We prove a subelliptic estimate for systems of complex vector fields under some assumptions that generalize the essential pseudoconcavity for $CR$ manifolds and Hörmander's bracket condition for real vector fields. Applications are given to prove the hypoellipticity of first order systems and second order partial differential operators. Finally we describe a class of compact homogeneous CR manifolds for which the distribution of $(0,1)$ vector fields satisfies a subelliptic estimate. v2: minor revision, to appear in Ann. Inst. Fourier
We discuss the polar in symbol space to hypoelliptic and partially hypoelliptic operators, assuming a transmission property related to a rectifiable boundary and using a representation based on two scalar products.
This study is an attempt at generalizing the class of partially hypoelliptic differential operators to a class of pseudodifferential operators, Symbol ideals are formed on the set of lineality and we discuss suitable topologies that allow the generalizations.
This article studies the global hypoellipticity of a class of overdetermined systems of pseudo-differential operators defined on the torus. The main goal consists in establishing connections between the global hypoellipticity of the system and the global hypoellipticity of its normal form. It is proved that an obstruction of number-theoretical nature appears as a necessary condition to the global hypoellipticity. Conversely, the sufficiency is approached ana\-lyzing three types of hypotheses: a Hörmander condition, logarithmic growth and super-logarithmic growth.
This article gives a fundamental discussion on variable coefficients, self-adjoint, formally partially hypoelliptic differential operators. A generalization of the results to pseudo differential operators, is given in a following article in ArXiv. Close to N. Nilsson "Some estimates for spectral functions connected with formally hypoelliptic differential operators" in Arkiv för matematik ,10, 1972, we give a construction and estimates for a fundamental solution to the operator in a suitable topology. We further give estimates of the corresponding spectral kernel.
The aim of this work is to develop a global calculus for pseudo-differential operators acting on suitable algebras of generalized functions. In particular, a condition of global hypoellipticity of the symbols gives a result of regularity for the corresponding pseudo-differential equations. This calculus and this frame are proposed as tools for the study in Colombeau algebras of partial differential equations globally defined on $\mathbb{R}^n$.
We give an index formula for the class of all *-maximally hypoelliptic differential operators on any closed manifold with vector bundle coefficients, generalising previous index formulas by Atiyah-Singer and van Erp. Using this formula, we give new explicit index computations for Hormander's sum of squares operators of arbitrary rank.
In this paper we give several global characterisations of the Hormander class of pseudo-differential operators on compact Lie groups. The result is applied to give criteria for the ellipticity and the global hypoellipticity of pseudo-differential operators in terms of their matrix-valued full symbols. Several examples of the first and second order globally hypoelliptic differential operators are given. Where the global hypoelliptiticy fails, one can construct explicit examples based on the analysis of the global symbols.
We investigate microlocal properties of partial differential operators with generalized functions as coefficients. The main result is an extension of a corresponding (microlocalized) distribution theoretic result on operators with smooth hypoelliptic symbols. Methodological novelties and technical refinements appear embedded into classical strategies of proof in order to cope with most delicate interferences by non-smooth lower order terms. We include simplified conditions which are applicable in special cases of interest.
We show that an obstruction of number-theoretical nature appears as a necessary condition for the global hypoellipticity of the pseudo-differential operator $L=D_t+(a+ib)(t)P(D_x)$ on $\mathbb{T}^1_t\times\mathbb{T}_x^{N}$. This condition is also sufficient when the symbol $p(ξ)$ of $P(D_x)$ has at most logarithmic growth. If $p(ξ)$ has super-logarithmic growth, we show that the global hypoellipticity of $L$ depends on the change of sign of certain interactions of the coefficients with the symbol $p(ξ).$ Moreover, the interplay between the order of vanishing of coefficients with the order of g…
We prove weighted $L^p$-Liouville theorems for a class of second order hypoelliptic partial differential operators $\mathcal{L}$ on Lie groups $\mathbb{G}$ whose underlying manifold is $n$-dimensional space. We show that a natural weight is the right-invariant measure $\check{H}$ of $\mathbb{G}$. We also prove Liouville-type theorems for $C^2$ subsolutions in $L^p(\mathbb{G},\check{H})$. We provide examples of operators to which our results apply, jointly with an application to the uniqueness for the Cauchy problem for the evolution operator $\mathcal{L}-\partial_t$.
We study ultradistributional boundary values of zero solutions of a hypoelliptic constant coefficient partial differential operator $P(D) = P(D_x, D_t)$ on $\mathbb{R}^{d+1}$. Our work unifies and considerably extends various classical results of Komatsu and Matsuzawa about boundary values of holomorphic functions, harmonic functions and zero solutions of the heat equation in ultradistribution spaces. We also give new proofs of several results of Langenbruch [23] about distributional boundary values of zero solutions of $P(D)$.
Boundary conditions for Bismut's hypoelliptic Laplacian which naturally correspond to Dirichlet and Neumann boundary conditions for Hodge Laplacians are considered. Those are related with specific boundary conditions for the differential and its various adjoints. Once the closed realizations of those operators are well understood, the commutation of the differential with the resolvent of the hypoelliptic Laplacian is checked with other properties like the PT-symmetry, which are important for the spectral analysis.
We study the null-controllability of parabolic equations associated to a general class of hypoelliptic quadratic differential operators. Quadratic differential operators are operators defined in the Weyl quantization by complex-valued quadratic symbols. We consider in this work the class of accretive quadratic operators with zero singular spaces. These possibly degenerate non-selfadjoint differential operators are known to be hypoelliptic and to generate contraction semigroups which are smoothing in specific Gelfand-Shilov spaces for any positive time. Thanks to this regularizing effect, we pr…
In this paper, we show the nonexistence results for the Kirchhoff elliptic, parabolic, and hyperbolic type equations on the Heisenberg groups. Also, the pseudo-parabolic and pseudo-hyperbolic equations of the Kirchhoff-type are under consideration. To prove these results we use the test function method. In addition, the analogous results are transferred to the cases of systems. Also, we give some examples of non-local nonlinearities.
We consider nonnegative solutions $u:Ω\longrightarrow \mathbb{R}$ of second order hypoelliptic equations \begin{equation*} \mathscr{L} u(x) =\sum_{i,j=1}^n \partial_{x_i} \left(a_{ij}(x)\partial_{x_j} u(x) \right) + \sum_{i=1}^n b_i(x) \partial_{x_i} u(x) =0, \end{equation*} where $Ω$ is a bounded open subset of $\mathbb{R}^{n}$ and $x$ denotes the point of $Ω$. For any fixed $x_0 \in Ω$, we prove a Harnack inequality of this type $$\sup_K u \le C_K u(x_0)\qquad \forall \ u \ \mbox{ s.t. } \ \mathscr{L} u=0, u\geq 0,$$ where $K$ is any compact subset of the interior of the $\mathscr{L}$-propag…
The present paper aims to generalize the Schauder estimate for a class of higher-order hypo-elliptic operators. The results in the present paper apply to parabolic equations of higher order and, for example, operators like $\partial_t^2-\partial_x^3$. Generalization to systems is also directly obtained.
We study the convergence rate to equilibrium for a family of Markov semigroups $\{\mathcal{P}_t^ε\}_{ε> 0}$ generated by a class of hypoelliptic stochastic differential equations on $\mathbb{R}^d$, including Galerkin truncations of the incompressible Navier-Stokes equations, Lorenz-96, and the shell model SABRA. In the regime of vanishing, balanced noise and dissipation, we obtain a sharp (in terms of scaling) quantitative estimate on the exponential convergence in terms of the small parameter $ε$. By scaling, this regime implies corresponding optimal results both for fixed dissipation and lar…
This article presents an investigation on the global hypoellipticity problem for systems belonging to the class $P = D_t + Q(t,D_x)$, where $Q(t,D_x)$ is a $m\times m$ matrix with entries $c_{j,k}(t)Q_{j,k}(D_x)$. The coefficients $c_{j,k}(t)$ are smooth, complex-valued functions on the torus $\mathbb{T} \simeq \mathbb{R}/2π\mathbb{Z}$ and $Q_{j,k}(D_x)$ are pseudo-differential operators on $ \mathbb{T}^n$. The approach consists in establishing conditions on the matrix symbol $Q(t,ξ)$ such that it can be transformed into a suitable triangular form $Λ(t,ξ) + \mathcal{N}(t,ξ)$, where $Λ(t,ξ)$ is…
Certain second-order partial differential operators, which are expressed as sums of squares of real-analytic vector fields in $\Bbb R^3$ and which are well known to be $C^\infty$ hypoelliptic, fail to be analytic hypoelliptic.
We extend the classical regularity theorem of elliptic operators to maximally hypoelliptic differential operators. More precisely, given vector fields $X_1,\ldots,X_m$ on a smooth manifold which satisfy Hörmander's bracket generating condition, we define a principal symbol for \textit{any} linear differential operator. Our symbol takes into account the vector fields $X_i$ and their commutators. We show that for an arbitrary differential operator, its principal symbol is invertible if and only if the operator is maximally hypoelliptic. This answers affirmatively a conjecture due to Helffer and …
The recent example of Hanges: $P = \partial_t^2 + t^2Δ_x + \partial^2_{θ(x)}$ in $R^3$ is analytic hypoelliptic in the sense of germs but not in the strong sense in any neighborhood of the origin. And its characteristic variety is non-symplectic. We give a purely $L^2,$ and hence quite flexible, proof of this result and generalizations, and link it to, and contrast it with, the celebrated Baouendi-Goulaouic operator. We point out that the results are consistent with the conjecture of Treves.
In this paper we study nonlocal equations driven by the fractional powers of hypoelliptic operators in the form $$\mathscr K u = \mathscr A u - \partial_t u \overset{def}{=} \operatorname{tr}(Q \nabla^2 u) + <BX,\nabla u> - \partial_t u,$$ introduced by Hörmander in his 1967 hypoellipticity paper. We show that the nonlocal operators $(-\mathscr K)^s$ and $(-\mathscr A)^s$ can be realized as the Dirichlet-to-Neumann map of doubly-degenerate extension problems. We solve such problems in $L^\infty$, and in $L^p$ for $1\leq p<\infty$ when $\operatorname{tr}(B)\geq 0$. In forthcoming works we use s…
We establish the well-posedness of stochastic differential equations possessing degenerate diffusions and singular drifts. We prove that SDEs defined on the homogeneous Carnot group, whose hypoelliptic diffusion part is given by the horizontal Brownian motion, admit a unique strong solution for a large class of singular drifts. It considerably generalizes the classical well-posedness results of singular SDEs with non-degenerate diffusions. It also provides an intermediate result between the Cauchy-Lipschitz theorem in ordinary differential equations and the result proved by Krylov and Röckner …
Let $L_j = \partial_{t_j} + (a_j+ib_j)(t_j) \partial_x, \, j = 1, \dots, n,$ be a system of vector fields defined on the torus $\mathbb{T}_t^{n}\times\mathbb{T}_x^1$, where the coefficients $a_j$ and $b_j$ are real-valued functions belonging to the Gevrey class $G^s(\mathbb{T}^1)$, with $s>1$. In this paper we were able to characterize the global $s-$hypoellipticity of this system in terms of Diophantine approximations and the Nirenberg-Treves condition (P).
We introduce a class of time-periodic Gelfand-Shilov spaces of functions on $\mathbb{T} \times \mathbb{R}^n$, where $\mathbb{T} \sim \mathbb{R} /2π\mathbb{Z}$ is the one-dimensional torus. We develop a Fourier analysis inspired by the characterization of the Gelfand-Shilov spaces in terms of the eigenfunction expansions given by a fixed normal, globally elliptic differential operator on $\mathbb{R}^n$. In this setting, as an application, we characterize the global hypoellipticity for a class of linear differential evolution operators on $\mathbb{T} \times \mathbb{R}^n$.
This paper is part of a series papers devoted to geometric and spectral theoretic applications of the hypoelliptic calculus on Heisenberg manifolds. More specifically, in this paper we make use of the Heisenberg calculus of Beals-Greiner and Taylor to analyze the spectral theory of hypoelliptic operators on Heisenberg manifolds. The main results of this paper include: (i) Obtaining complex powers of hypoelliptic operators as holomorphic families of Psi_{H}DO's, which can be used to define a scale of weighted Sobolev spaces interpolating the weighted Sobolev spaces of Folland-Stein and providin…
Motivated by applications to stochastic differential equations, an extension of Hörmander's hypoellipticity theorem is proved for second-order degenerate elliptic operators with non-smooth coefficients. The main results are established using point-wise Bessel kernel estimates and a weighted Sobolev inequality of Stein and Weiss. Of particular interest is that our results apply to operators with quite general first-order terms.
We prove a couple of results concerning pseudodifferential perturbations of differential operators being sums of squares of vector fields and satisfying Hörmander's condition. The first is on the minimal Gevrey regularity: if a sum of squares with analytic coefficients is perturbed with a pseudodifferential operator of order strictly less than its subelliptic index it still has the Gevrey minimal regularity. We also prove a statement concerning real analytic hypoellipticity for the same type of pseudodifferential perturbations, provided the operator satisfies to some extra conditions (see Theo…
Motivated by the problems of analytic hypoellipticity, we show that a special family of compact non self-adjoint operators has a non-zero eigenvalue. We recover old results by Christ,Hanges, Himonas, Pham-The-Lai and Robert proved by using ordinary differential equations. We show our method applies to higher dimensional cases, giving in particular a new class of hypoelliptic but not analytic hypoelliptic operators.
We examine the phenomenon of enhanced dissipation from the perspective of Hörmander's classical theory of second order hypoelliptic operators [31]. Consider a passive scalar in a shear flow, whose evolution is described by the advection-diffusion equation \[ \partial_t f + b(y) \partial_x f - νΔf = 0 \text{ on } \mathbb{T} \times (0,1) \times \mathbb{R}_+ \] with periodic, Dirichlet, or Neumann conditions in $y$. We demonstrate that decay is enhanced on the timescale $T \sim ν^{-(N+1)/(N+3)}$, where $N-1$ is the maximal order of vanishing of the derivative $b'(y)$ of the shear profile and $N=0…
Let $-\im\Lie_\T$ (essentially Lie derivative with respect to $\T$, a smooth nowhere zero real vector field) and $P$ be commuting differential operators, respectively of orders 1 and $m\geq 1$, the latter formally normal, both acting on sections of a vector bundle over a closed manifold. It is shown that if $P+(-i\Lie_\T)^m$ is elliptic then the restriction of $-\im\Lie_\T$ to $\Dom\subset \ker P\subset L^2$ yields a selfadjoint operator $-\im\Lie_\T|_\Dom:\Dom\subset\ker P\to \ker P$ with compact resolvent ($\Dom$ is specified carefully). It is also shown that, in the presence of an additiona…
For about twenty five years it was a kind of folk theorem that complex vector-fields defined on $Ω\times \mathbb R_t$ (with $Ω$ open set in $\mathbb R^n$) by $$ L_j = \frac{\partial}{\partial t_j} + i \frac {\partial ϕ}{\partial t_j}(\t) \frac{\partial}{\partial x}, j=1,..., n, \t\in Ω, x\in \mathbb R ,$$ with $ϕ$ analytic, were subelliptic as soon as they were hypoelliptic. This was the case when $n=1$ but in the case $n>1$, an inaccurate reading of the proof given by Maire (see also Trèves) of the hypoellipticity of such systems, under the condition that $ϕ$ does not admit any local maximum …
For a class of non-selfadjoint semiclassical pseudodifferential operators with double characteristics, we study bounds for resolvents and estimates for low lying eigenvalues. Specifically, assuming that the quadratic approximations of the principal symbol of the operator along the double characteristics enjoy a partial ellipticity property along a suitable subspace of the phase space, namely their singular space, we establish semiclassical hypoelliptic a priori estimates with a loss of the full power of the semiclassical parameter, giving a localization for the low lying spectral values of the…
In this work, Holder continuity is obtained for solutions to the nonlocal kinetic Fokker-Planck Equation, and to a family of related equations with general integro-differential operators. These equations can be seen as a generalization of the Fokker-Planck Equation, or as a linearization of non-cutoff Boltzmann. Difficulties arise because our equations are hypoelliptic, so we utilize the theory of averaging lemmas. Regularity is obtained using De Giorgi's method, so it does not depend on the regularity of initial conditions or coefficients. This work assumes stronger constraints on the nonloca…
This article is concerned with quantitative unique continuation estimates for equations involving a "sum of squares" operator $\mathcal{L}$ on a compact manifold $\mathcal{M}$ assuming: $(i)$ the Chow-Rashevski-Hörmander condition ensuring the hypoellipticity of $\mathcal{L}$, and $(ii)$ the analyticity of $\mathcal{M}$ and the coefficients of $\mathcal{L}$. The first result is the tunneling estimate $\|φ\|_{L^2(ω)} \geq Ce^{- λ^{\frac{k}{2}}}$ for normalized eigenfunctions $φ$ of $\mathcal{L}$ from a nonempty open set $ω\subset \mathcal{M}$, where $k$ is the hypoellipticity index of $\mathcal…
We study hypoelliptic stochastic differential equations (SDEs) and their connection to degenerate-elliptic boundary value problems on bounded or unbounded domains. In particular, we provide probabilistic conditions that guarantee that the formal stochastic representation of a solution is smooth on the interior of the domain and continuously approaches the prescribed boundary data at a given boundary point. The main general results are proved using fine properties of the process stopped at the boundary of the domain combined with hypoellipticity of the operators associated to the SDE. The main …
In this paper we prove a short time asymptotic expansion of a hypoelliptic heat kernel on an Euclidean space and a compact manifold. We study the "cut locus" case, namely, the case where energy-minimizing paths which join the two points under consideration form not a finite set, but a compact manifold. Under mild assumptions we obtain an asymptotic expansion of the heat kernel up to any order. Our approach is probabilistic and the heat kernel is regarded as the density of the law of a hypoelliptic diffusion process, which is realized as a unique solution of the corresponding stochastic differe…
The main goal of this paper is to address global hypoellipticity issues for the following class of operators: $L = D_t + C(t,x,D_x)$, where $(t,x) \in \mathbb{T} \times M$, $\mathbb{T}$ is the one-dimensional torus, $M$ is a closed manifold and $C(t,x,D_x)$ is a first order pseudo-differential operator on $M$, smoothly depending on the periodic variable $t$. In the case of separation of variables, namely, $C(t,x,D_x) = a(t)p(x,D_x)+ib(t)q(x,D_x)$, we give necessary and sufficient conditions for the global hypoellipticity of $L$. In particular, we show that, under suitable conditions, the famou…
This memoir deals with the hypoelliptic calculus on Heisenberg manifolds, or Heisenberg calculus. The Heisenberg manifolds generalize CR and contact manifolds and in this context the main differential operators at stake include the Hörmander's sum of squares, the Kohn Laplacian, the horizontal sublaplacian and its conformal powers and the contact Laplacian. These operators cannot be elliptic and the relevant pseudodifferential calculus to study them is provided by the Heisenberg calculus. The aim of this monograph is threefold. First, we give an intrinsic approach to the Heisenberg calculus by…
In this paper we consider a class of hypoelliptic second-order partial differential operators $\mathcal{L}$ in divergence form on $\mathbb{R}^N$, arising from CR geometry and Lie group theory, and we prove the Strong and Weak Maximum Principles and the Harnack Inequality for $\mathcal{L}$. The involved operators are not assumed to belong to the Hörmander hypoellipticity class, nor to satisfy subelliptic estimates, nor Muckenhoupt-type estimates on the degeneracy of the second order part; indeed our results hold true in the infinitely-degenerate case and for operators which are not necessarily …
We consider a class of second-order partial differential operators $\mathscr A$ of Hörmander type, which contain as a prototypical example a well-studied operator introduced by Kolmogorov in the '30s. We analyze some properties of the nonlocal operators driven by the fractional powers of $\mathscr A$, and we introduce some interpolation spaces related to them. We also establish sharp pointwise estimates of Harnack type for the semigroup associated with the extension operator. Moreover, we prove both global and localised versions of Poincaré inequalities adapted to the underlying geometry.
In this paper we derive a variety of functional inequalities for general homogeneous invariant hypoelliptic differential operators on nilpotent Lie groups. The obtained inequalities include Hardy, Rellich, Hardy-Littllewood-Sobolev, Galiardo-Nirenberg, Caffarelli-Kohn-Nirenberg and Trudinger-Moser inequalities. Some of these estimates have been known in the case of the sub-Laplacians, however, for more general hypoelliptic operators almost all of them appear to be new as no approaches for obtaining such estimates have been available. Moreover, we obtain several versions of local and global wei…
Explicit representations of densities for linear parabolic partial differential equations are useful in order to design computation schemes of high accuracy for a considerable class of diffusion models. Approximations of lower order based on the WKB-expansion have been used in order to compute Greeks in standard models of the interest rate market (cf. [2]). However, it turns out that for higher order approximations another related expansion leads to more accurate schemes. We compute a local explicit formula for a class of parabolic problems and determine a lower bound of the time horizon where…
