NONLINEAR TECHNIQUES FOR NONLINEAR DISPERSIVE PDES

LECTURE 1: LITTLEWOOD-PALEY THEORY

CHENGYANG SHAO

1. Littlewood-Paley Decomposition

References for this section: chapter 6 of [3] and chapter 2 of [4]; chapter 4 of [6].
Throughout this lecture, we shall fix a non-negative radially decreasing function φ ∈ Cc∞ (Rn ), such that
suppφ ⊂ B(0, 2), and φ = 1 on B(0, 1). We further set ψ(ξ) = φ(ξ/2) − φ(ξ), and define ψj (ξ) = ψ(ξ/2j ) for
j ∈ Z. The following partitions of unity are then valid in the Fourier space:
X
φ(ξ) + ψj (ξ) = 1, ∀ξ ∈ Rn ,
j≥0
X
ψj (ξ) = 1, ∀ξ 6= 0.
j∈Z

1.1. Littlewood-Paley Theorem. With the aid of these, we shall define the following Littlewood-Paley
operators for a Schwartz distribution f ∈ S 0 (Rn ):
 
D
(1.1) ∆j f := ψj (D)f, Sk f := φ f.
2k
Alternatively, we have ∆j = Sj − Sj−1 . Then each “building block” ∆j f is a real-analytic function by the
Paley-Wiener theorem, and Sk f → f in the sense of S 0 (Rn ). As we shall see later, the speed of convergence
reflects the regularity properties of f . At this moment, we restrict ourselves to the elementary property
that {∆j }j∈Z is a family of convolution operator whose kernel are dyadic dilation of ψ̌, and point out the
interesting sensitivity of each building block with respect to differentiation:

Theorem 1.1 (Bernstein’s inequality). For s > 0 and 1 ≤ p ≤ q ≤ ∞, there holds

k|D|s ∆j f kLq ∼s,p,q,n 2sj+nj(1/p−1/q) k∆j f kLp .

In particular, differentiation of order s yields the following operation on the building blocks:

{∆j f }j∈Z → {2sj ∆j f }j∈Z .

Sketch of proof. We take a χ ∈ Cc∞ (Rn ) such that suppχ ⊂ B(0, 4)\B(0, 1/4), and χ = 1 in a neighbourhood
of suppψ. Then  
s s D
|D| ∆j f = |D| χ ∆j f
2j
   s ∨
sj ξ ξ
=2 χ ∗ ∆j f,
2j 2j

Date: 2021 Spring, Tsinghua University.

1
2 CHENGYANG SHAO

and
−s  
sj D D
2 ∆j f = j |D|s χ ∆j f
2 2j
"   #∨
−s
ξ ξ
= χ j
∗ |D|s ∆j f.
2 2j
The result then follows from Young’s inequality for convolutions. 

The following theorem reveals the almost orthogonality property of the Littlewood-Paley building blocks:

Theorem 1.2 (Littlewood-Paley theorem). For 1 < p < ∞, the following inequality is valid for f ∈ Lp (Rn ):
 1/2
X
cp kf kLp ≤  |∆j f |2  ≤ Cp kf kLp .
j∈Z
Lp

Sketch of proof. It would be helpful to look at p = 2 specifically in order to understand the terminology
“almost orthogonality”. In fact, By Plancherel’s theorem, we may just square and integrate to obtain
 1/2 2
Z X  2
X ξ
 |∆j f |2  = ψ |fˆ(ξ)|2 dξ ≤ C 0 kf k22 .
Rn 2j
j∈Z j∈Z
2
The proof for p 6= 2 is finished in a different manner. We consider a vector-valued linear operator

T : L2 (Rn ; C) → L2 (Rn ; l2 (Z)), T f (x) = [∆j f (x)]j∈Z .

It is immediate from the definition that T is in fact a vector-valued singular integral operator, with kernel

K(x − y) := [2j ψ̌(2j (x − y))]j∈Z .

The Hörmander condition for Calderón-Zygmund type operators is easily checked: for x 6= 0, there holds
X
k∇K(x)k2C→l2 = 22(n+1)j |(∇ψ̌)(2j x)|2
j∈Z
X X
= +
2j <1/|x| 2j ≥1/|x|
X X
≤ 22(n+1)j
sup |∇ψ̌(y)|2 + C 22(n+1)j h2j xi−4(n+1)
|y|≤1
2j <1/|x| 2j ≥1/|x|

≤ C|x|−2(n+1) .

Hence T is a strong (p, p) operator from L2 (Rn ; C) to L2 (Rn ; l2 (Z)), which gives the first inequality.
0
The second inequality follows from a dual reasoning: for g ∈ Lp , we find
* +
X
|hf, ḡi| = ∆j f, ∆k ḡ
j,k∈Z
X X
≤ |h∆j f, ∆k ḡi|
j∈Z k:|k−j|≤1
 1/2 !1/2  1/2
Z X X X
≤3  |∆j f |2  |∆k ḡ|2 ≤ Cp0  |∆j f |2  kḡkp0 ,
Rn j∈Z k∈Z j∈Z
Lp
 NONLINEAR TECHNIQUES FOR NONLINEAR DISPERSIVE PDES LECTURE 1: LITTLEWOOD-PALEY THEORY 3

where in the first inequality we used the orthogonality property of building blocks with disjoint supports in
the frequency space. 

1.2. Converting Regularity to Summability. The Littlewood-Paley decomposition is useful in several

aspects. In principle, it transforms a general distribution f into a sequence of analytic functions {∆j f }j∈Z ,
and various properties of f will be reflected on this sequence. For example, the combination of the Bernstein
inequality with the Littlewood-Paley theorem gives a useful characterization of the Sobolev spaces:

Theorem 1.3. There holds

 1/2
X
kf kH s,p ∼s,p |φ(D)f |2 + 22sj |∆j f |2  ,
j≥0
Lp
 1/2
X
kf kḢ s,p ∼s,p  22sj |∆j f |2  .
j∈Z
Lp
In particular, the H norm of f is equivalently characterized by the l norm of the sequence {2sj k∆j f kL2 }j .
s 2

The Hölder space also has a Littlewood-Paley characterization:

Theorem 1.4. There holds for non-integral γ > 0

kf kC γ ∼ kφ(D)f kL∞ + sup 2γj k∆j f kL∞ , kf kĊ γ ∼ sup 2γj k∆j f kL∞ .
j≥1 j∈Z

Sketch of proof. For the sake of simplicity we treat the homogeneous Hölder space only. We set k = [γ]. If
f ∈ Ċ γ , then since all moments of ψ̌ vanish, we have for any x that
Z Z
k nj j k
D ∆j f (x) = 2 ψ̌(2 (x − z))D f (z)dz = 2nj ψ̌(2j (x − z))[Dk f (z) − Dk f (x)]dz.
Rn Rn
Thus Z
|∆j f (x)| ≤ [|Dk f |]C γ−k 2nj ψ̌(2j (x − z))|x − z|γ dz = C2−γj [|Dk f |]C γ−k .
Rn
Conversely, if supj∈Z 2γj k∆j f kL∞ < ∞, then by Bernstein’s inequality we find

A := sup 2(γ−k)j k∆j Dk f kL∞ < ∞.

j∈Z
n
We shall estimate for x, y ∈ R
X X
∆j Dk f (x) − ∆j Dk f (y) ≤ |∆j Dk f (x) − ∆j Dk f (y)|
N ≤j≤N 0 N ≤j≤N 0
X X
≤ |∆j Dk f (x) − ∆j Dk f (y)| + 2 k∆j f kL∞
2j ≤1/|x−y| 2j >1/|x−y|
   ∨
X ξ X
≤ ξ k+1
ψ fˆ(ξ) · |x − y| + 2A 2−γj
2j
2j ≤1/|x−y| L∞ 2j >1/|x−y|
X X
≤ CA 2(1−(γ−k))j |x − y| + CA 2−(γ−k)j
2j ≤1/|x−y| 2j >1/|x−y|

≤ CA|x − y|γ−k .

Consequently, Dk f ∈ C γ−k , and the desired estimate holds. 

4 CHENGYANG SHAO

As a corollary, we can prove the Sobolev embedding theorem H s,p ⊂ C s−n/p for sp > n in a rather easy
manner. In fact, if e.g. f ∈ Ḣ s,p , γ = s − n/p, then for j ∈ Z, we shall apply Young’s inequality to obtain
2γj k∆j f kL∞ = 2γj k|D|−s ψj (D)|D|s f kL∞
≤ 2γj k|D|−s ψ̌j kp0 k|D|s f kLp
≤ Ckf kḢ s,p .
Remark. It should be emphasized that

sup 2kj k∆j f kL∞ < ∞

j∈Z

DOES NOT characterize the classical C k space; it is a strictly larger one, called the Lipchitz space or
Zygmund space, and is denoted by C∗k . Sometimes the Hölder space is also denoted by C∗γ so that a universal
notation can be used. For k = 1, this notion of Lipschitz space is strictly larger than the usual space of
Lipschitz functions H 1,∞ . See chapter 2 of [4] for more details.
The previous two theorems illustrated why the Littlewood-Paley decomposition could be a powerful tool.
In fact, the idea of converting the regularity property of a function to the summability property of a sequence
of “smoother” functions appear repeatedly in classical harmonic analysis. There are numerous of literature
on this aspect, for example the Miklin-Hörmander multiplier theorem, and their implications are well-known:
in the study of linear PDEs, the classical Schauder estimates and Lp estimates can be viewed as realization
of the idea of dyadic decomposition on different spaces.
We now introduce the Besov spaces and Triebel–Lizorkin spaces. Fix s ∈ R, and 1 ≤ p, q < ∞. We define
two semi-norms as follows:
 1/q  1/q
X X
kf kḂ s :=  2sqj k∆j f kqLp  , kf kḞ s :=  2sqj |∆j f |q  ,
p,q p,q
j∈Z j∈Z
Lp
and with the easy modifications for p, q = ∞ or inhomogeneous cases. The Besov spaces and Triebel–Lizorkin
spaces are defined as the completion under these (semi-)norms. From the previous Littlewood-Paley type
theorems, we find that these spaces are actually natural generalizations of the Hölder and Sobolev spaces.
s 2
In particular, B2,2 = F2,2 = H s . These constructions also arise naturally in the settings of the Nash-Moser
theorem, and (for a while, although proved to be unecessary at last) in the study of semilinear Schrödinger
equations. The roles of Besov spaces in the Nash-Moser type techniques will be treated with detail in the
second part.
We close this section by pointing out that the number 2 chosen for the building block operators ∆j =
φ(D/2j ) − φ(D/2j−1 ) is not essential. We can replace dyadic decomposition by q-adic decomposition for
any fixed q > 1. For example, we can decompose the frequency space into annuli of the form A0k :=
(e)
B(0, ek+1 ) − B(0, ek ), and consider the e-adic building block operators ∆j = φ(D/ej ) − φ(D/ej−1 ). The
arguments above can be directly applied to show that
 1/2
(e) (e)
X
kf kḢ s,p ∼  e2sj |∆j f |2  , kf kĊ γ ∼ sup eγj k∆j f kL∞ .
j∈Z
j∈Z
Lp

More generally, we find that each A0k intersects no more than 5 dyadic annuli. and each dyadic annuli
(e)
intersects no more than 5 A0k ’s. So the e-adic building block operators ∆j = φ(D/ej ) − φ(D/ej−1 ) satisfy
(e) (e) (e)
X X
∆j f = ∆k ∆j f, ∆j f = ∆k ∆j f,
k:|j−k log 2|<5 k:|k−j log 2|<5
 NONLINEAR TECHNIQUES FOR NONLINEAR DISPERSIVE PDES LECTURE 1: LITTLEWOOD-PALEY THEORY 5

(e)
and Young’s inequality for convolution thus ensures that for 1 < p ≤ ∞, the sequences {ejs k∆j f kLp } and
{2js k∆j f kLp } are mutually equivalent in any lq norm. In other words, for 1 ≤ p, q < ∞, The Besov and
Tribel-Lizorkin norms admit the following equivalences:
 1/q  1/q
(e)
X q
X q
kf kḂ s =  2sqj k∆j f kLp  ' esqj k∆j f kLp 
p,q
j∈Z j∈Z
 1/q  1/q
(e)
X X
kf kḞ s :=  2sqj |∆j f |q  '  esqj |∆j f |q  .
p,q
j∈Z j∈Z
Lp Lp
From now on, we shall fix the base 2 for the Littlewood-Paley decomposition by convention, although it does
not make any essential difference choosing any other base, for example 1.23764...

2. Para-product and the Product Rule

References for this section: chapter 5 of [6].

The notion of para-differential calculus was first introduced by J. Bony in [1]. The idea behind these
techniques, called para-linearization, is to isolate the parts of low regularity from a nonlinear expression by
appropriately manipulate the dyadic blocks of it. Before giving the general definition of para-linearization,
however, we shall focus on the simplest case: the para-product.

2.1. Para-product. We still fix a Littlewood-Paley decomposition as in (1.1). For a pair of distributions
(a, u), we define the para-product of a acting on u to be
X
Ta u := Sk−5 a · ∆k u.
k≥5

The gap 5 is non-essential. Although the definition involves products, we see that each summand is still
a dyadic one, since by properties of convolution, the support of Sk−5 \ a∆k u is in the annulus B(0, 3 · 2k ) \
B(0, 2−1 · 2k ), i.e., dyadic dilation of a finxed annulus.
The regularity property of Ta u is easily obtianed as follows: given s ≥ 0, 1 < p < ∞, and 1 < q1 ≤ ∞,
1 < q2 < ∞ such that 1/p = 1/q1 + 1/q2 , we find, by the spectral property and a similar idea as proving the
Littlewood-Paley theorem,
 1/2
X
2ks 2 2
kTa ukH s,p ≤ Cs,p  2 |Sk−5 a| |∆k u| 
k≥0
Lp
 1/2
X
= Cs,p kφ̌kL1 M a ·  22ks |∆k u|2 
k≥0
Lp
 1/2
X
≤ Cs,p kM akLq1  2ks |∆k u|2 
k≥0
Lq2
∼ Cs,p kakLq1 kukH s,q2 .
Here M a is the Hardy-Littlewood maximal function. In particular,

kTa ukH s ≤ Cs kakL∞ kukH s .

6 CHENGYANG SHAO

Thus the operator Ta is of order 0. Similarly, if 1 < r1 ≤ ∞, 1 < r2 < ∞ are such that 1/p = 1/r1 + 1/r2 ,
then
kTu akH s,p ≤ Cs,p kukLr1 kakH s,r2 .
Obviously we can decompose au = Ta u + Tu a + R(a, u), with
X
R(a, u) = ∆j a∆k u,
j,k:|j−k|<5

and we easily see that if s = s1 + s2 , then

 1/2
X
kR(a, u)kH s,p ≤ Cs,p  22ks |∆j a|2 · |∆k u|2 
j,k:|j−k|<5
Lp
 1/2  1/2
X X
≤ Cs,p  22js1 |∆j a|2   22ks2 |∆k u|2 
k≥0 k≥0
Lp
≤ Ckf kH s1 ,q1 kukH s2 ,q2 .
Thus the remainder R(a, u) is “smoother” than the para-products Ta u and Tu a, and the dependence of its
regularity is quite versatile with respect to the regularity of (a, u). Thus if we focus on the “unknown” u and
consider a as a pointwise multiplier acting on it, the para-product Ta u then isolates out all the derivatives in
u, and the remainder is “differentiated on a alone”, and is “smoother” than u. Putting the above arguments,
we immediately arrive at the following generalized Leibniz rule:

Theorem 2.1. Suppose s ≥ 0, 1 < p < ∞, and q1 , q2 , r1 , r2 are such that

1 1 1 1 1
= + = + , q1 , r1 ∈ (1, ∞], q2 , r2 ∈ (1, ∞).
p q1 q2 r1 r2
Then
kaukH s,p ≤ C(kakLq1 kukH s,q2 + kukLr1 kakH s,r2 ).
s n
In particular, H (R ) is a Banach algebra for s > n/2.

2.2. A Commutator Estimate. A natural question arises if we regard Ta as a zeroth order pseudodifferen-
tial operator: how does it commute with differentiation? For any index α ∈ Nn , the expression for Dβ (Ta u)
can be explicitly obtained by the Leibniz rule, since the operators ∆j commute with Dβ . It is thus seen that

[Dβ , Ta ]u = Dβ (Ta u) − Ta (Dβ u)

can be estimated by a term-wise application of the Leibniz rule. But what about non-integral orders?
For simplicity we fix s ∈ (0, 1); the general case can be obtained by induction on [s] and using some
appropriate multiplier theorems. Note that each summand Sk−5 a · ∆k u in Ta u is supported in the 2k -dilation
of a fixed annulus B(0, 3) \ B(0, 0.5), so we compute
|D|s Ta u − Ta |D|s u
X
= |D|s (Sk−5 a · ∆k u) − Sk−5 a · |D|s ∆k u
k≥5
X
= θk (D)|D|s (Sk−5 a · ∆k u) − Sk−5 a · (θk (D)|D|s ∆k u)
k≥5
X
= 2ks [ψk# (D), Sk−5 a]∆k u.
k≥5
 NONLINEAR TECHNIQUES FOR NONLINEAR DISPERSIVE PDES LECTURE 1: LITTLEWOOD-PALEY THEORY 7

where θ is a bump function for B(0, 3) \ B(0, 0.5), θk (ξ) = θ(ξ/2k ), ψk# (ξ) = ψ # (ξ/2k ), and ψ # (ξ) = |ξ|s θ(ξ).
Thus, using elementary properties of convolution, each summand is estimated by
X Z
|[ψk# (D), Sk−5 a]∆k u|(x) ≤ CkukL∞ |∆j a(x) − ∆j a(y)||ψ̌k# (x − y)|dy.
0≤j≤k−5 Rn

Lemma 2.2. Let η be any smooth function supported within the support of θ, and let ηk (ξ) = η(ξ/2k ). For
j ≤ k, there holds Z
|∆j a(x) − ∆j a(y)||η̌k (x − y)|dy ≤ C2j−k M (θj (D)a)(x).
Rn
For j > k, there holds
Z
|∆j a(x) − ∆j a(y)||η̌k (x − y)|dy ≤ CM (θj (D)a)(x).
Rn

Sketch of proof. The second assertion is obvious. For the first assertion, note that ∆j a = θj (D)∆j a, so a
direct computation gives, for |x − y| ≤ 2−j , that

|∆j a(x) − ∆j a(y)| ≤ C2j M (θj (D)a)(x)|x − y|.

The integral Z
|∆j a(x) − ∆j a(y)||η̌k (x − y)|dy
Rn
−j
can be split into two parts |y − x| ≤ 2 and |y − x| > 2j and estimated separately. 

Lemma 2.3. For s < 1, there holds

2
X X X
2sj k−j
2 2 ak ≤C 22sk |ak |2 .
j∈Z k<j k∈Z

For s > 0, there holds

2
X X X
2sj
2 ak ≤C 22sk |ak |2 .
j∈Z k≥j k∈Z

Proof. For the first part, set bk = 2sk ak , then

2
X X XXX
22sj 2k−j ak = 22sj 2−sk 2−sl 2k−j 2l−j bk b̄l
j∈Z k<j j∈Z k<j l<j
X X
= 2(1−s)(k+l) 22(s−1)j bk b̄l
k,l∈Z j>max(k,l)
1 X
= 2−(1−s)|k−l| bk b̄l
1 − 22(1−s) k,l∈Z
1 X
−(1−s)m
X X
= 2 (bk b̄ k+m + b k b̄ k−m ) ≤ C s 22sk |ak |2 .
1 − 2−2s
m≥0 k∈Z k∈Z

sk
For the second part, still set bk = 2 ak , then similarly
2
X X 1 X X
22sj ak = −2s
2−sm (bk b̄k+m + bk b̄k−m )
1−2
j∈Z k≥j m≥0 k∈Z

2 X X X
≤ 2−sm · |bk |2 ≤ Cs 22sk |ak |2 .
1 − 2−2s
m≥0 k∈Z k∈Z
8 CHENGYANG SHAO

Using lemma 2.2, we find that

X
|[ψk# (D), Sk−5 a]∆k u| ≤ CkukL∞ M (θj (D)a).
0≤j≤k−5

Using lemma 2.3 and the Fefferman-Stein maximal inequality, we find that
k|D|s Ta u − T|D|s a ukLp
 1/2
2
X ks X
≤ CkukL∞  2 2j−k M (θj (D)a) 

k≥5 0≤j≤k
Lp
 1/2
X
≤ CkukL∞  2ks |M (θj (D)a)|2 
k≥5
Lp
≤ CkukL∞ kakH s,p .

Corollary 2.3.1. For s ∈ (0, 1), there holds

k|D|s (au) − a|D|s ukLp ≤ CkukL∞ kakH s,p .

3. Para-linearization of Composition

Para-differential calculus provides a smart technique to understand compositions. We start with the
following general theorem, which was obtained by Kato and Staffilani (see e.g. [5] for the details):

Theorem 3.1. For s ∈ (0, 1), p ∈ (1, ∞), suppose that q1 , q2 satisfy
1 1 1
= + , q1 ∈ (1, ∞], q2 ∈ (1, ∞).
p q1 q2
Suppose further F ∈ C 1 satisfies F (0) = 0, and there is a µ ∈ L1 [0, 1] and a function G > 0 such that

kF 0 (τ z + (1 − τ )w)k ≤ µ(τ )(G(z) + G(w)).

Then
kF ◦ ukLps ≤ Cµ kG ◦ ukLq1 kukLqs2 .

Sketch of proof. Set H = G ◦ u. First we investigate each building block of F ◦ u. A direct calculation gives
Z
|∆j [F ◦ u](x)| ≤ CH(x) |ψ̌j (x − y)| · |φ(D)u(x) − φ(D)u(y)|dy
Rn
Z
+C |ψ̌j (x − y)| · |φ(D)u(x) − φ(D)u(y)| · H(y)dy
Rn
XZ
+ CH(x) |ψ̌j (x − y)| · |∆k u(x) − ∆k u(y)|dy
k≥0 Rn
XZ
+C |ψ̌j (x − y)| · |∆k u(x) − ∆k u(y)| · H(y)dy.
k≥0 Rn
 NONLINEAR TECHNIQUES FOR NONLINEAR DISPERSIVE PDES LECTURE 1: LITTLEWOOD-PALEY THEORY 9

It suffices to look at the last two sums. Applying the method of lemma 2.2, and again lemma 2.3, we find
that the square-function of F ◦ u is estimated as
X X
22sj |∆j [F ◦ u](x)|2 ≤ C(M H)(x)2 22sk M (θk (D)u)(x)2
j≥0 k≥0
X X
2sk
+ 2 M (|θk (D)u|H)(x)2 + 22sk M (|∆k u|H)(x)2 ,
k≥0 k≥0
p
where the low-frequency parts are omitted. Taking L norm, using the Littlewood-Paley theorem and the
Fefferman-Stein maximal inequality, we find that
 1/2  1/2
X X
kF ◦ ukH s,p ≤ kH(x)kLq1  22sk (θk (D)u)(x)2  + H(x)  22sk |θk (D)u|(x)2 
k≥0 k≥0
Lq2 Lp
 1/2
X
+ H(x)  22sk |∆k u|(x)2 
k≥0
Lp
≤ CkHkLq1 kukLqs2 .


Once the result is established for s ∈ (0, 1), it is not hard to extend to general order of derivatives by
induction and the classical differentiation law for composite functions. The above theorem plays an important
role in establishing the local well-posedness of the nonlinear Schrödinger equation in fractional Sobolev spaces.
Originally the well-posedness had to be established using the Besov spaces, but this theorem avoided this
technicality; compare the paper of Cazenave and Weissler [2] and the paper of Kato [5].

Corollary 3.1.1 (Moser). Fix s > 0. Let u ∈ L∞ ∩ H s , F ∈ C ∞ , F (0) = 0. Then there is a constant C
depending on F (to be precise, on derivatives of F of order less than [s] + 2) and kukL∞ such that

kF (u)kH s ≤ CkukH s .

We shall close this first lecture by a following para-linearization theorem of Bony (see [1] or Meyer [7]),
which is rather refined:

Theorem 3.2. Let F ∈ C ∞ , F (0) = 0.

(A) Let s > 0 be such that the number ρ = s − n/2 > 0. Suppose u ∈ H s (Rn ). Then

F (u) − TF 0 (u) u ∈ H s+ρ .

(B) Let γ > 0. If u ∈ C∗γ , then

F (u) − TF 0 (u) u ∈ C∗2γ .

Some intuition can be given before proving this theorem. In fact, Taylor’s formula gives F (u) ' F 0 (u)u,
and the para-linearization refines this rather vague equality to its perfection in the aspect of regularity. The
idea will be explained with more detail in the next lecture.
A lemma is needed for the proof of this theorem.

Lemma 3.3. Let s > 0, let m > s be an integer. There is a constant C with the following properties. If
{fk }k≥0 is a sequence in H m (Rn ), such that for all multi-index α with |α| ≤ m, there holds

kDα fk kL2 ≤ 2k(|α|−s) ck , (ck ) ∈ l2 ,

10 CHENGYANG SHAO

fk ∈ H s and
P
then k
2
X X
fk ≤C c2k .
k≥0 k≥0
Hs

Sketch of proof. If j ≤ k, then obviously

k∆j fk kL2 ≤ C2−ks ck .

If j > k, then by Bernstein’s inequality,

k∆j fk kL2 ≤ C2−mj kfk kH m ≤ C2−ks 2m(k−j) ck .

P
Thus, for f = k fk , we have
X X
2js k∆j f kL2 ≤ C 2(m−s)(k−j) ck + C 2(j−k)s ck .
k:k<j k:k≥j

Using lemma 2.3, we obtain the desired result. 

Sketch of proof of theorem 3.2. (A) and (B) are proved in a similar manner, so we focus on (A). Note that
since s > n/2, we have u ∈ L∞ , so the function F 0 (u) ∈ H s . For the sake of concision, we put vk = ∆k u,
uk = Sk u. Consider the telescope series
∞
X ∞ Z 1
X 
F (u) = F (u0 ) + (F (uk+1 ) − F (uk )) = F (u0 ) + F 0 (uk + tvk )dt vk .
k=0 k=0 0
R1
We put mk = 0 F 0 (uk + tvk )dt. Then the essential part that may undermine the desired regularity of
F (u) − TF 0 (u) u is the sum
∞
X ∞
X ∞
X
(3.1) (mk − Sk−5 F 0 (u))vk = (mk − F 0 (uk−5 ))vk + (F 0 (uk−5 ) − Sk−5 F 0 (u))vk .
k=0 k=0 k=0
s
Now a direct computation (using the idea that uk → u in H and the Moser inequality) gives

kDα [(mk − F 0 (uk−5 ))]kL∞ ≤ Cα 2(|α|−ρ)k ,

kDα [F 0 (uk−5 ) − Sk−5 F 0 (u)]kL∞ ≤ Cα 2(|α|−ρ)k .

For example, the second quantity can further split as follows:

F 0 (uk ) − Sk F 0 (u) = [F 0 (uk ) − Sk F 0 (uk )] + Sk [F 0 (uk ) − F 0 (u)].

For N large enough, we find that, if |α| < s + N − n/2, by Bernstein’s inequality,
X
kDα [F 0 (uk ) − Sk F 0 (uk )]kL∞ ≤ kDα ∆j F 0 (uk )kL∞
j≥k
X
≤C 2j(|α|−s−N +n/2) kF 0 (uk )kH s+N
j≥k
X
≤C 2j(|α|−s−N +n/2) kuk kH s+N
j≥k
X
≤C 2j(|α|−ρ) .
j≥k

Thus we can estimate the quantity

kDα [(F 0 (uk−5 ) − Sk−5 F 0 (u))vk ]kL2

 NONLINEAR TECHNIQUES FOR NONLINEAR DISPERSIVE PDES LECTURE 1: LITTLEWOOD-PALEY THEORY 11

in the sum (3.1), which is bounded by

C2k(|α|−ρ−s) kvk kL2 .
Lemma 3.3 then implies that the sum
∞
X
(mk − Sk−5 F 0 (u))vk
k=0
s+ρ
is of class H . 

References
[1] Bony, J. M. (1981). Calcul symbolique et propagation des singularités pour les équations aux dérivées partielles non linéaires,
Ann. Sc. E.N.S. Paris, 14 pp 209-246.
[2] Cazenave, T. & Weissler, F. (1990) The Cauchy Problem for the Nonlinear Schrodinger Equation in Hs, Nonlinear Analysis,
Vol. 14, No. 10, pp. 807-836
[3] Grafakos, L. (2014). Classical fourier analysis (3rd Edition). New York: Springer.
[4] Grafakos, L. (2014). Modern fourier analysis (3rd Edition). New York: Springer.
[5] Kato, T. (1995). On nonlinear Schrödinger equations, II: H s -solutions and unconditional wellposedness, Journal a’analyse
mathématique, Vol. 67., pp. 281-306.
[6] Métivier, G. Para–differential Calculus and Applications to the Cauchy Problem for Nonlinear Systems. 3rd cycle. Università
di Pisa, 2007, 2008, pp. 143. cel-00287554
[7] Meyer, Y. (1981). Remarques sur un théorème de J.M. Bony, Suppl. ai Rend, del Circolo mat. di Palermo II: 1, pp. 1-20.
[8] Taylor, M. E. . (2000). Tools for PDE: Pseudodifferential Operators, Para-differential Operators, and Layer Potentials.
American Mathematical Society Providence Ri.