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Palamodov V. Topics in Mathematical Physics (Tel Aviv Lectures, 2002) (80s) PDF
Palamodov V. Topics in Mathematical Physics (Tel Aviv Lectures, 2002) (80s) PDF
Palamodov V. Topics in Mathematical Physics (Tel Aviv Lectures, 2002) (80s) PDF
Prof. V.Palamodov
Spring semester 2002
Contents
Chapter 1. Differential equations of Mathematical Physics
1.1 Differential equations of elliptic type
1.2 Diffusion equations
1.3 Wave equations
1.4 Systems
1.5 Nonlinear equations
1.6 Hamilton-Jacobi theory
1.7 Relativistic field theory
1.8 Classification
1.9 Initial and boundary value problems
1.10 Inverse problems
Chapter 2. Elementary methods
2.1 Change of variables
2.2 Bilinear integrals
2.3 Conservation laws
2.4 Method of plane waves
2.5 Fourier transform
2.6 Theory of distributions
Chapter 3. Fundamental solutions
3.1 Basic definition and properties
3.2 Fundamental solutions for elliptic operators
3.3 More examples
3.4 Hyperbolic polynomials and source functions
3.5 Wave propagators
3.6 Inhomogeneous hyperbolic operators
3.7 Riesz groups
Chapter 4. The Cauchy problem
4.1 Definitions
4.2 Cauchy problem for distributions
4.3 Hyperbolic Cauchy problem
4.4 Solution of the Cauchy problem for wave equations
4.5 Domain of dependence
2
Chapter 1
Differential equations of
Mathematical Physics
1.1
+ 2 u = 0
.
, ...,
h, i u = f, =
x1
xn
1
h2
+ V (x) = E
2m
E is the energy of a particle.
1.2
Diffusion equations
The equation
u (x, t)
d2 x u (x, t) = f
t
in X R describes propagation of heat in X with the source density
f.
The equation
u
h, pi u qu = f
t
describes diffusion of small particles.
c + div (wc) = Dc + f
t
for convective diffusion accompanied by a chemical reaction; c is the
concentration, f is the production of a specie, w is the volume velocity,
D is the diffusion coefficient.
The Schrodinger equation
h2
h +
V (x) (x, t) = 0
t 2m
where h = 1.054... 1027 erg sec is the Plank constant. The wave
function describes motion of a particle of mass m in the exterior field
with the potential V. The density | (x, t)|2 dx is the probability to find
the particle in the point x at the time t.
2
1.3
Wave equations
1.3.1
The equation
2
2
2
v
(x)
t2
x2
u (x, t) = 0
=0
t2
x4
1.3.2
2
v (x) u (x, t) = 0
t2
The acoustic equation
2u
2
,
v
u = 0, = (1 , ..., n )
t2
Wave equation in an anisotropic medium:
2
X
X
2
u
aij (x)
bi (x)
u (x, t) = f (x, t)
t2
xi xj
xi
3
(h, 0 i , x) u (x, 0 , t) d 0 = q
S(X)
2
2
c + m u (x, t) = 0
t2
where c is the light speed. A relativistic scalar particle of the mass m.
1.4
Systems
div (H) = 0,
rot E =
E and H are the electric and magnetic fields, is the electric charge
and I is the current; , are electric permittivity and magnetic permeability, respectively, v 2 = c2 /. In a non-isotropic medium , are
symmetric positively defined matrices.
The elasticity system
ui =
vij
t
xj
where U (x, t) = (u1 , u2 , u3 ) is the displacement evaluated in the tangent bundle T (X) and {vij } is the stress tensor:
vij = ij
uk +
ui +
uj , i, j = 1, 2, 3
xk
xj
xi
is the density of the elastic medium in a domain X; , are the
Lame coefficients (isotropic case).
4
1.5
Nonlinear equations
1.5.1
dim X = 1
6u
=0
t2
x2
x2 x4
1.5.2
dim X = 2, 3
u
h2
+
u |u|2 u = 0
t
2m
2
v u + f (u) = 0
t2
where f is a nonlinear function, f.e. f (u) = u3 or sin u.
The system of hydrodynamics (gas dynamic)
+ div (v) = f
t
v
1
+ hv, grad vi + grad p = F
t
(p, ) = 0
5
for the velocity vector v = (v1 , v2 , v3 ), the density function and the
pressure p of the liquid. They are called continuity, Euler and the state
equation, respectively.
The Navier-Stokes system
+ div (V ) = f
t
1
v
+ hv, grad vi + v + grad p = F
t
(p, ) = 0
where is the viscosity coefficient.
The system of magnetic hydrodynamics
B
rot (u B) = 0
t
u
1.6
Hamilton-Jacobi theory
x
= H0 (x, ) ,
= Hx0 (x, )
=0
x dt x
.
1.7
1.7.1
u
e 2
h2
j Aj eV = 0
+
t
2m
c
3
X
mI
=0
0
0 3
0 2
0
0 1
,
,
,
3 0
2 0
0 0
1 0
and
0
1 0
0 1
, =
0 1
1 0
, =
0
0
, =
1 0
0 1
. 2
mI
mI = + m2 I, = 2 c2
t
Maxwell-Dirac system
F = J , ( + eA m) = 0
describes interaction of electromagnetic field A and electron-positron
field .
Yang-Mills equation for the Lie algebra g of a group G
F = , F = A A + g [A , A ] ;
F = J, F = J ; = gA ,
where A (x) g, = 0, 1, 2, 3 are gauge fields, is considered as a
connection in a vector bundle with the group G.
Einstein equation for a 4-metric tensor g = g (x) , x = (x0 , x1 , x2 , x3 ) ; , =
0, ..., 3
1
R g R = Y ,
2
where R is the Ricci tensor
R = , , + +
. 1
= (g, + g, g, )
2
1.8
|j|=m
1.8.1
g
h
g
x
g
y
h
y
h
x
!t
is elliptic, since
1 = =
1.8.2
, det 1 = 2 2
The operator a is called strictly t-hyperbolic ( strictly hyperbolic in variable t), if (i,ii,iii) are fulfilled. It is called weakly hyperbolic, if (i) and (ii) are
satisfied. It is called t-hyperbolic, if there exists a number 0 < 0 such that
(x, t; + ) 6
= 0, for V , < 0
The strict hyperbolicity property implies hyperbolicity which, in its turn,
implies weak hyperbolicity. Any of these properties implies the same property
for t instead of t.
Example 1. The operator
2
= 2 v2
t
is hyperbolic with respect to the splitting (x, t) since
2 = 2 + v 2 (x) ||2 = [ v (x) ||] [ + v (x) ||]
i.e. 1 = v || , 2 = v || . It is strictly hyperbolic, if v (x) > 0.
Example 2. The Klein-Gordon-Fock operator + m2 is strictly thyperbolic.
Example 3. The Maxwell, Dirac systems are weakly hyperbolic, but
not strictly hyperbolic.
Example 4. The elasticity system is weakly hyperbolic, but not strictly
hyperbolic, since the polynomial det 2 is of degree 6 and has 4 real roots
with respect to , two of them of multiplicity 2.
1.8.3
1.8.4
Out of classification
The linear Schrodinger operator does not belong to either of the above classes.
Tricomi operator
a (x, y, D) =
2u
2u
+
x
x2
y 2
1.9
1.9.1
u
|D = v1
u
+ bu |D = v
1.9.2
1.9.3
Goursat problem
u (x, 0) = u0 , u (0, t) = v (t)
1.10
Inverse problems
Bibliography
[1] R.Courant D.Hilbert: Methods of Mathematical Physics,
[2] P.A.M.Dirac: General Theory of Relativity, Wiley-Interscience Publ.,
1975
[3] L.Landau, E.Lifshitz: The classical theory of fields, Pergamon, 1985
[4] I.Rubinstein, L.Rubinstein: Partial differential equations in classical
mathematical physics, 1993
[5] L.H.Ryder: Quantum Field Theory, Cambridge Univ. Press, London
1985
[6] V.S.Vladimirov: Equations of mathematical physics, 1981
[7] G.B.Whitham: Linear and nonlinear waves, Wiley-Interscience Publ.,
1974
12
Chapter 2
Elementary methods
2.1
Change of variables
yj
yj
dx1 + ... +
dxn , j = 1, ..., n
x1
xn
If we write the covector dx = (dx1 , ..., dxn ) as a column, this system can be
written in the compact form
dy = Jdx
.
where J = {yj /xi } is the Jacobi matrix. For the rows of derivatives
Dx = (/x1 , ..., /xn ) , Dy = (/y1 , ..., /yn ) we have
Dx = D y J
since the covector dx is bidual to the vector Dx . Therefore for an arbitrary
linear differential operator a we have
a (x, Dx ) = a (x (y) , Dy J)
hence the symbol of a in y coordinates is equal (x (y) , J) , where (x, )
is symbol in x-coordinates.
Example 1. An arbitrary operator with constant coefficients is invariant
with respect to arbitrary translation transformation Th : x 7x + h, h V.
Translations form the group that is isomorphic to V.
1
2
yz
(2.1)
for continuous functions f, g. At the other hand, if f, g are arbitrary continuous functions, the sum (1) need not to be a C 2 -function. Then u is a
generalized solution of the wave equation.
Example 3. The Laplace operator keeps its form under arbitrary
linear orthogonal transformation y = Lx. We have J = L and () = ||2 .
Therefore () = |L|2 = ||2 . All the orthogonal transformations L
form a group O (n) . Also the Helmholtz equation is invariant with respect
to O (n) .
Example 4. The relativistic wave operator
=
2
c2
t2
is invariant with respect to arbitrary linear orthogonal transformation in Xspace. In fact there is a larger invariance group, called the Lorentz group Ln .
This is the group of linear operators in V that preserves the symbol
(, ) = 2 + c2 ||2
This is a quadratic form of signature (n, 1). The Lorentz group contains the
orthogonal group O (n) and also transformations called boosts:
2
2.2
Bilinear integrals
.
Suppose that V is an Euclidean space, dim V = n. The volume form dV =
dx1 ... dxn is uniquely defined; let L2 (V ) be the space of square integrable
functions in V. For a differential operator a we consider the integral form
Z
(x) a (x, D) (x) dV
ha, i =
V
(2.2)
where a is again a linear differential operator of order m. It is called (formally) conjugate operator. The operation a 7a is additive and (a) =
a , obviously a = a.
An operator a is called (formally) selfadjoint if a = a.
Example 1. For an arbitrary operator a with constant coefficients we
have a (D) = a (D) .
P
Example 2. A tangent field b =
bi (x) /xi is a differential operator
of order 1. We have
. X
b = b div b, div b =
bi /xi
3
is always nonnegative. This property helps, f.e. to solve the Dirichlet problem
in a bounded domain. Note that the symbol of is also nonnegative:
||2 0. In general these two properties are related in much more general
operators.
Let a, b be arbitrary functions in a domain D V that are smooth up to
the boundary = D. They need not to vanish in . Then the integration
by parts brings boundary terms to the righthand side of (2). In particular,
for the Laplace operator we get the equation
Z
Z X
Z X
a b
a
badV =
dV + b
ni
dS
xi xi
xi
D
D
where n = (n1 , ..., nn ) is the unit outward normal field in and dS is the
Euclidean surface measure. The sum of the terms ni a/xi is equal to the
normal derivative a/n. Integrating by parts in the first term, we get finally
Z
Z
Z
Z
badV =
badV + ba/ndS b/nadS
(2.3)
D
2.3
Conservation laws
For some hyperbolic equations and system one can prove that the energy
is conservated, i.e. it does not depend on time. Consider for simplicity the
selfadjoint wave equation
2
2
v
u (x, t) = 0
t2 xi xi
4
X
X
u
u
2
2
,
= kvuk2
v
v
u ,u =
xi
xi
xi
xi
2u
u
,u =
2
t t
t t
2u
X
2 u
,u =
kvuk2
v
,u =
2
t t
t
xi
xi
t
and
!
u 2
+ kvuk2 = 0
t
2
Z
Z
u (x, t) 2
u
(x,
0)
2
2
2.4
u (x, t) =
2 cosh
(21 a1/2
(x at x0 ))
a2 (1 a2 )
2g cosh (21 a (x at x0 ))
2 1/2
u (x, t) = 4 arctan exp g 1 a
(x at x0 )
is a plane-wave solution.
Example 5. The Burgers equation
ut + uux = uxx , 6
=0
It has the following solution for arbitrary c1 , c2
u = c1 +
1 + exp (2)
c2
1
c1
, 2a = c1 + c2
(c2 c1 ) (x at)
6
2.5
Fourier transform
dm
dm1
a (D) u = am m + am1 m1 + ... + a0 u = w
dx
dx
(2.4)
or () u
e () = w
b () . A solution can be found in the form:
u
e () = 1 () w
b ()
2.6
Theory of distributions
Chapter 3
Fundamental solutions
3.1
Definition. Let a (x, D) be a linear partial differential operator in a vector space V and U is an open subset of V. A family of distributions Fy
D 0 (V ) , y U is called a fundamental solution (or Green function, source
function, potential, propagator), if
a (x, D) Fy (x) = y (x) dx
This means that for an arbitrary test function D (V ) we have
Fy (a0 (x, D) (x)) = (y)
Fix a system of coordinates x = (x1 , ..., xn ) in V ; the volume form dx =
dx1 ...dxn is a translation invariant. We can write a fundamental solution
(f.s.) in the form Fy (x) = Ey (x) dx, where E is a generalized function.
The difference between Fy and Ey is the behavior under coordinate changes:
Ey (x0 ) dx0 = Ey (x) dx, where x0 = x0 (x) , hence Ey (x0 ) = Ey (x) |det x/x0 | .
The function Ey for a fixed y is called a source function with the source point
y.
If a (D) is an operator with constant coefficients in V and E0 (x) = E (x)
.
is a source function that satisfies a (D) E0 = 0 , then Ey (x) dx = E (x y) dx
is a f.s in U = V. Later on we call E source function; we shall use the same
notation Ey for a f.s. and corresponding source function, if we do not expect
a confusion.
Proposition 1 Let E be a f.s. for U V. If w is a function (or a distribution)
with compact support K U, then the function (distribution)
Z
.
u (x) = Ey (x) w (y) dy
is a solution of the equation a (x, D) u = w.
1
3.2
dxdy (2)
=
z
z
z
z
U ()
U ()
U ()
The first term vanishes since the function z 1 is analytic in U () . The boundary U () is the circle |z| = with opposite orientation. Take the parametrization by x = cos , y = sin and calculate the second term:
Z 2
Z
dy dx
1
1
= (2)
( cos , sin ) d
(2)
z
0
U ()
Z 2
1
(2) (0)
d = (0)
0
Z
Z
Z
E () = lim
EdV = lim
EdV + E/ndS E/ndS
0
Z
1
1
E () = (2)
ln r /rdS +
r dS
r=
r=
3.3
More examples
A hyperbolic operator can not have a fundamental solution which is a C function in the complement to the source point.
.
Example 6. For DAlembert operator a (D) = 2 = t2 v 2 x2 we can
find a fundamental solution by means of the coordinate change y = x vt,
z = x + vt (see Ch.2): 2 = 4v 2 y z . Introduce the function (Heavisides
function)
(x) = 1, for x 0, (x) = 0 for x < 0
(3.1)
E=1/2v
vt> |x|
=
3.4
V \ {pm () = 0} and take the connected component (p, ) of this cone that
contains . This is a convex cone and p is hyperbolic with respect to any
g (p, ) and g (p, ) . The dual cone is defined as follows
(p, ) = {x V, (x) 0, (p, )}
The dual cone is closed, convex and proper, (i.e. it does not contain a line).
Theorem 5 Let a (D) be a hyperbolic operator with constant coefficients with
respect to a covector 0 . Then there exists a f.s. E of a such that
supp E (p, 0 )
5
Z
exp ( h + , xi) exp ( + )2
E, (x) =
d
p ( + )
V
(3.2)
= p1 () exp x 2 d
Z
2
p
(
+
)
exp
(
h
+
,
xi)
exp
(
+
)
a (D) E, (x, t) = m
d
p ( + )
V
Z
=
exp ( h + , xi) exp ( + )2 d
ZV
=
exp (x) exp 2 d
V
For the third step we have applied again the Cauchy-Poincare theorem. This
yields a (D) E = 0 . Estimate this integral in the halfspace {h, xi < 0} :
Z
d
|E (x)| =
V
p ( + )
Z
exp ( 2 ) exp (2 2 )
d Cn/2 exp 2 exp ( h, xi)
exp ( h, xi)
|p ( + )|
V
3.5
Wave propagators
1
(|x| vt)
4v 2 t
(3.3)
2 1
1
E4 () = 4v
t
(x, t) dSdt
0
|x|=vt
(3.4)
exp 2 d
E (x, t) =
Z X
exp (x + ( ) t) exp (x + ( + ) t)
d
( )2 |v|2
( + )2 |v|2
E (x, t) = 2v
sin (a ||)
F S(a) = 4a
||
(3.5)
The functional S(a) has compact support and therefore is well defined on the
smooth function exp (x) . Calculate the value:
Z 2 Z
Z
2
exp (a || cos ) sin dd
S(a) (exp (x)) =
exp (x) dS = a
0
S(a)
= 2a2
sin (a ||)
F
= 2 2 a1 S(a)
||
We find from (5)
1
E (x, t) = 2v F
4 3 v 2 t1 S(vt)
(vt |x|)
q
2v v 2 t2 |x|2
(3.6)
2 2 1/2
E=c((vt) x )
x=vt
.
is supported by the cone K3 = {vt |y|} . Apply this equation to a test
function:
Z
2 1
2 1
E3 () = E4 ( e) = 4v t
(vt |x|) ( e) = 4v t
(y, t) dS
y 2 +x23 =(vt)2
. It
where n is the normal unit field to S and n3 = (vt)1 (vt)2 |y|2
follows
vtdx1 dx2
dS = q
v 2 t2 |y|2
and
1
E3 () =
2v
which coincides with (6). We need only to check that E3 is the forward propagator for the operator 3 . It is supported by the proper convex cone K and
Z
Z
3 E3 = 4 E4 dx3 = 0 (x, t) dx3 = 0 (y, t)
since
32 E4 dx3 = 0.
10
3.6
q
2
J1 m c2 t2 |x|
m
(t)
q
(3.7)
(ct |x|)
(ct |x|)
D (x, t) =
4c2 t
4
c2 t2 |x|2
where J1 is a Bessel function. Recall that the Bessel function of order can
be given by the formula
J (z) =
X
0
z +2k
(1)k
k! ( + k + 1) 2
Remark. The generalized functions in (3), (6), and (7) can be written as
pullbacks of some functions under the mapping
X R R2 , (x, t) q = v 2 t2 |x|2 , (t)
(3.8)
It is obvious for (6) since (vt |x|) = (q) (t) . Fix the coordinates (x 0 , x)
in V, where x0 = vt. In formulae (3) and (7) we can write (ct)1 (ct |x|) =
(q) . Indeed, we have by definition
Z
Z Z
2
(q) () =
= 1+v
dSdt
q=0 dq
0
q=0 |q|
where = dxdx0 is a test density, i.e. D (X R); dS is the area
in the 2-surface
q = 0, t = const . We have q = (2x, 2v 2 t) = (2x, 2v 2 t) ,
|q| = 2 1 + v 2 vt and
Z
1 Z
2
dS = 2 1 + v vt
dS
q=0 |q|
Then
(t)
(t)
(|x| vt) =
(q)
2
4v "t
2v
#
J1 m q
m
1
(q)
(q)
D = (t)
2c
4
q
E4 =
This fact has the following explanation. The wave operator and the KleinGordon-Fock operator are invariant with respect to the Lorentz group L3 =
O (3, 1) . This is the group of linear transformations in V that preserve the
quadratic form q; the dual transformations in V preserve the dual form
11
3.7
Riesz groups
This construction provides an elegant and uniform method for explicit construction of forward propagators for powers of the wave operator in arbitrary
space dimension.
Let V be a space of dimension n with the coordinates (x1 , ..., xn ); set q (x) =
.
2
x1 x22 ... x2n . The set K = {x1 0, q (x) 0} is a proper convex cone in
V. Consider the family of distributions
Z
q+ () =
q (x) (x) dx, D (V ) , C
K
This family is well-defined in the halfplane {Re > 0} and is analytic, i.e.
q+
() is an analytic function of for any . The family has a meromorphic
continuation to whole plane C with poles at the points
= 0, 1, 2, ...; =
n
n
1, 2, ...
2
2
n/2
q+
dx
x1
+ dx
,
(n2)/2 221 () ( + 1 n/2) ()
12
(3.9)
becomes an entire function of with values in the space of tempered distributions. We have always supp Z K, hence Z is an element of the algebra
AK of tempered distributions with support in the convex closed cone K. The
convolution is well-defined in this algebra; it is associative and commutative.
The following important formula is due to Marcel Riesz :
Z Z = Z+
(3.10)
(3.11)
13
Chapter 4
The Cauchy problem
4.1
Definitions
Let a (x, D) be a linear differential operator of order m with smooth coefficients in the
space V n and W be an open set in V. Let t be a smooth function in W such that
dt 6
= 0 (called time variable) and f, g be some functions in W. The Cauchy problem for
time variable t for the data f, g is to find a solution u to the equation
a (x, D) u = f
(4.1)
(4.2)
4.2
where k D (R) is an arbitrary sequence of densities that weakly tends to the deltadistribution . The limit exists, because of the assumption on u.
2
8
6
4
2
0
2
4
6
8
80
70
60
60
50
40
40
30
20
20
0
10
0
4.3
Theorem 3 Suppose that the operator a with constant coefficients is t-hyperbolic. Then
for arbitrary generalized functions g0 , ..., gm1 in W0 = {t = 0} and arbitrary function
f D 0 (V ) that is weakly smooth in t, there exists a unique solution of the t-Cauchy
problem.
Proof. The uniqueness follows from the Holmgren theorem. Choose linear functions
x = (x1 , ..., xn1 ) such that (x, t) is a coordinate system.
Lemma 4 The forward propagator E for a possesses the properties
tj E|t=
j
m1
0 (x) as & 0, j = 0, ..., m 1
m ()
(4.3)
exp (( + ) t)
d exp x ||2 d, <
E, (x, t) =
X a (, + )
We use here the notation V = X R and the corresponding coordinates (, ) . We
assume that m 2, therefore the interior integral converges without the auxiliary decreasing factor exp ( 2 ) . We can write the interior integral as follows
Z
exp (t) d
a (, )
where = {Re = } . All the zeros of the dominator are to the left of . By Cauchy
Theorem we can replace by a big circle 0 that contains all the zeros, since the numerator
is bounded in the halfplane {Re < } . The integral over 0 is equal to the residue of the
form = a1 (, ) exp (t) d at infinity times the factor (2)1 . The residue tends to
the residue of the form a1 (, ) d as t 0. The later is equal to zero since order of a
is greater 1. This implies (4) for j = 0. Taking the j-th derivative of the propagator, we
come to the form j a1 (, ) d. Its residue at infinity vanishes as far as j < m 1. In
the case j = m 1 the residue at infinity is equal to 01 , where 0 is as in (3). Therefore
the m 1-th time derivative of the interior integral tends to 201 , hence
Z
m1
1
t E, (x, t) 20
exp (x) d = (2)n1 01 0 (x)
X
The convolution is well defined, since supp f H+ and supp E K, the cone K is
convex and proper. The distribution u
e is weakly smooth in t, hence the initial data of it
are well defined. Therefore we need now to solve the Cauchy problem for the equation
a (D) u = 0
(4.4)
(4.5)
where gj = uj tj u
e|t=0 , j = 0, ..., m 1. Take first the convolution
Z
m1
.
e0 = 0 t E g0 (t, x) = 0 tm1 E (t, x y) g0 (y) dy
(4.6)
This is a solution of (5); according to Lemma and e0 |t=0 = g0 . The derivatives tj e0 |t=0
can be calculated by differentiating (7), since any time derivative of E has a limit as
4
.
t 0. Therefore we can replace the unknown function u by u0 = u e0 . The function u0
must satisfies the conditions like (6) with g0 = 0. Then we take the convolution
.
e1 = 0 tm2 E g1
4.4
Applying the above Theorem to the wave equations with the velocity v, we get the
classical formulae:
Case n = 2. The DAlembert formula
Z t Z x+v(ts)
2vu (x, t) =
f (y, s) dyds
+
0
xv(ts)
x+vt
f (y, s) dyds
v 2 (t s)2 |x y|2
Z
g1 (y) dy
g (y) dy
q
q 0
+ t
B(x,vt)
v 2 t2 |x y|2
v 2 t2 |x y|2
B(x,v(ts))
B(x,vt)
S(x,vt)
g0 (y) dS
Here B (x, r) denotes the ball with center x, radius r; S (x, r) is the boundary of this ball.
4.5
Domain of dependence
Assume for simplicity that the right side vanishes: f = 0. The solution in a point (x, t)
does not depend on the initial data out of the ball B (x, vt) , i.e. a wave that is initiated
by the initial functions g0 and g1 is propagated with the finite velocity v. This is called
the general Huygens principle. In the case n = 3 the wave propagating from a compact
source has back front (see the picture). This is called the special Huygens principle
(Minor premiss).
5
Domain of dependence
2
1.5
(x,t)
1
0.5
0
0.5
W
1
1.5
2
2.5
80
70
60
60
50
40
40
30
20
20
0
10
0
(x,t)
The special Huygens principle holds for the wave equation with constant velocity in
the space of arbitrary even dimension n 4.
References
[1] R.Courant D.Hilbert: Methods of mathematical physics
[2] F.Treves: Basic linear partial differential equations
[3] V.S.Vladimirov: Equations of mathematical physics
Chapter 5
Helmholtz equation and
scattering
5.1
Time-harmonic waves
Let a (x, Dx , Dt ) be a linear differential operator of order m with smooth coefficients in the space-time V = X n R with coordinates (x, t) , whose coefficients
do not depend on the time variable t. Consider the equation
a (x, Dx , Dt ) U (x, t) = F (x, t)
(5.1)
A function of the form F (x, t) = exp (t) f (x) is called time-harmonic of frequency , the function f is called the amplitude. If a solution is also timeharmonic function U (x, t) = exp (t) u (x), we obtain the time-independent
equation for the amplitudes
a (x, Dx , ) u (x) = f (x)
Example 1. For the Laplace operator in space-time a (Dx , Dt ) = Dt2 + X we
have
a (Dx , ) = 2 +
+ n2 2 u = 0
.
where the function n = v 1 is called the refraction coefficient. The Helmholtz
operator is not definite; there are many oscillating bounded solutions of the form
.
u (x) = exp (x) , where = n2 2 2 = 0, Rn . This solution is unbounded,
when Cn \Rn .
Find a fundamental solution for the time-independent equation:
1
Proposition 1 Let E (x, t) be a fundamental solution for (1) that can be represented by means of the Fourier integral
Z
1
Ey (x, t) =
exp (t) Ey (x, ) d
(5.2)
2
b Then
for a tempered (Schwartz) distribution E.
(5.3)
i.e. E (x, ) is a source function for the operator a (x, Dx , ) for any such that
E is weakly -smooth.
Proof. We have
1
y (x, t) = a (x, Dx , Dt ) Ey (x, t) =
2
5.2
Apply this method to the wave operator with a constant velocity v. Take the
forward propagator E. It is supported in {t n |x|} and bounded as t .
Therefore it can be represented by means of the Fourier integral (2) for the
tempered distribution
Z
E (x, ) =
E (x, t) exp (t) dt
(5.4)
n|x|
.
The corresponding source function for the Helmholtz operator is equal Fn (x, ) =
v 2 En+1 (x, ) . Calculate it:
Case n = 1. We have E2 (x, t) = (2v)1 (vt |x|) and
Z
exp (t) dt =
F1 (x, ) =
exp (n |x|)
2n
n|x|
2
Case n = 3. We have
1
F3 (x, ) =
4n |x|
exp (n |x|)
4 |x|
Case n = 2. We have
1
F2 (x, ) =
2
n|x|
exp (t)
q
dt
t2 n2 |x|2
(1)
5.3
Radiation condition
+ k 2 u (x) = 0, x X\K, k = n
(5.5)
u (x) = f (x) , x K (Dirichlet condition)
where f is a function on the boundary. Any solution is a real analytic function
u = u (x) since the Helmholtz operator is of elliptic type. A solution is not
unique, unless an additional condition is imposed. The radiation (Sommerfeld)
condition is as follows
ur ku = o r1 as r = |x| ; ur = u/r
(5.6)
Proof. Let S (R) denote the sphere {|x| = R} in X. We have S (R) X\K
for large R R0 . Write for an arbitrary solution u :
Z
Z
Z
2
2
2
2
|ur ku| dS =
|ur | + k |u| dS k
(ur u uur ) dS (5.7)
S(R)
S(R)
S(R)
By (6) the left side tends to zero as R . At the other hand, by Greens
formula
Z
Z
(ur u uur ) dS =
( uu u u) dS
S(R)
where stands for the normal derivative on K. The right side vanishes, since
u|K = 0, hence (7) implies
Z
|u|2 dS 0, R
(5.8)
S(R)
Lemma 4 [Rellich] For k > 0 any solution u of the Helmholtz equation in X\K
satisfying (8) equals identically zero.
Proof. Consider the integral
.
U (r) =
u (rs) (s) ds
S2
where is a continuous function and ds is the Euclidean area density in the unit
sphere S 2 . We prove that U (r) = 0 for r > R0 and for each eigenfunction of
the spherical Laplace operator S :
S =
.
R () = (S Id)1 . In view of the formula
= r2 + 2r1 r + r2 S
it follows that U (r) satisfies the ordinary equation
Z
exp (k |x y|)
exp (k |x y|)
f (y)
u (x) =
g (y)
dSy , g = u
|x y|
|x y|
K
(5.9)
4
+ (k + )2 u = 0 in X\K
u |K = f
(This fact follows from standard estimates for solutions of a elliptic boundary
value problem.) Moreover the sequence u has a limit u in X\K and on K as
0 and u u. This is called limiting absorption principle. By Greens
formula
Z
Z
exp ((k ) |x y|)
exp ((k ) |x y|)
u (x) =
f (y)
dSy
g (y)
|x y|
|x y|
K
S(R)
for x B (R) \K, where B (R) is the ball of radius R. Take R ; the integral
over S (R) tends to zero, hence it can be omitted in this formula. Passing to the
limit as 0, we get (9). It is easy to see that right side of (9) satisfies the
radiation condition. Indeed, we have for any y K the kernel in the second
term (simple layer potential) fulfils this condition, since
exp (k |x y|)
x
exp (k |x y|)
r
=
,
|x y|
|x|
|x y|
k exp (k |x y|)
=
+ O |x|2
|x y|
The kernel in the first term (double-layer) equals
(, x y) exp (k |x y|)
exp ((k ) |x y|)
=
+ O |x|2
|x y|
|x y|
|x y|
5.4
Scattering on an obstacle
The plane wave ui (x) = exp (k (, x)) is a solution of the Helmholtz equation
in the free space X for arbitrary (incident) unit vector . Let K be a compact
set in X, called obstacle. It impose a boundary value condition to any solution.
There are several types of such conditions. We suppose that the obstacle is
impenetrable and the field u satisfies the Dirichlet condition u|K = 0. In this
case the boundary K is called also soft or pressure release surface in the context
of the acoustic wave theory. In the case of Neumann condition u|K = 0 it is
called hard surface, the third condition appears for impedance surface. The total
field u = ui + us is the sum of the incident plane wave and the scattered field
us (; x) in X\K such that u satisfies the Dirichlet condition
us |K = exp (k (, x)) |K
and us fulfils the radiation condition. According to the above theorem the scattered field exists and unique. Moreover, by (9) it can be represented in the form
exp (k |x|)
1
x
us (; x) =
A ;
as |x|
(5.10)
+O
4 |x|
|x|
|x|2
for a function A defined on the product S 2 S 2 . This function is called the
scattering amplitude.
The inverse obstacle problem: to determine the obstacle K from knowledge of the scattering amplitude (or from a partial knowledge).
Application: radar imaging.
Another kind of obstacle without sharp boundary surface is a non-homogeneity
in the medium, i.e. a variable wave velocity and hence variable refraction coefficient n = n (x) . Suppose that the function n is smooth and is equal to a constant
n0 in X\K. Then again, for arbitrary unit vector there exists a field u = ui + us
satisfying the Helmholtz equation
+ 2 n2 (x) u = 0
5.5
Z
exp (k |x y|)
exp (k |x y|)
+ g (y)
dSy = v+w, f = u, g = u
u (x) =
f (y)
|x y|
|x y|
K
6
We observe the amplitude |w|2 of the wave field w on the screen S = {x3 = r} .
Suppose that g is a C 1 -function decreasing at infinity. We can write g (y) =
g0 (y) + y1 h (y) for a continuous functions g0 and h such that g0 does not depend
on y1 for o y1 1
Z Z
exp (k |x y|)
dy1 dy2 + W (x)
w (x) =
g0
|x y|
0
2
exp k/2 (y2 x2 ) g (0, y2 ) dy2
exp k/2 (y1 x1 )2 dy1
R
where 0 exp k/2 (y1 x1 )2 dy1 is called the Fresnel integral. The first factor
is a smooth function of x2 according to the stationary phase formula:
r
2
1
2
A similar representation is valid for the first term v, hence the amplitude |u| =
|v + w| oscilates near the light-shadow border: the Fresnel diffraction:
Huygens-Fresnel Principle: the wave field generated by a hole in a screen
can be obtained by superposition of elementary fields with the source points in
the hole
References
[1] R.Courant, D.Hilbert: Methods of mathematical physics
[2] M.E.Taylor: Partial differential equations II
Chapter 6
Geometry of waves
6.1
Wave fronts
(6.1)
ij
6.2
Hamilton-Jacobi theory
(6.2)
where = dx + dt is the contact 1-form, is unknown n-dimensional conical submanifold in the phase space. (A submanifold in V V is called conical, if it is invariant under
the mapping (x, ) 7(x, ) for any > 0. The unknown manifold is Lagrangian, since
of the second equation. Suppose that the form dt does not vanishes in and the following
initial condition is satisfied:
|t=t0 = 0 , where 0 X V
is a submanifold of dimension n 1 such that h|0 = 0, |0 = 0.
Proposition 2 1 Let be a solution of (3) such that the projection p : X is of
rank n 1 at a point (x0 , t0 , 0 ) . Then there exists a solution of (2) in a neighborhood of
(x0 , t0 ) such that d (x0 , t0 ) = 0 and (x, t) = 0 in W.
j (x) dxj
where is an arbitrary 1-chain that joins x0 with x (i.e. = [x] [x0 ]). Therefore
= d ( (x) + t) . This form vanishes in 0 , hence t + (x) = const in and in the
image of in V. We have t0 + (x0 ) = 0, hence t + (x) = 0 in 0 . Then the first
equation (3) implies (2). Now we solve (3)
h (x, t; ) | = 0, | = 0
(6.4)
which is the standard form of the Hamiltonian field. We have v (h) = 0. Assume that
h 6
= 0 and consider the union V V of all trajectories of the Hamiltonian field that
start in 0 this is a manifold and dt (v) = h 6
= 0. We have dh = 0 in , since v (h) = 0
and by the assumption h|0 = 0. Show that the Lie derivative of = dx + dt along v
vanishes: Lv () = 0. Really, we have
Lv () = d (v ) + v d = d (h + h ) d (dh) = d (h + h ) = mdh = 0
We have h + h = mh, where m is the degree of homogeneity of h. Therefore the right
side equals mdh and vanishes too. We have |0 = 0 by the assumption, hence | = 0.
Proposition 3 2 If a characteristic surface W is tangent to another characteristic surface W 0 at a point p, then they are tangent along a ray W W 0 that contains p.
Proof. Let = (, 1) the normal covector at p to both surfaces. According to the
above construction the front W is the projection of a conic Lagrange manifold , which
is a union of trajectories of (5) and W is the union of rays. The point (p, ) belongs to
, since the form dx + dt vanishes in T (W ) . Let be the ray through p and be the
corresponding bicharacteristic strip through (p, ) . It is contained in since any solution
of (5) is defined uniquely by initial data. Therefore W and similarly W 0 .
6.3
Geometry of rays
If h does not depend on x and t, the trajectories are straight lines. One more case when
the rays can be explicitly written is the following
Proposition 4 If the velocity v is a linear function in X, the rays in the half-space
{v > 0} are circles with centers in the plane {v = 0} .
Problem. To check this fact.
3
6.4
6.5
Ferm
at principle
Let be a smooth curve in the Euclidean space X given by the equation x = x (r) , a
r b; the integral
Z bp
q (x (r) , x0 (r))dr
T () =
a
is called the optical length of thepcurve (or the action). It is equal to the time of a
motion along with the velocity q (x (r) , x0 (r)) (v = n1 in the isotropical case).
Proposition 5 3 Each ray of the system (5) for the Hamiltonian function h = 2 /2 is
an extremal of the optical length integral T () .
Proof. We compare the Euler-Lagrange equation
d F
F
=0
0
dr x
x
(6.6)
p
0
q (x,
(5). Suppose for simplicity that the medium is
for F =
p x ) with the system
0
0
isotropic, i.e. q (x, x ) = n (x) |x | , h (x; , ) = v 2 (x) ||2 2 /2. Set
=
F
x0 d
1 d
=
n
(x)
,
=
0
0
x
|x | ds
n |x0 | dr
x0
dx
=
= v 2 = h0
0
ds
n |x |
6.6
The function
2 (x; ) = g ij (x) i j 2 , = (, )
.
is the principal symbol of the equation (1). Fix x and consider the cone Kx = {2 (x; ) = 0}
in V . It is called the cone of normals at x. The dual cone Kx in V ; it is called the cone
(x, y, y 0 ) = 0, where
of velocities at x. It is given by the equation h
.
is the Legendre transform of h = 2 /2 and (y, y 0 ) stands for a tangent vector to V at
(x, t) .
The major Huygens principle. Let W0 be a smooth wave front at a moment
t = t0 . For a small time interval t and an arbitrary point x W0 take the ellipsoid
n
o
.
Sx = h
(x; x, t) = 0
(6.7)
be the envelope of these ellipsoids. The claim: the wave front Wt at the moment
Let W
up to O (t2 ) .
t = t0 + t coincides with a component of W
This means, in fact, that the distance between the hypersurfaces is O (t2 ) in the
standard C 1 -metric.
Proof. An arbitrary point x W0 is the end of a ray given by an equation
x = x (t) , 0 t t0 . According to (5), the extension of this ray for the time interval
[t0 , t0 + t] is approximated by the line interval [x, x] , where x = x + t x0 , x0 =
h (x; , 1) up to a term O (t2 ) and the point (x; , 1) belongs to the bicharacrestic strip
(x, t x0 , t) =
that projects to . Check that the point x belongs to Sx ; we have t2 h
(x, x0 , 1) , since h
is a homogeneous quadratic function. By the involutivity of the
h
is the Legendre transform of h, i.e.
Legendre transform, h
h (x, x0 , 1) = x
0 + h x; ,
satisfies h x; ,
= x0 , h (x; , ) = 1. We find = 1 form the
where the point ,
second equation and = from the first equation. Therefore
(x, x0 , 1) = x0 + 1 h (x; , 1) = h (x; , 1) + h (x; , 1) h (x; , 1) = h (x; , 1) = 0
h
since h is homogeneous of degree 2. Therefore the point x Sx is close to the front Wt .
Take another point y = x + x Sx ; consider the piecewise curve y = ly where
ly denotes the interval [x, x + x] . The optical length of y is equal the sum of optical
lengths of the pieces, i.e. T (y ) = t0 + t = t. It is the same as for the front Wt . The
point x + x belongs to a ray 0 that is close to . The time coordinate of this point in 0
is less that t + t since of the Fermat principle. Therefore this point is behind the front
Wt . This completes the proof.
6.7
Geometrical optics
This is the ray method (Debays method) and similar methods for construction of high
frequency approximations to solutions of the wave equation:
au = O q
where a is a wave operator (1) or a similar operator. One looks for an approximate
solution of the form (WKB-form)
u (x, t) = exp(((x) + t))(a0 (x) + 1 a1 (x) + ... + k ak (x)) = exp (t) U (x, )
6
(6.8)
+ g ij i j + bj j + c U (x, ) = O k
The phase function satisfies the eikonal equation 1 g ij i j = 0 and the amplitude
functions a0 , a1 , ..., ak fulfil the recurrent differential equations, called transport equations
2g ij i j a0 + i g ij j () + bj j a0 = 0 :T a0 = 0
(6.9)
2g ij i j a1 + i g ij j + bj j a1 = i g ij j + bj j + c a0
...
T ak = Lk (a0 , ..., ak1 )
6.8
Caustics
Take the manifold in the phase space that is solution of the system (3)
h (x, t; ) | = 0, | = 0
If dim = n = dim V, it is called Lagrange manifold. Consider the projection p : V ;
the image W = p () is called wave front. A point (x, t) W is regular, if (x, t) =
p () , and rank of p in is equal n 1 for any . The set of singular points is
closed; its projection to X called the caustic of .
6.9
We have found the conservation law for the global energy of a field u satisfying the
selfadjoint wave equation (MP2) by means of
X
2u
2 u
,u =
v
,u
t t2
t
xi
xi
This identity can be written in the form
.
div Ix,t = 0, where Ix,t = v 2 (x uut ut u) , ut ut
The space-time field Ix,t is interpreted as the energy current. For a time-harmonic solution
u (x, t) = exp (t) U (x, ) the last component drops out and ut = u. Therefore the
energy current is represented by the field Ix = v 2 (x uut ut u) . For the arbitrary
selfadjoint wave operator
2
t i g ij j c u = 0
7
I i = g ij j U U U j U , i = 1, 2, 3
2 1
Substitute the WKB-development for (8) and take in account that the phase and amplitude functions are real:
I i = 2 g ij j a0 + O ()
The vector g ij j = hi (x, ) = hi (x, ) = dxi /ds is equal to the tangent to the ray
through a point x X. It follows
Corollary 8 The energy flows along the rays in the approximation of geometrical optics.
This fact can be explained in a different way. Consider the transport equation for the
main term of the amplitude
.
T a0 = 2g ij i j a0 + i g ij j () a0 = 0
and write it in the form
2da0 /ds + i v i a0 = 0
(6.10)
.
where i v i = div v (s) , and v i = hi = g ij j is the X-component of Hamiltonian field
that generates the geodesic flow (5). We have div v (s) = (V (s))1 dV (s) /dswhere V (s)
is the image of the volume element dx in X. Indeed, we have
Lv (dx) = d (v dx) = div (v) dx
Therefore (10) is equavalent to
d
a0 dx = 0
ds
2
is the energy density a0 dx = |a0 |2 dx of the wave field.
Another conclusion is: a solution of the Helmholtz equation canbe considered a halfdensity, whose square is the energy density. Also the halfdensity a0 dx dt is preserved
by this flow since dt is constant, since vt = ht = 0. Therefore a solution of the wave
equation is a halfdensity in space-time.
Chapter 7
The method of Fourier integrals
7.1
() = (1 , ..., m )
(7.1)
Here J = {x0i /xj } is again the Jacobi matrix of the transition mapping . Consequently
the relation between the coefficients is linear and smooth with respect to the coordinates
in U (as well as in U 0 ). Therefore the transition mapping belongs to the class C and
T (M ) has a smooth structure. The natural projection p : T (M ) M is a mapping
of smooth manifolds. Each fibre p1 (x) = Tx (M ) is a vector space (hence T (M ) is a
vector bundle).
Remark. The union of sets Tx (M ), x M has a structure of vector bundle too. It is
called tangent bundle.
P
Canonical forms. The 1-form U =
i dxi is defined for each chart (1). For another
chart in p1 (U 0 ) the forms U and U 0 coincide in the intersection p1 (U ) p1 (U 0 ). This
follows from (2). Therefore there is well-defined a 1-form in T (M ) such that = U
for each chart U . It is called canonical 1-form in T (M ).
f
, i = 1, ..., m
xi
(7.2)
7.2
Generating functions
We state a generalization of Proposition 1 for the case of critical point of the projection
p : M . First we state
Proposition 3 3 Let be Lagrange manifold in T (M ), a point in the manifold and r
is the rank of the mapping Dp : T () Ty (M ) Suppose that the forms p (dx1 ), ..., p (dxr )
are independent in T (). The projection
= (x1 , ..., xr ; r+1 , ..., m ) : Rr Rmr
(7.3)
t=
ai
+
bj
xi
j
r+1
1
Show that the coefficients ai are equal zero. In virtue of the assumption for each i =
r + 1, ..., n the restriction of the form dxi to the space P
T () depends on the forms
.
dx1 , ..., dxr , i.e. we have |T () = 0, where = dxi r1 cj dxj . Therefore we have
0 = (t) = ai .
P
The form t =
bj dxj is vanishes in T () too, since is a Lagrange manifold.
Therefore t = 0, which contradicts to the assumption.
Theorem 4 4 Let (3) be a coordinate system in a Lagrange manifold in a point 0 .
There exist smooth function f = f (x1 , ..., xr , r+1 , ..., m ) in a neighborhood of (0 ) such
that the set coincides with the manifold
f
f
, ..., r =
x1
xr
f
f
, ..., xm =
=
r+1
m
1 =
xr+1
(7.4)
.
where is an arbitrary curve in 1 (W ) that connects 0 and = 1 (x0 , 00 ). The
integral does not depend on the curve in virtue of the equation d 0 | = | = 0. We
have df = 0 , which implies the equations (4).
We call f generating function for in the point 0 . It is unique up to an additive constant
term.
Remark. The inverse statement is also true, since the set given by the equations (4) is
a Lagrange manifold for arbitrary smooth f .
3
r+1
7.3
Fourier integrals
(7.5)
The function is called phase and a amplitude. They are defined in X , where X is
an open set in Rn and = RN \ {0} is named ancillary space. The group R+ of positive
numbers acts in the space X by (x, ) 7(x, t). Any set {(x, t), t > 0} is called
ray; a conic set is a union of rays. A function f defined in X is termed homogeneous
of degree d, if f (x, t) = td f (x, ) for t > 0. The phase function is supposed to be real
and homogeneous of degree 1.
We suppose that the amplitude satisfies the estimate a(x, ) = O(|| ) for some that
is locally uniform with respect to x X. If + N < 0, the integral over the ancillary
space converges and
Z
|I(, a)()| C(x)|(x)|dx
(7.6)
for some positive continuous function C. If the integral Fourier does not converges
absolutely we apply a regularization procedure to turn it to a continuous functional in
the space D(X). For this we suppose that the amplitude satisfies some special conditions.
Definition. Let , R, 0 < 1. The class S = S (X ) is the set of functions
a in X that satisfy for arbitrary i Zn+ , j ZN
+
i j
Dx D a(x, ) Cij (x)(|| + 1)|j| ,
(7.7)
.
with a continuous function Cij that does not depend on . We call the number = +N/2
order of the Fourier integral I(, a).
4
C(x) Di (x) dx
|u(dx)|
|i|q
for a continuous function C. In particular, (6) implies that the distribution I(, a) is of
singular order 0.
, i = 1, ..., n, c(x, )
, j = 1, ..., N
xi
j
are homogeneous operators of degree 1, if the functions b(x, ) and c(x, ) are homogeneous of degree 1 and 0 respectively. The condition (7) implies that for arbitrary
homogeneous operator A of degree 1 and amplitude a S we have Aa S .
Pick out a function D(RN ) such that () = 1 for || 1. Write (5) in the form
of sum of two integrals with the extra factors and 1 . The first one is a proper
integral which converges to [I0 dx]() as 0, where
Z
I0 (x) = exp(2(x, ))()a(x, )d
is a continuous function. Set = 2 + ||.
5
Z Z
"
exp( ) a0 +
X
j
aj
dxd,
xj
(7.9)
and
a0 = [v () div(v )(1 )]a + v (a),
aj = av (xj ), j = 1, ..., n
The amplitude aj , j = 1, ..., n belong to the class S1 and satisfy (7) with constants
Cij that do not depend on , since the function v (xj ) is smooth and homogeneous of
degree 1. The same is true for the function [v () div(v )(1 )]a since div(v ) is
homogeneous of degree 1 and v () has compact support. The function v (a) belongs to
the space S and satisfy the corresponding inequality (7) with some constants that do
not depend on . Taking in account the inequality 1, we conclude that the functions
a0 , ..., an satisfy (7) with some uniform constants and with the exponent instead of
. If + N < , the integrals
Z
exp( )|aj |d, j = 0, 1, ..., n
converges uniformly with respect to and we can pass on to the limit in (9). Thus we
get the inequality
"Z
#
Z Z
n Z
X
where the constant C does not depend on . It follows that I(, a) is a distribution of
order 1.
If the opposite inequality + N holds, we apply the same method to each term of
(9) and get
Z
X
X
2
X
dxd,
+
aij
I( , a)() = exp( )
a00 +
a0j
x
x
x
j
i
j
ij
6
where the amplitudes aij belong to S2 and satisfy (7) uniformly with respect to . We
repeat these arguments q times until we reach the inequality + N < q.
Proof of Lemma 1. We set
v=
bj
+
ci
,
xj
i
where
X 2
X 2
2
=
i
xj + ||
||2
, ci =
,
bj =
xj
i
The dominator does not vanish. We have v( ) = v(||) where the function v(||)
is homogeneous of degree 0. We set v = (1 + v(||))1 v.
Lemma 8 Let u be an arbitrary homogeneous tangent field in X of degree 1 and
a smooth differential form of the highest degree in X that vanishes in the complement
of K for a compact set K X such that the forms and Lu are integrable. We
have
Z
Lu () = 0
(7.10)
Proof. Suppose that the form has compact support and state the equation
Z
Z
t () =
(7.11)
for small t, where t means the flow generated by the field u. The integral of a form of
the highest degree is invariant with respect to any isomorphism of the manifold. Take the
t-derivative of (11) and get (10). For the
R given form weR consider the product k = hk
1
where hk () = h(k ). The integral k converges to as k . We have
0=
Lu (k ) =
u(hk ) +
hk Lu ()
R
R
P
We have hk Lu () Lu () as k . At the other hand u(hk ) =
cj hk /dj =
O(k 1 ) uniformly in X R , since the functions cj = u(j ), i = 1, ..., N are homogeneous
of degree 0. Therefore u(hk ) 0.
Example. Let X be an open set in Rn , x1 , ..., xn are coordinate functions. Take =
f gdx d in (10) and get
Z
u(f )gdxd =
f u (g)dxd,
Lu (dx d) X bj X ci
=
+
dx d
xj
i
7
(7.12)
is the conjugated differential operator to the field u. We check the last equation by means
of (4.4.8):
Lu (f gdx d) = u(f )gdx d + f u(g)dx d + f gLu (dx d)
X
Lu (dx d) = d(u (dx d)) =
(1)j1 d(bj dx1 ...
... dxn d)
j
Remark. We can use instead of E = exp(||) another sequence of decreasing functions, f.e. E = exp(||2 ) in (8) . We get the same limit.
Non-degenerate phase. Let be a phase function in X . Consider the set
C() = {(x, ) : d = 0, 01 = ... = 0N = 0}
.
where 0j = /j . This is the critical set of the projection { = 0} X.
Definition. The phase function is called non-degenerate, if it has no critical points
and the differential forms
d 01 , ..., d 0N
are linearly independent in each point of the set C(). Suppose that is a non-degenerate
phase. The critical set C() is a conic subset of X of dimension n + N N = n =
dim X. This follows from the Implicit function theorem. Recall that T (X) means the
subset of T (X) of nonzero cotangent vectors. Consider the mapping
: C() T (X),
It is well-defined since dx does not vanish in the set, where d = 0. This mapping is
homogeneous of degree 1, since dx (x, t) = tdx (x, ) for t > 0.
Proposition 9 The differential D : T (C()) T (T (X)) of the mapping is injective in each point of C().
Proof. The injectivity of D in a point (x, ) C() is equivalent to the following
implication:
v T(x,) (C()), D (v) = 0 = v = 0
Write v = t + , t Tx (X), T () and calculate by means of local coordinates in X:
(7.13)
0 = D (v) = t; v(0x1 ), ..., v(0xn ) T (T (X))
We denote here = (x, dx (x, )) and use the natural isomorphism
T (T (X))
= Tx (X) Rn
From (12) we conclude that t = 0 and (0xj ) = 0, j = 1, ..., n At the other hand the
vector = v is tangent to C(), which means
(0i ) = 0, i = 1, ..., N
8
Extend the vector to the constant vector field in . It commutes with the coordinate
derivatives in X , consequently the last equations are equivalent to the following
d () = 0. This is a linear relation between the forms d01 , ..., d0N . This relation is
in fact trivial, since the phase is non-degenerate.
Denote by () the image of the mapping D . Take an arbitrary point (x0 , 0 )
X . In virtue of Implicit function theorem there exists a neighborhood X0 of x0 and
a neighborhood 0 of 0 such that the restriction of D to X0 0 is a diffeomorphism
to its image 0 . We can take for 0 a conic neighborhood since the mapping D is
homogeneous. The image 0 is a conic submanifold of dimension n = dim X; it is closed
in a conic neighborhood of the point 0 = (x0 , 0 ). The variety () is a union of
pieces 0 , hence it is a conic set too. If a neighborhood X1 1 overlaps with X0 0 ,
then its image 1 is a continuation of the manifold 0 . Taking a chain of continuations
0 , 1 , ... we can reach a self-intersection point, if the mapping D is not an injection.
In this case the set L
() may have singular points and we call it variety.
Proposition 10 The set () is closed and locally equal a finite union of conic Lagrange
manifolds.
Proof. Show that the canonical 1-form vanishes in any vector w T(x,) (T (X)),
which belongs to the image of a tangent space T(x,) (C()). We have = dx (x, ) and
w = D (v) for a tangent vector v to C() at the point (x, ). Therefore v(f ) = 0 for
arbitrary function f that vanishes in C(). Let t be the projection of w to X; it is equal
the projection of v. We calculate
(w) = dx(t) = dx (t) = t() = v(),
where the righthand side is taken at the point (x, ) C(). It is equal zero, because
P 0of
the function vanishes in C(). The last fact follows form the Euler identity =
i i .
It follows that any piece 0 of the set () is a Lagrange manifold.
Take an arbitrary point (), a neighborhood U of the point x = p() such that its
.
closure K is compact and check the set K = ()p1 (K) is closed. For this we take the
unit sphere S() in the ancillary space and consider the mapping : C() (K S())
LK ). It is continuous and the first topological space is compact. Therefore the image
is a closed subset of (). The conic set Lk () is generated by this subset and hence is
also closed.
Show that K is covered by a finite number of Lagrange manifolds. The set K can
be covered by a finite number of conic neighborhoods Xq q , q = 1, ..., Q as above.
The restriction of the mapping to each neighborhood of this form is a diffeomorphism
to its image in virtue of the Implicit function theorem. The set K is contained in the
union of Lagrange manifolds (Xq q ), which implies our assertion.
Proposition 11 Let be a conic Lagrange manifold. For any point there exists
a non-degenerate phase function such that () .
P
Proof. Take the generating function f = m
k+1 fj j at constructed in Proposition
4.8.2 and consider = (k+1 , ..., m ) as ancillary variables. Here fj = fj (x0 , ), j =
k + 1, ..., n are smooth functions in W such that the equations
xj = fj (x0 , ), j = k + 1, ..., m
9
(7.14)
X
. X
(xj fj )j
(x, ) =
xj j f (x0 , ) =
k+1
7.4
Lagrange distributions
aj Sj (X j )
Definition. Suppose that all amplitudes are asymptotical homogeneous. We shall say
that the Lagrange distribution u is of order , if u admits such a representation where
all the Fourier integrals I(j , aj ) are of the order .
Example 5.2. Let Y be a closed submanifold of X given by the equations f1 (x) =
... = fm (x) = 0 such that the forms df1 , ..., dfm are independent in each point of Y .
Consider the functional
Z
Y () =
Y df1 ... dfm
on the space D(X) of test densities. The quotient is a density in Y such that df1 ...
dfm = , hence the integral is well-defined. It is called the delta-function in Y .
Show that the delta-function is a Fourier
Pm integral with N = m if X is an open set in
n
R . Take the phase function (x, ) = 1 j fj (x) and the amplitude a = 1. In the case
n = 1 we have for any test density = dx
Z Z
Z
I() =
exp(2f (x))d(x)dx = exp(2y)d 0 dy,
f
if we take y = f (x) as an independent variable. The -integral is equal the delta-function,
hence I{} = /df |f = 0, where /df is a smooth function. In the case m > 1 we use
this formula m times and get
Z Z
Z
I{} =
exp(2(x, ))d =
= Y ()
Y df1 ... dfm
where Y is the delta-function in the manifold Y . This is a -distribution of order
(dim X dim Y )/2 for = NY .
10
7.5
u(x, 0)
m1 u(x, 0)
= v1 (x), ...,
= vm1 (x),
t
tm1
(7.16)
X0
11
This formula is valid, at least, for distributions vk with compact support. In the global
case we need an assumption on domain of dependence (see below). The general case is
reduced to the case w = 0 by means of the Duhamels method.
Remark. If the coefficients of the operator a do not depend on time, it is sufficient to
construct the distribution Eym1 only, since we have Eyk = qm1k (y, D)Eym1 , k < m 1,
where qj is an appropriate differential operator of order j. Then the distribution E y =
Eym1 is called the fundamental solution.
We describe now a more general construction. Therefore we can represent the symbol
as the product of binomials:
m (x, t; , ) = q0 (x, t)
m
Y
[ j (x, t; )],
d
hj
=
dt
x
d
hj
=
dt
t
(7.17)
with initial data from Wj . Denote by j the union of trajectories of this flow. This is a
Lagrange manifold j in T (X)R in virtue of Proposition ?4.7.1. The union = m
1 j
is also a Lagrange manifold possibly with self-intersection. Note that h j vanishes in Wj
and hence in j , since it is constant on any trajectory of (16).
Theorem 14 There exists a neighborhood Y of the hyperplane X0 in X such that for
arbitrary 0 -distributions v0 , ..., vm1 the Cauchy problem (14),(15) has a solution u that
is a -distribution in Y . If vk is a 0 -distribution of order + k for some and
k = 0, 1..., m 1, then the solution u is of order .
Proof. We describe in short the construction of u. Take an arbitrary point 0 ,
a local coordinate system (x0 , ) for 0 , where x0 = (x1 , ..., xr ) and = (r+1 , ..., n ),
.
N = nr. Let (x00 , 0 ) be the coordinates of and x0 = p() X0 . Take a phase function
0 = 0 (x, ) in a conic neighborhood of (x0 , 0 ) that generates 0 in a neighborhood of .
We can write the initial data v0 , ..., vm1 as Fourier integrals with the phase function 0
and some asymptotical homogeneous amplitudes b0 , ..., bm1 in a neighborhood of (x0 , 0 ),
where bk is of order N/2 + k for k = 0, ..., m 1. The functions (x0 , t; ) form a
local coordinate system in j for any j and we can choose a generating phase function in
.
the form j such that j (x, 0; ) = 0 (x, ). Set uj, = I(j , aj ), where aj are unknown
homogeneous amplitudes of degree N/2 and substitute it in the equation. We get a
-distribution w = auj, with the symbol
X
(w) =
(L + s) (uj, ),
j
12
(7.18)
where gj is a known function. This is an ordinary equation along the trajectories of the
field (16). It has a unique solution for an arbitrary initial data aj (x, 0; ). We specify
these data to satisfy the initial condition (15) for the Cauchy problem. This gives the
equations
(2)k
k = 0, ..., m 1,
(7.19)
(0j 0k ),
j<k
k = 0, ..., m 1
S()
15
Chapter 8
Electromagnetic waves
8.1
Vector analysis
u1 u2 u3
U V = det v1 v2 v3 = V U
e1 e2 e3
u1 u2 u3
(U V, W ) = det v1 v2 v3
w1 w2 w3
U (V W ) = (U, V ) W + (U, W ) V 6
= (U V ) W
1 2 3
V = rot V = curl V = det v1 v2 v3
e1 e2 e3
8.2
Maxwell equations
The electric field E, the magnetic field H, the electric induction D and the magnetic
induction B in the Euclidean space-time X R are related by the Maxwell system of
equations
1 D
4
j+
(Amp`ere, Biot-Savart-Laplaces law)
c
c t
1 B
(Faradays law)
E =
c t
(, B) = 0
(Gausss law)
(, D) = 4 (corollary of Coulombs law)
H =
(8.1)
(8.2)
(8.3)
(8.4)
with the sources: the charge density and the current j. The term D/t is called the
Maxwell displacement current. The Gauss units system - centimeter, gram, second - is
used; c 3 1010 cm / sec .
E, D are vector fields, i.e. they are covariant to the orthogonal group O (X) and
H, B are pseudovector field (axial vectors), i.e. they are covariant to the special
orthogonal group SO (X) and do not change under the symmetry x 7x.
dim E = dim D = dim H = dim B = L1/2 M 1/2 T 1 .
Integral form of the Maxwell system in the oriented space-time
Z
Z
Z
1
4
(j, ds) +
(D, ds)
(H, dl) =
c S
c t S
S
Z
Z
1
(B, ds)
(E, dl) =
c t S
S
Z
(B, ds) = 0
Z U
Z
(D, ds) = 4
dx
U
where
ds is the oriented surface element: ds = t1 t2 |ds| ; (t1 , t2 ) is an orthonormal basis
of tangent fields in the surface S that define the orientation of S;
dx is the volume form (not a density!) in X.
Conservation law for charge. The charge and the current are not arbitrary:
applying to the first equation and t to the forth one, we get (, j) + t = 0 and in
the integral form
Z
Z
(j, ds) +
dx = 0
t U
U
This is a conservation
law for charge: if there is now current through the boundary U,
R
then the charge U dx is constant.
Symmetry. The system is invariant for the transformations:
E 0 = cos E + sin H, H 0 = cos H sin E
i.e. with respect to the group U (1) . This is a very simple example of gauge invariant
system. Another example: the Dirac-Maxwell system; the group is infinite.
2
1 A
c t
A, A0 are the vector and the scalar potentials. Physical sense: Aharonov-Bohm quantum
effect.
Material equations. To complete the Maxwell system one use material equations
D = D (E, H) , B = B (E, H) . In the simplest form:
D = E, B = H
is the (scalar) electric permittivity, is the (scalar) magnetic permeability. They are
dimensionless positive coefficients depending on the medium; = = 1 for vacuum,
I3
I3
1 =
0
(, )
(, )
0
where = (1 , 2 , 3 ) and I3 stands for the unit 3 3 matrix and = /c,
= /c. There
are 28 6 6-minors. One of them is
0
0
0
0
0
0
0
0
2
= 2 (
det
2 2) ,
0
0
0
0
0
0
2
2
2
where = (, , ) , = + + 2 , = (
)1/2 .
Let A = C [, , , ] be the algebra of polynomials and J be the ideal generated by all
.
2
6 6-minors of 1 . We have J = (v 2 (x) 2 2 ) m2 , where v = (
8.3
2
v u=0
t2
The symbol is 2 = h = v 2 2 2 . The characteristic variety is the cone {h (, ) = 0}
C4 . A general solution is equal to a superposition of exponential solutions exp ( ((, x) + t));
the algebraic condition is that h (, ) = 0.
3
q
exp (pK (Im (, ))) ||2 + | |2 + 1
|m| <
for some q = q (K) . Vice versa, for any density that fulfils this condition the integral (5)
is a generalized solution of the wave equation in .
(8.6)
(8.7)
2 2
2 2
2
2
=
2
2
2
2
2
2
Each line of this matrix satisfies (6), since V = ||2 V + (, V ) .
Theorem 2 Let (ej , hj ) , j = 1, 2 be arbitrary lines of the matrix (7) and be an
arbitrary convex domain in the space-time X R. An arbitrary generalized solution of
the Maxwell system without sources in can be written in the form
Z
E=
exp ( ((, x) + t)) e1 m1 (, ) + e2 m2 (, ) ,
Zh=0
H=
exp ( ((, x) + t)) h1 m1 (, ) + h2 m2 (, ) ,
h=0
q 1 2
m + m <
exp (pK (Im (, ))) ||2 + | |2 + 1
8.4
Cauchy problem
(8.8)
t F1 +
1 F2 t2 E +
E = tj
t F2 + 1 F1
t2 H + 1 H = 1j
We have
1 E
1 (E + (, E)) +
1 ( E)
=
1 E + 1 F4 1 (
, E) +
1 ( E)
Therefore
t F1 +
1 F2 +
1 1 F4
t2 E
1 E
1 1 (
, E) +
1 E
= t j
1 (
)
which implies the equation for the electric field
.
1 (
)
1 E
1 1 (, E) +
1 E = SE = tj
t2 E
5
t (, F1 ) ,
1 1 F4 = , tj
1 (
)
= W ,
where
.
W = t2 ,
1 (
)
t (, F1 )+ ,
1 1 F4 = t2 (, E)+ ,
1 (, E) = W (, E) = W F4
hence W (F4 ) = 0. The function F4 vanishes for t = 0 together with the first time
derivative in virtue of the consistency conditions.
Lemma 4 The Cauchy problem for the operator W has no more than one solution
From the Lemma we conclude that F4 = , which proves the forth equation.
Similarly we find
1
t F2 + 1 F1 1
F3
t2 H H 1
1 (
, H) +
1 H = SH = , 1j
This equation has the same principal part up to a scalar factor and we can solve the
Cauchy problem for initial data H0 , H1 . Arguing as above, we check that this solution
fulfils the third equation. Then we have the system
t F1 +
1 F2 = SE
t F2 + 1 F1 = SH
Apply the operator t to the first equation and the operator
1 to the second and
take the sum
1 1 F1 = t SE +
1 SH
(8.9)
t2 F1 +
1
1
1
= t tj +
(
) +
, j
We have
1 1 F1
1 F1 +
1 1 F1 =
= ...
1 + , 1 F1
= ...
1
1 F1 + 1 , F1 + 1 (, F1 )
and the last term vanishes since (, F1 ) = 0. Therefore the left side of (9) is equal to
U F1 , where
1
.
1
1 +
1 + 1 ,
U = t2
6
The principal part is again the wave operator with the velocity v. The right side of (9)
is equal to U in virtue of the conservation law. Thus we have U (F1 ) = 0. We argue
as above and check the first equation. The second one can verified in the same way.
Proof of Lemma. We will to show that W u = 0 and u (x, 0) = ut (x, 0) = 0 implies
u = 0. Suppose for simplicity that u (, t) H22 (X) for any value of time. Then we can
show the integral conservation law
Z
Z
2
2
1
ut +
| (
u)| dx = 2 ut utt
, (
u) dx = 0
t
1 | (
u)|2 dx does not depend of time. It vanishes
It follows that integral of u2t +
for t = 0, hence vanishes for all times. To remove the assumption we continue u = 0 for
t < 0 and change the variables t0 = t + |x x0 |2 , x0 = x, where > 0, x0 is arbitrary.
The function u has compact support in each hypersurface t0 = for any .
8.5
H 2 = (H, H) ,
. v
S=
EH
4
are called electric energy, magnetic energy and energy flux (Poynting vector), respectively. We have dim (E 2 dx) = dim (H 2 dx) = dim Sdx = M (L/T )2 which equals the
dimension of energy.
Consider the Hamiltonian flow F generated by the function h. Its projection to X R
is the geodesic flow of the metric g = v 2 ds2 .
Theorem 5 The densities E 2 dx, H 2 dx are equal and is preserved by the flow F in the
approximation of geometrical optics. The vector field E is orthogonal to H and both are
orthogonal to any trajectory of F. Moreover the halfdensities