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Page 1: Nonlinear Dispersive Equations - American … ·  · 2015-11-17Nonlinear Dispersive Equations Local and Global Analysis Terence Tao ... This is also a pedagogical text rather than
Page 2: Nonlinear Dispersive Equations - American … ·  · 2015-11-17Nonlinear Dispersive Equations Local and Global Analysis Terence Tao ... This is also a pedagogical text rather than

Nonlinear Dispersiv e Equations

Local an d Globa l Analysi s

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Conference Boar d o f the Mathematica l Science s

CBMS Regional Conference Series in Mathematics

Number 10 6

Nonlinear Dispersiv e Equations

Local an d Globa l Analysi s

Terence Tao

Published fo r th e Conference Boar d o f the Mathematica l Science s

by th e ^^zm^n America n Mathematica l Societ y ^ L»* **

, — — J x ^ r m > Providence, Rhod e Islan d ^J^OBJL I with suppor t fro m th e

National Scienc e Foundatio n °°ND^ S° &

http://dx.doi.org/10.1090/cbms/106

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NSF-CBMS Regiona l Conferenc e o n

Nonlinear an d Dispersiv e Wav e Equation s

held a t Ne w Mexic o Stat e University , Jun e 2005 .

Partially supporte d b y th e Nationa l Scienc e Foundation .

The autho r acknowledge s suppor t fro m th e Conferenc e Boar d o f Mathematical Science s an d NS F Gran t DMS-0440945 .

The autho r i s partly supporte d b y a gran t fro m the Packar d foundation .

2000 Mathematics Subject Classification. Primar y 35Q53 , 35Q55 , 35L15 .

For additiona l informatio n an d update s o n thi s book , visi t www.ams.org/bookpages/cbms-106

Library o f Congres s Cataloging-in-Publicat io n Dat a

Tao, Terence , 1975-Nonlinear dispersiv e equations : Loca l an d global analysi s / Terenc e Tao.

p. cm . — (Regiona l conferenc e serie s i n mathematics , ISS N 0160-764 2 ; no. 106 ) Includes bibliographica l references . ISBN 0-8218-4143- 2 (alk . paper) 1. Nonlinea r wav e equations . 2 . Differential equations , Partial . I . Title . II . Series.

QA1.R33 no . 10 6 [QA927] 510 s—dc22 [530.12/4] 200604282 0

Copying an d reprinting . Individua l reader s o f thi s publication , an d nonprofi t librarie s acting fo r them, ar e permitted t o make fai r us e of the material, suc h a s to copy a chapte r fo r use in teachin g o r research . Permissio n i s grante d t o quot e brie f passage s fro m thi s publicatio n i n reviews, provide d th e customary acknowledgmen t o f the source i s given.

Republication, systemati c copying , o r multiple reproductio n o f any materia l i n this publicatio n is permitte d onl y unde r licens e fro m th e America n Mathematica l Society . Request s fo r suc h permission shoul d b e addressed t o the Acquisitions Department , America n Mathematica l Society , 201 Charle s Street , Providence , Rhod e Islan d 02904-2294 , USA . Requests ca n als o b e mad e b y e-mail t o [email protected] .

© 200 6 b y the American Mathematica l Society . Al l rights reserved . The America n Mathematica l Societ y retain s al l right s

except thos e grante d t o the United State s Government . Printed i n the United State s o f America .

@ Th e paper use d i n this boo k i s acid-free an d falls withi n th e guideline s established t o ensure permanenc e an d durability .

Visit th e AMS home pag e a t http:/ /www.ams.org /

10 9 8 7 6 5 4 3 2 1 1 1 10 09 08 07 06

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To Laura , fo r bein g s o patient .

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Contents

Preface

Chapter 1 . Ordinar y differentia l equation s 1.1. 1.2. 1.3. 1.4. 1.5. 1.6. 1.7.

General theor y Gronwall's inequalit y Bootstrap an d continuit y argument s Noether's theore m Monotonicity formula e Linear an d semilinea r equation s Completely integrabl e system s

Chapter 2 . Constan t coefficien t linea r dispersiv e equation s 2.1. 2.2. 2.3. 2.4. 2.5. 2.6.

The Fourie r transfor m Fundamental solutio n Dispersion an d Strichart z estimate s Conservation law s fo r th e Schrodinge r equatio n The wav e equation stress-energ y tenso r Xs'b space s

Chapter 3 . Semilinea r dispersiv e equation s 3.1. 3.2. 3.3. 3.4. 3.5. 3.6. 3.7. 3.8. 3.9.

On scalin g an d othe r symmetrie s What i s a solution ? Local existenc e theor y Conservation law s and globa l existenc e Decay estimate s Scattering theor y Stability theor y Illposedness result s Almost conservatio n law s

Chapter 4 . Th e Kortewe g d e Vrie s equatio n 4.1. 4.2. 4.3. 4.4.

Existence theor y Correction term s Symplectic non-squeezin g The Benjamin-On o equatio n an d gaug e transformation s

Chapter 5 . Energy-critica l semilinea r dispersiv e equation s 5.1. 5.2. 5.3. 5.4.

The energy-critica l NL W Bubbles o f energy concentratio n Local Morawet z an d non-concentratio n o f mas s Minimal-energy blowu p solution s

ix

1 2

11 20 26 35 40 49

55 62 69 73 82 88 97

109 114 120 129 144 153 162 171 180 186

197 202 213 218 223

231 233 247 257 262

vii

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viii C O N T E N T S

5.5. Globa l Morawet z an d non-concentratio n o f mass 27 1

Chapter 6 . Wav e map s 27 7 6.1. Loca l theor y 28 8 6.2. Orthonorma l frame s an d gaug e transformation s 29 9 6.3. Wav e ma p deca y estimate s 31 0 6.4. Hea t flow 32 0

Chapter A . Appendix : tool s fro m harmoni c analysi s 32 9

Chapter B . Appendix : constructio n o f ground state s 34 7

Bibliography 36 3

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Preface

Politics is for the present, but an equation is something for eternity. (Albert Einstein )

This monograph i s based o n (an d greatl y expande d from ) a lecture serie s given at th e NSF-CBM S regiona l conferenc e o n nonlinea r an d dispersiv e wav e equation s at Ne w Mexic o Stat e University , hel d i n Jun e 2005 . It s objectiv e i s t o presen t some aspect s o f th e globa l existenc e theor y (an d i n particular , th e regularit y an d scattering theory ) fo r variou s nonlinea r dispersiv e an d wav e equations , suc h a s th e Korteweg-de Vrie s (KdV) , nonlinea r Schrodinger , nonlinea r wave , an d wav e map s equations. Th e theor y her e i s ric h an d vas t an d w e canno t hop e t o presen t a comprehensive surve y o f th e field here ; ou r ai m i s instea d t o presen t a sampl e o f results, an d t o giv e some idea o f the motivatio n an d genera l philosoph y underlyin g the problem s an d result s i n th e field, rathe r tha n t o focu s o n the technica l details . We inten d thi s monograp h t o b e a n introductio n t o th e field rathe r tha n a n ad -vanced text ; whil e we do include some very recent results , and we imbue some mor e classical result s wit h a moder n perspective , ou r mai n concer n wil l b e t o develo p the fundamenta l tools , concepts , an d intuition s i n a s simpl e an d a s self-containe d a matte r a s possible . Thi s i s also a pedagogical tex t rathe r tha n a reference ; man y details o f arguments ar e lef t t o exercise s o r t o citations , o r ar e sketched informally . Thus thi s tex t shoul d b e viewed a s being complementar y t o th e researc h literatur e on thes e topics , rathe r tha n bein g a substitut e fo r them .

The analysi s of PDE i s a beautiful subject , combinin g the rigour an d techniqu e of moder n analysi s an d geometr y wit h th e ver y concret e real-worl d intuitio n o f physics an d othe r sciences . Unfortunately , i n some presentations o f the subjec t (a t least i n pure mathematics) , the former ca n obscure the latter , givin g the impressio n of a fearsomel y technica l an d difficul t field t o wor k in . T o try t o comba t this , thi s book i s devote d i n equa l part s t o rigou r an d t o intuition ; th e usua l formalis m o f definitions, propositions , theorems, and proof s appea r here , but will be intersperse d and complemente d wit h man y informa l discussion s o f the sam e material , centerin g around vagu e "Principles " an d figures, appea l t o physica l intuitio n an d examples , back-of-the-envelope computations , an d eve n som e whimsica l quotations . Indeed , the exposition and exercises here reflect m y personal philosophy that t o truly under -stand a mathematical resul t on e must vie w it from a s many perspectives a s possibl e (including both rigorou s argument s an d informa l heuristics) , an d mus t als o be abl e to translat e easil y fro m on e perspectiv e t o another . Th e reade r shoul d thu s b e aware o f whic h statement s i n th e tex t ar e rigorous , an d whic h one s ar e heuristic , but thi s shoul d b e clea r fro m contex t i n mos t cases .

To restrict th e field o f study, w e shall focu s primaril y o n defocusing equations , in whic h soliton-typ e behaviou r i s prohibited . Pro m th e poin t o f vie w o f globa l existence, thi s i s a substantiall y easie r cas e t o stud y tha n th e focusin g problem , i n

ix

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x PREFAC E

which one has the fascinating theor y of solitons and multi-solitons, as well as various mechanisms t o enforc e blow-u p o f solution s i n finite o r infinit e time . However , w e shall se e tha t ther e ar e stil l severa l analytica l subtletie s i n th e defocusin g case , especially whe n considerin g critica l nonlinearities , o r whe n tryin g t o establis h a satisfactory scatterin g theory . W e shal l als o wor k i n ver y simpl e domain s suc h as Euclidea n spac e R n o r tor i T n , thu s avoidin g consideratio n o f boundary-valu e problems, o r curved space , though thes e ar e certainly ver y importan t extension s t o the theory . On e further restrictio n w e shall make is to focus attentio n o n the initia l value proble m whe n th e initia l dat a lie s in a Sobole v spac e i J | (R d ) , a s opposed t o more localised choices of initial data (e.g . i n weighted Sobole v spaces, or self-simila r initial data) . Thi s restriction , combine d wit h th e previou s one , makes our choic e of problem translation-invarian t i n space , which lead s naturall y t o th e deploymen t o f the Fourie r transform , whic h turn s ou t t o b e a ver y powerfu l too l i n ou r analysis . Finally, w e shall focus primaril y o n only four equations : th e semilinea r Schrodinge r equation, th e semilinea r wav e equation , th e Korteweg-d e Vrie s equation , an d th e wave maps equation. Thes e four equation s ar e of course only a very small sample of the nonlinear dispersiv e equations studied i n the literature , bu t the y ar e reasonabl y representative i n tha t the y showcas e man y o f the technique s use d fo r mor e genera l equations i n a comparativel y simpl e setting .

Each chapte r o f th e monograp h i s devote d t o a differen t clas s o f differentia l equations; generall y speaking , i n eac h chapte r w e first stud y th e algebrai c struc -ture o f these equations (e.g . symmetries , conservatio n laws , and explici t solutions) , and then turn to the analytic theory (e.g . existenc e and uniqueness , and asymptoti c behaviour). Th e first chapte r i s devoted entirel y t o ordinary differential equations (ODE). On e ca n vie w partia l differentia l equation s (PDE ) suc h a s th e nonlinea r dispersive an d wav e equation s studie d here , a s infinite-dimensiona l analogue s o f ODE; thu s finite-dimensional OD E ca n serv e a s a simplified mode l fo r understand -ing technique s an d phenomen a i n PDE . I n particular , basi c PD E technique s suc h as Picar d an d Duhame l iteration , energ y methods , continuit y o r bootstra p argu -ments, conservatio n laws , near-conservatio n laws , an d monotonicit y formula e al l have usefu l OD E analogues . Furthermore , th e analog y betwee n classica l mechan -ics an d quantu m mechanic s provide s a usefu l heuristi c correspondenc e betwee n Schrodinger typ e equations , an d classica l OD E involvin g on e o r mor e particles , a t least i n th e high-frequenc y regime .

The secon d chapte r i s devoted t o the theor y o f the basi c linear dispersiv e mod -els: th e Airy equation, th e free Schrodinger equation, an d th e free wave equation. In particular , w e sho w ho w th e Fourie r transfor m an d conservatio n la w methods , can b e use d t o establis h existenc e o f solutions , a s wel l a s basi c estimate s suc h a s the dispersiv e estimate , loca l smoothin g estimates , Strichart z estimates , an d X s,b

estimates. In the third chapter we begin studying nonlinear dispersive equations in earnest,

beginning wit h tw o particularl y simpl e semilinea r models , namel y th e nonlinear Schrodinger equation (NLS ) an d nonlinear wave equation (NLW) . Usin g thes e equations a s examples , w e illustrat e th e basi c approache s toward s definin g an d constructing solutions , an d establishin g loca l an d globa l properties , thoug h w e de-fer th e stud y o f the mor e delicat e energy-critica l equation s t o a later chapter . (Th e mass-critical nonlinea r Schrodinge r equatio n i s als o o f grea t interest , bu t w e will not discus s i t i n detai l here. )

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PREFACE x i

In the fourth chapter , w e analyze the Korteweg de Vries equation (KdV) , which requires som e mor e delicat e analysi s du e t o th e presenc e o f derivatives i n th e non -linearity. T o partl y compensat e fo r this , however , on e no w ha s th e structure s o f nonresonance an d complet e integrability ; th e interplay betwee n the integrability o n one hand , an d th e Fourier-analyti c structur e (suc h a s nonresonance ) o n th e other , is stil l onl y partl y understood , howeve r w e ar e abl e t o a t leas t establis h a quit e satisfactory loca l an d globa l wellposednes s theory , eve n a t ver y lo w regularities , by combinin g method s fro m both . W e als o discus s a les s dispersiv e cousi n o f th e KdV equation , namel y th e Benjamin-Ono equation, whic h requires mor e nonlinea r techniques, suc h a s gaug e transforms , i n orde r t o obtai n a satisfactor y existenc e and wellposednes s theory .

In th e fifth chapte r w e retur n t o th e semilinea r equation s (NL S an d NLW) , and no w establish larg e data globa l existence fo r thes e equation s i n the defocusing , energy-critical case . Thi s requires the full powe r o f the local wellposedness an d per -turbation theory , togethe r wit h Morawetz-typ e estimate s t o preven t variou s kind s of energ y concentration . Th e situatio n i s especiall y delicat e fo r th e Schrodinge r equation, i n whic h on e must emplo y th e inductio n o n energ y method s o f Bourgai n in orde r t o obtai n enoug h structura l contro l o n a putativ e minimal energy blowup solution t o obtai n a contradictio n an d thu s ensur e globa l existence .

In th e final chapter , w e turn t o th e wave maps equation (WM) , which i s some-what mor e nonlinea r tha n th e precedin g equations , bu t whic h o n th e othe r han d enjoys a strongl y geometri c structure , whic h ca n i n fac t b e use d t o renormalis e most o f the nonlinearity . Th e smal l dat a theor y her e ha s recentl y bee n completed , but th e larg e dat a theor y ha s jus t begun ; i t appear s howeve r tha t th e geometri c renormalisation provide d by the harmonic map heat flow, together with a Morawetz estimate, ca n agai n establis h globa l existenc e i n th e negativel y curve d case .

As a final disclaimer , thi s monograp h i s by n o mean s intende d t o b e a defini -tive, exhaustive , o r balance d surve y o f th e field. Somewha t unavoidably , th e tex t focuses o n thos e technique s an d result s whic h th e autho r i s mos t familia r with , i n particular th e us e o f the iteratio n metho d i n various functio n space s t o establis h a local and perturbative theory , combined with frequency analysis , conservation laws , and monotonicit y formula e t o then obtai n a global non-perturbative theory . Ther e are othe r approache s t o thi s subject , suc h a s vi a compactnes s methods , nonlinea r geometric optics , infinite-dimensiona l Hamiltonia n dynamics , o r th e technique s o f complete integrability , whic h ar e als o o f majo r importanc e i n th e field (an d ca n sometimes be combined, t o good effect , wit h the methods discussed here) ; however , we will be unable to devote a full-length treatmen t o f these methods in this text . I t should als o b e emphasise d tha t th e methods , heuristics , principle s an d philosoph y given her e ar e tailored fo r th e goa l o f analyzing th e Cauch y proble m fo r semilinea r dispersive PDE ; the y d o no t necessaril y exten d wel l t o othe r PD E question s (e.g . control theor y o r invers e problems) , o r t o othe r classe s o f PD E (e.g . conservatio n laws or to paraboli c an d ellipti c equations) , thoug h ther e ar e certain man y connec -tions an d analogie s betwee n result s i n dispersiv e equation s an d i n othe r classe s o f PDE.

I a m indebte d t o m y fello w member s o f the "/-team " (Ji m Colliander , Marku s Keel, Gigliol a Staffllani , Hide o Takaoka) , t o Sergi u Klainerman , an d t o Michae l Christ fo r many entertaining mathematica l discussions , which have generated muc h of th e intuitio n tha t I hav e trie d t o plac e int o thi s monograph . I a m als o ver y

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xii PREFAC E

thankful fo r Ji m Ralsto n fo r usin g thi s tex t t o teac h a join t PD E course , an d providing m e wit h carefu l correction s an d othe r feedbac k o n th e material . I als o thank Soonsi k Kwo n fo r additiona l corrections . Last , bu t no t least , I a m gratefu l to m y wif e Laur a fo r he r support , an d fo r pointin g ou t th e analog y betwee n th e analysis o f nonlinea r PD E an d th e electrica l engineerin g proble m o f controllin g feedback, whic h ha s greatl y influence d m y perspectiv e o n thes e problem s (an d ha s also inspire d man y o f the diagram s i n thi s text) .

Terence Ta o

Nota t ion . A s i s commo n wit h an y boo k attemptin g t o surve y a wid e rang e of result s b y differen t author s fro m differen t fields , th e selectio n o f a unifie d no -tation become s ver y painful , an d som e compromise s ar e necessary . I n thi s tex t I have (perhap s unwisely ) decide d t o mak e the notatio n a s globally consisten t acros s chapters a s possible , whic h mean s tha t an y individua l resul t presente d her e wil l likely hav e a notatio n slightl y differen t fro m th e wa y i t i s usually presente d i n th e literature, an d als o tha t th e notatio n i s mor e finick y tha n a loca l notatio n woul d be (ofte n becaus e o f som e ambiguit y tha t neede d t o b e clarifie d elsewher e i n th e text). Fo r th e mos t part , changin g fro m on e conventio n t o anothe r i s a matte r o f permuting variou s numerica l constant s suc h a s 2 , 7r, i, an d —1 ; these constant s ar e usually quit e harmles s (excep t fo r th e sig n —1) , but on e shoul d nevertheles s tak e care in transporting a n identity o r formula i n this book to another contex t i n which the convention s ar e slightl y different .

In thi s text , d will always denot e th e dimensio n o f the ambien t physica l space , which will either b e a Euclidean spac e R d o r the torus T d : = (R/27rZ) d. (Chapte r 1 deal s wit h ODE , whic h ca n b e considere d t o b e th e cas e d = 0. ) Al l integral s o n these space s wil l b e wit h respec t t o Lebesgu e measur e dx. I f x = ( x i , . . . , Xd) an d £ = (£i > • • • J £,d) h e in R d , w e use x • £ to denote th e do t produc t x • £ := X\^i + . . . + xaidi an d \x\ t o denot e th e magnitud e \x\ : = {x\ + . . . + x^) 1^2. W e als o us e (x) to denot e th e inhomogeneou s magnitud e (o r Japanese bracket) (x) : = ( 1 + l^l 2)1/2

of x , thu s (x) i s comparabl e t o \x\ fo r larg e x an d comparabl e t o 1 fo r smal l x. In a simila r spirit , i f x = ( # i , . . . , Xd) € T d an d k = (fci,... , kj) £ Z d w e defin e k • x : = k\Xi + . . . + kdXd £ T . I n particula r th e quantit y e %k'x i s well-defined .

We say tha t / i s a time interval i f i t i s a connected subse t o f R whic h contain s at leas t tw o point s (s o w e allo w tim e interval s t o b e ope n o r closed , bounde d o r unbounded). I f u : I xH d — » Cn i s a (possibly vector-valued) functio n o f spacetime, we write d tu fo r the time derivative ^ | , an d dXl u1..., d Xdu fo r the spatial derivatives J j - , . . . , J^r- ; thes e derivatives wil l either b e interpreted i n the classica l sense (whe n u i s smooth ) o r th e distributiona l (weak ) sens e (whe n u i s rough) . W e us e V xu : / x R d — » Cnd t o denot e th e spatia l gradien t V 'xu — (d Xlu,... ,d Xdu). W e ca n iterate thi s gradien t t o defin e highe r derivative s V ^ fo r k — 0,1, O f course ,

We wil l b e usin g tw o slightl y differen t notion s o f spacetime , namel y Minkowski space R 1 + d

and Galilean spacetime R x R d ; i n th e ver y las t sectio n w e als o nee d t o us e parabolic spacetime R + x R d . A s vecto r spaces , the y ar e o f cours e equivalen t t o eac h othe r (an d t o th e Euclidea n space R d + 1 ) , bu t w e wil l plac e differen t (pseudo)metri c structure s o n them . Generall y speaking , wave equation s wil l us e Minkowsk i space , wherea s nonrelativisti c equation s suc h a s Schrodinge r equations wil l us e Galilea n spacetime , whil e hea t equation s us e paraboli c spacetime . Fo r th e mos t part th e reade r wil l b e abl e t o safel y ignor e thes e subtl e distinctions .

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P R E F A C E xii i

these definitions als o apply to functions o n Td , whic h can be identified wit h periodi c functions o n H d.

We use the Einstein convention for summing indices , with Latin indices ranging from 1 to d , thu s fo r instanc e Xjd Xju i s shor t fo r J2j =iXjdXju. Whe n w e com e to wav e equations , w e wil l als o b e workin g i n a Minkowsk i spac e R 1 + d wit h a Minkowski metri c g ap; i n such cases , we will use Greek indice s and su m from 0 to d (with x° = t being the time variable), and us e the metri c t o raise and lowe r indices . Thus fo r instanc e i f we use the standard Minkowsk i metri c dg 2 = — dt2 + \dx\ 2, the n dou = dtu bu t d°u = —d tu.

In thi s monograp h w e alway s adop t th e conventio n tha t f s — — f* i f t < s. This conventio n wil l usually b e applie d onl y t o integral s i n th e tim e variable .

We use the Lebesgu e norm s

I I / I I L S ( R ^ C ) : = ( / \f(x)\* dx) 1'*

for 1 < p < o o fo r complex-value d measurabl e function s / : R d — » C, wit h th e usual conventio n

I I / I I L ~ ( R ^ C ) : =ess su p |/(V)| . xe~Rd

In man y case s w e shal l abbreviat e L^(H d — » C) a s Lg(R d), L p(Rd) , o r eve n L p

when ther e i s no chanc e o f confusion . Th e subscrip t x , whic h denote s th e dumm y variable, i s o f cours e redundant . Howeve r w e wil l ofte n retai n i t fo r clarit y whe n dealing wit h PDE , sinc e i n tha t contex t on e ofte n need s t o distinguis h betwee n Lebesgue norm s i n spac e x , tim e £ , spatia l frequenc y £ , o r tempora l frequenc y r . Als o w e wil l nee d i t t o clarif y expression s suc h a s ||x/||Lg(R d)> m whic h th e expression i n th e nor m depend s explicitl y o n th e variabl e o f integration . W e o f course identif y an y tw o function s i f the y agre e almos t everywhere . On e ca n o f course replac e th e domai n H d b y th e toru s T d o r th e lattic e Z d, thu s fo r instanc e

l l / lk (Z^Q:=(£ \f(k)\ p)1/p-kezd

One can replace C by any other Banach space X, thu s for instance I / | (Rd — > X) is the spac e o f al l measurable function s u : Hd — > X wit h finite nor m

\\u\\mR^x) := ( f \\u(x)\F x dx) 1'' Jnd

with th e usua l modificatio n fo r p = oo . I n particula r w e ca n defin e th e mixe d Lebesgue norm s L q

tLrx{I x R d - ^ C ) = ^ ( I ^ L r

x(Rd — > C) ) fo r an y time interva l

/ a s the spac e o f al l function s u : I x H d — » C wit h nor m

I I « I I L ? L ; ( / X R ^ C ) = = ([ II«(*)II1; (R«) dt) 1'" = {J{J^ \u(t,x)\ r dxf'r dt) 1^

with th e usua l modification s whe n q = o o or r = oo . On e ca n als o use thi s Banac h space notatio n t o mak e sens e o f th e LP norm s o f tensor s suc h a s V / , V 2 / , etc. , provided o f course tha t suc h derivative s exis t i n th e LP sense.

In a simila r spirit , i f J i s a tim e interva l an d k > 0 , w e us e C^{I — > X) t o denote the spac e of al l fc-times continuously differentiabl e function s u : J — » X wit h

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xiv PREFAC E

the nor m k

IMIctfc(/-,x) — Xlll^ll^u-*)-

3=0

We adop t th e conventio n tha t |Mlc fc(i-*x) = o o i f I A is no t /c-time s continuousl y differentiable. On e can of course also define spatia l analogues C^(R d — » X) o f these spaces, a s well as spacetime version s C^ X(I x Hd — * X). W e caution tha t i f / i s not compact, the n i t i s possible fo r a function t o b e k- times continuousl y differentiabl e but hav e infinite C f norm ; i n such cases we say that u G C l̂oc(I — » X) rathe r tha n u £ Ct(I —> • X). Mor e generally , a statemen t o f the for m u £ Xi oc(Q) o n a domai n Q mean s tha t w e ca n cove r O b y ope n set s V suc h tha t th e restrictio n u\y o f u to eac h o f thes e set s V i s i n X(V); unde r reasonabl e assumption s o n X , thi s als o implies tha t U\K £ X(K) fo r an y compac t subse t K o f 0 . A s a rul e o f thumb, th e global space s X(0 ) wil l b e use d fo r quantitativ e contro l (estimates) , wherea s th e local space s X\ oc(Q) ar e use d fo r qualitativ e contro l (regularity) ; indeed , th e loca l spaces Xi oc ar e typicall y onl y Preche t space s rathe r tha n Banac h spaces . W e wil l need bot h type s o f control i n this text , a s one typically need s qualitative contro l t o ensure tha t th e quantitativ e argument s ar e rigorous .

If (X,dx) i s a metri c spac e an d Y i s a Banac h space , w e use C°' l{X •— > Y) t o denote th e spac e o f al l Lipschit z continuou s function s / : X — > F , wit h nor m

(One can also define the inhomogeneous Lipschitz norm \\f\\co,i '•= ||/|lco, i + ||/llc°> but w e will no t nee d thi s here. ) Thu s fo r instanc e C x(R d — » Rm ) i s a subse t of C 0 j l(R d - • R m ) , whic h i s i n tur n a subse t o f Ci° oc(R

d - > R m ) . Th e spac e C^C(X - > Y) i s thu s th e spac e o f locally Lipschit z function s (i.e . ever y x £ X i s contained i n a neighbourhoo d o n which th e functio n i s Lipschitz) .

In additio n t o th e abov e functio n spaces , w e shal l als o use Sobole v space s iJ s , Ws'Pj H Sj VK S,P, whic h ar e define d i n Appendi x A , an d X s '6 spaces , whic h ar e defined i n Sectio n 2.6 .

If V an d W ar e finite-dimensional vecto r spaces , we use End(V — > W) t o denote the spac e o f linea r transformation s fro m V t o W , an d End(F ) = End( F — > V) fo r the rin g o f linea r transformation s fro m V t o itself . Thi s rin g contain s th e identit y transformation i d = idy.

If X an d Y ar e two quantities (typicall y non-negative), we use X < Y o r Y > X to denot e th e statemen t tha t X < CY fo r som e absolut e constan t C > 0 . W e us e X = 0(Y) synonymousl y wit h |X | < Y. Mor e generally , give n som e parameter s ai , . . . ,afc, w e us e X < ai,...,ak Y ox Y >ai,...,a fc X t o denot e th e statemen t tha t X < C ai,...,akY fo r som e (typicall y large ) constan t C aiv..jafe > 0 which ca n depen d on the parameters a i , . . . , a^, an d define X = O ai).,.?afe (Y) similarly . Typica l choices of parameter s includ e th e dimensio n d , th e regularit y 5 , an d th e exponen t p. W e will als o sa y tha t X i s controlled by a i , . . . , a& if X = O ai,...,afe(l)- W e us e X ~ y t o denot e th e statemen t X < y < X , an d similarl y X ~ai,...,a fc Y denote s X <ai,...,a fc ^ ;$ai,...,a fc ^ - W e wil l occasionall y us e th e notatio n X < 0 lv . . ,a fc Y or y ^>ai,...,a fc X t o denot e th e statemen t X < c ai?...?afcy fo r som e suitabl y smal l quantity c ai>„.jafe > 0 dependin g o n th e parameter s ai , . . . ,afe . Thi s notatio n i s

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PREFACE xv

somewhat imprecis e (a s one has to specify wha t "suitabl y small " means ) an d s o we shall usuall y onl y us e i t i n informa l discussions .

Recall tha t a functio n / : Hd — » C i s said t o b e rapidly decreasing i f we have

\\(x)Nf(x)\\LT{Kd) < o o

for al l i V > 0 . W e then sa y tha t a function i s Schwartz i f i t i s smooth an d al l o f it s derivatives d%f ar e rapidl y decreasing , wher e a = ( a i , . . . , a^) 6 Z + range s ove r all multi-indices , an d d% i s the differentia l operato r

<9a := ( — ) a i . . . ( — ) a d . x K dxx} K dxd

}

In other words , / i s Schwartz i f and onl y i f d%f(x) = 0/,a,Ar((^) _iV) fo r al l a G Z ^ and al l N. W e us e ^ ( R ^ ) t o denot e th e spac e o f al l Schwart z functions . A s is wel l known , thi s i s a Freche t space , an d thu s ha s a dua l S x(H

d)*, th e spac e of tempered distributions. Thi s spac e contain s al l locall y integrabl e function s o f polynomial growth , an d i s als o close d unde r differentiation , multiplicatio n wit h functions g o f symbol typ e (i.e . g and al l it s derivative s ar e o f polynomial growth ) and convolutio n wit h Schwart z functions ; w e will not presen t a detailed descriptio n of the distributiona l calculu s here .

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Titles i n Thi s Serie s

106 Terenc e Tao , Nonlinea r dispersiv e equations : Loca l an d globa l analysis , 200 6

105 Christop h Thiele , Wav e packe t analysis , 200 6

104 Donal d G . Saari , Collisions , rings , an d othe r Newtonia n TV-bod y problems , 200 5

103 Iai n Raeburn , Grap h algebras , 200 5

102 Ke n Ono , Th e we b o f modularity : Arithmeti c o f th e coefficient s o f modula r form s an d q

series, 200 4

101 Henr i Darmon , Rationa l point s o n modula r ellipti c curves , 200 4

100 Alexande r Volberg , Calderon-Zygmun d capacitie s an d operator s o n nonhomogeneou s

spaces, 200 3

99 Alai n Lascoux , Symmetri c function s an d combinatoria l operator s o n polynomials , 200 3

98 Alexande r Varchenko , Specia l functions , K Z typ e equations , an d representatio n theory ,

2003

97 Bern d Sturmfels , Solvin g system s o f polynomia l equations , 200 2

96 Nik y Kamran , Selecte d topic s i n th e geometrica l stud y o f differentia l equations , 200 2

95 Benjami n 'Weiss , Singl e orbi t dynamics , 200 0

94 Davi d J . Sal tman , Lecture s o n divisio n algebras , 199 9

93 Gor o Shimura , Eule r product s an d Eisenstei n series , 199 7

92 Fa n R . K . Chung , Spectra l grap h theory , 199 7

91 J . P . Ma y e t al . , Equivarian t homotop y an d cohomolog y theory , dedicate d t o th e

memory o f Rober t J . Piacenza , 199 6

90 Joh n Roe , Inde x theory , coars e geometry , an d topolog y o f manifolds , 199 6

89 Cliffor d Henr y Taubes , Metrics , connection s an d gluin g theorems , 199 6

88 Crai g Huneke , Tigh t closur e an d it s applications , 199 6

87 Joh n Eri k Fornaess , Dynamic s i n severa l comple x variables , 199 6

86 Sori n Popa , Classificatio n o f subfactor s an d thei r endomorphisms , 199 5

85 Michi o J imb o an d Tetsuj i Miwa , Algebrai c analysi s o f solvabl e lattic e models , 199 4

84 Hug h L . Montgomery , Te n lecture s o n th e interfac e betwee n analyti c numbe r theor y an d

harmonic analysis , 199 4

83 Carlo s E . Kenig , Harmoni c analysi s technique s fo r secon d orde r ellipti c boundar y valu e

problems, 199 4

82 Susa n Montgomery , Hop f algebra s an d thei r action s o n rings , 199 3

81 Steve n G . Krantz , Geometri c analysi s an d functio n spaces , 199 3

80 Vaugha n F . R . Jones , Subfactor s an d knots , 199 1

79 Michae l Frazier , Bjor n Jawerth , an d Guid o Weiss , Littlewood-Pale y theor y an d th e

study o f functio n spaces , 199 1

78 Edwar d Formanek , Th e polynomia l identitie s an d variant s o f n x n matrices , 199 1

77 Michae l Christ , Lecture s o n singula r integra l operators , 199 0

76 Klau s Schmidt , Algebrai c idea s i n ergodi c theory , 199 0

75 F . Thoma s Farrel l an d L . Edwi n Jones , Classica l aspherica l manifolds , 199 0

74 Lawrenc e C . Evans , Wea k convergenc e method s fo r nonlinea r partia l differentia l

equations, 199 0

73 Walte r A . Strauss , Nonlinea r wav e equations , 198 9

72 Pete r Orlik , Introductio n t o arrangements , 198 9

71 Harr y D y m , J contractiv e matri x functions , reproducin g kerne l Hilber t space s an d

interpolation, 198 9

70 Richar d F . Gundy , Som e topic s i n probabilit y an d analysis , 198 9

69 Fran k D . Grosshans , Gian-Carl o Rota , an d Joe l A . Stein , Invarian t theor y an d

superalgebras, 198 7

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TITLES I N THI S SERIE S

68 J . Wil l ia m Helton , Josep h A . Ball , Charle s R . Johnson , an d Joh n N . Palmer , Operator theory , analyti c functions , matrices , an d electrica l engineering , 198 7

67 Haral d Upmeier , Jorda n algebra s i n analysis , operato r theory , an d quantu m mechanics ,

1987

66 G . Andrews , g-Series : Thei r developmen t an d applicatio n i n analysis , numbe r theory ,

combinatorics, physic s an d compute r algebra , 198 6

65 Pau l H . Rabinowitz , Minima x method s i n critica l poin t theor y wit h application s t o

differential equations , 198 6

64 Donal d S . Passman , Grou p rings , crosse d product s an d Galoi s theory , 198 6

63 Walte r Rudin , Ne w construction s o f function s holomorphi c i n th e uni t bal l o f C n , 198 6

62 Bel a Bol lobas , Extrema l grap h theor y wit h emphasi s o n probabilisti c methods , 198 6

61 Mogen s Fiensted-Jensen , Analysi s o n non-Riemannia n symmetri c spaces , 198 6

60 Gille s Pisier , Factorizatio n o f linea r operator s an d geometr y o f Banac h spaces , 198 6

59 Roge r How e an d Alle n Moy , Harish-Chandr a homomorphism s fo r p-adi c groups , 198 5

58 H . Blain e Lawson , Jr. , Th e theor y o f gaug e fields i n fou r dimensions , 198 5

57 Jerr y L . Kazdan , Prescribin g th e curvatur e o f a Riemannia n manifold , 198 5

56 Har i Bercovici , Cipria n Foia§ , an d Car l Pearcy , Dua l algebra s wit h application s t o

invariant subspace s an d dilatio n theory , 198 5

55 Wil l ia m Arveson , Te n lecture s o n operato r algebras , 198 4

54 Wil l ia m Fulton , Introductio n t o intersectio n theor y i n algebrai c geometry , 198 4

53 Wi lhe l m Klingenberg , Close d geodesie s o n Riemannia n manifolds , 198 3

52 Ts i t -Yue n Lam , Orderings , valuation s an d quadrati c forms , 198 3

51 Masamich i Takesaki , Structur e o f factor s an d automorphis m groups , 198 3

50 Jame s Eell s an d Lu c Lemaire , Selecte d topic s i n harmoni c maps , 198 3

49 Joh n M . Franks , Homolog y an d dynamica l systems , 198 2

48 W . Stephe n Wilson , Brown-Peterso n homology : a n introductio n an d sampler , 198 2

47 Jac k K . Hale , Topic s i n dynami c bifurcatio n theory , 198 1

46 Edwar d G . Effros , Dimension s an d C*-algebras , 198 1

45 Ronal d L . Graham , Rudiment s o f Ramse y theory , 198 1

44 Phil l i p A . Griffiths , A n introductio n t o th e theor y o f specia l divisor s o n algebrai c curves ,

1980

43 Wil l ia m Jaco , Lecture s o n three-manifol d topology , 198 0

42 Jea n Dieudonne , Specia l function s an d linea r representation s o f Li e groups , 198 0

41 D . J . N e w m a n , Approximatio n wit h rationa l functions , 197 9

40 Jea n Mawhin , Topologica l degre e method s i n nonlinea r boundar y valu e problems , 197 9

39 Georg e Lusztig , Representation s o f finite Chevalle y groups , 197 8

38 Charle s Conley , Isolate d invarian t set s an d th e Mors e index , 197 8

37 Masayosh i Nagata , Polynomia l ring s an d affin e spaces , 197 8

36 Car l M . Pearcy , Som e recen t development s i n operato r theory , 197 8

35 R . Bowen , O n Axio m A diffeomorphisms , 197 8

34 L . Auslander , Lectur e note s o n nil-thet a functions , 197 7

33 G . Glauberman , Factorization s i n loca l subgroup s o f finite groups , 197 7

32 W . M . Schmidt , Smal l fractiona l part s o f polynomials , 197 7

31 R . R . Coifma n an d G . Weiss , Transferenc e method s i n analysis , 197 7

For a complet e lis t o f t i t le s i n thi s series , visi t t h e AMS Bookstor e a t w w w . a m s . o r g / b o o k s t o r e / .

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