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 consider Keldysh-type operators, $ P = x_1 D_{x_1}^2 + a (x) D_{x_1} + Q (x, D_{x'} ) $, $ x = ( x_1, x') $ with analytic coefficients, and with $ Q ( x, D_{x'} ) $ second order, principally real and elliptic in $ D_{x'} $ for $ x $ near zero. We show that if $ P u =f $, $ u \in C^\infty $, and $ f $ is analytic in a neighbourhood of $ 0 $ then $ u $ is analytic in a neighbourhood of $ 0 $. This is a consequence of a microlocal result valid for operators of any order with Lagrangian radial sets. Our result proves a generalized version of a conjecture made by the second author and Lebeau and…
We are concerned with the problem of real analytic regularity of the solutions of sums of squares with real analytic coefficients. Treves conjecture states that an operator of this type is analytic hypoelliptic if and only if all the strata in the Poisson-Treves stratification are symplectic. We produce a model operator, $ P_{1} $, having a single symplectic stratum and prove that it is Gevrey $ s_{0} $ hypoelliptic and not better. See Theorem \ref{th:1} for a definition of $ s_{0} $. We also show that this phenomenon has a microlocal character. We point out explicitly that this is a counterex…
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…
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).
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 prove that if u is a weak solution to a constant coefficient system (with strong ellipticity assumed along the horizontal direction) in a Carnot group (no restriction on the step), then u is actually smooth. We then use this result to develop blow-up analysis to prove a partial regularity result for weak solutions of certain non-linear systems.
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…
We prove that under Hörmander's type conditions on the coefficients of the unobservable component of a partially observable diffusion process the filtering density is infinitely differentiable and can be represented as the integral of an infinitely differentiable kernel against the prior initial distribution. These results are derived from more general results obtained for SPDEs. One the main novelty of the paper is the existence and smoothness of the kernel, another that we allow the coefficients of our partially observable process to be just measurable with respect to the time variable.
Using a standard linearization technique and previously obtained microlocal properties for pseudodifferential operators with smooth coefficients, the authors state results of microlocal regularity in generalized Besov spaces for solutions to non linear PDE.
The paper addresses questions of existence and regularity of solutions to linear partial differential equations whose coefficients are generalized functions or generalized constants in the sense of Colombeau. We introduce various new notions of ellipticity and hypoellipticity, study their interrelation, and give a number of new examples and counterexamples. Using the concept of $\G^\infty$-regularity of generalized functions, we derive a general global regularity result in the case of operators with constant generalized coefficients, a more specialized result for second order operators, and a …
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 …
We give a factorization procedure for a strictly hyperbolic partial differential operator of second order with logarithmic slow scale coefficients. From this we can microlocally diagonalize the full wave operator which results in a coupled system of two first-order pseudodifferential equations in a microlocal sense. Under the assumption that the full wave equation is microlocal regular in a fixed domain of the phase space, we can approximate the problem by two one-way wave equations where a dissipative term is added to suppress singularities outside the given domain. We obtain well-posedness o…
We prove the existence of approximate solutions in the (regular) Denjoy-Carleman sense for some systems of smooth complex vector fields. Such approximate solutions provide a well defined notion of Denjoy-Carleman wave front set of distributions on maximally real submanifolds in complex space which can be characterized in terms of the decay of the Fourier-Bros-Iagolnitzer transform. We also apply the approximate solutions to analyze the Denjoy-Carleman microlocal regularity of solutions of certain systems of first-order nonlinear partial differential equations.
We study strictly hyperbolic partial differential operators of second order with non-smooth coefficients. After modelling them as semiclassical Colombeau equations of log-type we provide a factorization procedure on some time-space-frequency domain. As a result the operator is written as a product of two semiclassical first-order constituents of log-type which approximates the modelled operator microlocally at infinite points. We then present a diagonalization method so that microlocally at infinity the governing equation is equal to a coupled system of two semiclassical first-order strictly h…
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 regularity of partial differential equations with polynomial coefficients in non isotropic Beurling spaces of ultradifferentiable functions of global type. We study the action of transformations of Gabor and Wigner type in such spaces and we prove that a suitable representation of Wigner type allows to prove regularity for classes of operators that do not have classical hypoellipticity properties.
We develop a semiclassical second microlocal calculus of pseudodifferential operators associated to linear coisotropic submanifolds $\mathcal{C}\subset T^* \mathbb{T}^n$, where $\mathbb{T}^n = \mathbb{R}^n / \mathbb{Z}^n$. First microlocalization is localization in phase space $T^* \mathbb{T}^n$; second microlocalization is finer localization near a submanifold of $T^* \mathbb{T}^n$. Our second microlocal operators test distributions on $\mathbb{T}^n$ (e.g., Laplace eigenfunctions) for a coisotropic wavefront set, a second microlocal measure of absence of \emph{coisotropic regularity}. This wa…
We analyze the decay and instant regularization properties of the evolution semigroups generated by two-dimensional drift-diffusion equations in which the scalar is advected by a shear flow and dissipated by full or partial diffusion. We consider both the space-periodic $\mathbb{T}^2$ setting and the case of a bounded channel $\mathbb{T}\times [0,1]$ with no-flux boundary conditions. In the infinite Péclet number limit (diffusivity $ν\to 0$), our work quantifies the enhanced dissipation effect due to the shear. We also obtain hypoelliptic regularization, showing that solutions are instantly Ge…
This is a introductory course focusing some basic notions in pseudodifferential operators ($Ψ$DOs) and microlocal analysis. We start this lecture notes with some notations and necessary preliminaries. Then the notion of symbols and $Ψ$DOs are introduced. In Chapter 3 we define the oscillatory integrals of different types. Chapter 4 is devoted to the stationary phase lemmas. One of the features of the lecture is that the stationary phase lemmas are proved for not only compactly supported functions but also for more general functions with certain order of smoothness and certain order of growth a…
The aim of this paper is to construct (explicit) heat kernels for some hybrid evolution equations which arise in physics, conformal geometry and subelliptic PDEs. Hybrid means that the relevant partial differential operator appears in the form $\mathscr L_1 + \mathscr L_2 - \partial_t$, but the variables cannot be decoupled. As a consequence, the relative heat kernel cannot be obtained as the product of the heat kernels of the operators $\mathscr L_1 - \partial_t$ and $\mathscr L_2 - \partial_t$. Our approach is new and ultimately rests on the generalised Ornstein-Uhlenbeck operators in the op…
We prove Hörmander's type hypoellipticity theorem for stochastic partial differential equations when the coefficients are only measurable with respect to the time variable. The need for such kind of results comes from filtering theory of partially observable diffusion processes, when even if the initial system is autonomous, the observation process enters the coefficients of the filtering equation and makes them time-dependent with no good control on the smoothness of the coefficients with respect to the time variable.
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 …
Kashiwara-Schapira style sheaf theory is used to justify analytic continuability of solutions of a Laplace transformed Schroedinger equation with a small parameter. This partially proves the description of the Stokes phenomenon for WKB asymptotics predicted by Voros in 1983.
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 analyse stability of observability estimates for solutions to wave and Scr\" odinger equations subjected to additive perturbations. The paper generalises the recent averaged observability/control result by allowing for systems consisting of operators of different types. The method also applies to the simultaneous observability problem by which one tries to estimate the energy of each component of a system under consideration. The analysis relies on microlocal defect tools; in particular on standard H-measures, when the main dynamic of the system is governed by the wave operator, while parab…
Let M be a smooth, compact, orientable, weakly pseudoconvex manifold of dimension 3, embedded in C^N (N greater than or equal to 2), of codimension one or more in C^N, and endowed with the induced CR structure. Assuming that the tangential Cauchy-Riemann operator \bar\partial_b has closed range in L^2 in order to rule out the Rossi example, we push regularity up to show \bar\partial_b has closed range in all Sobolev spaces s for s greater than zero. We then use the Szegö projection to show there is a smooth solution to the \bar\partial_b problem given smooth data. The results are obtained via …
In distribution theory the pullback of a general distribution by a $C^{\infty}$-function is well-defined whenever the normal bundle of the $C^{\infty}$-function does not intersect the wavefront set of the distribution. However, the Colombeau theory of generalized functions allows for a pullback by an arbitrary c-bounded generalized function. It has been shown in previous work that in the case of multiplication of Colombeau functions (which is a special case of a $C^{\infty}$ pullback), the generalized wave front set of the product satisfies the same inclusion relation as in the distributional …
We study the regularity properties of the second order linear operator in $\mathbb{R}^{N+1}$: \begin{equation*} \mathscr{L} u := \sum_{j,k= 1}^{m} a_{jk}\partial_{x_j x_k}^2 u + \sum_{j,k= 1}^{N} b_{jk}x_k \partial_{x_j} u - \partial_t u, \end{equation*} where $A = \left( a_{jk} \right)_{j,k= 1, \dots, m}, B= \left( b_{jk} \right)_{j,k= 1, \dots, N}$ are real valued matrices with constant coefficients, with $A$ symmetric and strictly positive. We prove that, if the operator $\mathscr{L}$ satisfies Hörmander's hypoellipticity condition, and $f$ is a Dini continuous function, then the second ord…
We review and extend the description of ultradifferentiable functions by their almost analytic extensions, i.e., extensions to the complex domain with specific vanishing rate of the $\bar \partial$-derivative near the real domain. We work in a general uniform framework which comprises the main classical ultradifferentiable classes but also allows to treat unions and intersections of such. The second part of the paper is devoted to applications in microlocal analysis. The ultradifferentiable wave front set is defined in this general setting and characterized in terms of almost analytic extensio…
We report on recent results and a new line of research at the crossroad of two major theories in the analysis of partial differential equations. The celebrated De Giorgi-Nash-Moser theory shows H{ö}lder estimates and the Harnack inequality for uniformly elliptic or parabolic equations with rough coefficients in divergence form. The theory of hypoellipticity of H{ö}rmander shows, under general "bracket" conditions, the regularity of solutions to partial differential equations combining first and second order derivative operators when ellipticity fails in some directions. We discuss recent exten…
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
This article addresses linear hyperbolic partial differential equations and pseudodifferential equations with strongly singular coefficients and data, modelled as members of algebras of generalised functions. We employ the recently developed theory of generalised Fourier integral operators to construct parametrices for the solutions and to describe propagation of singularities in this setting. As required tools, the construction of generalised solutions to eikonal and transport equations is given and results on the microlocal regularity of the kernels of generalised Fourier integral operators …
In this article, a theory of generalized oscillatory integrals (OIs) is developed whose phase functions as well as amplitudes may be generalized functions of Colombeau type. Based on this, generalized Fourier integral operators (FIOs) acting on Colombeau algebras are defined. This is motivated by the need of a general framework for partial differential operators with non-smooth coefficients and distribution data. The mapping properties of these FIOs are studied, as is microlocal Colombeau regularity for OIs and the influence of the FIO action on generalized wave front sets.
Generalized Fourier integral operators (FIOs) acting on Colombeau algebras are defined. This is based on a theory of generalized oscillatory integrals (OIs) whose phase functions as well as amplitudes may be generalized functions of Colombeau type. The mapping properties of these FIOs are studied as the composition with a generalized pseudodifferential operator. Finally, the microlocal Colombeau regularity for OIs and the influence of the FIO action on generalized wave front sets are investigated. This theory of generalized FIOs is motivated by the need of a general framework for partial diffe…
We introduce a class of embedded CR manifolds satisfying a geometric condition that we call weak $Y(q)$. For such manifolds, we show that dbar-b has closed range on $L^2$ and that the complex Green operator is continuous on $L^2$. Our methods involves building a weighted norm from a microlocal decomposition. We also prove that at any Sobolev level there is a weight such that the complex Green operator inverting the weighted Kohn Laplacian is continuous. Thus, we can solve the dbar-b equation in $C^\infty$.
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 the broken ray transform on $n$-dimensional Euclidean domains where the reflecting parts of the boundary are flat and establish injectivity and stability under certain conditions. Given a subset $E$ of the boundary $\partial Ω$ such that $\partial Ω\setminus E$ is itself flat (contained in a union of hyperplanes), we measure the attenuation of all broken rays starting and ending at $E$ with the standard optical reflection rule applied to $\partial Ω\setminus E$. By localizing the measurement operator around broken rays which reflect off a fixed sequence of flat hyperplanes, we can app…
In this article we show the existence of a random-field solution to linear stochastic partial differential equations whose partial differential operator is hyperbolic and has variable coefficients that may depend on the temporal and spatial argument. The main tools for this, pseudo-differential and Fourier integral operators, come from microlocal analysis. The equations that we treat are second-order and higher-order strictly hyperbolic, and second-order weakly hyperbolic with uniformly bounded coefficients in space. For the latter one we show that a stronger assumption on the correlation meas…
As the title ``Generalized regularity and solution concepts for differential equations'' suggests, the main topic of my thesis is the investigation of generalized solution concepts for differential equations, in particular first order hyperbolic partial differential equations with real-valued, non-smooth coefficients and their characteristic system of ordinary differential equations. In Colombeau theory there have been developed existence results that yield solutions for ordinary and partial differential equations beyond the scope of classical approaches. Nevertheless this comes at the price o…
We construct a time-dependent scattering theory for Schrödinger operators on a manifold $M$ with asymptotically conic structure. We use the two-space scattering theory formalism, and a reference operator on a space of the form $R\times \partial M$, where $\partial M$ is the boundary of $M$ at infinity. We prove the existence and the completeness of the wave operators, and show that our scattering matrix is equivalent to the absolute scattering matrix, which is defined in terms of the asymptotic expansion of generalized eigenfunctions. Our method is functional analytic, and we use no microlocal…
