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The Poincaré upper half-plane (with a boundary consisting of the real line
together with the point at infinity
) carries an action of the projective special linear group
via fractional linear transformations:
Here and in the rest of the post we will abuse notation by identifying elements of the special linear group
with their equivalence class
in
; this will occasionally create or remove a factor of two in our formulae, but otherwise has very little effect, though one has to check that various definitions and expressions (such as (1)) are unaffected if one replaces a matrix
by its negation
. In particular, we recommend that the reader ignore the signs
that appear from time to time in the discussion below.
As the action of on
is transitive, and any given point in
(e.g.
) has a stabiliser isomorphic to the projective rotation group
, we can view the Poincaré upper half-plane
as a homogeneous space for
, and more specifically the quotient space of
of a maximal compact subgroup
. In fact, we can make the half-plane a symmetric space for
, by endowing
with the Riemannian metric
(using Cartesian coordinates ), which is invariant with respect to the
action. Like any other Riemannian metric, the metric on
generates a number of other important geometric objects on
, such as the distance function
which can be computed to be given by the formula
the volume measure , which can be computed to be
and the Laplace-Beltrami operator, which can be computed to be (here we use the negative definite sign convention for
). As the metric
was
-invariant, all of these quantities arising from the metric are similarly
-invariant in the appropriate sense.
The Gauss curvature of the Poincaré half-plane can be computed to be the constant , thus
is a model for two-dimensional hyperbolic geometry, in much the same way that the unit sphere
in
is a model for two-dimensional spherical geometry (or
is a model for two-dimensional Euclidean geometry). (Indeed,
is isomorphic (via projection to a null hyperplane) to the upper unit hyperboloid
in the Minkowski spacetime
, which is the direct analogue of the unit sphere in Euclidean spacetime
or the plane
in Galilean spacetime
.)
One can inject arithmetic into this geometric structure by passing from the Lie group to the full modular group
or congruence subgroups such as
for natural number , or to the discrete stabiliser
of the point at infinity:
These are discrete subgroups of , nested by the subgroup inclusions
There are many further discrete subgroups of (known collectively as Fuchsian groups) that one could consider, but we will focus attention on these three groups in this post.
Any discrete subgroup of
generates a quotient space
, which in general will be a non-compact two-dimensional orbifold. One can understand such a quotient space by working with a fundamental domain
– a set consisting of a single representative of each of the orbits
of
in
. This fundamental domain is by no means uniquely defined, but if the fundamental domain is chosen with some reasonable amount of regularity, one can view
as the fundamental domain with the boundaries glued together in an appropriate sense. Among other things, fundamental domains can be used to induce a volume measure
on
from the volume measure
on
(restricted to a fundamental domain). By abuse of notation we will refer to both measures simply as
when there is no chance of confusion.
For instance, a fundamental domain for is given (up to null sets) by the strip
, with
identifiable with the cylinder formed by gluing together the two sides of the strip. A fundamental domain for
is famously given (again up to null sets) by an upper portion
, with the left and right sides again glued to each other, and the left and right halves of the circular boundary glued to itself. A fundamental domain for
can be formed by gluing together
copies of a fundamental domain for in a rather complicated but interesting fashion.
While fundamental domains can be a convenient choice of coordinates to work with for some computations (as well as for drawing appropriate pictures), it is geometrically more natural to avoid working explicitly on such domains, and instead work directly on the quotient spaces . In order to analyse functions
on such orbifolds, it is convenient to lift such functions back up to
and identify them with functions
which are
-automorphic in the sense that
for all
and
. Such functions will be referred to as
-automorphic forms, or automorphic forms for short (we always implicitly assume all such functions to be measurable). (Strictly speaking, these are the automorphic forms with trivial factor of automorphy; one can certainly consider other factors of automorphy, particularly when working with holomorphic modular forms, which corresponds to sections of a more non-trivial line bundle over
than the trivial bundle
that is implicitly present when analysing scalar functions
. However, we will not discuss this (important) more general situation here.)
An important way to create a -automorphic form is to start with a non-automorphic function
obeying suitable decay conditions (e.g. bounded with compact support will suffice) and form the Poincaré series
defined by
which is clearly -automorphic. (One could equivalently write
in place of
here; there are good argument for both conventions, but I have ultimately decided to use the
convention, which makes explicit computations a little neater at the cost of making the group actions work in the opposite order.) Thus we naturally see sums over
associated with
-automorphic forms. A little more generally, given a subgroup
of
and a
-automorphic function
of suitable decay, we can form a relative Poincaré series
by
where is any fundamental domain for
, that is to say a subset of
consisting of exactly one representative for each right coset of
. As
is
-automorphic, we see (if
has suitable decay) that
does not depend on the precise choice of fundamental domain, and is
-automorphic. These operations are all compatible with each other, for instance
. A key example of Poincaré series are the Eisenstein series, although there are of course many other Poincaré series one can consider by varying the test function
.
For future reference we record the basic but fundamental unfolding identities
for any function with sufficient decay, and any
-automorphic function
of reasonable growth (e.g.
bounded and compact support, and
bounded, will suffice). Note that
is viewed as a function on
on the left-hand side, and as a
-automorphic function on
on the right-hand side. More generally, one has
whenever are discrete subgroups of
,
is a
-automorphic function with sufficient decay on
, and
is a
-automorphic (and thus also
-automorphic) function of reasonable growth. These identities will allow us to move fairly freely between the three domains
,
, and
in our analysis.
When computing various statistics of a Poincaré series , such as its values
at special points
, or the
quantity
, expressions of interest to analytic number theory naturally emerge. We list three basic examples of this below, discussed somewhat informally in order to highlight the main ideas rather than the technical details.
The first example we will give concerns the problem of estimating the sum
where is the divisor function. This can be rewritten (by factoring
and
) as
which is basically a sum over the full modular group . At this point we will “cheat” a little by moving to the related, but different, sum
This sum is not exactly the same as (8), but will be a little easier to handle, and it is plausible that the methods used to handle this sum can be modified to handle (8). Observe from (2) and some calculation that the distance between and
is given by the formula
and so one can express the above sum as
(the factor of coming from the quotient by
in the projective special linear group); one can express this as
, where
and
is the indicator function of the ball
. Thus we see that expressions such as (7) are related to evaluations of Poincaré series. (In practice, it is much better to use smoothed out versions of indicator functions in order to obtain good control on sums such as (7) or (9), but we gloss over this technical detail here.)
The second example concerns the relative
of the sum (7). Note from multiplicativity that (7) can be written as , which is superficially very similar to (10), but with the key difference that the polynomial
is irreducible over the integers.
As with (7), we may expand (10) as
At first glance this does not look like a sum over a modular group, but one can manipulate this expression into such a form in one of two (closely related) ways. First, observe that any factorisation of
into Gaussian integers
gives rise (upon taking norms) to an identity of the form
, where
and
. Conversely, by using the unique factorisation of the Gaussian integers, every identity of the form
gives rise to a factorisation of the form
, essentially uniquely up to units. Now note that
is of the form
if and only if
, in which case
. Thus we can essentially write the above sum as something like
and one the modular group is now manifest. An equivalent way to see these manipulations is as follows. A triple
of natural numbers with
gives rise to a positive quadratic form
of normalised discriminant
equal to
with integer coefficients (it is natural here to allow
to take integer values rather than just natural number values by essentially doubling the sum). The group
acts on the space of such quadratic forms in a natural fashion (by composing the quadratic form with the inverse
of an element
of
). Because the discriminant
has class number one (this fact is equivalent to the unique factorisation of the gaussian integers, as discussed in this previous post), every form
in this space is equivalent (under the action of some element of
) with the standard quadratic form
. In other words, one has
which (up to a harmless sign) is exactly the representation ,
,
introduced earlier, and leads to the same reformulation of the sum (10) in terms of expressions like (11). Similar considerations also apply if the quadratic polynomial
is replaced by another quadratic, although one has to account for the fact that the class number may now exceed one (so that unique factorisation in the associated quadratic ring of integers breaks down), and in the positive discriminant case the fact that the group of units might be infinite presents another significant technical problem.
Note that has real part
and imaginary part
. Thus (11) is (up to a factor of two) the Poincaré series
as in the preceding example, except that
is now the indicator of the sector
.
Sums involving subgroups of the full modular group, such as , often arise when imposing congruence conditions on sums such as (10), for instance when trying to estimate the expression
when
and
are large. As before, one then soon arrives at the problem of evaluating a Poincaré series at one or more special points, where the series is now over
rather than
.
The third and final example concerns averages of Kloosterman sums
where and
is the inverse of
in the multiplicative group
. It turns out that the
norms of Poincaré series
or
are closely tied to such averages. Consider for instance the quantity
where is a natural number and
is a
-automorphic form that is of the form
for some integer and some test function
, which for sake of discussion we will take to be smooth and compactly supported. Using the unfolding formula (6), we may rewrite (13) as
To compute this, we use the double coset decomposition
where for each ,
are arbitrarily chosen integers such that
. To see this decomposition, observe that every element
in
outside of
can be assumed to have
by applying a sign
, and then using the row and column operations coming from left and right multiplication by
(that is, shifting the top row by an integer multiple of the bottom row, and shifting the right column by an integer multiple of the left column) one can place
in the interval
and
to be any specified integer pair with
. From this we see that
and so from further use of the unfolding formula (5) we may expand (13) as
The first integral is just . The second expression is more interesting. We have
so we can write
as
which on shifting by
simplifies a little to
and then on scaling by
simplifies a little further to
Note that as , we have
modulo
. Comparing the above calculations with (12), we can thus write (13) as
where
is a certain integral involving and a parameter
, but which does not depend explicitly on parameters such as
. Thus we have indeed expressed the
expression (13) in terms of Kloosterman sums. It is possible to invert this analysis and express varius weighted sums of Kloosterman sums in terms of
expressions (possibly involving inner products instead of norms) of Poincaré series, but we will not do so here; see Chapter 16 of Iwaniec and Kowalski for further details.
Traditionally, automorphic forms have been analysed using the spectral theory of the Laplace-Beltrami operator on spaces such as
or
, so that a Poincaré series such as
might be expanded out using inner products of
(or, by the unfolding identities,
) with various generalised eigenfunctions of
(such as cuspidal eigenforms, or Eisenstein series). With this approach, special functions, and specifically the modified Bessel functions
of the second kind, play a prominent role, basically because the
-automorphic functions
for and
non-zero are generalised eigenfunctions of
(with eigenvalue
), and are almost square-integrable on
(the
norm diverges only logarithmically at one end
of the cylinder
, while decaying exponentially fast at the other end
).
However, as discussed in this previous post, the spectral theory of an essentially self-adjoint operator such as is basically equivalent to the theory of various solution operators associated to partial differential equations involving that operator, such as the Helmholtz equation
, the heat equation
, the Schrödinger equation
, or the wave equation
. Thus, one can hope to rephrase many arguments that involve spectral data of
into arguments that instead involve resolvents
, heat kernels
, Schrödinger propagators
, or wave propagators
, or involve the PDE more directly (e.g. applying integration by parts and energy methods to solutions of such PDE). This is certainly done to some extent in the existing literature; resolvents and heat kernels, for instance, are often utilised. In this post, I would like to explore the possibility of reformulating spectral arguments instead using the inhomogeneous wave equation
Actually it will be a bit more convenient to normalise the Laplacian by , and look instead at the automorphic wave equation
This equation somewhat resembles a “Klein-Gordon” type equation, except that the mass is imaginary! This would lead to pathological behaviour were it not for the negative curvature, which in principle creates a spectral gap of that cancels out this factor.
The point is that the wave equation approach gives access to some nice PDE techniques, such as energy methods, Sobolev inequalities and finite speed of propagation, which are somewhat submerged in the spectral framework. The wave equation also interacts well with Poincaré series; if for instance and
are
-automorphic solutions to (15) obeying suitable decay conditions, then their Poincaré series
and
will be
-automorphic solutions to the same equation (15), basically because the Laplace-Beltrami operator commutes with translations. Because of these facts, it is possible to replicate several standard spectral theory arguments in the wave equation framework, without having to deal directly with things like the asymptotics of modified Bessel functions. The wave equation approach to automorphic theory was introduced by Faddeev and Pavlov (using the Lax-Phillips scattering theory), and developed further by by Lax and Phillips, to recover many spectral facts about the Laplacian on modular curves, such as the Weyl law and the Selberg trace formula. Here, I will illustrate this by deriving three basic applications of automorphic methods in a wave equation framework, namely
- Using the Weil bound on Kloosterman sums to derive Selberg’s 3/16 theorem on the least non-trivial eigenvalue for
on
(discussed previously here);
- Conversely, showing that Selberg’s eigenvalue conjecture (improving Selberg’s
bound to the optimal
) implies an optimal bound on (smoothed) sums of Kloosterman sums; and
- Using the same bound to obtain pointwise bounds on Poincaré series similar to the ones discussed above. (Actually, the argument here does not use the wave equation, instead it just uses the Sobolev inequality.)
This post originated from an attempt to finally learn this part of analytic number theory properly, and to see if I could use a PDE-based perspective to understand it better. Ultimately, this is not that dramatic a depature from the standard approach to this subject, but I found it useful to think of things in this fashion, probably due to my existing background in PDE.
I thank Bill Duke and Ben Green for helpful discussions. My primary reference for this theory was Chapters 15, 16, and 21 of Iwaniec and Kowalski.
The Euler equations for three-dimensional incompressible inviscid fluid flow are
where is the velocity field, and
is the pressure field. For the purposes of this post, we will ignore all issues of decay or regularity of the fields in question, assuming that they are as smooth and rapidly decreasing as needed to justify all the formal calculations here; in particular, we will apply inverse operators such as
or
formally, assuming that these inverses are well defined on the functions they are applied to.
Meanwhile, the surface quasi-geostrophic (SQG) equation is given by
where is the active scalar, and
is the velocity field. The SQG equations are often used as a toy model for the 3D Euler equations, as they share many of the same features (e.g. vortex stretching); see this paper of Constantin, Majda, and Tabak for more discussion (or this previous blog post).
I recently found a more direct way to connect the two equations. We first recall that the Euler equations can be placed in vorticity-stream form by focusing on the vorticity . Indeed, taking the curl of (1), we obtain the vorticity equation
while the velocity can be recovered from the vorticity via the Biot-Savart law
The system (4), (5) has some features in common with the system (2), (3); in (2) it is a scalar field that is being transported by a divergence-free vector field
, which is a linear function of the scalar field as per (3), whereas in (4) it is a vector field
that is being transported (in the Lie derivative sense) by a divergence-free vector field
, which is a linear function of the vector field as per (5). However, the system (4), (5) is in three dimensions whilst (2), (3) is in two spatial dimensions, the dynamical field is a scalar field
for SQG and a vector field
for Euler, and the relationship between the velocity field and the dynamical field is given by a zeroth order Fourier multiplier in (3) and a
order operator in (5).
However, we can make the two equations more closely resemble each other as follows. We first consider the generalisation
where is an invertible, self-adjoint, positive-definite zeroth order Fourier multiplier that maps divergence-free vector fields to divergence-free vector fields. The Euler equations then correspond to the case when
is the identity operator. As discussed in this previous blog post (which used
to denote the inverse of the operator denoted here as
), this generalised Euler system has many of the same features as the original Euler equation, such as a conserved Hamiltonian
the Kelvin circulation theorem, and conservation of helicity
Also, if we require to be divergence-free at time zero, it remains divergence-free at all later times.
Let us consider “two-and-a-half-dimensional” solutions to the system (6), (7), in which do not depend on the vertical coordinate
, thus
and
but we allow the vertical components to be non-zero. For this to be consistent, we also require
to commute with translations in the
direction. As all derivatives in the
direction now vanish, we can simplify (6) to
where is the two-dimensional material derivative
Also, divergence-free nature of then becomes
In particular, we may (formally, at least) write
for some scalar field , so that (7) becomes
The first two components of (8) become
which rearranges using (9) to
Formally, we may integrate this system to obtain the transport equation
Finally, the last component of (8) is
At this point, we make the following choice for :
where is a real constant and
is the Leray projection onto divergence-free vector fields. One can verify that for large enough
,
is a self-adjoint positive definite zeroth order Fourier multiplier from divergence free vector fields to divergence-free vector fields. With this choice, we see from (10) that
so that (12) simplifies to
This implies (formally at least) that if vanishes at time zero, then it vanishes for all time. Setting
, we then have from (10) that
and from (11) we then recover the SQG system (2), (3). To put it another way, if and
solve the SQG system, then by setting
then solve the modified Euler system (6), (7) with
given by (13).
We have , so the Hamiltonian
for the modified Euler system in this case is formally a scalar multiple of the conserved quantity
. The momentum
for the modified Euler system is formally a scalar multiple of the conserved quantity
, while the vortex stream lines that are preserved by the modified Euler flow become the level sets of the active scalar that are preserved by the SQG flow. On the other hand, the helicity
vanishes, and other conserved quantities for SQG (such as the Hamiltonian
) do not seem to correspond to conserved quantities of the modified Euler system. This is not terribly surprising; a low-dimensional flow may well have a richer family of conservation laws than the higher-dimensional system that it is embedded in.
The wave equation is usually expressed in the form
where is a function of both time
and space
, with
being the Laplacian operator. One can generalise this equation in a number of ways, for instance by replacing the spatial domain
with some other manifold and replacing the Laplacian
with the Laplace-Beltrami operator or adding lower order terms (such as a potential, or a coupling with a magnetic field). But for sake of discussion let us work with the classical wave equation on
. We will work formally in this post, being unconcerned with issues of convergence, justifying interchange of integrals, derivatives, or limits, etc.. One then has a conserved energy
which we can rewrite using integration by parts and the inner product
on
as
A key feature of the wave equation is finite speed of propagation: if, at time (say), the initial position
and initial velocity
are both supported in a ball
, then at any later time
, the position
and velocity
are supported in the larger ball
. This can be seen for instance (formally, at least) by inspecting the exterior energy
and observing (after some integration by parts and differentiation under the integral sign) that it is non-increasing in time, non-negative, and vanishing at time .
The wave equation is second order in time, but one can turn it into a first order system by working with the pair rather than just the single field
, where
is the velocity field. The system is then
and the conserved energy is now
Finite speed of propagation then tells us that if are both supported on
, then
are supported on
for all
. One also has time reversal symmetry: if
is a solution, then
is a solution also, thus for instance one can establish an analogue of finite speed of propagation for negative times
using this symmetry.
If one has an eigenfunction
of the Laplacian, then we have the explicit solutions
of the wave equation, which formally can be used to construct all other solutions via the principle of superposition.
When one has vanishing initial velocity , the solution
is given via functional calculus by
and the propagator can be expressed as the average of half-wave operators:
One can view as a minor of the full wave propagator
which is unitary with respect to the energy form (1), and is the fundamental solution to the wave equation in the sense that
Viewing the contraction as a minor of a unitary operator is an instance of the “dilation trick“.
It turns out (as I learned from Yuval Peres) that there is a useful discrete analogue of the wave equation (and of all of the above facts), in which the time variable now lives on the integers
rather than on
, and the spatial domain can be replaced by discrete domains also (such as graphs). Formally, the system is now of the form
where is now an integer,
take values in some Hilbert space (e.g.
functions on a graph
), and
is some operator on that Hilbert space (which in applications will usually be a self-adjoint contraction). To connect this with the classical wave equation, let us first consider a rescaling of this system
where is a small parameter (representing the discretised time step),
now takes values in the integer multiples
of
, and
is the wave propagator operator
or the heat propagator
(the two operators are different, but agree to fourth order in
). One can then formally verify that the wave equation emerges from this rescaled system in the limit
. (Thus,
is not exactly the direct analogue of the Laplacian
, but can be viewed as something like
in the case of small
, or
if we are not rescaling to the small
case. The operator
is sometimes known as the diffusion operator)
Assuming is self-adjoint, solutions to the system (3) formally conserve the energy
This energy is positive semi-definite if is a contraction. We have the same time reversal symmetry as before: if
solves the system (3), then so does
. If one has an eigenfunction
to the operator , then one has an explicit solution
to (3), and (in principle at least) this generates all other solutions via the principle of superposition.
Finite speed of propagation is a lot easier in the discrete setting, though one has to offset the support of the “velocity” field by one unit. Suppose we know that
has unit speed in the sense that whenever
is supported in a ball
, then
is supported in the ball
. Then an easy induction shows that if
are supported in
respectively, then
are supported in
.
The fundamental solution to the discretised wave equation (3), in the sense of (2), is given by the formula
where and
are the Chebyshev polynomials of the first and second kind, thus
and
In particular, is now a minor of
, and can also be viewed as an average of
with its inverse
:
As before, is unitary with respect to the energy form (4), so this is another instance of the dilation trick in action. The powers
and
are discrete analogues of the heat propagators
and wave propagators
respectively.
One nice application of all this formalism, which I learned from Yuval Peres, is the Varopoulos-Carne inequality:
Theorem 1 (Varopoulos-Carne inequality) Let
be a (possibly infinite) regular graph, let
, and let
be vertices in
. Then the probability that the simple random walk at
lands at
at time
is at most
, where
is the graph distance.
This general inequality is quite sharp, as one can see using the standard Cayley graph on the integers . Very roughly speaking, it asserts that on a regular graph of reasonably controlled growth (e.g. polynomial growth), random walks of length
concentrate on the ball of radius
or so centred at the origin of the random walk.
Proof: Let be the graph Laplacian, thus
for any , where
is the degree of the regular graph and sum is over the
vertices
that are adjacent to
. This is a contraction of unit speed, and the probability that the random walk at
lands at
at time
is
where are the Dirac deltas at
. Using (5), we can rewrite this as
where we are now using the energy form (4). We can write
where is the simple random walk of length
on the integers, that is to say
where
are independent uniform Bernoulli signs. Thus we wish to show that
By finite speed of propagation, the inner product here vanishes if . For
we can use Cauchy-Schwarz and the unitary nature of
to bound the inner product by
. Thus the left-hand side may be upper bounded by
and the claim now follows from the Chernoff inequality.
This inequality has many applications, particularly with regards to relating the entropy, mixing time, and concentration of random walks with volume growth of balls; see this text of Lyons and Peres for some examples.
For sake of comparison, here is a continuous counterpart to the Varopoulos-Carne inequality:
Theorem 2 (Continuous Varopoulos-Carne inequality) Let
, and let
be supported on compact sets
respectively. Then
where
is the Euclidean distance between
and
.
Proof: By Fourier inversion one has
for any real , and thus
By finite speed of propagation, the inner product vanishes when
; otherwise, we can use Cauchy-Schwarz and the contractive nature of
to bound this inner product by
. Thus
Bounding by
, we obtain the claim.
Observe that the argument is quite general and can be applied for instance to other Riemannian manifolds than .
Many fluid equations are expected to exhibit turbulence in their solutions, in which a significant portion of their energy ends up in high frequency modes. A typical example arises from the three-dimensional periodic Navier-Stokes equations
where is the velocity field,
is a forcing term,
is a pressure field, and
is the viscosity. To study the dynamics of energy for this system, we first pass to the Fourier transform
so that the system becomes
We may normalise (and
) to have mean zero, so that
. Then we introduce the dyadic energies
where ranges over the powers of two, and
is shorthand for
. Taking the inner product of (1) with
, we obtain the energy flow equation
where range over powers of two,
is the energy flow rate
is the energy dissipation rate
and is the energy injection rate
The Navier-Stokes equations are notoriously difficult to solve in general. Despite this, Kolmogorov in 1941 was able to give a convincing heuristic argument for what the distribution of the dyadic energies should become over long times, assuming that some sort of distributional steady state is reached. It is common to present this argument in the form of dimensional analysis, but one can also give a more “first principles” form Kolmogorov’s argument, which I will do here. Heuristically, one can divide the frequency scales
into three regimes:
- The injection regime in which the energy injection rate
dominates the right-hand side of (2);
- The energy flow regime in which the flow rates
dominate the right-hand side of (2); and
- The dissipation regime in which the dissipation
dominates the right-hand side of (2).
If we assume a fairly steady and smooth forcing term , then
will be supported on the low frequency modes
, and so we heuristically expect the injection regime to consist of the low scales
. Conversely, if we take the viscosity
to be small, we expect the dissipation regime to only occur for very large frequencies
, with the energy flow regime occupying the intermediate frequencies.
We can heuristically predict the dividing line between the energy flow regime. Of all the flow rates , it turns out in practice that the terms in which
(i.e., interactions between comparable scales, rather than widely separated scales) will dominate the other flow rates, so we will focus just on these terms. It is convenient to return back to physical space, decomposing the velocity field
into Littlewood-Paley components
of the velocity field at frequency
. By Plancherel’s theorem, this field will have an
norm of
, and as a naive model of turbulence we expect this field to be spread out more or less uniformly on the torus, so we have the heuristic
and a similar heuristic applied to gives
(One can consider modifications of the Kolmogorov model in which is concentrated on a lower-dimensional subset of the three-dimensional torus, leading to some changes in the numerology below, but we will not consider such variants here.) Since
we thus arrive at the heuristic
Of course, there is the possibility that due to significant cancellation, the energy flow is significantly less than , but we will assume that cancellation effects are not that significant, so that we typically have
or (assuming that does not oscillate too much in
, and
are close to
)
On the other hand, we clearly have
We thus expect to be in the dissipation regime when
and in the energy flow regime when
Now we study the energy flow regime further. We assume a “statistically scale-invariant” dynamics in this regime, in particular assuming a power law
for some . From (3), we then expect an average asymptotic of the form
for some structure constants that depend on the exact nature of the turbulence; here we have replaced the factor
by the comparable term
to make things more symmetric. In order to attain a steady state in the energy flow regime, we thus need a cancellation in the structure constants:
On the other hand, if one is assuming statistical scale invariance, we expect the structure constants to be scale-invariant (in the energy flow regime), in that
for dyadic . Also, since the Euler equations conserve energy, the energy flows
symmetrise to zero,
which from (7) suggests a similar cancellation among the structure constants
Combining this with the scale-invariance (9), we see that for fixed , we may organise the structure constants
for dyadic
into sextuples which sum to zero (including some degenerate tuples of order less than six). This will automatically guarantee the cancellation (8) required for a steady state energy distribution, provided that
or in other words
for any other value of , there is no particular reason to expect this cancellation (8) to hold. Thus we are led to the heuristic conclusion that the most stable power law distribution for the energies
is the
law
or in terms of shell energies, we have the famous Kolmogorov 5/3 law
Given that frequency interactions tend to cascade from low frequencies to high (if only because there are so many more high frequencies than low ones), the above analysis predicts a stablising effect around this power law: scales at which a law (6) holds for some are likely to lose energy in the near-term, while scales at which a law (6) hold for some
are conversely expected to gain energy, thus nudging the exponent of power law towards
.
We can solve for in terms of energy dissipation as follows. If we let
be the frequency scale demarcating the transition from the energy flow regime (5) to the dissipation regime (4), we have
and hence by (10)
On the other hand, if we let be the energy dissipation at this scale
(which we expect to be the dominant scale of energy dissipation), we have
Some simple algebra then lets us solve for and
as
and
Thus, we have the Kolmogorov prediction
for
with energy dissipation occuring at the high end of this scale, which is counterbalanced by the energy injection at the low end
of the scale.
As in the previous post, all computations here are at the formal level only.
In the previous blog post, the Euler equations for inviscid incompressible fluid flow were interpreted in a Lagrangian fashion, and then Noether’s theorem invoked to derive the known conservation laws for these equations. In a bit more detail: starting with Lagrangian space and Eulerian space
, we let
be the space of volume-preserving, orientation-preserving maps
from Lagrangian space to Eulerian space. Given a curve
, we can define the Lagrangian velocity field
as the time derivative of
, and the Eulerian velocity field
. The volume-preserving nature of
ensures that
is a divergence-free vector field:
If we formally define the functional
then one can show that the critical points of this functional (with appropriate boundary conditions) obey the Euler equations
for some pressure field . As discussed in the previous post, the time translation symmetry of this functional yields conservation of the Hamiltonian
the rigid motion symmetries of Eulerian space give conservation of the total momentum
and total angular momentum
and the diffeomorphism symmetries of Lagrangian space give conservation of circulation
for any closed loop in
, or equivalently pointwise conservation of the Lagrangian vorticity
, where
is the
-form associated with the vector field
using the Euclidean metric
on
, with
denoting pullback by
.
It turns out that one can generalise the above calculations. Given any self-adjoint operator on divergence-free vector fields
, we can define the functional
as we shall see below the fold, critical points of this functional (with appropriate boundary conditions) obey the generalised Euler equations
for some pressure field , where
in coordinates is
with the usual summation conventions. (When
,
, and this term can be absorbed into the pressure
, and we recover the usual Euler equations.) Time translation symmetry then gives conservation of the Hamiltonian
If the operator commutes with rigid motions on
, then we have conservation of total momentum
and total angular momentum
and the diffeomorphism symmetries of Lagrangian space give conservation of circulation
or pointwise conservation of the Lagrangian vorticity . These applications of Noether’s theorem proceed exactly as the previous post; we leave the details to the interested reader.
One particular special case of interest arises in two dimensions , when
is the inverse derivative
. The vorticity
is a
-form, which in the two-dimensional setting may be identified with a scalar. In coordinates, if we write
, then
Since is also divergence-free, we may therefore write
where the stream function is given by the formula
If we take the curl of the generalised Euler equation (2), we obtain (after some computation) the surface quasi-geostrophic equation
This equation has strong analogies with the three-dimensional incompressible Euler equations, and can be viewed as a simplified model for that system; see this paper of Constantin, Majda, and Tabak for details.
Now we can specialise the general conservation laws derived previously to this setting. The conserved Hamiltonian is
(a law previously observed for this equation in the abovementioned paper of Constantin, Majda, and Tabak). As commutes with rigid motions, we also have (formally, at least) conservation of momentum
(which up to trivial transformations is also expressible in impulse form as , after integration by parts), and conservation of angular momentum
(which up to trivial transformations is ). Finally, diffeomorphism invariance gives pointwise conservation of Lagrangian vorticity
, thus
is transported by the flow (which is also evident from (3). In particular, all integrals of the form
for a fixed function
are conserved by the flow.
Throughout this post, we will work only at the formal level of analysis, ignoring issues of convergence of integrals, justifying differentiation under the integral sign, and so forth. (Rigorous justification of the conservation laws and other identities arising from the formal manipulations below can usually be established in an a posteriori fashion once the identities are in hand, without the need to rigorously justify the manipulations used to come up with these identities).
It is a remarkable fact in the theory of differential equations that many of the ordinary and partial differential equations that are of interest (particularly in geometric PDE, or PDE arising from mathematical physics) admit a variational formulation; thus, a collection of one or more fields on a domain
taking values in a space
will solve the differential equation of interest if and only if
is a critical point to the functional
involving the fields and their first derivatives
, where the Lagrangian
is a function on the vector bundle
over
consisting of triples
with
,
, and
a linear transformation; we also usually keep the boundary data of
fixed in case
has a non-trivial boundary, although we will ignore these issues here. (We also ignore the possibility of having additional constraints imposed on
and
, which require the machinery of Lagrange multipliers to deal with, but which will only serve as a distraction for the current discussion.) It is common to use local coordinates to parameterise
as
and
as
, in which case
can be viewed locally as a function on
.
Example 1 (Geodesic flow) Take
and
to be a Riemannian manifold, which we will write locally in coordinates as
with metric
for
. A geodesic
is then a critical point (keeping
fixed) of the energy functional
or in coordinates (ignoring coordinate patch issues, and using the usual summation conventions)
As discussed in this previous post, both the Euler equations for rigid body motion, and the Euler equations for incompressible inviscid flow, can be interpreted as geodesic flow (though in the latter case, one has to work really formally, as the manifold
is now infinite dimensional).
More generally, if
is itself a Riemannian manifold, which we write locally in coordinates as
with metric
for
, then a harmonic map
is a critical point of the energy functional
or in coordinates (again ignoring coordinate patch issues)
If we replace the Riemannian manifold
by a Lorentzian manifold, such as Minkowski space
, then the notion of a harmonic map is replaced by that of a wave map, which generalises the scalar wave equation (which corresponds to the case
).
Example 2 (
-particle interactions) Take
and
; then a function
can be interpreted as a collection of
trajectories
in space, which we give a physical interpretation as the trajectories of
particles. If we assign each particle a positive mass
, and also introduce a potential energy function
, then it turns out that Newton’s laws of motion
in this context (with the force
on the
particle being given by the conservative force
) are equivalent to the trajectories
being a critical point of the action functional
Formally, if is a critical point of a functional
, this means that
whenever is a (smooth) deformation with
(and with
respecting whatever boundary conditions are appropriate). Interchanging the derivative and integral, we (formally, at least) arrive at
Write for the infinitesimal deformation of
. By the chain rule,
can be expressed in terms of
. In coordinates, we have
where we parameterise by
, and we use subscripts on
to denote partial derivatives in the various coefficients. (One can of course work in a coordinate-free manner here if one really wants to, but the notation becomes a little cumbersome due to the need to carefully split up the tangent space of
, and we will not do so here.) Thus we can view (2) as an integral identity that asserts the vanishing of a certain integral, whose integrand involves
, where
vanishes at the boundary but is otherwise unconstrained.
A general rule of thumb in PDE and calculus of variations is that whenever one has an integral identity of the form for some class of functions
that vanishes on the boundary, then there must be an associated differential identity
that justifies this integral identity through Stokes’ theorem. This rule of thumb helps explain why integration by parts is used so frequently in PDE to justify integral identities. The rule of thumb can fail when one is dealing with “global” or “cohomologically non-trivial” integral identities of a topological nature, such as the Gauss-Bonnet or Kazhdan-Warner identities, but is quite reliable for “local” or “cohomologically trivial” identities, such as those arising from calculus of variations.
In any case, if we apply this rule to (2), we expect that the integrand should be expressible as a spatial divergence. This is indeed the case:
Proposition 1 (Formal) Let
be a critical point of the functional
defined in (1). Then for any deformation
with
, we have
where
is the vector field that is expressible in coordinates as
Proof: Comparing (4) with (3), we see that the claim is equivalent to the Euler-Lagrange equation
The same computation, together with an integration by parts, shows that (2) may be rewritten as
Since is unconstrained on the interior of
, the claim (6) follows (at a formal level, at least).
Many variational problems also enjoy one-parameter continuous symmetries: given any field (not necessarily a critical point), one can place that field in a one-parameter family
with
, such that
for all ; in particular,
which can be written as (2) as before. Applying the previous rule of thumb, we thus expect another divergence identity
whenever arises from a continuous one-parameter symmetry. This expectation is indeed the case in many examples. For instance, if the spatial domain
is the Euclidean space
, and the Lagrangian (when expressed in coordinates) has no direct dependence on the spatial variable
, thus
then we obtain translation symmetries
for , where
is the standard basis for
. For a fixed
, the left-hand side of (7) then becomes
where . Another common type of symmetry is a pointwise symmetry, in which
for all , in which case (7) clearly holds with
.
If we subtract (4) from (7), we obtain the celebrated theorem of Noether linking symmetries with conservation laws:
Theorem 2 (Noether’s theorem) Suppose that
is a critical point of the functional (1), and let
be a one-parameter continuous symmetry with
. Let
be the vector field in (5), and let
be the vector field in (7). Then we have the pointwise conservation law
In particular, for one-dimensional variational problems, in which , we have the conservation law
for all
(assuming of course that
is connected and contains
).
Noether’s theorem gives a systematic way to locate conservation laws for solutions to variational problems. For instance, if and the Lagrangian has no explicit time dependence, thus
then by using the time translation symmetry , we have
as discussed previously, whereas we have , and hence by (5)
and so Noether’s theorem gives conservation of the Hamiltonian
For instance, for geodesic flow, the Hamiltonian works out to be
so we see that the speed of the geodesic is conserved over time.
For pointwise symmetries (9), vanishes, and so Noether’s theorem simplifies to
; in the one-dimensional case
, we thus see from (5) that the quantity
is conserved in time. For instance, for the -particle system in Example 2, if we have the translation invariance
for all , then we have the pointwise translation symmetry
for all ,
and some
, in which case
, and the conserved quantity (11) becomes
as was arbitrary, this establishes conservation of the total momentum
Similarly, if we have the rotation invariance
for any and
, then we have the pointwise rotation symmetry
for any skew-symmetric real matrix
, in which case
, and the conserved quantity (11) becomes
since is an arbitrary skew-symmetric matrix, this establishes conservation of the total angular momentum
Below the fold, I will describe how Noether’s theorem can be used to locate all of the conserved quantities for the Euler equations of inviscid fluid flow, discussed in this previous post, by interpreting that flow as geodesic flow in an infinite dimensional manifold.
The Euler equations for incompressible inviscid fluids may be written as
where is the velocity field, and
is the pressure field. To avoid technicalities we will assume that both fields are smooth, and that
is bounded. We will take the dimension
to be at least two, with the three-dimensional case
being of course especially interesting.
The Euler equations are the inviscid limit of the Navier-Stokes equations; as discussed in my previous post, one potential route to establishing finite time blowup for the latter equations when is to be able to construct “computers” solving the Euler equations, which generate smaller replicas of themselves in a noise-tolerant manner (as the viscosity term in the Navier-Stokes equation is to be viewed as perturbative noise).
Perhaps the most prominent obstacles to this route are the conservation laws for the Euler equations, which limit the types of final states that a putative computer could reach from a given initial state. Most famously, we have the conservation of energy
(assuming sufficient decay of the velocity field at infinity); thus for instance it would not be possible for a computer to generate a replica of itself which had greater total energy than the initial computer. This by itself is not a fatal obstruction (in this paper of mine, I constructed such a “computer” for an averaged Euler equation that still obeyed energy conservation). However, there are other conservation laws also, for instance in three dimensions one also has conservation of helicity
and (formally, at least) one has conservation of momentum
and angular momentum
(although, as we shall discuss below, due to the slow decay of at infinity, these integrals have to either be interpreted in a principal value sense, or else replaced with their vorticity-based formulations, namely impulse and moment of impulse). Total vorticity
is also conserved, although it turns out in three dimensions that this quantity vanishes when one assumes sufficient decay at infinity. Then there are the pointwise conservation laws: the vorticity and the volume form are both transported by the fluid flow, while the velocity field (when viewed as a covector) is transported up to a gradient; among other things, this gives the transport of vortex lines as well as Kelvin’s circulation theorem, and can also be used to deduce the helicity conservation law mentioned above. In my opinion, none of these laws actually prohibits a self-replicating computer from existing within the laws of ideal fluid flow, but they do significantly complicate the task of actually designing such a computer, or of the basic “gates” that such a computer would consist of.
Below the fold I would like to record and derive all the conservation laws mentioned above, which to my knowledge essentially form the complete set of known conserved quantities for the Euler equations. The material here (although not the notation) is drawn from this text of Majda and Bertozzi.
I’ve just uploaded to the arXiv the paper “Finite time blowup for an averaged three-dimensional Navier-Stokes equation“, submitted to J. Amer. Math. Soc.. The main purpose of this paper is to formalise the “supercriticality barrier” for the global regularity problem for the Navier-Stokes equation, which roughly speaking asserts that it is not possible to establish global regularity by any “abstract” approach which only uses upper bound function space estimates on the nonlinear part of the equation, combined with the energy identity. This is done by constructing a modification of the Navier-Stokes equations with a nonlinearity that obeys essentially all of the function space estimates that the true Navier-Stokes nonlinearity does, and which also obeys the energy identity, but for which one can construct solutions that blow up in finite time. Results of this type had been previously established by Montgomery-Smith, Gallagher-Paicu, and Li-Sinai for variants of the Navier-Stokes equation without the energy identity, and by Katz-Pavlovic and by Cheskidov for dyadic analogues of the Navier-Stokes equations in five and higher dimensions that obeyed the energy identity (see also the work of Plechac and Sverak and of Hou and Lei that also suggest blowup for other Navier-Stokes type models obeying the energy identity in five and higher dimensions), but to my knowledge this is the first blowup result for a Navier-Stokes type equation in three dimensions that also obeys the energy identity. Intriguingly, the method of proof in fact hints at a possible route to establishing blowup for the true Navier-Stokes equations, which I am now increasingly inclined to believe is the case (albeit for a very small set of initial data).
To state the results more precisely, recall that the Navier-Stokes equations can be written in the form
for a divergence-free velocity field and a pressure field
, where
is the viscosity, which we will normalise to be one. We will work in the non-periodic setting, so the spatial domain is
, and for sake of exposition I will not discuss matters of regularity or decay of the solution (but we will always be working with strong notions of solution here rather than weak ones). Applying the Leray projection
to divergence-free vector fields to this equation, we can eliminate the pressure, and obtain an evolution equation
purely for the velocity field, where is a certain bilinear operator on divergence-free vector fields (specifically,
. The global regularity problem for Navier-Stokes is then equivalent to the global regularity problem for the evolution equation (1).
An important feature of the bilinear operator appearing in (1) is the cancellation law
(using the inner product on divergence-free vector fields), which leads in particular to the fundamental energy identity
This identity (and its consequences) provide essentially the only known a priori bound on solutions to the Navier-Stokes equations from large data and arbitrary times. Unfortunately, as discussed in this previous post, the quantities controlled by the energy identity are supercritical with respect to scaling, which is the fundamental obstacle that has defeated all attempts to solve the global regularity problem for Navier-Stokes without any additional assumptions on the data or solution (e.g. perturbative hypotheses, or a priori control on a critical norm such as the norm).
Our main result is then (slightly informally stated) as follows
Theorem 1 There exists an averaged version
of the bilinear operator
, of the form
for some probability space
, some spatial rotation operators
for
, and some Fourier multipliers
of order
, for which one still has the cancellation law
and for which the averaged Navier-Stokes equation
admits solutions that blow up in finite time.
(There are some integrability conditions on the Fourier multipliers required in the above theorem in order for the conclusion to be non-trivial, but I am omitting them here for sake of exposition.)
Because spatial rotations and Fourier multipliers of order are bounded on most function spaces,
automatically obeys almost all of the upper bound estimates that
does. Thus, this theorem blocks any attempt to prove global regularity for the true Navier-Stokes equations which relies purely on the energy identity and on upper bound estimates for the nonlinearity; one must use some additional structure of the nonlinear operator
which is not shared by an averaged version
. Such additional structure certainly exists – for instance, the Navier-Stokes equation has a vorticity formulation involving only differential operators rather than pseudodifferential ones, whereas a general equation of the form (2) does not. However, “abstract” approaches to global regularity generally do not exploit such structure, and thus cannot be used to affirmatively answer the Navier-Stokes problem.
It turns out that the particular averaged bilinear operator that we will use will be a finite linear combination of local cascade operators, which take the form
where is a small parameter,
are Schwartz vector fields whose Fourier transform is supported on an annulus, and
is an
-rescaled version of
(basically a “wavelet” of wavelength about
centred at the origin). Such operators were essentially introduced by Katz and Pavlovic as dyadic models for
; they have the essentially the same scaling property as
(except that one can only scale along powers of
, rather than over all positive reals), and in fact they can be expressed as an average of
in the sense of the above theorem, as can be shown after a somewhat tedious amount of Fourier-analytic symbol manipulations.
If we consider nonlinearities which are a finite linear combination of local cascade operators, then the equation (2) more or less collapses to a system of ODE in certain “wavelet coefficients” of
. The precise ODE that shows up depends on what precise combination of local cascade operators one is using. Katz and Pavlovic essentially considered a single cascade operator together with its “adjoint” (needed to preserve the energy identity), and arrived (more or less) at the system of ODE
where are scalar fields for each integer
. (Actually, Katz-Pavlovic worked with a technical variant of this particular equation, but the differences are not so important for this current discussion.) Note that the quadratic terms on the RHS carry a higher exponent of
than the dissipation term; this reflects the supercritical nature of this evolution (the energy
is monotone decreasing in this flow, so the natural size of
given the control on the energy is
). There is a slight technical issue with the dissipation if one wishes to embed (3) into an equation of the form (2), but it is minor and I will not discuss it further here.
In principle, if the mode has size comparable to
at some time
, then energy should flow from
to
at a rate comparable to
, so that by time
or so, most of the energy of
should have drained into the
mode (with hardly any energy dissipated). Since the series
is summable, this suggests finite time blowup for this ODE as the energy races ever more quickly to higher and higher modes. Such a scenario was indeed established by Katz and Pavlovic (and refined by Cheskidov) if the dissipation strength
was weakened somewhat (the exponent
has to be lowered to be less than
). As mentioned above, this is enough to give a version of Theorem 1 in five and higher dimensions.
On the other hand, it was shown a few years ago by Barbato, Morandin, and Romito that (3) in fact admits global smooth solutions (at least in the dyadic case , and assuming non-negative initial data). Roughly speaking, the problem is that as energy is being transferred from
to
, energy is also simultaneously being transferred from
to
, and as such the solution races off to higher modes a bit too prematurely, without absorbing all of the energy from lower modes. This weakens the strength of the blowup to the point where the moderately strong dissipation in (3) is enough to kill the high frequency cascade before a true singularity occurs. Because of this, the original Katz-Pavlovic model cannot quite be used to establish Theorem 1 in three dimensions. (Actually, the original Katz-Pavlovic model had some additional dispersive features which allowed for another proof of global smooth solutions, which is an unpublished result of Nazarov.)
To get around this, I had to “engineer” an ODE system with similar features to (3) (namely, a quadratic nonlinearity, a monotone total energy, and the indicated exponents of for both the dissipation term and the quadratic terms), but for which the cascade of energy from scale
to scale
was not interrupted by the cascade of energy from scale
to scale
. To do this, I needed to insert a delay in the cascade process (so that after energy was dumped into scale
, it would take some time before the energy would start to transfer to scale
), but the process also needed to be abrupt (once the process of energy transfer started, it needed to conclude very quickly, before the delayed transfer for the next scale kicked in). It turned out that one could build a “quadratic circuit” out of some basic “quadratic gates” (analogous to how an electrical circuit could be built out of basic gates such as amplifiers or resistors) that achieved this task, leading to an ODE system essentially of the form
where is a suitable large parameter and
is a suitable small parameter (much smaller than
). To visualise the dynamics of such a system, I found it useful to describe this system graphically by a “circuit diagram” that is analogous (but not identical) to the circuit diagrams arising in electrical engineering:
The coupling constants here range widely from being very large to very small; in practice, this makes the and
modes absorb very little energy, but exert a sizeable influence on the remaining modes. If a lot of energy is suddenly dumped into
, what happens next is roughly as follows: for a moderate period of time, nothing much happens other than a trickle of energy into
, which in turn causes a rapid exponential growth of
(from a very low base). After this delay,
suddenly crosses a certain threshold, at which point it causes
and
to exchange energy back and forth with extreme speed. The energy from
then rapidly drains into
, and the process begins again (with a slight loss in energy due to the dissipation). If one plots the total energy
as a function of time, it looks schematically like this:
As in the previous heuristic discussion, the time between cascades from one frequency scale to the next decay exponentially, leading to blowup at some finite time . (One could describe the dynamics here as being similar to the famous “lighting the beacons” scene in the Lord of the Rings movies, except that (a) as each beacon gets ignited, the previous one is extinguished, as per the energy identity; (b) the time between beacon lightings decrease exponentially; and (c) there is no soundtrack.)
There is a real (but remote) possibility that this sort of construction can be adapted to the true Navier-Stokes equations. The basic blowup mechanism in the averaged equation is that of a von Neumann machine, or more precisely a construct (built within the laws of the inviscid evolution ) that, after some time delay, manages to suddenly create a replica of itself at a finer scale (and to largely erase its original instantiation in the process). In principle, such a von Neumann machine could also be built out of the laws of the inviscid form of the Navier-Stokes equations (i.e. the Euler equations). In physical terms, one would have to build the machine purely out of an ideal fluid (i.e. an inviscid incompressible fluid). If one could somehow create enough “logic gates” out of ideal fluid, one could presumably build a sort of “fluid computer”, at which point the task of building a von Neumann machine appears to reduce to a software engineering exercise rather than a PDE problem (providing that the gates are suitably stable with respect to perturbations, but (as with actual computers) this can presumably be done by converting the analog signals of fluid mechanics into a more error-resistant digital form). The key thing missing in this program (in both senses of the word) to establish blowup for Navier-Stokes is to construct the logic gates within the laws of ideal fluids. (Compare with the situation for cellular automata such as Conway’s “Game of Life“, in which Turing complete computers, universal constructors, and replicators have all been built within the laws of that game.)
The purpose of this post is to link to a short unpublished note of mine that I wrote back in 2010 but forgot to put on my web page at the time. Entitled “A physical space proof of the bilinear Strichartz and local smoothing estimates for the Schrodinger equation“, it gives a proof of two standard estimates for the free (linear) Schrodinger equation in flat Euclidean space, namely the bilinear Strichartz estimate and the local smoothing estimate, using primarily “physical space” methods such as integration by parts, instead of “frequency space” methods based on the Fourier transform, although a small amount of Fourier analysis (basically sectoral projection to make the Schrodinger waves move roughly in a given direction) is still needed. This is somewhat in the spirit of an older paper of mine with Klainerman and Rodnianski doing something similar for the wave equation, and is also very similar to a paper of Planchon and Vega from 2009. The hope was that by avoiding the finer properties of the Fourier transform, one could obtain a more robust argument which could also extend to nonlinear, non-free, or non-flat situations. These notes were cited once or twice by some people that I had privately circulated them to, so I decided to put them online here for reference.
UPDATE, July 24: Fabrice Planchon has kindly supplied another note in which he gives a particularly simple proof of local smoothing in one dimension, and discusses some other variants of the method (related to the paper of Planchon and Vega cited earlier).
Consider the free Schrödinger equation in spatial dimensions, which I will normalise as
where is the unknown field and
is the spatial Laplacian. To avoid irrelevant technical issues I will restrict attention to smooth (classical) solutions to this equation, and will work locally in spacetime avoiding issues of decay at infinity (or at other singularities); I will also avoid issues involving branch cuts of functions such as
(if one wishes, one can restrict
to be even in order to safely ignore all branch cut issues). The space of solutions to (1) enjoys a number of symmetries. A particularly non-obvious symmetry is the pseudoconformal symmetry: if
solves (1), then the pseudoconformal solution
defined by
for can be seen after some computation to also solve (1). (If
has suitable decay at spatial infinity and one chooses a suitable branch cut for
, one can extend
continuously to the
spatial slice, whereupon it becomes essentially the spatial Fourier transform of
, but we will not need this fact for the current discussion.)
An analogous symmetry exists for the free wave equation in spatial dimensions, which I will write as
where is the unknown field. In analogy to pseudoconformal symmetry, we have conformal symmetry: if
solves (3), then the function
, defined in the interior
of the light cone by the formula
also solves (3).
There are also some direct links between the Schrödinger equation in dimensions and the wave equation in
dimensions. This can be easily seen on the spacetime Fourier side: solutions to (1) have spacetime Fourier transform (formally) supported on a
-dimensional hyperboloid, while solutions to (3) have spacetime Fourier transform formally supported on a
-dimensional cone. To link the two, one then observes that the
-dimensional hyperboloid can be viewed as a conic section (i.e. hyperplane slice) of the
-dimensional cone. In physical space, this link is manifested as follows: if
solves (1), then the function
defined by
solves (3). More generally, for any non-zero scaling parameter , the function
defined by
solves (3).
As an “extra challenge” posed in an exercise in one of my books (Exercise 2.28, to be precise), I asked the reader to use the embeddings (or more generally
) to explicitly connect together the pseudoconformal transformation
and the conformal transformation
. It turns out that this connection is a little bit unusual, with the “obvious” guess (namely, that the embeddings
intertwine
and
) being incorrect, and as such this particular task was perhaps too difficult even for a challenge question. I’ve been asked a couple times to provide the connection more explicitly, so I will do so below the fold.
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