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Marcel Filoche, Svitlana Mayboroda, and I have just uploaded to the arXiv our preprint “The effective potential of an {M}-matrix“. This paper explores the analogue of the effective potential of Schrödinger operators {-\Delta + V} provided by the “landscape function” {u}, when one works with a certain type of self-adjoint matrix known as an {M}-matrix instead of a Schrödinger operator.

Suppose one has an eigenfunction

\displaystyle  (-\Delta + V) \phi = E \phi

of a Schrödinger operator {-\Delta+V}, where {\Delta} is the Laplacian on {{\bf R}^d}, {V: {\bf R}^d \rightarrow {\bf R}} is a potential, and {E} is an energy. Where would one expect the eigenfunction {\phi} to be concentrated? If the potential {V} is smooth and slowly varying, the correspondence principle suggests that the eigenfunction {\phi} should be mostly concentrated in the potential energy wells {\{ x: V(x) \leq E \}}, with an exponentially decaying amount of tunnelling between the wells. One way to rigorously establish such an exponential decay is through an argument of Agmon, which we will sketch later in this post, which gives an exponentially decaying upper bound (in an {L^2} sense) of eigenfunctions {\phi} in terms of the distance to the wells {\{ V \leq E \}} in terms of a certain “Agmon metric” on {{\bf R}^d} determined by the potential {V} and energy level {E} (or any upper bound {\overline{E}} on this energy). Similar exponential decay results can also be obtained for discrete Schrödinger matrix models, in which the domain {{\bf R}^d} is replaced with a discrete set such as the lattice {{\bf Z}^d}, and the Laplacian {\Delta} is replaced by a discrete analogue such as a graph Laplacian.

When the potential {V} is very “rough”, as occurs for instance in the random potentials arising in the theory of Anderson localisation, the Agmon bounds, while still true, become very weak because the wells {\{ V \leq E \}} are dispersed in a fairly dense fashion throughout the domain {{\bf R}^d}, and the eigenfunction can tunnel relatively easily between different wells. However, as was first discovered in 2012 by my two coauthors, in these situations one can replace the rough potential {V} by a smoother effective potential {1/u}, with the eigenfunctions typically localised to a single connected component of the effective wells {\{ 1/u \leq E \}}. In fact, a good choice of effective potential comes from locating the landscape function {u}, which is the solution to the equation {(-\Delta + V) u = 1} with reasonable behavior at infinity, and which is non-negative from the maximum principle, and then the reciprocal {1/u} of this landscape function serves as an effective potential.

There are now several explanations for why this particular choice {1/u} is a good effective potential. Perhaps the simplest (as found for instance in this recent paper of Arnold, David, Jerison, and my two coauthors) is the following observation: if {\phi} is an eigenvector for {-\Delta+V} with energy {E}, then {\phi/u} is an eigenvector for {-\frac{1}{u^2} \mathrm{div}(u^2 \nabla \cdot) + \frac{1}{u}} with the same energy {E}, thus the original Schrödinger operator {-\Delta+V} is conjugate to a (variable coefficient, but still in divergence form) Schrödinger operator with potential {1/u} instead of {V}. Closely related to this, we have the integration by parts identity

\displaystyle  \int_{{\bf R}^d} |\nabla f|^2 + V |f|^2\ dx = \int_{{\bf R}^d} u^2 |\nabla(f/u)|^2 + \frac{1}{u} |f|^2\ dx \ \ \ \ \ (1)

for any reasonable function {f}, thus again highlighting the emergence of the effective potential {1/u}.

These particular explanations seem rather specific to the Schrödinger equation (continuous or discrete); we have for instance not been able to find similar identities to explain an effective potential for the bi-Schrödinger operator {\Delta^2 + V}.

In this paper, we demonstrate the (perhaps surprising) fact that effective potentials continue to exist for operators that bear very little resemblance to Schrödinger operators. Our chosen model is that of an {M}-matrix: self-adjoint positive definite matrices {A} whose off-diagonal entries are negative. This model includes discrete Schrödinger operators (with non-negative potentials) but can allow for significantly more non-local interactions. The analogue of the landscape function would then be the vector {u := A^{-1} 1}, where {1} denotes the vector with all entries {1}. Our main result, roughly speaking, asserts that an eigenvector {A \phi = E \phi} of {A} will then be exponentially localised to the “potential wells” {K := \{ j: \frac{1}{u_j} \leq E \}}, where {u_j} denotes the coordinates of the landscape function {u}. In particular, we establish the inequality

\displaystyle  \sum_k \phi_k^2 e^{2 \rho(k,K) / \sqrt{W}} ( \frac{1}{u_k} - E )_+ \leq W \max_{i,j} |a_{ij}|

if {\phi} is normalised in {\ell^2}, where the connectivity {W} is the maximum number of non-zero entries of {A} in any row or column, {a_{ij}} are the coefficients of {A}, and {\rho} is a certain moderately complicated but explicit metric function on the spatial domain. Informally, this inequality asserts that the eigenfunction {\phi_k} should decay like {e^{-\rho(k,K) / \sqrt{W}}} or faster. Indeed, our numerics show a very strong log-linear relationship between {\phi_k} and {\rho(k,K)}, although it appears that our exponent {1/\sqrt{W}} is not quite optimal. We also provide an associated localisation result which is technical to state but very roughly asserts that a given eigenvector will in fact be localised to a single connected component of {K} unless there is a resonance between two wells (by which we mean that an eigenvalue for a localisation of {A} associated to one well is extremely close to an eigenvalue for a localisation of {A} associated to another well); such localisation is also strongly supported by numerics. (Analogous results for Schrödinger operators had been previously obtained by the previously mentioned paper of Arnold, David, Jerison, and my two coauthors, and to quantum graphs in a very recent paper of Harrell and Maltsev.)

Our approach is based on Agmon’s methods, which we interpret as a double commutator method, and in particular relying on exploiting the negative definiteness of certain double commutator operators. In the case of Schrödinger operators {-\Delta+V}, this negative definiteness is provided by the identity

\displaystyle  \langle [[-\Delta+V,g],g] u, u \rangle = -2\int_{{\bf R}^d} |\nabla g|^2 |u|^2\ dx \leq 0 \ \ \ \ \ (2)

for any sufficiently reasonable functions {u, g: {\bf R}^d \rightarrow {\bf R}}, where we view {g} (like {V}) as a multiplier operator. To exploit this, we use the commutator identity

\displaystyle  \langle g [\psi, -\Delta+V] u, g \psi u \rangle = \frac{1}{2} \langle [[-\Delta+V, g \psi],g\psi] u, u \rangle

\displaystyle -\frac{1}{2} \langle [[-\Delta+V, g],g] \psi u, \psi u \rangle

valid for any {g,\psi,u: {\bf R}^d \rightarrow {\bf R}} after a brief calculation. The double commutator identity then tells us that

\displaystyle  \langle g [\psi, -\Delta+V] u, g \psi u \rangle \leq \int_{{\bf R}^d} |\nabla g|^2 |\psi u|^2\ dx.

If we choose {u} to be a non-negative weight and let {\psi := \phi/u} for an eigenfunction {\phi}, then we can write

\displaystyle  [\psi, -\Delta+V] u = [\psi, -\Delta+V - E] u = \psi (-\Delta+V - E) u

and we conclude that

\displaystyle  \int_{{\bf R}^d} \frac{(-\Delta+V-E)u}{u} |g|^2 |\phi|^2\ dx \leq \int_{{\bf R}^d} |\nabla g|^2 |\phi|^2\ dx. \ \ \ \ \ (3)

We have considerable freedom in this inequality to select the functions {u,g}. If we select {u=1}, we obtain the clean inequality

\displaystyle  \int_{{\bf R}^d} (V-E) |g|^2 |\phi|^2\ dx \leq \int_{{\bf R}^d} |\nabla g|^2 |\phi|^2\ dx.

If we take {g} to be a function which equals {1} on the wells {\{ V \leq E \}} but increases exponentially away from these wells, in such a way that

\displaystyle  |\nabla g|^2 \leq \frac{1}{2} (V-E) |g|^2

outside of the wells, we can obtain the estimate

\displaystyle  \int_{V > E} (V-E) |g|^2 |\phi|^2\ dx \leq 2 \int_{V < E} (E-V) |\phi|^2\ dx,

which then gives an exponential type decay of {\phi} away from the wells. This is basically the classic exponential decay estimate of Agmon; one can basically take {g} to be the distance to the wells {\{ V \leq E \}} with respect to the Euclidean metric conformally weighted by a suitably normalised version of {V-E}. If we instead select {u} to be the landscape function {u = (-\Delta+V)^{-1} 1}, (3) then gives

\displaystyle  \int_{{\bf R}^d} (\frac{1}{u} - E) |g|^2 |\phi|^2\ dx \leq \int_{{\bf R}^d} |\nabla g|^2 |\phi|^2\ dx,

and by selecting {g} appropriately this gives an exponential decay estimate away from the effective wells {\{ \frac{1}{u} \leq E \}}, using a metric weighted by {\frac{1}{u}-E}.

It turns out that this argument extends without much difficulty to the {M}-matrix setting. The analogue of the crucial double commutator identity (2) is

\displaystyle  \langle [[A,D],D] u, u \rangle	= \sum_{i \neq j} a_{ij} u_i u_j (d_{ii} - d_{jj})^2 \leq 0

for any diagonal matrix {D = \mathrm{diag}(d_{11},\dots,d_{NN})}. The remainder of the Agmon type arguments go through after making the natural modifications.

Numerically we have also found some aspects of the landscape theory to persist beyond the {M}-matrix setting, even though the double commutators cease being negative definite, so this may not yet be the end of the story, but it does at least demonstrate that utility the landscape does not purely rely on identities such as (1).

I’ve just uploaded to the arXiv my paper “Localisation and compactness properties of the Navier-Stokes global regularity problem“, submitted to Analysis and PDE. This paper concerns the global regularity problem for the Navier-Stokes system of equations

\displaystyle  \partial_t u + (u \cdot \nabla) u = \Delta u - \nabla p + f \ \ \ \ \ (1)

\displaystyle  \nabla \cdot u = 0 \ \ \ \ \ (2)

\displaystyle  u(0,\cdot) = u_0 \ \ \ \ \ (3)

in three dimensions. Thus, we specify initial data {(u_0,f,T)}, where {0 < T < \infty} is a time, {u_0: {\bf R}^3 \rightarrow {\bf R}^3} is the initial velocity field (which, in order to be compatible with (2), (3), is required to be divergence-free), {f: [0,T] \times {\bf R}^3 \rightarrow {\bf R}^3} is the forcing term, and then seek to extend this initial data to a solution {(u,p,u_0,f,T)} with this data, where the velocity field {u: [0,T] \times {\bf R}^3 \rightarrow {\bf R}^3} and pressure term {p: [0,T] \times {\bf R}^3 \rightarrow {\bf R}} are the unknown fields.

Roughly speaking, the global regularity problem asserts that given every smooth set of initial data {(u_0,f,T)}, there exists a smooth solution {(u,p,u_0,f,T)} to the Navier-Stokes equation with this data. However, this is not a good formulation of the problem because it does not exclude the possibility that one or more of the fields {u_0, f, u, p} grows too fast at spatial infinity. This problem is evident even for the much simpler heat equation

\displaystyle  \partial_t u = \Delta u

\displaystyle  u(0,\cdot) = u_0.

As long as one has some mild conditions at infinity on the smooth initial data {u_0: {\bf R}^3 \rightarrow {\bf R}} (e.g. polynomial growth at spatial infinity), then one can solve this equation using the fundamental solution of the heat equation:

\displaystyle  u(t,x) = \frac{1}{(4\pi t)^{3/2}} \int_{{\bf R}^3} u_0(y) e^{-|x-y|^2/4t}\ dy.

If furthermore {u} is a tempered distribution, one can use Fourier-analytic methods to show that this is the unique solution to the heat equation with this data. But once one allows sufficiently rapid growth at spatial infinity, existence and uniqueness can break down. Consider for instance the backwards heat kernel

\displaystyle  u(t,x) = \frac{1}{(4\pi(T-t))^{3/2}} e^{|x|^2/(T-t)}

for some {T>0}, which is smooth (albeit exponentially growing) at time zero, and is a smooth solution to the heat equation for {0 \leq t < T}, but develops a dramatic singularity at time {t=T}. A famous example of Tychonoff from 1935, based on a power series construction, also shows that uniqueness for the heat equation can also fail once growth conditions are removed. An explicit example of non-uniqueness for the heat equation is given by the contour integral

\displaystyle  u(t,x_1,x_2,x_3) = \int_\gamma \exp(e^{\pi i/4} x_1 z + e^{5\pi i/8} z^{3/2} - itz^2)\ dz

where {\gamma} is the {L}-shaped contour consisting of the positive real axis and the upper imaginary axis, with {z^{3/2}} being interpreted with the standard branch (with cut on the negative axis). One can show by contour integration that this function solves the heat equation and is smooth (but rapidly growing at infinity), and vanishes for {t<0}, but is not identically zero for {t>0}.

Thus, in order to obtain a meaningful (and physically realistic) problem, one needs to impose some decay (or at least limited growth) hypotheses on the data {u_0,f} and solution {u,p} in addition to smoothness. For the data, one can impose a variety of such hypotheses, including the following:

  • (Finite energy data) One has {\|u_0\|_{L^2_x({\bf R}^3)} < \infty} and {\| f \|_{L^\infty_t L^2_x([0,T] \times {\bf R}^3)} < \infty}.
  • ({H^1} data) One has {\|u_0\|_{H^1_x({\bf R}^3)} < \infty} and {\| f \|_{L^\infty_t H^1_x([0,T] \times {\bf R}^3)} < \infty}.
  • (Schwartz data) One has {\sup_{x \in {\bf R}^3} ||x|^m \nabla_x^k u_0(x)| < \infty} and {\sup_{(t,x) \in [0,T] \times {\bf R}^3} ||x|^m \nabla_x^k \partial_t^l f(t,x)| < \infty} for all {m,k,l \geq 0}.
  • (Periodic data) There is some {0 < L < \infty} such that {u_0(x+Lk) = u_0(x)} and {f(t,x+Lk) = f(t,x)} for all {(t,x) \in [0,T] \times {\bf R}^3} and {k \in {\bf Z}^3}.
  • (Homogeneous data) {f=0}.

Note that smoothness alone does not necessarily imply finite energy, {H^1}, or the Schwartz property. For instance, the (scalar) function {u(x) = \exp( i |x|^{10} ) (1+|x|)^{-2}} is smooth and finite energy, but not in {H^1} or Schwartz. Periodicity is of course incompatible with finite energy, {H^1}, or the Schwartz property, except in the trivial case when the data is identically zero.

Similarly, one can impose conditions at spatial infinity on the solution, such as the following:

  • (Finite energy solution) One has {\| u \|_{L^\infty_t L^2_x([0,T] \times {\bf R}^3)} < \infty}.
  • ({H^1} solution) One has {\| u \|_{L^\infty_t H^1_x([0,T] \times {\bf R}^3)} < \infty} and {\| u \|_{L^2_t H^2_x([0,T] \times {\bf R}^3)} < \infty}.
  • (Partially periodic solution) There is some {0 < L < \infty} such that {u(t,x+Lk) = u(t,x)} for all {(t,x) \in [0,T] \times {\bf R}^3} and {k \in {\bf Z}^3}.
  • (Fully periodic solution) There is some {0 < L < \infty} such that {u(t,x+Lk) = u(t,x)} and {p(t,x+Lk) = p(t,x)} for all {(t,x) \in [0,T] \times {\bf R}^3} and {k \in {\bf Z}^3}.

(The {L^2_t H^2_x} component of the {H^1} solution is for technical reasons, and should not be paid too much attention for this discussion.) Note that we do not consider the notion of a Schwartz solution; as we shall see shortly, this is too restrictive a concept of solution to the Navier-Stokes equation.

Finally, one can downgrade the regularity of the solution down from smoothness. There are many ways to do so; two such examples include

  • ({H^1} mild solutions) The solution is not smooth, but is {H^1} (in the preceding sense) and solves the equation (1) in the sense that the Duhamel formula

    \displaystyle  u(t) = e^{t\Delta} u_0 + \int_0^t e^{(t-t')\Delta} (-(u\cdot\nabla) u-\nabla p+f)(t')\ dt'

    holds.

  • (Leray-Hopf weak solution) The solution {u} is not smooth, but lies in {L^\infty_t L^2_x \cap L^2_t H^1_x}, solves (1) in the sense of distributions (after rewriting the system in divergence form), and obeys an energy inequality.

Finally, one can ask for two types of global regularity results on the Navier-Stokes problem: a qualitative regularity result, in which one merely provides existence of a smooth solution without any explicit bounds on that solution, and a quantitative regularity result, which provides bounds on the solution in terms of the initial data, e.g. a bound of the form

\displaystyle  \| u \|_{L^\infty_t H^1_x([0,T] \times {\bf R}^3)} \leq F( \|u_0\|_{H^1_x({\bf R}^3)} + \|f\|_{L^\infty_t H^1_x([0,T] \times {\bf R}^3)}, T )

for some function {F: {\bf R}^+ \times {\bf R}^+ \rightarrow {\bf R}^+}. One can make a further distinction between local quantitative results, in which {F} is allowed to depend on {T}, and global quantitative results, in which there is no dependence on {T} (the latter is only reasonable though in the homogeneous case, or if {f} has some decay in time).

By combining these various hypotheses and conclusions, we see that one can write down quite a large number of slightly different variants of the global regularity problem. In the official formulation of the regularity problem for the Clay Millennium prize, a positive correct solution to either of the following two problems would be accepted for the prize:

  • Conjecture 1.4 (Qualitative regularity for homogeneous periodic data) If {(u_0,0,T)} is periodic, smooth, and homogeneous, then there exists a smooth partially periodic solution {(u,p,u_0,0,T)} with this data.
  • Conjecture 1.3 (Qualitative regularity for homogeneous Schwartz data) If {(u_0,0,T)} is Schwartz and homogeneous, then there exists a smooth finite energy solution {(u,p,u_0,0,T)} with this data.

(The numbering here corresponds to the numbering in the paper.)

Furthermore, a negative correct solution to either of the following two problems would also be accepted for the prize:

  • Conjecture 1.6 (Qualitative regularity for periodic data) If {(u_0,f,T)} is periodic and smooth, then there exists a smooth partially periodic solution {(u,p,u_0,f,T)} with this data.
  • Conjecture 1.5 (Qualitative regularity for Schwartz data) If {(u_0,f,T)} is Schwartz, then there exists a smooth finite energy solution {(u,p,u_0,f,T)} with this data.

I am not announcing any major progress on these conjectures here. What my paper does study, though, is the question of whether the answer to these conjectures is somehow sensitive to the choice of formulation. For instance:

  1. Note in the periodic formulations of the Clay prize problem that the solution is only required to be partially periodic, rather than fully periodic; thus the pressure has no periodicity hypothesis. One can ask the extent to which the above problems change if one also requires pressure periodicity.
  2. In another direction, one can ask the extent to which quantitative formulations of the Navier-Stokes problem are stronger than their qualitative counterparts; in particular, whether it is possible that each choice of initial data in a certain class leads to a smooth solution, but with no uniform bound on that solution in terms of various natural norms of the data.
  3. Finally, one can ask the extent to which the conjecture depends on the category of data. For instance, could it be that global regularity is true for smooth periodic data but false for Schwartz data? True for Schwartz data but false for smooth {H^1} data? And so forth.

One motivation for the final question (which was posed to me by my colleague, Andrea Bertozzi) is that the Schwartz property on the initial data {u_0} tends to be instantly destroyed by the Navier-Stokes flow. This can be seen by introducing the vorticity {\omega := \nabla \times u}. If {u(t)} is Schwartz, then from Stokes’ theorem we necessarily have vanishing of certain moments of the vorticity, for instance:

\displaystyle  \int_{{\bf R}^3} \omega_1 (x_2^2-x_3^2)\ dx = 0.

On the other hand, some integration by parts using (1) reveals that such moments are usually not preserved by the flow; for instance, one has the law

\displaystyle \partial_t \int_{{\bf R}^3} \omega_1(t,x) (x_2^2-x_3^2)\ dx = 4\int_{{\bf R}^3} u_2(t,x) u_3(t,x)\ dx,

and one can easily concoct examples for which the right-hand side is non-zero at time zero. This suggests that the Schwartz class may be unnecessarily restrictive for Conjecture 1.3 or Conjecture 1.5.

My paper arose out of an attempt to address these three questions, and ended up obtaining partial results in all three directions. Roughly speaking, the results that address these three questions are as follows:

  1. (Homogenisation) If one only assumes partial periodicity instead of full periodicity, then the forcing term {f} becomes irrelevant. In particular, Conjecture 1.4 and Conjecture 1.6 are equivalent.
  2. (Concentration compactness) In the {H^1} category (both periodic and nonperiodic, homogeneous or nonhomogeneous), the qualitative and quantitative formulations of the Navier-Stokes global regularity problem are essentially equivalent.
  3. (Localisation) The (inhomogeneous) Navier-Stokes problems in the Schwartz, smooth {H^1}, and finite energy categories are essentially equivalent to each other, and are also implied by the (fully) periodic version of these problems.

The first two of these families of results are relatively routine, drawing on existing methods in the literature; the localisation results though are somewhat more novel, and introduce some new local energy and local enstrophy estimates which may be of independent interest.

Broadly speaking, the moral to draw from these results is that the precise formulation of the Navier-Stokes equation global regularity problem is only of secondary importance; modulo a number of caveats and technicalities, the various formulations are close to being equivalent, and a breakthrough on any one of the formulations is likely to lead (either directly or indirectly) to a comparable breakthrough on any of the others.

This is only a caricature of the actual implications, though. Below is the diagram from the paper indicating the various formulations of the Navier-Stokes equations, and the known implications between them:

The above three streams of results are discussed in more detail below the fold.

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