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Vaughan Jones, who made fundamental contributions in operator algebras and knot theory (in particular developing a surprising connection between the two), died this week, aged 67.

Vaughan and I grew up in extremely culturally similar countries, worked in adjacent areas of mathematics, shared (as of this week) a coauthor in Dima Shylakhtenko, started out our career with the same postdoc position (as UCLA Hedrick Assistant Professors, sixteen years apart) and even ended up in sister campuses of the University of California, but surprisingly we only interacted occasionally, via chance meetings at conferences or emails on some committee business. I found him extremely easy to get along with when we did meet, though, perhaps because of our similar cultural upbringing.

I have not had much occasion to directly use much of Vaughan’s mathematical contributions, but I did very much enjoy reading his influential 1999 preprint on planar algebras (which, for some odd reason has never been formally published). Traditional algebra notation is one-dimensional in nature, with algebraic expressions being described by strings of mathematical symbols; a linear operator $T$, for instance, might appear in the middle of such a string, taking in an input $x$ on the right and returning an output $Tx$ on its left that might then be fed into some other operation. There are a few mathematical notations which are two-dimensional, such as the commutative diagrams in homological algebra, the tree expansions of solutions to nonlinear PDE (particularly stochastic nonlinear PDE), or the Feynman diagrams and Penrose graphical notations from physics, but these are the exception rather than the rule, and the notation is often still concentrated on a one-dimensional complex of vertices and edges (or arrows) in the plane. Planar algebras, by contrast, fully exploit the topological nature of the plane; a planar “operator” (or “operad”) inhabits some punctured region of the plane, such as an annulus, with “inputs” entering from the inner boundaries of the region and “outputs” emerging from the outer boundary. These algebras arose for Vaughan in both operator theory and knot theory, and have since been used in some other areas of mathematics such as representation theory and homology. I myself have not found a direct use for this type of algebra in my own work, but nevertheless I found the mere possibility of higher dimensional notation being the natural choice for a given mathematical problem to be conceptually liberating.

I was greatly saddened to learn that John Conway died yesterday from COVID-19, aged 82.

My own mathematical areas of expertise are somewhat far from Conway’s; I have played for instance with finite simple groups on occasion, but have not studied his work on moonshine and the monster group.  But I have certainly encountered his results every so often in surprising contexts; most recently, when working on the Collatz conjecture, I looked into Conway’s wonderfully preposterous FRACTRAN language, which can encode any Turing machine as an iteration of a Collatz-type map, showing in particular that there are generalisations of the Collatz conjecture that are undecidable in axiomatic frameworks such as ZFC.  [EDIT: also, my belief that the Navier-Stokes equations admit solutions that blow up in finite time is also highly influenced by the ability of Conway’s game of life to generate self-replicating “von Neumann machines“.]

I first met John as an incoming graduate student in Princeton in 1992; indeed, a talk he gave, on “Extreme proofs” (proofs that are in some sense “extreme points” in the “convex hull” of all proofs of a given result), may well have been the first research-level talk I ever attended, and one that set a high standard for all the subsequent talks I went to, with Conway’s ability to tease out deep and interesting mathematics from seemingly frivolous questions making a particular impact on me.  (Some version of this talk eventually became this paper of Conway and Shipman many years later.)

Conway was fond of hanging out in the Princeton graduate lounge at the time of my studies there, often tinkering with some game or device, and often enlisting any nearby graduate students to assist him with some experiment or other.  I have a vague memory of being drafted into holding various lengths of cloth with several other students in order to compute some element of a braid group; on another occasion he challenged me to a board game he recently invented (now known as “Phutball“) with Elwyn Berlekamp and Richard Guy (who, by sad coincidence, both also passed away in the last 12 months).  I still remember being repeatedly obliterated in that game, which was a healthy and needed lesson in humility for me (and several of my fellow graduate students) at the time.  I also recall Conway spending several weeks trying to construct a strange periscope-type device to try to help him visualize four-dimensional objects by giving his eyes vertical parallax in addition to the usual horizontal parallax, although he later told me that the only thing the device made him experience was a headache.

About ten years ago we ran into each other at some large mathematics conference, and lacking any other plans, we had a pleasant dinner together at the conference hotel.  We talked a little bit of math, but mostly the conversation was philosophical.  I regrettably do not remember precisely what we discussed, but it was very refreshing and stimulating to have an extremely frank and heartfelt interaction with someone with Conway’s level of insight and intellectual clarity.

Conway was arguably an extreme point in the convex hull of all mathematicians.  He will very much be missed.

I just heard the news that Louis Nirenberg died a few days ago, aged 94.  Nirenberg made a vast number of contributions to analysis and PDE (and his work has come up repeatedly on my own blog); I wrote about his beautiful moving planes argument with Gidas and Ni to establish symmetry of ground states in this post on the occasion of him receiving the Chern medal, and on how his extremely useful interpolation inequality with Gagliardo (generalising a previous inequality of Ladyzhenskaya) can be viewed as an amplification of the usual Sobolev inequality in this post.  Another fundamentally useful inequality of Nirenberg is the John-Nirenberg inequality established with Fritz John: if a (locally integrable) function $f: {\bf R} \to {\bf R}$ (which for simplicity of exposition we place in one dimension) obeys the bounded mean oscillation property

$\displaystyle \frac{1}{|I|} \int_I |f(x)-f_I|\ dx \leq A \quad (1)$

for all intervals $I$, where $f_I := \frac{1}{|I|} \int_I f$ is the average value of $f$ on $I$, then one has exponentially good large deviation estimates

$\displaystyle \frac{1}{|I|} |\{ x \in I: |f(x)-f_I| \geq \lambda A \}| \leq \exp( - c \lambda ) \quad (2)$

for all $\lambda>0$ and some absolute constant $c$.  This can be compared with Markov’s inequality, which only gives the far weaker decay

$\displaystyle \frac{1}{|I|} |\{ x \in I: |f(x)-f_I| \geq \lambda A \}| \leq \frac{1}{\lambda}. \quad (3)$

The point is that (1) is assumed to hold not just for a given interval $I$, but also all subintervals of $I$, and this is a much more powerful hypothesis, allowing one for instance to use the standard Calderon-Zygmund technique of stopping time arguments to “amplify” (3) to (2).  Basically, for any given interval $I$, one can use (1) and repeated halving of the interval $I$ until significant deviation from the mean is encountered to locate some disjoint exceptional subintervals $J$ where $f_J$ deviates from $f_I$ by $O(A)$, with the total measure of the $J$ being a small fraction of that of $I$ (thanks to a variant of (3)), and with $f$ staying within $O(A)$ of $f_I$ at almost every point of $I$ outside of these exceptional intervals.  One can then establish (2) by an induction on $\lambda$.  (There are other proofs of this inequality also, e.g., one can use Bellman functions, as discussed in this old set of notes of mine.)   Informally, the John-Nirenberg inequality asserts that functions of bounded mean oscillation are “almost as good” as bounded functions, in that they almost always stay within a bounded distance from their mean, and in fact the space BMO of functions of bounded mean oscillation ends up being superior to the space $L^\infty$ of bounded measurable functions for many harmonic analysis purposes (among other things, the space is more stable with respect to singular integral operators).

I met Louis a few times in my career; even in his later years when he was wheelchair-bound, he would often come to conferences and talks, and ask very insightful questions at the end of the lecture (even when it looked like he was asleep during much of the actual talk!).  I have a vague memory of him asking me some questions in one of the early talks I gave as a postdoc; I unfortunately do not remember exactly what the topic was (some sort of PDE, I think), but I was struck by how kindly the questions were posed, and how patiently he would listen to my excited chattering about my own work.

I have just learned that Jean Bourgain passed away last week in Belgium, aged 64, after a prolonged battle with cancer.  He and Eli Stein were the two mathematicians who most influenced my early career; it is something of a shock to find out that they are now both gone, having died within a few days of each other.

Like Eli, Jean remained highly active mathematically, even after his cancer diagnosis.  Here is a video profile of him by National Geographic, on the occasion of his 2017 Breakthrough Prize in Mathematics, doing a surprisingly good job of describing in lay terms the sort of mathematical work he did:

When I was a graduate student in Princeton, Tom Wolff came and gave a course on recent progress on the restriction and Kakeya conjectures, starting from the breakthrough work of Jean Bourgain in a now famous 1991 paper in Geom. Func. Anal..  I struggled with that paper for many months; it was by far the most difficult paper I had to read as a graduate student, as Jean would focus on the most essential components of an argument, treating more secondary details (such as rigorously formalising the uncertainty principle) in very brief sentences.  This image of my own annotated photocopy of this article may help convey some of the frustration I had when first going through it:

Eventually, though, and with the help of Eli Stein and Tom Wolff, I managed to decode the steps which had mystified me – and my impression of the paper reversed completely.  I began to realise that Jean had a certain collection of tools, heuristics, and principles that he regarded as “basic”, such as dyadic decomposition and the uncertainty principle, and by working “modulo” these tools (that is, by regarding any step consisting solely of application of these tools as trivial), one could proceed much more rapidly and efficiently.  By reading through Jean’s papers, I was able to add these tools to my own “basic” toolkit, which then became a fundamental starting point for much of my own research.  Indeed, a large fraction of my early work could be summarised as “take one of Jean’s papers, understand the techniques used there, and try to improve upon the final results a bit”.  In time, I started looking forward to reading the latest paper of Jean.  I remember being particularly impressed by his 1999 JAMS paper on global solutions of the energy-critical nonlinear Schrodinger equation for spherically symmetric data.  It’s hard to describe (especially in lay terms) the experience of reading through (and finally absorbing) the sections of this paper one by one; the best analogy I can come up with would be watching an expert video game player nimbly navigate his or her way through increasingly difficult levels of some video game, with the end of each level (or section) culminating in a fight with a huge “boss” that was eventually dispatched using an array of special weapons that the player happened to have at hand.  (I would eventually end up spending two years with four other coauthors trying to remove that spherical symmetry assumption; we did finally succeed, but it was and still is one of the most difficult projects I have been involved in.)

While I was a graduate student at Princeton, Jean worked at the Institute for Advanced Study which was just a mile away.  But I never actually had the courage to set up an appointment with him (which, back then, would be more likely done in person or by phone rather than by email). I remember once actually walking to the Institute and standing outside his office door, wondering if I dared knock on it to introduce myself.  (In the end I lost my nerve and walked back to the University.)

About three years ago, Jean was diagnosed with cancer and began a fairly aggressive treatment.  Nevertheless he remained extraordinarily productive mathematically, authoring over thirty papers in the last three years, including such breakthrough results as his solution of the Vinogradov conjecture with Guth and Demeter, or his short note on the Schrodinger maximal function and his paper with Mirek, Stein, and Wróbel on dimension-free estimates for the Hardy-Littlewood maximal function, both of which made progress on problems that had been stuck for over a decade.  In May of 2016 I helped organise, and then attended, a conference at the IAS celebrating Jean’s work and impact; by then Jean was not able to easily travel to attend, but he gave a superb special lecture, not announced on the original schedule, via videoconference that was certainly one of the highlights of the meeting.  (UPDATE: a video of his talk is available here.  Thanks to Brad Rodgers for the link.)

I last met Jean in person in November of 2016, at the award ceremony for his Breakthrough Prize, though we had some email and phone conversations after that date.  Here he is with me and Richard Taylor at that event (demonstrating, among other things, that he wears a tuxedo much better than I do):

Jean was a truly remarkable person and mathematician.  Certainly the world of analysis is poorer with his passing.

[UPDATE, Dec 31: Here is the initial IAS obituary notice for Jean.]

[UPDATE, Jan 3: See also this MathOverflow question “Jean Bourgain’s Relatively Lesser Known Significant Contributions”.]

I was deeply saddened to learn that Elias Stein died yesterday, aged 87.

I have talked about some of Eli’s older mathematical work in these blog posts.  He continued to be quite active mathematically in recent years, for instance finishing six papers (with various co-authors including Jean Bourgain, Mariusz Mirek, Błażej Wróbel, and Pavel Zorin-Kranich) in just this year alone.  I last met him at Wrocław, Poland last September for a conference in his honour; he was in good health (and good spirits) then.   Here is a picture of Eli together with several of his students (including myself) who were at that meeting (taken from the conference web site):

Eli’s lectures were always masterpieces of clarity.  In one hour, he would set up a theorem, motivate it, explain the strategy, and execute it flawlessly; even after twenty years of teaching my own classes, I have yet to figure out his secret of somehow always being able to arrive at the natural finale of a mathematical presentation at the end of each hour without having to improvise at least a little bit halfway during the lecture.  The clear and self-contained nature of his lectures (and his many books) were a large reason why I decided to specialise as a graduate student in harmonic analysis (though I would eventually return to other interests, such as analytic number theory, many years after my graduate studies).

Looking back at my time with Eli, I now realise that he was extraordinarily patient and understanding with the brash and naive teenager he had to meet with every week.  A key turning point in my own career came after my oral qualifying exams, in which I very nearly failed due to my overconfidence and lack of preparation, particularly in my chosen specialty of harmonic analysis.  After the exam, he sat down with me and told me, as gently and diplomatically as possible, that my performance was a disappointment, and that I seriously needed to solidify my mathematical knowledge.  This turned out to be exactly what I needed to hear; I got motivated to actually work properly so as not to disappoint my advisor again.

So many of us in the field of harmonic analysis were connected to Eli in one way or another; the field always felt to me like a large extended family, with Eli as one of the patriarchs.  He will be greatly missed.

[UPDATE: Here is Princeton’s obituary for Elias Stein.]

I am totally stunned to learn that Maryam Mirzakhani died today yesterday, aged 40, after a severe recurrence of the cancer she had been fighting for several years.  I had planned to email her some wishes for a speedy recovery after learning about the relapse yesterday; I still can’t fully believe that she didn’t make it.

My first encounter with Maryam was in 2010, when I was giving some lectures at Stanford – one on Perelman’s proof of the Poincare conjecture, and another on random matrix theory.  I remember a young woman sitting in the front who asked perceptive questions at the end of both talks; it was only afterwards that I learned that it was Mirzakhani.  (I really wish I could remember exactly what the questions were, but I vaguely recall that she managed to put a nice dynamical systems interpretation on both of the topics of my talks.)

After she won the Fields medal in 2014 (as I posted about previously on this blog), we corresponded for a while.  The Fields medal is of course one of the highest honours one can receive in mathematics, and it clearly advances one’s career enormously; but it also comes with a huge initial burst of publicity, a marked increase in the number of responsibilities to the field one is requested to take on, and a strong expectation to serve as a public role model for mathematicians.  As the first female recipient of the medal, and also the first to come from Iran, Maryam was experiencing these pressures to a far greater extent than previous medallists, while also raising a small daughter and fighting off cancer.  I gave her what advice I could on these matters (mostly that it was acceptable – and in fact necessary – to say “no” to the vast majority of requests one receives).

Given all this, it is remarkable how productive she still was mathematically in the last few years.  Perhaps her greatest recent achievement has been her “magic wandtheorem with Alex Eskin, which is basically the analogue of the famous measure classification and orbit closure theorems of Marina Ratner, in the context of moduli spaces instead of unipotent flows on homogeneous spaces.  (I discussed Ratner’s theorems in this previous post.  By an unhappy coincidence, Ratner also passed away this month, aged 78.)  Ratner’s theorems are fundamentally important to any problem to which a homogeneous dynamical system can be associated (for instance, a special case of that theorem shows up in my work with Ben Green and Tamar Ziegler on the inverse conjecture for the Gowers norms, and on linear equations in primes), as it gives a good description of the equidistribution of any orbit of that system (if it is unipotently generated); and it seems the Eskin-Mirzakhani result will play a similar role in problems associated instead to moduli spaces.  The remarkable proof of this result – which now stands at over 200 pages, after three years of revision and updating – uses almost all of the latest techniques that had been developed for homogeneous dynamics, and ingeniously adapts them to the more difficult setting of moduli spaces, in a manner that had not been dreamed of being possible only a few years earlier.

Maryam was an amazing mathematician and also a wonderful and humble human being, who was at the peak of her powers.  Today was a huge loss for Maryam’s family and friends, as well as for mathematics.

[EDIT, Jul 16: New York times obituary here.]

[EDIT, Jul 18: New Yorker memorial here.]

Klaus Roth, who made fundamental contributions to analytic number theory, died this Tuesday, aged 90.

I never met or communicated with Roth personally, but was certainly influenced by his work; he wrote relatively few papers, but they tended to have outsized impact. For instance, he was one of the key people (together with Bombieri) to work on simplifying and generalising the large sieve, taking it from the technically formidable original formulation of Linnik and Rényi to the clean and general almost orthogonality principle that we have today (discussed for instance in these lecture notes of mine). The paper of Roth that had the most impact on my own personal work was his three-page paper proving what is now known as Roth’s theorem on arithmetic progressions:

Theorem 1 (Roth’s theorem on arithmetic progressions) Let ${A}$ be a set of natural numbers of positive upper density (thus ${\limsup_{N \rightarrow\infty} |A \cap \{1,\dots,N\}|/N > 0}$). Then ${A}$ contains infinitely many arithmetic progressions ${a,a+r,a+2r}$ of length three (with ${r}$ non-zero of course).

At the heart of Roth’s elegant argument was the following (surprising at the time) dichotomy: if ${A}$ had some moderately large density within some arithmetic progression ${P}$, either one could use Fourier-analytic methods to detect the presence of an arithmetic progression of length three inside ${A \cap P}$, or else one could locate a long subprogression ${P'}$ of ${P}$ on which ${A}$ had increased density. Iterating this dichotomy by an argument now known as the density increment argument, one eventually obtains Roth’s theorem, no matter which side of the dichotomy actually holds. This argument (and the many descendants of it), based on various “dichotomies between structure and randomness”, became essential in many other results of this type, most famously perhaps in Szemerédi’s proof of his celebrated theorem on arithmetic progressions that generalised Roth’s theorem to progressions of arbitrary length. More recently, my recent work on the Chowla and Elliott conjectures that was a crucial component of the solution of the Erdös discrepancy problem, relies on an entropy decrement argument which was directly inspired by the density increment argument of Roth.

The Erdös discrepancy problem also is connected with another well known theorem of Roth:

Theorem 2 (Roth’s discrepancy theorem for arithmetic progressions) Let ${f(1),\dots,f(n)}$ be a sequence in ${\{-1,+1\}}$. Then there exists an arithmetic progression ${a+r, a+2r, \dots, a+kr}$ in ${\{1,\dots,n\}}$ with ${r}$ positive such that

$\displaystyle |\sum_{j=1}^k f(a+jr)| \geq c n^{1/4}$

for an absolute constant ${c>0}$.

In fact, Roth proved a stronger estimate regarding mean square discrepancy, which I am not writing down here; as with the Roth theorem in arithmetic progressions, his proof was short and Fourier-analytic in nature (although non-Fourier-analytic proofs have since been found, for instance the semidefinite programming proof of Lovasz). The exponent ${1/4}$ is known to be sharp (a result of Matousek and Spencer).

As a particular corollary of the above theorem, for an infinite sequence ${f(1), f(2), \dots}$ of signs, the sums ${|\sum_{j=1}^k f(a+jr)|}$ are unbounded in ${a,r,k}$. The Erdös discrepancy problem asks whether the same statement holds when ${a}$ is restricted to be zero. (Roth also established discrepancy theorems for other sets, such as rectangles, which will not be discussed here.)

Finally, one has to mention Roth’s most famous result, cited for instance in his Fields medal citation:

Theorem 3 (Roth’s theorem on Diophantine approximation) Let ${\alpha}$ be an irrational algebraic number. Then for any ${\varepsilon > 0}$ there is a quantity ${c_{\alpha,\varepsilon}}$ such that

$\displaystyle |\alpha - \frac{a}{q}| > \frac{c_{\alpha,\varepsilon}}{q^{2+\varepsilon}}.$

From the Dirichlet approximation theorem (or from the theory of continued fractions) we know that the exponent ${2+\varepsilon}$ in the denominator cannot be reduced to ${2}$ or below. A classical and easy theorem of Liouville gives the claim with the exponent ${2+\varepsilon}$ replaced by the degree of the algebraic number ${\alpha}$; work of Thue and Siegel reduced this exponent, but Roth was the one who obtained the near-optimal result. An important point is that the constant ${c_{\alpha,\varepsilon}}$ is ineffective – it is a major open problem in Diophantine approximation to produce any bound significantly stronger than Liouville’s theorem with effective constants. This is because the proof of Roth’s theorem does not exclude any single rational ${a/q}$ from being close to ${\alpha}$, but instead very ingeniously shows that one cannot have two different rationals ${a/q}$, ${a'/q'}$ that are unusually close to ${\alpha}$, even when the denominators ${q,q'}$ are very different in size. (I refer to this sort of argument as a “dueling conspiracies” argument; they are strangely prevalent throughout analytic number theory.)

Lars Hörmander, who made fundamental contributions to all areas of partial differential equations, but particularly in developing the analysis of variable-coefficient linear PDE, died last Sunday, aged 81.

I unfortunately never met Hörmander personally, but of course I encountered his work all the time while working in PDE. One of his major contributions to the subject was to systematically develop the calculus of Fourier integral operators (FIOs), which are a substantial generalisation of pseudodifferential operators and which can be used to (approximately) solve linear partial differential equations, or to transform such equations into a more convenient form. Roughly speaking, Fourier integral operators are to linear PDE as canonical transformations are to Hamiltonian mechanics (and one can in fact view FIOs as a quantisation of a canonical transformation). They are a large class of transformations, for instance the Fourier transform, pseudodifferential operators, and smooth changes of the spatial variable are all examples of FIOs, and (as long as certain singular situations are avoided) the composition of two FIOs is again an FIO.

The full theory of FIOs is quite extensive, occupying the entire final volume of Hormander’s famous four-volume series “The Analysis of Linear Partial Differential Operators”. I am certainly not going to try to attempt to summarise it here, but I thought I would try to motivate how these operators arise when trying to transform functions. For simplicity we will work with functions ${f \in L^2({\bf R}^n)}$ on a Euclidean domain ${{\bf R}^n}$ (although FIOs can certainly be defined on more general smooth manifolds, and there is an extension of the theory that also works on manifolds with boundary). As this will be a heuristic discussion, we will ignore all the (technical, but important) issues of smoothness or convergence with regards to the functions, integrals and limits that appear below, and be rather vague with terms such as “decaying” or “concentrated”.

A function ${f \in L^2({\bf R}^n)}$ can be viewed from many different perspectives (reflecting the variety of bases, or approximate bases, that the Hilbert space ${L^2({\bf R}^n)}$ offers). Most directly, we have the physical space perspective, viewing ${f}$ as a function ${x \mapsto f(x)}$ of the physical variable ${x \in {\bf R}^n}$. In many cases, this function will be concentrated in some subregion ${\Omega}$ of physical space. For instance, a gaussian wave packet

$\displaystyle f(x) = A e^{-(x-x_0)^2/\hbar} e^{i \xi_0 \cdot x/\hbar}, \ \ \ \ \ (1)$

where ${\hbar > 0}$, ${A \in {\bf C}}$ and ${x_0, \xi_0 \in {\bf R}^n}$ are parameters, would be physically concentrated in the ball ${B(x_0,\sqrt{\hbar})}$. Then we have the frequency space (or momentum space) perspective, viewing ${f}$ now as a function ${\xi \mapsto \hat f(\xi)}$ of the frequency variable ${\xi \in {\bf R}^n}$. For this discussion, it will be convenient to normalise the Fourier transform using a small constant ${\hbar > 0}$ (which has the physical interpretation of Planck’s constant if one is doing quantum mechanics), thus

$\displaystyle \hat f(\xi) := \frac{1}{(2\pi \hbar)^{n/2}} \int_{\bf R} e^{-i\xi \cdot x/\hbar} f(x)\ dx.$

For instance, for the gaussian wave packet (1), one has

$\displaystyle \hat f(\xi) = A e^{i\xi_0 \cdot x_0/\hbar} e^{-(\xi-\xi_0)^2/\hbar} e^{-i \xi \cdot x_0/\hbar},$

and so we see that ${f}$ is concentrated in frequency space in the ball ${B(\xi_0,\sqrt{\hbar})}$.

However, there is a third (but less rigorous) way to view a function ${f}$ in ${L^2({\bf R}^n)}$, which is the phase space perspective in which one tries to view ${f}$ as distributed simultaneously in physical space and in frequency space, thus being something like a measure on the phase space ${T^* {\bf R}^n := \{ (x,\xi): x, \xi \in {\bf R}^n\}}$. Thus, for instance, the function (1) should heuristically be concentrated on the region ${B(x_0,\sqrt{\hbar}) \times B(\xi_0,\sqrt{\hbar})}$ in phase space. Unfortunately, due to the uncertainty principle, there is no completely satisfactory way to canonically and rigorously define what the “phase space portrait” of a function ${f}$ should be. (For instance, the Wigner transform of ${f}$ can be viewed as an attempt to describe the distribution of the ${L^2}$ energy of ${f}$ in phase space, except that this transform can take negative or even complex values; see Folland’s book for further discussion.) Still, it is a very useful heuristic to think of functions has having a phase space portrait, which is something like a non-negative measure on phase space that captures the distribution of functions in both space and frequency, albeit with some “quantum fuzziness” that shows up whenever one tries to inspect this measure at scales of physical space and frequency space that together violate the uncertainty principle. (The score of a piece of music is a good everyday example of a phase space portrait of a function, in this case a sound wave; here, the physical space is the time axis (the horizontal dimension of the score) and the frequency space is the vertical dimension. Here, the time and frequency scales involved are well above the uncertainty principle limit (a typical note lasts many hundreds of cycles, whereas the uncertainty principle kicks in at ${O(1)}$ cycles) and so there is no obstruction here to musical notation being unambiguous.) Furthermore, if one takes certain asymptotic limits, one can recover a precise notion of a phase space portrait; for instance if one takes the semiclassical limit ${\hbar \rightarrow 0}$ then, under certain circumstances, the phase space portrait converges to a well-defined classical probability measure on phase space; closely related to this is the high frequency limit of a fixed function, which among other things defines the wave front set of that function, which can be viewed as another asymptotic realisation of the phase space portrait concept.

If functions in ${L^2({\bf R}^n)}$ can be viewed as a sort of distribution in phase space, then linear operators ${T: L^2({\bf R}^n) \rightarrow L^2({\bf R}^n)}$ should be viewed as various transformations on such distributions on phase space. For instance, a pseudodifferential operator ${a(X,D)}$ should correspond (as a zeroth approximation) to multiplying a phase space distribution by the symbol ${a(x,\xi)}$ of that operator, as discussed in this previous blog post. Note that such operators only change the amplitude of the phase space distribution, but not the support of that distribution.

Now we turn to operators that alter the support of a phase space distribution, rather than the amplitude; we will focus on unitary operators to emphasise the amplitude preservation aspect. These will eventually be key examples of Fourier integral operators. A physical translation ${Tf(x) := f(x-x_0)}$ should correspond to pushing forward the distribution by the transformation ${(x,\xi) \mapsto (x+x_0,\xi)}$, as can be seen by comparing the physical and frequency space supports of ${Tf}$ with that of ${f}$. Similarly, a frequency modulation ${Tf(x) := e^{i \xi_0 \cdot x/\hbar} f(x)}$ should correspond to the transformation ${(x,\xi) \mapsto (x,\xi+\xi_0)}$; a linear change of variables ${Tf(x) := |\hbox{det} L|^{-1/2} f(L^{-1} x)}$, where ${L: {\bf R}^n \rightarrow {\bf R}^n}$ is an invertible linear transformation, should correspond to ${(x,\xi) \mapsto (Lx, (L^*)^{-1} \xi)}$; and finally, the Fourier transform ${Tf(x) := \hat f(x)}$ should correspond to the transformation ${(x,\xi) \mapsto (\xi,-x)}$.

Based on these examples, one may hope that given any diffeomorphism ${\Phi: T^* {\bf R}^n \rightarrow T^* {\bf R}^n}$ of phase space, one could associate some sort of unitary (or approximately unitary) operator ${T_\Phi: L^2({\bf R}^n) \rightarrow L^2({\bf R}^n)}$, which (heuristically, at least) pushes the phase space portrait of a function forward by ${\Phi}$. However, there is an obstruction to doing so, which can be explained as follows. If ${T_\Phi}$ pushes phase space portraits by ${\Phi}$, and pseudodifferential operators ${a(X,D)}$ multiply phase space portraits by ${a}$, then this suggests the intertwining relationship

$\displaystyle a(X,D) T_\Phi \approx T_\Phi (a \circ \Phi)(X,D),$

and thus ${(a \circ \Phi)(X,D)}$ is approximately conjugate to ${a(X,D)}$:

$\displaystyle (a \circ \Phi)(X,D) \approx T_\Phi^{-1} a(X,D) T_\Phi. \ \ \ \ \ (2)$

The formalisation of this fact in the theory of Fourier integral operators is known as Egorov’s theorem, due to Yu Egorov (and not to be confused with the more widely known theorem of Dmitri Egorov in measure theory).

Applying commutators, we conclude the approximate conjugacy relationship

$\displaystyle \frac{1}{i\hbar} [(a \circ \Phi)(X,D), (b \circ \Phi)(X,D)] \approx T_\Phi^{-1} \frac{1}{i\hbar} [a(X,D), b(X,D)] T_\Phi.$

Now, the pseudodifferential calculus (as discussed in this previous post) tells us (heuristically, at least) that

$\displaystyle \frac{1}{i\hbar} [a(X,D), b(X,D)] \approx \{ a, b \}(X,D)$

and

$\displaystyle \frac{1}{i\hbar} [(a \circ \Phi)(X,D), (b \circ \Phi)(X,D)] \approx \{ a \circ \Phi, b \circ \Phi \}(X,D)$

where ${\{,\}}$ is the Poisson bracket. Comparing this with (2), we are then led to the compatibility condition

$\displaystyle \{ a \circ \Phi, b \circ \Phi \} \approx \{ a, b \} \circ \Phi,$

thus ${\Phi}$ needs to preserve (approximately, at least) the Poisson bracket, or equivalently ${\Phi}$ needs to be a symplectomorphism (again, approximately at least).

Now suppose that ${\Phi: T^* {\bf R}^n \rightarrow T^* {\bf R}^n}$ is a symplectomorphism. This is morally equivalent to the graph ${\Sigma := \{ (z, \Phi(z)): z \in T^* {\bf R}^n \}}$ being a Lagrangian submanifold of ${T^* {\bf R}^n \times T^* {\bf R}^n}$ (where we give the second copy of phase space the negative ${-\omega}$ of the usual symplectic form ${\omega}$, thus yielding ${\omega \oplus -\omega}$ as the full symplectic form on ${T^* {\bf R}^n \times T^* {\bf R}^n}$; this is another instantiation of the closed graph theorem, as mentioned in this previous post. This graph is known as the canonical relation for the (putative) FIO that is associated to ${\Phi}$. To understand what it means for this graph to be Lagrangian, we coordinatise ${T^* {\bf R}^n \times T^* {\bf R}^n}$ as ${(x,\xi,y,\eta)}$ suppose temporarily that this graph was (locally, at least) a smooth graph in the ${x}$ and ${y}$ variables, thus

$\displaystyle \Sigma = \{ (x, F(x,y), y, G(x,y)): x, y \in {\bf R}^n \}$

for some smooth functions ${F, G: {\bf R}^n \rightarrow {\bf R}^n}$. A brief computation shows that the Lagrangian property of ${\Sigma}$ is then equivalent to the compatibility conditions

$\displaystyle \frac{\partial F_i}{\partial x_j} = \frac{\partial F_j}{\partial x_i}$

$\displaystyle \frac{\partial G_i}{\partial y_j} = \frac{\partial G_j}{\partial y_i}$

$\displaystyle \frac{\partial F_i}{\partial y_j} = - \frac{\partial G_j}{\partial x_i}$

for ${i,j=1,\ldots,n}$, where ${F_1,\ldots,F_n, G_1,\ldots,G_n}$ denote the components of ${F,G}$. Some Fourier analysis (or Hodge theory) lets us solve these equations as

$\displaystyle F_i = -\frac{\partial \phi}{\partial x_i}; \quad G_j = \frac{\partial \phi}{\partial y_j}$

for some smooth potential function ${\phi: {\bf R}^n \times {\bf R}^n \rightarrow {\bf R}}$. Thus, we have parameterised our graph ${\Sigma}$ as

$\displaystyle \Sigma = \{ (x, -\nabla_x \phi(x,y), y, \nabla_y \phi(x,y)): x,y \in {\bf R}^n \} \ \ \ \ \ (3)$

so that ${\Phi}$ maps ${(x, -\nabla_x \phi(x,y))}$ to ${(y, \nabla_y \phi(x,y))}$.

A reasonable candidate for an operator associated to ${\Phi}$ and ${\Sigma}$ in this fashion is the oscillatory integral operator

$\displaystyle Tf(y) := \frac{1}{(2\pi \hbar)^{n/2}} \int_{{\bf R}^n} e^{i \phi(x,y)/\hbar} a(x,y) f(x)\ dx \ \ \ \ \ (4)$

for some smooth amplitude function ${a}$ (note that the Fourier transform is the special case when ${a=1}$ and ${\phi(x,y)=xy}$, which helps explain the genesis of the term “Fourier integral operator”). Indeed, if one computes an inner product ${\int_{{\bf R}^n} Tf(y) \overline{g(y)}\ dy}$ for gaussian wave packets ${f, g}$ of the form (1) and localised in phase space near ${(x_0,\xi_0), (y_0,\eta_0)}$ respectively, then a Taylor expansion of ${\phi}$ around ${(x_0,y_0)}$, followed by a stationary phase computation, shows (again heuristically, and assuming ${\phi}$ is suitably non-degenerate) that ${T}$ has (3) as its canonical relation. (Furthermore, a refinement of this stationary phase calculation suggests that if ${a}$ is normalised to be the half-density ${|\det \nabla_x \nabla_y \phi|^{1/2}}$, then ${T}$ should be approximately unitary.) As such, we view (4) as an example of a Fourier integral operator (assuming various smoothness and non-degeneracy hypotheses on the phase ${\phi}$ and amplitude ${a}$ which we do not detail here).

Of course, it may be the case that ${\Sigma}$ is not a graph in the ${x,y}$ coordinates (for instance, the key examples of translation, modulation, and dilation are not of this form), but then it is often a graph in some other pair of coordinates, such as ${\xi,y}$. In that case one can compose the oscillatory integral construction given above with a Fourier transform, giving another class of FIOs of the form

$\displaystyle Tf(y) := \frac{1}{(2\pi \hbar)^{n/2}} \int_{{\bf R}^n} e^{i \phi(\xi,y)/\hbar} a(\xi,y) \hat f(\xi)\ d\xi. \ \ \ \ \ (5)$

This class of FIOs covers many important cases; for instance, the translation, modulation, and dilation operators considered earlier can be written in this form after some Fourier analysis. Another typical example is the half-wave propagator ${T := e^{it \sqrt{-\Delta}}}$ for some time ${t \in {\bf R}}$, which can be written in the form

$\displaystyle Tf(y) = \frac{1}{(2\pi \hbar)^{n/2}} \int_{{\bf R}^n} e^{i (\xi \cdot y + t |\xi|)/\hbar} a(\xi,y) \hat f(\xi)\ d\xi.$

This corresponds to the phase space transformation ${(x,\xi) \mapsto (x+t\xi/|\xi|, \xi)}$, which can be viewed as the classical propagator associated to the “quantum” propagator ${e^{it\sqrt{-\Delta}}}$. More generally, propagators for linear Hamiltonian partial differential equations can often be expressed (at least approximately) by Fourier integral operators corresponding to the propagator of the associated classical Hamiltonian flow associated to the symbol of the Hamiltonian operator ${H}$; this leads to an important mathematical formalisation of the correspondence principle between quantum mechanics and classical mechanics, that is one of the foundations of microlocal analysis and which was extensively developed in Hörmander’s work. (More recently, numerically stable versions of this theory have been developed to allow for rapid and accurate numerical solutions to various linear PDE, for instance through Emmanuel Candés’ theory of curvelets, so the theory that Hörmander built now has some quite significant practical applications in areas such as geology.)

In some cases, the canonical relation ${\Sigma}$ may have some singularities (such as fold singularities) which prevent it from being written as graphs in the previous senses, but the theory for defining FIOs even in these cases, and in developing their calculus, is now well established, in large part due to the foundational work of Hörmander.

Garth Gaudry, who made many contributions to harmonic analysis and to Australian mathematics, and was also both my undergradaute and masters advisor as well as the head of school during one of my first academic jobs, died yesterday after a long battle with cancer, aged 71.

Garth worked on the interface between real-variable harmonic analysis and abstract harmonic analysis (which, despite their names, are actually two distinct fields, though certainly related to each other).  He was one of the first to realise the central importance of Littlewood-Paley theory as a general foundation for both abstract and real-variable harmonic analysis, writing an influential text with Robert Edwards on the topic.  He also made contributions to Clifford analysis, which was also the topic of my masters thesis.

But, amongst Australian mathematicians at least, Garth will be remembered for his tireless service to the field, most notably for his pivotal role in founding the Australian Mathematical Sciences Institute (AMSI) and then serving as AMSI’s first director, and then in directing the International Centre of Excellence for Education in Mathematics (ICE-EM), the educational arm of AMSI which, among other things, developed a full suite of maths textbooks and related educational materials covering Years 5-10 (which I reviewed here back in 2008).

I knew Garth ever since I was an undergraduate at Flinders University.   He was head of school then (a position roughly equivalent to department chair in the US), but still was able to spare an hour a week to meet with me to discuss real analysis, as I worked my way through Rudin’s “Real and complex analysis” and then Stein’s “Singular integrals”, and then eventually completed a masters thesis under his supervision on Clifford-valued singular integrals.  When Princeton accepted my application for graduate study, he convinced me to take the opportunity without hesitation.  Without Garth, I certainly wouldn’t be where I am at today, and I will always be very grateful for his advisorship.  He was a good person, and he will be missed very much by me and by many others.

Bill Thurston, who made fundamental contributions to our understanding of low-dimensional manifolds and related structures, died on Tuesday, aged 65.

Perhaps Thurston’s best known achievement is the proof of the hyperbolisation theorem for Haken manifolds, which showed that 3-manifolds which obeyed a certain number of topological conditions, could always be given a hyperbolic geometry (i.e. a Riemannian metric that made the manifold isometric to a quotient of the hyperbolic 3-space $H^3$).  This difficult theorem connecting the topological and geometric structure of 3-manifolds led Thurston to give his influential geometrisation conjecture, which (in principle, at least) completely classifies the topology of an arbitrary compact 3-manifold as a combination of eight model geometries (now known as Thurston model geometries).  This conjecture has many consequences, including Thurston’s hyperbolisation theorem and (most famously) the Poincaré conjecture.  Indeed, by placing that conjecture in the context of a conceptually appealing general framework, of which many other cases could already be verified, Thurston provided one of the strongest pieces of evidence towards the truth of the Poincaré conjecture, until the work of Grisha Perelman in 2002-2003 proved both the Poincaré conjecture and the geometrisation conjecture by developing Hamilton’s Ricci flow methods.  (There are now several variants of Perelman’s proof of both conjectures; in the proof of geometrisation by Bessieres, Besson, Boileau, Maillot, and Porti, Thurston’s hyperbolisation theorem is a crucial ingredient, allowing one to bypass the need for the theory of Alexandrov spaces in a key step in Perelman’s argument.)

One of my favourite results of Thurston’s is his elegant method for everting the sphere (smoothly turning a sphere $S^2$ in ${\bf R}^3$ inside out without any folds or singularities).  The fact that sphere eversion can be achieved at all is highly unintuitive, and is often referred to as Smale’s paradox, as Stephen Smale was the first to give a proof that such an eversion exists.  However, prior to Thurston’s method, the known constructions for sphere eversion were quite complicated.  Thurston’s method, relying on corrugating and then twisting the sphere, is sufficiently conceptual and geometric that it can in fact be explained quite effectively in non-technical terms, as was done in the following excellent video entitled “Outside In“, and produced by the Geometry Center:

In addition to his direct mathematical research contributions, Thurston was also an amazing mathematical expositor, having the rare knack of being able to describe the process of mathematical thinking in addition to the results of that process and the intuition underlying it.  His wonderful essay “On proof and progress in mathematics“, which I highly recommend, is the quintessential instance of this; more recent examples include his many insightful questions and answers on MathOverflow.

I unfortunately never had the opportunity to meet Thurston in person (although we did correspond a few times online), but I know many mathematicians who have been profoundly influenced by him and his work.  His death is a great loss for mathematics.