Spectral Structures and Topological Methods in Mathematics: Series of Congress Reports

Series of Congress Reports Series of Congress Reports
Michael Baake, Friedrich Götze and Werner Hoffmann, Editors

Spectral Structures and Topological Methods in Mathematics
Spectral Structures and Topological Spectral Structures
Methods in Mathematics
and Topological Methods
in Mathematics
This book is a collection of survey articles about spectral structures and the
application of topological methods bridging different mathematical disciplines, from Michael Baake
pure to applied. The topics are based on work done in the Collaborative Research
Centre (SFB) 701. Friedrich Götze
Notable examples are non-crossing partitions, which connect representation Werner Hoffmann
theory, braid groups, non-commutative probability as well as spectral distributions
of random matrices. The local distributions of such spectra are universal, also
representing the local distribution of zeros of L-functions in number theory. Editors
An overarching method is the use of zeta functions in the asymptotic counting of
sublattices, group representations etc. Further examples connecting probability,
analysis, dynamical systems and geometry are generating operators of deterministic
or stochastic processes, stochastic differential equations, and fractals, relating them
to the local geometry of such spaces and the convergence to stable and semi-stable
states.
ISBN 978-3-03719-197-2
www.ems-ph.org
SCR Baake et al. | Egyptienne F | Pantone 116, 287 | RB 30 mm

EMS Series of Congress Reports
EMS Congress Reports publishes volumes originating from conferences or seminars focusing on any field
of pure or applied mathematics. The individual volumes include an introduction into their subject and
review of the contributions in this context. Articles are required to undergo a refereeing process and are
accepted only if they contain a survey or significant results not published elsewhere in the literature.
Previously published:
Trends in Representation Theory of Algebras and Related Topics, Andrzej Skowroński (ed.)
K-Theory and Noncommutative Geometry, Guillermo Cortiñas et al. (eds.)
Classification of Algebraic Varieties, Carel Faber, Gerard van der Geer and Eduard Looijenga (eds.)
Surveys in Stochastic Processes, Jochen Blath, Peter Imkeller and Sylvie Rœlly (eds.)
Representations of Algebras and Related Topics, Andrzej Skowroński and Kunio Yamagata (eds.)
Contributions to Algebraic Geometry. Impanga Lecture Notes, Piotr Pragacz (ed.)
Geometry and Arithmetic, Carel Faber, Gavril Farkas and Robin de Jong (eds.)
Derived Categories in Algebraic Geometry. Toyko 2011, Yujiro Kawamata (ed.)
Advances in Representation Theory of Algebras, David J. Benson, Henning Krause and
Andrzej Skowroński (eds.)
Valuation Theory in Interaction, Antonio Campillo, Franz-Viktor Kuhlmann and Bernard Teissier (eds.)
Representation Theory – Current Trends and Perspectives, Henning Krause, Peter Littelmann,
Gunter Malle, Karl-Hermann Neeb and Christoph Schweigert (eds.)
Functional Analysis and Operator Theory for Quantum Physics. The Pavel Exner Anniversary Volume,
Jaroslav Dittrich, Hynek Kovařík and Ari Laptev (eds.)
Schubert Varieties, Equivariant Cohomology and Characteristic Classes, Jarosław Buczyński, Mateusz
Michałek and Elisa Postinghel (eds.)
Non-Linear Partial Differential Equations, Mathematical Physics, and Stochastic Analysis, Fritz Gesztesy,
Harald Hanche-Olsen, Espen R. Jakobsen, Yurii Lyubarskii, Nils Henrik Risebro and Kristian Seip, Editors
Spectral Structures
in Mathematics
Michael Baake
Friedrich Götze
Werner Hoffmann
Editors
Editors:
Michael Baake mbaake@math.uni-bielefeld.de

Friedrich Götze goetze@math.uni-bielefeld.de
Werner Hoffmann hoffmann@math.uni-bielefeld.de
Fakultät für Mathematik
Universität Bielefeld
Postfach 100131
33501 Bielefeld
Germany
2010 Mathematics Subject Classification: Primary 58J65, 52C23, 20F65, 11M41; secondary 46L54, 60J45,
35C07, 35Q55, 43A25, 20F36, 11R42, 14L05.
Key words: Universal distributions, free probability, Markov processes, Schrödinger operators, heat kernel,
spatial ecology, metastability, numerical analysis, critical regularity, aperiodic order, dynamical systems,
special Kähler structure, non-crossing partitions, localising subcategory, braided groups, zeta functions,
subgroup growth, representation growth, Brumer–Stark conjecture, p-divisible groups.
ISBN 978-3-03719-197-2
The Swiss National Library lists this publication in The Swiss Book, the Swiss national bibliography, and
the detailed bibliographic data are available on the Internet at http://www.helveticat.ch.
This work is subject to copyright. All rights are reserved, whether the whole or part of the material
is concerned, specifically the rights of translation, reprinting, re-use of illustrations, recitation,
broadcasting, reproduction on microfilms or in other ways, and storage in data banks. For any kind of use
permission of the copyright owner must be obtained.
© European Mathematical Society 2019
Contact address:
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Printing and binding: Beltz Bad Langensalza GmbH, Bad Langensalza, Germany
∞ Printed on acid free paper
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Preface
This book is a collection of survey articles on several fields of mathematics in which

spectral structures appear and topological methods are applied. Those were the over-
arching themes under which a large group of researchers joined their efforts in the
Collaborative Research Centre (SFB) 701 over three funding periods from 2005 until
2017. The topics span diverse mathematical disciplines from stochastics and dynam-
ical systems via global analysis and representation theory to arithmetic geometry.
Each article exposes recent results obtained by members and guests of the SFB 701
and embeds them into the general state of the art in the pertinent field. The interre-
lations between seemingly disparate areas are demonstrated by the introduction, by
several joint papers and by various cross-references between the individual articles.
For example, universal probability distributions (Chapter 1) have conjectural con-
nections to the zero distribution of zeta functions in number theory, and the special
values of those zeta functions carry arithmetic information (Chapter 16). Zeta func-
tions are also used to study the growth of the number of representations of a group
depending on the degree (Chapter 15). Noncrossing partitions appear in represen-
tation theory (Chapter 11), asymptotic distributions (Chapters 1, 11) and geometric
group theory (Chapters 11, 13). Another example are generating operators of stochas-
tic processes, which are studied in the framework of stochastic differential equations
(Chapter 2), of Markov processes in continuum (Chapter 4) and of processes on more
general spaces such as fractals (Chapter 3). Thus, the current volume gives insight
into recent developments, and highlights the unity of mathematics. We hope that the
joint index helps to enhance the usefulness of this publication.
The editors would like to use this occasion to express their gratitude to the nu-
merous people who made the SFB run smoothly, including Nadja Epp and Stephan
Merkes, who managed the general administration including the visitor programme,
the student assistants, who ran the IT infrastructure, and the secretaries of the mem-
bers, in particular Anita Lydia Cole, who supported the speaker. Also, we express
our gratitude to Britta Heitbreder for her expert LATEX work in preparing this volume.
Last not least, we thank the German Research Foundation (DFG) for having invested
in this project and for efficient and supportive procedures.
Michael Baake Friedrich Götze Werner Hoffmann

Introduction
“Spectral structures and topological methods in Mathematics”

Collaborative Research Centre 701 (2005–2017)
Over the 12 years of funding, the CRC covered a broad spectrum of research. Its
participants were driven by the vision of reinforcing and building bridges between
various branches of theoretical and applied mathematics. Many significant develop-
ments in mathematics are related to spectral structures and use topological methods.
Frequently, they have their origins in applied fields, for example in new concepts of
mathematical physics and fluid dynamics, crystallography and materials science.
The research pursued in the framework of the CRC may be attributed to one or
several of the following broad mathematical topics:
asymptotics and universality
lattices
representation theory
harmonic and geometric methods
deterministic and stochastic dynamics
moduli spaces
p-adic L-functions
p-adic cohomology
In this volume, we would like to highlight some illustrating examples of this re-
search, to embed it into a wider mathematical context, and to emphasise connections
within and between these topic areas. Let us now give a synopsis of the various
chapters.
Asymptotic approximations are a major tool for the analysis of distributions in
different areas of mathematics. In Chapter 1 (Götze and Kösters), they are used to
investigate the accuracy of universal statistical laws for local and global distribution
of spectral values of random matrices and sums with independent parts. Here, uni-
versality for large times or for large complexity means that these distributions show
an emergent collective behaviour in the limit which is independent of special proper-
ties of the model, such as the starting distribution, the details of the dynamics or the
details of the distribution of the constituent parts.
The asymptotic growth of numbers of geometric or algebraic objects are a com-
mon theme of Chapter 9 (Baake, Gähler, Huck and Zeiner) as well as Chapter 15
(Voll). The first one considers the enumeration of particular lattices in Euclidean
space, the second one centres around the enumeration of subrings and representa-
tions of unipotent group schemes. In both cases, these numbers are studied via an
analytic encoding in zeta functions, which generalise those of Hecke and Tate.
viii
Other generalisations of these zeta functions with applications to Arthur–Selberg

trace formulas in the framework of the Langlands program are reviewed in Chapter 14
by Hoffmann. Their analytic continuation and functional equations are obtained by
tools of harmonic analysis like Poisson summation.
Apart from enumeration, Chapter 9 (Baake, Gähler, Huck and Zeiner) also fo-
cuses on harmonic properties of lattices and quasiperiodic sets as well as on spectral
implications of quasiperiodic tilings, their generation and connection to dynamical
systems.
Similarly, spectral properties of nonlinear dispersive equations of Schrödinger
type, studied in Chapter 7 (Herr), are closely tied to spectral sets of lattice points
which are investigated by methods of harmonic analysis parallel to those used in an-
alytic number theory and the geometry of numbers studied in Chapter 1 (Götze and
Kösters).
Stochastic dynamical systems and their spectral properties represent another main
topic of the CRC 701. In Chapter 5, Gentz studies metastability in parabolic SPDEs
and other noise-induced phenomena in coupled dynamics by means of harmonic and
stochastic analysis, large-deviation methods and random Poincaré maps.
Equivariant dynamical systems are investigated in Chapter 6 by Beyn and Otten,
where the surprising stability of equivariant evolution equations and their relative
equilibra is studied under numerical discretisation. The stability of waves can be
analysed using holomorphic nonlinear eigenvalue problems.
In Chapter 8, Kassmann applies methods from partial differential equations and
nonlocal operators in Euclidean spaces to study variational solutions of fractional
Dirichlet problems and related Harnack inequalities.
In Chapter 4, Kondratiev, Kutovyi and Tkachov study Markov birth and death
processes in spatial ecologies by means of evolutions of configuration sets and semi-
group methods, passing from microscopic stochastic configuration processes to meso-
scopic kinematic model equations.
In Chapter 2, Röckner discusses open problems and new approaches in solving
Fokker–Planck–Kolmogorov equations in finite and in particular in infinite-dimen-
sional spaces. He also reviews important results on the corresponding stochastic
differential equations in this general infinite-dimensional setup and discusses appli-
cations to stochastic differential equations such as the stochastic porous media equa-
tion.
A panorama of views showing the interplay of different fields of mathematics is
developed for the notion of a poset (or lattice) of non-crossing partitions in Chap-
ter 11 (Baumeister, Bux, Götze, Kielak and Krause). Non-crossing partitions are
fundamental in moment computations for universal laws of non-commutative con-
volutions in free probability, and the Kreweras complement in this poset allows to
analyse multiplicative non-commutative convolutions. Similarly, it can be used to
determine the classifying spaces of braid groups and to describe the Hurwitz action
in finite Coxeter systems. Last but not least, non-crossing partitions lie at the heart
of bijections between subcategories of thick and coreflective subcategories related to
crystallographic Coxeter systems in representation theory. These fruitful connections
have been the topic of several conferences hosted by the CRC 701 in the last years on
ix
free probability, quantum groups, algebraic combinatorics, buildings and representa-

tion theory.
Connections between the algebraic geometry of the projective line and its co-
homological localisations in representation theory are reviewed in Chapter 12 by
Krause and Stevenson. The example of the projective line shows that the classifi-
cation of thick subcategories via non-crossing partitions that arises in representation
theory is nicely complemented by the classification of thick tensor ideals arising in
algebraic geometry.
Harmonic analysis and stochastic dynamics on Riemanian manifolds together
with associate heat kernel bounds and escape rates are studied in Chapter 3
(Grigor’yan). Some of these results can be transferred to (ultra-)metric measure
spaces by means of Dirichlet forms. For discrete spaces like graphs, the notions of
Hochschild homology and other fundamental homology constructions like Künneth’s
formula can be partially extendend.
In a similar vein, complexes for graphs and surfaces are studied in Chapter 13
(Bux) together with Morse functions on cell complexes in order to access higher
finiteness properties of braided version of certain groups.
Chapter 10 (Callies, Haydys) is devoted to the interplay of local and global geom-
etry and harmonic analysis for special affine Kähler structures.
Finally, p-adic analysis, number theory and geometry are in the focus of Chap-
ter 16 (Nickel), reporting evidence for conjectures by Gross and Stark on vanishing
orders and leading terms of p-adic L-functions and complex L-functions at zero. The
theory of displays and the classification of p-divisible groups and with its important
recent applications are studied in Chapter 17 by Zink.
The research within the CRC 701 established viable connections at the interface
between theoretical and applied mathematics: Algebraic geometry and dynamical
systems, representation theory and probability theory, stochastic analysis and numer-
ics, harmonic analysis connecting nonlinear partial differential equations, stochastics
and analytic number theory. The special added value of the CRC 701 has been to
realise the full potential of the mathematical theories around these interfaces, which
motivated the newly recruited researchers to engage themselves into a coherent, stim-
ulating research environment.
Establishing such a framework of interactions between different fields of mathe-
matics might be viewed as the most important legacy of the CRC 701.
Friedrich Götze Michael Röckner Thomas Zink

Contents
1 Convergence and asymptotic approximations to universal distributions

in probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
by F. Götze, H. Kösters
1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Symmetric random matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3 Non-symmetric random matrices . . . . . . . . . . . . . . . . . . . . . . . 8
1.4 Local spectral distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.5 Connections between probability theory and number theory . . . . . 16
1.6 Analogies between classical and free probability . . . . . . . . . . . . . 20
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2 Kolmogorov operators and SPDEs . . . . . . . ................... 29

by M. Röckner
2.1 Fokker–Planck–Kolmogorov equations ................... 29
2.2 Three selected results on SPDEs . . . . . ................... 40
References . . . . . . . . . . . . . . . . . . . . . . . . ................... 52
3 Analysis and stochastic processes on metric measure spaces . ....... 55

by A. Grigor’yan
3.1 Analysis on manifolds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
3.2 Analysis on metric measure spaces . . . . . . . . . . . . . . . . . . . . . . 63
3.3 Homology theory on graphs . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
4 Markov evolutions in spatial ecology: From microscopic dynamics

to kinetics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 75
by Yu. Kondratiev, O. Kutovyi, P. Tkachov
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
4.2 Complex systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
4.3 Markov evolutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
4.4 Birth-and-death evolutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
4.5 Vlasov-type scalings . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
4.6 Kinetic equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
xii Contents
5 Metastability in randomly perturbed dynamical systems: Beyond large-

deviation theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
by B. Gentz
5.1 Large deviations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
5.2 Kramers’ Law . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
5.3 Parabolic SPDEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
5.4 Unstable periodic orbits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
5.5 Mixed-mode oscillations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
6 Computation and stability of waves in equivariant evolution equations 129

by W.-J. Beyn, D. Otten
6.1 Equivariant evolution equations . . . . . . . . . . . . . . . . . . . . . . . . 129
6.2 The freezing method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
6.3 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
6.4 Relative Equilibria . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 144
6.5 Nonlinear eigenvalue problems . . . . . . . . . . . . . . . . . . . . . . . . . 152
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
7 Initial value problems for nonlinear dispersive equations

at critical regularity . . . . . . . . . . . . . . . . . . . . . . . . . . . . ........ 159
by S. Herr
7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
7.2 Nonlinear Schrödinger equations on compact manifolds . . . . . . . . 165
7.3 Nonlinear systems on Euclidean space . . . . . . . . . . . . . . . . . . . . 173
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
8 Variational solutions to nonlocal problems . . . . . . . . . ........... 183

by M. Kaßmann
8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 183
8.2 Variational solutions to the Dirichlet problem . . . . . . . . . . . . . . . 185
8.3 Ellipticity and coercivity of nonlocal operators . . . . . . . . . . . . . . 189
8.4 (Weak) Harnack inequalities, and Hölder regularity . . . . . . . . . . . 191
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 194
9 Spectral and arithmetic structures in aperiodic order . . . ......... 197

by M. Baake, F. Gähler, C. Huck, P. Zeiner
9.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197
9.2 Weak model sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
9.3 A decorated quasiperiodic tiling with mixed spectrum . . . . . . . . . 203
9.4 Random inflations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210
9.5 Enumeration of lattices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217
Contents xiii
10 Affine special Kähler structures in real dimension two . . . . ........ 221

by M. Callies, A. Haydys
10.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
10.2 Special Kähler geometry in local coordinates . . . . . . . . . . . . . . . 223
10.3 Some global aspects of special Kähler geometry on P 1 . . . . . . . . . 230
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 232
11 Non-crossing partitions . . . . . . . . . . . . . . . . . . . . . . . . . . ........ 235

by B. Baumeister, K.-U. Bux, F. Götze, D. Kielak, H. Krause
11.1 The poset of non-crossing partitions . . . . . . . . . . . . . . . . . . . . . 235
11.2 Non-crossing partitions in free probability . . . . . . . . . . . . . . . . . 240
11.3 Braid groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 247
11.4 Non-crossing partitions in Coxeter groups . . . . . . . . . . . . . . . . . 259
11.5 The Hurwitz action . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265
11.6 Non-crossing partitions arising in representation theory . . . . . . . . 267
11.7 Generalised Cartan lattices . . . . . . . . . . . . . . . . . . . . . . . . . . . . 269
11.8 Braid group actions on exceptional sequences . . . . . . . . . . . . . . . 270
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
12 The derived category of the projective line . . . . . . . . . ........... 275

by H. Krause, G. Stevenson
12.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275
12.2 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 276
12.3 Types of localisation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 279
12.4 Cohomological localisations for the projective line . . . . . . . . . . . 285
12.5 Exotic localisations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 292
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 296
13 Higher finiteness properties of braided groups . . . . . . . . . . ....... 299

by K.-U. Bux
13.1 Introduction: From group theory to topology . . . . . . . . . . . . . . . 299
13.2 Brown’s criterion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 301
13.3 Combinatorial Morse theory . . . . . . . . . . . . . . . . . . . . . . . . . . . 303
13.4 Matching complexes for graphs and surfaces . . . . . . . . . . . . . . . 305
13.5 Higher generation in symmetric groups and braid groups . . . . . . . 308
13.6 The braided Thompson group V br . . . . . . . . . . . . . . . . . . . . . . . 310
13.7 A cube complex for V br . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 312
13.8 The Morse function and its descending links . . . . . . . . . . . . . . . . 314
13.9 Connectivity of descending links . . . . . . . . . . . . . . . . . . . . . . . . 316
13.10 Finiteness properties of V br : Proof of Theorem 13.6.1 . . . . . . . . . 320
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 320
xiv Contents
14 Zeta functions and the trace formula . . . ..................... 323

by W. Hoffmann
14.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 323
14.2 Zeta integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 324
14.3 The Trace formula . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 334
14.4 Unipotent terms in the trace formula . . . . . . . . . . . . . . . . . . . . . 338
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 342
15 Zeta functions of groups and rings—functional equations and analytic

uniformity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 345
by C. Voll
15.1 Zeta functions associated to groups and rings . . . . . . . . . . . . . . . 345
15.2 Submodule zeta functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 347
15.3 Representation zeta functions for unipotent group schemes . . . . . . 355
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 361
16 Conjectures of Brumer, Gross and Stark . . . . ................. 365

by A. Nickel
16.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 366
16.2 The abelian case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 368
16.3 The general case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 370
16.4 Relations to further conjectures and results . . . . . . . . . . . . . . . . . 379
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 386
17 Displays and p-divisible groups . . . . . . ...................... 389

by T. Zink
17.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 389
17.2 Frames . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390
17.3 Displays . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 393
17.4 Classification of p-divisible groups . . . . . . . . . . . . . . . . . . . . . . 397
17.5 The nilpotency condition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 398
17.6 Isogenies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 402
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 407
List of contributors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 409
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 411
Chapter 1
Convergence and asymptotic approximations
to universal distributions in probability
F. Götze and H. Kösters
The limiting distributions of functionals depending on a large number of independent

random variables of comparable size are often universal, leading to a vast number of
convergence and approximation results. We discuss some general principles that have
emerged in recent years. Examples include classical and entropic central limit theo-
rems in classical and free probability, distributions of zeros of random polynomials
of high degree and related distributions of algebraic numbers, as well as global and
local universality results for spectral distributions of random matrices.1
1.1 Introduction
In random matrix theory, the distributions of the eigenvalues of various kinds of ran-
dom matrices are investigated, see e.g. [3]. More precisely, we are interested in the
asymptotic behaviour of the eigenvalues as the matrix size tends to infinity.
Let us begin with one of the most famous results in random matrix theory, the
semi-circle law. For each n 2 N, let X n D .n 1=2 Xj k /16j;k6n be a symmetric
Wigner matrix, i.e. a symmetric n n matrix such that .Xj k /16j 6k6n is a family
of independent and identically distributed (i.i.d.) real random variables satisfying the
moment conditions
EXj k D 0 and EXj2k D 1 (1.1.1)
and, for some ı > 0,
sup sup EjXj k j2Cı < 1 : (1.1.2)

n2N 16j;k6n
The random variables Xj k may depend on n, but this dependence is suppressed in the
notation. Let us mention that all the results described in this section continue to hold
for symmetric random matrices with non-identically distributed entries, and also for
Hermitian Wigner matrices. P
Let 1 ; : : : ; n denote the eigenvalues of X n , and write X n WD n1 njD1 ıj for
the (empirical) spectral distribution of X n . The investigation of the limiting spectral
1 Projects A4, B1
2 F. Götze, H. Kösters
distribution (after appropriate rescaling) has a long history and dates back to work by
Wigner in the 1950s. The famous semi-circle law states that
q
1
lim EX n D sc .dx/ WD 2 .4 x 2 /C dx (1.1.3)
n!1
in the sense of weak convergence. Similar results hold without the expectation, with
weak convergence in probability or almost surely. It is worth emphasising that the
limiting spectral distribution is always given by the semi-circle distribution sc , ir-
respective of the distribution of the random variables Xj k . In this respect, the semi-
circle distribution is universal.
There are two main approaches to prove the semi-circle law, the method of mo-
ments and the method of Stieltjes transforms.
If, for each m 2 N, the moments EjXj k jm are finite and uniformly bounded in n,
one can use the method of moments. Here one shows using combinatorial arguments
that
Z Z
lim x m .EX n /.dx/ D lim E n1 tr X mn D x m sc .dx/ (1.1.4)
n!1 n!1
for any m 2 N0 . For m D 2l even, the limit is the lth Catalan number, or the
number of non-crossing pair partitions of 2l elements. Since convergence in moments
implies convergence in distribution when the limiting distribution is determined by its
moments, this proves (1.1.3).
For any probability measure on the real line, the Stieltjes transform is the ana-
lytic function on the upper half-plane CC WD fu C iv 2 C W u; v 2 R; v > 0g defined
by
Z
1
m .z/ WD .dx/ ; z 2 CC : (1.1.5)
x z
We shall write mX n instead of m and msc instead of msc . It is well known
Xn
that the pointwise convergence of Stieltjes transforms (to a limit which is itself the
Stieltjes transform of a probability measure) is equivalent to the weak convergence of
the underlying probability measures.
In the context of Wigner matrices, the usefulness of the Stieltjes transform comes
from the observation that, for each z 2 CC ,
n
X
1 1 1
mX n .z/ D n
tr R n D n P .j /
n 1=2 X z n 1 Xj k Xj l Rkl
j D1 jj k;l¤j
n
(1.1.6)
X 1 1
1
D n 1
C En D C En :
z n
tr R n z mX .z/
j D1 n
.j /
Here, R n WD .X n zI n / 1 D .Rkl / and R .j n
/
WD .X .j
n
/
zI n 1 / 1 D .Rkl /
.j / .j /
denote the resolvents of the matrices X n and X n , where X n is obtained from X n
Convergence and Asymptotic Approximations 3
by deleting the j th row and the j th column, and En is an error term (see below). If
this error term were zero, (1.1.6) would yield the self-consistency equation
m2 .z/ C zm.z/ C 1 D 0 ; (1.1.7)
whose solution is given by the Stieltjes transform of the semi-circle distribution.
Hence, to prove the semi-circle law, one must show that En ! 0 as n ! 1 (in
the appropriate sense). More precisely, it is not hard to see that the error term in
(1.1.6) is given by
n
X X
1 1=2 1 .j /
.z C mX n .z//En D n
Rjj n Xjj n
Xj k Xj l Rkl
j D1 k;l¤j Wk¤l
X (1.1.8)
.j /
1
n
.Xj2k 1/Rkk C 1
n
tr.R n R .j
n /
/
;
k¤j
so it remains to show that the sums on the right-hand side in (1.1.8) tend to zero
as n ! 1. To this end, results from classical probability theory concerning the
moments and distributions of (possibly random) linear and quadratic forms of inde-
pendent random variables are useful.
The problem of optimal approximations of distributions of linear and nonlinear
functions of independent random variables is a classical problem of probability and
harmonic analysis, which originated from classical analytic number theory. For linear
functionals, the arithmetic structure of the summands strongly influences the distri-
bution of the sums, as in the Littlewood–Offord problem [96] and in the central limit
theorem (CLT). For nonlinear functionals like quadratic forms, this influence is al-
ready reduced and studied intensively in the value distribution on lattices by Landau
(1924) and the multivariate CLT for balls by Esséen (1945). Hence, one expects
that distributions of generic highly non-linear functionals of vectors and matrices of
independent variables (e.g. eigenvalues of matrices) exhibit a smooth distributional
behaviour irrespective of a possible arithmetic/lattice structure in the distribution of
these variables. This expected behaviour applies as well to the distribution of roots
of high-degree polynomials with independent random coefficients, which is related
to the distribution of algebraic numbers of growing height.
Random matrix theory is also related to free probability [3, 102]. To explain this,
let us start from the observation that, by generalisation of Eq. (1.1.4), the calculation
of the expected traces of more general products of random matrices is also of interest.
If .X n / and .Y n / are independent sequences of Wigner matrices as in (1.1.4), it turns
out that
j j
k k

lim E n1 tr X n1 . lim 1 E tr X 1 /I n Y n1 . lim 1 E tr Y 1 /I n
n!1 !1 !1

jm 1 jm km 1 k
Xn . lim E tr X /I n Y n . lim E tr Y m /I n D 0 (1.1.9)
!1 !1
for all m 2 N and all j1 ; : : : ; jm ; k1 ; : : : ; km 2 N. By linearity and by induction, this

allows us to reduce the expected traces of the products X jn1 Y kn1 X jnm Y knm to those
of the powers X jn and Y kn . The relation (1.1.9) is called the asymptotic freeness of
the sequences .X n / and .Y n /.
The relation (1.1.9) is the asymptotic counterpart of the notion of freeness in free
probability. Here, one considers a unital algebra A endowed with a tracial unital
linear functional ' W A ! C and studies the moments '.an / of elements a 2 A.
Two elements a; b 2 A are called free (with respect to each other) if

' .aj1 '.aj1 //.b k1 '.b k1 // .ajm '.ajm //.b km '.b km // D 0
(1.1.10)
for all m 2 N and all j1 ; : : : ; jm ; k1 ; : : : ; km 2 N. Just as above, this allows us to

reduce the mixed moments '.aj1 b k1 ajm b km / to the moments '.aj / and '.b k /.
The notion of freeness may be regarded as a (non-commutative) analogue of the
notion of independence in classical probability theory. Moreover, it allows for the
development of a free probability with many parallels to classical probability. For
instance, if a and b are free, the moments of the sum a C b and the product ab depend
only on the moments of a and b. Thus, provided that all the moment sequences
correspond to probability measures a , b etc. on the real line, one may define the
free additive and multiplicative convolution of a and b by setting
a b WD aCb and a b WD ab :
For the multiplicative convolution, we shall assume without further notice that the dis-
tributions a and b are supported on the positive half-line. One may then investigate
similar questions (limit theorems, infinite divisibility, asymptotic approximations and
expansions, . . . ) as for the classical convolutions. For instance, the free CLT shows
that if '.a/ D 0 and '.a2 / D 1, then limn!1 n p D weakly, which is the
a= n sc
direct analogue of the classical CLT. Thus, the semi-circle distribution plays a similar
role in free probability as the normal distribution in classical probability.
When the probability measures a and b have compact support, one may also
take an analytic approach based on suitable transforms, namely Voiculescu’s R- and
S -transforms [3, 102], instead of the combinatorial approach outlined above. These
transforms are analytic on certain domains in the complex plane and satisfy
Ra D Ra C R and Sa D Sa S ;

b b b b
and hence may be viewed as analogues of the logarithmic Fourier transform and the
Mellin transform in classical probability theory. Incidentally, the R- and S -trans-
forms are also closely related to the Stieltjes transform in (1.1.5). For instance, for
the R-transform, we have Ra .z/ D . ma .z//h 1i z 1 , where . /h 1i denotes
the inverse function.
In terms of random matrices, the free convolutions may be interpreted as fol-
lows: Suppose that .X n / and .Y n / are sequences of self-adjoint random matrices of
increasing dimension whose mean spectral distributions converge to X and Y in
moments and which are asymptotically free. (Roughly speaking, this means that their
eigenspaces are in general position to one another.) Then, the limiting mean spectral
distributions of X n C Y n and X n Y n are given by X Y and X Y , respec-
tively. Thus, the limiting spectral distributions of certain composite random matrices
may be investigated using tools from free probability.
As already mentioned, the semi-circle distribution may be regarded as the counter-
part of the normal distribution in free probability. It seems natural to study functionals
under which these distributions have certain extremal properties. For instance, it is
well known that the normal distribution maximises Shannon entropy among all distri-
butions with mean 0 and variance 1. Similarly, the semi-circle distribution maximises
Voiculescu’s free entropy in the same class. Thus, it seems natural to investigate limit
theorems with respect to the divergence measures associated with these entropies.
This brings us to the field of entropic limit theorems; see Section 1.6.2.
In the semi-circle law, in the limit as n ! 1, the eigenvalues are confined to a
bounded interval. This is the global (or macroscopic) level, where one studies the
weak convergence of the empirical eigenvalue distribution to some limiting distribu-
tion (typically with compact support). One may also consider the local (or micro-
scopic) level, where the eigenvalues are rescaled in such a way that the mean spacing
between neighbouring eigenvalues is of the order 1. One then studies the asymptotic
correlations between a small number of eigenvalues which are close to one another.
Interestingly, here the limiting distributions are often universal too, which means that
the same limits arise for different kinds of random matrices (from the same sym-
metry class). See Section 1.4 below for a sample of results. Moreover, these limits
also appear in a variety of other contexts. For instance, the asymptotic local spectral
distributions for Hermitian Wigner matrices also show up in representation theory
(asymptotics of Young diagrams), probability theory (non-colliding stochastic pro-
cesses, repulsive particle systems), number theory (zeros of L-functions) and physics
(quantisations of chaotic dynamical systems).
1.2 Symmetric random matrices

In this section we discuss several extensions of the semi-circle law that have been
obtained in the last few years. We continue with the notation and the assumptions for
symmetric Wigner matrices from the Introduction.
1.2.1 Rate of convergence in the semi-circle law It is natural to ask for the rate of
convergence in the semi-circle law. Given two probability measures and on the
real line with distribution functions F and G, we write
k k1 WD sup jF .x/ G.x/j
x2R
for the Kolmogorov distance between and . Then, one may consider the distance
either for the mean spectral distribution,
n WD kEX n sc k1 ;
or for the spectral distribution,
n WD kX n sc k1 :
The problem to establish upper bounds on n has a long history. In 1993, Bai [7]
derived the rate O .n 1=4 / under a 4th moment condition. The rate O .n 1=2 / was
obtained independently by Girko (1998, 2002), Bai, Miao and Tsay (2002), and Götze
and Tikhomirov (2003) under various moment conditions; see [69] for references.
Next, the optimal rate O .n 1 / was obtained for the special case of random matrices
with Gaussian entries, first in the Hermitian case [65] and then in the symmetric case
[100]. Using concentration of measure techniques, Bobkov, Götze and Tikhomirov
[22] obtained the rate O .n 2=3 / under the assumption that the matrix entries satisfy
a Poincaré inequality. The optimal rate of convergence O .n 1 / under weak moment
conditions was finally established by Götze and Tikhomirov [68, 69], initially under
an 8th moment condition [68] and later under a .4 C ı/th moment condition [69].
More precisely, it was shown in [69] that if
M4Cı WD sup sup EjXj k j4Cı < 1 (1.2.1)

n2N 16j;k6n
for some ı > 0, then there exists a constant C D C.ı; M4Cı / such that
1
n 6 C n (1.2.2)
for all n 2 N.
The proof of this result required three major ingredients:
1. A suitable variant of the smoothing inequality to bound the Kolmogorov distance
in terms of the difference of the corresponding Stieltjes transforms, see Proposi-
tion 2.1 in [68]. This inequality uses a special contour which stays away from
the end-points ˙2 of the support of sc , where the Stieltjes transforms are more
difficult to control.
2. A recursive argument to derive good bounds on the diagonal entries of the resol-
vent close to the real axis, see Section 5 in [68]. Roughly speaking, this argument
shows that a bound on EjRjj j2p at distance v from the real axis entails a bound
on EjRjj jp at distance v=s0 from the real axis. It was inspired by similar results,
albeit under stronger moment conditions, by Cacciapuoti, Maltsev and Schlein
[26]. The proof under weak moment conditions is more involved, and uses recur-
sive expansions for the resolvent entries similar to (1.1.6), as well as Burkholder’s
inequality for martingale difference sequences to estimate the resulting quadratic
forms.
3. A recursive inequality for EjmX n .z/ mSC .z/j2 , see Lemma 7.24 in [68]. This
inequality is based on a Stein-type expansion adapted to the self-consistency equa-
tion (1.1.7), which facilitates the recursion argument considerably.
Using moment matching techniques, a simplified proof of (1.2.2) could be given
in [61].
Let us now turn to upper bounds on n . In 1997, Bai, Miao and Tsay [9] ob-
tained the rate OP .n 1=4 / under a 4th moment condition. The rate OP .n 1=2 / was
established in [64] under a 12th moment condition and in [10] under a 6th mo-
ment condition. More recent results by Erdős, Yau and Yin [42] imply that n D
OP .n 1.log n/C log log n /, see e.g. Section 1 in [68]. In [60], complemented by addi-
tional material in [58, 59], Götze, Naumov and Tikhomirov proved that, under the
condition (1.2.1),
n D OP .n 1
log n/ ; (1.2.3)
with some explicit constant D .ı/. In view of a result by Gustavsson [72] for
GUE matrices (i.e. Hermitian Wigner matrices with Gaussian entries), it seems clear
that the optimal rate cannot be better than OP .n 1 log1=2 n/. Thus, a result of the
form (1.2.3) is optimal up to logarithmic factors.
Götze, Naumov, Tikhomirov and Timushev [61] improved the result (1.2.3) by
showing that it is possible to take D 2. More generally, they showed that, un-
der the condition (1.2.1), there exist positive constants C D C.ı; M4Cı / and c D
c.ı; M4Cı / such that for 1 6 p 6 c log n, one has
C p log2p n
P.n > K/ 6 for all K > 0 :
K p np
These results for n were obtained by refining the methods developed in [68]. For
instance, in [60], the previous estimates from [68] were extended to the off-diagonal
entries of the resolvent, and Stein-type expansions were employed systematically in
order to bound the pth moment of the error term En in (1.1.8). Moreover, in [61],
the authors used moment matching techniques (motivated by results in [37, 83]) to
compare a general Wigner matrix to a suitable Wigner matrix with sub-Gaussian
entries. Finally, an essential ingredient in all these works was an appropriate version
of the local semi-circle law, which will be described in the next subsection.
1.2.2 Local semi-circle law As mentioned below (1.1.5), the proof of the semi-
circle law amounts to showing that jmX n .u C iv/ msc .u C iv/j ! 0 as n ! 1,
for any fixed u 2 R, v > 0. In the last few years, similar results have been obtained
for the situation where v may tend to zero as n tends to infinity, but not too fast
[40, 38, 60, 61]. More precisely, under suitable moment conditions,
.log n/C log log n

jmX n .u C iv/ msc .u C iv/j 6 (1.2.4)
nv
with high probability, uniformly in u 2 R and 1 > v > log n=n, say. A result of the
form (1.2.4) is called a local semi-circle law in the literature, since it may be used as
a starting point for the investigation of the local distribution of the eigenvalues.
In fact, the local semi-circle law was originally developed by Erdős, Schlein and
Yau [40] on their way to proving the universality of the local spectral distribution of
general Wigner matrices, see also Section 1.4. The first version of the local semi-
circle law was derived under the assumption that the underlying matrix entries have
finite exponential moments (as well as further regularity properties). This assump-
tion was successively relaxed to .4 C ı/th moments in a series of papers by Erdős,
Knowles, Schlein, Yau and Yin; compare [38] and the references therein.
The paper [60] provided an alternative self-contained proof of the local semi-
circle law, also under a .4 C ı/th moment condition, by building upon the techniques
developed for the investigation of the rate of convergence [68]. One of the main
advantages of this approach is that the exponent of log n in (1.2.4) is reduced from
C log log n to a constant (at least in a certain region for the arguments u and v), with
a precise dependence on ı.
These results were further improved by Götze, Naumov, Tikhomirov and Timu-
shev [61], who showed that for any ı > 0, there exist constants C0 ; C1 ; C2 depending
only on ı and M4Cı (see (1.2.1)) such that

C0 p p
EjmX n .u C iv/ msc .u C iv/jp 6
nv
for all 1 6 p 6 C1 log n, 1 > v > C2 log n=n and juj 6 2 C v. By taking
p of the order log n and using Markov’s inequality, one re-obtains (1.2.4) for 1 >
v > C2 log n=n and juj 6 2 C v, but with the constant exponent D 1 instead of
D C log log n for the logarithmic factor.
As already mentioned, this version of the local semi-circle law plays a major role
in recent advances on the rate of convergence for n . Further applications include
the delocalisation of eigenvectors and the rigidity of eigenvalues; see [42, 60, 61] and
the references given there. In view of the results by Gustavsson [72], all these results
seem to be optimal up to logarithmic factors.
1.3 Non-symmetric random matrices

The spectral distributions of non-symmetric random matrices have also been investi-
gated.
1.3.1 Circular law For each n > 1, let X n D .n 1=2 Xj k /16j;k6n be a real Girko–
Ginibre matrix, i.e. an n n matrix such that .Xj k /16j;k6n is a family of i.i.d. real
random variables satisfying the moment conditions
EXj k D 0; EXj2k D 1 .1 6 j; k 6 n/
and, for some ı > 0,

sup sup EjXj k j2Cı < 1 :
n2N 16j;k6n
Again, the random variables Xj k are allowed to depend on n. Also, all the results
described in this section continue to hold for non-symmetric random matrices with
non-identically distributed matrix entries, as well as for complex Girko–Ginibre ma-

trices.
Similarly as above, let 1 ; : : : ; n denote the eigenvalues of X n , and write X n
for the (empirical) spectral distribution of X n . Of course, this is in general a proba-
bility measure on the complex plane now.
The famous circular law states that
1
lim EX n D circ .dz/ WD
1 fjzj<1g dz .n ! 1/
n!1
in the sense of weak convergence, or a similar result without the expectation (with
weak convergence in probability or almost surely). Thus, the spectral distribution
converges to the uniform distribution on the unit disk in the complex plane, and the
limiting distribution is again universal.
This result was first stated by Girko in the 1980’s. One of his key ideas was
to study the spectral distributions of the matrices X n by considering the spectral
distributions of the Hermitian random matrices .X n zI n /.X n zI n / , for all
z 2 C. More precisely, for a probability measure with compact support on the
complex plane, let
Z
U .z/ WD log j zj.d/ .z 2 C/ (1.3.1)
C
denote the associated logarithmic potential. We shall write UX n instead of UX n .

Then, it is easy to see that
Z 1
UX n .z/ D log.t/.X zI /.X zI n / .dt/ .z 2 C/ ; (1.3.2)
n n n
0
and the proof of the circular law boils down to proving the convergence of the corre-
sponding logarithmic potentials.
It is worth emphasising that the logarithmic potential UX n .z/ is given by an inte-
gral over an unbounded function. Thus, to prove the convergence of (1.3.2), say, it is
not sufficient to establish the weak convergence of the singular value distributions of
the matrices X zI n , but one must additionally control the large and small singular
values of these matrices. The real problem is that of controlling the small singular
values. In the case where the matrix entries have a smooth density, this problem was
solved by Bai [8]. For general distributions, however, this problem remained open. Its
solution became possible only recently due to work by Rudelson [91] and Rudelson
and Vershynin [92], who derived stochastic lower bounds on the smallest singular
value of a non-symmetric random matrix with independent entries. These bounds
were obtained by a combination of geometric and probabilistic methods, inter alia
concentration inequalities for linear forms of independent random variables. Inde-
pendently of each other, Götze and Tikhomirov [66] and Tao and Vu [97] extended
these bounds to ‘shifted’ matrices X n zI n and applied them to complete the proof
of the circular law.
PnTo continue, optimal bounds for the concentration in small balls of weighted sums
kD1 Xk ak of vectors ak with i.i.d. real weights Xk crucially depend on the arith-
metic properties of the vectors ak if Xk are Rademacher variables taking values ˙1.
Arithmetic consequences of strong concentration have been investigated by Nguyen,
Tao and Vu (2009, 2011) e.g. in [96, 87]. They called this inverse Littlewood–Offord
phenomenon.
Eliseeva, Götze and Zaitsev [35, 36] showed that this phenomenon can be de-
rived from seminal results of Arak (1980, 1981) and Arak and Zaitsev (1988), see [4]
and the references therein, who investigated a similar phenomenon in a more
P general
context. They studied how a large local concentration of the sum Sa WD nkD1 Xk ak
of i.i.d. variables Xk implies a good approximation of the distribution of Sa by an
induced measure of distributions supported on a higher dimensional lattice under a
linear map. As shown in [35, 36], this yields information about the arithmetic struc-
ture of the sequence ak extending the results of [96, 87].
1.3.2 Elliptic law After the proof of the circular law, various extensions were con-
sidered, see also the survey paper by Bordenave and Chafaï [23].
One line of research was the proof of the elliptic law [85, 86, 55]. Here, one con-
siders random matrices X n D .n 1=2 Xj k /16j;k6n with similar moment properties
as in the circular law, but for which the random variables Xj k and Xkj with j ¤ k
are correlated, with a fixed correlation coefficient % 2 . 1; C1/. It turns out that
the asymptotic spectral distribution is given by the uniform distribution on an ellipse,
with a shape determined by %. By and large, the proof of the elliptic law resembles
that of the circular law. However, due to correlations, several parts of the proof have
to be adapted, including the bounds on the small singular values.
Note that one may regard the ‘elliptic’ matrices as interpolations between Wigner
matrices and Girko–Ginibre matrices, and their limiting distributions as interpolations
between the semi-circular distribution and the circular distribution.
1.3.3 Products of random matrices In a different direction, the spectral distribu-

tions of products of independent Girko–Ginibre matrices X 1;n X k;n (all of size
n n) were investigated, for k fixed and n ! 1. Similarly as for Girko–Ginibre
matrices, both the singular value distributions [2] and the eigenvalue distributions
[67, 90] were studied.
The distribution of the (squared) singular values may be addressed either via the
method of moments, which leads to the Fuss–Catalan numbers, or via the method
of Stieltjes transforms, which leads to an algebraic equation of degree k C 1 for the
Stieltjes transform of the limiting distribution.
After that, the derivation of the eigenvalue distribution again uses Girko’s Hermiti-
sation method. Here, the small singular values of the ‘shifted’ matrices X 1;n X k;n
zI n may be controlled by using the previous results for a single Girko–Ginibre ma-
trix X n as well as Horn’s inequalities for the singular values of product matrices, see
e.g. [73, Thm. 3.3.14]. The final result is that, for fixed k, the limiting eigenvalue
distribution is universal and given by
.k/ 1
circ .z/ D 1fjzj<1g dz : (1.3.3)
kjzj2.k 1/=k
Remarkably, this is the same limiting distribution as that for the kth power of a single
Girko–Ginibre matrix.
Furthermore, the same result holds for products of independent ‘elliptic’ random
matrices [56, 89]. Somewhat surprisingly, for products with k > 2 factors, one also
obtains the limiting eigenvalue density (1.3.3), irrespective of the correlation % of the
underlying factors.
Fluctuation results for linear statistics of singular values of products of random
matrices have also been studied [57].
1.3.4 Functions of random matrices Götze, Kösters and Tikhomirov [53] pro-
posed a general framework for the investigation of matrix-valued functions
F n .X 1;n ; : : : ; X k;n / of independent Girko-Ginibre matrices X 1;n ; : : : ; X k;n (all of
size n n). One of the main ideas was to exploit the principle of universality, thereby
partly avoiding the need to analyse the self-consistency equations for the Stieltjes
transforms.
In a first step, one identifies a set of conditions under which one may establish
the universality of the limiting singular value and eigenvalue distributions. The in-
vestigation of the singular values relies on the Stieltjes transform and uses classical
truncation and interpolation arguments from probability theory, while the study of the
eigenvalues is again based on Girko’s Hermitisation method.
In a second step, one determines the limiting spectral distributions in a simple
special case, namely for functions of Gaussian random matrices. Here one can take
advantage of the fact that these matrices are bi-orthogonally invariant (i.e. their dis-
tribution is not changed if we pre- or postmultiply them by orthogonal matrices), and
hence asymptotically free. Thus, it becomes possible to determine the limiting spec-
tral distributions by using the calculus of S - and R-transforms from free probability
(see the Introduction) as well as classical results from logarithmic potential theory, at
least in simple situations.
It turns out that the underlying assumptions may be verified in a number of exam-
ples. In particular, many results on products of independent Girko-Ginibre matrices
and their inverses may now be derived within a common framework [53]. Further-
more, the same approach may also be used for sums of independent random matrices
[99, 79], although a more explicit description of the limiting spectral distributions is
available only in a few special cases here. For example, for random matrices of the
form X 1;n .X 2;n X k;n / 1 , or even sums of independent copies thereof, the limit-
ing spectral distributions are closely related to the symmetric stable distributions from
free probability [79].
1.4 Local spectral distributions

Let us turn to the local spectral distributions. For later comparison, we start with the
classical results for the Gaussian unitary ensemble (GUE), see e.g. [3]. This is the
probability distribution on the space Hn of Hermitian n n matrices with the matrix
density

const exp 12 n tr X 2 dX ; (1.4.1)
Q Q
where dX D 16j 6k6n dXj<k 16j <k6n dXj=k denotes Lebesgue measure on Hn .
GUE matrices are special in that they are unitarily invariant (i.e. their distribution
does not change under conjugation by unitary matrices) and of Wigner type (i.e. their
entries are independent random variables up to the Hermiticity constraint). Further-
more, the joint distribution of the eigenvalues may be calculated explicitly. It is given
by the density
Y n
Y
2

const jxk xj j exp 1
2
nxj2 dx1 : : : dxn ; (1.4.2)
16j <k6n j D1
which may be rewritten in determinantal form,

det Kn .xj ; xk / j;kD1;:::;n dx1 : : : dxn : (1.4.3)
Here, Kn is a certain kernel given by a sum of products of Hermite polynomials.

Due to this representation, the asymptotic behaviour of the spectral distribution of a
GUE matrix X n follows from that of the Hermite polynomials, which is well known.
For the global spectral distribution of the matrices X n ,pone obtains (of course) the
1
density of the semi-circular distribution, %sc .x/ D 2 .4 x 2 /C . For the local
spectral distribution, one must first rescale the eigenvalues so that the mean spacing
between neighbouring eigenvalues is of the order 1. In the bulk of the spectrum, i.e.
near a point a 2 . 2; C2/ with %sc .a/ > 0, the properly rescaled eigenvalues are
given by Q j .X n / D n%sc .a/.j .X n / a/. One then finds that the local correlations
are asymptotically given by the determinant of the sine kernel
sin .x y/
Ksine .x; y/ WD :
.x y/
That is, for any m 2 N and any smooth function f W Rm ! R with compact support,
we have
0 1
.n m/Š X
lim E @ f .Q j .X n /; : : : ; Q jm .X n //A
n!1 nŠ 1
j1 ;:::;jm (1.4.4)
Z

D f .x1 ; : : : ; xm / det Ksine .xj ; xk / j;kD1;:::;m dx1 dxm ;
Rm
where the sum inside the expectation is over all m-tuples with pairwise distinct el-
ements. Similar results, although with a different rescaling and a different limiting
kernel, the Airy kernel, hold at the edge of the spectrum, i.e. near the points a D ˙2.
Remarkably, the asymptotic local distributions are universal in the sense that the same
limits arise in a variety of other situations, both inside and outside the field of random
matrix theory.
1.4.1 Random matrices The same local correlations have been established for
several classes of random matrices. First of all, it has been known for some time
now that similar results hold if we replace the GUE with a unitarily invariant random
matrix ensemble defined by a potential V with suitable smoothness and growth
properties. Here the matrix density and the eigenvalue density are given by
const exp. n tr V .X // dX and
Y n
Y
const jxk x j j2 exp. nV .xj //dx1 : : : dxn ; (1.4.5)
16j <k6n j D1
respectively. Note that in the special case V .x/ D 21 x 2 , we re-obtain the results
for the GUE. A density of the form (1.4.5) is also called an orthogonal polynomial
ensemble. The reason is that one can use the orthogonal polynomials associated with
the weight e nV .x/ to rewrite the density (1.4.5) in determinantal form, with a kernel
Kn;V , similarly as in (1.4.3). Thus, the asymptotic analysis is again reduced to ortho-
gonal polynomials, which can now be analysed e.g. using Riemann–Hilbert problems,
see e.g. Deift [34] and the references therein. At the global level, one obtains a
deterministic limit density %V with compact support. It is worth emphasising that this
density is not universal, but depends on the choice of the potential V . At the local
level, after replacing %sc with %V in the rescaling of the eigenvalues, one obtains the
same result (1.4.4) as for the GUE in the bulk of the spectrum. Moreover, similar
universality results (with the sine kernel replaced by the Airy kernel) hold at the edge
of the spectrum. Thus, the local correlations are universal within the class of unitarily
invariant ensembles. Strong universality results for the kernel Kn;V including rates
of convergence and transitions between bulk and edge regions have been obtained in
[80].
For more general random matrix ensembles, however, a closed expression for the
joint distribution of the eigenvalues as in (1.4.2) or (1.4.5) is not available anymore,
and the analysis becomes considerably more complicated.
Johansson [74] investigated the local correlations for the so-called deformed
Gaussian unitary ensemble and proved the analogue of (1.4.4). A deformed GUE
matrix has the form X n C aY n , with X n a Hermitian Wigner matrix, Y n an inde-
pendent GUE matrix, and a > 0 fixed. The investigation of this ensemble starts from
two important observations. Firstly, the eigenvalue density may be represented as a
mixture of certain determinantal densities. Secondly, the correlation kernels associ-
ated with these determinantal densities admit a double contour integral representation
which is suitable for asymptotic analysis.
Götze, Gordin and Levina [47, 46] investigated the local correlations for a partic-
ular fixed-trace ensemble, the so-called fixed Hilbert–Schmidt norm ensemble (HSE),
and proved the analogue of (1.4.4). For r > 0, this ensemble is given by the unique
probability measure on the set fX 2 Hn W tr.X 2 / D nr 2 g which is invariant with
respect to conjugation by unitary matrices. The main idea is that the GUE may be
represented as a mixture of the HSE, for different values of r, and that this relation
may be inverted in order to deduce the results for the HSE from the corresponding re-
sults for the GUE. The implementation of this idea is technically involved, however,
and requires extending the parameter r to the complex domain.
More recently, it has been proved by Erdős, Péché, Ramírez, Schlein and Yau [39]
and by Tao and Vu [98] that (1.4.4) continues to hold for general Hermitian Wigner
matrices satisfying certain technical conditions. Consequently, the local correlations
are universal within the class of Hermitian Wigner ensembles as well. The proof of
this result is based on sophisticated comparison arguments. The main idea in [39] is to
compare general Wigner matrices to random matrices from a suitable deformed GUE,
but with a ! 0 as n ! 1, and to show that the local correlations are asymptotically
the same. To this end, one needs the local semi-circle law (and several related results)
as an input. We refer to the survey paper [41] for details.
1.4.2 Products of random matrices It is well known that the singular value and
eigenvalue configurations of a Ginibre matrix (i.e. a non-Hermitian random matrix
with i.i.d. complex Gaussian entries) have spectral densities of determinantal form.
More recently, it has been observed by Akemann, Burda, Ipsen, Kieburg, Wei and
others that the same is true for products of independent Ginibre matrices; compare [1]
and the references therein. Up to rescaling, the joint density of the squared singular
values of a product of m independent Ginibre matrices is given by
const det.xjk 1
/j;kD1;:::;n det..D j 1
w/.xk //j;kD1;:::;n ; (1.4.6)
where .Dw/.x/ WD xw 0 .x/ and w denotes a certain weight function. For m ¤ 1,

this is not an orthogonal polynomial ensemble as in (1.4.5) anymore, but it is still a
so-called bi-orthogonal ensemble [24, 82, 1]. Thus, it is also possible to rewrite the
density in determinantal form and to investigate the local correlations for m fixed and
n ! 1, see e.g. [1] for an overview. In the bulk and at the edge of the spectrum,
one still obtains the familiar sine and Airy kernel, while at the origin, one obtains a
new kernel which generalises the Bessel kernel known from the case m D 1. For
the eigenvalues, analogous results can be derived. Moreover, similar results were
obtained for product matrices consisting of independent Ginibre matrices, truncated
unitary matrices, their inverses, or combinations thereof.
The original derivations of these results were often based on ad hoc methods. In-
spired by related investigations in [82], Kieburg and Kösters [76, 77] observed that
several of these results can be obtained in a unifying framework by means of the
spherical transform. This is a multivariate analogue of the Mellin transform which is
suitable for the investigation of products of independent bi-unitarily invariant random
matrices. Moreover, the spherical transform also leads to a closer description of the
relation between the squared singular values and the eigenvalues for these matrices
[76]. In particular, it turns out that the class of bi-unitarily invariant random matri-
ces corresponding to a density of the form (1.4.6) is closed under taking indepen-
dent products [77]. This leads to a fairly large class which includes many prominent
ensembles from non-Hermitian random matrix theory and which gives rise to new
universality problems.
1.4.3 Repulsive particle systems Götze and Venker [70] considered more general
probability measures on Rn with a density of the form
Y Y
f .x1 ; : : : ; xn / D const h.xj xk / e nQ.xj / dx1 dxn ; (1.4.7)
16j 6k6n 16j 6n
where h is a non-negative function satisfying h.x/ D x 2 .1 C o.1// as x ! 0 and Q

is a potential with sufficient growth at infinity. Note that, in the special case where
h.x/ D x 2 , the density f reduces to that of the eigenvalues of a unitarily invariant
random matrix, see (1.4.5). For a general function h, however, the density f does
not seem to have a natural spectral interpretation anymore. Moreover, the correlation
functions are not known to be determinantal. Still, the density may be viewed as
describing an interacting particle system, with a repulsive interaction generalising
that between eigenvalues of (Hermitian) random matrices.
Götze and Venker [70] proved that, under certain technical conditions, the asymp-
totic local correlations of the particles are still given by (1.4.4). The proof is based
on a comparison between the ensemble Pn;Q;h defined by (1.4.7) and an appropriate
eigenvalue ensemble Pn;V as in (1.4.5). In a first step, one uses a fixed point argu-
ment to construct a potential V (depending not only on Q but also on h) such that
Pn;Q;h and Pn;V have the same limiting distribution at the global level. In the sec-
ond step, one shows that the corresponding local correlations are asymptotically the
same. Here, one uses the theory of Gaussian processes to express the change of mea-
sures from Pn;V to Pn;Q;h in terms of linear eigenvalue statistics, which may then
be controlled using concentration of measure inequalities for the probability measure
Pn;V .
Kriecherbauer and Venker [81] derived similar universality results at the edge of
the spectrum, where one encounters the Airy kernel. Universality for the empirical
spacing distribution was shown by Schubert and Venker in [93]. There, also a new lo-
cal rescaling of eigenvalues using distribution functions was introduced, which yields
better rates of convergence than the previously used rescalings. Moreover, Venker
[101] proved a similar result as in [70] for the case where h.x/ D jxjˇ .1 C o.1// as
x ! 0, with general ˇ > 0. In this case, the asymptotic local correlations in the bulk
coincide with those of the Gaussian
Q Q beta ensemble, which is obtained by replacing
2
16j <k6n kjx x j j with 16j <k6n jxk xj jˇ in (1.4.2).
1.5 Connections between probability theory and number theory

1.5.1 Correlations of zeros of random polynomials It is a long-standing conjec-
ture, supported by partial theoretical results [84] as well as by extensive numerical
evidence [88], that the local correlations of the zeros of the Riemann zeta function
along the critical line are also governed by the sine kernel. Moreover, further similar-
ities emerge if one compares the moments and the (auto)correlations of the Riemann
zeta function with those of characteristic polynomials of various classes of unitary
and Hermitian random matrices (Keating–Snaith [75], Brézin–Hikami [25], Conrey–
Farmer–Keating–Rubinstein–Snaith [33], Strahov–Fyodorov [95], Götze–Kösters
[52], Shcherbina [94]).
Connections to number theory also arise in another direction. Given that the
eigenvalues of a random matrix are the zeros of the corresponding characteristic
polynomial, it seems natural to ask for the distribution of the zeros for other classes
of (random or non-random) polynomials as well. See for instance Götze, Kaliada
and Zaporozhets [49] for the distribution of complex algebraic numbers of increasing
height.
Note that the transformation from the coefficients to the zeros of a polynomial
is a highly non-linear operation, just as the transformation from the entries to the
eigenvalues of a matrix. Even more, the Jacobian Q of both transformations is closely
related to the squared Vandermonde determinant, 16j <k6n jzk zj j2 . In view of
this observation, the numerous similarities between zeros of random polynomials and
eigenvalues of random matrices come perhaps not too unexpected.
Recently, Götze, Kaliada and Zaporozhets [50] investigated the correlations of
zeros of random polynomials of degree n of with real coefficients with a joint density.
Since a real polynomial can have both real and complex zeros, with the complex zeros
symmetric with respect to the real axis, it is convenient to consider, for any k; l 2 N0
with k C 2l 6 n, the mixed correlation functions %k;l describing the correlations
between k eigenvalues on the real line and l eigenvalues in the upper half-plane.
These correlation functions also contain a Vandermonde factor, which shows that
adjacent zeros tend to repel one another.
In a different direction, Götze, Kaliada and Zaporozhets [51] investigated the cor-
relations between conjugate algebraic numbers. More precisely, consider all prime
polynomials with integer coefficients of degree n and height bounded by Q, for var-
ious choices of height, and count the corresponding .k C l/-tuples of conjugate al-
gebraic numbers with values in a given subset of Rk ClC . Then, it can be shown
that, after appropriate normalisation, these numbers converge to a limit as Q ! 1.
Furthermore, at least for some choice of the height function, the limiting correla-
tion functions coincide with the known correlation functions of the zeros of certain
random polynomials.
1.5.2 Diophantine approximations in metric number theory The problem of Dio-

phantine inequalities for linear forms on Z d with coefficients taken from a submani-
fold of Rd has been studied by Mahler, Khinchine and more recently by Schmidt and
Sprindžuk. In the last decade Margulis, Kleinbock, Bernik and Beresnevich solved
important problems concerning Diophantine inequalities for one-dimensional sub-

manifolds given by .x; x 2 ; : : : ; x d / 2 Rd ; x 2 R, and more generally for higher-
dimensional submanifolds defined by a non-degenerate system of functions. In par-
ticular, the breakthrough solution of the Baker–Sprindžuk conjecture due to Klein-
bock and Margulis [78] that used the dynamics of flows on homogeneous spaces led
to a surge of activity in a range of related long-standing problems. Some advances of
more recent years include progress on the distribution of rational and algebraic points
near manifolds [12, 15, 48], the distribution of discriminants and resultants of integral
polynomials [16] as well as sharp quantitative bounds for the number of pairs of close
conjugate algebraic numbers of a fixed degree n and bounded height [13].
More precisely, Beresnevich, Bernik and Götze [13] studied for arbitrary con-
jugate algebraic numbers over Q (resp. algebraic integers) ˛1 ¤ ˛2 the universal
minimal exponent, say D n (resp. D n ), such that the inequality j˛1 ˛2 j >
H.˛1 / holds for sufficiently large H.˛1 /. Here H.˛/ denotes the height of the
algebraic number ˛, i.e. the absolute height of the minimal polynomial of ˛ over Z.
Clearly n 6 n . Mahler proved in 1964 that n 6 n 1. For n 6 3, satisfac-
tory bounds have been shown by Bugeaud, Evertse and Mignotte. An old result by
Mignotte for the general case, i.e., n > 3 said that n ; n > n=4. In [13] it was shown
that in fact, for n > 2, n ; n > .n C 1/=3 holds, which follows from a counting re-
sult for pairs of real algebraic conjugate numbers in certain intervals of given large
height. This is in turn a consequence of results in metric number theory which gen-
eralises results of Baker, Schmidt, Bernik, Kleinbock and Margulis. For an overview
of techniques and results, see [14].
1.5.3 Effective bounds in Diophantine inequalities A classical problem of effec-

tive bounds means to determine the size of the smallest vector m 2 Z d n f0g such
that the Diophantine inequality jQŒmj < 1 holds. Here, QŒx denotes an (non-
degenerate) indefinite quadratic form with real coefficients on Rd . For forms with
integer coefficients it is known by a result of Meyer (1884) that there exists an
m 2 Z d n f0g with QŒm D 0 provided that d > 5. As for the size of this solu-
tion vector, classical results of Birch and Davenport (1958) using the geometry of
numbers show that for indefinite integral quadratic forms 0 < QC Œm < cd j det Qj
holds, where QC D .QT Q/1=2 is positive definite.
For diagonal indefinite quadratic forms Q, Birch and Davenport (1958) have
shown that there exists a nontrivial solution m ¤ 0 to jQŒmj < of size kmk ı
2Cı in dimension d D 5. In higher dimensions solutions may be generated via
embedding. Using theta functions, methods from the geometry of numbers and
the asymptotic orbit behaviour of unipotent subgroups of SL2 .R/, Götze and Mar-
gulis proved in [54] for general indefinite QŒx a bound of order 0 < kmk ı
kd Cı ; kd D 12; 8:5; 7 for d D 5; 6 and d > 7.
1.5.4 Lattice point counting problems The existence of m ¤ 0 with jQŒmj < is
a consequence of precise results for counting lattice pointsin elliptic as well as hyper-
bolic shells defined via a quadratic form QŒx in Rd and Ea;r WD fQŒx 2 Œa; rg for
Q positive definite and Hr .a; b/ WD fQŒx 2 Œa; b; x 2 rC g (C suitable compact

convex body) in the case of Q indefinite as r in Hr .a; b/ and Ea;r tends to infinity.
The counting error is measured relative to volume, say jE0;r j, resp. jHr .a; b/j of
these compact rescaled regions, say Br , via
ˇ ˇ
ˇ card.Z d \ B / jB j ˇ = jB j D O .ı r 2˛ /; r ! 1; (1.5.1)
r r r r
where ˛ 6 1. In case that the optimal exponent ˛ D 1 can be shown, the factor ır
may be bounded below or tend to zero depending on the Diophantine properties of
the coefficients of Q. Such error bounds have been studied for a long time, starting
with Landau (1915, 1924), Jarnik (1928) for special positive definite forms QŒx
being diagonal or with integer coefficients, where ˛ D 1 could be shown. Optimal
exponents have been shown for d > 9 and definite as well as indefinite general forms
QŒx first by Bentkus and Götze (1997). For dimension d > 5, the optimal exponent
was shown in [45] for E0;r and in [54] for Hr .a; b/ such that b a tends to infinity.
As for the dependence of Diophantine properties of Q, Davenport and Lewis (1972)
conjectured that for positive definite irrational forms the distances of the ordered
elements of QŒZ d for d > 5 converge to 0. This is related to the famous conjecture
by Oppenheim (1929) that QŒZ d is dense in R for indefinite irrational forms for
d > 5, which was proved by Margulis (1986) even for d > 3. Quantitative versions
of these conjectures for irrational forms were shown for d > 9 in Bentkus and Götze
(1997) as well as for d > 5 and Q positive-definite in [45]. In [54], the problem for
both cases has been solved for d > 5 by means of a unified approach.
Lower bounds for the error for E0;r in dimensions d D 2; 3; 4 show that the
optimal exponents satisfy ˛ > 1=4; 1=2; 1 respectively, multiplied by logarithmic
factors like .log r/ˇ ; ˇ > 0; d D 2; 3 resp. .log log r/ ; > 0; d D 4, whereas
lower error bounds for dimensions 5 and higher are just given by .r 2 /.
Crucial for the proof of ˛ D 1 and ır ! 0 in (1.5.1) is the investigation of theta
sums on the generalised Siegel upper half-plane, that is on matrices iQ C A, where
A; Q are real symmetric d d matrices with Q positive definite, given by
X
.iQ C A/ D expŒ mT Q m C imT A m: (1.5.2)
m2Z d
The number of lattice points m such that Q.m/ 6 r may be expressed as an integral
along a theta function .sQ/ expŒit r=.2s/ on a line s D t C ir 2 ; t 2 R (that is
a degenerate horocycle), with given by (1.5.2). The following inequality between
theta functions turned out to be an essential step:
X
j.sQ/j2 6 .t/ WD c.Q/r d expŒ Ht .m; n/; (1.5.3)
m;n
where Ht denotes the t-dependent quadratic form
Ht .m; n/ WD r 2 km t Q nk2 C r 2
knk2 (1.5.4)
of .m; n/ 2 Z 2d . Using lattice density bounds for .t/, via the first d successive
Minkowski minima Mt;1 6 Mt;2 6 : : : 6 Mt;d of Ht , that is via
rd
.t/ 6 c.Q/ ; (1.5.5)
Mt;1 : : : Mt;d
the problem of estimating the lattice point remainder is transferred to the estimation
of an integral along .sQ/ together with questions in metric number theory and the
geometry of numbers. This approach is closely connected to the study of ergodic
properties of unipotent and quasi-geodesic flows in the papers of Eskin, Margulis and
Mozes (1998). Indeed, we may write the quadratic form Ht .m; n/ as
Ht .m; n/ D k r ut .m; n/k2 ;

r WD diag.r 2 Id; r 2
Id/; ut .m; n/ WD .m tQn; n/; (1.5.6)
where r 2 SL.2d; R/; r > 0 denotes a quasi-geodesic flow and ut 2 SL.2d; R/; t 2
R a unipotent flow in SL.2d; R/.
1.5.5 Central limit theorems Let B denote a domain in Rd with 0 2 B and smooth
boundary, which is symmetric to 0. Let X1 ; : : : ; Xn denote independent and identi-
cally distributed Rd -valued random vectors with EX1 D 0; EkX1 k4 < 1 and iden-
tity covariance. A classical problem in probability theory is the question of optimal er-
ror bounds in the central limit theorem for the distribution of sums Sn D X1 C CXn
of random vectors on the system of sets Br D r B; r > 0, i.e. the determination of
the exponent ˛ in
ˇ ˚ ˇ
ˇ ˇ
sup ˇP Sn 2 n1=2 Br PfS 2 Br gˇ D O .n ˛ /; (1.5.7)
r>0
where S denotes a random vector Rd with a standard Gaussian distribution. For

non-degenerated ellipsoids B, Esséen (1945) has shown ˛ D d=.d C 1/, which has
been extended to uniformly convex bodies with smooth boundary. In the case of
random vectors with independent coordinates and coefficient matrices which are di-
agonal with respect to a lattice basis, the exponent ˛ D 1 has been shown for d > 5
by Bentkus and Götze (1996). Identifying n with r 2 , there exists an obvious corre-
spondence of error bounds in the CLT, that is in (1.5.7), for ellipsoids symmetric to 0
with bounds for the relative lattice point remainder in (1.5.1). The optimal error order
which holds uniformly in the distribution of the random vectors subject to centering,
moment and covariance conditions only is given by ˛ D 1 in (1.5.7) for d > 9 for
quadrics (Bentkus–Götze 1997) and ˛ D k=2 for regions defined by special k-th or-
der polynomials, k > 3 and large d (Götze 1989). The optimal rate for quadrics and
d > 9 required new techniques from analytic number theory (Bentkus–Götze 1999).
This result has been extended to general U -statistics and quadratic forms of n dimen-
sional vectors with independent components (Götze–Tikhomirov 2002) provided that
their rank d is at least 12 or larger. For a detailed review of the connections between
lattice point problems and the CLT and the extensive literature in this field, see the
reviews in [44] and [71].
The approximation results for Hr .a; b/ described above were essential as well
for proving the above rate of convergence ˛ D 1 for quadrics in the CLT down to
dimension 5 in [71]. Here, Götze and Zaitsev proved, for example, an explicit error
bound for the elliptic or hyperbolic regions of type B WD fQŒx 6 1g in dimensions
d > 5,
sup j PfQŒSn 6 nr 2 g PfQŒS 6 r 2 g j 6 cd n 1

j det Qj 1=2
EkQ 1=2
X k4 :
r>0
This result concludes a long series of investigations starting with the seminal results
by Esséen (1945) mentioned above. It relies on the fact that the characteristic func-
tion of quadratic forms Q.Sn / for sums of independent identically distributed vector
summands may be estimated via the average over random matrices A in the char-
acteristic functions of bilinear forms hAT1 ; T2 i of two independent sums T1 ; T2 of
Rademacher vectors taking values in the lattice Z d . These characteristic functions
in turn may be estimated again using local limit theorems via theta sums as outlined
in (1.5.3). Hence, the decisive step of controlling the local fluctuations of the distri-
bution of such indefinite quadratic forms could be reduced to the estimates outlined
above in order to obtain a full correspondence in terms of dimensions and rates be-
tween both areas. In order to investigate distribution functions of quadratic forms, a
crucial technical obstacle had been to extend the averaging (in t) of the characteristic
described in (1.5.5) from the measure dt (sufficient for narrow shells Hr .a; b/ with
bounded intervals Œa; b) to the harmonic measure dt=t on the real line.
For lower dimensions, for example d D 3, one cannot expect these optimal rates
in view of the correspondence to the lattice point error problem in these dimensions.
1.6 Analogies between classical and free probability

In non-commutative probability theory the addition and multiplication of ‘free ran-
dom variables’ corresponds to the ‘free’ additive and multiplicative convolution of
the corresponding spectral probability measures which are represented by Hermitian
operators in certain von Neumann algebras A with a finite normalised faithful trace
, see e.g. the survey [102]. A guiding principle for the investigation of free convo-
lutions of spectral measures is the analogy to the classical theory of convolutions of
probability measures.
Within the framework of comparison studies between classical and free probabil-
ity, Chistyakov and Götze investigated the free additive convolution with respect to
a classification of indecomposable elements and infinite divisibility. The final results
now appeared in [29]. They represent an analog of the classical results of infinite di-
visibility via the so-called Bercovici–Pata bijection, which yields a correspondence of
classical Lévy measures to free Lévy measures. The latter appear in free Khintchine
type decompositions via integral representations of reciprocal Stieltjes transforms,
which are analytic functions from CC to C and hence closely related to the class of
Nevanlinna functions. A remarkable difference described for free measure decompo-
sitions in [29] as compared to classical ones is that the infinitely divisible measures
without indecomposable factors are trivial Dirac measures only. This observation
holds not only for the free additive convolution, but also for the free multiplicative
convolution on the positive half-line as well as on the unit circle [29].
As for analogs of results of classical parametric statistics, the independence of
sample mean and sample covariance for Gaussian random variables has a counterpart
in free probability for free semi-circular random variables in von Neumann algebras;
see Chistyakov, Götze and Lehner [32].
1.6.1 Asymptotic approximations in free probability In [28], Chistyakov and

Götze investigated the rate of convergence of the distribution function of an n-fold
normalised free additive convolution of a spectral measure with itself to that of
Wigner’s semi-circle law. Since their result showed a complete analogy to the Berry–
Esséen theorem in classical probability, i.e. a rate of order O.n 1=2 / assuming the
existence of a third moment of , they investigated higher order approximations for
this n-fold free convolution of non-trivial measures. Unlike the classical case there
are no arithmetic obstructions to the smoothness of such convolutions: for n larger
than a finite threshold (depending on ), the resulting measure admits a density with
respect to Lebesgue measure. Thus one would hope that, similarly to Edgeworth ex-
pansions in classical probability, moment conditions of order k C 2 suffice to define
asymptotic approximations up to an error of order o.n k=2 / involving free cumulants.
This is indeed the case for k D 1, and the expansion term involves derivatives of the
semi-circle density. Differences to the classical case appear for the expansion term
of order k D 2, which cannot be written in terms of derivatives of the semi-circle
density anymore: one needs signed measures and a slightly shifted support when the
third cumulant does not vanish. These problems are essentially caused by the singu-
larity of the semi-circle density at the boundary of the support. Technically the proofs
for the expansions are analytically much more involved then in the classical case. For
k D 1; 2 one has to determine a subordinating function as a particular solution of a
3rd resp. 5th order equation, which degenerates into the quadratic equation (1.1.7) for
the Stieltjes transform of Wigner’s semi-circle law as n ! 1, and study its explicit
dependence on n.
An alternative way to derive expansions of n 1=2 .X1 C : : : C Xn / in the free
CLT for free identically distributed random variables Xj and related approximation
problems for random matrices starts from a universal scheme of expansions for se-
quences of symmetric functions, see [62]. This scheme is an umbrella limit theorem
for all Gaussian limits and related Edgeworth-type expansions in permutation sym-
metric functions of many variables by rotational invariant functions and corrections
via polynomials in power sums of degree at least two. Applications to the highly
non-linear free convolution were done in [63]. It involved derivatives with respect to
j at zero of distribution functions like W C 1 X1 C 2 X2 , where W has semicircle
distribution. In the interior of the limiting spectral support the validity of these ex-
pansions is due to the smoothness of the distribution functions of 1 X1 C : : : C n Xn

of .1 ; : : : ; n / 2 Rn in certain domains.
1.6.2 Entropic limit theorems Let us return to the classical central limit theorem.
Let X1 ; X2 ; X3 ; : : : be i.i.d. real random variables with mean 0 and variance 1, and
let Sp
1 ; S2 ; S3 ; : : : denote the associated partial sums. Let fn denote the density of
Sn = n (if existent), and let ' denote the density of the standard normal distribution.
The classical local limit theorem states that
kfn 'k1 ! 0
if and only if there exists some n0 2 N such that fn0 is bounded.
Since the existence of bounded densities is still a strong condition, it seems natural
to look for similar characterisations under weaker conditions. One such result is the
entropic central limit theorem by Barron (1985), which states that D.fn j '/ ! 0 if
and only if there exists some n0 2 N such that D.fn0 j '/ < 1. Here,
Z
D.f j '/ WD L.f .x/='.x// '.x/dx
denotes the relative entropy of f with respect to ', and L.x/ WD x log x.
A nice interpretation of this result arises from the observation that D.fn j '/ D
H.'/ H.fn /, where H denotes Shannon entropy, and that the standard normal
distribution maximises Shannon entropy among all random variables of mean 0 and
variance 1. Thus, the system converges to the state of maximal entropy. In this
respect, let us also mention the result by Artstein, Ball, Barthe and Naor [5] that
the entropy tends to that of the standard normal distribution monotonously, in line
with the second law of thermodynamics. Moreover, in [6], these authors proved that
the rate of convergence is O .n 1 / if the random variables Xn satisfy the Poincaré
inequality. However, for more general probability densities, the question of the rate
of convergence remained open.
This question was answered completely in a series of papers by Bobkov,
Chistyakov and Götze [17, 20] from the last few years. Their analysis combined tools
from information theory (such as the entropy convolution inequality) with more clas-
sical results on characteristic functions and their asymptotic approximation. In [17],
the authors derived Edgeworth-type expansions for the entropic central limit theorem.
In particular, if the underlying random variables Xj have finite fourth moments, the
rate of convergence is still O .n 1/, and hence much better than in the classical cen-
tral limit theorem. This is related to the fact that the term of order O .n 1=2/ in the
classical asymptotic expansion of the density fn is an odd function, and hence van-
ishes when taking the entropy integral. Moreover, optimal rates for the case where
the random variables Xj have finite fractional moments of order 2 < s < 4 have
also been obtained [17]. These results rest on technically involved approximations
in the local limit theorem for sums of i.i.d. random variables in the case of fractional
moments. Furthermore, Berry–Esséen bounds in the entropic central limit theorem
have also been established [20].
Similar results were also derived for related notions from information theory, e.g.
Fisher information [18], as well as for other limit laws, e.g. stable distributions [19].
However, in the latter situation some complications arise. For instance, since higher
moments do not exist, asymptotic expansions are not available anymore. Moreover,
the full analogue of the entropic limit theorem can only be obtained for the non-
extremal stable laws. For the extremal stable laws, additional technical conditions are
needed [19]. This might be related to the fact that (non-Gaussian) stable distributions
do not maximise the entropy functional anymore.
Chistyakov and Götze [31] studied related questions for the entropic free central
limit theorem, i.e. they studied the convergence of Voiculescu’s free entropy to its
maximum value (under fixed variance) assumed for the semi-circle distribution. As-
suming a finite moment of order four, they showed that the rate of convergence in
the entropic free CLT is also of the order O.n 1 /. Furthermore, they obtained an ex-
pansion up to an error of order o.n 1/. These results were based on previous results
about expansions for densities in the free CLT [30].
Besides sums of i.i.d. random variables, maxima of sums of i.i.d. random variables
have also been considered (Bobkov–Chistyakov–Kösters [21]). Here, the limiting
distribution is given by the one-sided normal distribution, which also maximises a
suitably defined entropy functional. Furthermore, one also obtains a characterisation
result here: The maxima of the sums converge to the one-sided normal distribution
in relative entropy if and only if the original random variables Xj have finite relative
entropy with respect to the one-sided normal distribution. The proof is also based on
a combination of the entropy convolution inequality with more classical results for
characteristic functions, including Spitzer’s formula.
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Chapter 2
Kolmogorov operators and SPDEs
M. Röckner
The purpose of this paper is to survey a number of selected results on Kolmogorov

operators and SPDEs. It consists of two parts: One part is related to Kolmogorov
operators and is devoted to the corresponding linear Fokker–Planck–Kolmogorov
equations (see [11]), the other part is about three key results about SPDEs obtained
resp. published during the last funding period, namely an existence and uniqueness
result for L2 -initial data for the stochastic total variation flow, a new approach to
SPDEs and a pathwise uniqueness result of SDEs on Hilbert spaces with a merely
bounded drift part. Both parts are survey type papers coauthored by regular visitors
of the CRC 701. The reader who is interested in a more comprehensive and less se-
lective overview of the results of Project B4 and also Project A9 is referred to the
monographs [1, 5, 11, 19] and the references therein.1
2.1 On recent progress and open problems in the study of linear

Fokker–Planck–Kolmogorov equations
V.I. Bogachev, M. Röckner and S.V. Shaposhnikov
This part reports on some recent progress and remaining challenging open prob-
lems in the study of linear elliptic and parabolic Fokker–Planck–Kolmogorov equa-
tions obtained in Project B4.
2.1.1 Introduction Let us define (linear) Fokker–Planck–Kolmogorov equations in

the elliptic and parabolic cases and formulate several problems related to these equa-
tions. Consider the Kolmogorov operator
d
X d
X
Lu.x/ D aij .x/@x @x u.x/ C b i .x/@x u.x/;
i j i
i;j D1 i D1
where aij and b i are Borel functions on Rd such that A D .aij /16i;j 6d is a non-
negative symmetric matrix.
1 Projects A9, B4
30 M. Röckner
We say that a bounded Borel measure on Rd (possibly signed) satisfies the

Fokker–Planck–Kolmogorov equation
L D 0 (2.1.1)
if aij ; b i 2 L1loc .jj/, where jj denotes the variation of , and for every function
u 2 C01 .Rd / Z
Lu d D 0:
Rd
If is given by a density % with respect to the Lebesgue measure, Eq. (2.1.1) can be
written as an equation for the density,
d
X d
X
@x @x .aij %/ @x .b i %/ D 0: (2.1.2)
i j i
i;j D1 i D1
A parabolic Fokker–Planck–Kolmogorov equation is introduced similarly. Consider

T > 0, and let
d
X d
X
ij
Lu.x; t/ D a .x; t/@x @x u.x; t/ C b i .x; t/@x u.x; t/;
i j i
i;j D1 i D1
where aij and b i are Borel functions on Rd .0; T / such that A D .aij /16i;j 6d is a
non-negative symmetric matrix.
We say that a bounded (i.e. of bounded variation) Borel measure on Rd .0; T /
(possibly signed) is defined by a family of Borel locally bounded measures .t /0<t <T
on Rd if for every bounded Borel set B the mapping t 7! t .B/ is measurable and
.dx dt/ D t .dx/ dt. Below, we will deal with measures of bounded variation.
A Borel measure on Rd .0; T / defined by a family of measures .t /0<t <T
on Rd satisfies the Fokker–Planck–Kolmogorov equation
@t D L (2.1.3)
if aij ; b i 2 L1loc .jj; Rd .0; T // and if, for every function u 2 C01 .Rd .0; T //,
Z T Z

@t u.x; t/ C Lu.x; t/ dt dt D 0:
0 Rd
If is given by a density % with respect to the Lebesgue measure on Rd .0; T /,

Eq. (2.1.3) can be written as an equation for the density,
d
X d
X
@t % D @x @x .aij %/ @x .b i %/:
i j i
i;j D1 i D1
Kolmogorov operators and SPDEs 31
Let be a locally bounded Borel measure on Rd . We say that a Borel lo-

cally bounded measure defined by a family ˇ of Borel locally bounded measures
.t /0<t <T satisfies the initial condition ˇt D0 D if for every 2 C01 .Rd /
Z Z
lim .x/ dt D .x/ d:
t !0 Rd Rd
Thus, we study the uniqueness problem for solutions to the Cauchy problem
ˇ
@ D L ; ˇ
t D ;
t D0
(2.1.4)
and we are interested in the two classes of solutions: probability and integrable.
A probability solution is a solution defined by a family of probability measures
.t /0<t <T , i.e., t > 0 and t .Rd / D 1. The set of all probability solutions D
t .dx/ dt such that jbj 2 L2 .; U Œ0; T / for every ball U Rd is denoted by P ,
where j:j denotes the Euclidean norm on Rd .
Among many important and interesting problems connected with Fokker–Planck–
Kolmogorov equations and studied in the papers included in the bibliography, we
have chosen for discussion here the following two, related by some similarity in the
nature of assumptions about the equation coefficients: uniqueness of solutions and
bounds on solution densities. Moreover, we confine ourselves to nondegenerate dif-
fusion matrices and, what is especially important, to linear equations. Although we
have also obtained some results on nonlinear equations and degenerate equations,
these directions belong to our future plans.
Before addressing the aforementioned main topics, we briefly recall some basic
facts related to the existence of solution densities and their properties such as local
boundedness and continuity.
It was shown in [10] that, in case of non-negative solutions, the nondegeneracy of
the diffusion matrix at every point is sufficient for the absolute continuity. It is still an
open question whether this is true for signed solutions. For non-negative solutions,
there is a more precise result, which we formulate in the elliptic case: the measure
d=.d 1/
.det A/1=d has a density % with respect to Lebesgue measure and % 2 Lloc ./.
Therefore, if 1= det A is locally bounded, the measure itself has a density of this
class. This result is sharp in the sense that one cannot omit the factor .det A/1=d in
front of and also it is impossible to increase the guaranteed order of integrability
d=.d 1/ without additional conditions.
For signed solutions, there is the following result. If the functions aij belong to
the class VMO (defined below, see also [11]) and on every ball one has 1 Id 6
A.x/ 6 2 Id, where 1 ; 2 > 0 are constant, and jbj 2 Lqloc .Rd /, where q > d , or,
q
alternatively, jbj 2 Lloc .jj/, where q > d , then has a density % 2 Lrloc .Rd / for all
numbers r 2 Œ1; C1/. However, these conditions do not ensure local boundedness
of solution densities. Moreover, even the continuity of aij and b i along with the
nondegeneracy of A is not enough for that. A sufficient condition on A to ensure the
continuity of densities is stronger: one needs Dini continuity, i.e.,
Z 1
!.t/
dt < 1
0 t
32 M. Röckner
for the modulus of continuity ! of A. The result is this. Suppose that, on every ball, A
has a modulus of continuity satisfying the Dini condition. Let det A > 0 everywhere
q
and jbj 2 Lloc .Rd /, where q > d . Then, the density % of every solution (possibly,
signed) to the elliptic equation L D 0 has a continuous version.
If, in addition, the matrix A is locally Hölder continuous of order ı 2 .0; 1/,
then % has a density that is locally Hölder continuous of order ı. Actually, the afore-
mentioned results are proved for equations on domains, but we formulate them for
simplicity in the case of the whole space.
Increasing the regularity of A, one gets more properties for solution densities. If
p;1
the matrix elements aij belong to the local Sobolev class Wloc with p > d (which
by the Sobolev embedding theorem yields the existence of a continuous version) and
A is nondegenerate at every point, while the coefficients b i are either in Lploc .Rd / or
in Lploc .jj/, then the solution density belongs to the same local Sobolev class Wlocp;1
.
Therefore, Eq. (2.1.2) can be written in the classical divergence form
@x .aij @x %/ C @x aij % b i % D 0;
i j j
(with b i changed appropriately). Similar results hold in the parabolic case. The
reader is warned that the list of references is far from complete. A vast literature on
the subject is given in the recent monograph [11] presenting results of many authors.
2.1.2 Uniqueness of solutions In the elliptic case, there are examples of infinitely
differentiable b on Rd with d > 1 such that, for A D Id (the unit matrix), there
are several different (hence infinitely many) probability solutions to the equation
L D 0.
Similarly, in the parabolic case, we have constructed examples of infinitely differ-
entiable b.x/ on Rd with d > 3 such that for A D Id the Cauchy problem with some
initial probability measure has infinitely many probability solutions. Therefore,
certain additional conditions rather than smoothness are needed. We have found con-
ditions of this sort expressed in terms of integrability of the coefficients with respect
to solutions and (an alternative set of assumptions) in terms of so-called Lyapunov
functions. We have also found sufficient conditions for the uniqueness of integrable
solutions. In particular, we have shown that the uniqueness conditions for the class
I of integrable solutions essentially differ from those for the class P . For example,
the following results have been obtained (see [11]).
Theorem 2.1.1. The elliptic equation L D 0 has at most one probability solution
in either of the following cases, assuming in these cases (for simplicity) that A is
locally Lipschitz and b is locally bounded.
(i) There is a non-negative function V 2 C 2 .Rd / such that lim V .x/ D C1
jxj!1
and
LV .x/ 6 C V .x/ for some C > 0.
aij bi
(ii) ; 2 L1 ./ for some probability solution .
1 C jxj2 1 C jxj
Note that (i) does not assume (and does not ensure) the existence of a probability
solution, while (ii) being satisfied by some solution, guarantees that this solution is
the only one.
However, we do not know whether it can happen that the elliptic equation L D
0 with A D Id and smooth b has no probability solutions, but has a nonzero signed
solution in the class of bounded measures (this is impossible when d D 1).
It follows from the previous theorem that, in case of the unit diffusion matrix (or
a nondegenerate Lipschitz diffusion matrix) and bounded b, a probability solution is
unique (if it exists). However, the case of irregular A has not been studied. Even the
case of bounded continuous nondegenerate A (and bounded b) has not been investi-
gated. The problem of existence of solutions has been better studied.
Here are parabolic analogues.
Theorem 2.1.2. Let A.x/ be locally Lipschitz and nondegenerate and let b.x; t/ be
locally bounded. Suppose that there is a positive function V 2 C 2 .Rd / such that
lim V .x/ D C1 and
jxj!1
LV .x; t/ 6 C C C V .x/ for some C > 0.
Then, for any probability measure on Rd , there is at most one probability solution
to the Cauchy problem, with initial condition .
Theorem 2.1.3. Let A D Id, and let b be a locally bounded vector field. Then, for
the uniqueness of a probability solution to the Cauchy problem, it suffices to have a
function V 2 C 2 .Rd / with lim V .x/ D C1 and jrV .x/j 6 C1 such that
jxj!1
LV .x; t/ 6 C2 ;
while for the uniqueness of an integrable solution the inequality
LV .x; t/ > C2
is sufficient.
In the case of a radial function V , such conditions actually mean that, for the
uniqueness of a probability solution, the quantity .b.x; t/; x/ should not tend to C1
too quickly, and for the uniqueness of an integrable solution, .b.x; t/; x/ should not
tend to 1 too quickly. Such a function V is called a Lyapunov function.
A challenging open problem in this area concerns the cases d D 1 and d D 2:
it is still unknown whether in these cases, for A D Id and smooth b, the Cauchy
problem with a probability initial data has at most one probability solution (as noted
above, there are counterexamples for all d > 3).
We now proceed to less regular diffusion matrices. Let U.x; r/ denote the ball of
radius r centred at x.
34 M. Röckner
Let g be a bounded function on Rd C1 . We set
Cr 2
tZ “
2 2
O.g; R/ D sup sup r jU.x; r/j jg.y; s/ g.z; s/j dy dz ds:
.x;t /2Rd C1 r6R
t y;z2U.x;r/
If lim O.g; R/ D 0, the function g is said to belong to the class VMOx .Rd C1 /. If
R!0
g 2 VMOx .Rd C1 /, then one can always assume that O.g; R/ 6 w.R/ for all R > 0,
where w is a continuous function on Œ0; C1/ and w.0/ D 0.
The following condition on A is used in our uniqueness result in case of A of low
regularity.
(H1) for every ball U Rd , there exist numbers D .U / > 0 and M D M.U / >
0 such that
.A.x; t/y; y/ > jyj2 ; kA.x; t/k 6 M
for all .x; t/ 2 U Œ0; T and y 2 Rd .
Theorem 2.1.4. Suppose that aij 2 VMOx;loc .Rd Œ0; T / and that the matrix A D
.aij / satisfies condition (H1). Then, the set
M D f 2 P W aij ; b i 2 L1 .; Rd Œ0; T /g
consists of at most one element.
We emphasise that this theorem gives uniqueness not in the whole class of proba-
bility solutions but only in its subclass specified by the integrability of the drift b (for
uniformly bounded b, this condition holds automatically).
Let us say a few words about the infinite-dimensional case which attracts many
researchers due to applications in stochastic partial differential equations, infinite-
dimensional diffusions, and mathematical physics. For simplicity, we consider equa-
tions on the space of real sequences R1 (the countable power of the real line). This
space is a complete separable metric space with the distance
1
X
n
d.x; y/ D 2 min.1; jxn yn j/:
nD1
Due to the special structure of this space, the main concepts (but not the results)
connected with Fokker–Planck–Kolmogorov equations on it are very similar to the
case of Rd . Namely, given Borel functions aij and b i on R1 such that the finite-
dimensional submatrices .aij /i;j 6n are symmetric non-negative-definite, we say that
a Borel probability measure on R1 satisfies the equation
L D 0
with the operator

1
X 1
X
ij
L D a @x @x C b i @x
i j i
i;j D1 i D1
if the functions aij , b i are -integrable and for every function ' in finitely many
variables belonging to the corresponding class Cb1 one has
Z
L' d D 0:
R1
Obviously, the function L' is -integrable since the series becomes a finite sum of
-integrable functions. Set b WD .b i /1 i D1 .
Similarly, one defines a parabolic equation and the corresponding Cauchy prob-
lem.
As in the finite-dimensional case, interesting problems arise already for aij D ıij
(which in Rd would mean the unit diffusion matrix). For example, if b.x/ D x, the
standard Gaussian measure on R1 (the countable power of the standard Gaussian
measure on the real line) is a solution to the corresponding equation. This measure is
the only probability solution. Indeed, for a general b, the projection of any solution
to Rn , denoted by n , satisfies the equation on Rn whose diffusion coefficients
anij and drift coefficients bni are the conditional expectations of the functions aij and
b i with i; j 6 n with respect to the measure and the -algebra Bn generated
by the first n coordinates. This is obvious from the definitions. Therefore, in case
of constant aij , we have anij D aij and, in case of b i with i 6 n depending on
x1 ; : : : ; xn , we have bni D b i . In particular, for b i .x/ D xi , we have bni .x/ D xi
whenever i 6 n. Therefore, in the situation under consideration, the projection of
any probability solution to Rn satisfies the same equation as the standard Gaussian
measure on Rn , but this equation admits only one probability solution.
However, the situation may change for other b. Actually, examples of linear b
are known such that the corresponding equation (with aij D ıij ) has several different
probability solutions that are Gaussian measures (hence there exist also non-Gaussian
solutions, their convex combinations).
A relatively simple case arises if we take
b.x/ D x C v.x/;
where the perturbation v takes values in the Hilbert space H D l 2 and is bounded in
the usual l 2 -norm. In this case, it is known that every probability solution to the
elliptic equation L D 0 is absolutely continuous with respect to and is unique
(it is also known that a solution exists under the stated assumptions). Certainly, the
assumption that v is a bounded l 2 -valued perturbation is very restrictive.
As a typical result on uniqueness in infinite dimensions, we mention the following
theorem from [9]. Let us consider the following Cauchy problem.
Let B D .B i / be a sequence of Borel functions on R1 .0; T0 /, where T0 > 0
is fixed, and let aij be Borel functions on R1 .0; T0 /. Let us consider the Cauchy
36 M. Röckner
problem
@t D L ;
(2.1.5)
jt D0 D ;
where L is the formal adjoint operator for the differential operator L defined by
1
X 1
X
L'.x; t/ D aij .x; t/@x @x '.x; t/ C B i .x; t/@x '.x; t/;
i j i
i;j D1 i D1
for every smooth function ' depending on finitely many coordinates of x. We con-
sider the following condition.
(A) aij D aj i , each function aij depends only on the variables t; x1 ; x2 ; : : : ;
xmaxfi;j g and is continuous and, for every natural number N , the matrix AN D
.aij /16i;j 6N satisfies the following condition:
there exist positive numbers N , N and ˇN 2 .0; 1 such that for all x; y 2
RN and t 2 Œ0; T0 one has
N jyj2 6 hAN .x; t/y; yi 6 N 1 jyj2 ;
kAN .x; t/ AN .y; t/k 6 N jx yjˇN ;
where k : k is the operator norm and j : j is the standard Euclidean norm.
Let be a Borel probability measure on R1 and let P be some convex set of prob-
ability solutions D t .dx/ dt to (2.1.5), i.e., t > 0 and t .R1 / D 1 for every
t 2 .0; T0 /, such that jB k j 2 L2 ./ for each k 2 N and the following condition
holds:
(B) for every " > 0 and every natural number d , there exist a natural number
N D N."; d / > d and a Cb2;1 -mapping .b"k /N kD1
W RN Œ0; T0 ! RN such
that
Z T0 Z
jAN .x; t/ 1=2 .BN .x; t/ b".x1 ; : : : ; xN ; t//j2 t .dx/ dt < ";
0 R1
where BN D .B 1 ; : : : ; B N /. We do not indicate dependence on d where it is

meant.
Theorem 2.1.5. Assume that conditions (A) and (B) hold. Then, the set P contains
at most one element.
Let us illustrate condition (B) by several examples. We shall use the following
notation: given a sequence D .n /n>1 of positive numbers, the weighted Hilbert
space
n X1 o
2 2
l D x D .xn /W kxkl 2 D n xn2 < 1

nD1
P1
will be equipped with the inner product hx; yi D nD1 n x n y n .
Example 2.1.6.
(i) Let B k depend only on the variables t; x1 ; x2 ; : : : ; xk . Then, in order to ensure
our condition (B), we need only the inclusion jB k j 2 L2 ./ for all k > 1.
Indeed, we set N D d and approximate each function B k separately.
(ii) Let ˛ D .˛k /k>1 , ˛k > 0 for each k 2 N and 1=˛ WD .˛k 1 /k>1 . Suppose that
aij satisfy condition (A) and that there exists a positive number C independent
of N such that
jAN .x; t/ 1=2yj 6 C kykl 2
1=˛
for all x, t and y D .y1 ; y2 ; : : : ; yN ; 0; 0; : : :/. For example, this is true if

aij D 0 for i ¤ j and ai i D ˛i .
2
Let .B k .x; t// 2 l1=˛ for -almost every .x; t/ and let kBkl 2 2 L2 ./. For
1=˛
every " > 0 and every natural number d , we pick a number M > d such that
X1 Z T0 Z
˛k 1 jB k j2 dt dt < "=2:
0 R1
kDM C1
Then, for every B k , we find a smooth function b"k depending on the first nk
variables such that
Z T Z
0
˛k 1 jB k b"k j2 dt dt < ".2M / 1 ; k D 1; : : : ; M:
0 R1
Set N D maxfM; n1 ; n2 ; : : : ; nM g and b"k 0 for k > N . Then,

N Z
X T0 Z
˛k 1 jB k b"k j2 dt dt
0 R1
kD1
M Z
X T0 Z
D ˛k 1 jB k b"k j2 dt dt
0 R1
kD1
N
X Z T0 Z
C ˛k 1 jB k j2 dt dt < ":
0 R1
kDM C1
(iii) Finally, for aij as in (ii), we can combine both examples. Let B D G C F ,
where
G k ; F k 2 L2 ./; G k .x; t/ D G k .x1 ; x2 ; : : : ; xk ; t/; F .x; t/ 2 l1=˛
2
and
kF k1=˛ 2 L2 ./:
Obviously, for given B k of this type, the set of all probability solutions D
t .dx/ dt to (2.1.3) satisfying the previous integrability conditions is convex.
38 M. Röckner
An important and interesting problem concerns the study of conditions for unique-
ness of solutions to nonlinear FPK equations. The accomplished results and our anal-
ysis of the linear case can give some insight and serve as auxiliary tools. Another
important direction pursued by many researchers is related to the study of unique-
ness for martingale problems associated with second order operators for which we
consider FPK equations. Certainly, when dealing with uniqueness for martingale
problems and connections between various kinds of uniqueness (the Cauchy problem
for FPK equations, martingale problems, uniqueness of semigroups, etc.), it is quite
natural to consider also pseudo-differential operators.
2.1.3 Bounds for solution densities Here, we mention some typical results on up-
per bounds for solution densities.
Theorem 2.1.7. Suppose that is a probability measure on Rd such that L D 0,

where A and A 1 are uniformly bounded, A is Lipschitz on every ball of radius 1
with a constant independent of the centre of the ball, and b satisfies the following
condition with some p > d :
either supx2Rd kbkLp .U.x;1// < 1 or supx2Rd kbkLp .U.x;1/;/ < 1.
Then, the continuous version % of the density of is uniformly bounded.

If jbj 2 Lp ./, then % 2 W p;1 .Rd /.
In the next theorem, the conditions ensure bounds of the form %.x/ 6 C=ˆ.x/.
For simplicity, we formulate this result for the unit diffusion matrix, but a Sobolev
differentiable matrix leads only to slightly longer assumptions.
Theorem 2.1.8. Suppose that D % dx is a probability measure on Rd satisfying

the elliptic equation L D 0 with A D Id and b such that
either jbj 2 L˛loc .Rd / or jbj 2 L˛loc .jj/, where ˛ > d ,
and
jbj 2 Lˇ .jj/; where ˇ > 1:
Let ˆ 2 C 1 .Rd / be a positive function such that, for some > d , one has
ˆ 2 L1 ./; jrˆj 2 L ./:
Then,
C
%.x/ 6
ˆ.x/
with some constant C .
For example, if jbj is locally bounded and belongs to L2 ./, the only real restric-
tion in this theorem is the integrability of jrˆj % over the whole space. In turn, this
integrability in many cases can be checked by means of suitable Lyapunov functions.

For example, for obtaining a polynomial decay of %, it suffices to use ˆ.x/ D jxjm ,
which requires the integrability of jxjN %.x/ for a sufficiently large N . To ensure this,
it is enough that .x; b.x// be estimated by a negative constant outside of a ball.
If we want to get a bound
kjxj
%.x/ 6 Ce ;
it suffices that b is locally bounded and ek jxj %.x/ is integrable for some > d . For
a Gaussian decay
2
%.x/ 6 Ce kjxj ;
we need (in addition to the local boundedness of b or integrability to some power
2
larger than d ) the integrability of ek jxj %.x/ with some > d . The latter can be
checked in terms of Lyapunov functions. For example, it suffices to have a bound
.b.x/; x/ 6 c1 c2 jxj2 . An interesting feature of such sufficient conditions is that
the behaviour of the component of b.x/ orthogonal to x does not matter.
Similar results have been obtained in the parabolic case. Again for simplicity, we
consider the unit diffusion matrix.
Theorem 2.1.9. Let ˆ 2 C 2 .Rd / be a positive function such that

Z
sup ˆ.x/%.x; t/ dx < 1;
t 2.0;T / Rd
jˆj ˆ; .jbj jrˆj/ ˆ 1

; jbj2 ˆ; jrˆj2 ˆ2 1
2 L1 ./;
where > .d C 2/=2. Then, there exists a number C > 0 such that
1 1
%.x; t/ 6 C for all .x; t/ 2 Rd .0; T /.
t d=2 ˆ.x/
There are also lower bounds on solution densities in the elliptic and parabolic
cases, which is connected with Harnack’s inequality. A detailed discussion of such
results is given in [11]. An interesting direction of research in this area concerns the
infinite-dimensional case. There, many natural questions of a very basic character
remain open. For example, there are no broad sufficient conditions ensuring that
probability solutions to stationary and parabolic FPK equations are strictly positive
when applied to balls in Hilbert spaces (a property which in the finite-dimensional
case is much weaker than the positivity of densities). Returning to the framework
described at the end of the previous section, one can consider the elliptic equation
on R1 with aij D ıij and continuous bounded b i . Suppose that is a probability
solution on R1 . Let E be a Hilbert space continuously embedded into R1 (say, a
weighted Hilbert space of sequences) with .E/ D 1. Is it true that is positive on
balls in E? Of course, this is stronger than being positive on non-empty open sets
in R1 , since such open sets contain open cylinders with finite-dimensional bases, so
that the positivity on them follows from the finite-dimensional case. However, the
finite-dimensional case does not help when we consider balls in E.
40 M. Röckner
Remark 2.1.10. There is an obvious connection between the results in this subsec-
tion and the general theory of heat kernel estimates, which are also intensively studied
in Chapter 3. For a particularly singular case see [37].
2.2 Three selected results on SPDEs

V. Barbu and M. Röckner
2.2.1 The stochastic total variation flow The main reference for this section is [6].
Consider the nonlinear diffusion equation
h i
dX.t/ D div sign .rX.t// dt C X.t/ dW .t/ on .0; T / O ;
X D 0 on .0; T / @O ; (2.2.1)
2
X.0/ D x 2 L .O /;
where T > 0 is arbitrary and O is a bounded, convex, open set in RN , @O smooth;

1
X
W .t; / WD k ek ./ˇk .t/; .t; / 2 .0; 1/ O
kD1
with ˇk , k 2 N, independent Brownian motions on .; F ; .Ft /; P/, k 2 R and

ek , k 2 N, the eigenbasis of the Dirichlet Laplacian D on O . Furthermore, the
N
mapping signW RN ! 2R (multi-valued!) is defined by
8
<u ; if u 2 RN nf0g;
sign u WD juj
:fu 2 RN W juj 6 1g; if u D 0 2 RN :
In this section, we assume

1
P 1
P
(H1) C1 2
WD 2k jek j21 < 1 and k jrek j1 < 1.
kD1 kD1
Set
1
X
./ WD 2k ek2 ./;
kD1
i.e., hW . ; /it D ./ t with t > 0, 2 O .

Remark 2.2.1.
(i) In nonlinear diffusion theory, (2.2.1) is derived from the continuity equation
perturbed by a Gaussian process proportional to the density X.t/ of the mate-
rial, that is,
dX.t/ D div J.rX.t// dt C X.t/ dW .t/;
where J D sign is the flux of the diffusing material. (See [15, 16, 17].)
(ii) (2.2.1) is also relevant as a mathematical model for faceted crystal growth un-
der a stochastic perturbation as well as in materials science (see [18] for the
deterministic model and complete references on the subject). The resulting
equations are differential gradient systems corresponding to a convex and non-
differentiable potential (energy).
(iii) Other recent applications refer to the PDE approach to image recovery (see,
e.g., [12] and also [4, 13]). In fact, if x 2 L2 .O / is the blurred image, one
might find the restored image via the total variation flow X D X.t/ generated
by (2.2.1). In its deterministic form, this is the so-called total variation based
image restoration model and its stochastic version (2.2.1) arises naturally in
this context as a perturbation of the total variation flow by a Gaussian (Wiener)
noise.
In [6], we prove the existence and uniqueness of variational solutions to (2.2.1)

in all dimensions N > 1 and for all initial conditions x 2 L2 .O /. We would like
to stress that one main difficulty occurs when x 2 L2 .O / n H01 .O /, while the case
x 2 H01 .O / is more standard. Furthermore, we prove the finite-time extinction of
solutions with positive probability, if N 6 3, generalising corresponding results from
[2] and [3] obtained in the deterministic case. Let us explain and formulate both
results in more detail. Below, we use the following standard notation.
Lp .O / WD standard Lp -spaces with norm j jp ; p 2 Œ1; 1

1;p
W.0/ O WD standard (Dirichlet)Sobolev spaces in Lp .O/; p 2 Œ1; 1/;
with norm
Z 1=p
p
kuk1;p WD jruj d .d D Lebesgue measure on O /
O
H01 .O / WD W01;2 .O /:
BV .O / WD space of functions u W O ! R with bounded variation
Z
1 N
kDuk WD sup u div ' d W ' 2 C0 .O I R /; j'j1 6 1
O
Z
D jruj d; if u 2 W 1;1 .O / :
O
0
BV .O / WD all u 2 BV .O / vanishing on @O :
42 M. Röckner
Define
( R
kDuk C @O j 0 .u/j dHN 1
; if u 2 BV .O / \ L2 .O /;
.u/ WD
C1; if u 2 L2 .O / n BV .O /;
where 0 .u/ is the trace of u on the boundary and dHN 1

is the Hausdorff measure.
Then, for the subdifferential @ of , one can show that
@.u/ D div sign.ru/
(as multivalued maps).

Hence, we can rewrite (2.2.1) as
dX.t/ C @.X.t// dt 3 X.t/ dW .t/; t 2 Œ0; T ;

(2.2.2)
X.0/ D x 2 L2 .O /:
However, since the multi-valued mapping @ W L2 .O / ! L2 .O / is highly singular,

for arbitrary initial conditions x 2 L2 .O /, no general existence result for stochastic
infinite-dimensional equations of subgradient type is applicable to the present situa-
tion. Our approach is to rewrite (2.2.2) as a stochastic variational inequality (SVI),
which is equivalent to (2.2.2) if is regular enough.
Definition 2.2.2. Let 0 < T < 1 and let x 2 L2 .O /. A stochastic process X W

Œ0; T ! L2 .O / is said to be an SVI-solution to (2.2.1) if the following conditions
hold.
(i) X is .Ft /-adapted, has P-a.s. continuous sample paths in L2 .O / and X.0/ D
x.
(ii) X 2 L2 .Œ0; T I L2 .O //, .X / 2 L1 .Œ0; T /.
(iii) For each .Ft /-progressively measurable process G 2 L2 .Œ0; T I L2 .O //
and each .Ft /-adapted L2 .O /-valued process Z with P-a.s. continuous sample
paths such that Z 2 L2 .Œ0; T I H01 .O // which solve the equation
Z t Z t
Z.t/ Z.0/ C G.s/ ds D Z.s/ dW .s/; t 2 Œ0; T ;
0 0
we have
Z t
1 1
EjX.t/ Z.t/j22 CE Ejx Z.0/j22
.X. // d 6
2 0 2
Z t Z tZ
1
CE .Z. // d C E .X. / Z. //2 d d
0 2 0 O
Z t
CE hX. / Z. /; G. /i d; t 2 Œ0; T ;
0
where h; i denotes the inner product in L2 .O /.

Now, we can state the two main results in this section.
Theorem 2.2.3. Let O be a bounded and convex open subset of RN , N 6 3, with

smooth boundary and T > 0. For each x 2 L2 .O /, there exists an SVI-solution X
to (2.2.1), and X is the unique solution in the class of all solutions X such that, for
some ı > 0,
X 2 L2Cı .I L2 .Œ0; T I L2 .O ///:
Furthermore, X has the following properties:
(i) X 2 L2 .I C.Œ0; T I L2 .O ///:
2 p
(ii) sup EŒjX.t/jp2 6 exp C1 2
.p 1/ kxkp2 ; for all p 2 Œ2; 1/:
t 2Œ0;T
(iii) Let x; y 2 LN .O / and X x ; X y be the corresponding variational solutions

with initial conditions x; y, respectively. Then, for some positive constant C D
2
C.N; C1 /,
" #
E sup jX x . / X y . /jN
N 6 2jx yjN
Ne
CT
:
2Œ0;T
(iv) If x > 0, then X.t/ > 0 8 t 2 Œ0; T .

(v) If x 2 H01 .O /, then, for some C > 0 (independent of x),
" #
E sup kX.t/k21;2 6 C kxk21;2 ;
t 2Œ0;T
hence X 2 L2 .I L1 .Œ0; T I H01 .O ///.
In the proof of Theorem 2.2.3, we approximate (2.2.1) by
dX D div e .aX / dt C X dW in .0; T / O ;

X D 0 on .0; T / @O ; (2.2.3)
X .0/ D x 2 L2 .O /;
where 2 .0; 1, e .u/ D .u/ C u; 8u 2 RN . Here, is the Yosida approxi-
mation of the function .u/ D sign u, that is,
8 1
< u; if juj 6 ;
.u/ D : u
; if juj > :
juj
Then we prove convergence when ! 0 (see [6] for details).

44 M. Röckner
Theorem 2.2.4 (Finite time extinction). Let N D 2 or 3. Let X be as in Theo-

rem 2.2.3, with initial condition x 2 LN .O /, and let WD infft > 0 W jX.t/jN D 0g.
Then, we have
Z t 1

PŒ 6 t > 1 1 e C s ds jxjN ; 8t > 0:
0
2
C1
Here, WD inffjyjW 1;1 .O/ =jyj N W y 2 W01;1 .O /g and C WD 2
.N 1/. In
0 N 1
particular, if jxjN < =C , then PŒ < 1 > 0:
2.2.2 A new approach to SPDEs The main reference for this section is [7]. Con-
sider the following stochastic differential equation with linear multiplicative noise on
a separable Hilbert space .H; h ; i/
dX.t/ C A.t; X.t// dt D X.t/ dW .t/; t 2 Œ0; T ;

(2.2.4)
X.0/ D x 2 H:
Example 2.2.5 (Stochastic porous media equation).

1
dX.t/ . .X.t// dt D X.t/ dW .t/ on H .O /; O Rd ; O open.
W R ! R continuous, increasing
r .r/ > c1 r p c2 , c1 ; c2 2 .0; 1/, p 2 .1; 1/
j .r/j 6 c3 jrjp 1 C c4 , c3 ; c4 2 .0; 1/
The state space H consists of functions or Schwartz distributions on an open

O Rd ; @O smooth; e.g. H D L2 .O/ or H D Sobolev space H0k .O/ or H k .O/,
k 2 N.
Assume there exists a reflexive Banach space V H , continuously and densely,
hence we obtain the Gelfand triple
0 0
V H . H / V :
0
We may assume that V , V are strictly convex. (Otherwise, we change to an appro-
priate equivalent norm on V ; according to Asplund’s theorem.)
A typical example is given by
H01 .O / L2 .O / H 1
.O /:
The noise in (2.2.4) is of type
W D W .t/; t > 0; Wiener process on H of type
1
X
W .t; / WD j ej ./ˇj .t/; 2 O ; t > 0;
j D1
where:
(a) ˇj ; j 2 N, are independent (real) Brownian motions on a stochastic basis
.; F ; .Ft /; P/,
(b) ej 2 C 2 .ON / \ H; j 2 N, is an ONB of H , and there exist j 2 .0; 1/ such
that 8j 2 N
jy ej jH 6 j jej j1 jyjH ; y 2 H I
(c) j 2 R; j 2 N, such that
1
X
WD 2j .1 C 2j / jej j21 < 1:
j D1
Our assumptions on the drift A (where we write A.t; u/ instead of A.t; u; !/) are:
0
AW Œ0; T V ! V is progressively measurable and there exist p 2 .1; 1/,
ı 2 Œ0; 1/, c1 2 .0; 1/, ci 2 R, i 2 f2; : : : ; 6g such that on , 8t 2 Œ0; T ,
0
(“demicontinuous”) A.t; / W V ! V is strongly-weakly continuous,
(“quasi-monotone”)
V
0 hA.t; u/ A.t; v/; u viV > ı ju vj2H 8u; v 2 V;
(“coercive”)
V
0 hA.t; u/; uiV > c1 jujpV C c2 juj2H C c3 8u 2 V;
(“boundedness”)
jA.t; u/jV 0 6 c4 jujVp 1
C c5 jujH C c6 8u 2 V:
p
We fix p 2 .1; 1/ as above from now on and set p0 WD p 1
.
Definition 2.2.6. An H -valued, .Ft /-adapted process X.t/, t 2 Œ0; T , on

.; F ; P/, with P-a.s. continuous sample paths is called solution to (2.2.4), if

X 2 L2 .0; T / I H \ Lp .0; T / I V
and
Z t Z t
X.t/ C A.s; X.s// ds D x C X.s/ dW .s/; t 2 Œ0; T :
0 0
Theorem 2.2.7. Under the above hypotheses on the noise and drift, (2.2.4) has a
unique solution for every x 2 H . Moreover, t 7! e W .t / X.t/ is V 0 -absolutely
continuous on Œ0; T P-a.s and
Z T ˇ ˇp0
ˇ W .t / d ˇ
E ˇe .e W .t / X.t//ˇ 0 dt < 1:
0 dt V
46 M. Röckner
Let us perform the following rescaling transformation. Set

W .t /
y.t/ WD e X.t/; t 2 Œ0; T
Then, by Itô’s formula, we obtain (proof non-trivial!) the equivalent random ODE
dy W .t /
C e A.t; eW .t / y.t// C y.t/ D 0 for dt-a.e. t 2 .0; T /
dt (2.2.5)
y.0/ D x;
and vice versa, where
1
1X 2 2
./ WD j ej ./; 2 O :
2
j D1
Definition 2.2.8. An H -valued, .Ft /-adapted process y.t/, t 2 Œ0; T , on .; F ; P/

with P-a.s. continuous sample paths is called solution to (2.2.5) if

eW y 2 L2 .0; T / I H \ Lp .0; T / I V ;
and P-a.s., t 7! y.t/ is V 0 -absolutely continuous on Œ0; T satisfying (2.2.5), and
ZT ˇ ˇ 0
ˇ W .t / dy ˇp
E ˇeˇ ˇ dt < 1:
dt ˇ 0 V
0
Theorem 2.2.9. Under the above hypotheses on the noise and drift, (2.2.5) has a
unique solution for every x 2 H .
Remark 2.2.10. Theorem 2.2.9 ” Theorem 2.2.7.

.Cı/t
By the transformation y 7! e y, we may assume that A is “strongly mono-
tone”, i.e.
V
0 hA.t; u/ A.t; v/; u viV > ju vj2H 8u; v 2 V:
One main problem is the following:
y 7! e W .t /
A.t; eW .t / y/ is no longer monotone from V to V 0
for fixed t 2 Œ0; T ; ! 2 :
So, we change to another Gelfand triple
V H V 0;
with spaces V , H, V 0 consisting of stochastic processes with norms scaled by eW
and study the resulting equations there. This is the main idea of the new approach to
SPDEs, announced in the title of this section.
a) For p > 2:
V WD all V -valued, .Ft /-adapted processes y.t/; t 2 Œ0; T ; such that

Z Tˇ ! p1
ˇp
ˇ W .t / ˇ
jyjV WD E ˇe y.t/ˇ dt < 1;
0 V
H WD all H -valued, .Ft /-adapted processes y.t/; t 2 Œ0; T ; such that

Z Tˇ ! 21
ˇ2
ˇ W .t / ˇ
jyjH WD E ˇe y.t/ˇ dt < 1;
0 H
V 0 WD all V 0 -valued, .Ft /-adapted processes y.t/; t 2 Œ0; T ; such that

Z Tˇ ! 10
ˇp0 p
ˇ W .t / ˇ
jyjV 0 WD E ˇe y.t/ˇ 0 dt < 1:
0 V
b) For p 2 .1; 2/: Replace V above by V \ H and V 0 by V 0 C H.

Now, consider (2.2.5) as an equation on this new Gelfand triple
V H V 0;
namely as an operatorial equation:
B y C Ay D 0; (2.2.6)
where A W V ! V 0 and B W D.B / V ! V 0 are defined by
.Ay/.t/ D e W .t / A.t/.eW .t / y.t// y.t/; a.e. t 2 .0; T /; y 2 V ;

dy
.B y/.t/ D .t/ C . C /y.t/; a.e. t 2 .0; T /; y 2 D.B /;
dt
n dy o
D.B / D y 2 V W y 2 AC.Œ0; T I V 0 / \ C.Œ0; T I H /; P-a.s.; 2 V 0 ; y.0/ D x :
dt
Here, AC.Œ0; T I V 0 / is the space of all absolutely continuous V 0 -valued functions on
Œ0; T .
Remark 2.2.11. (2.2.4) ” (2.2.5) ” (2.2.6).
Idea of proof of Theorem 2.2.9. By Remark 2.2.11, it suffices to solve (2.2.6).

Claim: A and B are maximal monotone from V to V 0 .
To prove that A is maximal monotone is straightforward. Let us prove that B is
monotone.
48 M. Röckner
For all y 2 D.B /, by Itô’s formula (non-trivial !), and t 2 Œ0; T ,

Zt Zt
W .t / W .s/ dy W .s/
e y.t/ D y.0/ C e C e y.s/ ds C eW .s/ y.s/ dW .s/;
ds
0 0
and thus by the known Itô formula for j j2H :

Zt
1 ˇˇ W .t / ˇ2
ˇ 1 2
D
W .s/ dy

W .s/
E
ˇe y.t/ˇ D jy.0/jH C 0
e C y.s/ ; e y.s/ ds
2 H 2 V ds V
0
Zt D E
C eW .s/ y.s/; eW .s/ y.s/ dW .s/
H
0
Zt
1 X 2 ˇˇ W .s/ ˇ2
1
ˇ
C j ˇe y.s/ej ˇ ds; t 2 Œ0; T :
2 H
j D1 0
Then, take y1 ; y2 2 D.B /, and set y WD y1 y2 to obtain

Z TD E
W .t / dy W .t /
0 hB .y/; yiV D E e C y.t/ ; e y.t/ dt
V dt
0
Z TD E
CE eW .t / y.t/; eW .t / y.t/ dt
0
1 ˇˇ ˇ2
ˇ
> E ˇeW .T / y.T /ˇ > 0;
2 H
where the penultimate inequality follows by the definition of and the above Itô
formula for j j2H . To prove maximal monotonicity is hard and technical. We refer to
[7] for details.
Using the claim, we obtain that A is max. monotone from V to V 0 and D.A/ D V
and that B is max. monotone from V to V 0 . This implies A C B is max. monotone
from V to V 0 . Therefore, by the coercivity assumption on A, it is standard to prove
that A C B is bijective from D.B / to V 0 .
Hence, in particular, there exists a solution to (2.2.6).
Applications of the new approach are numerous. One obtains, e.g., new spatial
regularity results for solutions of SPDEs. For details, we refer to [7]. For further anal-
ysis of special properties of solution to SPDEs as for example long time behaviour
and, in particular, random attractors we refer e.g. to [8].
We conclude this section with the “subgradient case”: Assume that A is the sub-
differential of a continuous convex function 'W V ! R, i.e., for t 2 Œ0; T , ! 2 ,
u 2 V;
A.t; u; !/ D @'.t; u; !/
D f 2 V 0 W V 0 h; u ziV > '.t; u; !/ '.t; z; !/ 8z 2 V g:
Then, A W V ! V 0 defined as above is itself the subdifferential @ˆ W V ! V 0 of the

convex lower-semicontinuous function ˆ W V ! R defined by
Z T
ˆ.y/ D E '.t; eW .t / y.t// jeW .t / y.t/j2H dt; 8y 2 V :
0
Let ˆ W V 0 ! R be the conjugate of ˆ, that is,
ˆ .v/ WD supfV 0 hv; uiV ˆ.u/ W u 2 V g:
Then, the solution y to (2.2.6) (equivalently, (2.2.5) or (2.2.4)) is the solution to a

minimisation problem. More precisely,
y D argmin fˆ.y/Cˆ . B y/ C V 0 hB y; yiV W y 2 D.B /g :
2.2.3 Pathwise uniqueness for SDEs on Hilbert spaces with a merely bounded
measurable drift part The main reference for this section is [14]. Consider on a
separable (real) Hilbert space .H; h ; iH / (norm j:jH ) for a cylindrical Brownian
motion Wt , t > 0, on .; F ; .Ft /; P/, and BW H ! H bounded, Borel,
dXt D .AXt rV .Xt / C B.Xt // dt C dWt ; t 2 Œ0; T

(2.2.7)
X0 D z 2 H:
Example 2.2.12 (Stochastic reaction diffusion equation with bounded measurable

perturbation).
H WD L2 ..0; 1/; d/; p 2 Œ1; 1/

p 1
dXt D .Xt Xt jXt j / dt C B.Xt / dt C dWt ; t 2 Œ0; T ;
2
X0 D z 2 L ..0; 1/; d/:
Assumptions:
1
.H1/ AW D.A/ H ! H self-adjoint and A 6 !I for some ! > 0, with A
of trace class.
.H 2/ V W H ! . 1; C1 convex, lower-semicontinuous, lower bounded func-
tion and let DV be the set of all x 2 fV < 1g such that its Gâteaux deriva-
tive rV exists at x.
.H 3c/0 There exists a separable Banach space E H; continuously and densely
embedded, such that E DV , .E/ D 1 and on E the function V is twice
Gâteaux-differentiable such that for all x 2 E its second Gâteaux derivative
VE00 .x/ 2 L.E; E 0 / (with E 0 being the dual of E) extends by continuity to
an element in L.H; E 0 / such that
kVE00 .x/kL.H;E 0 / 6 ‰.jxjE /

50 M. Röckner
for some convex function ‰ W Œ0; 1/ ! Œ0; 1/. Furthermore, for -

a.e. initial condition z 2 E, there exists a (probabilistically) weak solution
X V D X V .t/; t 2 Œ0; T , to (2.2.8) so that
Z T
E ‰.jX V .s/jE / ds < 1:
0
Here,
dXt D .AXt rV .Xt // dt C dWt

(2.2.8)
X0 D z:
and WD N.0; Q/, i.e. the centred Gaussian measure in H with covariance Q D
1
2
A 1 and
Z
1 V .x/
.dx/ WD e .dx/; Z WD e V .x/ .dx/:
Z
H
Definition 2.2.13. A solution of (2.2.7) in H is a filtered probability space

.; F ; .Ft /t >0 ; P/, an H -cylindrical .Ft /-Brownian motion .Wt /t >0 on this space,
and a continuous .Ft /-adapted process .Xt /t >0 on this space such that:
RT
i) Xs .!/ 2 DV for dt ˝ P-a.e. .s; !/ and 0 jhrV .Xs / ; hiH j ds < 1 P-a.s.,
for every T > 0 and h 2 D .A/;
ii) for every h 2 D .A/ and t > 0, one has P-a.s.
Z t
˝ ˛
hXt ; hiH D hz; hiH C hXs ; AhiH C B Xs rV Xs ; h H dsChWt ; hiH :
0

If X is F -adapted, where F W D FtW
W
t >0
is the normal filtration generated by
W , we say that X is a strong solution.
The main result of this section is the following:
Theorem 2.2.14. There is a Borel set SV H such that .H n SV / D 0, having

the following property: If z 2 SV and X , Y are two solutions to (2.2.7) with ini-
tial condition z, defined on the same filtered probability space .; F ; .Ft /t >0 ; P/
and w.r.t. the same cylindrical Brownian motion W , then X and Y are indistinguish-
able processes. Hence by the Yamada–Watanabe theorem they are (probabilistically)
strong solutions and have the same law.
Remark 2.2.15. Theorem 2.2.14 generalises the seminal work [20] from Rd to infinite-
dimensional (Hilbert) spaces.
Idea of proof of Theorem 2.2.14. The idea of proof is to rewrite (2.2.7) in “elliptic
coordinates” as follows: Let i 2 .0; 1/; i 2 N, be the eigenvalues of A. Let
> 4kjBjH k21 and consider the following PDE’s for i 2 N:
. C i /ui L ui hB; Dui iH D B i ;
where B i .x/ WD hB.x/; ei iH ; x 2 H . Then, one can prove that each ui is Lipschitz,
and
X1
U.x/ WD ui .x/ei ; x 2 H;
i D1
defines a bounded, Lipschitz-continuous map U W H ! H , so that, for large

enough, kU kLip 6 21 .
Then the new “elliptic” coordinates are given by ' i W H ! R, where ' i .x/ WD
h'.x/; ei iH ; i 2 N, with
'.x/ WD x C U.x/; x 2 H:
Since kU kLip 6 21 , we have 8x; y 2 H
1 3
jx yjH 6 j'.x/ '.y/jH 6 jx yjH :
2 2
Rewritten in these new coordinates, Eq. (2.2.7) becomes

d' i Xt D i Xti Di V Xt dt C C i ui Xt dt
˝ ˛ (2.2.9)
C Dui Xt ; dWt H C dWti ;
where i 2 N, Xti WD hXt ; ei i and Wti WD hWt ; ei i (so B does not appear anymore).
Fix z 2 SV and let X; Y be two solutions of (2.2.7) on .; F ; .Ft /; P/. Then, by
(2.2.9), we have for all i 2 N
dŒ' i .Xt / ' i .Yt / D Œi .Xti Yti / C Di V .Xt / Di V .Yt / dt C . C i /Œui .Xt /
ui .Yt / dt C hDui .Xt / Dui .Yt /; dWt iH :
Hence, by Itô’s formula, we get for

Z Z tX 1 2
t
jrV .Xs / rV .Ys /jH ui .Xs / ui .Ys /
At WD 2 ds C 2 i ds
0 j'.Xs / '.Ys /jH 0 i D1 j'.Xs / '.Ys /j2H
Z tX 1 ˇ
ˇ i ˇ2
Du .Xs / Dui .Ys /ˇH
C ds; t > 0;
0 i D1 j'.Xs / '.Ys /j2H
52 M. Röckner
that
h i
At
E e j'.Xt / '.Yt /j2H
1
62 jXs Ys jH 6j'.Xs / '.Ys /jH
Z t ‚ …„ ƒ
As
6 2E e j'.Xs / '.Ys /jH jU.Xs / U.Ys /jH ds
0
Z t
2 jrV .Xs / rV .Ys /jH
CE e As
j'.Xs / '.Ys /j2H ds
0 j'.Xs / '.Ys /jH
Z t X 1
.ui .Xs / ui .Ys //2
CE e As
j'.Xs / '.Ys /j2H 2 i ds
0 i D1
j'.Xs / '.Ys /j2H
Z 1 ˇ
ˇ i ˇ2
t
As 2
X Du .Xs / Dui .Ys /ˇH
CE e j'.Xs / '.Ys /jH ds
0 i D1
j'.Xs / '.Ys /j2H
Z t
E e As
j'.Xs / '.Ys /j2H dAs :
0
So, we can apply Gronwall to get P-a.s.

1
jX Yt j2H 6 j'.Xt / '.Yt /j2H D 0; t > 0:
4 t
It remains to show that
At < 1 P-a.s.
For the proof of this, which is quite hard and technical, we refer to [14].
The case where in (2.2.7) the nonlinear part of the drift is not gradient type is
much more difficult and is at present under further study.
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[17] M.H. Giga and Y. Giga, Generalized motion by nonlocal curvature in the plane, Arch. Ra-
tion. Mech. Anal. 159(4) (2001), 295–333.
[18] R. Kobayashi and Y. Giga, Equations with singular diffusivity, J. Stat. Phys. 95(5–6) (1999),
1187–1220.
[19] W. Liu and M. Röckner, Stochastic Partial Differential Equations: An Introduction, Springer,
Cham, 2015.
[20] A.Y. Veretennikov, On strong solutions and explicit formulas for solutions of stochastic inte-
gral equations. Math. USSR Sbornik 39 (1981), 387–403.
Chapter 3
Analysis and stochastic processes on metric
measure spaces
A. Grigor’yan
This contribution deals with the properties of certain differential and nonlocal oper-
ators on various spaces, with the emphasis on the relationship between the analytic
properties of the operators in question and the geometric properties of the underly-
ing space. In most situations, these operators are Markov generators. In such cases,
we are also concerned with probabilistic aspects, such as the path properties of the
corresponding Markov process.1
3.1 Analysis on manifolds

The main object of interest in this part of the project is the Laplace–Beltrami operator
on a Riemannian manifold M . In most cases M can be assumed to be geodesically
complete and non-compact. Denote by B.x; r/ the geodesic ball on M of radius r
centered at x 2 M , and by V .x; r/ the Riemannian volume of B.x; r/.
A manifold M is called parabolic if any positive superharmonic function on M
is constant. It is known that the following properties are equivalent:
M is parabolic;
there is no positive Green function of on M ;
Brownian motion on M is recurrent;
(see [16]).
3.1.1 Elliptic operators
3.1.1.1 Semi-linear elliptic inequalities Consider on M the differential inequality
u C u 6 0 (3.1.1)
where > 1 is a constant, and ask if it has a positive solution u on M . This question
was initially motivated by certain problems in differential geometry, but after many
years of research of many authors it has become a popular question in PDEs.
1 Project A6
56 A. Grigor’yan
A classical result of Gidas and Spruck [15] says that the equation
u C u D 0 in Rn
with n > 2 and < nC2 n 2

has no positive solution, whereas for any > nC2
n 2
this
equation has a positive solution. The case of an inequality (3.1.1) has a different
answer: If 6 n n 2 then (3.1.1) has no positive solution, whereas for > n n 2 there
are positive solutions.
The existing methods of handling the differential inequality (3.1.1) and various
generalisations use quite strongly specific properties of PDEs in Rn (see, for exam-
ple, [47]). Here, we are interested in understanding minimal geometric assumptions
needed for the non-existence of a positive solution of (3.1.1). Assume that M is
geodesically complete. A famous theorem of Cheng and Yau [10] says that if, for
some x and all r 1,
V .x; r/ 6 C r 2 ; (3.1.2)
then M is parabolic. Since a solution of (3.1.1) is superharmonic, we see that under
(3.1.2) the inequality (3.1.1) has no positive solution.
The following is a combined result of [29] and [43].
Theorem 3.1.1. Let M be a geodesically complete, non-compact manifold. If, for

some x 2 M and all r 1,
V .x; r/ 6 C r p logq r; (3.1.3)
where
2 1
p D and q D ; (3.1.4)
1 1
then the inequality (3.1.1) has no positive solution.
Note that p > 2 so that the assumption (3.1.3) is weaker than (3.1.2).
The conditions (3.1.3)–(3.1.4) are sharp in the following sense: if
2 1
p D and q > ;
1 1
then there is an example of M satisfying (3.1.3) and having a positive solution of
(3.1.1).
3.1.1.2 Negative eigenvalues of Schrödinger operators Let ˆ be a non-negative

function on Rn . Denote by Neg.ˆ; Rn / the number of negative eigenvalues of the
Schrödinger operator H D ˆ.x/ on Rn , assuming that ˆ is such that the
operator H with domain C01 .Rn / is essentially self-adjoint in L2 .R/. In the case
n > 3, it is known that
Z
n
Neg.ˆ; R / 6 Cn ˆn=2 dx; (3.1.5)
Rn
Analysis and stochastic processes on metric measure spaces 57
which is the content of a celebrated theorem of Cwikel–Lieb–Rozenblum (see [11,

46, 48]). In the case n D 2, this estimate is not true, and an equally good upper
bound for Neg.ˆ/ is still unknown. However, Neg.ˆ; R2 / admits a lower bound:
Z
Neg.ˆ; R2 / > c ˆdx;
R2
where c > 0 is an absolute constant, which was proved in [36].

Obtaining good enough upper bounds for Neg.ˆ; R2 / is unexpectedly difficult.
A major contribution to this area was done by M. Solomyak [50], which was then
improved by E. Shargorodsky [49]. In [35] we obtained a new type of upper bounds.
Fix some p > 1 and define, for any non-negative integer n, the following quantities:
Z
ˇ ˇ
An .ˆ/ D ˆ.x/ 1 C ˇ ln jxjˇ dx;
n 1 n
fe2 <jxj<e2 g
Z 1=p
p 2.p 1/
Bn .ˆ/ D ˆ .x/jxj dx :
fen <jxj<enC1 g
Similarly, An and Bn are defined for n < 0. The main result of [35] is the following
theorem.
Theorem 3.1.2. We have

X p X
Neg.ˆ; R2 / 6 1 C C An C C Bn ; (3.1.6)
fn2ZWAn >cgg fn2ZWBn >cg
where C; c are some positive constants depending only on p.
The complexity of this estimate is in striking contrast with (3.1.5); it reflects a

more complicated mechanism of formation of negative eigenvalues in R2 which is
related to the parabolicity of R2 .
In [35], we introduced many new tools. In particular, we used the Green function
g0 .x; y/ of the operator C ˆ0 in R2 , where ˆ0 > 0 is any non-zero function
from C01 .R2 /, and proved the estimate
1
g0 .x; y/ ' loghxi ^ loghyi C logC ;
jx yj
which follows from the estimate (3.1.11) of the heat kernel of C ˆ0 that is dis-
cussed below. The sign ' means that the ratio of both sides is between two positive
constants.
Although (3.1.6) covers most previously known upper bounds of Neg.ˆ; R2 /,
it still does not apply to some interesting potentials in R2 where the finiteness of
Neg.ˆ; R2 / can be seen in an ad hoc way.
58 A. Grigor’yan
3.1.1.3 Estimates of the Green function Another question about Schrödinger op-
erators is how to obtain estimates of the Green function gˆ .x; y/ of C ˆ on an
arbitrary manifold M in terms of the Green function g.x; y/ of . The following
universal lower estimate was proved in [18].
Theorem 3.1.3. On any nonparabolic Riemannian manifold M and for any function
ˆ > 0, we have
R
M g.x; z/ g.z; y/ ˆ.z/dz
gˆ .x; y/ > g.x; y/ exp : (3.1.7)
g.x; y/
A striking feature of this result is that it does not require any restriction on M .
Moreover, the same result holds in a higher generality of abstract harmonic spaces.
3.1.2 The heat equation A central object in the analysis on manifolds is the heat
kernel pt .x; y/, that is, the fundamental solution of the heat equation
@t u D u;
where t > 0 denotes time and x; y are points of M . For example, if M D Rn , then
the heat kernel is given by the classical Gauss–Weierstrass formula
!
1 jx yj2
pt .x; y/ D exp :
.4 t/n=2 4t
The problem of obtaining heat kernel estimates under certain geometric assump-
tions on the underlying manifold M has been extensively studied for several decades
(see [8], [12, 51]). For example, if the manifold M is geodesically complete and has
non-negative Ricci curvature, then, by a theorem of Li and Yau [45],

C d 2 .x; y/
pt .x; y/ p exp ; (3.1.8)
V .x; t/ ct
where d is the geodesic distance on M , and C; c are positive constant. The sign
means that both 6 and > are true, but with different values of C; c.
3.1.2.1 Heat kernels on connected sums Here, we consider heat kernel estimates
on the connected sum M1 #M2 of two manifolds M1 ; M2 of equal dimensions. By
definition, M1 #M2 denotes any manifold that is obtained by connecting exterior do-
mains in M1 and M2 via a compact connected manifold. For example, even estimat-
ing the heat kernel on Rn #Rn is a highly non-trivial task. Although the first approach
to the latter problem was initiated in [6] in 1996, the full answer was only obtained in
[41] in 2009.
Theorem 3.1.4. If x; y are two points lying on different sheets of M D Rn #Rn with
n > 3, then, for large enough t; jxj ; jyj,

C 1 1 d 2 .x;y/
pt .x; y/ n=2 C e ct :
t jxjn 2 jyjn 2
More generally, consider a connected sum M D M1 # : : : #Mk , where we assume

that, for each manifold Mi , the heat kernel satisfies the two-sided Li–Yau estimate
(3.1.8). The question of estimating the heat kernel on such a manifold M was largely
solved in a series of papers of A. Grigor’yan and L. Saloff-Coste culminating in
[41]. A remarkable observation of [41] is that one has to distinguish parabolic and
non-parabolic ends Mi . The results of [41] are exhaustive when the manifold M is
non-parabolic, that is, when at least one end Mi is non-parabolic. Assume also that,
for some oi 2 Mi and all large enough r,
V .oi ; r/ ' r ˛i ;
where ˛i > 0. Denote jxj D d.x; oi /.
Theorem 3.1.5. Assume that ˛i ¤ 2 for all 1 6 i 6 k. Set

˛i ; if ˛i < 2;
˛i D
4 ˛i ; if ˛i > 2;
and
˛ D min f˛i W 1 6 i 6 kg :
Then, for all t 1, x 2 Mi and y 2 Mj with i ¤ j and large enough jxj ; jyj,
!
1 1 1
pt .x; y/ C C ˛ =2 C
t ˛=2 jxj˛i 2 jyj˛j 2 t j jxj˛i 2 t ˛i =2 jyj˛j 2

.2 ˛i /C . 2 ˛j / C d 2 .x; y/
jxj jyj exp :
ct
In the case when k D 2 and ˛1 D ˛2 D n > 2, we get a D ˛i D n, and we

obtain the estimate of Theorem 3.1.4.
Consider an example of a mixed case M D M1 #M2 with
M1 D R1C S2 and M2 D R3 :
In this case, the manifold M1 is parabolic with the volume growth exponent ˛1 D 1,
and M2 is non-parabolic with ˛2 D 3. It follows that
˛1 D 4 ˛1 D 3; ˛2 D ˛2 D 3; and ˛ D min.˛1 ; ˛2 / D 3:

60 A. Grigor’yan
Hence, if x 2 M1 and y 2 M2 , Theorem 3.1.5 implies

C jxj d 2 .x;y/
pt .x; y/ D 3=2 1 C e ct :
t jyj
The parabolic case was treated in [41] only in a special case, while the general
parabolic case still remains open. In particular, the following estimate was proved for
M D R2 #R2 (equivalently, for a catenoid) in [41].
Theorem 3.1.6. Let x and y p be two points that lie on different sheets of M D
R2 #R2 . Then, for jxj ; jyj > t 1,

C 1 1 d 2 .x;y/
pt .x; y/ C e ct ;
t log jxj log jyj
p
while for jxj ; jyj 6 t we have
C p 2
p
pt .x; y/ p log t C log t log jxj log jyj :
t log2 t
The proofs in [41] are based on [39, 38, 40, 42].
3.1.2.2 Heat kernels of Schrödinger operators Consider in Rn the Schrödinger

operator
H D Cˆ
where ˆ > 0 is a smooth function, and let ptˆ .x; y/ be the heat kernel of H . Here,
we describe some results about the estimates of ptˆ obtained in [17] using the method
of h-transform from [40].
It is well known that, if n > 2 and, for some " > 0,
.2C"/
ˆ.x/ 6 C jxj ; for all jxj > 1; (3.1.9)
then
C jx yj2
ptˆ .x; y/ n=2
e :
ct (3.1.10)
t
This estimate reflects the fact that potentials with the upper bound (3.1.9) are small
perturbations of the Laplace operator (so-called short range potentials), so that the
estimate (3.1.10) is obtained by a perturbation argument.
The case n D 2 is quite different as stated below. Set
hxi WD 2 C jxj :
Theorem 3.1.7. Let ˆ be a non-zero function with compact support in R2 . Then, the
heat kernel of H satisfies
C loghxi loghyi jx yj2
ptˆ .x; y/ p p e ct : (3.1.11)
t log.hxi C t / log.hyi C t/
In particular, in the range t > hxi2 C hyi2 , we have
loghxi loghyi
ptˆ .x; y/ ' :
t log2 t
Now, let us consider the most interesting potential

2
ˆ.x/ D b jxj ; for all jxj > 1; (3.1.12)
which is on the borderline between the short and long range potentials.
Theorem 3.1.8. Let ˆ be a potential (3.1.12) in Rn with n > 2. Then, the heat kernel
of H , for all t > 0 and x; y 2 Rn , satisfies the estimate:
ˇ ˇ
C 1 1 1 1 jx yj2
ptˆ .x; y/ p C p C e ct ; (3.1.13)
t n=2Cˇ t hxi t hyi
where r 2
n n
ˇ D C1C 1 C b:
2 2
In particular, in the most interesting range t > hxi2 C hyi2 ; the estimate (3.1.13)
becomes
hxiˇ hyiˇ
ptˆ .x; y/ ' n=2Cˇ :
t
Note that the value of the coefficient b in (3.1.12) determines the exponent n2 C ˇ of
the power decay of the heat kernel as t ! 1. Since b takes values in .0; 1/, the
exponent of t ranges in . n2 ; 1/.
For comparison, let us mention that, for a long range potential
.2 ˛/
ˆ.x/ D b jxj ; for all jxj > 1;
with ˛ 2 .0; 2/, the long time decay of the heat kernel is already superpolynomial as
follows: 2 ˛
ptˆ .0; 0/ C exp ct 2C˛ :
3.1.2.3 Heat kernels of operators with singular drift Consider in Rn n f0g the
operator
Lu D u r ru
with a singular potential
˛
.x/ D jxj ;
where ˛ > 0. We have proved in [37] the following estimates of the heat kernel of L.
62 A. Grigor’yan
Theorem 3.1.9. For all 0 < t < 1, we have

˛

sup pt .x; y/ 6 exp C t ˛C2
x;y
and
˛
sup pt .x; x/ > exp ct ˛C2 ;
x
for some positive constants C; c.
The singularity of the drift term at the origin causes a higher rate of blow up of
the heat
kernel
˛
at t ! 0, and the fact that the latter should be given by the term
exp t ˛C2 is not obvious at all and was not predicted by any “physical” argument.
By a suitable transformation, we reduce the problem to estimating the heat kernel
of a weighted Laplace operator, and the latter amounts to proving a certain isoperi-
metric inequality on a weighted manifold .Rn ; /, where the measure is given by

1
d D exp dx:
jxj˛
Due to specific properties of this measure , the previously known methods for ob-
taining isoperimetric inequalities on warped products did not work, and we had to
develop [37] a new machinery for that.
3.1.3 Escape rate of Brownian motion A manifold M is called stochastically com-

plete if Brownian motion on M has lifetime 1, which is equivalent to the condition
Z
pt .x; y/dy D 1
M
for all x 2 M and t > 0.

It is known that a geodesically complete Riemannian manifolds is stochastically
complete provided Z 1
rdr
D 1 (3.1.14)
log V .x; r/
for some x 2 M . It was proved in [19] that, under the condition (3.1.14), one can
also obtain quantitative estimate on how fast Brownian motion escapes to 1. The
following result was proved in [19].
Theorem 3.1.10. Let M be a Cartan–Hadamard manifold satisfying (3.1.14). Fix a

point x 2 M and define a function '.t/ for large t by the identity
Z '.t /
r dr
t D :
1 log V .x; r/
Then, Brownian motion on M at time t stays in the ball B.x; '.C t// for large enough
t with probability 1, where C > 0 is an absolute constant (for example, C D 130).
In other words, the function

R.t/ D '.C t/
is an upper rate function of Brownian motion.
Examples of spherically symmetric manifolds show that this estimate of the es-
cape rate in terms of V is essentially sharp.
For example, if
V .x; r/ ' r ˛ ;
we obtain an upper rate function
p
R.t/ D const t log t: (3.1.15)
Note for comparison that, by Khinchine’s law of the iterated logarithm, an optimal
upper rate function in Rn is
p
R.t/ D .4 C "/t log log t:
The function (3.1.15) is therefore not optimal in Rn because of the distinction be-
tween log log t and log t, but it is sharp in the class of all manifolds with polynomial
volume growth (see [28]).
Historically, the upper rate function (3.1.15) was obtained by Hardy and Little-
wood in 1914 for sums of independent Bernoulli random variables, which, however,
was superseded within ten years by Khinchine’s law. From the modern point of view,
the Hardy–Littlewood function (3.1.15) still make sense as an optimal upper rate
function for Brownian motion on manifolds with polynomial volume growth.
3.2 Analysis on metric measure spaces

3.2.1 Heat kernels on fractal-like spaces Let .M; d; / be a metric measure space,
that is, .M; d / is a metric space and is a Radon measure on M with full support.
We denote by B.x; r/ the metric balls in M and assume that all metric balls are
precompact. Set V .x; r/ D .B.x; r//.
Let .E ; F / be a regular Dirichlet form in L2 .M; / (see [14]). We investigate the
properties of the Hunt process associated to the Dirichlet form, and its heat kernel
pt .x; y/ that is defined as the integral kernel (provided it exists) of the corresponding
heat semigroup.
We distinguish two main cases: when the Dirichlet form .E ; F / is local, that is,
the associated process is a diffusion, and when the Dirichlet form .E ; F / is of jump
type, that is, it is given by
Z Z
E .f; g/ D .f .x/ f .y//.g.x/ g.y//J.x; y/d.x/d.y/; (3.2.1)
M M
where J is a symmetric jump kernel.

64 A. Grigor’yan
Fix two positive parameters ˛; ˇ. We look for conditions on the measure and
energy that would ensure the following heat kernel bounds:
sub-Gaussian bound in the local case:
0 ! ˇ1 1 1
ˇ
C d .x; y/
pt .x; y/ ˛=ˇ exp @ c AI (3.2.2)
t t
stable-like bound in the jump case:

.˛Cˇ /
C d.x; y/ Ct
pt .x; y/ 1 C 1=ˇ D ˛Cˇ : (3.2.3)
t ˛=ˇ t t 1=ˇ C d.x; y/
It was proved in [23] that, in both cases, ˛ is the Hausdorff dimension of .M; d /
and, moreover,
V .x; r/ ' r ˛ : (3.2.4)
In the case of (3.2.2), the parameter ˇ is called the walk dimension, which is an
invariant of .M; d / as well. By [23], ˇ > 2 in this case (in fact, ˇ > 2 for the most
interesting fractals). In the case of (3.2.3), the parameter ˇ is called the index of the
associated jump process.
There are many reasons for considering these two types of estimates. Firstly,
both are known to hold on various families of fractals, in particular, on the Sierpinski
gasket and carpet (cf. [2]).
Secondly, the following dichotomy was proved in [30]: if pt .x; y/ satisfies the
estimate
˛=ˇ d.x; y/
pt .x; y/ C t ˆ
t 1=ˇ
with some function ˆ, then this has to be either (3.2.2) or (3.2.3).
It was proved in [3] that the sub-Gaussian estimate (3.2.2) is equivalent to the
parabolic Harnack inequality .
An important problem is to find some practical conditions on .M; d; / and .E ; F /
that should be equivalent to (3.2.2) resp. (3.2.3).
Some results about existence of the heat kernel and its upper bounds were obtained
in [20, 22, 27].
In order to state the results about equivalent conditions for the estimates (3.2.2),
let us first define the following notions.
Definition 3.2.1. A function u 2 F is called harmonic in an open set M if
E .u; '/ D 0
for all ' 2 F \ C0 ./.

Definition 3.2.2. We say that the uniform elliptic Harnack inequality is satisfied if
there is a constant C such that, for any function u 2 F that is harmonic and non-
negative in a ball B.x; r/ M ,
ess sup u 6 C ess inf u:

B.x;r=2/ B.x;r=2/
Definition 3.2.3. For any compact set K M and open set K, define the
capacity of the capacitor .K; / by
˚
cap.K; / D inf E .'; '/ W ' 2 F \ C0 ./; 'jK 1 :
The series of works [22, 44, 21] leads to the following result.
Theorem 3.2.4. Under a certain connectivity property of .M; d /, the

sub-Gaussian estimate (3.2.2) is equivalent to the conjunction of the following three
conditions:
the volume regularity (3.2.4);
the uniform elliptic Harnack inequality;
the capacity condition: for all balls B D B.x; r/ and 2B D B.x; 2r/,
cap.B; 2B/ ' r ˛ ˇ

: (3.2.5)
Of course, the elliptic Harnack inequality is quite difficult to verify in general, so

the search for better conditions goes on.
If M is a complete Riemannian manifold with the canonical Dirichlet form, then
the Gaussian heat kernel bound (that is, the case ˇ D 2 in (3.2.2)) is known to be
equivalent to the conjunction of the following two conditions:
the Poincaré inequality
Z Z
c
jrf j2 d > 2 .f f /2 d; (3.2.6)
B.x;2r/ r B.x;r/
1
R
where f D .B.x;r// B.x;r/ f d.
In the most interesting case ˇ > 2 that typically occurs in fractals, one replaces
the Poincaré inequality (3.2.6) by the ˇ-Poincaré inequality
Z Z
c
dhf; f i > ˇ .f f /2 d; (3.2.7)
B.x;r/ r B.x;r/
where hf; f i is the energy measure of f . Then, both (3.2.4) and (3.2.7) are also
necessary for (3.2.2), but not sufficient.
In order to state the next result, we need the notion of a generalised capacity.
66 A. Grigor’yan
Definition 3.2.5. Let u 2 F \ L1 .M /. For any compact set K M and open set
K, define the generalised capacity of the capacitor .K; / by
˚
capu .K; / D inf E .u2 '; '/ W ' 2 F \ C0 ./; 'jK 1 :
The following theorem is a slightly reformulated result of [25].
Theorem 3.2.6. The estimate (3.2.2) is equivalent to the conjunction of three prop-
erties:
the ˇ-Poincaré inequality (3.2.7);
the generalised capacity estimate: for any function u 2 F \ L1 and for any
two concentric balls B1 WD B.x; R/ and B2 WD B.x; R C r/;
Z
C
capu .B1 ; B2 / 6 ˇ u2 d: (3.2.8)
r B
However, the latter condition is still difficult to check. Our conjecture is that it
can be replaced by a simpler capacity condition (3.2.5). Note that (3.2.8) with u D 1
and R D r is equivalent to (3.2.5).
A similar question is in place for the stable-like estimate (3.2.3). Some approach
to upper bounds was developed in [24]. The equivalent conditions for the two-sided
estimates (3.2.3) in the case ˇ < 2 were obtained by Z.-Q. Chen and T. Kumagai
[9], who proved that (3.2.3) is equivalent to the volume regularity (3.2.4) and the
following estimate of the jump kernel J :
1
J.x; y/ ' (3.2.9)
d.x; y/˛Cˇ
(jump kernels of this type in Rn are considered also in Chapter 8). The condition
(3.2.9) replaces the Poincaré inequality in this case. The case ˇ > 2 is still open.
There is one specific setting though where obtaining heat kernel bounds for the
jump kernel J.x; y/ D d.x; y/ .˛Cˇ / is relatively easy for any ˇ > 0: this is the
case when .M; d / an ultra-metric space. The theory of Markov processes on ultra-
metric spaces was developed in [5], using specific properties of an ultra-metric. In
particular, this theory applies when M D Q p is the space of p-adic numbers with the
p-adic distance, and yields the estimate (3.2.3) with ˛ D 1 (see the estimate (3.2.12)
in Section 3.2.3 below).
3.2.2 Stochastic completeness of jump processes In [26], we investigated the

stochastic completeness of the jump process associated with the Dirichlet form (3.2.1).
We say that the distance function d.x; y/ and the jump kernel J.x; y/ are adapted to
each other, if there exists a constant C such that
Z
.1 ^ d.x; y/2/J.x; y/d.y/ 6 C for all x 2 M: (3.2.10)
M
For example, the jump kernel in Rn ,

const
J.x; y/ D
jx yjnC˛
is adapted to the Euclidean distance provided ˛ 2 .0; 2/. Moreover, by the Lévy–
Khinchine theorem, the Lévy measure W .dy/ of any Lévy process in Rn satisfies the
condition Z
1 ^ jyj2 W .dy/ < 1:
Rn nf0g
Since W .dy/ corresponds in our notation to J.x; y/d.y/, we see that the Euclidean
distance in Rn is adapted to any Lévy process.
The main result of [26] is the following theorem.
Theorem 3.2.7. If J and d are adapted and if, for some x 2 M and c > 0,
V .x; r/ 6 exp.cr log r/ for all large enough r ;
then the jump process with the jump kernel J is stochastically complete.
3.2.3 Jump processes on ultra-metric spaces An ultra-metric space is a metric

space .M; d / where the distance function satisfies the ultra-metric inequality
d.x; y/ 6 max.d.x; z/; d.z; y//;
that is obviously stronger than the usual triangle inequality. The ultra-metric inequal-
ity implies that any two metric balls B.x; r/, B.y; r/ of the same radius are either
disjoint or identical. This in turn implies that, for any non-negative real r, the family
of all distinct balls of radius r form a partition of M .
Let .M; d / be a locally compact ultra-metric space. A model example is the field
Q p of p-adic numbers with the p-adic distance or its straightforward generalisation
Q np . Fix a Radon measure on M with full support, a probability distribution func-
tion .r/ on Œ0; C1/ and define the following operator P on functions on M :
Z 1 Z
1
Pf .x/ D f d d .r/ (3.2.11)
0 .B.x; r// B.x;r/
(cf. [4, 5]). This operator is clearly a Markov operator. As it follows from the
aforementioned property of ultra-metric balls, P is a bounded non-negative definite,
self-adjoint operator in the Hilbert space L2 .M; /. The latter allows us to define
the heat semigroup fPt gt >0 simply by Pt D P t and, hence, the associated continu-
ous time random walk fXt gt >0 on M (note that typically Markov operators are not
positive definite, so that the operator P t cannot be defined in general).
The spectral decomposition for Pt follows easily from the representation given
in (3.2.11), which leads to explicit expression for the heat kernel pt .x; y/ of Pt and
then also to simple estimates of pt .x; y/ (see [5]).
68 A. Grigor’yan
For example, consider M D Q p with the p-adic distance d.x; y/ D kx ykp

and the Haar measure . Then, .B.x; r// ' r. Choose
.r/ D exp. .c=r/˛ /;
where ˛; c > 0:
Theorem 3.2.8. In Q p , the heat kernel of the heat semigroup fPt g with the above
probability distribution function .r/ satisfies the estimate
t
pt .x; y/ ' ; (3.2.12)
.t 1=˛ C kx ykp /1C˛
for all t > 0 and x; y 2 Q p . Consequently, the Green function g.x; y/ of fPt g is
finite if and only of ˛ < 1, and in this case
g.x; y/ ' kx yk.˛

p
1/
:
As a locally compact abelian group, Q p has the dual group that is again Q p .
Hence, the Fourier transform is defined as a unitary operator in L2 .Q p ; /. Using
the Fourier transform, Vladimirov and Volovich [52, 53] introduced a class D˛ of
fractional derivatives on functions on Q p . This operator acts as follows:
Z
˛ p˛ 1 f .x/ f .y/
D f .x/ D d.y/:
1 p ˛ 1
kx yk1C˛p
Qp
The following theorem was proved in [5].
Theorem 3.2.9. The operator D˛ coincides with the generator of the semigroup fPt g
with the probability distribution function
.r/ D exp. .p=r/˛ /:
Consequently, the heat kernel of D˛ satisfies (3.2.12).
It does not seem possible to obtain this estimate of the heat kernel of D˛ by using
Fourier analysis approach.
3.3 Homology theory on graphs

In a series of papers [31, 32, 33, 34], we introduced the notion of a differential form on
a digraph (= directed graph) with the exterior derivative d , as well as the dual object—
a @-invariant path with the boundary operator @, which leads to the dual notions of
cohomology and homology of graphs.
Let V be a finite set. An elementary p-path on V is any sequence i0 ; : : : ; ip of

.p C 1/ vertices of V , which is also denoted by ei0 :::ip . The formal linear combina-
tions of all ei0 :::ip with coefficients from a field K form a linear space ƒp . Define a
linear boundary operator @ W ƒp ! ƒp 1 by
p
X
@ei D . 1/k e ;
0 :::ip i0 ::: b
ik :::ip
kD0
where ibk means omission of ik .

Let G D .V; E/ be a digraph, where E is the set of directed edges (=arrows) on
V . A p-path ei0 :::ip is called allowed if all the pairs ik ikC1 are arrows. Denote by
Ap the subspace of ƒp generated by all allowed p-paths. In general, if v 2 Ap , @v
does not have to be in Ap 1 . For example, on the digraph
0
! 1 ! 2
the 2-path e012 is allowed and, hence, lies in A2 while its boundary
@e012 D e12 e02 C e01 (3.3.1)
is not in A1 because e02 is not allowed.
This observation motivates the following definition.
Definition 3.3.1. Define the subspace p of Ap by

˚
p D p .G/ D v 2 Ap W @v 2 Ap 1 :
The elements of p are called @-invariant p-paths.
For example, if G contains the following ‘triangle’

1
&
%
0
! 2
then the 2-path e012 is @-invariant by (3.3.1). If G contains the following ‘square’
1
! 3
" "
0
! 2
then the 2-path v D e013 e023 is @-invariant, because v 2 A2 and

@v D e13 e03 C e01 e23 e03 C e02 D e13 C e01 e23 e02 2 A1 :
It is easy to see that @ maps p to p 1 and that @2 D 0. Hence, we obtain a

chain complex .G/
@ @ @
::: p 1 p pC1 :::
70 A. Grigor’yan
where p > 0 and 1 D f0g. The homology groups Hp D Hp .G/ of this chain
complex are called the path homologies of G.
There are also dual notions of d -invariant p-forms, cochain complex .G/ and
path cohomologies H .G/ of G that we do not address here. If G is an (undirected)
graph, G can always be considered as a digraph, by turning each edge of G into a
double arrow.
There has been a number of attempts to define the notion of .co/homology for
graphs. For example, one can consider a graph as an one-dimensional simplicial
complex, or take into account all its cliques (= complete subgraphs) as simplexes of
the corresponding dimensions. However, such homologies do not ususally have the
necessary functorial properties.
Another approach to homologies of digraphs can be realised via Hochschild ho-
mologies, using a natural path algebra of a graph. However, it is known that, in this
case, the Hochschild homologies of order > 2 are trivial, which makes this approach
useless. In singular homology theories of graphs, certain "small" graphs are pre-
defined as basic cells. However, simple examples show that the singular homology
groups do depend essentially on the choice of the basic cells.
Our notion of path homologies of digraphs has the following advantages.
The path homologies of all dimensions can be non-trivial; even for planar
graphs, they can be non-trivial in dimension 2.
The path homologies can be easily computed using any software package con-
taining operations with matrices.
The path homology theory is compatible with the homotopy theories of graphs
[1] and digraph [31].
The path homologies have good functorial properties with respect to graph-
theoretical operations; for example, the homologies of the Cartesian product
of digraphs (as well as of the join) satisfy the Künneth formula.
The path homology theory is dual to the cohomology theory of digraphs. The
latter was introduced independently by A. Dimakis and F. Müller-Hoissen [13],
using the classification of Bourbaki [7] of exterior derivations on algebras.
One of the most essential and technically difficult results of our work is the Künneth
formula for products. For two digraphs X and Y , denote by X Y their Cartesian
product, that is, the product based on the pattern .
Theorem 3.3.2. For any two finite digraphs X and Y , we have
.X Y / Š .X / ˝ .Y /;
that is, for any integer r > 0,

M
r .X Y / Š p .X / ˝ q .Y / :
fp;q>0WpCqDrg
Consequently, by the abstract theorem of Künneth, the same isomorphism holds

for homologies:
H .X Y / Š H .X / ˝ H .Y /:
The fact that the Künneth formula holds at the level of chain complexes is very
surprising. This is in contrast with classical algebraic topology, where the Künneth
formula holds only in homologies. This result provides indirect evidence that our
notion of the chain complex .G/ for digraphs is meaningful by itself.
Define the join X Y of digraphs X; Y as a digraph whose set of vertices is the
disjoint union of the sets of vertices of X and Y , and the set of arrows of X Y
consists of all the arrows of X; Y as well as of new arrows from any vertex of X to
e.
any vertex of Y . In the next result, we use the the augmented chain complex
Theorem 3.3.3. For any two finite digraphs X , Y and for any integer r > 1, we
have M
e r .X Y / Š
e p .X / ˝
e q .Y / :
fp;q> 1WpCqDr 1g
It follows that, for any r > 0,

M
e r .X Y / Š
H e p .X / ˝ H
H e q .Y / :
fp;q>0WpCqDr 1g
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Chapter 4
Markov evolutions in spatial ecology:
From microscopic dynamics to kinetics
Yu. Kondratiev, O. Kutovyi and P. Tkachov
In this summary, we construct Markov statistical dynamics for a class of birth-and-

death ecological models in the continuum. Mesoscopic scaling limits for these dy-
namics lead to the kinetic equations for the density of a population. The resulting
evolution equations are non-local and non-linear ones. We study properties of so-
lutions to kinetic equations which strongly depend on characteristics of the models
considered.1
4.1 Introduction
Dynamics of interacting particle systems appear in several areas of complex systems
theory. In particular, we observe a growing activity in the study of Markov dynamics
for continuous systems. The latter fact is motivated, in particular, by modern prob-
lems of mathematical physics, ecology, mathematical biology, and genetics; compare
[19, 15, 16, 36] and the literature cited therein. Moreover, Markov dynamics are
used for the construction of social, economic and demographic models. Notice that
Markov processes for continuous systems are considered in the stochastic analysis as
dynamical point processes [31, 28, 27], and they even appear in the representation
theory of big groups [6, 7].
A mathematical formalisation of the problem may be described as follows. As a
phase space of the system, we use the space .Rd / of locally finite configurations
in the Euclidean space Rd . A heuristic Markov generator which describes the con-
sidered model is given by its expression on a proper set of functions (observables)
over .Rd /. With this operator, we can relate two evolution equations. Namely, the
backward Kolmogorov equation for observables and the Kolmogorov forward equa-
tion on probability measures on the phase space .Rd / (macroscopic states of the
system). The latter equation is known as the Fokker–Planck equation in the termi-
nology of mathematical physics. Comparing with the usual situation in stochastic
analysis, there is an essential technical difficulty: the corresponding Markov process
in the configuration space may be constructed only in special cases. As a result, a
description of Markov dynamics in terms of random trajectories is absent for most of
the models under consideration.
1 Projects A5, A10
76 Yu. Kondratiev, O. Kutovyi, P. Tkachov
As an alternative approach, we use a concept of the statistical dynamics that sub-

stitutes the notion of a Markov stochastic process. A central object now is an evo-
lution of states of the system that shall be defined by mean of the Fokker–Planck
equation. This evolution equation with respect to probability measures on .Rd /
may be reformulated as a hierarchical chain of equations for correlation functions of
the measures considered. Such kind of evolution equations are well known in the
study of Hamiltonian dynamics for classical gases as BBGKY chains, but now they
appear as a tool for the construction and analysis of Markov dynamics. As an es-
sential technical step, we consider related pre-dual evolution chains of equations on
the so-called quasi-observables. As will be shown below, such hierarchical equations
may be analysed in the framework of semigroup theory with the use of powerful
techniques of perturbation theory for the semigroup generators etc. Considering the
dual evolution for the constructed semigroup on quasi-observables, we then introduce
the dynamics on correlation functions. Such a scheme of constructing the dynamics
comes as a surprise because one cannot expect any perturbation techniques for the ini-
tial Kolmogorov evolution equations. The point is that the states of infinite interacting
particle systems are given by measures which are, in general, mutually orthogonal.
As a result, we cannot compare their evolutions or apply a perturbative approach. But,
under quite general assumptions, they have correlation functions and the correspond-
ing dynamics may be considered in a common Banach space of correlation functions.
A proper choice of this Banach space means, in fact, that we find an admissible class
of initial states for which the statistical dynamics may be constructed. There, we see
again a crucial difference in comparison with the framework of Markov stochastic
processes, where the evolution is defined for any initial distribution.
Another interesting topic is related to the study of different scalings of the micro-
scopic systems. Among others, the crucial role from the point of view of applications
is played by the mesoscopic (Vlasov) description of the microscopic systems men-
tioned above. Originally, the notion of Vlasov scaling was related to the Hamiltonian
dynamics of interacting particle systems. This is a mean field scaling limit when
the influence of weak long-range forces is taken into account. Rigorously, this limit
was studied by Braun and Hepp in [9] for the Hamiltonian dynamics, and by Do-
brushin [11] for more general deterministic dynamical systems. In [14], we proposed
a general scheme for a Vlasov-type scaling of stochastic Markovian dynamics. Our
approach is based on a proper scaling of the evolutions of correlation functions pro-
posed by Spohn [46] for the Hamiltonian dynamics. In this summary, we apply such
an approach to the birth-and-death stochastic dynamics. This gives us a rigorous
framework for the study of convergence of the scaled hierarchical equations to a so-
lution of the limiting Vlasov hierarchy, and for the derivation of a resulting non-linear
evolutional equation for the density of the limiting system. We consider some special
birth-and-death models to show how the general conditions proposed here may be
verified in applications.
In the last section, we study the kinetic (Vlasov) equation which corresponds to
the birth-and-death Bolker–Dieckman–Law–Pacala (BDLP) model [5]. Namely, we
consider a non-linear non-local evolution equation with non-local terms, which are
convolutions with probability densities. We demonstrate that the long-time behaviour
Markov evolutions in spatial ecology 77
of the solution depends on the asymptotic of the birth kernel and the initial condition,
where either a constant speed of the propagation or an acceleration may be observed.
Under additional assumptions, we also prove existence and uniqueness of travelling
waves.
The structure of this chapter is as follows. Section 4.2 contains a brief summary
of the mathematical description of complex systems. In Section 4.3, we discuss the
general concept of statistical dynamics for Markov evolutions in the continuum and
introduce the necessary mathematical structures. Then, in Section 4.4, this concept
is applied to an important class of Markov dynamics of continuous systems, namely,
to birth-and-death models. Here, general conditions for the existence of a semigroup
evolution in a space of quasi-observables are obtained. Then, we construct evolutions
of correlation functions as dual objects. It is shown how to apply general results to the
study of particular models of statistical dynamics coming from mathematical physics
and ecology. In Section 4.5, we discuss the Vlasov-type scaling for birth-and-death
stochastic dynamics. Finally, in Section 4.6, we study the kinetic (Vlasov) equation
for the birth-and-death BDLP model.
4.2 Mathematical description of complex systems

Let us proceed to the mathematical realisation of complex systems. Let B .Rd / be
the family of all Borel sets in Rd , where d > 1; Bb .Rd / denotes the system of all
bounded sets from B .Rd /.
The configuration space over Rd consists of all locally finite subsets (configura-
tions) of Rd . Namely,
n ˇ o
ˇ
D Rd WD Rd ˇ j ƒ j < 1; for all ƒ 2 Bb .Rd / :
Here, jj means the cardinality of a set, and

P ƒ WD \ƒ. We may identify each 2
with the non-negative Radon measure x2 ıx 2 M.Rd /, where ıx is the Dirac
P
measure with unit mass at x, x2¿ ıx is the zero measure by definition, and M.Rd /
denotes the space of all non-negative Radon measures on B .Rd /. This identification
allows us to endow with the topology induced by the vague topology on M.Rd /,
i.e. the weakest topology on with respect to which all mappings
X
3 7! f .x/ 2 R
x2
are continuous for any f 2 C0 .Rd /, the set of all continuous functions on Rd with
compact supports. It is worth noting that the vague topology is metrisable in such a
way that becomes a Polish space; see [34] and references therein.
Corresponding to the vague topology, the Borel -algebra B ./ appears as the
smallest -algebra for which all mappings
3 7! Nƒ . / WD j ƒ j 2 N0 WD N [ f0g (4.2.1)
are measurable for any ƒ 2 Bb .Rd /; compare [2].

Among all measurable functions F W ! R N WD R [ f1g, we mark out the set
F0 ./ consisting of such of them for which jF . /j < 1 at least for all j j < 1. The
important subset of F0 ./ is formed by cylindric functions on . Any such function
is characterised by a set ƒ 2 Bb .Rd / such that F . / D F . ƒ / for all 2 . The
class of cylindric functions is denoted by Fcyl ./ F0 ./.
Functions on are usually called observables. This notion is borrowed from
statistical physics and means that typically, in the course of empirical investigation,
we may estimate, check or see only some quantities derived from the system as a
whole rather than look into the system itself.
We denote the class of all probability measures on ; B ./ by M1 ./. Given
a distribution 2 M1 ./, one can consider a collection of random variables Nƒ ./,
ƒ 2 Bb .Rd /, as defined in (4.2.1). They describe random numbers of elements inside
bounded regions. The natural assumption is that these random variables should have
finite moments. Thus, we consider the class M1fm ./ of all measures from M1 ./
such that Z
j ƒ jn d. / < 1; ƒ 2 Bb .Rd /; n 2 N:

Example 4.2.1. Let be a non-atomic Radon measure on Rd ; B .Rd / . Then, the
Poisson measure with intensity measure is defined on B ./ by
n
.ƒ/ ˚
f 2 jNƒ . / D j ƒ j D ng D exp .ƒ/ ; ƒ 2 Bb .Rd /; n 2 N0 :
nŠ
In the case of the Lebesgue measure, .dx/ D dx, one can speak about the
homogeneous Poisson distribution (measure) WD dx with constant intensity 1.
The space of (finite) configurations which belong to a bounded domain ƒ 2
Bb .Rd / will be denoted by .ƒ/. The -algebra B ..ƒ// may be generated by
a family of mappings .ƒ/ 3 7! Nƒ0 . / 2 N0 , ƒ0 2 Bb .Rd /, ƒ0 ƒ. A mea-
sure 2 M1fm ./ is called locally absolutely continuous with respect to the Poisson
measure if, for any ƒ 2 Bb .Rd /, the projection of onto .ƒ/ is absolutely con-
tinuous with respect to (w.r.t.) the projection of onto .ƒ/. More precisely, if we
consider the projection mapping pƒ W ! .ƒ/, pƒ . / WD ƒ , then ƒ WD ıpƒ1
is absolutely continuous w.r.t. ƒ WD ı pƒ1 .
By e.g. [33], for any 2 M1fm ./ which is locally absolutely continuous w.r.t
the Poisson measure, there exists the family of (symmetric) correlation functions
k.n/ W .Rd /n ! RC WD Œ0; 1/ which are defined as follows. For any symmetric
measurable function f .n/ W .Rd /n ! R with finite support, the following equality
holds
Z X
f .n/ .x1 ; : : : ; xn / d. /

fx1 ;:::;xn g
Z
1
D f .n/ .x1 ; : : : ; xn /k.n/ .x1 ; : : : ; xn / dx1 : : : dxn (4.2.2)
nŠ .Rd /n
for n 2 N and k.0/ WD 1.

The meaning of this notion is the following: the correlation function
.n/
k .x1 ; : : : ; xn / describes the non-normalised probability density to have points of
our systems in the positions x1 ; : : : ; xn .
The symmetric functions of n variables from Rd can be considered as functions
on n-point subsets from Rd . We proceed now to the exact constructions.
The space of n-point configurations in Y 2 B .Rd / is defined by
˚ ˇ
.n/ .Y / WD Y ˇ jj D n ; n 2 N:
We put .0/ .Y / WD f¿g. As a set, .n/ .Y / may be identified with the symmetrisation
of ˚ ˇ
en D .x1 ; : : : ; xn / 2 Y n ˇ x ¤ x if k ¤ ` :
Y k `
Hence, one can introduce the corresponding Borel -algebra, which we denote by
B .n/ .Y / . The space of finite configurations in Y 2 B .Rd / is defined as
G
0 .Y / WD .n/ .Y /:
n2N0

This space is equipped with the topology of the disjoint union. Let B 0 .Y / denote
the corresponding Borel -algebra. In the case of Y D Rd , we will omit the index Y
in the previously defined notations. Namely,
0 WD 0 .Rd /; .n/ WD .n/ .Rd /; n 2 N0 :

The restriction of the Lebesgue product measure .dx/n to .n/ ; B . .n/ / is de-
noted by m.n/ . We set m.0/ WD ıf¿g . The Lebesgue–Poisson measure on 0 is
defined by
X1
1 .n/
WD m : (4.2.3)
nŠ
nD0
d
For any ƒ 2 Bb .R /, the restriction of to 0 .ƒ/ D .ƒ/ will be also denoted by
.

Remark 4.2.2.˚ The space ; B ./ is the projective limit of the family of mea-
surable spaces .ƒ/; B ..ƒ// ƒ2B .Rd / . The Poisson measure on ; B ./
b
from Example 4.2.1 may be defined as the projective limit of the family of measures
f ƒ gƒ2Bb .Rd / , where ƒ WD e m.ƒ/ is a probability measure on .ƒ/; B ..ƒ//
and m.ƒ/ is the Lebesgue measure of ƒ 2 Bb .Rd /; compare [2] for details.
Functions on 0 will be called quasi-observables . Any B˚ .0/-measurable

func-
tion G on 0 , is in fact defined by a sequence of functions G .n/ n2N where G .n/
0
is a B . .n//-measurable function on .n/ . We preserve the same notation for the
function G .n/ considered as a symmetric function on .Rd /n . Note that G .0/ 2 R.
A set M 2 B .0 / is called bounded if there exists ƒ 2 Bb .Rd / and N 2 N such
that
GN
M .n/ .ƒ/:
nD0
The set of bounded measurable functions on 0 with bounded support is denoted by
Bbs .0 /, i.e., G 2 Bbs .0 / iff G 0 nM D 0 for some bounded M 2 B .0/. For any
G 2 Bbs .0 /, the functions G .n/ have finite supports in .Rd /n and may be substituted
into (4.2.2). But, additionally, the sequence of G .n/ vanishes for big n. Therefore,
one can sum up equalities (4.2.2) over n 2 N0 . This requires the following definition.
Let G 2 Bbs .0 /. Then, we define the function KG W ! R by
X
.KG/. / WD G./I (4.2.4)
b
compare [33, 37, 38]. The summation in (4.2.4) is taken over all finite subconfigu-
rations 2 0 of the (infinite) configuration 2 ; we denote this by the symbol
b . The mapping K is linear, positivity preserving, and invertible, with
X
.K 1 F /./ WD . 1/jnj F ./; 2 0 : (4.2.5)

By [33], for any G 2 Bbs .0 /, we have KG 2 Fcyl ./, moreover, there exists
C D C.G/ > 0, ƒ D ƒ.G/ 2 Bb .Rd /, and N D N.G/ 2 N such that
N
jKG. /j 6 C 1 C j ƒ j ; 2 :
The expression (4.2.4) can be extended to the class of all non-negative measurable G W
0 ! RC , in this case, evidently, KG 2 F0 ./. Note that the left-hand side (l.h.s.)
of (4.2.5) has a meaning for any F 2 F0 ./. Moreover, in this case .KK 1 F /. / D
F . / for any 2 0 .
For G as above, we may sum up (4.2.2) over n and rewrite the result in a compact
form: Z Z
.KG/. /d. / D G./k ./d./: (4.2.6)
0
As was shown in [33], the equality (4.2.4) may be extended on all functions G such
that the l.h.s. of (4.2.6) is finite. In this case, (4.2.4) holds for -a.a. 2 , and
(4.2.6) holds, too.
4.3 Statistical descriptions of Markov evolutions

Spatial Markov processes in Rd may be described as stochastic evolutions of con-
figurations Rd . In the course of such evolutions, points of configurations may
disappear (die), move (continuously or with jumps from one position to another), or
new particles may appear in a configuration (that is birth). The rates of these ran-
dom events may depend on entire configurations that reflect an interaction between
elements of the system.
The construction of a spatial Markov process in the continuum is a highly difficult
question which is not solved in full generality at present, see e.g. the review [44] and
more detailed references about birth-and-death processes in Section 4.3. Meanwhile,
for discrete systems, the corresponding processes have been constructed under quite
general assumptions; see [39]. One of the main difficulties for continuous systems
includes the necessity to control the number of elements in a bounded region. Note
that the construction of spatial processes on bounded sets from Rd is typically well
understood; compare [26].
The existing Markov process 3 7! Xt 2 , t > 0, provides a solution for
the backward Kolmogorov equation for bounded continuous functions,
d
F D LFt ;
dt t
where L is the Markov generator of the process Xt . The question about the existence
of a Markov process with a generator L is still open. On the other hand, the evolution
of a state in the course of stochastic dynamics is an important question in its own right.
A mathematical formulation of this question may be realised through the forward
Kolmogorov equation for probability measures (states) on the configuration space .
Namely, we consider the pairing between functions and measures on given by
Z
hF; i WD F . / d. /: (4.3.1)

Then, we consider the initial value problem

d ˇ
hF; t i D hLF; t i; t > 0; t ˇt D0 D 0 ; (4.3.2)
dt

where F is an arbitrary function from a proper set, e.g. F 2 K Bbs .0 / Fcyl ./.
In fact, the solution to (4.3.2) describes the time evolution of distributions instead
of the evolution of initial points in the Markov process. We rewrite (4.3.2) in the
heuristic form,
d
D L t ; (4.3.3)
dt t
where L is the (informally) adjoint operator of L with respect to the pairing (4.3.1).
In the physics literature, (4.3.3) is referred to as the Fokker–Planck equation. The
Markovian property of L yields that (4.3.3) might have a solution in the class of prob-
ability measures. However, the mere existence of the corresponding Markov process
will not give us much information about properties of the solution to (4.3.3), in par-
ticular, about its moments or correlation functions. To get it, we suppose now that
a solution t 2 M1fm ./ to (4.3.2) exists and remains locally absolutely continuous
with respect to the Poisson measure for all t > 0 provided 0 has such a property.
Then, one can consider the correlation function kt WD kt , t > 0. If we suppose that
LF 2 F0 ./ for all F 2 Fcyl ./; (4.3.4)

1
one can calculate K LF using (4.2.5), and, by (4.2.6), we may rewrite (4.3.2) as
d ˇ
hhK 1
F; kt ii D hhK 1
LF; kt ii; t > 0; kt ˇt D0 D k0 ; (4.3.5)
dt

for all F 2 K Bbs .0 / Fcyl ./. Here, the pairing between functions on 0 is
given by Z
hhG; kii WD G./k./ d./: (4.3.6)
0
Let us recall that then, by (4.2.3),
X1 Z
1
hhG; kii D G .n/ .x1 ; : : : ; xn /k .n/ .x1 ; : : : ; xn / dx1 : : : dxn :
nD0
nŠ .Rd /n
Next, if we substitute F D KG, G 2 Bbs .0 / in (4.3.5), we derive
d ˇ
hhG; kt ii D hhb
LG; kt ii; t > 0; kt ˇt D0 D k0 ; (4.3.7)
dt
for all G 2 Bbs .0 /. Here, the operator
.b
LG/./ WD .K 1
LKG/./; 2 0 ;
is defined point-wise for all G 2 Bbs .0 / under conditions (4.3.4). Consequently, we
are interested in a weak solution to the equation
d ˇ
k D b
L kt ; t > 0; kt ˇt D0 D k0 ; (4.3.8)
dt t
where b
L is the dual operator to b
L with respect to the duality (4.3.6), namely,
Z Z
.b
LG/./k./ d./ D G./.b L k/./ d./: (4.3.9)
0 0
The procedure of deriving the operator bL for a given L is fully combinatorial.

Meanwhile, to obtain the expression for the operator b
L , we need an analogue of the
integration by parts formula.
We recall that any function on 0 may be identified with an infinite vector of

symmetric functions of a growing number of variables. In this approach, the oper-
ator b L in (4.3.8) will be realised as an infinite matrix b Ln;m n;m2N , where b
Ln;m
0
is a mapping from the space of symmetric functions of n variables into the space
of symmetric functions of m variables. As a result, instead of equation (4.3.2) for
infinite-dimensional objects, we obtain an infinite system of equations for functions
kt.n/ , each of which is a function of a finite number of variables, namely
d .m/ X .n/
kt .x1 ; : : : ; xm / D b
Ln;m kt .x1 ; : : : ; xm /; t > 0; m 2 N0 ;
dt n (4.3.10)
.m/
ˇ .m/
kt .x1 ; : : : ; xm /ˇt D0 D k0 .x1 ; : : : ; xm /:
Of course, in general, for a fixed n, any equation from (4.3.10) itself is not closed and
includes functions kt.m/ of other orders m ¤ n. Nevertheless, the system (4.3.10) is a
.n/
closed linear system. The chain evolution equations for kt constitutes the so-called
hierarchy which is an analogue of the BBGKY hierarchy for Hamiltonian systems;
compare [12].
Here, we restrict our attention to the so-called sub-Poissonian correlation func-
tions. Namely, for a given C > 0, we consider the Banach space
˚ ˇ
KC WD k W 0 ! R ˇ k C jj 2 L1 .0 ; d / (4.3.11)
with the norm

jj
kkkK WD kC k./kL1 . :
C 0 ;d/
It is clear that k 2 KC implies

ˇ ˇ
ˇk./ˇ 6 kkk C jj for -a.a. 2 0 : (4.3.12)
K C
In what follows, we study the initial value problem (4.3.8) using the following
scheme. We solve this equation in the space KC . The well-posedness of the initial
value problem in this case is equivalent with an existence of the strongly continuous
semigroup (C0 -semigroup in the sequel) in the space KC with a generator b L . How-
1 jj
ever, the space KC is isometrically isomorphic to the space L .0 ; C d/ whereas,
by the Lotz theorem [40, 3], in an L1 space any C0 -semigroup is uniformly contin-
uous, that is, it has a bounded generator. Typically, for the operator L, any operator
b
Ln;m , cf. (4.3.10), might be bounded as an operator between two spaces of bounded
symmetric functions of n and m variables, whereas the whole operator b L is un-
bounded in KC .
To avoid these difficulties, we use a trick which goes back to Phillips [45]. The
main idea is to consider the semigroup in the L1 -space not directly but as a dual
semigroup T .t/ to a C0 -semigroup T .t/ with a generator A in the pre-dual L1 -
space. In this case, T .t/ appears as a strongly continuous semigroup not on the
whole L1 , but on the closure of the domain of A only.
In our case, this leads to the following scheme. We consider the pre-dual Banach
space to KC , namely, for C > 0,

LC WD L1 0 ; C jj d : (4.3.13)
The norm in LC is given by

Z X1 Z
ˇ ˇ jj Cn ˇ .n/ ˇ
kGkC WD ˇ ˇ
G./ C d./ D ˇG .x ; : : : ; x /ˇ dx : : : dx :
1 n 1 n
0 nD0
nŠ .Rd /n
Consider the initial value problem, cf. (4.3.7), (4.3.8),

d ˇ
G D b
LGt ; t > 0; Gt ˇt D0 D G0 2 LC : (4.3.14)
dt t
As long as (4.3.14) is well-posed in LC , there exists a C0 -semigroup b T .t/ in LC .

Then, using Philips’ result, we see that the restriction of the dual semigroup b T .t/
onto Dom.b L / will be a C0 -semigroup with generator which is a part of b L (see
Section 4.4 below for details). This provides a solution to (4.3.8) which depends
continuously on the initial data from Dom.b L /. Later, we would like to find a more
useful universal subspace of KC which does not depend on the operator L b . The
realisation of this scheme for a birth-and-death operator L is presented in Section 4.4
below. As a result, we obtain the classical solution to (4.3.8) for t > 0 in a class of
sub-Poissonian functions which satisfy the Ruelle-type bound (4.3.12). Of course,
after this we need to verify existence and uniqueness of measures whose correlation
functions are solutions to (4.3.8). This can usually be done via proper approximation
schemes; see Section 4.5.
4.4 Birth-and-death evolutions in the continuum

4.4.1 Microscopic description One of the most important classes of Markov evolu-
tion in the continuum is given by the birth-and-death Markov processes in the space
of all configurations in Rd . These are processes in which an infinite number of
individuals exist at each instant, and the rates at which new individuals appear and
some old ones disappear depend on the current configuration of existing individuals
[31]. The corresponding Markov generators have a natural heuristic representation
in terms of birth-and-death intensities. The birth intensity b.x; / > 0 characterises
the appearance of a new point at x 2 Rd in the presence of a given configuration
2 . The death intensity d.x; / > 0 characterises the probability of the event
that the point x of the configuration disappears, depending on the location of the
remaining points of the configuration n fxg (in the sequel n x). Heuristically, the
corresponding Markov generator is described by the following expression,

X
.LF /. / WD d.x; n x/ ŒF . n x/ F . /
x2
Z (4.4.1)
C b.x; / ŒF . [ x/ F . / dx;
Rd
for proper functions F W ! R.
4.4.2 Expressions for L O and L

O . Examples of rates b and d We always sup-
d
pose that the rates d; b W R ! Œ0I C1 from (4.4.1) satisfy the following
assumptions
d.x; /; b.x; / > 0; 2 0 n f¿g, x 2 Rd n ;

d.x; /; b.x; / < 1; 2 0 , x 2 Rd n ;
Z

d.x; / C b.x; / d./ < 1; M 2 B .0 / bounded, a.a. x 2 Rd ;
ZM

d.x; / C b.x; / dx < 1; 2 0 , ƒ 2 Bb .Rd /:
ƒ
We start with the expression for b

LDK 1
LK.
Proposition 4.4.1 ([19, Prop. 5]). For any G 2 Bbs .0 /, the following formula holds:
X X
.b
LG/./ D G./ K 1 d.x; [ n x/ . n /
x2
XZ (4.4.2)
1
C G. [ x/ K b.x; [ / . n / dx; 2 0 :
Rd

Using this, one can derive the explicit form of b

L .
Proposition 4.4.2 ([19, Cor. 9]). For any k 2 Bbs .0 /, the following formula holds:
XZ
b
.L k/./ D k. [ / K 1 d.x; [ n x/ ./ d./
x2 0
XZ
1
C k. [ . n x// K b.x; [ n x/ ./ d./;
x2 0
where b
L k is defined by (4.3.9).
4.4.3 Semigroup evolutions in the space of quasi-observables We proceed now

to the construction of a semigroup in the space LC , C > 0, see (4.3.13), which has a
generator, given by b
L, with a proper domain. To define such a domain, let us set
X
D ./ WD d .x; n x/ > 0; 2 0 I (4.4.3)
x2
˚
D WD G 2 LC j D ./ G 2 LC : (4.4.4)
Note that Bbs .0 / D and Bbs .0 / is a dense set in LC . Therefore, D is also a
dense set in LC . We will now show that .b L; D/ given by (4.4.2), (4.4.4) generates a
C0 -semigroup on LC if only ‘the full energy of death’, given by (4.4.3), is big enough.
Theorem 4.4.3 ([17, Thm. 3.2]). Suppose that there exists a1 > 1, a2 > 0 such that,
for all 2 0 and a.a. x 2 Rd ,
XZ ˇ ˇ
ˇK 1 d .x; [ n x/ˇ ./ C jj d ./ 6 a1 D./; (4.4.5)
0
x2
XZ ˇ ˇ
ˇK 1
b .x; [ n x/ˇ ./ C jj d ./ 6 a2 D./ (4.4.6)
0
x2
and, moreover,
a2 3
a1 C < : (4.4.7)
C 2
Then, .b b .t/ on LC .
L; D/ is the generator of a holomorphic semigroup T
4.4.4 Evolution in the space of correlation functions In this section, we will use
the semigroup T b.t/ acting on the space of quasi-observables for the construction of a
solution to the evolution equation (4.3.8) on the space of correlation functions.
0
We denote dC WD C jj d; and the dual space .LC /0 D L1 .0 ; d C / D
1 0
L .0 ; dC /. As was mentioned before, the space .LC / is isometrically isomorphic
to the Banach space KC considered in (4.3.11)–(4.3.12). The isomorphism is given
by the isometry RC
.LC /0 3 k 7 ! RC k WD k C jj 2 KC : (4.4.8)

Recall that one may consider the duality between the Banach spaces LC and KC
given by (4.3.6) with
jhhG; kiij 6 kGkC kkkK :
C
0 0
Let b
L ; Dom.b 0
L / be an operator in .LC / which is dual to the closed operator

b
L; D . We consider also its image on KC under the isometry RC . Namely, let

b
L D RC L b0 RC 1 with the domain Dom.b
L / D RC Dom.b
0
L /. Similarly, one can
consider the adjoint semigroup b b .t/ in KC .
T 0 .t/ in .LC /0 and its image T
The space LC is not reflexive, hence T b .t/ is not a C0 -semigroup in the whole
KC . The last semigroup will be weak*-continuous, weak*-differentiable at 0, and

b
L will be a weak*-generator of b T .t/. Therefore, one has an evolution in the space
of correlation functions. In fact, we have a solution to the evolution equation (4.3.8)
in a weak*-sense. This subsection is devoted to the study of a classical solution to
bˇ .t/ of the semigroup T
this equation. The restriction T b .t/ onto its invariant Banach

subspace Dom.b L / (here and below all closures are in the norm of the space KC ) is
ˇ
a strongly continuous semigroup. Moreover, its generator b L will be a part of b L ,
namely, ˇ
ˇ
n ˇ
o
Dom.b L / D k 2 Dom.b L /ˇb L k 2 Dom.b L / (4.4.9)
ˇ
and b
L kDL b k for any k 2 Dom.b ˇ
L /.
bˇ˛ .t/ of the semigroup T
One can consider the restriction T bˇ .t/ onto K˛C . It will
be a strongly continuous semigroup with the generator b ˇ˛
L , which is a restriction of
ˇ
b
L onto K˛C . Namely, cf. 4.4.9,
n ˇ o
ˇ˛ ˇ
Dom.b L / D k 2 K˛C ˇ b L k 2 K˛C ;
ˇ˛
and b
L k DL bˇ k D b
L k for any k 2 K˛C . In the other words, b
ˇ˛
L is a part of

b
L .
Now, we may proceed to the main statement of this section.
Theorem 4.4.4 ([18, Thm. 3.16]). Let (4.4.5), (4.4.6) hold together with the follow-
ing assumptions,
d .x; / 6 A.1 C jj/N jj ; (4.4.10)

C 3
16 < a1 ; (4.4.11)
a2 2
and let ˛ be chosen such that

a2 1
3
< ˛ < :
C 2
a1
Then, for any k0 2 K˛C , there exists a unique classical solution to (4.3.8) in the
bˇ˛ .t/k0 . Moreover, k0 2 K˛C
space K˛C , and this solution is given by kt D T
implies kt 2 K˛C for t > 0.
Example 4.4.5. (BDLP model) This example describes a generalisation of the model
of plant ecology (see [13] and references therein). Let L be given by (4.4.1) with
X
d.x; n x/ D m.x/ C ~ .x/ a .x y/; x 2 ; 2 ;
y2 nx
X
C C
b.x; / D ~ .x/ a .x y/; x 2 Rd n ; 2 ;
y2
where 0 < mR 2 L1 .Rd /, 0 6 ~ ˙ 2 L1 .Rd /, 0 6 a˙ 2 L1 .Rd ; dx/ \

L1 .Rd ; dx/, Rd a˙ .x/dx D 1. Let us suppose, cf. [13], that there exists ı > 0
such that
.4 C ı/C ~ .x/ 6 m.x/; x 2 Rd ; (4.4.12)

C d
.4 C ı/~ .x/ 6 m.x/; x2R ; (4.4.13)
C C d
4~ .x/a .x/ 6 C ~ .x/a .x/; x2R : (4.4.14)
Then,
m.x/ 1
d.x; / C C ~ .x/ 6 d.x; / C 6 1C d.x; /;
4Cı 4Cı
C X C m.x/ C
b.x; / C C ~ C .x/ 6 ~ .x/ a .x y/ C < d.x; /:
4 4Cı 4
y2
1 C
Hence, (4.4.5), (4.4.6) hold with a1 D 1 C 4Cı ; a2 D 4
, which fulfills (4.4.7). Next,
under conditions (4.4.12), (4.4.14), we have
d.x; / 6 kmkL1 .Rd / C k~ kL1 .Rd / ka kL1 .Rd / jj; 2 0 ;
and hence (4.4.10) holds with D 1, which makes (4.4.11) obvious.
Remark 4.4.6. It was shown in [13] that, for the case of constant m; ~ ˙ , a condition
like (4.4.12) is essential. Namely, if m > 0 is arbitrarily small, the operator b
L will
not even be accretive in LC .
4.5 Vlasov-type scalings

For the reader’s convenience, we first explain the idea of Vlasov-type scaling. The
general scheme for the birth-and-death dynamics as well as for the conservative ones
may be found in [14]. The realisations of this approach for the Glauber dynamics
(Example 1 with s D 0) and for the BDLP dynamics (Example 2) were considered in
[15, 16], respectively. The idea of Vlasov-type scaling consists in the following.
We would like to construct some scaling L" , " > 0, of the generator L such
that the following scheme holds. Suppose that we have a semigroup UO " .t/ with the
generator LO " in some LC" , " > 0. Consider the dual semigroup UO " .t/. Let us
choose an initial function of the corresponding Cauchy problem with a singularity
in ". Namely, "jj k0."/ ./ r0 ./, " ! 0, 2 0 for some function r0 which is
independent of ". The scaling L 7! L" should be chosen in such a way that, first of
all, the corresponding semigroup UO " .t/ preserves the order of the singularity,
"jj .UO " .t/k0."/ /./ rt ./; " ! 0; 2 0 ;
and, secondly, the dynamics r0 7! Q rt preserves the Lebesgue–Poisson exponents.

Namely, if r0 ./ D e .0 ; / WD x2 0 .x/, then rt ./ D e .t ; /. There exists
an explicit (in general nonlinear) differential equation for t ,
d
.x/ D .t /.x/; (4.5.1)
dt t
which will be called the Vlasov-type equation.
Now, we explain an informal way to realise such a scheme. Let us consider, for
any " > 0, the following mapping (cf. (4.4.8)) defined for functions on 0 :
.R" r/./ WD "jj r./:
This mapping is “self-dual” with respect to the duality (4.3.6). Moreover, R" 1 D
R" 1 . Having R" k0 r0 , " ! 0, we need rt R" UO " .t/k0 R" UO " .t/R" 1 r0 ,
."/ ."/
" ! 0. Therefore, we have to show that, for any t > 0, the operator family
R" UO " .t/R" 1 , " > 0, has limiting (in a proper sense) operator U.t/ and
U.t/e .0 / D e .t /: (4.5.2)
But, heuristically, UO " .t/ D exp ft LO " g and R" UO " .t/R" 1 D exp ftR" LO " R" 1 g. Let
us consider the “renormalised” operator
LO "; ren WD R" LO " R" 1 : (4.5.3)
In fact, we need that there exists an operator LO V such that exp ftR" LO " R" 1 g !
exp ft LO V g DW U.t/ with U.t/ satisfying (4.5.2). Therefore, a heuristic way to pro-
duce a scaling L 7! L" is to demand that

d
lim e .t ; / LO "; ren e .t ; / D 0; 2 0 ;
"!0 dt
provided t satisfies (4.5.1). The point-wise limit of LO "; ren will be a natural candidate
for LO V .
Note that (4.5.3) implies informally that LO "; ren D R" 1 LO " R" . Below we propose
a scheme to give a rigorous meaning to the idea introduced above. We consider, for
a proper scaling L" , the “renormalised” operator L O "; ren and prove that it is a generator
O
of a strongly continuous contraction semigroup U"; ren .t/ in LC . Next, we show that
the formal limit LO V of LO "; ren is a generator of a strongly continuous contraction
semigroup UO V .t/ in LC . Finally, we prove that UO "; ren .t/ ! UO V .t/ strongly in LC .
This implies weak*-convergence of the dual semigroups UO "; ren .t/ to UO V .t/. We also
explain in which sense UO V .t/ satisfies the properties above.
Let us consider, for any " 2 .0I 1, the following scaling of the operator L defined
in Equation (4.4.1):
X
.L" F /. / WD d" .x; n x/ ŒF . n x/ F . / C
x2
Z
1
" b" .x; / ŒF . [ x/ F . / dx;
Rd
where d" and b" are defined for each model explicitly (see e.g. Example 4.5.2). We
define the renormalised operator LO ";ren WD R" 1 K 1 L" KR" . Using the same argu-
ments as in the proof of Proposition 4.4.1, we get
X X
.LO ";ren G/./ D G./" jnj K0 1 d" .x; [ n x/ . n /
x2
XZ
jnj
C G. [ x/" K0 1 b" .x; [ / . n / dx:
Rd

Suppose that there exist a1 > 1, a2 > 0 such that, for all 2 0 , for a.a. x 2 Rd ,
and for any " 2 .0I 1,
XZ ˇ ˇ
ˇK 1 d .x; [ n x/ˇ ./ " jj C jj d ./ 6 a D ./ ; (4.5.4)
0 " 1 "
0
x2
XZ ˇ ˇ
ˇK 1
b" .x; [ n x/ˇ ./ " jj
C jj d ./ 6 a2 D" ./ ; (4.5.5)
0
0
x2
a2 3
a1 C < : (4.5.6)
C 2
For all , 2 0 and a.a. x 2 Rd , the following limits exist and coincide:

lim " jj K0 1 d" .x; [ / ./ D lim " jj K0 1 d" .x; / ./ DW DxV ./I
"!0 "!0
(4.5.7)
jj
jj

lim " K0 1 b" .x; [ / ./ D lim " K0 1 b" .x; / ./ DW BxV ./:
"!0 "!0
(4.5.8)
We would like to emphasise that above limits should not depend on . A collection
of examples for such d" , b" can be found in [14].
Now we are able to state a result about convergence in LC .
Theorem 4.5.1 ([17, Thm. 4.4]). Let conditions (4.5.4), (4.5.5), and (4.5.6) be satis-
fied. Suppose that convergence in (4.5.7), (4.5.8) holds for all 2 0 as well as in
the sense of LC . Assume also that there exists > 0 such that either
d" .x; / 6 DxV .¿/ or d" .x; / > DxV .¿/
s
is satisfied for all 2 0 and for a.a. x 2 Rd . Then, UO " .t/ ! UO V .t/ in LC
uniformly on finite time intervals.
Example 4.5.2 (BDLP model, revisited). Let

X X
d" .x; n x/ D m C "~ a .x y/; b" .x; / D "~ C aC .x y/:
y2 nx y2
In comparison with the previous notation, we have changed ~ ˙ into "~ ˙ . Clearly,
conditions (4.4.12), (4.4.14) imply the same inequalities for "~ ˙ . Note also that d"
is decreasing in " ! 0. Therefore, to apply all results of this section to the BDLP-
model, we should prove the convergence (4.5.7), (4.5.8) in LC . Note that
X
" jj K0 1 d" .x; [ / ./ D d" .x; /0jj C 1 .1/ ./ a .x y/
y2
X
jj
! m0 C 1 .1/ ./ a .x y/ DW DxV ./
y2
and, analogously,
X
jj
" K0 1 b" .x; [ / ./ D b" .x; /0jj C 1 .1/ ./ aC .x y/
y2
X
! 1 .1/ ./ aC .x y/ DW BxV ./:
y2
The convergence in LC is now obvious. The kinetic (Vlasov) equation has the fol-
lowing form
d
.x/ D ~ C .aC t /.x/ ~ t .x/.a t /.x/ mt .x/: (4.5.9)
dt t
We study the equation so obtained in the following section.
Remark 4.5.3. By duality (4.3.6), Theorem 4.5.1 yields weak*-convergence of the

semigroups UO "ˇ˛ .t/ to UO Vˇ˛ .t/ in K˛C . To prove such convergence in the strong
sense, we need additional analysis of their generators. The problem concerns the fact
that we have an explicit expression for the generator LO ˇ˛ D LO V only on the core
˚ ˇ V
k 2 K˛C ˇ LO V k 2 K˛C . However, we are able to show such a convergence for the
Glauber dynamics described in Example 1 for s D 0 using some modified technique
(see [15]).
4.6 Kinetic equation of a spatial ecology model

4.6.1 Introduction In this section, we study the mesoscopic equation of the BDLP
model (4.5.9) from different perspectives. Namely, we will deal with the following
nonlinear nonlocal evolution equation, for x 2 Rd ,
( du
.x; t/ D ~ C .aC u/.x; t/ mu.x; t/ ~ u.x; t/.a u/.x; t/; t > 0;
dt
u.x; 0/ D u0 .x/;
(4.6.1)
which we will study in a class of non-negative functions bounded in x.
The solution u D u.x; t/ to (4.6.1) describes approximately a density (at the
moment of time t and at the position x of the space Rd ) for a particle system evolving
in the continuum. During the evolution, particles might reproduce themselves, die,
and compete (say, for resources). Namely, a particle located at a point y 2 Rd
may produce a ‘child’ at a point x 2 Rd with the intensity ~ C and according to the
dispersion kernel aC .x y/. Next, any particle may die with the constant intensity
m. And, additionally, a particle located at x may die according to the competition
with the rest of particles; the intensity of the death because of a competitive particle
located at y is equal to ~ and the distribution of the competition is described by
a .x y/.
This model was originally proposed in mathematical ecology [5]. Rigorous math-
ematical constructions were done in [26, 13]. In [13], the mathematical approach was
realised using the theory of Markov statistical dynamics on the so-called configura-
tion spaces expressed in terms of evolution of time-dependent correlation functions
of the system, compare [19, 35, 33].
Here, m > 0, ~ ˙ > 0 are constants, and the functions 0 6 a˙ 2 L1 .Rd / are
probability densities,
Z Z
aC .y/dy D a .y/dy D 1:
Rd Rd
Here and below, for a function u D u.y; t/, which is (essentially) bounded in y 2 Rd ,
and a function (a kernel) a 2 L1 .Rd /, we denote
Z
.a u/.x; t/ WD a.x y/u.y; t/dy:
Rd
We assume that u0 is a bounded function on Rd . For technical reasons, we

will consider two Banach spaces of bounded real-valued functions on Rd : the space
Cub .Rd / of bounded, uniformly continuous functions on Rd with sup-norm and the
space L1 .Rd / of essentially bounded (with respect to the Lebesgue measure) func-
tions on Rd with ess-sup-norm. Let also Cb .Rd / and C0 .Rd / denote the spaces of
continuous functions on Rd which are bounded or have compact supports, respec-
tively.
Let E be either Cub .Rd / or L1 .Rd /. Consider the Equation (4.6.1) in E; in

particular, u must be continuously differentiable in t, for t > 0, in the sense of the
norm in E. Moreover, we consider u as an element from the space Cb .I ! E/ of
continuous bounded functions on I (including 0) with values in E and with the norm
kukC D sup ku.; t/kE :

b .I !E /
t 2I
Such a solution is said to be a classical solution to (4.6.1); in particular, u will con-

tinuously (in the sense of the norm in E) depend on the initial condition u0 .
We will also use the space Cb .I ! E/ with I D ŒT1 ; T2 , T1 > 0. For simplicity,
we denote
XT1 ;T2 WD Cb ŒT1 ; T2 ! E ; T2 > T1 > 0;
and the corresponding norm will be denoted by k:kT1 ;T2 . We set also XT WD X0;T ,
k:kT WD k:k0;T , and
X1 WD Cb RC ! E
with the corresponding norm k:k1 . The upper index ‘+’ will denote the cone of
non-negative functions in the corresponding space, namely,
X]C WD fu 2 X] j u > 0g;
where ] is one of the subscripts above.

We will also omit the subscript for the norm k:kE in E, if it is clear whether we
are working with sup- or ess-sup-norm.
4.6.2 Basic properties The following theorem yields existence and uniqueness of a
solution.
Theorem 4.6.1 ([20, Thm. 2.2]). Let u0 2 E and u0 .x/ > 0, x 2 Rd . Then, for
any T > 0, there exists a unique non-negative solution u to the equation (4.6.1) in E
such that u 2 XT .
Below, j:j D j:jRd denotes the Euclidean norm in Rd , Br .x/ is a closed ball in
R with the centre at x 2 Rd and radius r > 0; and br is the volume of this ball.
d
The following theorem is an extension of Theorem 4.6.1 for E D Cub .Rd /, in

which case the global boundedness of the solutions holds in both space and time
under additional weak assumptions.
Theorem 4.6.2 ([20, Thm. 2.8]). Suppose that there exists r0 > 0 such that
˛ WD inf a .x/ > 0;

jxj6r0
A
and, for some "; A > 0, one has aC .x/ 6 1Cjxjd C"
, for all x 2 Rd . Then, the
solution u > 0 to (4.6.1), with 0 6 u0 2 Cub .R /, belongs to Cub .Rd /.
d
The main difficulty in studying non-local monostable evolution equations is the

lack of techniques for this class of equations. In particular, variational methods may
be hardly applied here because of the type of the nonlinear (‘reaction’) term. Never-
theless, under restrictions on the kernels aC ; a , a version of the comparison princi-
ple may be proved. This result will be needed in the rest of the article. Let T > 0 be
fixed. Define the sets XT1 of functions in XT that are continuously differentiable on
.0; T in the sense of the norm in E. Here and below, we consider the left derivative
at t D T only. For any u 2 XT1 , one can define the function
F u WD du ~ C aC u C mu C ~ u.a u/; t 2 .0; T ; x 2 Rd : (4.6.2)

dt
Theorem 4.6.3 ([20, Thm. 3.1]). Let there exist c > 0 such that
~ C aC .x/ > c~ a .x/ for a.a. x 2 Rd :
Let T 2 .0; 1/ be fixed and functions u1 ; u2 2 XT1 be given such that, for any
.x; t/ 2 Rd .0; T ,
.F u1 /.x; t/ 6 .F u2 /.x; t/; (4.6.3)
u1 .x; t/ > 0; 0 6 u2 .x; t/ 6 c; u1 .x; 0/ 6 u2 .x; 0/:
Then, u1 .x; t/ 6 u2 .x; t/, for all .x; t/ 2 Rd Œ0; T . In particular, u1 6 c.
For E D Cub .Rd /, one can prove a refined version of Theorem 4.6.3 for non-
differentiable (in time) functions. For any T 2 .0; 1, define the set DT of all
functions u W Rd RC ! R, such that, for all t 2 Œ0; T /, u.; t/ 2 Cub .Rd /, and,
for all x 2 Rd , the function f .x; t/ is absolutely continuous in t on Œ0; T /. Then, for
any u 2 DT , one can define the function (4.6.2), for all x 2 Rd and a.a. t 2 Œ0; T /.
Proposition 4.6.4 ([20, Prop. 3.3]). The statement of Theorem 4.6.3 remains true if
we assume that u1 ; u2 2 DT and, for any x 2 Rd , the inequality (4.6.3) holds for
a.a. t 2 .0; T / only.
We introduce a notation for the non-zero constant solution

~C m
WD 2 R: (4.6.4)
~
Using Duhamel’s principle, it is easy to show that, if ~ C < m, then the solution
to (4.6.1) converges to 0 exponentially fast and uniformly in space, as time tends to
infinity. The case ~ C D m was partially considered by Terra and Wolanski (see [48,
49]), and we omit it in the present article. Hence, we make the following assumption
in the rest of the article:
~ C > m: (A1)
It implies in particular that the constant solution is greater than zero. We will study
solutions with initial conditions that are non-negative and bounded by .
Definition 4.6.5. For > 0, given by (4.6.4), consider the following sets
U WD ff 2 Cub .Rd / j 0 6 f .x/ 6 ; x 2 Rd g;

L WD ff 2 L1 .Rd / j 0 6 f .x/ 6 ; for a.a. x 2 Rd g;
E WD ff 2 E j 0 6 f .x/ 6 ; x 2 Rd g:
Hence E is either U or L .
Having in mind the conditions of Theorem 4.6.3, we assume,
~ C aC .x/ > .~ C m/a .x/; a.a. x 2 Rd : (A2)
Let us mention an important consequence of Theorem 4.6.3.
Proposition 4.6.6 ([20, Prop. 3.4]). Suppose that (A1) and (A2) hold. Let 0 6 u0 2
E be an initial condition to (4.6.1), let u 2 XT be the corresponding solution on
any Œ0; T , T > 0. Then u 2 X1 , with kuk1 6 .
Let v0 2 E be another initial condition to (4.6.1) such that u0 .x/ 6 v0 .x/,
x 2 Rd ; and let v 2 X1 be the corresponding solution. Then,
u.x; t/ 6 v.x; t/; x 2 Rd ; t > 0:
Let us show that, if u0 6 0, the solutions to (4.6.1) are strictly positive; this is
quite a common feature of linear parabolic equations. However, in general, it may
fail for nonlinear ones. It is required that
there exists ; ı > 0 such that aC .x/ > ; for a.a. x 2 Bı .0/: (A3)
Proposition 4.6.7 ([20, Prop. 3.8]). Let (A1), (A2), (A3) hold. Let u0 2 U , u0 6 0,
u0 6 , be the initial condition to (4.6.1), and let u 2 X1 be the corresponding
solution. Then,
u.x; t/ > inf u.y; s/ > 0; x 2 Rd ; t > 0:

y2Rd
s>0
As a matter of fact, under (A4), a much stronger statement than unattainability of

holds. To state this, we assume that
there exists ; ı > 0, such that

C C
(A4)
J .x/ D ~ a .x/ .~ C m/a .x/ > ; for a.a. x 2 Bı .0/:
Theorem 4.6.8 ([20, Thm. 3.9]). Let (A1), (A2), (A4) hold. Let u1 ; u2 2 X1 be two
solutions to (4.6.1) such that u1 .x; 0/ 6 u2 .x; 0/, x 2 Rd , are in U . Then, either
u1 .x; t/ D u2 .x; t/, x 2 Rd , t > 0 or u1 .x; t/ < u2 .x; t/, x 2 Rd , t > 0.
By choosing u2 in Theorem 4.6.8, we immediately get the following.
Corollary 4.6.9 ([20, Cor. 3.10]). Let (A1), (A2), (A4) hold. Let u0 2 U , u0 6 ,
be the initial condition to (4.6.1), and let u 2 X1 be the corresponding solution.
Then, u.x; t/ < , x 2 Rd , t > 0.
4.6.3 Travelling waves For simplicity, we consider a one-dimensional space (d D

1) in the following. For higher-dimensional analogues of the statements, see [20, 21,
22, 23, 24].
Travelling waves were studied intensively for the original Fisher–KPP equation,
compare [25, 32, 8]; for locally nonlinear equations with nonlocal diffusion, see [10,
50, 47]; and for nonlocal nonlinear equations with local diffusion, see [1, 4, 30, 43].
Throughout this section, we will mainly work in the L1 -setting. Recall that we
will always assume that (A1) and (A2) hold, and that > 0 is given by (4.6.4).
Let us give a brief overview of the results of this section. The existence and
properties of the travelling wave solutions will be considered under the so-called
Mollison condition (A5); compare [42, 41]. Namely, in Theorem 4.6.12, we will
prove that, for any 2 f 1; 1g, there exists c ./ 2 R, such that, for any c > c ./,
there exists a travelling wave with the speed c in direction , and, for any c < c ./,
such a travelling wave does not exist. Moreover, we will find an expression for c ./,
see (4.6.6). We will prove that the profile of a travelling wave with a non-zero speed
is smooth, whereas the zero-speed travelling wave (provided it exists, i.e. if c ./ 6
0) has a continuous profile (Proposition 4.6.13, Corollary 4.6.14). Next, we will
demonstrate the uniqueness (up to shifts) of a travelling wave profile with a given
speed c > c ./ (Theorem 4.6.18).
Definition 4.6.10. Let M .R/ denote the set of all decreasing and right-continuous
functions f W R ! Œ0; .
Definition 4.6.11. Let X1 1

WD X1 \ C 1 ..0; 1/ ! L1 .R//. A function u 2 X1 1
is said to be a travelling wave solution to the equation (4.6.1) with a speed c 2 R

and in a direction 2 f 1; 1g if and only if (iff, in the sequel) there exists a function
2 M .R/, such that, for all t > 0; a:a: x 2 R,
u.x; t/ D .x ct/; . 1/ D ; .C1/ D 0: (4.6.5)
Here and below, the function is said to be the profile for the travelling wave,
whereas c is its speed.
For a given 2 f 1; 1g, consider the following assumption on aC :

Z
There exists D ./ > 0 such that a ./ WD aC .x/ex dx < 1: (A5)
R
Theorem 4.6.12 ([20, Thm. 4.9]). Let (A1) and (A2) hold and 2 f 1; 1g be fixed.
Suppose also that (A5) holds. Then, there exists c ./ 2 R such that
1. for any c > c ./, there exists a travelling wave solution, in the sense of
Definition 4.6.11, with a profile 2 M .R/ and speed c,
2. for any c < c ./, such a travelling wave does not exist.
The next statements describe the properties of a travelling wave solution.
Proposition 4.6.13 ([20, Prop. 4.11]). Let 2 M .R/ and c 2 R be such that
Q 1
there exists a solution u 2 X1 to Equation (4.6.1) such that (4.6.5) holds, for some
2 f 1; 1g. Then, 2 C 1 .R ! Œ0; /, for c ¤ 0, and 2 C.R ! Œ0; /,
otherwise.
Corollary 4.6.14 ([20, Cor. 4.12, Prop. 4.13]). In the conditions and notations of
Proposition 4.6.13, is a strictly decaying function, for any speed c, and for any
speed c ¤ 0, the profile is in Cb1 .R/.
We assume that the first moment of aC in direction 2 f 1; 1g exists, namely,

Z
jx j aC .x/ dx < 1: (A6)
R
The following assumption is a weaker form of (A3).
There exist r D r./ > 0, D ./ > 0, ı D ı./ > 0, such that
(A7)
aC .x/ > ; for a.a. x 2 Bı .r/.
There exists a critical situation, when the abscissa of the travelling wave coincides
with the abscissa of the kernel aC . In this case, properties of the travelling waves
may be different from the ‘generic’ case. Therefore, we introduce the following two
classes of functions to simplify the further statements.
Definition 4.6.15. Let m > 0, ~ ˙ > 0, 0 6 a 2 L1 .R/ be fixed, and assume that
(A1) holds. For an arbitrary 2 f 1; 1g, we denote by V the the class of all kernels
0 6 aC 2 L1 .R/ such that (A2), (A5)–(A7) and one of the following assumptions
holds:
1. 0 WD supf 2 R W a ./ < 1g D 1;
2. 0 < 1 and a .0 / D 1;
3. 0 < 1, a .0 / < 1 and t .0 / 2 Œ 1; m/, where t ./ is given by
Z
t ./ WD ~ C .1 s/aC .s/es ds 2 Œ 1; ~ C /; 2 Œ0; 0 /:
R
Similarly, we denote by W the class of all kernels such that 0 < 1, a .0 / < 1,
and t .0 / 2 Œm; ~ C/ instead of .1/ .3/.
For aC 2 V [ W , denote by I .0; 1/ the interval

8̂
ˆ .0; 1/; if 0 D 1;
<
I WD 0; 0 ; if 0 < 1 and a1 0 D 1;
ˆ
:̂
0; 0 ; if 0 < 1 and a1 0 < 1:
Proposition 4.6.16. Let 2 f 1; 1g be fixed and aC 2 V [ W . Then, there exists

a unique D ./ 2 I such that
inf G ./ D min G ./ D G . / > ~ C m :

>0 2I
Moreover, G is strictly decreasing on .0; and strictly increasing on I n .0; ,

where the latter interval may be empty.
The following result provides expressions of for the minimal speed of travelling
waves.
Theorem 4.6.17 ([20, Thm. 4.23]). Let 2 f 1; 1g be fixed and aC 2 V [ W .

Let c ./ be the minimal travelling wave speed according to Theorem 4.6.12, and
let, for any c > c ./, the function D c 2 M .R/ be a travelling wave profile
corresponding to the speed c. Let 2 I be the same as in Proposition 4.6.16.
1. The following relations hold:
~ C a ./ m ~ C a . / m
c ./ D min D > ~ C m : (4.6.6)
>0
2. For aC 2 V , there exists another representation for the minimal speed,

Z Z
c ./ D ~ C x aC .x/e x dx D ~ C s aL C .s/e s ds > ~ C m :
R R
Now, we will formulate the uniqueness (up to shifts) of a profile for a travelling
wave with given speed c > c ./, c ¤ 0.
Theorem 4.6.18 ([20, Thm. 4.33]). Let 2 f 1; 1g be fixed and aC 2 V [ W .

Suppose, additionally, that (A4) holds. Let c ./ be the minimal travelling wave
speed according to Theorem 4.6.12. For the case aC 2 W with m D t .0 /, we will
R
assume, additionally, that R s 2 aL C .s/e0 s ds < 1. Then, for any c > c such that
c ¤ 0, there exists a unique, up to a shift, travelling wave profile for (4.6.1).
4.6.4 Propagation with a constant speed We will study here the behaviour of
u.tx; t/, where u solves (4.6.1), for big t > 0. The results of Section 4.6.3 together
with the comparison principle imply that if an initial condition u0 .x/ to (4.6.1) has a
minorant/majorant which has the form .x /, 2 f 1; 1g, where 2 M .R/ is a
travelling wave profile in the direction with a speed c > c ./, then, for the corre-
sponding solution u to (4.6.1), the function u.tx; t/ will have the minorant/majorant
.t.x c//, respectively. In particular, if the initial condition is “below” any
travelling wave in a given direction, then one can estimate the corresponding value
of u.tx; t/ (Theorem 4.6.19). Considering such a behaviour in different directions,
one can obtain a (bounded) set outside of which the solution exponentially decays to
0 (Theorem 4.6.20). Inside this set, the solution will uniformly converge to (Theo-
rem 4.6.21).
Here and below, for any measurable A R, we define tA WD ftx j x 2 Ag R,
and
( )
d 1 d ˇ
ˇ x
E .R / WD f 2 L .R / kf k
; WD sup jf .x/je
; <1 :
x2Rd
We now explain how a solution u.x; t/ to (4.6.1) behaves outside the sets ‡t;1 D
. 1; c .1/t/, ‡t; 1 D . c . 1/t; 1/, t > 0.
Theorem 4.6.19 ([20, Thm. 5.4]). Let 2 f 1; 1g and aC 2 V [ W ; i.e. all

conditions of Definition 4.6.15 hold. Let D ./ 2 I be the same as in Propo-
sition 4.6.16. Suppose that u0 2 E ; .R/ \ E and let u 2 X1 be the corre-
sponding solution to (4.6.1). Let O R be an open set, such that ‡1; O and
ı WD dist.‡1; ; R n O / > 0. Then, the following estimate holds,
ıt
sup u.x; t/ 6 ku0 k ; e ; t > 0:
x…t O
Next we consider the global long-time behaviour in both directions 2 f 1; 1g

simultaneously. Obviously
\ \
‡T D ‡T; D T ‡1; D T ‡1 ; T > 0:
2f 1;1g 2f 1;1g
We are now ready to state a result about the long-time behaviour at infinity in
space. We consider the assumptions
aC 2 L1 .R/: (A8)
Z
There exists d > 0 such that aC .x/ed jxj dx < 1: (A9)
R
Clearly, (A9) implies Z
jxjaC .x/ dx < 1: (4.6.7)
R
Theorem 4.6.20 ([20, Thm. 5.9]). Let the conditions (A1), (A2), (A3), (A8) and
(A9) hold. Let u0 2 E be such that
jjju0 jjj WD max ku0 k ./; < 1;

2f 1;1g
and let u 2 X1 be the corresponding solution to (4.6.1). Then, for any open set
O ‡1 , there exists D .O/ > 0 such that
t
sup u.x; t/ 6 jjju0 jjje ; t > 0:
x…t O
Our second main result about the long-time behaviour states that the solution u 2
X1 uniformly converges to inside the set t‡1 D ‡t .
For a closed set A R, we denote by int.A/ the interior of A.
(A9) hold. Let u0 2 U , u0 6 0, and u 2 X1 be the corresponding solution to
(4.6.1). Then, for any compact set C int.‡1/,
lim min u.x; t/ D : (4.6.8)

t !1 x2t C
All results above about travelling waves and long-time behaviour of the solutions
were obtained under exponential integrability assumptions, cf. (A5) or (A9). In [29],
it was proved, in the case of the local competition (e.g. a D ı0 ), on R with local
nonlinear term, that the case with aC which does not satisfy such conditions leads to
‘accelerating’ solutions, i.e. in this case an equality like (4.6.8) holds for arbitrarily
big compact C R. The detailed analysis of the propagation for the slowly decaying
aC is done in the following section.
We will formulate an analogue of the first statement in [29, Thm. 1].
(4.6.7) hold. Suppose also (cf. (A9)) that a ./ D 1 for any > 0 and for any
2 f 1; 1g. Let u0 2 E be such that there exist x0 2 R, > 0, r > 0, with the
property u0 > , for a.a. x 2 Br .x0 /. Let u 2 X1 be the corresponding solution to
(4.6.1). Then, for any compact set K R,
lim inf u.x; t/ D :

t !1 x2t K
4.6.5 Accelerating propagation The main result of this section is Theorem 4.6.25,
where we demonstrate the accelerated propagation of solutions to (4.6.1) in the case
when either of the dispersion kernel or the initial condition has regularly heavy tails
at both ˙1, perhaps different. We show that, in such a case, the propagation to the
right direction is fully determined by the right tails of either the kernel or the initial
condition. Our approach in this section is based, in particular, on the extension of the
theory of sub-exponential distributions, which we introduced earlier in [23].
To state our main result, we start with the following definition.
Definition 4.6.23. Let ˇ D ~ C m.

1. Let b W R ! RC be continuous and decreasing on .; 1/, for some > 0,
with limx!1 b.x/ D 0. Then, for some > 0, there exists a function r.t/ D
r.t; b/, t > , which uniquely solves the equation

b r.t/ D e ˇ t ; t > ; (4.6.9)
and r.t/ ! 1 as t ! 1.
2. Similarly, if the function b is continuous and increasing on . 1; / with
limx! 1 b.x/ D 0, then we define l.t/ D l.t; b/ ! 1, t ! 1, as the
unique solution to the equation

b l.t/ D e ˇ t ; t > :
In other words, r.t/ and l.t/ are given through the inverse functions to log b,
namely, for t > ,
1 1
r.t; b/ D log b R .ˇt/; l.t; b/ D log b R .ˇt/: (4.6.10)
C
We are going to find sufficient conditions on a and u0 such that the correspond-
ing solution u to (4.6.1) becomes arbitrarily close to (as t goes to 1) inside the
(expanded) interval . l.t/; r.t// and becomes arbitrarily close to 0 outside of this
interval.
Here, l.t/ D l.t; b/ and r.t/ D r.t; b/, where, cf. (4.6.10),
˚
log b.s/ log max a.x/; u0 .x/ ; x ! 1;
and we suppose that the function b has regularly heavy tails at 1, see Definition 4.6.24
below. In particular, for any small "; ı > 0, we will have that
˚ ˇ
x > 0 ˇ u.x; t/ 2 .ı; ı/ r.t t "/; r.t C t "/
for all t big enough; the corresponding result also holds for negative values of x and
the function l.t/ instead.
Definition 4.6.24. A bounded function b W R ! RC is said to have a regularly

heavy tail at 1 (in the sense of densities), if b 2 L1 .RC /, b is decreasing to 0 and
convex on .; 1/ for some > 0, and

b x C y b.x/; y 2 R; x ! 1;
Z x Z
b.x y/b.y/ dy 2 b.y/ dy b.x/; x ! 1:
0 RC
A bounded function b W R ! RC is said to have a regularly heavy tail at 1 in the

sense of densities, if the function b. x/ has a regularly heavy tail at 1 in the sense
of densities.
Examples of functions with regularly heavy tails at 1 are the following:

.log x/ x q ; .log x/ x exp p.log x/q ;
x (4.6.11)
.log x/ x exp x ˛ ; .log x/ x exp q
;
.log x/
where p > 0, q > 1, ˛ 2 .0; 1/, ; 2 R.

Note that any b with a regularly heavy tail at 1 in the sense of densities is such
that, for each k > 0,
x!1
ekx b.x/ ! 1;
this explains the name: the tail of b at 1 is ‘heavier’ than the tail of an exponential
function.
If (4.6.7) does not hold, then we assume that,
for each n 2 N, there exist

06 an˙ 2 L1 .R/; ~n˙ > 0; n 2 .0;
which satisfy (A1)–(A4) and (4.6.7) instead of a˙ , ~ ˙ , ,
respectively, such that (A10)
Z
1
xan .x/dx 2 R; n > ; n 2 N;
Rd n
~n an w wGn w 6 ~a w wGw for 0 6 w 6 n ; n 2 N:
Now one can formulate our main result.
Theorem 4.6.25 ([24, Thm. 1]). Let either (A1)–(A4) and (4.6.7) hold or (A10)
hold. Let 0 6 u0 6 , u0 6 0 and u be the corresponding solution to (4.6.1).
Let u0 2 L1 .R/ and functions b; b1 ; b2 W R ! RC have regularly heavy tails at
both ˙1 in the sense of densities, and let the following assumptions hold,
either u0 .x/ > b1 .x/ or a.x/ > b1 .x/; x 2 R;

˚
max a.x/; u0 .x/ 6 b2 .x/; x 2 R:
Suppose also that

log b1 .x/ log b2 .x/ log b.x/; (4.6.12)
as x ! ˙1. Then, for each " 2 .0; 1/,
lim inf u.x; t/ D ; (4.6.13)

t !1 Œ l.t "t;b/;r.t "t;b/
lim sup u.x; t/ D 0: (4.6.14)

t !1 . 1; l.t C"t;b/[Œr.t C"t;b/;1/
Note that the convergence in (4.6.13)–(4.6.14) is indeed ‘accelerated’ in t, since

each b W R ! RC with regularly heavy tail satisfies, for each k > 0,
r.t; b/ kt ! 1; l.t; b/ kt ! 1; as t ! 1:
The reason to introduce the function b in Theorem 4.6.25 is two-fold. First, we

allow some flexibility in the choice of b1 and b2 and hence of a and u0 . Secondly,
choosing such b, one can find r.t; b/ explicitly (i.e. (4.6.9) can be solved). Namely,
cf. [21, Example 2.18], one has the following values of r.t/ D r.t; b/:

q ˇ
b.x/ D x ; r.t/ D exp t I
q
1
q
ˇ q
b.x/ D exp p.log x/ ; r.t/ D exp t I
p
1
b.x/ D exp x ˛ ; r.t/ D .ˇt/ ˛ I
x
b.x/ D exp ; r.t/ ˇt.log t/˛ ; t ! 1:
.log x/q
(Recall that here q > 1, ˛ 2 .0; 1/, p > 0.) Note that, for b. x/ and l.t/ D l.t; b/,
the same examples hold.
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Chapter 5
Metastability in randomly perturbed dynamical
systems: Beyond large-deviation theory
B. Gentz
We address the question of noise-induced transitions in continuous-time dynamical

systems with special emphasis on aspects which go beyond standard large-deviation
theory. After reviewing the classical Wentzell–Freidlin theory, we discuss the subex-
ponential asymptotics of transition times between potential wells, transitions between
stationary states in parabolic stochastic partial differential equations (SPDEs), first-
exit from a domain with characteristic boundary, and the effect of noise on so-called
mixed-mode oscillations.1
5.1 Introduction: Large deviations and the exit problem

Physical systems are often described by ordinary differential equations (ODEs) in
which unresolved degrees of freedom are modelled by noise, so that we are led to
study stochastic differential equations (SDEs). We will consider the solutions to these
SDEs as dynamical systems subject to a random perturbation, and we are interested
in noise-induced phenomena, i.e. sample-path behaviour which differs significantly
from the underlying deterministic dynamics. A typical example are noise-induced
transitions between metastable equilibria. These transitions can generally be de-
scribed in the framework of the exit problem for a diffusion process from a domain.
Consider the overdamped motion of a particle in a potential U , described by gra-
dient dynamics
xP tdet D rU.xtdet / : (5.1.1)
Taking a small random perturbation by Gaussian white noise into account, the now
stochastic dynamics is given by an SDE
p
dxt" D rU.xt" / dt C 2" dWt ; (5.1.2)
where U W Rd ! R is a confining potential, the noise intensity " > 0 is a small

parameter, and .Wt /t >0 denotes a d -dimensional standard Brownian motion. We will
interpret (5.1.2) as an Itô SDE.
The long-time behaviour of solutions xt" .!/ t to (5.1.2) is easy to understand
in this case. The solutions are given by a (time-homogenous) Markov process whose
1 Projects A3 and A9
108 B. Gentz
(a) (b) q1=2 .x/

U.x/
x x
- - - - - -
(c) q1=4 .x/ (d) q1=10 .x/
x x
- - - - - -
Figure 5.1.1. (a) Asymmetric double-well potential U as an example and the corresponding
invariant density q" for (b) " D 1=2, (c) " D 1=4, (d) " D 1=10.
transition probability densities .x; t/ 7! p" .x; yI t/ satisfy Kolmogorov’s forward (or
Fokker–Planck) equation
@
p" .x; yI t/ D L" p" .x; yI t/ D rx rx U.x/p" .x; yI t/ C "x p" .x; yI t/ :
@t

If xt" .!/ t admits an invariant density q" , then L" q" D 0. For gradient systems with
confining potential, q" exists and the invariant measure (or equilibrium distribution)
is given by
1
" .dx/ D q" .x/ dx D e U.x/=" dx ; (5.1.3)
Z"
with normalisation Z
Z" D e U.x/=" dx :
Rd
As a consequence, for small noise intensities ", the invariant measure " concentrates
in the minima of the potential U , cf. Figure 5.1.1.
At this point, we need to ask how long it actually takes until xt" t is well de-
scribed by its invariant distribution (5.1.3). To illustrate the importance of the differ-
ent timescales present in the system (5.1.2), consider
a one-dimensional set-up with
a double-well potential U , and assume that xt" t starts at the bottom of the left-hand
well, i.e., x0" D x ? , using the notation from Figure 5.1.2. First, in a time of order
Trelax D 1=U 00 .x ? /, where U 00 .x ? / is the curvature of the potential U at the bottom
Metastability in randomly perturbed dynamical systems: Beyond large-deviation theory 109
x0?
H
x?
?
xC
Figure 5.1.2. Example of a double-well potential with local minima at x ? and xC ? and a saddle
at x0? . The dashed line indicates the barrier height H which needs to be surmounted in a transition
from the left-hand well to the right-hand well.

of its left-hand well, xt" t approaches a Gaussian distribution, centred in x ? . From
large-deviation theory we know that, with overwhelming probability, sample paths
will remain inside the left-hand well for all times significantly shorter than Kramers’
time TKramers D eH=" , where H D U.x0? / U.x ? / is the barrier height the stochastic
process xt" t has to surmount to reach the other well. Thus, for small noise intensities
", the paths will stay in the left-hand well for a long time, and only for t TKramers ,
the distribution of xt" approaches the bimodal stationary density q" . The transition
from one well to the other is crucial here—until such a transition occurs, the system
behaves as if the underlying deterministic dynamics, given by (5.1.1), had a unique
stable equilibrium at x ? . The necessary transition to the other well can be viewed as
the exit from a suitably chosen domain, which leads us to the more general question
where and when the solution of an SDE exits from a given domain.
Consider a general SDE
p
dxt" D b.xt" / dt C 2"g.xt" / dWt ; x0" D x0 2 Rd ; (5.1.4)
where we will assume that b und g satisfy the usual local Lipschitz and bounded-
growth conditions. For the sake of brevity of the presentation, let us also assume that
1
a.x/ D g.x/g.x/T > M Id for a constant M > 0, i.e., uniform ellipticity for the
infinitesimal generator A" ,
d
X @2
A" v.x/ D " aij .x/ v.x/ C h b.x/; rv.x/i ;
@xi @xj
i;j D1
"

of the diffusion xt t . Note that we do not assume that b derives from a potential.
For a bounded domain D with smooth boundary and initial condition x0 2 D , define
the first-exit time
D D" D infft > 0W xt" 62 D g :
Thefirst-exit location is then given by x" 2 @D . The following questions arise: Does
xt" t leave D ? If so: What do we know about the expected first-exit time or, more
precisely, the distribution of the first-exit time , and the first-exit location x" ?
110 B. Gentz

If the solution xtdet t of the corresponding deterministic ODE xP tdet D b.xtdet /

leaves D in finite time, xt" t will do the same, because, in finite time and for small
noise intensity, the deviation xt" xtdet will remain small. If xtdet does not leave D ,
i.e., if D is positively invariant under the deterministic flow, we want to study the
problem of diffusion exit, i.e., an exit which is noise induced and would not occur in
the absence of noise. Expected first-exit times and the distribution of first-exit loca-
tions can be characterised by means of partial differential equations (PDEs). Below,
we indicate the initial condition x0 for the SDE
(5.1.4) by writing P x0 and Ex0 for
probabilities and expectations relating to xt" t , respectively.
Theorem 5.1.1 ([23, Chapter 1.5], [28, Chapter 5.7]).

(a) x 7! Ex fD" g is the unique solution of the Poisson problem
(
A" u D 1 in D ;
(5.1.5)
uD0 on @D :
(b) Let f W @D ! R be continuous. Then, x 7! Ex ff .x"" /g is the unique

D
solution of the Dirichlet problem
(
A" w D 0 in D ;
(5.1.6)
w D f on @D :
This classical theorem provides answers to all our questions above—provided we

can actually solve the two PDEs. As an example, consider the overdamped motion of
a Brownian particle in a quadratic single-well potential in R.
Example 5.1.2. The overdamped motion of a Brownian particle in a quadratic single-

well potential in R is given by the SDE (5.1.4) with d D 1, a drift term b.x/ D
rU.x/ deriving from a potential U.x/ D ax 2 =2 with a > 0, and g.x/ D 1. The
drift will always push the particle towards the bottom of the well located at x ? D 0,
thus counteracting the effect of the noise. We consider the one-dimensional Dirichlet
problem (5.1.6) for the domain D D .˛1 ; ˛2 /, with ˛1 < x ? D 0 < ˛2 , and f W
f˛1 ; ˛2 g ! R defined by f .˛1 / D 1 and f .˛2 / D 0. Solving the PDE (5.1.6) and
applying Theorem 5.1.1(b), we see that the probability that xt" t leaves the interval
D D .˛1 ; ˛2 / through ˛1 is given by
Z ˛2 Z ˛2
˚
P x x"" D ˛1 D Ex f .x"" / D eU.y/=" dy eU.y/=" dy :
D D
x ˛1
In the small-noise limit " ! 0, the exit location concentrates in ˛1 if ˛1 is the lower
of the two boundary points of D , i.e., if U.˛1 / < U.˛2 /, and in ˛2 if U.˛2 / < U.˛1 /.
If U.˛1 / D U.˛2 /, the geometry of the well starts playing a role as we can see from

1 1 1
lim P x fx"" D ˛1 g D C : (5.1.7)
"!0 D jU 0 .˛1 /j jU 0 .˛1 /j jU 0 .˛2 /j
The noise-induced exit is more easily achieved on the side on which the wall of the
well is less steep. Later on, we will encounter other phenomena in which the geome-
try of wells also becomes important.
In general, the PDEs (5.1.5) and (5.1.6) cannot be solved explicitly, and a large-
deviations approach, developed by Wentzell and Freidlin, can be used to obtain the
exponential asymptotics of first-exit times and concentration results for first-exit lo-
cations. More subtle details as in (5.1.7) can typically not be obtained by Wentzell–
Freidlin theory, and we will content ourselves with a short review of the basic results
before we return to questions which go beyond this theory.
The key ingredient to all large-deviation results is the rate function or action func-
tional
8̂ Z T 2
ˆ 1 1=2
< a.'s / Œ P
' s b.' s ds ; for '
/ x0 2 H1 ,
I.'/ D IŒ0;T ;x0 .'/ D 2 0
ˆ
:̂ C 1 ; otherwise ,
where H1 denotes the space of functions ' W Œ0; T ! Rd , '.0/ D 0, which possess
an L2 -derivative. Recall that we introduced the notation a.x/ D g.x/g.x/T . The
large-deviation principle (LDP) shows that, in the small-noise limit, the probability
of a solution of the SDE (5.1.4) being close to a given path ' W Œ0; T ! Rd behaves
like expf I.'/=2"g. More precisely, the LDP states that, for any set of paths on
Œ0; T ,
infı I 6 lim inf 2" log Pf.xt" /t 2 g 6 lim sup 2" log Pf.xt" /t 2 g 6 inf I ;
"!0 "!0
where ı and denote the interior and closure of , respectively.

The LDP reduces estimates of probabilities of rare events to a variational princi-
ple. Assume that the domain D contains a unique, asymptotically stable equilibrium
point x ? for the deterministic dynamics xP tdet D b.xtdet / associated with (5.1.4). Then
the quasipotential with respect to x ? is defined as
z 7! V .x ? ; z/ D inf inffIŒ0;t .'/W ' 2 C .Œ0; t; Rd /; '0 D x ? ; 't D zg :

t >0
It can be interpreted as the cost to reach z against the deterministic flow, and
V D inffV .x ? ; z/W z 2 @D g
reflects the cost of leaving D . With the help of the quasipotential, the key result of
the Wentzell–Freidlin theory can be expressed as follows.
112 B. Gentz
Theorem 5.1.3 ([23, Chapter 4]). For any initial condition x0 2 D ,

(a) the mean first-exit time satisfies Ex0 D" eV =2" as " ! 0;
(b) the first-exit time concentrates around its mean in the sense that, for any ı > 0,
˚
one has P x0 e.V ı/=2" 6 D" 6 e.V Cı/=2" ! 1 as " ! 0;
(c) the first-exit locations concentrate near minima of quasipotential V .x ? ; / on
the boundary @D . In particular, ˚if the infimum of V .x ? ; / is attained in a
unique point z ? 2 @D , then, P x0 kx"" z ? k > ı ! 0 as " ! 0, for any
D
choice of ı > 0.
At first glance, it might be surprising that these results do not depend on the initial
condition x0 . This is a question of timescales. The deterministic dynamics brings
the process to a small neighbourhood of the unique stable equilibrium point in a time
of order one, while the random perturbation enables an exit only on an exponentially
long timescale. Thus, the first-exit time is long compared to the relaxation time, so
that the initial condition is “forgotten” long before an exit becomes likely.
In the gradient case with isotropic noise, i.e., for b D rU and g D IdRd ,
cf. (5.1.2), the variational principle defining the quasipotential with respect to a
unique, asymptotically stable equilibrium point x ? can be solved. We find that
V .x ? ; z/ D 2ŒU.z/ U.x ? / for all z 2 D such that U.z/ 6 inffU.z/W Q zQ 2 @D g. This
implies that the cost for leaving D is given by the minimal height to be surmounted,
i.e., V D infz2@D V .x ? ; z/ D 2ŒU.z ? / U.x ? /. Here z ? denotes the “lowest point
on @D ” in the sense that U.z/ is minimal for z D z ? . We also know that the infi-
mum is attained for paths going against the deterministic flow, i.e., for .'t /t satisfying
'Pt D CrU.'t /, cf. [23, Chapter 4].
In the gradient case with isotropic noise, transitions between wells are described
by the Arrhenius Law [1]. Using again the notations from Figure 5.1.2, we define the
first-hitting time
" ?
? D infft > 0W x 2 Bı .x /g
xC t C
? ?
of a small ball Bı .xC / around the local minimum xC . The Arrhenius Law states
that, in the small-noise limit, the expected first-hitting time Ex ? xC? behaves like
˚ ?

Ex ? xC? ' const exp ŒU.x /
0 U.x /=" , provided the process starts in x ? . This
?
can be seen as a direct consequence of Theorem 5.1.3. It is easy to understand why

?
the exponential asymptotics does not depend on the size ı of the small ball around xC :
?
It takes an exponentially long time to exit from the initial well containing x and to
cross the saddle, while a time of order jlog ıj suffices to reach the ı-neighbourhood
?
of xC , once the saddle is crossed.
We observe that the exponential asymptotics described by the Arrhenius Law de-
pends only on the barrier height and not on the curvature of wells and saddle, and
that the approach based on large-deviation theory does not yield information on the
prefactor. But the LDP does provide information on optimal transition paths, and
we see that only 1-saddles are relevant for transitions between wells. The multiwell
case with more than two wells can be described by a hierarchy of “cycles”, see [23,
Chapter 6].
5.2 Subexponential asymptotics: Kramers’ Law and nonquadratic

saddles
Refined results in the gradient case (5.1.2) go back to the work of Eyring [21] and
Kramers [29]. The so-called Kramers’ Law states that, in the small-noise limit " ! 0,
2 ?
U.x ? /="
? ' p
Ex ? xC eŒU.x0 / for d D 1 , (5.2.1)
U 00 .x ? /jU 00 .x0? /j
s
2 jdet r 2 U.x0? /j ŒU.x ? / U.x ? /="
Ex ? xC
? ' e 0 for d > 2 , (5.2.2)
j1 .x0? /j det r 2 U.x ? /
where we once more recall the notations from Figure 5.1.2. Here 1 .x0? / denotes the
unique negative eigenvalue of r 2 U at the saddle x0? . Note that the geometry of the
potential well and saddle only affects the subexponential prefactor. The prefactor is
larger if (i) the saddle is flatter in the direction associated with the unique negative
eigenvalue, if (ii) the confining directions of the saddle are steeper, or (iii) if the well
in which the dynamics starts is shallower.
The first mathematically rigorous proof of (5.2.2) in finite dimension, includ-
ing a generalisation to more than two wells, is due to Bovier, Eckhoff, Gayrard and
Klein [15, 16]. It is based on potential theory. Finally, a full asymptotic expansion of
the prefactor in powers of " was proved in [26, 27], using analytical methods.
Obviously, Kramers’ Law in the form (5.2.1) or (5.2.2), respectively, can only
hold if none of the eigenvalues of r 2 U.x0? / and r 2 U.x ? / vanishes since it would
predict a vanishing or an infinite transition time. Vanishing eigenvalues correspond to
non-quadratic saddles or wells. One might wonder why this non-generic situation is
of interest. The immediate answer lies in the study of parameter-dependent systems.
As a parameter varies, a parameter-dependent system may undergo bifurcations, and
a quadratic saddle or well may not be quadratic any longer and even cease to exist as
the following simple example illustrates.
Example 5.2.1. Consider two harmonically coupled particles, each with (individ-
ual) dynamics given by the gradient dynamics in a symmetric double-well potential
4 x2
U.x/ D x4 2
, so that the global dynamics is determined by the potential

U .x1 ; x2 / D U.x1 / C U.x2 / C .x1 x2 / 2 ; (5.2.3)
2
where > 0 denotes the coupling strength.
A change of variable, corresponding to a rotation by =4, allows to rewrite
the potential as U b .y1 ; y2 / D 1 y 2 1 2 y 2 C 1 y 4 C 6y 2 y 2 C y 4 , yielding
2 1 2 2 8 1 1 2 2
b .0; 0/ D 1 2 . This shows that the 1-saddle at .0; 0/, present at large
det r 2 U
coupling strength , ceases to be a 1-saddle at D 1=2 and turns into a global max-
imum, while two new saddles are created in a transversal pitchfork bifurcation. If
the coupling strength is further decreased, another bifurcation occurs at D 1=3. In
114 B. Gentz
3
D 4
2 . 12 ; 1/ D 1
2
D 3
8
2 . 31 ; 21 /
1 1
D 3
D 4
2 .0; 31 / D0
Figure 5.2.1. Level lines of the global potential landscape (5.2.3). Coupling strength D 34
corresponds to the strong-coupling regime, exhibiting two global minima and one saddle. At
critical coupling strength D 21 the saddle at the origin is no longer quadratic. In the regime
2 . 31 ; 21 /, represented by D 83 , the origin is no longer a 1-saddle, and two new saddles have
formed in a transversal pitchfork bifurcation. Coupling strength D 31 is critical again, and the
two saddles which formed at D 12 undergo a longitudinal pitchfork bifurcation, splitting into two
saddles and a well each. The resulting potential landscape for < 31 is represented by D 14 .
Finally, in the uncoupled case D 0, there are four global minima and four 1-saddles.
this longitudinal pitchfork bifurcation, the saddles which were created at D 1=2
split into two new saddles and a well. As a consequence, the optimal transition paths
for the stochastic dynamics from the global minimum at . 1; 1/, expressed in the
original variables, to the other global minimum at .C1; C1/ are not the same in the
different regimes. For strong coupling, the optimal transition path takes both par-
ticles simultaneously over the unique 1-saddle at the origin to the other well. For
intermediate coupling strength, there are two optimal transition paths of equal cost
(in terms of the large-deviation rate function), crossing one of the two saddles created
at D 1=2. For weak coupling, there are still two optimal transition paths, but now
they involve crossing a saddle, followed by a well and another saddle. This can be
understood as an Ising-model-like behaviour, with the first particle entering the other
well and, thus, reaching a local minimum, before “pulling” the second particle to the
other well. Figure 5.2.1 shows the level lines of the global potential landscape in
original variables.
In the general case of an arbitrary number N of particles, a sequence of symmetry-
breaking bifurcations is observed. For a detailed analysis of the potential landscape
and the resulting expected transition times between global minima, see [4].
Let us now turn to the general case of non-quadratic saddles. The following result
generalises (5.2.2), cf. [15], to non-quadratic saddles.
Theorem 5.2.2 ([9, Chapter 3]). Let x ? denote a quadratic local minimum of U , and
?
let xC be another local minimum of U . Assume that x0? D 0 is the relevant, i.e.
?
lowest, saddle for passage from x ? to xC . The normal form near the saddle x0? D 0
is then of the form
d
1X
U.y/ D u1 .y1 / C u2 .y2 / C j yj2 C : : :
2
j D3
Under suitable growth conditions on u1 ; u2 , which are satisfied whenever u1 and u2

are monomials of an even power,
Z 1
? e u1 .y1 /=" dy1 Y d r
.2"/d=2 e U.x /=" 1 j
? D
Ex ? xC p Z 1
det r 2 U.x ? / " e u2 .y2 /=" dy2 j D3
2" (5.2.4)
1

1 C O .."jlog "j˛ /ˇ / ;
where ˛; ˇ > 0 depend on the growth conditions and are explicitly known.
In the case that the well containing the initial condition x ? is not quadratic, the
first factor, which stems from a Gaussian integral, is replaced by the evaluation of
a non-Gaussian integral. The theorem easily generalises to the case of more than
the two directions y1 ; y2 being non-quadratic, by including those directions in the
integrals on the right-hand side of (5.2.4) and having fewer factors in the product
accordingly, cf. [9, Chapter 3.3]. As a corollary, let us illustrate Theorem 5.2.2 in a
few standard cases.
Corollary 5.2.3 ([9, Chapter 3]). Let x ? be a quadratic minimum of U .

(a) If x0? is a quadratic saddle, i.e., if all directions are quadratic, we retrieve (5.2.2).
(b) If one of the stable directions at the saddle x0? is quartic while all other direc-
tions, whether stable or unstable, are quadratic, i.e., if U.y/ D 21 j1 jy12 C
P
C4 y24 C 21 djD3 j yj2 C : : : , then
s
2C41=4 "1=4 .2/3 3 : : : d ŒU.x ? / U.x ? /="
? D
Ex ? xC e 0 Œ1 C O ."1=4 jlog "j5=4 / :
.1=4/ j1 j det r 2 U.x ? /
116 B. Gentz
(c) If the unique unstable direction at the saddle x0? is quartic, while all stable
P
directions are quadratic, i.e., if U.y/ D C4 y14 C 21 djD2 j yj2 C : : : , then
s
.1=4/ .2/1 2 : : : d ŒU.x ? / U.x ? /="
? D
Ex ? xC e 0 Œ1 C O ."1=4 jlog "j5=4 / :
2C41=4 "1=4 det r 2 U.x ? /
(d) If one of the stable directions at the saddle x0? undergoes a pitchfork bifurca-
P
tion, i.e., if U.y/ D 21 j1 jy12 C 12 2 y22 C C4 y24 C 12 djD3 j yj2 C : : : , and
2 changes sign from negative to positive, cf. Example 5.2.1, then
(i) for 2 D 2 ."/ > 0,
s p ? ?
.2 C 2"C4 /3 : : : d eŒU.x0 / U.x /="
? D 2
Ex ? xC p Œ1CR."/ ;
j1 j det r 2 U.x ? / ‰C .2 = 2"C4 /
(5.2.5)
where the function
p 2
‰C .˛/ D ˛.1 C ˛/=8 e˛ =16 K1=4 ˛ 2 =16 ; (5.2.6)
controlling the relative size of the eigenvalue 2 compared to the noise

intensity ", satisfies lim˛!1 ‰C .˛/ D 1. Here, K1=4 denotes the modi-
fied Bessel function of the second kind. The error term R."/ is bounded
by an expression of the form "˛1 jlog "j˛2 and vanishes in the limit " ! 0.
(ii) For 2 D 2 ."/ < 0, a similar expression holds. It involves the eigen-
values at the two newly created saddles near x0? and the modified Bessel
functions I˙1=4 of the first kind.
Note that, as opposed to the case of quadratic well and saddle, in all the other
cases the prefactor becomes "-dependent to the leading order. The result (5.2.5) on
the pitchfork bifurcation illuminates how the crossover between the regimes of a zero
eigenvalue and an eigenvalue of order one is realised: When 2 is of smaller order
than "1=2 , a saturation effect is observed, and the dynamics behaves as if the poten-
tial’s curvature were bounded below by .2"C4 /1=2 .
Figure 5.2.2 shows the subexponential prefactor in Corollary
p 5.2.3 (d) as a func-
tion of 2 . More precisely, we show .0; 1/ 3 2 7! 2 C "1=2 =‰C .2 ="1=2 /,
cf. (5.2.5), and the continuation to the interval . 1; 0.
The proof of Theorem 5.2.2 uses the potential-theoretic approach from [15]. It
is based on expressing expected transition times in terms of Newtonian capacities
between sets, which can be estimated by a variational principle involving Dirichlet
forms.
2.0
1.5
1.0
0.5
0.0
-4 -2 0 2 4
Figure 5.2.2. The behaviour of the subexponential prefactor in the expected transition
time Ex ? x ? as a function of the eigenvalue 2 2 R in the case that the stable direction
C
corresponding to y2 undergoes a pitchfork bifurcation at the origin, cf. Corollary 5.2.3 (d). For the
sake of definiteness, we fix the parameter values in such a way that 2C4 D 1 and
3 : : : d D j1 j det r 2 U.x ? /. For 2 < 0, the eigenvalues ˙ ?
j at the two saddles near x0 satisfy
˙ ˙
2 22 and j j for j 6D 2, so that our choice indeed fixes all relevant parameters apart
from the noise intensity ". The curves show the values " D 0:5, " D 0:2, " D 0:1, " D 0:02 and
" D 0:002. The darker shades correspond to successively smaller values of ".
5.3 Metastability in parabolic SPDEs

Let us return for a moment to the example of harmonically coupled Brownian parti-
cles, each with (individual) dynamics given by the gradient dynamics in the symmet-
4 x2
ric double-well potential U.x/ D x4 2
, cf. Example 5.2.1 for a discussion of the
case of two particles. For an arbitrary number N of particles and nearest-neighbour
coupling, we close the resulting chain to a circle. Then, the global dynamics is de-
scribed by the gradient dynamics with respect to the global potential
X X
U .x/ D U.xi / C .xi C1 xi /2 ; i 2 ƒ D Z=N Z ;
4
i 2ƒ i 2ƒ
with additive Gaussian white noise. We obtain the SDE

p
dxt" D rU .xt" / dt C 2"N dWt ; (5.3.1)
where .Wt /t denotes an N -dimensional standard Brownian motion. This model has
been analysed in great detail in [4, 5]. The deterministic dynamics (corresponding
to " D 0) exhibits a series of symmetry-breaking bifurcations, ranging from the
strong-coupling case in which noise-induced transitions of (5.3.1) between the global
118 B. Gentz
minima x ? D . 1; : : : ; 1/ and xC ?
D .C1; : : : ; C1/ are realised by all particles
switching wells simultaneously to the weak-coupling regime in which an Ising-like
behaviour is observed, with a first particle switching wells, then pulling one of its
neighbours to the other well, and so on, until the transition is complete. The optimal
transition paths and expected transition times have been derived.
Rescaling (5.3.1) appropriately and taking the infinite-particle-number limit N !
1 yields the Allen–Cahn SPDE on a compact interval Œ0; L, i.e.,
p
@t u.x; t/ D x u.x; t/ rx U.u.x; t// dt C 2" dW .t; x/ ; x 2 Œ0; L ; (5.3.2)
with real-valued pu.x; t/, periodic boundary conditions and weak space–time Gaus-
sian white noise 2" dW .t; x/, where W .t; x/ is a cylindrical Wiener process com-
patible with the boundary conditions. The deterministic PDE associated with (5.3.2)
admits several stationary solutions, namely the constant functions u.x; t/ C1,
u.x; t/ 1 and u.x; t/ 0. Out of these, u.x; t/ C1 and u.x; t/ 1 are
stable, and it seems natural to expect an analogue to Kramers’ Law to hold, govern-
ing the expected transition time, say from u.x; t/ 1 to u.x; t/ C1. To keep
the presentation simple, we will focus on the symmetric double-well potential U and
Neumann boundary conditions with zero flux, i.e.,
p
@t u.x; t/ D x u.x; t/ rx U.u.x; t// dt C 2" dW .t; x/ ;
u.; 0/ D './ ; (5.3.3)
@x u.0; t/ D @x u.L; t/ D 0 (Neumann b.c.) :
Existence and uniqueness of a mild solution as well as a large-deviation principle

for the solutions and the exponential asymptotics of the transition time have been
established by Faris and Jona-Lasinio [22].
As for finite system size, refined results require a detailed understanding of the
deterministic system. Recall that the deterministic dynamics minimises the energy
functional Z L
VL .u/ D ŒU.u.x// C 12 u0 .x/2 dx ;
0
and the stationary states for the deterministic system can be found as solutions to
@xx u.x; t/ C u.x; t/ u.x; t/3 D 0 : (5.3.4)
d 2
Their stability is determined by the eigenvalues of the operator AŒu D dx 2 C 1
3u2 which governs the linearisation @t v D AŒuv of the Allen–Cahn equation at the
stationary solutions u. We find:
The uniform stationary states u˙ .x/ ˙1. In this case, AŒu˙ has eigenval-
ues k D .2 C .k=L/2 /, k 2 N0 , and there are no positive eigenvalues.
This implies that u˙ are stable states. Actually, u˙ are global minima of VL .
The uniform state u0 .x/ 0 which has eigenvalues k D .k=L/2 1,
k 2 N0 . Thus, u0 is unstable, and we will need to investigate whether it is a
transition state.
For sufficiently large L, there are two additional stationary states for each k 2
N which satisfies L > k. These additional states are of the form
r kx
2m
uk;˙ .x/ D ˙ sn p C K.m/; m :
mC1 mC1
p
where K.m/ is defined by 2k m C 1K.m/ D L and sn denotes Jacobi’s el-
liptic sine.
Thus, the number of solutions to (5.3.4) depends on the interval length L, and bifur-
cations are observed whenever L is a multiple of . Regarding the transition state,
we observe the following.
For L < , the uniform state u0 .x/ 0 is the unique transition state with
activation energy WL D VL .u0 / VL .u˙ / D L=4. The large-deviation
result [22] shows that the expected transition time from u to a neighbourhood
of uC satisfies
1
Eu uC D eL=4"
0 .L/
1
for some prefactor 0 .L/ . Maier and Stein [32, 33, 37] derive the transition
rate v s
u1 p
u
j0 j t Y k 1 sinh. 2L/
0 .L/ ' D 3=4
2 jk j 2 sin L
kD0
by a formal computation.
For L > , u0 .x/ 0 remains unstable, but no longer forms the transition
state, and u1;˙ .x/ become the new transition states (of instanton shape). Thus
a pitchfork bifurcation occurs as L increases through , and the uniform transi-
tion state u0 bifurcates into pair of instanton states u1;˙ . The activation energy
can be calculated from WL D VL .u1;˙/ VL .u /, and a formal computa-
tion, using Gelfand’s method, allows to compute the spectral determinant in
the prefactor.
The subsequent bifurcations at L D k with k > 2 do not change the transi-
tion state as they have larger activation energy.
At this point, two questions come to mind. Firstly, what happens when L %
and u0 ceases to be a transition state? Secondly, is the formal computation correct in
infinite dimension? In [10], Kramers’ Law has been proved for a class of parabolic
SPDEs with a general double-well potential and periodic or Neumann boundary con-
ditions.
Indeed, a spectral Galerkin approximation enables us to draw on results for finite-
system size. Let us truncate the Fourier series for u to obtain
d
1 2 X 1 X
ud .x; t/ D p y0 .t/ C p yk .t/ cos.kx=L/ D p yQk .t/eikx=L ;
L L kD1 L jkj6d
120 B. Gentz
and also rewrite the potential in Fourier variables, retaining only modes with k 6 d ,
d
1X
VL.d / .y/ D .d /
k yk2 C VL;4 .y/
2
kD0
where
.d / 1 X
VL;4 .y/ D yQk1 yQk2 yQk3 yQk4 :
4L
k1 Ck2 Ck3 Ck4 D0
ki 2f d;:::;0;:::;Cd g
The resulting system of d coupled SDEs

h 1 X i p
dyk D k yk yQk1 yQk2 yQk3 dt C 2" dWt.k/ ; (5.3.5)
L
k1 Ck2 Ck3 Dk

where W .k/ t , k D 1; : : : ; d , are d independent one-dimensional Brownian mo-
tions, provides a good approximation of the full system, see [14]. The reduced,
finite-dimensional system (5.3.5) can be analysed using Theorem 5.2.2, yielding an
estimate of the type
.d / .d /
" C.d /eWL ="
Œ1 Rd ."/ 6 Eu.d / u.d / 6 " C.d /eWL ="
Œ1 C RdC ."/ ;
C
(5.3.6)
.d /
where u˙ D ˙.1; : : : ; 1/ and u.d / denotes the first time, the d -dimensional stochas-
C
tic process (5.3.5) hits a small ball around u.d / .d /
C . Furthermore, WL is the activation
energy in the d -dimensional case, and C.d / and Rd˙ ."/ denote the subexponential
prefactor and the error term from Theorem 5.2.2, respectively. Note that the factor "
is only present (i.e., ¤ 0) at bifurcation points or in the presence of non-quadratic
saddles.
.d /
The limits limd !1 C.d / DW C.1/ and limd !1 WL DW WL exist and are
finite. The crucial point when taking the limit is that the error terms can be controlled
uniformly in the dimension d , i.e.,
R˙ ."/ D sup Rd˙ ."/ ! 0 as " ! 0 :
d
This fact was first observed in [3] for the so-called synchronised regime of the chain
of coupled bistable particles studied in [4, 5], a regime which excludes bifurcation
points. From (5.3.6), we therefore obtain
" C.1/ eW="Œ1 R ."/ 6 Eu uC 6 " C.1/ eW="Œ1 C RC ."/ ;

which implies the following theorem.
Theorem 5.3.1 ([10, Theorem 2.5]). For the Allen–Cahn SPDE (5.3.3) with Neu-
mann boundary conditions, the mean transition time between the uniform stable
states u˙ satisfies the following.
ε =0.0003
10
ε =0.001
ε =0.003
5
ε =0.01
0
0.5 1.0 1.5
Figure 5.3.1. The map L 7! 0 .L/, cf. Theorem 5.3.1, for the SPDE (5.3.3) with Neumann
boundary conditions. We show the subexponential prefactor in the expected transition
time Eu uC as a function of the interval length L for different values of the noise intensity ".
Note that we rescaled the interval length L in such a way that the critical interval length L D
coincides with the value 1 on the horizontal axis.
1
For L < , the mean transition time satisfies Eu uC D 0 .L/
eL=4" , and
s p s
1 sinh. 2L/ 1
1
0 .L/ ' 3=4 p ‰C p
2 sin L 1 C 3"=4L 3"=4L
q p
.1=4/
! sinh. 2/ " 1=4 as L % .
2.3 7 /1=4
The function ‰C has been defined in (5.2.6).
For L > , the mean transition time satisfies Eu uC D 01.L/ eWL =" , with
explicitly known activation energy WL and a similar expression for 0 .L/,
involving the eigenvalues at the saddles which are created at the critical inter-
val length L D , see Figure 5.3.1 for the behaviour of 0 .L/ as L increases
through .
This result covers all finite positive values of the interval length L, and thus in-
cludes bifurcation values. For non-bifurcating one-dimensional SPDEs, see also [2].
5.4 Noise-induced passage through an unstable periodic orbit

Let us now turn our attention to non-reversible diffusions, where new phenomena
arise. We will focus on the simplest situation of interest, namely an SDE (5.1.4) for
which the underlying deterministic dynamics (obtained by setting " D 0 in (5.1.4))
has an unstable periodic orbit. Let us remark in passing that such a dynamics cannot
122 B. Gentz
Figure 5.4.1. Deterministic dynamics in R2 , exhibiting an unstable periodic orbit (broken black
curve) with a stable periodic orbit (solid black curve) in its interior. We show the orbits (grey
curves) of the dynamics for three different initial conditions: (i) inside the stable periodic orbit, (ii)
between the stable and the unstable periodic orbit, but close to the unstable periodic orbit, and (iii)
outside the unstable periodic orbit.
be of gradient type. Assume from now on that d D 2 and that the domain D is such
that @D is this unstable periodic orbit for the deterministic dynamics. Theorem 5.1.3
still applies and implies in particular that, for initial conditions x0 2 D , the expected
first-exit time satisfies Ex0 D" eV =2" in the small noise limit. See Figure 5.4.1
for an illustration of orbits for the deterministic dynamics in the case D contains a
stable periodic orbit … instead of a stable equilibrium point x ? . Theorem 5.1.3 also
generalises to this case. In either case, the quasipotential V .x0 ; / V or V .…; /
V , respectively, is constant on @D . This means that at the level of large deviations we
do not see any preferred exit points
on @D , cf. Theorem 5.1.3(c).
Actually, the solution xt" t of the SDE (5.1.4) in this case behaves quite differ-
ently from the reversible case discussed so far. Recall that in the reversible case, exit
locations concentrate near minima of the quasipotential as " ! 0. In contrast, if @D
is an unstable periodic orbit, the distribution of the exit location x"" on @D does not
D
converge as " ! 0. Instead, the density of x"" is translated along @D proportionally
D
to jlog "j. This surprising phenomenon was first discovered by Day [17, 18], who
named it “cycling”. In the same spirit, Maier and Stein [30] found that in a station-
ary regime,
˚ " obtained
by reinjecting the particle upon exit from D , the rate of escape
d
dt P x t 2
6 D has a jlog "j-periodic prefactor, see also [25].
Passage through an unstable periodic orbit plays an important role in many appli-
cations. For instance, it determines the distribution of noise-induced phase slips in
synchronised oscillators [34]. The first-exit distribution also determines the residence-
time distribution in stochastic resonance [24, 31, 7], and in neuroscience, the spiking
mechanism for the Morris–Lecar model may involve passage through an unstable
periodic orbit [35, 38, 39, 20].
A detailed analysis provides insight into the properties of the density of the first-
passage time. For the sake of brevity, we state an informal version here, valid under
non-degeneracy assumptions excluding symmetries of the system.
Theorem 5.4.1 ([6, 7, 11, informal version]). There exists an explicit parametrisation
of @D s.t. the first-passage time distribution is given by
n . " / o
jlog "j
P D
2 Œt; t C D ftrans .t/C."/QT 2T
t t0 ; (5.4.1)
T
where
T is the period and the Lyapunov exponent of the unstable periodic orbit;
is a “natural” parametrisation of the boundary in the sense that
(i) 0 .t/ is an explicitly known, model-dependent, strictly positive, T -periodic
function, and
(ii) .t/ satisfies .t C T / D .t/ C T ;
QT is a universal T -periodic function;
0 D 1 e H=2" is the principal eigenvalue of the transition kernel of the
Markov chain .Xn /n which is given by a random Poincaré map, recording the
successive positions of the diffusion .xt" /t whenever .xt" /t has completed the
next rotation around the periodic orbit. The value of H is close to I. 1 /, i.e.,
the large-deviation rate function I , evaluated at an optimal transition path 1
which connects the stable to the unstable periodic orbit.
ftrans describes the influence of a deterministic start at a fixed time on the inte-
rior stable periodic orbit and grows from 0 to 1 in time t of order jlog "j;
H=2"
C."/ is the normalising constant which is of order e .
The universal profile y 7! QT .y/ is periodic with period T and given by the
periodicised Gumbel distribution
1
X
QT .y/ D A.T .n y// ; (5.4.2)
nD 1
where n 1 2x o
A.x/ D exp 2x e
2
is the density of a type-1 Gumbel distribution. Figure 5.4.2 shows this universal pro-
file for different choices of T . Observe that this profile determines the concentration
of first-passage times within each period. The larger T , the more pronounced are
the peaks, while for smaller values of T , the peaks overlap more. Thus for larger
values of T , the first-passage time is more concentrated within each period, showing
that there is one preferred time window for exit per period.
Figure 5.4.3 shows the resulting first-passage density over 16 periods, where we
have fixed H while varying T and ". Note the effect of the transitional phase which
suppresses the first peak(s) due to the time needed until exit becomes likely. For
124 B. Gentz
1.0
0.8
0.6
0.4
0.2
1 2 3 4
Figure 5.4.2. The cycling profile y 7! QT .y/, cf. (5.4.2), plotted over four periods. The
parameter values are T D 1:0, T D 1:5, T D 2:0, T D 4:0 and T D 20:0. The darker
shades correspond to successively larger values of T .
(a) " D 0:5, T D 1:5 (b) " D 0:5, T D 5
(c) " D 0:2, T D 1:5 (d) " D 0:5, T D 10

Figure 5.4.3. The first-passage density t 7! ftrans .t/C."/QT jlog2T
"j
t t0 , cf. (5.4.1), shown
for 16 periods. Note that the graphs have been rescaled in such a way that the maximum is at the
same height for all panels. We fixed H D 1. Panels (a),(c) and (d) show the effect of varying T
while keeping " D 0:5 fixed, while Panels (a) and (c) illustrate the “cycling” effect by varying " for
fixed T .
larger times, first-passage becomes more unlikely again because the probability den-
sity has already lost mass due to exit having occurred earlier. Comparing the pan-
els (a) and (c), we can see the peaks moving according to the cycling phenomenon.
The proof of Theorem 5.4.1 is based on combining large-deviation results with
properties of random Poincaré maps described by continuous-space discrete-time
Markov chains. Spectral-gap estimates for the kernels of these Markov chains al-
low to estimate the first-passage times relevant for the proof, see [11].
5.5 Mixed-mode oscillations

Estimates on the kernels of the Markov chains which are derived from random Poin-
caré maps also proved extremely useful in quantifying the effect of noise on mixed-
mode oscillations (MMOs). We speak of MMOs, if a model exhibits a pattern of
alternating large- and small-amplitude oscillations (SAOs), see [19] for a review.
MMOs can occur in a variety of systems. Here we focus on MMOs generated in
slow–fast systems with one fast and two slow variables, containing a folded-node
singularity and an S-shaped critical manifold governing the global return mechanism.
In such systems, MMOs are associated with the existence of canard solutions near
the folded-node singularity, i.e., solutions which track a repelling slow manifold for
a long time.
The effect of noise on the dynamics near the folded-node, which is governing
the SAOs, has been quantified in [12], combining general results for deterministic
slow–fast systems and for canard solutions [36, 40] with the geometric approach to
concentration results for sample paths of randomly perturbed slow–fast systems [8].
Sample paths near a folded node stay inside a suitably chosen neighbourhood of an
attracting deterministic solution with high probability. This neighbourhood can be
explicitly defined with the help of the covariance matrix of the solution of the lin-
earised SDE. The subtle interplay between noise intensity, timescale separation and
a system parameter determines when and how many small oscillations become indis-
tinguishable from noisy fluctuations. When exiting the neighbourhood of the folded
node, noise can cause sample paths to jump away from canard solutions with high
probability before their deterministic counterparts do. The typical escape time can be
determined rather precisely. This early-jump mechanism can drastically influence the
local as well as the global dynamics and change the pattern of alternating small- and
large-amplitude oscillations.
The fact that early escape is likely suggests that noise decreases the number of
SAOs. Is that so? Or can we tune the parameters in such a way that preselected
MMO patterns are achieved?
These questions were addressed in [13], where an interesting phenomenon was
uncovered: While larger noise intensities generally increase the size of fluctuations,
noise may still increase the number of small-amplitude oscillations between consec-
utive large-amplitude oscillations. This counterintuitive behaviour has its origin in
the interplay of the following facts:
126 B. Gentz
Orbits with a small number of SAOs are less affected by noise than those with
a large number of SAOs;
There is an unexpected saturation effect: The typical value of the stochastic
return map and its spreading become independent of the number of SAO for
large enough SAO numbers.
This saturation effect sets in earlier for larger noise intensities.
The techniques developed in this work will certainly prove helpful in the analysis
of the effect of noise on a variety of related systems in which a local analysis is not
sufficient.
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Chapter 6
Computation and stability of waves
in equivariant evolution equations
W.-J. Beyn and D. Otten
Travelling and rotating waves are ubiquitous phenomena observed in time dependent
PDEs that model the combined effect of dissipation and nonlinear interaction. From
an abstract viewpoint, they appear as relative equilibria of an equivariant evolution
equation. In numerical computations, the freezing method takes advantage of this
structure by splitting the evolution of the PDE into the dynamics on the underlying
Lie group and on some reduced phase space. The approach raises a series of questions
which were answered to a certain extent: linear stability implies nonlinear (asymp-
totic) stability, persistence of stability under discretisation, analysis and computation
of spectral structures, first versus second order evolution systems, well-posedness of
partial differential algebraic equations, spatial decay of wave profiles and truncation
to bounded domains, analytical and numerical treatment of wave interactions, rela-
tion to connecting orbits in dynamical systems. A further numerical problem related
to this topic will be discussed, namely the solution of nonlinear eigenvalue problems
via a contour method.1
6.1 Equivariant evolution equations

6.1.1 Abstract setting The overall topic of the project is the numerical analysis of
evolution equations which may be written in the abstract form
ut D F .u/; t > 0; (6.1.1)
where the solution u W Œ0; T / ! X , t 7! u.t/ is defined on a real interval Œ0; T /,

with 0 < T 6 1, and has values in a Banach space X with derivative ut . The
map F W Z X ! X is a vector field defined on a dense subspace Z of X .
The additional structure is described in terms of a Lie group G of dimension n D
dim.G/ < 1 which acts on X via a homomorphism into the general linear group
GL.X / of homeomorphisms on X :
a W G ! GL.X /; 7! a. /: (6.1.2)
For the images we use the synonymous notation a.g/u D a.g; u/, g 2 G, u 2 X .
1 Projects A9, B3
130 W.-J. Beyn, D. Otten
We assume that Equation (6.1.1) is equivariant with respect to this group action,
i.e., the vector field F has the following property
F .a. /u/ D a. /F .u/; 8 2 G and 8u 2 Z; (6.1.3)
where we have assumed a. /Z Z for all 2 G.
In Sections 6.2.2 and 6.3, we will deal with several classes of PDEs which fit into
this general setting. All of them are formulated for functions on a Euclidean space Rd
where the action is caused by the special Euclidean group SE.d / acting via rotations
and translations on their arguments or on their values.
Remark 6.1.1. For some applications, even this framework is not sufficient. For
example, travelling fronts which have finite but non-zero limits at infinity do not lie
in any of the usual Lesbesgue or Sobolev spaces, but in an affine space. To cover
such cases, but also more general PDEs on manifolds, one can generalise the whole
approach to Banach manifolds X , where F is a vector field defined on a submanifold
Z of X mapping into the tangent bundle TX , and a takes values in the space of
diffeomorphisms Diff.X; X /. Equivariance (6.1.3) is then expressed as F .a. ; u// D
du Œa. ; u/F .u/, where du Œa. ; u/ W Tu X ! Ta. ;u/ X denotes the tangent map.
For the sake of simplicity, we will not pursue this generalisation here (see [45]).
For this article, it is sufficient to work with the simple notion of a strong solution of
a Cauchy problem instead of dealing with mild solutions in time and weak solutions
in space. We refer to Chapters 2, 4 and 8 for related concepts of a weak solution as
they appear in the analysis of many PDEs, both local and nonlocal.
Definition 6.1.2. A function u 2 C 1 .Œ0; T /; X / \ C.Œ0; T /; Z/ satisfying

ut D F .u/; t 2 Œ0; T /; u.0/ D u0 2 Z; (6.1.4)
is called a strong solution of the Cauchy problem (6.1.4).
In the following, we will always assume that a strong solution of (6.1.4) exists
locally, i.e., on some interval Œ0; T / with T > 0, and that it is unique. For applications
to PDEs, it is typical that the group action is differentiable only for smooth functions.
Therefore, we impose the following condition.
Assumption 6.1.3. For any u 2 X the mapping

a./u W G ! X; 7! a. /u
is continuous, and for every u 2 Z it is continuously differentiable with derivative
d Œa. /u W T G ! X; 7! d Œa. /u: (6.1.5)
When D 1, the tangent space T1 G may be identified with the Lie algebra g of
G, and we have d Œa.1/u W g ! X .
Computation and stability of waves 131
6.1.2 Relative equilibria Relative equilibria are special solutions of (6.1.1) which
lie in the group orbit of a single element.
Definition 6.1.4. A pair v? 2 Z; ? 2 C 1 .Œ0; 1/; G/ is called a relative equilibrium

of (6.1.1) if ? .0/ D 1 and if u? .t/ D a. ? .t//v? , t > 0 is a strong solution of
(6.1.4) with u0 D v? .
Sometimes (see e.g. [18]), the whole group orbit OG .v? / D fa.g/v? W g 2 Gg is
called a relative equilibrium. However, we include the path t ! ? .t/ on the group
as part of our definition since it will be relevant for both the stability analysis and
the numerical computations. The following theorem shows that the path may always
be written as ? .t/ D exp.t? / for some ? 2 g. Recall that exp W g ! G is the
exponential map and that ? .t/ D exp.t? / with t 2 R is the unique solution of the
Cauchy problem
?;t .t/ D dL ? .t / .1/? ; ? .0/ D 1; (6.1.6)
where L g D ı g; g 2 G, denotes the multiplication by from the left. The
vector field on the right-hand side of (6.1.6) is often simply written as ? .t/? , but
in analogy to (6.1.5) we keep the slightly clumsier notation dL ? .t / .1/? for clarity.
Theorem 6.1.5. Under assumption 6.1.3, for every relative equilibrium v? 2 Z with
? 2 C 1 .Œ0; 1/; G/, there exists ? 2 g such that
0 D F .v? / d Œa.1/v?? (6.1.7)

a. ? .t//v? D a.exp.t? //v? : (6.1.8)
Conversely, if v? 2 Z, ? 2 g solve (6.1.7), then v? and ? .t/ D exp.t? / with

t > 0 are a relative equilibrium.
Given v? and ? ./, the uniqueness of ? will follow from (6.1.8) in the first part
of the theorem if the stabiliser H.v? / of v? is simple, i.e.
H.v? / D f 2 G W a. /v? D v? g D f1g: (6.1.9)
But even then, Equation (6.1.7) does not determine the pair .v? ; ? / uniquely, since
relative equilibria always come in families. More precisely, Definition 6.1.4 and the
equivariance (6.1.3) show that any relative equilibrium v? ; ? of (6.1.4) is accompa-
nied by a family .w.g/; .g; //; g 2 G of relative equilibria given by
1
w.g/ D a.g/v? ; .g; t/ D g ı ? .t/ ı g ; g 2 G; (6.1.10)
see [17] for related results. This will be important for the stability analysis in Sec-
tion 6.4.
6.1.3 Wave solutions of PDEs Two important classes of semi-linear evolution equa-
tions, which fit into the above setting and to which our results apply, are the following:
ut D Auxx C f .u; ux /; u.x; t/ 2 Rm ; x 2 R; t > 0; u.; 0/ D u0 ; (6.1.11)
ut D Au C f .u/; u.x; t/ 2 Rm ; x 2 Rd ; t > 0; u.; 0/ D u0 : (6.1.12)
In both cases, A 2 Rm;m is assumed to have spectrum .A/ with Re. .A// > 0.
Note that Re. .A// > 0 leads to parabolic systems while .A/ iR occurs for
Hamiltonian PDEs. Intermediate cases with .A/ .f0g [ fRe z > 0g/ generally
belong to hyperbolic or parabolic-hyperbolic mixed systems. The nonlinearities
f W R2m ! Rm in (6.1.11) resp. f W Rm ! Rm in (6.1.12) are assumed to be
sufficiently smooth and to satisfy f .0; 0/ D 0 resp. f .0/ D 0.
For (6.1.11), the Lie group is .G; ı/ D .R; C/ acting on X D L2 .R; Rm / by the
shift Œa. /u.x/ D u.x /, x 2 R, u 2 X . With F .u/ D Auxx C f .u; ux / for
u 2 Z D H 2 .R; Rm /, equivariance is easily verified and F .u/ 2 X follows from the
Sobolev embedding H 1 .R; Rm / L1 .R; Rm / and f .0; 0/ D 0. For the derivative,
we find
d Œa.1/v D vx ; 2 g D R; v 2 H 1 .R; Rm /:
Relative equilibria then turn out to be travelling waves,
u? .x; t/ D v? .x ? t/; x 2 R; t > 0; (6.1.13)
where the pair .v? ; ? / solves the second order system from (6.1.7)
0 D Av?; C ? v?; C f .v? ; v?; /; v./ 2 Rm ; 2 R:
In fact, our simplified abstract approach only covers pulse solutions (defined by
v? ./; v?; ./ ! 0 as ! ˙1), whereas fronts need the setting of manifolds;
see Remark 6.1.1. It is interesting to note that our numerical approach also applies to
travelling waves in evolution equations with nonlocal diffusion. Their existence and
their qualitative properties are analysed in Chapter 4.6.
In the multi-dimensional case (6.1.12), the phase space is X D L2 .Rd ; Rm /, and
we aim at equivariance w.r.t. the special Euclidean group G D SE.d / D SO.d /ËRd .
It is convenient to represent SE.d / in GL.Rd C1 / as

Q b
SE.d / D W Q 2 Rd;d ; Q> Q D Id ; det.Q/ D 1; b 2 Rd ; (6.1.14)
0 1
where the group operation is matrix multiplication. We represent the Lie algebra
se.d / D so.d / Rd accordingly,

S c
se.d / D W S 2 Rd;d ; S > D S; c 2 Rd : (6.1.15)
0 0
The action on functions u 2 X is defined by

Q b
Œa. /u.x/ D u.Q> .x b//; x 2 Rd ; D 2 SE.d /:
0 1
1
The derivative exists for functions u 2 HEucl .Rd ; Rm /, where
n o
k
HEucl .Rd ; Rm / D u 2 H k .Rd ; Rm / W LS u 2 L2 .Rd ; Rm / 8S 2 so.d /
for k > 1 and

d
X
LS u.x/ WD ux .x/S x D Dj u.x/Sj;k xk ; x 2 Rd :
j;kD1
The derivative of the group action is then given by

d S c
d Œc.1/v .x/ D vx .x/.S x C c/; x2R ; D 2 se.d /:
0 0
Note that the first order operator LS has unbounded coefficients and that the norm in
k
HEucl is given by
kuk2H k D kuk2H k C supfkLS uk2L2 W S 2 so.d /; jS j D 1g:
Eucl
2
Setting Z D HEucl .Rd ; Rm / one finds F .u/ D Au C f .u/ 2 X for u 2 Z in
dimension d D 2, since H 2 .R2 ; Rm / L1 .R2 ; Rm / by Sobolev embedding. But
for d > 3 one has to impose growth conditions on f to ensure this. Equivariance fol-
lows from the equivariance of the Laplacian under Euclidean transformations. Special
types of relative equilibria are waves rotating about a centre x? 2 Rd :
u? .x; t/ D v? .exp. tS? /.x x? //; v? 2 Z; S? 2 so.d /: (6.1.16)
When substituting D exp. tS? /.x x? / the system (6.1.7) reads
0 D Av? C v?; S? C f .v? /; 2 Rd :
Several examples of travelling and rotating waves will be dealt with in Section 6.3.
6.2 The freezing method

6.2.1 The abstract approach The idea of the freezing method, set out in [51, 13],
is to separate the strong solutions of the Cauchy problem (6.1.4) into a motion on the
group G and on a reduced phase space, just as for the relative equilibria in Defini-
tion 6.1.4,
u.t/ D a. .t//v.t/; t > 0: (6.2.1)
1
Let 2 C .Œ0; T /; G/; .0/ D 1, let u be a strong solution of (6.1.4) and define
.t/ WD .dL .t / .1// 1 t .t/ 2 g in the Lie algebra g of G. Then, ; v solve the
system
vt .t/ D F .v.t// d Œa.1/v.t/.t/; v.0/ D u0 ; (6.2.2)
t .t/ D dL .t / .1/.t/; .0/ D 1: (6.2.3)
Conversely, one can show that a strong solution u 2 C 1 .Œ0; T /; X / \ C.Œ0; T /; Z/,
2 C.Œ0; T /; g/, 2 C 1 .Œ0; T /; G/ of (6.2.2),(6.2.3) leads to a strong solution
of (6.1.4) via (6.2.1). According to Theorem 6.1.5, a relative equilibrium v? ; ? of
(6.1.1) is a steady state of the first equation, (6.2.2). Following [51], we call Equa-
tion (6.2.3) the reconstruction equation. Due to the extra variables 2 G resp. 2 g,
the system (6.2.2), (6.2.3) is not yet well posed, but needs n D dim.G/ additional
algebraic constraints (called phase conditions) which we write as
.v; / D 0: (6.2.4)
Here, W X g ! g? (the dual of g) is a smooth map typically derived as a

necessary condition from a minimisation principle. For example, if .X; h; i/ is a
Hilbert space, one can require the distance infg2G kv a.g/vk O to the group orbit of
a template function vO 2 X (such as vO D u0 ) to be minimal at g D 1. For vO 2 Z, this
leads to the fixed phase condition
fix .v; / D hd Œa.1/v;

O v O D 0;
vi 8 2 g: (6.2.5)
An alternative is to minimise kvt k2 D kF .v/ d Œa.1/vk2 with respect to at

each time instance, resulting in the orthogonality condition
orth .v; / D hd Œa.1/v; F .v/ d Œa.1/v i D 0; 8 2 g: (6.2.6)
This condition requires the group orbit of v.t/ to be tangent to its time derivative.
Altogether, Equations (6.2.2) and (6.2.4) constitute a partial differential algebraic
equation (PDAE) for the functions v and . The reconstruction equation (6.2.3)
decouples from the PDAE and may be solved in a post-processing step. Condition
(6.2.6) has a unique solution if d Œa.1/v W g ! X is one to one and then leads to
a PDAE of (differentiation) index 1. Condition (6.2.5) leads to an index 2 problem,
but can be reduced to index 1 by differentiating with respect to t and then inserting
(6.2.2).
6.2.2 Application to evolution equations In this section, we take a closer look

at the PDAEs that arise from the freezing method when applied to the two equa-
tions (6.1.11) and (6.1.12). In Section 6.3, we will provide a series of numerical
examples and also discuss the influence of both spatial and temporal discretisation
errors. In the following, we restrict to the fixed phase condition (6.2.5) which is
particularly well-suited near a relative equilibrium and which admits rather general
stability results; see Section 6.4. On the other hand, the orthogonal phase condition
needs no a priori information and hence can be applied far away from any relative
equilibrium. However, its stability properties are questionable and have only been
investigated in a special case [14].
For the one-dimensional system (6.1.11) with shift equivariance, the freezing
ansatz simply reads
u.x; t/ D v.x .t/; t/; x 2 R; t > 0; .t/ D t .t/; (6.2.7)

and the corresponding PDAE is given by (cf. [57])
vt D Av C v C f .v; v /; v.; 0/ D u0 ;

0 D hvO ; v O L2 .R;Rm / ;
vi (6.2.8)
t D ; .0/ D 0;
for the unknown quantities .v; ; /. For initial data u0 close to a wave, we expect
v.; t/ ! v? , .t/ ! ? as t ! 1. Travelling waves in parabolic systems and their
stability are analysed in [34, 53, 60, 57], and numerical applications of the freezing
method for this case appear in [9].
Next, consider the parabolic system (6.1.12) in several space dimensions. With
the special Euclidean group (6.1.14) and its Lie algebra (6.1.15), the freezing system
(6.2.2),(6.2.3) takes the form
vt D Av C v .S C c/ C f .v/; v.; t0 / D u0 ;

0 D hj vO i i vO ; v O L2 ;
vi 0 D hvO ; v vi O L2 ; (6.2.9)
j l

Q b Q b Q.t0 / b.t0 /
0 1 t
D 0 1
S c ;
0 0 0 1
D 1d C1 ;

for the unknown quantities v; D S0 c0 ; D Q b
0 1
, and indices 1 6 l 6 d ,
1 6 i < j 6 d . Since S.t/ is skew-symmetric, it is sufficient to work with Sij ,
i D 1; : : : ; d 1, j D i C 1; : : : ; d and c 2 Rd when solving the reconstruction
equation. Numerical methods for differential equations on Lie groups may be found
in [33]. If the initial data
are close to a stable rotating
wave (6.1.16), we expect
v.; t/ ! v? and S0 0c D .t/ ! ? D S0? c0? 2 se.d / as t ! 1. Rotating
waves in parabolic systems are treated in [24, 25], their nonlinear stability (for d D
2) in [6], and numerical examples in [41]. Essential steps for extending nonlinear
stability to higher space dimensions are taken in [7, 8], which is based on previous
work [41, 42, 43, 44].
6.2.3 Dynamic decomposition of multi-waves Consider a simplified parabolic sys-

tem (6.1.11) in one space dimension
ut D Auxx C f .u/; u.; 0/ D u0 ; (6.2.10)
under the assumptions of Section 6.1.3. Suppose this system admits several travelling
waves .v?;j ; ?;j /, j D 1; : : : ; N , with different speeds ?;j and limit behaviour
lim!˙1 v?;j ./ D vj˙ for j D 1; : : : ; N . If the limits fit together, i.e. if
vjC D vj C1 ; j D 1; : : : ; N 1;
then one often observes N -waves (or multi-waves) of (6.2.10) which look like con-
catenations of the waves v?;j .x ?;j t/; j D 1; : : : ; N , see for example
Figure 6.3.6(c) for such a concatenation of two fronts from Example 6.3.1 travelling at
different speeds to the left. Strong interaction occurs when two or several fronts move
towards each other, while all other cases are called weak interactions. Many more in-
teraction phenomena of this type may be found in [61] and the references therein.
In [9, 55], we extend the freezing method in order to handle such interactions.
More precisely, we generalise (6.2.7) to
N
X
u.x; t/ D vj .x j .t/; t/; (6.2.11)
j D1
where the values of j W R ! R denote the time-dependent position of the j -th

profile vj W R ! Rm . In order for the linear superposition to make sense, we think
of vj ./ limiting to 0 as ! 1 (except for j D 1), i.e. we expect vj to satisfy
(
˙ 0; j D 1;
lim vj .; t/ D vj wj ; wj D
!˙1 vj ; j > 2:
Figures 6.3.6(a), 6.3.6(b) show the shifted profiles v1 ; v2 for the 2-wave in Fig-
ure 6.3.6(c). The main idea is to combine (6.2.11) with a dynamic partition of unity
'.x j .t//
Qj 1 .t/; : : : ; N .t/; x D PN ; j D 1; : : : ; N;
kD1 '.x k .t//
where ' 2 C 1 .R; .0; 1/ is a mollifier function, for example '.x/ D sech.ˇx/ for
some ˇ > 0. Using (6.2.11) in (6.2.10) and abbreviating vk .?/ D vk . k .t/; t/,
one finds
N h
X i
vj;t .?/ vj; .?/ j;t D ut D Auxx C f .u/
j D1
N h
X
D Avj; .?/ C f .vj .?/ C wj /
j D1
n X
N N
X oi
C Qj . ; / f vk .?/ f .vk .?/ C wk / :
kD1 kD1

Equating the terms inside brackets on both sides, substituting D x j .t/ and
adding phase conditions, and initial conditions leads to the following decompose and
freeze system (see [9, 55])
vj;t .; t/ D Avj; .; t/ C vj; .; t/j .t/ C f .vj .; t//
'./ h X
N N
X i
C PN f vk .kj ; t/ f .vk .kj ; t/ C wk / ;
kD1 '.kj / kD1 kD1

0 D vj .; t/ vO j ; vO j; , vj .; 0/ D vj0 ;
L2
j;t D j , j .0/ D j0 :
(6.2.12)
This is an N -dimensional PDAE to be solved for .vj ; j ; j /, j D 1; : : : ; N , where

N
X
kj D k .t/ C j .t/; ' 2 C 1 .R; .0; 1/; u0 D vj0 . j0 /:
j D1
A particular difficulty of this system is that the right-hand side contains non-local
terms vk .kj ; t/ that need special treatment when discretised on bounded intervals
Œx ; xC ; see Section 6.3.5. We also mention that the stability of this approach for
weak interaction is analysed in [9, 55] and that a generalisation of the decompose and
freeze method to the abstract framework of Section 6.2.1 is proposed and applied in
[9, 12, 41]; compare Section 6.3.5.
6.3 Parabolic, hyperbolic, and Hamiltonian systems

6.3.1 Travelling and rotating waves in parabolic systems Our first numerical ex-
ample deals with a scalar parabolic equation of type (6.2.10) related to the classical
Nagumo equation with a cubic nonlinearity.
Example 6.3.1 (Quintic Nagumo equation). In the scalar case m D 1 with A D 1,

5
Y
f .u; ux / D .u bi /; bi 2 R; 0 D b1 < b2 < b3 < b4 < b5 D 1:
i D1
(6.3.1)
Equation (6.3.1) is called the quintic Nagumo equation (QNE), [9].
Figure 6.3.1(a) shows the time evolution for a travelling front of the QNE for
parameters b2 D 25 , b3 D 21 , b4 D 17 20
, spatial domain Œ 100; 100, initial data
u0 .x/ D tanh.x/C1
2
and time range Œ0; 1500. At time t 1300, the front leaves the
computational domain. Figures 6.3.1(b) and 6.3.1(d) show the time evolution of the
front profile and the velocity obtained by solving the freezing system (6.2.8) with ho-
mogeneous Neumann boundary conditions, f from (6.3.1), parameters bj and spatial
(a) (b) (c) (d)
Figure 6.3.1. QN-front: space-time of u (a), of v (b), profile v as a function of space (c), velocity
as a function of time (d).
domain as before, initial data v0 D u0 , and the template vO D u0 on the time range
Œ0; 3000. The front quickly stabilises at the shape v? shown in Figure 6.3.1(c), and
the velocity quickly reaches its asymptotic value ? 0:07 as shown in 6.3.1(d).
For the numerical solution of (6.1.11) resp. (6.2.8) we used an FEM space discreti-
sation with Lagrange C 0 -elements and maximal element size 4x D 0:3, the BDF
method for time discretisation with maximum order 2, time step-size 4t D 0:3, rel-
ative tolerances 10 2 and 10 3 , and absolute tolerances 10 3 and 10 4 , combined
with Newton’s method for nonlinear equations.
The next example is a two-dimensional system of type (6.1.12) obtained by writ-

ing a scalar complex equation as a real system.
Example 6.3.2 (Quintic-cubic Ginzburg–Landau equation). Consider the PDE
zt D ˛z C g.z/; z D z.x; t/ 2 C;

g.z/ D .ı C ˇjzj2 C jzj4 /z; ˛; ˇ; 2 C; ı 2 R;
known as the quintic-cubic Ginzburg–Landau equation (short: QCGL).

Figure 6.3.2(a) shows the time evolution for the real part of a spinning soliton
(cross-section at x2 D 0) of the QCGL for parameters ˛ D 12 C 21 i, ˇ D 52 C i,
1
D 1 10 i, ı D 21 , spatial domain B20 .0/ D fx 2 R2 W jxj 6 20g, initial data

u0 .x/ D .Rez0 ; Imz0 /> for z0 .x/ D x5 exp 49 1
jxj2 and time range Œ0; 150. At
time t D 150, we take the solution data and switch on the freezing system (6.2.9).
Figures 6.3.2(a) and 6.3.2(b) show the time evolution of the real part of the soliton
profile and the velocities obtained by solving (6.2.9) with homogeneous Neumann
boundary conditions, parameters ˛; ˇ; ; ı and spatial domain as before, initial data
v0 D u.; 150/, template function vO D u.; 150/ and time range Œ150; 400. Approx-
imations of the real part of the soliton profile v? and the velocities ? D S0? c0?

with S? 0 1:027 and c
1:027 0 ?
0:003 , are shown in Figures 6.3.3(a) and
0:017
6.3.2(b). For the numerical solution of (6.1.12) resp. (6.2.9) we used FEM for space
discretisation with Lagrange C 0 -elements and maximal element size x D 0:25, the
BDF method for time discretisation with maximum order 2, time step size t D 0:1
(a) (b)
Figure 6.3.2. Spinning soliton of QCGL: space-time along x2 D 0 (a), translational velocities
.1/ .t/, .2/ .t/ (two lines at the bottom) and angular velocity .3/ .t/ (topline) (b).
(a) (b) (c) (d)
Figure 6.3.3. Rotating waves: spinning soliton for d D 2 (a) and d D 3 (b), spiral wave for d D 2
(c), untwisted scroll wave for d D 3 (d).
resp. t D 0:2 , relative tolerance 10 4 resp. 10 2 , and absolute tolerance 10 5
resp. 10 7, and Newton’s method for nonlinear systems.
The spinning solitons of the QCGL from Example 6.3.2 are a special kind of a
localised rotating wave for d D 2; see Figure 6.3.3(a). Their extension to d D 3
dimensions is displayed in Figure 6.3.3(b), and non-localised rotating waves, such
as spiral waves, are shown in Figure 6.3.3(c). Finally, we show a so-called scroll
wave in Figure 6.3.3(c). These types of waves occur in various applications, for
instance in the QCGL [19, 40], the -!-system [37], the Barkley model [2], and the
FitzHugh–Nagumo system [26]. Their treatment via the freezing method is discussed
in [41, 9, 6].
6.3.2 Hyperbolic systems The following hyperbolic system in one space dimension
may be viewed as a special case of (6.1.11) with A D 0:
ut D Eux C f .u/; u.; 0/ D u0 : (6.3.2)
For (6.3.2) to be well-posed, we assume E 2 Rm;m to be real diagonalisable and f W

Rm ! Rm to be sufficiently smooth. As in Section 6.1.3, travelling waves of (6.3.2)
are solutions of the form (6.1.13), the underlying Lie group .G; ı/ is the additive
group .R; C/ acting on functions via translations. The freezing system (6.2.8) for
pursuing profiles and velocities, for the unknown quantities .v; ; /, now reads as
follows:
vt D Ev C v C f .v/; v.; 0/ D v0 ;
0 D hvO ; v O L2 .R;Rm / ;
vi
t D ; .0/ D 0:
The main difference to the parabolic case (6.2.8) is due to the fact that the unknown
function .t/ of this PDAE now appears in the principal part of the spatial operator.
This creates serious difficulties, both for the numerical and for the theoretical analysis.
These have been successfully treated in [45, 46], and a series of numerical examples
appears in [45, 46, 9]. Moreover, with a slightly generalised notion of equivariance
(see [51, 45]), the freezing approach has found interesting applications to detecting
similarity solutions in Burgers’ equation; see [51, 9] for the one-dimensional and
[49, 50] for the multi-dimensional case.
Finally, we refer to [47, 48] where the stability of travelling waves and the freezing
approach is analysed for mixed parabolic-hyperbolic systems of the partitioned form

A11 0 g.u/ f .u/
ut D uxx C C 1 ; u.; 0/ D u0 ; (6.3.3)
0 0 B22 u2 x f2 .u/

with u D uu12 , a positive diagonalisable matrix A11 and a real diagonalisable matrix
B22 . This covers the famous Hodgkin–Huxley model for propagation of pulses in
nerve axons; cf. [9, Ch.3.1].
6.3.3 Nonlinear wave equations Another area of application are systems of non-
linear wave equations in one space dimension
M ut t D Auxx C fQ.u; ux ; ut /; u.; 0/ D u0 ; ut .; 0/ D v0 ; (6.3.4)
where M 2 Rm;m is invertible, A 2 Rm;m , fQ W R3m ! Rm is smooth and u0 ,

v0 W R ! Rm denote the initial data. Further, we assume M 1 A to be positive
diagonalisable, which implies local well-posedness of (6.3.4). In case m D 1, trav-
elling waves (6.1.13) for Equation (6.3.4) and their global stability have been treated
in [29, 28]. The freezing ansatz (6.2.7) now requires to solve the following second
order PDAE (cf. [10, 11]),
M vt t D .A 21 M /v C 21 M vt C 2 M v C fQ.v; v ; vt 1 v /

0 D hvO ; v O L2 .R;Rm / ;
vi (6.3.5)
1;t D 2 ; t D 1 ;
v.; 0/ D u0 ; vt .; 0/ D v0 C 01 u0; ; 1 .0/ D 01 ; .0/ D 0
for the unknown quantities .v; 1 ; 2 ; /. Travelling waves .v? ; ? / appear as steady
states of (6.3.5) (with 1 D ? ; 2 D 0) and satisfy the equation
0 D .A 2? M /v?; C f .v? ; v?; ; ? v?; /:
Differentiating the algebraic constraint in (6.3.5) w.r.t. time at t D 0 and inserting the
initial conditions leads to a first consistency condition for 01 ,
01 hu0; ; vO iL2 C hv0 ; vO iL2 D 0; (6.3.6)
and differentiating twice at t D 0 gives a consistency condition for 2 .0/ D 02 :

1
0 D h.M A C .01 /2 Im /u0; C 201 v0;
1
(6.3.7)
CM f .u0 ; u0; ; v0 /; vO iL2 C 02 hu0; ; vO iL2 :
(a) (b) (c) (d)
Figure 6.3.4. QNWE-front: space-time of u (a), v (b), profile v as a function of space (c), velocity
1 .t/ (top) and acceleration 2 .t/ (bottom) as functions of time (d).
The local stability of the PDAE system (6.3.5) is analysed in [10], while a gener-
alisation to several space dimensions and a numerical example appear in [11]. It is
interesting to note that the system (6.3.4) may be written as a first order system (6.3.2)
of dimension 3m. Taking a positive square root N D .M 1 A/1=2 and introducing
the variables U1 D u, U2 D ut C N ux , U3 D ut N ux C cu (with c 2 R arbitrary)
leads to a system (6.3.2) with
0 1 0 1
N 0 0 cU1 C U3
E D @0 N 0 A ; f .U / D @ g.U / A
0 0 N g.U / C cU2 (6.3.8)
g.U / D M 1
fQ.U1 ; 12 N 1
.U2 U3 C cU1 /; 1
2
.U2 C U3 cU1 //:
Though we prefer to solve numerically the second order system (6.3.5), the first order
system (with a suitable choice of the constant c) is useful for applying the stability
results from [46]; see [10] and Section 6.4.
Example 6.3.3 (Quintic Nagumo wave equation). Taking the quintic nonlinearity
f D fQ from (6.3.1) with the wave equation (6.3.4), we obtain the quintic Nagumo
wave equation (QNWE); see [11].
Figure 6.3.4(a) shows the time evolution for a travelling front of the QNWE for
parameters M D 21 , b2 D 25 , b3 D 12 , b4 D 20 17
, spatial domain Œ 50; 50, initial
1 x
data u0 .x/ D 2 .1 C tanh. 2 //, v0 .x/ D 0 and time range Œ0; 800. At time t 600,
the front leaves our computational domain. Figures 6.3.4(b) and 6.3.4(d) show the
time evolution of the front profile and the velocity obtained by solving (6.3.5) with
homogeneous Neumann boundary conditions, parameters M , bj , spatial domain and
initial data as before, template vO D u0 and time range Œ0; 1000. An approximation
of the front profile v? (with v D 0, vC D 1) and the approach towards the limit
velocity ? 0:07 are shown in Figures 6.3.4(c) and 6.3.4(d). The data for the
numerical solution of (6.3.4) resp. (6.3.5) are the same as in Example 6.3.1, except
for the step sizes x D 0:1 and t D 0:2.
6.3.4 Hamiltonian PDEs So far, we mainly considered waves in dissipative PDEs

which are detected during simulation via the freezing method due to their asymptotic
Figure 6.3.5. Solitary wave of the NLS with spike-like initial perturbation:
direct numerical simulation (left) vs. solution of the freezing system (right).
stability. This changes fundamentally for PDEs with Hamiltonian structure which
typically allow several or even infinitely many conserved quantities. They fit into
the general class of evolution problems described in Section 6.1.1 but require quite
different techniques for establishing existence and uniqueness of wave solutions [23]
as well as their stability ([30, 31]).
As a model example, consider the cubic nonlinear Schrödinger equation (NLS,
see [16, 23, 36, 56]),
iut D uxx juj2 u; u.; 0/ D u0 ; (6.3.9)
which may be subsumed under (6.1.1) with X D H 1 .RI C/ , Z D H 3 .RI C/. Equiv-
ariance holds with respect to the action
i 1
a. /v D e v. 2 /; D . 1 ; 2 / 2 G
of the two-dimensional Lie group G D S 1 R. With D .1 ; 2 / 2 R2 , the

freezing system (6.2.2) is given by
ivt D v jvj2 v 1 v C i2 v ; v.; 0/ D u0 ; (6.3.10)
and the fixed phase condition (6.2.5) with some vO 2 X reads

˝ ˛ ˝ ˛
0 D iv; O v 0 D vO ; v 0 ; (6.3.11)
R
where hu; vi0 D Re R u.x/v.x/dx.
N There is a well-known two-parameter family of
solitary wave solutions given by
u? .x; t/ D ei1 t v? .x 2 tI 1 ; 2 /;
p
! 2ei2 =2 22 (6.3.12)
v? .I 1 ; 2 / D ; ! 2 D 1 ;
cosh.!/ 4
see for example [22, Ch.II.3]. For the following numerical computations, we choose
parameter values 2 D 0:3, ! D 1. Discretisation in time is done via a split-step
Fourier method with step size t D 10 3 . The spatial grid is formed by 2K D 256

equidistant points on the interval Œx ; xC with xC D x D 0:11 28:56. A
spike-like perturbation at x D 11 is added to the initial data. Figure 6.3.5 shows the
solution for both the original system and the freezing system. Clearly, the freezing
system prevents the wave from rotating and travelling, while the interference pat-
terns caused by the initial perturbation are essentially preserved. A theoretical result
supporting these observations will be described in Section 6.4.4, and a detailed pre-
sentation can be found in the PhD thesis [20].
6.3.5 Multi-waves For a numerical experiment of decomposing and freezing multi-

waves, we take up Example 6.3.1 of the QNE.
Example 6.3.4 (QNE). Figure 6.3.6(c) shows the time evolution of the superposi-
P
tion 2j D1 vj .x j .t/; t/, which can be considered as an approximation of a trav-
elling 2-front u of the original QNE (6.2.10) with f from (6.3.1). The quantities
.vj ; j / are the solutions of (6.2.12) and provide approximations of .v?;j ; ?;j /.
Figure 6.3.6(c) shows that the lower front v1 (travelling at speed 1 ) is faster than the
upper front v2 (travelling at speed 2 ), i.e., we may expect ?;1 < ?;2 < 0. Fig-
ure 6.3.6(a) and 6.3.6(b) (resp. 6.3.6(d)) show the time evolution of the single front
profiles v1 and v2 (resp. the velocities 1 ; 2 ) obtained by solving (6.2.12) with
1
homogeneous Neumann boundary conditions, f from (6.3.1), parameters b2 D 32 ,
2 73
b3 D 5 , b4 D 100 , spatial domain Œ 200; 200, multi-waves
N D 2, initial data
0 v2
0 1 v2
v1 ./ D 2 tanh. 5 / C 1 , v2 ./ D 2 tanh. 5 / C 1 with v2 D b3 , 10 D 20 D

0, templates vO j D vj0 , bump function './ D sech. 20 / and time range Œ0; 3000. Ap-
proximations of the single front profiles v?;j (with v1 D 0, v1C D a4 D v2 , v2C D 1)
and velocities ?;1 0:159, ?;1 0:021 are shown in Figure 6.3.6(a), 6.3.6(b)
and 6.3.6(d). For the numerical solution of (6.2.12), we used the FEM for space
discretisation with Lagrange C 0 -elements and maximal element size x D 0:4, the
BDF method for time discretisation with maximum order 2, intermediate time steps,
time step-size t D 0:8, and the Newton method for solving nonlinear equations.
(a) (b) (c) (d)
Figure 6.3.6. 2-front of QNE: profile v1 (a), profile v2 (b), superposition (c), and velocities 1 .t/
(top) and 2 .t/ (bottom) (d).
(a) (b) (c) (d)
Figure 6.3.7. Multiwaves: 3-front of QNE (a), pulse front of QCGL (b), 3-soliton of QCGL (c) and
position of centres (d).
Travelling 2-fronts as in Example 6.3.4 are a special class of multi-waves. The

decompose and freeze method (DFM) easily extends to larger numbers of fronts, e.g.
3-fronts (see Figure 6.3.7(a)), and can be used to analyse wave interaction processes,
for example repulsion and collision of waves. Moreover, the DFM extends to general
multi-structures, for instance to a superposition of a phase-rotating pulse and a trav-
elling phase-rotating front (see Figure 6.3.7(b)), and to higher space dimensions, see
the three spinning multi-solitons in Figure 6.3.7(c) with the interactions represented
by the traces of their centres in Figure 6.3.7(d). For the DFM, we refer to [9, 55, 12].
Extensions of the DFM to rotating multi-solitons including numerical experiments
can be found in [9, 41].
6.4 Stability of relative equilibria

The issue of stability is fundamental to all wave phenomena considered here. Since
relative equilibria come in families due to the group action (see Section 6.1.2), the
classical notions of (Lyapunov)-stability and asymptotic (Lyapunov)-stability are re-
placed by the notions of orbital stability and stability with asymptotic phase.
6.4.1 Notions of stability and the co-moving frame equation In order to have
some flexibility for the application to PDEs, the following definition uses two norms
k:k1 and k:k2 which need not agree with the norms in the Banach spaces Z and X .
Moreover, depending on the type of PDE, a solution concept different from the strong
solution in Definition 6.1.2 may be necessary.
Definition 6.4.1. A relative equilibrium .v? ; ? / of (6.1.4) is called orbitally stable

with respect to norms k:k1 and k:k2 if, for any " > 0, there exists ı > 0 such
that the Cauchy problem (6.1.4) has a unique strong solution u for u0 2 Z with
ku0 v? k1 6 ı, and the solution satisfies
inf 2G ku.t/ a. /v?k2 6 "; 8t > 0:

It is called stable with asymptotic phase if for any " > 0 there exists ı > 0 such that
for all initial values u0 2 Z with ku0 v? k1 6 ı the Cauchy problem (6.1.4) has a
unique strong solution u, and, for some 1 D 1 .u0 / 2 G, the solution satisfies the
two conditions
(
6 "; 8t > 0;
ku.t/ a. 1 ı ? .t//v? k2
! 0; as t ! 1:
Stability in general requires to investigate the solution of (6.1.4) for initial data
u0 D v? C v0 where v0 is a small perturbation of the wave profile. For this, we
transform into a co-moving frame via
u.t/ D a. ? .t//v.t/; t > 0;
which by contrast to the general ansatz (6.2.1) assumes the group orbit ? to be
known. One obtains a special case of (6.2.2), the co-moving frame equation
vt .t/ D F .v.t// d Œa.1/v.t/?; v.0/ D v? C v0 : (6.4.1)
Linearising about v? in a formal sense leads to consider the linear operator
Lw D DF .v? /w d Œa.1/w? ; w 2 Z: (6.4.2)
If the topology on Z is strong enough, then DF is in fact the Fréchet derivative

of F , and this point of view is sufficient for our applications to semi-linear PDEs
in Section 6.3. The general procedure then is to deduce nonlinear stability in the
sense of Definition 6.4.1 from spectral properties of the operator L. One says that
the principle of linearised stability holds if such a conclusion is valid. A minimal
requirement is that the spectrum lies in the left half-plane, i.e.
. L/ C D f 2 C W Re./ 6 0g:
However, the special properties of the PDEs considered here usually require more:
(P1) determine eigenvalues on the imaginary axis caused by the group action,
(P2) analyse the essential spectrum ess .L/ .L/ which arises from the loss of
compactness for differential operators on unbounded domains,
(P3) compute isolated eigenvalues of the point spectrum pt .L/ .L/ different
from those in (P1), either by a theoretical or by a numerical tool.
Let us finally note that a proof of nonlinear stability becomes particularly delicate if
there is no spectral gap between the eigenvalues from (P1) and the remaining spec-
trum. This occurs if the spectrum touches the imaginary axis (wave trains, spiral
waves, see [21, 54]) or lies on the imaginary axis (Hamiltonian case).
6.4.2 Spectral structures Hardly anything can be said about problems (P2), (P3)
above within the abstract framework of Equations (6.1.4) and (6.4.1). However, the
eigenvalues caused by symmetry have some general structure. For this purpose, recall
the Lie bracket Œ; W g g ! g (see e.g. [27, Ch. 8]) which turns g D T1 G into a Lie
algebra. The abstract definition of the bracket is in terms of the adjoint representation
Ad.g/ W g ! g of g 2 G given by
1
Ad.g/ D dh Œg ı h ı g jhD1 ; 2 g;
Œ; D dg ŒAd.g/jgD1./; ; 2 g:
It is reasonable to look for eigenfunctions of L of type w D d Œa.1/v?; 2 gC ,

where gC denotes the complexified Lie algebra and d Œa.1/v? denotes the complex-
ified operator.
Theorem 6.4.2. Let v? 2 Z, ? .t/ D exp.t? /, t > 0 be a relative equilibrium of

(6.1.1) such that d Œa.1/v? maps g into Z. Then, w D d Œa.1/v?, 2 gC solves
the (complexified) eigenvalue problem
.I L/w D 0 (6.4.3)
if and only if satisfies
d Œa.1/v?. Œ; ? / D 0:
In particular, if the stabiliser H.v? / is trivial , see (6.1.9), then independent eigen-
vectors j j D 1; : : : ; k of Œ; ? W g ! g lead to independent eigenfunctions
wj D d Œa.1/v?j of (6.4.3), j D 1; : : : ; k.
Proof. For the family of relative equilibria (6.1.10), we have by the chain rule
d
F .a. .g; t//a.g/v?/ D a. .g; t//.a.g/v?/
dt
D d a.g ı ? .t/ ı g 1 /.a.g/v?/ dh .g ı h ı g 1
/jhD ? .t / ?0 .t/;
which upon evaluation at t D 0 yields
F .a.g/v?/ D d Œa.1/.a.g/v?/ Ad.g/? :
We differentiate with respect to g 2 G and apply this to 2 Tg G,
DF .a.g/v?/d Œa.g/v? D d Œa.1/.d Œa.g/v?/Ad.g/? (6.4.4)

C d Œa.1/.a.g/v?/dg ŒAd.g/? ; (6.4.5)
which upon evaluation at g D 1, 2 g gives
DF .v? /d Œa.1/v? D d Œa.1/.d Œa.1/v?/? C d Œa.1/v?Œ; ? :

Therefore, the eigenvalue problem (6.4.3) with w D d Œa.1/v? is equivalent to

0 D w DF .v? /w C d Œa.1/w? (6.4.6)
D d Œa.1/v? DF .v? /d Œa.1/v? C d Œa.1/.d Œa.1/v?/? (6.4.7)
D d Œa.1/v?. Œ; ? /; (6.4.8)
which proves our assertion.
Theorem 6.4.2 shows that the geometric multiplicity of the eigenvalue D 0 is at
least the dimension of the centraliser of ? given by
g0 .? / WD f 2 g W Œ; ? D 0g:
If the group G is represented as a subgroup of the matrix group GL.RN / for some
N 2 N, the Lie bracket agrees with the commutator. It is not difficult to see that the
spectrum of the linear map 7! Œ; ? always satisfies
.Œ; ? / f1 2 W 1 ; 2 2 .? /g D .? / .? /: (6.4.9)

The special elements ? D S0? c0? from se.d / (see (6.1.15)) occur with rotating
waves (6.1.16) and satisfy .? / iR as well as .? / D .? /. Let 1 ; : : : ; d
be the eigenvalues of the skew-symmetric matrix S? . Then, one finds
.Œ; ? / D f 2 C W 2 .S? / or D j C k for some j < kg; (6.4.10)
see [15, 8] for the computation of eigenvalues and corresponding eigenvectors.
6.4.3 Stability with asymptotic phase We discuss sufficient conditions for the sta-
bility with asymptotic phase in case of our two model equations, (6.1.11) and (6.1.12)
(see [9, 34, 35, 53, 58]).
For a travelling wave .v? ; ? /, the linearised operator L from (6.4.2) reads
Lw D Aw C .? Im C D2 f .v? ; v?; //w C D1 f .v? ; v?; /w
(6.4.11)
D Aw C B./w C C./w:
We consider the case of a front

lim v? ./ D v˙ ; lim v?; ./ D 0; (6.4.12)
!˙1 !˙1
which is covered by our abstract approach only in case v˙ D 0; see Remark 6.1.1.
However, note that L W H 2 .R; Rm / ! L2 .R; Rm / is well defined in the general
case (6.4.12), and that it has the eigenvalue 0 with eigenfunction w D v?; , compare
Theorem 6.4.2 and (6.4.9) with 0 2 .? /. The essential spectrum of L is determined
by the constant coefficient operators
L˙ D A@2 C B˙ @ C C˙ ; C˙ D D1 f .v˙ ; 0/; B˙ D ? Im C D2 f .v˙ ; 0/:
(6.4.13)
Bounded solutions of .I L˙ /w D 0 are of the form w./ D ei! , ! 2 R, which

leads to the definition of the dispersion set
˚
disp.L/ D 2 C W 2 . ! 2 A C i!B˙ C C˙ / for some sign ˙ and ! 2 R :
(6.4.14)
By Weyl’s theorem on invariance of the essential spectrum under relatively compact
perturbations (see [34, 35]), one finds disp.L/ ess .L/ and, moreover, that the
connected component U of C n disp.L/ containing a positive real semi-axis satisfies
U ..L/ [ pt .L//. Therefore, the issues (P2) and (P3) from Section 6.4.1 are
resolved by requiring, for some ˇ > 0, the spectral conditions
Re disp.L/ 6 ˇ<0 and (6.4.15)

Re pt .L/ n f0g 6 ˇ<0 and the eigenvalue 0 is simple: (6.4.16)
A common analytical tool to verify Assumption (6.4.16) in applications is to study
the zeros of the so-called Evans function; see [35, 53]. For numerical purposes, how-
ever, we prefer to solve boundary eigenvalue problems subject to finite boundary
conditions and to employ a contour method; see Section 6.5 and [5].
Theorem 6.4.3. Let the spectral Assumptions (6.4.15) and (6.4.16) from above hold,
and let f be of the form
f .u; v/ D f1 .u/ C f2 .u/v; f1 2 C 2 .Rm ; Rm /I f2 2 C 2 .Rm ; Rm;m /:

(6.4.17)
Then, a travelling wave .v? ; ? / of (6.1.11) is stable with asymptotic phase for solu-
tions in the regularity class v? C C.Œ0; 1/; H 1.R; Rm // \ C 1 .Œ0; 1/; L2 .R; Rm //
and with respect to the norm k:k1 D k:k2 D k:kH 1 .
Remark 6.4.4. The semilinear case f2 0 is well studied, compare [34, 35, 53].
The more general form (6.4.17) includes Burgers equation (f2 .u/ D u) and is treated
in [57, 58]. Note that the global Lipschitz conditions imposed there can be localised
via the Sobolev embedding H 1 .R; Rm / L1 .R; Rm /.
In Sections 6.3.2 and 6.3.3, we referred to stability results for travelling waves in
hyperbolic systems of first order (6.3.2), (6.3.3) and of second order (6.3.4). Here, we
consider in more detail the stability of rotating waves for the model system (6.1.12).
Following [6], we restrict to d D 2 and A D Im . Extensions to d > 3 are based on
[7, 8] and will be indicated below. Moreover, we mention an alternative approach [52]
towards asymptotic stability (without asymptotic phase) based on a centre manifold
reduction.
2 2 m
consider
As in (6.1.16), a rotating wave v? 2 HEucl .R ; R / centred at x? D 0
0 ?
and with S? D ? 0 ; ? ¤ 0. We assume decay of derivatives up to order 2,
sup jD ˛ v? ./j ! 0 as R ! 1 for j˛j 6 2;

jj>R
and stability of the linearisation at infinity in the sense of

Re hDf .0/w; wi 6 ˇjwj2 for all w 2 Cm and some ˇ > 0: (6.4.18)
This assumption guarantees that the essential spectrum of the linear operator L W
2
HEucl .R2 ; Rm / ! L2 .R2 ; Rm / defined by
Lv D v C LS? v C Df .v? /v (6.4.19)
lies in the open left half-plane. As for the abstract result (6.4.10), one finds that L has
eigenvalues 0, ˙i? with corresponding eigenfunctions LS? v? and D1 v? ˙ iD2 v? .
The appropriate assumption on the point spectrum of L then is to require that, for
some ˇ > 0 (which agrees w.l.o.g with ˇ from (6.4.18)),
the eigenvalues 0; ˙i? are simple and the only ones of L with Re > ˇ:
Theorem 6.4.5. Let f 2 C 4 .Rm ; Rm / and let the rotating wave .v? ; S? / satisfy the
spectral assumptions above. Then, the rotating wave is asymptotically stable with
2
asymptotic phase for Equation (6.1.12) with initial data u0 2 HEucl .R2 ; Rm /, for
strong solutions in the function class
C 1 .Œ0; 1/; L2 .R2 ; Rm // \ C.Œ0; 1/; H 2 .R2 ; Rm //;
and with respect to the norms k:k1 D k:kH 2 , k:k2 D k:kH 2 .
Eucl
Let us comment on the assumptions of this theorem and possible extensions. In

[7, Cor. 4.3], it is shown that the derivatives D ˛ v? , 1 6 j˛j 6 2 of the solution
decay even exponentially as R ! 1 if (6.4.18) holds and if supjj>R jv? ./j falls
below a certain computable threshold. Moreover, according to [8, Thm. 2.8], the op-
2
erator I L W HEucl .R2 ; Rm / ! L2 .R2 ; Rm / is Fredholm of index 0 for values
Re./ > ˇ. Hence, the eigenvalues 0, ˙i? are isolated and of finite multiplicity.
These results generalise to arbitrary space dimensions d > 3 if the nonlinearity and
the solution v? are sufficiently smooth. Then, it can also be shown that the eigen-
functions which belong to eigenvalues on the imaginary axis and which are induced
by symmetry, decay exponentially in space. This suggests that the nonlinear stability
in Theorem 6.4.5 genereralises to space dimensions d > 3 , but details have not yet
been worked out.
6.4.4 Lyapunov stability of the freezing method The numerical experiments in

Section 6.3 confirm for various types of PDEs that the abstract freezing system (6.2.2),
(6.2.5) has a Lyapunov-stable equilibrium whenever the original equation, (6.1.1),
has a relative equilibrium which is stable with asymptotic phase. Moreover, one ex-
pects this property to persist under numerical approximations, such as truncation to a
bounded domain with suitable boundary conditions as well as discretisations of space
and time. In this section, we discuss a few instances where corresponding analytical
results are available.
The following result for travelling waves is taken from [57, Thm. 1.13].
Theorem 6.4.6. Let the assumptions of Theorem 6.4.3 hold and let the template func-
tion vO in (6.2.8) satisfy
vO 2 v? C H 2 .R; Rm /; hvO ; v? O L2 D 0;
vi hvO ; v?; iL2 ¤ 0:
Then, the travelling wave .v? ; ? / is asymptotically stable for (6.2.8). More pre-
cisely, there exist constants ı, C , ˛ > 0 such that (6.2.8) has a unique solution
.v; / if ku0 v? kH 1 6 ı and hvO ; u0 vi O L2 D 0. Existence and uniqueness
holds for solutions with regularity 2 C Œ0; 1/, v 2 C.Œ0; 1/; H 1.R; Rm //, vt ,
f .v; v / 2 C.Œ0; 1/, L2 .R; Rm //, and v.t/ 2 H 2 .R; Rm / for t > 0. Furthermore,
the following estimate is valid:
˛t
kv.t/ v? kH 1 C j.t/ ? j 6 Ce ku0 v? kH 1 ; t > 0:
The papers [58, 59] transfer these properties to a spatially discretised sytem (time
is left continuous) on bounded intervals J D Œx ; xC with general linear boundary
conditions
P .v.x / v / C Q v .x / C PC .v.xC / vC / C QC v .xC / D 0; (6.4.20)
where P˙ , Q˙ 2 R2m;m and v˙ are given by (6.4.12). An essential condition for

stability is [59, Hypothesis 2.5]

Y s ./ YCu ./
det P Q PC QC ¤ 0 (6.4.21)
Y s ./ƒs ./ YCu ./ƒuC ./
for all 2 C satisfying Re > ˇ and jj 6 C for some large constant C . Here, the
matrices Y˙s;u ./ 2 Rm;m are invertible and, together with ƒs;u
˙ ./ 2 R
m;m
, solve
the quadratic eigenvalue problem (cf. (6.4.13))
AYƒ2 C B˙ Yƒ C .C˙ Im /Y D 0 (6.4.22)
such that Re .ƒs˙.// < 0 < Re .ƒu˙.//. Recall the definition of B˙ , C˙ in
(6.4.13). Condition (6.4.15) on the dispersion set (6.4.14) ensures that (6.4.22) has m
stable and m unstable eigenvalues. A counterexample in [59, Ch. 5.2] shows that vi-
olation of (6.4.21) creates instabilities of the numerical solution even if all conditions
of Theorem 6.4.6 are satisfied.
We proceed with two stability results recently obtained for the freezing formula-
tion of the semilinear wave equation (6.3.5) and of the NLS (6.3.9). The assumptions
on (6.3.4) are as follows:
fQ 2 C 3 .R3m ; Rm /;
1
M is invertible; M A is diagonalisable with positive eigenvalues,
.v? ; ? / 2 Cb2 .R; Rm /
R is a travelling wave of (6.3.4) with
v?; 3 m
2 H .R; R /; lim .v? ; v?; /./ D .v˙ ; 0/; fQ.v˙ ; 0; 0/ D 0;
!˙1
A 2? M is invertible:
The spectral assumptions concern the quadratic operator polynomial obtained from
linearising the comoving frame equation in the first line of (6.3.5),
P .; @ / D M 2 .D3 fQ.?/ C 2? M @ / .A 2? M /@2 D1 fQ.?/

C .? D3 fQ.?/ D2 fQ.?//@ ; .?/ D .v? ; v?; ; ? v?; /:
(6.4.23)
From this, we obtain the matrix polynomials P˙ .; !/ by replacing the argument
.?/ by its limit .v˙ ; 0; 0/ as ! ˙1, and the operator @ by its Fourier symbol i!.
Then, the dispersion set is defined as
disp.P / D f 2 C W det.P˙ .; !// D 0 W for some sign ˙ and ! 2 Rg:
The conditions analogous to (6.4.15), (6.4.16) are then
Re disp.P / 6 ˇ < 0;

Re pt .P .; @ // n f0g 6 ˇ < 0; and the eigenvalue 0 is simple:
Theorem 6.4.7. Let the assumptions above be satisfied and let the template function
vO in (6.3.5) fulfil
vO 2 v? C H 1 .R; Rm /; hvO v? ; vO iL2 D 0; hv?; ; vO iL2 ¤ 0:
Then, the pair .v? ; ? / is asymptotically stable for the PDAE (6.3.5). More precisely,
for all 0 < < ˇ, there exist , C > 0 such that, for all u0 2 v? C H 3 .R; Rm /,
v0 2 H 2 .R; Rm / and 01 2 R which satisfy
ku0 v? kH 3 C kv0 C ? v?; kH 2 6
as well as the consistency condition (6.3.6), the system (6.3.5) has a unique solution
.v; 1 ; 2 / with 1 2 C 1 Œ0; 1/, 2 2 C Œ0; 1/ and regularity
v v? 2 C 2 .Œ0; 1/; L2 .R; Rm //\C 1 .Œ0; 1/; H 1.R; Rm //\C.Œ0; 1/; H 2.R; Rm //:
The following estimate holds for the solution:
kv.; t/ v? kH 2 C kvt .; t/kH 1 C j1 .t/ ? j

t
6 Ce .ku0 v? kH 3 C kv0 C ? v?; kH 2 /: (6.4.24)
Note that the second consistency condition (6.3.7) does not appear in the theorem
but is used in the proof to make the acceleration 2 continuous at t D 0. The proof
of the theorem builds on a careful reduction to the first order system (6.3.8) and on
an application of the stability theorem from [46]. The theory for first order systems
is also the reason for measuring the convergence (6.4.24) in a weaker norm than the
initial values.
Finally, we state a recent result on Lyapunov-stability of the freezing method for

the nonlinear Schrödinger equation (6.3.10), (6.3.11). It is a special case of a general
stability result from the thesis [20, Ch. 2] which applies to Hamiltonian PDEs that
are equivariant w.r.t. the action of a Lie group. The assumptions are taken from the
abstract framework of [31] which is a seminal paper on the stability of solitary waves.
The following result is concerned with the waves (6.3.12) for fixed values ?;1 ,
?;2 subject to 4?;1 > 2?;2 .
Theorem 6.4.8. Let vO 2 H 3 .R; C/ be a template function such that
hiv;
O v? i0 D 0; hvO x ; v? i0 D 0;

hiv;O iv? i0 hiv;O v?;x i0
is invertible.
hvO x ; iv? i0 hvO x ; v?;x i0
Then, the solitary wave .v? ; ?;1 ; ?;2 / from (6.3.12) is Lyapunov-stable for the sys-
tem (6.3.10), (6.3.11). More precisely, for every " > 0, there exists ı > 0 such that
the system (6.3.10), (6.3.11) with ku0 v? kH 1 6 ı has a unique (weak) solution
.v; 1 ; 2 / with 1 2 C 1 Œ0; 1/, 2 2 C Œ0; 1/ and regularity
v 2 C.Œ0; 1/; H 1.R; C// \ C 1 .Œ0; 1/; H 1

.R; C//; t > 0:
The solution satisfies
kv.; t/ v? kH 1 C j1 .t/ ?;1 j C j2 .t/ ?;2 j 6 "; t > 0:
For the notion of weak solution employed here, we refer to [20, Ch. 1.2]. The
proof of Theorem 6.4.8 is mainly based on Lyapunov function techniques which are
quite different from the semigroup and Laplace transform approaches used in the
proofs of Theorems 6.4.5–6.4.7. We also emphasise that [20] contains applications to
other PDEs with Hamiltonian structure, for example the nonlinear Klein Gordon and
the Korteweg–de Vries equation, and that spatial discretisations are also studied.
6.5 Nonlinear eigenvalue problems

In the context of this work, nonlinear eigenvalue problems arise when computing
isolated eigenvalues of differential operators obtained by linearising about a relative
equilibrium. We refer to (6.4.2) for the abstract linearisation and to (6.4.11), (6.4.19),
(6.4.23) for some examples of operators. There are several sources of nonlinearity
in the eigenparameter; see [32] for a recent survey. Quadratic terms arise from sec-
ond order equations in time (6.4.23), exponential terms occur in the stability analysis
of delay equations (see [39]), and nonlinear integral operators appear in the bound-
ary element method for linear elliptic eigenvalue problems. Here, another source of
nonlinearity is of interest, namely the use of projection boundary conditions when
solving linear eigenvalue problems for operators such as (6.4.11) on a bounded inter-
val J D Œx ; xC . In the following, we summarise two of the major results from [5]
on this problem.
Contour methods have been developed over the last years ([1, 4, 32]) and have
become rather popular since no a-priori knowledge about the location of eigenvalues
is assumed. The paper [5] generalises the contour method from [4] to holomorphic
eigenvalue problems
L./v D 0; v 2 X; 2 C; (6.5.1)
where L./ W X ! Y are Fredholm operators of index 0 between Banach spaces

X; Y which depend holomorphically on in some subdomain of C. The algorithm
determines all eigenvalues of (6.5.1) in the interior 0 D int./ of some given closed
contour in . It is assumed that itself lies in the resolvent set .L/ D f 2
C W N.L.// D f0gg where N denotes the null space of an operator. One chooses
linearly independent elements vk 2 Y , k D 1; : : : ; `, and functionals wj 2 X ? ,
j D 1; : : : ; p, and computes the matrices

E./ D hwj ; L./ 1vk ikD1;:::;`
j D1;:::;p 2 C
p;`
; 2 ; (6.5.2)
Z Z
1 1
E0 D E./d; E1 D E./d: (6.5.3)
2i 2i
The following result from [5, Thm. 2.4] holds for the case of simple eigenvalues
defined by the conditions
.L/ \ int./ D f1 ; : : : ; ~ g;

N.L.j // D spanfxj g; N.L.j /? / D spanfyj g; j D 1; : : : ; ~;
0
hyj ; L .j /xj i ¤ 0; j D 1; : : : ; ~:
Theorem 6.5.1. Let the above assumptions hold and assume the following nonde-
generacy condition:

rank hwj ; xk ikD1;:::;~
j D1;:::;p D ~ D rank hy j ; v ikD1;:::;`
k j D1;:::;~ : (6.5.4)
Then, rank.E0 / D ~ holds. Further, let
E0 D V0 †0 W0? ; V0 2 Cp;~ ; V0? V0 D I~ ; W0 2 C`;~ ; W0? W0 D I~ (6.5.5)
be the (shortened) singular value decomposition of E0 with †0 D diag.0 ; : : : ; ~ /,

1 > 2 > : : : > ~ > 0. Then, all eigenvalues of the matrix
EL D V0? E1 W0 †0 1 2 C~;~ (6.5.6)
are simple and coincide with 1 ; : : : ; ~ .

First note that (6.5.4) implies p; ` > ~, i.e., the number of test functions and test
functionals should exceed the number of eigenvalues inside the contour. In fact, in
applications we expect to have p ` ~. The key to the proof is the theorem of
Keldysh (see [38, Thm. 1.6.5]) which describes the coefficients of the meromorphic
expansion of L./ 1 near its singularities in terms of (generalised) eigenvectors. We
mention that Theorem 6.5.1 generalises to eigenvalues of arbitrary geometric and al-
gebraic multiplicity. With the proper definition of generalised eigenvectors of (6.5.1),
it turns out that the Jordan normal form of the matrix EL in (6.5.6) inherits the exact
multiplicity structure of the nonlinear eigenvalue problem; see [5, Thm. 2.8]. For the
overall algorithm, one approximates the integrals in (6.5.3) by a quadrature rule (for
analytical contours , the trapezoidal sum is sufficient since it leads to exponential
convergence [4]) and solves linear systems L./uk D vk with k D 1; : : : ` at the
quadrature nodes 2 . Note that these solutions can be used for both integrals in
(6.5.3). The (shortened) singular value decomposition (6.5.5) involves a rank deci-
sion revealing the number ~ of eigenvalues inside the contour. Finally, solving the
linear (!) eigenvalue problem for the matrix EL 2 C~;~ is usually cheap if ~ is small.
Let us note that the algorithm also provides good approximations of the eigen-
functions associated to j , j D 1; : : : ; ~; see [4] and [5, Sec. 2.2]. There is even an
extension of the contour method to cases where the nondegeneracy condition (6.5.4)
is violated. Then, one computes some higher order moments
Z
1
E D E./d; D 0; 1; 2; : : : ; (6.5.7)
2i
and determines the eigenvalues from a suitable block Hankel matrix (see [4] for the
extended algorithm and for the number of additional integrals needed). Numerical
examples with more details on the algorithm may be found in [4], and applications to
the travelling waves considered here appear in [5, Sec. 6].
Another favourable feature of the method is that the errors occurring in the inter-
mediate steps (6.5.2), (6.5.3), (6.5.5), (6.5.6) are well controllable. We demonstrate
this for the operator L./ D I L with the differential operator L taken from
(6.4.11). The evaluation of the matrix E./ from (6.5.2) requires to solve inhomoge-
neous equations
L./u D v 2 L2 .R; Rm /; 2 .L/; (6.5.8)
on a bounded interval J D Œx ; xC with linear (but possibly -dependent) boundary

conditions (cf. (6.4.20))
BJ ./u WD P ./.u.x / v / C Q ./u .x / C PC ./.u.xC/ vC /

C QC ./u ./ D 0:
Such -dependent boundary matrices P˙ ; Q˙ 2 C.; R2m;m / occur with the so-
called projection boundary conditions [3] and lead to fast convergence towards the
solution of (6.5.8) as x˙ ! ˙1. The matrices are determined in such a way (see [5,
Sec. 4]) that

Y s ./ YCu ./
P ./ Q ./ PC ./ QC ./ D I2m
Y ./ƒs ./
s
YC ./ƒuC ./
u
holds for the matrices Y˙s;u ./; ƒs;u

˙ ./ determined from (6.4.22). Condition (6.4.21)
is then trivially satisfied. With these preparations, [5, Cor. 4.1] reads as follows:
Theorem 6.5.2. Let the assumptions of Theorem 6.4.3 hold except for the condi-
tion (6.4.16) on the point spectrum. Let fz 2 C W Rez > ˇg with ˇ from
(6.4.15) be a closed contour which lies in the resolvent set of the operator pencil
L./ D I L D I .A@2 C B./@ C C.//
with L from (6.4.11). Further, let vk 2 L1 .R; Rm /, k D 1; : : : ; `, be linearly

independent functions with compact support and let wj , j D 1; : : : ; p, be linearly
independent functionals on L1 .R; Rm / defined by
Z
hwj ; ui D wO j .x/> u.x/dx; wO j 2 L1 .R; Rm /; j D 1; : : : ; p:
R
Then, for J D Œx ; xC sufficiently large, the linear boundary value problem with
projection boundary conditions
L./uk;J D vkjJ in J; BJ ./u D 0
has a unique solution uk;J .; / 2 H 2 .J; Rm / for all k D 1; : : : ; ` and 2 .

Moreover, for every 0 < ˛ < ˇ, there exists a constant C > 0 such that the matrices
Z kD1;:::;`
1
E;J D hwO j jJ ; uk;J .; /iL2 .J / d ; D 0; 1; (6.5.9)
2i j D1;:::;p
satisfy the estimate
jE E;J j 6 C exp. 2˛ min.jx j; xC //; D 0; 1: (6.5.10)
Note that the integrals (6.5.9) are the quantities approximating the integrals (6.5.7)
over the unbounded domain. With the estimates (6.5.10) at hand, it is not difficult to
show that the singular values obtained in (6.5.5) and finally the eigenvalues of EL in
(6.5.6) inherit the exponential error estimate; see [5, Sec. 4].
Let us finally note that the computation of isolated eigenvalues for the linearised
operator becomes rather challenging for waves in two and more space dimensions.
We consider the contour method to be a true competitor to classical methods for
computing eigenvalues of linearisations at such profiles.
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Chapter 7
Initial value problems for nonlinear dispersive
equations at critical regularity
S. Herr
Global regularity results for nonlinear dispersive equations hinge on a thorough un-
derstanding of the Cauchy problem in spaces of functions of low regularity. This is
most challenging in scale invariant regimes as solutions interact strongly on multiple
frequency-scales. Here, some recent progress on the critical well-posedness theory
will be reviewed, with a focus on nonlinear Schrödinger and Dirac equations.1
7.1 Introduction
This is a survey on certain aspects of nonlinear dispersive equations in critical Sobolev
spaces. First, we illustrate key concepts and paradigms and explain the connection
to harmonic analysis. Second, we report on recent progress on the well-posedness
theory at the critical level of regularity and its impact on questions concerning the
longtime behaviour of solutions with a certain bias towards the results of Project
B8. The focus will be on nonlinear Schrödinger equations on compact manifolds in
Section 7.2 and the cubic Dirac equation, the Dirac–Klein–Gordon system, and the
Zakharov system in Section 7.3.
7.1.1 Scaling and conserved quantities Let us start with an example. Let p > 1
and consider the nonlinear Schrödinger equation
i @t u C u D ˙jujp 1
u; (7.1.1)
for sufficiently smooth u W I Rd ! C. The case C is called focussing, the case

is called defocusing. Often, we will study the initial value problem, where we
prescribe initial data by requiring u.0; / D f for some given f W Rd ! C. We
will be interested in a well-posedness theory for this and other initial value problems.
1 Project B8
160 S. Herr
Roughly speaking, a well-posedness theory in the Hadamard sense comprises

1. Existence of solutions for all initial data in a given space (locally in time or
globally in time),
2. Uniqueness of solutions (in a certain space),
3. Continuous dependence on the initial data (with respect to appropriate topolo-
gies),
and we will be more precise about this in the examples to follow.
If we rescale solutions u according to
u .t; x/ WD ˛ u.2 t; x/ for > 0;

2
then one easily checks that u W I Rd ! C and
i @t u Cu D ˛C2 .i @t Cu/.2t; x/ and ju jp 1

u D p˛ jujp 1
u.2 t; x/:
We conclude that
i @t u C u D ˙ju jp 1
u
iff ˛ D p 1 . Now, suppose that initial data u.0; / D f 2 HP s .Rd / is given, where
2
the (semi-)norm in HP s .Rd / is defined by

Z 12
kf kHP s .Rd / D b./j2 d
jj2s jf :
Rd
With the above choice of ˛ we compute that

2 d
ku .t; /kHP s .Rd / D p 1 Cs 2 ku.2 t; /kHP s .Rd / ;
so that the HP s .Rd /-norm is scale-invariant iff s D sc WD d2 2

p 1
, and sc is called
the critical regularity.
For reasons discussed below, we will be interested in a well-posedness theory for
initial data in the Sobolev space H s .Rd /, which is the space of tempered distributions
f with
Z 12
1
kf kH s .Rd / D 2sb ./j2d
hi jf < C1; hi D .1 C jj2 / 2 :
Rd
The scaling argument above suggests that a well-posedness theory for initial data in
the critical space H sc .Rd / is key for the analysis of the longtime behaviour. The
regime s > sc is called subcritical and the regime s < sc is called supercritical. We
do not expect a well-posedness theory in H s .Rd / in the supercritical case s < sc ,
because small times of existence for small solutions can be rescaled to large times of
existence for large solutions and this is known to be false in many problems.
Nonlinear Dispersive equations at critical regularity 161
Suppose that we are given a smooth and decaying solution u of (7.1.1). Then, one
can easily check that
Z
d d
ju.t; x/j2 dx D 0 and e.u.t// D 0
dt Rd dt
for the energy
Z Z
1 1
e.u.t// D jru.t; x/j2 dx ˙ ju.t; x/jpC1 dx;
2 Rd pC1 Rd
so that both ku.t/kL2 .Rd / and e.u.t// are constant with respect to t.
Observe that sc D 1 iff p D 1 C d 4 2 if d > 2. Further, the sharp Sobolev
embedding implies
ku.t/kLpC1 .Rd / . kru.t/kL2 .Rd /
in this case. Here and in the following we will use the notation A . B if there exists
a harmless (e.g. only depending on d and p) constant c > 0, such that A 6 cB. If
we can choose c smaller than 1 (depending on other previously fixed parameters), we
write A B. We also write A B if A . B and B . A.
From the above consideration we conclude that e.u.t// kru.t/k2L2 .Rd / , pro-
vided that kru.t/kL2 .Rd / is sufficiently small. In other words, when p D 1 C d 4 2 ,
the critical space corresponds to the energy space. Hence, this problem is called
energy-critical. Notice that, for small initial data f 2 H 1 .Rd /, in this setting a local
existence result with a time of existence depending only on kf kH 1 .Rd / yields global
existence owing to the a-priori bound on ku.t/kH 1 .Rd / coming from conservation of
the energy and the L2 .Rd /-norm. To sum up, if d > 2, the well-posedness problem
for p D 1 C d 4 2 in H 1 .Rd / is both challenging, because it is scaling-critical, and
rewarding, because it allows to exploit the energy conservation to establish global
existence (at least for small data). We remark that (7.1.1) has a Hamiltonian structure
and there are interesting special solutions, see chapter 6.3.4.
For energy-critical Schrödinger equations on Rd , even for initial data of arbitrary
size, many of the fundamental questions concerning well-posedness, scattering and
blow-up have been solved within the last decade, see e.g. the surveys by Kenig [39,
40] and the references therein.
It is obvious that Lp -estimates for solutions are crucial to derive such results.
We will discuss these estimates, often called Strichartz estimates in this context, in
Subsection 7.1.2. In Section 7.2 we will address corresponding problems for energy-
critical Schrödinger equations in a slightly different context, namely on compact man-
ifolds. Further, we will consider analogous issues for certain systems on Rd in Sec-
tion 7.3.
7.1.2 Dispersive equations and Fourier restriction Consider the linear Schrödin-
ger equation
i @t u C u D 0:
162 S. Herr
For sufficiently smooth and decaying solutions, taking the spatial Fourier transform
Z
d
u.t; / WD .2/ 2
b e ix u.t; x/ dx
Rd
yields the ordinary differential equation

i jj2 t
i @t b
u.t; / jj2b
u.t; / D 0; hence b
u.t; / D e u.0; /; for every 2 Rd :
b
The Fourier inversion theorem implies the representation formula

Z
d 2
u.t; x/ D .2/ 2 b./ d
e i t jj eix f
Rd
1 i jyj
2
D .kt f /.x/; where kt .y/ D d
e 4t :
.4 i t/ 2
Indeed, if (say) f 2 Cc2 .Rd /, one can easily check that u is a solution in the classical
sense.
More generally, let us assume that W Rd ! R is measurable and that it does not
grow faster than some polynomial. It is the symbol of the Fourier multiplier . i r/,
i.e.
1
. i r/f ./ D ./f b./:
For, say, f 2 S .Rd /, the function
Z
d
u.t; x/ D .2/ 2 b./ d DW ei t .
ei t ./ eix f i r/
f .x/
Rd
solves
i @t u C . i r/u D 0:
Important examples are
./ D jj2 (Schrödinger equation);

./ D ˙ jj (half-wave equations);
./ D ˙ hi (half-Klein–Gordon equations):
Notice that, for any s 2 R, we have
ku.t/kH s .Rd / D ku.0/kH s .Rd / for all t 2 R;

and ei t . i r/ t 2R is a group of unitary operators on H s .Rd /. What about esti-
mates in Lp -norms? This question is of particular interest with regard to nonlinear
problems, which we will discuss later. We will now explain the connection between
dispersive equations and one of the driving themes of Euclidean harmonic analysis.
In the 1960’s, Elias Stein put forward the Fourier restriction problem, see e.g. Stein’s
book [53] and Tao’s survey [57] and the references therein. The Fourier transform F b
of an integrable function F W Rn ! C is continuous and bounded, hence its restric-

b j† to a smooth hypersurface † Rn is well-defined. However, if F is square-
tion F
b j† ,
integrable instead, this is impossible due to Plancherel’s theorem. Let R† F D F
for F 2 S .Rn /. The precise question is: For 1 < p < 2 and q > 1, does there exist
C > 0, such that for all F 2 S .Rn / the estimate
kR† F kLq .†/ 6 C kF kLp .Rn / (7.1.2)
holds true? Here, we implicitly restrict to compact subsets by considering the measure
on † defined by
Z Z
h d D h˛ dHn 1; for all h 2 L1 .†/;
† †
where ˛ 2 Cc1 .Rn /, and Hn 1 denotes the .n 1/-dimensional Hausdorff measure.

Now, for G 2 C.†/,
Z Z
R† F G d D b G d
F
† †
Z Z Z
n
D .2/ 2 F .y/ eiy G./ d ./ dy D F E† G dy ;
Rn † Rn
with the so-called Fourier extension operator

Z
n
E† G.y/ D .2/ 2 eiy G./ d ./:
†
By duality and density, the Fourier restriction estimate is equivalent to
kE† GkLp0 .Rn / 6 C kGkLq0 .†/ ; (7.1.3)
for all G 2 Cc1 .†/. If † D f.; / 2 R1Cd j D ./g, d D n 1, we notice that

Z
d
E† G.t; x/ D .2/ 2 ei.t;x/../;/ G../; / d ;
Rd
provided that G is compactly supported and ˛ is chosen appropriately. We have

discussed above that u D E† G solves
i @t u C . i r/u D 0;

with initial data given as the inverse Fourier transform of G ./; . To summarise,
we have proved that estimates in space-time Lebesgue norms for solutions u are
equivalent to estimates for the Fourier restriction operator. This is of particular impor-
tance in the case q 0 D 2, in which case Strichartz made this connection and proved
164 S. Herr
such estimates for important phase functions . Let us sketch a conceptual proof
which has been developed later. We notice that
kR† k2Lp .Rn /!L2 .†/ D kE† k2L2 .†/!Lp0 .Rn / D kE† R† kLp .Rn /!Lp0 .Rn / ;
and we compute
Z
n
E† R† F .y/ D .2/ 2 b ./ d ./
eiy F
†
Z Z
D .2/ n ei.y z/ d ./ F .z/ dz
Rn †
n
D .k† F /.y/; where k† D .2/ 2 . /:
b
By stationary phase type arguments, it can be proved that

`
jb
.y/j . .1 C jyj/ 2 ;
where ` is the number of non-vanishing principal curvatures of † Rn , i.e. the

0
eigenvalues of the Hessian of . The Lp ! Lp -estimate (also mixed norm ver-
sions) now follow by interpolation and the Hardy–Littlewood–Sobolev theorem on
fractional integration. The precise range of p depends on ` 6 n 1. Estimates of this
type are commonly referred to as Strichartz estimates. The key ingredient here is the
decay estimate for the Fourier transform of the surface measure, which corresponds
to a dispersive estimate for solutions. For the paraboloid (Schrödinger equation) and
the hyperboloid (half-Klein–Gordon equation) we have ` D d , whereas for the cone
(half-wave equation) ` D d 1 due to the lack of curvature of the cone in the radial
direction.
Later, Bourgain, Wolff, and Tao, among others, found that one can also exploit
transversality of characteristic surfaces in bilinear versions of estimates for the exten-
sion operator to go beyond the above range, see [57]. We will come back to this in
Section 7.3.
We conclude this section with a first look at the Schrödinger equation on a com-
pact manifold, more precisely, on the flat square torus Td D .R=2Z/d . As above,
we see that d X 2
u.t; x/ D .2/ 2 ei.t;x/. jnj ;n/ cn
n2Z d
solves i @t C u D 0 with initial data u.0/ with Fourier coefficients .cn / . This can
be viewed as a Fourier extension operator for the discrete paraboloid † D f.; n/ 2
Z 1Cd j D jnj2 g: Again, this defines a group of unitary operators in H s .Td /.
However, in this setting, there can be no dispersive estimate implying supx ju.t; x/j !
0 as t ! 1, because this would violate ku.t/kL2 .Td / D ku.0/kL2.Td / as Td has fi-
nite measure.
Still, one can prove Lp -estimates in this setting. To a large extent, this theory has
a number-theoretic flavour. Let us look at an example, which is due to Bourgain [11]
if d > 2 and to Zygmund [61] if d D 1, and reveals the connection to estimates for
lattice points and exponential sums. Assume that cn D 0 if jnj > N for some N > 0.
We express the exponential sum for u2 as a space-time Fourier series, i.e.
X 2 2
u2 .x; t/ D .2/ d ck cn k ei.t;x/. jkj jn kj ;n/
n;k2Z d
X
d
D .2/ an;m ei.t;x/.m;n/
.n;m/2Z d C1
P
where an;m D k2Sn;m ck cn k and Sn;m D fk 2 Z d j jkj 6 N; jkj2 C jn kj2 D
mg. Plancherel’s Theorem and the Cauchy-Schwarz inequality yield
X
kuk4L4 .Td C1 / D ku2 k2L2 .Td C1/ D jan;m j2
n;m
X X ˇ 2
6 max #Sn;m ˇck j jcn kj
2
jnj62N
jmj62N 2 n2Z d m2Z;k2Sn;m
X 2
6 max #Sn;m jcn j2
jnj62N
jmj62N 2 n
Completing the squares implies that k 2 Sn;m if and only if j2k nj2 D 2m jnj2 .
Let sd .r/ denote the number of integer lattice points on the .d 1/-sphere of radius
r. We obtain 1
kukL4 .Td C1/ 6 max sd .r/ 4 ku.0/kL2 .Td / :
06r62N
This estimate and its ramifications are of fundamental importance in the analysis of
the cubic nonlinear Schrödinger equation on Td . Recall that the asymptotics for sd .r/
are part of classical analytic number theory. More recently, Bourgain and Demeter
proved the decoupling conjecture [12]. This yields another approach to Lp -estimates
in the periodic setting more akin to Fourier restriction theory which does not rely on
analytic number theory, but we will not go into details here.
7.2 Nonlinear Schrödinger equations on compact manifolds

In generalisation of Bourgain’s results [11] on tori, consider
i @t u C g u D 0 on R M; (7.2.1)
where .M; g/ is a smooth compact Riemannian manifold without boundary of di-

mension d > 2 and g the Laplace–Beltrami Operator. As described above, the
dispersive estimate cannot hold. What are the dispersive properties of solutions in
this setting? There are classical results stating that non-degenerate and stable trapped
166 S. Herr
geodesics force spatial concentration of solutions, which is a geometric obstruction

to dispersion, see e.g. [1, 49, 50] for more details. This may lead to instability results
for nonlinear Schrödinger equations [60], and the failure of Strichartz estimates.
Before we go into more detail, let us introduce some notation. Since M is com-
pact, the spectrum . g / of the Laplace–Beltrami Operator is discrete and we list
the non-negative eigenvalues 0 D 20 < 21 < : : : < 2n ! C1. For an eigen-
value 2k , let hk W L2 .M / ! L2 .M / be the spectral projector onto the corresponding
eigenspace Ek . We have the orthogonal decomposition
1
M 1
X
i t 2
L2 .M / D Ek ; and e i t g D e k hk :
kD0 kD0
P
Let P D k2N0 WN 6kP
<2N hk for dyadic numbers N D 2; 4; : : :, and P1 D
P N
k2N0 Wk <2 hk . Then, N >1 PN D Id, with the convention that we add up all
dyadic N > 1. Further, we spectrally define H s .M / D .1 g / s=2
L2 .M / with
1
X X
kf k2H s .M / D hk i2s khk f k2L2 .M / hN i2s kPN f k2L2 .M / :
kD0 N >1
where hxi D .1 C jxj2 /1=2 .
7.2.1 Strichartz estimates and well-posedness Solutions uN .t/ D ei t g PN

travel at a speed proportional N and therefore do not leave a coordinate chart within
a time proportional to N 1 . Burq–Gérard–Tzvetkov [14] used this fact to prove clas-
sical dispersive estimates on such time scales and by decomposition and Littlewood–
Paley theory recovered Strichartz estimates on the time interval Œ0; 1, up to a loss of
derivatives. To be more precise, for q2 C dr D d2 , q > 2, 2 6 r < 1,
kei t g kLqt .Œ0;1;Lrx .M // . kkH .M / ; with D q1 :
In some cases, such as tori and spheres, the order of this derivative loss can be
extenuated, by exploiting more specific information on the spectrum and the eigen-
functions.
We are interested in nonlinear Schrödinger equations in this context, say
i @t u C g u D ˙jujp 1
u on R M; (7.2.2)
and ask the questions of local and global well-posedness analogous to the discus-
sion in Subsection 7.1.1, again with a special emphasis on the energy-critical case
p D 1 C d 4 2 and d D 3, also called the quintic nonlinear Schrödinger equation.
It is immediate that for results in scale-invariant regimes one needs scale-invariant
estimates, so that a loss of derivatives in Strichartz estimates is a significant problem.
In [15, 16, 17] Burq–Gérard–Tzvetkov proved multilinear versions of Strichartz
estimates on compact manifolds. Using spectral information, such as the precise
knowledge of the spectrum and sharp (multilinear) estimates for the eigenfunctions,
some scale-invariant estimates could be recovered. In previous joint work with Tataru–
Tzvetkov [35], we found some additional almost orthogonality principles and con-
structed critical function spaces to solve the first energy-critical global well-posedness
problem on a compact manifold [35], see also [36]. In subsequent work of Ionescu–
Pausader [38], this has been extended to large initial data in the defocusing case. This
is done by an indirect argument which, among other ideas, relies on the global well-
posedness result of Colliander–Keel–Staffilani–Takaoka–Tao [23] in the Euclidean
setting.
On flat tori, the spectrum of g , consisting of sums of squares of integers, is
a rather delocalised subset of the real line. On the other hand, relative to the cor-
responding eigenvalue the eigenfunctions are quite small in L1 .M /. Spectrally, an
other extreme case is the round sphere Sd . Here, the spectrum, being a shifted se-
quence of squares of integers, is well localised, but the eigenfunctions, the spherical
harmonics, saturate the worst case L1 .M /-bound given by Weyl’s estimate. It is a
special case of a Zoll manifold, where all geodesics are closed with a common mini-
mal period. Due to results of Duistermaat–Guillemin [25] and Colin de Verdière [22],
Zoll manifolds are characterised by the fact that the spectrum of g is contained
in a union of uniformly bounded intervals centered at a shifted sequence of squares
of integers. For this class of manifolds in d D 3, local and small data global well-
posedness for the quintic nonlinear Schrödinger equation in H 1 .M / was proved in
[29] and extended to large data by Pausader–Tzvetkov–Wang [46].
Given these results, one is inclined to ask: Under which spectral assumptions
can one prove scale-invariant well-posedness results? As a starting point, consider
general flat rectangular tori M D T3 WD R3 =.21 Z 22 Z 23 Z/ for j > 0
and products of spheres M D S S2 for > 0. Spectrally, these can be viewed as
intermediate cases between T3 and S3 . Strunk [54, 55] proved local and small data
global well-posedness for the quintic equation in H 1 .T3 / similar to the rational case
[35], besides further critical results in dimension two. His proofs are based on the
one-dimensional exponential sum estimate
X
2 1 2
cn ei t n p . .1 C jJ j/ 2 p k.cn /k`2 ;
L .Œ0;2/
n2J \Z
for any bounded interval J R and fixed p > 4, which in case J D Œ1; N is
due to Bourgain [10], see also [29] and [55, Section 1.3.3] for the above version.
Around the same time, Killip–Visan [41] derived scale-invariant versions of Strichartz
estimates on irrational tori from [12], which allows for alternative proofs of critical
well-posedness results. For the defocusing quintic nonlinear Schrödinger equation
in dimension d D 3, Strunk [56, 55] extended his small data result to global well-
posedness for initial data of arbitrary size in H 1 .T3 /, using ideas of [38]. Concerning
M D S S2 small data global well-posedness was proved in joint work with Strunk
[34] in the case D 1 and in [55] in the general case > 0.
168 S. Herr
7.2.2 A conditional well-posedness theory for energy critical Schrödinger equa-

tions In all instances discussed above, it turned out that multilinear versions of
Strichartz estimates are powerful tools. More precisely, in all cases discussed above,
the following trilinear estimate played a crucial role: There exists ı > 0, such that for
all j 2 L2 .M / and N1 > N2 > N3 > 1
Y3 N 1 ı Y
3
3
ei t g PNj j . N2 N3 C kj kL2 .M / : (7.2.3)
L2 .Œ0;2M / N1 N2
j D1 j D1
We emphasise that this is a scale-invariant estimate without derivative loss in the

sense that the constant does not grow with the highest frequency scale N1 , and we
may replace any of the three factors by its complex conjugate. Concerning general
compact manifolds, we established a conditional well-posedness theory in [34] based
on the validity of (7.2.3), see also [55, Subsection 2.2.1] for a comprehensive account.
Theorem 7.2.1. Suppose that .M; g/ is a smooth Riemannian compact boundaryless

manifold, dim.M / D 3, and that (7.2.3) holds true. Then, the energy-critical nonlin-
ear Schrödinger equation (7.2.2) with p D 5 is globally well-posed for small initial
data 2 H 1 .M /.
Sketch of proof. Rewrite (7.2.2) with u.0/ D 2 H 1 .M / as the integral equation

Z t
0
u.t/ D e i t g 4
i I .juj u/.t/; I .f /.t/ D ei.t t /g f .t 0 / dt 0 :
0
The aim is to invoke the contraction mapping principle in a suitable complete metric
space X 1 .I /, which we describe next, see [35, 29, 34] and the references therein for
details. For 1 6 r < 1, a step function a W R ! L2 .M / is called a Ur g -atom, if
K
X K
X
i t g
a.t/ D 1Œtk 1 ;tk /
e ak ; kak krL2 D 1;
kD1 kD1
for a partition 1 < t0 < < tK 6 C1. The normed vector space Ur g is
defined as the corresponding atomic space. The normed vector space Vr g consists of
all right-continuous v W R ! L2 .M / such that
K
! 1r
X
kvkV r D sup kei tk g v.tk / e i tk 1 g
v.tk r
1 /kL2 < C1;
1<t0 <<tK 6C1
kD1
with the convention that v.C1/ D 0. We define X s to be the space of continuous

u W R ! H s .M / such that for any dyadic N we have PN u 2 U2 g and such that
X 12
kukX s WD N 2s kPN uk2U 2 < C1:
g
N >1
We define Y s similarly to X s by replacing U2 g by V2g . Finally, for an arbitrary inter-

val I R, we define X s .I / and Y s .I / as the corresponding restriction space, respec-
tively. Due to properties of U2 g and V2g , we have X s ,! Y s and kei t g kX s .Œ0;T // .
kkH s and
ˇ ˇ
kI .w/kX s .Œ0;T // . sup ˇhw; viL2 .Œ0;T /M / ˇ :
v2Y s .Œ0;T //
Next, we transfer the estimate (7.2.3) from free solutions to functions in Y 0 , i.e. we
prove that there exists ı0 > 0, such that for all uj 2 Y 0 and N1 > N2 > N3 > 1
Y3 N 1 ı 0 Y
3
3
PNj uj . N2 N3 C kuj kY 0 : (7.2.4)
L2 .Œ0;2M / N1 N2
j D1 j D1
This is a crucial step in scale-invariant problems and we sketch the proof devised in
[29] and [34, Section 3]. In a first step, consider atoms
Kj Kj
X X
i t g
uj D 1Œt ;t /e kj ; kkj k2L2 D 1;
k 1 k
j j
kj D1 kj D1
for j D 1; 2; 3. Then, due to

Y3 X Y3 2 12

PN uj . PN ei t g k 2 ;
j L2 .Œ0;2M / j j L .Œ0;2M /
j D1 k1 ;k2 ;k3 j D1
and the atomic structure of X 0 , the estimate

Y3 N 1 ı Y
3
3
PN uj . N2 N3 C kuj kX 0 (7.2.5)
j L2 .Œ0;2M / N1 N2
j D1 j D1
follows. It remains to extend this to Y 0 . Choosing 1 D 2 D 3 D together with

N1 D N2 D N3 D N in (7.2.3), we obtain
2
kei t g PN kL6 .Œ0;2M / . N 3 kkL2 .M / ;
and by atomic decomposition this extends to

2
kPN ukL6 .Œ0;2M / . N 3 kukU 6 :
g
Hölder’s inequality implies

Y3 3
Y
2
PN uj . .N1 N2 N3 / 3 kuj kU 6 : (7.2.6)
j L2 .Œ0;2M / g
j D1 j D1
170 S. Herr
In addition, for any fixed r > 1, by Hölder’s inequality and the Sobolev embedding
we obtain the trivial estimate
Y3
1
PN uj . jI j 2 kPN u1 kL1 L2 kPN u2 kL1 kPN u3 kL1
j L2 .Œ0;2M / 1 t x 2 t;x 3 t;x
j D1
(7.2.7)
3
Y
3
. .N2 N3 / 2 kuj kU r ;
g
j D1
which is not scale-invariant, but the constant is independent of N1 . Now, we use

an interpolation argument, based on [28, Prop. 2.20]. More precisely, we combine
(7.2.5) with (7.2.6) if N2 N3 > N1 and with (7.2.7) if N2 N3 6 N1 to obtain (7.2.4)
for any ı0 < ı. We refer to [34, p. 756] and [29] for more details on this crucial point.
Now, we are in a position to finish the proof of Theorem 7.2.1. For I D Œ0; 2/
(say), we obtain
kei t g i I .juj4u/kX 1 .I / . kkH 1 .M / C kI .juj4 u/kX 1 .I /
. kkH 1 .M / C sup jhjuj4 u; viL2 .I M / j

kvk 1 .I /61
Y
. kkH 1 .M / C kuk5X 1 .I / ;
provided that
sup jhjuj4 u; viL2 .I M / j . kuk5X 1 .I / : (7.2.8)
v2Y 1 .I /61
Due to the polynomial structure, one can prove the contraction property along the
same lines and the proof of Theorem 7.2.1 can be completed by applying the contrac-
tion mapping principle and the energy conservation in the standard way. We omit the
details.
Estimate (7.2.8) follows from
X Y5 5
Y
h PN vj ; PN v0 iL2 .I M / . kv0 kY 1 kvj kY 1 (7.2.9)
j 0
j D1 j D1
where indicates summation over all dyadic N0 ; N1 ; : : : ; N5 > 1 under the constraint
N1 > : : : > N5 . This is because Y 1 ,! X 1 , vj either denotes uj or uj , and due to
the symmetry we are free to assume the ordering N1 > : : : > N5 . Now, we outline
how to sum up the dyadic pieces, using (7.2.4). On a general manifold, there are two
contributions,
X Y5
h PN vj ; PN v0 iL2 .I M / D †1 C †2 C †3
j 0
j D1
where the sum †1 is defined by the additional constraint N2 6 N0 N1 , †2 by

N0 < N2 N1 , and †3 by N0 ; N2 N1 or N1 N0 .
Concerning †1 , the Cauchy-Schwarz inequality and the estimate (7.2.4) imply
X Y Y

j†1 j . PNj vj 2 PNj vj 2
L .I M / L .I M /
IN2 6N0 N1 j D0;2;4 j D1;3;5
X N 1 ı 0 N4 1 ı 0 Y
5
5
. N2 N3 N4 N5 C C kPNj vj kY 0
N1 N3 N0 N2
IN2 6N0 N1 j D1
5
Y
. kv0 kY 1 kvj kY 1 :
j D1
Concerning †2 , we start with an application of Cauchy–Schwarz as above, and (7.2.4)

implies
X N 1 ı 0 Y
5
5
j†2 j . N0 N3 N4 N5 C kPNj vj kY 0
N1 N3
IN0 <N2 N1 j D1
5
Y
. kv0 kY 1 kvj kY 1 :
j D1
However, we notice that in special cases of M , such as spheres or tori, there is no

contribution of †3 . In general, however, we deal with †3 by using a result on the
spectral concentration of products of eigenfunctions [16, Lemma 2.6]. Since it turns
out that this contribution is minor, we omit the details and refer to [55, p. 53f] for a
detailed exposition.
In summary, (7.2.3) is sufficient for small data global well-posedness. As a con-
sequence of the proof via the contraction mapping principle, the flow map 7! u
is real-analytic. Conversely, in this setting, it turns out that (7.2.3) with ı D 0 must
hold. More precisely, we have
Theorem 7.2.2. Fix T > 0 and consider the map F W H 1 .M / ! H 1 .M /, F ./ D

u.T /, where u is a solution of (7.2.1) with initial data u.0/ D . Assume that the
5
fifth order differential of F at the origin D 5 F .0/W H 1 .M / ! H 1 .M / is bounded.
Then, for all N1 , PN1 1 2 L2 .M / and 2 ; 3 2 H 1 .M /
kei t g PN1 1 ei t g 2 ei t g 3 kL2 .Œ0;T M / . kPN1 1 kL2 .M / k2 kH 1 .M / k3 kH 1 .M / :
Sketch of proof. Using the integral equation, we compute

D 5 F .0/.h1 ; : : : ; h5 /
Z T X
D 12i ei.T t /g H.1/ .t 0 /H.2/ .t/H.3/ .t/H.4/ .t/H.5/ .t/ dt;
0
172 S. Herr
where Hj .t/ WD ei t g hj and the sum is restricted to all permutations 2 S5 which

give rise to different pairs . .2/; .4//. Here, we used that DF .0/.h/ D eiTg h and
D j F .0/ D 0 for 2 6 j 6 4. Choosing h2 D h3 D h4 D h5 yields
X
H.1/ H.2/ H.3/ H.4/ H.5/ D 6H1 jH2 j4 C 4H1 H23 H2 :

From the boundedness of D 5 F .0/ and duality we infer

ˇZ ˇ
ˇ ˇ
ˇ D 5 F .0/.h1; h2 ; : : : ; h2 /H1 .T / dx ˇ . kh1 kH 1 kh1 kH 1 kh2 k4H 1 :
M
2
From Ref6jH1 j2 jH2 j4 C 4H1 H23 H2 g > 2jH1 j2 jH2 j4 we conclude that
Z T Z
jH1 j2 jH2 j4 dx dt . kh1 kH 1 kh1 kH 1 kh2 k4H 1 :
0 M
By polarisation, we obtain the claimed inequality. We refer to [34] for more details,
also to the earlier work [15, Rem. 2.12] in the context of cubic Schrödinger equations.

Let us reiterate that the validity of (7.2.3) has been verified for M D T3 [35],
M D S3 (and 3d Zoll manifolds) [29], M D T3 [54], and M D S S2 [34, 55].
7.2.3 Related results There are other cases which can be treated similarly. For
instance, the case of radial initial data in the 3d unit ball with Dirichlet boundary
conditions is similar to the case M D S3 , as remarked in [46] and carried out ex-
plicitly in the Master’s thesis of Frieda Wall in 2016. Also, concerning critical local
well-posedness of equation (7.2.1) for sufficiently large odd integers p, the same
strategy based on multilinear estimates applies on, say, spheres and tori, which has
been verified in Master’s theses of Jakob Herrenbrück (M D Sd ) and Magnus Winter
(M D Td ) in 2016.
Concerning the cubic nonlinear Schrödinger equation, which is energy-critical in
dimension d D 4, we remark that bilinear estimates play a similar role. With Tataru
and Tzvetkov, we established small data global well-posedness in H 1 .T4 / and certain
product spaces in [36], see also [41] for the case of the irrational torus. Arguably, the
most interesting setting is the L2 -critical cubic nonlinear Schrödinger equation in
d D 2, where no critical well-posedness result is known.
In [24], Colliander–Keel–Staffilani–Takaoka–Tao proved that there is a low-to-
high frequency cascade leading to growth of Sobolev norms beyond the energy reg-
ularity, which supports a conjecture known as weak turbulence. The construction is
based on a certain discrete model dynamical system with a Hamiltonian structure.
With Marzuola [31], we analyse certain rarefaction wave-like solutions to this system
which transfer energy from low to high frequencies.
We only mention briefly that the methods described above have been applied to
rigorously derive defocusing nonlinear Schrödinger equations from the dynamics of
quantum many-body systems in the setting of periodic boundary conditions. In a joint

paper with Sohinger [33], we establish uniqueness results for the Gross–Pitaevskii hi-
erarchy in dimensions two and three on general rectangular tori, in particular solving
an open problem put forward in [42]. Due to limitation of space, we are unable to
describe this area of mathematical physics in more detail here and we refer the reader
to [42, 33] for more details and extensive lists of references.
7.3 Nonlinear systems on Euclidean space

On Euclidean space, the small data theory for nonlinear Schrödinger equations at the
critical level of regularity is well-understood since the early nineties, see e.g. [21].
Concerning nonlinear Schrödinger and wave equations, the focus shifted towards the
longtime behaviour of large solutions. However, concerning systems of dispersive
equations exhibiting more complex nonlinear interactions, many problems regarding
critical well-posedness remain open. We will describe some of the recent progress
for systems involving nonlinear Dirac equations, the Zakharov system and related
problems.
7.3.1 Dirac equations and systems Let M > 0, d D 2; 3 and D D 2 if d D 2 and

D D 4 if d D 3. The Pauli matrices are defined as

1 0 1 2 0 i 3 1 0
D ; D ; D
1 0 i 0 0 1
and the Dirac matrices 2 CDD in the case d D 2 are given by 0 D 3 ,

1 D i 2 and 2 D i 1 , and in the case d D 3 by

0 I2 0 j 0 j
D ; D ; j D 1; 2; 3:
0 I2 j 0
They satisfy the anti-commutation relation
C D 2g ID ; .g / D diag.1; 1; : : : ; 1/:
Using the summation convention, the cubic Dirac equation for the spinor W R1Cd !
CD is given by
. i @ C M / D . N / ; (7.3.1)
where N D 0
and
denotes the Hermitian adjoint. This equation is the so-
called Soler model in quantum field theory for self-interacting Dirac fermions (e.g.
electrons) [52]. There are other relevant cubic models such as the Thirring model
and all results will hold for this, too, see [13] for explanations. The equation is
Lorentz covariant. We consider the associated Cauchy problem by prescribing initial
data .0/ in Sobolev spaces. Concerning scaling, it turns out that the equation is
d 1
H 2 .Rd /-critical.
174 S. Herr
In joint work with Bejenaru [4, 5] we proved the critical global well-posedness
and scattering results in d D 2; 3 for small initial data in the massive case M > 0, and
Bournaveas–Candy [13] established this in the massless case M D 0. We summarise
these developments as follows.
Theorem 7.3.1. Let M > 0 and d D 2; 3. The cubic Dirac equation is globally
d 1
well-posed for small initial data in H 2 .Rd / and these solutions scatter to free
solutions as t ! ˙1.
Let us briefly mention selected previous results. Local well-posedness was ob-
tained in H s .R3 / for s > 1 (subcritical range) by Escobedo–Vega in [26], global
well-posedness and scattering was proved by Machihara–Nakanishi–Ozawa [43] for
small initial data in H s .R3 /, s > 1 as well as for small initial data in H 1 .R3 / with
some regularity in the angular variable in [44]. In d D 2, local well-posedness in
H s .R3 /, s > 21 was obtained by Pecher [47]. We refer to [4, 5] for more references.
The idea of proof is the following: First, the system is reduced to a system of
half-Klein–Gordon equations with null structure in the nonlinearity. Second, global
in time nonlinear estimates are derived which allow to invoke the contraction map-
ping principle. The key ingredient here are certain endpoint Strichartz and energy
estimates in adapted systems of coordinates. We now describe the ideas, focusing on
the easier case d D 3. By rescaling, it suffices to consider M D 1.
Multiplying equation (7.3.1) from the left by the matrix 0 DW ˇ leads to
i.@t C ˛ r C iˇ/ D . N /ˇ
where ˛ j D 0 j and ˛ r D ˛ j @j . Here, the operator ˛ r C iˇ is defined via the
symbol ˛ C ˇ. Due to .˛ C ˇ/2 D .jj2 C 1/I , the matrix ˛ C ˇ has the
eigenvalues ˙hi. Let …˙ ./ denote the projections onto the eigenspaces and …˙
the Fourier multiplier operator. This leads to the equivalent system
.i @t C hri/ C D …C .. N /ˇ /;
(7.3.2)
.i @t hri/ D … .. N /ˇ /
for ˙ D …˙ , D …C C … .
Next, we will discuss the issue of Strichartz estimates for half-Klein–Gordon
equations. Let U.t/ D ei t hri . The endpoint estimate
kUkL2 .R;L1 3
x .R //
. kkHP 1 .R3 /
t
fails to hold, as for the wave equation, even if b is localised to some dyadic annulus
Aj D f 2 R3 j jj 2j g. Let .j /j 2N0 be a smooth partition of unity subordinate
to .Aj /j 2N0 , where A0 is the full unit ball, and Pj the associated Fourier localisation
operator. In oder to deal with cubic nonlinearities we construct a useful replacement.
As discussed in Section 7.1, we need to understand the decay properties of the kernel
Z
Kj .t; x/ D 1
e˙i.t;x/.hi;/ 2j ./ d D 2j H .t; x/;
R3
of .Pj U / Pj U , where H is the hyperboloid. H has 3 non-vanishing principal cur-

vatures, but for 2 Aj the radial curvature is proportional to 2 2j only. This implies
3
jKj .t; x/j . 23j .1 C 2j jtj/ 1 and jKj .t; x/j . 24j .1 C 2j jtj/ 2 . For any > 0,
this yields kKj kL1 L1
x
. 22j.1C/ and
t
kUkL2 .R;L1 .R3 // . kkHP 1C .R3 / ;

t x
which is not scale invariant.

This can be improved substantially by introducing new coordinates, similar to the
ideas of Tataru in the context of the wave maps problem [58]. Let Kj be a covering
of S2 by approximately 22j maximally separated caps of radius 2 j and center
!./ and corresponding cone , and let . /2Kj be a subordinate smooth angular
b
partition of unity, and P D b. Consider the angularly localised kernel
Z
Kj; .t; x/ D ei.t;x/.hi;/ 2j ./ ./ d:
R3
Let D j D h2 j i, ! D !./ and ‚;! D hi 1 .; !/, ‚? ;!

D hi 1 . 1; !/,
and t D ‚; .t; x/; x1 D ‚? ;
.t; x/ and .t ; x / the associated orthogonal
coordinates. For any fixed N 2 N, we obtain for 2 2j j.t; x/j jt j
jKj; .t; x/j .N 2j .1 C 2j jt j/ N
which implies kKj; kL1 1. 1, from which we obtain the desired Strichartz type
t Lx
estimate: For all j > 0, 2 Kj and 2 L2 .R3 / s.th. supp.b

/ Aj we have
X
kUP kL2 L1 . kkHP 1 :
t x
2Kj
In addition, there are corresponding energy estimates in these coordinates: If b

has
angular support in another cap 0 and 2 j ˛ D dist.; 0 /, then
1
kUkL1 L2x . ˛ kkL2
t
In the case d D 2, this is much more difficult, as L2t L1 x is the forbidden endpoint
for the Schrödinger equation. The strategy is to fix a finite time horizon T > 0 and
prove estimates in T -dependent norms, uniformly in T , similar to the Schrödinger
maps problem [9]. We omit the details and refer to [5] instead.
Now, we come back to the nonlinear system (7.3.2). The nonlinearity exhibits a
so-called null structure. It damps down products of waves with parallel frequencies,
similar to other nonlinear wave equations arising e.g. in general relativity and geo-
metric wave equations. Using the anti-commutativity relations of the Dirac matrices,
one can show that
1 1
…˙ ./… ./ D O .†.; // C O .hi C hi /
176 S. Herr
One then constructs function spaces N ˙ , S ˙ such that
k…˙ kS ˙ . k…˙ .0/kH 1 .R3 / C k.i @t ˙ hri/…˙ kN ˙

3
Y
k…˙ .h…˙ 1 ; ˇ…˙ 2 iˇ…˙ 3 /kN ˙ . k…˙ m kS ˙
mD1
The function spaces have several components

P and a multiscale structure. S ˙
Cb .R; H .R // is such that k kS ˙ D j >0 22j kPj k2 ˙ . Let us take a glimpse
1 3 2
Sj
at its structure if d D 3: One property is that
X n o
2 2j kP k2L2 L1 C kP k2L2 1 . k k2 ˙
t x t Lx Sj
2Kj
and, if the modulation of is small enough and ` 6 j 10,

X n o
kP 0 k2L1 L2 C sup 2 2` kP 0 k2L1 L2 . k k2 ˙ :
t x 2K` t x Sj
0 2K `
dist.; 0 /2 `
Let us describe some aspects of the proof, in particular a crucial bilinear estimate.
1
Suppose that supp. m .t// fjj 2jm g, 2j1 6 2j2 . Then,
kh…˙ 1 ; ˇ…˙ 2 ikL2 .RR3 / . 2 j1 k 1 kS ˙ k 2 kS ˙ : (7.3.3)

j1 j2
`j
To prove this, we decompose the spinors on the Fourier side into caps of radius 2 ,
for 2`1 2`2 . 2j1 . Due to orthogonality, it suffices to prove
X
kh…˙ P1 1 ; ˇ…˙ P2 2 ikL2 . 2j1 `1 k 1 kS ˙ k 2 kS ˙
j1 j2
.1 ;2 /2D`1 ;`2
where D`1 ;`2 is the set

`1 `1
f.1 ; 2 / 2 K`1 K`2 j dist.1 ; 2 / 2 or . 2 if `1 j1 g:
Consider 1 ; 2 of low modulation and 2`1 2`2 2j1 only. The null-structure
yields, ignoring terms of lower order,
X
kh…˙ P1 1 ; ˇ…˙ P2 2 ikL2
.1 ;2 /2D`1 ;`2
X X
`1
. 2 kP1 \ 1 kL2 L1 kP2 2 kL1 L2
t x t x
.1 ;2 /2D`1 ;`2 2Kj1
which implies (7.3.3) in this case. Given the bilinear estimate (7.3.3), it requires more
work to establish the contraction property, but we do not go into further detail here.
Instead, let us briefly discuss some related problems. First of all, the model (7.3.1)
is also interesting in d D 1 and critical global well-posedness has been established in
[18]. Very recently, Candy–Lindblad [20] proved a modified scattering result in this
case.
The Dirac equation can be coupled to other equations, which is relevant in physics
and gives rise to mathematical challenges. For instance, the Dirac–Klein–Gordon
system is a basic model of proton-proton interactions (one proton is scattered in a
meson field produced by a second proton) or neutron-neutron interaction. It is
i @ CM
D ;
(7.3.4)
C m D N :
2
We will study the Cauchy problem with initial condition

. ; ; @t /jt D0 D . 0 ; 0 ; 1 /: (7.3.5)
The masses M; m > 0 play an important role, as they determine the structure of the
set of resonances.
Fix the space dimension d D 3. The scale-invariant space is
1 1
L2 .R3 I C4 / HP 2 .R3 I R/ HP 2 .R3 I R/:
In a joint work with Bejenaru [6], we obtain a result in the full subcritical range.
Theorem 7.3.2. Assume that > 0 and 2M > m > 0. Then, (7.3.4) is globally
well-posed for small initial data
1 1
0 2 H .R3 I C4 /; .0 ; 1 / 2 H 2 C .R3 I R/ H 2 C .R3 I R/
and these solutions scatter to free solutions for t ! ˙1.
The condition 2M > m > 0 guarantees that there are no nontrivial resonances.
The proof is based on Fourier-localised Strichartz estimates. Further, we exploit the
null-structure of this system, which is akin to the one described above for the cubic
Dirac equation, in conjunction with a careful analysis of the set of resonances.
In joint work with Candy [19], we work in scale-invariant subspaces of the critical
space, where we impose additional angular regularity via the vector fields
ij D xi @j xj @i :
In [19] we prove the following.
7
Theorem 7.3.3. Let 2M > m > 0 and > 0, or m > 2M > 0 and > 30 . Then,
the system (7.3.4) is globally well-posed, provided that the initial data satisfy

hi . ; ; / 1 1 1;
0 0 1 2 2L H 2 H
and these solutions scatter to free solutions as t ! ˙1.

178 S. Herr
Here, we allow for resonances in the regime m > 2M > 0. These lead to slow
oscillations in the Duhamel integral, hence to weaker decay. However, we observe
that in resonant interactions the characteristic surfaces intersect transversally. The
key idea now is to use a novel version [19] of the bilinear Fourier restriction theory
[57], which allows to prove that for any 32 < p 6 2,
p4 2
kU1 U2 kLp .R1C3 / . k1 kL2 .R3 / k2 kL2 .R3 /
˛
provided that supp c b b
j fjj g, †.supp 1 ; supp 2 / ˛. For certain p, such es-
timates also follow from Hölder’s inequality and standard Strichartz estimates (only
relying on curvature), but the above goes beyond this in the sense that one can choose
smaller p. In fact, in [19] we prove such estimates for more general surfaces un-
der appropriate transversality, curvature and regularity assumptions. Furthermore,
we prove that these estimates extend to V 2 -perturbations of free solutions, which is
important for an application to nonlinear systems.
The problem (7.3.4) is also of interest in other spatial dimension. In particular, in
dimension d D 1, its local well-posedness theory is quite well-understood. Recently,
Selberg–Tesfahun [51] proved that solutions are real analytic. One of the most chal-
lenging open problems seems to be the longtime behaviour of solutions in dimension
d D 2, as the decay of free solutions marks the border of short-range and long-range
scattering.
Finally, let us mention a couple of related results obtained in our group. A more
complex system is the Yang–Mills equation. Here, one needs to fix a gauge. With re-
fined Fourier-analytic methods Tesfahun [59] recently proved a local well-posedness
result in the Lorenz gauge below the energy regularity.
Simpler models are semi-relativistic Hartree equations
p
. i @t C m2 /u D .V juj2 /u
with Coulomb or Yukawa potential V .x/ D e jxj jxj 1 and mass m > 0, where
denotes spatial convolution. Formally, they can be obtained by ignoring the vec-
tor structure in (7.3.4) and the second order time derivatives in the Klein–Gordon
equation.
With Lenzmann [30], we obtain sharp results on local well-posedness for radial
and for non-radial initial data in dimension d D 3. With Tesfahun [37] we extended
this to small data global well-posedness and scattering for the Yukawa potential ( >
0), while it has been shown by Pusateri [48] that there is modified scattering for the
Coulomb potential D 0. We would like to refer to [30, 37] and the references
therein for a more complete account on this equation.
7.3.2 Waves in plasmas In this subsection, we will review recent results on the
Zakharov system
i @t u C u D nu
(7.3.6)
@2t n n D juj2
with an initial condition
.u; n; @t n/jt D0 2 H s .Rd / H .Rd / H 1

.Rd /:
This system is a simplified model for Langmuir oscillations in a plasma, where

u W R1Cd ! C denotes the (scalar) electric field envelope and n W R1Cd ! R
the ion density fluctuation. Due to the coupling of a Schrödinger and a wave equa-
tion, there is no scaling heuristic to determine critical regimes. In previous joint work,
we established well-posedness results in d D 2 [7] and in d D 3 [3] in low regular-
ity spaces which were optimal in some sense. Recently, normal form methods have
been successfully applied in dimension d D 3 by Guo and Nakanishi to prove global
well-posedness and scattering in the energy space. From a scaling point of view, the
space dimension d D 4 is the most interesting. In a joint paper with Bejenaru–Guo–
Nakanishi [2], we proved small data global well-posedness and scattering results in
dimension d D 4. Further, we extended the region of local well-posedness sig-
nificantly. In the Master’s theses of Anne Rubel and of Melissa Meinert in 2016
this could be extended to other dimensions and was partly checked for optimality by
showing unboundedness of the flow map in certain regimes.
A recent joint paper with Schratz [32] goes in a different direction. We construct
a numerical time-discretisation scheme for the Zakharov system and prove its conver-
gence (with rates) without imposing a so-called CFL-condition, i.e. without assuming
that the solutions have compact Fourier-support for all times. The proof of conver-
gence is challenging in this setting because there is a derivative in the nonlinearity.
A model to describe the unidirectional propagation of waves in a magnetised
plasma is the Zakharov–Kuznetsov equation
@t u C @3x u C @x y u D @x .u2 / ; .x; y/ 2 R Rd 1

; (7.3.7)
with initial condition

u.0/ D 2 H s .Rd /
for d D 2; 3. It is a generalisation of the Korteweg-de Vries equation to higher
dimensions. In a joint work with Grünrock [27], we proved a local well-posedness
result if d D 2, and shortly after, Molinet–Pilod proved further results in d D 2
and global well-posedness in some Besov space in d D 3 in independent work [45].
However, this simple model will provide further challenges for the future, mostly due
to the fact the the set of resonances is quite complex.
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Chapter 8
Variational solutions to nonlocal problems
M. Kaßmann
We present recent results on nonlocal operators acting on real-valued functions that

are defined on subsets of Rd . The operators under consideration exhibit a fractional
order of differentiability and have attracted a lot of attention in the last twenty years.
It turns out that several ideas and approaches developed for the study of partial dif-
ferential operators of second order can be applied after suitable modifications. In
this report, we explain similarities and differences with regard to the well-established
theory for differential operators of second order. We concentrate on stationary linear
symmetric operators in variational form.1
8.1 Introduction
An operator L acting on functions from Rd to R is called local if, for every function
u in the domain of L, the support of Lu is contained in the support of u. Examples
of local operators are u 7! jruj and u 7! u. An operator L is called nonlocal if
it is not local. Convolution operators provide simple examples of nonlocal operators.
Here, we will study a small class of nonlocal operators only. We require them to be
linear and unbounded on L2 .Rd /. Furthermore, we assume the operators L under
consideration to satisfy the global maximum principle, i.e., we assume Lu.x/ 6 0
to hold, whenever the function u has a global maximum in x 2 Rd . A prominent
example of such operators is the fractional Laplace operator . /˛=2 for 0 < ˛ < 2.
For functions u 2 Cc1 .Rd /, it can be defined via
4
. /˛=2 u./ D jj˛b
u./ . 2 Rd /: (8.1.1)
For our purposes, it is very convenient that there is a different representation of
. /˛=2 as an integrodifferential operator. For u 2 Cb2 .Rd / and x 2 Rd , one has
Z
˛=2 u.x C h/ u.x/
. / u.x/ D C˛;d lim dh
"!0 Rd nB" jhjd C˛
Z
u.y/ u.x/
D C˛;d p: v: dy
Rd jy xjd C˛
C˛;d Z u.x C h/ 2u.x/ C u.x h/
D dh :
2 Rd jhjd C˛
1 Projects A8, A10
184 M. Kaßmann
The constant C˛;d can be chosen such that (8.1.1) holds true. It turns out that C˛;d
˛.2 ˛/ for ˛ 2 .0; 2/. This representation formula has been known for a long time;
[34].
We mainly will be concerned with nonlocal operators of the form
Z
Lu.x/ D p: v: .u.y/ u.x//k.x; y/ dy .x 2 Rd /; (8.1.2)
Rd
where k W Rd Rd ! Œ0; 1 is a symmetric function. Note that one needs to be

careful when writing (8.1.2) because the principal value integral might not exist for
smooth functions u if k is not chosen accordingly. It is important to note that for
several choices of k, the operator L as in (8.1.2) can be realised with the help of the
Fourier transform, i.e., one obtains
bLu./ D .x; /b
u./ . 2 Rd / (8.1.3)
for u 2 Cc1 .Rd /. Here, is a space dependent multiplier, cf. [24].
Since we do not want to assume smoothness of k, and since we want to establish
local regularity results, we do not make use of the representation by the Fourier trans-
form. Pseudodifferential operators as in (8.1.3) have been studied for several decades.
For the study of such operators in (bounded) domains, the recent article [20] provides
several references. Our approach is based on energy forms. Note that, for real-valued
functions u; v 2 Cc1 .Rd /, one has
Z C˛;d Z Z .u.y/ u.x//.v.y/ v.x//
˛=2
. / uv D dy dx
Rd 2 Rd Rd jy xjd C˛
DW Œu; vH ˛=2 :
Note that Œu; uH ˛=2 is the seminorm in the Sobolev–Slobodeckij space H ˛=2 .Rd /
with differentiability order ˛2 . This bilinear form is a very special instance of forms
introduced in (3.2.1) of Chapter 3. We will not Rinvestigate the limit ˛ % 2, but we
remark that Œu; uH ˛=2 converges to Œu; uH 1 D Rd jruj2 if u is sufficiently regular.
The analogous result holds for subsets of Rd as shown in [5], [29] and [12].
The nonlocal operators considered here have a strong connection to Markov jump
processes. We do not dwell on this connection in this chapter but note that Markov
jump processes of the same type are central objects in Chapter 3 and Chapter 4.
In short, the nonlocal operators arise as generators on L2 .Rd / or Cb .Rd / of the
semigroups that are generated by the stochastic process. In the translation invariant
case, e.g., in the case of (8.1.2) with k.x; y/ D e k.x y/ for some function e k, the
corresponding jump processes are Lévy processes [39]. An important subclass is
provided by ˛-stable processes, which—in the simplest case—are generated by the
fractional Laplace operator as defined above. Basic definitions and contributions to
the potential theory can be found in [3]; see also the references in [4].
Beside Markov jump processes, there are many topics which would fit well into
the framework of this report but are not covered, e.g., stationary linear nonlocal sym-
metric operators in variational form. We do not mention questions related to minimal
Variational solutions to nonlocal problems 185
surfaces and the fractional perimeter. Moreover, we do not study semilinear equa-
tions, which have attracted attention recently; see the references in [40, 42, 33, 16,
32]. Last, let us mention that nonlocal variational problems arise also in the study of
models in peridynamics; see [30, 13, 31].
8.2 Variational solutions to the Dirichlet problem

In this section, we provide the basic setup of nonlocal variational problems of frac-
tional order. We explain the approach by Hilbert space methods and concentrate on
function spaces. The order of differentiability is given by a number ˛ 2 .0; 2/. Recall
that the Sobolev–Slobodeckij space H ˛=2 .Rd / is defined as the subspace of functions
v 2 L2 .Rd / such that the seminorm
Z Z
2 .v.y/ v.x//2
ŒvH ˛=2 D ˛.2 ˛/ dy dx (8.2.1)
Rd Rd jx yjd C˛
is finite. The corresponding bilinear form is denoted by Œ; . The constant ˛.2 ˛/
in (8.2.1) is important only when considering the limiting behaviour as ˛ & 0 or
˛ % 2. When considering domains Rd , the following subspaces are of interest.
Definition 8.2.1. Assume Rd is open. Let m be the measure on Rd defined by

dx
m.dx/ D .1Cjxj/ d C˛ .
(i) The function space H˛=2 .Rd / is defined as the subspace of all v 2 H ˛=2 .Rd /
such that vjRd n D 0.
(ii) The linear space V ˛=2 .jRd / consists of all v 2 L2 .Rd ; dm/ such that
Z Z
.v.y/ v.x//2
dy dx < 1:
Rd jx yjd C˛
The space has been used in several papers and has systematically been intro-
duced in [18], see the references in [18], [6] and in [1]. It is not hard to see that
H˛=2 .Rd / and V ˛=2 .jRd / are separable Hilbert spaces. If a function u belongs to
V ˛=2 .jRd /, then the bilinear form
Z Z
.u.y/ u.x//.v.y/ v.x//
.u; v/ 7! dy dx
Rd R d jx yjd C˛
is finite for every test function v 2 H˛=2 .Rd /. In a certain sense, the space H˛=2 .Rd /
is a nonlocal resp. fractional analogue of H01 ./, whereas R V
˛=2
.jRd / corresponds
1
to H ./ when considering classical local energy forms jruj2 . A particular prop-
erty of V ˛=2 .jRd / is that it encodes regularity across the boundary @.
186 M. Kaßmann
Example 8.2.2. Assume D B1 .0/ Rd . For ˇ 2 R, define g W Rd ! R by

(
.jxj 1/ˇ ; if 1 6 jxj < 2;
g.x/ D
0; elsewhere:
˛ 1
Then, g 2 V ˛=2 .jRd / if and only if ˇ > 2
.
Note that the condition v 2 H˛=2 .Rd / carries some regularity information about
the behaviour of u across the boundary, too. The finiteness of the term
Z Z
v 2 .x/ jx yj d ˛ dy dx
Rd n
implies, provided @ is sufficiently regular,

Z
v 2 .x/ dist.x; @/ ˛
dx < 1:

This resembles the classical Hardy inequality for functions v 2 H01 ./.
We are now in the position to formulate the concept of weak solutions for nonlocal
operators. Assume that k W Rd Rd n diag ! Œ0; 1/ is a measurable function that
satisfies k.x; y/ D k.y; x/ for all x; y 2 Rd together with
.2 ˛/ƒ 1 .2 ˛/ƒ
6 k.x; y/ 6 .x; y 2 Rd / (8.2.2)
jx yj d C˛ jx yjd C˛
for some constant ƒ > 1. We define an operator u 7! Lu by
Z
Lu.x/ D p: v: .u.y/ u.x//k.x; y/ dy
d
ZR (8.2.3)
D lim .u.y/ u.x//k.x; y/ dy
"!0 Rd nB .x/
"
for all functions u W Rd ! R for which the principal value integral exists. In the case
k.x; y/ D jx yj d ˛ , the integral exists for every x 2 Rd if u 2 Cb2 .Rd /. In the
same informal way, we define the carré du champ operator and the corresponding
bilinear form E as follows,
1
.u; v/ D .L.uv/ uLv v Lu/
2Z
1
D .u.y/ u.//.v.y/ v.//k.; y/ dy;
2 Rd
Z
E .u; v/ D .u; v/.x/ dx:
Rd
Note that symmetry of k and (8.2.2) do not imply that the expression Lu.x/, as
defined above, exists if u is smooth, say u 2 Cc1 .Rd /.
Definition 8.2.3. Assume that Rd is open. Assume f belongs to the dual space
˛=2 ˛=2
H .Rd / . We say that a function u 2 H .Rd / is a weak solution to
Lu D f in
if
E .u; '/ D .f; '/ 8' 2 H˛=2 .Rd /:
Given the operator L and a function f W ! R, the task to find a function

u W Rd ! R with the properties
Lu D f in
(8.2.4)
u D 0 on Rd n
is called Dirichlet problem with complement data zero. The definition above pro-
vides the notion of weak solutions for this problem. On the one hand, the concept of
weak solutions is important because it allows to study the equation Lu D f even if
Lu.x/ does not exist. On the other hand, weak solutions naturally appear when study-
ing minimisers of variational functionals. Good early sources on the Dirichlet prob-
lem for nonlocal operators in domains include [21, 23]. Define I ˛=2 W H˛=2 .Rd / !
R by
Z Z
1
˛=2
I .v/ D .v.y/ v.x//2 k.x; y/ dy dx .f; v/ :
4 Rd Rd
Proposition 8.2.4.
(i) Every minimiser of I ˛=2 satisfies (8.2.4) in the weak sense.
(ii) If is bounded, then there is a unique minimiser of I ˛=2 .
The proof of this result is standard. For the proof of (i), one considers the map
t 7! I ˛=2 .u C t'/ for a minimiser u and some ' 2 H˛=2 .Rd /. When rewriting
d ˛=2
I .u C t'/jt D0 D 0;
dt
one obtains E .u; '/ D .f; '/, which is a weak formulation of (8.2.4). The proof of (ii)
makes use of the fact that the bilinear form E is coercive on H˛=2 .Rd /. This property
˛=2
itself follows from a nonlocal Poincaré–Friedrichs inequality. For v 2 H .Rd /,
one has
Z Z Z Z
2 2
E .v; v/ D .v.y/ v.x/// k.x; y/ dy dx C 2 v .x/ k.x; y/dy dx
Rd n
Z
> c1 v 2 .x/ dx;

188 M. Kaßmann
where c1 > 0 is a constant, which depends on and on ˛ 2 .0; 2/. One can modify
the proof such that c1 is independent of ˛ for ˛ > ˛0 > 0, but that is a bit tricky.
Let us formulate the weak solution concept for the inhomogeneous Dirichlet prob-
lem, i.e., with prescribed data on the complement of the domain Rd under
consideration.
Definition 8.2.5. Assume that Rd is open. Assume f 2 H˛=2 .Rd / together

with g 2 V ˛=2 .jRd /. We say that a function u 2 V ˛=2 .jRd / is a weak solution
to
Lu D f in ;
u D g on Rd n
˛=2
if u g 2 H .Rd / and
E .u; '/ D .f; '/ 8' 2 H˛=2 .Rd / :
We refer the reader to [18] and to [15] for the setup of the Dirichlet problem and the
study of related nonlocal extension and trace theorems. The issue of trace theorems
is a bit special because, in the nonlocal context, “traces” are not supported on lower
dimensional subsets. The “trace space” corresponding to the space V ˛=2 .jRd / is
the space of all functions v 2 L2 .Rd n ; dm/ such that the quantity
Z Z
.v.x/ v.y//2
dx dy
c c .jx yj C ıx C ıy /d C˛
is finite, where ız D dist.z; ı/ and Rd is a bounded domain with a Lipschitz-

continuous boundary. Extension results and “trace” properties are established in [15].
Note that, in this report, we do not address the tedious question of regularity
of solutions up to the boundary of the domain under consideration. The approach
via Fourier analysis is explained in [20]. The boundary Harnack inequality for the
fractional Laplace is established in [2, 44]. Boundary regularity has been approached
for a large class of nonlocal operators using the concept of viscosity solutions; see [35,
38, 36, 37]. There are many results on boundary regularity available for classes such
as generators of subordinate Brownian motion or unimodal Lévy processes.
Let us remark that parabolic equations, i.e., equations of the form
@t u Lu D f;
can be dealt with in a similar way. In this report, however, we concentrate on station-
ary equations. Hölder regularity results for variational solutions to parabolic nonlocal
problems have been established in [7] and [17], where the first article also treats non-
linear problems and the second one provides a robust result, which is truly local. For
corresponding results for fully nonlinear equations and viscosity solutions, see [9]
and the references in [9] and [28].
8.3 Ellipticity and coercivity of nonlocal operators

In the previous section, we have introduced the operator u 7 ! Lu, given by
Z
Lu.x/ D p: v: .u.y/ u.x//k.x; y/ dy; (8.3.1)
Rd
where k was assumed to be symmetric and to satisfy (8.2.2). We have chosen this
framework because it is quite simple but still wide enough for several interesting
phenomena to occur. In this section, we comment on possible modifications of this
setup.
Condition (8.2.2) can be understood as imposing “bounded uniformly elliptic co-
efficients”. For given ˛ 2 .0; 2/, the condition implies
E .u; u/ Œu; u2H ˛=2.Rd / .u 2 Cc1 .Rd // ; (8.3.2)
i.e., the ratio of the two quantities is bounded from above and below by some positive
constants independent of u. The operator L as given by (8.3.1) is special because,
for fixed x, the integral is taken with respect to a measure k.x; y/dy, which has a
density with respect to Lebesgue measure. There are several applications of nonlocal
operators, where one studies more general measures. Thus, it is desirable to consider
measures .x; dy/ instead of k.x; y/dy. We consider only the symmetric case. Re-
call that a family of measures .x; dy/ is called symmetric if for all measurable sets
A; B Rd
Z Z Z Z
.x; dy/ dx D .x; dy/ dx:
A B B A
Let us formulate a stronger condition than (8.3.2) that takes into account all spatial
scales. Given .x; dy/, a set M Rd and a function v 2 L2 .M /, we set
Z Z

EM .v; v/ D .v.y/ v.x//2 .x; dy/dx :
M M
The following condition turns out to be important: There is a constant A > 1 such
that for every ball B Rd and every v 2 L2 .B/
Z Z
.v.y/ v.x//2
A 1 EB .v; v/ 6 dy dx 6 A EB .v; v/ : (8.3.3)
B B jy xj d C˛
Property (8.3.3) ensures several important regularity results for solutions to nonlo-
cal equations such as Hölder regularity estimates. In this section, we will study the
question whether and how (8.2.2) can be relaxed without losing the property (8.3.3).
Since the quantities of (8.3.3) are defined with the help of double integrals, there is
ample space for generalisations. Here is a first example.
190 M. Kaßmann
ˇ P
Example 8.3.1. Assume V D fx 2 Rd ˇ jxd j2 > idD11 jxi j2 g. Let k be symmetric
with
ƒ 1 .2 ˛/ ƒ.2 ˛/
1 .x y/ 6 k.x; y/ 6 .x; y 2 Rd a:e:/
jx yjd C˛ V jx yjd C˛
for some ƒ > 1; ˛ 2 .0; 2/. Set .x; dy/ D k.x; y/dy. Then, (8.3.3) holds true.
One can prove the assertion in the example as follows. For every pair .x; y/ for which
k.x; y/ equals zero, there is a point z 2 Rd with jz xj jz yj such that both
k.x; z/ and k.z; y/ are comparable with jx yj d ˛ . Thus, one can prove (8.3.3) in
this case using a simple chaining argument and the Fubini theorem. It is possible to
relax the bound in (8.2.2) significantly further, still keeping (8.3.3). For example, the
cone V could be assumed to depend on the respective pair .x; y/. Then, the problem
becomes related to the study of the Boltzmann equation; compare with [22]. The
connection of kinetic equations and regularity questions for nonlocal operators seems
to be very promising.
Many interesting cases of operators
Z
L u.x/ D p: v: .u.y/ u.x// .x; dy/; (8.3.4)
Rd
d
R .x; dy/ .dy fxg/, where is a Borel measure on R n f0g such
satisfy
that min.1; jhj2 / .dh/ is finite. Here, the symbol denotes comparability after
integrating arbitrary non-negative measurable functions. Note that, for every operator
u 7! L u of the form
Z

L u.x/ D p: v: .u.x C h/ u.x// .dh/;
Rd
there is a corresponding Lévy jump process. The quantity .A/ describes the number
of jumps of this process from x into the set x C A within a unit time interval; see [39].
An interesting example is given by .dh/ D m.dh/ with
d
X Y
1 ˛
m.dh/ D jhi j dhi ıf0g .dhj / : (8.3.5)
i D1 j ¤i
Note that m only charges those sets which have an intersection with one of the axes
in Rd . If L is as in (8.3.4) with .x; dy/ D m.dy fxg/ and m as in (8.3.5),
the corresponding energy form E again can be shown to satisfy the comparability
condition (8.3.3), cf. Theorem 8.3.2. The weaker condition (8.3.2) can be verified
by looking at the Fourier transform. For the above choice of , for functions u 2
Cc1 .Rd / and 2 Rd ,
X
d
b
.Lm u/./ D c˛ ji j˛ b
u./ (8.3.6)
i D1
P
for some appropriate constant c˛ > 0. Since the multiplier diD1 ji j˛ is compara-
ble with jj˛ , the comparability result (8.3.2) for the quadratic forms follows. The
approach by the Fourier transform is not helpful if one wants to verify (8.3.3). Let
us mention that the general
R case .x; dy/ .dy fxg/ with a Borel measure on
Rd n f0g satisfying min.1; jhj2 / .dh/ < 1 is challenging and several interesting
questions are open until now.
We have seen two examples of families ..x; dy//x2Rd that are not absolutely
continuous with a density satisfying (8.2.2), but they still lead to (8.3.3). It is a chal-
lenging task to find a natural condition on , which is as general as possible, still
allowing for (8.3.3). Let us explain a recent result in this direction. We recall that a
measure on Rd is called an ˛-stable measure for ˛ 2 .0; 2/, if
Z Z 1
.E/ D ˛.2 ˛/ 1E .r /r 1 ˛ dr .d /
Sd 1 0
for every Borel set E Rd , where is some finite measure on S d 1 ; see [39]
for details. The measure is called nondegenerate if the span of supp ./ equals the
whole space Rd . The following theorem provides satisfactory sufficient conditions
for (8.3.3). It is a special case of one of the main results in [14].
Theorem 8.3.2. Let D ..x; dy//x2Rd be a symmetric family of measures on Rd

and ˛ 2 .0; 2/. Let be a nondegenerate ˛-stable measure. Assume that, for some
ƒ > 1,
Z Z Z
1
ƒ f .x; x C z/ .dz/ 6 f .x; y/ .x; dy/ 6 ƒ f .x; x C z/ .dz/;
(8.3.7)
holds true for every x 2 Rd and every measurable non-negative function f . Then
(8.3.3) holds true.
8.4 (Weak) Harnack inequalities, and Hölder regularity

In this section, we study local regularity results for nonlocal operators. We explain
analogies and differences between the cases of local and nonlocal operators. We
assume L to be given as in (8.2.3), with condition (8.2.2) in place.
One key local regularity result in the study of partial differential equations is the
Harnack inequality. Assume and 0 are open bounded subsets of Rd with 0 b .
Then there is a positive constant c1 such that, for every function u W ! R which is
positive and harmonic in , the following holds,
u.x/ 6 c1 u.y/ .x; y 2 0 / : (8.4.1)
The Harnack inequality holds not only for harmonic functions, i.e., for the Laplace
operator, but for a large class of elliptic differential operators. An important example
192 M. Kaßmann
is the operator u 7! @x@ .aij ./ @x@ u/, where the functions aij W Rd ! R are bounded
i j
and the matrix .aij / is uniformly positive definite. For purposes of regularity theory, a
weaker statement than (8.4.1) is often sufficient. The weak Harnack inequality asserts
that supersolutions u to an elliptic equation in satisfy
Z 1=p0
p0
inf00 u > c0 juj ; (8.4.2)
0
where p0 and c0 are positive constants and 00 is another domain whose closure
is contained in 0 . An important consequence of the Harnack inequality resp. its
weaker version (8.4.2) are regularity estimates for u in Hölder spaces, cf. [19].
Inequalities (8.4.1) and (8.4.2) cannot be expected to hold for solutions to nonlocal
equations without further changes. Let u W Rd ! R satisfy . /˛=2 u D 0 in
B2 D B2 .0/ Rd for some ˛ 2 .0; 2/. The additional assumption u > 0 in B2
is not sufficient for (8.4.1) or (8.4.2) to hold, because negative values of u in regions
outside of B2 influence the values of u inside of B2 . It is not complicated to construct
an example of a bounded function u 2 C.Rd / that solves . /˛=2 u D 0 in B2 , is
positive in B2 n f0g, and satisfies u.0/ D 0, cf. Theorem 3.3.1 in [6] or [26].
Let us formulate some recent results that make clear how one can deal with the in-
fluence of nonlocal terms. In the case of the fractional Laplace operator, the Harnack
inequality can be formulated as follows:
Proposition 8.4.1. There is a constant c > 1 such that, for 0 < ˛ 6 2 and u 2
C.Rd / with . /˛=2 u D 0 in B2 and u > 0 in B2 , the following inequality holds,
Z
u .z/
u.x/ 6 c u.y/ C ˛.2 ˛/ dz .x; y 2 B1 /: (8.4.3)
Rd jzj
d C˛
Here, u D min.u; 0/. The proof of this result is straightforward and uses the
representation of the Poisson kernel for . /˛=2 ; see [14]. Note that the influence of
the nonlocal term can nicely be seen in (8.4.3). This influence vanishes for ˛ ! 2 ,
as it should.
Next, let us look at the general case, i.e., we define L as in (8.2.3) and assume
(8.2.2) to hold. If one aims at a more general result, one can assume L to be as in
(8.3.4) with condition (8.3.3) in place. Given a function f 2 L2 ./ on a bounded
open subset Rd , we say that u 2 V ˛=2 .jRd / is a weak subsolution to Lu D
f in if, for every ' 2 H˛=2 .Rd / with ' > 0, one has
“
E .u; '/ WD .u.y/ u.x//.'.y/ '.x//k.x; y/ dy dx 6 .f; '/:
In this case, we say that Lu 6 f in holds in the weak sense. The notion of
supersolution and solution is defined accordingly. The nest result states that the weak
Harnack inequality holds true for functions u that satisfy Lu > f in the weak
sense. It is one of the main results of [14].
Theorem 8.4.2. Assume 0 < ˛0 6 2 and ˛0 6 ˛ < 2. Let p0 > 0. Assume further
f 2 L2 .Rd / and u 2 V ˛=2 .B2 jRd /, u > 0 in B2 and E .u; '/ > .f; '/ for every
' 2 HB˛=2
2
.Rd /, ' > 0. Then,
Z 1=p0 Z
u .z/
p0
inf .u/ > c1 u.x/ dx c2 kf kL2 .B /
;
B1 B1 Rd nB2 jzjd C˛ 15
16
2
with positive constants c1 ; c2 , which are independent of ˛; u and f .
There are two important features of this result. The result is truly local in the sense
that Lu > f is required to hold only in a ball, not in the whole space. Moreover, the
constants c1 ; c2 do not depend on ˛. At least informally, one can consider the limit
˛ % 2 and recover the weak Harnack inequality for local differential operators of
second order with bounded measurable coefficients. The proof of the weak Harnack
estimate is very similar to the one in the classical case developed by Moser. One
uses test functions of the form ' D u pk k , where .pk / is a sequence of numbers
tending to 1 and .k / is a sequence of localising or cutoff functions with supp.k / &
B 1 . The critical case pk D 1 can be dealt with using a modification of the John–
2
Nirenberg lemma or using ideas of Bombieri–Giusti. Note that [10] establishes two
similar results: (a) the weak Harnack inequality for nonlocal operators of the form
(8.2.3) under the condition (8.2.2), and (b) a Harnack inequality with a tail term in
the same context. Both results are established in the more general nonlinear context
of p fractional Laplace operators. The proof in [10] is based on the method of De
Giorgi and Stampacchia rather than on the method of Moser. The main contribution
of [10] is the concise study of the nonlocal influence on the resulting inequalities such
as the Caccioppoli inequality.
The most important implication of Theorem 8.4.2 are regularity estimates in
Hölder spaces. Let us formulate this result in a simple case.
Theorem 8.4.3. Assume 0 < ˛0 6 ˛ < 2. Assume that u 2 V ˛=2 .B2 jRd / is a weak
solution to Lu D 0 in B2 . Then, the following Hölder estimate holds for almost every
x; y 2 B1 ,
ju.x/ u.y/j 6 ckuk1 jx yjˇ ; (8.4.4)
where c > 1 and ˇ 2 .0; 1/ are constants which depend only on d; ˛0 and ƒ from
(8.2.2). In particular, they are independent of ˛.
Theorem 8.4.3 is proved in [25]. The nonlinear case of operators, which are
comparable to the p-Laplace operator, is covered in [11]. Note that, in the latter
article, the concept of solutions is slightly different and not all estimates are robust.
The main idea of the proof in both articles is to deduce the regularity estimate from the
weak Harnack inequality. Note that (8.4.4) is robust in the sense that the constants
stay bounded for ˛ % 2. Several extensions of this result have been established.
194 M. Kaßmann
Theorem 1.3 of [14] proves (8.4.4) for L as in (8.3.4) and .x; dy/ .dy fxg/
for some nondegenerate stable measure .
Let us briefly mention related results for nonlocal operators that are in non-diver-
gence form. Linear examples of such operators u 7! Au are provided by
Z
u.x C h/ 2u.x/ C u.x h/
Au.x/ D a.x; h/ dh;
Rd jhjd C˛
where a W Rd Rd ! .0; 1/ is bounded between two positive constants and satisfies
a.x; h/ D a.x; h/ for all x; h. Regularity conditions on a are not imposed. Note
that, unlike L as in (8.2.3), the operator A is not symmetric in L2 .Rd / in general.
The condition a.x; h/ D a.x C h; h/ would imply that A can be represented as in
(8.2.3) with k.x; y/ D 21 a.x; y x/. However, assuming this condition in addition to
a.x; h/ D a.x; h/ is too restrictive. First regularity results for non-divergence form
operators in the spirit of Theorem 8.4.3 are proved in [43]. The proof is rather short
and uses comparison functions. A robust version of this result for a large class of lin-
ear and nonlinear operators in non-divergence form is established in [8]. Anisotropic
cases have been studied in [27]. The reader is referred to [41] for ultimate results and
references in this direction.
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Chapter 9
Spectral and arithmetic structures in aperiodic
order
M. Baake, F. Gähler, C. Huck and P. Zeiner
Systems with aperiodic order can display a variety of arithmetic, combinatorial and
spectral phenomena, some of which are reviewed and discussed here. At the same
time, the underlying compact tiling spaces can be compared via their topological and
spectral invariants. The latter are explicitly computable for substitution systems and
provide an important tool for their classification.1
9.1 Introduction
This contribution covers selected results from the theory of aperiodic order, with
special emphasis on spectral structures. Also covered are topological aspects of tiling
spaces with mixed spectrum and combinatorial problems around lattice enumeration
problems. A running theme will be that and how systems without any periodicity
extend the notions and results that are known from systems of classic crystallography,
including perfect (periodic) crystals.
The chapter is organised as follows. We begin, in Section 9.2, with the diffraction
spectra of weak model sets, under a rather natural condition on their density, which
extends the classic theory of regular model sets. Our focus is on systems with pure
point spectrum. Particular interest in such systems emerges from the connection with
dynamical systems of number-theoretic origin.
In Section 9.3, we go one step in another direction, by considering a decorated
version of the silver mean chain. This is the first example of a tiling with incommen-
surate tile lengths and mixed singular spectrum. It demonstrates that this structure,
hitherto only known from constant-length substitutions, is more general, and opens
an alley to the systematic study of finite-index covers of regular model sets.
Next, Section 9.4 discusses a paradigmatic example of a system with mixed spec-
trum (pure point and absolutely continuous) that is generated by a random inflation
rule. This system was originally suggested in [30], and has turned out to be an inter-
esting element in a versatile class of random dynamical systems.
Finally, with a more algebraic and number-theoretic approach, we discuss, in Sec-
tion 9.5, the structure of various lattice enumeration problems and their generalisa-
tions to systems that are needed for an extension to the theory of aperiodic order. We
1 Projects A1, B2
198 M. Baake, F. Gähler, C. Huck, P. Zeiner
focus on similar and coincidence sublattices and their generalisations to embedded

Z-modules. Of particular interest is the connection between these two problems, and
its relation to group theory.
9.2 Spectral properties of weak model sets

The theory of regular model sets (that is, cut and project sets with sufficiently nice
windows) is well established; see [5] and references therein for general background.
Prominent examples are the vertex sets of the rhombic Penrose tiling and of many
other related tilings [23, 5]. One cornerstone result for this class is the pure point-
edness of the diffraction measure [35, 53, 16]. Equivalently, the dynamical spectrum
of the uniquely ergodic hull defined by the model set is pure point as well; compare
[38, 11, 40]. The regularity of the window is vital to many of the existing proofs
(such as that in [53]) and also enters the characterisation of regular model sets via
dynamical systems [13].
On the other hand, systems such as the visible lattice points or the kth power-free
integers have been known for quite some time to be pure point diffractive as well
[17, 51]. These point sets can also be described as model sets, but the windows are no
longer regular. In fact, for each of the above examples, the window has no interior and
coincides with its boundary, which has positive measure. This way, many properties
of regular model sets are lost. In particular, there are many invariant probability
measures on the orbit closure (or hull) of the point set under the translation action of
the lattice. Yet, as explicit recent progress has shown, the natural cluster (or patch)
frequency measure of this hull is ergodic, and the visible points are generic for this
measure [9]. It follows from an application of the general equivalence theorem [11]
that the dynamical spectrum is still pure point. Since this example is one out of a large
class with similar properties, it is natural to ask for a general approach that includes all
of them. Such a class is provided by weak model sets, where more general windows
are allowed. The name was coined by Moody [47, 48] (see also [5, Rem. 7.4]),
while the class of weak model sets was first looked at by Schreiber [54] as a natural
extension of the harmonious sets introduced by Meyer [44].
Starting from a general cut and project scheme .G; H; L/ (see diagram (9.2.1) be-
low), the investigation of the diffraction properties of weak model sets turns out to be
feasible under the fairly natural assumption of maximal (resp. minimal) density with
respect to a given van Hove averaging sequence A D .An /n2N in the group G; see
[5] for background and definitions. This assumption implies pure point diffraction
and dynamical spectrum. Moreover, one can also analyse the cluster frequency mea-
sure for a given van Hove sequence A. The ergodicity of this measure has interesting
consequences on the dynamical properties of the hull. In particular, weak model sets
of extremal density have pure point dynamical spectrum. For proofs of the results
below, we refer the reader to [10].2
2
Recently, and in parallel to our work, Keller and Richard [37] have developed an alternative view on model
Spectral and arithmetic structures in aperiodic order 199
Let us start with a cut and project scheme (CPS), which is a triple .G; H; L/ as
introduced by Meyer in [44]. Explicitly, it is given by a diagram
int
G G H ! H
[ [ [ dense
1-1
.L/ L ! int .L/ (9.2.1)
k k
?
L ! L?
with locally compact Abelian groups G; H and a lattice L G H (a discrete
and co-compact subgroup of G H ); see also [46, 47, 5] for background.3 Denote
by G and H the Haar measures on G and H , respectively, which we assume to
be consistently normalised to facilitate explicit calculations around densities of the
involved point sets, lattices (L in particular) and their sublattices.
Then, for a relatively compact set W H with H .W / > 0, usually refered to as
the window of the construction, one obtains a weak model set as
f.W / WD fx 2 L j x ? 2 W g:
Subsequently, we shall always assume that G is -compact and H is compactly gen-
erated. Here, -compactness of G is needed for the existence of van Hove averag-
ing sequences and their properties, while H compactly generated is no restriction,
as can be shown constructively [56]. In general, the lower and upper densities of
D f.W / with respect to a given van Hove averaging sequence A [56, 5] obey a
chain of inequalities [36],
dens.L/ H .W ı / 6 dens./ 6 dens./ 6 dens.L/ H .W /: (9.2.2)
The following result characterises, in terms of the autocorrelation of , the case when
the upper bound is attained. Note that, for a CPS .G; H; L/ according to Eq. (9.2.1)
and some c 2 Cc .H / which is a positive definite function on H , the weighted Dirac
comb X
!c WD c.x ? / ıx
x2L
is a Fourier transformable, translation bounded pure point measure.
This observation is useful for the autocorrelation measure of model sets as fol-
lows. Given a uniformlyP discrete point set , one considers the corresponding Dirac
comb, which is ı WD x2 ıx . With respect to a given van Hove averaging se-
quence A D .An /n2N , one defines the autocorrelation of relative to A as the
Eberlein convolution [5, Sec. 8.8]
ın ı n
D ı ~ f
ı WD lim ;
n!1 vol.An /
sets via a systematic exploitation of the torus parametrisation for such systems; compare [8, 32, 53, 13]. Their
work includes the class of weak model sets and provides an independent way to derive several of our key results.
3
Note that our use of the notation A B includes the case that A D B.
where n D \ An , provided the limit exists. The latter can always be achieved
by going to a suitable subsequence of A. The autocorrelation is a positive definite
measure, and thus Fourier transformable. In the setting of weak model sets, one has
the following result.
Proposition 9.2.1 ([10, Prop. 5]). Let .G; H; L/ be a CPS as in Eq. (9.2.1), with G
being -compact and H compactly generated, and let ¿ ¤ W H be relatively
compact. Next, consider the weak model set D f.W / and assume that a van
Hove averaging sequence A is given relative to which the density dens./ and the
autocorrelation measure are to be defined. Then, the following statements are
equivalent.
(i) The lower density of is maximal, dens./ D dens.L/ H .W /;
(ii) The density of exists and is maximal, dens./ D dens.L/ H .W /;
(iii) The autocorrelation of exists and satisfies D dens.L/ !c .
W
Here, cW D 1W 1f
W
is the covariogram function of W .
This motivates the following concept.
Definition 9.2.2. For a given CPS .G; H; L/ with -compact G and compactly gen-
erated H , the set f.W / is called a weak model set of maximal density relative to a
given van Hove averaging sequence A if the window W H is relatively compact
with H .W / > 0, if the density of f.W / relative to A exists, and if the density
condition dens.f.W // D dens.L/ H .W / is satisfied.
One obtains the following general result on the diffraction of weak model sets of
maximal density.
Theorem 9.2.3 ([10, Thm. 7]). Let D f.W / be a weak model set of maximal den-
sity for the CPS .G; H; L/, in the setting of Proposition 9.2.1. Then, the autocorrela-
tion is a strongly almost periodic, pure point measure. It is Fourier transformable,
and c is a translation bounded, positive, pure point measure on the dual group G.b
It is explicitly given by
X ˇ ˇ dens./ c
D
c ˇa.u/ˇ2 ı ; with amplitude a.u/ D 1W . u? /;
u
H .W /
u2L0
where 1c
W
b and, with L 0 being the annihilator
is a bounded, continuous function on H
1
of L G H in G H , the group L0 D .L 0 / G b is the corresponding Fourier
module in additive notation.
There is another class of weak model sets which behaves nicely.

Definition 9.2.4. For a given CPS .G; H; L/ as in Definition 9.2.2, a projection

set f.W / is called a weak model set of minimal density relative to a given van
Hove averaging sequence A if the window W H is relatively compact with
H .W ı / > 0, if the density of f.W / relative to A exists, and if the density con-
dition dens.f.W // D dens.L/ H .W ı / is satisfied.
These sets are Meyer sets, and therefore perhaps less interesting than their coun-
terparts with maximal density. Nevertheless, Theorem 9.2.3 still holds for weak
model sets of minimal density if one replaces W by W ı in the formulas. In the spirit
of the chain of density inequalities in (9.2.2), one can derive the following ‘sandwich
result’ for an arbitrary autocorrelation of a weak model set.
Corollary 9.2.5 ([10, Cor. 10]). Let be a weak model set for the CPS .G; H; L/
from above, with relatively compact window W. If is any autocorrelation of , it
satisfies
0 6 dens.L/ !c ı 6 6 dens.L/ !c ;
W W
which is to be understood as an inequality of measures.
We can now proceed with the general spectral theory, aiming at a result on the
dynamical spectrum of the hull of weak model sets of extremal density. In order to
do so, we first need to construct a suitable measure and establish its ergodicity. Let
D f.W / with compact W H be a weak model set of maximal density, relative
to a fixed van Hove averaging sequence A. The (geometric) hull of G is the
orbit closure G C in the local topology; compare [5, Sec. 5.4] for background. Note
that our point set is of finite local complexity, so that the local topology suffices (it
is a special case of a Fell topology [11]). The group G acts continuously on the hull
by translations. P
For our further reasoning, we represent by its Dirac comb ı WD x2 ıx ,
which is a translation bounded, positive pure point measure with support . Its hull
is
X WD fıt ı j t 2 Gg;
where the closure is taken in the vague topology. By standard arguments, X is
vaguely compact, with a continuous action of G on it. Clearly, ıt ı D ıt C , so

that the topological dynamical systems G C; G and .X ; G/ are topologically
conjugate, wherefore we tacitly identify them from now on.
The compactness of W together with the regularity of the Haar measure H im-
plies the existence of a non-empty compact set K H and a net of Œ0; 1-valued
functions g˛ 2 Cc .H / such that 1K > g˛ > 1W holds for all ˛ together with
lim˛ H .g˛ / D H .W /. Consider the weighted Dirac combs
X
!g˛ D g˛ .x ? / ıx :
x2f.K/
Since each !g˛ , as well as ı , is supported in the same Meyer set f.K/, we have
pointwise convergence, lim˛ !g˛ D ı . This also implies norm convergence, for the
norm defined by kkK D supt 2G jj.t CK/. Note that the topology induced by k:kK
does not depend on the choice of K as long as it has non-empty interior. Moreover,
for each weighted comb !g˛ , there is a hull
X˛ D fıt !g˛ j t 2 Gg
that is compact in the vague topology and defines a topological dynamical system
.X˛ ; G/. In fact, one has more; see [39, Thm. 3.1] as well as [41].
Fact 9.2.6. Each dynamical system .X˛ ; G/ of the above type is minimal and admits
precisely one G-invariant probability measure, ˛ say, and is thus strictly ergodic.
Moreover, the system is topologically conjugate to its maximal equicontinuous factor,
wherefore it has pure point diffraction and dynamical spectrum, and the hull pos-
sesses a natural structure as a compact Abelian group.
The Dirac comb ıf.K/ clearly is a translation bounded measure. Thus, there is
a compact set K 0 G with non-empty interior and a constant C > 0 such that
kıf.K/ kK 0 6 C . By construction, we also have f.K/. It follows that both our
Dirac comb ı and the measures !g˛ are elements of
˚ ˇ
Y WD 2 M1 .G/ ˇ kkK 0 6 C ;
which is a compact subset of the space M1 .G/ of translation bounded measures on

G. In fact, for all ˛, we have the relation
0 6 ı 6 !g˛ 6 ıf.K/ 2 Y (9.2.3)
as an inequality between pure point measures. Moreover, we also have X Y

as well as X˛ Y for all ˛. Clearly, the measures ˛ have a trivial extension to
measures on Y, still called ˛ , such that supp.˛ / D X˛ . In particular, !g˛ is
then generic for ˛ . We can now work within Y for approximation purposes. In
order to do so, we need a smoothing operation, which is based on the linear mapping
W Cc .G/ ! C.Y/, defined by

c 7! c ./ WD c .0/:
Note that this is the standard approach to lift continuous functions on G with compact
support to continuous functions on a compact measure space such as Y. It underlies
the fundamental relation between diffraction and dynamical spectra via the Dworkin
argument; compare [11, 14] and references therein. One now obtains the following
result.
Theorem 9.2.7 ([10, Thm. 17]). The net .˛ / of ergodic, G-invariant probabil-
ity measures converges in the vague topology, and the limit, say, is an ergodic,
G-invariant probability measure on Y. Moreover, the weak model set D f.W / of

maximal density is generic for .
For our approach, we started with an individual weak model set of maximal
density, which is then pure point diffractive by Theorem 9.2.3. Now, we obtained a
measure-theoretic dynamical system .X ; G; / with an ergodic measure as con-
structed above. Note that, relative to the (fixed) van Hove sequence A, it is the cluster
frequency measure.
Moreover, our weak model set of maximal density is generic for this measure
by Theorem 9.2.7, hence the individual autocorrelation of is also the auto-
correlation of the dynamical system, and its Fourier transform, c , is the diffraction
measure both of and of our dynamical system [11].
By the general equivalence theorem between diffraction and dynamical spectrum
in the pure point case [11, 14], the following consequence is now immediate.
Corollary 9.2.8. Let be a weak model set of maximal density, relative to a fixed
van Hove averaging sequence A, for a CPS .G; H; L/ as above. Then, is pure
point diffractive, and the dynamical system .X ; G; / with the measure from The-
orem 9.2.7 has pure point dynamical spectrum.
Note that regular model sets are special cases of weak model sets of maximal
density, and thus covered as well. Repeating the above analysis for weak model sets
of minimal density, one also obtains the following analogous result [10].
Corollary 9.2.9. Let be a weak model set of minimal density, relative to a fixed
van Hove averaging sequence A, for a CPS .G; H; L/ as above. Then, the auto-
correlation of relative to A exists, and is pure point diffractive. Moreover, the
dynamical system .X ; G; /, where is the cluster frequency measure relative to
A, has pure point dynamical spectrum.
Let us turn our attention to concrete systems with mixed spectrum, where we
begin with certain covers of regular model sets.
9.3 A decorated quasiperiodic tiling with mixed spectrum

There are many inflation tilings with both a pure point and a continuous part in their
dynamical or diffraction spectrum. The most prominent examples are the Thue–
Morse and Rudin–Shapiro tilings (compare [3, 5]), but many more are known [25,
26, 4, 3, 6, 22], including also higher-dimensional ones. Most of these examples are
generated by constant-length substitutions, and are thus lattice based. In such cases,
the symbolic and the geometric picture are equivalent, as letters can be represented
by prototiles of the same length (usually chosen as 1). Here and below, we speak of
a substitution whenever we work on the symbolic level, and of an inflation when we

deal with the corresponding tilings on the line.
What we describe below is a procedure to construct a mixed spectrum, almost 2-1
extension of any pure point inflation tiling, and illustrate it by the well-known silver
mean tiling. This means that we construct a tiling dynamical system with mixed
spectrum that is based on a quasiperiodic tiling, and thus extends the constant-length
case considerably. A more detailed account of this procedure has been given in [2].
The starting point is the observation that many of the examples with mixed spec-
trum possess an inflation rule with a particular symmetry [3]. There exists an in-
volution P on the set of prototiles that has no fixed points and commutes with the
inflation. The prototiles come in geometrically equal pairs that are only distinguished
by their labels, and P simultaneously exchanges the two tiles of each such pair. If
we label the tiles in a pair by ai ; aN i , where i labels the set of pairs, then P just ex-
changes the bar status of a tile: P .ai / D aN i , P .aN i / D ai , wherefore we call P a
bar swap symmetry. Wiping out all bars defines a factor map which is 2-1 almost
everywhere. Provided the maximal equicontinuous factors (MEF) of both the corre-
sponding barred and unbarred tiling spaces are the same, this implies that its spectrum
is mixed [21].
To be specific, we focus on the one-dimensional case. Let be a primitive infla-
tion admitting a bar swap symmetry P as above, so that ı P D P ı . The hull
Y generated by consists of the closure of all translation orbits of tilings generated
by . We thus have a topological dynamical system .Y; R/ with respect to the trans-
lation action. From here, we will construct a globally 2-1 factor map ' from .Y; R/
to a factor dynamical system .Y0 ; R/, which identifies tilings related by a bar swap
P . We then have '.!/ D ' P .!// for all ! 2 Y, and the map ' commutes with the
translation action by construction.
One might be tempted to take a factor map which just wipes out all bars. This,
however, would not generally lead to a map which is 2-1 everywhere. Rather, we first
rewrite the inflation in terms of collared tiles. The latter consist of pairs of tiles t1 t2 ,
where t1 is the actual tile and t2 is a (one-sided) collar of t1 . This is seen as a label
attached to t1 that specifies the type of the right neigbour tile of t1 . Obviously, there
is an induced inflation rule e on the collared tiles. Its hull e Y is in fact mutually lo-
cally derivable (MLD) to Y, and the two dynamical systems are conjugate; compare
[5, Sec. 5.2]. We now observe that also e has a bar swap symmetry, which simulta-
neously swaps the bar status of a tile and its collar. We can now consider the factor
map ' that is induced by identifying collared tiles related by the bar swap P . Clearly,
' also identifies pairs of global tilings related by P , so that '.e ! / D ' P .e ! / for
all e! 2 e Y. Since Y ' e Y, our procedure induces a unique mapping from Y to
0 e
Y WD '.Y/, which we simply call ' again.
Let ! 0 2 Y0 now be a tiling in the image of ', given by a bi-infinite sequence of
tiles ti , where i 2 Z. The collared tile t0 t1 has exactly two possible preimages—let
us choose one of them. The neighbouring collared tile, t1 t2 , also has two preimages,
but as we have already chosen a preimage of the collared tile t0 t1 , and thus of t1 ,
there is only one choice left. Continuing like this, we see that, once we have chosen
a preimage of the collared tile t0 t1 , the lifts of all other tiles to the right are fixed, and
analogously to the left as well. Consequently, ! 0 has precisely two preimages, and
the mapping ' W Y ! Y0 is globally 2-1.
As we have already remarked, wiping out all bars from the tiles of the original
inflation also induces a factor map, but it need not be globally 2-1. The image Y00
of this factor map must also be a factor of Y0 , so that we actually have a sequence of
factor maps
' '0
Y ! Y0 ! Y00 ;
2 -1 1-1 a.e.
where Y0 is obtained by identifying collared tiles related by a bar swap, whereas Y00
is obtained by identifying original tiles related by a bar swap. The second map, ' 0 ,
is 1-1 a.e., because the composition of ' and ' 0 is a.e. 2-1. Almost all tilings in Y00
consist of a single, infinite order supertile, and these have exactly two preimages in
Y, which differ by a bar swap. Only tilings consisting of two adjacent infinite order
supertiles may have more than two preimages, but these are of measure zero. Note
that Y0 and Y00 may coincide, but they are different in general.
Each of the translation dynamical systems has a maximal equicontinuous factor
(MEF), which is the topological counterpart of the Kronecker factor from measurable
dynamics, so that the above sequence of factor maps leads to
' '0
Y ! Y0 ! Y00
2-1 1-1 a.e.
? ? ?
? ?0 ? 00 (9.3.1)
y y y
YMEF ! Y0MEF Y00MEF

It is well known (compare [21]) that a tiling dynamical system has pure point dy-
namical spectrum if and only if the factor map to the underlying MEF is 1-1 almost
everywhere. Let us now assume that Y0 , and thus also Y00 by standard results [12],
has pure point spectrum, so that both 0 and 00 are 1-1 a.e. As ' 0 is 1-1 a.e., Y0MEF
and Y00MEF are equal. There still remain two possibilities as follows.
Fact 9.3.1. The map in the commuting diagram (9.3.1) is a group homomorphism,
and can thus be either 1-1 or 2-1. If is 1-1, this implies that is 2-1 a.e., so that
Y must have mixed spectrum, whereas, if is 2-1, the mapping is 1-1 a.e., and Y
has pure point spectrum.
In order to compare YMEF and Y0MEF , we need to compare their respective return
modules. Recall that r is a return vector of a tiling dynamical system Y if there exist
two tiles t1 and t2 of the same type in some tiling ! 2 Y such that the distance of
their left endpoints is r. Let RY be the Z-span of all return vectors, which is a finite
index submodule of the Z-module generated by all tile lengths, TY . The (additive)
pure point spectrum of Y now consists of all those k 2 R such that, for any return
n
vector r, one has e2i kr ! 1 as n ! 1 by [55]. This pure point spectrum can
only be non-trivial if the inflation factor (or multiplier) is a Pisot–Vijayaraghavan

(PV) number. This property of is satisfied for our example. The quantity of interest
now is the Z-module of eventual return vectors
˝ ˛
MY D fx 2 TY j n x 2 RY ; for some n 2 Ng Z :
Clearly, Y and Y0 have the same MEF if and only if MY D MY0 . For constant-length
substitutions, the module MY is known as the height lattice; compare [26].
Let us now look at a concrete example. Our goal is to construct an almost 2-1
extension of the silver mean inflation [5, Ex. 4.5]
sm W a 7! aba ; b 7! a;
in such a way that we gain a bar swap symmetry. In line with our previous comments,
we consider the geometric inflation rule here, forptwo prototiles. The scaling factor
(or inflation multiplier) of D sm is D 1 C 2, and the natural tile lengths for
a (long) and b (short) are and 1, respectively. Here, is a PV unit, and it is well
known that generates tilings with pure point spectrum; see [5, Chs. 7 and 9] for
details.
We now add a barred version of each prototile, thus enlarging the prototile set to
A D fa; b; a; N and look for an inflation which is primitive, commutes with the bar
N bg,
swap involution P , and reduces to under the identification of a with aN and b with
N It is easy to see that the inflation
b.
N W a 7! ab aN ; b 7! aN ; N ;
aN 7! aN ba bN 7! a: (9.3.2)
satisfies these criteria. Moreover, we have RY D MY D TY , so that N must have

mixed spectrum. We call it the twisted silver mean (TSM) inflation. It is instructive to
have a closer look at Y0 . For that purpose, we rewrite the inflation in terms of collared
tiles,
1 W A 7! CD BN ; B 7! CD AN ; C 7! CD AN ; D 7! AN ;
together with ˛N 7! P .1 .˛// for all ˛ 2 fA; B; C; Dg, where A D aa, B D aa, N
C D ab, and D D b a. N Note that A; B; C; D are considered as single tiles with a
right-collar of length 1 in the original tiles. There are three variants of the long tile,
and one short tile. However, since 1 .B/ D 1 .C /, we can actually identify the two
prototiles B and C , now called B, and then rename the old D as the new C , so that
we arrive at
2 W A 7! BC BN ; B 7! BC AN ; C 7! A; N (9.3.3)
once again with ˛N 7! P .2 .˛//. The hulls of 1 and 2 are MLD, so that we can stick
to the latter. If we wipe out the bars in 2 , we obtain the inflation for Y0 , which is an
a.e. 1-1 extension of the original silver mean hull, and thus has pure point spectrum.
In fact, by standard methods from [5, 16], we conclude that any tiling ! 0 2 Y0 is (a
Figure 9.3.1. Covering windows of the inflation 2 . For each pair of prototiles, such as C and C ,
the lift of their left endpoints give disjoint point sets in internal space with the same closure; see
text for details.
translate of) a model set, and there exists a CPS

int
R RR ! R
dense [ [ [ dense
p 1-1 1-1 p
ZŒ 2 L ! ZŒ 2 (9.3.4)
k k
?
L ! L?
such that, for each tile type i , there exists a window Wi that produces the point set
i D f.x/ j x 2 L; x ? 2 Wi g of left endpoints of tiles of type i in ! 0 . Choosing a
preimage ! of ! 0 under ' induces a decomposition of i into a disjoint union of two
subsets, C i and i , coming from the left endpoints of the unbarred resp. barred p tiles
C
of !. These subsets i and i are no model sets, but as subsets of ZŒ D ZŒ 2
we can still lift them to L, project them by int to internal space, and take the closure.
In this way, we can determine a covering window for each tile type of !. Of course,
we cannot expect these covering windows for the different tile types to be disjoint.
The result is shown in Figure 9.3.1.
We see that a barred and an unbarred tile always share the same covering window.
Of course, every left endpoint of a tile is either the left endpoint of a barred or an
unbarred tile, but not both. Consequently, the identical covering windows emerge
as the closure of disjoint point sets. This means that one cannot determine the bar
status of a tile by looking at its internal space coordinate. The bars represent a sort of
chemical modulation of the original silver mean tiling, where the modulation cannot
be described as a function of internal space coordinates in a reasonable way.
Another interesting point is that the hull Y00 of the original silver mean tiling is
indeed different from Y0 as generated by the inflation (9.3.3). It is not
p even MLD to
00 0 ?
Y . Even though all window boundaries of Y are in ZŒ D ZŒ 2 , there is an
additional accumulation point not contained in ZŒ? . Therefore, in contrast to Y00 ,
the corresponding fibre over the MEF has size 2. Two tilings correspond to this point,
both of which project to the same silver mean tiling. This degeneracy also shows up
in the cohomology. Using the Anderson–Putnam method [1], it is routine to compute

H 1 .Y/ D Z 3 and H 1 .Y0 / D Z 2 ,p which is in line with [27, Thm. 5.1]: The extra
dimension comes from the extra ZŒ 2 -orbit of singular points.
We now know that the TSM tiling dynamical system has mixed spectrum. In ad-
dition to the well-known pure point part, the spectrum must contain also a continuous
component, whose nature still needs to be investigated. As the dynamical system
of the TSM tiling is an almost 2-1 extension with bar swap symmetry of the silver
mean dynamical system, the Hilbert space of square-integrable functions on the hull,
L2 .Ytsm /, is a tensor product and can be split into an even and an odd sector under
the bar swap symmetry,
L2 .Ytsm / D L2 .Ysm / ˝ C2

D L2 .Ysm / ˝ C ˚ L2 .Ysm / ˝ (9.3.5)
DW HC ˚ H ;
where ˙ is the even/odd character of the bar swap P . The factor map induces a
corresponding map on the Hilbert spaces, which sends the first summand isomorphi-
cally to L2 .Ysm /, and has the second summand as kernel. The translation group acts
on this Hilbert space via a unitary representation, and leaves both sectors invariant
separately.
Lemma 9.3.2. The spectral measure of the translation action on Ytsm , confined to
either of the two sectors HC and H , is spectrally pure, so that it has only one
non-vanishing component in its Lebesgue decomposition. In particular, it is a pure
point measure on HC , and a continuous one on H , where the latter is either purely
singular continuous or purely absolutely continuous.
Proof. This really is a consequence of the corresponding result on index-2 extensions

of irrational rotations [52, 31], to which our system is measurably conjugate. For
details, see [2].
Lemma 9.3.2 still leaves two possibilities for the spectral type in the odd sector.
In order to discriminate between the two, we look at the asymptotic behaviour of the
correlation functions ˛ˇ . Because of the purity result of Lemma 9.3.2, we can in
fact take any combination of correlation functions which is odd under the bar swap.
A simple such combination is the autocorrelation of a weighted model set with an odd
weight function. Specifically, let be the set of all left endpoints of tiles of a tiling
!, and set w.x/ D ˙1 for x 2 , depending on whether x is the left endpoint of
an unbarred or a barred tile. With R WD \ . R; R/, the relevant autocorrelation
coefficients then are
1 X
tsm .z/ D lim w.x/w.y/: (9.3.6)
R!1 jR j
x;y2R
x yDz
The nature of the spectrum in the odd sector now depends on the decay or non-decay
of tsm .z/ as z ! 1.
p
Lemma 9.3.3. One has limn!1 tsm .zn / D 1 2, where zn D .1 C /n .
Proof. We only sketch the strategy of the proof here; compare [2]. The contributions
to tsm .1 C / come from pairs of tiles where the second tile t2 is at distance 1 C
to the right of tile t1 . For any such pair, t2 is the second neighbour to the right of t1 .
We can therefore determine all possible triples of three consecutive tiles in the tiling,
and add up their contributions to the correlation at distance 1 C , weighted with the
relative frequency of each triple. The latter can be determined by Perron–Frobenius
theory [52, 5].
For the correlation at distance .1 C /n , we do the same with triples of supertiles
of order n. These have the same relative frequencies as the triples of tiles. The pairs
of tiles contributing to the correlation then consist of a left tile in the left supertile of
the triple, and a corresponding right tile at distance .1 C /n , which is contained
in one of the other two supertiles. Since the underlying silver mean tiling has pure
point spectrum, the density of tiles t1 not having a corresponding tile t2 with the
same geometry at distance .1 C /n asymptotically vanishes as n ! 1, so that
we just have to add up the contributions of matching and anti-matching pairs of tiles,
the latter ones having opposite bar status, but matching geometry. The details of the
computation are given in [2].
The main result can now be formulated as follows.
Theorem 9.3.4. The TSM dynamical system has two spectral components, both of
which are singular. The dynamical spectrum from the even sector under the bar swap
is pure point, whereas that from the odd sector is purely singular continuous.
Proof. By Lemma 9.3.2, the dynamical spectrum in the even sector is pure point,
whereas in the odd sectorPit is continuous and of pure spectral type. By Lemma 9.3.3,
the correlation measure z2 tsm .z/ ız does not decay to zero towards infinity,
so that, by the Riemann–Lebesgue lemma and the fact that is uniformly discrete
for a Pisot inflation, its Fourier transform must be singular. This implies that there
must be a singular continuous component in the diffraction spectrum, and hence in
the dynamical spectrum of the odd sector. As that spectrum is of pure type, it must
be purely singular continuous.
Remark 9.3.5. Instead of splitting each tile type of a pure point tiling into a barred
and an unbarred variant, we could have split it into k copies each, and modified the
inflation such that a permutation symmetry acting on these k copies results. Such
a procedure would lead to a mixed spectrum tiling, too, but a simple spectral purity
result for the continuous spectrum sector, as in Lemma 9.3.2, can only be expected if
k D 2.
Remark 9.3.6. The set C of left endpoints of all unbarred tiles of a TSM tiling is
a Meyer set (it is a relatively dense subset of a model set), which is linearly repeti-
tive (it is a component of a primitive inflation tiling), and which has mixed spectrum
of singular type. This shows that there are highly ordered Meyer sets with mixed
spectrum. In fact, C has zero entropy, and must be distinguished from Meyer sets
arising from model sets with an (a posteriori) thinning disorder of positive entropy.
The latter would have a mixed spectrum with a non-trivial pure point part and an
absolutely continuous component in the spectrum. The simplest example would be
an uncorrelated thinning disorder of Bernoulli type, but more interesting are random
inflation systems [30, 45], as discussed below. These have a highly correlated thin-
ning disorder, but still positive entropy and an absolutely continuous component in
the spectrum.
9.4 Random inflations

Here, we explain some recent developments connected with the spectral theory of
substitution systems in the presence of a certain type of randomness. Since the general
theory is still at its beginning, we do so along a paradigmatic example.
The classic Fibonacci substitution on the binary alphabet A D fa; bg is defined
by
% W a 7! ab; b 7! a;
S
where % is considered as a homomorphism of the monoid A D feg [ A [ m>2 Am
into itself. Here, Am denotes the words of length m in the alphabet, e is the empty
word, and concatenation of words acts as multiplication for A . Moreover, % also
defines a mapping of the two-sided shift space AZ into itself, where elements x 2 AZ
are written as x D .: : : ; x 2 ; x 1 ; x0 ; x1 ; : : :/. For definiteness, we equip x with a
marker between x 1 and x0 , and call x 1 jx0 the core of x.
By elementary arguments, one can see that there are two elements in AZ which
are fixed points under %2 , namely one with core aja and one with core bja. Let w be
either of them, and define
XF WD fS n w j n 2 Zg
where S is the left shift on AZ , defined by .S x/i WD xi C1 , and the closure is taken
in the obvious product topology, which is also known as the local topology. XF is
called the discrete hull of %, and is unique. In particular, it does not depend on which
fixed point we use, and it can alternatively be described as the set of all two-sided
sequences in AZ with the property that all finite subwords are legal, which is to say
that they also occur as subwords of %m .a/ for some m 2 N.
A variant of % is given by
%0 W a 7! ba; b 7! a;
and one can check explicitly that both % and % 0 define the same hull [5, Rem. 4.5].
As a consequence, both % and % 0 map XF into itself, as does any concatenation of
them. In fact, to any one-sided binary sequence, we can attach a sequence in these
two substitutions. The hull defined by the resulting concatenation would still be XF .
The topological dynamical system defined that way, .XF ; Z/ with the continuous shift
action of Z D hS i, has a number of interesting properties as follows; see [52, 5] for
details.
Proposition 9.4.1. The topological dynamical system .XF ; Z/ is strictly ergodic, and
has pure point dynamical spectrum. Moreover, it is deterministic, which is to say that
its topological entropy vanishes.
There is a natural way to turn this symbolic system into a geometric one, which is
analogous to what we did in the previous
p section. Here, one chooses the two prototiles
1
as intervals of length D 2 1 C 5 for type a and 1 for type b. This maps each
sequence from XF to a tiling of R by two intervals, where the marker is always sent
to 0. Taking now the closure of all translates by t 2 R gives a new hull, denoted
by YF , which is known as the continuous hull. This step, which can be formalised
by a standard suspension argument from ergodic theory, leads to another topological
dynamical system, .YF ; R/. Via standard results from suspension theory [24], one has
the following consequence of Proposition 9.4.1.
Corollary 9.4.2. The topological dynamical system .YF ; R/ is strictly ergodic, with
pure point dynamical spectrum and vanishing topological entropy.
Things change drastically if one allows to mix % and % 0 on a local level. Indeed,
let us consider the (Fibonacci) random substitution [30, 45] defined by
8̂ (
<a 7! ba; with probability p;
#W ab; with probability q D 1 p;
:̂
b 7! a;
where p 2 Œ0; 1 is arbitrary, but fixed. Clearly, the term ‘random’ is only justified
for 0 < p < 1. In that case, for any given p, the substitution # defines a much
larger hull, Xp , that contains the previous deterministic hull as a proper subset. Note
that we have X0 D X1 D XF , while Xp is larger, and actually independent of p, for
0 < p < 1. Our first result concerns the topological entropy.
Lemma 9.4.3 ([30, 50, 45]). For any p 2 .0; 1/, the topological entropy of the dy-
P
namical system .Xp ; Z/ is given by s D 1 log.`/
`D2 `C2 0:444398725.
Next, let us once again move from the symbolic picture to a geometric one, with
prototiles of length and 1 as above in the deterministic case. This gives a new hull,
Yp , whose elements are once again either viewed as tilings or as point sets (via left
endpoints). If these endpoints carry a ‘type’ (derived from the tile they belong to), one
obtains a unique decomposition of each point set in the hull as D a [ P b . These
0.5
ac
pp
2 4 6 8 10
Figure 9.4.1. Illustration of the two components of the random Fibonacci diffraction measure. The
pure point part (black) is closely related to that of the perfect Fibonacci tiling. The absolutely
continuous part (grey) is represented by a bounded, continuous function.
point sets have a number of remarkable properties. In particular, for any 0 < p < 1,
one finds that
1. every 2 Yp is a Meyer set, and thus a subset of (a translate of) a model set;
2. the MEF of .Yp ; R/ is trivial, because the eigenfunctions (except the constant
one) fail to be continuous;
3. the Kronecker factor of .Yp ; R/ is non-trivial, and is given by the MEF of a
covering model set;
4. the topological entropy is positive.
The Meyer set property means that, despite having positive entropy, there is still
strong long-range order, and thus a non-trivial pure point part of the spectrum. Let us
present one result in this direction, formulated for the diffraction spectrum of Yp with
equal weight 1 on both types of points; see [5, Ch. 9] for background on diffraction.
Theorem 9.4.4. Let p 2 Œ0; 1 and fix some 2 Yp , decomposed as D a [ P b.

Then, almost surely with respect to the ergodic patch frequency measure pf , the cor-
responding diffraction measure reads
X
c D b Db pp C b ac D Ip .k/ ık C p ;
p
k2ZŒ = 5
where Ip .k/ is given by

1
Y ˇ ˇ
Ip .k/ D I.k/ ˇp C qe2i ` k ? ˇ2
`D1
2
with I.k/ D p5 sinc. k ? / being the intensity fuction from the deterministic
Fibonacci tiling and p the Radon–Nikodym density of b
ac , as computed previously
in [45, Prop. 6.18].
The Radon–Nikodym density p has a series representation as

p
X
1C 5 n .k/
p .k/ D pq p
5
n>2
n
where the n are uniformly bounded, smooth functions. They are defined recursively
ˇ n 1 ˇ2
by nC1 .k/ D ˇp Cqe 2ik ˇ n .k/ for n > 2 together with the initial condition

2 .k/ D 1 cos 2 k , and the above sum converges uniformly.
9.5 Enumeration of lattices

Due to the connection with questions and problems from classical crystallography,
one is not only interested in results on the Fourier side of the coin, but also in various
properties in direct (Euclidean) space, with particular reference to the actual spatial
arrangement of the structures. This is justified by the fact that local arrangements
of clusters (or ‘atoms’) are governed by local rules in direct space, while spectral
structures are often better captured in Fourier (or reciprocal) space.
In this context, we have studied various enumeration problems for sublattices of
a given lattice Rd , as well as the corresponding generalisations to (properly)
embedded Z-modules as they emerge in the theory of aperiodic order. Here, a free
Z-module M of rank n is called (properly) embedded in Rd when M Rd and
when the R-span of M is Rd . In particular, we have concentrated on counting sim-
ilar sublattices (SSLs) and submodules (SSMs), coincidence site lattices (CSLs) and
modules (CSMs), as well as well-rounded sublattices (the latter mainly for d D 2).
If Rd is a lattice and R 2 O.d /, then \ R is called a CSL if it is a sub-
lattice of full rank—the corresponding R then being called a coincidence isometry,
with coincidence index
˙.R/ D Œ W . \ R /:
Equivalently, one may require that R be commensurable with in the sense ex-
plained in the paragraph preceding Def. 14.3.1. An important tool in counting the
CSLs is the group of coincidence isometries, OC. /. For similar sublattices, there
exists an analogous group, the group OS. / of similarity isometries, which contains
OC. / as a normal subgroup, see below. The sublattices are usually counted ac-
cording to their subgroup index, which gives rise to arithmetic functions. For root
lattices in low dimensions, these functions are usually multiplicative. Using gener-
ating functions of Dirichlet series type, one gets further insight into their properties,
in particular into the asymptotic growth rate of the number of the various kinds of
sublattices via Delange’s theorem; see [57] for background.
Let us mention some results on SSLs first. Recall that any similar sublattice of
is of the form ˛R with 0 ¤ ˛ 2 R and some R 2 O.d /. Then, SOS. /
is the collection of all rotation matrices that emerge in this way, which obviously
is a subgroup of SO.d /. As similarity isometries are—roughly speaking—in one-
to-one correspondence with similar sublattices (up to symmetry operations), similar

sublattices can be counted by means of determining the group OS. /. This works
particularly well in low dimensions for highly symmetric lattices such as root lattices,
as they are related to special quadratic number fields or quaternion algebras; see [15]
and references therein. For more general lattices, the situation is more difficult, but
considerable progress in two dimensions was achieved in [18]. As an example, we
state a result on the group SOS. / of similarity rotations; see [20] for further details.
Theorem 9.5.1. Let be a planar lattice, written as a discrete, co-compact sub-

group of C, with multiplier ring MR. / D f˛ 2 C j ˛ g. Generically, one
has MR. / D Z and SOS-group SOS. ˚ w ˇ/ D f˙1g ' C 2 .
Otherwise, one has SOS. / D jwj ˇ 0 ¤ w 2 O , where O D MR. / is an
order in an imaginary quadratic number field K, which also satisfies MR.O / D O .
Moreover, one has
˚w ˇ
SOS. / D SOS.O / D SOS.OK / D jwj ˇ 0 ¤ w 2 OK ;
where OK is the maximal order of K and thus contains O . Finally, the group
SOS. / is the same for all lattices in sim. /, the lattice similarity class of .
The multiplier ring is known for arbitrary planar lattices . In addition, the
Dirichlet series can be given explicitly for all that are similar to a maximal or-
der OK with class number 1; see [18] for details.
The analogous problem of counting CSLs is more difficult. This is partly due to
the fact that coincidence isometries are generally not in one-to-one correspondence
with CSLs, which gives rise to different counting functions. This can be illustrated
nicely in the case of the A4 lattice, where the Dirichlet series generating function of
the coincidence isometries [7] is simpler than the corresponding generating function
of the CSLs [34, 33, 61]. Here, it turns out that the counts are all multiples of 120, due
to an underlying action of the icosahedral group. In particular,p we have the following
result for the number of coincidence rotations, where K D Q. 5 / is a real quadratic
number field and K its Dedekind zeta function. Also, denotes Riemann’s zeta
function.
Theorem 9.5.2 ([7, Thm. 4]). Let 120 cArot4 .m/ be the number of coincidence rotations
of the root lattice A4 of index m. Then, the Dirichlet series generating function for
cArot4 .m/ is given by
X cArot .n/ K .s 1/ .s/.s 2/
‰Arot4 .s/ D 4
D
ns 1 C 5 s .2s/.2s 2/
n2N
1 C 51 s Y .1 C p s /.1 C p1 s / Y 1Cp s
D
1 52 s .1 p1 s /.1 p2 s / 1 p2 s
p˙1.5/ p˙2.5/
5 10 20 30 50 50 80 90 150 144
D 1C 2s
C 3s
C 4s
C 5s
C 6s
C 7s
C 8s
C 9s
C 10s
C 11s
C ;
and the spectrum of coincidence indices is N.
This allowed us to determine the asymptotic behaviour of cArot4 .m/; compare [7].
p
450 5
Corollary 9.5.3. With Arot4 D ressD3 ‰Arot4 .s/ D 6 .3/, the summatory asymp-
totic behaviour of cArot4 .m/ is given by
X x3
cArot4 .m/ Arot4 0:419375 x 3;
m6x
3
as x ! 1.
Analogous results hold for the number of CSLs of A4 . However, the formulas
are more complicated. Still, we have been able to calculate the Euler factors of the
corresponding generating function ‰A4 .s/ explicitly, but there seems to be no easy
way to write ‰A4 .s/ as product of Riemann -functions; compare [33, 61, 20].
Another result establishes the link between CSMs and SSMs for arbitrary embed-
ded Z-modules. Let
scalM .R/ WD f˛ 2 R j ˛RM M g; (9.5.1)
which means that scalM .R/ is the set of all scaling factors ˛ such that ˛RM is com-
mensurate to M , by which we mean that M \˛RM is a submodule of M of full rank.
Then, G D fscalM .R/ j R 2 OS.M /g has a natural group structure, which allows to
define a homomorphism OS.M / ! G. In particular, we have the following result,
where RC WD fx 2 R j x > 0g.
Theorem 9.5.4 ([61, Thm. 3.2.2]). Let M be an embedded Z-module. Then, the
kernel of the homomorphism
W OS.M / ! RC =.scalM .1/ \ RC /;

R 7 ! scalM .R/ \ RC ;
is the group OC.M /. Thus, OC.M / is a normal subgroup of OS.M /, and the factor
group OS.M /= OC.M / is Abelian.
This result was first proved for lattices in [28] and later generalised to S -lattices
in [29]. Here, we call a Z-module M an S -lattice, if S is a ring with identity that is
also a finitely generated free Z-module and if M is the S -span of d linearly indepen-
dent vectors in Rd .
If M Rd is a lattice or an S -lattice, all elements of OS.M /= OC.M / have finite
order. In particular, their order is a divisor of d ; see [28, 29] for details.
Theorem 9.5.5. Let M Rd be a lattice or an S -lattice. Then, the factor group

OS.M /= OC.M / is the direct sum of cyclic groups of prime power orders that di-
vide d .
Let us continue with a resultp on the icosian ring, I, which is a maximal order in
the quaternion algebra H.Q. 5 //. It is both a Z-module of rank 8, embedded in
R4 , and a ZŒ -module of rank 4; see [49] or [5, Ex. 3.9] for an explicit basis and
the relation to the root lattice E8 , which is the Minkowski embedding of I into R8 .
In particular, I is an S -lattice in the above sense, with S D ZŒ . Since I has class
number 1, all SSMs of I can be determined through the ideal theory of I and their
prime factorisation; see [16] for more. The result reads as follows, where K stands
for the Dedekind zeta function of a quadratic field K and I for that of the icosian
ring [58].
Theorem 9.5.6 ([16, Thm. 3]). The possible indices of similar submodules of the
icosian ring are precisely the squares of rational integers that can be represented by
the quadratic form x 2 C xy y 2 with x; y 2 Z. The number of SSMs of a given index
is a multiplicative arithmetic function, whose Dirichlet series generating function ˆI
reads 2 2
I .s/ K .2s/ K .2s 1/
ˆI .s/ D D
K .4s/ K .4s/
p
with K D Q. / D Q. 5 /.
Again, the cases of coincidence isometries and CSMs are more complicated; see
[20, 34, 61] for the known results in this direction.
Let us close this section with a result on well-rounded lattices in the plane. A
lattice in Euclidean d -space is called well-rounded if it contains d linearly indepen-
dent vectors of minimal (positive) length. In d D 2, the well-rounded sublattices of
a lattice are in close connection to its CSLs [19], though counting well-rounded
sublattices is generally more difficult than counting SSLs and CSLs. However, we
obtained precise results for the asymptotic growth rates for certain planar lattices. In
particular, we have proved the following result [19].
Theorem 9.5.7. Let a .n/ be the number of well-rounded sublattices

P of index n in
the square lattice. Then, the summatory function A .x/ D n6x a .n/ possesses
the asymptotic growth behaviour
log.3/ L.1; 4/
A .x/ D x log.x/ 1 C c x C O x 3=4 log.x/
3 .2/

log.3/ log.3/
D x log.x/ C c x C O x 3=4 log.x/
2 2
where, with denoting the Euler–Mascheroni constant,

L.1; 4 / log.3/ L0 .1; 4 / 0 .2/
c WD .2/ C C 2
.2/ 3 L.1; 4 / .2/
X1 X
log.3/ log.3/ log.2/ 1 log.3/ 1
C 2
3 4 6 pD1
p 2 p q
p<q<p 3
1
X X !
4 1 1 1
log.3/
3 2k C 1 4 p p 2` C 1
kD0 k<`<k 3C. 3 1/=2
0:6272237
1
P s
is the coefficient of .s 1/ in the Laurent series of n>1 a .n/n around s D 1.
Analogous results for the hexagonal

P lattice exist as well. In general, any rational
lattice has an asymptotic behaviour n6x a .n/ c x log.x/ for some c > 0;
see [19]. Moreover, we have shown that three regimes exist as follows: A planar lat-
tice can have many, some, or no well-rounded sublattices. The first case is exactly the
already mentioned rational case, while the second case is explained by the existence
of an essentially unique coincidence reflection. In this case, the asymptotic growth
behaviour is given by
X log.3/ p
a .n/ xCO x ;
n6x
4˙
where ˙ is the coincidence index of the (essentially) unique coincidence reflec-

tion [19].
The present understanding of similar and coincidence sublattices is fairly satisfac-
tory in dimensions d 6 4, where explicit methods from algebraic number theory and
quaternion algebras can be employed. In higher dimensions, more work is needed,
for instance via the parametrisation of rotations through Clifford algebras or by re-
interpreting the previous findings in terms of special points on algebraic varieties.
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Chapter 10
Affine special Kähler structures in real
dimension two
M. Callies and A. Haydys
We review properties of affine special Kähler structures focusing on singularities of

such structures in the simplest case of real dimension two. We describe all possible
isolated singularities and corresponding monodromies of the flat symplectic connec-
tion, which is a part of a special Kähler structure, near a singularity. Beside numerous
local examples, we construct continuous families of special Kähler structures with
isolated singularities on the projective line.1
10.1 Introduction
The notion of a special Kähler structure has its roots in physics [15, 10] and appears in
supersymmetric field theories, -models, and supergravity. The following definition
of an affine special Kähler structure is due to Freed [12].
Definition 10.1.1. Let .M; g; I; !/ be a Kähler manifold, where g is a Riemannian

metric, I is a complex structure, and !.; / D g.I ; / is the corresponding sym-
plectic form. An affine special Kähler structure M is a flat symplectic torsion-free
connection r on the tangent bundle TM such that
.rX I /Y D .rY I /X (10.1.1)
holds for all vector fields X and Y .
Remark 10.1.2. In this contribution, we only consider affine special Kähler struc-
tures, which are simply abbreviated in what follows as special Kähler ones. These
should not be confused with projective special Kähler structures, which are not con-
sidered in this article.
There are many reasons for a mathematician to care about special Kähler struc-
tures. Perhaps one of the most important is the so called c-map construction [1,
6, 8, 12, 24], which associates to a special Kähler structure on M a hyperKähler
metric on the total space of T M . Moreover, each cotangent space is a complex
1 Project C11
222 M. Callies, A. Haydys
Lagrangian submanifold of T M with respect to a natural complex symplectic form

on T M , i.e., W T M ! M is a holomorphic Lagrangian fibration. Conversely, if
W X ! M is an algebraic integrable system [12, Def. 3.1], then the base M carries
a natural special Kähler structure.
Another reason to care about special Kähler structures is that some important
moduli spaces are equipped with (or are closely related to) special Kähler structures.
For example, moduli spaces of Calabi–Yau threefolds are bases of algebraic inte-
grable systems [11, 8] and thus carry special Kähler structures. The deformation
space of a compact, complex Lagrangian submanifold of a complex Kähler symplec-
tic manifold is special Kähler [18]. The Hitchin moduli space [19] associated with a
Riemann surface † is the total space of an algebraic integrable system, whose base is
the space of quadratic differentials on †. Hence, the space of quadratic differentials
on † is equipped with a natural special Kähler structure.
A lot is known about properties of special Kähler structures (especially local ones)
as well as about relations of special Kähler structures to other geometric structures.
For example, an extrinsic characterisation of special Kähler structures has been ob-
tained in [8] (see also [1, 9] as well as Section 10.2.2 below). It was shown in [4]
that a simply connected special Kähler manifold can be realised as a parabolic affine
hypersphere. More recently, it has been realised [2, 24] that the c-map construction
combined with the quaternionic flip of [16] is a useful tool in studies of quaternionic
Kähler metrics (this is in turn related to projective special Kähler geometry).
The Riemannian geometry of the Hitchin moduli space is now being actively stud-
ied [14, 26]. The corresponding special Kähler structure plays a central role in the
asymptotic description of the Riemannian metric near the ends of the moduli space.
Soon after special Kähler structures entered the mathematical scene, Lu [23]
proved that there are no complete special Kähler metrics besides flat ones (an al-
ternative proof can be found in [4]). This motivates studying singular special Kähler
metrics as the natural structure on bases of algebraic integrable systems with singular
fibers.
The focus of this article is on singularities of special Kähler metrics in the sim-
plest case of real dimension two. All possible singularities of special Kähler metrics
in two dimensions (under a mild assumption) were described in [17]. In this intro-
ductory article, after reviewing the basics of special Kähler geometry, we extend the
results of [17] by computing the monodromy of the flat symplectic connection near
an isolated singularity, see Theorem 10.2.7. We also construct continuous families of
special Kähler structures with isolated singularities on P 1 , thus showing in particular
that there is a non-trivial moduli space of singular special Kähler structures.
An interesting question, which is outside the scope of this article, is whether the
result of the c-map construction applied to a singular special Kähler structure can be
modified to yield a smooth hyperKähler metric. A proposal for such modification
was given in [13, 28]. We leave this question for future research.
Affine special Kähler structures in real dimension two 223
10.2 Special Kähler geometry in local coordinates

10.2.1 Local description in terms of special holomorphic coordinates Locally, a
special Kähler structure can be conveniently described in terms of special holomor-
phic coordinates. Following [12], we say that a system of holomorphic coordinates
.Z1 ; : : : ; Zn / is special, if r.Re dZj / D 0 for all j D 1; n. Two special coordinate
˚
systems fZj g and fWk g are said to be conjugate, if pj WD Re Zj ; qk WD Re Wk
is a Darboux coordinate system, i.e.,
X
! D dpj ^ dqj :
j
Such coordinate systems always exist in a neighbourhood of any point [12]. More-
over, for any j; k we have
@Wj @Wk
D
@Zk @Zj
and therefore there is a holomorphic function F such that
@F
Wk D :
@Zk
This function F, defined up to a constant, is called a holomorphic prepotential. The

Kähler form can be expressed in terms of the holomorphic prepotential as follows:
i X @2 F
! D Im dZj ^ dZN k : (10.2.1)
2 @Zj @Zk
j;k
One more useful object, which can be attached to a special Kähler structure, is
the so called holomorphic cubic form, which is defined as follows. Consider the
fiberwise projection .1;0/ onto the T 1;0 M TC M as a 1-form with values in TC M
Since this form vanishes on vectors of type .0; 1/, we can think of .1;0/ as an element
of 1;0 .M I TC M /. Then, the holomorphic cubic form is

„ WD ! .1;0/ ; r .1;0/ 2 H 0 M I Sym3 T M :
In terms of the holomorphic prepotential, the holomorphic cubic form can be ex-
pressed as follows:
1X @3 F
„ D dZj ˝ dZk ˝ dZl :
4 @Zj @Zk @Zl
j;k;l
One can show that „ measures the difference between the flat connection r, which
is part of the special Kähler structure, and the Levi–Civita connection [12].
10.2.2 An extrinsic description In [1], the local description of special Kähler man-
ifolds in terms of special holomorphic coordinates was reformulated as an extrinsic
description of simply connected special Kähler manifolds:
Given an n-dimensional special Kähler manifold, then locally, special conjugate
coordinate systems fZj g and fWj g define an immersion
D .Z1 ; : : : ; Zn ; W1 ; : : : ; Wn /
into T Cn D C2n . Thinking of .Z1 ; : : : ; Zn ; W1 ; : : : Wn / as a canonical coordinate
system on T Cn , the standard complex symplectic form on T Cn is
X
D dZj ^ dWj :
j
The immersion is holomorphic and Lagrangian ( D 0).

Furthermore, consider the real structure W C2n ! C2n and D i. ; /. Then

P metric is given by g D Re. / and the Kähler form is ! D ˛,
the special Kähler
where ˛ D 2 j dpj ^ dqj .
In particular, any simply connected special Kähler manifold .M; I; !; g; r/ of
dimension n admits such a holomorphic, non-degenerate (i.e., is non-degenerate)
Lagrangian immersion [1, Thm. 4(iii)].
The converse also holds: Let
W M ! T Cn D C2n
be a non-degenerate holomorphic Lagrangian embedding of a n-dimensional complex
manifold .M; I / and let g D Re. / be a Kähler metric. Then one can prove that
Re./ is also an immersion and obtain global coordinates .p1 ; : : : ; pn ; q1 ; : : : qn /,
which induce a flat torsion-free connection on M . With this connection, .M; g D
Re. /; I; ! D ˛; r/ is special Kähler (cf. [1, Thm. 3]).
Example 10.2.1. The basic example in this context is given by a closed holomorphic
P @F
1-form # D j Fj dZj on M D Cn with invertible real matrix Im. @Zjk /. Then, the
image of
#
M ,! T Cn D C2n
is a special Kähler manifold. Locally, # D dF is the differential of a holomorphic
function F, the holomorphic prepotential.
10.2.3 Local description in terms of solutions of the Kazdan–Warner equation

In the simplest case of complex dimension one, the following alternative local de-
scription was obtained in [17]. The main advantage of this description is that it does
not rely on the existence of a special holomorphic coordinate. This is particularly
important in the case of special Kähler structures with singularities, since near the
singularities there may be no special holomorphic coordinates which extend over the
singularities, and the traditional approach becomes less helpful.
Let C be any domain, which is viewed as being equipped with a holomorphic

coordinate z D x C yi and the flat Euclidean metric jdzj2 D dx 2 C dy 2 . The
coordinate z does not need to be special.
Write a special Kähler metric g on in the form
u
g D e jdzj2 :
Using the global trivialisation of T provided by the real coordinates .x; y/ the con-
nection r is described by its connection 1-form !r 2 1 I gl.2; R/ . A computa-
tion shows that r is torsion-free and satisfies (10.1.1) if and only if !r can be written
in the form
!11 !11
!r D : (10.2.2)
!22 !22
Here denotes the Hodge star operator with respect to the flat metric. Moreover, r
preserves the symplectic form ! D 2e u dx ^ dy if and only if tr !r D !11 C !22 D
du. Thus, r is parameterised by a single 1-form, say !11 .
Furthermore, by a direct computation one obtains that the flatness of r implies
that WD e u !11 is closed. Hence, r is in fact parameterised by a single closed
1-form ; Moreover, r is flat if and only if
d D 2. ^ du/ 2eu jj2 ;

u
(10.2.3)
u D j2 C e duj2 e2u :
Here D @2xx C @2yy is the Laplacian with respect to the flat metric.
Assume that any class in H 1 .I R/ can be represented by a co-closed—hence,
harmonic—1-form. Then, choosing a co-closed representative of Œ, we can write
D C 21 d.h C e u /. A computation shows that (10.2.3) is equivalent to
h D 0; u D jdh C 2 j2 e2u : (10.2.4)
Hence, we obtain the following proposition, which is a slight generalisation of [17,

Cor. 2.3].
Proposition 10.2.2. For any solution .h; u; / 2 C 1 ./ C 1 ./ 1 ./ of
h D 0; D 0; u D jdh C 2 j2 e2u ; (10.2.5)
the metric g D e u jdzj2 is special Kähler. Moreover, the connection 1-form of the
flat connection r is given by (10.2.2) with
2!11 D eu .dh C / du; 2!22 D eu .dh C / du: (10.2.6)
Conversely, if any de Rham cohomology class in H 1 .I R/ can be represented

by a co-closed 1-form, then any special Kähler structure on yields a solution of
Eq. (10.2.5).
In particular, for the punctured disc B1 WD B1 nf0g the first de Rham cohomology
group is generated by the following harmonic 1-form:
y dx x dy
'D :
x2 C y2
Hence, we have the following result.
Corollary 10.2.3 ([17, Cor.2.3]). Any triple .h; u; a/ 2 C 1 .B1 / C 1 .B1 / R

satisfying
h D 0; u D jdh C a'j2 e2u (10.2.7)
determines a special Kähler structure on B1 . Conversely, any special Kähler struc-
ture on B1 determines a solution of (10.2.7).
Remark 10.2.4. The last equation of (10.2.5) is the celebrated Kazdan–Warner equa-
tion [20].
A straightforward computation shows that in the setting of Corollary 10.2.3 the

holomorphic cubic form is given by
1 a @h 3
„ D „0 dz 3 D i dz :
2 2z @z
Let N 2 Z denote the order of „ at the origin. This means the following: If N > 0,
then the origin is a zero of „0 of multiplicity N ; If N < 0, then the origin is the
pole of „0 of order jN j; lastly, if N D 0, „0 is holomorphic at the origin and does
not vanish there. In particular, by saying that N is an integer, we exclude essential
singularities as well as the case „ 0, which corresponds to the flat special Kähler
metric with r being the Levi–Civita connection [12].
The description of special Kähler metrics given in Corollary 10.2.3 can be used
to prove the following result.
Theorem 10.2.5 ([17, Thm. 1.1]). Let g D wjdzj2 be a special Kähler metric on
B1 . Assume that „ is holomorphic on the punctured disc and the order of „ at the
origin is N 2 Z. Then,

w D jzjN C1 log jzj C C o.1/ or w D jzjˇ C C o.1/ (10.2.8)
as z ! 0, where C > 0 and ˇ < N C 1.

Moreover, for any N 2 Z and ˇ 2 R such that ˇ < N C 1, there is an affine
special Kähler metric satisfying (10.2.8). (In particular, for any N 2 Z there is an
affine special Kähler metric satisfying w D jzjN C1 log jzj.C C o.1//.)
Remark 10.2.6. In [17], the first formula of (10.2.8) appears in the form w D
jzjN C1 log jzj eO.1/ , which follows from McOwen’s analysis of solutions of the
Kazdan–Warner equation [27]. The asymptotics as stated in Theorem 10.2.5 can be
obtained from [25, Prop. 3.1], which in fact provides even more refined asymptotics
near the origin.
By analysing the asymptotic behaviour of solutions of the Kazdan–Warner equa-

tion with singular coefficients it is possible to compute the monodromy of the flat
symplectic connection. Namely, very recently we proved the following result.
Theorem 10.2.7 ([5]). Let g D wjdzj2 be a special Kähler metric on B1 such that

w D jzjˇ C C o.1/ or w D jzjN C1 log jzj C C o.1/ ;
where ˇ < N C 1 (in the second case, we put by definition ˇ D N C 1). Let Hol.r/
denote the monodromy of r along a loop that goes once around the origin. Then, the
following holds:

ˇ sin ˇ
If ˇ … Z, Hol.r/ is conjugate to cos
sin ˇ cos ˇ
;
11

If ˇ 2 2Z, Hol.r/ is trivial or conjugate to 01 ;

If ˇ 2 2Z C 1, Hol.r/ is id or conjugate to 0
1 1
1 .
Corollary 10.2.8. Hol.r/ is conjugate to a matrix lying in Sp.2; Z/ if and only if

ˇ 2 21 Z [ 31 Z.
Proof. Since Hol.r/ 2 Sp.2; R/ D SL.2; R/, the characteristic polynomial of Hol.r/
has integer coefficients if and only if tr Hol.r/ 2 Z. This implies that Hol.r/ is con-
jugate to a matrix lying in Sp.2; Z/ if and only if cos ˇ 2 f0; ˙ 12 ; ˙1g.
10.2.4 A link between two local descriptions Our next goal is to obtain a link be-
tween the two descriptions of special Kähler structures in terms of solutions of (10.2.7)
and in terms of special holomorphic coordinates. Notice that special holomorphic co-
ordinates always exist in a neighbourhood of a point, where the special Kähler struc-
ture is regular. However, in a neighbourhood of a singular point there may be no
special holomorphic coordinates. More precisely, we have the following.
Proposition 10.2.9. Let be a disc or a punctured disc. A special Kähler structure

on admits a special holomorphic coordinate on if and only if the triple .h; u; a/
appearing in Corollary 10.2.3 is given by .h; u; a/ D .h; log. h/; 0/ for some
negative harmonic function h on .
Proof. Observe first, that for any negative harmonic function h the triple .h; u; a/ D
.h; log. h/; 0/ is a solution of (10.2.7). Moreover, in this case by (10.2.6) we have
!11 D 0, which implies that rdx D 0. In other words, z is a special holomorphic
coordinate.
Assume now that z is a special holomorphic coordinate. Then r Re dz D 0

implies !11 D 0, which yields dh C a' e u du D 0. Since ' is not exact, we must
have a D 0. This yields h D e u , i.e., h is a negative harmonic function.
For the special Kähler structure determined by a single negative harmonic func-
tion as in the above proposition, we compute

2 1 @h 3 1 0 0
g D hjdzj ; „ D idz ; !r D :
2 @z h dh dh
Furthermore, by (10.2.1) the holomorphic prepotential satisfies
@2 F
Im D 2h:
@z 2
If is a disc, this equality determines F up to a polynomial of degree 2, cf. [12,
Prop. 1.38(c)].
If D B1 , by [3, Thm. 3.9] there is A > 0 such that h D A log jzj C h0 , where
h0 is a smooth harmonic function on B1 . Hence, we have the following result.
Corollary 10.2.10. If a special Kähler structure on B1 admits a special holomorphic

coordinate in a neighbourhood of the origin, there are some constants A > 0 and B
such that
g D A log jzj C B C o.1/ jdzj2 as z ! 0;
Moreover, ord0 „ > 1.
In particular, a special Kähler structure on B1 such that ord0 „ 6 2 does not
admit a special holomorphic coordinate in a neighbourhood of the origin.
10.2.5 A relation with metrics of constant negative curvature Recall that if g

and gQ D e2u g are two metrics on a two-manifold, then their curvatures K and KQ
are related by u D K Ke Q 2u . In particular, if g is flat, then u D Ke Q 2u .
u 2
Hence, with the help of (10.2.3) we conclude: If g D e jdzj is special Kähler,
then gQ D e2u jdzj2 has a non-positive curvature.
On the other hand, if gQ D e2u jdzj2 is a metric of constant negative curvature on
2u
some domain C, then p u solves u D Ke with K > 0. Hence, the triple
.h; u; / with h.x; y/ D Kx and D 0 solves (10.2.5) and therefore the metric
g D e u jdzj2 is special Kähler. Summarising, we obtain the following result.
Proposition 10.2.11 ([17, Prop. 3.1]). If gQ D wjdzj2 is a metric of constant negative

curvature K on a domain , then g D p1w jdzj2 is a special Kähler metric on the
same domain . Moreover, the associated holomorphic cubic form is given by
p
Ki 3
„ D dz :
4
10.2.6 Examples
Example 10.2.12. In the setting of Proposition 10.2.9, choose h D A log jzj C B,

where A > 0 and B are some constants. We require also B < 0 so that h is negative
on B1 . For the corresponding special Kähler structure we have

2 Ai 3 A 0 0
g D A log jzj C B jdzj ; „ D dz ; !r D :
4z h d log jzj d log jzj
Moreover, z is a special holomorphic coordinate. The dual “coordinate” w is given
by
w D 2.B A/iz C 2Aiz log z:
Of course, w is not a coordinate in any neighbourhood of the origin if A ¤ 0, but
choosing a suitable branch of the logarithm the above expression defines a dual coor-
dinate in a neighbourhood of any point in B1 .
Similarly, on a suitable branch of the logarithm (or by going to the universal cov-
ering of B1 ), the extrinsic description of this metric is given by the holomorphic
1-form
# D wdz D 2 .B A/iz C Aiz log z dz;
or the corresponding prepotential

2 2 z2
F D i.B A/z C iA z log.z/
2
with @F
@z
D w, as in Example 10.2.1.
This special Kähler structure is related to the Ooguri–Vafa metric [29], see [7].
The monodromy of r along the circle of radius 1 centered at the origin can be
computed explicitly and equals
2A

Hol.r/ D 1 B :
0 1
Example 10.2.13. Apply Proposition 10.2.11 to the Poincaré metric on the punctured
2
disc gQ D jzj 2 log jzj jdzj2 to obtain that the metric
g D jzj log jzj jdzj2
is special Kähler.
Example 10.2.14 (Special Kähler metrics via meromorphic functions). If is sim-

ply connected, the conformal factor of any metric of constant negative Gaussian cur-
vature K can be written [22] in the form
jf 0 .z/j2
w D 4 2 ; (10.2.9)
1 C Kjf .z/j2
where f is a meromorphic function on with at most simple poles such that f 0 .z/ ¤
0 on . Conversely, for any (not necessarily simply connected) and any f as
above, (10.2.9) determines a metric of constant negative curvature K. Hence, by
Proposition 10.2.11 the metric
ˇ ˇ
1 ˇ1 C Kjf .z/j2 ˇ
g D jdzj2
2 jf 0 .z/j
is special Kähler for any meromorphic f as above.

For example, put K D 1 and f .z/ D z n , where n > 1. Then we obtain that
1 1 n

gD jzj 1 jzj2n jdzj2
2n
is a special Kähler metric on B1 .
Example 10.2.15. By a classical result of Picard [30], for any given n > 3 pairwise
P points .z1 ; : : : ; zn / in C and any n real numbers .˛1 ; : : : ; ˛n / such that ˛j < 1
distinct
and ˛j > 2, there exists a unique metric of constant negative curvature gQ on
C n fz1 ; : : : ; zn g satisfying gQ D jz zj j 2˛j .c C o.1//jdzj2 near zj . Hence, the
corresponding special Kähler metric g has a conical singularity near zj ,
g D jz zj j˛j .c C o.1//jdzj2:
Explicit examples of constant negative curvature — hence special Kähler — met-

rics on the three times punctured complex plane can be found in [21] and references
therein.
10.3 Some global aspects of special Kähler geometry on P 1

Even though the methods of Section 10.2.3 are mainly local, some global conclusions
can be also derived. The main objective for this section is to show that by allowing
singular special Kähler metrics we have a lot of examples on a compact manifold and
even a non-trivial moduli space.
10.3.1 A constraint from the Gauss–Bonnet formula Let g be a special Kähler

metric on the complex projective line P 1 with singularities at fz1 ; : : : ; zk g. Assume
that at each zj the metric g has a conical singularity of order ˇj =2 > 1, i.e.,

g D jzjˇj Cj C o.1/ jdzj2 ;
where Cj is positive. A restriction on the cone angles of special Kähler metrics as

above can be obtained from the Gauss–Bonnet formula [31, (1.3)], which in this case
reads
Z k
1 1X
1
K D .P / C ˇj :
2 2
j D1
P1
Here, K is the curvature of g and is the Euler characteristic. Since K > 0, com-
pare [12, Rem. 1.35], we obtain
k
X
ˇj > 2.P 1 / D 4: (10.3.1)
j D1
10.3.2 Families of special Kähler metrics on P 1 Just like in Example 10.2.15, for
any k > 3 points z1 ; : : : ; zk on P 1 and any ˛1 ; : : : ; ˛k such that
k
X
˛j < 1 and ˛j > 2;
j D1
there is a unique metric gQ of constant negative curvature on P 1 with conical singular-

ity at zj of order ˛j . Think of P 1 as C [ f1g, where each zj is distinct from 1.
2
If z is a holomorphic coordinate on C, we can write gQ D w.z; z/jdzj
N with
4
N D jzj
w.z; z/ .c C o.1// as z ! 1:
Applying Proposition 10.2.11 we obtain a special Kähler metric g on C with conical
singularity of order ˛j =2 at zj for each j D 1; k. Moreover,

g D jzj2 c C o.1/ jdzj2 ; as z ! 1: (10.3.2)
In other words, g can be thought of as a special Kähler metric on P 1 with conical

singularities at z1 ; : : : ; zk and zkC1 D 1 of order ˛1 =2; : : : ; ˛k =2; and 3, respec-
tively. Summarising, we obtain the following result.
Proposition 10.3.1. For any k > 3 points on P 1 and any ˛1 ; : : : ; ˛k such that
k
X
˛j < 1 and ˛j < 2;
j D1
there is a special Kähler metric on P 1 such that

g D jz zj j˛j cj C o.1/ jdzj2
for all j D 1; k. Moreover, near 1, this metric satisfies Eq. (10.3.2), which corre-
sponds to
g D jj 6 c C o.1/ jdj2
in a local coordinate near 1.
Applying a Möbius transformation, we can move .z1 ; z2 ; z3 / into any given triple
of points. Hence, Proposition 10.3.1 yields a family of special Kähler metrics with
singularities at k C 1 > 4 points parameterised by k C 2.k 3/ D 3k 6 real
parameters.
Remark 10.3.2. Restriction (10.3.1) does not apply to the special Kähler metrics
constructed in Proposition 10.3.1, since such metrics always have singularities of
order 3.
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Chapter 11
Non-crossing partitions
B. Baumeister, K.-U. Bux, F. Götze, D. Kielak and H. Krause
Non-crossing partitions have been a staple in combinatorics for quite some time.
More recently, they have surfaced (sometimes unexpectedly) in various other con-
texts from free probability to classifying spaces of braid groups. Also, analogues
of the non-crossing partition lattice have been introduced. Here, the classical non-
crossing partitions are associated to Coxeter and Artin groups of type An , which
explains the tight connection to the symmetric groups and braid groups. We shall
outline those developments.1
The authors would like to thank Holger Kösters for carefully reviewing parts of
this text and for his very helpful comments.
11.1 The poset of non-crossing partitions

A partition p of a set U is a decomposition of U into pairwise disjoint subsets Bi :
]
U D Bi
i
The subsets Bi are called the blocks of the partition p. Another way to look at this
is to consider p as an equivalence relation on U . In this perspective, the subsets
Bi are the equivalence classes. Let q be another partition of the same set U . We
say that q is a refinement of p if each block of q is contained in a block of p. In
terms of equivalence relations, if two elements of U are q-equivalent, they are also
p-equivalent. We also say that q is finer than p or that p is coarser than q; and we
write q p.
Let P.U / be the set of all partitions on the underlying set U . The refinement
relation is a partial order on the set P.U /, which is therefore a poset. Moreover,
it is a lattice, i.e., every non-empty finite subset P P.U / has a least upper bound
and a greatest lower bound. We remark that the partition lattice is complete, i.e., even
arbitrary infinite subsets have least upper and greatest lower bounds.
Remark 11.1.1. It is interesting that the definition of a complete lattice can be weak-
ened by breaking the symmetry between upper and lower bounds. If a poset has
upper bounds and greatest lower bounds, it is already a complete lattice (i.e. it also
has lowest upper bounds).
1 Projects A4, C3, C13
236 B. Baumeister, K.-U. Bux, F. Götze, D. Kielak, H. Krause
v3
v4 v2
v5 v1
v6 v8
v7
Figure 11.1.1. Visualisation of the partition f f 1 g; f 2; 6; 7 g; f 3; 5 g; f 4 g; f 8 g g.
Sketch of proof. Let P be a non-empty subset of the poset. We consider the the set
B C .P / of all common upper bounds for the non-empty subset P . Since the poset
has upper bounds, B C .P / is non-empty. Hence it has a greatest lower bound, which
turns out to be the lowest upper bound of P .
Consider the following reflexive and symmetric relations on U :
xy W, 9p 2 P W x and y are p-equivalent

xy W, 8p 2 P W x and y are p-equivalent
V
It is clear that is itself an equivalence relation. It corresponds to the meet P of
the partitions in P , i.e., the greatest lower bound of P .W The transitive closure of is
an equivalence relation, which corresponds to the join P of the partitions in P .
Now, we restrict our consideration to finite sets. For a natural number m 2 N, let
us denote by Œm the set f 1; 2; 3; : : : ; m g. We fix the natural cyclic ordering on Œm
and represent its elements as the vertices v1 ; : : : ; vm of a regular m-gon inscribed in
the unit circle. Let p be a partition of Œm. We say that two blocks B and B 0 of the
partition p cross if their convex hulls intersect. The partition p is called non-crossing
if its blocks pairwise do not cross. A non-crossing partition can thus be depicted by
colouring the convex hulls of its blocks. For blocks of size one or two, we fatten up
the convex hull. It is clear from the visualisation that the complements of the coloured
regions also are pairwise disjoint. This gives rise to the Kreweras complement. Here,
we put dual vertices w1 ; : : : ; wm within the arcs vi vi C1 . There is no natural
numbering, and we choose to place w1 within the arc from v1 to v2 . Let p be a
non-crossing partition. Two dual vertices lie in the same block of the complement pc
if they lie within the same complementary region of the convex hulls of blocks of p.
The set NC.m/ of all non-crossing partitions of Œm is partially ordered with respect
to refinement. It is thus a subposet of the set of all partitions of Œm. It turns out that
NC.m/ is also a lattice. This is clear from Remark 11.1.1 since greatest lower bounds
are inherited from the partition lattice and upper bounds exist trivially since the trivial
partition with a single block is noncrossing.
Non-crossing partitions 237
v3 w3 v3 w2
v4 v2 v4 v2
w4 w1
v5 v1 v5 v1
w5 w8
v6 v8 v6 v8
v7 w6 v7 w7
Figure 11.1.2. The partition p D f f 1 g; f 2; 6; 7 g; f 3; 5 g; f 4 g; f 8 g g and its Kreweras complement

p c D f f 1; 7; 8 g; f 2; 5 g; f 3; 4 g; f 6 g g.
However, the noncrossing partition lattice is not a sublattice of the whole parti-
tion lattice: the join operation in both structures differ, i.e., the finest partition coarser
than some given non-crossing partitions does not need to be non-crossing; see Re-
mark 11.1.3 for a counterexample.
The complement map
NC.m/ ! NC.m/
p 7 ! pc
is an anti-automorphism of the lattice NC.m/: it reverses the refinement relation and
interchanges the roles of meet and join. It is, however, not an involution. In the
picture, taking the Kreweras complement twice seems to get you back to the original
partition. This is true; however, the indexing of the vertices shifts by one. Thus, the
square of the Kreweras complement is given by cyclically rotating the element of the
underlying set f 1; : : : ; m g.
The bottom (finest) element ? of NC.m/ is the partition with m blocks, each of
size one. The top (coarsest) element > of NC.m/ is the partition with a single block.
For each non-crossing partition p, we define its rank rk.p/ in terms of its number of
blocks:
rk.p/ WD m #f blocks of p g
For any non-crossing partition p, all maximal chains from the bottom element ? to
p have the same length, which coincides with the rank rk.p/. Let us summarise the
properties and non-properties of the poset of non-crossing partitions:
Fact 11.1.2. The set NC.m/ of non-crossing partitions of an m-element is partially
ordered by refinement. This poset is a lattice and self-dual with respect to the Krew-
eras complement, i.e.,
.p ^ q/c D pc _ q c
.p _ q/c D pc ^ q c
for any two p; q 2 NC.m/.
The automorphism p 7! .pc /c has order m.

All maximal chains from bottom to top have length m 1. For any non-crossing
partition p, there is a maximal chain from bottom to top going through p. The non-
crossing partition lattice is graded and one has
m 1 D rk.p/ C rk.pc /
for any p.
Remark 11.1.3. For m > 4, the non-crossing partition lattice NC.m/ is not a sub-
lattice of the partition lattice: the join operations do not coincide. A counterexample
for m D 4 is p D f f 1; 3 g; f 2 g; f 4 g g and q D f f 1 g; f 2; 4 g; f 3 g g. The join of
these partitions in the partition lattice is f f 1; 3 g; f 2; 4 g g whereas the join in NC.4/
is the top element. These two partitions also show that the non-crossing partition
lattice NC.m/ is not semi-modular, i.e., the following inequality does not hold for all
partitions p and q,
rk.p/ C rk.q/ > rk.p _ q/ C rk.p ^ q/:
Enumerative properties of the noncrosing partitition lattice are well understood.

Kreweras counted the number of non-crossing partitions.
Fact 11.1.4 (see [41, Cor. 4.2]). For any m, we have

j NC.m/ j D Cm
1 2m
.2m/Š
where Cm D mC1 m
D mŠ.mC1/Š
is the mth Catalan number.
Kreweras also determined the Möbius function for the lattice of non-crossing par-
titions. Recall that, for a finite poset P , the Möbius function
W f .u; v/ 2 P P j u 6 v g ! Z
is defined by the following recursion:
.u; u/ D 1;
X
.u; v/ D .u; w/:
u6w<v
Note that the value .u; v/ is completely determined by the isomorphism type (as a
poset) of the interval Œu; v WD f w 2 P j u 6 w 6 v g.
Fact 11.1.5 (see [41, Thm. 6] or [13, Cor. 3.2]). For the non-crossing partition poset
NC.m/, the Möbius function satisfies
.2m 2/Š
.?; >/ D . 1/m 1Cm 1 D . 1/m 1
(11.1.1)
.m 1/ŠmŠ
v4 w4 w3
v5 v3
w5 w2
v6 v2
w6 w1
v7 v1
w7 w12
v8 v12
w8 w11
v9 v11
v10 w9 w10
Figure 11.1.3. Two nested partitions p q and their blockwise complement. For the dual vertices
w4 and w10 , different conventions are possible to determine which dual vertex is to be used with
which block of q.
Let p be a non-crossing partition, and consider a non-crossing partition q p.

Let B be a block of p. The blocks of q contained in B may be thought of as a
non-crossing partition of B. Thus, we have the following:
Observation 11.1.6. Let p 2 NC.m/ be a non-crossing partition, and let B1 ; : : : ; Bk
be its blocks. Then the order ideal p WD f q 2 NC.m/ j q p g is isomorphic as
a poset to the cartesian product NC.B1 / NC.Bk /.
Let B10 ; : : : ; Bm
0
kC1
be the blocks of the Kreweras complement pc . Since the
complement is an antiautomorphism of the non-crossing partition lattice, the filter
p WD f q 2 NC.m/ j q p g is isomorphic as a poset to the cartesian product
NC.B10 / NC.Bm 0
kC1
/.
For non-crossing partitions p q, the interval Œp; q is the filter for p within
the order ideal of q. Hence, by combining
Q the previous isomorphisms, we see that
Œp; q is isomorphic to the product B NC.B/ where B ranges over the blocks of the
“blockwise Kreweras complement” of p in q.
Since the Möbius function is multiplicative with respect to cartesian products of
posets, Observation 11.1.6 allows one to derive the values of .p; q/ in terms of the
blockwise complement of p in q from Kreweras’ formula (11.1.1).
Remark 11.1.7. To every poset .P; 6/, one associates the order complex. This is
the simplicial complex .P; 6/ whose vertices are the elements of P and whose
simplices are chains in P , i.e., non-empty subsets of P on which 6 is a total order. By
a theorem of P. Hall, one can interpret the Möbius function as the Euler characteristic
of order complexes [49, Prop. 3.8.6],
.u; v/ D ...u; v///; for u < v:
Here .u; v/ WD f w 2 P j u < w < v g is the open interval from u to v.

A significant implication is that the Möbius function is invariant with respect to

reversing the order relation: let 6 be the Möbius function of .P; 6/ and let > be
the Möbius function of the reversed poset .P; >/; then, we have
6 .u; v/ D > .v; u/:
11.2 Non-crossing partitions in free probability

Classical probability spaces .; F ; P/ can be reformulated using the commutative
C -algebra A D L1 .; F ; P/ as follows. Real valued (bounded) random variables
correspond to elements of RA and their expectations are given by evaluation of the
linear functional '.a/ WD a dP. The ’distribution’ of a random variable a is the
1 k
Rinduced
k
R k a .A/ WD
distribution R P.a .A// and its kth moment is given by '.a / D
a dP D R x a .dx/ D R x ak .dx/.
This construction admits the following non commutative extension. Denote by
.Md .C/; tr/ the space of d d complex matrices, together with the normalised trace
and the usual matrix conjugation. Consider now the algebra of random R matrices
A WD Md .L1 .; F ; P// together with the linear functional '.a/ WD tr.a/ dP.
This represents a genuine non-commutative C -probability space .A; '/, which
is a unital C -algebra over C together with a unital and tracial positive linear func-
tional ' W A ! C, that is
'.1/ D 1; '.a a/ > 0; '.ab/ D '.ba/; for all a; b 2 A:
Furthermore, we shall assume that ' is faithful, that is '.a a/ D 0 is equivalent to

a D 0. See the survey [50].
Many constructions in non commutative probability are parallel to those in classi-
cal probability, and this is also reflected in the notation: If a is a self-adjoint element
in A, i.e. a D a, the value '.a/ is sometimes called the expectation of a, the values
'.ak /, k 2 N, are calledR the moments of a, and the compactly supported probability
measure a on R with x k a .dx/ D '.ak /, k 2 N, is also called the distribution
of a which always exists for self-adjoint elements in a C -probability space. If the
measure a admits a density fa , the latter is also called the density of a. Similarly,
given two self-adjoint elements a and b in A, the joint moments of a and b are given
by the values '.w/, w being a “word” in a and b.
RecallR that a compactly supported Borel measure on R (and more generally any
with Rezx .dx/ locally analytic around z D 0) is uniquely characterised by its mo-
ments x k .dx/ since then the Fourier transform of is a convergent power series
with coefficients given by the moment sequence.
In order to define a corresponding notion of independence for self-adjoint ele-
ments (like that for random variables in classical probability theory), recall that two
random variables a; b 2 L1 .; F ; P/ endowed with expectation ' as above are
independent, if '.ak b l / D '.ak /'.b l / or equivalently

' .ak '.ak //.b l '.b l // D 0 (11.2.1)
for all k; l 2 N0 .
Let A1 and A2 denote unital sub-algebras in A, for instance generated by ele-
ments a and b respectively. They are called ‘free’ if the expectations of all products
with factors alternating between elements from A1 and A2 vanish whenever the ex-
pectations of all factors vanish. Hence the elements a; b 2 A are called free if

' .aj1 '.aj1 //.b k1 '.b k1 // .ajm '.ajm //.b km '.b km // D 0
(11.2.2)
for all m 2 N and all j1 ; : : : ; jm ; k1 ; : : : ; km 2 N. Hence for m D 1 this rule for

the evaluation of joint moments coincides with the classical rule '.ab/ D '.a/'.b/
but is apparently different for m > 1. The rules (11.2.2) as well as (11.2.1) allow to
reduce by induction the evaluation of joint moments '.aj1 b k1 ajm b km / of these
free or independent elements to the moments '.aj / and '.b k /, which determine
the marginal distribution of a resp. b. Thus freeness may be regarded as a (non-
commutative) analogue of the notion of independence in classical probability theory,
allowing the development of a free probability theory. In particular (11.2.2) allows to
to compute the expectation of '..a C b/n / for any n 2 N, a 2 A1 and b 2 A2 , thus
determining the distribution in the sense described above of the ‘free’ sum of a and
b via the moments of a and b only. Hence, this assigns to compactly supported
measures ; (with moments given by those of a; b) a free additive convolution
, see the survey [50]. This notion may be considered as an asymptotic limit
of a corresponding notion for sequences of random matrices with independent entries
of increasing dimension and their limiting spectral measures, see Chapter 1.
More generally, a set of unital sub-algebras Aj A; j 2 I , indexed by a set I ,
is called free if for any integer k and aj 2 Aij ; j D 1; : : : ; k; ij 2 I ,
'.a1 : : : ak / D 0 provided that '.aj / D 0; j D 1; : : : ; k;

and i1 ¤ i2 ; i2 ¤ i3 ; : : : ; ik 1 ¤ ik ; (11.2.3)
that is, all adjacent elements in a1 : : : ak belong to different sub-algebras Aji . This
notion has similar properties as classical independence. For instance, polynomials
P .aj / of free self-adjoint elements aj (generating a sub-algebra) are free again.
The density .x/ D p1 exp. x 2 =2/ defines the standard Gaussian distribu-
2
tion. Hence, the classical central limit theorem (CLT) may be stated for independent
random elements ai ; i 2 N from a commutative C -probability space .A; '/ with
identical distribution such that '.ai / D 0; '.ai2 / D 1 (such variables are called
standardised).
Theorem 11.2.1 (Commutative C -version of CLT). The moments of the normalised

sum SN WD a1 C:::Ca
p N
satisfy
N
Z
k
lim '.SN /D x k .x/ dx; k 2 N: (11.2.4)
N !1
Consider free random elements ai from a (non-commutative) C -probability space

.A; '/, standardised via '.ai / D 0; '.ai2 / D 1 with identical distribution, that is
'.ajl / depends on l only. In order to describe a corresponding free ‘central limit
theorem’ for this setup we have to determine the asymptotic behaviour of moments
of type '.ai1 : : : aik / subject to the assumption of freeness (11.2.3).
Note that by freeness all mixed moments vanish provided an element aj occurs
only once in the product. (Note that this holds as well for mixed moments of in-
dependent random variables). Thus, we only need to consider mixed moments with
factors occurring at least twice. For a product ai1 aik of k factors, such that s of
them, say b1 ; : : : ; bs , are different, let p D fB1 ; : : : ; Bs g denote the corresponding
partition of the set f1; : : : ; kg into jpj WD s nonempty blocks Bj of the positions of
bj in 1 6 j 6 k.
One can show by induction that all mixed moments of free or independent el-
ements '.ai1 ai2 aik / where 1 6 ij 6 N , can be computed via (11.2.3) resp.
(11.2.1) as above also for s > 2 in terms of moments cl D '.bjl / for j D 1; : : : ; s
which depend on l only by the assumption of identical distribution. Thus these mixed
moments depend on the partition scheme of i1 ; : : : ; ik , say p, only and will be de-
noted by mp . The number of such mixed moments in a1 ; : : : ; aN corresponding
to a given partition scheme depends on jpj only and is given by AN;p D N.N
1/ .N jpj C 1/ . Thus
X
k
'.SN /D mp AN;p N k=2 : (11.2.5)
p
For a partition p we have AN;p < N jpj . If all parts of p satisfy jBj j > 2 and one
block is of size at least three, the corresponding contribution in (11.2.5) is of order
jmp jAN;p N k=2 6 jmp jN 1=2 , that is all these terms are asymptotically negligible
as N tends to infinity.
k
Hence, computing the asymptotic limit of '.SN / reduces to considering all mixed
moments of k factors with each random element occurring precisely twice, a conse-
k
quence being that limN !1 '.SN / D 0 for k odd.
Recall that NC.n/ denoted the lattice of all non-crossing partitions on the set
Œn D f1; : : : ; ng. Furthermore, let NC2 .2k/ denote the subset of non-crossing par-
titions with blocks of size 2 only, called ’non-crossing pair partitions’ on a set of 2k
elements.
Now consider as an example three free standardised variables a, b, c. Then
the product abc 2ab corresponds to a pair partition with a crossing, that is p D
ff1; 5g; f3; 4g; f2; 6gg. Hence '.abc 2 ab/ D '.abab/'.c 2/ D 0 by freeness, that
is (11.2.2). Otherwise, for a non-crossing pair partition like ca2 b 2 c, we have
'.ca2 b 2 c/ D '.cb 2 c/'.a2/ D '.cc/'.b 2/ D 1. These simple observations can

be generalised by induction in the following Lemma to determine the values of joint
moments mp D '.ai1 ai2 aik / for pair partitions p of free variables.
Lemma 11.2.2. For any pair partition p,

(
0 if p has a crossing
mp D
1 if p is non-crossing.
Thus, we conclude from (11.2.5) and the previous results that

X AN;p
2k
lim '.SN / D lim D j NC2 .2k/j:
N !1 N !1 N k=2
p2NC2 .2k/
Furthermore, one shows that
Ck WD j NC2 .2k/j D j NC.k/j; (11.2.6)

1 2k

where Ck D kC1 k
is the kth Catalan number. Among its numerous interpreta-
tions, it represents as well the 2k th moment of a compactly supported measure with
1
density w.x/ WD 2 .4 x 2 /1=2 ; jxj 6 2. This is the so-called Wigner measure or
semi-circular distribution. See [44, Rem. 9.5].
Now the free central limit theorem for a sequence of bounded free variables
aj ; j 2 N, which are standardised via '.aj / D 0; '.aj2 / D 1, and SN WD a1 C:::Ca
p N
N
may be stated as follows.
Theorem 11.2.3 (Free Central Limit Theorem). SN converges in distribution to w

which serves as the Gaussian distribution in free probability, i.e.
Z
k
lim '.SN / D x k w.x/ dx; k 2 N: (11.2.7)
N !1
p
This means e.g. that the rescaled sum .a1 C a2 /= 2 of two free elements a1 ; a2
of a non-commutative probability space .A; '/ which both have density w.x/ again
has a Wigner distribution. In free probability an element s of .A; '/ with density
w.x/ is called semi-circular and its moments are given by
(
1 2k
n ; if n D 2k;
'.s / D kC1 k (11.2.8)
0; if n odd:
Recall that a 2 .A; '/ is called positive if there exists an c 2 .A; '/ with
a D c c. Thus a is self-adjoint. Define the free multiplicative convolution of two
compactly supported measures a ; b , of positive free elements a; b 2 .A; '/, say
a b , as follows by specifying its moments. Since in a C -probability space A
positive square roots a1=2 resp. b 1=2 of a resp. b as well as the positive element
pa;b WD a1=2 ba1=2 are again in A, we may define a b by:
Z
x k da b .x/ WD '.pa;b
k
/; k 2 N: (11.2.9)
k k
Since '.pa;b / D '.pb;a /; k 2 N, because ' is tracial, i.e. '.ba/ D '.ab/, we
conclude that the free convolution is commutative. By the same tracial property
k
and the relation of freeness, we show that '.pa;b / D '..ab/k / and this implies the
associativity of . Moreover it follows from this representation that the multiplicative
convolution measure a b is uniquely determined by the distributions of a and
b .
In order to effectively compute both additive and multiplicative convolution of
measures, one needs more properties of the lattice of partitions of 1; : : : ; n into blocks
and the subset of non-crossing partitions together with the notion of multi-linear cu-
mulant functionals. As above let Bj ; j D 1; : : : s denote the blocks of a partition
p 2 NC.n/ of 1; : : : ; n.
For p 2 NC.n/, the free mixed cumulants are multi-linear functionals p W An !
C defined in terms of a moment decomposition using the Möbius function .q; p/ of
the lattice of non-crossing partitions NC.n/. We define the general mixed cumulant
functionals p as follows:
X
p Œa1 ; : : : ; an D 'q Œa1 ; : : : ; an .p; q/; where (11.2.10)
q2NC.n/;pq
0 1 0 1
Y Y
'q Œa1 ; : : : ; an WD ' @ ak A ' @ ak A ;
k2B1 k2Bs
Q
and the products k2Bj ak repeat the order of indices within the block Bj . Note that
by Hall’s theorem, the coefficient .p; q/ can also be written as .q; p/ using the
relation of reversed refinement (see Remark 11.1.7).
Then one shows, see [44, Prop. 11.4], that
X
'.a1 an / D p Œa1 ; : : : ; an : (11.2.11)
p2NC.n/
In the special case p D 1n we write n instead of 1n . The following lemma is

proved by induction on n.
Lemma 11.2.4 ([44, Thm 11.20]). The elements a1 ; : : : ; an 2 A are free if and only
if all mixed cumulants satisfy
n Œaj1 ; : : : ; ajk D 0;
whenever aj1 ; : : : ajk , 1 6 jl 6 n; 1 6 k 6 n contains at least two different ele-
ments.
In contrast to (11.2.3), this characterisation of freeness holds even if the '.aj / are
non-zero.
For a partition p 2 NC.n/, recall that pc denotes its Kreweras complement in
NC.n/. Then, one shows that for free elements a; b the following recursion involving
the Kreweras complement holds:
X
n Œab; : : : ; ab D p Œa; : : : ; apc Œb; : : : ; b: (11.2.12)
p2NC.n/
See [44, Rem. 14.5]. This entails that the cumulants of ab and thus by (11.2.11) the
moments of ab are indeed determined by multi-linear functionals of a and b alone
which again by virtue of (11.2.10) are determined by the moments of a together with
the moments of b.
The recursive Equation (11.2.12) and the Definition (11.2.10) of cumulants may
be conveniently encoded as algebraic relations
P1 between the following formal gen-
n n
erating series. For a 2 A let Ma .z/ D nD1 '.a /z denote
Pthe moment gen-
1 n
erating series and with n .a/ WD n Œa; : : : ; a let Ra .z/ WD nD1 n .a/z and
1
Ra .z/ WD z Ra .z/ denote cumulant generating series. In particular, for free self-
adjoint a; b 2 A we get by binomial expansion of n .a C b/ and Lemma 11.2.4 that
n .a C b/ D n .a/ C n .b/ and furthermore, as shown in [44, Lect. 12],
Lemma 11.2.5. One has the following identities:

RaCb .z/ D Ra .z/ C Rb .z/; (11.2.13)
1 C R .z/
a
Ra .zMa .z/ C z/ D Ma .z/; Ga D z; (11.2.14)
z
where
1 1
1
1 X '.an /
Ga .z/ WD C D 1 C Ma ;
z nD1 z nC1 z z
can be identified with the Cauchy transform of the corresponding spectral measure
a , that is Z
da .t/
Ga .z/ D :
R z t
Hence the so-called R-transform R of a spectral measure a , introduced by

Voiculescu in [50], is determined analytically by the inverse function of the Cauchy
transform of a on the complex plane which is the starting point of the complex
analytic theory of the asymptotic approximations of free additive convolution as de-
veloped in [22, 20, 21, 23]. Assuming that 1 D m1 ¤ 0, Ra .z/ WD Ra .z/ admits
a formal inverse power series Ra. 1/ .z/. This may be defined via the inverse function
of the Cauchy transform of a , which is well defined in a certain region in C.
The so-called S -transform
1 . 1/ 1Cz . 1/
Sa .z/ WD R .z/ D Ma .z/; (11.2.15)
z a z
of Voiculescu is a multiplicative homomorphism for free multiplicative convolution.

That is, see [44, Lect. 18], one has the following result.
Lemma 11.2.6. For two free self-adjoint positive elements a; b 2 A, one has
Sab .z/ D Sa .z/Sb .z/ (11.2.16)
Since Sa is determined by the spectral measure of a, this means with Sa WD Sa

for measures D a , D b we have S .z/ D S .z/S .z/, which uniquely
determines the multiplicative free convolution in terms of the measures and
on the positive reals via the characterising property of the S -transform.
Let s be a semi-circular element as in (11.2.8). Then the moment generating
functions of s and s 2 are 2
p given by Ms .z/ D f .z / and Ms 2 .z/ D f .z/ respectively,
where f .z/ D .1 1 4z/=.2z/ 1. The corresponding distribution of s 2 is
called
p Marchenko-Pastur or free Poisson law; it is given by the density p.x/ WD
1
2
4=x 1 on the interval Œ0; 4. Via the inverse function f . 1/ .z/ D z.1 C z/ 2
of f we obtain in view of (11.2.15),
1Cz 1
Ss 2 .z/ D f . 1/
.z/ D (11.2.17)
z 1Cz
and hence in view of (11.2.15) again Rs. 2 1/ .z/ D 1Cz z
or Rs 2 .z/ D 1 z z , whereas
z
from (11.2.14) we deduce with g.z/ WD z.1 C Ms .z// and g . 1/ .z/ D 1Cz 2 that
Rs .z/ D g . z1/ .z/ 1 D z 2 .

From here, we obtain for free variables t1 ; : : : ; tl with identical distribution given
by s 2 , the so-called Marchenko–Pastur distribution, in view of (11.2.17)
1
St1 :::tl .z/ D St1 .z/l D ; (11.2.18)
.1 C z/l
which determines the so-called free Bessel distributions, l with support in Œ0; Kl ,
Kl D .l C 1/lC1 = l l . Their moments are given by the so called Fuss–Catalan num-
1
bers, that is, if an element a 2 A has S -transform Sa .z/ D .1Cz/l we have
!
k 1 lk C 1
'.a / D DW Ck;l ; for all k > 1: (11.2.19)
lk C 1 k
The proof is based on combinatorial properties of non crossing partitions, see [5].
Proposition 11.2.7. For a sequence of N N independent non-Hermitian random

matrices, G1 ; : : : Gl , with independent Gaussian centered entries with variance 1=N ,
let W WD G1 Gl . Consider the normalised moments of W W . As N ! 1 they
converge as follows:
Z Z Kl
1
lim tr.W W /k dP D x k dl D Ck;l (11.2.20)
N !1 N 0
This can be shown by induction, using
tr.W W /k D tr.G1 .G2 Gl Gl G1 G1 /k 1

G2 Gl Gl G1 /; (11.2.21)
which by moving G1 to the right yields
tr..G2 Gl Gl G1 G1 /k 1

G2 Gl Gl G1 G1 /
D tr..G2 Gl Gl G1 G1 /k /
k
D tr .G2 Gl Gl G2 /.G1 G1 / :
Since .G2 Gl Gl G2 / and G1 G1 are asymptotically free (see Section 1.1 of
this volume), we get by induction for the asymptotic distribution of l the recursion
l D l 1 1 , where 1 can be identified with the limiting Marchenko–Pastur dis-
tribution of G1 G1 . For arbitrary N N independent Wigner matrices (which are Her-
mitian matrices with entries which are independent random variables unless restricted
by symmetry) the relation (11.2.20) has been shown by combinatorial techniques af-
ter an appropriate regularisation in [2]. For more details on the asymptotic spec-
tral distribution of products of so-called Girko–Ginibre matrices (having independent
and identically distributed random entries) and their inverses using the free proba-
bility calculus, see [30]. Strictly speaking one needs to extend the non-commutative
C -probability spaces to spaces of unbounded operators to include distributions with
non-compact support like those of Gaussian matrices see e.g. [22].
Remarkably, the same results hold for powers instead of products. Since
G1l 1 .G1l 1 / and G1 G1 are also asymptotically free, a similar argument as above
shows that the asymptotic distribution of .G1l /.G1l / is also given by l . Similarly as
above, these results also extend to powers of non-Gaussian random matrices.
The calculus of S -transforms may even be used to describe the asymptotic spectral
measure of W W when some of the factors in W D G1 Gl are inverted, after ap-
propriate regularisation of the inverse matrices [30]. For instance, for W D G1 G2 1 ,
the limiting distribution of W W is given by the square of a Cauchy distribution.
Moreover, the calculus of R-transforms makes it possible, at least in principle,
to deal with the case where W is a sum of independent products as above [40]. For
instance, for W D G1 G2 1 C G3 G4 1 , the limiting distribution of W W is also given
by the square of a Cauchy distribution. This is related to the Cauchy distribution
being “stable” under free additive convolution.
11.3 Braid groups

Let D be the unit disk. The braid group Bn on n strands can be defined as the funda-
mental group of the configuration space
Xn WD f f z1 ; : : : ; zn g D j zi ¤ zj for i ¤ j g
v3
v4 v2
v5 v1
v6 v8
v7
Figure 11.3.1. The path (braid) that is associated to the partition f f 1 g; f 2; 6; 7; 8 g; f 3; 5 g; f 4 g g.
of unordered n-point-subsets in D. One can visualise a path in Xn as a collection of n

distinct points moving continuously in D subject only to the restriction that points are
not allowed to collide. Since Xn is connected, the braid group (up to isomorphism)
does not depend on the choice of a base point.
We find it convenient to choose as the base point a set S D f v1 ; : : : ; vn g of n
points on the boundary circle @ D numbered in counter-clockwise order.
Then, we regard NC.n/ as the poset of non-crossing partitions of the set S , i.e.,
for any two distinct blocks of the partition, their convex hulls do not intersect. A non-
crossing partition p 2 NC.n/ can be interpreted as a braid on n strands as follows:
for each block B D f v˛1 ; : : : ; v˛k g, consider the counter-clockwise rotation of the
block by one step:
%B W v˛1 7! v˛2 7! 7! v˛k 7! v˛1
The product Y
p WD %B
B W block of p
describes a loop in the configuration space Xn , which does not depend (up to ho-
motopy relative to the basepoint) on the order of factors. We identify it with the
corresponding element of the fundamental group Bn .
Fact 11.3.1. The braid group Bn is generated by the braids i corresponding to the
counter-clockwise rotations vi 7! vi C1 7! vi for i D 1; : : : ; n 1.
In terms of these generators, the braid group Bn admits the following presenta-
tion:
i j D j i for ji j j > 2
Bn D 1 ; : : : ; n 1
i j i D j i j for ji j j D 1
There is an obvious homomorphism
W Bn ! Sn
v1 v5
v2 v4
v3
Figure 11.3.2. The generator 2 in the braid group on five strands. On the left, the “top view”
representation is shown whereas and on the right we have the “front view” given by a strand
diagram.
from the braid group on n strands to the symmetric group on n letters. A braid
corresponds to a motion of the n points v1 ; : : : ; vn , and at the end of this motion, the
dots may have changed positions. This way, each braid induces a permutation.
Fact 11.3.2. The homomorphism W Bn ! Sn is onto. On the level of presenta-

tions, it amounts to making the generators i involutions. Formally: the symmetric
group has the presentation
* +
si sj D sj si for ji j j > 2
Sn D s1 ; : : : ; sn 1 si sj si D sj si sj for ji j j D 1
si D si 1 for all i
and the homomorphism is sending i to si .
Strand diagrams are another frequently used visual representation of braids. Re-
call that a braid is given by a path in configuration space, i.e. the simultaneous motion
of n points in the disk D. Parametrizing time by a real number in Œ0; 1, each of those
moving points traces out a “strand” in D Œ0; 1. The diagrams we have used so far
can be regarded as a “top view” onto the cylinder D Œ0; 1. A strand diagram is
a view from the front. Here, it is useful to put the initial configuration U with the
hemicircle fully visible from the front. Figure 11.3.2 shows the two representations
of the generator 2 in B5 . Here, the generator i corresponds to a crossing of the i th
and the .i C 1/th strands. The left strand runs over the right strand. We call such a
crossing positive. The inverses of the generators correspond to negative crossings.
11.3.1 A classifying space for the braid group Tom Brady [15] has given a con-
struction of a classifying space for braid groups that is strongly related to non-crossing
partitions and has found some interesting applications.
Recall that the Cayley graph CG† .G/ of a group G relative to a specified generat-
ing set † is the graph with vertex set G and edges connecting g to gx for any g 2 G
and x 2 † n f 1 g. Note that the requirement x ¤ 1 rules out loops. Obviously, there
is more structure here: the edge is oriented from g to gx and should be regarded as
labeled by the generator x.
Observation 11.3.3. Since † is a generating set for G, the Cayley graph CG† .G/ is
connected: if we can write an element g as a word
"
g D x1"1 xkk
in the generators and their inverses, then
1 x1"1 x1"1 x2"2 x1"1 x2"2 x3"3 g
is an edge path connecting the identity element 1 to g. Note that the exponents of the
generators tell us whether to traverse edges with or against their orientation.
There are two generating sets for the braid group (and the symmetric group) of
particular interest to us. First, we consider the digon generators ij corresponding
to the counter-clockwise rotation vi 7! vj 7! vi . Let Bn be the Birman–Ko–Lee-
monoid [12, Section 2], i.e., the monoid generated by all the ij . We remark that Bn
is strictly larger than the submonoid of positive braids (those that can be drawn using
positive crossings only), which is the monoid generated by the i . We define a partial
order on the braid group by:
ˇ 6 ˇ0 W” ˇ 1 0
ˇ 2 Bn
The image sij 2 Sn of ij in the symmetric group is a transposition. Consider the
Cayley graph of the symmetric group Sn with respect to the generating set T Sn
of all transpositions. We define a partial order, called the absolute order, on Sn as
follows: For permutations ; 2 Sn we declare 6T if there is a geodesic (i.e.,
shortest possible) path in the Cayley graph connecting the identity 1 to and passing
through .
Our largest generating set is:
n WD f p j p 2 NC.n/ g Bn
which is in 1-1 correspondence to the non-crossing partition lattice. Let sp denote

the image of p in the symmetric group Sn . It turns out that the subset f sp j p 2
NC.n/ g Sn is the order ideal of the n-cycle 1 7! 2 7! 7! n 7! 1 with respect
to the partial order 6T just defined, that is the subset consists of all elements in Sn
bounded above by the n-cycle. In fact, we have isomorphisms of various posets:
Fact 11.3.4. [see [11, 15]] Let p; q 2 NC.n/. Then the following are equivalent:
1. In NC.n/, we have p q.
2. In n , the element p is a left-divisor of q , i.e., there exists r 2 NC.n/ such
that
q D p r
3. In n , the element p is a right-divisor of q , i.e., there exists r 2 NC.n/ such

that
q D r p
4. In the braid group Bn , we have p 6 q .

5. In the symmetric group Sn , we have sp 6T sq .
Thus, on n the three partial orderings given by left-divisibility, right-divisibility, and
the partial order 6 from Bn coincide. Moreover, we have isomorphisms
NC.n/ Š f p j p 2 NC.n/ g Š f sp j p 2 NC.n/ g
of posets.
Example 11.3.5. Consider the non-crossing partititions
p WD f f 1; 2; 8 g; f 3; 5 g; f 4 g; f 6 g; f 7 g g and q WD f f 1; 2; 6; 7; 8 g; f 3; 5 g; f 4 g g
in NC.8/. Here, p q holds and we expect p to be a left- and right-divisor of q

within 8 . Figure 11.3.3 shows the corresponding factorisations. One can interpret
the complementary divisors as the blockwise Kreweras complements. In particular,
the Kreweras complement yields factorisations of the maximal element in n .
D ı
D ı
Figure 11.3.3. Left and right divisibility in 8 .

The braid group Bn has a particularly nice presentation over the generating set
n :
Fact 11.3.6 ([15, Thm. 4.8]). The valid equations
1 2 D 3 for 1 ; 2 ; 3 2 n n f 1 g (11.3.1)
are a defining set of triangular relations for the braid group Bn with respect to the
generating set n n f 1 g.
Let Q n be the Cayley graph of the braid group Bn with respect to the generating
set n n f 1 g. A clique in Q n is a set of vertices that are pairwise connected via an
edge. As a directed graph, Q n does not have oriented cycles and each clique is totally
ordered by the orientation of edges. Thus, a clique is of the form
f ˇ; ˇp1 ; ˇp2 ; : : : ; ˇpk g
where p1 p2 pk is an ascending chain in NC.n/, and ˇ 2 Bn is some

element. We denote by YQn the simplicial complex of cliques (also known as the flag
complex induced by the graph) in Q n . In particular, Q n is the 1-skeleton of YQn .
Observation 11.3.7. All maximal chains in NC.n/ have length n. Hence, all maxi-
mal simplices in YQn have dimension n.
The most important fact about YQn is its contractibilty.
Theorem 11.3.8 ([15, Thm. 6.9 and Cor. 6.11]). The clique complex YQn is con-
tractible, and the braid group Bn acts freely on it. Consequently, the orbit space
Yn WD Bn n YQn
is a classifying space for the braid group Bn .
11.3.2 Higher generation by subgroups For a subset I f 1; : : : ; n g let BnI be the

subgroup of Bn D 1 .Xn / given by those paths, where the points in f vi j i 2 I g
fv g
do not move at all. For k 2 f 1; : : : ; n g, we put Bnk WD Bn k , i.e., Bnk is the group
th
of braids where the k strand is rigid. It is, one might say, a group on n 1 strands
and one rod. However, since vk is a point on the boundary @ D, braiding with the
rod is impossible. Thus, Bnk really is just an isomorphic copy of Bn 1 inside of Bn .
T
Similarly, BnI D k2I Bnk is isomorphic to Bn #I .
Let NCk .n/ be the lattice of those non-crossing partitions in NC.n/ where the sin-
T
gleton f k g is a block. For a subset I f 1; : : : ; n g, put NCI .n/ WD k2I NCk .n/.
Then, nI WD f p j p 2 NCI .n/ g is a generating set for BnI .
Note that the inclusion BnI ,! Bn induces a bijection n #I Š nI . Recall that
n #I is a poset with respect to divisibility. A priory, there are two poset structures on
nI : one from intrinsic divisibility with quotients again in nI and one induced from
the ambient poset n , i.e., divisibility where quotients are allowed to be anywhere
in n . However, since nI D n \ BnI , the two poset structures coincide. Then,
n #I Š nI is an isomorphism of posets.
Moreover, the order preserving bijection f 1; : : : ; n #I g ! f 1; : : : ; n g n I
induces an isomorphism NC.n #I / Š NCI .n/. This isomorphism is compatible
with the poset isomorphism from Fact 11.3.4, and we have a commutative square of
poset isomorphisms:
n #I nI

NC.n #I / NCI .n/
The identity nI D n \ BnI has another consequence:
Observation 11.3.9. Let YQnI be the full subcomplex spanned by BnI as a set of ver-
tices in YQn . Then, YQnI is isomorphic to YQn #I , whence it is contractible by Theo-
rem 11.3.8. For any coset ˇ BnI , regarded as a set of vertices in YQn , the full subcomplex
spanned by ˇ BnI is the translate ˇ YQnI and also contractible.
Observation 11.3.10. Assume that two coset complexes ˇ YQnI and ˇ 0 YQnJ intersect,
N Then ˇ YQ I D ˇN YQ I and ˇ 0 YQ J D ˇN YQ J . In this case, the intersection
say in ˇ. n n n n
ˇN YQnI \ ˇN YQnJ D ˇN YQnI [J
is contractible.
Let U WD .U˛ /˛2A be a family of sets. For a subset A let

\
U WD U˛
˛2
denote the associated intersection. The simplicial complex
N. U / WD f A j ¿ ¤ U g
of all index sets whose associated intersection is non-empty is called the nerve of the
family U . If U is a family of subcomplexes in a CW complex, one has the following:
Theorem 11.3.11 (Nerve Theorem, see [35, Cor. 4G.3]). Suppose U D .U˛ /˛2A
is a covering of a simplicial complex X by a family of contractible subcomplexes.
Suppose further that, for each 2 N. U /, the intersection U is contractible. Then,
the nerve N. U / is homotopy equivalent to X .
According to Observation 11.3.10, the Nerve Theorem applies in particular to the

union: [ [
XQ n WD ˇ YQnk
k ˇ 2B n
We deduce:
Proposition 11.3.12. The complex XQn is homotopy equivalent to the nerve N of the
family
f ˇ Bnk j ˇ 2 Bn ; 1 6 k 6 n g
of cosets.
This relates to higher generation by subgroups as defined by Abels and Holz.
Definition 11.3.13 ([1, 2.1]). Let G be a group and let H be a family of subgroups.
We say that H is m-generating for G if the coset nerve
NG .H/ WD N.f gH j g 2 G; H 2 H g/
is .m 1/-connected.
From Proposition 11.3.12, we conclude immediately:
Corollary 11.3.14. The family Bn WD f Bn1 ; : : : ; Bnn g is m-generating for the braid
group Bn if and only if XQ n is .m 1/-connected.
Recall that Bn acts freely on the simplicial complex YQn . The projection YQn ! Yn
is a covering space map. In fact, YQn is the universal cover of Yn and the braid group
Bn acts as the group of deck transformations. The subcomplex XQ n is Bn -invariant.
Let Xn be its image in Yn .
Proposition 11.3.15. The family Bn WD f Bn1 ; : : : ; Bnn g is m-generating for the braid
group Bn if and only if the pair .Yn ; Xn / is m-connected.
Proof. First, consider the long exact sequence of homotopy groups for the inclusion
XQ n 6 YQn :
! 1 .XQ n / ! 1 .YQn / ! 1 .YQn ; XQ n / ! 0 .XQ n / ! 0 .YQn /
Since YQn is contractible, we obtain isomorphisms:
d C1 .YQn ; XQ n / Š d .XQ n /
On the other hand, YQn ! Yn is a covering space projection and therefore enjoys the
homotopy lifting property. Moreover, XQ n is the full preimage of Xn . Therefore any
map
Bd C1 ; Sd ; ! .Yn ; Xn ; 1/
lifts uniquely to a map

Bd C1 ; Sd ; ! YQn ; XQ n ; 1
inducing a map
d C1 .Yn ; Xn / ! d C1 .YQn ; XQ n /
which is inverse to the map
d C1 .YQn ; XQ n / ! d C1 .Yn ; Xn /
coming from the covering space projection. Thus, we have isomorphisms
d C1 .Yn ; Xn / Š d C1 .YQn ; XQ n / Š d .XQ n /
and the claim follows from Corollary 11.3.14.

We can detect 1-generating and 2-generating families by hand.
Remark 11.3.16. For n > 3, the family Bn is 1-generating for Bn , and for n > 4, it
is 2-generating.
S
Proof. A family H is 1-generating for G if and only if H 2H H generates G. It
is 2-generating for G if G is the product of the H 2 H amalgamated along their
intersections [1, 2.4].
Note that the braid group Bn is generated by counter-clockwise rotations
ˇij WD vi 7! vj 7! vi
around digons. Thus, Bn WD f Bn1 ; : : : ; Bnn g generates as long as n > 3 since then
each digon-generator is contained in some Bnk .
Considering the digon-generators for Bn , defining relations are given by braid
relations, visible in isomorphic copies of B3 inside Bn , and commutator relations,
visible in isomorphic copies of B4 inside Bn . Hence all necessary defining relations
are visible in the amalgamated product of the Bnk Š Bn 1 provided n > 5.
For n D 4, the challenge is to derive the commutator relations:
ˇ12 ˇ34 D ˇ34 ˇ12 and ˇ23 ˇ41 D ˇ41 ˇ23
We do the first, the second is done analogously. Calculating with only three strands
at a time, we find:
ˇ12 ˇ34 ˇ24 D ˇ12 ˇ23 ˇ34 D ˇ23 ˇ13 ˇ34 D

D ˇ23 ˇ34 ˇ14 D ˇ34 ˇ24 ˇ14 D ˇ34 ˇ12 ˇ24
The desired commutator relation follows.

Remark 11.3.17. The little computation at the end of the preceeding proof shows
that the commutator relations are redundant in the braid group presentation given in
[15, Lem. 4.2]. Accordingly, they are also redundant in the analoguous presentation
from [12, Prop. 2.1].
Theorem 11.3.18. For n > 4, the family Bn is m-generating for Bn if and only if
the homology groups Hd .Yn ; Xn / are trivial for 1 6 d 6 m.
Proof. As n > 4, the pair .Yn ; Xn / is 1-connected by Propositions 11.3.15 and 11.3.16.
Thus, it follows from the relative Hurewicz theorem that m-connectivity of the pair is
equivalent to m-acyclicity. By Proposition 11.3.15, this translates into higher genera-
tion of Bn by Bn .
As the pair .Yn ; Xn / consists of finite complexes that can be described explicitly,
Theorem 11.3.18 implies that it is a finite problem to determine the higher connec-
tivity properties of Bn relative to the family Bn . In particular, the question whether
the bounds derived in Example 13.5.4 for higher generation in braid groups are sharp
becomes amenable to empirical investigation.
11.3.3 Curvature in braid groups
Definition 11.3.19. For an n n symmetric matrix .mij / with entries in

f2; 3; : : : g [ f1g we define the associated Artin group to be
* +
s1 ; : : : ; sn si sj si D sj si sj
„ ƒ‚ … „ ƒ‚ …
mij factors mij factors
Here, mij D 1 indicates that there is no defining relation for si and sj . We will refer
to the relations appearing above as braid relations (even though some authors reserve
this term for the relation with mij D 3).
If one additionally forces the generators si into being involutions, one obtains
the associated Coxeter group. A pair consisting of a Coxeter group together with
the generating set fs1 ; : : : ; sn g is called a Coxeter system; its rank is defined to be the
cardinality of the generating set. If the Coxeter group is spherical, the Coxeter system
is said to be spherical as well.
A Coxeter group is spherical if it is finite; an Artin group is spherical if the
corresponding Coxeter group is spherical.
Note that the braid group Bn is an Artin group and the symmetric group Sn is the
associated Coxeter group. Here, mij D 3 for ji j j D 1 and mij D 2 otherwise.
See Fact 11.3.1
Artin groups form a rich class of groups of importance in geometric group theory
and beyond. From geometric group theory perspective they remain in focus largely
due to the following conjecture.
Conjecture 11.3.20 (Charney). Every Artin group is CAT(0), i.e. it acts properly and
cocompactly on a CAT(0) space.
A CAT(0) space is a metric space with curvature bounded from above by 0; for
details see the book by Bridson–Haefliger [19]. From the current perspective let us
list some properties of CAT(0) groups: algorithmically, such groups have quadratic
Dehn functions and hence soluble word problem; geometrically, all free-abelian sub-
groups thereof are undistorted; algebraically, the centralisers of infinite cyclic sub-
groups thereof split; topologically, the space witnessing CAT(0)-ness of a group G is
a finite model for EG and thus, for example, allows to compute the K-theory of the
reduced C -algebra Cr .G/ provided the Baum–Connes conjecture is known for G.
Conjecture 11.3.20 has been verified by Charney–Davis for right-angled Artin
groups (RAAGs), that is for Artin groups with each mij equal to 2 or 1. Outside of
this class, the conjecture is mostly open. In particular, it is open (in general) for the
braid groups Bn .
To prove that a group G is CAT(0), one has to first construct a space X on which
G acts properly and cocompactly, and then prove that the space is indeed CAT(0).
We shall use the space YQn from above, on which Bn acts freely and with compact
quotient.
What is missing, however, is a metric structure on YQn . Such a metric can be
specified by realising the simplices in euclidean space, i.e., by endowing each simplex
in YQn with the metric of a euclidean polytope. Instead of the standard one, we will
follow Brady–McCammond [16].
Definition 11.3.21. Let e1 ; : : : ; em denote the standard basis of Rm . The m-ortho-

scheme is the convex hull of f 0; e1 ; e1 Ce2 ; : : : ; e1 Ce2 C Cem g. The orthoscheme
has the structure of an m-simplex and the vertices come with a grading: the vertex
e1 C C ek is declared to be of rank k.
We now endow each maximal simplex in YQn with the orthoscheme metric. Let
† D f ˇ; ˇ1 ; : : : ; ˇn g
be a maximal simplex. Here, ˇ is a braid in Bn and 1 < 1 < 2 < < n is

a maximal chain in n Š NC.n/, which has length n by Observation 11.3.7. We
endow † with the metric of the standard n-orthoscheme by identifying ˇk with the
vertex of rank k in the orthoscheme. It is easy to see that if two maximal simplices
intersect, they induce identical metric on their common face. Thus we have turned YQn
into a metric simplicial complex.
Note that YQn is obtained by gluing copies of a single shape, the n-orthoscheme,
and so YQn is a geodesic metric space by a result of Bridson (finitely many shapes
of cells would suffice). Since the shape is euclidean, we may use Gromov’s link
condition and deduce the following:
Lemma 11.3.22. YQn is CAT(0) if and only if the link of each vertex in YQn is CAT(1).
Here CAT(1) means that the curvature of the space is bounded above by that of the
unit sphere; again, for details see [19].
The poset n Š NC.n/ has a unique maximal element, which is the braid
corresponding to the full counter-clockwise rotation:
v1 7! v2 7! 7! vm 7! v1
The nth power n is central in the braid group Bn . In fact, it generates the infinite
cyclic center of Bn . Brady–McCammond observed in [16] that this algebraic fact has
a geometric counterpart: YQn splits as a cartesian product of the real line R and another
metric space. The R-factor inside YQn points in the direction of the edges labelled by
.
Because of this, instead of looking at the link of a vertex u in YQn , one can look at
the link of a midpoint of the (long) edge .u; u /; every two such links are isometric
(since Bn acts transitively on the vertices of YQn ), and so let L denote any such link.
To compute the curvature of L, it is enough to study the subcomplex of YQn
spanned by all simplices containing the edge .u; u /. Clearly, this is the subcomplex
spanned by L and u with 1 6 6 , with simplices defined by the chain condition
as before. Thus, such a link is isomorphic as a simplicial complex to the realisation
of NC.n/; the subcomplex also comes with a metric, and it is clear that this coincides
with the realisation of NC.n/ being endowed with its own orthoscheme metric defined
as before by identifying each maximal simplex with the n-orthoscheme. We will re-
fer to the realisation of NC.n/ with this metric simply as the orthoscheme complex of
NC.n/.
Note that if the orthoscheme complex of NC.n/ is CAT(0), then L, isometric to the
link of the midpoint of the main diagonal, is CAT.1/, which implies that YQn , and so
Bn , is CAT(0).
In view of the above, Brady–McCammond formulate the following conjecture.
Conjecture 11.3.23 ([16, Conj. 8.4]). For every n, the orthoscheme complex of NC.n/
is CAT(0), and so the braid group Bn is CAT(0).
For n 6 4, the conjecture is easily seen to be true.

If we know that the orthoscheme complexes of NC.m/ are CAT(0) for each m < n,
then in fact the orthoscheme complex of NC.n/ is CAT(0) if and only if the link L is
CAT(1). Thus, for n D 5, it is enough to study L, which is the realisation of the poset
obtained from NC.n/ by removing the trivial and improper partitions, and endowing
the realisation with the spherical orthoscheme metric. Knowing that the conjecture
is true for all m < 5 tells us that L is locally CAT(1). Thus, using the work of
Bowditch [14], it is enough to check whether any loop in L of length less than 2
can be shrunk, i.e., homotoped to the trivial loop without increasing its length in the
process.
Brady–McCammond use a computer to analyse all loops in L shorter than 2,
and show that they are indeed shrinkable, thus establishing:
Theorem 11.3.24 ([16, Thm. B]). For n 6 5, the braid group Bn is CAT(0).
Haettel, Kielak and Schwer go beyond that, proving
Theorem 11.3.25 ([32, Cor. 4.18]). For n 6 6, the braid group Bn is CAT(0).
Note that their proof is not computer assisted. The crucial improvement in the
work of Haettel–Kielak–Schwer is to use the observation (present already in [16]),
that the link L can be embedded into a spherical building, in the following way.
First observe that the vertices of L are non-trivial proper partitions; let p be such
a partition with blocks B1 ; : : : ; Bk . Let F be the field of two elements; we associate
to p the subspace of Fn D hb1 ; : : : ; bn i which is the intersections of the kernels of
the characters X
bj D 0
j 2Bi
where 1 6 i 6 k, and bj is the j -th character in the basis dual to the bj .
It is easy to see that this gives
Pn a map
sending each vertex of L to a proper non-
trivial subspace of V WD ker b
j D1 j . But these subspaces are precisely the ver-
tices of the spherical building of SLn 1 .F/, and it turns out that our bijection extends
to a map sending each maximal simplex in L onto a chamber (i.e. maximal simplex)
in the building in an isometric way. Thus we may view L as a subcomplex of the
building.
The spherical building is CAT(1), and this information gives the extra leverage
used to prove Theorem 11.3.25.
11.4 Non-crossing partitions in Coxeter groups

In this section, we introduce the general theory of non-crossing partitions and explain
how non-crossing partitions appear in group theory. As already observed in the be-
ginning of Section 11.3.3, the symmetric group Sn is a Coxeter group and .Sn ; Str / is
a Coxeter system of rank n 1 where
Str WD f.i; i C 1/ j 1 6 i 6 n 1g
is the set of neighbouring transpositions.
Every Coxeter system .W; S / acts faithfully on a real vector space that is equipped
with a symmetric bilinear form . ; / such that for every s 2 S there is a vector
˛s 2 V so that s acts as the reflection
.v; ˛s /
r˛s W v 7! v 2 ˛s
.˛s ; ˛s /
on V . Thus every Coxeter group is a reflection group that is a group generated by a
set of reflections on a vector space .V; . ; //.
The vectors ˛s can be chosen so that the subset ˆ D fw.˛s / j s 2 S; w 2 W g
of V is a so called root system. For a spherical Coxeter system a root system ˆ is
characterised by the following three axioms
(R1) ˆ generates V ;
(R2) ˆ \ R˛ D f˙˛g for all ˛ 2 ˆ;
(R3) s˛ .ˇ/ is in ˆ for all ˛; ˇ 2 ˆ.
The spherical Coxeter groups W are precisely the finite real reflection groups.
Coxeter classified the finite root systems which then also gives a classification of
the spherical Coxeter systems: there are the infinite families of type An ; Bn ; Cn and
Dn and some exceptional groups. For instance .Sn ; Str / is of type An 1 . Note that
the groups of type Bn and Cn are isomorphic; and also that the root systems of type
An ; Bn ; Cn and Dn are all crystallographic that is
.˛; ˇ/
2 Z for all ˛; ˇ 2 ˆ:
.˛; ˛/
We call T WD [w2W w 1 S w the set of reflections of the Coxeter system .W; S /.

If the system is spherical, then T is indeed the set of all reflections.
For instance in the symmetric group Sn the set T is the conjugacy class of transpo-
sitions, see also Section 11.3. There the so called absolute order 6T on Sn has been
introduced. Let Œid; .1; 2; : : : ; n/6T be the closed intervall in Sn with respect to 6T .
In Fact 11.3.4 it has been stated that .NC.n/; / and .Œid; .1; 2; : : : ; n/6T ; 6T / are
posets that are isomorphic. Therefore NC.n/ can be thought of being of type An 1 .
Out of combinatorial interest, Reiner generalised the concept of non-crossing par-
titions to the infinite series of type Bn and Dn geometrically [45]. Independently of
his work and of each other Brady and Watt [17] as well as Bessis [10] generalised the
concept of non-crossing partitions to all the finite Coxeter systems. Their approach
agrees with Reiner’s in type Bn [4].
Brady and Watt as well as Bessis started independently the study of the dual Cox-
eter system .W; T / instead of .W; S /. A dual Coxeter system .W; T / of finite rank
n has the property that there is a subset S of T such that .W; S / is a Coxeter system
[10]. It then follows that T is the set of reflections in .W; S /. This concept is called
by Bessis dual approach to Coxeter and Artin groups.
A (parabolic) standard Coxeter element in .W; S / is the product of all the ele-
ments in (a subset of) S in some order and a (parabolic) Coxeter element in .W; T /
is a (parabolic) standard Coxeter element in .W; S / for some simple system S in T
for W .
For instance in type An 1 , so in the symmetric group Sn , the standard Coxeter
elements with respect to S D Str are precisely those n-cycles in Sn that can be
written as a first increasing and then decreasing cycle. All the n-cycles in Sn are the
Coxeter elements in the dual system .Sn ; T / where T is the set of reflections, that is
the conjugacy class of transpositions.
The partial order 6T on the symmetric group Sn presented in Section 11.3 can
be generalised to all the dual Coxeter systems .W; T /. We consider the Cayley graph
CGT .W / of the group W with respect to the generating set T . For u; v 2 W we
declare u 6T v if there is a geodesic path in the Cayley graph connecting the identity
to v and passing through u. This partial order is also called the absolute order on W .
We also introduce a length function lT on W : for u 2 W we define lT .u/ D k if

there is a geodesic path from the identity to u of length k in the Cayley graph. Notice,
if lT .u/ D m then u is the product of m reflections, that is u D t1 tm with ti 2 T ,
and there is no shorter factorisation of u in a product of reflections. In this case we
say that u D t1 tm is a T -reduced factorisation of u. In particular, if u 6T v, then
there are k; m 2 N with k 6 m and reflections t1 ; : : : ; tm in T such that u D t1 tk
and v D t1 tm . Thus
1
u 6T v if and only if lT .u/ C lT .u v/ D lT .v/:
Definition 11.4.1. For a dual Coxeter system .W; T / and a Coxeter element c in W
the set of non-crossing partitions is
NC.W; c/ D fu 2 W j u 6T cg:
This definition is conform with the definition in type An , see Fact 11.3.4.
The length function lT yields a grading on NC.W; c/ and the map
1
d W NC.W; c/ ! NC.W; c/; x 7! x c
a duality on NC.W; c/ that inverses the order relation.

This implies the following.
Fact 11.4.2. NC.W; c/ is a poset that is

graded
selfdual
[18, 10] a lattice if W is spherical.
The number of elements in NC.W; c/ in a finite dual Coxeter system of type X

is the generalised Catalan number of type X . In types Bn and Dn there are also nice
geometric models for the posets of non-crossing partitions.
Note that in a spherical Coxeter system always T NC.W; c/.
There is also a presentation of W with generating set T [10]. The relations are
the so called dual braid relations with respect to a Coxeter element c 2 W :
for every s; t; t 0 2 T set st D t 0 s whenever
the relation st D t 0 s holds in W and st 6T c:

The Matsumoto property means if we have for some w 2 W two shortest factori-
sations as products of elements of S , or equivalently two geodesic paths from id to
w in the Cayley graph CGS .W /, then we can transform one factorisation or path into
the other one just by applying braid relations; that is W has a group presentation as
given in Definition 11.3.19.
The dual Matsumoto property for a Coxeter element c 2 W is the statement that
if we have two shortest factorisations
c D t1 tm D u1 um with ti ; ui 2 T
as products of elements of T , that is two T -reduced factorisations of c in W , then

one factorisation can be transformed into the other one just by applying dual braid
relations. It follows that the dual Matsumoto property holds for c, since
hT j dual braid relationsi
is a presentation of W .
We obtain the dual Matsumoto property for an arbitrary element w 2 W by re-
placing c by w in the definition of the dual braid relations and of the dual Matsumoto
property above.
For an element w 2 W , let
RedT .w/ D f.t1 ; : : : ; tm / j ti 2 T and w D t1 tm is T -reducedg:
The dual Matsumoto property for w 2 W is equivalent to the transitive Hurwitz

action of the braid group BlT .w/ on the set of T -reduced factorisations RedT .w/ of
w. For the braid i 2 BlT .w/ , see Fact 11.3.1, the action is given by
1
i .t1 ; : : : ; tn / D .t1 ; : : : ; ti 1 ; ti ti C1 ti ; ti ; ti C2 ; : : : ; tn /:
We will discuss this action in more detail in the next section.

The dual approach can also be applied to Artin groups; given a Coxeter system
.W; S /, we will denote the corresponding Artin group by A.W; S /. If in the following
the Coxeter system .W; S / is of type X , then we abbreviate A.W; S / either by A.W /
or by AX . Further we take a copy Sa of S in A.W; S / and write
A.W; S / WD hSa j .s1 /a .s2 /a .s1 /a D .s2 /a .s1 /a .s2 /a for s1 ; s2 2 S i
in order to distinguish between W and A.W /. We call an Artin group A.W / spher-
ical if the Coxeter group is spherical. And in the rest of this section, we always
consider spherical Artin groups.
Notice that the Matsumoto property implies that one can lift every w 2 W to an
element in A.W / just by mapping w to .s1 /a .sk /a 2 AW whenever w D s1 sk
is a reduced factorisation of w into elements of S . We denote this section of W in
A.W / by W .
The non-crossing partitions are a good tool for the better understanding of the
spherical Artin groups; for instance they can be used to construct a finite simplicial
classifying space for the spherical Artin groups (see Section 11.3.1), or to solve the
word or the conjugacy problem in them, see [17, 10].
The basic idea of this solution of the word and the conjugacy problem in the
spherical Artin group A.W / is to give a new presentation of A.W / as follows. Let
NC.W; c/a be a copy of the set of non-crossing partitions NC.W; c/ with respect to a
standard Coxeter element c, that is there is a bijection
a W NC.W; c/ ! NC.W; c/a :
Then the new generating set is NC.W; c/a ; and the new relations are the expressions
.w1 /a .wr /a whenever w1 ; w2 ; : : : ; wr are the vertices of a circuit in
Œid; c6T CGNC.W;c/ .W /:
Then this presentation can be used to obtain a new normal form for the elements in
A.W / [10]. Notice that this presentation generalises the presentation of the braid
group given by Birman, Ko and Lee [12] to all the spherical Artin groups, see also
Fact 11.3.6 in Section 11.3.1.
Next, we explain this new presentation. Denote the group given by the presenta-
tion above by A.W; c/. The strategy to prove that A.W; c/ and A.W / are isomorphic
is to use Garside theory. As a first step the presentation above can be transformed into
a presentation with set of generators a copy Ta D fta j t 2 T g of T and set of re-
lations the dual braid relations with respect to c. The next step is to consider the
monoid A.W; c/ generated by Ta and the dual braid relations, and to show that this
is a Garside monoid. Then using Garside theory one shows that the group of fractions
Frac.A.W; c// of A.W; c/ equals A.W; c/. The last step is to prove that the group
of fractions Frac.A.W; c// and the Artin group A.W / are isomorphic.
Theorem 11.4.3 ([10]). Let AW be a spherical Artin group. Then,

AW Š hTa j ta ta0 D .t t 0 t/a ta if t; t 0 2 T and t t 0 6T ci:
Note also that a basic ingredient in the proof of Theorem 11.4.3 is the dual Mat-
sumoto property for c, that is the transitivity of the Hurwitz action of the braid group
BlT .c/ on RedT .c/.
The isomorphism between A.W; c/ and AW given by Bessis is difficult to under-
stand explicitly. So an immediate question is what the elements of NC.W; c/a are
expressed in the generating set Sa ?
The rational permutation braids, that is, the elements xy 1 where x; y 2 W , are
also called Mikado braids as they satisfy in type An 1 a topological condition and are
therefore easy to recognise. This condition on an element in the Artin group A.W /
of type An 1 , that is on a braid in the braid group Bn , is that we can lift and remove
continuously one strand after the next of the braid without disturbing the remaining
strands until we reach an empty braid [26].
Theorem 11.4.4. If AW is spherical Artin group and c 2 W a standard Coxeter

element, then the dual generators of A.W; c/, that is the elements of NC.W; c/a , are
Mikado braids in AW .
Proof. This is [26] for those groups of type different from Dn and [8] for those of
type Dn .
Figure 11.4.1. A Mikado braid in AB8 whose image in AB8 is a Mikado braid in AD8 .
Notice that Licata and Queffelec [43] have a proof of Theorem 11.4.4 in types
A,D,E with a different approach using categorification.
In order to be able to find a topological property that characterises the Mikado
braids as in type An 1 topological models for the series of spherical Artin groups
AW are needed. There is an embedding of Artin groups of type Bn into those of
type A2n 1 . The situation in type Dn is as follows [8]: The root system of type Dn
embeds into the root system of type Bn , which implies that the Coxeter system of
type Dn is a subsystem of that one of type Bn . But there is not an embedding of
the Artin group of type Dn into that one of type Bn that satisfies a certain natural
condition. Let .W; S / be a Coxeter system of type Bn . Then there is precisely one
element s 2 S that is a reflection corresponding to a short root. Let
ABn WD ABn =hhs 2 ii;
where hhs 2 ii is the normal closure of s 2 in ABn . Then the following holds.
Proposition 11.4.5 ([8, Lem. 2.5 and Prop. 2.7]). There is a natural embedding of
ADn onto an index-2 subgroup of ABn . More precisely, there is the following com-
mutative diagram
Š
A Bn ! A Bn ht1 ; : : : ; tn i ADn
? ?
? ?
y B D y
A Bn ! WBn WDn
B
The embedding of ADn into ABn makes it possible to associate braid pictures to
the ADn -elements and to characterise Mikado braids in type Dn geometrically.
A reader familiar with Hecke algebras will find it interesting that the Mikado
braids satisfy a positivity property involving the canonical Kazhdan-Lusztig basis
C WD fCw j w 2 W g of the Iwahori–Hecke algebra H.W / related to the Coxeter
system .W; S /, see [39, 26]. There is a natural group homomorphism a W AW !

H.W / from AW into the multiplicative group H.W / of H.W /. The image of a
Mikado braid, that is of a rational permutation braid, in H.W / has as coefficients
Laurent polynomials with non-negative coefficients when expressed in the canonical
basis C by a result by Dyer and Lehrer (see [28, 26]).
11.5 The Hurwitz action

Hurwitz action in Coxeter systems. Deligne showed the dual Matsumoto property
in spherical Coxeter systems, that is he showed that the Hurwitz action of the braid
group BlT .c/ on RedT .c/ is transitive for every Coxeter element c in .W; S / [25]; and
Igusa and Schiffler proved it for arbitrary Coxeter systems [37]. In [6] a new, more
general and first of all constructive proof of this property is given:
Theorem 11.5.1 ([6, Thm. 1.3]). Let .W; T / be a (finite or infinite) dual Coxeter
system of finite rank n and let c D s1 sm be a parabolic Coxeter element in W. The
Hurwitz action on RedT .c/ is transitive.
Theorem 11.5.1 is also more general than Theorem 1.4 in [37], as in [6] dual
Coxeter systems are considered while in [37] Coxeter systems, and in general the set
of Coxeter elements is in a dual system larger than that one in a Coxeter system.
The proof of Thereom 11.5.1 is based on a study of the Cayley graphs CGS .W /
and CGT .W /. Using the same methods one can also show that every reflection oc-
curring in a reduced T -factorisation of an element of a parabolic subgroup P of W is
already contained in that parabolic subgroup.
Theorem 11.5.2 ([6, Thm. 1.4]). Let .W; S / be a (finite or infinite) Coxeter system,
P a parabolic subgroup and w 2 P . Then RedT .w/ D RedT \P .w/.
This basic fact was not known before and can be seen as a founding stone towards
a general theory for ‘dual’ Coxeter systems.
Hurwitz action in the spherical Coxeter systems and quasi-Coxeter elements. In
the rest of the section, .W; T / is a finite dual Coxeter system.
In order to understand the dual Coxeter systems .W; T / one also needs to know
for which elements in W the Hurwitz action is transitive. The answer to that question
is as follows [7].
A parabolic quasi-Coxeter element is an element w 2 W that has a reduced
factorisation into reflections such that these reflections generate a parabolic subgroup
of W .
Note if one reduced T -factorisation of w 2 W generates a parabolic subgroup P
then every reduced T -factorisation of w is in P by Theorem 11.5.2. It also follows
that every such factorisation generates P [7, Thm. 1.2].
If a factorisation of w generates the whole group W , it is a quasi-Coxeter element.

Clearly every Coxeter element is a quasi-Coxeter element. In type An and Bn every
quasi-Coxeter element is already a Coxeter element. The smallest Coxeter system
containing a proper quasi-Coxeter element is of type D4 .
Now we can answer the question above.
Theorem 11.5.3 ([7, Thm. 1.1]). Let .W; S / be a spherical Coxeter system and let
w 2 W . The Hurwitz action is transitive on RedT .w/ if and only if w is a parabolic
quasi-Coxeter element.
Recently, Wegener showed that the dual Matsumoto property holds for quasi-
Coxeter elements in affine Coxeter systems as well [52]. These two results have the
following consequence.
Corollary 11.5.4. Let .W; T / be a dual Coxeter system, w 2 W and w D t1 tm

a reduced T -factorisation, then the Hurwitz action is transitive on RedT .w/ in the
Coxeter group W 0 WD ht1 ; : : : ; tm i whenever W 0 is a spherical or an affine Coxeter
group.
Proof. According to Theorem 3.3 of [27], W 0 WD ht1 ; : : : ; tm i is a Coxeter group.

Theorem 11.5.3 and the main result in [52] then yield the statement.
The (parabolic) quasi-Coxeter elements are interesting for more reasons; for in-
stance also for the following. Let ˆ be the root system related to .W; S / and let
L.ˆ/ WD Zˆ and L.ˆ_ / WD Zˆ_ where ˛ _ WD 2˛=.˛; ˛/
be the root and the coroot lattices, respectively. Quasi-Coxeter elements are also
intrinsic in the dual Coxeter systems as they generate the root as well as the coroot
lattice: Let w D t1 tn be a reduced T -factorisation of w 2 W and let ˛i 2 ˆ be
the root related to the reflection ti for 1 6 i 6 n.
Theorem 11.5.5 ([9, Thm. 1.1]). Let ˆ be a finite crystallographic root system of
rank n. Then w is a quasi-Coxeter element if and only if
1. f˛i j 1 6 i 6 ng is a Z-basis of the root lattice L.ˆ/, and
2. f˛i_ j 1 6 i 6 ng is a Z-basis of the coroot lattice L.ˆ_ /.
Thus if all the roots in ˆ are of the same length, then L.ˆ/ D L.ˆ_ / and the
quasi-Coxeter elements correspond precisely to the basis of the root lattice.
Quasi-Coxeter elements and Coxeter elements share further important properties
beyond Hurwitz transitivity.
Theorem 11.5.6 ([7, Cor. 6.11]). An element x 2 W is a parabolic quasi-Coxeter

element if and only if x 6T w for a quasi-Coxeter element w.
Finally, Gobet observed that, in a spherical Coxeter system, every parabolic quasi-
Coxeter element can be uniquely written as a product of commuting parabolic quasi-
Coxeter elements [31]. This factorisation of a quasi-Coxeter element can be thought
of as a generalisation of the unique disjoint cycle decomposition of a permutation.
11.6 Non-crossing partitions arising in representation theory

In this section, we explain how non-crossing partitions arise naturally in represen-
tation theory. For any finite dimensional algebra A over a field k we consider the
category mod A of finite dimensional (right) A-modules and denote by K0 .A/ its
Grothendieck group. This group is free abelian of finite rank, and a representative
set of simple A-modules S1 ; : : : ; Sn provides a basis e1 ; : : : ; en if one sets ei D
ŒSi for all i . As usual, we denote for any A-module X by ŒX the correspond-
ing class in K0 .A/. The Grothendieck group comes equipped with the Euler form
K0 .A/ K0 .A/ ! Z given by
X
hŒX ; ŒY i D . 1/n dimk ExtnA .X; Y /
n>0
which is bilinear and non-degenerate (assuming that A is of finite global dimension).

The corresponding symmetrised form is given by .x; y/ D hx; yi C hy; xi. For a
class x D ŒX given by a module X , one defines the reflection
.a; x/
sx W K0 .A/ ! K0 .A/; a 7! a 2 x; (11.6.1)
.x; x/
assuming that .x; x/ ¤ 0 divides .ei ; x/ for all i . Let us denote by W .A/ the group
of automorphisms of K0 .A/ that is generated by the set of simple reflections S.A/ D
fse1 ; : : : ; sen g; it is called the Weyl group of A.
From now on, assume that A is hereditary, that is, of global dimension at most
one. Then, one can show that the Weyl group W .A/ is actually a Coxeter group.
For example, the path algebra kQ of any quiver Q is hereditary and in that case
kQ-modules identify with k-linear representations of Q.
Proposition 11.6.1 ([36, Thm. B.2]). A Coxeter system .W; S / is of the form
.W .A/; S.A// for some finite dimensional hereditary algebra A if and only if it is
crystallographic in the following sense:
1. mst 2 f2; 3; 4; 6; 1g for all s ¤ t in S , and
2. in each circuit of the Coxeter graph not containing the edge label 1, the num-
ber of edges labelled 4 (resp. 6) is even.
We may assume that the simple A-modules are numbered in such a way that
hei ; ej i D 0 for i > j , and we set c D se1 sen . Note that c D c.A/ is a Coxeter
element which is determined by the formula
hx; yi D hy; c.x/i for x; y 2 K0 .A/:
We are now in a position to formulate a theorem which provides an explicit bi-

jection between certain subcategories of mod A and the non-crossing partitions in
NC.W .A/; c/. Call a full subcategory C mod A thick if it is closed under direct
summands and satisfies the following two-out-of-three property: any exact sequence
0 ! X ! Y ! Z ! 0 of A-modules lies in C if two of fX; Y; Zg are in C . A
subcategory is coreflective if the inclusion functor admits a right adjoint.
Theorem 11.6.2. Let A be a hereditary finite dimensional algebra. Then, there is an

order preserving bijection between the set of thick and coreflective subcategories of
mod A (ordered by inclusion) and the partially ordered set of non-crossing partitions
NC.W .A/; c/. The map sends a subcategory which is generated by an exceptional
sequence E D .E1 ; : : : ; Er / to the product of reflections sE D sE1 sEr .
The rest of this article is devoted to explaining this result. In particular, the crucial
notion of an exceptional sequence will be discussed.
This result goes back to beautiful work of Ingalls and Thomas [38]. It was then
established for arbitary path algebras by Igusa, Schiffler, and Thomas [37], and we
refer to [36] for the general case. Observe that path algebras of quivers cover only the
Coxeter groups of simply laced type (via the correspondence A 7! W .A/); so there
are further hereditary algebras.
We may think of Theorem 11.6.2 as a categorification of the poset of non-crossing
partitions. There is an immediate (and easy) consequence which is not obvious at all
from the original definition of non-crossing partitions; the first (combinatorial) proof
required a case by case analysis.
Corollary 11.6.3. For a finite crystallographic Coxeter group, the corresponding

poset of non-crossing partitions is a lattice.
Proof. Any finite Coxeter group can be realised as the the Weyl group W .A/ of a
hereditary algebra of finite representation type. In that case any thick subcategory is
coreflective. On the other hand, it is clear from the definition that the intersection
of any collection of thick subcategories is again thick. This yields the join, but also
the meet operation; so the poset of thick and coreflective subcategories is actually a
lattice; see Remark 11.1.1
This categorification provides some further insight into the collection of all posets
of non-crossing partitions. This is based on the simple observation that any thick
and coreflective subcategory C mod A (given by an exceptional sequence E D
.E1 ; : : : ; Er /) is again the module category of a finite dimensional hereditary algebra,
say C D mod B. Then the inclusion mod B ! mod A induces not only an inclusion
K0 .B/ ! K0 .A/, but also an inclusion W .B/ ! W .A/ for the corresponding Weyl
groups, which identifies W .B/ with the subgroup of W .A/ generated by sE1 ; : : : ; sEr ,
and identifies the Coxeter element c.B/ with the non-crossing partition sE in W .A/.
Moreover, the inclusion W .B/ ! W .A/ induces an isomorphism

NC.W .B/; c.B// ! fx 2 NC.W .A/; c.A// j x 6 sE g:
The following result summarises this discussion; it reflects the fact that there is
a category of non-crossing partitions. This means that we consider a poset of non-
crossing partitions not as a single object but look instead at the relation with other
posets of non-crossing partitions.
Corollary 11.6.4 ([36, Cor. 5.8]). Let NC.W; c/ be the poset of non-crossing parti-
tions given by a crystallographic Coxeter group W . Then, any element x 2 NC.W; c/
is the Coxeter element of a subgroup W 0 6 W that is again a crystallographic Cox-
eter group. Moreover,
NC.W 0 ; x/ D fy 2 NC.W; c/ j y 6 xg:
11.7 Generalised Cartan lattices

Coxeter groups and non-crossing partitions are closely related to root systems. The
approach via representation theory provides a natural setting, because the Grothen-
dieck group equipped with the Euler form determines a root system; we call this a
generalised Cartan lattice and refer to [36] for a detailed study.
The following definition formalises the properties of the Grothendieck group
K0 .A/. A generalised Cartan lattice is a free abelian group Š Z n with an or-
dered standard basis e1 ; : : : ; en and a bilinear form h ; iW ! Z satisfying the
following conditions.
1. hei ; ei i > 0 and hei ; ei i divides hei ; ej i for all i; j .
2. hei ; ej i D 0 for all i > j .
3. hei ; ej i 6 0 for all i < j .
The corresponding symmetrised form is
.x; y/ D hx; yi C hy; xi for x; y 2 :
The ordering of the basis yields the Coxeter element

cox./ WD se1 sen :
We can define reflections sx as in (11.6.1) and denote by W D W ./ the correspond-
ing Weyl group, which is the subgroup of Aut./ generated by the simple reflections
se1 ; : : : ; sen . We write NC./ D NC.W; c/ with c D cox./ for the poset of non-
crossing partitions, and the set of real roots is
ˆ./ WD fw.ei / j w 2 W ./; 1 6 i 6 ng :

A real exceptional sequence of is a sequence .x1 ; : : : ; xr / of elements that can be

extended to a basis x1 ; : : : ; xn of consisting of real roots and satisfying hxi ; xj i D 0
for all i > j . A morphisms 0 ! of generalised Cartan lattices is given by an
isometry (morphism of abelian groups preserving the bilinear form h ; i) that maps
the standard basis of 0 to a real exceptional sequence of . This yields a category of
generalised Cartan lattices.
What is this category good for? One of the basic principles of category theory
is Yoneda’s lemma which tells us that we understand an object by looking at the
representable functor Hom. ; / which records all morphisms that are received by
. In our category all morphisms are monomorphisms, so Hom. ; / amounts to the
poset of subobjects (equivalence classes of monomorphisms 0 ! ).
Theorem 11.7.1 ([36, Thm 5.6]). The poset of subobjects of a generalised Cartan
lattice is isomorphic to the poset of non-crossing partitions NC./. The iso-
morphism sends a monomorphism W 0 ! to s.e1 / s.er / where cox. 0 / D
se1 ser . Moreover, the assignment w 7! wj 0 induces an isomorphism

W ./ hs.e1 / ; : : : ; s.er / i ! W . 0 /:
11.8 Braid group actions on exceptional sequences

The link between representation theory and non-crossing partitions is based on the
notion of an exceptional sequence and the action of the braid group on the collection
of complete exceptional sequences. This will be explained in the following section.
There are two sorts of abelian categories that we need to consider. This follows
from a theorem of Happel [33, 34] which we now explain. Fix a field k and consider
a connected hereditary abelian category A that is k-linear with finite dimensional
Hom and Ext spaces. Suppose in addition that A admits a tilting object. This is by
definition an object T in A with Ext1A .T; T / D 0 such that HomA .T; A/ D 0 and
Ext1A .T; A/ D 0 imply A D 0. Thus the functor HomA .T; /W A ! mod ƒ into
the category of modules over the endomorphism algebra ƒ D EndA .T / induces an
equivalence

Db .A/ ! Db .mod ƒ/
of derived categories [3]. There are two important classes of such hereditary abelian
categories admitting a tilting object: module categories over hereditary algebras, and
categories of coherent sheaves on weighted projective lines in the sense of Geigle and
Lenzing [29]. Happel’s theorem then states that there are no further classes.
Theorem 11.8.1 (Happel). A hereditary abelian category with a tilting object is, up
to a derived equivalence, either of the form mod A for some finite dimensional hered-
itary algebra A or of the form coh X for some weighted projective line X.
It is interesting to observe that these abelian categories form a category: Any

thick and coreflective subcategory is again an abelian category of that type; so the
morphisms are given by such inclusion functors.
Now, fix an abelian category A which is either of the form A D mod A or
A D coh X, as above. Note that in both cases the Grothendieck group K0 .A/ is
free of finite rank and equipped with an Euler form, as explained before. An object
X in A is called exceptional if it is indecomposable and Ext1A .X; X / D 0. A se-
quence .X1 ; : : : ; Xr / of objects is called exceptional if each Xi is exceptional and
HomA .Xi ; Xj / D 0 D Ext1A .Xi ; Xj / for all i > j . Such a sequence is complete if
r equals the rank of the Grothendieck group K0 .A/. Let n denote rank of K0 .A/.
Then, the braid group Bn on n strands is acting on the collection of isomorphism
classes of complete exceptional sequences in A via mutations, and it is an important
theorem that this action is transitive (due to Crawley-Boevey [24] and Ringel [46] for
module categories, and Kussin–Meltzer [42] for coherent L sheaves).
Any tilting object T admits a decomposition T D niD1 Ti such that .T1 ; : : : ; Tn /
is a complete exceptional sequence. We denote by W .A/ the group of automorphisms
of K0 .A/ that is generated by the corresponding reflections sT1 ; : : : ; sTn ; it is the Weyl
group with Coxeter element c D sT1 sTn and does not depend on the choice of T .
Thus we can consider the poset of non-crossing partitions and we have the Hurwitz
action on factorisations of the Coxeter element as product of reflections. But it is
important to note that W .A/ is not always a Coxeter group when A D coh X, and it
is an open question whether the Hurwitz action is transitive.
The key observation is now the following.
Proposition 11.8.2. The map
.E1 ; : : : ; Er / 7 ! sE1 sEr
which assigns to an exceptional sequence in A the product of reflections in W .A/ is

equivariant for the action of the braid group Br .
The proof is straightforward. But a priori it is not clear that the product sE1 sEr
is a non-crossing partition. In fact, the proof of Theorem 11.6.2 hinges on the transi-
tivity of the Hurwitz action on factorisations of the Coxeter element. So the analogue
of Theorem 11.6.2 for categories of type A D coh X remains open. A proof would
provide an interesting extension of the theory of crystallograpic Coxeter groups and
non-crossing partitions, which seems very natural in view of Happel’s theorem since
the Grothendieck group K0 .A/ is a derived invariant.
Partial results were obtained recently by Wegener in his thesis [51]. In fact, when
a weighted projective line X is of tubular type (that is, the weight sequence is up to
permutation of the form .2; 2; 2; 2/; .3; 3; 3/; .2; 4; 4/ or .2; 3; 6/), then the Grothen-
dieck group gives rise to a tubular elliptic root system [47, 48]. Wegener showed the
transitivity of the Hurwitz action in this case. Thus, one has in particular the analogue
of Theorem 11.6.2 for coh X in the tubular case.
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Chapter 12
The derived category of the projective line
H. Krause and G. Stevenson
In this chapter, we discuss the localising subcategories of the derived category of

quasi-coherent sheaves on the projective line over a field. We provide a complete
classification of all such subcategories which arise as the kernel of a cohomological
functor to a Grothendieck category.1
12.1 Introduction
Ostensibly, this chapter is about the projective line over a field, but secretly it is an
invitation to a discussion of some open questions in the study of derived categories.
More specifically, we are thinking of localising subcategories and to what extent one
can hope for a complete classification. The localising subcategories are of interest
for various reasons. For instance, one can localise a derived category in the sense of
Verdier [26] by annihilating the objects of a localising subcategory; it is a formal ana-
logue of localisation in ring theory. The case of noetherian affine schemes is by now
quite well understood, having been settled by Neeman in his celebrated chromatic
tower paper [19]. However, surprisingly little is known in the simplest non-affine
case, namely the projective line over a field. We seek to begin to rectify this state of
affairs and to advertise this and similar problems.
Let us start by recalling what is known. We write QCoh P 1k for the category of
quasi-coherent sheaves on the projective line P 1k over a field k, and Coh P 1k denotes
the full subcategory of coherent sheaves. There is a complete description of the ob-
jects of Coh P 1k , due to Grothendieck [9]; see [5, §2] for a detailed discussion. The
colimit closed Serre subcategories of QCoh P 1k are known by work of Gabriel [8],
and are parametrised by specialisation closed collections of points of P 1k . When one
passes to the derived category D.QCoh P 1k /, the situation becomes considerably more
complicated. Several new phenomena appear as a result of the fact that one can no
longer non-trivially talk about subobjects and it remains a challenge to provide a
complete classification of localising subcategories, which are the derived analogue of
colimit closed Serre subcategories.
An enticing aspect of this problem is that it not only represents the first stum-
bling block for those coming from algebraic geometry, but also for the representation
1 Project C10
276 H. Krause, G. Stevenson
theorists. There is an equivalence of triangulated categories

D.QCoh P 1k / ! D.Mod A/
where Mod A denotes the module category of the finite dimensional k-algebra
h i
2
A D k0 kk
given by 2 2 matrices with the obvious addition and multiplication [6]. The algebra
A is isomorphic to the path algebra of the Kronecker quiver ! ! and is known to
be of tame representation type. The ring A is one of the simplest algebras that is not
of finite representation type, and so understanding its derived category is also a key
question from the point of view of representation theory. In particular, it is known by
work of Ringel [21, 22] that Mod A, the category of all representations, is wild and so
it is very natural to ask if, as in the case of commutative noetherian rings, localisations
can nonetheless be classified.
In this chapter we make a contribution toward this challenge in two different ways.
First of all, one of the main points of this work is to highlight this problem, provide
some appropriate background, and set out what is known. To this end the first part of
the chapter discusses the various types of localisation one might consider in a com-
pactly generated triangulated category and sketches the localisations of D.QCoh P 1k /
which are known.
Our second contribution is to provide a new perspective and new tools. The main
new result is that the subcategories we understand admit a natural intrinsic characteri-
sation: it is shown in Theorem 12.4.12 that they are precisely the cohomological ones.
In the final section, we provide a discussion of the various restrictions that would have
to be met by a non-cohomological localising subcategory. Here, our main results are
that such subcategories come in Z-families and consist of objects with full support
on P 1k .
12.2 Preliminaries
This section contains some background on localisations, localising subcategories, pu-
rity, and the projective line. It also serves to fix notation and recall general terminol-
ogy, and thus may be safely skipped, especially by experts, and referred back to as
needed.
We assume familiarity with the notion of a triangulated category and will not
give the basic definitions. But we seek to provide a brief glossary of some of the
specialised terminology, belonging to the world of triangulated categories with small
coproducts, that will be used throughout. For more fundamental definitions and facts
we refer the reader to the book of Neeman [20].
The derived category of the projective line 277
12.2.1 Localising subcategories and localisations Let T be a triangulated category

with all small coproducts and products. The case we have in mind is that T is either
well-generated or compactly generated.
Definition 12.2.1. A full subcategory L of T is localising if it is closed under sus-

pensions, cones, and coproducts. This is equivalent to saying that L is a coproduct
closed triangulated subcategory of T.
Remark 12.2.2. It is a consequence of closure under (countable) coproducts that L

is closed under direct summands and hence thick (which means closed under finite
sums, summands, suspensions, and cones).
Given a collection of objects X of T we denote by Loc.X / the localising subcate-

gory generated by X , i.e. the smallest localising subcategory of T containing X . The
collection of localising subcategories is partially ordered by inclusion, and forms a
lattice (with the caveat it might not be a set) with meet given by intersection.
We next present the most basic reasonableness condition a localising subcategory
can satisfy.
Definition 12.2.3. A localising subcategory L of T is said to be strictly localising if

the inclusion i W L ! T admits a right adjoint i Š , i.e. if L is coreflective.
Some remarks on this are in order. First of all, it follows that i Š is a Verdier
quotient because it has a fully faithful left adjoint, and that there is a localisation
sequence
i j
L o / T o / T=L
iŠ j
inducing a canonical equivalence

L? WD fX 2 T j Hom.L; X / D 0g ! T=L:
Next we note that in nature localising subcategories tend to be strictly localising. This
is, almost uniformly, a consequence of Brown representability; if T is well-generated
and L has a generating set of objects then L is strictly localising.
Now let us return to the localisation sequence above. From it we obtain two
endofunctors of T, namely
i i Š and j j ;
which we refer to as the associated acyclisation and localisation respectively. They
come together with a counit and a unit which endow them with the structure of an
idempotent comonoid and monoid respectively. The localisation (or acyclisation) is
equivalent information to L. One can give an abstract definition of a localisation
functor on T (or in fact any category) and then work backward from such a functor
to a strictly localising subcategory. Further details can be found in [16]. We will use
the language of (strictly) localising subcategories and localisations interchangeably.
12.2.2 Purity Let T be a compactly generated triangulated category and let Tc de-
note the thick subcategory of compact objects. We denote by Mod Tc the Grothen-
dieck category of modules over Tc , i.e. the category of contravariant additive functors
Tc ! Ab. There is a restricted Yoneda functor
H W T ! Mod Tc defined by HX D Hom. ; X /jTc ; (12.2.1)
which is cohomological, conservative, and preserves both products and coproducts.
Definition 12.2.4. A morphism f W X ! Y in T is a pure-monomorphism (resp.

pure-epimorphism) if Hf is a monomorphism (resp. epimorphism).
An object I 2 T is pure-injective if every pure-monomorphism I ! X is split,
i.e. it is injective with respect to pure-monomorphisms.
It is clear from the definition that if I 2 T with HI injective then I is pure-

injective. It turns out that the converse is true and so I is pure-injective if and only
if HI is injective. Moreover, Brown representability allows one to lift any injective
object of Mod Tc uniquely to T and thus one obtains an equivalence of categories

fpure-injectives in Tg ! finjectives in Mod Tc g:
Further details on purity, together with proofs and references for the above facts,
can be found, for instance, in [15].
12.2.3 The projective line Throughout, we will work over a fixed base field k
which will be supressed from the notation. For instance, P 1 denotes the projective
line P 1k over k. We will denote by the generic point of P 1 . The points of P 1 that are
different from are closed. A subset V P 1 is specialisation closed if it is the union
of the closures of its points. In our situation, this just says that V is specialisation
closed if 2 V implies V D P 1 .
As usual, QCoh P 1 is the Grothendieck category of quasi-coherent sheaves on P 1
and Coh P 1 is the full abelian subcategory of coherent sheaves.
We use standard notation for the usual ‘distinguished’ objects of QCoh P 1 . The
i th twisting sheaf is denoted O .i / and for a point x 2 P 1 we let k.x/ denote the
residue field at x. In particular, k./ is the sheaf of rational functions on P 1 . For an
object X 2 D.QCoh P 1 / or a localising subcategory L we will often write X.i / and
L.i / for X ˝ O.i / and L ˝ O.i / respectively.
All functors, unless explicitly mentioned otherwise, are derived. In particular, ˝
denotes the left derived tensor product of quasi-coherent sheaves and Hom the right
derived functor of the internal hom in QCoh P 1 .
For an object X 2 D.QCoh P 1 / we set
supp X D fx 2 P 1 j k.x/ ˝ X ¤ 0g:
This agrees with the notion of support one gets as in [4] by allowing D.QCoh P 1 / to
act on itself; the localising subcategories generated by k.x/ and x O coincide, where
x denotes the local cohomology functor with respect to x.
Remark 12.2.5. Let A be a hereditary abelian category, for example QCoh P 1 . Then
Extn .X; Y / vanishes for all n > 1 and therefore every object of the derived cate-
gory D.A/ decomposes into complexes that are concentrated in a single degree. It
follows that the functor H 0 W D.A/ ! A induces a bijection between the localising
subcategories of D.A/ and the full subcategories of A that are closed under kernels,
cokernels, extensions, and coproducts.
12.3 Types of localisation

In this section we give a further review of the notions of localisation, or equivalently
localising subcategory, that naturally arise and that we treat in this chapter. These
come in various strengths and what is known in general varies accordingly. We take
advantage of this review to give a whirlwind tour of certain aspects of the subject and
to expose some technical results that are absent from the literature.
Unless otherwise specified we will denote by T a compactly generated triangu-
lated category. One also can, and should, consider the well-generated case which
arises naturally even when one starts with a compactly generated category. However,
our focus will, eventually, be on those categories controlled by pure-injectives which
more or less binds us to the compactly generated case.
12.3.1 Smashing localisations In this section we make some brief recollections on

the most well understood class of localising subcategories.
Definition 12.3.1. A localising subcategory L of T is smashing if it is strictly lo-

calising and satisfies one, and hence all, of the following equivalent conditions [16,
§5.5]:
the subcategory L? is localising;
the corresponding localisation functor preserves coproducts, i.e. the right ad-
joint to T ! T=L preserves coproducts;
the quotient functor T ! T=L preserves compactness;
the corresponding acyclisation functor preserves coproducts, i.e. the right ad-
joint to L ! T preserves coproducts.
The smashing subcategories always form a set. Amongst the smashing subcat-
egories, there is a potentially smaller distinguished set of localising subcategories.
Unfortunately, there is no standard way to refer to such categories; the snappy nomen-
clature only exists for the corresponding localisations.
Definition 12.3.2. A localisation is finite if its kernel is generated by objects of Tc ,

i.e. the corresponding localising subcategory is generated by objects which are com-
pact in T.
If L is the kernel of a finite localisation then it is smashing. It is also compactly

generated, although there are in general many localising subcategories of T which
are, as abstract triangulated categories, compactly generated but are not generated by
objects compact in T.
The smashing conjecture for T asserts that every smashing localisation is a finite
localisation. This is true in many situations, for instance it holds for the derived
category D.Mod A/ of a ring A when it is commutative noetherian [19] or hereditary
[17]. On the other hand, it is known to fail for certain rings (see for instance [14])
and is open in many cases of interest, for example the stable homotopy category.
12.3.2 Cohomological localisations We now come to the next types of localising

subcategories in our hierarchy, which are defined by certain orthogonality conditions.
This gives a significantly weaker hierarchy of notions than being smashing.
First a couple of reminders. An abelian category A is said to be (AB5) if it is
cocomplete and if filtered colimits are exact. If in addition A has a generator then it is
a Grothendieck category. An additive functor H W T ! A is cohomological if it sends
triangles to long exact sequences i.e. given a triangle
f g h
X / Y / Z / †X
the sequence
† 1h H.f / H.g/ H.h/

1
/ H.† Z/ / H.X / / H.Y / / H.Z/ / H.†X / /
is exact in A.
Definition 12.3.3. A localising subcategory L T is cohomological if there exists

a cohomological functor H W T ! A into an (AB5) abelian category such that H
preserves all coproducts and
L D fX 2 T j H.†n X / D 0 for all n 2 Zg;
that is L is the kernel of H .
We can extend this definition to an analogue for arbitrary regular cardinals, with
Definition 12.3.3 being the @0 or ‘base’ case. The idea is to relax the exactness con-
dition on the target abelian category. This requires a little terminological preparation.
Let J be a small category and ˛ a regular cardinal. We say that J is ˛-filtered if for
every category I with jI j < ˛, i.e. I has fewer than ˛ arrows, every functor F W I ! J
has a cocone. For instance, this implies that any collection of fewer than ˛ objects of
J has an upper bound and any collection of fewer than ˛ parallel arrows has a weak
coequaliser. If ˛ D @0 we just get the usual notion of a filtered category.
Let A be an abelian category. We say it satisfies (AB5˛ ) if it is cocomplete and
has exact ˛-filtered colimits.
Definition 12.3.4. A localising subcategory L T is ˛-cohomological if there exists

an (AB5˛ ) abelian category A and a coproduct preserving cohomological functor
H W T ! A such that
L D fX 2 T j H.†n X / D 0 for all n 2 Zg;
that is L is the kernel of H .
If L is ˛-cohomological then it is clearly ˇ-cohomological for all ˇ > ˛.
Remark 12.3.5. An @0 -cohomological localising subcategory is just a cohomolog-

ical localising subcategory. We will usually stick to the shorter terminology for the
sake of brevity and to avoid a proliferation of @’s.
We now make a few observations on ˛-cohomological localising subcategories

and then make some further remarks on the case ˛ D @0 .
Lemma 12.3.6. Smashing subcategories are cohomological.
Proof. Suppose L is smashing. Then T=L is compactly generated and for H we can
take the composite
T ! T=L ! Mod.T=L/c
where the latter functor is the restricted Yoneda functor (12.2.1).
Theorem 12.3.7. Let L be an ˛-cohomological localising subcategory. Then L is

generated by a set of objects and so it is, in particular, strictly localising.
Proof. This follows by applying [16, Thm. 7.1.1] and then [16, Thm. 7.4.1].
Corollary 12.3.8. A localising subcategory L is generated by a set of objects of T if

and only if there exists an ˛ such that L is ˛-cohomological.
Proof. We have just seen that an ˛-cohomological localising subcategory has a gen-
erating set. On the other hand if L is generated by a set of objects then L is well-
generated, and so is strictly localising, and the quotient T=L is also well-generated
(see [16, Thm. 7.2.1]). One can then compose the quotient T ! T=L with the uni-
versal functor from T=L to an (AB5˛ ) abelian category, for a sufficiently large ˛, to
get the required cohomological functor.
Let us now restrict to cohomological localisations and make the connection to
purity in triangulated categories.
Proposition 12.3.9. A localising subcategory L T is cohomological if and only if

there is a suspension stable collection of pure-injective objects .Yi /i 2I in T such that
L D fX 2 T j Hom.X; Yi / D 0 for all i 2 I g.
Proof. Recall from (12.2.1) the restricted Yoneda functor which we denote by HT ,
for clarity, for the duration of the proof. This functor identifies the full subcategory
of pure-injective objects in T with the full subcategory of injective objects in Mod Tc
as noted earlier (see [15, Cor. 1.9] for details).
A cohomological functor H W T ! A that preserves coproducts admits a factorisa-
tion H D HN ı HT such that HN W Mod Tc ! A is exact and preserves coproducts; see
[15, Proposition 2.3]. The full subcategory Ker HN D fM 2 Mod Tc j HN .M / D 0g is
a localising subcategory, so of the form fM 2 Mod Tc j Hom.M; Ni / D 0 for all i 2
I g for a collection of injective objects .Ni /i 2I in Mod Tc . Now choose pure-injective
objects .Yi /i 2I in T such that HT .Yi / Š Ni for all i 2 I .
12.3.3 When things are sets As has been alluded to in the previous sections, it
is a significant subtlety that one does not usually know the class of all localising
subcategories forms a set. In fact there is no example where one knows that there are
a set of localising subcategories by ‘abstract means’; all of the examples come from
classification results.
If one does know there is a set of localising subcategories then life is much eas-
ier. The purpose of this section is to give some indication of this, and record some
other simple observations. Everything here should be known to experts, but these
observations have not yet found a home in the literature.
As previously let T be a compactly generated triangulated category.
Lemma 12.3.10. If the localising subcategories of T form a set then every localising
subcategory is generated by a set of objects (and hence by a single object).
Proof. Suppose, for a contradiction, that L is a localising subcategory of T which
is not generated by a set of objects. We define a proper chain of proper localising
subcategories
L0 ¨ L1 ¨ ¨ L˛ ¨ L˛C1 ¨ ¨ L;
each of which is generated by a set of objects, by transfinite induction. For the base
case pick any object X0 of L and set L0 D Loc.X0 /. This is evidently generated by
a set of objects, namely fX0 g. By assumption L is not generated by a set of objects
so L0 ¨ L. Suppose we have defined a proper localising subcategory L˛ of L which
is generated by a set of objects. Since L˛ is proper we may pick an object X˛C1 in L
but not in L˛ and set
L˛C1 D Loc.L˛ ; X˛C1 / © L˛ :
This is clearly still generated by a set of objects and hence is still a proper subcategory
of L. For a limit ordinal we set
L D Loc.L j < /:
Again this is generated by a set of objects (and so is still not all of L).
This gives an ordinal indexed chain of distinct localising subcategories of T.

However, this is absurd since the collection of ordinals is not a set and so cannot
be embedded into the set of all localising subcategories of T. Hence L must have a
generating set (i.e. the above construction must terminate).
Remark 12.3.11. The above argument does not use that T is compactly generated.
It is valid for any triangulated category with infinite coproducts.
One then deduces that all localisations are cohomological for an appropriate car-
dinal.
Lemma 12.3.12. If the localising subcategories of T form a set then every localising
subcategory of T is ˛-cohomological for some regular cardinal ˛.
Proof. By the previous lemma, the hypothesis imply that every localising subcate-
gory of T is generated by a set of objects. It then follows from Corollary 12.3.8 that
they are all cohomological.
One can, to some extent, also work in the other direction. Then the following
result is of interest.
Proposition 12.3.13. For every regular cardinal ˛ the collection of localising sub-
categories of T that are ˛-cohomological forms a set.
Proof. See Theorem 2.3 in [12].
Corollary 12.3.14. The following conditions are equivalent for T:

1. The collection of all localising subcategories of T forms a set.
2. The collection [
fL j L is ˛-cohomologicalg
˛2Card
forms a set.
3. There exists a regular cardinal such that every localising subcategory of T
is -cohomological.
Proof. (1) ) (2): Use Lemma 12.3.12.

(2) ) (3): We have seen in Corollary 12.3.8 that being ˛-cohomological for
some ˛ is the same as being generated by a set of objects. Thus the hypothesis
asserts that there are a set of localising subcategories which have generating sets.
From this perspective it is clear we can pick a regular cardinal such that every
localising subcategory of T which is generated by a set is generated by -compact
objects. Moreover, since the union in the statement of the lemma is both a set and
indexed by a class, we conclude that the chain stabilises and so, taking larger if
necessary, we may also assume every ˛-cohomological localising subcategory of T
is -cohomological. Thus it is enough to show that, under the hypothesis of (2),

every localising subcategory is ˛-cohomological for some ˛, i.e. is generated by a set
of objects.
Suppose then there is a localising subcategory L which is not generated by a set
of objects. In particular
L0 D Loc.L \ T / ¨ L:
But this is nonsense. Since L0 is a proper localising subcategory of L we can find some
object X in L but not in L0 and consider L00 D Loc.L0 ; X /. Clearly L00 is still contained
in L, it properly contains L0 , it is generated by a set and hence -cohomological, and
it contains the -compact objects of L. These are not compatible statements: we have
assumed large enough so that L00 must be generated by the -compact objects it
contains but this contradicts L0 ¨ L00 .
(3) ) (1): Use Proposition 12.3.13.
Remark 12.3.15. Corollary 12.3.14 and the preceding lemmas apply, verbatim, to a
well-generated triangulated category. In fact the proofs go through, essentially with-
out modification. The results we use from [16] apply to well-generated categories.
12.3.4 State of the art Let us conclude this section with a brief description of what
is known concerning the various conditions we have discussed. It is perhaps more
honest to say that we pose a number of questions concerning these definitions.
Question 12.3.16. Is there a compactly generated triangulated category admitting a

proper class of localising subcategories?
No such example is known. However, our collection of examples is very limited in

the sense that we only know there are a set of localising subcategories in the instances
where we can explicitly parameterise them. There are no abstract techniques to show
that a compactly generated triangulated category has a set of localising subcategories.
As noted in Lemma 12.3.10 an affirmative answer to this question would imply
that every localising subcategory is generated by a set of objects. In particular, every
localising subcategory would be strictly localising and, in fact, ˛-comological for
some ˛ by Lemma 12.3.12. This leads to a pair of natural questions.
Question 12.3.17. Is every localising subcategory of a compactly generated triangu-

lated category T strictly localising?
Question 12.3.18. Let T be a compactly generated triangulated category. Is there a

regular cardinal ˛ such that every localising subcategory of T is ˛-cohomological?
Again the answers are not known. The former question is known to have an
affirmative answer (in even greater generality than we have asked it), as proved in
[7], provided Vopěnka’s principle is assumed to hold. For the uninitiated, Vopěnka’s
principle is a very strong large cardinal axiom. This is a remarkable achievement
and little is known in the absence of strong set-theoretic assumptions outside of cases
where we have a classification.
As far as we are aware there is no example of a localising subcategory which is
not cohomological with respect to some cardinal and nothing is known concerning
our final question outside of cases where there is a classification of localising subcat-
egories.
12.4 Cohomological localisations for the projective line

We now turn to the example we have in mind, namely D.QCoh P 1 / the unbounded
derived category of quasi-coherent sheaves on P 1 . We first describe the thick subcat-
egories of Db .Coh P 1 /, the bounded derived category of coherent sheaves on P 1 .
We then recall the classifications of smashing subcategories and of tensor ideals
in D.QCoh P 1 /. Finally, we classify the (@0 -)cohomological localising subcate-
gories—there are no surprises and they are exactly the ones which have been un-
derstood for some time.
It is of course possible that there are ˛-cohomological localising subcategories for
˛ > @0 which we are not aware of. It is in some sense tempting to guess that this is
not the case, i.e. that our list is already a complete list of localising subcategories, but
there is no real evidence for this. We close by making some remarks on the hurdles
that such an ‘exotic’ localisation would have to clear.
Before getting on with this let us recapitulate the connection with representation
theory. By a result of Beilinson [6], the object T D O ˚ O .1/ is a tilting object in
Coh P 1 which induces an exact equivalence

RHom.T; /W D.QCoh P 1 / ! D.Mod A/
where Mod A denotes the module category of
h i
A D End.T / Š k k2 :
0 k
We refer to [2] for details about tilting. Note that A is isomorphic to the path algebra
of the Kronecker quiver ! ! and this algebra is known to be of tame representation
type. In fact, the representation theory of this algebra amounts to the classification
of pairs of k-linear maps, up to simultaneous conjugation. The finite-dimensional
representations were already known to Kronecker [18].
12.4.1 Thick subcategories of the bounded derived category The structure of the
lattice of thick subcategories of Db .Coh P 1 /, which we recall in this section, has been
known for some time; it can be computed by hand using the fact that Coh P 1 is tame
and hereditary.
The structure of the coherent sheaves on P 1 is well known: there is a Z-indexed
family of indecomposable vector bundles and a 1-parameter family of torsion sheaves
for each closed point on P 1 .
For each i 2 Z one has a thick subcategory

Thick.O .i // D add.†j O .i / j j 2 Z/ Š Db .k/
where the identifications follow from the computation of the cohomology of P 1 .
These are the only proper non-trivial thick subcategories which are generated by vec-
tor bundles and are also the only thick subcategories which are not tensor ideals. Thus
we have a lattice isomorphism

fthick subcategories of Db .Coh P 1 / generated by vector bundlesg ! Z
where Z denotes the lattice given by the following Hasse diagram:
♥♥ P
❅PP
♥♥♥♥♥⑦⑦⑦⑦ ❅❅❅PPPPP
♥
PPP ❅
PPP❅❅❅ ⑦⑦⑦♥♥♥♥♥
PP ⑦♥♥♥

This is a special case of a general result because the indecomposable vector bun-
dles are precisely the exceptional objects of Db .Coh P 1 /. For any hereditary artin
algebra A the thick subcategories of Db .mod A/ that are generated by exceptional
objects form a poset which is isomorphic to the poset of non-crossing partitions given
by the Weyl group W .A/; see [10, 11] and Theorem 11.6.2. Note h thati W .A/ is an
Q 2
affine Coxeter group of type A1 for the Kronecker algebra A D k0 kk , keeping in
mind the derived equivalence

Db .Coh P 1 / ! Db .mod A/:
The thick tensor ideals are classified by Spc Db .Coh P 1 / Š P 1 , where the space
Spc Db .Coh P 1 / is meant in the sense of Balmer [3], and its computation is a special
case of a general result of Thomason [25]. What all this boils down to is that for any
set of closed points V of P 1 there is a thick tensor ideal
DbV .Coh P 1 / WD fE j supp E V g D Thick.k.x/ j x 2 V /
consisting of complexes of torsion sheaves supported on V . Moreover, together with
0 and Db .Coh P 1 /, this is a complete list of thick tensor ideals. One can make this uni-
form by considering subsets of P 1 which are specialisation closed. In this language,
by extending the above notation to allow Db¿ .Coh P 1 / D 0 and DbP 1 .Coh P 1 / D
Db .Coh P 1 /, we have a lattice isomorphism

fthick tensor ideals of Db .Coh P 1 /g ! fspc subsets of P 1 g;
where ‘spc’ is an abbreviation for ‘specialisation closed’, which is given by
[
I 7! supp I D supp E and V 7! DbV .Coh P 1 /
E 2I
for I a thick tensor ideal and V a specialisation closed subset.

We know every object of Db .Coh P 1 / is a direct sum of shifts of line bundles and
torsion sheaves and so one can readily combine these classifications to obtain a lattice
isomorphism2

fthick subcategories of Db .Coh P 1 /g ! fspc subsets of P 1 g q Z:
The verification that the evident bijection is indeed a lattice map as claimed is
elementary: the twisting sheaves are supported everywhere so are not contained in
any proper ideal, and any twisting sheaf and a torsion sheaf, or any pair of distinct
twisting sheaves, generate the category. Thus for i ¤ j and V proper non-empty and
specialisation closed in P 1 we have
DbV .Coh P 1 / _ Thick.O.i // D Db .Coh P 1 / D Thick.O.i // _ Thick.O.j //
and
DbV .Coh P 1 / ^ Thick.O.i // D 0 D Thick.O.i // ^ Thick.O.j //:
12.4.2 Ideals and smashing subcategories We now describe the localising sub-
categories that one easily constructs from our understanding of the compact objects
Db .Coh P 1 / in D.QCoh P 1 /.
By [17], the smashing conjecture holds for D.QCoh P 1 / (our computations will
also essentially give a direct proof of this fact). Thus the finite localisations one
obtains by inflating the thick subcategories listed above exhaust the smashing locali-
sations i.e.

fthick subcategories of Db .Coh P 1 /g !
fsmashing subcategories of D.QCoh P 1 /g
as lattices.
The localising ideals are also understood. Again this is known more generally
(there is such a classification for any locally noetherian scheme, see [1]) but can
easily be computed by hand for P 1 . The precise statement is that there is a lattice
isomorphism
1
flocalising tensor ideals of D.QCoh P 1 /g ! 2P
1
where 2P denotes the powerset of P 1 with the obvious lattice structure. The bijection
is given by the assignments
L 7! fx 2 P 1 j k.x/ ˝ L ¤ 0g
2 Let L0 ; L00 be a pair of lattices with smallest elements 00 ; 000 and greatest elements 10 ; 100 . Then L0 qL00
denotes the new lattice which is obtained from the disjoint union L0 [ L00 (viewed as sum of posets) by
identifying 00 D 000 and 10 D 100 .
for a localising ideal L and
V 7! V D.QCoh P 1 / WD fX 2 D.QCoh P 1 / j X ˝ k.y/ Š 0 for y … V g
for a subset V of points on P 1 .

This agrees with the classification of smashing subcategories in the sense that the
smashing ideals are precisely those inflated from the compacts, i.e. those correspond-
ing to specialisation closed subsets of points. Since P 1 is 1-dimensional the only new
localising ideals that occur are obtained by throwing the residue field of the generic
point, k./, into a finite localisation.
Thus we have identified a sublattice consisting of a copy of Z and the powerset of
P 1 inside the lattice of localising subcategories of D.QCoh P 1 /. The lattice structure
extends that of the lattice of thick subcategories of Db .Coh P 1 / in the expected way.
The naive guess is that this is, in fact, the whole lattice. While we do not know if this
is the case, we can give an intrinsic definition of the localisations we have stumbled
into so far. This description is the goal of the next two subsections.
12.4.3 An aside on continuous pure-injectives In order to describe the localisa-

tions we have listed so far a word on continuous pure-injectives is required.
Definition 12.4.1. A pure-injective object I is continuous (or superdecomposable) if

it has no indecomposable direct summands.
We say that T has no continuous pure-injective objects if every non-zero pure-

injective object has an indecomposable direct summand or, in other words, if there
are no continous pure-injectives. An equivalent condition is that every pure-injective
object is the pure-injective envelope of a coproduct of indecomposable pure-injective
objects.
Proposition 12.4.2. The category D.QCoh P 1 / has no continuous pure-injective ob-

jects.
h i
2
Proof. Let A D k0 kk denote the Kronecker algebra. We use the derived equiva-

lence D.QCoh P 1 / ! D.Mod A/. Let X be a pure-injective
` object in D.Mod A/.
Observe that X decomposes into a coproduct X D n2Z Xn of complexes with co-
homology concentrated in a single degree, since A is a hereditary algebra. Thus we
may assume that X is concentrated in degree zero and identifies with a pure-injective
A-module. Now the assertion follows from the description of the pure-injective A-
modules in [13, Thm. 8.58].
Corollary 12.4.3. A localising subcategory L D.QCoh P 1 / is cohomological if

and only if there is a collection of indecomposable pure-injective objects .Yi /i 2I in
QCoh P 1 such that L D fX 2 D.QCoh P 1 / j Hom.X; †j Yi / D 0 for all i 2 I; j 2
Zg.
Proof. By Proposition 12.3.9 being cohomological is equivalent to being the left

perpendicular of a collection of pure-injective objects. By the last proposition
D.QCoh P 1 / has no continuous pure-injectives and so we may replace such a col-
lection of pure-injectives with the collection of its indecomposable summands with-
out changing the left perpendicular. These are all honest sheaves since QCoh P 1 is
hereditary.
12.4.4 Classifying cohomological localisations In this section we give a classifica-

tion of the cohomological localising subcategories of D.QCoh P 1 /. As we will show
in Theorem 12.4.12 they are precisely the subcategories described in Section 12.4.2.
Our strategy is to use Corollary 12.4.3 and the classification of indecomposable pure-
injectives for D.QCoh P 1 / to compute everything explicitly; we can compute the set
of indecomposable pure-injectives associated to each of the localising subcategories
described in Section 12.4.2 and show any suspension stable set of pure-injectives has
the same left perpendicular as one of these.
To this end we first recall the description of the indecomposable pure-injective
objects of QCoh P 1 . Let us set up a little notation: given a closed point x 2 P 1 we
can consider the corresponding map of schemes
ix W Spec OP 1 ;x ! P 1 :
We denote the maximal ideal of OP 1 ;x by mx and the residue field OP 1 ;x =mx by

k.x/. Let E.x/ be the injective envelope of the residue field k.x/, and A.x/ the mx -
adic completion of OP 1 ;x , which is the Matlis dual of E.x/. Pushing these forward
along ix gives objects in QCoh P 1 which we denote by
E .x/ D ix E.x/ and A.x/ D ix A.x/:
Proposition 12.4.4. The indecomposable pure-injective quasi-coherent sheaves are

given by the following disjoint classes of sheaves:
the indecomposable coherent sheaves;
the Prüfer sheaves E .x/ for x 2 P 1 closed;
the adic sheaves A.x/ for x 2 P 1 closed;
the sheaf of rational functions k./.
Proof. The indecomposable pure-injective quasi-coherent sheaves correspond to the

indecomposable pure-injective modules over the Kronecker algebra via the derived

equivalence D.QCoh P 1 / ! D.Mod A/. The latter have beeen classified in [13,
Thm. 8.58].
Remark 12.4.5. The Prüfer sheaves and k./ are precisely the indecomposable in-
jective quasi-coherent sheaves.
Having recalled the indecomposable pure-injective sheaves we now determine

how they interact with the localisations described in Section 12.4.2. Let us begin by
recording their supports.
Lemma 12.4.6. We have
supp E .x/ D fxg; supp k./ D fg; and supp A.x/ D fx; g:
Proof. All of these sheaves are pushforwards along the inclusions of the spectra
of local rings at points, and so their supports are contained in the relevant subset
Spec OP 1 ;x . Having reduced to computing the support over OP 1 ;x this is then a stan-
dard computation.
As one would expect the localisations Loc.O .i // are particularly simple.
Lemma 12.4.7. The only indecomposable pure-injective quasi-coherent sheaf in

Loc.O .i //? is O .i 1/.
Proof. There is a localisation sequence for the compacts
Thick.O .i // o / Db .Coh P 1 / o / Thick.O .i 1//

o o

Db .k/ Db .k/
where the adjoints exist since O .i / is exceptional and the computation of the right
orthogonal follows from the computation of the cohomology of P 1 . Applying Thoma-
son’s localisation theorem shows that
Loc.O .i //? D Loc.O .i 1// D Add.†j O .i 1/ j j 2 Z/
and the claim is then immediate.

We next compute the pure-injectives lying in the right perpendicular of the local-
ising ideals.
Lemma 12.4.8. Let V be a set of closed points with complement U . Then, the inde-
composable pure-injective sheaves in V D.QCoh P 1 /? are:
the indecomposable coherent sheaves supported at closed points in U ;
the Prüfer sheaves E .x/ for x 2 U ;
the adic sheaves A.x/ for x 2 U ;
the sheaf of rational functions k./.
Proof. By the classification of localising ideals of D.QCoh P 1 /, we know that the

category V D.QCoh P 1 /? consists of precisely those objects supported on U . Since
V consists of closed points we know U contains the generic point . The list is then
an immediate consequence of Lemma 12.4.6.
Lemma 12.4.9. Let V be a subset of P 1 containing the generic point and denote
its complement by U . Then the indecomposable pure-injective sheaves in
V D.QCoh P 1 /? are:
the indecomposable coherent sheaves supported at closed points in U ;
the adic sheaves A.x/ for x 2 U .
Proof. The sheaf of rational functions k./ has a map to every indecomposable injec-
tive sheaf and so no E .x/ is contained in the right perpendicular category (and clearly
k./ is not). The category V D.QCoh P 1 / contains the torsion and adic sheaves for
points in V so the only indecomposable pure-injective sheaves which could lie in the
right perpendicular are those indicated; it remains to check they really don’t receive
maps from objects of V D.QCoh P 1 /.
This is clear for the residue fields k.x/ for x 2 U , as they cannot receive a map
from any of the residue fields generating V D.QCoh P 1 /. Since the right perpendicu-
lar is thick it thus contains all the indecomposable coherent sheaves supported on U .
Moreover, the right perpendicular is closed under homotopy limits and so contains
the corresponding adic sheaves A.x/.
We now know which subsets of indecomposable pure-injectives occur in the right
perpendiculars of the localising subcategories we understand. It’s natural to ask for
the minimal set giving rise to one of these categories, as in Corollary 12.4.3. Let us
make the convention that for an object E 2 D.QCoh P 1 /
?
E D fF 2 D.QCoh P 1 / j Hom.F; †j E/ D 0 8j 2 Zg:
We can, without too much difficulty, compute all of the left perpendiculars of the
indecomposable pure-injectives.
Lemma 12.4.10. The left perpendicular categories to the suspension closures of the
indecomposable pure-injectives are as follows:
?
1. F D P 1 nfxg D.QCoh P 1 / for any F 2 Coh P 1 supported at x 2 P 1 ;
?
2. O.i / D Loc.O.i C 1//;
?
3. E .x/ D P 1 nfx;g D.QCoh P 1 /;
?
4. A.x/ D P 1 nfxg D.QCoh P 1 /;
?
5. k./ D P 1 nfg D.QCoh P 1 /.
Proof. These are all (more or less) straightforward computations.

Knowing this it is not hard to write down minimal sets of pure-injectives deter-
mining the ideals.
Corollary 12.4.11. Let V be a subset of P 1 . Then, we have

?
V D.QCoh P 1 / D fk.x/ j x … V g:
We also now have enough information to confirm that we have a complete list of
the cohomological localising subcategories.
Theorem 12.4.12. There is a lattice isomorphism

1
fcohomological localising subcategories of D.QCoh P 1 /g ! 2P q Z;
1
where 2P is the powerset of P 1 , with inverse defined by
V 7! V D.QCoh P 1 / and i 7! Loc.O.i //:
That is, the cohomological localising subcategories are precisely the localising ideals
and the Loc.O .i // for i 2 Z.
Proof. By Corollary 12.4.3, the cohomological localising subcategories are precisely

the localising subcategories which are left perpendicular to a set of indecomposable
pure-injectives. Taking the left perpendicular of a set of pure-injectives corresponds
to intersecting the corresponding left perpendiculars. By Lemma 12.4.10 we thus see
that any such localising subcategory is of the form claimed.
Remark 12.4.13. Denote by Ind P 1 the set of isomorphism classes of indecompos-

able pure-injective sheaves. The subsets of the form L? \ Ind P 1 for some cohomo-
logical localising subcategory L are listed in Lemmas 12.4.7, 12.4.8, and 12.4.9.
12.5 Exotic localisations

As noted in Section 12.4.2, we have a classification both of ideals and of smashing
localisations for D.QCoh P 1 /. Moreover, we have just shown in Theorem 12.4.12
that together these are precisely the cohomological localisations. It is obvious to
ask if there are non-cohomological localisations; we do not know the answer to this
question and don’t hazard a guess.
In this section, we at least provide some foundation for future work in this di-
rection by presenting some criteria to guarantee a localising subcategory is an ideal.
This is relevant as any non-cohomological localisation could not be an ideal—we
proved that all ideals are cohomological. As we shall see, this dramatically restricts
the possible form of a potential ‘exotic’ localising subcategory.
12.5.1 A restriction on supports We begin by analysing support theoretic condi-

tions that ensure a localising subcategory is an ideal. Since P 1 is 1-dimensional the
consequences we obtain are quite strong. However, the ideas present in the arguments
should be of more general interest.
The first observation is that if the support of an object does not contain some
closed point then that object generates an ideal.
Lemma 12.5.1. Let y be a closed point of P 1 and let X 2 D.QCoh P 1 / be such that
y … supp X . Then, L D Loc.X / is an ideal.
Proof. By definition we have k.y/ ˝ X Š 0. Since y is a closed point the torsion

sheaf k.y/ is compact, and hence rigid, so we deduce that
Hom.k.y/; X / Š 0:
In particular, X 2 Loc.k.y//? Š D.QCoh A1 /, where we have made an identi-

fication of P 1 n fyg with the affine line. Since k.y/ is compact the subcategory
Loc.k.y//? is localising and so
L Loc.k.y//? Š D.QCoh A1 /:
It just remains to note that every localising subcategory of D.QCoh A1 / is an ideal

and that Loc.k.y//? is itself an ideal, from which it is immediate that L is an ideal in
D.QCoh P 1 /.
Let V D P 1 n fg denote the set of closed points of P 1 . Corresponding to this
Thomason subset there is a smashing subcategory V D.QCoh P 1 / which comes with
a natural action of D.QCoh P 1 /, in the sense of [23], via the corresponding acyclisa-
tion functor. Moreover, V D.QCoh P 1 / is a tensor triangulated category in its own
right, with tensor unit V O (which is, however, not compact).
Lemma 12.5.2. The category V D.QCoh P 1 / is generated by its tensor unit and
hence every localising subcategory contained in it is an ideal in it, and thus a sub-
module for the D.QCoh P 1 / action. In particular, every localising subcategory of
D.QCoh P 1 / contained in V D.QCoh P 1 / is an ideal of D.QCoh P 1 /.
Proof. The subset V is discrete, in the sense that there are no specialisation relations
between any distinct pair of points in it. It follows from [24] that V D.QCoh P 1 /
decomposes as Y
V D.QCoh P 1 / Š x D.QCoh P 1 /:
x2V
L
With respect to this decomposition, the monoidal unit V O is just x2V x O , which
clearly generates. It then follows that every localising subcategory of
V D.QCoh P 1 / is an ideal (see for instance [23, Lemma 3.13]) and from this the
remaining statements are clear.
As a particular consequence, we get the following statement, which is more in the

spirit of Lemma 12.5.1.
Lemma 12.5.3. Let X 2 D.QCoh P 1 / be an object such that … supp X . Then,

Loc.X / is an ideal.
Proof. Since … supp X we have X 2 V D.QCoh P 1 /. Thus Loc.X / is contained

in V D.QCoh P 1 / and therefore an ideal by the previous lemma.
We have shown that for any object X with proper support the category Loc.X / is
an ideal. Next we will show that any localising subcategory containing such an object
is automatically an ideal. This requires the following technical lemma.
Lemma 12.5.4. If L is a non-zero localising ideal of D.QCoh P 1 / then the quotient

T D D.QCoh P 1 /=L is generated by the tensor unit.
Proof. Since the property of being generated by the tensor unit is preserved under
taking quotients it is enough to verify the statement when L has support a single
point. If supp L is a closed point, we can identify T with the derived category of
the open complement, which is isomorphic to A1 . Having made this observation the
conclusion follows immediately.
It remains to verify the lemma in the case that supp L D fg. In this situation
there is a recollement
/ /
V D.QCoh P 1 / o 1
/ D.QCoh P / o / L
where, as above, V denotes the set of closed points of P 1 . The bottom four arrows
identify V D.QCoh P 1 / with the quotient T and the desired conclusion is given by
Lemma 12.5.2.
Combining all of this we arrive at the following proposition.
Proposition 12.5.5. If L is a localising subcategory of D.QCoh P 1 / such that there

is a non-zero X 2 L with supp X ¨ P 1 , then L is an ideal.
Proof. Let X 2 L as in the statement of the proposition. The object X generates

a non-zero localising subcategory Loc.X / L. Since the support of X is proper
and non-empty it fails to contain some point of P 1 and so, by one of Lemma 12.5.1

or 12.5.3, it is an ideal. We thus have a monoidal quotient functor D.QCoh P 1 / !
D.QCoh P 1 /= Loc.X / and an induced localising subcategory L= Loc.X / in the quo-
tient. By Lemma 12.5.4 the quotient D.QCoh P 1 /= Loc.X / is generated by the tensor
unit and so L= Loc.X / is a tensor ideal in it. But then L D 1 .L= Loc.X // is also
an ideal, which completes the proof.
Example 12.5.6. The non-ideals we know, namely the Loc.O .i //, are of course com-
patible with the proposition: every object of Loc.O .i // is just a sum of suspensions
of copies of O .i /, and these are all supported everywhere.
The following interpretation is the most striking in our context.
Corollary 12.5.7. If L is a localising subcategory which is not cohomological then

every non-zero object of L is supported everywhere.
12.5.2 Twisting sheaves and avoiding compacts We next make a few comments
concerning the interactions between localising subcategories and the twisting sheaves.
Lemma 12.5.8. If L is a localising subcategory which is not an ideal then

L \ L.i / D 0
for all i 2 Z n f0g.
Proof. Without loss of generality we may assume i > 0. Suppose, for a contradic-
tion, that X 2 L \ L.i / is non-zero. Pick a closed point y and consider a triangle
O. i / ! O ! Z.y/ ! †O. i /
where Z.y/ is the cyclic torsion sheaf of length i supported at y. We can tensor with
X to get a new triangle
X. i / ! X ! X ˝ Z.y/ ! †X. i /;
where both X and X. i / lie in L by hypothesis. Thus, since L is localising, we
see that X ˝ Z.y/ lies in L. By Proposition 12.5.5 we know that X is supported
everywhere and so X ˝Z.y/ ¤ 0. But on the other hand, X ˝Z.y/ is supported only
at y which, by the same Proposition, implies that L is an ideal yielding a contradiction.

Remark 12.5.9. The lemma implies that non-cohomological localising subcategories

would have to come in Z-indexed families.
Lemma 12.5.10. If L is a localising subcategory such that

Loc.O .i // ¨ L
for some i 2 Z, then L D D.QCoh P 1 /.
Proof. Localising subcategories containing Loc.O .i // are in bijection with localis-

ing subcategories of D.QCoh P 1 /= Loc.O .i //. This quotient is just D.k/ and so,
since we have asked for a proper containment, the result follows.
We can now conclude that any non-cohomological localising subcategory must

intersect the compact objects trivially.
Proposition 12.5.11. If L is a localising subcategory which is not cohomological,

then L contains no non-zero compact object.
Proof. The indecomposable compact objects are just the indecomposable torsion
sheaves at each point and the twisting sheaves. By Lemma 12.5.1, we know L cannot
contain a torsion sheaf and, by the last lemma, it cannot contain a twisting sheaf.
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Chapter 13
Higher finiteness properties of braided groups
K.-U. Bux
The properties of a group to be finitely generated or finitely presentable are the first
two instances in a sequence of so called higher finiteness properties defined in terms
of skeletons of classifying spaces. The study of higher finiteness properties is a prime
example of how one can use a nice action of a group on a topological space to better
understand the group. We shall illustrate this method in detail using the braided
Thompson group V br as an example.1
13.1 Introduction: From group theory to topology

The main connection between group theory and topology is via the fundamental
group. To each topological space X with a chosen base point x, the fundamen-
tal group 1 .X; x/ is the set of loops in X based at x considered up to homotopy.
Clearly, loops based at x cannot leave the path component of x. Hence, the funda-
mental group 1 .X; x/ only detects phenomena within the connected component of
x. Multiplication in the fundamental group is given by concatenation of loops. This
defines a functor 1 W Top ! Gr from the category of pointed spaces to the cate-
gory of groups. Moving the base point x within its connected component also yields
an isomorphic fundamental group. Therefore, we restrict ourselves to path connected
spaces.
A homotopy equivalence of spaces induces an isomorphism of their fundamental
groups. Thus, the fundamental group of a connected space X depends only on the
homotopy type of X and we get a functor 1 W HTop ! Gr on the category of ho-
motopy types of pointed connected spaces. It turns out that this functor is surjective,
i.e., every group arises as the fundamental group of a topological space. Even more
is true.
Fact 13.1.1 ([20, Prop. 7.1.5 and Cor. 7.1.7]). Let G be a group. There exists a
connected CW-complex Y with contractible universal cover such that G D 1 .Y /.
Such a cell complex Y is called a classifying space for the group G. A classifying
space for G is unique up to homotopy equivalence.
As we can obtain G from any classifying space of G by taking the fundamental

group, the classifying space is a complete topological invariant of the group. Coarser
1 Projects B1, C13
300 K.-U. Bux
invariants can therefore be obtained from it. In particular, the group (co)homology of
G can be regarded as the (co)homology of its classifying space. See [10, Prop. II.4.1]
or [20, Prop. 8.1.4] for homology and [10, Sec. III.1, page 59] or [20, Prop. 13.1.1]
for cohomology.
Numerical measures of complexity for groups can be obtained by leveraging the
fact that the classifying space is only unique up to homotopy equivalence.
Definition 13.1.2. A group G is said to have geometric dimension d if it admits a

classifying space of dimension d but none of smaller dimension. It is said to be of
type Fm if it admits a classifying space with finite m-skeleton. We say that G is of
type F1 if it has a classifying space that has finite skeleta in all dimensions. The
finiteness length .G/ of G is the largest m 2 N [ f1g for which G is of type Fm .
So, if G has geometric dimension d , then its (co)homology coincides with the
(co)homology of a CW-complex of dimension d . In particular, the (co)homology of G
is trivial in dimensions above d . Similarly, if G is of type Fm , its (co)homology can be
computed from a CW-complex with finite m-skeleton. In particular, the (co)homology
is finitely generated up to dimension d . Often, but not always, the converses hold.
So, one a heuristic level, one might think of the dimension of a group G as marking
the dimension where the homology collapses for good, whereas .G/ C 1 marks the
first dimension where the homology explodes. Note that such an explosion may very
well be followed by an ultimate collaps. So, finiteness length and dimension may
both be finite.
Since a CW-complex with finite 5-skeleton automatically has a finite 4-skeleton,
we observe that a group of type F5 automatically has type F4 . Hence, the types form
a sequence of finiteness properties of groups of increasing strength. The first few of
these finiteness properties are familiar.
Fact 13.1.3. Every group has type F0 . A group is of type F1 if and only if it is finitely
generated; and is it of type F2 if and only if it is finitely presented.
For a finitely presented group G, it is possible to characterise whether it is of

type F3 by generators, relations, and so called identities among relations. This explicit
description enables one sometimes to handcraft the 3-skeleton of a classifying space
for G and deduce that G has type F3 . For finiteness properties above F4 , however, no
such arguments are feasible.
Finiteness length and dimension are among the weakest pieces of (co)homologi-
cal information one might have about a group. Regrettably, there are quite a few
groups of interest, where even these small amounts of information are hard to obtain
and nothing else in known about the homology. In this paper, we focus on finiteness
properties and describe the current state of the art method of establishing the finiteness
length. We shall use the braided Thompson group as a nontrivial example.
Higher finiteness properties of braided groups 301
13.2 Brown’s criterion

There are only very few established methods to deduce higher finiteness properties.
The most important and most widely applicable was developed by K. Brown in a
seminal paper [11]. To illustrate the criterion, let us consider a G of type Fm . Let
Y be a classifying CW-complex for G with finite m-skeleton. Its universal cover YQ
is a contractible CW-complex on which G acts freely. The action on the m-skeleton
YQ .m/ is also free, and the orbits space is compact. Moreover, the homotopy groups
d .YQ .m/ / are trivial for d < m. Conversely, if we are given a free and cocompact
action on a CW-complex whose homotopy groups vanish in dimensions below m, we
can attach cells in higher dimensions (equivariantly so as to extend the free G-action)
and obtain the universal cover of classifying space that witnesses G to be of type Fm .
Thus, we obtain a first criterion.
Observation 13.2.1. The group G is of type Fm if and only it acts freely and cocom-
pactly on a CW-complex X whose homotopy groups d .X / vanish in dimensions
d < m.
A space whose first homotopy groups vanish is called highly connected. More
precisely, X is called l-connected if d .X / is trivial for d 6 l. We adopt the conven-
tion that every non-empty space is considered . 1/-connected. Note the difference
between the strict inequality in the criterion (13.2.1) and the non-strict inequality in
the definition of connectivity. This unfortunate difference causes a shift by one in
many theorems.
Brown’s criterion improves upon Observation 13.2.1 in two ways. First, he re-
moves the restriction to free actions. Instead, cell stabilisers are just required to have
suitable finiteness properties in their own right. In addition, the action is not required
to have a compact quotient. This condition is replaced by considering a filtration by
invariant and cocompact subcomplexes.
So let G act on a CW-complex X by cell-permuting homeomorphisms. We call X
m-good if the following conditions are satisfied:
1. The space X is .m 1/-connected, i.e., the homotopy groups d .X / are trivial
for d < m.
2. The stabiliser G of any d -cell of dimension d 6 m is of type Fm d.
Note that X is not assumed to have a compact quotient mod G. Instead, we consider
a filtration
X0 6 X1 6 X2 6
S
of X by G-invariant subcomplexes X˛ 6 X with X D ˛ X˛ where each X˛ has a
compact quotient mod G.
302 K.-U. Bux
Of course, some conditions on homotopy groups will be relevant. We call the fil-
tration .X˛ /alpha essentially homotopically trivial in dimension d if for every filtration
index ˛ 2 N there is a filtration index ˇ > ˛ so that the induced homomorphism
d .X˛ / ! d .Xˇ /
of homotopy groups in dimension d is trivial, i.e., if each d -sphere in X˛ bounds a

ball in Xˇ . Note that this is stronger than saying that the limit of the homotopy groups
d .X˛ / is trivial, which would just mean that any d -sphere in X˛ bounds a ball in
some Xˇ , which by compactness of spheres is just equivalent to the sphere bounding
a ball in X . We call the filtration .X˛ /˛ essentially l-connected if it is essentially
homotopically trivial in dimensions d for all d 6 l.
Brown proves the following:
Theorem 13.2.2 ([11, Thms 2.2 and 3.2]). Assume that X is an m-good G-complex
with a filtration by G-invariant cocompact subcomplexes X˛ as above. The group G
is of type Fm if and only if the filtration .X˛ /˛ is essentially .m 1/-connected.
As a corollary, Brown obtains a criterion for groups of type F1 in more familiar

terms of relative connectivity.
Corollary 13.2.3 ([11, Cor. 3.3]). Assume that X is a contractible G-complex with
cells stabilisers of type F1 and a filtration by G-invariant cocompact subcomplexes
X˛ . Suppose the connectivity of the pair of spaces .X˛C1 ; X˛ / tends to infinity as ˛
tends to 1. Then, G is of type F1 .
The criterion clearly suggests a strategy for establishing higher finiteness proper-
ties for a group G. An established pattern runs as follows:
1. Find a highly connected, usually a contractible, space X upon which G acts
with cell stabilisers that are of type F1 . Not only finiteness properties can be
deduced this way. Often, more detailed (co)homological information is hid-
den in this action. Important examples include: symmetric spaces and affine
buildings for arithmetic groups [6, 7, 13], Teichmüller space and Harer’s arc
complex for mapping class groups [24, 22, 23], outer space for outer automor-
phism groups of free groups [14]. As these examples show, often a good deal
of work is spent on the construction of a good space for a given group to act on
and establishing its topological structure.
2. Find a filtration by G-invariant subspaces X˛ that have compact quotient mod
G. This often takes the form of finding a G-invariant height function h W X !
R, mimicking those on locally-symmetric spaces defined by (14.3.3). The fil-
tration is then given by sublevel complexes, i.e., full subcomplexes spanned by
the set of vertices u 2 X with height h.u/ 6 s.
3. Show that the filtration .X˛ /˛ is essentially .m 1/-connected. If the filtration
is given by a height function h W X ! R this part of the argument usually
employs combinatorial Morse theory developed by M. Bestvina and N. Brady

in [3]. It reduces the problem to local considerations about so called descend-
ing links, which are certain subcomplexes of links in X . For the analysis of
descending links, various tools from topology are available.
We shall give an account of combinatorial Morse theory in the following section. In
Section 13.6, we describe the braided Thompson group V br , and in the Sections 13.7
through 13.10, we illustrate the above proof strategy by outlining its implementation
for V br . A major point is the analysis of descending links which we can reduce to arc
matching complexes, which we introduce in Section 13.4. As an aside, Section 13.5
draws a connection of arc matching complexes to higher generation of braid groups
by subgroups.
13.3 Combinatorial Morse theory

A piecewise Euclidean complex is a CW-complex where all closed cells carry the
structure of a Euclidean polyhedron, all attaching maps are injective and restrict on
faces to isometric identifications with cells of smaller dimension. In particular, dif-
ferent cells intersect in faces, on which they induce the same metric. Injectivity of
attaching maps prevents identification of faces of the same cell. The notion of a piece-
wise spherical complex is a CW-complex is analogously defined, except that closed
cells are spherical polyhedra. See [3, Sec. 2] for a slightly more general point of view,
where piecewise affine complexes are discussed.
The link of a point x in Euclidean space can be viewed as the sphere of directions
issuing from x. If x is a corner of a polyhedron, the subset of directions pointing into
the polyhedron is a spherical polyhedron. If x is a vertex of a piecewise Euclidean
complex X , the link lkX .x/ is a piecewise spherical complex: each Euclidean cell
containing x contributes a spherical polyhedron in lkX .x/. Links in piecewise spher-
ical complexes are also piecewise spherical for the same reasons.
Example 13.3.1. A piecewise Euclidean complex where all cells are unit cubes is
called a cube complex. The link of any vertex in a cube complex is a piecewise
spherical complex where all cells are right angled spherical simplices.
Definition 13.3.2. Let X be a piecewise Euclidean complex. A function h W X ! R

is called a Morse function if the following hold:
1. The restriction of h to each closed cell is an affine map.
2. The map h is not constant on edges.
3. The image h.X .0/ / of the vertex set is a discrete subset of R.
For a level s 2 R, we define the level set f h D s g as the preimage f h D s g WD
h 1 .s/. The corresponding sublevel set is f h 6 s g WD h 1 .. 1; s/. The maximal
subcomplex Xs fully contained in the sublevel set f h 6 s g is a sublevel complex.
304 K.-U. Bux
Fact 13.3.3. The sublevel set f h 6 s g deformation retracts onto the sublevel com-
plex Xs . Hence, both are homotopy equivalent.
Let X be a piecewise Euclidean complex with a Morse function h W X ! R.

Consider a closed cell in X . Since h is affine on , the max set of h on is a face
of . Since h is not constant on edges, this top face consists of a single vertex, the
[combinatorial Morse theory]top vertex of .
Definition 13.3.4. For a Morse function h W X ! R and a vertex u 2 X , we define

the descending star of u to be the collection of those cells for which u is the top
vertex (this set is partially ordered by inclusion). The descending link lk#X .u/ of u is
the union of all the spherical polyhedra lk .u/ where ranges over the cells in the
descending star of u.
The analogy to Morse theory on smooth manifolds is as follows. The condition

that h is not constant on edges says that the vertices are the critical points. Then the
image of the critical points is the discrete set of critical values. The descending link
replaces the descending sphere at a critical point. However, the main thrust is the
same: the connectivity of descending links control the change in homotopy type of
sublevel sets as the level increases.
Lemma 13.3.5 (Morse Lemma [3, Lemma 2.5]). Assume that there is no critical
value in the interval .s; t. Then the inclusion of sublevel sets f h 6 s g f h 6 t g
is a homotopy equivalence. Therefore, the same holds for the inclusion Xs Xt of
sublevel complexes.
Assume that there is precisely one critical value t in the interval .s; t, then the
sublevel set f h 6 t g is homotopy equivalent to the sublevel set f h 6 s g with the
descending links of vertices of height t coned off.
As the Morse Lemma 13.3.5 allows one to control how the homotopy type of
sublevel complexes changes, one can use it to deduce connectivity properties of a
filtration by sublevel complexes.
Corollary 13.3.6 ([3, Cor. 2.6]). Let h W X ! R be a Morse function and sup-
#
pose that the descending link lkX .u/ is l-connected for each vertex u 2 X with
s < h.u/ 6 t. Then, the inclusion of sublevel complexes Xs 6 Xt induces isomor-
phisms in d for d 6 l and an epimorphism in lC1 .
Example 13.3.7. Let be a tripod. We define the Morse function on sending the
central vertex to 0 one terminal vertex to 1 and the other two to 1. The product
X WD of two tripods is a square complex shown in Figure 13.3.1. On X , we
consider the Morse function obtained by adding the heights of the two coordinates.
Some preimages of non-critical values are shown as well as the link and descending
link of the central vertex.
h
!
Figure 13.3.1. The product of two tripods is a square complex. Here it is is drawn according to a
height function. Point preimages are horizontal sections, shown on the left for some non-critical
values. The sublevel sets start at the bottom a union of four contractible components. Between the
lowest two critical values, sublevel sets are homotopy equivalent to a circle. This circle is coned
off as the descending link of the middle vertex (shown as solid arcs; the dotted arcs show the
non-descending parts of the link). Above this critical value, sublevel sets are contractible.
13.4 Matching complexes for graphs and surfaces

Let be a graph. We shall speak of nodes and lines of and save the terminology of
vertices and edges for CW-complexes. So let N be the set of nodes of and let L be
its set of lines. We allow loops and multiple edges. The matching complex M./ of
is the simplicial complex that has L as its vertex set and wherein a subset L is
a simplex if its elements are pairwise disjoint lines in . The name derives from the
notion of a matching, which is a collection of pairwise disjoint lines in a graph. So
the simplices of the matching complex M./ are the matchings in .
We shall discuss connectivity of matching complexes for the complete and com-
plete bipartite graphs. The results are well-known, see e.g., [2] or [5].
Example 13.4.1 (e.g. [5, Thm. 4.1]). For the complete graph D Kn on n ˘nodes,
the matching complex Mn WD M./ is .n/-connected where .n/ D nC1 3
2.
Example 13.4.2 (e.g. [5, Thm. 1.1]). For the complete bipartite graph D Km;n on
m white and n black nodes, the matching complex Mm;n WD M./, called the chess
board complex, is .m; n/-connected where

mCnC1
.m; n/ D min m; n; 2:
3
Remark 13.4.3. Matching complexes are just one example of complexes based upon
graphs. A construction similar in spirit is to consider sub-forests of , i.e., vertices
are non-loop lines and a collection of lines forms a simplex if their union does not
306 K.-U. Bux
contain a cycle. The connectivity of the forest complex F ./ is V C where V is

the number of vertices of and C is the number of its components. Various proofs
of this fact are known, see, e.g., [25], [4, Thm. 7.3.3] or [28, Prop. 2.2].
Now, we turn to arc matching complexes, which encode the possible ways of
drawing a matching onto a given surface. Let † be a connected surface possibly with
punctures and boundary components. Let N be a set of marked points, possibly on
the boundary, and let be a graph with N as its set of nodes. An arc is a curve
connecting to marked points in N . A drawing of onto † is continuous injective
map
'W !†
such that ' restricts to the identity on N and '.nN / does not contain boundary
points nor marked points. Each line of is mapped to an arc on †. The injectivity
condition says that arcs do not self-intersect and do not meet each other apart from
their endpoints. We consider arcs and drawings up to isotopy relative to marked
points, punctures and boundary.
As soon as its Euler characteristic is negative, the surface † can be endowed with
a hyperbolic metric with geodesic boundary components. Since we consider isotopy
relative to marked points, we may also think of them as punctures. Then, a hyperbolic
metric exists in any non-boring situation, e.g., as soon as we have three marked points
(now thought of as punctures metrically turned into cusps). In the examples below,
three marked points are necessary to have more than one arc.
In the presence of a hyperbolic metric, we can represent each arc by the unique
geodesic in its homotopy class (relative endpoints). This uniqueness implies that
two different geodesic arcs between the same points cannot bound a disk. Also
geodesic arcs coincide or intersect transversally as geodesic germs extend uniquely
in both directions. By the bigon criterion [17, 1.2.4], geodesic representatives of arcs
are in minimal position, i.e., the geometric intersection number of their homotopy
classes coincides with the number of intersection points of the geodesic representa-
tives. Thus:
Observation 13.4.4. A drawing is uniquely determined by (the homotopy classes of)

its arcs.
The arc matching complex A.; †/ is the simplicial complex whose simplices are
drawings (up to relative homotopy) of matchings in onto †. In this definition, Ob-
servation 13.4.4 is implicitly used: in a simplicial complex, a simplex is determined
by its vertices. If drawings were not uniquely determined by their arcs, we could only
define a CW-complex whose cells have the geometric shape of simplices. We remark
that A. Hatcher and K. Vogtmann consider very similar complexes in [21]. They do
not require the arcs to be fully disjoint but allow that arcs meet at their end points.
For the arc matching complex on a complete graph, one can deduce the same
connectivity as for its matching complex.
Figure 13.4.1. An arc matching in A† .5/ on the disk with its corresponding matching in M5 .
Example 13.4.5 (see [12, Prop. 3.6]). Let WD Kn be the complete graph on n
nodes, all of which shall be interior points of the connected surface †. Then,
the˘ arc
matching complex A† .n/ WD A.; †/ is .n/-connected, where .n/ D nC1 3
2
as in Example 13.4.1.
Remark 13.4.6. One might consider other arc matching complexes also based upon
the complete graph Kn , the difference being the positioning of the nodes in the sur-
face. We place all marked points in the interior of the surface. One can also put
some (or even all) marked points on the boundary, and connectivity of the resulting
complex will in general be different (and usually worse).
We now turn to arc matching complexes based on complete bipartite graphs.

Again, one can place the marked points within the interior or the boundary of the
surface; and connectivity of the resulting complexes may depend on how marked
points are placed. We shall be concerned with a placement that admits a particularly
nice action of the braid group on the resulting arc matching complex, namely placing
the white nodes on the boundary and the black nodes in the interior.
Example 13.4.7. Let † be a connected surface with one boundary component. Let
D Km;n be the complete bipartite graph on m white and n black nodes. Let
A† .m; n/ be the arc matching complex in † based on where all white nodes are
placed on the boundary of † and all black nodes are placed in
the ˘interior of †. Then
A† .m; n/ is .m; n/-connected, where .m; n/ WD min.m; nC1 2
/ 2.
Remark 13.4.8. Compared to Example 13.4.2, the arc matching complex

A† .m; n/ has lower connectivity. This phenomenon is due to placing the white nodes
on the boundary of †. If we put all nodes into the interior of †, the corresponding
308 K.-U. Bux
Figure 13.4.2. An arc matching in A† .4; 6/ on the disk with its corresponding matching in M4;6 .
arc matching complex has the same connectivity as its non-surface counterpart from
Example 13.4.2.
Remark 13.4.9. The arc matching complex A.; †/ projects simplicially to the
matching complex M./ simply by ignoring the way the matching is drawn. It
is tempting to make use of this projection in establishing connectivity of arc match-
ing complexes. Unfortunately, the fibers of this projection are badly behaved even in
those cases where connectivity of M./ and A.; †/ agree. So far, it appears that
this approach is not feasible.
13.5 Higher generation in symmetric groups and braid groups

In [1], H. Abels and S. Holz introduced the concept of higher generation by sub-
groups. Let G be a group and let H be a family of subgroups H 6 G. The associated
coset complex is the simplicial complex CC.H/ whose vertex set
f gH j g 2 G; H 2 H g
is the set of left cosets of subgroups in H and where a collection of such cosets forms
a simplex if their intersection is non-empty. We say that H is m-generating for G
if CC.H/ is .m 1/-connected. Note that any non-empty S family of subgroups is 0-
generating. The family H is 1-generating if the union H 2H H generates G. Abels
and Holz show that H is 2-generating if and only if G is the free product of the
H 2 H amalgamated along their intersections.
It turns out that matching complexes and arc matching complexes arise as coset
complexes in symmetric groups and in braid groups. To see this, we recall a simple
criterion that allows one to detect coset complexes.
Proposition 13.5.1 (see [31, A.5]). Let G act on a simplicial complex X with a
maximal simplex C as a strict fundamental domain. Then, X is isomorphic (as a
simplicial complex) to the coset complex CC.F / where
F WD f StabG .u/ j u is a vertex of C g
Example 13.5.2. The symmetric Sn group on n letters acts on the vertex set of Kn
and therefore on the associated matching complex Mn and on its barycentric subdi-
vision M V n . A simplex of the barycentric subdivision M V n is a flag of simplices in
Mn .
Note that up to an action of Sn , a matching is uniquely characterised by the num-
ber of lines it uses. Hence the action on M V n has a maximal simplex as a strict
fundamental domain, e.g., we can choose the "obvious" flag:
f 1; 2 g
f 1; 2 g f 3; 4 g
f 1; 2 g f 3; 4 g f 5; 6 g
::
:
V n is the stabiliser of a simplex in Mn , i.e., the stabiliser

The stabiliser of a vertex in M
of a matching. By Proposition 13.5.1 and Example 13.4.1, the stabilisers of the above
matchings form a family of subgroups in Sn that is ..n/ 1/-generating.
Example 13.5.3. The symmetric group Sn on n letters acts on the bipartite complete
graph Km;n on m white nodes w1 ; : : : ; wm and n black nodes b1 ; : : : ; bn by permuting
the black nodes. We assume m 6 n. In this case, the matching
w1 b1 w2 b2 wm bm
is a fundamental domain for the action on the chess board complex Mm;n .
The stabiliser of the vertex wi bi is the subgroup StabSn .i / isomorphic to Sn 1.
Thus, we conclude from Proposition 13.5.1 and Example 13.4.2:
The family f StabSn .i / j 1 6 i 6 m g is ..m; n/ C 1/-generating for
Sn .
Example 13.5.4. Now consider the complete bipartite graph Km;n on m white and
n black nodes. Let † be a disk. Consider the arc matching complex A† .m; n/ from
Example 13.4.7.
Assume m 6 n. Then, the braid group Bn acts on A† .m; n/ with a maximal
simplex (a complete matching) as a strict fundamental domain. This action of the
braid group Bn arises as follows.
A braid records a motion of the n punctures within the disk. We think of the disk
being made out of elastic material so that the moving punctures drag ambient points
310 K.-U. Bux
along. We keep points on the boundary fixed. This way, a braid defines a mapping
class of the n-punctured disk relative to the boundary. This point pushing map induces
an isomorphism of the braid group Bn and the mapping class group of an n-punctured
disk, where the boundary is fixed pointwise and the punctures are fixed as a set. The
mapping class group clearly acts on the arc matching complex A.m; n/.
Stabilisers of its vertices (matchings between a single white node and a single
black node) are isomorphic copies of braid groups Bn 1 inside Bn . A mapping class
that stabilises an arc can be regarded as a mapping class on the surface obtained by
cutting along the arc. This cut yields another dist, but we are missing a puncture.
Let Bm;n be the family of these vertex stabilisers. Now, Proposition 13.5.1 applies,
and we have:
The family Bm;n is .l C 1/-generating for Bn if and only if A† .m; n/ is
l-connected.
As we know a lower bound on the connectivity of A† .m; n/ from Example 13.4.7,
we conclude that Bm;n is ..m; n/ C 1/-generating for the braid group Bn .
For a different perspective on higher generation of the family Bn WD Bn;n see

Theorem 11.3.18 in this volume and the preceding discussion.
13.6 The braided Thompson group V br

Elements of the braid group Bn can be represented by braid diagrams on n strands.
Two such diagrams represent the same element if one can be transformed into the
other by an ambient isotopy. Alternatively, one may restrict attention to diagrams in
normal form: only one pair of adjacent strands is allowed to cross at any given time.
Then, finitely many rules of equivalence for diagrams suffice: one requires the braid
relation for adjacent crossings; and for crossings with disjoint support, one requires
that order does not matter:
D D
Of course, these rules are taken from the well known presentation of Bn .
Now, we consider diagrams where strands are also allowed to split and merge.
Since we do not want strands to twist (invisibly in the picture) we require that splits
and merges only take place in the xz-plane. Also, a strand can only split in two; and
one of the resulting strands is the left branch whereas the other is the right branch.
The same rule applies to merges. Equivalence is defined by ambient isotopy with two
additional rules. A split followed immediately by a merge of its resulting branches
is as good as not splitting at all. That is, one may remove an eye. An eye is a disk
lying entirely in the xz-plane bounded by two branches following a split and merging
afterwards that is not intersected by any other strand of the diagram. Similarly, a
Figure 13.6.1. These diagrams do not have eyes. In the left picture, the disk bounded by the
branches twists; in the right example, another strand passes through the disk.
merge can be undone by a split that follows. The two allowed moves are called eye
removal and X removal:
D D
eye removal X removal
With splits and merges interfering, the number of strands in a diagram is not con-
stant. An .m; n/-diagram has m strands at the top (heads) and n strands at the bottom
(feet). Clearly, .n; n/-diagrams can be stacked. They form a group, whose isomor-
phism type does not depend on the number of heads and feet. More generally, we can
consider the category B whose objects are counting numbers 1; 2; 3; : : : and where
the .m; n/-diagrams are the morphisms from m to n. The braided Thompson group
V br is defined as the automorphism group of the object 1 in this category. Its ele-
ments are thus represented by .1; 1/-diagrams. An example is shown in Figure 13.6.2.
This braided version of Thompson’s group V has been introduced independently by
M. Brin [9] and P. Dehornoy [16].
Any .1; 1/-diagram can be put into standard form. By applying eye and X re-
movals, one can achieve that the diagram consists of a sequence of splits (forming
a binary tree in the xz-plane) followed by a braid and concluded by a sequence of
merges (again forming a binary tree in the xz-plane).
As in the case of braid diagrams, one can restrict the form of allowed diagrams
and replace the equivalence of ambient isotopy by purely combinatorial requirements.
In addition to the braid moves and removal of eye and X sub-diagrams, we then need
moves that allow us to move splits and merges past one another and past crossings.
Here is a pictorial representation of some new moves one needs to consider:
D D
Whereas in the case of braid groups the moves correspond to the relations of a finite
presentation, it is not obvious that one can extract a finite presentation for V br from
312 K.-U. Bux
Figure 13.6.2. A .1; 1/-diagram representing an element of V br .
these rules. Not even a finite generating set suggests itself: diagrams can grow to
arbitrarily many strands; and splits, merges and crossings far to the right need to be
expressed in terms of moves closer to the left. Nonetheless, M. Brin [8, Thm. 2] gave
a finite presentation for V br . We can strengthen his result.
Theorem 13.6.1 (see [12, Main Thm.]). The braided Thompson group V br is of
type F1 , i.e., the group V br admits a classifying space with finite skeleta in each
dimension.
We also remark that V br has torsion and therefore cannot admit a finite classifying
space. In fact, it does not have a torsion free subgroup of finite index. Thus, a
classifying space that is finite in each dimension is the best one can hope for.
In the remainder of this paper, we shall outline how Brown’s criterion can be
used to prove Theorem 13.6.1. For various Thompson groups, this method has been
carried out successfully. The complexes we shall introduce below are inspired by the
complexes used by M. Stein [27] for Thompson groups and D. Farley [18] for the
larger class of diagram groups.
13.7 A cube complex for V br

Elements of V br are represented by .1; 1/-diagrams and multiplication corresponds to
stacking. Similarly, a .1; 1/-diagram can be put on top of a .1; n/-diagram resulting
in a .1; n/-diagram. This defines an action of V br on the the set of .1; n/-diagrams,
an action most naturally considered not as a left or right action but as an action from
above. In the language of the category B , this is just the action of V br D AutB .1/ on
the set MorB .1; n/ of morphisms.
Similarly, there is an action from below of the group AutB .n/ on MorB .1; n/. Note
that the braid group Bn consists of .n; n/-diagrams. Thus, Bn acts on MorB .1; n/ as
a subgroup of AutB .n/. Since the two actions commute, V br acts on the set Dn of
Bn -orbits of MorB .1; n/. Informally, modding out the action of Bn on MorB .1; n/
amounts to consider .1; n/-diagrams up to dangling feet.
Observation 13.7.1. The group V br acts simply transitively on MorB .1; n/. The
induced action on Dn is transitive and its point stabilisers are isomorphic to Bn .
We shall now construct a cube complex X with the set of all diagrams with dan-
gling feet
D WD D1 t D2 t D2 t
as its set of vertices. We glue in edges corresponding to the splitting of feet. We call
the splitting of a single foot in a diagram from Dn an elementary expansion. As the
number of feet increases by one, an elementary expansion yields a diagram in DnC1 .
We fill in all the edges from a diagram to its elementary expansions. A diagram with
n feet allows for exactly n different elementary expansions, thus n edges issue from
it. Of course, it might also have incoming edges as it can be obtained as an elementary
expansion from other diagrams.
Higher dimensional cubes arise from commuting elementary expansions. Con-
sider a diagram ‚ with n feet. For any selection of them, the diagram obtained from
‚ by splitting all the chosen feet does not depend on the order in which the strands
are split. This means that the total of
! ! ! !
n n n n
2n D C C C C
0 1 n 1 n
diagrams that can be obtained from ‚ by commuting elementary expansions are con-
nected by edges that form the 1-skeleton of a cube. We call ‚ the bottom corner of
the cube. Of course, this terminology foreshadows a Morse function where diagrams
with more feet will be higher than those with fewer feet. We obtain X by filling in all
those cubes. Figure 13.7.1 shows how a square in X arises.
Since V br acts on D from above whereas elementary expansions take place at the
bottom, the action of V br on D induces an action on X . Cell stabilisers of this action
are braid groups. More precisely, we make the following:
Observation 13.7.2. The stabiliser of a cube coincides with the stabiliser of its bot-
tom corner. Thus, cell stabilisers of the V br -action on X are isomorphic to braid
groups on finitely many strands and therefore of type F1 .
In order to derive finiteness properties from the action on X , we also need that X
has vanishing homotopy groups.
Proposition 13.7.3. The complex X is contractible.
Sketch of proof. Consider the trivial .1; 1/-diagram j and let Yn be the subcomplex
spanned by all diagrams with at most n feet that can be obtained from j by (iterated)
314 K.-U. Bux
Figure 13.7.1. A square in X.
expansions.
S Note that YnC1 deformation retracts onto Yn . It follows that the union
Y WD n Yn is a contractible subcomplex of X . The vertices in Y can be represented
by diagrams that are just binary planar trees, i.e., free of braiding and merges.
Splitting all feet of a diagram simultaneously takes the bottom corner of each
cube to its top corner. By interpolation, we can extend this to a continuous map.
This map, however, does not preserve the cell structure of X : for instance, it takes
edges to square diagonals. In fact, it is even possible to extend it to a continuous
flow within X . Note that iterated splitting of all feet will ultimately undo any merge
that happened somewhere up in the diagram; and as diagrams are considered up to
dangling feet, everything untangles at the bottom when all merges are gone. Thus,
we end in the subcomplex Y . By compactness, a sphere in X involves only finitely
many diagrams. Thus, flowing a sphere up the complex, it will eventually be moved
completely into the subcomplex Y that consists of merge-free diagrams. Once inside
the contractible subspace Y , the sphere can be crushed.
13.8 The Morse function and its descending links

To implement the remaining parts of the proof, we need a Morse function on X . On
the vertices, we just take the number of feet. This extends to an affine map on each
cube. Thus, we obtain the height function h W X ! R. Let Xn be the sublevel
complex spanned by all diagrams with at most n feet. Note that the critical values of
the Morse function h are integers.
Observation 13.8.1. The action of V br on D preserves the number of feet. Hence,

the induced action on X leaves the Morse function h W X ! R invariant. The sublevel
complexes Xn have compact quotient modulo the action of V br since the action on
Dn is transitive for any number n.
Since edges correspond to elementary expansions and elementary expansions al-

ways change the number of feet, there are no horizontal edges. Therefore, vertices are
the only critical points of this combinatorial Morse function and it suffices to consider
descending vertex links.
As X is a cube complex, the link lk.‚/ of a vertex ‚ is a piecewise spherical
complex whose cells are right-angled spherical simplices, i.e., each cube that has ‚
as a corner contributes a (right-angled spherical) simplex to the link. In fact, not only
do the cells have the shape of simplices but the link is indeed a simplicial complex.
According to Definition 13.3.4, the descending link lk# .‚/ of a vertex ‚ 2 X
(i.e., a diagram with dangling feet) is the subcomplex of the link spanned by those
cells that have ‚ as their top corner. The pertinent question is how to describe the
descending link of a diagram ‚n with n feet. It suffices to consider only one diagram.
Observation 13.8.2. The group V br acts transitively on the set Dn of vertices at

height n. Thus all descending links of such vertices are isomorphic as simplicial
complexes.
#
Therefore, we shall define a simplicial complex Ln that is isomorphic to the de-
scending link lk# .‚n / of any diagram at height n.
A braid-merge diagram is a diagram without splits. A braid-merge diagram is thin
if any strand can merge at most once. Let Cn be the set of thin braid-merge diagrams
with n heads up to the equivalence relation of dangling feet. We can organise the thin
braid-merge diagrams from Cn into a cube complex Zn using the same rule as for
X : there is an edge from one diagram to another if the latter can be obtained from
the former by an elementary expansion. Since the resulting diagram is required to
be split-free, only those expansions are allowed that undo merges already present in
the diagram. Thus, the trivial diagram |||n with n heads and feet is the unique top
vertex that has only incoming edges. An example of a cube below |||5 is shown in
Figure 13.8.1.
Define L#n to be the link of |||n in Zn . The simplices in L#n are in one-to-one
correspondence to the cubes containing |||n which in turn can be uniquely identified
by their bottom corner. The cell poset of L#n is therefore given by the set Cn n f |||n g
of non-trivial thin braid-merge diagrams and faces of a cell are obtained by undoing
merges.
#
Observation 13.8.3. The cell complex Ln is isomorphic to the descending link
lk# .‚n / of any vertex ‚n 2 X with n D h.‚n / feet.
316 K.-U. Bux
Figure 13.8.1. A square in Z5 below |||5 .
Proof. The vertex ‚n is a .1; n/-diagram. Sticking this diagram on top of each dia-
gram in Zn realises the subcomplex of X consisting of all cubes with ‚n as their top
corner.
13.9 Connectivity of descending links

Let C .n; k/ be the arc matching complex of the complete graph Kn on n marked
points in a k-punctured disk.
Let En;k be the plane with n marked points and k punctures, and let C .n; k/ be
the arc matching complex of the complete graph Kn on the n marked points in En;k .
We suppress counting the punctures in the notation when there are none, i.e., we put
C .n/ WD C .n; 0/. A simplex in C .n; k/ consists of a collection of pairwise disjoint
arcs connecting marked points where such collections are considered up to isotopy.
We have seen in Example 13.4.5 that C .n; k/ is .n/-connected.
#
We shall derive connectivity properties of Ln by projecting it to the arc matching
#
complex C .n/. A simplex of dimension k in Ln is given by a thin braid-merge dia-
gram with k C 1 elementary contractions, i.e., a diagram without splits and exactly
k C 1 merges where each strand merges at most once. We put the diagram into stan-
dard formn by moving merges to the bottom and arranging that merging strands are
adjacent.
At the picture level, we map it to a k-simplex in C .n/ in two steps: first, we draw
the merges as horizontal arcs connecting neighboring strands; in a second step, we
Figure 13.9.1. Unwinding sequence.
straighten all the strands and record what this does to the horizontal arcs. Formally,
the first step is just looking at a particularly obvious k-simplex in C .n/ whose arcs
keep track which pairs of feet merge. The second step uses the interpretation of the
braid group Bn as the mapping class group of the n-punctured plane. So undoing the
braid can be realised as a mapping class and we consider how this mapping class acts
on the simplex obtained in the first step.
We shall refer to this construction as unwinding. The process is best understood
visually:
7!
This mapping is witnessed by the ‘unwinding sequence’ shown in Figure 13.9.1.
Observation 13.9.1. The unwinding construction induces a well-defined simplicial

#
mapˆ W Ln ! C .n/.
Intuition instead of proof. We have to address two issues. The first is the problem
of ˆ being well-defined. The unwinding construction takes place at the level of dia-
#
grams, but cells in Ln are given by diagrams up to dangling of feet. As indicated in
Figure 13.9.2, any additional dangling (drawn with thick strokes) is undone automat-
ically during the unwinding procedure.
The remaining question is compatibility with the simplicial structure, i.e., if is
a simplicial cell in L#n and 6 is a face, then unwinding yields a face of the arc
matching obtained by unwinding . This, however, is obvious: undoing a merge in
amounts to deleting the corresponding arc in ˆ. /.
In the same way that dangling is undone during unwinding, twisting strands before
merging is undone during unwinding, as shown in Figure 13.9.3. Consequently, the
318 K.-U. Bux
Figure 13.9.2. Automatic undangling during unwinding. The top row shows in thick strokes
additional (compared to the bottom row) dangling and how it is undone at the beginning of the the
unwinding procedure.
Figure 13.9.3. Two diagrams unwinding to the same arc.
unwinding map is not an isomorphism. However, this phenomenon is the only source
of non-injectivity.
Fact 13.9.2. The fiber ˆ 1 .˛/ of a single arc is an infinite discrete set (a Z worth of
diagrams). The preimage ˆ 1 . / of a k-simplex is the full join of its vertex fibers:
ˆ 1
. / D ˆ
˛2
1
.˛/
1
In particular, the fiber ˆ . / is .k 1/-connected.
Example 13.9.3. We consider the edge
D
#
in the arc matching complex C .5/. The edges in L5 unwinding to are given by
diagrams of the form shown in Figure 13.9.4.
The fiber over the closed simplex is therefore the complete bipartite graph over
two countable infinite sets. Hence, it is connected.
k l
Figure 13.9.4. The numbers k; l 2 Z count how many times the pair of strands is twisting. Each of
#
these edges in L5 unwinds to the edge .
In [26], D. Quillen proved several very useful results that relate connectivity prop-
erties of the domain of a projection to connectivity of the base, provided one has good
control over the fibers of the map. We shall make use of the following criterion, which
Quillen phrases in terms of maps between posets. We specialise it for simplicial com-
plexes (representing their poset of cells). Recall that a complex X is d -spherical if it
has dimension d and is .d 1/-connected.
Theorem 13.9.4 ([26, Thm. 9.1]). Let ' W X ! Y be a simplicial map. As-
sume that Y is d -spherical, and for each simplex Y that the link lkY . / is
.d dim. / 1/-spherical. About the fibers assume that the preimage ' 1 . / of a
closed simplex is dim. /-spherical. Then, X is d -spherical.
Our complexes are not spherical: they are highly connected but have cells above
the allowed dimension. Removing the cells above the critical dimension yields the
following:
Corollary 13.9.5. Let ' W X ! Y be a simplicial map. Assume that Y is l-
connected, and for each simplex Y that the link lkY . / is .l dim. / 1/-
connected. About the fibers, assume that the preimage ' 1 . / of a closed simplex is
.dim. / 1/-connected. Then X is l-connected.
˘
Recall that we defined .n/ WD nC13
2.
Proposition 13.9.6. The cell complex L#n is .n/-connected. Consequently, the de-
scending link lk# .‚/ of any n-feet vertex is .n/-connected.
Proof. We consider the projection ˆ W L#n ! C .n/. The base space C .n/ is .n/-
connected. Moreover, the link of a k-simplex in C .n/ is isomorphic to the arc
matching complex C .n 2k 2; k C 1/, which is .n 2k 2/-connected. Since
.n 2k 2/ > .n/ k 1;
the claim follows from Corollary 13.9.5 and Fact 13.9.2.

320 K.-U. Bux
13.10 Finiteness properties of V br : Proof of Theorem 13.6.1

We want to apply Brown’s criterion in the form of Corollary 13.2.3. We consider
the action of V br on the cube complex X . The complex is contractible by Proposi-
tion 13.7.3 and the stabilisers of cubes are all of type F1 by Observation 13.7.2. The
subcomplexes Xn are V br -invariant and have compact quotient mod V br by Observa-
tion 13.8.1.
In order to apply Corollary 13.2.3, we need to see that the connectivity of the
pair .Xn ; Xn 1 / tends to infinity as the filtration index n tends to infinity. It is here,
where combinatorial Morse theory is used. By Proposition 13.9.6, descending links
of vertices at height n are .n/-connected. By Corollary 13.3.6, it follows that the
inclusion Xn 1 Xn induces isomorphisms of homotopy groups d in dimensions
d 6 .n/. From the long exact sequence of homotopy groups of a pair we deduce
that the pair .Xn ; Xn 1 / is .n/-connected. Thus, connectivity tends to infinity as n
tends to infinity. This concludes the proof of Theorem 13.6.1.
Remark 13.10.1. We did not use the fact that the inclusion Xn 1 Xn induces an
epimorphism in d for d D .n/ C 1. From this, we obtain one additional degree of
connectivity for the pair .Xn ; Xn 1 /.
Remark 13.10.2. The arc matching complexes for complete bipartite graphs studied
in Example 13.4.7 can be used to prove a conjecture of F. Degenhardt that the braided
Houghton groups, introduced in [15], have the same finiteness properties as their
unbraided counterparts, which were already treated by Brown in [11, Sec. 5]. These
groups have been given an alternative description as mapping class groups of certain
infinite surfaces in [19]. Details on their finiteness properties as well as a complete
treatment of the related arc matching complexes will be given elsewhere.
References
[1] H. Abels and S. Holz, Higher generation by subgroups, J. Algebra 160 (1993), 310–341.
[2] C.A. Anastasiadis, Decompositions and connectivity of matching and chessboard complexes,
Discrete Comput. Geom. 31 (2004), 395–403.
[3] M. Bestvina and N. Brady, Morse theory and finiteness properties of groups, Invent. Math.
129 (1997), 445–470.
[4] A. Björner, The homology and shellability of matroids and geometric lattices. In [30], 226–
283.
[5] A. Björner, L. Lovász, S.T. Vrećica and R.T. Živaljević, Chessboard complexes and matching
complexes, J. London Math. Soc. 49 (1994), 25–39.
[6] A. Borel and J-P. Serre, Corners and arithmetic groups, Comment. Math. Helv. 48 (1973),
436–491.
[7] A. Borel and J.-P. Serre, Cohomologie d’immeubles et de groupes S-arithmétiques, Topology
15 (1976), 211–232.
[8] M. Brin, The algebra of strand splitting II: A presentation for the braid group on one strand,
Int. J. Algebra Comput. 16 (2006), 203–219.
[9] M. Brin, The algebra of strand splitting I: A braided version of Thompson’s group V , J. Group
Th. 10 (2007), 757–788.
[10] K.S. Brown, Cohomology of Groups, GTM 87, Springer, New York, 1982.
[11] K.S. Brown, Finiteness properties of groups, J. Pure Appl. Alg. 44 (1987), 45–75.
[12] K.-U. Bux, M. Fluch, M. Schwandt, S. Witzel and M. Zaremsky, The braided Thompson’s
groups are of type F1 , J. reine angew. Math. (Crelle) 718 (2016), 59–101.
[13] K.-U. Bux, R. Köhl and S. Witzel, Higher finiteness properties of reductive arithmetic groups
in positive characteristic: the rank theorem, Ann. of Math. 177 (2013), 311–366.
[14] M. Culler and K. Vogtmann, Moduli of graphs and automorphisms of free groups, Invent.
Math. 84 (1986), 91–119.
[15] F. Degenhardt, Endlichkeitseigenschaften gewisser Gruppen von Zöpfen unendlicher Ord-
nung, PhD thesis, Univ. Frankfurt, 2000.
[16] P. Dehornoy, The group of parenthesized braids, Adv. Math. 2005 (2006), 354–409.
[17] B. Farb and D. Margalit, A Primer on Mapping Class Groups, Princeton University Press,
Princeton, 2012.
[18] D. Farley, Finiteness and CAT.0/ properties of diagram groups, Topology 42 (2003), 1065–
1082.
[19] L. Funar, Braided Houghton groups as mapping class groups, An. Ştiinţ. Univ. Al. I. Cuza Iaşi.
Mat. (N.S.) 53 (2007), 229–240.
[20] R. Geoghegan, Topological Methods in Group Theory, GTM 243, Springer, New York, 2008.
[21] A. Hatcher and K. Vogtmann, Tethers and homology stability for surfaces, Algebr. Geom.
Topol. 17 (2017), 1871–1916
[22] J.L. Harer, Stability of the homology of the mapping class groups of orientable surfaces, Ann.
of Math. 121 (1985), 215–249.
[23] J.L. Harer, The virtual cohomological dimension of the mapping class group of an orientable
surface, Invent. Math. 84 (1986), 157–176.
[24] W.J. Harvey, Geometric structure of surface mapping class groups. In [29], 255–269.
[25] J.S. Povran, Decompositions, shellings and diameters of simplicial complexes and convex
polytopes, Thesis, Cornell University, 1977.
[26] D. Quillen, Homotopy properties of the poset of nontrivial p-subgroups of a group, Adv. Math.
28 (1978), 101–128.
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arXiv:1210.2931.
Chapter 14
Zeta functions and the trace formula
W. Hoffmann
Prehomogeneous vector spaces provide a framework for the method of analytic con-
tinuation of zeta integrals due to Hecke and Tate. We will describe instances where
convergence can only be achieved by truncation. Special values of such zeta integrals
appear in the Arthur-Selberg trace formula, and their study is relevant in connection
with recent ideas in the Langlands program.1
14.1 Introduction
The initial motivation for introducing zeta functions was the study of the asymptotic
distribution of a sequence of real numbers, e.g., the sequence of primes, of closed
geodesics on a Riemann surface, or of the eigenvalues of a self-adjoined operator.
The larger the half-plane to which a zeta function can be meromorphically continued,
the smaller the error term in that asymptotics. The best one can expect in this respect
is meromorphic continuation to the entire complex plane. Zeta functions with this
property often satisfy a functional equation. The classical prototype is the Riemann
zeta function or, more generally, the Dedekind zeta function of a number field. In
this case, the functional equation is a consequence of the Poisson summation for-
mula, as was shown by Hecke and Tate. The most general zeta functions which owe
their functional equation to the Poisson summation formula are those associated with
prehomogeneous vector spaces. They will be the subject of the first section.
A seemingly unrelated topic is the Arthur–Selberg trace formula, which plays an
important role in the theory of automorphic forms. Roughly speaking, that formula
computes the trace of a certain intgral operator by integrating its kernel function over
the diagonal. In order to ensure convergence, that kernel function has to be truncated
in most cases.
The two topics are related because truncation is also necessary in some cases
to ensure the convergence of zeta functions associated with prehomogeneous vector
spaces. In fact, we expect that the so-called unipotent contribution to the trace formula
can be expressed in terms of such zeta functions. So far, this has been proved for
groups of rank up to two.
1 Project C7
324 W. Hoffmann
14.2 Zeta integrals and zeta functions

14.2.1 Defintions and basic properties We recall that an affine algebraic variety X
over a field F can be given by a family of polynomial equations in several variables
with coefficients in F . Not only for F itself, but for every commutative F -algebra E,
one may consider the set X.E/ of solutions with coordinates in E. More generally, if
A is a commutative unital ring and X is a scheme over A, one defines X.B/ for every
extension ring B as the set of morphisms from the one-point scheme with coefficients
in B to the scheme X (more precisely, to the result of changing the base ring from A
to B).
If G is an algebraic group acting algebraically on an algebraic variety X , ev-
erything defined over a field F , then a geometric G-orbit over F is a G-invariant
subvariety Y of X defined over F with Y .F / ¤ ¿ and which, as such, is minimal
under inclusion. If F is algebraically closed, then Y .F / is in fact a G.F /-orbit in the
ordinary sense. Now we can introduce our basic object (cf. [18]).
Definition 14.2.1. A prehomogeneous vector space over a field F is a finite dimen-

sional vector space V endowed with a linear action of an algebraic group G, all
defined over F , such that V contains a dense Zariski-open geometric G-orbit Vreg
defined over F . A relative invariant is a nonzero rational function p on V with
the property that, for every extension field E and every g 2 G.E/, there exists
2 E D GL1 .E/ such that
p.gx/ D p.x/:
Here V is considered as an affine variety, so that V .E/ D V ˝F E. Clearly,

is a function of g and defines a morphism G ! GL1 of algebraic groups over F .
The group of relative invariants over F is generated by the nonzero constants and
the defining functions of the F -irreducible hypersurfaces in the singular set V n Vreg
(cf. [18, §2.2]). For simplicity, we assume that there is only one such hypersurfce
with defining function p. Let us give some examples.
1. V is a simple associative algebra over F with reduced norm p and G.F / is
the group of its invertible elements, so that D pjG . We recall that, by
Wedderburn’s theorem, V is isomorphic to a matrix algebra over a division
algebra over F .
2. V is arbitrary, endowed with a non-degenerate quadratic form p, and
G.F / D fg 2 GL.V / j 9 2 F 8 x 2 V W p.gx/ D p.x/g;
the conformal group of p.
3. V D Sym2 W (the symmetric square) and G D GL.W /. One may identify
V with the space of quadratic forms on the dual space W , take for p.x/ the
discriminant of x, and .g/ D det g 2 .
4. V D Sym3 W and G D GL.W /. This space is prehomogeneous only for
dim W D 2, known as the space of binary cubic forms. Again, p.x/ is the
discriminant of x and .g/ D det g 6 .
Zeta functions and the trace formula 325
5. V D VC ˚ V with a perfect pairing p between the subspaces and
G.F / D f.gC ; g / 2 GL.VC / GL.V / j

9 W p.gC xC ; g x / D p.xC ; x /g:
Now the next basic object enters the stage (cf. [18, §5.3]).
Definition 14.2.2. The zeta integral associated with a prehomogeneous vector space
over the field Q is
Z X
Z.; !; ƒ/ D !.g/ .g/ dg;
G.R/=
2ƒ\Vreg .Q/
where ! W G.R/ ! C is a continuous homomorphism, is a Schwartz function

on V .R/, ƒ is a lattice in V .Q/ and is the stabiliser of ƒ in G.R/.
We may assume that G acts (almost) faithfully, so that is discrete. Then the
G.R/-invariant measure dg on the homogeneous space G.R/= is determined by a
fixed Haar measure on G.R/ and the counting measure on . Often one chooses
!.g/ D j.g/js , where s 2 C and the character W G ! GL1 corresponds to
a regular relatively invariant function p on V . Then the integral-sum is absolutely
convergent for s in some right half-plane, which may be empty.
Zeta-functions arise as follows. We write the contribution from a -orbit Œ D
f j 2 g in ƒ as a sum over 2 = , where denotes the stabiliser of
in . Assuming absolute convergence, we interchange the sum over the set of orbits
with the integral and combine the latter with the inner sum to get
X Z
Z.; !; ƒ/ D !.g/.g/dg:
G.R/=
Œ ƒ\Vreg .Q/
Now we split the resulting integral into an integral over G.R/=G .R/ and one over
G .R/= . The integrand does not depend on the variable in G .R/ and can be taken
out of the inner integral. On each G.R/-orbit O in Vreg .R/, we fix a G.R/-invariant
measure dG x and define a nonvanishing function q up to a nonzero factor by the
condition
q.gx/ D !.g/q.x/:
In fact, if q0 corresponds in this sense to the character !0 .g/ D jdetV gj, we have
dG x D q0 .x/dx for a Lebesgue measure dx on V .R/. The chosen measure on O
fixes those on both subfactors of G.R/ for each , and the remaining integral can be
reduced by a substitution to the weighted orbital integral
Z
JO .; q/ D .x/q.x/dG x:
O
326 W. Hoffmann
As a consequence, the zeta integral can be written as a finite sum

X
Z.; !; ƒ/ D .q; ƒ \ O/JO .; q/ (14.2.1)
OVreg .R/
where the zeta function for the orbit O is defined by

X vol.G .R/= /
.q; ƒ \ O/ D :
q./
Œ ƒ\O
If !.g/ D j.g/js for the character corresponding to a relative invariant p, we can

take q.x/ D jp.x/js and write the zeta function as .s; ƒ \ O/. This is a certain
Dirichlet series.
In the special case of example (1) with V D Q, ƒ D Z, p.x/ D x and O D RC ,
we obtain the Riemann zeta function. The whole construction may also be applied to
a prehomogeneous vector space defined over any number field F rather than just Q
and to an O -lattice ƒ in V , where O is the ring of integers in F . Then one has to
replace R by the F -algebra F1 , the product of all completions of F with respect to
archimedean valuations, into which O embeds diagonally as a discrete subgroup.
The supply of characters ! increases considerably if we consider Q all O -lattices
ƒ in V at once. For this purpose, one has to use the ring A D 0v Fv of adeles
of F . It consists of the elements of the product of the completions of F over all
valuations v whose components for almost all non-archimedean v lie in the maximal
compact subring Ov of Fv . Thus A is locally compact, and the diagonal embedding
of F turns it into an F -algebra. It has a splitting A D F1 Afin , where the second
factor corresponds to the non-archimedean valuations.
For every variety X over F , the set X.A/ of adelic points is endowed with a
locally compact topology such that An gets the product topology and every morphism
between F -varieties extends to a continuous map between the sets of their adelic
points. In particular, G.A/ can be endowed with a Haar measure.
Now we present the adelic version of Definition 14.2.2 (cf. [18, §6.8]). Here, the
discrete subgroups V D V .F / of V .A/ and G.F / of G.A/ play the roles of ƒ and .
Definition 14.2.3. The adelic zeta integral associated with a prehomogeneous vector
space over a number field F is
Z X
Z.; !/ D !.g/ .g/ dg;
G.A/=G.F /
2Vreg .F /
where ! W G.A/ ! C is a continuous homomorphism and is a Schwartz–Bruhat

function on V .A/.
Unramified characters of G.A/ are those of the form g 7! j.g/js for a rational
character , where we now use the idele norm defined by vol.aB/ D jaj vol.B/ for
every a 2 A and every Borel set B A. The zeta integral of the product of such a
character, for as above, and a general character ! is denoted by Z.; s; !/.
In order to obtain zeta functions, we have to choose a finite set S of valuations
of F containing
Q all archimedean
Q ones. There is a splitting of A into F -algebras
FS D v2S Fv and AS D 0v…S Fv and correspondingly X.A/ D X.FS / X.AS /
Q
for every variety X over F . If U is a lattice in V .AS / over the ring v…S Ov , the
set ƒ D f 2 V .F / j S 2 U g is a lattice over the ring OS of S -integers in F and,
conversely, U is the closure of ƒ embedded diagonally into V .AS /. For a Schwartz-
Bruhat function of the form
.x/ D S .xS /1U .x S /;
where 1U is the characteristic function of U , we get a decomposition
X
Z.; !/ D S .q S ; O \ ƒ/JO .S ; qS / (14.2.2)
OVreg .FS /
over the G.FS /-orbits O in Vreg .FS / generalising (14.2.1).

A necessary condition for the convergence of the zeta integral is the finiteness
of the volumes occurring as coefficients of the zeta functions. This is equivalent to
the condition that for some (hence for any) 2 Vreg .F /, the stabiliser G has no
nontrivial characters defined over F . A sufficient conditionQis given in [22].
For every variety X over F , there is a splitting X.A/ D 0v X.Fv / into a restricted
product over all valuations of F . In particular, a character ! of G.A/ is determined
by its restrictions !v to the factors G.Fv /. However, the above zeta functions do not
admit Euler products in general.
In example (1), they do. Here, we have G D Vreg , whence one can combine the
integral in Definition 14.2.3 with the complete sum to obtain an integral over G.A/.
In the one-dimensional case V D F , the corresponding zeta function is the Hecke
L-function of the character !. For a general simple algebra V , one may replace !
by an automorphic representation of G.A/ (see below) and get an operator-valued
zeta integral. One may present as the restricted tensor product of representations
v of the factors G.Fv /, and if the Schwartz-Bruhat function is the product of
functions v on G.Fv /, one has a splitting
O
Z.; s; / D Zv .v ; s; v /
v
into local zeta integrals. The automorphic L-function L.s; / is then defined as an
Euler product, see [11].
14.2.2 Functional equations A functional equation for a zeta function associated

with a prehomogeneous vector space V over a number field F is usually a conse-
quence of the Poisson summation formula. The adelic version of that formula reads
X X
./ D O
./
2V 2V
328 W. Hoffmann
and is valid for any Schwartz–Bruhat function on V .A/, whose Fourier transform
is the Schwartz–Bruhat function on V .A/ given by
Z
O
.y/ D .x/ .hx; yi/ dx:
V .A/
Here W A ! C is a fixed nontrivial continuous character of the additive group,

trivial on F , and the Haar measure dx is normalised by vol.V .A/=V .F // D 1.
Definition 14.2.4. The prehomogeneous vector space V is called regular over F if

there exists a relative invariant p defined over F such that the map x 7!
p.x/ 1 dp.x/ 2 V is dominant.
In this case, the dual space V is also prehomogeneous for the contragredient
action characterised by hgx; gyi D hx; yi, and the map in the definition sets up
an equivariant isomorphism between the regular sets. The basic relative invariant
p of V pulls back to a constant times 1=p, hence its corresponding character is
D 1=. All the examples above are regular prehomogeneous vector spaces, while
a vector space V with the tautological action of GL.V / is not regular for dim V > 1,
having no relative invariants at all.
We will now recall how the functional equation emerges, whose proof also pro-
vides the meromorphic continuation. If we decompose
Z.; !/ D ZC .; !/ C Z .; !/;
where Z X
Z˙ .; !/ D !.g/ .g/dg;
j.g/j>
<1 2Vreg .F /
O !/, the analogous integral over

then ZC .; !/ is often convergent, as is ZC .;

j .g/j > 1. For every g 2 G.A/, the Schwartz–Bruhat function g .x/ D .gx/
c 1O 1
has the Fourier transform g D !0 .g/ g , where !0 .g/ D jdetV gj D !0 .g/ .
Hence the Poisson summation formula implies
O ! !0 / C I.; !/;
Z .; !/ D ZC .;
provided the integral
Z X X
I.; !/ D !.g/ !0 .g/ O
.g/ .g/ dg (14.2.3)
j.g/j<1
O /
2S.F 2S.F /
converges as well, where S and SO are the singular subvarieties in V and V . Note that
O ! ! / has the same integrand up to sign, but a different domain of integration.
I.; 0
Replacing !.g/ by its product with an unramified character j.g/js resp. j .g/js
and writing !0 .g/ D j.g/j , we get the integrals
I.; s; !/; O
I.; s; !/;
which converge for Re s in some right resp. left half-plane. If one shows that their
meromorphic continuations exist and coincide, one gets the functional equation
O
Z.; s; !/ D Z.; s; !/;
which is only seemingly more general than
O ! !0 /:
Z.; !/ D Z.; (14.2.4)
Be warned that many authors identify V with V in an equivariant way with respect
to some involutive automorphism of G rather than using the contragredient represen-
tation. This results in an argument ! 1 resp. ! 1 !0 on the right-hand side.
In order to derive a global functional equation for the collection of zeta func-
tions S in (14.2.2), one needs local functional equations connecting the distributions
JO on V .FS / with their Fourier transforms. M. Sato, the inventor of prehomogeneous
vector spaces, called such a statement the fundamental theorem in his theory. He
proved it, under some assumptions, for archimedean places himself (see [18, §4.1]),
and for non-archimedean places this was done by Igusa [17]. It is a consequence
of the equivariance of the Fourier transform and the fact that a distribution on each
open orbit O with the same relative invariance as JO is unique up to a constant fac-
tor. Denef and Meuser proved local functional equations without the assumption of
prehomogeneity, see (15.2.1).
Now we return to the question of convergence of I.; !/, where we restrict to the
case of unramified characters ! D jjs . We denote the kernel of the homomorphism
jj W G.A/ ! RC by G.A/1 and split the integral into one over 0; 1Œ and one
over G.A/1 =G.F /. The case when the inner integral-sum is absolutely convergent
was considered in [23]. This covers Example 1 for n D 1 (considered by Hecke
and, adelically, by Tate) and Example 2 for non-split quadratic forms (considered
by Epstein in the case of definite forms and by Siegel in general). One can then
decompose the integral into the contributions from the geometric orbits Si and SOj in S
and SO . Let us assume for simplicity that G.A/1 acts transitively on Si .A/ and SOj .A/.
Then Z X
†i ./ D .g/dg
G.A/1 =G.F /
2Si .F /
is a G.A/1 -invariant tempered distribution supported on Si .A/, hence a measure.

Since that group is normal in G.A/, there exists a real number si such that
si
†i .g / D j.g/j †i ./;
s
and analogous numbers sOj for the dual
ˇ orbits. Integrating j.g/j †i .g / and its dual
1ˇ
analogue over fg 2 G.A/=G.A/ j.g/j < 1g Š Œ0; 1, one obtains a decomposi-
tion
X †j ./ O X † ./
i
I.; s/ D
s C sOj s si
j i
330 W. Hoffmann
valid for Re s > , which provides the meromorphic continuation. The contributions
from the zero orbits S0 D f0g in V and SO0 D f0g in V are given by s0 D sO0 D 0
and
†0 ./ D †0 ./ O D vol.G.A/1 =G.F //:
ˇ
If denotes the characteristic function of the set fg 2 G.A/ ˇ j.g/j < 1g, then
Z Z !
O
†0 ./ X
Z.; s/ D j.g/js .g/ .g/ .gx/ dx dg:
s G.A/=G.F / V .A/
2Vreg .F /
(14.2.5)
In many cases (e.g., if G is anisotropic modulo center, S D f0g and SO D f0g), it
is known that the contribution from SO0 is the principal part in the Laurent expansion
of Z.; s/ at the abscissa of convergence s D and that the integral on the right-
hand side is convergent for s in a half-plane strictly larger than the half-plane of
convergence of Z.; s/. Its value at s D gives a formula for the constant term in
the Laurent expansion. Using (14.2.2), that constant term can also be expressed in
terms of the principal parts of the zeta functions and the Taylor coefficients of the
weighted orbital integrals.
In preparation for the next example, we recall the notion of a height function. For
a free module V over a commutative ring A, we denote by VP the scheme-theoretic
complement of the origin. Then VP .A/ consists of all x 2 V for which there exists
an A-linear form l on V such that l.x/ is invertible. If V is a vector space over the
number field F , a height function on VP .A/ is defined as
Y
kxk D kxv kv ;
v
where each k : kv is a norm on V .Fv / homogeneous with respect to the valuation j : jv ,

coming from a quadratic resp. hermitian form for archimedean v, and such that
fx 2 VP .Afin / j kxk 6 1g is open in V .Afin /. Then kaxk D jajkxk for every
a 2 A , so that the restriction to VP .F / induces a height function on the projective
space VP .F /=F . For the group G.F / D GL.V /, the stabiliser K G.A/ of a height
function is a maximal compact subgroup for which Kfin is open in G.Afin /, and every
such subgroup arises in this way. In case V .F / D F n , one may take
(
.jx1 jev C C jxn jev /1=e if v is archimedean and e D ŒC W Fv ,
kxkv D
max.jx1 jv ; : : : ; jxn jv / if v is non-archimedean,
whose stabiliser Kv is O.n/, U.n/ or GL.n; Ov /, resp.

The space V D Sym2 W of quadratic forms in Example 3 was studied by Siegel
and by Shintani [25]. We have .g/ D .det g/2 , and there is a natural pairing between
the algebras Sym W and Sym W obtained by applying the elements of the latter, in-
terpreted as differential operators on W , to the elements of the former and evaluating
at zero. In particular, we may identify V with Sym2 W . For each r 6 n D dim W ,
there is a geometric orbit Sr V consisting of the elements of rank r. For n ¤ 2,
the zeta integral Z.; s/ is convergent for Re s > D nC1 2
and has a meromorphic
continuation to the complex plane satisfying the functional equation (14.2.4). For
each 0 6 r < n, the orbit Sr (resp. SOr ) causes a simple pole at 2r (resp. 2r ), and
formula (14.2.5) remains valid. However, the individual contributions of the orbits to
I.; !/ do not converge. Shintani circumvented this problem by choosing a function
that vanishes on S.A/ and for which O vanishes on SO .A/, while the orbital inte-
grals in (14.2.1) do not. The residues were fully determined only later in [16] using
different methods.
In the case n D 2, the zeta integral Z.; s/ is divergent due to the presence of split
elements D 1 2 2 Vreg .F / with 1 ¤ 2 2 W . Indeed, the i are eigenvectors
of each g 2 G , and the ratio of the eigenvalues is a rational character of that group.
In order to salvage convergence, one fixes a height function on W .A/ and chooses a
family t of truncation parameters tU > 0 for all one-dimensional subspaces U W
in such a way that the characteristic functions U of the sets
ˇ
fg 2 G.A/ ˇ kgk > tU kk for 2 U g
satisfy U .g / D U .g/ for all 2 G.F /. Then the truncated zeta integral
Z X X
Z t .; s/ D j.g/js 1 U .g/ .g/dg; (14.2.6)
G.A/=G.F /
2Vreg .F / U j
where U runs through the two or none lines whose elements divide the given , con-
verges for Re s > D 32 . Since G.F / acts transitively on the set of split elements,
we can choose one such element 0 with corresponding subspaces U1 , U2 and write
Z X
Z t .; s/ D j.g/js .g/dg
G.A/=G.F /
2Vreg .F /
irred.
Z

C j.g/js 1 U .g/ U .g/ .g0 /dg:
1 2
G.A/=G0 .F /
For tU1 D tU2 D 0, Yukie [27] called this the adjusted zeta integral. It extends
meromorphically to the complex plane and satisfies the functional equation (14.2.4).
It has poles at 0 and 32 coming from zero orbits S0 , SO0 and poles at 12 and 1 from the
orbits S1 , SO1 of nonzero squares, see [27].
332 W. Hoffmann
Theorem 14.2.5. The truncated zeta integral for the space of binary quadratic forms
satisfies
O
†0 ./
Z t .; s/
s 32
!
Z X X Z
s
D j.g/j 1 U .g/ .g/ .g/ .gx/dx dg;
G.A/=G.F / V .A/
2Vreg .F / U j
(14.2.7)
where the integral on the right-hand side converges for Re s > 1.
This follows from the proof of Theorem 6.2 in [15].

Example 4 of binary cubic forms was first studied by Shintani [24]. Wright [26]
and Datskovsky–Wright [8] treated it adelically, but modified the action of G.F / D
GL.W / on V D Sym3 W by twisting it with the inverse of the determinant. Then
.g/ D det g 2 , and D 1 for our parametrisation of unramified characters. As in the
previous example, there are elements 2 Vreg .F / which have (one or three) linear
factors defined over F . However, their stabilisers G do not admit rational charac-
ters over F , so G .A/=G .F / has finite volume and, indeed, Z.; s/ converges for
Re s > . Beside the zero orbit S0 , there are the singular orbits S1 and S2 of elements
of the form D 3 and D 1 22 , resp., were , 1 ¤ 2 2 W . The orbit structure
of V is analogous.
The zeta integral extends meromorphically to the complex plane and satisfies
the functional equation (14.2.4). In order to describe the residues, one fixes a one-
dimensional subspace U0 . This gives rise to a flag of subspaces
Vi D Symi 1
W Sym4 i
U0
in V with dim Vi D i . Now S1 is the G-saturation of V1 n f0g and S2 is that of V2 n

V1 . The same is true for the singular orbits SOi and subspaces VOi in V obtained by
replacing U0 with its annihilator UO 0 W . To each Schwartz–Bruhat function on
V .A/ one associates functions i on Vi .A/=Vi 1.A/, viz.
Z
i .x/ D .xy/dy;
Vi 1 .A/
and defines, for z 2 C n f0; 1g and i 2 f1; 2g,
†i .; z/ D Z. Ki ; z/;
where Z denotes the analytically continued zeta integral associated to the one-dimen-
sional prehomogeneous vector space Vi =Vi 1 with the group GL1 and
Z
K
.x/ D .kx/dk
K
is the average over a maximal compact subgroup K G.A/ as above. Proposition 6.1
of [8] asserts that
O
†0 ./ †0 ./ O 2/
† .; †1 .; 32 / O 1/
† .; †2 .; 1/
I.; s/ D C 1 3
C 2
s 1 s 6s 5 6s 1 2s 2 2s
for our parametrisation of unramified characters and a measure on G.A/ specified be-
low. The proof uses Shintani’s method of multiplying the integrand by certain func-
tions that make the contribution from each orbit convergent and so that the original
integral may be recovered. A more transparent proof using partial Fourier transforms,
which exhibits the cancellations between the contributions from the orbits, is given
in [19].
Although the elements of Vreg .F / which split over F into two factors do not
hamper the convergence of Z.; s/ for Re s > D 1, they do make the right-hand
side of (14.2.5) divergent for s D . This can be fixed by truncation:
Theorem 14.2.6. The zeta integral for the space of binary cubic forms satisfies
O C 1 †2 .;
O 1/ Z X
†0 ./ 2
Z.; s/ D j.g/js .g/
s 1 G.A/=G.F /
2Vreg .F /
Z Z !
X X
.g/ .g.x//dx .g/ .gx/dx dg
U 2Vreg;U .F / Sym3 U.A/ V .A/
where Vreg;U D f 2 Vreg W U j g= Sym3 U . The integral on the right-hand side is
convergent for Re s > 65 .
Proof. We want to show that, for Re s > 1,

O 1/ Z X X Z
†2 .;
D j.g/js .g/ .g.x//dx dg:
2s 2 G.A/=G.F / Sym3 U.A/
U 2Vreg;U .F /
The subspaces U are the translates of U0 by elements of G.F /. The associated sub-
spaces Sym3 U and f 2 V W U j g D U Sym2 W are the translates of V1 and V3 ,
resp., and V3 \ Vreg D V3 n V2 , so the right-hand side becomes
Z X Z
j.g/js .g/ .g.x//dx dg;
G.A/=P .F / V1 .A/
2.V3.F /nV2 .F //=V1 .F /
where P is the stabiliser of U0 . Since G.A/ D KP .A/, it remains to show that

Z Z
Z.O 2 ; 1/ s
X
D j.p/j .p/ .p.x//dx dp
2s 2 P .A/=P .F / V1 .A/
2.V3 .F /nV2 .F //=V1 .F /
334 W. Hoffmann
for a suitable right-invariant measure dp. If we denote the eigenvalues of p 2 P .A/ in

W .A/=U0 .A/ and in U0 .A/ by a and b, resp., those in V3 .A/=V2 .A/, V2 .A/=V1 .A/
and V1 .A/ are a, b and b 2 =a, resp. Integration over N.A/=N.F /, where N is the
unipotent radical of P , amounts to replacing V1 by V2 and multiplying the integrand
by ja=bj. Our measure dg is twice that of [26] and corresponds to the measure da db
on P .A/=N.A/, hence the right-hand side becomes
Z Z X
jabj2s 1jabj<1 3 .a/jbj 2db da:
A =F A =F
2.V3 .F /nV2 .F //=V2 .F /
The substitution ab D c transforms this into

Z Z X
2s 2
jcj 1jcj<1 dc jaj2 3 .a/da;
A =F A =F
2.V3 .F /nV2 .F //=V2 .F /
which equals Z.3 ; 2/=.2s 2/. Now the asserted equality follows from the func-
tional equation (14.2.4) and the fact that O2 is the Fourier transform of 3 . The wider
range of convergence of the integral was proved in [9].
14.3 Preliminaries on the trace formula

The main objects in this section are automorphic forms, which are certain complex-
valued functions on quotients of real reductive groups by discrete subgroups.
If G is a linear algebraic group over a field F , there exist faithful rational repre-
sentations of G on vector spaces W defined over F , by which G can be presented
as an algebraic subgroup of GL.W /. The Jordan decomposition of an element of
G.F / into the semisimple and the unipotent part does not depend on . The group G
is called reductive if it has no connected unipotent normal subgroup defined over any
extension field. This is the case for the examples in the last section.
In case F D Q, the stabiliser of a lattice ƒ W is a discrete subgroup of G.R/.
With respect to a basis of ƒ, consists of all elements 2 G.Q/ for which . /
is represented by a matrix with integer coefficients. Given two such representations
1 , 2 and lattices ƒ1 W1 , ƒ2 W2 , the corresponding stabilisers 1 and 2 are
commensurable, i. e., have a joint subgroup of finite index. Any subgroup of G.Q/
commensurable with them is called arithmetic.
Definition 14.3.1. A function on G.R/ has moderate growth if there exist a faithful
rational representation over Q and positive constants c and n such that j.g/j 6
ck.g/kn for some norm on End W .R/. A smooth function of moderate growth is
called an automorphic form with respect to an arithmetic subgroup and a maximal
compact subgroup K of G.R/ if it is left -invariant, right K-finite and ZG -finite,
where ZG is the algebra of biinvariant differential operators on G.R/.
The name is due to the fact that, for torsion-free , the space of alternating dif-
ferential forms on the locally symmetric space nG.R/=K can be embedded into the
space of left -invariant and right K-finite functions. Here K-finiteness means that
the right translates of by elements of K span a finite-dimensional subspace. Due
to tradition, and K have switched the sides in comparison with the last section.
Everything can be generalised to any number field F in place of Q, in which case R
has to be replaced by F1 .
The arithmetic importance of automorphic forms is due to Hecke operators. They
exist in abundance for congruence subgroups and can be best described when one
considers all congruence subgroups at the same time. As in Definition 14.2.2, this
requires the ring A of adeles of F .
Definition 14.3.2. A function on G.A/ has moderate growth if there exist a faithful
rational representation over F and positive constants c and n such that j.g/j 6
ck.g/kn for some height function on VP .A/, where V D End W . A smooth function
of moderate growth is called an automorphic form with respect to a maximal compact
subgroup K of G.A/ if it is left G.F /-invariant, right K-finite and ZG -finite, where
ZG is the algebra of biinvariant differential operators on G.F1 /.
The K-finiteness amounts to K1 -finiteness and Kfin -finiteness, where Kfin is as-
sumed to be open in G.Afin /. Finiteness under the totally disconnected group Kfin
means that is right invariant under some open compact subgroup U of G.Afin /,
hence can be viewed as a function on G.F /nG.A/=U. On this space, G.F1 / acts
from the right, with finitely many orbits if G 0 .F1 / is noncompact for every simple
factor G 0 of G over F . The orbit of a point G.F /gU with g 2 G.Afin / is isomor-
phic to g nG.F1 /, where the congruence subgroup g is the projection of G.F / \
G.F1 / gUg 1 . This relates the adelic picture to the classical one and can also be
interpreted as a cut and project scheme in the spirit of (9.2.1) with window U.
In order to get a representation R of the group G.A/ by setting
.R.g//.x/ D .xg/;
one has to complete the spaces of automorphic forms because K1 -finiteness is not
preserved under right translations. This takes place within the space of functions of
uniformly moderate growth, i. e., functions for which D is of moderate growth for
every left-invariant differential operator D with an exponent n independent of D. An
automorphic form generates a subrepresentation of finite length, and its subquotients
are called automorphic representations. Usually, however, one avoids this complica-
tion and is content with the action of the Lie algebra g of G.F1 / and of the algebra
of compactly supported left and right K-finite functions f on G.A/ given by
Z
R.f / D f .g/R.g/dg
G.A/
336 W. Hoffmann
for a Haar measure dg, which preserves the space of automorphic forms. One can
write R.f / as an integral operator
Z
.R.f //.x/ D K.x; y/.y/dy
G.F /nG.A/
with the kernel function

X
1
K.x; y/ D f .x y/:
2G.F /
If f .g/ D f1 .g1 /ffin .gfin / according to the decomposition G.A/ D G.F1 /G.Afin /,
then R.f / is the product of commuting operators R1 .f1 / and Rfin .ffin /, the latter
one being called a Hecke operator.
The version of R acting on the Hilbert space L2 .G.F /nG.A// is a unitary repre-
sentation. If G is anisotropic over F , then G.F /nG.A/ is compact, R.f / is of trace
class, and one has Z
tr R.f / D K.x; x/dx: (14.3.1)
G.F /nG.A/
In this case, R is a direct sum of automorphic representations, and the trace formula
becomes X X
a./J.; f / D a. /J. ; f /; (14.3.2)
Œ Œ
where Œ runs through the equivalence classes of automorphic representations and
Œ through the conjugacy classes in G.F /. Moreover,
Z
J.; f / D tr .f /; J. ; f / D f .g 1 g/dg
G .A/nG.A/
denote the distributional character of and the orbital integral of . Finally, a./ de-
notes the multiplicity of in R, and a. / D vol.G .F /nG .A//. The computation
of right-hand side of (14.3.2) is quite similar to that of (14.2.1).
If G is not anisotropic, it has nontrivial parabolic subgroups P , i. e. algebraic
subgroups for which the variety G=P is complete and hence P .A/nG.A/ is compact.
They have Levi decompositions P D MN over F , where N is the unipotent radical
of P and M is some reductive subgroup. Langlands has obtained a decomposition
of R into automorphic representations, cf. [21]. It consists of a discretely decompos-
able part Rdis and direct integrals of representations induced from representations of
M
parabolic subgroups P .A/. The latter are components of the analogue Rdis of Rdis
for M , pulled back under the natural homomorphism P .A/ ! M.A/. The connec-
tion between the induced representations and R is set up by Eisenstein series.
If the F -split component AG of the centre of G is nontrivial, then (14.3.1) is di-
vergent due to the invariance of the integrand under AG .A/. (One says that a torus
is split if it is isomorphic to a product of groups GL1 .) Thus one has either to con-
sider the space of functions satisfying .ax/ D !.a/.x/ for a fixed character !
of AG .A/, or one has to restrict the functions to G.F /nG.A/1, where G.A/1 is now
the intersection of the kernels of all unramified characters introduced after Defini-
tion 14.2.3. Incidentally, as a complementary subgroup one can take the image of
the trivial connected component of AG .R/ in AG .A/ under the diagonal embedding
R ! F1 A. Its Lie algebra is denoted by aG , and any element g 2 G.A/ can be
written in the form g 1 exp HG .g/ with g 1 2 G.A/1 and HG .g/ 2 aG .
For general reductive groups G, this does not yet suffice to make (14.3.1) con-
vergent. One fixes a maximal compact subgroup K such that Kv is special for every
place v of F , so that G.A/ D P .A/K, and sets for m 2 M.A/, n 2 N.A/ and k 2 K
HP .mnk/ D HM .m/ 2 aP WD aM : (14.3.3)
We have h$; HP .g/i D log k.g 1 /vk for a suitable F -rational representation
of G, a vector v of highest weight $ and a K-invariant height function, whence HP
is sometimes also called a (logarithmic) height function. The modular character for
the action of P .A/ on N.A/ is eh2P ;HP .p/i for a linear functional P on aP . A
truncation parameter for G is a family of points TP 2 aP chosen compatibly with the
projections aP ! aP 0 for P P 0 and so that
H P 1 . x/ T P 1 D HP .x/ TP
for 2 G.F /. Since the minimal parabolic subgroups over F are conjugate un-
der G.F /, T is determined by TP for any minimal P .
For each P , we have the positive chamber aC P consisting of elements H 2 aM
such that h˛; H i > 0 for all roots ˛ of AM in N . It is contained in the obtuse cone
C
aP defined by hP 0 ; H i > 0 for all (maximal) P 0 P . We denote by PT resp. OPT
be the characteristic function of the set of all x 2 G.A/ such that HP .x/ TP is in
aC C
P resp. aP . The function
X
F .x; T / D . 1/dim AP =AG OPT .x/ (14.3.4)
P
1
on G.A/ has compact support modulo G.F /, and if TP is sufficiently deep inside
aC G
P for one minimal (and hence for each) P , then F .x; T / it is the characteristic
function of a set that exhausts G.A/1 as T ! 1 in the obvious sense. So it would be
natural to integrate K.x; x/F .x; T /. Arthur realised that the integral is asymptotic to
a polynomial that can be described explicitly.
He considers the induced representation RP coming from the analogue RM of R
for a Levi component M of any parabolic subgroup P defined over F . Now RP .f /
is an integral operator with kernel function
X Z
P
K .x; y/ D f .x 1 ny/dn:
N.A/
2M.F /
Arthur proved (cf. Theorem 6.1 in [2]) that

Z X
J T .f / D . 1/dim AP =AG K P .x; x/OPT .x/dx (14.3.5)
G.F /nG.A/1 P
338 W. Hoffmann
is convergent, where P runs through all parabolic subgroups over F , including G

itself, and depends on T polynomially. Arthur’s trace formula (cf. [2], Theorems 19.2
and 21.6) is the equality of two expressions for J T .f /, a geometric and a spectral
one. It has the general shape
X Z
aM . /JM . ; f / D aM ./JM .; f /dŒM; : (14.3.6)
ŒM;
The sum on the left-hand side is taken over the conjugacy classes of pairs consisting
of a Levi subgroup M and an element of M.F /, while the integral on the right-hand
side is taken over the conjugacy classes of pairs consisting of a Levi subgroup M and
a (virtual) automorphic representation of M.A/ \ G.A/1 .
Inside the contributions from M D G to the right-hand side, one finds the trace
of Rdis .f /. Thus, the trace formula can be applied to the study of the multiplicities of
automorphic representations in this space. The general distributions JM .; f / come
from induced representations. They are weighted characters defined with the help of
intertwining operators.
The general distributions JM . ; f / on the left-hand side are weighted orbital
integrals over conjugacy classes. Inside the adelic points of a geometric conju-
gacy class, there may be infinitely many G.A/-conjugacy classes. Thus, strictly
speaking, one has to fix a finite set S of places of F and consider test functions
f .g/ D fS .gS /f S .g S /, where f S is the characteristic function of a maximal com-
pact subgroup of G.AS /. This leads to a modified notion of conjugacy depending
on S .
For advanced applications, e.g. the classification of automorphic representations
of classical groups in terms of those of GLn (cf. [3]), the trace formula has to be
generalised to the twisted trace formula and undergo a number of metamorphoses
(invariant form, stable form). There are potential applications which require an even
deeper understanding of the terms in the trace formula, see [4].
14.4 Unipotent terms in the trace formula

The global coefficients aM . / and the weight factors in JM . ; f / on the geometric
side of the trace formula (14.3.6) are known only in special cases, because they are the
result of an indirect argument. Now we report recent progress in their computation.
A natural intermediate step in the derivation of the geometric side, previously cir-
cumvented by Arthur, is the decomposition of J T .f / into contributions JCT .f / from
the (geometric) conjugacy classes C . This requires the notion of a conjugacy class in-
duced from a conjugacy class D of a Levi component M of a parabolic subgroup P .
It was proved in [20] for unipotent classes and in [13] for arbitrary classes that DN
contains a dense geometric P -conjugacy class D 0 . We call D 0 the inflated class and
the G-conjugacy class containing D 0 the induced class. Now we can define JCT .f /
by Equation (14.3.5) with K P replaced by

X X Z
KCP .x; y/ D f .x 1
ny/ dn;
D 2D.F / N.A/
where the exterior sum runs through the geometric conjugacy classes D in M whose
induced conjugacy class is C . It was conjectured in [14] and proved in [10] that
the integral-sum defining JCT .f / is absolutely convergent, even for suitable non-
compactly supported functions f .
Arthur reduced the computation of J T .f / to that of the unipotent contribution
(cf. [2], section 19), hence we consider only unipotent conjugacy classes C now. A
unipotent element of G.F / is of the form D exp X for a nilpotent element X of the
Lie algebra g of G over F . According to the theorem of Jacobson–Morozov, there
exists another nilpotent element Y and a semisimple element H such that ŒX; Y D
H , ŒH; X D 2X and ŒH; Y D 2Y . Under the endomorphism Z 7! ŒH; Z, the
Lie algebra decomposes into eigenspaces gn , n 2 Z. If we denote by q, u, u0 and u00
the sum of eigenspaces with n > 0, n > 0, n > 2 and n > 2, respectively, then
q is a parabolic subalgebra with ideals u, u0 and u00 , and Kostant proved that they
are independent of the choice of Y and H . Moreover, the normaliser Q of q in G
is a parabolic subgroup over F , called the canonical subgroup of X , with unipotent
radical U and normal subgroups U 0 and U 00 obtained from their analogues in g by
the exponential map, and the centraliser L of H in G is a Levi component of Q.
The subalgebra spanned by X , Y and H is isomorphic to sl2 .F /, and it follows from
the representation theory of the latter that V D U 0 =U 00 is a regular prehomogeneous
vector space under the action of L by conjugation.
A general approach to the evaluation of JCT .f / for a unipotent class C , which
generalises the original method of Selberg, was described in [14]. The first step is
to group the contributions from the various elements of C.F / according to their
canonical subgroups. The problem is that we actually have contributions from cosets
N P , whose elements have different canonical subgroups. The trick is to re-
place the integral over N.A/ for in an inflated class D 0 .F / by a sum of integrals
0 0
over cosets 0 N D .A/ for a sufficiently small normal subgroup N D of P so that
0
the elements of 0 N D .F / \ D 0 .F / have the same canonical subgroup. This uses a
mean-value formula of Siegel, Weil and Ono, whose applicability relies on the con-
0
dition that N D is also sufficiently large so that every rational function on the variety
0
N=N D relatively invariant under the stabiliser of N in P is constant. So far, no
0
case has been found in which such N D would not exist. We can now fix the canon-
ical subgroup Q of some element of C.F / and obtain those of the other ones by
conjugating with G.F /. If we combine the resulting sum over Q.F /nG.F / with the
integral, we obtain under certain convergence assumptions
Z X X Z
T
JC .f / D f .x 1 n0 x/ dn0 T N 0 .x/dx;
Q.F /nG.A/1 N 0 Q N 0 .A/
2..C \Qcan /N 0 =N 0 /.F /
340 W. Hoffmann
where Qcan is the set of elements of Q whose canonical subgroup of G coincides

with Q and X
T N 0 D . 1/dim AP =AG OPT
P
with P running through the parabolic subgroups such that is in some inflated con-
0
jugacy class D 0 P and N 0 D N D . According to Cor. 1 in [13], this sum is
finite.
The upshot is that, after introducing a simple exponential factor under the integral,
T 0
the contribution JC;N 0 .f; / from each subgroup N , given by
Z X Z
eh;HQ .x/i f .x 1 n0 x/ dn0 T N 0 .x/dx;
Q.F /nG.A/1 N 0 .A/
2..C \Qcan /N 0 =N 0 /.F /
has a chance to converge for in the dual space of aP ˝ C with Re in a certain

chamber. Moreover, the contribution from N 0 D f1g can be expressed as a truncated
zeta integral in several variables, viz.
Z X
T hCıU=U 00 ;HL .l/i
JC;f1g .f; / D e fV .l 1 l/T .l/ dl;
L.F /nL.A/\G.A/1
2Vreg .F /
where Vreg D C \ U 0 =U 00 ,
Z Z
1
fV .x/ D f .k xuk/ dx dk
K U 00 .A/
and ehıU=U 00 ;HL .l/i is the modular character for the action of L.A/ on U.A/=U 00 .A/.
There are many cases in which the assumptions have been verified, and we can at
least claim the following.
Theorem 14.4.1. For connected reductive groups of F -rank 1 or absolute rank 2, the
contribution from a unipotent geometric conjugacy class C to the geometric side of
the trace formula is the value at D 0 of
X
JCT .f; / D T
JC;N 0 .f; /;
P 0 P
where P 0 runs through the parabolic subgroups with unipotent radical N 0 , and
T
JC;f1g .f; / is a truncated zeta integral convergent for Re in a chamber with apex
ıU=U 0 .
The case of F -rank one has been known since long (cf. [1, 12]). Here, the groups
L are anisotropic modulo centre, and the only singular orbit in V is f0g. Groups of
type A2 and B2 D C2 have been treated in [15], groups of type G2 in [9]. In the last
two cases, for the subregular unipotent orbits, the prehomogeneous vector spaces are
those of binary quadratic resp. cubic forms, cf. Examples 3 and 4. The first case not
covered by the above result is the subregular unipotent orbit in the group GL4 , where
we encounter the prehomogeneous vector space from Example 5.
Note that for odd unipotent conjugacy classes, i. e. those with U ¤ U 0 , we
have convergence at D 0. Otherwise, this point is at the verge of the chamber of
convergence, and JCT .f; 0/ is related to the constant term in the Laurent expansion
of the zeta integral. The terms with N 0 ¤ f1g correspond to the principal part in
that expansion. The zoo of phenomena presented in Theorems 14.2.5 and 14.2.6 is
reproduced by the distribution JCT .f / with its uniform definition (14.3.5).
There are conjugacy classes in general groups that can be handled with the present
methods, e.g. the principal unipotent orbit. In this case, V Š g2 is a sum of root
spaces, but the truncation does not respect the product structure. This leads to correc-
tion terms that can be handled using a generalisation of Arthur’s notion of .G; M /-
families, and an explicit formula for the weight factor in JM . ; f / was obtained (see
section 5.3 in [14]).
Finally, we review a different approach to the computation of JCT .f / using piece-
wise exponential factors. The exponents form a family of complex linear func-
tionals P on aP for each parabolic P compatibly with the embeddings aP 0 ! aP
for P P 0 and such that P 1 ı Ad. / D P for 2 G.F /. Again, is
determined by P for a single minimal P . The pieces come from Arthur’s parti-
tion of G.F /nG.A/, which is constructed as follows. For each parabolic subgroup
P D MN over F , we have an analogue F M .m; T M / of the function F .x; T /
from (14.3.4), where TPM0 \M D TP 0 for every parabolic subgroup P 0 P of G.
If we set F P .mnk/ D F M .m; T M / for m 2 M.A/, n 2 N.A/ and k 2 K, then
X
F P .x; T /PT .x/ D 1:
P
If we insert the additional G.F /-invariant continuous factor

X
ehP ;HP .x/ TP i F P .x; T /PT .x/
P
P T;]
under the intergral (14.3.5), we obtain a distribution J T;].f; / D C JC .f; /;
C
which certainly converges if Re P is nonpositive on aP for each P and which coin-
cides with J T .f / for D 0.
At first glance, these distributions seem more complicated than JCT .f; /. In [6],
however, the analogous distributions on the Lie algebra of the group GLn , with the
choice P D sP for s 2 C, were expressed in terms of mean values of truncated
Eisenstein series and zeta integrals for prehomogeneous vector spaces of the form
End W1 End Wm under two assumptions on the test function f —it must be
almost invariant and have small support in a suitable sense. In the proof, truncation
for GLn is expressed in terms of stability. It relies on an observation by Schiffmann
that, for test functions with small support, a certain condition on the slopes of all
subquotients of the canonical filtration is equivalent to the condition on the slope of
342 W. Hoffmann
the socle only. There is a special case of orbits in GLn , which are called regular by
blocks, where the invariance condition is automatically satisfied. In this case, the zeta
integrals are evaluated at a parameter in the range of convergence, see [6]. Another
case that has been completely solved by the same author is that of orbits induced from
the trivial orbit of Levi subgroups with two-by-two blocks, see [5]. In his case, the
result can be expressed as a weighted orbital integral with a global weight factor.
References
[1] J. Arthur, The Selberg trace formula for groups of F -rank one, Ann. of Math. 100 (1974),
326–385.
[2] J. Arthur, An introduction to the trace formula. In Harmonic Analysis, the Trace Formula, and
Shimura Varieties (J. Arthur, D. Ellwood and R. Kottwitz, eds.), Amer. Mathematical Society,
Providence, RI, 2005, 1–263.
[3] J. Arthur, Classifying automorphic representations. In Current Developments in Mathematics
(D. Jerison, M. Kisin, T. Mrowka, R. Stanley, H.-T. Yau and S.-T. Yau, eds.), Int. Press,
Somerville, MA, 2013, 1–58.
[4] J. Arthur, Problems beyond endoscopy. In Representation Theory, Number Theory, and In-
variant Theory (J. Cogdell, J.-L. Kim, and C.-B. Zhu, eds.), Birkhäuser, Cham, 2017, 23–45.
[5] P.-H. Chaudouard, Sur la contribution unipotente dans la formule des traces d’Arthur pour les
groupes généraux linéaires, Israel J. Math. 218 (2017), 175–271.
[6] P.-H. Chaudouard, Sur certaines contributions unipotentes dans la formule des traces d’Arthur,
Amer. J. Math. 140 (2018), 699–752.
[7] P.-H. Chaudouard, Sur une variante des troncatures d’Arthur. In Geometric Aspects of the
Trace Formula (W. Müller, S. Shin, and N. Templier, eds.), Springer, Cham, 2018, 88–120.
[8] B. Datskovsky and D. Wright, The adelic zeta function associated to the space of binary cubic
forms. II. Local theory, J. Reine Angew. Math. (Crelle) 367 (1986), 27–75.
[9] T. Finis, W. Hoffmann and S. Wakatsuki, The subregular unipotent contribution to the ge-
ometric side of the Arthur trace formula for the split exceptional group G2 . To appear in
Geometric Aspects of the Trace Formula. (W. Müller, Sug Woo Shin, and N. Templier, eds.)
Springer, New York, 2018, arXiv:1706.00964.
[10] T. Finis and E. Lapid, On the continuity of the geometric side of the trace formula, Acta Math.
Vietnam 41 (2016), 425–455.
[11] R. Godement and H. Jacquet, Zeta Functions of Simple Algebras, LNM 260, Springer, New
York, 1972.
[12] W. Hoffmann, The non-semisimple term in the trace formula for rank one lattices, J. Reine
Angew. Math. (Crelle) 379 (1987), 1–21.
[13] W. Hoffmann, Induced conjugacy classes, prehomogeneous varieties, and canonical parabolic
subgroups, preprint; arXiv:1206.3068.
[14] W. Hoffmann, The trace formula and prehomogeneous vector spaces, In Families of Auto-
morphic Forms and the Trace Formula. (W. Müller, Sug Woo Shin, and N. Templier, eds.),
Springer, New York, 2016, 175–215.
[15] W. Hoffmann and S. Wakatsuki, On the geometric side of the Arthur trace formula for the
symplectic group of rank 2. In Mem. Amer. Math. Soc., Nr. 1244, vol. 255, 2018, American
Mathematical Society, Providence, RI.
[16] T. Ibukiyama and H. Saito, On zeta functions associated to symmetric matrices, II: Functional
equations and special values. Nagoya Math. J. 208 (2012), 265–316.
[17] J. Igusa, Some results on p-adic complex powers, Amer. J. Math. 106 (1984), 1013–1032,
[18] T. Kimura, Introduction to Prehomogeneous Vector Spaces, American Mathematical Society,
Providence, RI, 1998.
[19] T. Kogiso, Simple calculation of the residues of the adelic zeta function associated with the
space of binary cubic forms, J. Number Th. 51 (1995), 233–248.
[20] G. Lusztig and N. Spaltenstein, Induced unipotent classes, J. London Math. Soc. (2) 19 (1979),
41–52.
[21] C. Moeglin and J.-L. Waldspurger, Spectral Decomposition and Eisenstein Series, Cambridge
[22] H. Saito, Convergence of the zeta functions of prehomogeneous vector spaces, Nagoya Math.
J. 170 (2003), 1–31.
[23] M. Sato and T. Shintani, On zeta functions associated with prehomogeneous vector spaces,
Ann. of Math. 100 (1974), 131–170.
[24] T. Shintani, On Dirichlet series whose coefficients are class numbers of integral binary cubic
forms, J. Math. Soc. Japan 24 (1972), 132–188.
[25] T. Shintani, On the zeta-functions associated with the vector space of quadratic forms, J. Fac.
Sci. Univ. Tokyo, Sect. IA Math. 22 (1975), 25–65.
[26] D. Wright, The adelic zeta function associated to the space of binary cubic forms. I. Global
theory, Math. Ann. 270 (1985), 503–534.
[27] A. Yukie, On the Shintani zeta function for the space of binary quadratic forms, Math. Ann.
292 (1992), 355–374.
Chapter 15
Zeta functions of groups and rings—functional
equations and analytic uniformity
C. Voll
Zeta functions are widely used tools in the study of asymptotic properties of infinite
groups and rings, in particular their subobject and representation growth. We survey
recent results on arithmetic and asymptotic features of such functions, focussing on
various classes of subobject zeta functions, in particular submodule zeta functions as-
sociated with nilpotent algebras of endomorphisms, and representation zeta functions
associated to arithmetic groups, specifically finitely generated nilpotent groups.1
15.1 Zeta functions associated to groups and rings

The zeta functions considered in this text are all related to Dirichlet (series) generating
functions of the form
X1
an n s ; (15.1.1)
nD1
where s is a complex variable. Typically, the coefficients an are natural numbers

which encode arithmetic data associated to a “global” object such as a ring or a group
G (both typically infinite), for instance
(A) the numbers of subrings resp. subgroups—possibly satisfying some additional
algebraic properties—of G of index n in G or
(B) the finite-dimensional complex irreducible representations of G of dimension
n, up to a suitable equivalence relation if necessary.
A primary motivation to study zeta functions associated to such sequences .an / is to
shed light on the subgroup (or subring) growth resp. representation growth of infi-
nite groups and rings. It is well known that formal series such as (15.1.1) converge
on some complex right-half P plane if and only if the coefficients an —or, equivalently,
their partial sums sn D 6n a —grow at most polynomially in n. We therefore
restrict our attention here to groups and rings of polynomial subgroup, subring resp.
representation growth. Under this polynomiality assumption, the abscissa of conver-
gence ˛ 2 R [ f1g of the formal series (15.1.1), viz. the infimum of all 2 R such
1 Projects C10, C12

346 C. Voll
that it converges absolutely for all s 2 C with Re.s/ > , gives the precise degree of
polynomial growth of sn :
log sn
˛ D lim sup :
n!1 log n
Example 15.1.1. A prime example of a zeta function of the type discussed is the
Dedekind zeta function K .s/ of a number field K, enumerating the ideals of finite
additive index (i.e. norm) in O , the ring of integers of K:
X 1
X
K .s/ D N.a/ s
D anG .O / n s ; (15.1.2)
aGO nD1
where N.a/ D jO W aj is the norm of the ideal a and anG .O / D #fa G O j N.a/ D
ng. The well-known fact that the abscissa of convergence of K .s/ is equal to 1 is
equivalent to the fact that the number snG .O / of ideals of O of norm at most n grows
linearly with n. In fact, K .s/ allows for meromorphic continuation to the whole
complex plane, with a simple pole at s D 1. It follows that
snG .O / cK n as n ! 1 (15.1.3)
for some constant cK . The famous analytic class number formula explains how cK
depends on arithmetic key invariants of the number field K. Note that, in contrast to
this subtle invariant, the abscissa of convergence ˛ of K .s/ and the order of the pole
arising at s D ˛ are independent of K.
Ideals in the Dedekind ring O factorise—essentially uniquely—as products of
prime ideals. This basic arithmetic fact is reflected analytically in the Euler product
decomposition Y
K .s/ D K;p .s/; (15.1.4)
p2Spec.O /n.0/
where Spec.O / is the set of prime ideals of O and, for a prime ideal p of O , the Euler
factor at p is defined as
1
X 1
K;p .s/ D N.pi / s
D s
: (15.1.5)
1 q
i D0
Here, we write q for the cardinality of the residue field O =p. In the special case
K D Q, we write .s/ D K .s/ for Riemann’s zeta function.
In general, our knowledge of how to characterise polynomial growth of group-

theoretically arising counting sequences .an / in terms of group- or ring-theoretic
features is patchy. While finitely generated, residually finite groups with polyno-
mial subgroup growth are precisely the virtually soluble ones of finite rank [23], the
problem of classifying groups of polynomial representation growth is wide open. In
contrast, rings which are finitely generated as Z-modules trivially have polynomial
subring growth.
Zeta functions of groups and rings 347
The Euler product (15.1.4) illustrates a general feature: multiplicativity properties

of the arithmetic functions n 7! an typically reflect arithmetic properties of the un-
derlying counting problem and are themselves reflected in factorisations of “global”
zeta functions of the form (15.1.1) as Euler products of “local” zeta functions, usually
indexed by the places of some number field.
In these notes, we mainly survey recent results concerning two classes of Dirichlet
generating function of this form where both polynomial growth and (a strong form
of) multiplicativity hold. The zeta functions therefore define analytic functions on
complex right-half planes and satisfy formal Euler product decompositions. More
precisely, we will discuss results concerning
1. submodule zeta functions associated to nilpotent algebras of endomorphisms,
specifically local functional equations of their Euler factors, in Section 15.2,
and
2. representation zeta functions associated to finitely generated nilpotent groups,
specifically the uniformity of certain of their key analytic features (abscissa of
convergence, meromorphic continuation, order of the leading pole) under base
extension, in Section 15.3.
15.2 Submodule zeta functions of nilpotent algebras

of endomorphisms
Submodule zeta functions are Dirichlet generating functions of the form (15.1.1) enu-
merating the submodules of a module L which are invariant under an algebra E of
endomorphisms of L. Let, more precisely, R be the ring of integers O of a number
field K or the completion Op of such a ring at a nonzero prime ideal p of O . Let
further L be a free R-module of finite rank n, say, and E be a (not necessarily unital)
subalgebra of the associative algebra EndR .L/. For m 2 N, we set
am . E Õ L / D
# fH 6 L j H is an .E C RidL /-submodule of L with jL W H j D mg :
The submodule zeta function associated to .L; E / is

1
X
E ÕL .s / D am .E Õ L/m s :
mD1
This definition may be seen as an analogue of Solomon’s zeta function; cf. [32].
Submodule zeta functions generalise ideal zeta functions, enumerating (one- or two-
sided) ideals of finite index in rings of finite additive rank over R. In particular,
Dedekind’s zeta function K .s/ (cf. Example 15.1.1) is an example of a submodule
zeta function.
348 C. Voll
If, as we will assume from now, R D O , then

Y
E ÕL .s/ D Ep ÕLp .s/; (15.2.1)
p2Spec.O /n.0/
where, of course, Ep WD E ˝O Op and Lp WD L ˝O Op . It follows in a straightforward

manner from deep general results (cf., e.g., [12]) that each factor of the Euler product
(15.2.1) is a rational function in q s (where q D q.p/ D jO W pj) and that the
product has rational abscissa of convergence and some meromorphic continuation
to the left of its abscissa of convergence. A Tauberian P theorem allows for explicit
asymptotic formulae for the growth of the partial sums 6m a .E Õ L/ in terms
of the abscissa and the order of the leading pole. While Example 15.1.1 illustrates
these facts in the well-known case of Dedekind’s zeta function, the simple form of
the Euler factor K;p .s/ in (15.1.5) is misleadingly atypical.
Indeed, computing local factors of general submodule zeta functions is a difficult
task. In the case that E is generated by a single element, the relevant submodule zeta
function may be described explicitly in terms of finitely many translates of Dedekind
zeta functions; cf. [26]. In general, however, this is not possible and the local sub-
module zeta functions are of considerable complexity. The computer algebra package
Zeta (cf. [28]) produces many further examples of local submodule zeta functions;
cf. also [25].
We focus in the sequel on the case that the algebra E of endomorphisms of L
is nilpotent and refer to the associated submodule zeta functions also as “nilpotent”.
This class of submodule zeta functions properly includes the ideal zeta functions
of nilpotent Lie rings. By the Mal’cev correspondence, these are closely related to
the normal zeta functions of finitely generated torsion-free nilpotent groups; cf. [16].
Numerous explicit examples of ideal zeta functions of nilpotent Lie rings are recorded
in [14].
An intriguing symmetry feature satisfied by many nilpotent submodule zeta func-
tions is a local functional equation of the form
ˇ
ˇ
Ep ÕLp .s/ˇ 1
D . 1/a q b cs Ep ÕLp .s/; (15.2.2)
q!q
satisfied by all but finitely many factors of the Euler product (15.2.1) for integers
a; b; c. Here, “inverting q” is in general to be interpreted carefully in terms of the
inversion of certain Frobenius eigenvalues in suitable formulae for the local factors in
terms of the numbers of O =p-rational points of certain algebraic varieties associated
to .L; E /. In many special cases, however, the local factors are rational functions in
both q s and q, and the inversion of q may be interpreted naively in terms of these
rational functions.
Local functional equations of the form (15.2.2) are ubiquitous in the realm of
nilpotent submodule zeta functions, but not universal. In Theorem 15.2.4, we shall
describe a general, sufficient criterion for functional equations of the form (15.2.2),
together with an interpretation of the data .a; b; c/.
15.2.1 Functional equations and their breakdowns – two examples In order to

show that some condition is indeed necessary for a functional equation as in (15.2.2)
and to illustrate and motivate the hypotheses of Theorem 15.2.4, we first consider two
examples of ideal zeta functions of nilpotent Lie rings.
Example 15.2.1. Consider the Lie ring M4 of (maximal) nilpotency class 4 with
presentation
M4 D hz; x1 ; x2 ; x3 ; x4 j Œz; x1 D x2 ; Œz; x2 D x3 ; Œz; x3 D x4 iZ : (15.2.3)
Here and in the sequel, we follow the convention that Lie brackets between generators
which do not follow from the specified ones by antisymmetry or the Jacobi identity
G
are assumed to be trivial. An explicit, uniform formula for the Euler factors M 4 ;p
.s/
G
of the ideal zeta function M4 .s/, enumerating ideals of M4 —viz. ad.M4 /-invariant
sublattices of Z 5 , the additive group underlying M4 —is given in [14, Thm. 2.37];
the formula—a rational function in p and p s —is involved, its proof is nontrivial.
Inspection reveals that it satisfies the functional equation
ˇ
G .s/ˇ
M4 ;p p!p 1 D p10 14s G .s/;
M4 ;p (15.2.4)

matching the template (15.2.2) with .a; b; c/ D .5; 52 ; 5 C 4 C 3 C 2/; our chosen
way of writing this data will fall into place with Theorem 15.2.4.
Example 15.2.2. Consider now the Lie ring Fil4 with presentation
Fil4 D hz; x1 ; x2 ; x3 ; x4 jŒz; x1 D x2 ; Œz; x2 D x3 ;
(15.2.5)
Œz; x3 D x4 ; Œx1 ; x2 D x4 iZ ;
differing from (15.2.3) only in the underlined additional relation. An explicit, uniform
G G
formula for the Euler factors Fil 4 ;p
.s/ of the ideal zeta function Fil 4
.s/, enumerating
ad.Fil4 /-invariant sublattices of Z 5 , is given in [14, Thm. 2.38]; it is of similar com-
G
plexity as the one yielding the Euler factors of M 4
.s/. Remarkably, however, it does
not satisfy a functional equation of the form (15.2.2).
The given presentations of M4 and Fil4 only differ in a single relation. As we shall
explain, it is this additional relation that destroys a certain “homogeneity condition”
(cf. Condition (15.2.3)) satisfied by M4 but not by Fil4 . Indeed, note that the five-
dimensional Z-module L underlying both M4 and Fil4 may be decomposed as
L D hz; x1 i ˚ hx2 i ˚ hx3 i ˚ hx4 i ; (15.2.6)
„ ƒ‚ … „ƒ‚… „ƒ‚… „ƒ‚…
DWL1 DWL2 DWL3 DWL4
with summands complementing the upper central series of M4 resp. Fil4 . The as-
sociative algebras generated by ad.M4 / and ad.Fil4 / are both generated by the two
elements ad.z/ and ad.x1 /. Note, however, that only M4 satisfies the condition
8c 2 fad.z/; ad.x1 /g; 8j 2 f1; 2; 3g W Lj c Lj C1 : (15.2.7)
Indeed, in Fil4 we have .x2 / ad.x1 / 2 L4 .
350 C. Voll
15.2.2 Homogeneity implies local functional equations To explain the impact of

conditions such as (15.2.7), we now return to the general setup of a free O -module
L of finite rank, together with an (associative) nilpotent algebra of endomorphisms
E EndO .L/. For i 2 N0 , we define submodules Zi of L by setting Z0 D f0g and
Zi C1 =Zi D CentE .L=Zi / WD fx C Zi 2 L=Zi j E .x/ Zi g
for i > 0. Owing to the nilpotency of E , there exists i 2 N such that Zi D L;

let c D c.L; E / be the smallest such integer. An instructive special case is that of a
nilpotent O -Lie lattice together with the associative algebra E generated by ad.L/. In
this case, c is just the nilpotency class of L, and .Zi /ciD0 is the upper central series of
L.
Only for convenience we make the assumption that the submodules Zi have suc-
cessive complements in L, viz. that there exist free submodules Li which are free of
finite rank and isolated in L for i 2 f1; : : : ; cg, such that, for all such i ,
M
Zi D Lj :
j >c i
(This assumption is automatically satisfied if O is a principal ideal domain. In gen-

eral, it is satisfied almost everywhere
L locally, which is all that matters in our appli-
cations.) In particular, L D ciD1 Li . We also set L0 D LcC1 D f0g. The direct
sum decompositions (15.2.6) are examples of such a decomposition. In contrast, the
following condition does define an interesting property.
Condition 15.2.3 (“Homogeneity”). The nilpotent endomorphism algebra E is gen-

erated by elements c1 ; : : : ; cd such that, for all k 2 f1; : : : ; d g and j 2 f1; : : : ; cg,
Lj ck Lj C1 : (15.2.8)
In (15.2.7), we had observed that M4 satisfies Condition 15.2.3 with respect

to (15.2.6). In contrast, Fil4 does not; one checks easily that no other choices of
decomposition or generators of ad.Fil4 / will mitigate this failure.
It turns out that Condition 15.2.3 is sufficient for functional equations for al-
most all the Euler factors of LÕE .s/. To formulate the precise result, we set Ni D
rkO .L=Zi / and n D N0 D rkO .L/.
Theorem 15.2.4 ([38, Thm. 1.2]). Assume that .L; E / satisfies Condition 15.2.3.
Then, for almost all p 2 Spec.O /, the following functional equation holds:
ˇ P
ˇ n
n . 2/ s
c 1
i D0 Ni
Ep ÕLp .s/ˇ 1
D . 1/ q Ep ÕLp .s/:
q!q
Remark 15.2.5. Condition 15.2.3 obviously holds if E is generated by a single ele-

ment. (Note that to encounter this situation one needs to leave the remit of ideal zeta
function of a nilpotent Lie ring L, as ad.L/ has always at least two generators.) The
paper [26] contains explicit formulae for local submodule zeta functions enumerat-
ing submodules invariant under a single endomorphism; that this endomorphism is
nilpotent is an important special case, to which the general case is reduced. Like-
wise, Condition 15.2.3 always holds whenever E 2 D 0, viz. c 6 2. In this case,
Theorem 15.2.4 is a mild generalisation of [36, Thm. C]. While the Lie ring Fil4 in
Example 15.2.2 has class c D 4, there are examples of nilpotent Lie rings of class
c D 3 whose Euler factors do not satisfy a functional equation of the form (15.2.2);
see, for instance, [14, Thm. 1.1].
Remark 15.2.6. [38, Thm. 1.2] is more general than Theorem 15.2.4 in as much as
it applies uniformly to the local submodule zeta functions associated to pairs of the
form .L.O/; E .O//, where O is any finite extension of the local ring Op and L.O/ D
L ˝O O and E .O/ D E ˝O O. These zeta functions enumerate E .O/-invariant
submodules of the O-modules L.O/. To control the variation of the distribution of
the E .Op /-invariant submodules of L.O/, viewed as Op -modules after restriction of
scalars, is a much more delicate task. Local zeta functions obtained in this way from
the Heisenberg (Z-) Lie lattice of strictly upper-triangular 33-matrices are studied
in [29, 30]; see also [38, Sec. 5.2].
Remark 15.2.7. By appealing to a version of the model-theoretic transfer principle

for p-adic integrals (cf. [7]) one may show that the local functional equations (15.2.4)
hold verbatim also in characteristic p 0, viz. for local submodule zeta function
associated to pairs of the form .L.Fq JT K/; E .Fq JT K//, provided q is a power of a
sufficiently large prime p; cf. [38, Cor. 1.3]. The fact that finitely many residue char-
acteristics need to be excluded is, however, essential, regardless of the characteristics
of the local rings, and not just owed to the limitations of the chosen methods of proof.
In the remainder of this section, we give an informal overview of the proof of

Theorem 15.2.4. It combines geometric ideas with methods from p-adic integration.
Let p 2 Spec.O / with uniformiser and let Kp be the p-adic field of fractions
of Op . The starting point of the proof is the trivial observation that the Ep -invariance
of a lattice ƒ Lp is really a property of the homothety class

Œƒ WD fƒ j 2 Kp g
of ƒ. The set SubModEp of homothety classes of Ep -invariant sublattices of Lp
may thus be viewed as a subcomplex of the affine Bruhat–Tits building n WD
.SLn .Kp //. Every homothety class Œƒ contains a unique maximal integral lat-
tice ƒmax (i.e., ƒmax Lp but p 1 ƒmax 6 Lp ). It clearly suffices to enumerate such
maximal sublattices which are Ep -invariant:
1 X
Ep ÕLp .s/ D ns
jLp W ƒmax j s :
1 q
Œƒ2SubModE
p
Rather than study the subcomplex SubModEp directly, it proved advantageous to de-
352 C. Voll
fine a weight function m W Vn ! N0 on the whole of Vn , the vertex set of n , in such

a way that
1. mjSubModE D 0;
p
P
2. the function AG .s/ WD Œƒ2Vn jLp W ƒmax j s q sm.Œƒ/
satisfies a functional
equation of the form
ˇ n
AG .s/ˇq!q 1 D . 1/n 1
q .2/ AG .s/I
3. the function „.s/ WD Ep ÕLp .s/=AG .s/ is a “simple” rational function in q s
,
whose coefficients only depend on the rank data .Ni /ciD1 , which satisfies
Pc 1
s Ni
„.s/jq!q 1 D q i D0 „.s/:
The key idea in the construction of the weight function m is to define an equiva-
lence relation on Vn whose equivalence classes C form posets naturally isomorphic
to .Z; 6/ with the property that the intersection C>0 WD C \SubModEp coincides with
the “non-negative part” of C . Thus
1 X X
s
Ep ÕLp .s/ D ns
jLp W ƒmax j :
1 q
C 2Vn = Œƒ2C>0
„ ƒ‚ …
DW„C .s/
>0
The equivalence relation is induced on Vn by the “staggered homothety map”
ı W Lp D L1;p ˚ ˚ Lc;p ! L1;p ˚ ˚ Lc;p

(15.2.9)
.x1 ; : : : ; xc / 7! c 1
x1 ; c 2
x2 ; : : : ; xc :
More precisely, we say that homothety classes Œƒ1 and Œƒ2 are -equivalent if there
exists M 2 N0 such that ƒ1 ıM 2 Œƒ2 . It is easy to check that—provided c > 1,
as we may assume without loss of generality—every -class C contains a (unique)
homothety class Œƒ0 such that
˚
C>0 D Œƒ0 ıM j M 2 N0 :
In other words, exactly half of C consists of Ep -invariant sublattices, viz. the “half-
ray” C>0 generated by Œƒ0 . For any weight function m satisfying (1), the generating
function
1 1 X X
ns
AG .s/ D ns
jLp W ƒmax j s q sm.Œƒ/
1 q 1 q
C 2Vn = Œƒ2C
„ ƒ‚ …
DW„C .s/
overcounts, namely exactly along the “negative half-rays” C<0 WD C n C>0 consisting
of non-Ep-invariant lattices classes. The critical (and most technical) part of the proof
of Theorem 15.2.4 is now to design m such that both (1) and (2) hold and, crucially,
that correcting this overcounting is easy. More precisely, m is designed so that both
sums „C>0 .s/ and „C<0 .s/ are simple geometric progressions which only mildly
depend on C , via the index of ƒ0;max in Lp . “Stripping off” the summation over C<0
may thus be done uniformly over all C 2 Vn = by multiplying AG .s/ by „.s/,
a rational function combining the two relevant geometric progressions in a simple
manner; cf. (3).
The feasibility of this approach rests crucially on the following elementary con-
sequence of Condition 15.2.3: conjugating the generators ck of E with the staggered
homothety map (15.2.9) amounts to multiplying them by the uniformiser . This
allows us to achieve property (2), by ensuring that AG .s/ is amenable to the p-adic
integration templates provided in [36].
15.2.3 An application: normal subgroup growth of free nilpotent groups Let

c; d 2 N and Fc;d be the free class-c-nilpotent group on d generators. The nilpotent
Lie ring associated to Fc;d by the Mal’cev correspondence is the the free
class-c-nilpotent Lie ring fc;d on d generators. For i 2 f0; 1; : : : ; cg, set Ni D
P 1 P j=k
16j 6c i j kjj .k/ d ; where is the Möbius function. The Ni are the Hirsch
lengths of the quotients of the group Fc;d by the terms of its upper central series as
well as the Z-ranks of the quotients of fc;d by the terms of its upper central series.
The normal zeta function of the group Fc;d is the Dirichlet generating function enu-
merating the finite index normal subgroups of Fc;d by their index. It, too, enjoys an
Euler product decomposition whose Euler factors FGc;d ;p .s/ enumerate normal such
subgroups of prime power index. By [16, Thm. 4.1], all but finitely many of these
Euler factors coincide with the Euler factors of the ideal zeta function of fc;d . One
checks easily that fc;d satisfies Condition 15.2.3 if, given a Lie ring basis .x1 ; : : : ; xd /
for fc;d , one sets ck D ad.xk / and lets Li be the Z-linear span of the degree-i -
homogeneous members of a Hall basis on .x1 ; : : : ; xd /. Theorem 15.2.4 thus has the
following consequence.
Corollary 15.2.8. For almost all primes p, the following functional equation holds:
ˇ N0
P
ˇ c 1
p. 2 /
s Ni
FGc;d ;p .s/ˇ 1
D . 1/ N0 i D0
FGc;d ;p .s/:
p!p
These symmetries had been conjectured by du Sautoy and Woodward; cf. [14,
Thm. 1.3]. While homogeneity follows, for the groups Fc;d , essentially from their
freeness, we are not aware of a general group-theoretic criterion that would imply lo-
cal functional equations for local normal zeta functions of finitely generated nilpotent
groups.
354 C. Voll
15.2.4 Connections with Igusa’s local zeta function Labelling Condition 15.2.3
one of “homogeneity” is a nod towards one of the earliest results establishing local
functional equations for p-adic integrals which are related to algebraic enumeration
problems. Recall that Igusa’s local zeta function associated to a polynomial f 2
Zp ŒX1 ; : : : ; Xn (where p is a rational prime and Zp the ring of p-adic integers) is
the p-adic integral Z
Zf;p .s/ D jf .x/jsp d; (15.2.10)
Zn
p
where j jp denotes the p-adic absolute norm, s is a complex variable, and de-
notes the additive Haar measure on Znp , normalised so that .Znp / D 1. The integral
Zf;p .s/ encodes the same information as the Poincaré series enumerating the num-
bers n n o
x 2 Z=.pN / j f .x/ 0 mod .pN /
for all N 2 N; cf. [8]. To a polynomial f 2 ZŒX1 ; : : : ; Xn one may associate a
local zeta function Zf;p .s/ for each prime p, by considering the coefficients of f
p-adically. In the case that f is homogeneous of degree d , say, Denef and Meuser
established a (local) functional equation for Zf;p .s/ of the form
ˇ
Zf;p ˇp!p 1 .s/ D p ds Zf;p .s/; (15.2.11)
valid for all but finitely many p; cf. [9]. Broadly speaking, homogeneity of f allows
one to rewrite the affine integral (15.2.10) as an integral over projective space, even-
tually bringing to bear the Weil conjectures on zeta functions of smooth projective
(!) algebraic varieties. Denef and Meuser’s seminal work served as a template for
the proof of various local functional equations in asymptotic group and ring theory,
notably the results in [36, 1], and—maybe least but likely not last—[38].
Functional equations of the form (15.2.11) may or may not hold for Igusa’s lo-
cal zeta functions Zf;p .s/ associated to an inhomogeneous polynomial f . In con-
trast, I am not aware of a submodule zeta function satisfying the conclusion of Theo-
rem 15.2.4 but not the homogeneity Condition 15.2.3.
15.2.5 Variations The concept of the submodule zeta function associated to a pair
.L; E / has numerous analogues and refinements.
The subring zeta function of a (not necessarily associative or unital) ring L of
finite additive rank (viz. a finite-rank Z-module with some bi-additive multiplication)
is the Dirichlet generating function enumerating the subrings (viz. multiplicatively
closed sublattices) of L of finite index in L. Functional equations for almost all of
the Euler factors of these zeta functions were established in [36, Thm. A]. It strikes me
as remarkable that local functional equations for the “quadratic” problem of counting
subrings hold regardless of conditions such as Condition 15.2.3 required for local
functional equations for the “linear” problem of counting invariant submodules.
An interesting generalisation of both classes of counting problems are graded
Lr functions, introduced in [25]. Here, one fixes an additive decomposi-
subobject zeta
tion L D i D1 Li of a lattice L and enumerates only subobjects (say subrings or
invariant submodules) ƒ of LLwhich are homogeneous with respect to this decom-

position, viz. satisfying ƒ D riD1 .ƒ \ Li /. AL naturally occurring instance of this
general construction is the graded Lie ring L D riD1 i .L/= i C1 .L/ associated to
a nilpotent Lie ring L. Here, . i .L// denotes the lower central series of L. In [25,
Sec. 10] one finds numerous examples of (local) graded subobject zeta functions ob-
tained from Q-forms of complex nilpotent Lie algebras of dimension at most 6 and a
number of pertinent general questions about local graded subobject zeta functions. In
[22], we compute the graded ideal zeta functions of the free nilpotent Lie rings fc;d
(cf. Section 15.2.3) for c 6 2 and .c; d / 2 f.3; 3/; .3; 2/; .4; 2/g.
Local functional equations akin to (15.2.2) have also been observed for numerous
proisomorphic zeta functions associated to finitely generated nilpotent groups, enu-
merating finite index subgroups whose profinite completions are isomorphic to the
ambient group’s profinite completion; cf. [4] and references therein. As with normal
subgroup zeta functions, these functional equations are not ubiquitous; cf. [5].
15.3 Representation zeta functions for unipotent group schemes

Let G be a group. For n 2 N, write rn .G/ for the number of isomorphism classes
of n-dimensional irreducible complex representations of G. We say that G is (rep-
resentation) rigid if rn .G/ < 1 for all n. A rigid group
P is said to have Polynomial
Representation Growth if rn .G/—or, equivalently, i 6n ri .G/—is bounded by a
polynomial in n as n ! 1. The representation growth of groups of polynomial
representation growth can gainfully be studied via its associated representation zeta
function
X1
G .s/ D rn .G/ n s : (15.3.1)
nD1
In suitable arithmetic contexts such representation zeta functions satisfy Euler factori-
sations of local representation zeta functions, enumerating finite-dimensional repre-
sentations of various completions of G. This is, for instance, the case if G is an
arithmetic subgroup of a semisimple algebraic group defined over a number field,
satisfying the Congruence Subgroup Property, as for instance G D SL3 .Z/; cf. also
Section 15.3.4.1.
15.3.1 Representation zeta functions associated to finitely generated torsion-free

nilpotent groups In these notes, we concentrate on representation zeta functions
associated with a class of arithmetic groups which are, in some sense, as far from
“semisimple” as possible: a finitely generated nilpotent group G is not rigid un-
less it is trivial. Indeed, if it surjects onto Z, then it admits already infinitely many
one-dimensional complex representations. One way to remedy this fact is to count
representations only up to twisting by one-dimensional representations. We call rep-
resentations 1 and 2 of G twist-equivalent if there exists a one-dimensional repre-
sentation such that 1 Š 2 ˝ . The classes of the ensuing equivalence relation
356 C. Voll
are called twist-isoclasses of representations of G. For n 2 N we write er n .G/ for the

(finite) number of twist-isoclasses of n-dimensional irreducible complex representa-
tions of G. Owing to the nilpotency of G, the function n 7! e r n .G/ is multiplicative
(in the sense of elementary number theory), whence the representation zeta function
1
X
e
irr
G .s/ WD e
r n .G/ n s
nD1
satisfies an Euler product of the form

Y
e
irr
G .s/ D e
irr
G;p .s/; (15.3.2)
p prime
where each Euler factor G;p e

irr
.s/ enumerates twist-isoclasses of representations of
G of prime-power degree or, equivalently, continuous representations of the pro-p
completion Gb p up to twists by continuous one-dimensional representations. It is

elementary to see that the sequence e r n .G/ n2N grows polynomially, whence the
zeta function e
irr
G .s/ has a finite abscissa of convergence. A fundamental, deep result
establishes that each factor of the Euler product (15.3.2) is a rational function in
p s and that the product’s abscissa of convergence is a rational number; cf. [17].
Note that these conclusions are comparable to, but weaker than those we quoted for
submodule zeta functions in Section 15.2, due to [12], in as much as that they do not
imply the feasibility of any meromorphic continuation or ensuing asymptotic results
on representation growth of finitely generated nilpotent groups. Indeed, the main
results of [12] establish such desirable analytic properties for Euler products of p-
adic cone integrals. The latter are a specific class of p-adic integrals defined by the
comparison of p-adic valuations of polynomials. We do not know whether or not
representation zeta functions of finitely generated nilpotent groups are Euler products
of cone integrals. The question, however, has lost much of its appeal in the light of
recent results on uniform analytic properties of such zeta functions which we will
explain in the sequel.
15.3.2 Finitely generated nilpotent groups from unipotent group schemes To

put these results in proper perspective, we do not focus on individual nilpotent groups,
but rather families of such groups obtained as groups of rational points of unipotent
group schemes defined over number fields. One way to construct the latter is as
follows. Let OK be the ring of integers of a number field K and let ƒ be an OK -Lie
lattice, viz. a free and finitely generated OK -module equipped with an antisymmetric
and bi-additive form Œ ; satisfying the Jacobi identity, of nilpotency class c and OK -
rank h, say. Assuming that Œƒ; ƒ cŠƒ ensures that the Hausdorff series may be
used to associate to ƒ a unipotent group scheme G D G ƒ ; cf. [33, Sec. 2.1.2]. (Here,
cŠ D c .c 1/ .c 2/ 2 1 and cŠƒ D fcŠj 2 ƒg.) In nilpotency class
c D 2 a more direct construction may be used to define G . In any case, for the ring
of integers OL of any finite extension L=K, the group G .OL / of OL -rational points
of G is a finitely generated (torsion-free) nilpotent group of Hirsch length hŒL W Q.

(Readers eager to get their hands on an explicit example of such a group scheme may
want to refer to Example 15.3.3.) In general, our investigations will be led by the
following questions.
As L varies over the the finite extensions of K, what do the represen-

tation zeta functions of the groups G .OL / have in common? Which of
their features depend on the abstract groups G .OL /, which only on the
unipotent group scheme G ?
A first hint at the value of the point of view taken comes from the fact that the
“coarse” Euler product (15.3.2) generalises to an Euler product of the form
Y
e
irr e
irr
G .OL / .s/ D G .OL;p / .s/I (15.3.3)
p2Spec.OL /n.0/
cf. [33, Prop. 2.2]. The Euler factors enumerate the finite-dimensional irreducible
continuous representations of the pro-p groups G .OL;p / up to twists by continuous
one-dimensional representations. The “fine” Euler product (15.3.3) reflects the Con-
gruence Subgroup Property and strong approximation for unipotent group schemes.
15.3.3 Uniform analytic properties of representation zeta functions associated

to unipotent group schemes One of the main results of [33] establishes uniform
formulae for almost all of the Euler factors of the fine Euler product (15.3.3). Here
the term uniform pertains to two kinds of variation, viz. both “horizontal” variation
of p within Spec.OL / (for fixed L) and “vertical” variation of p within the set of
primes lying above p WD p \ OK 2 Spec.OK / (for varying L). The formulae express
suitable p-adic integrals akin to those alluded to in Section 15.2.2 as finite (!) sums
r
X
s
#Vi .OL =p/ Wi .q; q / (15.3.4)
i D1
of products of two kinds of factors: firstly, the numbers of OL =p-rational points

of (the reductions modulo p of) suitable algebraic varieties Vi defined over OK and,
secondly, bi-variate rational functions Wi obtained from the generating functions enu-
merating integral points of rational polyhedral cones, evaluated at q WD jOL =pj and
q s . Crucially, the dependence on the prime ideal p 2 Spec.OL / factors over the
(finite) residue field OL =p. The formulae for the Euler factors of products such as
(15.3.3) thus obtained are hardly explicit: depending on resolutions of singularities
of algebraic varieties in characteristic zero, their existence is ensured by Hironaka’s
famous theorem; computing them, however, remains a hard challenge in general. The
main (theoretical) application of the formulae obtained in [33] is the proof of local
functional equations comparable to those established for local submodule zeta func-
tions in Section 15.2.2; cf. [33, Thm. A] and [37, Sec. 4.1]. The following result puts
these formulae to use in the study of key analytic properties of representation zeta
functions associated to unipotent group schemes.
358 C. Voll
Theorem 15.3.1 ([11, Thm. A]). Let ƒ be a nilpotent OK -Lie lattice with associated
unipotent group scheme G D G ƒ as above. There exist constants a.G /, ı.G / 2
Q >0 , and ˇ.G / 2 N such that, for all finite extensions L=K, the following hold.
1. The abscissa of convergence of e irr
.s/ is the rational number a.G /.
G .OL /
e
irr
2. The zeta function G .s/ has meromorphic continuation (at least) to the
.OL /
half-plane fs 2 C j Re.s/ > a.G / ı.G /g. On the line fs 2 C j Re.s/ D
a.G/g the continued zeta function is holomorphic except for a pole at s D
a.G/, of order ˇ.G /.
There exists a constant c.G .OL // 2 R>0 such that
N
X
r n G .OL / c.G .OL //N a.G / .log N /ˇ.G /
e 1
as N ! 1: (15.3.5)
nD1
Three aspects of Theorem 15.3.1 strike me as remarkable: firstly the rational-

ity of the abscissa of convergence a.G /, secondly the feasibility of meromorphic
continuation (uniformly for all L), and thirdly the fact that the invariants a.G / and
ˇ.G / featuring in the asymptotic formula (15.3.5) are independent of OL , whereas
the number c.G .OL // may vary rather subtly with the number field L.
Remark 15.3.2. Theorem 15.3.1 is formulated in such a way as to emphasise the

uniformity of certain aspects of representation growth of finitely generated nilpotent
groups varying in natural families, viz. groups obtained from base extension. In fact,
every abstract finitely generated nilpotent group fits into this mould, albeit only vir-
tually so: every such group G has a finite index subgroup H D G .Z/ for a suitable
unipotent group scheme G ; cf. [11, Sec. 5]. It turns out that the rational abscissa of
convergence, the feasibility of partial meromorphic continuation, as well as the or-
der of the leading pole are all commensurability invariants, whence Theorem 15.3.1
allows for a corollary on abstract finitely generated nilpotent groups; cf. [11, Cor. B].
Theorem 15.3.1 is illustrated by the following example.
Example 15.3.3. Consider the group scheme H associated to the Heisenberg (Z-)
Lie lattice of strictly upper-triangular 3 3-matrices. If OL is the ring of integers
of a number field L, then H .OL / is the group of upper-unitriangular 3 3-matrices,
a finitely generated torsion-free nilpotent group of Hirsch length 3ŒL W Q. By [33,
Thm. B], the representation zeta function of H .OL / is given by the formula
L .s 1/ Y 1 q s
e
irr
H .OL / .s/ D D I (15.3.6)
L .s/ 1 q1 s
p2Spec.OL /n.0/
cf. Eqs. (15.1.4) and (15.1.5). By the other well-known properties of the Dedekind
zeta function K .s/ recalled in Example 15.1.1, one reads off from (15.3.6) that
1
a.H / D 2, ˇ.H / D 1, and c.H .OL // D 2L .2/
, whence
N
X 1
r n .H .OL //
e N2 as N ! 1: (15.3.7)
nD1
2L .2/
Note that the special value L .2/ depends on L in a subtle way; cf. [39, Thm. 1]. In
the special case that L D Q, the formula
X1
e .s 1/
irr
H .Z/ .s/ D D '.n/ n s ;
.s/ nD1
(where ' is Euler’s totient function) is implicit in the work [24] by Magid and Nunley,
who worked out explicit representatives of the twist-isoclasses of irreducible repre-
sentations of the integral Heisenberg group. The special case
N
X 3 2
'.n/ N as N ! 1;
nD1
2
2
obtained from (15.3.7) using the well-known identity .2/ D 6 , due to Euler, is
an elementary exercise in analytic number theory. For quadratic number fields, the
formula (15.3.6) is due to Ezzat; cf. [15].
Numerous further examples of representation zeta functions associated to unipo-

tent group schemes may be found in [33, Thm. B], [34], [25, Sec. 8], and [31, Ch. 6].
It is not hard to see that every rational number ˛ occurs as the abscissa of convergence
of the representation zeta function of a finitely generated nilpotent group; cf. [31,
Thm. 4.22]. The structure of the set of abscissae of convergence of (normal) sub-
group zeta functions of finitely generated nilpotent groups is much more subtle; cf.,
for instance, [13, Prop. 1.1 and Qst. 1.3].
15.3.4 Related work and directions for future research
15.3.4.1 Arithmetic subgroups of semisimple groups Let K be a number field

with ring of integers O , let S be a finite set of places of K, and OS the ring of S -
integers of K. Let further G be an affine group scheme over OS , whose generic
fibre is a connected, simply-connected semisimple algebraic group over K. One may
study the representation growth of arithmetic groups such as G WD G .OS / by means
of their associated zeta function G .s/; cf. (15.3.1). This is, for instance, the principal
setting for [1, 2, 3]. We refer to [37, 21] for recent surveys on such representation zeta
functions and comment here merely on a number of analogies between the semisim-
ple and unipotent setups. While [3, Thm. 1.1] yields a precise general analogue of
the first statement of the “unipotent” Theorem 15.3.1 in the semisimple setting, the
analogue of its second statement is only known only for groups of types A1 ([19,
360 C. Voll
Thm. 7.5]) or A2 ([2, Thm. A]), where explicit formulae for almost all of the repre-
sentation zeta functions of the non-archimedean completions G .Op / of G .OS / are
available. In particular, it is not known whether the feasibility of (uniform) mero-
morphic continuation beyond the (rational) abscissa of convergence is a fluke for
these “small” root systems or a general feature. In [40], M. Zordan computes the
representation zeta functions enumerating continuous representations of the princi-
pal congruence subgroups SL14 .Op /; an explicit formula for the representation zeta
functions of the p-adic analytic groups SL4 .Op / seems currently out of reach.
15.3.4.2 Heisenberg groups over truncated polynomial rings Theorem 15.3.1 de-
scribes the uniform variation of analytic key invariants of representation zeta func-
tions associated to groups of rational points of certain unipotent group schemes G
under base change with number rings OL . While these kinds of base extensions
may be natural from a number-theoretic perspective, extensions by other, more exotic
rings may look just as natural from a group theorist’s perspective. In [10], Duong
studies Heisenberg groups over rings of the form O Œx=.x n/. The following result
generalises (15.3.6):
Theorem 15.3.4 ([10]). Let OL be the ring of integers of a number field L. For
n 6 3, one has
n
Y
e
irr L .i s 2i C 1/
H n
.OL Œx=.x // .s/ D :
L .i s 2i C 2/
i D1
Note that the three zeta functions for n D 1; 2; 3 share the abscissa of convergence
(viz. ˛ D 2) and may be continued meromorphically to the whole of C, but that the
order of the pole at s D 2 is n. The simple “multiplicative” form of (15.3.4) belies
the complicated “additive” computations carried out in their proofs, viz. the hands-on
computations of specific p-adic integrals.
Duong conjectures that (15.3.4) holds for all n. If it does, it is tempting to in-
terpret the limit of the right hand of the identity in Theorem 15.3.4 as n ! 1 as a
representation zeta function associated to the group H .OL Jx K/. There is, as yet, no
general theory describing the behaviour of representation zeta functions of groups of
the form G .O Œx=.x n//—let alone the completions G .OJx K/—for general unipotent
group schemes G and varying O and n. A few examples for n D 2 (i.e., base change
to “dual numbers”) are discussed in [27, Sec. 6.4]; cf. also [27, Qst. 7.3].
15.3.4.3 Representation zeta functions and prehomogeneous vector spaces The

paper [33] introduces three infinite families of unipotent group schemes of nilpo-
tency class 2, all generalising the Heisenberg groups H .O /; cf. Example 15.3.3.
All three families are “taylor-made” to produce finitely generated nilpotent groups
whose structures encode, in natural ways, the relative invariants of certain reduced
irreducible prehomogeneous vector spaces (PVSs), viz. the determinants resp. Pfaf-
fians of generic n n-matrices, symmetric matrices, and antisymmetric matrices.
The “multiplicative” formulae for the associated representation zeta functions given
in [33, Thm. B] have “additive” counterparts in [33, Thm. C]. Algebro-combinatorial

identities of “multinomial type” such as [33, Prop. 1.5] link these two kinds of formu-
lae, often leading to new insights on the (joint) distributions of Weyl group statistics,
both old and new; cf. [33, Sec. 4], [35], and [6].
In [34], we compute the representation zeta functions of finitely generated nil-
potent groups obtained as groups of O -rational points of unipotent group schemes
modelled on the PVSs
.SPm GL2n ; ƒ1 ˝ ƒ1 ; V .2m/ ˝ V .2n//
for n D 1 and m 2 f1; 2g, defined in [20, Ex. 2.13] (in notation differing from [20] but
consistent with [18, p. 165]). For m D 2, the resulting formulae cannot be described
as a finite product of translates of Dedekind zeta functions and their inverses, but still
invite a Coxeter group-theoretic interpretation.
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Chapter 16
Conjectures of Brumer, Gross and Stark
A. Nickel
This chapter gives an introduction to generalisations of conjectures of Brumer and

Stark on the annihilator of the class group of a number field. We review the relation
to the equivariant Tamagawa number conjecture, the main conjecture of Iwasawa
theory for totally real fields, and a conjecture of Gross on the behaviour of p-adic
Artin L-functions at zero.1
Introduction
Let L=K be a finite Galois extension of number fields with Galois group G. To each
finite set S of places of K containing all the archimedean places, one can associate
a so-called ‘Stickelberger element’ S in the centre of the group algebra CŒG. This
element is constructed from values at s D 0 of the S -truncated Artin L-series attached
to the complex irreducible characters of G. In particular, S is analytic in nature. By
a result of Siegel [34] one knows that S always has rational coefficients.
Let L and clL be the roots of unity and the class group of L, respectively. Sup-
pose that S also contains all places of K which ramify in L=K. Then it was inde-
pendently shown by Cassou-Nogues [8], Deligne–Ribet [14] and Barsky [1] that for
abelian G one has
AnnZŒG .L /S ZŒG;
where AnnR .M / denotes the annihilator ideal of M regarded as a module over the
ring R. In other words, the coefficients of S are almost integral. Now Brumer’s
conjecture simply asserts that AnnZŒG .L /S annihilates clL . In the case K D Q
Brumer’s conjecture is just Stickelberger’s theorem from the late 19th century [36].
Roughly speaking, the conjecture predicts that an analytic object gives constraints on
the structure of an arithmetic object. It is this kind of conjecture which is often called
a ‘Stark-type conjecture’.
In fact, Harold Stark suggested the following refinement of Brumer’s conjecture.
Let wL be the cardinality of L and fix a fractional ideal a in L. We will denote the
action of G on a and on its class in clL by exponents on the right as usual. Then the
Brumer–Stark conjecture not only predicts that awL S becomes principal, but also
gives precise information about a generator of that ideal.
In this survey article we explain recent generalisations of these conjectures to
arbitrary, not necessarily abelian Galois extensions; these are due to the author [27]
1 Project C7
366 A. Nickel
and, independently and in even greater generality, due to Burns [3]. A further, slightly
different approach has been developed by Dejou and Roblot [13].
We discuss the relation to further conjectures in the field such as the equivariant
Tamagawa number conjecture of Burns and Flach [6] and the main conjecture of
equivariant Iwasawa theory which (under a suitable condition) has been proven by
Ritter–Weiss [33] and, independently, by Kakde [25]. A conjecture of Gross [18] on
the behaviour of p-adic Artin L-series at s D 0 also plays a pivotal role.
Roughly speaking, the latter conjecture asserts that (i) the order of vanishing at
s D 0 of the p-adic L-series coincides with the order of vanishing at s D 0 of a
corresponding complex L-series and (ii) the special values of the p-adic and the com-
plex L-series at s D 0 coincide up to some explicit p-adic regulator. Considerable
progress has been made in the recent years by Spiess [35] and Burns [4] on part (i),
and by Dasgupta, Kakde and Ventullo [12] on part (ii). We also explain their results
and the relation to the equivariant Tamagawa number conjecture due to Burns [4] as
well as the relation to the (non-abelian) Brumer–Stark conjecture due to Johnston and
the author [23].
We provide no proofs unless they are short and we feel that it might help for
a better understanding. Instead we include some examples to illustrate occurring
obstacles and the underlying ideas how to overcome them.
Notation and conventions All rings are assumed to have an identity element and all
modules are assumed to be left modules unless otherwise stated. Unadorned tensor
products will always denote tensor products over Z. We fix the following notation:
R the group of units of a ring R
.R/ the centre of a ring R
AnnR .M / the annihilator ideal of the R-module M
Mmn .R/ the set of all m n matrices with entries in a ring R
K1 the cyclotomic Z p -extension of the number field K
K the roots of unity of a field K
clK the class group of a number field K
Kc an algebraic closure of a field K
IrrF .G/ the set of F -irreducible characters of the (pro)-finite group G
(with open kernel) where F is a field of characteristic 0
16.1 Preliminaries
16.1.1 Ray class groups Let L=K be a finite Galois extension of number fields with
Galois group G. For each place v of K we fix a place w of L above v and write Gw
and Iw for the decomposition group and inertia subgroup of L=K at w, respectively.
When w is a finite place, we choose a lift w 2 Gw of the Frobenius automorphism
at w; moreover, we write Pw for the associated prime ideal in L and j jw for the
corresponding absolute value. We denote the cardinality of the residue field of K at
v by N.v/.
Conjectures of Brumer, Gross and Stark 367
For any set S of places of K, we write S.L/ for the set of places of L which
lie above those in S . Now let S be a finite set of places of K containing the set
S1 D S1 .K/ of archimedean places and let T be a second finite set of places of
K such that S \ Q T D ;. We write clTL for the ray class group of L associated to
the ray MTL WD w2T .L/ Pw and OL;S for the ring of S.L/-integers in L. Let
OL WD OL;S1 be the ring of integers in L. Let Sf be the set of all finite places in
S ; then there is a natural map ZŒSf .L/ ! clTL which sends each place w 2 Sf .L/
to the corresponding class ŒPw 2 clTL . We denote the cokernel of this map by clTL;S .
When T is empty, we abbreviate cl;L;S to clL;S so that in particular clL;; D clL is
the usual class group
˚ of L. Moreover, we denote
the S.L/-units of L by EL;S and
T
define EL;S WD x 2 EL;S W x 1 mod MTL . All these modules are equipped with
a natural G-action and we have an exact sequence of ZŒG-modules

T
0 ! EL;S ! EL;S ! .OL;S =MTL / ! clTL;S ! clL;S ! 0;
where the map lifts an element x 2 .OL;S =MTL / to x 2 OL;S and sends it to the
ideal class Œ.x/ 2 clTL;S of the principal ideal .x/.
16.1.2 Equivariant Artin L-values Let S be a finite set of places of K containing

S1 . Let IrrC .G/ denote the set of complex irreducible characters of G. For 2
IrrC .G/, let V be a left CŒG-module with character . We write LS .s; / for the
S -truncated Artin L-function attached to which for Re.s/ > 1 is given by the Euler
product Y 1
LS .s; / D det 1 N.v/ s w j VIw :
v62S
Each element in CŒG may be viewed as a complex valued function on G. The ir-
reducible characters constitute
Q a basis of the centre and we thus have a canonical
isomorphism .CŒG/ ' 2IrrC .G/ C. We define the equivariant S -truncated Artin
L-function to be the meromorphic .CŒG/-valued function

LS .s/ WD LS .s; / 2IrrC .G/ :
If T is a second finite set of places of K such that S \ T D ;, we define

Y
ıT .s; / D det 1 N.v/1 s w 1 j VIw
v2T
and
ıT .s/ WD ıT .s; / 2IrrC .G/
:
We set
‚S;T .s/ WD ıT .s/ LS .s/] ;
where ] W CŒG ! CŒG denotes the anti-involution induced by g 7! g 1 for g 2 G.
Note that LS .s/] D .LS .s; //
L 2IrrC .G/ where L denotes the character contragredient
368 A. Nickel
to . The functions ‚S;T .s/ are the so-called .S; T /-modified G-equivariant L-
functions, and we define Stickelberger elements
ST .L=K/ D ST WD ‚S;T .0/ 2 .QŒG/:
Note that a priori we only have ST 2 .CŒG/, but by a result of Siegel [34] we know
that ST has rational coefficients. If T is empty, we abbreviate ST to S .
Remark 16.1.1. Let 2 IrrC .G/ and let rS ./ be the order of vanishing of LS .s; /
at s D 0. Then by [37, Chapitre I, Proposition 3.4] one has
X
rS ./ D dimC .VGw / dimC .VG /: (16.1.1)
v2S
Thus if either is non-trivial and S contains an (infinite) place v such that VGw ¤ 0
or is trivial and jS j > 1 then the -part of ST vanishes. Now suppose that S con-
tains all ramified primes. Then if ST is non-trivial, precisely one of the following
possibilities occurs: (i) K is totally real and L is totally complex, (ii) K is an imag-
inary quadratic field, L=K is unramified and S D S1 or (iii) L D K D Q and
S D S1 .
16.2 The abelian case

In this section we assume that the extension L=K is abelian. Let L denote the roots
of unity in L. It was independently shown in [1, 8, 14] that one has
AnnZŒG .L /S ZŒG (16.2.1)
whenever S contains the set Sram of all places of K that ramify in L=K. We now state
Brumer’s conjecture as discussed by Tate [37].
Conjecture 16.2.1 (B.L=K; S /). Let L=K be an abelian extension of number fields
with Galois group G and let S be a finite set of places of K containing the set S1
and all places of K that ramify in L=K. Then one has
AnnZŒG .L /S AnnZŒG .clL /:
We will discuss relevant results on Brumer’s conjecture and its generalisations

in §16.4 below. Here we only mention that for absolutely abelian number fields
Brumer’s conjecture follows from Stickelberger’s theorem from the late 19th century.
Theorem 16.2.2 (Stickelberger [36]). Assume that L is abelian over Q. Then,

Brumer’s conjecture B.L=K; S / holds.
Remark 16.2.3. Consider the three cases of Remark 16.1.1. In case (iii),
Brumer’s conjecture (and also the Brumer–Stark conjecture below) is trivial. Case
(ii) follows from the fact that each ideal of L becomes principal in the Hilbert class
field of L (see [17, Remark 6.3]). Finally, case (i) can be reduced to the case that L
is a CM-field (see [17, Proposition 6.4]).
Therefore, we shall henceforth assume that L=K is a CM-extension, that is, L is a

CM-field, K is totally real and complex conjugation induces a unique automorphism
j in G.
Let wL be the cardinality of L . Then clearly wL 2 AnnZŒG .L / and so
Brumer’s conjecture asserts that awL S is a principal ideal for every fractional ideal a
in L. The Brumer–Stark conjecture now gives precise information on a generator of
this ideal. To make this precise, we need the following definition.
Definition 16.2.4. Let L be a CM-field. Then, 2 L is called an anti-unit if

1Cj D 1.
Conjecture 16.2.5 (BS.L=K; S /). Let L=K be an abelian CM-extension with Ga-
lois group G and let S be a finite set of places of K containing the set S1 and all
places of K that ramify in L=K. Then, for every non-zero fractional ideal a in L,
there is an anti-unit 2 L such that
1. awL S D ./.
p
2. The extension L. wL /=K is abelian.
Here, the first part almost follows from B.L=K; S /, and Harold Stark originally
suggested that the second condition might hold. The conjecture was first stated in
published form by Tate [37].
Remark 16.2.6. An anti-unit 2 L that fulfils (1) is determined up to a root of

unity.
In order to generalise these conjectures to arbitrary Galois CM-extensions, we

need reformulations of both conjectures. For this, we introduce the following termi-
nology. Let S and T be two finite sets of places of K. We then say that Hyp.S; T / is
satisfied if the following holds:
S contains all the archimedean places of K and all places which ramify in
L=K, i.e. S Sram [ S1 .
S \ T D ;.
T
EL;S is torsionfree.
T
Remark 16.2.7. Note that EL;S is torsionfree whenever T contains at least two
places of different residue characteristic or at least one place of sufficiently large
norm.
370 A. Nickel
Lemma 16.2.8. Let S be a finite set of places of K containing Sram [ S1 . Then, the
elements 1 N.v/w 1 , where v runs through all the finite places of K such that the
sets S and Tv WD fvg satisfy Hyp.S; Tv /, generate AnnZŒG .L /. Moreover, if we
restrict to totally decomposed primes v, the greatest common divisor of the integers
1 N.v/ equals wL .
Proof. This is an obvious reformulation of [37, Ch. IV, Lemma 1.1].
Corollary 16.2.9. Let L=K be an abelian extension of number fields and let S be
a finite set of places of K containing the set S1 and all places of K that ramify in
L=K. Then, Brumer’s conjecture B.L=K; S / holds if and only if
ST 2 AnnZŒG .clL /
for all finite sets T of L such that Hyp.S; T / is satisfied.
Proof. We have ST D ıT .0/S and ıT .0/ 2 AnnZŒG .L / whenever Hyp.S; T / is
satisfied. As ıTv .0/ D 1 N.v/w 1 , the result follows from Lemma 16.2.8.
Let NL=K W L ! K be the field-theoretic norm map. For 2 L we define
S WD fv finite place of K W v j NL=K ./g:
Proposition 16.2.10. Let S be a finite set of places of K containing Sram [ S1 .

Then, the Brumer–Stark conjecture BS.L=K; S / is equivalent to the following claim:
For every non-zero fractional ideal a of L there is an anti-unit 2 L such that
awL S D ./
and, for each finite set T of primes of K such that Hyp.S [ S ; T / is satisfied, there
is an T 2 EST such that
ıT .0/ D TwL : (16.2.2)
Proof. This is [37, Ch. IV, Prop. 1.2].
Remark 16.2.11. In many cases, one can omit the condition that is an anti-unit:
Suppose that the order of a in the class group is odd. Then, we may write a D b2 .u/
for some u 2 L . Now assume that bwL S is principal and generated by some
ˇ 2 L such that (16.2.2) holds with replaced with ˇ. As .1 j /S D 2S , we
then have awL S D ./, where WD uwL S ˇ 1 j is an appropriate anti-unit.
16.3 The general case

16.3.1 How to generalise to non-abelian extensions? Now let L=K be an arbi-
trary Galois CM-extension with Galois group G. How can we formulate Brumer’s
conjecture and the Brumer–Stark conjecture for this more general situation?
We still have the Stickelberger elements ST at our disposal. In view of Corollary
16.2.9 one is tempted to conjecture that ST still annihilates the class group whenever
Hyp.S; T / is satisfied. Although the Stickelberger elements always belong to the
centre of QŒG, it is, however, in general not true that ST has integral coefficients.
Thus ST does in general not even act on the class group!
3
p ispdue to Nomura [32, §6]. Let ˛ be a root of x
Example 16.3.1. This example
11x C 7 and set L D Q. 3; 4001; ˛/. Then, L=Q is a Galois CM-extension
with Galois group G isomorphic to Z=2Z S3 , where j generates the first factor and
S3 denotes the symmetric group on 3 letters. We write
S3 D h; j 3 D 2 D 1; 1
D 1
i:
Then Sram D f3; 4001g and for S D Sram [ S1 and T D f7g one has
1
ST D .1 j / 3410 1774. C 2 / C 44. C C 2 /
3
which visibly does not belong to ZŒG.
The idea is to replace the centre of ZŒG by a larger ring I .G/ such that ST always
belongs to I .G/ and such that I .G/ D ZŒG when G is abelian. In order to achieve
annihilators, one then has to multiply by a certain ‘denominator ideal’ H.G/. We
next introduce these purely algebraic objects.
16.3.2 Denominator ideals and the integrality ring Let R be a Noetherian inte-
grally closed domain with field of fractions E. Let A be a finite-dimensional sepa-
rable E-algebra and let A be an R-order in A. Our main examples are group rings
A D RŒG and A D EŒG, where R and E are either Z and Q or Z p and Q p for
a prime p, respectively. The reduced norm map nr D nrA W A ! .A/ is defined
component-wise on the Wedderburn decomposition of A and extends to matrix rings
over A (see [10, §7D]). We choose a maximal R-order M such that A M A.
Following [20, §3.6], for every matrix H 2 Mnn .A/ there is a generalised adjoint
matrix H 2 Mnn .M/ such that H H D HH D nr.H / 1nn (note that the
conventions in [20, §3.6] slightly differ from those in [26]). If HQ 2 Mnn .A/ is a
second matrix, then .H HQ / D HQ H . We define
H.A/ WD fx 2 .A/ j xH 2 Mnn .A/ 8H 2 Mnn .A/ 8n 2 Ng;

I .A/ WD hnr.H / j H 2 Mnn .A/; n 2 Ni .A/ :
One can show that these are R-lattices satisfying
H.A/ I .A/ D H.A/ .A/ I .A/ .M/: (16.3.1)
Hence H.A/ is an ideal in the commutative R-order I .A/. We will refer to H.A/ and
I .A/ as the denominator ideal and the integrality ring of the R-order A, respectively.
372 A. Nickel
Remark 16.3.2. The integrality ring is the smallest subring of .A/ that contains
.A/ and the image of the reduced norm of all matrices with entries in A. The de-
nominator ideal measures the failure of the generalised adjoint matrices having coef-
ficients in A.
If p is a prime and G is a finite group, we set

I .G/ WD I .ZŒG/; Ip .G/ WD I .Z p ŒG/;
H.G/ WD H.ZŒG/; Hp .G/ WD H.Z p ŒG/:
The first claim of the following result is a special case of [20, Prop. 4.4]. The second
claim then follows easily from (16.3.1).
Proposition 16.3.3. Let p be prime and G be a finite group. Then, one has Hp .G/ D
.Z p ŒG/ if and only if p does not divide the order of the commutator subgroup of
G. Moreover, in this case, we have Ip .G/ D .Z p ŒG/.
Let A D RŒG, where R is either Z or Z p for a prime p. As above let M be

a maximal order containing A. The central conductor of M over A is defined to be
F .A/ WD fx 2 .M/jxM Ag and is explicitly given by (cf. [10, Thm. 27.13])
M jGj
1
F .A/ D D .E./=E/; (16.3.2)

.1/
1
where D .E./=E/ denotes the inverse different of the extension
E./ WD E..g/ W g 2 G/ over E D Quot.R/
and the sum runs over all irreducible characters of G modulo Galois action. It is clear
from the definition that we always have F .A/ H.A/. As above we set
F .G/ WD F .ZŒG/; Fp .G/ WD F .Z p ŒG/:
Example 16.3.4. Let p and ` be primes with ` odd. We compute the denominator
ideals of Z p ŒD2` , where D2` denotes the dihedral group of order 2`. In the case
` D 3, one has D6 ' S3 , the symmetric group on three letters. We let Mp .D2` / be
a maximal Z p -order containing Z p ŒD2` . Then
(
.Z p ŒD2` /; if p ¤ `,
Hp .D2` / D
Fp .D2` /; if p D `;
(
.Z p ŒD2` /; if p ¤ `,
Ip .D2` / D
.Mp .D2` // if p D `.
In fact, in the case that p ¤ `, the result follows from Proposition 16.3.3. In the case
p D `, the result is established in [20, Ex. 6].
Example 16.3.5. Let p be a prime and let q D `n be a prime power. We con-

sider the group Aff.q/ D Fq Ì F q of affine transformations on Fq , the finite field
with q elements. Let Mp .Aff.q// be a maximal Z p -order such that Z p ŒAff.q/
Mp .Aff.q// Q p ŒAff.q/. Then by [21, Prop. 6.7] we have
(
.Z p ŒAff.q//; if p ¤ `,
Hp .Aff.q// D
Fp .Aff.q//; if p D ` ¤ 2;
(
.Z p ŒAff.q//; if p ¤ `,
Ip .Aff.q// D
.Mp .Aff.q///; if p D ` ¤ 2.
If p D ` D 2, then we have containments

2H2 .Aff.q// F2 .Aff.q// H2 .Aff.q//;
2.M2 .Aff.q/// I2 .Aff.q// .M2 .Aff.q///:
Note that the commutator subgroup of Aff.q/ is Fq so that the case p ¤ ` again
follows from Proposition 16.3.3.
Example 16.3.6. Let S4 be the symmetric group on 4 letters. If p is an odd prime,

then Ip .S4 / D .Mp .S4 // and Hp .S4 / D Fp .S4 /. However, if p D 2 we have
F2 .S4 / ¨ H2 .S4 / ¨ .Z 2 ŒS4 /I
.Z 2 ŒS4 / ¨ I2 .S4 / ¨ .M2 .S4 //:
This follows from [21, Prop. 6.8].
16.3.3 Integrality conjectures Assume that L=K is a Galois CM-extension with

Galois group G. Let S be a finite set of places of K containing Sram [S1 . We choose
a maximal order M.G/ such that ZŒG M.G/ QŒG. If T is a finite set of
places of K such that Hyp.S; T / is satisfied, then ıT .0/ D nr.1 N.v/w 1/ belongs
to .M.G//. We define AS to be the .ZŒG/-submodule of .M.G// generated by
the elements ıT .0/, where T runs through the finite sets of places of K such that
Hyp.S; T / is satisfied.
Conjecture 16.3.7. Let S be a finite set of places of K containing Sram [ S1 . Then,

we have an inclusion
AS S I .G/:
As the integrality ring I .G/ is always contained in the centre of the maximal
order M.G/, we may also state the following considerably weaker conjecture.
Conjecture 16.3.8. Let S be a finite set of places of K containing Sram [ S1 . Then

we have an inclusion
AS S .M.G//:
374 A. Nickel
Remark 16.3.9. If p is a prime, we let Mp .G/ WD Z p ˝ M.G/ which is a maximal

Z p -order in Q p ŒG. As we have
\ \
I .G/ D .QŒG/ \ Ip .G/ and .M.G// D .QŒG/ \ .Mp .G//
p p
the integrality conjectures of this section naturally decompose into local conjectures
at each prime p.
Example 16.3.10. Consider the Galois CM-extension L=Q from Example 16.3.1.
As before let S D Sram [ S1 and T D f7g. We have seen that in this case ST does
not lie in .Z 3 ŒG/. However, one has

71 1 13 37
ST D nr .1 j / C 11 2 C 19 C C 2 2 I3 .G/:
2 2 2 2
Theorem 16.3.11. Both Conjecture 16.3.7 and Conjecture 16.3.8 hold when L=K is
abelian.
Proof. Lemma 16.2.8 implies that AS D AnnZŒG .L /. Then, the result follows
from (16.2.1) and the fact that I .G/ D ZŒG in this case.
Recall that a finite group is called monomial if each of its irreducible characters is
induced by a linear character of a subgroup. The class of monomial groups includes
all nilpotent groups [10, Thm. 11.3] and, more generally, all supersoluble groups [38,
Ch. 2, Cor. 3.5].
Theorem 16.3.12. Let L=K be a Galois extension with Galois group G ' H C ,
where H is monomial and C is abelian. Let S be a finite set of places of K containing
Sram [ S1 . Then, we have an inclusion
AS S .M.H //ŒC :
In particular, Conjecture 16.3.8 is true for monomial extensions.
Proof. This is due to the author [30, Thm. 1.2]. The proof heavily relies on the
abelian case and functoriality of Artin L-functions.
For non-abelian extensions, unconditional results on Conjecture 16.3.7 are
rather sparse. Here we only mention the following special case of [30, Cor. 5.12].
Corollary 16.3.13. Let ` be an odd prime. Let L=K be a Galois CM-extension with
Galois group isomorphic to D4` , the dihedral group of order 4`. Then, Conjecture
16.3.7 holds.
Proof. We first note that D4` ' D2` C2 with C2 WD Z=2Z and that dihedral
groups are monomial. Taking Example 16.3.4 into account, we see that the p-part of
Conjecture 16.3.7 directly follows from Theorem 16.3.12 if p is odd. Now consider
the case p D 2. Let N be the commutator subgroup of D2` so that D2` =N ' C2 .
It follows from [21, Proposition 2.13] that the group ring Z 2 ŒD2` is ‘N -hybrid’
meaning that it decomposes into a direct product of Z 2 ŒD2` =N ' Z 2 ŒC2 and some
maximal order (see Definition 16.4.23 below). As
I2 .D4` / D .Z 2 ŒD4` / D .Z 2 ŒD2` /ŒC2 ;

the result follows by combining Theorems 16.3.12 and 16.3.11.
We put !L WD nr.jL j/ D nr.wL /.
Proposition 16.3.14. Let S be a finite set of places of K containing Sram [ S1 .

1. Suppose that Conjecture 16.3.7 holds. Then,
!L S 2 I .G/:
2. Suppose that Conjecture 16.3.8 holds. Then,
!L S 2 .M.G//:
Proof. It suffices to show that !L S 2 Ap .G/ for each prime p, where Ap .G/ D
Ip .G/ in case (1) and Ap .G/ D .Mp .G// in case (2). By Lemma 16.2.8, there is
a totally decomposed place v0 of K (in fact infinitely many places) such that jL j D
.1 N.v0 // c, where c is a unit in Z p , and such that Hyp.S; T0 / is satisfied with
T0 WD fv0 g. As nr.c/ belongs to Ap .G/, we have
!L S D nr.c/ST0 2 Ap .G/
as desired.
16.3.4 The non-abelian Brumer and Brumer–Stark conjectures The following

conjecture was first formulated in [27] and is a non-abelian generalisation of Brumer’s
Conjecture 16.2.1.
Conjecture 16.3.15 (B.L=K; S /). Let S be a finite set of places of K containing

Sram [ S1 . Then, for each x 2 H.G/, we have
x AS S Ann .ZŒG/ .clL /:
Remark 16.3.16. Suppose that G is abelian. As we have already observed, Lemma

16.2.8 implies that AS D AnnZŒG .L / in this case. Since we have H.G/ D ZŒG,
Conjecture 16.3.15 recovers Brumer’s Conjecture 16.2.1.
Remark 16.3.17. When Conjecture 16.3.7 holds, then x AS S is at least contained

in .ZŒG/ for each x 2 H.G/.
376 A. Nickel
Remark 16.3.18. If M is a finitely generated Z-module and p is a prime, we define

its p-part to be M.p/ WD Z p ˝ M . Replacing the class group clL by clL .p/ for
each prime p, Conjecture B.L=K; S / naturally decomposes into local conjectures
B.L=K; S; p/. It is then possible to replace H.G/ by Hp .G/ (see [27, Lem. 1.4]).
Moreover, if p does not divide the order of the commutator subgroup of G then
Hp .G/ D Ip .G/ D .Z p ŒG/ by Proposition 16.3.3 and so granting the hypotheses
on S the statement of the local conjecture simplifies to
AS S Ann .Z p ŒG/ .clL .p//:
Remark 16.3.19. Burns [3] has also formulated a conjecture which generalises many
refined Stark conjectures to the non-abelian situation. In particular, it implies Con-
jecture 16.3.15 (see [3, Prop. 3.5.1]). A further approach to non-abelian Brumer and
Brumer–Stark conjectures is due to Dejou and Roblot [13].
Recall that !L WD nr.jL j/. The following is a non-abelian generalisation of the

Brumer–Stark Conjecture 16.2.5.
Conjecture 16.3.20 (BS.L=K; S /). Let S be a finite set of places of K containing

Sram [ S1 . Then for each x 2 H.G/ we have x !L S 2 .ZŒG/. Moreover, for
each non-zero fractional ideal a of L, there is an anti-unit D .x; a; S / 2 L such
that
ax!L S D ./
and for each finite set T of primes of K such that Hyp.S [ S ; T / is satisfied there is
T
an T 2 EL;S
such that
zıT .0/ D Tz!L
for each z 2 H.G/.
Remark 16.3.21. If G is abelian, we have
I .G/ D H.G/ D ZŒG and !L D jL j D wL :
Hence it suffices to treat the case x D z D 1 in this situation. Then, Proposi-

tion 16.2.10 implies that Conjecture 16.3.20 generalises Conjecture 16.2.5.
Remark 16.3.22. Suppose that Conjecture 16.3.7 holds. Then, !L S 2 I .G/ by

Proposition 16.3.14 and thus x !L S 2 .ZŒG/ for each x 2 H.G/.
Remark 16.3.23. When we restrict to ideals whose classes in clL have p-power or-
der, we again obtain local conjectures BS.L=K; S; p/ for each prime p.
16.3.5 The weak Brumer and Brumer–Stark conjectures Since H.G/ always
contains the central conductor F .G/, we can state the following weaker versions
of Conjectures B.L=K; S / and BS.L=K; S /.
Conjecture 16.3.24 (Bw .L=K; S /). Let S be a finite set of places of K containing
Sram [ S1 . Then, for each x 2 F .G/ we have
x AS S Ann .ZŒG/ .clL /:
Conjecture 16.3.25 (BSw .L=K; S /). Let S be a finite set of places of K containing
Sram [ S1 . Then for each x 2 F .G/ we have x !L S 2 .ZŒG/. Moreover, for
each non-zero fractional ideal a of L, there is an anti-unit D .x; a; S / 2 L such
that
ax!L S D ./
and, for each finite set T of primes of K such that Hyp.S [ S ; T / holds, there is an
T 2 EST such that
zıT .0/ D Tz!L
for each z 2 F .G/.
Remark 16.3.26. Suppose that Conjecture 16.3.8 holds. Then both x AS S and
x !L S lie in .ZŒG/ (for the latter use Proposition 16.3.14).
Remark 16.3.27. We may again formulate local conjectures Bw .L=K; S; p/ and

BSw .L=K; S; p/ for each prime p.
16.3.6 Implications between the conjectures We first discuss dependence on the

set S .
Lemma 16.3.28. Let S and S 0 be two finite sets of places of K such that S contains
Sram [ S1 . If S S 0 , one has
B.L=K; S / H) B.L=K; S 0 /
Bw .L=K; S / H) Bw .L=K; S 0 /
BS.L=K; S / H) BS.L=K; S 0 /
BSw .L=K; S / H) BSw .L=K; S 0 /:
Proof. We only give the proof in the case of Brumer’s conjecture; the other cases
followQsimilarly. So assume that B.L=K; S / holds. We have S 0 D nr./S , where
D v2S 0 nS .1 w 1 / 2 ZŒG. If x lies in H.G/, so does xQ WD x nr./. Hence
we see that xAS 0 S 0 xA
Q S S belongs to .ZŒG/ and annihilates clL .
The relation between the Brumer–Stark conjecture and Brumer’s conjecture is
slightly more subtle.
Lemma 16.3.29. Let S be a finite set of places of K containing Sram [ S1 . Then,

BS.L=K; S / H) B.L=K; S /
BSw .L=K; S / H) Bw .L=K; S /
378 A. Nickel
Proof. We give the proof for the strong conjectures. Let a be a non-zero fractional
ideal of L and let x 2 H.G/. Then ax!L S D ./ and ./zıT .0/ D .T /z!L for all
z 2 H.G/. Hence
T
axz!L S D ./zıT .0/ D .T /z!L : (16.3.3)
Since !L 2 .QG/ , we find N 2 N such that N !L 1 2 .ZŒG/. Moreover,
jGj .ZŒG/ F .G/ H.G/ such that we may choose z D jGj N !L 1 .
However, the group of fractional ideals has no Z-torsion such that equation (16.3.3)
implies that x ST belongs to .ZŒG/ (take a to be a totally decomposed prime) and
T
axS D .T /.
16.3.7 A strong Brumer–Stark property
Definition 16.3.30. Let S be a finite set of places of K containing Sram [ S1 . We

say that L=K satisfies the strong Brumer–Stark property SBS.L=K; S / if
1 T
H.G/ Ann .ZŒG/ .clTL /
2 S
for all finite sets T of K such that Hyp.S; T / holds.
Remark 16.3.31. It is clear that SBS.L=K; S / holds if and only if

1 T
Hp .G/ Ann .Z p ŒG/ .clTL .p//
2 S
for all primes p. It is then easy to see that the strong Brumer–Stark property
S tBS.L=K; S; p/ as discussed in [27] for all p implies our strong Brumer–Stark
property SBS.L=K; S /.
Remark 16.3.32. It follows as in the proof of Lemma 16.3.28 that SBS.L=K; S /

implies SBS.L=K; S 0 / whenever S S 0 .
Proposition 16.3.33. Let S be a finite set of places of K containing Sram [S1 . Then,
SBS.L=K; S / implies BS.L=K; S /.
Proof. The proof is similar to [27, Prop. 3.9].
Remark 16.3.34. In order to prove BS.L=K; S / and B.L=K; S /, it thus suffices to

show that, for every prime p, we have:
1 T
Hp .G/ Ann .Z p ŒG/ .clTL .p//
2 S
for all finite sets T of K such that Hyp.S; T / holds. We refer to this property as
SBS.L=K; S; p/. This is in fact not much stronger than BS.L=K; S; p/. Nomura
[32, Proposition 4.2] showed that for odd p in fact SBS.L=K; S; p/ and
BS.L=K; S; p/ are equivalent.
Remark 16.3.35. Replacing the denominator ideal H.G/ by the central conductor
F .G/ one can formulate a weaker variant SBSw .L=K; S / such that SBSw .L=K; S /
implies BSw .L=K; S / (we refrain from calling this the “weak strong Brumer–Stark
property” for obvious reasons).
16.4 Relations to further conjectures and results

16.4.1 The relation to the equivariant Tamagawa number conjecture We only
give a vague description of the statement of the equivariant Tamagawa number con-
jecture (ETNC) for the relevant Tate motive as formulated by Burns and Flach [6].
Let L=K be a finite Galois extension of number fields with Galois group G. We
regard h0 .Spec.L// as a motive defined over K and with coefficients in the semisim-
ple algebra QŒG. Let A be a Z-order such that ZŒG A QŒG. The ETNC
for the pair .h0 .Spec.L//; A/ asserts that a certain canonical element T .L=K; A/
of the relative algebraic K-group K0 .A; R/ vanishes. This element incorporates the
leading coefficients of the Artin L-functions attached to the irreducible characters of
G and certain cohomological Euler characteristics.
We note that the ETNC for the pair .h0 .Spec.L//; ZŒG/, the Lifted Root Num-
ber Conjecture of Gruenberg, Ritter and Weiss [19], the vanishing of the element
T .L=K; 0/ defined in [2, §2.1], and the ‘leading term conjecture at s D 0’ of [5]
are all equivalent (see [2, Theorems 2.3.3 and 2.4.1] and [5, Remarks 4.3 and 4.5]).
Moreover, Burns and Flach [7, §3, Cor. 1] show that the ETNC for the pair
.h0 .Spec.L//; M.G//, where M.G/ is a maximal order, is equivalent to the strong
Stark conjecture (as formulated by Chinburg [9, Conj. 2.2]) for L=K.
If L=K is a Galois CM-extension, the ETNC (over the maximal order, and in
general away from its 2-primary part) naturally decomposes into a plus and a minus
part. The following result is due to the author [27, Thm. 3.5].
Theorem 16.4.1. Let L=K be a Galois CM-extension of number fields with Galois
group G. Let M.G/ be a maximal order in QŒG containing ZŒG. Then, the mi-
nus part of the ETNC for the pair .h0 .Spec.L//; M.G// implies BSw .L=K; S / and
Bw .L=K; S / for all finite sets S of places of K containing S1 [ Sram .
There is also a prime-by-prime version of Theorem 16.4.1 (see [27, Thm. 4.1]).
Combined with [28, Cor. 2] this leads to the following unconditional result (see also
[27, Cor. 4.2]). We denote the maximal totally real subfield of L by LC and let L0 be
the Galois closure of L over Q. For a natural number n we let n be a primitive n-th
root of unity.
Theorem 16.4.2. Let p be an odd prime. Assume that no prime of LC above p

splits in L whenever L0 .L0 /C .p /. Then, BSw .L=K; S; p/ and Bw .L=K; S; p/
are true for every set S of places of K containing Sram [ S1 .
380 A. Nickel
Remark 16.4.3. We stress that for a given extension L=K the hypotheses on p in
Theorem 16.4.2 are fulfilled by all primes that do not ramify in L0 . In particular, the
hypotheses are satisfied by all but finitely many primes.
Theorem 16.4.4. Let L=K be a Galois CM-extension of number fields with Galois
group G. Let p be an odd prime. Then, the minus p-part of the ETNC for the pair
.h0 .Spec.L//; ZŒG/ implies BS.L=K; S; p/ and B.L=K; S; p/ for all finite sets S
of places of K containing S1 [ Sram .
Proof. When L .p/ is a cohomologically trivial G-module, this is due to Grei-

ther [16] (if G is abelian) and to the author [27, Thm. 5.1]; this includes the cases
L .p/ D 1 and p − jGj. The general case follows from recent work of Burns [4,
Proof of Cor. 3.11 (iii)].
Remark 16.4.5. The proofs of Theorem 16.4.4 actually show that a refinement of
SBS.L=K; S; p/ holds and then use an argument similar to Proposition 16.3.33.
There are meanwhile quite a few cases where the ETNC has been verified for cer-
tain non-abelian extensions. Here we only mention the following result of Johnston
and the author [21, Thm. 4.6].
Theorem 16.4.6. Let L=Q be a Galois extension with Galois group G ' Aff.q/,
where q D `n is a prime power. Then, the ETNC for the pair .h0 .Spec.L//; M.G//
holds and the p-part of the ETNC for the pair .h0 .Spec.L//; ZŒG/ holds for every
prime p ¤ `.
Remark 16.4.7. An extension L=Q as in Theorem 16.4.6 never happens to be a

CM-extension. However, Burns’ conjecture on the annihilation of class groups [3]
predicts non-trivial annihilators for any Galois extension of number fields. Theorem
16.4.6 can then be combined with Example 16.3.5 to show that Burns’ conjecture
holds in this case (up to a factor 2 if ` D 2). This is [21, Thm. 7.6].
Remark 16.4.8. The `-part of the ETNC in the situation of Theorem 16.4.6 is con-
sidered in recent work with Henri Johnston [24]. Suppose in addition that L is to-
tally real and Leopoldt’s conjecture holds for L at `. Then, the ETNC for the pair
.h0 .Spec.L//.1/; ZŒG/ holds. Moreover, the ETNC for the pair .h0 .Spec.L//; ZŒG/
holds if ` is at most tamely ramified (see [24, Cor. 10.6]). For the proof one has to
verify the ‘`-adic Stark conjecture at s D 1’ for L=Q which might be seen as an
analogue at s D 1 of Gross’ conjecture 16.4.15 below.
16.4.2 p-adic Artin L-functions Let p be an odd prime and let K be a totally real
field. Let L=K be a Galois extension of K such that L is totally real and contains the
cyclotomic Z p -extension K1 of K and ŒL W K1 is finite. We put G WD Gal.L=K/
and K WD Gal.K1 =K/ ' Z p such that G ' H Ì , where H WD Gal.L=K1/ and
D G =H ' K . Thus L=K is a one-dimensional p-adic Lie extension. We choose

a topological generator K of K .
We write cyc for the p-adic cyclotomic character
cyc W Gal.L.p /=K/ ! Z

p;
defined by ./ D cyc ./ for any 2 Gal.L.p /=K/ and any p-power root of
unity . Let ! and denote the composition of cyc with the projections onto the
first and second factors of the canonical decomposition Z p D Q p .1 C pZ p /,
respectively; thus ! is the Teichmüller character. We note that factors through K
and put u WD . K /.
Fix a character 2 IrrCp .G / and let S be a finite set of places of K containing all
archimedean places and all places that ramify in L=K. Note that S in particular con-
tains the set Sp of all p-adic places. Each topological generator K of K permits the
definition of a power series G ;S .T / 2 Q cp ˝Q p Quot.Z p ŒŒT / by starting out from
the Deligne–Ribet power series for one-dimensional characters of open subgroups of
G (see [8, 14, 1]) and then extending to the general case by using Brauer induction
(see [15]). One then has an equality
s
G ;S .u 1/
Lp;S .1 s; / D ;
H .us 1/
where Lp;S .s; / W Z p ! Cp denotes the ‘S -truncated p-adic Artin L-function’

(a p-adic meromorphic function) attached to constructed by Greenberg [15], and
where, for irreducible , one has
(
. K /.1 C T / 1; if H ker ,
H .T / D
1; otherwise.
16.4.3 The interpolation property and Gross’ conjecture Let p be an odd prime
and choose a field isomorphism W C ' Cp . For a character 2 IrrCp .G / we put

WD 1 ı 2 IrrC .G /. If is a linear character and r > 1 is an integer then for
every choice of field isomorphism W C ' Cp one has the interpolation property
r
Lp;S .1 r; / D .LS .1 r; . ! / // : (16.4.1)
This can be extended to characters of arbitrary degree provided that r > 2 (see [15,
§4]). However, the argument fails in the case r D 1. Nevertheless, it seems plausible
to conjecture the following.
Conjecture 16.4.9. For each 2 IrrCp .G /, one has

1

Lp;S .0; / D LS .0; . ! // :
382 A. Nickel
Remark 16.4.10. As both sides in (16.4.9) are well-behaved with respect to direct
sum, inflation and induction of characters, it is easy to see that Conjecture 16.4.9
holds when is a monomial character (also see the discussion in [18, §2]).
In fact, Conjecture 16.4.9 is a special case of a Conjecture of Gross [18] which

we now recall. Let 2 IrrC .Gal.L.p /=K// be a non-trivial character and let rS ./
be the order of vanishing of the S -truncated Artin L-function LS .s; / at s D 0. We
write LS .0; / for the leading coefficient in the Laurent series expansion of LS .s; /
at s D 0. Now let 2 IrrCp .G / and choose a field isomorphism W C ' Cp . Then,
formula (16.1.1) shows that
1
rS . / WD rS .. ! //
does in fact not depend on the choice of . The first part of Gross’ conjecture [18]
concerns the order of vanishing of p-adic Artin L-functions and asserts the following.
Conjecture 16.4.11. Let 2 IrrCp .G /. Then, the order of vanishing of the S -

truncated p-adic Artin L-function Lp;S .s; / at s D 0 equals rS . /.
Remark 16.4.12. Suppose that is linear. If rS . / vanishes, Conjecture 16.4.11

holds by (16.4.1). The conjecture is also known when rS . / D 1 (see [18, Prop.
2.13]).
Theorem 16.4.13. Let 2 IrrCp .G /. Then, the order of vanishing of the

S -truncated p-adic Artin L-function Lp;S .s; / at s D 0 is at least rS . /.
Proof. For being a linear character, this has been proved by Spiess [35] using
Shintani cocycles (his approach actually allows p to be equal to 2). The general case
has recently been settled by Burns [4, Thm. 3.1].
The rest of this subsection is mainly devoted to (the second part of) Gross’ con-
jecture. This may be skipped by the reader who is only interested in the Brumer and
Brumer–Stark conjectures.
Fix a character 2 IrrCp .G / and choose a Galois CM-extension L over K such
that ! 1 factors through G WD Gal.L=K/. We denote the kernel of the natural
augmentation map ZŒS.L/ ! Z that maps each w 2 S.L/ to 1 by XL;S . The usual
Dirichlet map
L;S W R ˝ EL;S ! R ˝ XL;S

X
1 ˝ 7! log jjw w
w2S.L/
is an isomorphism of RŒG-modules. For each place w of L, Gross [18, §1] defines a

p-adic absolute value
kkw;p W L ! Z p
as the composite map

L ,! L ab
w ! Gal.Lw =Lw / ! Z p I
here, Lab
w denotes the maximal abelian extension of Lw , the first arrow is the natural
inclusion, the second arrow is the reciprocity map of local class field theory and the
last map is the p-adic cyclotomic character. We define a homomorphism of Z p ŒG-
modules
p;L;S W Z p ˝ EL;S ! Z p ˝ XL;S
X
1 ˝ 7! logkkw;p w:
w2S.L/
1
Now, choose a field isomorphism W C ' Cp . Then, L;S and p;L;S induce an
endomorphism
1
.Cp ˝Z p p;L;S / ı .Cp ˝ L;S / W Cp ˝ XL;S ! Cp ˝ XL;S :
We define a p-adic regulator
./ 1
Rp;S . / WD detCp ..Cp ˝Z p p;L;S /ı.Cp ˝ L;S / j HomCp ŒG .V ! 1 ; Cp ˝XL;S //:
Proposition 16.4.14. Fix 2 IrrCp .G / and choose a field isomorphism W C ' Cp .

./
Then Conjecture 16.4.11 holds for if and only if Rp;S . / ¤ 0.
Proof. This follows from [4, Thm. 3.1 (iii)].

Lrp;S .0;
For an integer r, let r
/ be the coefficient of s in the power series expan-
sion of Lp;S .s; / at s D 0. We can now state the second part of Gross’ conjecture.
Conjecture 16.4.15. Fix 2 IrrCp .G / and choose a field isomorphism W C ' Cp .

Then, one has

Lrp;S
S. / ./
.0; / D Rp;S . / LS .0; . ! 1
// :
Remark 16.4.16. By means of Proposition 16.4.14, it is clear that Conjecture 16.4.15

is only interesting when Conjecture 16.4.11 holds.
The following recent result due to Dasgupta, Kakde and Ventullo [12] generalises
the approach developed in [11].
Theorem 16.4.17. Conjecture 16.4.15 holds for linear characters.
Corollary 16.4.18. Suppose that Conjecture 16.4.11 holds for all 2 IrrCp .G /.
Then, Conjecture 16.4.15 is also true for all 2 IrrCp .G /.
Proof. This follows from Theorem 16.4.17 by Brauer induction.

384 A. Nickel
16.4.4 Conditional Results We can now state the following result which has been
proved by Johnston and the author [23, Thm. 5.2 and Cor. 5.4]. We refer to the
‘equivariant Iwasawa main conjecture’ (EIMC) for totally real fields (see [25] or [33],
for instance).
Theorem 16.4.19. Let L=K be a Galois CM-extension with Galois group G and let
p be an odd prime. Suppose that the EIMC for the extension L.p /C
1 =K holds. Sup-
pose further that Conjecture 16.4.9 holds for all irreducible characters of
Gal.L.p /C C
1 =K/ which factor through Gal.L =K/. Then, SBS.L=K; S; p/ and
thus BS.L=K; S; p/ and B.L=K; S; p/ are true for every finite set S of places of K
containing Sp [ Sram [ S1 .
Remark 16.4.20. We write p .F / for the p-adic -invariant attached to the cy-
clotomic Z p -extension of a number field F (see [22, Rem. 4.3] for details). When
p .L.p /C / vanishes, then the EIMC has been proved independently by Kakde [25]
and Ritter and Weiss [33]. Without assuming the vanishing of -invariants consider-
able progress has been made in [22]. This includes the case p − jGj.
Remark 16.4.21. Suppose that L=K is abelian. Then, Conjecture 16.4.9 holds by
(16.4.1). Under the somewhat stronger condition that vanishes, Theorem 16.4.19
has been shown by Greither and Popescu [17] by an entirely different method. This
method has been generalised to arbitrary Galois CM-extensions by the author in [29].
In order to get rid of the p-adic places one has to assume the full strength of
Gross’ conjecture.
Theorem 16.4.22. Let L=K be a Galois CM-extension with Galois group G and
let p be an odd prime. Suppose that p .LC / vanishes or that p − jGj. Suppose
further that Gross’ Conjecture 16.4.11 holds for all 2 IrrCp .Gal.LC
1 =K//. Then,
the minus p-part of the ETNC for the pair h0 .Spec.L/; ZŒG/ holds. In particular,
both BS.L=K; S; p/ and B.L=K; S; p/ are true for all finite sets S of places of K
containing Sram [ S1 .
Proof. This is [4, Cors. 3.8 and 3.11]. Note that the last part follows from Theorem
16.4.4.
16.4.5 Unconditional results We now discuss certain cases where the Brumer–
Stark conjecture holds unconditionally. Let p be aP
prime and let G be a finite group.
For a normal subgroup N E G, let eN D jN j 1 2N be the associated central
trace idempotent in the group algebra Q p ŒG.
Definition 16.4.23. Let N E G. We say that the p-adic group ring Z p ŒG is N -
hybrid if (i) eN 2 Z p ŒG (i.e. p − jN j) and (ii) Z p ŒG.1 eN / is a maximal
Z p -order in Q p ŒG.1 eN /.
Theorem 16.4.24. Let L=K be a finite Galois CM-extension of number fields. Let N
be a normal subgroup of G WD Gal.LC =K/ and let F D .LC /N . Let p be an odd
prime and let P be a Sylow p-subgroup of G WD Gal.F=K/ ' G=N . Suppose that
Z p ŒG is N -hybrid, G is monomial, and F P =Q is abelian. Let S be a finite set of
places of K such that Sp [ Sram .L=K/ [ S1 S . Then, both BS.L=K; S; p/ and
B.L=K; S; p/ are true.
Proof. It follows from the theory of hybrid Iwasawa algebras [22] that the relevant
case of the EIMC holds. We also recall that Conjecture 16.4.9 holds for monomial
characters. Then the result follows from Theorem 16.4.19. See [23, Thm. 10.5] for
details.
We recall that a Frobenius group is a finite group G with a proper nontrivial
subgroup V such that V \ gVg 1 D f1g for all g 2 G V , in which case V is called
a Frobenius complement. A Frobenius group G contains a unique normal subgroup
U , known as the Frobenius kernel, such that G is a semidirect product U Ì V .
Corollary 16.4.25. Let L=K be a finite Galois CM-extension of number fields and
let G D Gal.LC =K/. Suppose that G D U Ì V is a Frobenius group with Frobenius
kernel U and abelian Frobenius complement V . Suppose further that .LC /U =Q is
abelian (in particular, this is the case when K D Q). Let p be an odd prime and let
S be a finite set of places of K such that Sp [ Sram .L=K/ [ S1 S . Suppose that
either p − jU j or U is a p-group (in particular, this is the case if U is an `-group
for any prime `.) Then, both BS.L=K; S; p/ and B.L=K; S; p/ are true.
Proof. This is [23, Cor. 10.7]. We recall the proof for convenience. First note that
G is monomial by [23, Lemma 9.7] since V is abelian. Suppose that p − jU j. Let
N D U and F D .LC /N . Then Z p ŒG is N -hybrid by [23, Prop. 9.4]. Hence, the
desired result follows from Theorem 16.4.24 in this case since F=Q is abelian, which
forces F P =Q to be abelian. Suppose that U is a p-group. Taking N D f1g and
F D LC , we apply Theorem 16.4.24 with G D G and P D U to obtain the desired
result.
Example 16.4.26. In particular, U is an `-group in Corollary 16.4.25 when G is one

of the following Frobenius groups (for a natural number n we denote the cyclic group
of order n by Cn ):
G ' Aff.q/ D Fq Ì F q , where q is a prime power and Aff.q/ is the group of
affine transformations on Fq ,
G ' C` Ì Cq , where q < ` are distinct primes such that q j .` 1/ and Cq
acts on C` via an embedding Cq ,! Aut.C` /,
G is isomorphic to any of the Frobenius groups constructed in
[22, Ex. 2.11].
Note that in particular Aff.3/ ' S3 is the symmetric group on 3 letters (which is the
smallest non-abelian group) and Aff.4/ ' A4 is the alternating group on 4 letters.
386 A. Nickel
In certain situations, we can also remove the condition that Sp S . To illustrate

this, we conclude with the following two results (the first is [23, Thm. 10.10], whereas
the second is due to Nomura [31, 32]).
Theorem 16.4.27. Let L=Q be a finite Galois CM-extension of the rationals. Sup-
pose that Gal.L=Q/ ' hj i G, where G D Gal.LC =Q/ D N Ì V is a Frobe-
nius group with Frobenius kernel N and abelian Frobenius complement V . Suppose
further that N is an `-group for some prime `. Then, both BS.L=Q; S; p/ and
B.L=Q; S; p/ are true for every odd prime p and every finite set S of places of Q
such that Sram .L=Q/ [ S1 S .
Theorem 16.4.28. Let ` be an odd prime. Let L=K be a Galois CM-extension with
Galois group G ' D4` . Let p be a prime and suppose that p does not split in Q.` /.
Then, BS.L=K; S; p/ and B.L=K; S; p/ both hold for every finite set S of places of
K such that Sram [ S1 S .
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Chapter 17
Displays and p-divisible groups
T. Zink
The theory of displays is a Dieudonné theory for formal p-divisible groups which
is an equivalence of categories over an arbitrary p-adic ring. Over a more restricted
class of rings one obtains a classification of all p-divisible groups. We explain ba-
sic ideas and some recent results of this theory. The last paragraph ameliorates the
discussion of isogenies of displays found in the literature.1
17.1 Introduction
Let p be a fixed prime number. Let A be an abelian variety over a field k of charac-
tristic p. The formal group of A is a very interesting and subtle invariant of A. This
is in contrast to the case of characteristic 0 where the formal group is determined by
dim A. Dieudonné gave a classification of the formal groups over k entirely in terms
of linear algebra. This classification was extended to cases where k is replaced by a
p-adic ring R. In the generalisation one has to replace the formal group of A by a
finer invariant, the p-divisible group. To avoid confusion, it must be said that this is
not an abstract group but an inductive limit of commutative finite flat group schemes.
Many of the most important results in arithmetic proved in the last years depend
on a profound konwledge of p-divisible groups. Ever since the introduction of this
notion by J. Tate in 1967, very surprising results on these groups were proved contin-
uously. Some of the main contributors are A. Grothendieck, W. Messing, B. Mazur,
P. Berthelot, J.-M. Fontaine, Ch. Breuil, M. Kisin, F. Oort, A.J. de Jong, A. Vasiu,
L. Fargues, P. Scholze, J. Weinstein.
The classification of p-divisible groups is by objects of linear algebra over a p-
adic ring R which are called displays. In the case of a perfect field R, they coincide
with the classical Dieudonné modules. The notion was developed to study the bad
reduction of Shimura varieties. Some important recent results on p-divisible groups
have been explained in terms of displays.
We review here some linear algebra of displays which is buried in the literature
and we add some supplements. This is essential in order to apply the main theorems
of the classification. This article complements the overview [16]. We mention the
duality theory for displays only briefly. For a concise review of these results we refer
to [5], Chapter 3. In the papers [7] and [8] it is proved that the crystalline cohomology
1 Project B5
390 T. Zink
is often endowed with a display structure. This is applied to deformation theory of

algebraic varieties.
Further applications of the theory can be found in the papers [19, 17, 5, 22].
17.2 Frames
We make the following conventions. A ring will be a commutative ring with unit
element unless otherwise stated. Let S be a ring and let W S ! S be a ring
endomorphism. If M is an S -module, we write
M ./ D S ˝;S M;
where the right S -module structure on S is modified by restriction of scalars via . If
W M ! N is a -linear homomorphism, we define its linearisation ] W M ./ !
N by ] .s ˝ m/ D s.m/. We call a -linear epimorphism if ' ] is surjective, and
we call a -linear isomorphism if ] is bijective.
Frames were introduced in [21] and [11]. Let F=Qp be a finite field extension
and O D OF its ring of integers. We fix a prime element 2 O. Let D O=O be
the residue class field and q D pf D ].
Definition 17.2.1. An O-frame F D .S; I; R; ; / P consists of the following data:

S is an O-algebra, I S is an ideal, R D S=I , W S ! S is an endomorphism of
O-algebras, P W I ! S is a -linear map of S -modules. We require:
(i) The ideal I and the prime number p are contained in the Jacobson radical of
S.
(ii) For each s 2 S , we have .s/ s q mod S .
P / generates S as an S -module.
(iii) The set .I
Lemma 17.2.2. For each O-frame F , there is a unique element 2 S such that
.a/ D .a/
P for a 2 I:
We have 2 I C S and in particular belongs to the radical of S .
Proof. The uniqueness is immediate from condition (iii). Moreover, by (iii) we may
write: X
1 D si P .ai / (17.2.1)
i
for suitable elements si 2 S and ai 2 I . Then, the element
X
D si .ai /
i
satisfies the requirement. This follows if we multiply (17.2.1) by .a/. Finally, by

condition (ii), we have .ai / 2 I C S . Therefore, the same holds for .
Displays and p-divisible groups 391
Definition 17.2.3. A morphism of O-frames
P ! F 0 D .S 0 ; I 0 ; R0 ; 0 ; P 0 /
˛ W F D .S; I; R; ; /
is a ring homomorphism ˛ W S ! S 0 such that ˛.I / I 0 and such that
P 0 .˛.a// D ˛..a//
P for a 2 I:
The last equation implies that
0 .˛.s// D ˛. .s//; s 2 S:
Indeed, by Equation (17.2.1),

X
1 D ˛.si /P 0 .˛.ai //:
i
We multiply (17.2.1) with .s/:

X
.s/ D P i s/:
si .a
i
Then we obtain by the definition
X
˛. .s// D ˛.si /P 0 .˛.ai s//
i
X
D ˛.si /P 0 .˛.ai // 0 .˛.s// D 0 .˛.s//;
i
as required.
Example 17.2.4. Let R be a p-adic ring. We denote by W .R/ the ring p-typical
Witt vectors [2]. It is endowed with the Frobenius endomorphism F and with the
Verschiebung V . The ring W .R/ is again a p-adic ring [20]. We define a Z p -frame
W .R/ D .W .R/; V W .R/; R; ; /;

P
where W W .R/ ! W .R/ is the Frobenius endomorphism ./ D F, and P .V/ D
, for 2 W .R/. We call this the Witt frame.
Example 17.2.5. Let R be an O-algebra. Then the Witt vectors WO .R/ are defined
[1]. As a set, WO .R/ Š RN . There is a unique O-algebra structure which is functorial
in R and such that the maps wn W WO .R/ ! R given by
n n 1 n 2
wn .x0 ; x1 ; x2 ; : : :/ D x0q C x1q C 2 x2q C : : : C n 1 q
xn 1 C n xn
are O-algebra homomorphisms. For x 2 R, the element Œx WD .x; 0; 0; 0; : : :/ is

called the Teichmüller representative.
392 T. Zink
There are maps F; V W WO .R/ ! WO .R/:

V
.x0 ; x1 ; x2 ; : : :/ D .0; x0 ; x1 ; x2 ; : : :/; F
.x0 ; x1 ; x2 ; : : :/ D Œx0q C.x1 ; x2 ; : : :/:
F is a ring homomorphism, V is additive and the following relations hold,
F V D ; V. F/ D .V/; ; 2 WO .R/:
As before, we define an O-frame
WO .R/ D .WO .R/; V WO .R/; R; ; /;

P
F
where ./ D P V/ D , for 2 WO .R/. We call this the Witt frame
and .
relative to O.
Example 17.2.6. Let R ! k be an O-algebra homomorphism. We assume that

k is a perfect field of characteristic p > 3 and that the kernel a is a nilpotent ideal.
Then, we have an exact sequence
0 ! WO .a/ ! WO .R/ ! WO .k/ ! 0:
There is a unique Frobenius equivariant section ı W WO .k/ ! WO .R/. We denote

by WO O .a/ WO .a/ the subset of all Witt vectors which have only finitely many non-
zero components. This is a subring. We denote by WO O .R/ WO .R/ the subring
generated by WO O .a/ and the image of ı. This subring is invariant under F and V . As
before, we obtain a O-frame
O O .R/ D .WO .R/; V WO .R/; R; ; /;
W P
O O
where D F , and P D V 1 as before. We call this the small Witt frame relative
to O. In the case O D Z p we have WO .R/ D W .R/ and we find the Z p -frame of
Example 17.2.4.
Example 17.2.7. Let R; S be p-adic O-algebras. We consider a surjective O-algebra

homomorphism S ! R such that the kernel a is endowed with divided powers
n
relative to O ([1], 1.2.2). This means that expressions .aq = n / for a 2 a are defined
such that the following properties hold. We define the divided Witt polynomials for
.a0 ; a1 ; a2 ; : : :/ 2 WO .a/:
n n 1
aq aq anq 1
w0n .a0 ; a1 ; a2 ; : : :/ D 0n C 1n 1
C:::C C an :

Taken together, the w0n define an isomorphism of O-modules
WO .a/ Š aN : (17.2.2)
The image of a Witt vector on the right hand side is called its logarithmic coordi-
nates Œu0 ; u1 ; : : :, ui 2 a. We have
F V
Œu0 ; u1 ; u2 ; : : : D Œu1 ; u2 ; u3 ; : : :; Œu0 ; u1 ; u2 ; : : : D Œ0; u0 ; u1 ; : : ::
By (17.2.2), aN becomes a WOF .S /-module:
Œu0 ; u1 ; u2 ; : : : D Œw0 ./u0 ; w1 ./u1; w2 ./u2 ; : : :; 2 WOF .S /
We denote by JO .S / the kernel of the composite map

w0
WO .S / ! WO .R/ ! R: (17.2.3)
1
We have JO .S / D IO .S / C WO .a/. We extend V W IO .S / ! WO .S / to a map
P W JO .S / ! WO .S / (17.2.4)
by setting
P 0 ; u1 ; u2 ; : : :/ D Œu1 ; u2 ; u3 ; : : :;
.Œu ui 2 a:
With respect to the maps (17.2.3), (17.2.4) we obtain a O-frame
WO .S=R/ D .WO .S /; JO .S /; R; ; /;

P (17.2.5)
where D F is the Frobenius endomorphism of WO .S /. We call this the relative

Witt frame.
Let R ! k and S ! k as in Example 17.2.6. Let ˛W S ! R be a surjective
O-algebra homomorphism compatible with the augmentations to k and such that the
kernel of ˛ is endowed with divided powers. Then we can define the small relative
Witt frame
O .S=R/ D .WO .S /; JO .S /; R; ; /:

W P
O O O
17.3 Displays
Definition 17.3.1. Let F be a O-frame. An F -display (or window) P D .P; Q;
F; FP / consists of the following data:
A finitely generated projective S -module P , a submodule Q P , and two -
linear maps
F W P ! P; FP W Q ! P:
The following conditions are required.
(i) IP Q:
(ii) The factor module P =Q is a finitely generated projective R-module.
394 T. Zink
(iii) If a 2 I and x 2 P , we have the relation
FP .ax/ D .a/F
P x:
(iv) FP .Q/ generates P as an S -module.

(v) The projective R-module P =Q lifts to a finitely generated projective S -module.
More precisely, the last condition says that there is a finitely generated projective
S -module T such that P =Q ' R ˝S T .
We call rankWO .R/ P the height of P and rankR P =Q the dimension of P . Mor-
phisms of F -displays are defined in the obvious way.
Remarks: Let 2 S be the element in Lemma 1. Then, we have
F .y/ D FP .y/; for y 2 Q:
Indeed, we multiply Equation (17.2.1) with F .y/ and obtain

X X
F .y/ D si FP .ai y/ D si .ai /FP .y/:
i i
It follows from the axioms that there exist S -submodules L and T of P such that
P D T ˚ L; Q D IT ˚ L (17.3.1)
Indeed, choose a finitely generated projective S -module T which lifts P =Q. Then,
we find an S -module homomorphism which makes the following diagram commuta-
tive,
P❉ /T
❉❉
❉❉
❉❉
❉"
P =Q
The homomorphism P ! T is surjective by the lemma of Nakayama. Let L be the
kernel. Taking a splitting of the exact sequence
0 !L !P !T ! 0;
we obtain the decomposition (17.3.1). We will call (17.3.1) a normal decompositon

of P .
The -linear homomorphism
F ˚ FP W T ˚ L ! P
is then a -linear isomorphism. Indeed, consider its linearisation
.F ˚ FP /] W .T ˚ L/./ ! P: (17.3.2)
Since we have projective modules of the same rank on both sides, it is enough to show
that (17.3.2) is surjective. By the axioms, the elements of the form
FP .at C l/; for a 2 I; t 2 T; l 2 L
generate the S -module P . Since FP .at C l/ D .a/F
P .t/ C FP .l/, the surjectivity of
(17.3.2) follows.
Assume conversely that we are given a finitely generated projective
S -module P , a decomposition P D T ˚ L, and an isomorphism
ˆ W P ./ ! P:
We may write !! !

t0 A B t0
ˆ D : (17.3.3)
l0 C D l0
Here, A W T ./ ! T , B W L./ ! T , C W T ./ ! L, B W L./ ! L are
S -linear homomorphisms and t 0 2 T ./ , l 0 2 L./ .
We use the notation and P also for the following maps:
WT ! S ˝;S T;
t 7 ! 1 ˝ t;
where T can be any S -module, and
P W I ˝S T ! S ˝;S T;
a ˝ t 7 ! P .a/ ˝ t:
The F -display obtained from ˆ is then defined as follows: We set
Q D I T ˚ L; P D T ˚ L:
Let t 2 T , l 2 L and y 2 I T D I ˝S T be elements. We define the maps F and FP
as follows: !!
P y A B P .y/
F D ;
l C D .l/
!! (17.3.4)

t A B .t/
F D :
l C D .l/
Let T be a free module with basis e1 ; : : : ; ed and L a free module with basis ed C1 ; : : :
ed Cc , then, T ./ has the basis 1 ˝ e1 ; : : : ; 1 ˝ ed and L./ has the basis 1 ˝
ed C1 ; : : : ; 1 ˝ ed Cc . Now the linear map A W T ./ ! T may be simply regarded as
a d d -matrix with coefficients in S . In this sense, we may regard

A B
(17.3.5)
C D
as an element of GLd Cc .S /.
396 T. Zink
Let ˛ W F ! F 0 be a morphism of O-frames as in Definition 17.2.3. We now

define the base change functor
˛ W .F -displays/ ! .F 0 -displays/: (17.3.6)
Let P D .P; Q; F; FP / be an F -display. We define

P 0 D S 0 ˝S P; Q0 D Ker S 0 ˝S P ! R0 ˝R P =Q :
There are unique -linear maps F 0 W P 0 ! P 0 and FP 0 W Q0 ! P 0 such that
F 0 .s 0 ˝ x/ D 0 .s 0 / ˝ F .x/; s 0 2 S 0 ; x 2 P;
FP .s ˝ y/ D .s / ˝ FP .y/; FP .a ˝ x/ D P .a / ˝ F .x/; a0 2 I 0 ; y 2 Q:
0 0 0 0 0 0 0 0
One shows easily that ˛ P D .P 0 ; Q0 ; F 0 ; FP 0 / is an F 0 -display. In the case where

P is given by a matrix (17.3.5), we can simply apply the homomorphism S ! S 0
to the coefficients of this matrix. Then, we obtain the matrix of the base change
.P 0 ; Q0 ; F 0 ; FP 0 /.
Now we describe morphisms of displays. Let ˛ W P ! P 0 be a morphism of
F -displays. We fix normal decompositions
P D T ˚ L; P 0 D T 0 ˚ L0 :
Then the display structure on P resp. P 0 is given by a matrix

0
A B A B0
resp. : (17.3.7)
C D C 0 D0
We also write ˛ in matrix form

X Y
W T ˚ L ! T 0 ˚ L0 ; (17.3.8)
U Z
where X W T ! T 0 , U W T ! L0 , Z W L ! L0 , Y W L ! I T 0 . The image

of Y is in I T 0 because ˛.Q/ Q0 . We will denote by .X / W T ./ ! T 0./ the
map obtained from X by base change and similarly .U / and .Z/. We denote by
P .Y / W L./ ! T 0./ the linearisation of the -linear homomorphism
P
L ! I ˝ T 0 ! T 0./ :
The matrix (17.3.8) defines a homomorphism iff the following diagram is commuta-
tive
˛
IT ˚ L ! I T 0 ˚ L0
? ?
? ? P0
FP y yF
˛
T ˚L ! T 0 ˚ L0 :
We may write this as an equation of matrices,

0
X Y A B A B0 P /
.X / .Y
D : (17.3.9)
U Z C D C 0 D0 .U / .Z/
This diagram expresses the condition that ˛ commutes with FP . But then ˛ also
commutes with F because of the equation FP .ax/ D .a/FP .x/ for a 2 I , x 2 P and
the axiom that the elements P .a/ generate the unit ideal.
17.4 Classification of p-divisible groups

Theorem 17.4.1 ([12]). Let S ! R be as in Example 17.2.7. Let (p-div=R) be
the category of p-divisible groups over R. Then, there is a natural (with respect to
S ! R) functor
.p-div=R/ ! .WZ p .S=R/-displays/
In the case S D R we obtain a functor
.p-div=R/ ! .W .R/-displays/
This functor commutes with base change with respect to a ring homomorphism R !
R0 which is defined for p-divisible groups and for displays with respect to the mor-
phism of frames W .R/ ! W .R0 / (17.3.6).
Theorem 17.4.2 (Gabber, [12]). Let R be a perfect ring of characteristic p. Then

the last functor is an equivalence of categories.
The proof by Gabber is not published.
Theorem 17.4.3. We assume that p > 3. Let O D Z p and let R ! k as in

Example 17.2.6. Then, we have an equivalence of categories:
O Z .R/-displays/:
BT W .p-div=R/ ! .W p
The functor BT has an explicit description and commutes with the duality theory
which exists for both categories [10].
Let R be a complete regular local ring with perfect residue class field k of char-
acteristic p > 0. We consider a ring homomorphism

Sd WD W .k/ ŒT1 ; : : : ; Td ! R; (17.4.1)
which maps the indeterminates T1 ; : : : ; Td to a regular system of parameters of R.

We find a power series E 2 Sd with constant term p 2 W .k/ which generates the
398 T. Zink
kernel of (17.4.1). Let be the standard Frobenius on Sd , i.e. .Ti / D Tip . We

P
define .Es/ D .s/ and obtain a Z p -frame
B D .Sd ; ESd ; R; ; /:
P
Theorem 17.4.4 ([11]). Let p > 3. Then, the category of p-divisible groups over
the complete regular local ring R is equivalent to the category of B -displays.
This theorem was conjectured by Breuil in the case dim R D 1. The conjecture
was proved by Kisin [4]. It was proved by Vasiu and Zink [18] if E is an Eisenstein
polynomial. The theorem implies a classification of finite flat group schemes of order
a power of p over R in the same way as explained after Lemma 17.6.5.
Definition 17.4.5. Let R be an O-algebra. Let .X; / be a p-divisible group X over

R with an action
W O ! End X:
We call the action strict if the action of O on Lie X induced by coincides with the
action via O ! R on the R-module Lie X . In this case, we call .X; / a p-divisible
O-module.
Theorem 17.4.6 ([1]). We assume that p > 3. Let R ! k be a homomorphism of

O-algebras as in Example 17.2.6. Then, we have an equivalence of categories,
O .R/-displays/
BT W .p-divisible O-modules=R/ ! .W O
which is compatible with base change R ! R0 .
Let X be a smooth and projective scheme over a ring R. One may ask whether
i
there is a display structure on the crystalline cohomology Hcris .X=W .R//. If X=R
is an abelian variety, one can use Theorem 17.4.1 to define a display structure on
1
Hcris .X=W .R//. There is a category of higher W .R/-displays [7, 14]. It is an exact
tensor category which contains the W .R/-displays as a full subcategory. Examples of
i
schemes X such that Hcris .X=R/ admits a display structure are given in [7, 8, 3, 14].
This is for instance the case if X is a smooth complete intersection in P m
R relative to R.
The display structure sometimes determines the deformation theory of X completely
[8]. The theory of higher displays is based on the relative de Rham–Witt complex [6].
17.5 The nilpotency condition

We will now discuss the nilpotency condition for F -displays.
Proposition 17.5.1. Let P D .P; Q; F; FP / be an F -display. There is a unique ho-

momorphism of S -modules,
V ] W P ! P ./
such that
V ] .FP .y// D 1 ˝ y; V ] .F x/ D ˝ x; y 2 Q; x 2 P:
If we choose a normal decomposition P D T ˚L, we can describe V ] as follows.

We consider the inverse matrix of (17.3.3)

AM BM
W T ˚ L ! T ./ ˚ L./ :
CM DM
Then the map V ] is given by

! !
] t AM BM t
V D : (17.5.1)
l CM DM l
It follows from (17.3.4) that
F ] ı V ] D idP ; V ] ı F ] D idP ./ :
Definition 17.5.2. Let P DD .P; Q; F; FP / be an F -display. We call P nilpotent if

there is a natural number N such that the iterate of V ] ,
N/
V N ] W P ! P . ;
is zero modulo the ideal I C S .
We may write this condition in matrix form. We set T0 D R=R ˝S T , L0 D

R=R ˝S L, P0 D R=R ˝S P . If we tensor V ] with R=R, we obtain a map
]
V0 W T0 ˚ L0 ! R=R ˝Frob;R=R T0 ˚ R=R ˝Frob;R=R L0 ;
which is given by the image of the matrix (17.5.1) under the morphism S ! R=R,

AM0 BM 0
:
CM 0 DM 0
The first row of this matrix is zero. Therefore, the nilpotency condition says that, for
large e,
. e 1 /
DM 0 ı : : : ı DM 0 ı DM 0 D 0:
./
(17.5.2)
Here, DM 0./ D R=R ˝Frob;R=R DM 0 . Assume that the S -modules T and L are free
and that we have chosen a basis in each of them. Then the matrix DM 0./ is obtained
from DM 0 by raising all entries to the p-th power. The condition is equivalent to saying
that the map
e 1
DM . / ı : : : ı DM ./ ı DM (17.5.3)
400 T. Zink
e
has image in .I C S /L. / . If p is nilpotent in R, we can iterate (17.5.3) until the
image is zero modulo I .
Therefore, for nilpotent in R, we may reformulate the nilpotency condition as
follows:
e
(NP) For large numbers e, the image of the map (17.5.3) is contained in IL. / .
Equivalently we can say:
(NP)’ For large numbers e, the map V e] of Definition 17.5.2 is zero modulo I .
Proposition 17.5.3 ([11]). Let ˛ W F D .S; I; R; ; / P ! F 0 D .S 0 ; I 0 ; R0 ; 0 ; P 0 /

be a morphism of frames which induces an isomorphism R ! R0 and a surjection
S ! S 0 . We assume that p is nilpotent in R. Let c be the kernel of S ! S 0 . We
assume that each finitely generated projective S 0 -module lifts to a finitely generated
projective S -module.
If .c/ D 0, the base change functor is an equivalence of the category of nilpotent
F -displays with the category of nilpotent F 0 -displays.
If P .c/ D 0, the base change functor is an equivalence of the category of F -
displays with the category of F 0 -displays.
We note that c I . Therefore, P is defined on c.

Consider an F -display .P1 ; Q1 ; F1 ; FP1 / and let .P; Q; F; FP / be the F 0 -display
obtained by a base change. Let P D T ˚ L be a normal decomposition of P . One
checks easily that there is a normal decomposition P1 D T1 ˚ L1 of P1 which lifts
the normal decomposition of P . The proposition is a consequence of the following
lemma.
Lemma 17.5.4. Let P D .P; Q; F; FP / be a nilpotent F 0 -display with a normal

decomposition P D T ˚ L. Assume that Pi D .Pi ; Qi ; Fi ; FPi / with i D 1; 2 are
F -displays which lift P . Assume further that normal decompositions Pi D Ti ˚ Li
are given which lift the given decomposition P D T ˚ L.
Then, the morphism idP lifts uniquely to a morphism of F -displays P1 ! P2 .
Proof. Since c is contained in the radical of S we may find isomorphisms of S -

modules T1 Š T2 resp. L1 Š L2 which lift the identity of T respectively L. We
assume for simplicity that these modules are free, and we fix isomorphisms T1 Š S d
and L1 Š S c and obtain induced isomorphisms T2 Š S d and L2 Š S c . If ˛ W P1 !
P2 is a morphism which lifts the identity, it is given by a matrix of the form

Ed 0 X Y
C :
0 Ec U Z
Here, the second matrix has coefficients in c, and Ed respectively Ec are the unit
matrices. By (17.3.9) we have to find X , Y , U , Z with entries in c such that the
following equation is satisfied,

A1 B1 X Y A1 B1 A2 B2 A B2 P /
.X / .Y
C D C 2
C1 D1 U Z C1 D1 C2 D2 C2 D2 .U / .Z/
By our assumption, we have .X / D 0, .U / D 0, .Z/ D 0. Therefore, the

previous equation becomes

X Y A1 B1 A2 A1 B2 B1 P /
0 A2 .Y
D C :
U Z C1 D1 C2 C1 D2 B1 P /
0 C2 .Y
If we multiply the last equation from the right by

1
A1 B1 AM1 BM 1
D ;
C1 D1 CM1 DM 1
we obtain an equation of the form

X Y A B P /
0 A2 .Y AM1 BM 1
D C :
U Z C D P /
0 C2 .Y CM 1 DM 1
The first matrix on the right hand side has coefficients in c. To solve this equation for
X; U; Y; Z is the same as solving the following equation for Y :
Y P /DM 1 D B :
A2 .Y (17.5.4)
We consider the assignment Y 7! A2 .Y P /DM 1 as an endomorphism of the abelian

P
group Md;c .c/, because .c/ c. Existence and uniqueness follows if we show that
this operator is nilpotent. If we iterate e-times U we obtain:
A2 .A2 / e 1
.A2 / P e .Y / e 1
.DM 1 / : : : .DM 1 / DM 1 : (17.5.5)
By the nilpotency condition we may assume that M D e 2 .DM 1 /: : : .DM 1 / DM 1 has
coefficients in the ideal I . We set N D P e 1 .Y /. This is a matrix with coefficients
in c and is therefore annihilated by . We have
P / .M / D P .NM / D .N /.M
.N P / D 0:
But this shows that (17.5.5) is equal to 0, which means that U is nilpotent. We
remark that, in the case P .c/ D 0, Equation (17.5.4) is trivial. Therefore, we need no
nilpotency condition to solve it. This proves the last part of the proposition.
The following theorem was first proved in [20] for O D Z p and an additional
assumption on R. The additional assumptions were removed in [9].
Theorem 17.5.5 ([1]). Let R be an O-algebra such that is nilpotent in R. Then,

there is an equivalence of categories
BT W .formal p-divisible O-modules=R/ ! .nilpotent WO .R/-displays/:

402 T. Zink
Let S ! R be a morphism of O-algebras as in Example 17.2.7 for frames and

such that is nilpotent in R. Proposition 17.5.3 implies that the base change functor
BT W .nilpotent WO .S=R/-displays/ ! .nilpotent WO .R/-displays/
is an equivalence of categories. Let P be a nilpotent WO .R/-display. It is obtained
by a base change from a WO .S=R/-display PQ which is canonically defined. We set
DP .S / D PQ =IO .S /PQ :
This is a crystal on the category of morphism S ! R as above. Starting with a
formal p-divisible O-module X , Grothendieck and Messing [15] have associated to
X a crystal DX via the theory of the universal extension. It is proved in [1] that for
P D BT X we have a canonical isomorphism
DX .S / Š DP .S /:
This is a main ingredient when proving Theorem 17.5.5.
17.6 Isogenies
Let F be a frame as above. Let ˛ W P ! P 0 be a morphism of F -displays of the
same height. We assume that P and P 0 are free S -modules. If we choose a basis in
each of these modules, then det ˛ 2 S is defined. Up to a unit, it is independent of
the choice of the basis.
Lemma 17.6.1. Let ˛ W P ! P 0 be a morphism of F -displays. Assume that the

modules P and P 0 are free of the same rank h, and that P =Q and P 0 =Q0 are free of
the same rank d .
Then, we have:
.det ˛/ D det ˛:
for some unit 2 S .
Proof. The morphism ˛ may be expressed by a matrix. In the notation of (17.3.9),

we have the identity

P /
.X / .Y P /
.X / .Y
det D det (17.6.1)
.U / .Z/ .U / .Z/
Indeed, let S be any ring and 2 S . Then, we have for any block matrix with
quadratic blocks on the diagonal that

A11 A12 A11 A12
det D det :
A21 A22 A21 A22
Indeed, this follows by reduction to a universal case where is not a zero divisor.
P / D .Y /. Therefore,
The right hand side of (17.6.1) is .det ˛/ because .Y
the claim follows from (17.3.9).
Proposition 17.6.2. Let R be an O-algebra such that is nilpotent in R. We assume

that Spec R is connected. Let P D .P; Q; F; FP / and P 0 D .P 0 ; Q0 ; F 0 ; FP 0 / be
WO .R/-displays. We assume that P and P 0 are free WO .R/-modules and that P =Q
and P 0 =Q0 are free R-modules. (Locally on Spec R this is fulfilled.)
Let ˛ W P ! P 0 be a morphism of displays such that det ˛ ¤ 0. Then, there is
u 2 Z >0 and a unit 2 WO .R/ such that
det ˛ D u :
If det ˛ ¤ 0, we call ˛ an isogeny of displays. The integer u is called the height of

the isogeny ˛.
Proof. We begin with the case R D 0. We set D det ˛. By the last proposition,
we find
F
D for some 2 WO .R/: (17.6.2)
Vt
We write D where w0 ./ ¤ 0. We claim that .17:6:2/ implies
F Ft
D : (17.6.3)
To verify this, we may assume that t > 0. We obtain

FVt Vt Vt t
D D . F /:
Since R D 0, the operators F and V acting on W .R/ commute. Therefore, we

deduce (17.6.3)
t
Let w0 ./ D x and w0 . F / D e 2 R . We apply w0 to Equation (17.6.3) and
obtain
x q D ex: (17.6.4)
Since the product
x.x q 1
e/ D 0
has relatively prime factors, it follows that
D.x/ [ D.x q 1
e/ D Spec R
q 1
D.x/ \ D.x e/ D ¿:
Hence by connectedness either D.x/ D Spec R or D.x/ D ¿. In the first case,

x is nilpotent. But then we find x D 0, by iterating Equation (17.6.4). This is a
contradiction to our choices. Therefore, D.x/ D ¿ and x is a unit. Then, is a unit
too. We find
Ft t t
D F V D t :
404 T. Zink
t
But by (17.6.2), F may be expressed as the product of with a unit. This proves
the result in the case R D 0.
We consider an epimorphism of rings R ! S such that the kernel a satisfies
a D a2 D 0. It suffices to show that the assertion of the proposition holds for R if
it holds for the base change det ˛S over S . By assumption, we have
det ˛S D u N ;
for some unit N 2 W .S /. We choose a lift 2 W .R/ of N . We obtain
det ˛ u 2 W .a/:
If we apply the Frobenius of W .R/, we obtain
F
det ˛ D u F :
But, on the other hand, there is a unit 2 W .R/ such that
F
det ˛ D det ˛:
The last two equations give the result.
Definition 17.6.3. Let R be a connected O-algebra such that is nilpotent in R. Let

˛ W P ! P 0 be a morphism of WO .R/-displays of the same height.
The morphism ˛ is called an isogeny if locally on Spec R we have
det ˛ D u ; u 2 Z >0 ; 2 WO .R/
for some unit 2 WO .R/. The non-negative number u is defined locally on Spec R,
but if Spec R is connected, it is well defined globally. We call u the height of the
isogeny.
Proposition 17.6.4. Let R be an O-algebra such that is nilpotent in R and such

that the ideal of nilpotent elements of R is nilpotent. Let ˛ W P ! P 0 be an isogeny
of WO .R/-displays of height u. Then, there exists locally on Spec R a morphism of
WO .R/-displays ˇ W P 0 ! P , such that
ˇ ı ˛ D u idP ; ˛ ı ˇ D u idP 0 :
Proof. We choose normal decompositions

P D T ˚ L; P 0 D T 0 ˚ L0 :
Since the question is local, we may assume that all these WOF .R/-modules are free,
T Š WOF .R/d Š T 0 , L Š WOF .R/c Š L0 . We write h D d C c for the height of
the displays. We represent ˛ by a block matrix,
!! !
t X VY t
˛ D : (17.6.5)
` U Z `
We note that X is a quadratic d d matrix and Z is a quadratic c c matrix. We set

X VY
M˛ D : (17.6.6)
U Z
For an arbitrary block matrix with entries in a ring of Witt vectors WOF .R/ of the
type above, we define F
s X Y
M˛ D :
FU FZ
We will denote by Ed the unit matrix of size d d . If is invertible in R, we have
the relation
s 1Ed 0 F 1Ed 0
M˛ D M˛ :
0 Ec 0 1 Ec
By reduction to a universal case, we conclude that
det sM˛ D det FM˛ D F

det M˛ ;
and that M˛ 7! sM˛ is a homomorphism of matrix algebras.

Let M 2 M.h h; S / be a matrix with entries in a commutative ring S . Then,
we denote by adM the adjoint matrix. We have
M adM D adMM D .det M /Eh ; ad

.M1 M2 / D adM2 adM1 :
If A 2 M.h h; S / is an invertible matrix, we have

ad 1 1
.AMA / D A adMA :
This again is proved by reduction to a universal case.

ad
Moreover, for a matrix M˛ as above, the adjoint matrix M˛ is again of type
(17.6.6). We have
ad F F ad ad s
. M˛ / D . M˛ /; . M˛ / D s .adM˛ /:
The first equation is clear because F is a ring homomorphism and the second equation
is a consequence of the first one.
We write FP W IR T ˚ L ! T ˚ L in matrix form
!! !
V
t A B t
FP D :
` C D F`
The quadratic block matrix on the right hand side will be denoted by ˆ. In the same
way, we define with respect to P 0 the matrix
0
A B0
ˆ0 D :
C 0 D0
406 T. Zink
The matrix M˛ defines a morphism of displays iff

0 F
X VY A B A B0 X Y
D :
U Z C D C 0 D0 F U F
Z
In our notation, this reads
M˛ ˆ D ˆ0 s M˛ : (17.6.7)
u
There is a unit 2 WOF .R/ such that det M˛ D . Now, we obtain from (17.6.7)
u det ˆ D .det ˆ0 / F u : (17.6.8)

We take the adjoint of Equation (17.6.7),
ˆ adM˛ D s.adM˛ / adˆ0 :
ad
Since ˆ and ˆ0 are invertible, we conclude from the last equation

.det ˆ/ adM˛ ˆ0 D .det ˆ0 /ˆ s.adM˛ /:
Let us assume that the ring R is reduced. Then, is not a zero divisor in WOF .R/.
In this case, we obtain from Equation (17.6.8)
det ˆ D F
det ˆ0 : (17.6.9)
If we insert this in the latter equation, we obtain
1 ad
M˛ ˆ0 D ˆ F 1 s ad
. M˛ /:
1 ad
Therefore, the matrix N˛ D M˛ defines the desired morphism
ˇ W P0 ! P:
Finally, we consider the case where R is not reduced. We consider the morphism
R ! Rred . Let 0 2 WOF .Rred / be the image of 2 WOF .R/. Then, 0 is a
solution of Equation (17.6.9) in the ring WOF .Rred /. By Lemma 17.6.5 below there
is a unique lifting 1 2 WOF .R/ of 0 such that (17.6.9) holds with replaced by 1 .
As above, we see that NQ ˛ WD 1 1 adM˛ defines a morphism ˇ W P 0 ! P . We obtain
M˛ ı NQ ˛ D NQ ˛ ı M˛ D 1 1 u Eh : (17.6.10)
We denote by a the kernel of R ! Rred . We may write 1 1 D 1 C , where

2 WOF .a/. Then, the matrix .1 C / u Eh defines by (17.6.10) an endomorphism
of P (resp. P 0 ) for the coordinates we have chosen. Since this matrix commutes with
ˆ (resp. ˆ0 ), the matrix equation for a morphism (compare (17.6.9)) reads in our case
.1 C F / u Eh D .1 C / u Eh :
Since all entries of the Witt vector WD u are nilpotent, the equation D F
implies that D 0. Therefore, the right hand side of (17.6.10) is u Eh . The proof of
the proposition is finished by the following lemma.
Lemma 17.6.5. Let R ! S be an epimorphism of OF -algebras such that is

nilpotent in R. We assume that the kernel c is nilpotent. Let u 2 WO .R/ and denote
F
N Let N 2 WO .S / be a solution of the equation
its image in WO .S / by u.
F F
uN F N D N :
Then, there is a unique 2 WOF .R/ which lifts N such that
u F D :
We omit the easy proof.

Let R be an Artinian local ring whose residue class field has characteristic p. Let
G be a finite flat local group scheme over R of order a power of p. We call this simply
a finite flat local p-group. By Raynaud, there is an exact sequence
0 ! G ! X 0 ! X 1 ! 0;
where X 0 and X 1 are formal p-divisible groups. One obtains a fully faithful functor
from the category of finite flat local group schemes to the derived category of bounded
complexes of formal p-divisible groups [13]. By Theorem 17.5.5, the last category
is equivalent to the derived category D b .nilDsp/ of bounded complexes of nilpotent
W .R/-displays. The resulting functor
.finite flat local p-groups=R/ ! D b .nilDsp/
has as essential image the isogenies P 0 ! P 1 . This is a general scheme to classify

O O .R/-
finite flat group schemes. If the residue class field of R is perfect we can use W
displays to classify all finite flat p-groups not only local ones.
References
[1] T. Ahsendorf, C. Cheng and T. Zink, O-displays and -divisible formal O-modules, J. Alge-
bra 457 (2016), 129–193.
[2] N. Bourbaki, Algébre Commutative, Chapitre 9, Masson 1983.
[3] O. Gregory and A. Langer, Higher displays arising from filtered de Rham–Witt complexes,
preprint, 2016.
[4] M. Kisin, Crystalline representations and F -crystals, Algebraic geometry and number theory,
Progr. Math. 253 (2006), 459–496.
[5] S. Kudla, M. Rapoport and T. Zink, On Cherednik uniformization, in preparation.
[6] A. Langer and T. Zink, De Rham–Witt cohomology for a proper and smooth morphism, J.
Inst. Math. Jussieu 3 (2) (2004), 231–314.
[7] A. Langer and T. Zink, De Rham–Witt cohomology and displays, Docum. Math. 12 (2007),
147–191.
408 T. Zink
[8] A. Langer and T. Zink, Grothendieck–Messing deformation theory for varieties of K3-type,
TJM 1 (2019), 455–517.
[9] E. Lau, Displays and formal p-divisible groups. Invent. Math. 171 (2008), 617–628.
[10] E. Lau, A duality theorem for Dieudonné displays, Annales ENS 4e série t.42 (2009), 241–
259.
[11] E. Lau, Frames and finite group schemes over complete regular local rings. Docum. Math. 15
(2010), 545–569.
[12] E. Lau, Smoothness of the truncated display functor, J. Amer. Math. Soc. 26 (2013), 129–165.
[13] E. Lau, Relations between Dieudonné displays and crystalline Dieudonné theory. Algebra
Number Theory 8 (2014), 2201–2262.
[14] E. Lau, Higher frames and G-displays, preprint, 2016.
[15] W. Messing, The Crystals Associated to Barsotti–Tate Groups, LNM 264, Springer, Berlin,
1972.
[16] W. Messing, Travaux de Zink. Séminaire Bourbaki 2005/2006, exp. 964, Astérisque 311
(2007), 341–364.
[17] M. Rapoport and T. Zink, On the Drinfeld moduli problem of p-divisible groups, Cambridge
J. Math. 5 (2017), 229–279.
[18] A. Vasiu and T. Zink, Breuil’s classification of p-divisible groups over regular rings of ar-
bitrary dimension. In Proceedings of Algebraic and Arithmetic Structures of Moduli Spaces
(I. Nakamura and L. Weng, eds.), Advanced Studies in Pure Mathematics 58 (2010), 461–479.
[19] A. Vasiu and T. Zink, Purity results for p-divisible groups and abelian schemes over regular
bases of mixed characteristic, Docum. Math. 15 (2010), 571–599.
[20] T. Zink, The display of a formal p-divisible group. Astérisque 278 (2002), 127–248.
[21] T. Zink, A Dieudonné theory for p-divisible groups, Class field theory — its centenary and
prospect, Adv. Stud. Pure Math 30 (2001), 139–160.
[22] T. Zink, De Jong–Oort purity for p-divisible groups. In Algebra, Arithmetic, Geometry
(Y. Tschinkel, and Y. Zarhin, eds.), Birkhäuser, Basel, 2009, 693–701.
List of contributors
Michael Baake, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,

33615 Bielefeld, email: mbaake@math.uni-bielefeld.de
Viorel Barbu, Octav Mayer Institute of Mathematics, Romanian Academy, Bd.

CAROL I, nr. 11, 700506 Iaşi, Romania, email: vb41@uaic.ro
Barbara Baumeister, Fakultät für Mathematik, Universität Bielefeld, Universitäts-

str. 25, 33615 Bielefeld, email: b.baumeister@math.uni-bielefeld.de
Wolf-Jürgen Beyn, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,

33615 Bielefeld, email: beyn@math.uni-bielefeld.de
Vladimir I. Bogachev, Department of Mechanics and Mathematics, Moscow State

University, GSP-1, 1 Leninskiye Gory, 119991 Moscow, Russia,
email: vbogachev@hse.ru
Kai-Uwe Bux, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,

33615 Bielefeld, email: bux@math.uni-bielefeld.de
Martin Callies, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,

33615 Bielefeld
Franz Gähler, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,

33615 Bielefeld, email: gaehler@math.uni-bielefeld.de
Barbara Gentz, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,

33615 Bielefeld, email: gentz@math.uni-bielefeld.de
Friedrich Götze, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,

33615 Bielefeld, email: goetze@math.uni-bielefeld.de
Alexander Grigor’yan, Fakultät für Mathematik, Universität Bielefeld, Universitäts-

str. 25, 33615 Bielefeld, email: grigor@math.uni-bielefeld.de
Andriy Haydys, Institut für Mathematik, Albert-Ludwigs-Universität Freiburg, Ernst-

Zermelo-Str. 1, 79104 Freiburg, email: andriy.haydys@math.uni-freiburg.de
Sebastian Herr, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,

33615 Bielefeld, email: herr@math.uni-bielefeld.de
Werner Hoffmann, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,

33615 Bielefeld, email: hoffmann@math.uni-bielefeld.de
410 List of contributors
Christian Huck, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,

33615 Bielefeld, email: huck@math.uni-bielefeld.de
Moritz Kassmann, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,
33615 Bielefeld, email: moritz.kassmann@uni-bielefeld.de
Dawid Kielak, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,
33615 Bielefeld, email: dkielak@math.uni-bielefeld.de
Yuri Kondratiev, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,
33615 Bielefeld, email: kondrat@math.uni-bielefeld.de
Holger Kösters, Institut für Mathematik, Universität Rostock, Ulmenstr. 69, Haus 3,
18057, Bielefeld, email: holger.koesters@uni-rostock.de
Oleksandr Kutoviy, Fakultät für Mathematik, Universität Bielefeld, Universitäts-
str. 25, 33615 Bielefeld, email: kutoviy@math.uni-bielefeld.de
Henning Krause, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,
33615 Bielefeld, email: hkrause@math.uni-bielefeld.de
Andreas Nickel, Fakultät für Mathematik, Universität Duisburg-Essen, Thea-Ley-
mann-Str. 9, 45127, Essen, email: andreas.nickel@uni-due.de
Denny Otten, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,
33615 Bielefeld, email: dotten@math.uni-bielefeld.de
Michael Röckner, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,
33615 Bielefeld, email: roeckner@math.uni-bielefeld.de
Stanislav V. Shaposhnikov, Department of Mechanics and Mathematics, Moscow
State University, GSP-1, 1 Leninskiye Gory, 119991 Moscow, Russia, email: ssha-
poshnikov@hse.ru
Greg Stevenson, School of Mathematics & Statistics, University of Glasgow, Univer-
sity Place, G12 8QQ, Glasgow, United Kingdom,
email: gregory.stevenson@glasgow.ac.uk
Pavlo Tkachov, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,
33615 Bielefeld, email: ptkachov@math.uni-bielefeld.de
Christopher Voll, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,
33615 Bielefeld, email: voll@math.uni-bielefeld.de
Peter Zeiner, Department of Mathematics, Xiamen University Malaysia, Jalan Sun-
suria, Bandar Sunsuria, 43900 Sepang, Selangor, Malaysia,
email: pzeiner@xmu.edu.my
Thomas Zink, Fakultät für Mathematik, Universität Bielefeld, Universitätsstr. 25,
33615 Bielefeld, email: zink@math.uni-bielefeld.de
Index
˛-stable measure, 191 diagram, 310

nondegenerate, 191 strand diagram, 249, 310
˛-stable process, 184 braid group, 247
abscissa of convergence, 330, 345, 358 Artin presentation of, 248
absolute order, 250, 260 braided Thompson group, 311
activation energy, 119 Brownian motion, 40, 55, 63, 107, 117,
adeles, 326 120, 188
Allen–Cahn Bruhat–Tits building, 351
stochastic partial differential equa- Brumer’s conjecture
tion, 118, 120 abelian, 368, 370
analytic number theory, 165, 359 non-abelian, 375
anti-unit, 369, 370 weak, 377
arithmetic subgroup, 302, 334, 355, 359 Brumer–Stark conjecture
Arrhenius Law, 112 abelian, 369, 370
Artin L-function non-abelian, 376
p-adic, 381 weak, 377
complex, 367 Brumer–Stark property
equivariant, 367 strong, 378, 380
Asplund’s theorem, 44 weak, 379
asymptotic approximation, 19, 21–23
asymptotic expansion, 22, 113 canard solution, 125
asymptotic freeness, 4, 11 capacity, 65
asymptotics generalised, 65
exponential, 111, 112, 118 Newtonian, 116
subexponential, 112, 113, 116, 120, Catalan number, 2, 238
122 generalised Catalan number, 261
atomic space, 168 Cauchy problem, 31–33, 35, 36, 38, 130,
autocorrelation, 199–201, 203, 208 131, 133, 144, 145
automorphic form, 334, 335 central conductor, 372, 377, 379
automorphic representation, 335 central limit theorem, 4, 19, 20, 241
entropic, 22
BDLP model, 88, 92 free, 4, 21, 23
bifurcation, 113, 119, 120 centraliser, 147, 257, 339
pitchfork, 113, 114, 116, 119 chain complex, 69
symmetry breaking, 115, 117 character, 325
birth-and-death process, 84 cyclotomic, 381
boundary conditions monomial, 382
Dirichlet, 172 Teichmüller, 381
Neumann, 118–120 unramified, 326
periodic, 119, 173 characteristic boundary, 107
braid circular law, 9
412 Index
class group, 368, 375 Coxeter group, 256, 286, 361

ray class group, 367, 378 Coxeter system, 256
classifying space, 299 dual, 260
CM-extension, 369 cristalline cohomology, 398
co-moving frame equation, 145 curvature
coincidence rotation, 214 constant, 228
coincidence site lattice, see lattice of a metric space, 257
combinatorial Morse theory, 303 principal, 164
cube complex, 303 Ricci, 58
descending link, 304 cut and project, 198, 199
level set, 303 cycling, 122, 125
Morse function, 303 cylindric functions, 78
piecewise Euclidean complex, 303
piecewise spherical complex, 303 decoupling conjecture, 165
sublevel complex, 303 Dedekind zeta function, see zeta function
sublevel set, 303 special value, 359
commensurable, 334 Deligne–Ribet power series, 381
comparison principle, 94 denominator ideal, 371–373
computer algebra Dieudonné theory, 389
package Zeta, 348 differential equation
configuration space, 77, 247 ordinary, 107
congruence subgroup, 335, 355 partial, 110, 129, 159
conjecture partial Allen–Cahn, 118
Charney’s, 257 stochastic, 44, 107, 109
Oppenheim’s, 18 differential gradient system, 41
smashing, 280 diffraction spectrum, see spectrum
connected sum, 58 diffusion, 40, 63, 96, 107
connectivity properties exit, 110
d -spherical, 319 non-reversible, 121
l-connected, 301 reversible, 122
essentially l-connected, 302 diffusion matrix, 31
essentially homotopically trivial, digraph, 68
302 Dini continuity, 31
continuity equation, 41 Diophantine approximation, 16, 17
contour method, 129, 148, 153–155 Dirac comb, 199, 201, 202
coordinate system Dirac equation
adapted, 174 cubic, 159, 173
conjugate, 223 Soler model, 173
special holomorphic, 223 Thirring model, 173
core, 210 Dirac–Klein–Gordon system, 159, 177
correlation function, 15, 78 Dirichlet
Coulomb potential, 178 form, 63, 66, 116
coupling strength, 113 generating function, see generating
Coxeter element, 260 function
quasi-Coxeter element, 266 map, 382
Index 413
problem, 110, 187 equivariant Tamagawa number conjec-

series, 213, 214, 216, 326, 345 ture, 379, 384
dispersion, 166 Euler
kernel, 92 characteristic, 231, 239, 306, 379
set, 148, 151 form, 267
dispersive, 159 product, 215, 327, 347, 356, 357
display, 393 totient function, 359
distribution, 240 Euler–Mascheroni constant, 217
of algebraic numbers, 16 Evans function, 148
of eigenvalues of random matrices, evolution equation, 75, 129
see spectral distribution exceptional sequence, 270, 271
of irrational quadratic forms, 18 exit problem, 110
of zeros of random polynomials, 16 exponential asymptotics, 111, 112, 118
dual Matsumoto property, 262 exponential sum, 165, 167
dynamical system, 107, 129, 172, 197,
198, 202
factor, 204
continuous-time, 107
factor map, 204, 205, 208
critical manifold, 125
factorisation, 216, 251, 347
measure-theoretic, 203
T -reduced, 261
normal form, 115
filiform Lie ring, see Lie ring
slow manifold, 125
finite-time extinction, 41
slow–fast, 125
randomly perturbed, 125 finiteness properties, 300
topological, 201, 211 Brown’s criterion, 301
dynamical spectrum, see spectrum higher generation by subgroups, 252
dynamics type Fm , 300
global, 125 first exit
gradient, 107, 112, 113, 117 location, 109, 111, 112, 122
local, 125 time, 109, 111, 112, 122
first passage
eigenfunction, 146, 147, 149, 154, 166, time, 122
167, 212 first-hitting time, 112
elliptic Harnack inequality, 65 first-passage time, 123, 125
elliptic law, 10 Fisher information, 23
ellipticity Fokker–Planck equation, 81, 108
uniform, 109 Fokker–Planck–Kolmogorov equation,
energy form, 184 29, 31, 34
energy functional, 118, 161 parabolic, 29
energy space, 161 folded node singularity, 125
entropic limit theorem, 5, 22 Fourier
equilibrium coefficient, 164
asymptotically stable, 111, 112 extension, 163
distribution, 108 restriction, 162
metastable, 107 series, 119, 165
equivariance, 129, 271, 328, 392 symbol, 151
414 Index
transform, 68, 162, 184, 199, 200, monomial, 374, 385

203, 209, 240, 328, 329 nilpotent, 348, 355, 374
fractals, 65 of affine transformations, 373, 380,
fractional Laplace operator, 184 385
fractional derivatives, 68 symmetric, 371, 373, 385
fractional Laplace operator, 183 group scheme, 389
free additive convolution, 244 unipotent, 356
free convolution, 4, 20, 21 growth
free multiplicative convolution, 243 polynomial representation, 355
free nilpotent group, see nilpotent group polynomial subgroup, 345
free probability, 4, 11, 20, 21, 23, 241 polynomial subring, 345
freeness, 4, 241 subgroup, 345
freezing method, 129, 133–136, 139, subring, 345
141, 149, 152 GUE matrix, 12
functional equation Gumbel distribution, 123
for Igusa’s local zeta function, 354
for zeta integrals, 329 Hölder regularity, 188, 189, 191
global, 329 Haar measure, 68, 199, 201, 325, 326,
local, 348 354
Hall basis, 353
Galerkin approximation, 119 Hamiltonian
Gaussian measure, 35 PDE, 132
Gelfand triple, 44, 46, 47 Hamiltonian structure, 172
generalised adjoint matrix, 371 Hardy–Littlewood–Sobolev, 164
generalised Cartan lattice, 269 harmonic analysis, 159
generating function, 213–215, 246 Harnack’s inequality, 39
Dirichlet, 345 elliptic, 65
geodesic, 167, 250, 306, 323 parabolic, 64
trapped, 166 Hausdorff
geometric dimension, 300 dimension, 64
Ginibre matrix, 14 series, 356
Ginzburg–Landau equation heat
quintic-cubic, 138 semigroup, 67
Girko–Ginibre matrix, 8, 9 heat kernel, 58, 60, 67, 68
global maximum principle, 183 heavy tail, 101
Green function, 57, 58 Hecke operator, 336
Gross’ conjecture height function, 16, 302, 330
first part, 382 height lattice, 206
second part, 383 higher generation by subgroups, 308
Gross–Pitaevskii hierarchy, 173 m-generating, 308
Grothendieck group, 267 coset complex, 308
group Hilbert space, 39, 67, 134, 185, 208, 336
algebraic, 324, 334, 355 holomorphic cubic form, 223
dihedral, 372, 374, 386 holomorphic prepotential, 223
Frobenius, 385 homogeneity condition, 350
Index 415
homology theory on graphs, 68 operator, 29

hull Korteweg–de Vries equation, 152, 179
continuous, 211 Kramers’
discrete, 210 Law, 113, 118, 119
Hurwitz action, 262 Kronecker factor, 205, 212
hybrid group ring, 375, 384
L-function
icosian ring, 216 Artin, 367
idele norm, 326 automorphic, 327
Igusa’s local zeta function, 354 Lévy process, 67, 184, 188, 190
independence, 241 Lagrangian immersion, 224
infinite-dimensional diffusion, 34 Laplace–Beltrami operator, 55, 165
infinitesimal generator, 109
large deviations, 111, 122, 125
inflation, 204
action functional, 111
inflation multiplier, 206
principle, 111, 112, 118
integrable solution, 32
quasipotential, 111, 122
integrality conjecture, 373
rate function, 111, 114, 123
weak, 373
theory, 112
integrality ring, 371–373
Wentzell–Freidlin theory, 111
integration
lattice, 165, 199, 213, 216, 235
p-adic, 351
fractional, 164 coincidence, 198, 213
interaction coincidence site lattice, 215
strong, 136 enumeration, 197
weak, 136 join, 236
interpolation, 164 meet, 236
property, 381 non-crossing partition lattice, 235
invariant planar, 214
density, 108 point problem, 17
measure, 108, 325 rational, 217
positively, 110 similar, 198, 213
unitarily, 12 well-rounded, 216
Iwahori-Hecke algebra, 264 Lebesgue–Poisson measure, 79
Iwasawa main conjecture, 384 Li–Yau estimate, 59
Lie
jump algebra, 130, 335, 355
kernel, 63 bracket, 146
process, 66, 184, 190 group, 129
lattice, 350, 356
Künneth formula, 70 ring, 348
Kazdan–Warner equation, 226 filiform, 349
kinetic equation, 91, 92 maximal class, 349
Kolmogorov Littlewood–Paley theory, 166
backward equation, 81 local boundedness of solution densities,
forward equation, 81, 108 31
416 Index
local functional equation, see functional special Kähler, 221

equation Mikado braid, 263
local semi-circle law, 7 mixed-mode oscillations, 125
long range potential, 61 mixed spectrum, 203
Lorentz covariance, 173 model set, 197
Lorenz gauge, 178 regular, 198
Lyapunov exponent, 123 weak, 198, 201, 203
Lyapunov function, 32, 39, 152 Morris–Lecar model, 122
mutual local derivability, 204
-invariant, 384
Mal’cev correspondence, 348 negative eigenvalues, 56
manifold nilpotent group, 348, 355, 374
compact, 165 noise, 44, 107
critical, 125 isotropic, 112
Kähler, 221 noise-induced
Riemannian, 55, 165 exit, 110
slow, 125 phenomena, 107
Zoll, 167 transition, 117
Markov non-crossing partition, 2
chain, 123, 125 non-Gaussian solution, 35
generator, 85 non-parabolic, 59
kernel, 125 nonlinear diffusion theory, 41
operator, 67 nonlinear dispersive equations, 159
process, 66, 81, 107 well-posedness, 160
martingale problem, 38 normal form, 115, 310
mathematical physics, 34, 173 null structure, 174, 175
maximal class Lie ring, see Lie ring number of integer lattice points, 165
maximal compact subgroup, 330 numerical scheme, 179
maximal equicontinuous factor, 202, 204,
205 observables, 78
measure operator
ergodic, 198, 212 integrodifferential, 183
Hausdorff, 163 local, 183
positive definite, 200 nonlocal, 184, 186, 187
probability, 2, 31, 78, 198, 202, 240 orbital integral, 336
pure point, 200–202, 208 weighted, 325
Radon, 63, 77 order of vanishing, 368, 382
spectral, 208 orthogonality, 134, 167
translation bounded, 199, 202 orthoscheme metric, 257
meromorphic continuation, 328, 330,
348, 358 p-adic
metastable equilibrium, 107 distance, 66–68
metric integration, see integration
of constant negative curvature, 228 Lie extension, 381
Poincaré, 229 p-divisible groups, 389
Index 417
parabolic, 55, 59 quasi-observables, 80

equation, 132 quasipotential, 111, 112, 122
Harnack inequality, 64 quiver, 267, 276
parabolic-hyperbolic equation, 132
@-invariant path, 68 R-transform of Voiculescu, 245
partition, 235 random matrix, 1, 240
block, 235 random perturbation, 107
non-crossing, 2, 236, 286 rate of convergence, 6, 21–23
Kreweras complement, 236 reconstruction equation, 134
non-crossing partition reduced norm, 324, 371
in a Coxeter system, 261 reductive group, 334
refinement, 235 regularity
pathwise uniqueness, 49 class, 148
periodic orbit critical, 160
stable, 122 subcritical, 160
unstable, 121, 122 supercritical, 160
phase condition, 134 regulator, 383
fixed, 134 relative entropy, 22
pitchfork bifurcation, 113, 114, 116, 119 relative equilibrium, 131
Poincaré inequality, 6, 65 relative invariant, 324, 360
Poincaré map random, 123, 125 relaxation time, 112
Poisson measure, 78 representation rigid, see rigid
Poisson problem, 110 representation zeta function, see zeta
polynomial growth, see growth function
polynomial representation growth, see residence time, 122
growth resonance, 122, 177, 179
polynomial subgroup growth, see growth rigid, 355
polynomial subring growth, see growth root lattice, 213, 214, 216
poset, 235 root system, 259
Möbius function, 238 crystallographic, 260
non-crossing partition lattice, 235 rotating wave, 129, 133, 135, 137, 139,
order complex, 239 147–149
positively invariant, 110 round sphere, 167
potential theory, 113, 116
prehomogeneous vector space, 324, 360 S -lattice, 216
regular, 328 S -transform of Voiculescu, 246
probability solution, 32–37 saddle
products of random matrices, 10, 14 non-quadratic, 115, 120
profinite completion, 355 quadratic, 115
projection boundary conditions, 153, 154 quartic, 115, 116
pseudo-differential operator, 38 scaling, 160
factor, 206
quadratic form, 216 Vlasov, 88
quantum field theory, 173 scattering, 174, 177
quantum many-body system, 173 Schrödinger equation
418 Index
energy, 161 stable-like bound, 64

energy-critical, 161 stationary
linear, 161 phase, 164
nonlinear, 142, 159 solution, 118
Schrödinger operator, 56, 60 state, 118, 119
Schwartz distribution, 44 Stickelberger element, 368, 370, 371,
second order 373–379
equation, 152 Stickelberger’s theorem, 368
evolution system, 129 Stieltjes transform, 2
operator, 38 stochastic
PDAE, 140 Allen–Cahn equation, 118, 120
system, 141 completeness, 66
semi-circle law, 2 differential equation, 44, 107, 109
semi-linear elliptic inequalities, 55 infinite-dimensional equation, 42
semi-relativistic Hartree, 178 partial differential equation, 34
Shannon entropy, 5, 22 Allen–Cahn, 118, 120
shift space, 210, 211 parabolic, 119
Sierpinski gasket, 64 porous media equation, 44
silver mean, 206 reaction diffusion equation, 49
singular drift, 61 resonance, 122
Sobolev total variation flow, 29
embedding theorem, 32, 132, 133, variational inequality, 42
148 Strichartz estimates, 164, 166
space, 41, 130, 159 strong solution, 50, 130
Sobolev–Slobodeckij space, 184, 185 strong Stark conjecture, 379
solitary waves, 142 sub-Gaussian bound, 64
solution densities, 38 sub-Poissonian, 83
spectral distribution, 1, 9 subcategory
global, 5, 8, 12 coreflective, 268, 277
local, 5, 12 localising, 277
spectral gap, 125, 145 thick, 268, 277
spectral measure, 20, 208, 245 subgroup growth, see growth
spectral projector, 166 subring growth, see growth
spectrum, 132, 145, 166, 198 substitution, 204
diffraction, 202, 203, 209, 212 constant-length, 203
dynamical, 198, 201, 209 random, 211
essential, 145, 147–149 rule, 210
point, 145, 149, 155 sums of squares, 167
pure point, 202, 203, 205, 211
spherical harmonics, 167 Tate motive, 379
spinor, 173 Tauberian theorem, 348
stabiliser, 131, 301, 325, 330 theorem
stability classical central limit theorem, 241
orbital, 144, 145 free central limit theorem, 243
with asymptotic phase, 144, 145 Hall’s theorem, 239
Index 419
nerve theorem, 253 Vlasov equation, 91, 92

topological combinatorics Vlasov scaling, 88
arc matching complex, 306 Voiculescu’s free entropy, 5, 23
chess board complex, 305
matching, 305 walk dimension, 64
matching complex, 305 weak solution, 50, 82, 152, 187, 188
topology weak turbulence, 172
local, 210 Wentzell–Freidlin theory, 111
vague, 77, 201 Weyl group, 267, 269, 286
torus, 167 Weyl group statistics, 361
flat, 167 Wiener process, 44
irrational, 167, 172 cylindrical, 118
split, 336 Wigner matrix, 1
total variation based image restoration Wigner measure, 243
model, 41 Witt vectors, 391
total variation flow, 41
transition Yamada–Watanabe theorem, 50
kernel, 123 Yang–Mills equation, 178
noise-induced, 107, 117 Yosida approximation, 43
optimal path, 112, 114, 118, 123 Yukawa potential, 178
probability density, 108
Zakharov system, 159, 178
rate, 119
Zakharov–Kuznetsov equation, 179
state, 118, 119
zeta function, 345
time, 115, 116, 118, 120
associated with a prehomogeneous
travelling wave, 96, 132, 135, 139, 140,
vector space, 326
147–150, 154
Dedekind, 214–216, 346
truncation parameter, 331, 337
functional equation, 329, 348
twist-equivalence, 355
graded subobject, 354
twist-isoclass, 356
ideal, 347
ultra-metric space, 66, 67 normal, 348
unipotent flow, 17, 19 proisomorphic, 355
unipotent group scheme, see group representation, 355
scheme Riemann, 16, 214, 215
uniqueness of semigroups, 38 Solomon’s, 347
uniqueness of solutions, 38, 160 zeta integral
universal distribution, 2, 5, 9, 13–15 associated with a prehomogeneous
upper rate function, 63 vector space, 325, 326
functional equation, 329
variational principle, 111, 112, 116 local, 327
variational solution, 41, 185 meromorphic continuation, 330
visible lattice points, 198 truncated, 331
Series of Congress Reports Series of Congress Reports

Spectral Structures and Topological Methods in Mathematics
Spectral Structures and Topological Spectral Structures
Methods in Mathematics
in Mathematics
This book is a collection of survey articles about spectral structures and the
application of topological methods bridging different mathematical disciplines, from Michael Baake
pure to applied. The topics are based on work done in the Collaborative Research
Centre (SFB) 701. Friedrich Götze
Notable examples are non-crossing partitions, which connect representation Werner Hoffmann
theory, braid groups, non-commutative probability as well as spectral distributions
of random matrices. The local distributions of such spectra are universal, also
representing the local distribution of zeros of L-functions in number theory. Editors
An overarching method is the use of zeta functions in the asymptotic counting of
sublattices, group representations etc. Further examples connecting probability,
analysis, dynamical systems and geometry are generating operators of deterministic
or stochastic processes, stochastic differential equations, and fractals, relating them
to the local geometry of such spaces and the convergence to stable and semi-stable
states.
ISBN 978-3-03719-197-2
www.ems-ph.org
SCR Baake et al. | Egyptienne F | Pantone 116, 287 | RB 30 mm

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Series of Congress Reports Series of Congress Reports

Michael Baake, Friedrich Götze and Werner Hoffmann, Editors

SCR Baake et al. | Egyptienne F | Pantone 116, 287 | RB 30 mm

Michael Baake mbaake@math.uni-bielefeld.de

© European Mathematical Society 2019

This book is a collection of survey articles on several fields of mathematics in which

Michael Baake Friedrich Götze Werner Hoffmann

“Spectral structures and topological methods in Mathematics”

Other generalisations of these zeta functions with applications to Arthur–Selberg

free probability, quantum groups, algebraic combinatorics, buildings and representa-

Friedrich Götze Michael Röckner Thomas Zink

1 Convergence and asymptotic approximations to universal distributions

2 Kolmogorov operators and SPDEs . . . . . . . ................... 29

3 Analysis and stochastic processes on metric measure spaces . ....... 55

4 Markov evolutions in spatial ecology: From microscopic dynamics

5 Metastability in randomly perturbed dynamical systems: Beyond large-

6 Computation and stability of waves in equivariant evolution equations 129

7 Initial value problems for nonlinear dispersive equations

8 Variational solutions to nonlocal problems . . . . . . . . . ........... 183

9 Spectral and arithmetic structures in aperiodic order . . . ......... 197

10 Affine special Kähler structures in real dimension two . . . . ........ 221

11 Non-crossing partitions . . . . . . . . . . . . . . . . . . . . . . . . . . ........ 235

12 The derived category of the projective line . . . . . . . . . ........... 275

13 Higher finiteness properties of braided groups . . . . . . . . . . ....... 299

14 Zeta functions and the trace formula . . . ..................... 323

15 Zeta functions of groups and rings—functional equations and analytic

16 Conjectures of Brumer, Gross and Stark . . . . ................. 365

17 Displays and p-divisible groups . . . . . . ...................... 389

List of contributors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 409

The limiting distributions of functionals depending on a large number of independent

EXj k D 0 and EXj2k D 1 (1.1.1)

and, for some ı > 0,

sup sup EjXj k j2Cı < 1 : (1.1.2)

for all m 2 N and all j1 ; : : : ; jm ; k1 ; : : : ; km 2 N. By linearity and by induction, this

for all m 2 N and all j1 ; : : : ; jm ; k1 ; : : : ; km 2 N. Just as above, this allows us to

a b WD aCb and a b WD ab :

Ra  D Ra C R and Sa  D Sa S ;

1.2 Symmetric random matrices

or for the spectral distribution,

n WD kX n sc k1 :

M4Cı WD sup sup EjXj k j4Cı < 1 (1.2.1)

.log n/C log log n

1.3 Non-symmetric random matrices

and, for some ı > 0,

non-identically distributed matrix entries, as well as for complex Girko–Ginibre ma-

denote the associated logarithmic potential. We shall write UX n instead of UX n .

1.3.3 Products of random matrices In a different direction, the spectral distribu-

distribution is universal and given by

1.4 Local spectral distributions

which may be rewritten in determinantal form,

Here, Kn is a certain kernel given by a sum of products of Hermite polynomials.

where .Dw/.x/ WD xw 0 .x/ and w denotes a certain weight function. For m ¤ 1,

where h is a non-negative function satisfying h.x/ D x 2 .1 C o.1// as x ! 0 and Q

1.5 Connections between probability theory and number theory

1.5.2 Diophantine approximations in metric number theory The problem of Dio-

important problems concerning Diophantine inequalities for one-dimensional sub-

1.5.3 Effective bounds in Diophantine inequalities A classical problem of effec-

Q positive definite and Hr .a; b/ WD fQŒx 2 Œa; b; x 2 rC g (C suitable compact

where Ht denotes the t-dependent quadratic form

Ht .m; n/ D k r ut .m; n/k2 ;

where S denotes a random vector Rd with a standard Gaussian distribution. For

sup j PfQŒSn  6 nr 2 g PfQŒS  6 r 2 g j 6 cd n 1

1.6 Analogies between classical and free probability

a b WD aCb and a b WD ab :

Ra D Ra C R and Sa D Sa S ;

n WD kX n sc k1 :

denote the associated logarithmic potential. We shall write UX n instead of UX n .

Q positive definite and Hr .a; b/ WD fQŒx 2 Œa; b; x 2 rC g (C suitable compact

sup j PfQŒSn 6 nr 2 g PfQŒS 6 r 2 g j 6 cd n 1

pansions is due to the smoothness of the distribution functions of 1 X1 C : : : C n Xn

We say that a bounded Borel measure on Rd (possibly signed) satisfies the

If is given by a density % with respect to the Lebesgue measure on Rd .0; T /,

Let be a locally bounded Borel measure on Rd . We say that a Borel lo-

M D f 2 P W aij ; b i 2 L1 .; Rd Œ0; T /g

Set N D maxfM; n1 ; n2 ; : : : ; nM g and b"k 0 for k > N . Then,

Theorem 2.1.7. Suppose that is a probability measure on Rd such that L D 0,

either supx2Rd kbkLp .U.x;1// < 1 or supx2Rd kbkLp .U.x;1/;/ < 1.

Then, the continuous version % of the density of is uniformly bounded.

Theorem 2.1.8. Suppose that D % dx is a probability measure on Rd satisfying

either jbj 2 L˛loc .Rd / or jbj 2 L˛loc .jj/, where ˛ > d ,

ˆ 2 L1 ./; jrˆj 2 L ./:

jˆj ˆ; .jbj jrˆj/ ˆ 1

with ˇk , k 2 N, independent Brownian motions on .; F ; .Ft /; P/, k 2 R and

i.e., hW . ; /it D ./ t with t > 0, 2 O .

Lp .O / WD standard Lp -spaces with norm j jp ; p 2 Œ1; 1

@.u/ D div sign.ru/

dX.t/ C @.X.t// dt 3 X.t/ dW .t/; t 2 Œ0; T ;

However, since the multi-valued mapping @ W L2 .O / ! L2 .O / is highly singular,

(iv) If x > 0, then X.t/ > 0 8 t 2 Œ0; T .

hence X 2 L2 .I L1 .Œ0; T I H01 .O ///.

dX D div e .aX / dt C X dW in .0; T / O ;

Then we prove convergence when ! 0 (see [6] for details).

dX.t/ C A.t; X.t// dt D X.t/ dW .t/; t 2 Œ0; T ;

Definition 2.2.6. An H -valued, .Ft /-adapted process X.t/, t 2 Œ0; T , on

Definition 2.2.8. An H -valued, .Ft /-adapted process y.t/, t 2 Œ0; T , on .; F ; P/

V WD all V -valued, .Ft /-adapted processes y.t/; t 2 Œ0; T ; such that

H WD all H -valued, .Ft /-adapted processes y.t/; t 2 Œ0; T ; such that

V 0 WD all V 0 -valued, .Ft /-adapted processes y.t/; t 2 Œ0; T ; such that

where A W V ! V 0 and B W D.B / V ! V 0 are defined by

.Ay/.t/ D e W .t / A.t/.eW .t / y.t// y.t/; a.e. t 2 .0; T /; y 2 V ;

For all y 2 D.B /, by Itô’s formula (non-trivial !), and t 2 Œ0; T ,