Grundlehren der mathematischen Wissenschaften 275 A Series of Comprehensive Studies in Mathematics Lars Hérmander The Analysis of Linear Partial Differential Operators IV 6 Springer-Verlag Berlin Heidelberg NewYork TokyoLars Hérmander The Analysis of Linear Partial Differential Operators IV Fourier Integral Operators Springer-Verlag Berlin Heidelberg NewYork TokyoLars Hérmander Mittag-LeMer Institute Auraviigen 17 $-18262 Djursholm Sweden AMS Subject Classification (1980): 35A, G, H, J, L, M, P. $; 47G; S8G. ISBN 3-540-13829-3 Springer-Verlag Berlin Heidelberg New York Tokyo ISBN 0-387-13829-3 Springer-Verlag New York Heidelberg Berlin Tokyo Library of Congress Cataloging in Publication Data (Revised for volume 4) Hormander, Lars The analysis of linear partial differential operators. (Grundlehren der mathematischen Wissenschaften; 256-) Expanded version of the author’s | vol. work: Lincar partul differential operators. Includes bibliographies and indexes. Contents: 1. Distribution theory and Fourier analysis - 2. Differential operators with constant coefficients - 3. Pseudo-dilferential operators ~ 4. Fourier integral operators 1, Differential equations, Partial. 2. Partial differential operators. 1. Title, HI. Series, QA37THSIR 1983 515.7242 83-616 ISBN 0.387-12104-8 (US. v. 1) ‘This work is subject to copyright. All rights are reserved. whether the whole or part of the ‘material is concerned, specifically those of translation, reprinting. re-use of illustrations. broudcasting, reproduction by photocopying machine o similar means, and storage in data banks. Under §54 of the German Copyright Law where copies are made for other than private use a fee is payable to “Verwertungsgeselischaft Wort”, Munich © Springer-Verlag Berlin Hex Printed in Germany bere 1985 ‘Typesetting, printing and bookbinding: Universititsdruckere H. Sturtz AG. Wurzburg 2141/3140-583210Preface to Volumes III and IV The first two volumes of this monograph can be regarded as an expansion and updating of my book “Linear partial differential operators” published in the Grundlehren series in 1963. However, volumes III and IV are almost entirely new. In fact they are mainly devoted to the theory of linear differential operators as it has developed after 1963. Thus the main topics are pseudo-differential and Fourier integral operators with the underlying symplectic geometry. The contents will be discussed in greater detail in the introduction. I wish to express here my gratitude to many friends and colleagues who have contributed to this work in various ways. First I wish to mention Richard Melrose. For a while we planned to write these volumes together, and we spent a week in December 1980 discussing what they should contain. Although the plan to write the books jointly was abandoned and the contents have been modified and somewhat contracted, much remains of our discussions then. Shmuel Agmon visited Lund in the fall of 1981 and generously explained to me all the details of his work on long range scattering outlined in the Goulaouic-Schwartz seminars 1978/79. His ideas are crucial in Chapter XXX. When the amount of work involved in writing this book was getting overwhelming Anders Melin lifted my spirits by offering to go through the entire manuscript. His detailed and constructive criticism has been invaluable to me; I as well as the readers of the book owe him a great debt. Bogdan Ziemian’s careful proofreading has eliminated numerous typographical flaws. Many others have also helped me in my work, and I thank them all. Some material intended for this monograph has already been included in various papers of mine. Usually it has been necessary to rewrite these papers completely for the book, but selected passages have been kept from a few of them. I wish to thank the following publishers holding the copyright for granting permission to do so, namely: Marcel Dekker, Inc. for parts of [41] included in Section 17.2; Princeton University Press for parts of [38] included in Chapter XXVII; D. Reidel Publishing Company for parts of [40] included in Section 26.4; John Wiley & Sons Inc. for parts of [39] included in Chapter XVIII (Here [N] refers to Hérmander (N] in the bibliography.) Finally { wish to thank the Springer-Verlag for all the support I have received during my work on this monograph. Djursholm in November, 1984 Lars HérmanderContents Introduction 2... 2. 2 ee ee ee Chapter XXV. Lagrangian Distributions and Fourier Integral Operators... Spees Sere she ese Summary .. 2... See eeeene ene : 25.1. Lagrangian Distributions... 25.2. The Calculus of Fourier Integral Operators 25.3. Special Cases of the Calculus, and I? Continuity : 25.4. Distributions Associated with Positive Lagrangian Ideals 25.5. Fourier Integral Operators with Complex Phase Notes 2... 2. AAC ceOces ces sce Chapter XXVI. Pseudo-Differential Operators of Principal Type Summary 26.1. Operators with Real Principal Symbols 26.2. The Complex Involutive Case : 26.3. The Symplectic Case 26.4, Solvability and Condition (¥) 26.5. Geometrical Aspects of Condition (P) 266. The Singularities in Ny. . ; 26.7. Degenerate Cauchy-Riemann Operators . 268, The Nirenberg-Treves Estimate Seeeee 269. The Singularities in Nf andin Nf; . 0... 26.10. The Singularities on One Dimensional Bicharacteristics 26.11. A Semi-Global Existence Theorem Notes Chapter XXVII. Subelliptic Operators 2.2... Summary 27.1. Definitions and Main Results se 272. The Taylor Expansion of the Symbol 273. Subelliptic Operators Satisfying (P) 27.4. Local Properties of the Symbol ~ 110 17 24 35 43 52 54 34 s7 73 81 91 7 123 . 134 137 - . 149 . . 161 . 163 . 165 . 165 165 17 178 183Contents VI 275, Local Subelliptic Estimates 6... 202 216. Global Subeliptc Estimates 20... 212 Noir areca sees Ace 219 Chapter XXVIII. Uniqueness for the Cauchy problem . . 220 Summary cr H : . 220 28.1. Calderén’s Uniqueness Theorem 2... 2 220 28.2. General Carleman Estimates... 2. 22. 234 28.3, Uniqueness Under Convexity Conditions. . Le. 2 239 28.4. Second Order Operators of Real Principal Type 2... . 242 Notes ....... i 248 Chapter XXIX. Spectral Asymptotics ©... 0. es. 249 Suomi renee ee eee 249 29.1. The Spectral Measure and its Fourier Transform |. |... 249 29.2. The Case of a Periodic Hamilton Flow... ... . . 263 29.3. The Weyl Formula for the Dirichlet Problem... 2... . 271 NOt Te eg Re Pe 2274 Chapter XXX. Long Range Scattering Theory eee eeee TS Summary 2... ee TEE Z7 30.1. Admissible Perturbations... . 277 30.2. The Boundary Value of the Resolvent, and the Point Spectrum 281 30.3. The Hamilton Flow... 2.2... 0..0004 296 304. Modified Wave Operators . . - 308 30.5. Distorted Fourier Transforms and Asymptotic Completeness. 314 Noa Pees eres rss ese 330 Bibliography 2.2... . See a 32) Indes ee 350 Index of Notation . aaa an aoe . . 352Introduction to Volumes III and IV A great variety of techniques have been developed during the long history of the theory of linear differential equations with variable coefficients. In this book we shall concentrate on those which have dominated during the latest phase. As a reminder that other earlier techniques are sometimes available and that they may occasionally be preferable, we have devoted the introductory Chapter XVII mainly to such methods in the theory of second order differential equations. Apart from that Volumes III and IV are in- tended to develop systematically, with typical applications, the three basic tools in the recent theory. These are the theory of pseudo-differential oper- ators (Chapter XVIII), Fourier integral operators and Lagrangian distri- butions (Chapter XXV), and the underlying symplectic geometry (Chapter XXI). In the choice of applications we have been motivated mainly by the historical development. In addition we have devoted considerable space and effort to questions where these tools have proved their worth by giving fairly complete answers. Pseudo-differential operators developed from the theory of singular in- tegral operators. In spite of a long tradition these played a very modest role in the theory of differential equations until the appearance of Calderon's uniqueness theorem at the end of the 1950’s and the Atiyah-Singer-Bott index theorems in the early 1960's. Thus we have devoted Chapter XXVIII and Chapters XIX, XX to these topics. The early work of Petrowsky on hyperbolic operators might be considered as a precursor of pseudo-differen- tial operator theory. In Chapter XXIII we discuss the Cauchy problem using the improvements of the even older energy integral method given by the calculus of pseudo-differential operators. The connections between geometrical and wave optics, classical me- chanics and quantum mechanics, have a long tradition consisting in part of heuristic arguments. These ideas were developed more systematically by a number of people in the 1960's and early 1970's. Chapter XXV is devoted to the theory of Fourier integral operators which emerged from this. One of its first applications was to the study of asymptotic properties of eigenvalues (eigenfunctions) of higher order elliptic operators. It is therefore discussed in Chapter XXIX here together with a number of later developments which give beautiful proofs of the power of the tool. The study by Lax of the propagation of singularities of solutions to the Cauchy problem was one of2 Introduction the forerunners of the theory. We prove such results using only pseudo- differential operators in Chapter XXIII. In Chapter XXVI the propagation of singularities is discussed at great length for operators of principal type. It is the only known approach to general existence theorems for such oper- ators. The completeness of the results obtained has been the reason for the inclusion of this chapter and the following one on subelliptic operators. In addition to Fourier integral operators one needs a fair amount of symplectic geometry then. This topic, discussed in Chapter XXI has deep roots in classical mechanics but is now equally indispensible in the theory of linear differential operators. Additional symplectic geometry is provided in the discussion of the mixed problem in Chapter XXIV, which is otherwise based only on pseudo-differential operator theory. The same is true of Chapter XXX which is devoted to long range scattering theory. There too the geometry is a perfect guide to the analytical constructs required. The most conspicuous omission in these books is perhaps the study of analytic singularities and existence theory for hyperfunction solutions. This would have required another volume - and another author. Very little is also included concerning operators with double characteristics apart from a discussion of hypoellipticity in Chapter XXII. The reason for this is in part shortage of space, in part the fact that few questions concerning such operators have so far obtained complete answers although the total volume of results is large. Finally, we have mainly discussed single operators acting on scalar functions or occasionally determined systems. The extensive work done on for example first order systems of vector fields has not been covered at all.Chapter XXV. Lagrangian Distributions and Fourier Integral Operators Summary In Section 18.2 we introduced the space of conormal distributions associated with a submanifold ¥ of a manifold X. This is a natural extension of the classical notion of multiple layer on ¥. All such distributions have their wave front sets in the normal bundle of Y which is a conic Lagrangian manifold. In Section 25.1 we generalize the notion of conormal distribution by defining the space of Lagrangian distributions associated with an arbi- trary conic Lagrangian Ac T*(X)\O. This is the space of distributions u such that there is a fixed bound for the order of P, ... Pyu for any sequence of first order pseudo-differential operators P,,....Py with principal symbols vanishing on A. This implies that WF(u)C, when the compositions are defined. Precise results on continuity in the H,, spaces are proved in Section 25.3 when the canonical relation is the graph of a canonical transformation. We also study in some detail the case where the canonical relation projects into T*(X) and T*(Y) with only fold type of singularities. The real valued C% functions vanishing on a Lagrangian c T*(X)\0 form an ideal with dim X generators which is closed under Poisson brackets. We define general Lagrangian ideals by taking complex valued functions in- stead. With suitable local coordinates in X they always have a local system4 XXV, Lagrangian Distributions and Fourier Integral Operators of generators of the form xj OMEY08,, just as in the real case. The ideal is called positive if Im H $0. This condition is crucial in the analysis and turns out to have an invariant meaning. Distributions associated with positive Lagrangian ideals are studied in Sec- tion 25.4, The corresponding Fourier integral operators are discussed in Section 25.5. The results are completely parallel to those of Sections 25.1, 25.2 and 25.3 apart from the fact that for the sake of brevity we do not extend the notion of principal symbol. 25.1. Lagrangian Distributions According to Definition 18.2.6 the space I"(X, Y;) of conormal distribution sections of the vector bundle E is the largest subspace of “HS, 4.4,(X.E), n=dim X, which is left invariant by all first order differential operators tangent to the submanifold ¥. It follows from Theorem 18.2.12 that it is even invariant under all first order pseudo-differential operators from E to E with principal symbol vanishing on the conormal bundle of ¥. The definition is therefore applicable with no change to any Lagrangian manifold: Definition 25.1.1. Let X be a C™ manifold and Ac T*(X)\0 a C¥ closed conic Lagrangian submanifold, E a C™ vector bundle over X. Then the space 1"(X, A;E) of Lagrangian distribution sections of E, of order m, is defined as the set of all we9'(X, E) such that (25.1.1) Ly... Lywe™H', im — nial (X,E) for all N and all properly supported L,e¥'(X: E,E) with principal symbols L° vanishing on A The following lemma allows us to localize the study of "(X, A;E). Lemma 25.1.2. If uel"(X,A;E) then WF(u)cA, and Auel™X,A;E) if Ac¥(X;E,E). Conversely, uel"(X, A:E) if for every (Xo.E9)eT™(X)S0 one can find Ae¥°(X :E,E) properly supported and non-characteristic at (X9.Eo) such that AueI"(X, A;E). Proof. If (xo.E9)¢A we can choose L,,...,Ly in (25.1.1) non-characteristic in a conic neighborhood F and conclude that ueH's in Tif s1, where veS"-"*(IR"), Conversely, the inverse Fourier transform of e~v is in I™(IR", A) if veS™-"'*(IR"). Proof. Choose 7¢C5(IR") equal to 1 in a neighborhood of 0 and define h by h=7Hy where Hyo=(l1—y)H. Then Hy—heY (see the proof of Theo- rem 7.1.22), so Hy—he¥ Thus heS' has the principal symbol H, so it suffices to prove the result with H replaced by h. Set h(¢)=Ch(é)/@é,. The operator h,(D) is convolution with the inverse Fourier transform of h; so it6 —_XXV. Lagrangian Distributions and Fourier Integral Operators is properly supported. Hence (25.1.2) D'T] (x;—h f(D) ue" Hymna) if |Bl=lel for [x;—h{D),D,]=i6,, so commuting the factors D’ we obtain a sum of products of operators of the form (x,—h,(D))D, to which (25.1.1) is applica- ble. Recalling the definition of *H,_,.-,ja) We obtain le T](-D,-Afeyra@Paésc,R2*"; — R>I, |Bl=lal. Rj2cith<2R With the notation a(€)=e7® v(é) this means that J (PRD QP des c,RI", rir islc2R If og(@)=0(RE/R"-"* then J Dra dE SC, aciele2 which by Lemma 7.6.3 gives uniform bounds for D*v, when |é|=1, that is, bounds for |D*v(é)| (1 +|é|)"!-"*"*. The argument can be reversed to prove the last statement in the proposition, for the passage from the operators (x;—h,(D)) D, to the general operators in (25.1.1) can be made by the argument preceding Theorem 18.2.7. A slight modification of the proof gives precise information about the smoothness of elements in J". We state the result directly in a global form, Theorem 25.1.4, If UeI"(X, A) and UcH,g, at (Xo.E0)€ 4, then Uel*(X, A) at (X05 60) F +50 +n/4>0. Proof. Choose Ae ¥°(X) properly supported, non-characteristic at (xg, 9), SO that AUeH,,.,. By Lemma 25.1.2 we have AUe/™. We can choose A so that WF(AU) is in a small conic neighborhood of (xo, 9). Writing u=AU we conclude that it is sufficient to prove that uel" if ueH,,,) and u satisfies the hypotheses in Proposition 25.1.3. With the notation used there we have J WrgQPdESC,, —f_vg(Q)I2dESR-2 MEM, Baloa bible? Let |g|=1 and set Va.g(n)=va(é-+n/R4)R-"*? where 5>0. Then J [D*Vg.(n)l? dn SCR? J Weg? dns CR~?00%m*"4), on inte Now we use the Sobolev inequality IDPVO)?SCy f (EID Vin? +1VONP?)an Inl<1 bales: where s>n/2. This is somewhat more general than (7.6.6) but follows from the same proof, Taking s so large that $6>s9-+m-+n/4 we obtain ID? Vp, (OSCR ens),25.1. Lagrangian Distributions 7 hence [DP vg(E)SC/RIM2 F1BD— Cot mene, \l=1, DPo(ESClepe2ter—eorn2+i80, Yes, For every f we can choose so that the exponent is smaller than p—n/4 —[f|, and then we obtain veS*-"*, hence wel*. We shall now prove that elements in I"(X, A) can also be represented by means of arbitrary phase functions # parametrizing A in the sense of Definition 21.2.15. At first we assume that ¢ is non-degenerate. Proposition 25.1.5. Let $(x,0) be a non-degenerate phase function in an open conic neighborhood of (Xo. O9)eR"x(IR"\0) which parameirizes the Lagrangian manifold A in a neighborhood of (Xo.&); fo=$%(Xo. 9s $olXo.00)=0. If acS"*"-2™/40R" x IR®) has support in the interior of a sufficiently small conic neighborhood I" of (xp,80), then the oscillatory integral (25.1.3) u(x) = (2m) 294 fei) a(x, 8) d8 defines a distribution WET" ,(IR", A). If A= {(H'(@),8)} as in Proposition 25.1.3 then (for |E|>1) (25.1.4) ̮(8)— yr alx, e499 det B|-Fes™="4-! where (x, 8) is determined by $(x, 0) =0, (x, 0)=£, and bo oo ga) Here a(x,6) is interpreted as 0 if there is no such point in I. #8) a(2) is polyhomogeneous if a is. Conversely, every uel"(X, A) with WF(u) in a small conic neighborhood of (Xo,&9) can, modulo C®, be written in the form (25.1.3). In the proof we shall need an extension of Lemma 18.1.18. Lemma 2.1.6. Let [;c1R" x(R\0), j=1,2, be open conic sets and let VU: I, +1; be a C® proper map commuting with multiplication by positive scalars in the second variable. If aeS"(R™ xR") has support in the interior of a compactly based cone Clél or [gl> ClO} In fact, (d(x, )—)Mlé| +181) = f(x) is homogeneous in (é,0) of degree 0 and bounded in C™. If (x,0)esupp a we have IPCMZUE=C,|ONEL+10DZ4 if (OIA is small, FCM 2Z(C310] = [EMI + 14) > C/2 if 11/10) is small. We can therefore apply Theorem 7.7.1 with w=|é|+|4I. Choose yeC3(IRY\0) equal to 1 when 1/C<|0|=0, (xm) = CH"), n> = Hn) so the critical value is 0. Using (7.7.13) we obtain an asymptotic expansion of U. Since y=1 at the critical point, the leading term is (nyt ax, 100% 8485899 [det bl},25.1. Lagrangian Distributions 9 that is, the term displayed in (25.1.4) in view of the homogeneity of det ® already pointed out. The k term will contain another factor t~* and a linear combination of derivatives of a(x,r0) with respect to x, 0, so it is in s"-"*-*. In view of Proposition 18.1.4 it follows that we have an asymptotic series in the sense of Proposition 18.1.3, and this completes the proof of the first part of the proposition. To prove the converse it is by Proposition 25.1.3 sufficient to consider an element wel"(X, A) with v=de™eS"-"* having support in a small conic neighborhood of é). Choose a C map (x,0)/+y(x,0)eIR"\O in a conic neighborhood of (xo,o) such that y is homogeneous of degree 1 and W(x, 0) =?$/ex when 0¢/20=0. Let dol X, 0) = (27) -"4 v0 lx, Ae 4% [det Hl} Sm n= 244 near C, and define uo by (25.1.3) with a replaced by ay. From the first part of the proposition it follows then that u—uyel"-'. Repeating the argument gives a sequence a,eS"*"-?™*~) such that u—ug—...-wjel"F-* if u, is defined by (25.1.3) with a replaced by a). If a is an asymptotic sum of the series Ya; it follows that (25.1.3) is valid modulo C*. The proof is complete. We shall now examine what must be changed in the preceding argument if @ is just a clean phase function. We still have (25.1.6) so only U(é) is important. However, (x,0)-+H(n)— does not satisfy the hypotheses in Theorem 7.7.6. We do know that (locally) C= Ux, 0); 0b (x, 0/00=0} is a manifold of dimension e+n, where e is the excess, and that the composed map C+ AR": (x,0)H4(x,¢,)H+), has surjective differential, hence a fiber C, of dimension e over 7 where H'(n). The critical points of P(x.0) + H(q) — are defined by $=0, d, =n, that is, (x,A)EC,, and dp, =0, d@’,=0 precisely along the tangent space of C,. Note that we have fixed upper and lower bounds for |6| on C, since |@|= 1. We can split the @ variables into two groups 0’, (”" so that the number of 0” variables is e and the projection C,3(x, 0)+0" has bijective differential. Then dg,=0, dd, =0, 0" =0 implies dx=d0=0. Thus the Hessian of $(x,0)+H(y)— f dO" ESM EF MET, Cy