Past exam of the mathematics course of the University of Cambridge / 2015 / iii / Paper 10 (Introduction to Nonlinear Wave Equations)

For the wave equation with d'Alembert operator $\square =-{\partial }_t^2+\Delta$, the wave speed is one. The domain of dependence of $(t,x)$ is the initial ball $\overline{B}(x,t)$. More precisely, two solutions whose Cauchy data agree on a neighbourhood of that ball have the same value at $(t,x)$. Thus, if both Cauchy data have support in $K$, finite propagation speed givesThe Strong Huygens principle is sharper in three spatial dimensions: only the initial data on the sphere $|y-x|=t$ contribute, including the first spatial derivatives of the initial displacement there. The Kirchhoff formula makes this precise:In particular, if the Cauchy data have compact support in $\overline{B}(0,R)$, thenFor $t>R$, the solution therefore vanishes behind the inward edge $|x|=t-R$ as well as outside $|x|=t+R$. The absence of an interior tail is the additional content of the Strong Huygens principle.

We prove finite propagation speed using a shrinking cone energy argument. Fix $T>0$ and $x_{\ast }$, and suppose the Cauchy data vanish on $B(x_{\ast },T)$. For $0\le s<T$, define the local wave energyThe homogeneous wave equation gives the local conservation lawDifferentiate the integral over the moving ball. Its boundary moves inward with speed one, so the divergence theorem givesHere $n$ is the outward unit normal, ${\partial }_n$ the normal derivative, and ${\nabla }_{\tan }$ the component of the gradient tangent to the boundary. Since $E(0)=0$ and $e\ge 0$, we have $E(s)=0$. Hence both ${\varphi }_t$ and $\nabla \varphi$ vanish inside the backward light cone. Integrating ${\varphi }_t(s,x_{\ast })=0$ from the zero initial displacement gives $\varphi (s,x_{\ast })=0$; continuity then gives $\varphi (T,x_{\ast })=0$.

Applying the same energy estimate to the difference of two solutions proves the domain of dependence assertion. If $\mathrm{dist}(x_{\ast },K)>T$, the initial ball misses $K$, and the preceding argument proves the stated support bound. No disturbance propagates faster than one.

For a radial function, the Laplacian is $\Delta \varphi ={\varphi }_{rr}+2{\varphi }_r/r$. Introduce the retarded and advanced null coordinates and the radial reduction of the three-dimensional wave equation:The chain rule gives ${\partial }_t={\partial }_u+{\partial }_v$ and ${\partial }_r=-{\partial }_u+{\partial }_v$. Consequently the inhomogeneous wave equation isMultiplying the radial wave equation by $r$ removes its first-order radial derivative:Thus the particularly useful retarded and advanced null coordinates form isThese formulas hold for $r>0$. At the axis, smooth spherical symmetry imposes ${\varphi }_r(t,0)=0$ and $w(t,0)=0$; equivalently $w$ has a smooth odd extension across $r=0$.

Use the radial reduction of the three-dimensional wave equation $w=r\varphi$ and extend $w$ oddly in $r$. Write $w=w_h+w_F$, where $w_h$ is the homogeneous wave equation solution with the prescribed Cauchy data, and $w_F$ has zero Cauchy data. With $w_0(r)=r{\varphi }_0(r)$ and $w_1(r)=r{\varphi }_1(r)$, the D'Alembert formula givesBoth odd initial profiles have compact support, soThe Duhamel principle, applied to $w_{tt}-w_{rr}=-rF$, givesNow write $r=t+a$ with $1/2\le a\le 1$. The lower integration limit is $s+a>0$, so this domain of dependence never crosses the axis. Intersecting its integration interval with the support of the source leaves a subset of $[s+a,s+1]$, of length at most one. On this interval,The outgoing shell source estimate for a radial wave therefore yieldsFinally $r\ge t+1/2\ge (1+t)/2$, and thusThis constant depends only on the Cauchy data and the fixed unit bound for the source. The logarithm comes from integrating the shell's accumulated forcing, whereas the factor $(1+t{)}^{-1}$ comes from division by $r$.

One version of the Klainerman-Sobolev inequality, for a sufficiently decaying smooth function $\psi$ on ${\mathbb{R}}^{1+3}$, isHere $I$ denotes a word of length $|I|$ in the following eleven commutation vector fields for the wave equation:The first four are spacetime translation vector fields; the next three are spatial rotation vector fields; the next three are Lorentz boost vector fields; and $S$ is the scaling vector field. The vector field method for wave equations uses these vector fields because their commutators with the d'Alembert operator obeyIn particular the Klainerman-Sobolev inequality impliesThe displayed L2 norms are spatial norms at fixed time; the spacetime vector fields can contain time derivatives. No wave equation assumption is needed for the Klainerman-Sobolev inequality itself.

We establish a quantitative almost global existence for wave equations estimate. Take $0<\epsilon \le 1$, fix an integer $m\ge 6$, and use the commutation vector fields for the wave equation from the preceding part. Put $\partial =({\partial }_t,\nabla )$ and define the commuted wave energyAll these L2 norms are finite on any smooth existence interval by finite propagation speed. At $t=0$, the polynomial coefficients of the vector fields are bounded on the fixed compact support of the Cauchy data. Whenever a higher time derivative occurs, use ${\varphi }_{tt}=\Delta \varphi -{\varphi }_t^2$ and its differentiated versions to express it in terms of initial spatial derivatives. Every term contains at least one factor of $\epsilon$; consequentlyfor a constant depending only on finitely many derivatives and the support radius of ${\varphi }_0,{\varphi }_1$.

The commutators $[Z,{\partial }_{\mu }]$ are constant linear combinations of translations. Together with $[\square ,S]=2\square$ and the Leibniz rule, this shows that each commuted source is a finite linear combination of productsThis statement includes the extra copies of the original source produced by the scaling vector field. In each product put the factor with fewer commutations in the Lp norm $L^{\infty }$ and the other in the L2 norm. The lower order is at most $\lfloor m/2\rfloor$. Applying the Klainerman-Sobolev inequality to ${\partial }_{\mu }{Z}^J\varphi$ costs at most two additional commutations; commuting those past ${\partial }_{\mu }$ introduces only lower-order translations. Since $\lfloor m/2\rfloor +2\le m$,The inhomogeneous wave energy estimate now givesLet $T_{\epsilon }={\epsilon }^{-N}$. Use a bootstrap argument with $A_m(t)\le 2C_0\epsilon$ up to the smaller of $T_{\epsilon }$ and the maximal existence time. The energy estimate improves this toFor each fixed $N$,Choose ${\epsilon }_N\le 1$ so that $4C_m{C}_0\epsilon \log (1+{\epsilon }^{-N})\le 1/2$ for every $0<\epsilon \le {\epsilon }_N$. Then $A_m(t)\le (3/2)C_0\epsilon$, a strict improvement. A continuity argument closes the bootstrap argument.

Finally, the translation terms in $A_m$ control ordinary spatial Sobolev norms of $\partial \varphi$. The missing L2 norm of $\varphi$ satisfiesThus the full local-existence Sobolev norms remain bounded on this finite interval. The smooth continuation criterion for semilinear wave equations extends the solution past any finite endpoint before $T_{\epsilon }$. To see smooth persistence explicitly, the tame Sobolev product estimate gives $\Vert {\varphi }_t^2{\Vert }_{H^k}\le C_k\Vert {\varphi }_t{\Vert }_{\infty }\Vert {\varphi }_t{\Vert }_{H^k}$. Ordinary differentiated wave energy estimates therefore bound each higher derivative energy by its initial value times $\exp (C_k{\int }_0^t\Vert {\varphi }_t(s){\Vert }_{\infty }ds)$. This is finite on the interval already controlled by the base commuted wave energy; no separate ${\epsilon }_N$ is needed for each derivative order. ThereforeFor $\epsilon =0$ the zero solution is global. The same energy estimate in fact permits an exponential lower bound for the lifespan, which is stronger than any fixed inverse power.

The sign convention makes this a defocusing semilinear wave equation:Its wave energy includes a nonnegative potential term:For a smooth function solution, finite propagation speed preserves compact support on finite time intervals. Differentiate under the integral and use integration by parts:Equivalently the local conservation law has density $e={\varphi }_t^2/2+|\nabla \varphi {|}^2/2+{\varphi }^4/4$ and flux $-{\varphi }_t\nabla \varphi$. All three terms are nonnegative, and $E=0$ forces both Cauchy data to vanish. Hence this is a positive conserved energy, rather than the indefinite energy associated with the opposite sign.

We use the homogeneous version of the Sobolev embedding theorem in three dimensions:Here homogeneous Sobolev space ${\dot{H}}^1$ is the completion of compactly supported smooth functions in the L2 norm of the gradient, identified with its $L^6$ representative. Apply this Sobolev inequality both to $\varphi$ and to its spatial derivatives.

LetThe Plancherel theorem identifies the L2 norm of the Hessian matrix with $\Vert \varphi {\Vert }_{{\dot{H}}^2}$, because ${\sum }_{i,j}{\xi }_i^2{\xi }_j^2=|\xi {|}^4$. In particular,Differentiating the defocusing semilinear wave equation gives $\square ({\partial }_i\varphi )=3{\varphi }^2{\partial }_i\varphi$. By the Holder inequality with exponents $3$ and $6$, the preceding Sobolev inequality, and conservation of the positive wave energy,Use the inhomogeneous wave energy estimate simultaneously for the three spatial derivatives. It givesThe Gronwall inequality therefore yields $B(t)\le D\exp (CEt)$. We may take the continuous, locally bounded functionThe constant is universal; the dependence on the initial data is only through $D$ and $E$. The H2 bound for the defocusing cubic wave equation holds on every existing smooth interval, without assuming the global conclusion. If $D=0$ or $E=0$, the zero solution satisfies the same estimate.

The opposite sign is the focusing semilinear wave equation ${\varphi }_{tt}-\Delta \varphi ={\varphi }^3$. Begin with a spatially constant solution, reducing the partial differential equation to the ordinary differential equation $a^{\prime \prime }=a^3$. Substitution of $a(t)=\beta (t-1{)}^{-\alpha }$ givesFor a nonzero profile, equality of powers and coefficients gives $\alpha =1$ and ${\beta }^2=2$. ChooseTo obtain compact support, take a smooth cutoff function $\chi$ equal to one on $B(0,2)$ and zero outside $B(0,3)$, and prescribeThese are smooth, compactly supported Cauchy data. By finite propagation speed, the local solution agrees with $a(t)$ throughout $|x|<2-t$ for $0\le t<\min (1,T_{\ast })$, where $T_{\ast }$ is its maximal forward smooth existence time.

For completeness, the semilinear domain of dependence assertion follows by comparing two solutions: their difference $z$ obeys $z_{tt}-\Delta z=bz$, with $b={\varphi }^2+\varphi a+a^2$. On any compact time interval before $t=1$ on which the solutions are smooth, $b$ is bounded in the backward light cone. Add $z^2/2$ to the shrinking-ball wave energy; its derivative is bounded above by $C$ times that energy, with the same nonpositive boundary flux. Zero initial difference and the Gronwall inequality give $z=0$ there.

If $T_{\ast }>1$, the identity at the origin would imply $\varphi (t,0)=\sqrt{2}/(1-t)$ as $t\uparrow 1$, contradicting smoothness at $t=1$. ThusIf the solution loses regularity earlier, that is already finite-time blowup. The usual smooth continuation criterion for semilinear wave equations precludes a finite maximal time with all continuation norms bounded. This localized ordinary differential equation blowup for a wave equation therefore supplies the required compactly supported examples.

Compatible Cauchy data for a wave map are ${\varphi }_0:{\mathbb{R}}^n\to S^2$ and ${\varphi }_1(x)\in T_{{\varphi }_0(x)}{S}^2$: thus $|{\varphi }_0|=1$ and ${\varphi }_0\cdot {\varphi }_1=0$. Smooth localized wave map Cauchy data equal a constant $p\in S^2$ with zero velocity outside a compact set. It is ${\varphi }_0-p$, rather than the sphere-valued map itself, that has compact support. The geometric constraints propagate under the wave map equation.

Smooth compatible wave map Cauchy data give a unique local smooth wave map. Relative to a constant map, Sobolev spaces $H^s\times H^{s-1}$ with $s>n/2+1$ provide a classical local theory. Iteration for the semilinear wave equation, Sobolev algebra and energy estimates give existence, uniqueness and continuous dependence. The smooth continuation criterion for semilinear wave equations extends the solution while these norms stay bounded. The sphere constraint and tangency constraint remain satisfied.

Harmonic maps give nonconstant stationary wave maps. For $n=2$, inverse stereographic projection givesIt satisfies $|Q|=1$ and $\Delta Q=-|\nabla Q{|}^{2}Q$, so $\varphi (t,x)=Q(x)$ is a smooth global wave map. Its wave map energy is $4\pi$, since $|\nabla Q{|}^2=8/(1+|x{|}^2{)}^2$. Translations and rescalings give further examples; these harmonic maps approach a constant at infinity.

The wave map scaling symmetry is ${\varphi }_{\lambda }(t,x)=\varphi (t/\lambda ,x/\lambda )$. Its conserved wave map energy isThus energy is subcritical for $n=1$, critical for $n=2$, and supercritical for $n\ge 3$. The scaling-critical homogeneous Sobolev spaces for perturbations of a constant map are ${\dot{H}}^{n/2}\times {\dot{H}}^{n/2-1}$. These relations constitute wave map energy and criticality.

Global regularity for one-dimensional wave maps holds for arbitrary smooth localized compatible data. In retarded and advanced null coordinates $u=t-x$, $v=t+x$, the wave map equation says $D_v{\varphi }_u=D_u{\varphi }_v=0$, with $D$ the target covariant derivative. Hence $|{\varphi }_u{|}^2$ depends only on $u$, and $|{\varphi }_v{|}^2$ only on $v$. Initial derivative bounds persist. Compactness of the sphere and differentiated energy estimates then prevent finite-time loss of smoothness.

Small data global regularity for wave maps holds in four spatial dimensions. Smallness is measured in sufficiently high weighted Sobolev norms relative to a constant map, with localized compatible Cauchy data. The vector field method for wave equations gives derivative decay $(1+t{)}^{-3/2}$. This is time-integrable, so commuted wave energy estimates close a small-data bootstrap argument for the derivative-quadratic semilinear wave equation. Higher regularity persists. No smallness of energy alone is asserted.

Small data global regularity for wave maps also holds in three spatial dimensions. For localized compatible data small in high weighted Sobolev norms, the key is the classical null condition for wave equations. Each derivative contraction is a null form for wave equations, vanishing for parallel null derivatives. The vector field method for wave equations exploits derivatives tangent to the light cone and weighted energy estimates to close the bootstrap argument; ordinary $(1+t{)}^{-1}$ decay alone is insufficient.