Carleman estimates, unique

ontinuation and
appli ations

Daniel Tataru

Department of Mathemati s
Northwestern University

September 30, 1999

1 Resear h partially supported by NSF grant DMS9400978

Contents
Introdu tion

1 Preliminaries

1.1
1.2
1.3
1.4

Partial dierential operators . . . . . . . . . . . . . . . .

Pseudo onvex fun tions and surfa es . . . . . . . . . . .
Pseudo onvexity revised: anisotropi operators . . . . . .
Se ond order operators of real prin ipal type . . . . . . .
1.4.1 A geometri al interpretation of pseudo onvexity
1.5 Boundary value problems and the Lopatinskii ondition .
1.5.1 The strong Lopatinskii ondition . . . . . . . . .
1.5.2 The weak Lopatinskii boundary ondition . . . .
1.5.3 Se ond order operators . . . . . . . . . . . . . . .
1.6 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.6.1 Chara teristi vs. pseudo onvex surfa es . . . . .
1.6.2 Criti al points for pseudo onvex fun tions . . . .

2 The pdo al ulus

2.1 The  - dependent spa es and operators
2.2 The al ulus for the L2 estimates . . .

.....
.....
2.2.1 An appli ation of Garding's theorem . .
2.2.2 Regularization . . . . . . . . . . . . . . .
2.3 The al ulus for estimates at other energy levels
2.3.1 Fun tion spa es for the oe ients . . .
2.3.2 Commutator estimates . . . . . . . . . .
2.3.3 Regularization . . . . . . . . . . . . . . .
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2.4 The boundary al ulus . . . . . . . . . . . . . . . . . .

2.4.1 Interior and boundary bilinear forms . . . . . .
2.4.2 Green's formula and Garding's type inequalities
2.4.3 The strong Lopatinskii boundary ondition . . .
2.4.4 An "interpolation" inequality . . . . . . . . . .
3 Carleman estimates and unique ontinuation

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3.1 The " lassi al" theory . . . . . . . . . . . . . . . . . . . . . . . . .

3.1.1 The estimates . . . . . . . . . . . . . . . . . . . . . . . . . .
3.1.2 Unique ontinuation . . . . . . . . . . . . . . . . . . . . . .
3.1.3 Stability estimates . . . . . . . . . . . . . . . . . . . . . . .
3.2 Carleman estimates at other energy levels . . . . . . . . . . . . . .
3.3 Carleman estimates with uto and ontinuation of regularity . . .
3.4 Boundary value problems . . . . . . . . . . . . . . . . . . . . . . . .
3.4.1 Estimates involving all the Cau hy data on the boundary . .
3.4.2 The strong Lopatinskii ondition . . . . . . . . . . . . . . .
3.4.3 The weak Lopatinskii ondition . . . . . . . . . . . . . . . .
3.5 Operators with (partially) analyti oe ients . . . . . . . . . . . .
3.5.1 The Carleman estimates . . . . . . . . . . . . . . . . . . . .
3.5.2 Unique ontinuation . . . . . . . . . . . . . . . . . . . . . .
3.5.3 Stability estimates . . . . . . . . . . . . . . . . . . . . . . .
3.6 Ellipti equations: singular weights and strong unique ontinuation
3.6.1 Se ond order ellipti operators . . . . . . . . . . . . . . . . .
3.6.2 Paraboli operators . . . . . . . . . . . . . . . . . . . . . . .
3.6.3 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.7 Anisotropi operators . . . . . . . . . . . . . . . . . . . . . . . . . .
3.7.1 Estimates with singular weight fun tion . . . . . . . . . . .
3.7.2 The regularity of the oe ients . . . . . . . . . . . . . . . .
3.8 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.8.1 Degenerate weight fun tions . . . . . . . . . . . . . . . . . .
3.8.2 Produ ts of operators . . . . . . . . . . . . . . . . . . . . . .
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4 Examples

4.1 The wave equation . . . . . . . . . . . . . . . . . . . . . .

4.1.1 An elementary proof of the Carleman estimates . .
4.1.2 Unique ontinuation inside the domain . . . . . . .
4.1.3 Continuation of regularity inside the domain . . . .
4.1.4 Carleman estimates near the boundary . . . . . . .
4.1.5 Unique ontinuation near the boundary . . . . . . .
4.1.6 Continuation of regularity near the boundary . . .
4.1.7 Diri hlet boundary ondition . . . . . . . . . . . .
4.1.8 Neuman boundary ondition . . . . . . . . . . . . .
4.2 The S hroedinger equation . . . . . . . . . . . . . . . . . .
4.2.1 Pseudo onvex surfa es . . . . . . . . . . . . . . . .
4.2.2 The Carleman estimates . . . . . . . . . . . . . . .
4.2.3 Unique ontinuation . . . . . . . . . . . . . . . . .
4.2.4 Continuation of regularity . . . . . . . . . . . . . .
4.3 The plate equation . . . . . . . . . . . . . . . . . . . . . .
4.3.1 Carleman estimates . . . . . . . . . . . . . . . . . .
4.3.2 Unique ontinuation and ontinuation of regularity
4.4 Paraboli equations . . . . . . . . . . . . . . . . . . . . . .
4.5 Coupled hyperboli equations . . . . . . . . . . . . . . . .
4.6 Maxwell's equations . . . . . . . . . . . . . . . . . . . . . .

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Introdu tion
Consider a partial dierential operator P (x; D)
and an oriented hypersurfa e . Denote the two sides of  by + and  . Then a typi al
formulation for an unique ontinuation result is
The unique ontinuation problem.

Let u be a solution for P (x; D)u = 0. Assume that u = 0 in + . Then u = 0 near  in  .

(1)
A prin ipal aim of the work in this area is that, given an operator P , to determine the
lass of hypersurfa es S for whi h the above unique ontinuation property (UCP) holds.
Most results of this type are in ee t lo al. Hen e, a more appropriate formulation of the
above property is
Let u be a solution for P (x; D)u = 0. Let x0 2  and V be a neighbourhood of x0 .
Assume that u = 0 in + \ V . Then u = 0 near x0 (in  ).
The Cau hy problem The unique ontinuation problem is related to the Cau hy problem. If P is a partial dierential operator of order m and the surfa e  is non hara teristi
then, given a smooth fun tion u, we an dene the Cau hy data of u on  as
m 1

 u
;


; m 1 )
(uj; u
 j
 j

(2)

The Cau hy problem for the operator P with initial data on  an be phrased as
Given fun tions (u0 ; u1 ;


; um 1 ) on , nd u in  so that:
(
P (x; D)u = 0
in +
m
(3)

u
(uj = u0; u
 j = u1 ;


;  m j = um 1 on 
We say that the above Cau hy problem is well-posed if for ea h Cau hy data
(u0; u1;


; um 1)
the equation (3) has an unique solution u.
Now one an see that the unique ontinuation property is equivalent to the uniqueness
in the Cau hy problem. In parti ular if the Cau hy problem is well-posed then the unique
ontinuation property also holds. Hen e, it makes sense to study the unique ontinuation
problem only when the Cau hy problem is ill-posed.
1

Stability estimates Take a typi al unique ontinuation result of the form " Let u 2 H 1
solve P (x; D)u = 0. Then u = 0 in ! implies u = 0 in
 !. Then a simple ompa tness
argument shows the existen e of a ontinuity modulus m su h that

jujL (
)  m(jujH (!) ) if jujH (
)  1
2

(4)

Su h an estimate is alled a stability estimate. In parti ular problems the interest is to

determine the behaviour of the best fun tion m for whi h (4) holds.
Note that su h an estimate says nothing of the regularity of the fun tion u. However,
sometimes one an obtain a stronger version of (4), namely
jujH (
)  m(jujH (!) ) if jujL (
)  1
1

(5)

The latter estimate also says that if u 2 H 1(!) \ L2 (

) then u 2 H 1(
).
If the fun tion m an be taken linear then the restri tion jujL (
 )  1 an be dropped,
and the following stronger estimate holds:
2

jujH (
)  m(jujH (!) )
1

(6)

In a ordan e with the ontrol theory terminology, we all (6) an observability estimate.
The meaning of this is that one an predi t u in
by observing it in the smaller set !.
Carleman estimates The oriented surfa e  an be represented as  = f = 0g, where
 is a C 2 fun tion whi h vanishes simply on  and phi > 0 in + . The most ommon

way of proving unique ontinuation results is by using Carleman estimates. The Carleman
estimates are just regular estimates for pde's, with an additional feature, namely that they
ontain a one parameter family of exponential weights. The simplest Carleman estimates,
say for the wave equation, have the form
 je uj2H

 jeP (x; D)uj2L ;   0

2

(7)

for u supported in a xed ompa t set.

How does one get unique ontinuation from the Carleman estimates ? Assume rst that
u has ompa t support and that P (x; D)u = 0 in + = f > 0g. Then the RHS in (7) goes
to 0 as  ! 1. Hen e the LHS also goes to 0, whi h implies that u = 0 in +. Now go one
step further, and assume only that supp u \ + is ompa t. Then we an uto u in  to
7

make it have ompa t support, and the same argument works. Hen e, we have proved that
(7) implies the following version of 1:
em Assume that supp u \ + is ompa t and that P (x; D)u = 0 in + . Then u = 0 in +
(8)
The relation between (1) and (8) an be seen in the following pi ture. Obtaining (1) near
some point x0 2  redu es to (8) for a modied surfa e 0.
Why Carleman estimates ? Well, assume that we are attempting to show (1) and that
using some other devi es (e.g. propagation of singularities) we have proved that u is smooth
near . This still leaves room for fun tions u whi h de ay rapidly near . But, intuitively, one
annot "see" this behaviour with usual energy estimates. This is the task of the exponential
weight, whi h, as  in reases, "highlights" the behavior of u exa tly near .
Is proving an estimate su h as (7) more di ult than proving
su h an estimate without the exponential weight ? To investigate this let us try to eliminate
the exponential weight from (7). Thus, set v = eu. Then
e P (x; D)u = e P (x; D)e v = P (x; D;  )v
Hen e, (7) redu es to
 jv j2H  jeP (x; D;  )uj2L ;   0
(9)
Here P has the form
P (x; D;  ) = e P (x; D)e  = P (x; D + i r)
(10)
i.e. it is the onjugate of P with respe t to the exponential weight e.
Thus, we have elliminated the exponential weight from the estimates at the expense of
repla ing the operator P by the onjugated operator P . Does this ause any troubles ?
At rst sight it would seem that P equals P modulo lower order terms, therefore one is
tempted to say that they have similar properties.
The riti al fa t is, however, that the estimate (7) is an uniform estimate in  . Hen e, we
annot aord to treat the  's in P as lower order terms. In ee t, as it turns out,  should
have the same weight as a full derivative. Consequently, P and P are stru turally dierent,
and separate estimates are required for P .
The onjugated operator

Why assume from the begining that u

vanishes in an open set, and not in a smaller set ? For operators with nonanalyti oe ients
this seems to be intrinsi ally related to propagation of singularities. It appears that one needs
to know that ea h possible propagating singularity would have to interse t the set where u
is known to be 0. Consequently, there are two ex eptions to this.
The rst ex eption is for ellipti or subellipti equations, for whi h there are no singularities whi h propagate. Then one an sometimes obtain a strong unique ontinuation property
(SUCP) whi h has the form
Let u be a solution for P (x; D)u = 0. Assume that u vanishes of innite order at some
x0 . Then u = 0 near x0
The SUCP has been extensively studied, and for a review ontaining the latest results
one ould see [72. It is not the aim of this monograph to onsider the SUPC for ellipti
equations. However, we do onsider it for paraboli equations in Chapter 3.6.
The se ond ex eption is for anisotropi equations, e.g. for the S hroedinger equation.
There the speed of propagation is innite, therefore one an hope to get some results at
xed time. To show a tipi al result, x t0 and let   ft = t0g be an oriented surfa e.
Let u be a solution for P (x; D)u = 0. Assume that u vanishes of "su iently high order"
in + . Then u vanishes of "su iently high order" near  in ft = t0 g.
Results of this type are presented in Chapter 3.7.
Other types of unique ontinuation problem.

10

Chapter 1
Preliminaries
1.1 Partial dierential operators
For a partial dierential operator P (x; D) of order m in Rn of the form
we dene its prin ipal symbol as

P (x; D) =

p(x;  ) =

jjm
a fun tion in T Rn,
jj=m

(1.1)

The hara teristi set of the operator P is dened as

har P = f(x;  ) 2 R2n=p(x;  ) = 0;  =6 0g:

(1.2)

The Hamilton eld asso iated to a real symbol P is

Hp = p (x;  )


x

px (x;  )




If the oe ients of P are at least C 2 then the traje tories of the Hamilton eld are uniquely
determined and are alled bi hara teristi rays, or simply bi hara teristi s. Observe that
har P is invariant with respe t to the bi hara teristi ow. The bi hara teristi s ontained
in har P are alled null bi hara teristi s, and play a fundamental role in the study of partial
dierential operators.
Given two symbols p and q we an dene their Poisson bra ket as
fp; qg = Hpq = Hq p = p qx q px

11

(1.3)

If p is a real symbol, then the above Poisson bra ket has a simple geometri al interpretation.
Namely, fp; qg is the derivative of q along the bi hara teristi s of P .
Denition 1.1 The operator P is said to be of real prin ipal type if its prin ipal symbol
p(x;  ) is real and rx; p(x;  ) 6= 0 on har P .

If P is of real prin ipal type then har P is a odimension 1 surfa e.

A se ond ondition used throughout the book is the prin ipal normality ondition on P .
Denition 1.2 The operator P is prin ipally normal if

jfp; pgj  jpjj jm

(1.4)

Of ourse, this ondition is fullled whenever P has a real prin ipal symbol, and also
whenever P is ellipti . This in ludes all the examples studied here.

1.2 Pseudo onvex fun tions and surfa es

If  is a C 2 oriented hypersurfa e, we an represent it as a level set of a C 2 fun tion
 = f = 0g
where r 6= 0 on  and  > 0 on +. This representation is not unique. However, it is
unique modulo multipli ation by C 2 positive fun tions.
The strong pseudo onvexity ondition is
Denition 1.3 Let S be a C 2 hypersurfa e. Let  be a real valued C 2 fun tion vanishing
simply on S . We say that S is strongly pseudo onvex with respe t to P at x0 2 S if
Refp; fp; gg(x0;  ) > 0 whenever
p(x0 ;  ) = fp; g(x0 ;  ) = 0 ;  6= 0

(1.5)
(1.6)

fp(x0 ;  i r); p(x0 ;  + i r)g(x0 ;  )=i > 0 whenever

fp(x0 ;  + i r) = fp(x0 ;  + i r); g(x0;  ) = 0;  > 0g

(1.7)
(1.8)

12

In order for this denition to be orre t, one needs to verify that it does not depends on
the hoi e of the fun tion , i.e. that is invariant with respe t to substitutions of the form
 ! g, with g > 0.
Note that, given that P is prin ipally normal, (1.6) is the limiting ase of (1.8) as  ! 0.
Indeed, the linearization of p in  at  = 0 is
pl (x; ;  ) = p(x;  ) + i fp; g(x;  )

Hen e, if p(x0 ;  ) = fp; g(x0;  ) = 0 then

limfp(x0; 

 !0

i r); p(x0 ;  + i r)g(x0 ;  )=i = 2Re fp; fp; gg(x0;  )

Following is the denition of strongly pseudo onvex fun tions:

Denition 1.4 We say that the C 2 fun tion  is strongly pseudo onvex at x0 with respe t
to P at x0 if
Refp; fp; gg(x0 ;  ) > 0 whenever
p(x0 ;  ) = 0 ;  6= 0

(1.9)
(1.10)

fp(x;  i r); p(x;  + i r)g=i > 0 on fp(x;  + i r) = 0;   0; (;  ) 6= 0g (1.11)

The relationship between strongly pseudo onvex fun tions and surfa es is des ribed next.
Theorem 1.5 Let P be a prin ipally normal operator. Then
i) Any nondegenerated level set of a fun tion whi h is strongly pseudo onvex with respe t
to P is a strongly pseudo onvex surfa e with respe t to P .
ii) Any surfa e whi h is strongly pseudo onvex with respe t to P is a level surfa e for
some strongly pseudo onvex fun tion with respe t to P .
iii) The strong pseudo onvexity ondition for both fun tions and surfa es is stable with
respe t to small C 2 perturbations.

13

Parts (i),(iii) follow dire tly from the denitions. For (ii), let  be as in
Denition . This implies that if is su iently large then
1 fp ; p g(x ;  ) + (jfp ; gj2 +  2 jp j2)  d( 2 +  2 )m 1
(1.12)
Proof :

i

Then we laim that the fun tion = e satises (1.10), (1.11), provided that  is su iently
large. Indeed, ompute
1 fp(x;  + i r ); p(x;  + i r)g = 1 fp(x;  + i r ); p(x;  + i r)g
i
i
= 1 fp ; p g + 2jp j2
i







If we ombine this with (1.12) then for  > we get

1 fp(x;  + i r ); p(x;  + i r)g 2 jp j2)  d( 2 +  2 )m


i

(1.13)

This implies (1.10), (1.11).

1.3 Pseudo onvexity revised: anisotropi operators

Consider the S hroedinger operator
P (x;  ) = it

A(t; x; x )

where A is a se ond order ellipti operator. What is the prin ipal symbol of P ? A ording
to 1.1, it should be a(x; t;  ). However, the word "prin ipal" tends to indi ate that this
symbol essentially des ribes the properties of the operator. This is outright false in this
setting, sin e the S hroedinger equation and a se ond order ellipti equation are ompletely
dierent. Consequently, it makes more sense to dene the prin ipal symbol as
p(x;  ) = s + a(t; x;  )

where s is the time Fourier variable.

This symbol, however, is no longer homgeneous of order 2. Or is it ? It a tually is if we
twist a bit the meaning of the word homogeneous. Namely, redene
(s;  ) = (2 s;  )

14

Of ourse, this hanges the meaning of the order of a partial dierential operator; in this
setting Dx has order 1, but Dt has order 2. If we take an operator of the form Dt Dx0 then
its order has to be 20 + j0j. Thus, redene
0

jj = 20 + 1 +


+ n

We all the operators asso iated to this setting anisotropi operators.

Of ourse one an try to t all other operators into this framework. For instan e, in this
se tion the operator
t;x has order four and prin ipal symbol s2. This would denitely be
misleading. The philosophy is that for ea h operator there exists a natural setting in whi h it
an be studied. Ellipti and hyperboli equations, for instan e, t just ne into the lassi al
(isotropi ) setting. On the other hand, the paraboli equations, the S hroedinger equation,
and the Euler-Bernoulli plate model orrespond to the framework developed in this se tion.
The KdV equation ts into neither of these two and requires its own setting.
To avoid ex essive generality we onne ourselves to the lassi al (isotropi ) and the
paraboli setting. Based on this the interested reader an easily adapt the arguments to
other types of equations.
What is the Hamilton eld asso iated to an anisotropi operator P in this ontext ? To
understand this, look at the order of the terms whi h appear in the lassi al Hamilton eld.
The terms px  ; p x have order m 1. On the other hand, the terms pt s ; pst have
order m 2. It is natural now to drop the lower order terms and set
Hp = p


x

The Poisson bra ket is altered orrespondingly,

px




fp; qg = Hpq = Hq p = p qx q px

(1.14)
(1.15)

(no time derivatives).

Look now at the denitions of the strongly pseudo onvex surfa es. In fa tors of the form
Dt + it the se ond term has order 1 while the rst has order two. Hen e, to be onsistent
with the previous reasoning, we drop the lower order term. Consequently, given also the
new hoi e for the Poisson bra ket, the pseudo onvexity onditions will ontain no time
derivatives of , therefore they are ompletely un oupled in time. This implies that one an
apply these onditions to surfa es whi h live on time se tions:
15

Denition 1.6 Let S  ft = t0 g be a C 2 hypersurfa e. Let  be a real valued C 2 fun tion

vanishing simply on S . We say that S is strongly pseudo onvex with respe t to P at (t0 ; x0 ) 2
S if
Refp; fp; gg(x0;  ) > 0 whenever
p(x0 ;  ) = fp; g(x0 ;  ) = 0 ;  6= 0

(1.16)
(1.17)

fp(x0;  i r); p(x0 ;  + i r)g(x0 ;  )=i > 0 whenever

fp(x0 ;  + i rx ) = fp(x0;  + i rx ); g(x0;  ) = 0;  > 0g

(1.18)
(1.19)

Denition 1.7 We say that the fun tion  is strongly pseudo onvex with respe t to P at x0
if
Refp; fp; gg(x0 ;  ) > 0 whenever
p(x0 ;  ) = 0 ;  6= 0

(1.20)
(1.21)

fp(x;  i rx ); p(x;  +i rx)g=i > 0 on fp(x;  +i rx) = 0;   0; (;  ) 6= 0g (1.22)

1.4 Se ond order operators of real prin ipal type

The most ommon lass of operators arising in appli ations is the se ond order operators.
This se tion is devoted to a detailed examination of the pseudo onvexity ondition for se ond
order operators of real prin ipal type. The main result is
Theorem 1.8 Let P (x; D) be a se ond order operator of real prin ipal type. a) Let  be a
non hara teristi C 2 hypersurfa e. Then  is strongly pseudo onvex with respe t to P i
Refp; fp; gg(x0;  ) > 0 whenever
p(x0 ;  ) = fp; g(x0 ;  ) = 0 ;  6= 0

16

(1.23)
(1.24)

We need to show that (1.8) (respe tively (1.19) in the anisotropi ase) is
always fullled. If
p(x;  + i r) = fp(x;  + i r); g
then i is a double root for the polymomial
Proof :

q (z ) = p(x;  + z r)

If  is non hara teristi , i.e. p(x; r) 6= 0 then q is a se ond degree polynomial with real
oe ients. Hen e, its double root has to be real, whi h implies that  = 0.
If  is hara teristi then q has degree at most one. Hen e, in order to have a double
root it needs to be identi ally 0. This is equivalent to
p(x;  ) = fp; g(x;  ) = 0

(1.25)

On the other hand

1 fp(x;  + i r ); p(x;  + i r)g = fp(x;  )  2 p(x; r); p (x;  )rg

i
= p (x;  )xxp (x;  ) +  2 p (x; r)xxp (x; r)
= fp; fp; gg(x0;  ) +  2 fp; fp; gg(x0; r)
This should be positive for any   0, whi h is equivalent to
fp; fp; gg(x0;  ) > 0; fp; fp; gg(x0; r) > 0

Now the rst inequality above is exa tly the pseudo onvexity ondition at  = 0 (with 
satisfying (1.25) while the se ond is the pseudo onvexity ondition at  = 0,  = r (whi h
satises (1.25).
With small modi ations the same argument aplies also to the anisotropi ase, q.e.d.

1.4.1 A geometri al interpretation of pseudo onvexity

The se ond aim of this se tion is to give a simple geometri al interpretation of the pseudo onvexity ondition in this ase. Rewrite the pseudo onvexity ondition (1.24) as
Hp2  > 0

whenever
17

 = Hp = 0

Re all now that Hp; Hp2 represent the rst, respe tively the se ond derivative of  along
the bi hara teristi s of P . Then the above relation says that the null bi hara teristi s of
P are either transversal to  or, if they are tangent to  then they are " urved" toward
+ = f > 0g (see the gure below).

1.5 Boundary value problems and the Lopatinskii ondition

Let K be a domain in Rn with C 1 boundary K . Given x0 2 hoose lo al oordinates near
it so that at x0 we have xn = 0, dxn 2 N K (i.e. the plane xn = 0 is tangent to K at x0 )

1.5.1 The strong Lopatinskii ondition

At ea h point 0 = (x0; 00 ) 2 T K de ompose p(x0;  + i r) as polynomial in n:

p(x0 ;  + i r) = p (x0 ; 00 ; n))p+ (x0 ; 00 ; n )

(n

n(j ))mj

(1.26)

where the three fa tors stand for the roots with positive imaginary part, negative imaginary
part, respe tively for the real roots. This de omposition extends uniquely to a smooth
de omposition in a oni neighbourhood of 0,
p(x;  + i r) = p (x;  0 ; n ;  )p+ (x;  0; n ;  )

pj (x;  0; n ;  )

When  = 0 dene for ea h j :
nj = minfk  0= Dkn fpj ; g(n(j )) 6= 0g

and

lj =

Dene p0 (x0; 00 ; n;  ) by

p0 (x0 ; 00 ; n;  ) =

0
1

p+ (x0 ; 00 ; n;  ) (n

Q
p+ (x0 ; 00 ; n;  ) (n

if Dnnj fpj ; g(n(j )) < 0

if Dnnj fpj ; g(n(j )) > 0

where m+j = [ mj +n2 j lj .

18

n(j ) )mj if  > 0

n(j ) )mj if  = 0
+

Denition 1.9 We say that the boundary operators B satisfy the strong Lopatinskii ondition with respe t to S at x0 2 S \ K if their prin ipal symbols bj (x0 ;  + i r) are omplete
modulo p0 (x0 ; ;  ) as polynomials in n for ea h   0, ( 0 ;  ) 6= 0.

This denition in ludes the lassi al strong Lopatinskii ondition for the ase when P is
stri tly hyperboli with respe t to d. That ase is simpler due to the fa t that nj = 0 and
furthermore, no real roots (for p(x;  + i r) as a polynomial in n) an o ur when  > 0.
The denition applies as well to anisotropi problems.
Remark 1.10 a) If the strong Lopatinskii ondition is fullled at some point x0 then it is
also fullled in a neighbourhood.
b) The strong Lopatinskii ondition is stable with respe t to small C 1 perturbations of the
oe ients and of the boundary K .

It is useful to note that the above denition is oordinate independent. Indeed, one an
reformulate it as it follows:
At ea h 2 T K \ K de ompose p( + N + id) as polynomial in . Here N 2 Nx K
(the onormal bundle of the boundary K ) and  plays the role of n above. With this new
notations, it is lear that nj ; lj ; p0 are invariantly dened. Then the invariant formulation of
the above denition is
0

Denition 1.11 We say that the boundary operators B satisfy the strong Lopatinskii ondition with respe t to d i bj (x0 ; + N + id) are omplete modulo p0 (x0 ; + N + id)
as polynomials in  for ea h   0.

1.5.2 The weak Lopatinskii boundary ondition

With the same notations as in the previous se tion assume that at ea h 0 = (x;  0) the
symbol p(x0 ) has at most one multiple root as polynomial in n, and that root is double.

1.5.3 Se ond order operators

Theorem 1.12 Assume that P is a se ond order operator of real prin ipal type. Let B be
as above. Then B satises the strong Lopatinskii ondition with respe t to d i either
i) The pair (P; B ) generates a strongly well-posed hyperboli problem and d is time-like.

19


< 0 and B is the Diri hlet boundary ondition.


iii)
< 0, B is any Neuman boundary ondition and P is ellipti .


iv)
< 0, B is any Neuman boundary ondition and

ii)

In this ase one an hoose lo al oordinates near x0 so that p(x0 ;  ) has the form
p(x;  ) = n2

r(x;  0)

a) The ase  > 0.

In this ase the two roots are
n = in  (r(x;  + i r0 ))

At least one should have positive imaginary part. This learly happens if n < 0.
Suppose that n  0. Then r(x;  + i r0 ) 6 2R+. Hen e, r(r) > 0 and r( ) < 0 on
r(; r) = 0. This implies that R is hyperboli and r0  is time-like with respe t to R, and
further that P is hyperboli and K is time-like.
In addition, p(x;  + i r) should have no real roots when  > 0 therefore, as argued
before for r, r is also hyperboli with respe t to P .
Consequently, either 
< 0 or we are dealing with a strongly well-posed hyperboli

initial-boundary value problem.
Conversely, assume that 
< 0.

Then p0 has degree either 0 or 1. Furthermore, if it has degree 1 then it has the form
p0 = n

Im  > 0

In either ase the strong Lopatinskii ondition follows.

b) The ase  = 0.
In the region r < 0 we have two onjugate imaginary roots, therefore
p
p = +i r
0

and the strong Lopatinskii ondition follows.

In the region r = 0 we have either nj = 0 or nj = 1 and lj = 0. Hen e m+j = 1 therefore
p0 = n

20

In the region r > 0 p has two fa tors,

p1;2 = n  r1=2

Then

fp1; g + fp2; g = 2n < 0

therefore at least one is negative. Hen e p0 has degree 0 or 1. In the rst ase, the Lopatinskii
ondition follows. In the se ond, we need
l(x;  ) 6= r1=2

and

l(x;  ) 6= r1=2

"4266308r; g  0
"4266308r; g  0

1.6 Notes

1.6.1 Chara teristi vs. pseudo onvex surfa es

The pseudo onvexity ondition for a surfa e  does not require that the surfa e be non hara teristi . However, if  is hara teristi at some x0 then (1.8) should hold at x = x0 ;  = 0.
Note that p(x0 ; r) = 0 implies that
fp; g(x0; r) = 0

Then (1.8) at x = x0 ;  = 0 an be rewritten as

fp; p(x; r)g(x0; r(x0 )) > 0

(1.27)

In other words, the surfa e  should hange type at x0 along the bi hara teristi onormal
to  at x0 .

1.6.2 Criti al points for pseudo onvex fun tions

As far as pseudo onvex fun tions are on erned, another degenerate situation is when r = 0
at some point x0 . Then the pseudo onvexity ondition for  with respe t to P ne essarily
fails when  = 0,  > 0. However, it ould still hold ex ept for this limiting ase, therefore
it makes sense to use a weaker repla ement for (1.22), namely
21

fp(x;  i rx ); p(x;  + i rx)g=i > (j j +  jrj2m 2 )

on fp(x;  + i rx ) = 0; 

 0; (;  ) 6= 0g

(1.28)

When x is in a su iently small neighbourhood of x0 this ondition redu es to

p (x;  + i rx )(D2 (x0 ))p (x; 

i rx ) > (j j +  jrj2m 2 )

on fp(x;  + i rx ) = 0; 

 0; (;  ) 6= 0g

A su ient ondition for this is

p (x0 ;  )(D2(x0 ))p (x0 ;  ) > 0 on fp(x;  ) = 0;  2 C;  6= 0g

(1.29)

This ondition is also ne essary in the simplest ase, when the Hessian D2 (x0) is nondegenerate. Then jrj  jx x0 j.

22

Chapter 2
The pdo al ulus
2.1 The  - dependent spa es and operators
Treating  as a derivative requires hanging the H s s ale of spa es into Hs dened by
u 2 Hs () u^(j j2 +  2 )s=2 2 L2
A partial dierential operator of order m is, in this setting, an operator of the form
X
P (x; D;  ) =
; (x)D  
jj+m

Its prin ipal symbol is then

p(x; ;  ) =

X
jj+m

; (x)   

Dene the following lasses of symbols:

Sp = fa(x; ;  )=jDxD aj  ; (1 + j(;  )j)p jjg
C k Sp = fa(x; ;  )=jDx D aj  ; (1 + j(;  )j)p jj; jj  kg
We use the subs ript l to indi ate the orresponding spa es of homogeheous symbols (e.g.
S lk;p).
The pseudodierential al ulus for operators with symbols in these lasses mirrors the
al ulus for the orresponding lassi al framework. The main point is that the properties of
su h operators hold uniformly  . Following we in lude for referen e some results:
Theorem 2.1 (mapping properties) Let a 2 C k S lm . Then
A(x; D;  ) : Hs+m ! Hs jsj  k
23

Theorem 2.2 ( omposition) a) a 2 C k S lp ; b 2 S m . Then

A(x; D;  )B (x; D;  )

(AB )(x; D;  ) : Hs+m+p ! Hs jsj  k

b) a 2 C 1 S lj ; b 2 C 1 S m , 0  j  1. Then
A(x; D;  )B (x; D;  ) (AB )(x; D;  ) : Hs+m+j +1 ! Hs 0  s  1
Theorem 2.3 ( ommutators) Let a 2 C 1 S lj ; b 2 C 1 S lk , 0  j  k  1. Then
[A(x; D;  ); B (x; D;  )Hs+j 1 ! Hs 0  s  1 k

Theorem 2.4 (adjoints) Let a 2 C 1 S lj , 0  j  1. Then

A (x; D;  ) A(x; D;  ) : Hs+j 1 ! Hs

jsj  1 j

Theorem 2.5 (Garding's inequality) Let a 2 C 1 S l2 so that

a(x; ;  ) + a(x; ;  )  2 (j j2 +  2 )
Then

Re (A(x; D)u; u)  juj21;

djuj20

2.2 The al ulus for the L2 estimates

This se tion ontains the main ingredients ne essary for the L2 estimates.

2.2.1 An appli ation of Garding's theorem

We start with the following simple result:

Lemma 2.6 Assume that P; Q are partial dierential operators with real C 1 oe ients.
a) If P; Q have both order m then

jIm < P u; Qu > j  jujm; jujm

1 then
jIm < P u; Qu > j  juj2m

b) If P has order m and Q has order m

24

1;

1;

Proof :

Start from
2Im

< P u; Qu >= i(< P u; Qu >

< Qu; P u >)

and integrate by parts.

The main result in this se tion is
Theorem 2.7 a) Let P; Q be partial dierential operators of order m + 1, respe tively m
with real C 1 oe ients. Let R1 ; :::Rj be partial dierential operators of order m with C 0
oe ients. Assume that

fp; qg > j(;  )j2m on U har Rj

while
Then there exists d > 0 so that

p=q=0

on U har Rj
X

jujm;  2Im < P u; Qu > +d jRuj2

(2.1)

for su iently large  .

b) Let P; Q be partial dierential operators of order m, respe tively m 1 with real C 1
oe ients. Let R1 ; :::Rj be partial dierential operators of order m with C 1 oe ients.
Assume that
fp; qg > j(;  )j2m 2 on U har Rj
while

p=q=0

Then there exists d > 0 so that

jujm 1;

on U har Rj
X

 2Im < P u; Qu > +d jRuj2 1;

(2.2)

for su iently large  .

Proof :

a) Choose d su iently large so that

X

fp; qg + px q qx p + d jrj j2 > j(;  )j2m

Then we laim that (2.1) holds.

25

(2.3)

First we redu e the problem to the smooth oe ient ase. Consider approximations of
P; Q; Rj in the orresponding lasses of operators, with smooth oe ients. Then (2.3) is
preserved, while the hange in the RHS in (2.1) is negligible.
Now we prove that (2.3) implies (2.1) in the smooth oe ient ase. We have
X
2Im < P u; Qu > +d jRuj2 =< Au; u >
where A is a partial dierential operator of order 2m,
X
A(x; D) = i(P  Q Q P ) + Ri Ri
with prin ipal symbol
X
A(x;  ) = fp; q g + px q qx p + d jrj j2
By (2.3) Garding's inequality gives
< Au; u > juj2m; 1 juj2m 1;
whi h implies (2.1) if  is su iently large.
b) Choose d su iently large so that
X
fp; qg + px q qx p + d jrj j2( 2 +  2 ) 1 > j(;  )j2m 2
(2.4)
Then we laim that (??) holds.
We argue as in ase (a). First, the problem redu es to the smooth oe ient ase. Then
we have
X
2Im < P u; Qu > +d jRuj2 =< Au; u >
where A is a pseudodierential operator of order 2m 2 with prin ipal symbol
X
A(x;  ) = fp; q g + px q qx p + d jrj j2 ( 2 +  2 ) 1
Then (??) follows from (2.4) by Garding's inequality.

2.2.2 Regularization

Many of the Carleman estimates are formally obtained only for su iently smooth fun tions.
In order to lower the required a-priori regularity, we need to develop suitable regularization
devi es. We start with a simple result:
26

Theorem 2.8 Let P be a partial dierential operator of order m with C 1 oe ients. Let
u 2 H m 1 su h that P (x; D)u 2 L2 . Then there exists a sequen e u 2 H m so that
u ! u

in H m 1

P (x; D)u ! P (x; D)u

Proof :

Let  > 0 and set

in L2

u = (1 +  ) 1 u

Clearly u 2 H m, u ! u in H m 1 . On the other hand,

P v = (1 +  ) 1 P v + [P ; (1 +  ) 1v

The rst RHS term onverges to P v in L2 . The se ond RHS term equals
(1 +  ) 1[P ; L(1 +  )

1v

whi h onverges to 0 in L2 sin e by Theorem [? [C 1; L is L2 bounded and

(1 +  ) 1 v ! 0

in

Hm

2.3 The al ulus for estimates at other energy levels

2.3.1 Fun tion spa es for the oe ients

Dene the following family of spa es:

Denition 2.9 Let s  1. We say that a(x) 2 s i

(i) a 2 C 1 .
(ii) ra : H s 1 ! H s 1.

If s > n=2 + 1 then it is easy to see that s = H s. If 1 < s  n=2 + 1 then we have the
simple in lusion
s 1
C 1 \ H s;p  s ; 1=p =
n
However, the onverse is false.
27

2.3.2 Commutator estimates

Theorem 2.10 Let s  1, f

2 s. If a(x;  ) 2 S r with jrj  s then

[A; f : H q ! H q r+1; s + r+  q  s 1 + r

(2.5)

to the ase r  0. Note that w.a.r.g. we an assume that a is

ellipti . Then the redu tion follows from the formula
[A; f = A[A 1 ; f A + S 1f + fS 1
Se ond redu tion to the ase q = s 1. This follows by transposition and interpolation.
Third redu tion to the ase r = s, r = 0. This follows by analyti interpolation.
Fourth redu tion to the ase r = s. This follows from the formula
S s [f; S 0 = [f; S s [f; S s
P
Con lusion Set s = k + , k 2 N + , 0   < 1. Then de ompose S s = Dk S  .
Consequently,
X
[f; S s = ([f; S Dk + S [f; Dk )
Now by Theorem 2.10 [f; S  maps H  1 into L2 . Thus, it remains to prove that
[f; Dk : H s 1 ! H 
This redu es to
Dj rfDk j 1 : H s 1 ! H  ; j = 0; k 1
and further to
rf : H +j ! H +j ; j = 0; k 1
whi h follows from the denition of s.
The next theorem shows what happens when we try to obtain a se ond order al ulus.
Theorem 2.11 Let f 2 C 2 , and a 2 S j +1 , jj j  1. Then the operator
R = [A(x; D); f ifx A (x; D)
Proof : First redu tion

has the following mapping properties:

R : H s ! H s+j 1; j+
Theorem 2.12 bmo1/2

28

1sj

2.3.3 Regularization

Many of the Carleman estimates are formally obtained only for su iently smooth fun tions.
In order to lower the required a-priori regularity, we need to develop suitable regularization
devi es. We start with a simple result:
Theorem 2.13 Let P be a partial dierential operator with r oe ients, and 1 s  r 
s. Let u 2 H s+m 1 su h that P (x; D)u 2 H s . Then there exists a sequen e u 2 H s+m so
that
u ! u in H s+m 1
P (x; D)u ! P (x; D)u

Proof :

Let  > 0 and set

in H s+m 1

u = (1 +  ) 1 u

Clearly u 2 H s+m, u ! u in H m+s 1. On the other hand,

P v = (1 +  ) 1 P v + [P ; (1 +  ) 1v

The rst RHS term onverges to P v in H s. The se ond RHS term equals
(1 +  ) 1[P ; L(1 +  )

1v

whi h onverges to 0 in H s sin e by Theorem [ [P ; L is bounded from Hm into L2 and
(1 +  ) 1 v ! 0

in

Hm

The following theorem goes one step further.

Theorem 2.14 Let P (x; D;  ) be a partial dierential operator with r oe ients, and
1 r  s  r, s0 = maxf1 r; s 1g. Let v 2 H j+m 1 su h that P v 2 H s. Then the
sequen e v 2 H s+m 1 dened by
u = (1 +  ) 1 u
satises

u ! u

in H s+m 2

29

P u ! P u

in H s 1

and for any smooth fun tion z with ompa t support we have

jz2 P vjs  (jz2vjs+m 1 + jvjs +m 1)

0

Proof :

As in the previous theorem we get

P (x; D)u ! P (x; D)u in H s

(2.6)

Compute now
z 2 P u = z 2 (1 +  ) 1 P u + z 2 (1 +  ) 1 [P; u
= (S 0z2 + S 1z + S 2)P u + (1 +  ) 1[P; z2u + S 1 [P; (1 +  ) 1u
+ S 0[z2 ; [P; (1 +  ) 1v
Sin e the oe ients ai of P are r it follows that [P;  is bounded from H r+m 1 into H r 1.
On the othe hand, the double ommutator [z2 ; [P;  an be rewritten as
[z2 ; [P;  = [z2 ; [r ; Dm = [r ; S m 1 + [r ; S 0S m
Thus, by Theorem 2.10 it is mapping H r+m 1 into H r . Consequently, we get
jz2 P ujs  jz2 ujm+s 1 + z (jzP ujs + jujm+s 2)
q.e.d.
The following addition will also be useful.
Theorem 2.15 Assume that supp v  + . Suppose A 2 OP Sm. Then
jj Avjs + j m; ;   jvjs;
By interpolation and duality it su es to onsider the ase when s; m are
integers satisfying s; s + m j  0. Furthermore, by representing A as A = BDs with
B 2 OP Sm s the problem redu es further to the ase s = 0. Hen e, we want to prove that
jj Avjj m; ;   jvj
Proof :

30

for j > m and v supported in + . This is equivalent to

jDj mj OP Smvj  jvj

and after ommuting Dm j with j the estimate redu es to

jj OP Sj vj  jvj

for j positive integer.

Choose new lo al oordinates so that (x) = xn. Without any restri tion in generality
we an assume that the symbol of A 2 Sj has the form
a(x; ;  ) = b(x) (;  )

where b is smooth and 2 Sj . Then we an fa tor out in the estimate, and what is left is
to prove that
jxjnC (D;  )vj  jvj
This an be redu ed to the one dimensional ase by taking the tangential Fourier transform.
In the one-dimensional ase, the kernel K (x; y) of xjnC (x; D) satises
K (x; y )  jxjj jx y j

j 1

We are only interested in y > 0, x < 0. In this ase we get

K (x; y )  jx y j 1

Then the estimate

jxjnC (D;  )vjR  jvjR

follows from the L2 boundedness of the Riesz transform.

Theorem 2.16 Let s > 0. Then
Hs  H0s; + Hs()

31

(2.7)

Consider lo al oordinates in whi h (x) = xn. Let a be a positive, smooth,

ompa tly supported fun tion whi h equals 1 of innite order at the origin. Then onsider the
operator A with symbol a(xn j(;  )j). We laim that for u 2 Hs the desired de omposition
is
u = (1 A)u + Au
First, prove that Au 2 Hs(). For this we need to show that
(D;  )j xjnA : Hs ! Hs
or equivalent, that
Dj xjn A : H s ! H s
Taking the tangential Fourier transform redu es the problem to a one dimensional problem
of the form
B : Hs ! Hs
where B has a symbol of the form b(xn ; xnn) with b smooth, ompa tly supported. Then
the above boundedness result is a onsequen e of Melrose's al ulus of totally hara teristi
operators.
Next we prove that (1 A)u 2 Hs0. This follows from the stronger statement:
xn j (1 A) : Hs ! Hs j
This is equivalent to
xn j (1 A)(D;  ) j : Hs ! Hs
The symbol of xn j (1 A)(D;  ) j has again the form b(xn j(;  )j) where b is smooth and
ompa tly supported. Then its mapping properties an be easily obtained as above.
Proof :

2.4 The boundary al ulus

2.4.1 Interior and boundary bilinear forms

In the sequel we use the following lasses of interior bilinear forms:

Denition 2.17 Let  2 R,   0. We say that an interior bilinear form B given by

B (u; v ) =

X
k

< Ak (x; D;  )u; C k (x; D;  )v >

32

(2.8)

is of type (m 1; ; ), if for ea h k we have ak (x; ;  ) 2 C 1 S lm; 1 and bk 2 C 1 S lm 1; for

some ;  su h that  +  = 2 and j j   + 1=2.

For an interior bilinear form as above we dene the prin ipal symbol as

X
b(x; ;  ) = ak (x; ;  ) k (x; ;  ) 2 C 1 S 2(m 1+)
k

If u is a fun tion in K for whi h the rst m 1 boundary tra es are well dened and
a(x; ;  ) 2 C 1 S m 1;p then we use the notation A(x; D;  )ujK (or simply Au when no onfusion is possible) for the boundary operator A applied to u, i.e.
n
X
A(x; D;  )ujK = Ai (x; D0 ;  )Dni u
i=0

Correspondingly, we dene the following lasses of boundary bilinear forms

Denition 2.18 Let  2 R,   0. We say that a boundary bilinear form B , a ting on the
boundary tra es of smooth fun tions u; v in K , dened by

B (u; v ) =
is of type (m
 + 1=2.

k2K; finite

1; ; ) if ak 2 C 1 S lm

< Ak (x; D0 ;  )u; B k (x; D0 ;  )v >

1; and b
k

2 C 1S lm

1; with

 +  = 2 and j

(2.9)
j 

A ording to the operator estimates in Taylor [71 2.1, it is easy to see that if B is a boundary
bilinear form of type (m 1; ; ) then is bounded by
jB (u; v)  (jujm 1;+; jvjm 1; ; + jvjm 1;+; jujm 1; ; )
(2.10)
Dene the prin ipal symbol of a boundary bilinear form B by
X
B (x;  0; ; n ; ~n) = ak (x;  0 ; n)bk (x;  0 ; ~n )
For z = (z0; :::; zm 1 ) 2 C m 1 , a(x; ;  ) 2 C j S k;p denote
a(z ) =

m
X1
i=0

ai (x;  0 ;  )zi

To the boundary bilinear form above asso iate also

X
b(x;  0 ;  )(z; z ) = < ak (z ); bk (z ) >
k

Note that the symbol b(x;  0; n; ~n) uniquely determines the bilinear form b(x;  0;  )(z; z).
33

Denition 2.19 We say that a boundary bilinear form B of type (m

denite if
B (z; z ) 

m
X1
j =0

j( 0;  )j2(m

j 1 )

1; ; 0) is positive

jzj j2

(2.11)

To an interior bilinear form B as in (2.8) atta h the boundary bilinear form symbol
symbol
X
qB (x;  0 ; ; n; ~n) = QAk ;Bk (x;  0 ; ; n; ~n )
where
qP;Q(x;  0 ; ; n; ~n) =

i p(x; ;  0; n )q (x; ;  0; ~n) + p(x; ;  0 ; ~n)q (x; ;  0; n )

2
n ~n

(2.12)

Note that qB is well-dened (i.e. a polynomial in n; ~n) i Re b(x; ;  ) = 0. If this happens
then qB is symmetri , i.e.
qB (x;  0 ; ; ~n; n) = qB (x;  0; ; n; ~n )
For a bilinear form B as in (2.8) dene also its subprin ipal symbol b1 (x; ;  ) as the
(formal) subprin ipal symbol of the operator
X 
Ck Ak
k

More pre isely, let

where

b1 (x; ;  ) =
b1A;C =

2 (a x

X
k

b1Ak ;Ck (x; ;  )

ax  + ax; a x; )

2.4.2 Green's formula and Garding's type inequalities

(2.13)

Various formulas are alled in the literature "Green's formula". The ommon point is to
express an interior bilinear form with imaginary prin ipal symbol of a ertain order, say k,
in terms of an interior bilinear form of order k 1 and a boundary bilinear form of order
k 1. Next we state and prove several results of this type whi h are ne essary in the sequel.
We start with
34

Lemma 2.20 Let B be an interior bilinear form of type (m 1; 1=2; 0) with purely imaginary
symbol, of the form
X
B (u; v ) = < Ak (x; D;  ); Bk (x; D;  ) >
where for ea h k the symbols ak (x; ;  ); k (x; ;  ) are in C 1 S lm;
some j 2 f0; 1g.
a) Then for ea h large enough  we have

jRe (B (u; u) QB (u; u))j  juj2m;

respe tively C 1 S lm 1;j for

(2.14)

1;

where QB is a boundary bilinear form of type (m 1; 0; 0) with prin ipal symbol qB .

b) Assume in addition that the symbols ak ; k are smooth. Then

jRe (B (u; u) B 1(u; u) QB (u; u))j  d(juj2m;

3=2;

+ juj2m

1; 1=2; )

(2.15)

where QB;Q is as in ase (a) and B 1 is an interior bilinear form of type (m 1; 0; 0) whose
symbol has real part equal to Re b1 (x; ;  ), i.e. the subprin ipal symbol of B .

Proof :

We prove both parts simultaneously. Denote

L = Op((1 + j 0j2 +  2 )1=2 )

Sin e the real part of the symbol of B is 0 it follows that B an be de omposed into a sum
of nitely many terms of the form
Z (u; u)

< A(x; D0 ;  )Lm j 1 Dnj u; C (x; D0;  )Lm k 1 Dnk u >

< (AC )(x; D0 ;  )Lm k 1 Dnk u; Lm j 1Dnj u >

with 0  j; k  m, j + k  2m 1 and a 2 C 1S l0;1; 2 C 1S l0;0, respe tively

W (u; u) =< A(x; D0 ;  )Lm

j 1 D j u; Lm k 1 D k u >
n
n

< A(x; D0 ;  )Lm

j 2 D j +1 u; Lm k D k 1
n
n

>

with 0  j  m 1, 1  k  m 1 and a 2 C 1 S l0;1 (respe tively the orresponding lasses

of smooth symbols in ase (b)). Then it su es to prove the result for these two types of
quadrati forms.
For Z a simple omputation gives
Re Z (u; u) = Re

< F Lm

35

j 1 D j u; Lm k 1 D k u >
n
n

(2.16)

where
F

= C (x; D;  ) A(x; D0;  ) (AC )(x; D0;  )

It is easy to see that qZ = 0. Then to on lude the proof in ase (a) it su es to note
that the operator F is L2 bounded (see Propositions 4.2.A,4.2.C in Taylor [70). Then the
RHS term in (2.16) is ontrolled by the RHS term in (2.14).
In ase (b) F is a pdo in OP S 0;0 with prin ipal symbol f (x; ;  ) given by
f

= i( x; a +  ax (a )x; ):

Hen e, if we set dj (;  ) = j( 0;  )jm

RHS in (2.16) is

j 1j
n

dj dk Re f

then the real part of the prin ipal symbol of the

dj dk (Im a )x

On the other hand the symbol z1 is given by

z 1 (x; ;  )

= 2i ((adj ) dk adj ( dk ) (a dk ) dj + a dk dj )x

= i(dj dk dk dj )(Re a )x + dj dk ( Im (a ) + iRe (a  ))x

Hen e the real part of the symbol of the RHS quadrati form in (2.16) equals the real part
of z1 , whi h implies (b) for Z .
For W integration by parts gives
W (u; u)

=
+

< [A; LLm j 1 Dnj u; Lm k 1 Dnk u > + < iAxn Lm j Dnj u; Lm

i < ALm j 1 Dnj u; Lm k Dnk 1 u >

k 1 Dk 1 u >
n

(2.17)

The third RHS term is a boundary quadrati form with symbol ia(x;  0;  )l( 0;  )2m j k 1nj ~nk 1
whi h, after symmetrization, equals qW .
The proof for part (a) is on luded sin e the rst two RHS terms are ontrolled by
juj2m; 1; (i.e. the RHS in (2.14)); indeed, a ording to Taylor [70 Prop. 1.1.C, respe tively
Prop. 4.2.A, the operators Axn , respe tively [A; L are L2 bounded.
For part (b) a omputation similar to the one for Z shows that the prin ipal symbol of
the quadrati form given by the rst two RHS terms in (2.17) and the subprin ipal symbol
w1 of W have the same real part. This on ludes the proof of the Lemma.
36

Lemma 2.21 Let B be an interior bilinear form of type (m 1; ; ) with purely imaginary
prin ipal symbol. Let  = maxf0;  1=2g. Then for ea h large enough  we have

jRe (B (u; u) QB (u; u))j  jujm;+

where QB;Q is a boundary bilinear form of type (m

(2.18)

3=2; jujm;  3=2;

1;  1=2; ) with prin ipal symbol qB .

In parti ular we have

jRe B (u; u)j  (jujm;+

3=2; jujm;  3=2;

+ jujm

1;+ 1=2; juj(  1=2; )

(2.19)

Remark 2.22 If we represent the bilinear form B as in (2.8) then, by the losed graph
theorem, the onstant in (2.21) is bounded by a sum of produ ts of seminorms of the
symbols Ak ; Bk in the orresponding spa es of homogeneous symbols as in Denition 2.17.

The problem redu es to the ase  = 1=2 by the substitution v = L

Next we redu e the problem to the ase  = 0.
Assuming  = 1=2 onsider a term in B of the form
Proof :

< A(x; D0 ;  )Lm

i 1+ D i u; C
n

(x; D0;  )Lm

j  D j u >;
n

1=2 u.

1=2     + 1

where a(x;  0;  ); (x;  0;  ) 2 C 1 S l0;0, and i; j  m; i + j  2m 1.

If   1 then we an substitute it by  1 above without modifying the symbol of B
and qB , with an error of
< [A; LLm

i 2+ D i u; CLm j  D j u >
n
n

+ < ALm

i 2+ D i u;
n

[C; LLm

j  Dj u >
n

A ording to the ommutator estimates in Taylor [70 4.3 the two ommutators above are
L2 bounded therefore the error is bounded by jujm; 2; jujm; ; whi h, by interpolation, is
further ontrolled by the RHS in (2.18).
Iterating this argument the problem redu es to the ase 0    1. Hen e, it su es to
prove the result in the ase when  = 0. If 0    1 then a similar argument allows us to
repla e  with 1. Thus, we have redu ed the proof of this Lemma to the previous Lemma.
Lemma 2.23 Let B be an interior bilinear form of type (m
satises
Re b(x; ;  )  j(;  )j2(m 1)

37

1; 0; 1=2) su h that its symbol

Then for large enough  we have

Re B (u; u)  juj2m

1;

d(juj2m 1; 1=2; + juj2m; 3=2; )

Proof : Due to the previous lemma we an assume w.a.r.g.

Lemma ?? de ompose the symbol b(x;  0 ; n) as

(2.20)

that B has real symbol. Using

X 2 0
b(x;  0 ; n ) = ( 2 +  2 )2m 2 +
bj (x;  ; n)
j =1;2

where bj 2 C 1S m 1;0; j = 1; 2, are real symbols.

Then Lemma 2.21 gives
jRe B (u; u) juj2m

1;

X
j

jBj (x; D;  )uj20j  d(juj2m;

3=2;

+ juj2m

1; 1=2; ):

This implies (2.20), q.e.d.

Proposition 2.24 Let B be an interior bilinear form of type (m

Re b(x; ;  ) > 0

1; 0; 1=2) su h that

on har P

Then for any large enough  we have

Re B (u; u)  juj2m
Proof :

1;

d(juj2m 1; 1=2; + jP (x; D;  )uj20; 1; )

A ording to Lemma ?? there exists a symbol q 2 S lm

Re (b(x; ;  ) + p (x; ;  )q(x; ;  )) > j(;  )j2(m

Then we apply Lemma 2.23 to the bilinear form

B (u; u)+ < Q(x; D;  )u; P (x; D;  )u >

of type (m 1; 0; 1=2). Sin e

jujm;

3=2;



38

1=2 juj

m; 1;

1; 1
1)

(2.21)

su h that
(2.22)

this implies
Re (B (u; u)+ < Q(x; D;  )u; P (x; D;  )u >)  juj2m

1;

d(juj2m 1; 1=2; +  1 juj2m; 1;(2.23)

)

Sin e the boundary is non hara teristi we an estimate the m th order derivative of u
in the normal dire tion in terms of its rst m 1 normal derivatives and P (x; D;  )u, i.e.
juj2m;

1; 

 (juj2m

1;

+ jP (x; D;  )uj20; 1; )

Combining the last inequality with (2.23) gives

B (u; u)  (

d 2
)juj
 m 1;

d(juj2m 1; 1=2; + jP (x; D;  )uj20; 1; )

This implies (2.21) for large enough  , q.e.d.

The next Proposition is in some sense a renement of Lemma 2.21.
Proposition 2.25 Let B; W be interior bilinear forms of type (m
(m 1; 0; 0), su h that
Re b(x; ;  ) = 0

1; 1=2; 0), respe tively

and

Re (b1 (x; ;  ) + w(x; ;  )) > j(;  )j2(m 1) on har P

Then for any large enough  and for ea h u 2 H m (K ) we have
Re (B (u; u) + W (u; u)
Proof :

QB (u; u))  juj2m 1;

d(jP uj20; 1; + juj2m 1; 1=2; )

(2.24)
(2.25)
(2.26)

To simplify the exposition assume that B has the form

B (u; v ) =

X
k

< Ak (x; D;  )u; C k (x; D;  )v >

(2.27)

where ak (x; ;  ) 2 C 1S lm; j and k 2 C 1S lm 1;j , j = 0; 1. This is the ase for all the
appli ations in the sequel.
First note that the problem redu es to the ase when the symbols ak ; k are smooth.
Indeed, substitute the symbols ak , k in (2.27) with smooth -approximations with respe t
to some suitably hosen seminorms in the lasses of homogeneous symbols where they belong,
39

so that (2.24) remains satised. Then the estimate in Lemma 2.21 and the remark following
it show that the term
Re (B (u; u) QB (u; u))
hanges at most by
O()(juj2m; 1; + juj2m 1; 1=2; )
This is further bounded by
O()(juj2m 1; + juj2m 1; 1=2; + jP uj20; 1; )

whi h an be easily in orporated in the RHS in (2.26) if  is small enough. Note also that
(2.25) is not altered after a small enough perturbation of B as above.
Hen e, assume that the symbols ak , bk in the denition of B are smooth. Then the
subprin ipal symbol b1 (x; ;  ) of B is also smooth, i.e. in S l2(m 1);0 . Consider an interior
bilinear form B 1 with symbol b1 (x; ;  ).
Then the assumption (2.25) ombined with Proposition 2.24 gives
B 1 (u; u) + W (u; u)  juj2m 1;

d(juj2m 1; 1=2; + jP (x; D;  )uj20; 1; )

Hen e in order to on lude the proof it su es to prove that

jRe (B (u; u) B 1(u; u) QB (u; u))j  d( 1juj2m

1;

+ (jP uj20;

1;

+ juj2m

1; 1=2; )

(2.28)

But if we take into a ount the inequalities

jujm;

3=2;



1=2 juj

m; 1;

 

1=2 (juj

m 1;

+ jP uj0; 1; )

then (2.28) is a onsequen e of Lemma 2.20.

The next Lemma gives a Garding's type inequality for boundary bilinear forms with
positive denite symbol.
Lemma 2.26 Assume that the boundary bilinear form B of type (m
Then the following inequality holds

Re B (u; u)  juj2m
for ea h u 2 H0 and ea h large enough  .

40

1;0;

1; 0; 0) is positive.
(2.29)

Proof :

Dene the m-tuple of fun tions v = (v0 ; :::vm 1) by

vi = Lm

Then

juj2m

1;0; =

m
X1
i=0

i 2u

jvij21; = jvj21;

(2.30)

The quadrati form B an be written as a nite sum

B (u; v ) =

m
X1 X
i;j =0 k

< Akij (x; D0 ;  )Ln i Dni u; Cijk (x; D0 ;  )Ln j Dnj u >

where akij 2 C 1 S 0;, kij 2 C 1S 0;  for ea h i; j; k, for some jj  1=2.

Then the ellipti ity ondition on the symbol of B gives
m
X1

Re (

i;j =0

akij (x;  0 ;  ) kij (x;  0;  )zi zj )  jz j2 z 2 C n

(2.31)

Substituting u in terms of v we get

B (u; u) =

X X
i;j

<

Cijk (x; D0 ;  ) Akij (x; D0 ;  )Lvi ; Lvj >

Dene the symbols dij (x;  0;  ) 2 C 1 S 0 by

dij (x;  0 ;  ) =

X
k

kij (x;  0 ;  )akij (x;  0 ;  )

Then, a ording to the al ulus for OP C 1S l0 operators (see Taylor [70, 4.2.A-B) it follows
that for the operators we have
Dij (x; D0 ;  ) =

X
k

Cijk (x; D0 ;  ) Aki (x; D0 ;  ) + Rij

where the remainders Rij are bounded from H 1=2 into H 1=2 . Hen e we have
jB (u; u) < D(x; D0;  )Lv; Lv > j  jvj21=2;

The ellipti ity ondition (2.31) on the symbol of B gives

d(x;  0 ;  ) + d(x;  0 ;  )  Im > 0

41

(2.32)

Then Garding's inequality for symbols with limited smoothness gives (see Taylor [70, 4.3.C.)
Re

< D(x; D0 ;  )Lv; Lv > jv j21;

djv j21=2;

Combining this with (2.32) we obtain (with dierent onstants ; d)

Re B (u; u)  jvj21;

djv j21=2;

 ( d 1) jvj21;

A ording to (2.30) the on lusion of the Lemma follows if  is large enough.

The next result shows how we an strengthen the previous Lemma if we have some
additional information on P (x; D;  )u.
Denote by ej (x; ;  ) the symbols
ej (x; ;  ) =

p
(x; ;  )j( 0;  )jk
p

j 1  j +1 k
n

j = 0; k

1:

where k = ord p . Note that these symbols might not depend smoothly on (x0;  0;  ).
Lemma 2.27 Let B (u; v ) be a boundary bilinear form of type (m

1; 0; 0) su h that

b(x; ;  )(z; z ) > 0 on e(x; ;  )(z ) = 0

Then the following inequality holds

B (u; u)  juj2m 1;0;

d( 1 juj2m 1; + jP uj2 1=2; )

(2.33)

for ea h large enough  and ea h u 2 H m .

Proof :

su h that

We laim that there exists a boundary bilinear form C (u; u) of type (m 1; 0; 0)

(i) (x; ;  )(z; z)  0

(ii) b(x; ;  )(z; z) + (x; ;  )(z; z) > 0
(iii) Re C (u; u)  d( 1juj2m

1;

+ jP uj2 1=2; )

42

A ording to Lemma 2.26 this implies (2.33).

To prove our laim it su es to show that for ea h (x0 ; 00 ; 0) we an nd a boundary
bilinear form C (u; v) satisfying (i),(iii) globally, and
(x0 ; 0; 0 ; n) 

jej (x0; 0; 0 ; n)j2:

Then a global hoi e for C an be found by summing up (multiples of) nitely many of these
lo al hoi es.
0
Extend the de omposition p (x0 ; 00 ; 0; n) = p (x0; 00 ; 0 ; n)p0+
 (x0 ; 0 ; 0 ; n ) smoothly
to a oni neighbourhood V of (x0 ; 00 ; 0 ). This yields a lo al smooth extension of the
symbols ej in V . Let ;  2 S 0;0 be homogeneous uto symbols supported in a smaller
oni neighbourhood of (x0 ; 00 ; 0) so that  = 1 in supp .
Dene the symbols fj (x; ;  ) = (x;  0;  )ej (x; ;  ), respe tively
j( 0;  )j ( ;  );  )
q (x; ;  ) =  (x;  0 ;  )p (x; ;  ) + (1  )(x;  0 ;  )p (x0 ; 0
j(0; 0)j 0 n
The last denition insures that q = p in supp , while it doesn't go too far from its behavior
at (x0 ; 00 ; 0). Write q in the form
q (x; ;  ) =

k
X
j =0

aj j( 0;  )jk j nj

with aj 2 C 1S l0;0, ak = 1. A simple omputation shows that

Dn F (x; D;  )u = T (x; D;  )F (x; D;  )u + G(x; D;  )P (x; D;  )u + Ru

where

0
B
B
0
t(x; ;  ) = j( ;  )j B
B


1
0
...

a0

0
1
...

:::
:::

a1 :::

0
0
...

ak 1
1 into L2 .

1
0
C
B
C
B
0
C
g (x;  ;  ) = B
C
B
A


(2.34)

0 1C
0 CC
... CA

and the remainder R is bounded from H m

Note that the eigenvalues of t(x; ;  ) (whi h are the roots of p ) have negative imaginary
part, therefore the system (2.34) is paraboli from the boundary into the interior. Hen e,
hoosing a suitable s alar produ t in Rk , iT has a positive symbol,
Re

< it(x; ;  0 )z; z > j( 0;  )jjz j2

43

Then the following version of Garding's inequality holds

< iT (x; D0 ;  )u; u > juj21=2; djuj2 1=2;
(2.35)
uniformly in xn. This an be easily proved as in [71,4.3. (even simpler, sin e the order of A
is 1 instead of 2 there). Thus,
d
jF u(xn)jL
dxn

 jF uj21=2; djF uj1=2; jGP u + Ruj

1=2;

 (jP uj2 1=2; +  1 jRuj20)

whi h after integration in the normal dire tion gives

jF uj2L (K )  (jP uj2 1=2; + juj2m 1; 1=2; )
But the symbol of the boundary quadrati form jF uj2L (K ) is nonnegative and equals
2

kX1
j =0

at (x0 ; 00 ; 0), q.e.d.

jej (z)j2

2.4.3 The strong Lopatinskii boundary ondition

Let 0 = (x0 ; 00 ) 2 T  K . Corresponding to the fa torization (1.26) of p as a polynomial in

n at 0 denote
p(n )

+
pj (n) =
j mj ; p = p p
(n n)
Dene the polynomials
hj;k (n ) = pj (n )(n nj )k k = m+j ; mj 1
Then the relaxed strong Lopatinskii ondition at 0 implies that the set of polynomials
Hj;k (n), Ej ( 0 ; n), B j ( 0 ; n ) is omplete in the lass of m 1-degree polynomials in n .
Hen e,
X
X
jhj;k(z)j2 + j bj (z)j2  jzj2 on Ez = 0
(2.36)
j;k

The following Proposition is the key to using the r-strong Lopatinskii ondition:
Proposition 2.28 Let 0 = (x0 ; 00 ) 2 T  K , and assume that the set of boundary operators B j satisfy the r-strong Lopatinskii ondition at 0 . Then there exists real polynomials
r(n); q (n) of degree m 1 su h that

44

(i) q (n ) = r(n)fp; g( 0; n) (mod p( 0 ; n)) and r(n) >
n 2 R.
P
(ii) Re qp( ;
);iq (z; z ) + jbj (z )j2 > 0 on fe( 0 )z = 0g.

0 whenever p( 0; n) = 0,

(iii) Proof

Start with the following simple onstru tion, inspired from Sakamoto [57.

Lemma 2.29 Let m 2 N . Then for ea h  > 0 there exists a polynomial w of degree m
so that
i) w(0) > 0 and
Qm ;iw (z; z ) 
where z = (z0 ;


; zm 1 ) 2 C m .
ii) w(0) < 0 and

m
X1

j =[m=2

Qm ;iw (z; z ) 

Proof :

For (i) let

jzj

m
X1
j =[(m+1)=2

mX1

w(n) =

where a(j ) = (m + j )2

m2 .

j =0

Then

Qm ;iw (n; ~n ) =

j2

jzj

[(m X
1)=2 1

jzj j2

j =0

j2

[m=X
2 1
j =0

jzj j2

a(j ) nj

0h;kX
m 1
m 1h+k2m 2

a(h+k m+1) nh~nk

Hen e
Qk ;iw (z; z ) 

If h < k then

mX1
k=[m=2

a(h + k

a(2k m+1) jzk j2

0h<k
Xm 1
m 1h+k2m 2

m + 1)  a(2h m + 1) + a(2k

a(h+k m+1) jzhjjzk j

m + 1)

therefore, if   1 we obtain
Qk ;iw (z; z ) 

m
X1
k=[m=2

a(2k m+1)

jzk

j2

45

mX1
j =0

a(2j

m + 1)jzj j2

where the onstant does not depend on   1. If we hoose  large enough this gives (i).
For (ii) repla e the free term in w above (whi h is 1) by  1 . Then a similar argument
applies.
Proof of Proposition 2.28, ontinued :
De ompose fp; g at 0

fp; g =

sj (n)(n

n(j ) )nj pj (n ) + s p

where sj 2 P (mj nj 1); sj (nj ) 6= 0 and s 2 P (m

Look for q of the form
q=

Then
QP;iQ(n; ~n ) =

X
j

(n

qj (n )(n

1; 0), m0 = P deg pj = P mj .

n0

n(j ) )nj pj (n)

n(j ) )nj pj (n)(~n

n(j ))nj pj (~n )Q(n

nj )mj nj ;iqj

(n; ~n)

Re all that m+j = [(mj + nj lj )=2 where lj = 1 if (sj pj )(nj ) > 0 and lj = 0 otherwise.
Then, after a hange of variable n ! n nj Lemma 2.29 implies that for ea h  > 0 we
an nd polynomials qj su h that
sgn qj (n(j)) = sgn sj (n(j))
and

QP;iQ (z; z ) 

Combined with (2.36) this gives

qp( ;
);iq (z; z ) +

(2.37)

jHj;k( 0)zj2 jzj2

jbj (z)j2 > 0 onfEz = 0g

This on ludes the proof of part (ii) of the Proposition.

For part (i) we still have to onstru t r. Look for r of the form
r(n) =

where rj has degree mj

nj

rj (n)pj (n)

1. Then it has to satisfy the ondition

qj = rj sj pj (mod(n

46

nj )mj

nj

(2.38)

Denote by M the abelian ring of polynomials in n modulo (n nj )mj nj . The polynomial
sj pj is invertible in M sin e (sj pj )(nj ) 6= 0. Then simply hoose
rj = qj (sj pj ) 1
where all the operations are in M . Then (2.38) is fullled. In parti ular (2.37), (2.38) imply
that (pj rj )(nj ) > 0 whi h shows that r > 0 at the zeros of p, q.e.d.

2.4.4 An "interpolation" inequality

Lemma 2.30 Let  be a ompa tly supported smooth fun tion in Rn . Then there exists 0
su h that for ea h   0 the following inequality holds
m
X1

jj=1

 j m  ujm jj;

 (j(m) ujm; + mjuj0; )

(2.39)

whenever the RHS is nite.

First we prove (2.39) for m = 2. Using a partition of unit and a hange of

oordinates whi h attens the boundary the problem redu es to proving the same inequality
in a ube M of side 1 in Rn. Without any restri tion in generality assume that
jrj  (4n) 1=2
(2.40)
.
De ompose M \ supp  into a ountable disjoint union of dyadi ubes
M = [Mj
where ea h ube Mj has sides 2 j and j(x)j 2 [2 j ; 2 j+2 for some x 2 Mj . Then the
bound (2.40) on r implies that
 (x) 2 [2 j 1; 2 j +2 for x 2 Mj
Proving (2.39) in M redu es to proving that in ea h ube Mj we have
jDuj2L  (2 juj2L + j 2 D2 uj2L )
(2.41)
for   0, with 0; independent of j . Res ale Mj into M . Then (2.41) redu es to
2j jj Duj2L  (2 juj2L + 22j jj2D2uj2L )
(2.42)
Proof :

47

where 2

j 1

 j  2j+2 in M . Hen e (2.42) redu es to

jDuj2L (M )  (2 juj2L (M ) + jD2 uj2L (M ) )
2

for large enough , whi h follows immediately from the interpolation inequality
juj2H (M )  jujL (M ) jujH (M )
To prove (2.39) for m > 2 use indu tion. Apply (2.39) for m = 2 to Dm 2m 2 u. After
some standard ommutations this gives
jDm 1  m 1 uj20;  (jDm  m uj20; + 2 jDm 2  m 2 uj20; )
Combining this with (2.39) for m 1 gives (2.39) for m.
2

Consider the tangential pdo. Ln, n 2 N , with the symbol

ln (x;  0 ) = (1 + n 1 j( 0;  )j) s
Lemma 2.31 Let 0 < s  m

1. Then the following inequality holds

X (j) (s j)=s
jz Ln ujm 1; j  (jzLn ujm 1 + jujm 1; s)

1j s

uniformly in n 2 N , whenever u 2 H m 1;

Proof :

redu es to

(2.43)

and the RHS is nite.

To simplify the argument assume that s is integer. Then the above inequality
X
1j s

jz(j) L(ns

j0; j  (jzLn uj0 + juj0; s)

j )=s u

Furthermore, if we ommute z(j) with Ln j=s the inequality redu es to

X
jLn j=sz(j) Ln uj0; j  (jzLn uj0 + juj0; s)
1j s

Redenote u := Ln 1 u. Then the last inequality be omes

X
jLn j=sz(j) uj0; j  (jzuj0 + jLn 1uj0; s)
and further

1j s

X
1j s

jz(j) uj20; j + n

j0  (jzuj20 + juj20; s + n 1 juj20)

j=s z (j ) u 2

48

(2.44)

But this is a onsequen e of the following two inequalities:

X

1j s

1j s

j0  (jzuj20 + n 1juj20)

j=s z (j ) u 2

jz(j) uj20; j  (jzuj20 + juj20; s)

(2.45)
(2.46)

The rst is straightforward sin e our assumptions on z imply that

jz(j) j  jzjj=s; 1  j < s  m 1

For the se ond redenote u := Lsu where l(;  ) = j( 0;  )j. Then after some ommutations
(2.46) redu es to
X (j) 2
jz uj0;s j  (jzLs uj20 + juj20)
1j s

whi h is a onsequen e of Lemma 2.30; indeed, due to our assumptions on z we have z(j) =
z (s) z1s j qj where z1 ; qj are smooth fun tions.

49

50

Chapter 3
Carleman estimates and unique
ontinuation
3.1 The " lassi al" theory

3.1.1 The estimates

Let P be an operator of order m with C 1 oe ients. There are two ases we want to
onsider:
Theorem 3.1 Assume that P is of real prin ipal type. Let K
pseudo onvex fun tion with respe t to P in K . Then
 je uj2m 1;

 Rn and  be a strongly

 jeP (x; D)uj2  > 0

(3.1)

whenever u 2 H m 1 is supported in K .

A stronger version of this result holds in the ellipti ase:

Theorem 3.2 Assume that P is ellipti . Let K
fun tion with respe t to P in K . Then
 1 je uj2m;

 Rn and  be a strongly pseudo onvex

 jeP (x; D)uj2  > 0

(3.2)

whenever u 2 H m 1 is supported in K .

Proof of Theorem 3.1 :

u 2 H m.

By Theorem 2.8 with it su es to show that (3.1) holds for

51

With the substitution v = e u the rst inequality redu es to

 jv j2m 1;

Split P into

 jP (x; D)vj2  > 0

(3.3)

= Pr + iPi
where both Pr and Pi have real symbols. Then the pseudo onvexity ondition (1.8) an be
rewritten as
fpr ; pi g > 0 on har P
Hen e, by Theorem 2.7 (a),
P

jvj2m

1;

 Im < Pr v; Pi v > +djP vj2 1;  > 0

(3.4)

whi h implies the desired on lusion.

Proof of Theorem 3.2 : The proof follows the same ideas as the proof of Theorem 3.1.
Sin e Im p no longer vanishes when  = 0 we set
P

= Pr + iPi

The pseudo onvexity ondition gives again

fpr ; pi g  0 on har P

Then Theorem 2.7(b) gives

jvj2m;   Im < Pr v; Piv > +djP vj2  > 0

(3.5)

whi h leads again to the desired on lusion.

3.1.2 Unique ontinuation

The Carleman estimates in the previous se tion lead to the following unique ontinuation
result:
Theorem 3.3 (Hormander) Assume that P is either ellipti or has real prin ipal symbol.
Let  be an oriented surfa e whi h is strongly pseudo onvex with respe t to P . Then unique
ontinuation a ross  holds for H m 1 solutions u to P (x; D)u = 0.

52

By Theorem 1.5 we an represent the pseudo onvex surfa e  as a level set

of a fun tion  whi h is strongly pseudo onvex with respe t to P .
Given x0 2  and a neighbourhood W of x0 , we want to prove that there exists a
neighbourhood V of x0 so that for any fun tion u 2 Hlo m 1 supported in f < (x0 )g su h
that P (x; D)u = 0 in W we have u = 0 in W .
Consider the fun tion
Proof :

(x) = (x) + jx

x0 j2

(x0 ) ; ; > 0

If is su iently small then, by Theorem 1.5, is also strongly pseudo onvex with respe t to
P at x0 . Without any restri tion in generality, assume that is also strongly pseudo onvex
with respe t to P in W . Choose  > 0 small enough so that
f < (x0 )g \ f > g  W

Then let
V

(3.6)

= fpsi > 0g

Let z be a smooth uto fun tion whi h equals 1 in [0; 1) and 0 in ( 1; . Then look at
the fun tion w = z( )u. By (3.6), w is supported in W . On the other hand,
P (x; D)w = z ( )P (x; D)u + [P (x; D); z (

)u = [P (x; D); z( )u 2 L2

is supported in f

> 0g. Sin e w = u in V , we have redu ed our problem to the following:

Suppose is a smooth fun tion whi h is strongly pseudo onvex with respe t to P in
a ompa t set W in Rn . Let w 2 H m 1 , supported in W so that P (x; D)w 2 L2 . If
P (x; D)w = 0 in f > 0g then w = 0 in f > 0g.

Now we are in a position to use the Caleman estimates. By (3.1) we have

 je wj2m 1;

 je P (x; D)wj2  > 0

(3.7)

Let  ! 1. Sin e P (x; D)w is supported in f  0g it follows that the RHS in (3.7)
onverges to 0. Hen e the LHS onverges to 0 as well. This implies that w = 0 in f > 0g,
q.e.d.
53

3.1.3 Stability estimates

We start with a global result:

Theorem 3.4 Suppose  is a smooth fun tion whi h is strongly pseudo onvex with respe t
to P in a ompa t set K in Rn . Then there exists > 0 so that for any  <  < we have



jujm 1;f>g  jP (x:D)ujf1>
(3.8)
gjujm 1;f>g ;  > 
whenever u 2 H m 1 is supported in K \ f < g.

Using the perturbation argument in the proof of Theorem 3.3 this implies the following
lo al result:
Theorem 3.5 Assume that P is either ellipti or has real prin ipal symbol. Let  be an
oriented surfa e whi h is strongly pseudo onvex with respe t to P . Given 0 <  < 1 x0 2 
and a neighbourhood W of x0 , there exists a neighbourhood V of x0 so that for any fun tion
m 1 supported in f < (x )g we have
u 2 Hlo
0

Proof of Theorem 3.4 :

and 0 in ( 1; . Then

 jP (x:D)uj1W jujm

(3.9)
Let z be a smooth uto fun tion whi h equals 1 in [ + ; 1)

jujm

1;V

1;W ;

P (x; D)z ()u = z ()P (x; D)u + [P (x; D); z ()u = [P (x; D); z ()u

Apply the Carleman estimates (3.1) to z()u. We obtain

 je z ()uj2m 1;  (je z ()P (x; D)uj2 + je [P (x; D); z ()uj2)  > 0
(3.10)
therefore
e jujm 1;f>g  (e  jP ujf>g + e(+) jujm 1;f>g
and further
jujm 1;f>g  (e( ) jP ujf>g + e(+ ) jujm 1;f>g;  > 0
Now minimize the RHS with respe t to  to get (3.8) with  =   . The restri tion  > 0
auses problems for the minimization only if
jP ujf>g > jujm 1;f>g
in whi h ase (3.8) is trivial.
54

3.2 Carleman estimates at other energy levels

The Carleman estimates in Theorems 3.1,3.2 and the unique ontinuation result in Theorem 3.3 apply to fun tions u 2 H m 1. What an we do about fun tions whi h have less
regularity ? The idea is that similar estimates should hold at all energy levels, with one
onstraint: the higher (lower) the energy level, the more regularity one needs to impose on
the oe ients.
To lift Theorem 3.1 at dierent energy levels we assume that the oe ients are in the
s spa es dened in Se tion 2.3.
Theorem 3.6 Assume that P (x; D) is of real prin ipal type, with oe ients of lass
Let K  Rn and  be a strongly pseudo onvex fun tion with respe t to P in K . Then
 je uj2m 1+r;
for  > 0 , 1

 jeP (x; D)uj2r;

s.

(3.11)

s  r  s, whenever u 2 H m 1+r is supported in K .

Consequently, this gives the following unique ontinuation result:

Theorem 3.7 Assume that P (x; D) is of real prin ipal type, with oe ients of lass s ,
s  1. Let  be an oriented surfa e whi h is strongly pseudo onvex with respe t to P . Then
unique ontinuation a ross  holds for H m s solutions u to P (x; D)u = 0.
Proof of Theorem 3.6 :

Suppose that u 2 H r+m 1. With v = eu rewrite (3.11) as

 jv j2m 1+r;

 jP (x; D;  )vj2r;

(3.12)

Denote w =r v. Then w 2 H m 1 and

P w =r P v + + r [P ; 

P w

Due to the ommutator estimates in Theorem 2.10,

[P ;  r : Hm 1 ! Hr
Consequently,

jP wj  jP vjr; + jwjm

55

1;

(3.13)

Now apply (3.3) to w and use (3.13) to get

 jwj2m 1;

 jP vj2r;

This implies (3.12) q.e.d.

One an see that even if the oe ients are merely C 1, the estimates are still valid in the
range 0  s  1. It is possible to obtain other estimates for operators with C 1 oe ients if
the oe ients are pla ed in a dierent position within the operator. Namely, suppose P is
an operator of the form
jj=X
m j
P=
D ; D
jj=j

Theorem 3.8 Assume that P (x; D) is a partial dierential operator of real prin ipal type,
as above, with oe ients of lass C 1 . Let K  Rn and  be a strongly pseudo onvex
fun tion with respe t to P in K . Then
 je uj2m 1+r;
for  > 0 , j  r  1

Proof :

 jeP (x; D)uj2r;

(3.14)

j , whenever u 2 H m 1+r is supported in K .

For j = 1 we an write
P

jj=X
m 1
jj=1

; D+ + R

where R ontains m 1 order terms whi h are bounded from Hm 1 into L2 . Then the L2
estimate holds for P .
Next set w =r v, and apply the L2 estimate to w. We have
P w =r P v + D[r ; C 1 Dm 1

The ommutator is bounded from H 1+r into H 1, therefore the L2 estimate for w gives
and further

 jwj2m 1;

 (jP vj2r + jvj2m+r 1)

 jv j2m+r 1;

 (jP vj2r + jvj2m+r 1)

q.e.d. The estimate for higher values of j follows iteratively by the same method.
56

An interesting example is ontained in Se tion 4.1 where we onsider the wave equation
written in divergen e form.
Note that if
X
P (x; D) =
 D
then

jjm

P (x; D) =

therefore

X
jjm

Corollary 3.2.1 Assume that P (x; D) is of real prin ipal type, with C 1 oe ients. Let
K  Rn and  be a strongly pseudo onvex fun tion with respe t to P in K . Then
 je uj2  je P (x; D)uj21

m; ;

 > 0

(3.15)

whenever u 2 L2 is supported in K .

3.3 Carleman estimates with uto and ontinuation

of regularity
One less ommon way of looking at the Carleman estimate (3.1) is as a regularity result:
Assume that P has s oe ients. If a ompa tly supported fun tion u 2 H m s satises
P u 2 L2 then u 2 H m 1 .
The usefulness of this is limited by the assumption that u has ompa t support. This
makes the above result a global one, while the interesting issue would be to have a lo al
version of this.
Denition 3.9 Let  be an oriented surfa e. We say that we have ontinuation of H r+m 1
s with P (x; D )u 2 H r if, given x 2 , there exists
regularity a ross  for fun tions u 2 Hlo
0
s (V ), P (x; D )u 2 H r (V ) and u 2 H m+r 1 (V \ + )
a neighbourhood V of x0 so that u 2 Hlo
lo
lo
m
+
r
1
implies u 2 Hlo (V ).

Can we obtain results on ontinuation of regularity from (3.1) ? Not dire tly, sin e we
need to uto u, and the ommutator of P with the uto fun tion is an operator of order
m 1. The solution is to tamper a bit with the proof of the Carleman estimates in order to
obtain the following version whi h in ludes the uto:
57

Theorem 3.10 Assume that P is of real prin ipal type, with C 1 oe ients. Let K  Rn
and  be a strongly pseudo onvex fun tion with respe t to P in K . Then
 j2 e uj2m 1;;

 (j2eP (x; D)uj2 +  2 jeuj2m

+

2;;+

 > 0

(3.16)

whenever u 2 H m 1 is supported in K .

Note that this estimate is already lo alized in the region + = f > 0g. This, however,
is a disadvantage when it omes to proving it. The assumption u 2 H m 1 is optimal; if u
were less regular then P (x; D)u would not be dened.
Proof : (i) We show rst that the on lusion of the Theorem holds if we assume in
addition that u is supported in +. Setting as usual v = e u, (3.16) an be rewritten as
 j2 v j2m 1;;  (j2P v j2 +  2 jv j2m 2;; )  > 0
(3.17)
To obtain this, apply (3.4) to 2v. This gives
j2v j2m 1;  B (2 v ) = 2Im < Pr 2 v; Pi 2 v > +d(jP 2 v j2 1;  > 0
(3.18)
Now ompute:
P 2 =2 P + R 1 ; R 1 : Hm 2 ! H 1
Pr 2 =2 Pr iPi + R0 ; R0 : Hm 2 ! L2
Pi 2 =2 Pi iR0 + R1 ; R1 : Hm 2 ! H1
Using these relations we get
B (2 v )  2Im < 2 Pr v; 2Pi v > + j2 Pi v j2 + (j2 Pr v j2 1; +  jv j2m 2; )
Combining this with (3.18) we get
j2 v j2m 1;  2Im < 2 Pr v; 2Pi v > + j2 Pi v j2 + (j2 Pr v j2 1; +  jv j2m 2; ) (3.19)
whi h implies (3.17).
(ii) Drop now the assumption supp u  + . If v 2 Hm 2(+) then we an nd w 2
H m 2 (+ ) su h that j w 2 H m 2+j and v w 2 H0m 2 (+ ). Consequently, applying the
rst step (i) to v w yields (3.16).
Sin e the aim of the Carleman estimates with uto is to study regularity properties of
solutions to pde's, one an expe t that what happens in the region  > 0 is not as important.
Indeed, the following modi ation of Theorem 3.10 is also true:
+

58

Theorem 3.11 Assume that P is of real prin ipal type, with C 1 oe ients. Let K  Rn
and  be a smooth fun tion whi h is strongly pseudo onvex with respe t to P on  = 0 in K .
Then
 j2 e uj2m 1;;

 (j2eP (x; D)uj2 +  3 jeuj2m

+

2;;+ )

 > 0

(3.20)

whenever u 2 H m 1 is supported in K .

Again, assuming better regularity for the oe ients one an shift the energy levels in
Theorem 3.10 to obtain
Theorem 3.12 Assume that P is of real prin ipal type, with r oe ients. Let K  Rn
and  be a strongly pseudo onvex fun tion with respe t to P in K . Let 1 s < r  s,
r0 = maxf s; r 1g. Then
 j2 e uj2m+r 1;;

whenever u 2 H m

Proof :

 (j2eP (x; D)uj2r;; +  2jeuj2m+r

+

1;;+

 > 0

(3.21)

is supported in K and the right hand side is nite.

As usual make the substitution v = e u to redu e the estimate to

 j2 v j2m+r 1;;  (j2 P~ (x; D)v j2r;; +  2 jv j2m+r 2;;  > 0
+

(3.22)

(i) Under the additional assumption that u 2 H m+r 1, supported in + , we prove that
 j2 v j2m+r 1;  (j2 P~ (x; D)v j2r; +  2 jv j2m+r 2;  > 0
(3.23)
Set w =r v. Then w 2 H m 1, therefore we an apply (3.19) to w to get
 j2 wj2m 1;;

 (j2P wj2 +  2 jwj2m

+

2;;+ )

 > 0

(3.24)

On the other hand Theorem 2.15 implies that

jj wjm+j

2;;

 jvjm+r

2;

Combining this with (3.24) yields

 j2 wj2m 1;

 (j2P wj2 +  2 jvj2m+r

59

2; )

 > 0

(3.25)

To swit h in the above inequality from w to v ompute

2 w=r 2 v + S r 1 v
2 P w=[P v; r 2 v [[P v; r ; 2 v + r 2 P v + S r 1P v + S r 2 P v

By theorem 2.10, [P v; r : H m+r 1 ! L2 and [[P v; r ; 2 : H m+r

other hand,

jP vjr

1;

 (jP vjr

2;

+ j2P vjr; )  (jvjm+r

1;

! L2. On the

+ j2P vjr; )

Applying this in (3.25) we get (3.21).

(ii) Now we want to use (3.23) to prove that (3.22) holds if u 2 H m+r 1, supported in
+.
(a) If r  0 then (3.23) and (3.22) are identi al.
(b) If 2 m  r < 0 then (3.22) follows from (3.23) and the estimate
j2P~ (x; D)vj2r;  (j2P~ (x; D)vjr;; + jvjm+r 2;
(3.26)
+

This estimate follows in turn by duality from the in lusion

H

( ) If r < 2

 H0 r + H r ()

(3.27)

m, then without any restri tion in generality for (3.22) we assume that

jujm+r

2;

 jujm

r 2;;+

Afterwards, (3.22) follows from (3.23) and (3.26).

(iii) Next we want to remove the support assumption on u, i.e. to prove the result for all
v 2 H m+r 1 .
(a) Suppose r  2 m. De ompose v 2 H m+r 2(+ ) into v1 + v2 where v1 2 H0m+r 2(+)
and v2 2 H m+r 2(). Then apply (3.22) to v1 and transfer it to v using the better regularity
of v2 .
(b) Suppose r < 2 m. De ompose v 2 H m+r 2 into v1 + v2 where v1 ; v2 2 H m+r 2 are
supported in + , respe tively  . Then (3.22) for v oin ides with (3.22) for v1 .
(iv) Now we want to relax the regularity assumption on u, namely to prove that the
result is still valid when u 2 H m+r 1. First observe that the arguments in steps (ii),(iii)
rest un hanged, therefore it su es to assume that u is supported in + and prove (3.23).
0

60

Consider the approximating sequen e v for v given by Theorem 2.13. Apply (3.22) to
v . We get
 j2 v j2m+r 1;;  (je P v j2r; +  2 jv j2m 2; )
(3.28)
The trouble is now that the above LHS norm is in + while w are not ne essarily supported
in +. This an be re tied using the support assumption on v. Namely, we have
+

j2vjm+r

Theorem 2.15 gives

1;

 (j2vjm+r

j2vjm+r

1;;

1;;+ + jv jm+r 2; )

 jvjm+r

(3.29)

2;

If m + r 1  0 this implies (3.29). If m + r 1 < 0 then in addition we need to use (??).

Using (3.29), (3.28) gives
 j2 v j2m+r 1;

Now use (2.6) to get

 (j2P vj2r; +  2 jvj2m+r

 j2 v j2m 1;

2; )

 (j2P vj2 +  2 jvj2m 2; )

(3.30)
(3.31)

and nally, let  ! 0 to get (3.22), q.e.d.

Remark 3.13 Other variants of the above theorem hold if we substitute P by P  or otherwise
if pla e the oe ients in a dierent position among the derivatives, as in Theorem 3.8.

As a onsequen e of Theorem 3.12 we get the following result on ontinuation of regularity:

Theorem 3.14 Assume that P is of real prin ipal type, with s oe ients. Let  be a
strongly pseudo onvex surfa e with respe t to P . Let 1 s < r  s, r0 = maxf s; r 1g.
m s
Then we have ontinuation of the H m+r 1 regularity a ross  for fun tions u 2 Hlo
r .
satisfying P u 2 Hlo
Remark 3.15 In ee t, one an use the weaker estimates as in Theorem 3.11 to obtain the
same result under the relaxed assumption that the strong pseudo onvexity ondition for the
surfa e  holds when  = 0.

61

3.4 Boundary value problems

Let
be a domain in Rn with smooth boundary . The question we want to adress in this
se tion is what type of Carleman estimates an one obtain for distributions u in
. Of
ourse, su h estimates should in lude some information about the Cau hy data of u on the
boundary. The following se tions study this problem in three in reasingly di ult situations.
First, we assume that the entire Cau hy data is known on the boundary; then we onsider
the ase where we know only some boundary tra es. In the se ond ase, the orresponding
boundary operators are rst required to satisfy a strong Lopatinskii-type ondition; nally,
the ase when only a weak Lopatinskii ondition holds is onsidered.

3.4.1 Estimates involving all the Cau hy data on the boundary

To warm up, onsider rst the ase when we have omplete information about the boundary
tra es of u. Then
Theorem 3.16 Assume that P (x; D) is of real prin ipal type, with C 1 oe ients. Let
K  Rn and  be a strongly pseudo onvex fun tion with respe t to P in K . Then
 je uj2m 1;  je P (x; D)uj2 +  je Tr ujm 1;;
(3.32)
for  > 0 whenever u 2 H m s is supported in K .
Proof of Theorem 3.16 :

We would like to use Theorem 2.7(a) for v = eu. However, in order to do that we rst
need to extend v to a small neighbourhood of the domain
. Consider an extension, denoted
still v, su h that
jvjm 1;;
 jTr vjm 3=2;;
(3.33)
If we apply Theorem 2.7(a) to the extended v and separate the
and the
parts then we
get
jv j2m 1;;
 2Im < Pr v; Pi v >
+d(jP v j2 1;;
+ jv jm 1;;
) + 2Im < Pr v; Pi v >

Use now Theorem 2.20 for the integration by parts in the last RHS term. Then we obtain
jv j2m 1;;
2Im < Pr v; Pi v >
+d(jP v j2 1;;
+ jv j2m 1;;
)
+QPr ;Pi (v; v)
62

By (3.33) we get
jv j2m 1;;
 2Im < Pr v; Pi v >
+d(jP v j2 1;;
+ jv jm 3=2;; ) + QPr ;Pi (v; v )
(3.34)
Now bound the last RHS term as
QPr ;Pi (v; v ) jv j2m 1;;
Consequently, this gives
jv j2m 1;;
 2Im < Pr v; Pi v >
+d(jP v j2 1;;
+ jv jm 1;; )
(3.35)
and further
 jv j2m 1;;
 (jP v j2
+  jv j2m 1;; )
i.e. (3.32).
Theorem 3.16 an be shifted to other energy levels as in the proof of Theorem 3.6.
Theorem 3.17 Assume that P (x; D) is of real prin ipal type, with oe ients of lass s .
Let K  Rn and  be a strongly pseudo onvex fun tion with respe t to P in K . Then
 je uj2m 1+r;  je P (x; D)uj2r; +  je Tr ujm 1+r;;
(3.36)
for  > 0 , max1 s; 1=2  r  s, whenever u 2 H m s is supported in K .
Remark 3.18 Why the restri tion r > 1=2 ? What happens is that below that level the

Cau hy data of u on is no longer well-dened. This an, however, be xed by making an
appropriate hoi e of the norms. The invariant way of doing it appears to be with Melrose's
spa es Hbs;k . Thus, a better reformulation of (3.32) is

 je uj2Hb;
m

;r

 jeP (x; D)uj2Hb;;r +  je Tr ujm

0

(3.37)

1+r;;

The analogue of Theorem 3.12 is also true:

Theorem 3.19 Assume that P is of real prin ipal type, with s oe ients. Let K  Rn
and  be a strongly pseudo onvex fun tion with respe t to P in K . Let max1 s; 1=2 <
r  s and r0 = max r 1; 1 s. Then
 j2 e uj2m+r 1;;

 (j2eP (x; D)uj2r;; +  2jeuj2m+r

+

whenever u is supported in K and the right hand side is nite.

63

1;;+

 > 0

(3.38)

To obtain (3.38) if u is supported in + apply (3.35) to 2v and then ontinue

as in step (i) of the proof of Theorem 3.10. To get the same result in general, follow the
same pro edure as in step (ii) of Theorem 3.10.
As a onsequen e, we obtain the following regularity result:
Theorem 3.20 Assume that P is of real prin ipal type, with s oe ients in a domain

 Rn with smooth boundary. Let  be a strongly pseudo onvex surfa e with respe t to P .
Let 1 s < r  s.
m s
a) Then we have ontinuation of the H m+r 1 regularity a ross  for fun tions u 2 Hlo
satisfying P u = 0, T ru 2 H m+r 1 .
b) If r > 1=2 then we have ontinuation of the H m+r 1 regularity a ross  for fun tions
m s satisfying P u 2 H r , T ru 2 H m+r 1 .
u 2 Hlo
The parti ular ase when  = gives:
Theorem 3.21 Assume that P is of real prin ipal type, with s oe ients in a domain

 Rn with smooth boundary. Suppose that is strongly pseudo onvex with respe t to P at
x0 . Let 1 s < r  s. If u 2 H m s solves P (x; D)u = 0 and T r u are H m+r 1 at x0 then u
Proof :

is H m r+1 at x0 .

3.4.2 The strong Lopatinskii ondition

Suppose now that we have a set of boundary operators B i whi h satises the strong Lopatinskii ondition with respe t to d (des ribed in Se tion 1.5.1). We denote by mi the order of
Bi . The Carleman estimate in this ase has the form
Theorem 3.22 Let P be a partial dierential operator of real prin ipal type. Let K  Rn

and  be a strongly pseudo onvex fun tion with respe t to P in K . Assume that the boundary
operator B satises the strong Lopatinskii ondition with respe t to d. Then

 (je uj2m 1; + je Tr uj2m 1;; )  (je P (x; D)uj2 +  je Buj2m 1;; )  > 0

(3.39)

whenever u 2 H m 1 is supported in K .

This estimate is also valid at other energy levels. This leads to an unique ontinuation
result for solutions to
(
P (x; D)u = 0 in K
(3.40)
B (x; D)u = 0 in K
64

Theorem 3.23 Assume that P (x; D) is of real prin ipal type, with oe ients of lass s ,
s  1. Let  be an oriented surfa e whi h is strongly pseudo onvex with respe t to P . Assume
that the boundary operator B satises the strong Lopatinskii ondition with respe t to d.
Then unique ontinuation a ross  holds for H m s solutions u to (3.40).

Correspondingly, we get the Carleman estimates with uto,

Theorem 3.24 Let P be a partial dierential operator of real prin ipal type. Let K  Rn
and  be a strongly pseudo onvex fun tion with respe t to P in K . Assume that the boundary
operator B satises the strong Lopatinskii ondition with respe t to d. Then
 (j2 e uj2m 1;;

+ j2e Tr uj2m

2 
2
2 
2
1;;+;  (j e P (x; D)uj+ + j e Bujm 1;;;+
+ 2 jeuj2m 2;;+ )  > 0
(3.41)

whenever u 2 H m 1 is supported in K .

Again, the analogue estimates at other energy levels are also valid. These estimates lead
to results on ontinuation of regularity.
Theorem 3.25 Assume that P is of real prin ipal type, with s oe ients in a domain

 Rn with smooth boundary. Let  be a strongly pseudo onvex surfa e with respe t to P .
Assume that the boundary operator B satises the strong Lopatinskii ondition with respe t
to d. Let 1 s < r  s.
m s
a) Then we have ontinuation of the H m+r 1 regularity a ross  for fun tions u 2 Hlo
satisfying P u = 0, Bu 2 H m+r 1 .
b) If r > 1=2 then we have ontinuation of the H m+r 1 regularity a ross  for fun tions
m s satisfying P u 2 H r , Bu 2 H m+r 1 .
u 2 Hlo
Proof of Theorems 3.22,3.24 :

We pro eed as in the proof of Theorem 3.17 up to (3.34). Now by hypothesis we know
that
QPr ;Pi (z; z ) < 0 on Bz = 0
Consequently, if we hoose su iently large then we get
QPr ;Pi (z; z ) jBz j2 < 0

65

whi h, by Theorem 2.29 implies that

QPr ;Pi (v; v ) + jBv j2 > djTr v j2

Combine this with (3.34) to get (3.39).

To obtain (3.41) start again with (3.34), but applied to 2v. Then use the above argument
for the term QPr ;Pi (2v; 2v) and then ontinue as in the proof of Theorem 3.10.

3.4.3 The weak Lopatinskii ondition

Many interesting problems do not satisfy the strong Lopatinskii ondition, whi h implies
that the strong estimates do not hold. However, in most ases there is some hope that some
weaker estimates hold. Su h estimates in the general ase are highly te hni al and beyond
the purpose of this monograph. Thus, the aim of this se tion is to merely highlight the main
ideas, without providing omplete proofs. On the other hand, some proofs are provided later
for su h estimates in spe ial ases.
Based on the omputations done for the ase of the strong Lopatinskii ondition, dene
Denition 3.26 We say that the set of boundary operators B i satises only the weak Lopatinskii ondition with respe t to d if there exists a multiplier Q 2 S m 1;0 of the form
q = rpi (mod pr )
so that
(i) r > 0 on har p
(ii) QP;Q(z; z )  0 on Bz = Ez = 0.

This may seem ompli ated; however, the following simple ase su es for most appli ations:
QPr ;Pi (z; z ) = 0

on Bz = Ez = 0
The result one an generally expe t in this ase is

(3.42)

Theorem 3.27 Let P be a partial dierential operator of real prin ipal type. Let K  Rn
and  be a strongly pseudo onvex fun tion with respe t to P in K . Assume that the boundary
operator B satises the weak Lopatinskii ondition with respe t to d.

66

a) Then

 (je uj2m 1;

 jeP (x; D)uj2  > 0

(3.43)

whenever u 2 H m 1 is supported in K .
b) the oressponding estimate with uto is also valid,

 (j2 e uj2m 1;;

 jeP (x; D)u; +j2  > 0

(3.44)

whenever u 2 H m 1 is supported in K .

To keep things simple suppose that (3.42) holds.

a) Start again from (3.34). This time we know that

Proof (sket h) :

QPr ;Pi (z; z ) = 0

on

Bz = 0

Consequently, there exist other sets C; F of boundary operators su h that

QPr ;Q(z; z ) =< Bz; Cz > + < Ez; F z >

whi h, by Theorem 2.21

implies that
j QPr ;Pi (v; v)+ < Bv; Cv > + < Ez; F z > j  jTr uj2 1=2;

Combine this with (3.34) to get

 (je uj2m 1;

 (jeP (x; D)uj2 +  jT ruj

1=2; )

(3.45)
To elliminate the se ond RHS term one needs to have an enhan ed tra e regularity result:
 > 0

Theorem 3.28 Suppose that the symbols Bj are omplete modulo P0 . Then there exists
 > 0 su h that

jT ruj

1=2;

  (jujm

1;

+ jP uj)

For (3.44), as usual, apply the same pro edure to 2v.

The results on unique ontinuation and ontinuation of regularity follow:
67

Theorem 3.29 Assume that P (x; D) is of real prin ipal type, with oe ients of lass s ,
s  1. Let  be an oriented surfa e whi h is strongly pseudo onvex with respe t to P .
Assume that the boundary operator B satises the weak Lopatinskii ondition with respe t to
d. Then unique ontinuation a ross  holds for H m s solutions u to (3.40).
Theorem 3.30 Assume that P is of real prin ipal type, with s oe ients in a domain

 Rn with smooth boundary. Let  be a strongly pseudo onvex surfa e with respe t to P .
Assume that the boundary operator B satises the weak Lopatinskii ondition with respe t to
d. Let 1 s < r  s.
m s
a) Then we have ontinuation of the H m+r 1 regularity a ross  for fun tions u 2 Hlo
satisfying P u = 0, Bu = 0.
b) If r > 1=2 then we have ontinuation of the H m+r 1 regularity a ross  for fun tions
m s satisfying P u 2 H r , Bu = 0.
u 2 Hlo

3.5 Operators with (partially) analyti oe ients

It is by now lear that there is no signi ant hange in the unique ontinuation properties
if the regularity of the oe ients is upgraded from C 1 to C 1. However, it does make a
signi ant dieren e if the oe ients have instead some analyti ity. A fundamental result,
in this ontext, is
Theorem 3.31 (Holmgren) Assume that P is a partial dierential operator with analyti
oe ients. Then we have unique ontinuation a ross any non hara teristi surfa e for
solutions u to P (x; D)u = 0.

The aim of this se tion is to onsider the more general ase when the oe ients are
analyti only with respe t to some of the variables. As before, we use some type of Carleman
estimates. The fundamental dieren e is that the exponential weight in the estimates is
no longer s alar, but it is a pseudodierential operator. In parti ular, we give a proof of
Holmgreen's theorem based on Carleman estimates.
Let F be an analyti foliation of an open subset
of Rn. Let P (x; D) be a partial
dierential operator whose oe ients are C 1 overall and analiti in the leaves of the foliation.
We onsider the following two ases:
(E) P is ellipti in the onormal bundle of the foliation N  F .
68

(H) P is of real prin ipal type in N  F and N  F is invariant with respe t to the null
bi hara teristi ow.
Then
Theorem 3.32 Let P be a partial dierential operator of order m as above whi h satises
either (E) or (F). Let  be an oriented hypersurfa e whi h is strongly pseudo onvex with
respe t to P in the onormal bundle of the foliation N  F . Then we have unique ontinuation
a ross  for H m 1 solutions u to P (x; D)u = 0.

One an hoose lo al oordinates

x = (xa ; xb ):

so that the foliation F is generated by the fun tions xa . Then the leaves are the hyperplanes
xa = onst and the onormal bundle of the foliation is
N  F = f(x;  ) 2 T 
; a = 0g

In these oordinates the oe ients of the partial dierential operator P (x; D) are analyti
in xa and C 1 in xb . The onditions (E), (F) have the form
(E) p(x; 0; b) is ellipti .
(H) p(x; 0; b) = 0 implies pb (x; 0; b) 6= 0 and pxa (x; 0; b) = 0.
The important issue in the above theorem is the repla ement of the strong pseudo onvexity ondition in Hormander's theorem. Here we use the same ondition, but on a smaller
subset of the otangent bundle, namely on the set fa = 0g. The motivation for that be omes
apparent if one examines the Carleman estimates below; the pseudodierential weight there
roughly uts o the region fjaj > 0g.

3.5.1 The Carleman estimates

For ;  > 0 dene the symbol

 (x;  ) = e
q;

 ja j2 +


In the sequel we use the notation Q; (D; x) for the operator
Q; (D; x)u = e

69

 jDa j2


(eu)

(3.46)

Let r > 0, A  Rna , onvex, bounded , B  Rnb , bounded. Let Kr = B (A; r)  B

be the set in whi h we want to obtain the Carleman estimates. In order to have a lean
al ulus and a proof as simple as possible we make the following symplifying assumption on
the oe ients:
" The oe ients of P an be extended as bounded analyti fun tions in xa to B (A; r)+
iC n "
This an always be a hieved lo ally by making suitable hanges of oordinates.
Theorem 3.33 Assume that P satises (E) in a domain Kr in Rn . Let  be a smooth
fun tion, analyti in xa , whi h is strongly pseudo onvex with respe t to P in fa = 0g. Then
for ea h small enough  > 0 there exist > 0 and > 0 su h that for any large enough  we
have
 1 jQ; (D; x)uj2m;  (jQ; (D; x)P (x; D)uj20 + je ( ) uj2m 1; )
(3.47)
whenever u 2 H m 1 is supported in K0 .

Theorem 3.34 Assume that P satises (H) in a domain Kr in Rn . Let  be a smooth

fun tion, analyti in xa , whi h is strongly pseudo onvex with respe t to P in fa = 0g. Then
for ea h small enough  > 0 there exist > 0 and > 0 su h that for any large enough  we
have
 jQ; (D; x)uj2m 1;  (jQ; (D; x)P (x; D)uj20 + je ( ) uj2m 1; )
(3.48)
whenever u 2 H m 1 is supported in K0 .

Remark 3.35 One an shift this estimate to various energy levels if the appropriate regularity of the oe ients holds. Even if the oe ients are no better that above, one an lower
the regularity of u in xa .
Proof of Theorems 3.33,3.34 in a spe ial ase :

We prove now the above theorems in the spe ial ase when the oe ients of P are
independent of xa and  is a quadrati polinomial. On one hand the proofs are extremely
simple in this ase, and on the other hand this provides some insight into the problem, whi h
is useful later on. Sin e the two proofs are similar, we present only the proof of Theorem 3.34.
Set
v = Q; (D; x)u
70

Then after onjugation we obtain

Q; (D; x)P (x; D)u = P; (x; D;  )v
where
P; (x; D;  ) = P (xb ; D + i r (r2 )Da )
Hen e P; is an operator of order m and moreover, if  is small, it is a small perturbation
of P in OP C 1Sm. Then the strong pseudo onvexity ondition on  implies the following
uniform inequality:
fpr; ; pi; g > 0 on har P; \ fa = 0g
Consequently, Theorem 2.24 implies the following uniform estimate
jv j2m 1;  2Im < Pr v; Pi v > +d(jP v j2 1; + jDam 1 v j2)  > 0
(3.49)
whi h further gives
 jv j2m 1;  (jP v j2 +  jDam 1 v j2)  > 0
(3.50)
Now split the last RHS norm in the regions jaj <  , respe tively jaj >  . We get
 jDam 1 v j2  m 1  2m 1 jv j2 +  2m 1 e   je uj2
(3.51)
Combining this with (3.47) we get (3.50), q.e.d.
The similar results in the general ase are onsiderably more te hni al, sin e this time
we need to onjugate analyti fun tions by Q; .
Compute rst

Q; (D; x)xa = (xa + i Da ) Q; (D; x)

Hen e, formally we get

Q; (D; x)P (x; D) = P (xa + i Da ; xb ; D)Q; (D; x)


The operator P (xa + i  Da ; xb; D) is not well-dened on any Sobolev spa e unless the oef ients of P are polinomials in xa . Even then, it ould have arbitrarily high order therefore
any omputation may seem hopeless at this point.
What we need is a slightly dierent viewpoint, and this is provided by the Weyl al ulus.
The riti al observation is that
(xa + i  Da ) = Opw ((xa + i  a) )
2

71

Hen e if we set

P (x; D) =  (x)(D;  )

then we have, still formally,


Q; (D; x)P (x; D) = (Opw (  (xa + i a ; xb ))(D;  ) )Q; (D; x)


The fun tions (za ; xb) are well-dened as bounded holomorphi fun tions for za in Kr .
Extend them as smooth bounded fun tions supported in K2r . Then the operator
P;

= pw ( (xa + i  a; xb ))(D;  )

is well-dened.
Our strategy is now to (i) show that P; is a "good enough" onjugate of P with respe t
to Q; (or of P with respe t to e  jDaj ) and (ii) to prove that P; is " lose" to P in an
apropriate sense. This is a hieved in the sequel.
2

The following three Lemmas deal with the onjugation. Let

be a ompa t onvex
subset of Ran and r > 0. Denote by Z the spa e of fun tions f in C na so that
a) f is supported in B (
; 2r) + iRna .
b) f is holomorphi in B (
; r) + iRna .
) f is smooth and rapidly de reasing at 1.
Let (xa ) be a uto fun tion supported in B (A; 2r), whi h is 1 in B (A; r).
Dene the remainder


1
R(f ) = (x )(Opw (f (x +  ))e jDaj e jDaj f (x)
a

Lemma 3.36 Let f

2 Z . Then
jRaw(x)j  e

for 

 r2
2

jwj

 1, w supported in
, x 2 B (
; r).

Next let us turn our attention from s alar fun tions to operators. Let
P (x; D;  ) =

jjm

72

 (x)(D;  )

(3.52)

be a partial dierential operator with bounded, ompa tly supported oe ients. Suppose
that the oe ients  an be extended, as fun tions of xa , to fun tions in F .
Dene the andidate for the onjugated operator by
P =

and the remainder


OP w (  (xa + i ; xb ))(D;  )

jjm

R (P ) = e

 jDa j2

P

(x; D)

(xa )P; e

(3.53)

 jDa j2


Lemma 3.37 Let P (x; D;  ) be a partial dierential operator as above. Then there exists
> 0 so that
jR(P )wj  e  r jwjm;
(3.54)
8

for 

 1 and w supported in
.

For the ase (H) we need a bit more

Lemma 3.38 Let P (x; D;  ) be a partial dierential operator as above. Assume in addition
that P satises (H). Then there exists > 0 so that

jR(P )wj  e
for 

 r2
8

(jP wj + jwjm 1; )

(3.55)

 1 and w supported in
.

Proof of Lemma 3.36 :

Look at the kernel K (x; y) of Ra .

We have
Z x+w 1
i(x w) e
K (x; y ) = (a(
2 + i   ) a(y))e
With the hange of variable
x+w 1
z=
2 + i 
this be omes
Z

K (x; y ) = (a(z ) a(y ))e (x y) e (z y)(2x
Write
a(z ) a(y ) = b(z; y )(z y )
2

73

 (w y)2
2

dwd

z z) dz

dz

with b holomorphi in the same domain as a. Then we an integrate by parts with respe t
to z to obtain
Z

K (x; y ) = z b(z; y )e (x y) e (z y)(2x z z) dz dz
Now the integrand is supported in Re z 62 B (
; r). In this domain we estimate the exponential. It is easier to do that in the original oordinates, in whi h
Z

x+w 1
K (x; y ) = (z b(
+
i ; y )ei(x w) e (w y) dwd
2

There we know that x 2 B (
; r) and (x + w)=2 6 2B (
; r). Sin e
is onvex this implies
w 6 2B (
; r). But y 2
, hen e jw y j  r. This implies
2

K (x; y )  e

 r2
2

q.e.d.
Lemma 3.37 is a straightforward onsequen e of Lemma 3.36, therefore we ontinue with
Proof of Lemma 3.38 : Use Cau hy's integral formula to write p(xa ; xb ; D) as a
superposition of
Z
p(xa ; xb ; D) = K (xa ; z )R(z; xb ; D)dz
where K is analyti in xa in B (
; r) + iRna and
jR(z; xb ;  )j  jP (x;  )j

(3.56)

By Lemma 3.36 we get the uniform estimate

j(e

 D2
 aK

(z)

K (z )e

 D2
 a Rw

j  e

 r2
8

jR(z)wj

(3.57)

Then (3.55) follows after integration from (3.57) sin e

jR(z)vj  jP vj + jvjm

1;

The last estimate is a onsequen e of (3.56). ( keep in mind C 1 oe ients.

Now we want to prove that P is a small perturbation of P in an appropriate sense. For
this we no longer need the analyti ity assumption on the oe ients. Thus assume that P
and P are as above, but with the oe ients  2 Cx1b (S (C na ). Fix K a ompa t subset of
Rn .
74

Lemma 3.39 Let P; P be operators of order m as above. Then

j(P P)vj   jDavjm;

and

j(P P)vj

1;

  jDa vjm

1;

Proof :

Compute

=  (Qm;Da + Rm;)
(3.58)
Now the result follows sin e the m-th order operators Qm;, Rm; are bounded from Hm into
L2 and from Hm 1 into H 1 .
To see that the RHS above is small in an appropriate sense, we use the following
P

Lemma 3.40 Assume that v = e

 D2
 a w.

Then


jD vj  jvj + e
 a

2


jwj

The next Lemma deals with the inner produ ts arising in the proof of the Carleman
estimates:
Lemma 3.41 Let (P; P); (Q; Q) be operators of order m as above with real symbols. Then

jIm(< Pu; Qu > < P u; Qu >)j   (jvj2m; + j  Davjm; )

and further

jIm(< Pu; Qu > < P u; Qu >)j   (jvj2m; + e  jwjm; )

Proof :

Use the formula (3.58) and integrate by parts.

75

For the ase (H) we need a stronger estimate. Fix x0a 2 A and set
Pm (xb ; D) = P (x0a ; xb ; D)

Now introdu e the following translation invariant (in xa ) norm:

jvj2X = jPmvj2 + jDavj2m

1;

This norm is related to the operators P; P by

Lemma 3.42 Let P be as above. Then

jvjX  jP vj2 + jDavj2m

and

1;

jvjX  (jPvj + j(Da;  )vjm 1; ) + j(  Da )vjX

(3.59)
(3.60)

a) Set

Proof of Lemma 3.42 :

Q(x; Db ) = P (x; Db; 0; 0)

Then it su es to prove that

jPm vj  (jQvj + jvjm 1; )

(3.61)

On the other hand, ondition (H) gives

jPm(x; b)j  jQ(x; b)j

whi h implies (3.61).

b) Set

qm; (za ; xb ; b ) = p(z; xb ; 0; b; 0)

Then (3.60) would follow from

jPmvj  (jQm;vj + jvjm

Due to the ondition (H),

1;

jqm;j  jp0j

76

+ j  Da Pmvj

(3.62)

Write

qm; (z; xb ; b ) = q0; (z; xb ; b )pm (xb ; b )

Then

q0; > 0

if jIm zj 
Let  be a bounded smooth symbol supported away from 0 so that
p0; = q0; (z; xb ; xib ) + (Im z )  > 0

Then at the operator level we get

j(Pm; + (  Da)P0)v P0;P0 vj  jvjm

1;

This implies (3.62) provided that P0; is invertible. Indeed, both Q0; and Q0;1 are bounded
operators and their produ t is
Q0;1 Q0; = 1 + O( 1 )
Hen e if  is large enough then Q0; is invertible and has a bounded inverse, q.e.d.
Lemma 3.43 Let (P; P); (Q; Q) be operators of order m as above with real symbols. Assume in addition that they satisfy (H') with respe t to P0 . Then

jIm(< Pu; Qu > < P u; Qu >)j   (jvj2X + j  Davj2X )

(3.63)

and further

jIm(< Pu; Qu > < P u; Qu >)j  (  jPvj +  jvjm

1; + e

(jP wj + jwjm 1; ) (3.64)

Proof of Lemma 3.43 :

Here we want to start with a more pre ise des ription of P; Q whi h is a onsequen e
of our assumption (H):
P = P0;Pm + Pm 1;Da + Rm 1
(3.65)
and
P

P =


[(P P + Pm 1;Da + Rm 1 )Da + +P0;Pm + Pm 1;Da + Rm 1
 0; m

77

(3.66)

where Rm 1 : Hm 1 ! L2 . Now use these relations to estimate

Im(< Pu; Q u >

< P u; Qu >)

All the parts an be dire tly bounded in terms of the RHS in (3.63) ex ept for  times terms
of the form
(i) Im < P0;Pmv; Q0;Da Pmv >
(ii) Im < P0;Pmv; Qm 1;Da2v >
(iii) Im < P0;PmDa v; Pm 1;Da v >
(iv) Im < Pm 1;Da v; Pm 1;Da2v >
where all the symbols involved are real.
(i) The expression above equals
< RPm v; Pm v >

where
The pdo al ulus implies that

R = P0; Q0; Da

Da Q0;P0;

R = O(1) + O(= )Da + R 1 Da

where R 1 : L2a (Hb 1)L2 ! 0 as operator in L2 , qed.

(ii) Rewrite the expression in there as
Im
where
and

< P0;P1 jDjm 1 v; Q0;Da2 jDjm 1v >=

< R0 P1 jDjm 1 v; jDjm 1v > + < R1 jDjm 1 v; jDjm 1v >

R1 = [P1 ; P0; Q0;Da2 = Da O(1)Da
R0 = P0; Q0; Da2

Da2 Q0; P0; = O(1)Da + Da O(1= )Da

(iii) This an be easily redu ed to (ii) by moving a Da derivative from the left to the
right.
(iv) Integrate by parts while avoiding having m Db derivatives together. Then the expression is bounded by
jDavj2m 1 + jDa vjm 1j  Da2vjm 1
78


The last term omes from the ommutator of the oe ients, whi h has order
q  .
Now (3.64) follows from (3.63) and Lemma 3.42 if we ut o at Da    .
Proof of Theorem 3.33 : The pseudo onvexity ondition gives
fRe p ; Im p g > 0 on p = 0; a = 0
By Theorem 2.7 (b) this implies that
jv j2m;   Im < Pr v; Pi v > +d(jP v j2 + jDa v jm 1; )
(3.67)
By Lemmas 3.39,3.41 this gives
; 
r v; P i v > +djP v j2 + (jv j
jv j2m;  2 Im < P;
v j + jDa v jm 1; )
;
1
m; + j
;
D a m;
and further, if  is su iently small,
jvj2m;  ( jP; vj2m; + j 1Da vj2m;
Now suppose v = e  Da w and use Lemma 3.40 for the last RHS term to get
jvj2m;  ( jP; vj2m; + e jwj2m;
Using Lemma 3.37 it follows that
jvj2m;  ( je  Da P wj2m; + e jwj2m;
whi h implies the desired on lusion.
2

Proof of Theorem 3.34 :

Again, by Theorem 2.7 (b) the pseudo onvexity ondition gives

 jv j2m 1;  2Im < Pr v;  1 Pi v > +d( jP v j 1; +  jDa wj2m 2; )
Use Lemmas 3.39, 3.43 to substitute P by P; as before and obtain


 jv j2m 1;  (jP; v j2 +  jDa wj2m 2; ) + (jv j2X + j Da v j2X )


The next step is to substitute the X norm using the norm of P; u. This an be done using
(3.60) to get



 jv j2m 1;  (jP; v j2 +  jDa wj2m 2; ) + (j(Da ;  )v j2m 1; + j( Da ) Da v j2X )



D
If v = e  a w then Lemma 3.40 gives
 jv j2m 1;  (jP; v j2 + e  jwj2m 1; ) +  jDa 1 wj2X )
whi h, again by (3.60) yields the desired on lusion.
2

79

3.5.2 Unique ontinuation

Theorem 3.44 Let F be an analyti foliation of an open subset

of Rn . Let P (x; D) be a
partial dierential operator whose oe ients are C 1 overall and analiti in the leaves of the
foliation, satisfying either (E) or (H). Let  be an oriented hypersurfa e whi h is strongly
pseudo onvex with respe t to P in N  F . Then we have unique ontinuation a ross  for
solutions u to P (x; D)u = 0.

Suppose we are in ase (E). If we apply the usual argument involving a

perturbation of the surfa e S and the uto of u then the problem redu es to
Proof :

Suppose  is a quadrati fun tion whi h is strongly pseudo onvex with respe t to P in the
set fa = 0g. Let u 2 H m 1 be a fun tion supported in a ball, with su iently small, so
that P u 2 L2 and P u = 0 in f > 0g. Then u = 0 in f > 0g.
If we apply the Carleman estimate (3.47) to u in suitable lo al oordinates and let  ! 1

then we obtain

as  ! 1
(3.68)
Let v be a fun tion whose Fourier transform has ompa t support. Consider the fun tion
g : R ! R,
Z
g (t) = (t (x))u(x)v (x)dx
Its Fourier transform is the entire fun tion
g^(z ) =< v; eu >
Clearly
jg^(z)jm 1:  e jzj; z 2 C
while
jg^(z)jm 1:  (1 + jzjm 1 ); z 2 R
On the other hand, (3.68) shows that g^ is bounded on the negative imaginary axis. Hen e,
we an use the Phragmen-Lindelof Theorem to on lude that
jg^(z)jm 1:  (1 + jzjm 1 ); Im z < 0:
This implies that g(t) = 0 when t > 0. Hen e, if h is a smooth fun tion ompa tly supported
in R+ then
Z
g (t)h(t) = 0
jQ; ujm

1;

!0

80

whi is equivalent to

u(x)v (x)h((x))dx = 0

This holds for any v whose Fourier transform has ompa t support, and, by density, for any
v . Consequently we get u = 0 in supp h((x)), i.e. u = 0 in  > 0, q.e.d.

3.5.3 Stability estimates

As explained in the introdu tion, any unique ontinuation result is a ompanied by a ertain
stability estimate. The hallenge is then to obtain the best possible stability estimate. As
opposed to the Holder stability estimates orresponding to the standard Carleman estimates,
the stability estimates orresponding to the unique ontinuation results in this se tion are
onsiderably more deli ate. We start with a lo al result:
Theorem 3.45 Let F be an analyti foliation of an open subset
of Rn . Let P (x; D) be a
partial dierential operator whose oe ients are C 1 overall and analiti in the leaves of the
foliation, satisfying either (E) or (H). Let  be an oriented hypersurfa e whi h is strongly
pseudo onvex with respe t to P in N  F .
Then for ea h x0 2  and ea h neighbourhood W of x0 there exists a neighbourhoods V
of x0 so that
jujH m (V )  jujHjmujHm(W ) W
(3.69)
1

(ln1 + jP ujL
1 is supported in + P (x; D)u = 0.
2

whenever u 2 H m

1(

W)

2(

The inequality (3.69) an be rewritten as

(3.70)
jujH m (V )  j ln jP u1j j whenever jujH m (W ) ; jP ujL (W )  1=2
L (W )
One an see that this inequality is weaker than the usual one (see (3.8)).
The above result is purely lo al. We belive, however, that the same stability result should
also hold globally. Nevertheless, if one tries to iterate it dire tly to obtain a global result,
then the fun tion (j ln xj + 1) 1 is repla ed by one of its iterates, of the form
2

(1 ln(1 ln(1 ln :::(1 ln x)

The global result we an prove is only a bit weaker:
81

1 :::) 1 ) 1 ) 1

Theorem 3.46 Let K0  K1  K2 be bounded subsets of Rn for whi h iterated appli ation
of the unique ontinuation result in Theorem 3.44 yields
m 1 is supported in K and P u = 0 in K then u = 0 in K .
If u 2 Hlo
2
1
1
Then for any  > 0 we have

jujH m

(K0 )

jujH m

(3.71)

(K1 )

(ln1 + jujPjHumjL21(K(K11) ) )1+

whenever u 2 H m 1 is supported in K .

The idea of the proof is to obtain rst an enhan ed lo al low frequen y estimate and then
to iterate it, but only for the low frequen ies. We ontinue with the ru ial low frequen y
estimate.
Theorem 3.47 Let F be an analyti foliation of an open subset K of Rn . Let P (x; D) be
a partial dierential operator whose oe ients are C 1 overall and analyti in the leaves of
the foliation, satisfying either (E) or (H). Let  be an analyti fun tion whi h is strongly
pseudo onvex with respe t to P in N  F .
Let a( ) be a smooth, ompa tly supported symbol, of Gevrey lass . Let b(x) be a uto
fun tion of Gevrey lass whi h is 1 in fjxj < 1g and 0 in fjxj > 2g. Then given R > 0 there
exists r > 0; > 0 so that for ea h x0 2 K and u supported in K \  < (x0 ) su h that

jujm 1 = 1; jA( Da )b(R 1(x x0 ))P uj  e

we have

jA( Da )b(r 1(x x0 ))ujm 1  e

 < 

(3.72)
(3.73)

In other words, this theorem gives a lo al stability estimate in the region 0 3    0

only for frequen ies smaller than j ln jP ujj. Surprisingly, the bound we obtain for these
frequen es is e j ln jP ujj , whi h is in omparably better than the j ln jP ujj 1 that we need in
order to prove Theorem 3.45, and almost as good as the jP uj that one obtains from the
lassi al Carleman estimates.
Proof of Theorem 3.47 :

The idea of the proof is to uto u near the surfa e x0 and then to use one of the estimates
(3.47) or (3.48).
82

Next we use a perturbation argument. Given x0 2 K we onsider the fun tion

(x) = (x) + jx x0 j2
The pseudo onvexity ondition is stable with respe t to small C 2 perturbations. Therefore
there exists 0 independent of x0 so that also satises the pseudo onvexity ondition in
the hypothesis of the theorem in the domain K for < 0. Fix  0.
Then there exists independent of x0 so that
f  0g \ f > 8g  B (x0 ; R)
Given there exists some r > 0, independent of x0 , so that
B (x0 ; 2r)  f > g
In the sequel we assume without any restri tion in generality that (x0 ) = 0.
Let  be a smooth uto fun tion whi h is 0 on ( 1; 8 and 1 in [ 7; 1). Then
P (( )u) = ( )P u + [P; ( )u
where the operator [P;  is supported in f 8 <  < 7g. If u is supported in f  0g
then u is supported in B (x0 ; R). Consequently, we an apply our Carleman estimates, say
(3.47) to u to obtain
 jQ; (D; x)( )uj2m 1;  (jQ; (D; x)( )P (x; D)uj20 + +j[P; ( )uj2 + je ( d) uj2m 1; )
(3.74)
To ontinue, we need a better estimate for the norm of P u in the RHS. This is given by the
following
Lemma 3.48 Suppose that (3.72) holds, and that

is quadrati in xa . Then

jQ; (D; x)( )P (x; D)uj  e  ;  < 

Without any restri tion in generality assume that  also uts o the region > .
By splitting it o in Fourier variable we obtain
jQ; (D; x)( )P (x; D)uj  e   + jA=2 e ( )P uj
 e   + e  + jA=2 e( )(1 A)P uj (3.75)
Proof :

83

To estimate the last term look at the Fourier transform of e ( ). Sin e is quadrati in
x we an de ompose it at xed x0 into
(x) = (x0 ) + A(x x0 ) + Q(x x0 )
By looking at the power series we get
(x x )
 k eA
 (  )k
jx=x
(x x )  (  )k=2 (k!)1=2
 k eQ
jx=x
On the other hand, for ( ) we have
 k ( )jx=x  k (k!)1=
Putting the three estimates together we get
 k e ( )jx=x  e k ( k + (k!)1= )
Then for its Fourier transform we get the bound
ed
( )  j j k e k ( k + (k!)1= )
If we minimize this expression with respe t to k we obtain

ed
( )  e jj k ( k + (k!)1= ) j j > C
Hen e, if  < jj then
jA=2 e ( )(1 A )j < e 
Then, going ba k to (3.75) we obtain
jQ; (D; x)( )P (x; D)uj  e   < 
whi h on ludes the proof of the Lemma.
Suppose now that d > 8 (if not, we go ba k to when we have hosen and hoose a
smaller one; sin e the fun tion is a small perturbation of , it is not di ult to see that
d > 0, and therefore > 0, an be hosen independently of x0 ) Taking also into a ount
Lemma 3.48, from (3.74) we obtain
jQ; (D; x)( )ujm 1;  e  maxfe  ; e 7 g
(3.76)
Think now of  as iz, with z on the positive imaginary axis. We would like to extend this
estimate to the upper half-spa e. This is done in the following
0

84

Lemma 3.49 Let h be an analyti fun tion in the upper halfspa e, satisfying

jh(z)j  maxfe  ; e 7Im z gz 2 R [ +iR+

(3.77)

Then there exists some d > 0 whi h does not depends on  so that

jh(z)j  e 6Im z jzj < d; Im z  0

Proof :

(3.78)

Let f be the bounded harmoni fun tion in the fourth quadrant, whi h satises
f (z ) = maxf; 7 Im z gz 2 R [ iR

Then

jh(z)j  ef (z)

therefore we need to prove that there exists some > 0 so that

f (z )  6 Im z

jzj < d

(3.79)

The di ulty is that we want d not to depend on . The solution is to s ale  away. Set
f1 (z ) = () 1 f (z). Then
f1 (z ) = maxf1; 7 Im z g;

z 2 R [ iR

Hen e, there exists d > 0 so that

f1 (z )  6 Im z

jzj < d

whi h implies (3.79).

As a onsequen e of the lemma, we get
jQ; iz (D; x)( )ujm

1;

 e 5Im z ; jzj  d; Im z  0

(3.80)

Let  be a smooth uto fun tion whi h equals 1 in [ 3; 1) and 0 in ( 1; 4, of

Gevrey lass . Then we would like to obtain an estimate for
F

= A( D a )( (x))u(x)
85

The idea is to foliate F with respe t to the level sets of :

Z
D
F =  (t)A( a ) (t (x))u(z )dt

Using the Fourier transform in t this further gives
Z1
D
^(zA( a )e iz udz
F=
(3.81)

1
The plan is to get a good estimate of F by making a suitable modi ation of the integration
ontour in the upper half-plane. To do that, we need to get good estimates for ^ in the lower
half-plane and for A( D a )e izu in the upper half-plane.
Sin e  is of Gevrey lass  and is supported in [ 4; 1), its Fourier transform satises

^(z )  e 4Im z e jzj ; Im z < 0
(3.82)
From (3.80), on the other hand, we obtain
jA( Da )( (x))e izu(x)j  e( 6+  )Im z jzj = d; Im z  0
(3.83)
2

Hen e, hange the path in (3.81) to the ontour in the following gure:

Then estimate F using the bounds in (3.83), (3.82). We obtain


F  e 
(3.84)
Let now 1 be a smooth uto fun tion whi h equals 1 in [ ; 1) and 0 in ( 1; 2. Then
1 A(

D
D
Da
)
u = 1 A( a ) ()u + 1 A( a )(1  ())




We use (3.84) for the st RHS term, while for the se ond we estimate its kernel. Sin e a is
of Gevrey lass  we an estimate its Fourier transform by

a^(x)  de jxj
Hen e the kernel k(x; y) of 1 A( D a )(1 ()) given by
 
k(x; y ) = a^( (x y ))1 ((x))(1  ((y )))
 
86

satises

jk(x; y)j  de

(with a dierent ). Therefore we obtain

a
j1A( D
)uj  e


(3.85)

whi h, given our hoi es for r; ; 1 , implies (3.71), q.e.d.

Proof of Theorem 3.45 :

Given the neighbourhood W of x0 hoose R so that B (x0 ; R)  W . Then let r be
as in Theorem 3.47 and V = B (x0 ; r). Without any restri tion in generality assume that
jujm 1 = 1 and that jP uj = e  in B (0; r). In V de ompose u as
u = A(

Da
D
)
u + (1 A( a ))u



Then use (3.71) for the rst term and (3.72) for the se ond term. We obtain
jujm

2;V

 d(e

+  1)  d

Due to the hoi e of  in (3.72) this implies (3.69), q.e.d.

Proof of Theorem 3.46 :

The strategy of the proof is to iterate the lo al low-frequen y result.

A. We laim that there exist R; r > 0 and a nite olle tion of points fxigi=1;N satisfying
the following onditions:
i) xk 2 K0 n Bk for all k.
ii) Lemma 3.47 holds at xk for solutions u supported in K0 n Bk .
iii) K0  BN
where Bk [i<k B (xi ; r=2).
Indeed, by hypothesis we an nd a nite partition
K0 = [Aj

and asso iated fun tions j whi h are strongly pseudo onvex in Aj so that the unique ontinuation result in K0 is a onsequen e of iterating the unique ontinuation in Aj a ross level
sets of j . In other words, we an hoose j so that j  0 in Aj and j  0 in K0 n [ij Aj .
87

Then for R > 0 hoose r > 0 small enough so that Theorem 3.47 holds for j and x0 2 Aj
for all j .
Now we an hoose xk indu tively following the following algorithm:
a) x1 is the maximum point for 1 in A1.
b) Suppose xk 1 2 Aj .
ba) If Aj 6 Bk then hoose xk 2 Aj a maximum point for j in Aj n Bk .
bb) Else, there exists some h > j so that [l<hAl  Bk but Ah 6 Bk . Then hoose
xk 2 Ah a maximum point for h in Ah n Bk .
B. Now we use Lemma 3.47 for the points xi obtained in part A. Dene the fun tions
u1 = u, uj = (1 b( 2r (x xj 1 )))uj 1. Let
1 = ln(jP ujK )
1

and

j = j

with as in Lemma 3.47. We infer that we an apply iteratively Lemma 3.47 to on lude
that
jA( D a )b(r 1(x xj ))uj jm 1  e j
j
For j = 1 this follows dire tly from Lemma 3.47. For the indu tion argument, observe rst
that the sequen e uj stays bounded in H m 1 by onstru tion. Hen e, we only need to prove
that
8
< jA( Dj a )gP uj 1j  e j
: jA( Dj a )b(r 1(x xj 1))uj 1jm 1  e j
implies
jA( D a )gP uj j  e j
j
A ording to the denition of uj we have
D
D
D
2
A( a )gP u = A( a )gP u + A( a )[b( (x x )); P u
1

j

j 1

j

The rst RHS term is bounded by e

j

j

j 1

. For the se ond, denote

v = b(r 1 (x xj 1 ))uj 1

88

Then we need to prove that

jA( D a )f (x)Dm 1vj  (jA( Da )vjm 1 + e
j 1

j

jvjm

whi h after fa toring out the derivatives redu es to

jA( D a )f (x)vj  (jA( Da )vj + e

j

jA( D a )f (x)(1 A( Da )j  e

j
j 1

j

j 1

and further to

jvj

This follows sin e f is of Gevrey lass so that its Fourier transform de ays like e
innity.

3.6

j j

at

Ellipti equations: singular weights and strong

unique ontinuation

This se tion is devoted to a lass of Carleman estimates with singular weight fun tion, for
se ond order ellipti equations and for paraboli equations.
Note that if an operator is not ellipti and the weight fun tion blows up at a point then
the pseudo onvexity ondition would be violated on all bi hara teristi s passing through the
singular point. Hen e, weight fun tions whi h blow up at a point an be allowed only for
ellipti equations.
As it turns out, even for ellipti equations the strong pseudo onvexity ondition fails
near the singular point, therefore we need to ontend ourselves with (possibly degenerate)
pseudo onvexity.

3.6.1 Se ond order ellipti operators

We start with a simple estimate for the Lapla ian

Theorem 3.50 Let u 2 H 2 be supported in fjxj  g and away from 0. Then

( + 1)2jjxj

j  2jjxj 
uj2  2 R

 1u

89

(3.86)

Sin e only a degenerate pseudo onvexity ondition holds here, we need to

arry out a more detailed omputation than usual. Set v = jxj  2u. Then (3.86) redu es
to
jjxjvj21; jxj  jP (x; D)vj2  > 0
(3.87)
where P is the onjugated operator, whi h in this ase has the form
Proof :

P (x; D) = (Di

ixi jxj 1 )2 x2

Split P into its self-adjoint and its skew-adjoint part,

Pr = xD2 x

Pi = i( + 1)(xD + Dx)

Compute
[Pr ; Pi =
Then we have

( + 1)2

i( + 1)xD2 x(xD + Dx)

(xD + Dx)xD2x = 0

jP (x; D)vj2 = jPr (x; D)vj2 + jPi (x; D)vj2

Now the L2 estimate for v follows from the following simple omputation

(3.88)

j(xD + Dx)vj2 = j(xD + Dx 2ijxj 1)vj2 4 2jjxjvj2 + 4 1 < [xD + Dx; ijxjv; v >
= j(xD + Dx 2ijxj 1)vj2 4 2jjxjvj2 + 8 1 < jxjv; v >
 4 2 jjxjvj2
Remark 3.51 A small hange in the last estimate above allows on to obtain the following
stronger inequality:

( + 1)2j log  1 log jxj uj2  jjxj 
uj2  2 R;  > 0

(3.89)
On e we have obtained an estimate for u, we an easily take advantage of the ellipti
part of the onjugated operator to estimate the gradient of u as well.
Corollary 3.6.1 Under the same assumptions as in Theorem 3.50 the following estimate
holds:
 2 (jjxj  1uj2 + jjxj  ruj2  2 jjxj 
uj2  2 R
(3.90)

90

With the same notations as in the proof of Theorem 3.50, we need to get the
L2 estimate for rx2 v . Compute
Proof :

jrx2vj2 =< D2x2 v; x2v >=< Pr v; x2v > + < [( + 1)2 + n 4v; x2v >

therefore

jrx2 vj2  (jP vjjx2vj +  2 jjxjvj2)  (2 jP vj2 +  2 jjxjvj2)

whi h implies that

jrx2 vj2  2 jP vj2

q.e.d.
Based on (3.90) we obtain the following strong unique ontinuation result:
Theorem 3.52 Let x0
inequality

2 Rn

and let u be an H 2 fun tion whi h satises the dierential

j
u(x)j  (ju(x)j + jru(x)j)

near x0 . If u vanishes of innite order at some x0 2 Rn then u = 0 near x0 .

(3.91)

Without any restri tion in generality assume that x0 = 0. If  is su iently

small, then by utting o u we redu e the problem to the ase when u is supported in
B (0; 2) and satises (3.91) in B (0; ). Apply then (3.90) to u. We obtain
Proof :

jjxj  uj2 + jjxj  ruj2  2 (jjxj  uj2 + jjxj  ruj2) + 

If  is su iently small this gives

j( jxj ) uj2 + j( jxj ) ruj2 

whi h as  ! 1 yields

u=0

in B (0; )

q.e.d.
One is tempted to infer that a similar result should hold in the variable oe ient ase
where jxj is substituted by the Riemmanian distan e. Unfortunately, this doesn't work in
general; it appears that an additional ondition on the urvature is required.
91

The obsta le is that the pseudo onvexity is degenerate for the fun tion ln jxj, and even a
small perturbation may destroy it. However, we an x that by adding a bit more onvexity
on .
Suppose that  = ( ln jxj). Then let be a fun tion whi h satises
0 (y )e 2 (y)) = e 2((y)+y)
Lemma 3.53 Suppose that  is in reasing and onvex. Then
a) is in reasing and onvex.
b) 0 > 0 + 1.
Proof :
e 2 (y )

We prove (b) rst. We have

Z1
=
2 y e 2((z)+z) dz = 0(y1) + 1 e

 0 (y1)+1 e

2((y)+y)

and (b) follows. For (a) ompute

00 = 2( 0 )2 20 e2(
Part ( ) is straightforward.

(y) y)

= 2 0(

Theorem 3.54 Let  be an in reasing onvex fun tion, and

j(y 1 + 00)1=2 e2
(where y =

Proof :

and

2((y)+y)

ln jxj)
Set

0

e
y 0 (z )2

2((z)+z) dz

1)

be as above. Then we have

(y) (y) uj+  je
uj

v = e2

Z 1 00(z)

(3.92)

u

P = e D2 e 2 +

To estimate jPvj we split again P into a selfadjoint and a skew-adjoint part. We have
P = e e D2 e e
= e D2e jr j2e2( ) + ie (r D + Dr )e
= e D2e  ( 0)2jxj 2 e2( ) + ie (jxj 2 0xD + Dx 0 jxj 2)e
= pjxj 0 D2 pjxj 0 0 + i(xD + Dx)
92

Hen e,

Pr =

pjxj 0 D2 pjxj 0

Pi = i (xD + Dx)

Note that

jxj
jxj
ixD( p 0 ) = p 0

Then we an ompute the ommutator

[P r ; P i = pjxj (


00
jxj( p1 0 )0 = pjxj 0 (1 + 2 0 )
00
00 jxj
2 + D2 ) p
D
0
0
0

+2

00

Hen e,
jP vj2 = jPr vj2 + jPi vj2+ < [Pr ; Pi w; w >
00
00
= j(Pr + 0 )vj2 + jPi vj2 + 4 00 ( 0 )2
00

4 00 ( 0 )2 = 00(4 2(1 (0 + 1)( 0) 2e2(  y) ) = 2 00(1 + 4(0 + 1)( 0) 1)  2

Thus,
2 00e2( ) = 2jxj 2( 0 0 + 1)
Corollary 3.6.2 Let  be an in reasing onvex fun tion, and

j(

00

be as above. Then we have

1=2 y 1 + ( 0 )1=2 )e (2 (y) (y)) uj+  je
uj

(3.93)

Now we an ta kle the variable oe ient ase,

P (x; D) = Di g ij Dj
where the positive denite matrix gij is C 1.
Theorem 3.55 Let  be an in reasing onvex fun tion, and
00 > 0 e

be as above. Assume that

If  is su iently small then we have

j(y 1 + 00)1=2 e2

(y) (y) uj+  je P (x; D)uj

93

(3.94)

The proof is easier if we use some spe ial oordinates near the origin. Ideally, one
would like to use the geodesi oordinates with respe t to the origin. However, this is not
possible for C 1 oe ients. What we an do, though, is to redu e the problem to the ase
when the balls B (0; r) are the geodesi balls for the metri g. This an be easily a hieved
by multiplying P by the lips hitz fun tion jrrj2. This leads to repla ing gij by
g~ij = g ij jrg rj 2
Then
jrg~rj2 = 1
whi h on ludes our redu tion.
Set
v = e2  u
and
P = e D 2 e 2 +
To estimate jPvj we split again P into a selfadjoint and a skew-adjoint part. We have
P = e e P (x; D)e e
= e P (x; D)e jr j2e2( ) + ie (r
D + D
r )e
= pjxj 0 P (x; D) pjxj 0 0 + i(x
D + D
x)
To a omodate C 1 oe ients, we need to break a bit the symmetry and set
jxj
jxj 0 + ( gij )x
Pr = p 0 Di g ij Dj p 0
i
j
Pi = ig ij (xi Dj + Di xj )
Note that P r is still self-adjoint, but P i is no longer skew adjoint. Again
00
jxj
1
jxj
jxj
ixD( p 0 ) = p 0 jxj( p 0 )0 = p 0 (1 + 0
2
but this time we need to ompute (P i)P r P r P i. This is quite similar to the onstant
oe ient ase, ex ept for the derivatives whi h fall on the metri g. We obtain
C = P r P i (P i) P r
00
00
= pjxj 0 [( 0 P (x; D) + P (x; D) 0 ) pjxj 0 + 2 00 + pjxj 0 Di (xl  j gil
+ x  j gil x  l gij D pjxj
Proof :

94

Hen e,
jP vj2 = jPr vj2 + jPivj2+ < Cw; w >
00
0
 j(Pr + 0 )vj2 + jPi vj2 + 2 00(1 +  0 ) (jjxj1=2re  vj2 + jjxj

1=2 e

v 2

and further
0

00

jP vj2  j(Pr + 0 )vj2 + jPi vj2 + 2 00(1 + 0 ) (jjxj3=2 ( 0)1=2 rvj2 + jjxj1=2 j 0j1=2vj2)

Suppose now that

00 (y )  0 (y )e y

Then the negative RHS terms an be absorbed if  is su iently small. This yields
jP v j2

00

 j(Pr + 0 )vj2 + jPivj2 + 2 00 (1 + 0 )

q.e.d.

3.6.2 Paraboli operators

Consider the ba kwards heat operator,

P (D) = iDt

Dx2

Then
Theorem 3.56 Let u 2 H 2 be supported in a xed neighbourhood of 0. Then

jt  e x uj21;t  jt  e x P (D)uj2  > 0

2

(3.95)

Proof :
Proof :

Sin e only a degenerate pseudo onvexity ondition holds here, we need again
to arry out a more detailed omputation than usual. Set v = t  1e xt u. Then (3.86)
redu es to
jvj21;t  jP (x; D)vj2  > 0
(3.96)
2

95

where P has the form

P (x; D) = [i(Dt

x2
it 1 + 2
8t

(D

i

Split P into its self-adjoint and its skew-adjoint part,

x2
16t +  + 1=2
tDt + Dt t (xD + Dx)

x 2
4t ) t

Pr = tDx2
Pi = i(

Then a simple omputation gives

[Pr ; Pi = 0
Hen e, we have

jP (x; D)vj2 = jPr (x; D)vj2 + jPi (x; D)vj2

Now we estimate v as in the ellipti ase, using

Lemma 3.57 Suppose that v is supported in B (0; ). Then
 1 jjxjv j  jPi v j

The proof is identi al. The estimate on rv follows also as in the ellipti ase.
The variable oe ient ase an be studied using a modi ation of the above argument.
Suppose P (x; D) is an operator of the form
P (x; t;  ) = t + i aij (x; t)j

where we assume that P (0; 0;  ) =
.

What we are looking for is an estimate of the following type
je(x;t) ujX < je(x;t)P (x; 2 t;  )uj

where  is a modi ation of the weight in the onstant oe ient ase,

0 (x; s) =

and X will be spe ied below.

96

ln s x8s

(3.97)

Set

 (x; s) = fra x + s1=2 t

and introdu e the following lasses of fun tions

f 2 q () jx s f j  ; q
Note that 0 2 0 .
Then we have

jj 2 );

Theorem 3.58 There exist  2 0 + 1=2 and ; 0 >

provided that  is small enough, with

0 < jj + ; q 2 R

0 so that (3.97) holds for 

> 0

jvj2X =  j 1=2 rvj2 +  3 j 3=2 vj2

With the usual notation v = e(x;t)u the estimate redu es to

jvj2X  jP vj2
(3.98)
where the onjugated operator P is
P = Pr + Pi + R
with
Pr = i aij (x; t)j +  2 (2r xi aij xj s ) + 2r
(3.99)
Pi = t aij (r xi j + j xi r ) 2r
(3.100)
and
R = r xi aijj
(3.101)
The last term R is negligible sin e it is ontrolled by the X norm. Hen e, in the sequel we
set it equal to 0. For the rest, we need the following
Proof :

Lemma 3.59 Assume that  = 0 + with

2 1=2 . Then the following estimate holds:

jjP vj2 jPr vj2 jPivj2 < 4 rr xv; xv >  3 < fv; v > j  ( +  1 )jvjX
where

= 4s2 4s r
97

First we show how to on lude the proof of the Theorem using the Lemma. We need to
make a hoi e for . We laim that an be hosen in 1 so that
a) rr > 0
b) f >3
Su h a hoi e is, for instan e,
3=2
(r; s) = (ds + r)
for su iently large d.
With this hoi e for  the above lemma gives

 3 j 3=2 v j + jPr v j2 + jPi v j2  (jP v j + ( + 1)j 1=2 rv j2

Then the on lusion follows if we show that

j 1=2 rvj2  ( 2 j 3=2 vj2 +  2 j 

1=2

Pr v j2 )

Indeed,
j 1=2 rvj2 < aij i u; j u >< v; iaij j v > +j 1=2 rvjj 3=2 vj

whi h gives
j 1=2 rvj2  ( 2 j 3=2 vj2 +  2 j 

q.e.d.
We on lude with

Proof of Lemma 3.59 :

1=2

i aij j v j2)  ( 2 j 3=2 v j2 +  2 j  1=2 Pr v j2 )

We have

jP vj2 = jPr vj2 + jPi vj2 + 2Re < Pr v; Piv >= jPr vj2 + jPi vj2 + 2Re < Rv; v >

where

R = Pr Pi

Hen e, we need to estimate R. Re all that

Pi Pr

Pr = i aij (x; t)j +  2 (2r xi aij xj

Pi = t

s )

2r

aij (r xi j + j xi r ) + 2r

98

(3.102)
(3.103)

Then R = R1 + R2 + R3 + R8 where
R3 =  3 ( s + 2r xi aij j + 4r )(2r xi aij xj s)
R2 =  2 ( 82r + 2(s 2r xi aij j )r =  2 ( 82r + 2rs 2r rr xi aij xj )
R1 = +2 (r i aij (x; t)j + i aij (x; t)j r )  (r i aik akj j + i aik akj j r + 2i aik akj j )
R0 =  (xj xk rr i aij akl l i aij xj xk rr akl l i aij akl l xj xk rr )
R8 =  (r 1 O(1)r +  1 rO(1)rrO(1)r 1) =  (rO()r + O(2)r
Now we onsider separately ea h term, taking into a ount our assumption on . For R0 use
the fa t that 0 is linear in r, therefore xixj rr 2  1. Hen e,
R0 = 4i aij xj xk rr akl l + O(2 )r
For R1 use the fa t that aik akj aij = O(x). Then
R1 =  (rO()r + O(2)r) + O(2 )r
For R2 observe rst that it vanishes if  = 0. The remainder onsists of terms whi h ontain
at least one therefore is one order higher. Hen e,
R2 2  2  3
R3 also vanishes if  = 0 . Then by the same token
R3 = linearisation in +  3  2
The linearization in is  3 times
(s + sr r + 1s )( rs r + s) 4s r
Assuming that is 1=2 homogeneous this gives
1
4
2
4s
s r
therefore
1
4 ) +  3 2
R3 =  3 ( 2
4s
s r
Summing together the information above about ea h of the omponents of R we obtain the
on lusion of the Lemma, q.e.d.
99

3.6.3 Notes

Elipti :
Paraboli :
The symboli al ulus:
pr

= aij ij
pi

 2 jrj2

= 2aij ij

Their Poisson bra ket is

fpr ; pi g = 4iij j + 2 3 iijrj2
(3.104)
= 2pr ijrj 2ijrj2 + 2i(2ij aij k jrj 2k jrj2)j (3.105)

3.7 Anisotropi operators

The Carleman estimates in Se tion 3.1 are valid as well for anisotropi operators, with the
appropriate modi ations of the meaning of the notations, as des ribed in Se tion 1.3. The
aim of this se tion is to des ribes some features spe i to anisotropi operators.

3.7.1 Estimates with singular weight fun tion

We start with the following result:

Theorem 3.60 Assume that (t; x) is strongly pseudo onvex with respe t to P . Let f (t) 2
C 1 , f  1. Then
 jef (t) uj2m 1;  jef (t) P (x; D)uj2
for   1,  > 0 and v with ompa t support.

Proof :

As usual this follows from the stronger estimate

Lemma 3.61 Under the assumptions of the theorem we have

jvj2m

1;

< Pr v; Piv > +jP vj2 1;

100

The above estimate is stable with respe t to small C 1 hanges in the oe ients.
(the novelty here is that fun tions of the form f (t) map Hs into itself, uniformly in  .)
Consequently, we assume in the sequel that the oe ients of P are smooth.
Proof :

Theorem 3.62 Assume that (t; x) is strongly pseudo onvex with respe t to P . Let g  1
be a fun tion with the property that

jg(j)(x)j < j gj (x);

Then

g jeg(t) uj2m 1;

j = 1; m

 jeg(t) P (x; D)uj2

(3.106)

for  > 0 and v with ompa t support. Furthermore, the onstant depends only on j .

W.a.r.g. assume that 1 = 1=2. Let be a smooth nonnegative fun tion

supported in [1=2; 1 so that
X
(2 j x) = 1
Set
j
j (x) = (2 x); j (x) = j 1 (x) + j (x) + j +1 (x)
Now dene
j = 2j 
gj (j t) = 2 j j (g (t))g (t) + (1 j (g (t));
uj = j (g (t))u
Then the following bounds are straightforward:
Proof :

jgj(k)j < 

Consequently, if  is su iently large we an apply Theorem 3.60 to the pair j ; gj ; uj to

get the uniform estimate
j jej gj (j t) uj j2m

1;j

 jegj (j t) P (x; D)uj j2

Observe, furthermore, that 2j gj (j t) = g(t) 2 [2j 1; 2j+1 in supp uj . Hen e, we obtain
2j  jeguj j2m

1;2j 

 jegP (x; D)uj j2

101

(3.107)

On the other hand,

P (x; D)uj = P (x; D) j u =

therefore

jP

(x; D)u + [P (x; D); j j u

jegP (x; D)uj j  jeg j P (x; D)uj + 2j jeg j ujm

(3.108)

1;2j 

Combining (3.107) with (3.108) we obtain

2j  jegj uj2m

1;2j 

 (jegj P (x; D)uj2 + jegj uj2m

For su iently large  the summation in j gives



X
j

2j jegj uj2m

1;2j 

(3.109)

1;2j 

 jegj P (x; D)uj2

(3.110)

whi h implies (3.106), q.e.d.

The similar estimate with uto is also valid:
Theorem 3.63 Assume that (t; x) is strongly pseudo onvex with respe t to P . Let g  1
be a fun tion with the property that

jg(j)(x)j < j gj (x);

Then

g j2 eg(t) uj2m 1;

j = 1; m

 j2eg(t) P (x; D)uj2 +  2 je(x)g(t) uj2m

(3.111)

for  > 0 and v with ompa t support. Furthermore, the onstant depends only on j .

3.7.2 The regularity of the oe ients

In the isotropi ase, the minimal regularity of the oe ients required in order to obtain
the Carleman estimates is C 1 ( perhaps Lips hitz).
A natural question is what is the orresponding regularity of the oe ients in the anizotropi ase.
The Carleman estimates follow from the stronger estimate
jv j2m 1; < Pr v; Pi v > +djP v j2 1;

102

 > 0

This estimate holds if the oe ients are smooth, and the onstants ; d are stable with
respe t to smooth perturbations of the oe ients whi h are small in the Cx1 norm. However,
0 is not stable under su h perturbations.
Let X  Cx1 be a Bana h spa e of oe ients so that C 1 is dense in X and the estimate
above is stable with respe t to small perturbations of the oe ients.
For the se ond RHS term we need to know that
XH 1  H 1

(3.112)

For the rst RHS term we use integration by parts, moving one derivative at a time alternatively from left to right and from right to left. The trouble is that the time derivative has
order 2, therefore we an move it only half at a time. Consequently, in order to bound the
rst RHS term by the Hm 1 norm of v we need to know that
[X; Dx : L2 ! L2

[X; Dt1=2 : L2 ! L2

(3.113)

Note that (3.112) follows from (3.113). The rst part of (3.113) is equivalent to X  Cx1.
On the other hand, by Theorem 2.12 the se ond part of (3.113) holds if Dt1=2 X  BMO.
This an be better understood if we look at the in lusion
=
C t j log tj
1 2

 BMO1=2  C 1=2

Consequently, we obtain
Theorem 3.64 The anisotropi Carleman estimates hold if the oe ients of the prin ipal
part of P are C 1 in x and BMO1=2 in t.

3.8 Notes

3.8.1 Degenerate weight fun tions

. One an ask whether the Carleman estimates are still valid if the weight fun tion has
gradient 0 at one point (see also 1.6.2). This question is largely irrelevant as far as unique
ontinuation problems are on erned; however, it presents a ertain interest when one is
interested in having some ni e global inequalities (as opposed to global inequalities obtained
by pat hing lo al estimates).
103

Assuming that (1.28) holds one would like to have estimates of the form
 je uj2m 1; r  je P (x; D)uj2  > 0

(3.114)

where we have done the appropriate modi ation in the weighted norm in the LHS term.
To keep things simple assume that r(x0 ) = 0 and the Hessian D2 (x0 ) is nondegenerate.
The inequality (3.114) would follow from the following analogue of (3.4):
B (v; v ) = 2Im < Pr v; Pi v > +djP v j2 1; jx

x0 j

 jvj2m

1; jx x0j

 > 0

(3.115)

This inequality is as usual stable with respe t to small C 1 perturbations of the oe ients,
therefore w.a.r.g. we an assume that P has smooth oe ients.
The prin ipal symbol of FP is
b(x; ;  ) = fp(x; 

i rx ); p(x;  + i rx )g=i + ( 2 +  2 x2 ) 1 jp (x;  + i rx )j

whi h is positive denite by (1.28), i.e.

b(x; ;  ) > ( 2 +  2 x2 )m 2

Now we would like to use Garding's inequality to get (3.115). A bit of are, though, is
required in going from the symbol al ulus to the estimates. Sin e we want to use symbols
in S (( 2 +  2 x2 )m 2 ), Garding's inequality gives
B (v; v )  jv j2m 1; jx

whi h further gives

B (v; v )  jv j2m 1; jx

x0j

x0 j

1  m 1 jv j2
1  jv j2m 2; jx

Hen e, instead of (3.114) we only get the weaker estimate

x0 j

 je uj2m 1; r  (je P (x; D)uj2 +  m 1 jeuj2 )  > 0

3.8.2 Produ ts of operators

(3.116)
(3.117)

We dis uss here Carleman estimates for operators P (x; D) whose prin ipal symbol p(x;  )
admits a fa torization
p(x;  ) = p1 (x;  )p2 (x;  )
104

Start with the relation

fp ; p g = fp1 ; p1 gjp2 j2 + fp2 ; p2 gjp1 j2

on har P

This implies that

Lemma 3.65 a) A fun tion  is strongly pseudo onvex with respe t to P i it is strongly
pseudo onvex with respe t to P 1; P 2 and har P1; har P2 are disjoint.
b) The same applies to strongly pseudo onvex surfa es.

The interesting question is what happens if a fun tion  is strongly pseudo onvex with
respe t to both P 1 and P 2, but har P1; har P2 are not disjoint. The answer is relatively
simple if
P (x; D) = P1 (x; D)P2 (x; D)
Then one an apply su esively the Carleman estimates for P1 and P2 to obtain
 2 je uj2m 2  je P uj2

This gets a little better if

, when we get

(3.118)

har P1 \ har P2  f > 0g

(3.119)
In the rst ase it is already lear from (3.118) that the subprin ipal symbol of P should
play a role in general. We ontend ourselves with the following observation:
jeuj2m 2  jeP uj2

Theorem 3.66 Assume that fp1 ; p2 g = 0 on har P1 \ har P2 and that the subprin ipal
symbol of P vanishes on the same set. Then (3.118) holds provided that  is strongly pseudo onvex with respe t to both P1 and P2 .

In the se ond ase the estimate is stable with respe t to small perturbations of P of
order m 1. Hen e, it is natural to onje ture that the on lusion holds regardless of the
lower order terms. This leads to the natural question: an one modify the weight fun tion 
without hanging its level sets, in su h a way that the (best) onstant in (3.119) is made
arbitrarily large ?
105

First, note that the onstant in (3.1) an be (almost) taken, near some (x; ;  ) 2
har P , to be
fp(x0 ;  i r); p(x0 ;  + i r)g(x0 ;  )
=
i j(;  r)j2m 2
Can we improve it by substituting  by g() ? The new onstant we get at (; g0() 1) is
fp(x0 ;  i r); p(x0 ;  + i r)g(x0 ;  ) + fp(x0;  + i r); g2g00()
=
i j(;  r)j2m 2
j(;  r)j2m 2g0()
Hen e, it is lear that that an be improved i fp(x0 ;  + i r); g 6= 0. All we need to
do is to hoose gg000 to be su iently large. This an be a hieved e.g. by taking g(x) = ex
for su iently large .
Consequently, we get
Theorem 3.67 Suppose that  is strongly pseudo onvex with respe t to both P 1 and P 2 . Assume in addition that har P1 \ har P2  f > 0g and fp1 ; g; fp2 ; g do not simultaneously
vanish there. Then
 je uj2m 1  je P uj2
(3.120)
where

= e.

106

Chapter 4
Examples
4.1 The wave equation
Consider a se ond order hyperboli operator
P (x; D) =

n
X

i;j =1

i aij j + bj j +

in a domain K  Rn, n  3, with smooth time-like boundary K . Assume that P is

hyperboli with respe t to the level sets of one of the oordinates, say x0 . We all this
oordinate time, and the others spa e oordinates. The prin ipal symbol of the operator P
is the quadrati form
p(x;  ) = aij i j
of signature (m 1; 1).

4.1.1 An elementary proof of the Carleman estimates

The following result is a onsequen e of Theorem 3.1:

Theorem 4.1 Assume that P has C 1 oe ients. Let  be a strongly pseudo onvex fun tion
with respe t to P in K . Then
 je uj21;

 jeP (x; D)uj2  > 0

(4.1)

whenever u 2 H 1 is supported in K .

The aim of this se tion is to provide a simpler proof of it, more pre isely, a proof whi h
does not use pseudodierential operators.
107

Proof :

With the substitution v = eu (4.1) redu es as usual to

 jP (x; D)vj2  > 0

 jv j21;

(4.2)

Now de ompose P into a part with real prin ipal symbol and one with purely imaginary
prin ipal symbol,
P (x; D;  ) = Pr (x; ;  ) + 2Pi (x;  ) + R(x; ;  )

Here

P1 (x; ;  ) = P (x;  ) +  2 p(x; r) = i aij j +  2 i aij j

with prin ipal symbol

p1 (x; ;  ) = p(x;  )  2 p(x; r) = Re p(x;  + i r)
P2 (x; D) = i aij j

with prin ipal symbol

p2 (x;  ) = ii aij j = i(2 ) 1 Im p(x;  + i r)

The remainder R ontains lower order terms and satises

jRvj  jvj1;

For  large enough it does not ae t (4.1) therefore we an negle t it in the sequel.
The inequality (4.2) is a onsequen e of the following
Proposition 4.2 There exists a smooth fun tion h su h that for large enough  ,

Re

< P (x; ;  )v; (2P2 (x; ;  ) + h(x))v > jv j21; +  jP2 v j2 )

(4.3)

whenever u 2 H 2 is supported in K .

Proof :

The inequality (4.3) redu es to

jv j21;

 B (v; v) = djPivj2 + 2Re < Pr (x; ;  )v; P2 (x; ;  )v >

+ Re

< Pr (x; ;  )v; h(x))v >

108

(4.4)

To prove this, we do a simple integration by parts. Negle ting the lower order terms (whi h
we only get when we move a derivative in Pr a ross h) we have
B (v; v ) =< bij (x)i v; j v > + < bi i v; v > +b0 < v; v >

(we keep  inside the inner produ ts to emphasize that it plays the same role as a derivative)
The symbol of B is
b(x; ;  ) = bij i j + bi i  + b0  2
and is given by
1
b(x; ;  ) = djpi j2 + fpr ; p~i g + pr (h(x) + h0 (x))
i
where h0(x) is a C 0 fun tion dened by
h0 = Pi

(Pi )

In order to get (4.4) it su es to hoose d; h so that the symbol b(x; ;  ) is a positive denite
quadrati form in ;  .
The strong pseudo onvexity ondition implies that
1 fp ; p g(x; ;  ) > 0 whenever p (x; ;  ) = p (x; ;  ) = 0;   0; (;  ) 6= 0 (4.5)
i 1 2

The following algebrai Lemma shows the way we use this ondition:
Lemma 4.3 Assume that (4.5) above holds. Then there exists d > 0 and a smooth fun tion
h su h that
0 < 1i fp1; p2g(x; ;  ) + djp2j2 (x; ;  ) + h(x)p1 (x; ;  )
(4.6)

Note rst that it su es to prove (4.6) for xed x; these lo al versions of (4.6)
an then be put together using a partition of unit.
A ording to (4.5), if is large enough then we have
1
q (x; ;  ) = fp ; p g(x; ;  ) + jp j2 (x; ;  ) > 0 whenever p (x; ;  ) = 0; (;  ) 6= 0
Proof :

i 1 2

Look now at the zero set Z for

q (x; ;  ) + p1 (x; ;  )

109

If  is small enough then Zl is ontained in fp1 > 0g, while if  is large enough then Zl is
ontained in fp1 < 0g. Then there are two posibilities.
a) There exists some  su h that Z = ;. Then the on lusion of the lemma follows.
b) There exists some  su h that Z interse ts both fp1 < 0g and fp1 > 0g. Sin e
Z annot interse t fp1 = 0g, it follows that it is proje tively dis onne ted. But this is
impossible, for the zero set of a quadrati form in Rn is always proje tively onne ted.

4.1.2 Unique ontinuation inside the domain

We start with Hormander's theorem:
Theorem 4.4 Let

P (x; D) =

n
X
i;j =1

aij i j + bj j +

(4.7)

where aij are C 1 , bj are L1 and is Ln . Let  = f = 0g be an oriented C 2 hypersurfa e,

and x0 2 . Let u 2 H 1 (K ) solve P (x; D)u = 0 near x0 . If there exists a neighbourhood V
of x0 su h that u = 0 in V \ f > 0g then u vanishes in a neighbourhood of x0 .

Another version of this is

Theorem 4.5 Let

P (x; D) =

n
X
i;j =1

i aij j + j bj +

(4.8)

where aij are C 1 , bj are L1 and is Ln . Let  = f = 0g be an oriented C 2 hypersurfa e whi h is strongly pseudo onvex with respe t to P , and x0 2 . Let u 2 L2 (K ) solve
P (x; D)u = 0 near x0 . If there exists a neighbourhood V of x0 su h that u = 0 in V \f > 0g
then u vanishes in a neighbourhood of x0 .

This follows from the Carleman estimate

Theorem 4.6 Let P be as in the previous theorem. Then
 je uj2  je P (x; D)uj2 1;  > 0
whenever u 2 L2 has ompa t support in K .

110

(4.9)

The estimate is stable with respe t to the lower order terms in P . Hen e,
w.a.r.g. we an assume that P has no lower order terms.
Now the argument in the proof of Theorem 3.2.1 allows one to shift down the energy
level by one in (4.1) to get (4.2).
Yet another version of this result is
Proof :

Theorem 4.7 Let

P (x; D) =

n
X

i j aij + j bj +

i;j =1
W 1;n . Let

(4.10)

where aij are C 1 , bj are C 1 and is

 = f = 0g be an oriented C 2 hypersurfa e
whi h is strongly pseudo onvex with respe t to P , and x0 2 . Let u 2 H 1 (K ) solve
P (x; D)u = 0 near x0 . If there exists a neighbourhood V of x0 su h that u = 0 in V \f > 0g
then u vanishes in a neighbourhood of x0 .

In all the above results we have limited ourselves to the ase when the oe ients of the
prin ipal part of P are C 1 . If instead we assume that the oe ients are in the s spa e for
some s > 1 then the range of the energy levels where the unique ontinuation result holds
in reases a ordingly (see also Theorem 3.2.1).
The se ond type of unique ontinuation results we in lude here are those whi h follow from
Theorem 3.32, i.e. when the oe ients of the prin ipal part have some partial analiti ity.
To simplify the exposition, assume that we have a time oordinate, alled t, so that its level
sets t = onst are spa e-like. We denote the orresponding Fourier variable. We hoose to
write the operator P in the form (4.7). Corresponding results also hold if P is as in (4.8) or
(4.10).
The rst ase we onsider is when the oe ients are time-independent. Then we have
Theorem 4.8 Assume that the oe ients of P are time independent and that aij are C 1 ,
bj are L1 and is Ln 1 . Let  = f = 0g be a non hara teristi surfa e and x0 2 . Let
u 2 H 1 (K ) solve P (x; D)u = 0 near x0 . If there exists a neighbourhood V of x0 su h that
u = 0 in V \ f > 0g then u vanishes in a neighbourhood of x0 .

Theorem 3.44 implies that this holds if  is strongly pseudo onvex with respe t to P in
the set s = 0. By theorem 1.8 this redu es also to the ase  = 0. But P is ellipti in the
region  = s = 0, q.e.d.
111

A se ond interesting ase is when the oe ients are analyti in x. Then the following
result holds:
Theorem 4.9 Assume that the oe ients aij ; bj ; of P are analyti in x and C 0 , respe tively L2 ; L2 in t. Let  = f = 0g be a non hara teristi time-like surfa e and x0 2 . Let
u 2 H 1 (K ) solve P (x; D)u = 0 near x0 . If there exists a neighbourhood V of x0 su h that
u = 0 in V \ f > 0g then u vanishes in a neighbourhood of x0 .

4.1.3 Continuation of regularity inside the domain

Again onsider for example the se ond order hyperboli operator in divergen e form as in
(4.8). Then
Theorem 4.10 Assume that the oe ients aij are C 1 , bj are L1 and is Ln . Let  =
f = 0g be an oriented C 2 hypersurfa e whi h is strongly pseudo onvex with respe t to P ,
and x0 2 . Let u 2 L2 (K ) solve P (x; D)u =2 L2 near x0 . If there exists a neighbourhood
1 (V \ f > 0g) then u is H 1 in a neighbourhood of x0 .
V of x0 su h that u 2 Hlo

Next we show a sample of the results one an get if the oe ients have better regularity.
Theorem 4.11 Assume that the oe ients aij are s . Let  = f = 0g be an oriented
C 2 hypersurfa e whi h is strongly pseudo onvex with respe t to P , and x0 2 . Let u 2
H s(K ) solve P (x; D)u =2 H s near x0 . If there exists a neighbourhood V of x0 su h that
s+1 (V \ f > 0g) then u is H s+1 in a neighbourhood of x .
u 2 Hlo
0

4.1.4 Carleman estimates near the boundary

Let be a smooth fun tion vanishing simply on K whi h is negative inside K . Denote by
 = p(r

1=2

ij 

xi a

the onormal derivative. The ove tor N = p(r ) 1=2 r lies in the onormal bundle of the
boundary.
If oordinates are hosen near the boundary in su h a way that K = fxn = 0g and the
prin ipal symbol of P has the form
p(x;  ) = n2

112

r(x;  0)

then we an take (x) = xn therefore  = n.

The Cau hy data of a fun tion u with respe t to P on the boundary is (ujK ;  ujK ).
Consequently, Theorem 3.32 gives
(4.11)
What if we only have some partial information on the Cau hy data ? Not everything is
lost, provided that some Lopatinskii ondition holds. To keep things simple, we just onsider
problems with Diri hlet and Neuman boundary ondition.
In the ase of the Diri hlet boundary ondition it turns out that the strong Lopatinskii
ondition holds i 
 > 0. Consequently, Theorem 3.22 gives
 je uj21;

 (jeP (x; D)uj2 +  je uj2;1; +  je uj2; )  > 0

 (je uj21; + je  uj2; )  (je P (x; D)uj2 +  je uj2;1; )  > 0

(4.12)
For the Neuman boundary ondition, on the other hand, there is no hope for the strong
Lopatinkii ondition to hold. It always fails when  = 0; r(x;  0) = 0. However, the weak
Lopatinskii ondition holds when 
 = 0. Hen e, by Theorem 3.27 we get
 je uj21;

 jeP (x; D)uj2  > 0

(4.13)

u
whenever 
 = 0,  = 0.
We leave to the reader to verify that the above laims about the Lopatinskii ondition
are valid. Instead, we prove below the above estimates using the elementary proof of the
Carleman estimates for the wave equation, given in 4.1.1. In the pro ess, we shall obtain a
slight improvement of these estimates.
In ee t, the proof in 4.1.1 applies without any hanges to all these estimates, ex ept for
one ( ru ial) point, whi h is the integration by parts in the quadrati form B . Hen e, what
we need to do is to arefully examine the boundary terms arising in this omputation. It is
onvenient to represent P as
P =   R(x;  )
Then R is a tangential operator on the boundary. This leads to the de ompositions:

Pr =   +  2 ( )2

Pi =  

113

Ri

Rr

What boundary terms do we get when we redu e 2Re < Pr v; Pi v > to a rst order quadrati
form, integrating by parts ? Sin e R is tangential to the boundary, we get ontributions only
from the terms involving onormal derivatives. If we take into a ount the simple formula
<  u; v > + < u;  v >=< u; v >

then we have
2Re

<   v;   v >=

2Re

<   v; Ri v >=

<   u;  u > + interior terms

<  v; Ri v > + interior terms

2Re <  2 ( )2 Rr v;   v >= <  2 ( )2 Rr v;  v >
In addition, when we move one derivative from Pr onto h we get the ontribution
<  v; hv >

Hen e, integration by parts for the quadrati form B yields the boundary ontribution
B (v; v ) =

<   v;  v >

<  v; Ri v >

<  2 ( )2 Rr v;  v > + <  v; hv >

(4.14)

In general one an see that

B (v; v ) > (jv j2;1; + j v j2 )

whi h implies (4.11). If   < 0 then we get

B (v; v ) > j v j2

djv j2;1;

whi h gives (4.12). Finally, if   = 0 and  v = 0 then

B = 0

whi h leads to (4.13).

We an obtain a small improvement of (4.11) in the parti ular ase when  u = 0. This
implies that  v =  ( )v. Substituting this into B we get
B (v; v )   2 jv j2 + < Rv;  v >

114

Hen e, if we use the Xs spa es asso iated to the operator R we get
B (v; v )  ( 2 jv j2 + jv j2X =

1 2
1 2

Consequently, the following variation of (4.11) holds:

(4.15)
if  u = 0. While this has no onsequen es as far as unique ontinuation is on erned, it
is useful in problems involving regularity questions.
 je uj21;

 (jeP (x; D)uj2 +  3 jeuj2 +  jeuj2X == )  > 0

1 2
1 2

4.1.5 Unique ontinuation near the boundary

From the Carleman estimate (4.13) it follows that UCP

holds when  is strongly pseudo onvex with respe t to P and and onormal to K . However,
it turns out that we have a bit more freedom:
Neuman boundary ondition

Theorem 4.12 Let S = f = 0g be an oriented C 2 hypersurfa e, and x0 2 S \ K . Assume


that (x0 ) < 0 and that S \ K is strongly pseudo onvex with respe t to R at x0 .


P (x; D)u = 0
u


=0

on K

in K

If there exists a neighbourhood V of x0 su h that u = 0 in V

neighbourhood of x0 .

(4.16)

\ f > 0g then u vanishes in a

The following Lemma a hieves the redu tion to the ase when  is strongly
pseudo onvex with respe t to P and and onormal to K .
Proof :

Lemma 4.13 Let  = f = 0g be an oriented surfa e and x0 2 S \ K . Suppose that


(x ) < 0 and that  \ K is strongly pseudo onvex with respe t to R at x0 .
 0
Then there exists another fun tion su h that
(i) (x0 ) = (x0 ),   in K near x0

(ii)
= 0 near x0

(iii) the surfa e f = 0g is strongly pseudo onvex with respe t to P at x0 .

115

Proof :
Let z be a fun tion vanishing on K

Choose

z
so that 
= 1 on K .

(x) = (x)


+ z2


Clearly   near x0 and (x0 ) = (x0 ). We laim that for large enough  the pseudo onvexity ondition is still fullled at x0 .
We have

fp; fp; gg(x0;  ) = fp; fp; gg(x0;  ) fp; fp; zgg(x0;  ) 
f
p; z gfp; g + fp; z g2



Sin e  an be hosen arbitrarily large, to get the pseudo onvexity ondition for it
su es to require that  satises

fp; fp; gg(x0;  ) fp; fp; zgg(x0;  ) 
>0

whenever

p(x0 ;  ) = fp; g(x;  ) = fp; z g(x;  ) = 0

But this is equivalent to saying that  \ K is strongly pseudo onvex with respe t to R at
x0 . q.e.d.
The orresponding result in the ase of the Diri hlet boundary ondition is a bit stronger:
Theorem 4.14 Let S = f = 0g be an oriented C 2 hypersurfa e, and x0 2 S \ K . Assume
that

(a) (x0 ) < 0

(b) There exists some 0 <  < 1 so that
fr; fr; g + (1 )fp; fp; g > 0
Let u 2 H 1 solve

when p = fp; g = fp;

P (x; D)u = 0
in K
u=0
on K

If there exists a neighbourhood V of x0 su h that u = 0 in V

neighbourhood of x0 .

116

g=0

(4.17)
(4.18)

\ f > 0g then u vanishes in a

The result follows as in Theorem 4.12. The idea is that one tries to substitute the fun tion
 by the fun tion
(x) = (x)  
+ z2

with 0 <  < 1 and  arbitrarily large.
Remark 4.15 Either (i) S \ K is strongly pseudo onvex with respe t to R at x0 or (ii) S

is strongly pseudo onvex with respe t to P at x0 along glan ing rays.

Namely, this says that we have unique ontinuation a ross S for solutions to (4.16)
whenever the oriented "angle" between S and K is less than =2 (with respe t to the pseudoriemmanian metri generated by P ) and S \ K is strongly pseudo onvex with respe t to P~ .
Another way one an think of the last ondition is that  is strongly pseudo onvex along

the gliding ve tor eld on T  K asso iated to P . If
= 0 then this is the same with the

strong pseudo onvexity of  with respe t to P on bi hara teristi s of P whi h are tangent to
the boundary.

However, if
< 0 then the interpretation of this ondition depends on the onvexity of

the domain K . Let 2 T  K be a gliding point.
a) If K is onvex at , i.e. fp; fp; z gg( ) > 0, then the ondition (BSPC) is less
restri tive than the strong pseudo onvexity of S at . Furthermore, in this ase ondition
(BSPC) is learly ne essary sin e the singularities do propagate along gliding rays.
b) If K is at at , i.e. fp; fp; z gg( ) = 0, then the ondition (BSPC) is equivalent to
the strong pseudo onvexity of S at . Again, the ondition (BSPC) is ne essary.
) If K is on ave at , i.e. fp; fp; z gg( ) < 0, then the ondition (BSPC) is more
restri tive than the strong pseudo onvexity of S at . However, in this ase ondition (BSPC)
should not be ne essary at least for the regularity result sin e the C 1 singularities do not
propagate along gliding rays. Nevertheless, analyti singularities do propagate along gliding
rays, so (BSPC) might still be ne essary for unique ontinuation.

4.1.6 Continuation of regularity near the boundary

The results in this se tion are based on the Carleman estimates whi h are similar to (4.11),
(4.12), (4.13), (4.15) but in addition have a uto fun tion inserted as in Theorem 3.10.
An exer ise we leave to the reader is to verify that these estimates an be obtained simply
by substituting v by 2v in (4.3) (or rather its analogue for boundary value problems) and
performing a few omputations.
117

No boundary ondition
 je 2+uj21;

Here we use the estimates

 (je2 P (x; D)uj2 +  jeuj2;1; +  je  uj2; +  je uj2)  > 0 (4.19)

respe tively
 je 2+uj21;

 (je2P (x; D)uj2 +  je uj2X == +  3 jeuj2; +  jeuj2)  > 0 (4.20)

1 2
1 2

when  u = 0.
Based on this, one an prove the following result on ontinuation of regularity:
Theorem 4.16 Let  = f = 0g be an oriented C 2 hypersurfa e whi h is strongly pseudo onvex with respe t to P , and x0 2 . a) Let u 2 L2 (K ) su h that near
(i) P (x; D)u =2 L2 near x0 .
(ii) u 2 H 1 (K ) near x0 .
(iii)  u 2 L2 (K ) near x0 .
1 (V \ f > 0g) then u is H 1 in
If there exists a neighbourhood V of x0 su h that u 2 Hlo
a neighbourhood of x0 .
b) The same on lusion holds if we substitute (i), (ii) by
(i)' u 2 X11==22 (K ) near x0 .
(ii)'  u = 0 near x0 .

The following onsequen e of the above result turns out to be useful in appli ations:
Theorem 4.17 Let x0 2 K so that K is strongly pseudo onvex with respe t to P at x0 .
a) Let u 2 L2 (K ) su h that near
(i) P (x; D)u =2 L2 near x0 .
(ii) u 2 H 1 (K ) near x0 .
(iii)  u 2 L2 (K ) near x0 .
Then u is H 1 in a neighbourhood of x0 .
b) The same on lusion holds if we substitute (i), (ii) by
(i)' u 2 X11==22 (K ) near x0 .
(ii)'  u = 0 near x0 .

118

4.1.7 Diri hlet boundary ondition

Suppose we know u on K , but have no information on the onormal derivative  u. The

Carleman estimate with uto is in this ase
 (je 2 uj21; +je 2  uj2; )  (je2 P (x; D)uj2+ je 2 uj2;1; + 2 je uj2 )  > 0 (4.21)
provided that 
 > 0.
Consequently, we obtain
Theorem 4.18 Let S = f = 0g be an oriented C 2 hypersurfa e, and x0 2 S \ K . Assume
that

(a) (x0 ) < 0

(b) There exists some 0 <  < 1 so that

fr; fr; g + (1 )fp; fp; g > 0

when p = fp; g = fp;

Let u 2 L2 su h that
(i) P (x; D)u =2 L2 near x0 .
(ii) u 2 H 1 (K ) near x0 .
(iii)  u 2 L2 (K ) near x0 .
1 (V
If there exists a neighbourhood V of x0 su h that u 2 Hlo
and  u is L2 (K ) in a neighbourhood of x0 .

g=0

(4.22)

\ f > 0g) then u is H 1

4.1.8 Neuman boundary ondition

The Carleman estimate with uto is

 je 2 uj21;  (je 2 P (x; D)uj2 +  2 je uj2 )
u
whenever 
 = 0,  = 0.

 > 0

(4.23)

4.2 The S hroedinger equation

To keep things simple we onsider the S hroedinger operator with the prin ipal part in
divergen e form and C 1 oe ients in the prin ipal part. Thus, let
n
X
P (x;  ) = it
i aij j + bi i +
(4.24)
i;j =1

119

4.2.1 Pseudo onvex surfa es

A surfa e  = f = 0g is alled non hara teristi i x 6= 0. A non hara teristi surfa e

interse ts the hyperplanes t = onst: on smooth n dimensional surfa es.
The strong pseudo onvexity ondition (for non hara teristi surfa es) is un oupled on
the hyperplanes t = onst. We have
p(t; x; s;  ) = s + a(t; x;  )
Hen e
p (t; x; s;  ) = s + a(t; x;  + i r)
and
pr = s + ar = s + a(t; x;  )  2 a(t; x; r)
pi = ai = 2a(x; t)(; r)
Consequently,
fpr ; pi g = far ; ai g
By Theorem 1.8, the strong pseudo onvexity ondition for a non hara teristi surfa e
redu es to the ase  = 0, in whi h ase it reads
fa; fa; gg > 0 when s + a = fa; g = 0
whi h an be rewritten as
fa; fa; gg > 0 when fa; g = 0
(4.25)
Similarly, the strong pseudo onvexity ondition for a fun tion  redu es to
fa; fa; gg > 0; ffa; g; a(r)g > 0 when fa; g = 0
(4.26)

4.2.2 The Carleman estimates

The simplest Carleman estimates for the S hroedinger equation have the form
Theorem 4.19 Let  be a strongly pseudo onvex fun tion with respe t to P in K . Then
 je uj21;

 jeP (x; D)uj2  > 0

whenever u 2 H 1 is supported in K .

120

(4.27)

Note that the j:j1; norm means one derivative in x, one "derivative" in  but only 1=2
derivative in t. While this result is a onsequen e of Theorem 3.1, we again take advantage
of the simple form of the operator to give a simpler proof. This time, however, sin e we do
not want to use mi rolo al analysis, we need to make the additional assumption that the
oe ients are C 2 .
With the substitution v = e u (4.27) to
 jv j21;

 jP (x; D)vj2  > 0

(4.28)

Negle ting the lower order terms we an de ompose P as usual into a part with real prin ipal
symbol and one with purely imaginary prin ipal symbol,
P (x; D;  ) = Pr (x; ;  ) + 2Pi (x;  )

Here

Pr (x; ;  ) = it

A(t; x; x )  2 a(t; x; r) = it

i aij j

 2 i aij j

with prin ipal symbol

pr (x; ;  ) = s + a(t; x;  )  2 a(t; x; rx ) = s + Re a(x;  + i r)
Pi (x; D) = i aij j + i aij j

with prin ipal symbol

pi (x;  ) = ii aij j = i(2 ) 1 Im a(x;  + i r)

The inequality (4.27) is a onsequen e of the following

Proposition 4.20 For large enough  ,

Re

< P (x; ;  )v; 2P2 (x; ;  )v > j(; x )v j2 +  jP2 v j2 )

(4.29)

whenever u 2 H 2 is supported in K .

Proof :

The inequality (4.29) redu es to

j(; x )v j2  B (v; v ) = djPi v j2 + 2Re < Pr (x; ;  )v; P2 (x; ;  )v >

121

(4.30)

To prove this, we do a simple integration by parts. Modulo lower order terms we get
B (v; v ) =< bij (x)i v; j v > + < bi i v; v > +b0 < v; v >

The symbol of B is
and is given by

b(x; ;  ) = bij i j + bi i  + b0  2
b(x; ;  ) = djai j2 +

1 far ; ai g
i

In order to get (4.30) it su es to hoose d so that the symbol b(x; ;  ) is a positive denite
quadrati form in ;  . The strong pseudo onvexity ondition for  (4.26) insures that this
an be done.
The estimate (4.19), however, does not take advantage of the anisotropi stru ture of
the operator P . An additional anisotropi feature is that the weight fun tion an be hosen
to be a uto fun tion in time. Consequently, the orresponding Carleman estimates are
lo alized in time.
To give an example, let (x) be a negative weight fun tion whi h is strongly pseudo onvex
with respe t to P at time t = 0. Then hoose  small and
1
g (t) =
1 t2  2
Then Theorem 3.62 implies that the following estimate holds
 je(x)g(t) uj21;

 je(x)g(t) P (x; D)uj2  > 0

(4.31)

whenever u 2 H 1(K ).
If  above is allowed to be positive then the weight fun tion ould blow up. For instan e,
the following estimate holds:




(4.32)
The important feature of this estimate is that it holds for all u 2 H 1 with ompa t
support in K for whi h the RHS is nite. This in turns implies that the LHS is nite and
in parti ular that u vanishes when t = 0,  > 0.
Introdu ing a uto fun tion in this estimate, as in Theorem 3.63, yields
 je jtj uj21;

 je jtj P (x; D)uj2  > 0

122

(4.33)
Assume now that K is a domain with boundary. For simpli ity take K to be a ilynder
K =
 [ ;  with boundary K = [ ; .
Then the following estimates hold for solutions to boundary value problems:
a) No boundary onditions, no restri tion on :
 j2 e(x)g(t) uj21;

 je(x)g(t) uj21;

 (j2e(x)g(t) P (x; D)uj2 +  2 je(x)g(t) uj2  > 0

 (je(x)g(t) P (x; D)uj2 +  je(x)g(t) uj2;1; +  je(x)g(t)  uj2 )  > 0 (4.34)

b) No boundary onditions,   < 0:

 je(x)g(t) uj21; +  je(x)g(t)  uj2  (je(x)g(t) P (x; D)uj2 +  je(x)g(t) uj2;1; )  > 0

(4.35)

) Neuman boundary ondition  u = 0, no restri tion on :

 je(x)g(t) uj21;

 (je(x)g(t) P (x; D)uj2 + je(x)g(t) uj2X == + 3 je(x)g(t) uj2;1; )  > 0 (4.36)

1 2
1 2

d) Neuman boundary ondition  u = 0,   < 0:

 je(x)g(t) uj21;

 je(x)g(t) P (x; D)uj2

(4.37)

e) All these estimates remain valid if one inserts the uto fun tion as in (4.31).

4.2.3 Unique ontinuation

The lassi al form of the unique ontinuation result is:

Theorem 4.21 a) Assume that   K is strongly pseudo onvex with respe t to P . Then
UCP holds for H 1 solutions u to P (x; D)u = 0.
b) Assume in addition that bi 2 W 1;n . Then UCP holds for L2 solutions u to P (x; D)u =
0.

The anisotropi version of the unique ontinuation result is lo alized at time t = 0:

123

Theorem 4.22 a) Assume that   K \ ft = 0g is strongly pseudo onvex with respe t to

P . Then AUCP holds for H 1 solutions u to P (x; D)u = 0.
b) Assume in addition that bi 2 W 1;n. Then AUCP holds for L2 solutions u to P (x; D)u =
0.

If the oe ients have some partial analyti ity then the results are better. The following
example is perhaps the most important:
Theorem 4.23 Assume that the oe ients of P are time-independent. Let   K \ft = 0g
be non hara teristi .
a)Then UCP holds for H 1 solutions u to P (x; D)u = 0.
b) Assume in addition that bi 2 W 1;n . Then UCP holds for L2 solutions u to P (x; D)u =
0.

The above results lead one to the following

Conje ture 4.2.1 Assume that the oe ients of P are time-independent. Then a weak
anisotropi SUCP holds, i.e. if u solves P u = 0 and vanishes of su iently high order at
some (x0 ; t0 ) then u = 0 at t = t0 .

Clearly it is insu ient to assume only that u vanishes of innite order at a point. For
instan e if one onsiders the Cau hy problem for the S hroedinger equation with initial data
at t = 0 supported away from x = 0 and as smooth as possible then the orresponding
solutions ould vanish near 0 of order e jtj  for any  < 1. One is thus led to a minimal
assumption that u vanishes at least like e1=(jtj+x ) at (0; 0) in order to hope to get SUCP.
Now look at boundary value problems. Suppose K =
 [ ; . Then K = [ ; .
The main result for the Neuman problem is
2

Theorem 4.24 Let  be an oriented non hara teristi surfa e.

a) Assume that S \ K is strongly pseudo onvex with respe t to R (on K ) and that
  < 0. Then AUCP holds for H 1 solutions u to P (x; D)u = 0,  u = 0.
b) Assume in addition that bi 2 W 1;n. Then AUCP holds for L2 solutions u to P (x; D)u =
0,  u = 0.

For the Diri hlet problem we have

124

Theorem 4.25 Let  be an oriented non hara teristi surfa e.

a) Assume that S \ K is strongly pseudo onvex with respe t to R (on K ) and that
  < 0. Then AUCP holds for H 1 solutions u to P (x; D)u = 0,  u = 0.
b) Assume in addition that bi 2 W 1;n. Then AUCP holds for L2 solutions u to P (x; D)u =
0,  u = 0.

4.2.4 Continuation of regularity

The result inside the domain is

Theorem 4.26 Assume that the oe ients aij are C 1 , bj are L1 \ W 1;n and is Ln . Let
 = f = 0g be an oriented C 2 hypersurfa e whi h is strongly pseudo onvex with respe t to
P , and x0 2 . Let u 2 L2 (K ) solve P (x; D)u =2 L2 near x0 . If there exists a neighbourhood
1 (V \ f > 0g) then u is H 1 in a neighbourhood of x .
V of x0 su h that u 2 Hlo
0

4.3 The plate equation

Consider the plate operator
P

= t2 (

n
X

i;j =1

aij i j )2 + l:o:t:

with C 1 oe ients in a set K  Rn  R so that the boundary dk is not "time-like", i.e.

dt 6 2N (K ). For most appli ations, the ase when K is a ylinder K =
 R is su ient.

4.3.1 Carleman estimates

The prin ipal symbol of P is

p(t; x; s;  ) = s2 + l2 (t; x;  ))

We an fa tor it as
p(t; x; s;  ) =

(s + l(t; x;  ))(s l(t; x;  )) =

p1 p2

The trouble is that for any fun tion  the symbols of the two onjugated operators
p1 = s + l(t; x;  + i rx ); p2 = s l(t; x;  + i rx )

125

 an vanish simultaneously. The good news is that this an only happen when s = 0 and
 > 0. Furthermore, in that region we have
fp1 ; g 6= 0

Consequently, Theorem 3.67 implies the Carleman estimate

jeuj23;  jeP uj2

(4.38)

where the onstant an be made arbitrarily small by appropriately modifying .

The plate equation is also anisotropi , therefore we an use weight fun tions whi h are
uto in time:
(4.39)
Sin e the orresponding estimates with uto fun tion are used only to study regularity
questions, we negle t altogether what happens in the region  > 0. When  = 0 there are
no multiple hara teristi s, therefore we get
je(x)g(t) uj23;  je(x)g(t) P uj2

(4.40)
Next we dis uss the types of boundary ondition whi h satisfy the strong Lopatinskii
ondition.
A.    0. Then p0 ould have degree 4 therefore in order for the strong Lopatinskii
ondition to be fullled one needs to use all the Cau hy data on the boundary.
Things get a little better when we are only on erned with the regularity issue. Then
the strong Lopatinskii ondition needs to be fullled only when  = 0.
If  = 0 then we have
1;2;3;4 = (ij~0 j2 + jsj)1=2 ; ( j~0 j2 + jsj)1=2 ;
(4.41)
 j2 e uj23;

Hen e

 (j2eP uj2 +  3 juj22; )

(n 1 )(j~j2 jsj) if jsj  j~0j2

(n 1 )(n 3 ) if jsj < j~0j2
Consequently, at least three boundary onditions are ne essary. A simple omputation
shows that
p0 =

126

Theorem 4.27 any three of the four standard boundary onditions

B0;1;2;3 u = u;

u
;


u

u; 

will do. Other boundary onditions are left to the reader.

B.   > 0.
Then p0 has degree at most 2.
On the boundary onsider several types of boundary onditions.
a) B1 = I; B2 = n u.
b) B1 = I; B2 = L
) B1 = I; B2 =  L
d) B1 =  ; B2 = L
where L = Pni;j=1 aij i j .
Then we have
Theorem 4.28 Consider the plate equation in K with boundary onditions as in (a),(b),( )
or (d) on K . Then the strong Lopatinskii ondition with respe t to d is fullled at some
x 2 K i   < 0.

Other types of boundary onditions are left for the interested reader.
Proof : Sin e we have only two boundary onditions, for the SLC to be fullled it
is ne essary for p0 to have degree at most 2. Then the ne essity of the ondition   < 0
follows as in the similar proof for the wave equation.
For the su ien y, we pro eed in a similar manner. We an nd lo al oordinates near
the boundary so that K = fxn = 0g and l(x;  ) = n2 + r(x;  0) where r is a se ond order
ellipti tangential symbol.
A. The ase  = 0. The symbol of P in the new oordinates is
p(x;  ) = s2

(n2 + r)2

where s is the time dual variable.

Sin e p0 has degree at most 2, it divides a polynomial of the form
p1 (x;  ) = (n

127

)(n

where ;  are the two roots of p(x;  ), as a polynomial in n, with positive imaginary part
if jsj < r, and one real and one imaginary root of p otherwise. To set the notations, assume
that  is a root for n2 + jsj + r(x;  0) and  for n2 jsj + r(x;  0).
It su es to prove that b1 ; b2 are omplete modulo p1 . This is straightforward in ase
(a). In ase (b) this is equivalent to  +  6= 0 whi h is lear sin e  +  has positive
imaginary part. In ase ( ), the same ondition leads to r  + ( +  )2 6= 0. But
r = r=2 + r=2 = (2 + jsj)=2 ( 2 jsj)=2 therefore this is is equivalent to ( +  )2 6= 0
whi h is lear from ase (b). Finally, in ase (d) we are led again to the ondition (+ )2 6= 0.
The same arguments apply in the ase  > 0, q.e.d.
C. The weak Lopatinskii ondition. As usual, if   = 0 then some weak Lopatinskii
ondition ould hold. As it turns out, this happens for instan e for the boundary ondition
(B0; B2 ).
If we restri t ourselves to  = 0 then we also get the boundary ondition (B0 ; B1).

4.3.2 Unique ontinuation and ontinuation of regularity

Same results as usual.

4.4 Paraboli equations

4.5 Coupled hyperboli equations
Let P1 ; P2 be two se ond order hyperboli operators, and Q1 ; Q2 be rst order operators. We
now want to investigate the unique ontinuation problem for the weakly oupled system
(
P1 (x; D)u1 = Q1 u2
(4.42)
P2 (x; D)u2 = Q2 u1
Start with the Carleman estimates for the orresponding inhomogeneous system
(
P1 (x; D)u1 = Q1 u2 + f1
(4.43)
P2 (x; D)u2 = Q2 u1 + f2
Suppose  is a strongly pseudo onvex fun tion with respe t to both P 1 and P 2. Then the
Carleman estimates applied to ea h of the equations yield
 je u1j21;

 (jef1j2 + ju2j21; )

128

 je u2j21;

 (jef2j2 + ju1j21; )

Summing up these relations yields, for su iently large  ,

 je u1 j21; +  je u2j21;

 (jef1j2 + jef2j2)

This leads to the following unique ontinuation result:

Theorem 4.29 Let  be an oriented surfa e whi h is strongly pseudo onvex with respe t to

both P1 and P2 . Then UCP holds for H 1 solutions u to (4.42).

The orresponding result on ontinuation of regularity holds as well:

Theorem 4.30 Let  = f = 0g be an oriented surfa e whi h is strongly pseudo onvex with
respe t to both P1 and P2 . Let x0 2 . Suppose u 2 L2 solves (4.43), with f 2 L2 .
If u is H 1 in f > 0g near x0 then u is H 1 near x0 .
Next, onsider the ase when the oe ients of P 1; P 2; Q1; Q2 are time independent.
Suppose  is non hara teristi with respe t to both P 1 and P 2. Then we an represent it
as  = f = 0g where  is strongly pseudo onvex with respe t to both P 1 and P 2 in the set
fs = 0g (here s is the time Fourier variable). Consequently, we an apply Theorem 3.32 to
ea h of the equations to get
 jQ (D; x)u1 j21;

 (jQ(D; x)f1 j20 + jQ(D; x)u2j21; + je ( ) uj21;

(4.44)

 jQ (D; x)u2j21;

 (jQ(D; x)f2j20 + jQ(D; x)u1j21; + je ( ) u2j21;

(4.45)

Summing them we get, for su iently large 

 jQ (D; x)uj21;

 (jQ(D; x)f j20 + je ( ) uj21; )

This estimate leads to the following unique ontinuation result:

(4.46)

Theorem 4.31 Assume that the oe ients of P 1 ; P 2; Q1 ; Q2 are time independent. Let 
be an oriented surfa e whi h is non hara teristi with respe t to both P1 and P2 . Then UCP
holds for H 1 solutions u to (4.42).

129

4.6 Maxwell's equations

We onsider here Maxwell's equations in an isotropi but possibly inhomogeneous medium,
8 E
 = url H
>
>
<  tH = url E
t
>

E
=0
>
:

(4.47)

H = 0

Here (x); (x) are the permittivity, respe tively the magneti permeabillity of the medium.
Consider also the orresponding inhomogeneous equations
8 E
 = url H + f
>
>
<  tH = url E + g
t
>

E = f1
>
:

H = g1

(4.48)

Sin e the oe ients are inherently time independent, we are parti ularly interested in
Holmgreen type unique ontinuation results.
First un ouple the equations for E and H . For E we have
Ett = url  1 url E + ft + url  1 g

E = f1

whi h further gives

E =
E

r(ln )  url E + r(r(ln )
E )ft +  url  1g + r 1 g1

and a similar equation for H .

But this is a system of weakly oupled hyperboli equations, therefore we an argue as
in the previous se tion, namely use Carleman estimates on ea h omponent and then sum
them up.
Thus, if  is a fun tion whi h is strongly pseudo onvex with respe t to the operator
P (x; D) = t2

then the following estimate holds:

 (je E j21; + je E j21; )  (je f j21; + je g j21; + je f1 j21; + je g1 j21; )

130

(4.49)

The similar estimate one energy level lower is perhaps simpler:

 (je E j2 + je E j2 )  (je f j2 + jeg j2 + je f1 j2 + je g1 j2 )

(4.50)

Consequently, we obtain the following unique ontinuation result:

Theorem 4.32 Let  be an oriented surfa e whi h is strongly pseudo onvex with respe t to
P . Then UCP holds for L2 solutions u to (4.47).

The orresponding result on ontinuation of regularity follows from the analogue Carleman estimates with uto:
Theorem 4.33 Let  = f = 0g be an oriented surfa e whi h is strongly pseudo onvex with
respe t to P . Let x0 2 . Suppose u 2 L2 solves (4.43), with f; g; f1 ; g1 2 H 1 .
If u is H 1 in f > 0g near x0 then u is H 1 near x0 .

Let now  be a strongly pseudo onvex with respe t to both P 1 and P 2 in the set fs = 0g
(here s is the time Fourier variable). Sin e the oe ients are time independents, we an
apply Theorem 3.32 to ea h of the equations and then sum them up to get
 (jQ E j2 + jQ E j2 )  (jQ f j2 + jQ g j2 + jQ f1 j2 + jQ g1 j2 ) + (je ( ) E j2 + je ( ) E j2 )

This estimate leads to the following unique ontinuation result:

Theorem 4.34 Let
to (4.42).

 be a non hara teristi surfa e.

131

(4.51)

Then UCP holds for L2 solutions u

132

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