported in A, which gives the result.

Below we present two typical examples for the general theory of Section 4,

namely, the Schrödinger equation in a crystal and the acoustic equation in a

periodic medium. The case of Maxwell equations in a periodic medium is

again somewhat similar to the acoustic equation; for details we refer to [17].

360 P. GÉRARD ET AL.

A single electron in a crystal is described by the Schrödinger equation in Rm

x

for the scalar uε (t, x) (cf. [20, 7, 18]):

ε2 x

(5.1) εut − i ∆uε + iVp uε = 0 , x ∈ Rm x , t ∈ R,

2 ε

with the initial condition (3.1b). Vp xε is the properly rescaled, periodic, real

potential of the crystal ions and obeys (cf. (4.2)) Vp (x + µ) = Vp (x), ∀µ ∈ L.

The symbol is hence given by

i

(5.2) P (x, ξ) = |ξ|2 − iVp (x)

2

was shown that actually Vp (x) ∈ L∞ (Rm x ) is enough.)

Note that for a symbol P ε (x, ξ) that is additive in x and ξ the Fourier multi-

plier (“left symbol”) P ε(x, Dx ) coincides with the Weyl operator (P ε )W(x, Dx )

and our results of Chapter 4 apply directly. The cell problem (4.32) is given

by a stationary Schrödinger equation subject to the k-quasi-periodicity condi-

tion, leading to the well-known energy bands (eigenvalues) El (k) and Bloch

functions (eigenfunctions) Ψl (x, k), l ∈ N (see, e.g., [24, 18]).

The Band-Wigner functions wlε (t, x, k), l ∈ N, obey [18]

∂ ε

(5.3) w + Θε [El ]wlε = 0 , x ∈ Rm

x , k ∈ B, t > 0,

∂t l

with the finite difference (pseudo-differential) operator

X wε (t, x + 2ε γ, k) − wlε (t, x − 2ε γ, k)

=i Êl (γ)eik·γ l = 0.

ε

γ∈L

∂ 0

(5.4) w (t, x, k) + vl (k)∇x wl0 (t, x, k) = 0 , l ∈ N,

∂t l

with the “band velocities”

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 361

Assuming (B3), that is, that the limiting initial Wigner series measure does

not charge the null sets where the energy bands cross, the limiting position

density is given by

Z

ε ε→0 1 X

n −→ n0 = 0

wI,l (x − vl (k) · t, k) dk .

|B| B

l∈N

It is also possible to perform the homogenization limit for other physically in-

teresting densities. With some additional assumptions (on the energy bands) we

have (cf. [18]), for example, for the “current density” J ε (t, x) = ε Im[uε ∇uε ]

Z

ε ε→0 1 X

J −→ vl (k)wl0 (t, x, k) dk .

|B| B

l∈N

We now consider the homogenization of the acoustic equation in a periodic

medium (cf. [2, 4]):

ε ∇u in Rm

x × Rt

x x

(5.5) r ε uεtt = div s ε

x

x x

(5.7) nε := r (uεt )2 + s |∇uε |2 .

ε ε

We assume that the functions r and s are L-periodic and C ∞ and that there

is α > 0 such that r, s ≥ α > 0 on Rm .

As for the wave equation in Section 3.3, we can rewrite (5.5) in the general

form (4.1a) by introducing the new variables

r r

x ε x

ε

p = r u , ε

q := s ∇uε ,

ε t ε

p x

0 √ 1 x div s( ε ) · ε

pε r( ε ) p

(5.8a) − p x ε =0

qε t s( ) ∇ √ · 0 q

ε r( xε )

362 P. GÉRARD ET AL.

r

ε x ε

p (t = 0) = r p̃ =: pεI ,

ε I

(5.8b) r

x

ε

q (t = 0) = s ∇uεI =: qIε ,

ε

nε = |(pε , q ε )|2 .

The spatial operator defining (5.8a) is not elliptic for m > 1 since its

Weyl symbol matrix has rank 2. In fact, it does not allow control on all first

derivatives of the vector q ε but only on its divergence. As a remedy we set up

a “penalized” version of (5.8). We define

A(ξ) = |ξ|2 Id − ξ ⊗ ξ

such that

A(D) = −∆

~ + ∇x (div) .

ε ε

p ε p

(5.9) ε +L =0

qε t qε

where

p x

0 √ ε x div s( ε ) ·

r( ε )

Lε = − p x .

ε s( ε ) ∇x √ · i √ε2

x A(D)

√ ·

r( xε ) s( ε ) x

s( ε )

m+1 .

Let us show for L1 that the crucial assumption (B1)(iii) is satisfied. Assume

1 √

√ div s q ∈ L2 (Rm )

r

and

p p i q

s(x) ∇x √ + √ A(D) √ ∈ L2 (Rm )m .

r s s

√

Multiplying the second relation by s we obtain

p

div s∇x √ ∈ H −1 (Rm )

r

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 363

relation leads to

q 1 √ 1 √

div √ = ∇x √ sq + div( sq) ∈ L2 (Rm )

s s s

√

and, coming back to the second relation, ∆(q/~ s) ∈ H −1 (Rm )m , which

implies q ∈ H 1 (Rm )m . Hence (B1)(iii) holds. Observe that, since A(D)∇x =

0, the IVP (5.9) and (5.8b) has the same solution as the IVP (5.8).

The spectral problem for −ip1 (k) is given by

1 √

(5.10a) i √ div( sq) = λ(k)p

r

√ p 1 q

(5.10b) i s∇x √ − √ A(D) √ = λ(k)q

r s s

(5.10c) ∀γ ∈ L : p(x + γ) = eikγ p(x) , q(x + γ) = eikγ q(x) .

The property (P1) holds for the eigenvalues and eigenprojections and the theory

of Section 4 can be applied. However, the problem (5.10) can be substantially

simplified. First of all, a simple calculation shows that λ = 0 is an eigenvalue

only for k = 0. The (m + 1)-dimensional null space of −ip1 (0) is given by

√

p α r α ∈ C, β ∈ Cm , ϕ ∈ L2],1 (0)

= √ √ ,

q β s + s∇ϕ solves div(s∇ϕ) = −β · ∇s

with L2],1 (0) as defined in (4.30b). The nonzero eigenvalues split into two

p

groups. The first group satisfies λ(k) = ± µ(k), where µ(k) are the eigen-

values of

1 p

(5.11a) − √ div s∇ √ = µ(k)p

r r

(5.11b) ∀γ ∈ L : p(x + γ) = eik·γ p(x) .

p

The corresponding eigenfunctions are where p satisfies (5.11) and

q±

i √ p

(5.12) q± = ± p s∇ √ .

µ(k) r

The second group of eigenvalues λ(k) of −ip1 (k) is obtained by solving the

spectral problem

1 q

(5.13a) − √ A(D) √ = λ(k)q

s s

√

(5.13b) div( sq) = 0 , q ∈ L2],1 (k) .

364 P. GÉRARD ET AL.

0

The corresponding eigenfunctions are , where q satisfies (5.13).

q

qε

Since √Is is a gradient, the Floquet projections corresponding to this second

group of eigenvalues do not contribute to the Wigner series measure. Thus it

is sufficient to solve the spectral problem (5.11).

In this section we consider the Cauchy problem

x , t ∈ R,

(6.1b) uε (t = 0) = uεI on Rm

x

tization to a complex n × n–matrix-valued, ε-dependent symbol P ε (x, ξ) on

Rmx × Rξ . We impose the following assumptions on the symbol P :

m ε

(ii) i(P ε )W (·, εDx ) is essentially self-adjoint on L2 (Rm n

x ) ,

∞ (Rm ×

(iii) P ε (x, ξ) = P 0 (x, ξ) + εQ0 (x, ξ) + o(ε) uniformly in Cloc x

Rξ )

m n×n .

is, for all α, β ∈ N0 there exists Cα,β > 0 such that for all l, k ∈ {1, . . . , m}

and for all ε ∈ (0, ε0 ] we have

∂ α+β

(6.2) α β P ε (x, ξ) ≤ Cα,β (1 + |ξ|)σ−β

∂x ∂ξ

k l

for all (x, ξ) ∈ Rmx × Rξ . In particular, this implies that H (Rx ) is in the

m σ m n

ε W

domain of (P ) (x, εD) (see [13]).

(C1)(ii) implies

(6.3) P ε (x, ξ)∗ = −P ε (x, ξ) .

The condition (6.3), although necessary for the self-adjointness of the PDO

−i(P ε )W (·, εDx ), is by no means sufficient. Examples of sufficient conditions

are

1. σ = 1

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 365

x ) , ε-oscillatory, and compact at infinity.

tary operators on L2 (Rm n

x ) , and we have conservation of the total energy

Z Z

(6.4) ε

n (t, x) dx = nεI (x) dx ∀t ∈ R.

Rm

x Rm

x

Again, we use the notation nε = |uε |2 and nεI = |uεI |2 for the energy density.

Our task in this section will be to calculate the Wigner matrix W 0 of

(uε (t, ·)). For this, we assume that (uεI ) admits a Wigner matrix WI0 , and the

following:

(C3) (i) There exists a closed subset E of Rm x × Rξ such that, for ev-

m

follows:

λ1 (x, ξ) < · · · < λd (x, ξ) ,

where, for 1 ≤ q ≤ d, the multiplicity of λq (x, ξ) does not depend

on (x, ξ).

(ii) For 1 ≤ q ≤ d, the Hamiltonian flow of λq leaves invariant the set

x × Rξ ) \ E .

Ω = (Rm m

For 1 ≤ q ≤ d, (x, ξ) ∈ Ω, we denote by Πq (x, ξ) the orthogonal projection

of Cn on the eigenspace associated to λq (x, ξ). Of course, Πq ∈ C ∞ (Ω)n×n .

We can now formulate the following theorem:

T HEOREM 6.1 Let (C1), (C2), and (C3) hold and let {·} denote the Poisson

bracket (1.34).

(i) For 1 ≤ q ≤ d, we denote by wq0 (t) the continuously t-dependent positive

scalar measure on Rmx × Rξ defined by

m

∂ 0

(6.5a) w + {λq , wq0 } = 0 on Rt × Ω

∂t q

(6.5b) wq0 (t = 0) = tr(Πq WI0 ) on Ω

366 P. GÉRARD ET AL.

uniformly in t to

X

d

w0 (t, x, ξ) = wq0 (t, x, ξ) ,

q=1

Z

0

n (t, x) = w0 (t, x, dξ) .

Rm

ξ

(C1)(iii); denote by Wq0 the continuously t-dependent, positive-matrix-

valued measure on Rm x × Rξ defined by

m

∂ 0

(6.6a) W + {λq , Wq0 } = [Wq0 , Fq ] on Rt × Ω

∂t q

(6.6b) Wq0 (t = 0) = Πq WI0 Πq on Ω

S 0 ) weak-∗ to

X d

W0 = Wq0 ,

q=1

Z

N0 = W 0 (·, ·, dξ).

Rm

ξ

R EMARK 6.2 (1) Unlike (i), the convergence in (ii) may not be uniform

and not even almost everywhere in t (a counterexample is given in

Section 7).

(2) Denote by W̃q0 the solution to

∂ W̃q0

(6.7a) + {λq , W̃q0 } = 0 on Rt × Ω

∂t

(6.7b) W̃q0 (t = 0) = Πq WI0 Πq on Ω

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 367

Then, since Fq∗ = −Fq , Wq0 (t) remains unitarily equivalent to W̃q0 (t), it

is actually positive. The precise formula is

(6.8) Wq0 (t) = Uq (t)W̃q0 (t)Uq (t)∗

where

∂Uq

(6.9a) + {λq , Uq } = Fq Uq

∂t

(6.9b) Uq (t = 0) = I .

Moreover, in view of the expression of Fq , we have {λq , Πq } = [Πq , Fq ],

hence Wq0 = Πq Wq0 Πq . Then an elementary computation shows that

equation (6.6a) can be rewritten as

∂Wq0

(6.10) + Πq λq , Wq0 Πq = Wq0 , Πq Q0 Πq .

∂t

(3) Observe that Πq {λq , W }Πq can be seen as the covariant derivative of

the matrix-valued distribution W along the Hamiltonian vector field of

λq associated to the induced connection on the subbundle defined by the

equations W = Πq W Πq .

P ROOF OF T HEOREM 6.1: Using equation (6.1a), we have

∂W ε

(6.11) ε = −W ε (P ε )W (x, εD)uε , uε − W ε uε , (P ε )W (x, εD)uε .

∂t

In view of (1.37), (1.38), (C1)(i), and (6.3), we can rewrite (6.11) as

∂W ε W εP ε − P εW ε 1

(6.12) = + ({W ε , P ε } − {P ε , W ε }) + Rε ,

∂t ε 2i

where Rε → 0 in L∞ (Rt , S 0 (Rm

x × Rξ )). From (6.12), we first conclude two

m

facts:

1. Taking the trace of (6.12), we observe that ∂w

ε

∞

∂t is bounded in L (Rt ,

0

S (Rx ×Rξ )). This implies the uniform convergence stated in Theorem

m m

6.1(i).

2. Passing to the limit in (6.12), we observe that every limit W 0 of a subse-

quence of (W ε ) in L∞ (Rt , S 0 ) weak-∗ has to satisfy

(6.13) W 0P 0 = P 0W 0 .

In particular, on Rt × Ω, for 1 ≤ q ≤ d,

(6.14) W 0 Πq = Πq W 0 .

368 P. GÉRARD ET AL.

of (W ε ), and we study the propagation identity (6.12) on the open set Rt × Ω.

Multiplying by Πq on the left and right and then passing to the limit, we obtain

∂

Πq W 0 Πq = Πq W 0 Q0 Πq − Πq Q0 W 0 Πq

(6.15) ∂t

1

+ Πq {W 0 , P 0 } − {P 0 , W 0 } Πq .

2i

∂ 0 0 1

(6.16) Wq = Wq , Πq Q0 Πq + Πq W 0 , P 0 − P 0 , W 0 Πq .

∂t 2i

P

On Ω, we have P 0 = i dl=1 λl Πl . Hence

0 0 X

d

0

W , P Πq = i W , λl Πl Πq

l=1

(6.17)

Xd

0 X

d

=i W , λl Πl Πq + i λl W 0 , Πl Πq .

l=1 l=1

(6.16), we obtain

∂ 0 0

Wq = Wq , Πq Q0 Πq − Πq {λq , W 0 }Πq

∂t

(6.18)

1X

d

− λl Πq {Πl , W 0 } − {W 0 , Πl } Πq

2

l=1

We claim that the third term in the right-hand side cancels. This is a conse-

quence of the following lemma:

L EMMA 6.3 Let Π1 and Π2 be two projector-valued C ∞ -functions and W

be a matrix-valued distribution on Ω ⊂ Rm

x × Rξ . Assume that

m

Π1 Π2 = Π2 Π1 = 0 , Πj W = W Πj , j = 1, 2.

Then

(6.19) Π1 ({Π2 , W } − {W, Π2 }) Π1 = 0 .

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 369

−{W, Π2 }Π1 + W {Π2 , Π1 } = {W Π2 , Π1 }.

Hence

Π1 ({Π2 , W } − {W, Π2 }) Π1

(6.21) = {Π1 , Π2 }W Π1 − Π1 W {Π2 , Π1 }

− {Π1 , Π2 W }Π1 + Π1 {W Π2 , Π1 } .

Since Π2 W = W Π2 , the two last terms on the right-hand side of (6.21) give,

in view of (6.20),

=0

(6.21) and using W Π1 = Π1 W , we have

But {Π1 , Π2 } = {Π1 , Π22 } = {Π1 , Π2 }Π2 in view of (6.20). Hence {Π1 , Π2 }

Π1 = 0 and similarly Π1 {Π2 , Π1 } = 0. This completes the proof.

Now we come back to (6.18). For q 6= l, we have

Πq Πl , W 0 − W 0 , Πl Πq = 0

Πq , W 0 − W 0 , Πq = W 0 , Id − Πq − Id − Πq , W 0 .

∂ 0 0

(6.22) Wq = Wq , Πq Q0 Πq − Πq λq , W 0 Πq .

∂t

It remains to observe that

λq , Wq0 = λq , Πq W 0 Πq

= Πq λq , W 0 Πq + Wq0 {λq , Πq } + {λq , Πq } Wq0

370 P. GÉRARD ET AL.

because (Πq )2 = Πq , we have Πq {λq , Πq } Πq = 0, hence

Wq0 {λq , Πq } = Wq0 , Πq {λq , Πq }

{λq , Πq } Wq0 = {λq , Πq } Πq Wq0 = Wq0 , − {λq , Πq } Πq

so that

h i

λq , Wq0 = Πq λq , W 0 Πq + Wq0 , [Πq , {λq , Πq }]

It is now easy to complete the proof of Theorem 6.1. On Rt × Ω, we have

X X

W0 = Πq W 0 = Wq0 ,

q q

where the last equality comes from (6.14). This implies that, on Rt ×Rm

x ×Rξ ,

m

we have X

(6.23) W0 ≥ Wq0 1Ω

q

of both sides of (6.23). Observe that, by (6.6a), tr(Wq0 ) = wq0 solves (6.5a),

hence tr(Wq0 )1Ω is the solution to (6.5), so its total mass equals tr(WI0 Πq )(Ω).

Hence the total mass of the left-hand side equals

X

tr(WI0 Πq )(Ω) = tr(WI0 )(Ω) = tr(WI0 )(Rm x × Rξ )

m

= lim kuεI k2

have, for every t,

x × Rξ , t)

m

where the last inequality comes from Proposition 1.7(ii). We conclude that

(6.23) is an equality. Repeating the same argument as in the proof of The-

Rorem 2.1, 0we also conclude that n (t, ·) converges locally uniformly in t to

ε

Rm (tr W )(t, x, dξ). Finally, the last statement comes from Proposition 1.7(i)

ξ

and the fact that ∀z ∈ Cn and ∀t ∈ R, (z · uε ) is ε-oscillatory. Thus Theorem

6.1 is completely proved.

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 371

7.1 Schrödinger Equation with a Potential

A single electron under the influence of an arbitrary (given) potential V (x)

is described by the Schrödinger equation in Rm ε

x for the scalar u (t, x) (cf.

[16, 15]):

ε2

(7.1) εut − i ∆uε + iV (x)uε = 0 , x ∈ Rm

x , t ∈ R,

2

with the initial condition (3.1b). In this case the symbol is given by

i

(7.2) P (x, ξ) = |ξ|2 + iV (x) ,

2

which fulfills (C1)(i) if we require V (x) ∈ C ∞ (Rm x ). Note that there is no ε-

dependence, hence P = P 0 and (C1)(iii) is trivially satisfied. Since the “left

symbol” (1.2) coincides with the Weyl operator (P ε )W and V (·) is assumed

to be real, (C1)(ii) also holds. Clearly, for the scalar symbol, (C3) is fulfilled

with λ(x, ξ) = 12 |ξ|2 + V (x) and empty set E.

The Wigner function wε (t, x, ξ) = wε [uε (t)] (x, ξ) obeys the so-called

Wigner equation [19]

∂ ε

(7.3) w + ξ · ∇x wε + Θε [V ] wε = 0 , x ∈ Rm

x ξ ∈ Rξ , t > 0 ,

m

∂t

with the pseudo-differential operator

Z Z

ε ε 1 V (x + 2ε v) − V (x − 2ε v)

Θ [V ] w = i

(7.4) (2π)m Rm Rm ε

ξ0 v

0

· w(t, x, ξ 0 )ei(ξ−ξ )·v dv dξ 0 .

Assuming (C2) on the initial data, our theory of Chapter 6 applies.

In the classical limit ε → 0 we recover the Vlasov equation

∂ 0

(7.5) w (t, x, ξ) + ξ · ∇x w0 (t, x, ξ) − ∇x V (x) · ∇ξ w0 (t, x, ξ) = 0

∂t

with the initial datum wI0 , that is, the initial Wigner measure (3.2b) of uεI .

The position density nε (t, x) converges (locally) uniformly in t:

Z

ε→0 0

n (t, x) −→ n (t, x) =

ε

w0 (t, x, dξ) .

Rm

ξ

372 P. GÉRARD ET AL.

weakened. Detailed results are given in [15] (and partially in [16]), where

the case of a self-consistent potential is also dealt with.

density” (see [16]).

We now consider the semiclassical limit of the Dirac equation. This rela-

tivistic version of the Schrödinger equation describes very fast electrons in an

electromagnetic field. The equation reads

X

3

(7.6) (iγ µ ∂µ − M + gγ µ Aµ ) Ψ = 0 .

µ=0

“Spinorfield,” is the unknown playing the role of uε (t, x) in Section 6. ∂µ

stands for ∂x∂ µ , that is, ∂0 = ∂t∂

, ∂k = ∂x∂ k , where we adopt the notation that

the Greek letter µ denotes 0, 1, 2, 3 and k denotes the three spatial-dimension

indices 1, 2, 3.

γ µ ∈ C4×4 , µ = 0, . . . , 3, are the 4 × 4 Dirac matrices, which are closely

related to the 2 × 2 Pauli matrices. Their elements are 0, 1, i, and they satisfy

∗ ∗

(7.7) γ 0 = γ 0 , γ k = −γ k , k = 1, 2, 3, (γ 0 γ k )∗ = γ 0 γ k ,

2 2

(7.8) γµγν + γν γµ = 0 , µ 6= ν , γ 0 = Id , γ k = −Id .

X

3

(7.10) n(t, x) = J0 (t, x) = Ψµ (t, x) · Ψµ (t, x) .

µ=0

in particular, A0 is the electric potential and A = (A1 , A2 , A3 )> is the magnetic

potential vector. Hence the electric field is given by E = ∇x A0 and the

magnetic field B = curlx A.

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 373

is the electron’s rest mass, c is the velocity of light, ~ is the Planck constant,

and e is the unit charge.

There are two physically meaningful limits: the relativistic limit c → ∞

and the classical limit ~ → 0. Here we shall be concerned with the classical

limit only and therefore identify ~ ≡ ε as our small parameter. In order to

obtain the form (6.1a) we rewrite (7.6) as

(7.12) Ψε (t = 0) = ΨεI ∈ L2 (R3x )4

!

X

3

(7.13) P (x, ξ) = i γ 0 γ k (ξk − eAk (x)) + m0 cγ 0 − eA0 (x)Id

k=1

Notice that here the Weyl symbol (P )W coincides with the left symbol (1.3).

From (7.7) and (7.8) we immediately see that iP is hermitian. We set

X

3

Q := γ 0 γ k (ξk − eAk (x)) + m0 cγ 0 .

k=1

!

X 3

QQ∗ = Q2 = |ξk − eAk |2 + m20 c2 Id

k=1

λ, then (γ 0 − mλ0 c )y is an eigenvector corresponding to −λ.

Hence the 4 × 4 matrix −iP (x, ξ) has two eigenvalues of multiplicity 2,

which are given by

v

u 3

uX

(7.14) λ± (x, ξ) = ±t |ξk − eAk (x)|2 + m20 c2 − eA0 (x) .

k=1

Therefore Theorem 6.1 applies with the empty set E in assumption (C3) and

we have Z Z

ε→0

(7.15) n (t, x) −→

ε 0

w+ (t, x, dξ) + 0

w− (t, x, dξ)

R3ξ R3ξ

374 P. GÉRARD ET AL.

0 and w 0 are given by

where the positive measures w+ −

(7.16) 0 + ∇ λ± · ∇ w 0 − ∇ λ± · ∇ w 0 = 0

∂t w± ξ x ± x ξ ±

(7.17) 0 (t = 0) = tr(Π W 0 ) .

w± ± I

As usual, WI0 denotes a Wigner measure matrix of ΨεI . The projections are

easily calculated. We have

1 1 1 1

(7.18) Π+ = (Id + Q) , Π− = (Id − Q) ,

2 σ 2 σ

P

with σ = ( 3k=1 |ξk − eAk |2 + m20 c2 )1/2 .

We remark that (7.16) is not yet the Liouville equation for transport with

a Lorentz force.

With the definition

(7.19) 0

f± (t, x, ξ) = w± (t, x, eA ± ξ)

ξ

(7.20) v(ξ) = p ,

|ξ| + m20 c2

2

R

and n0 (t, x) = R3 f+ (t, x, dξ) + f− (t, x, dξ). Note that f− represents the

ξ

contribution of positrons and hence the term of the Lorentz force changes sign

in comparison to the electrons, which correspond to f+ .

The homogenization limit of (the other components of) the relativistic cur-

rent density vector can also be easily computed. For its components Jkε , given

by (7.9), we have

Z

ε

Jk (t, x) = tr γ 0 γ k W ε [Ψε (t)] (x, ξ) dξ ,

R3ξ

Z

(7.22) Jk0 (t, x) = tr (γ 0 γ k W 0 (t, x, dξ)) .

R3ξ

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 375

Here W 0 (t) is the Wigner measure of the solution Ψε (t) of (7.11)–(7.13). The

final expression for the current (7.22) using (7.20) is given by

Z

0

(7.23) Jk (t, x) = vk (ξ) (f+ (t, x, dξ) + f− (t, x, dξ))

R3ξ

P ROOF OF (7.23):: Observe that

Qγ 0 γ k + γ 0 γ k Q = 2(ξk − Ak ) .

Using the expression (7.18) for Π± , we obtain

γ 0 γ k Π+ = Π− γ 0 γ k + vk I ;

hence, since W 0 = Π+ W 0 Π+ + Π− W 0 Π− because of (6.14), we have

γ 0 γ k W 0 = Π− γ 0 γ k W 0 Π+ + vk W 0 Π+ + Π+ γ 0 γ k W 0 Π− − vk W 0 Π− .

Then take the trace of both sides and use Π+ Π− = 0 to obtain

tr(γ 0 γ k W 0 ) = vk (w+

0

− w−

0

).

By integrating with respect to ξ and using the change of variables given by

(7.20), we obtain equation (7.23).

As stated in Theorem 6.1(ii), the convergence of the Wigner matrix is in general

not uniform in time, as the following simple counterexample

ε shows:

Let us consider the following 2 × 2 system for u = fgε

ε

∂t f ε + ∂x f ε = 0 , ∂t g ε − ∂x g ε = 0 ,

with initial data

fIε (x) = a(x + 1) ei(x+1)/ε , gIε (x) = b(x − 1) ei(x−1)/ε ,

where a, b are two functions in L2 (R). An elementary calculation yields

f ε (t, x) = a(x + 1 − t) ei(x+1−t)/ε , g ε (t, x) = b(x − 1 + t) ei(x−1+t)/ε ;

hence

wε (uε (t))(x, ξ) = e2i(1−t)/ε wε (a(· + 1), b(· − 1))(x, ξ − 1)

which goes to 0 weakly in t, while

w0 [uε (1)] (x, ξ) = a(x + 1) b̄(x − 1) δ(ξ − 1) .

Thus the convergence is not uniform in t ∈ [0, 1].

376 P. GÉRARD ET AL.

Let f, g ∈ L2 (Rm ) and let p be as in Proposition 1.8. The proof is based on

the following lemma:

ε W

(A.1) w p (x, εD)f, g , a = hwε (f, g), (a]p)ε i ,

where

Z

−2m z ζ

(a]p)ε (x, ξ) = (2π) â(ζ, z) e i(xζ+ξz)

p x +ε ,ξ −ε dz dζ .

2 2

(A.2)

to make formal calculations. First of all, we observe the following formula,

which follows from a simple change of variable in (1.6):

ε

g)

where m

1

(A.4) ε

Mx,ξ g(y) = e−2i(x−y)·ξ/ε g(2x − y) .

πε

Applying (A.3) and (1.8), we obtain

wε pW (x, εD)f, g (x, ξ) = pW (x, εD)f | Mx,ξ

ε

g = wε f, Mx,ξ

ε

g ,p .

ε W

(A.5) w p (x, εD)f, g , a = hwε (f, G), pi

where

Z

ε

G(y) = Mx,ξ g(y)ā(x, ξ) dx dξ

Z

−m

= (πε) g(2x − y) e−2i(x−y)ξ/ε ā(x, ξ) dx dξ

Z

−2m

= (2π) g(y − εz)e−iζ(y−εz/2) â(ζ,

¯ z) dz dζ .

Z

ε −2m ε −i(tζ+τ z) ¯

Mt,τ G(y) = (2π) Mt−εz/2,τ +εζ/2 g(y) e â(ζ, z) dz dζ .

HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 377

wε (f, G)(t, τ )

Z

−2m z ζ

= (2π) w (f, g) t − ε , τ + ε

ε

ei(tζ+τ z) â(ζ, z) dz dζ .

2 2

Coming back to (A.5) and setting t = x + εz/2 and τ = ξ − εζ/2 in the

integral, we obtain (A.1) and (A.2).

We can now easily prove Proposition 1.8. If f, g vary in a bounded subset

of L2 and ε ∈ (0, ε0 ], we know that wε (f, g) remains bounded in S 0 ; hence it

is enough to prove an expansion of (a]p)ε in S. Let us first prove that (a]p)ε is

bounded in S. Indeed, by integration by parts, we have, for any multi-indices

α, β ∈ Nm × Nm ,

β

(x, ξ)α ∂x,ξ (a]p)ε (x, ξ)

Z

z ζ

= (2π)−2m ei(xζ+ξz) (i∂ζ,z )α â(ζ, z)∂x,ξ

β

p x +ε ,ξ −ε dz dζ .

2 2

Using assumption (1.35) on p and â ∈ S, we easily obtain

β

(x, ξ)α ∂x,ξ (a]p)ε (x, ξ) ≤ Cα,β (1 + |x| + |ξ|)M ,

Now, by performing a Taylor expansion of p and using the Fourier inversion

formula for the first terms, we obtain

ε

(a]p)ε (x, ξ) = a(x, ξ) p(x, ξ) + (∇ξ a(x, ξ) · ∇x p(x, ξ)

2i

− ∇x a(x, ξ).∇ξ p(x, ξ)) + ε2 rε (x, ξ) ,

with

Z 1Z

−2m 00 z ζ

rε (x, ξ) = (2π) e i(xζ+ξz)

â(ζ, z) p x + tε , ξ − tε

0 2 2

(z, ζ)2

· dz dζ (1 − t) dt .

2

It remains to prove that rε is bounded in S, which can be done along the same

lines as we did before for (a]p)ε . This completes the proof.

R EMARK A.2 The proof above shows that assumption (1.35) on p can be

relaxed to

α

∀α ∈ Nm × Nm : ∂x,ξ p(x, ξ) ≤ Cα (1 + |ξ|)M+ρ|α|

for some ρ < 1.

378 P. GÉRARD ET AL.

port from the HCM Network ERBCHRXCT 930413 and from the DAAD-

PROCOPE. The second and third author also acknowledge support from DFG

Project MA 1662/1-1.

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Université de Paris–Sud Fachbereich Mathematik

Mathématiques TU-Berlin

Bâtiment 425 Straße des 17. Juni 136

F-91405 Orsay D-10623 Berlin

FRANCE GERMANY

E-mail: Patrick.Gerard@ E-mail: markowic@

math.u-psud.fr math.tu-berlin.de

Fachbereich Mathematik Université de Nice

TU-Berlin Lab. J. A. Dieudonne

Straße des 17. Juni 136 URA 168 du CNRS—UNSA

D-10623 Berlin Parc Valrose

GERMANY F-06108 Nice

E-mail: mauser@ FRANCE

math.tu-berlin.de E-mail: poupaud@

math.unice.fr

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