Past exam of the mathematics course of the University of Cambridge / 2012 / iii / Paper 68 (Distribution Theory and Applications)

Use $D_j=-i{\partial }_{x_j}$ and $⟨\xi ⟩=(1+|\xi {|}^2{)}^{1/2}$, so the Fourier transform of $P(D)u$ is $P(\xi )\hat{u}(\xi )$. Write $P_N$ for the homogeneous degree-$N$ part. An elliptic differential operator has $P_N(\xi )\ne 0$ for every real $\xi \ne 0$. By continuity on the unit sphere, $m={\min }_{|\omega |=1}|P_N(\omega )|>0$. The lower-degree terms are bounded by $C|\xi {|}^{N-1}$ for $|\xi |\ge 1$, whencefor sufficiently large $|\xi |$. This proves the high-frequency lower bound for an elliptic polynomial. Degree zero just means a nonzero constant and has no derivative gain.

With the Fourier convention in Question 3, the Sobolev space isThe condition includes that the weighted transform is represented by an $L^2$ function. For open $X$, the Local Sobolev space consists of $u\in {\mathcal{D}}^{\prime }(X)$ for which $\chi u$, extended by zero, belongs to $H^s({\mathbb{R}}^n)$ for every $\chi \in C_c^{\infty }(X)$. We use the elementary Sobolev multiplication by a smooth cutoff fact for every real $s$. It follows from Fourier convolution with the rapidly decreasing $\hat{\chi }$, the weighted inequality $⟨\xi {⟩}^s\lesssim ⟨\xi -\eta {⟩}^{|s|}⟨\eta {⟩}^s$, and the $L^1\ast L^2\to L^2$ convolution bound.

For a compactly supported distribution, continuity on test functions supported in a fixed compact neighborhood gives finite order: for some integer $M$,Insert a compact smooth cutoff function equal to one near the support, times $e^{-ix\cdot \xi }$. The resulting Fourier transform is smooth and satisfies $|\hat{u}(\xi )|\le C^{\prime }⟨\xi {⟩}^M$. The distribution is also tempered by this same finite-order bound. ThusIndeed the square of the weighted bound is integrable exactly when $2(t+M)<-n$. This is negative Sobolev regularity of a compactly supported distribution.

We next prove local regularity by a high-frequency reciprocal parametrix kernel, including its off-diagonal smoothing property. Choose $\psi \in C_c^{\infty }({\mathbb{R}}^n)$ equal to one on a ball containing all real zeros of $P$, and put $b(\xi )=(1-\psi (\xi ))/P(\xi )$, defining it smoothly as zero in the inner ball. Differentiation of the reciprocal and the elliptic lower bound giveThe Fourier multiplier $E=b(D)$ maps $H^s$ to $H^{s+N}$ by its zeroth-order bound, andThe kernel $K={\mathcal{F}}^{-1}b$ is smooth away from the origin: for $x\ne 0$, repeatedly integrate by parts using $e^{ix\cdot \xi }=(i|x{|}^2{)}^{-1}x\cdot {\partial }_{\xi }{e}^{ix\cdot \xi }$. After sufficiently many integrations, the differentiated symbol is integrable. For any desired $x$ derivative, repeat the argument with the additional polynomial ${\xi }^{\beta }$. A large-radius cutoff function justifies each step and its removal uniformly on compact sets away from zero. Thus convolution by $K$ carries a compactly supported distribution to a smooth function at points separated from its support. Also $R$ carries a compactly supported distribution to a Schwartz function, because $\psi \hat{u}$ is smooth with compact support.

For a target compact set in $X$, choose $\chi \in C_c^{\infty }(X)$ equal to one on a neighborhood of it. Then $\chi u$ and $[P(D),\chi ]u$ have compact support, and the commutator is supported where derivatives of $\chi$ occur, away from the target. The parametrix identity givesThe first term is in $H^{s+N}$ since $\chi P(D)u\in H^s$. The other two terms are smooth near the target by the proved kernel property. Since the target was arbitrary,This proof does not discard the cutoff function commutator; it places its support away from the set where regularity is sought.

For the final polynomial, select a multi-index ${\alpha }_0$ with $|{\alpha }_0|=N$ and ${\partial }^{{\alpha }_0}Q$ a nonzero constant. The derivative-ratio hypothesis immediately gives $|Q(\xi )|\ge c|\xi {|}^{\delta N}$ at large frequency. In particular $Q$ has no real zero there. For $N>0$, its degree bound also forces $\delta \le 1$. Differentiating $1/Q$ gives products of ratios ${\partial }^{\beta }Q/Q$, whose total derivative order is $|\alpha |$. Hence the corresponding high-frequency reciprocal satisfiesIts multiplier maps $H^s$ to $H^{s+\delta N}$. Its kernel is still smooth off zero: each frequency integration by parts now lowers the order by $\delta$, so more iterations may be needed, but $\delta >0$ supplies arbitrarily much decay. The same separated-support commutator identity applies without a change. The derivative-ratio Sobolev gain for a polynomial operator is thereforeSimply estimating the commutator by its differential order would lose this sharper gain; the off-diagonal kernel argument uses the full derivative-ratio hypothesis.

The symbol class $\mathrm{Sym}(X,{\mathbb{R}}^k;N)$ consists of smooth amplitudes with estimatesThere is no loss of symbol order under an $x$ derivative. A phase function is real and smooth for $\theta \ne 0$, positively homogeneous of degree one in $\theta$, with its full differential $(d_x\Phi ,d_{\theta }\Phi )$ nowhere zero there, at least on the amplitude's conic support. Homogeneous phases need not be smooth at $\theta =0$; that bounded-frequency region is handled separately or the amplitude is cut off near it.

Choose $\rho \in C_c^{\infty }({\mathbb{R}}^k)$ equal to one near zero. The oscillatory integral is defined by regularization in distributions:This is an ordinary integral when decay makes it absolutely convergent. For general order, the definition is independent of the regularizer. To see the mechanism, at large $|\theta |$ setHomogeneity and the nonvanishing full differential give $A\gtrsim |\theta {|}^2$ on compact $x$ sets, and $L{e}^{i\Phi }=e^{i\Phi }$. Its $x$-derivative coefficients have order $-1$ and its $\theta$-derivative coefficients order zero, so each formal transpose $L^t$ lowers the amplitude order by one. Iterating more than $N+k$ times makes the test-function pairing integrable, and the same estimates control regularizer derivatives. This justifies the cutoff function limit and its independence. A fixed bounded-frequency integral is smooth in $x$.

The singular support of a distribution is the complement of the largest open set on which it is represented by a smooth function. For the support-sensitive bound one must use conic support of an oscillatory amplitude: a closed set of limiting high-frequency directions, locally in the base variable. One sufficient precise choice iswith closure taken in this product. If $x_0$ is outside the projection of $C_a\cap \{d_{\theta }\Phi =0\}$, compactness of the unit sphere gives a neighborhood of $x_0$ and a positive uniform lower bound on $|d_{\theta }\Phi |$ wherever the large-frequency amplitude is supported. On that region useIts coefficients have order zero and its transpose lowers order by one. To prove $C^j$ regularity, first differentiate $j$ times in $x$, raising the amplitude order by at most $j$, and then integrate by parts more than $N+j+k$ times. The resulting integrals and their derivatives converge uniformly on compact neighborhoods. Since $j$ is arbitrary, the stationary-direction bound for singular support follows:This is the standard conic interpretation of the support restriction in the question; directions at infinity, rather than finite-frequency stationary points, determine possible singularities.

If $\mathrm{supp}a(x,\cdot )$ literally means the support of the restricted function, the printed inclusion can fail. There is a slice-support obstruction for oscillatory singularities. In one dimension, take $\Phi =x\theta$ and $a=x\eta (\theta )/|\theta |$, where $\eta$ is smooth and even, zero for $|\theta |\le 1$, and one for $|\theta |\ge 2$. This is a symbol of order $-1$, and the full phase differential is nonzero for $\theta \ne 0$. Its regularized integral near $x=0$ isIndeed substitute $u=|x|\theta$ in the tail, split at $u=1$, and write $\cos u=1+(\cos u-1)$ below one. The first term gives $-\log |x|$, while the remainder has an even convergent power series in $x$ plus a constant; the bounded-frequency correction is smooth. Thus $0$ is in the singular support, but $a(0,\cdot )=0$ has empty slice support. The joint closed conic support retains this limiting base point and makes the proved theorem valid. No nonstationarity conclusion is inferred just from the amplitude vanishing at one base point.

For the wave equation, Fourier transformation in $x$ reduces the initial-value problem to ${\partial }_t^2\hat{E}+c^2|\xi {|}^2\hat{E}=0$, with $\hat{E}(\xi ,0)=0$ and ${\partial }_t\hat{E}(\xi ,0)=1$. For $c>0$ its solution iswith value $t$ at zero. Choose $\chi \in C_c^{\infty }({\mathbb{R}}^n)$ equal to one near zero. The low-frequency decomposition of the wave propagator iswhereThe low-frequency term is an ordinary smooth function: the sine quotient extends smoothly in $\xi$ at zero and all derivatives are integrable on the fixed compact frequency set. The high-frequency amplitudes belong to $\mathrm{Sym}({\mathbb{R}}^{n+1},{\mathbb{R}}^n;-1)$, vanish near zero, and the phases have nonzero full differential since $d_x{\Phi }_{\pm }=\xi \ne 0$. Their stationary-direction equations are $x\pm ct\xi /|\xi |=0$. Such a direction can occur only if $|x|=c|t|$. The smooth low-frequency term contributes no singular support, soThis is a statement about singular support: some dimensions have a smooth nonzero tail inside the cone, so it does not claim that the distribution is concentrated only on the cone.

A Schwartz function is a smooth function for which every seminormis finite. These seminorms define the Fréchet topology of the Schwartz space $\mathcal{S}({\mathbb{R}}^n)$. The tempered distributions form its continuous linear dual ${\mathcal{S}}^{\prime }$. We use bilinear distribution pairing, with no complex conjugation on the test function.

Differentiation under the Fourier integral and integration by parts giveTherefore each Schwartz seminorm of $\hat{\phi }$ is bounded by a finite sum of $L^1$ norms of polynomially weighted derivatives of $\phi$. Insert the integrable weight $⟨x{⟩}^{-n-1}$ to bound those norms by finitely many Schwartz seminorms. This proves that $\mathcal{F}:\mathcal{S}\to \mathcal{S}$ is continuous.

To justify inversion without a merely formal exchange of integrals, insert $e^{-\epsilon |\xi {|}^2/2}$ in the inverse integral. The Gaussian Fourier integral givesThe normalized Gaussian is an approximate identity, so the right side tends to $\phi (x)$; the left side converges by dominated convergence theorem since $\hat{\phi }$ is integrable. It follows thatReflection is continuous in Schwartz seminorms, so ${\mathcal{F}}^{-1}=(2\pi {)}^{-n}\mathcal{R}\mathcal{F}$ is continuous as well. This proves the Fourier transform isomorphism of the Schwartz space.

Define the distributional Fourier transform byIt agrees with the ordinary integral transform whenever Fubini applies. Transposing the Schwartz inverse gives an inverse on ${\mathcal{S}}^{\prime }$, and the same squared-transform identity holds. For the usual strong dual topology, a seminorm is $p_B(u)={\sup }_{\phi \in B}|⟨u,\phi ⟩|$ for a bounded set $B\subset \mathcal{S}$. Since a continuous linear Schwartz map takes bounded sets to bounded sets, $p_B(\hat{u})=p_{\mathcal{F}B}(u)$ proves continuity, and similarly for the inverse. Continuity also holds in the weak dual topology. Thus the transform is a continuous isomorphism on tempered distributions, with the stated normalization.

For a real symmetric positive-definite matrix $G$, there is $c>0$ with $g(x)=x^{T}Gx\ge c|x{|}^2$. The reciprocal is locally integrable in dimension three: the radial factor near zero is $r^2{r}^{-2}dr$. At infinity, rapid decay of a Schwartz test function makes it integrable. More quantitatively,This single seminorm bound proves a tempered distribution. No principal-value extension is needed at the origin.

First calculate the isotropic transform. For $f_{\epsilon }(x)=e^{-\epsilon |x|}/|x{|}^2$ and $k=|\xi |>0$, spherical integration and the supplied sine-integral identity giveThe original functions converge in ${\mathcal{S}}^{\prime }$ to $|x{|}^{-2}$ by dominated convergence theorem against tests. The transforms are bounded by $2{\pi }^2/|\xi |$, which is locally integrable in three dimensions and integrable against Schwartz functions at infinity. HenceLet $y=G^{1/2}x$. The Jacobian is $(\det G{)}^{-1/2}$ and the dual vector is $G^{-1/2}\xi$. The Fourier transform of a reciprocal positive quadratic form is consequentlyThe frequency-origin value is understood distributionally; there is no additional delta term.

For the complex extension use a symmetric matrix $A=G+iB$ with real symmetric $B$ and positive real part $G$. Symmetry is natural for a quadratic form; a skew-symmetric part contributes nothing. The bound $|x^{T}Ax|\ge x^{T}Gx$ again gives a regular tempered reciprocal. Both sides of the prospective formula depend holomorphically on the matrix while its real part is positive: compact parameter sets give a common $|x{|}^{-2}$ bound for pairing and differentiated integrands. Continue from the real positive matrices along $A_z=G+izB$. In a complex neighborhood of $z=0$, imaginary $z$ gives real positive matrices, so the one-variable identity theorem supplies the equality; connected continuation along $0\le z\le 1$ reaches $A$.

The analytic determinant square root for accretive symmetric matrices must follow that continuation, rather than an arbitrary scalar principal root of $\det A$. Explicitly, put $C=G^{-1/2}B{G}^{-1/2}$ and let its real eigenvalues be $b_j$. Thenwhere each factor has positive real part. This is the determinant square root normalized positively on real positive matrices. AlsoThus the quadratic-form square root has the unambiguous branch with positive real part. The accretive complex quadratic reciprocal Fourier transform isUniform local integrability of the right side justifies its analytic continuation as a tempered distribution, not merely pointwise away from the origin.

For the particular form,Substitution gives the required normalized expressionFor every nonzero real $\xi$, the radicand has positive real part, so the specified square root exists uniquely. Both sides are regular tempered distributions, despite their locally integrable singularities at zero.