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The subject of this paper is the relation of differential-algebraic equations (DAEs) to vector fields on manifolds. For that reason, we introduce the notion of a regular DAE as a DAE to which a vector field uniquely corresponds. Furthermore, a technique is described which yields a family of manifolds for a given DAE. This socalled family of constraint manifolds allows in turn the formulation of sufficient conditions for the regularity of a DAE. and the definition of the index of a regular DAE. We also state a method for the reduction of higher-index DAEs to lowsr-index ones that can be solved without introducing additional constants of integration. Finally, the notion of realizability of a given vector field by a regular DAE is introduced, and it is shown that any vector field can be realized by a regular DAE. Throughout this paper the problem of path-tracing is discussed as an illustration of the mathematical phenomena.
An existence and uniqueness theory is developed for general nonlinear and nonautonomous differential-algebraic equations (DAEs) by exploiting their underlying differential-geometric structure. A DAE is called regular if there is a unique nonautonomous vector field such that the solutions of the DAE and the solutions of the vector field are in one-to-one correspondence. Sufficient conditions for regularity of a DAE are derived in terms of constrained manifolds. Based on this differential-geometric characterization, existence and uniqueness results are stated for regular DAEs. Furthermore, our not ons are compared with techniques frequently used in the literature such as index and solvability. The results are illustrated in detail by means of a simple circuit example.
Technical and physical systems, especially electronic circuits, are frequently modeled as a system of differential and nonlinear implicit equations. In the literature such systems of equations are called differentialalgebraic equations (DAEs). It turns out that the numerical and analytical properties of a DAE depend on an integer called the index of the problem. For example, the well-known BDF method of Gear can be applied, in general, to a DAE only if the index does not exceed one. In this paper we give a geometric interpretation of higherindex DAEs and indicate problems arising in connection with such DAEs by means of several examples.
Many methods have been proposed for the stabilization of higher index differential-algebraic equations (DAEs). Such methods often involve constraint differentiation and problem stabilization, thus obtaining a stabilized index reduction. A popular method is Baumgarte stabilization, but the choice of parameters to make it robust is unclear in practice. Here we explain why the Baumgarte method may run into trouble. We then show how to improve it. We further develop a unifying theory for stabilization methods which includes many of the various techniques proposed in the literature. Our approach is to (i) consider stabilization of ODEs with invariants, (ii) discretize the stabilizing term in a simple way, generally different from the ODE discretization, and (iii) use orthogonal projections whenever possible. The best methods thus obtained are related to methods of coordinate projection. We discuss them and make concrete algorithmic suggestions.
A Hamiltonian system in potential form (formula in the original abstract) subject to smooth constraints on q can be viewed as a Hamiltonian system on a manifold, but numerical computations must be performed in Rn. In this paper methods which reduce "Hamiltonian differential algebraic equations" to ODEs in Euclidean space are examined. The authors study the construction of canonical parameterizations or local charts as well as methods based on the construction of ODE systems in the space in which the constraint manifold is embedded which preserve the constraint manifold as an invariant manifold. In each case, a Hamiltonian system of ordinary differential equations is produced. The stability of the constraint invariants and the behavior of the original Hamiltonian along solutions are investigated both numerically and analytically.
Many methods have been proposed for the simulation of constrained mechanical systems. The most obvious of these have mild instabilities and drift problems. Consequently, stabilization techniques have been proposed A popular stabilization method is Baumgarte's technique, but the choice of parameters to make it robust has been unclear in practice. Some of the simulation methods that have been proposed and used in computations are reviewed here, from a stability point of view. This involves concepts of differential-algebraic equation (DAE) and ordinary differential equation (ODE) invariants. An explanation of the difficulties that may be encountered using Baumgarte's method is given, and a discussion of why a further quest for better parameter values for this method will always remain frustrating is presented. It is then shown how Baumgarte's method can be improved. An efficient stabilization technique is proposed, which may employ explicit ODE solvers in case of nonstiff or highly oscillatory problems and which relates to coordinate projection methods. Examples of a two-link planar robotic arm and a squeezing mechanism illustrate the effectiveness of this new stabilization method.
In this paper, we show that symplectic partitioned Runge-Kutta methods conserve momentum maps corresponding to linear symmetry groups acting on the phase space of Hamiltonian differential equations by extended point transformation. We also generalize this result to constrained systems and show how this conservation property relates to the symplectic integration of Lie-Poisson systems on certain submanifolds of the general matrix group GL(n).
We consider the numerical treatment of Hamiltonian systems that contain a potential which grows large when the system deviates from the equilibrium value of the potential. Such systems arise, e.g., in molecular dynamics simulations and the spatial discretization of Hamiltonian partial differential equations. Since the presence of highly oscillatory terms in the solutions forces any explicit integrator to use very small step size, the numerical integration of such systems provides a challenging task. It has been suggested before to replace the strong potential by a holonomic constraint that forces the solutions to stay at the equilibrium value of the potential. This approach has, e.g., been successfully applied to the bond stretching in molecular dynamics simulations. In other cases, such as the bond-angle bending, this methods fails due to the introduced rigidity. Here we give a careful analysis of the analytical problem by means of a smoothing operator. This will lead us to the notion of the smoothed dynamics of a highly oscillatory Hamiltonian system. Based on our analysis, we suggest a new constrained formulation that maintains the flexibility of the system while at the same time suppressing the high-frequency components in the solutions and thus allowing for larger time steps. The new constrained formulation is Hamiltonian and can be discretized by the well-known SHAKE method.
A theoretical famework for the investigation of the qualitative behavior of differential-algebraic equations (DAEs) near an equilibrium point is established. The key notion of our approach is the notion of regularity. A DAE is called regular locally around an equilibrium point if there is a unique vector field such that the solutions of the DAE and the vector field are in one-to-one correspondence in a neighborhood of this equili Drium point. Sufficient conditions for the regularity of an equilibrium point are stated. This in turn allows us to translate several local results, as formulated for vector fields, to DAEs that are regular locally around a g: ven equilibrium point (e.g. Local Stable and Unstable Manifold Theorem, Hopf theorem). It is important that ihese theorems are stated in terms of the given problem and not in terms of the corresponding vector field.
It is shown that the Hankel transformation Hsub(v) acts in a class of weighted Sobolev spaces. Especially, the isometric mapping property of Hsub(v) which holds on L²(IRsub(+),rdr) is extended to spaces of arbitrary Sobolev order. The novelty in the approach consists in using techniques developed by B.-W. Schulze and others to treat the half-line Rsub(+) as a manifold with a conical singularity at r = 0. This is achieved by pointing out a connection between the Hankel transformation and the Mellin transformation.The procedure proposed leads at the same time to a short proof of the Hankel inversion formula. An application to the existence and higher regularity of solutions, including their asymptotics, to the 1-1-dimensional edge-degenerated wave equation is given.
The ill-posed problem of aerosol size distribution determination from a small number of backscatter and extinction measurements was solved successfully with a mollifier method which is advantageous since the ill-posed part is performed on exactly given quantities, the points r where n(r) is evaluated may be freely selected. A new twodimensional model for the troposphere is proposed.
The paper is devoted to the construction of the exponential function of a matrix pseudo-differential operator which do not satisfy any of the known theorems (see, Sec.8 Ch.VIII and Sec.2 Ch.XI of [17]). The applications to the construction of the fundamental solution for the Cauchy problem for the hyperbolic operators with the characteristics of variable multiplicity are given, too.
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).
Let {Tsub(p) : q1 ≤ p ≤ q2} be a family of consistent Csub(0) semigroups on Lφ(Ω) with q1, q2 ∈ [1, ∞)and Ω ⊆ IRn open. We show that certain commutator conditions on Tφ and on the resolvent of its generator Aφ ensure the φ independence of the spectrum of Aφ for φ ∈ [q1, q2]. Applications include the case of Petrovskij correct systems with Hölder continuous coeffcients, Schrödinger operators, and certain elliptic operators in divergence form with real, but not necessarily symmetric, or complex coeffcients.
The paper contains the proof of the index formula for manifolds with conical points. For operators subject to an additional condition of spectral symmetry, the index is expressed as the sum of multiplicities of spectral points of the conormal symbol (indicial family) and the integral from the Atiyah-Singer form over the smooth part of the manifold. The obtained formula is illustrated by the example of the Euler operator on a two-dimensional manifold with conical singular point.
The paper is devoted to pseudodifferential boundary value problems in domains with singular points on the boundary. The tangent cone at a singular point is allowed to degenerate. In particular, the boundary may rotate and oscillate in a neighbourhood of such a point. We show a criterion for the Fredholm property of a boundary value problem and derive estimates of solutions close to singular points.
The aim of this book is to develop the Lefschetz fixed point theory for elliptic complexes of pseudodifferential operators on manifolds with edges. The general Lefschetz theory contains the index theory as a special case, while the case to be studied is much more easier than the index problem. The main topics are: - The calculus of pseudodifferential operators on manifolds with edges, especially symbol structures (inner as well as edge symbols). - The concept of ellipticity, parametrix constructions, elliptic regularity in Sobolev spaces. - Hodge theory for elliptic complexes of pseudodifferential operators on manifolds with edges. - Development of the algebraic constructions for these complexes, such as homotopy, tensor products, duality. - A generalization of the fixed point formula of Atiyah and Bott for the case of simple fixed points. - Development of the fixed point formula also in the case of non-simple fixed points, provided that the complex consists of diferential operarators only. - Investigation of geometric complexes (such as, for instance, the de Rham complex and the Dolbeault complex). Results in this direction are desirable because of both purely mathe matical reasons and applications in natural sciences.
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.
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.
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.
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.
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.
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.
The determination of the atmospheric aerosol size distribution is an inverse illposed problem. The shape and the material composition of the air-carried particles are two substantial model parameters. Present evaluation algorithms only used an approximation with spherical homogeneous particles. In this paper we propose a new numerically efficient recursive algorithm for inhomogeneous multilayered coated and absorbing particles. Numerical results of real existing particles show that the influence of the two parameters on the model is very important and therefore cannot be ignored.
In single photon emission computed tomography (SPECT) one is interested in reconstructing the activity distribution f of some radiopharmaceutical. The data gathered suffer from attenuation due to the tissue density µ. Each imaged slice incorporates noisy sample values of the nonlinear attenuated Radon transform (formular at this place in the original abstract) Traditional theory for SPECT reconstruction treats µ as a known parameter. In practical applications, however, µ is not known, but either crudely estimated, determined in costly additional measurements or plainly neglected. We demonstrate that an approximation of both f and µ from SPECT data alone is feasible, leading to quantitatively more accurate SPECT images. The result is based on nonlinear Tikhonov regularization techniques for parameter estimation problems in differential equations combined with Gauss-Newton-CG minimization.
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 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.
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 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.
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.
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.
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.
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.
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 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.
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.
We prove a theorem on analytic representation of integrable CR functions on hypersurfaces with singular points. Moreover, the behaviour of representing analytic functions near singular points is investigated. We are aimed at explaining the new effect caused by the presence of a singularity rather than at treating the problem in full generality.
The ill-posed inversion of multiwavelength lidar data by a hybrid method of variable projection
(1999)
The ill-posed problem of aerosol distribution determination from a small number of backscatter and extinction lidar measurements was solved successfully via a hybrid method by a variable dimension of projection with B-Splines. Numerical simulation results with noisy data at different measurement situations show that it is possible to derive a reconstruction of the aerosol distribution only with 4 measurements.
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).
Using the Riemannian connection on a compact manifold X, we show that the algebra of classical pseudo-differential operators on X generates a canonical deformation quantization on the cotangent manifold T*X. The corresponding Abelian connection is calculated explicitly in terms of the of the exponential mapping. We prove also that the index theorem for elliptic operators may be obtained as a consequence of the index theorem for deformation quantization.
We study the approach to the theory of hypergeometric functions in several variables via a generalization of the Horn system of differential equations. A formula for the dimension of its solution space is given. Using this formula we construct an explicit basis in the space of holomorphic solutions to the generalized Horn system under some assumptions on its parameters. These results are applied to the problem of describing the complement of the amoeba of a rational function, which was posed in [12].
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.
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.
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.
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.
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.
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.
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.
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.
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.
Problems for elliptic partial differential equations on manifolds M with singularities M' (here with piece-wise smooth geometry)are studied in terms of pseudo-differential algebras with hierarchies of symbols that consist of scalar and operator-valued components. Classical boundary value problems (with or without the transmission property) belong to the examples. They are a model for operator algebras on manifolds M with higher "polyhedral" singularities. The operators are block matrices that have upper left corners containing the pseudo-differential operators on the regular M\M' (plus certain Mellin and Green summands) and are degenerate (in streched coordinates) in a typical way near M'. By definition M' is again a manifold with singularities. The same is true of M'', and so on. The block matrices consist of trace, potential and Mellin and Green operators, acting between weighted Sobolev spaces on M(j) and M(k), with 0 ≤ j, k ≤ ord M; here M(0) denotes M, M(1) denotes M', etc. We generate these algebras, including their symbol hierarchies, by iterating so-called "edgifications" and "conifications" os algebras that have already been constructed, and we study ellipicity, parametrics and Fredholm property within these algebras.
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.
The topological significance of the spectral Atiyah-Patodi-Singer η-invariant is investigated. We show that twice the fractional part of the invariant is computed by the linking pairing in K-theory with the orientation bundle of the manifold. The Pontrjagin duality implies the nondegeneracy of the linking form. An example of a nontrivial fractional part for an even-order operator is presented.
We prove a general theorem on the behavior of the relative index under surgery 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.
We continue the investigation of the calculus of Fourier Integral Operators (FIOs) in the class of symbols with exit behaviour (SG symbols). Here we analyse what happens when one restricts the choice of amplitude and phase functions to the subclass of the classical SG symbols. It turns out that the main composition theorem, obtained in the environment of general SG classes, has a "classical" counterpart. As an application, we study the Cauchy problem for classical hyperbolic operators of order (1, 1); for such operators we refine the known results about the analogous problem for general SG hyperbolic operators. The material contained here will be used in a forthcoming paper to obtain a Weyl formula for a class of operators defined on manifolds with cylindrical ends, improving the results obtained in [9].
The problem of analytic representation of integrable CR functions on hypersurfaces with singularities is treated. The nature o singularities does not matter while the set of singularities has surface measure zero. For simple singularities like cuspidal points, edges, corners, etc., also the behaviour of representing analytic functions near singular points is studied.
We prove the existence of Hp(D)-limit of iterations of double layer potentials constructed with the use of Hodge parametrix on a smooth compact manifold X, D being an open connected subset of X. This limit gives us an orthogonal projection from Sobolev space Hp(D) to a closed subspace of Hp(D)-solutions of an elliptic operator P of order p ≥ 1. Using this result we obtain formulae for Sobolev solutions to the equation Pu = f in D whenever these solutions exist. This representation involves the sum of a series whose terms are iterations of double layer potentials. Similar regularization is constructed also for a P-Neumann problem in D.
We construct a new calculus of boundary value problems with the transmission property on a non-compact smooth manifold with boundary and conical exits to infinity. The symbols are classical both in covariables and variables. The operators are determined by principal symbol tuples modulo operators of lower orders and weights (such remainders are compact in weighted Sobolev spaces). We develop the concept of ellipticity, construct parametrices within the algebra and obtain the Fredholm property. For the existence of Shapiro-Lopatinskij elliptic boundary conditions to a given elliptic operator we prove an analogue of the Atiyah-Bott condition.
Crack problems are regarded as elements in a pseudo-differential algbra, where the two sdes int S± of the crack S are treated as interior boundaries and the boundary Y of the crack as an edge singularity. We employ the pseudo-differential calculus of boundary value problems with the transmission property near int S± and the edge pseudo-differential calculus (in a variant with Douglis-Nirenberg orders) to construct parametrices od elliptic crack problems (with extra trace and potential conditions along Y) and to characterise asymptotics of solutions near Y (expressed in the framework of continuous asymptotics). Our operator algebra with boundary and edge symbols contains new weight and order conventions that are necessary also for the more general calculus on manifolds with boundary and edges.
We prove the existence of a limit in Hm(D) of iterations of a double layer potential constructed from the Hodge parametrix on a smooth compact manifold with boundary, X, and a crack S ⊂ ∂D, D being a domain in X. Using this result we obtain formulas for Sobolev solutions to the Cauchy problem in D with data on S, for an elliptic operator A of order m ≥ 1, whenever these solutions exist. This representation involves the sum of a series whose terms are iterations of the double layer potential. A similar regularisation is constructed also for a mixed problem in D.
Content: Introduction 1 Anisotropic operators in a cylinder with a conical base 1.1 Manifolds with conical singularities and opertors of Fuchs type 1.2 Typical operators and symbol structures 2 Weighted wedge Sobolev spaces and edge asymptotics 2.1 Discrete edge asymptotics 2.2 Continuos edge asymptotics with discrete limit at infinity 2.3 Calculus with operator valued symbols 3 Corner asymptotics at infinity 3.1 The structure of singular functions 3.2 Operators with trace and potential conditions 3.3 Asymptotics and (anisotropic) elliptic regularity
For a domain D subset of IRn with singular points on the boundary and a weight function ω infinitely differentiable away from the singularpoints in D, we consider a C*-algebra G (D; ω) of operators acting in the weighted space L² (D, ω). It is generated by the operators XD F-¹ σ F XD where σ is a homogeneous function. We show that the techniques of limit operators apply to define a symbol algebra for G (D; ω). When combined with the local principle, this leads to describing the Fredholm operators in G (D; ω).
Content: 0.1 Preliminary Remarks Chapter 1: Noncommutative Analysis: Main Ideas, Definitions, and Theorems 1.1 Functions of One Operator (Functional Calculi) 1.2 Functions of Several Operators 1.3 Main Formulas of Operator Calculus 1.4 Main Tools of Noncommutative Analysis 1.5 Composition Laws and Ordered Representations