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Given a manifold B with conical singularities, we consider the cone algebra with discrete asymptotics, introduced by Schulze, on a suitable scale of Lp-Sobolev spaces. Ellipticity is proven to be equivalent to the Fredholm property in these spaces, it turns out to be independent of the choice of p. We then show that the cone algebra is closed under inversion: whenever an operator is invertible between the associated Sobolev spaces, its inverse belongs to the calculus. We use these results to analyze the behaviour of these operators on Lp(B).
Pseudodifferential analysis on manifolds with boundary - a comparison of b-calculus and cone algebra
(1999)
We establish a relation between two different approaches to a complete pseudodifferential analysis of totally characteristic or Fuchs type operators on compact manifolds with boundary respectively conical singularities: Melrose's (overblown) b-calculus and Schulze's cone algebra. Though quite different in their definition, we show that these two pseudodifferential calculi basically contain the same operators.
The Green formula is proved for boundary value problems (BVPs), when "basic" operator is arbitrary partial differential operator with variable matrix coefficients and "boundary" operators are quasi-normal with vector-coeficients. If the system possesses the fundamental solution, representation formula for a solution is derived and boundedness properties of participating layer potentials from function spaces on the boundary (Besov, Zygmund spaces) into appropriate weighted function spaces on the inner and the outer domains are established. Some related problems are discussed in conclusion: traces of functions from weighted spaces, traces of potential-type functions, Plemelji formulae,Calderón projections, restricted smoothness of the underlying surface and coefficients. The results have essential applications in investigations of BVPs by the potential method, in apriori estimates and in asymptotics of solutions.
We construct an algebra of pseudo-differential boundary value problems that contains the classical Shapiro-Lopatinskij elliptic problems as well as all differential elliptic problems of Dirac type with APS boundary conditions, together with their parametrices. Global pseudo-differential projections on the boundary are used to define ellipticity and to show the Fredholm property in suitable scales of spaces.
Quantization methods in differential equations : Chapter 2: Quantization of Lagrangian modules
(1999)
In this chapter we use the wave packet transform described in Chapter 1 to quantize extended classical states represented by so-called Lagrangian sumbanifolds of the phase space. Functions on a Lagrangian manifold form a module over the ring of classical Hamiltonian functions on the phase space (with respect to pointwise multiplication). The quantization procedure intertwines this multiplication with the action of the corresponding quantum Hamiltonians; hence we speak of quantization of Lagrangian modules. The semiclassical states obtained by this quantization procedure provide asymptotic solutions to differential equations with a small parameter. Locally, such solutions can be represented by WKB elements. Global solutions are given by Maslov's canonical operator [2]; also see, e.g., [3] and the references therein. Here the canonical operator is obtained in the framework of the universal quantization procedure provided by the wave packet transform. This procedure was suggested in [4] (see also the references there) and further developed in [5]; our exposition is in the spirit of these papers. Some further bibliographical remarks can be found in the beginning of Chapter 1.
The homotopy classification and the index of boundary value problems for general elliptic operators
(1999)
We give the homotopy classification and compute the index of boundary value problems for elliptic equations. The classical case of operators that satisfy the Atiyah-Bott condition is studied first. We also consider the general case of boundary value problems for operators that do not necessarily satisfy the Atiyah-Bott condition.
In 1914 Bohr proved that there is an r ∈ (0, 1) such that if a power series converges in the unit disk and its sum has modulus less than 1 then, for |z| < r, the sum of absolute values of its terms is again less than 1. Recently analogous results were obtained for functions of several variables. The aim of this paper is to comprehend the theorem of Bohr in the context of solutions to second order elliptic equations meeting the maximum principle.
We prove a general theorem on the local property of the relative index for a wide class of Fredholm operators, including relative index theorems for elliptic operators due to Gromov-Lawson, Anghel, Teleman, Booß-Bavnbek-Wojciechowski, et al. as special cases. In conjunction with additional conditions (like symmetry conditions) this theorem permits one to compute the analytical index of a given operator. In particular, we obtain new index formulas for elliptic pseudodifferential operators and quantized canonical transformations on manifolds with conical singularities as well as for elliptic boundary value problems with a symmetry condition for the conormal symbol.
The paper deals with the calculation of the fractional part of the η-invariant for elliptic self-adjoint operators in topological terms. The method used to obtain the corresponding formula is based on the index theorem for elliptic operators in subspaces obtained in [1], [2]. It also utilizes K-theory with coefficients Zsub(n). In particular, it is shown that the group K(T*M,Zsub(n)) is realized by elliptic operators (symbols) acting in appropriate subspaces.
An elliptic theory is constructed for operators acting in subspaces defined via even pseudodifferential projections. Index formulas are obtained for operators on compact manifolds without boundary and for general boundary value problems. A connection with Gilkey's theory of η-invariants is established.
An elliptic theory is constructed for operators acting in subspaces defined via even pseudodifferential projections. Index formulas are obtained for operators on compact manifolds without boundary and for general boundary value problems. A connection with Gilkey's theory of η-invariants is established.
We consider edge-degenerate families of pseudodifferential boundary value problems on a semi-infinite cylinder and study the behavior of their push-forwards as the cylinder is blown up to a cone near infinity. We show that the transformed symbols belong to a particularly convenient symbol class. This result has applications in the Fredholm theory of boundary value problems on manifolds with edges.
It is prooved that mermorphic, parameter-dependet elliptic Mellin symbols can be factorized in a particular way. The proof depends on the availability of logarithms of pseudodifferential operators. As a byproduct, we obtain a characterization of the group generated by pseudodifferential operators admitting a logarithm. The factorization has applications to the theory os pseudodifferential operators on spaces with conical singularities, e.g., to the index theory and the construction of various sub-calculi of the cone calculus.
Let Hsub(0), Hsub(1) be Hilbert spaces and L : Hsub(0) -> Hsub(1) be a linear bounded operator with ||L|| ≤ 1. Then L*L is a bounded linear self-adjoint non-negative operator in the Hilbert space Hsub(0) and one can use the Neumann series ∑∞sub(v=0)(I - L*L)v L*f in order to study solvability of the operator equation Lu = f. In particular, applying this method to the ill-posed Cauchy problem for solutions to an elliptic system Pu = 0 of linear PDE's of order p with smooth coefficients we obtain solvability conditions and representation formulae for solutions of the problem in Hardy spaces whenever these solutions exist. For the Cauchy-Riemann system in C the summands of the Neumann series are iterations of the Cauchy type integral. We also obtain similar results 1) for the equation Pu = f in Sobolev spaces, 2) for the Dirichlet problem and 3) for the Neumann problem related to operator P*P if P is a homogeneous first order operator and its coefficients are constant. In these cases the representations involve sums of series whose terms are iterations of integro-differential operators, while the solvability conditions consist of convergence of the series together with trivial necessary conditions.
We construct a deformation quantization on an infinite-dimensional symplectic space of regular connections on an SU(2)-bundle over a Riemannian surface of genus g ≥ 2. The construction is based on the normal form thoerem representing the space of connections as a fibration over a finite-dimensional moduli space of flat connections whose fibre is a cotangent bundle of the infinite-dimensional gauge group. We study the reduction with respect to the gauge groupe both for classical and quantum cases and show that our quantization commutes with reduction.
The paper is devoted to pseudodifferential boundary value problems in domains with cuspidal wedges. Concerning the geometry we even admit a more general behaviour, namely oscillating cuspidal wedges. We show a criterion for the Fredholm property of a boundary value problem and derive estimates of solutions close to edges.
Generalizing an idea of I. Vekua [1] who, in order to construct theory of plates and shells, fields of displacements, strains and stresses of threedimensional theory of linear elasticity expands into the orthogonal Fourier-series by Legendre Polynomials with respect to the variable along thickness, and then leaves only first N + 1, N = 0, 1, ..., terms, in the bar model under consideration all above quantities have been expanded into orthogonal double Fourier-series by Legendre Polynomials with respect to the variables along thickness, and width of the bar, and then first (Nsub(3) + 1)(Nsub(2) + 1), Nsub(3), Nsub(2) = 0, 1,..., terms have been left. This case will be called (Nsub(3), Nsub(2)) approximation. Both in general (Nsub(3), Nsub(2)) and in particular (0,0) (1,0) cases of approximation, the question of wellposedness of initial and boundary value problems, existence and uniqueness of solutions have been investigated. The cases when variable cross-section turns into segments of straight line, and points have been also considered. Such bars will be called cusped bars (see also [2]).
The paper deals with a non-linear singular partial differential equation: (E) t∂/∂t = F(t, x, u, ∂u/∂x) in the holomorphic category. When (E) is of Fuchsian type, the existence of the unique holomorphic solution was established by Gérard-Tahara [2]. In this paper, under the assumption that (E) is of totally characteristic type, the authors give a sufficient condition for (E) to have a unique holomorphic solution. The result is extended to higher order case.
In the paper we study the possibility to represent the index formula for spectral boundary value problems as a sum of two terms, the first one being homotopy invariant of the principal symbol, while the second depends on the conormal symbol of the problem only. The answer is given in analytical, as well as in topological terms.
The quantization of contact transformations of the cosphere bundle over a manifold with conical singularities is described. The index of Fredholm operators given by this quantization is calculated. The answer is given in terms of the Epstein-Melrose contact degree and the conormal symbol of the corresponding operator.
Peter Jones' theorem on the factorization of Ap weights is sharpened for weights with bounds near 1, allowing the factorization to be performed continuously near the limiting, unweighted case. When 1 < p < infinite and omega is an Ap weight with bound Ap(omega) = 1 + epsilon, it is shown that there exist Asub1 weights u, v such that both the formula omega = uv(1-p) and the estimates A1 (u), A1 (v) = 1 + Omikron (√epsilon) hold. The square root in these estimates is also proven to be the correct asymptotic power as epsilon -> 0.
On a compact closed manifold with edges live pseudodifferential operators which are block matrices of operators with additional edge conditions like boundary conditions in boundary value problems. They include Green, trace and potential operators along the edges, act in a kind of Sobolev spaces and form an algebra with a wealthy symbolic structure. We consider complexes of Fréchet spaces whose differentials are given by operators in this algebra. Since the algebra in question is a microlocalization of the Lie algebra of typical vector fields on a manifold with edges, such complexes are of great geometric interest. In particular, the de Rham and Dolbeault complexes on manifolds with edges fit into this framework. To each complex there correspond two sequences of symbols, one of the two controls the interior ellipticity while the other sequence controls the ellipticity at the edges. The elliptic complexes prove to be Fredholm, i.e., have a finite-dimensional cohomology. Using specific tools in the algebra of pseudodifferential operators we develop a Hodge theory for elliptic complexes and outline a few applications thereof.
Parabolic equations on manifolds with singularities require a new calculus of anisotropic pseudo-differential operators with operator-valued symbols. The paper develops this theory along the lines of sn abstract wedge calculus with strongly continuous groups of isomorphisms on the involved Banach spaces. The corresponding pseodo-diferential operators are continuous in anisotropic wedge Sobolev spaces, and they form an alegbra. There is then introduced the concept of anisotropic parameter-dependent ellipticity, based on an order reduction variant of the pseudo-differential calculus. The theory is appled to a class of parabolic differential operators, and it is proved the invertibility in Sobolev spaces with exponential weights at infinity in time direction.
Soit (A, H, F) un module de Fredholm p-sommable, où l'algèbre A = CT est engendrée par un groupe discret Gamma d'éléments unitaires de L(H) qui est de croissance polynomiale r. On construit alors un triplet spectral (A, H, D) sommabilité q pour tout q > p + r + 1 avec F = signD. Dans le cas où (A, H, F) est (p, infini)-sommable on obtient la (q, infini)-sommabilité de (A, H, D)pour tout q > p + r + 1.
We discuss the Cauchy problem for the Dolbeault cohomology in a domain of C n with data on a part of the boundary. In this setting we introduce the concept of a Carleman function which proves useful in the study of uniqueness. Apart from an abstract framework we show explicit Carleman formulas for the Dolbeault cohomology.
We consider a homogeneous pseudodifferential equation on a cylinder C = IR x X over a smooth compact closed manifold X whose symbol extends to a meromorphic function on the complex plane with values in the algebra of pseudodifferential operators over X. When assuming the symbol to be independent on the variable t element IR, we show an explicit formula for solutions of the equation. Namely, to each non-bijectivity point of the symbol in the complex plane there corresponds a finite-dimensional space of solutions, every solution being the residue of a meromorphic form manufactured from the inverse symbol. In particular, for differential equations we recover Euler's theorem on the exponential solutions. Our setting is model for the analysis on manifolds with conical points since C can be thought of as a 'stretched' manifold with conical points at t = -infinite and t = infinite.
Linear and non-linear analogues of the Black-Scholes equation are derived when shocks can be described by a truncated Lévy process. A linear equation is derived under the perfect correlation assumption on returns for a derivative security and a stock, and its solutions for European put and call options are obtained. It is also shown that the solution violates the perfect correlation assumption unless a process is gaussian. Thus, for a family of truncated Lévy distributions, the perfect hedging is impossible even in the continuous time limit. A second linear analogue of the Black-Scholes equation is obtained by constructing a portfolio which eliminates fluctuations of the first order and assuming that the portfolio is risk-free; it is shown that this assumption fails unless a process is gaussian. It is shown that the di erence between solutions to the linear analogues of the Black-Scholes equations and solutions to the Black-Scholes equations are sizable. The equations and solutions can be written in a discretized approximate form which uses an observed probability distribution only. Non-linear analogues for the Black-Scholes equation are derived from the non-arbitrage condition, and approximate formulas for solutions of these equations are suggested. Assuming that a linear generalization of the Black-Scholes equation holds, we derive an explicit pricing formula for the perpetual American put option and produce numerical results which show that the difference between our result and the classical Merton's formula obtained for gaussian processes can be substantial. Our formula uses an observed distribution density, under very weak assumptions on the latter.
We introduce a natural symmetry condition for a pseudodifferential operator on a manifold with cylindrical ends ensuring that the operator admits a doubling across the boundary. For such operators we prove an explicit index formula containing, apart from the Atiyah-Singer integral, a finite number of residues of the logarithmic derivative of the conormal symbol.
The index formula for elliptic pseudodifferential operators on a two-dimensional manifold with conical points contains the Atiyah-Singer integral as well as two additional terms. One of the two is the 'eta' invariant defined by the conormal symbol, and the other term is explicitly expressed via the principal and subprincipal symbols of the operator at conical points. In the preceding paper we clarified the meaning of the additional terms for first-order differential operators. The aim of this paper is an explicit description of the contribution of a conical point for higher-order differential operators. We show that changing the origin in the complex plane reduces the entire contribution of the conical point to the shifted 'eta' invariant. In turn this latter is expressed in terms of the monodromy matrix for an ordinary differential equation defined by the conormal symbol.
For elliptic operators on manifolds with boundary, we define spectral boundary value problems, which generalize the Atiyah-Patodi-Singer problem to the case of nonhomogeneous boundary conditions, operators of arbitrary order, and nonself-adjoint conormal symbols. The Fredholm property is proved and equivalence with certain elliptic equations on manifolds with conical singularities is established.
We construct a theory of general boundary value problems for differential operators whose symbols do not necessarily satisfy the Atiyah-Bott condition [3] of vanishing of the corresponding obstruction. A condition for these problems to be Fredholm is introduced and the corresponding finiteness theorems are proved.
In the preceding paper we proved an explicit index formula for elliptic pseudodifferential operators on a two-dimensional manifold with conical points. Apart from the Atiyah-Singer integral, it contains two additional terms, one of the two being the 'eta' invariant defined by the conormal symbol. In this paper we clarify the meaning of the additional terms for differential operators.
We consider a G-invariant star-product algebra A on a symplectic manifold (M,ω) obtained by a canonical construction of deformation quantization. Under assumptions of the classical Marsden-Weinstein theorem we define a reduction of the algebra A with respect to the G-action. The reduced algebra turns out to be isomorphic to a canonical star-product algebra on the reduced phase space B. In other words, we show that the reduction commutes with the canonical G-invariant deformation quantization. A similar statement in the framework of geometric quantization is known as the Guillemin-Sternberg conjecture (by now completely proved).
For general elliptic pseudodifferential operators on manifolds with singular points, we prove an algebraic index formula. In this formula the symbolic contributions from the interior and from the singular points are explicitly singled out. For two-dimensional manifolds, the interior contribution is reduced to the Atiyah-Singer integral over the cosphere bundle while two additional terms arise. The first of the two is one half of the 'eta' invariant associated to the conormal symbol of the operator at singular points. The second term is also completely determined by the conormal symbol. The example of the Cauchy-Riemann operator on the complex plane shows that all the three terms may be non-zero.