NONLINEAR TECHNIQUES FOR NONLINEAR DISPERSIVE PDES

LECTURE 3: SOME APPLICATIONS

CHENGYANG SHAO

In this lecture, we will present some applications of para-differential calculus: Bony’s microlocal regularity
theorem and the para-differential approach to nonlinear hyperbolic systems. These results will not be pre-
sented in their full generality due to their technicalities. On the other hand, the special example considered
in this lecture for the latter topic can be studied using classical methods, but the methodologies presented
here can be generalized to investigate more complicated objects. We shall return to this topic in next lecture.

1. Bony’s Microlocal Regularity Theorem

In this section, we shall present the original context in [3] in which Bony introduced para-differential calcu-
lus. But before we actually start, some notions from microlocal analysis must be mentioned for completeness.

1.1. Microlocal Regularity. Let u ∈ S 0 (Rn ) be a compactly supported distribution. We know from the
Paley-Wiener theorem that û(ξ) extends to a holomorphic function on Cn of at most exponential growth,
and u ∈ C0∞ if and only if for any N > 0, there exists a constant CN > 0 such that

|û(ξ)| ≤ CN hξi−N .

We are now interested in some more refined property of u: what if the above decay property is violated along
certain directions?
We define a set Σ(u) ⊂ Rn as follows: we say that ξ0 ∈ / Σ(u), if there is a conic neighbourhood V (ξ0 ) of ξ0 ,
such that û is rapidly decreasing in V (ξ0 ); that is, for any N > 0, there exists a constant CN > 0 satisfying

|û(ξ)| ≤ CN hξi−N , ∀ξ ∈ Γ(ξ0 ).

Obviously Σ(u) is a closed conic set, and it collects all the directions in the frequency space along which the
decay of û is not fast enough, or “regularity is broken”. The following lemma further justifies this intuition,
because it shows that Σ(u) reflects only local properties of u.

Lemma 1.1. For φ ∈ C0∞ (Rn ), we have Σ(φu) ⊂ Σ(u).

Proof. We just have to prove the converse Rn \ Σ(u) ⊂ Rn \ Σ(φu). Suppose ξ0 ∈ Rn \ Σ(u). Then there is
a closed conic set V such that ξ0 is in the interior of V0 , and û is rapidly decreasing within a neighbourhood
V of V0 . We decompose û = û1 + û2 , where û1 is rapidly decreasing and suppû2 ⊂ Rn \ V . There is some
c > 0 such that for ξ ∈ V0 , η ∈ Rn \ V , there holds

hξi ≤ chξ − ηi, hηi ≤ (1 + c)hξ − ηi.

We then compute Z Z
φu(ξ)
c = û1 (η)φ̂(ξ − η)dη + û2 (η)φ̂(ξ − η)dη.
Rn Rn \V

Date: 2021 Spring, Tsinghua University.

1
2 CHENGYANG SHAO

The first integral gives a rapidly decreasing function. For the second one, we know that φ̂ is rapidly decreasing,
and |û2 (η)| ≤ CM hηiM for some M > 0, so for any N > 0 and any ξ ∈ V0 , the second integral can be controlled
by Z
CM,N hξ − ηiM hξ − ηi−M −n−1 hξi−N dη ≤ CN hξi−N .
Rn \V

Thus φu
c is rapidly decreasing in V0 . 

Given any open set X ⊂ Rn , we may thus define, for any u ∈ D0 (X) (lemma 1.1 shows that compact
restriction is always possible if only local properties are concerned), and any x0 ∈ X, the set
\
Σx0 (u) := Σ(φu),
φ∈C0∞ :φ(x0 )6=0

and the wave front set WF(u) that captures more refined properties of the singular support of u:

WF(u) := {(x0 , ξ0 ) ∈ X × Rn \ {0} : ξ0 ∈ Σx0 (u)} .

WF(u) is a closed set in X × Rn \ {0} and its projection to the first factor is just the singular support of u. A
/ WF(u) if and only if for some φ ∈ C0∞ (X) non-vanishing
useful equivalent characterization is that (x0 , ξ0 ) ∈
at x0 such that φuc is rapidly decreasing in some conic neighbourhood of ξ0 . A systematic exposition of
related topics on wave front sets can be found in chapter VIII and XI of [?]; chapter II of [2] is also a good
reference. For our scope, we restrict ourselves to the following notions of microlocal regularity:

Definition 1. A distribution u ∈ D0 (X) is said to be of class Hloc

s
at (x0 , ξ0 ) ∈ X × Rn \ {0}, if there exists
s
some v ∈ H such that
(x0 , ξ0 ) ∈
/ WF(u − v).
r
Being of class Cloc at (x0 , ξ0 ) ∈ X × Rn \ {0} is similarly defined.

The following characterization of microlocal regularity is immediate.

Lemma 1.2. If a distribution u ∈ D0 (X) is of class Hloc s

at (x0 , ξ0 ) ∈ X × Rn \ {0}, then for all φ ∈ C0∞ (X)
with φ(x0 ) 6= 0, there is a conic neighbourhood V of ξ0 , there holds
Z
2
|φu(ξ)|
c hξi2s dξ < ∞.
V

Conversely, if the above holds for some φ ∈ C0∞ (X) with φ(x0 ) 6= 0, then u is of class Hloc
s
at (x0 , ξ0 ).

1.2. Non-characteristic Microlocal Regularity. We now briefly explain the original context of [3], where
Bony developed the non-characteristci microlocal regularity theorem.
Let m be a positive integer. Let u ∈ C m (Rn ; RN ), and define the m-jet of u to be the vector Jm (u) :=
(∂xα u)|α|≤m . Let F ∈ C ∞ (Rn+N ), and suppose that u solves the (classical) nonlinear differential equation

(1.1) F (x, Jm u(x)) = 0.

We assume W.L.O.G. that F (x, 0) = 0, that all derivatives of F are bounded, and denote by Fα (x, U ) the
partial derivative
∂F
(x, U ), U = (U α )|α|≤m .
∂U α
What can we say about the regularity of u from this nonlinear equation?
Let’s recall the manipulation called paralinearization from lecture 1, where we proved that for F ∈ C ∞ ,
the difference F (u) − TF 0 (u) u is “smoother” than u itself. It is not hard to generalize this result to the case
when F depends on x explicitly and when u takes value in RN . Stein’s theorem (theorem 1.2. of lecture
 NONLINEAR TECHNIQUES FOR NONLINEAR DISPERSIVE PDES LECTURE 3: SOME APPLICATIONS 3

2) and the refined version of Bony’s paralinearization theorem (theorem 2.1. of lecture 2) then yield the
following

Proposition 1.1. Fix an non-integral r > m, and put λ = r − m. We also assume that λ is not half-integral.
Suppose u ∈ C r solves the equation F (x, Jm u(x)) = 0. Then with
X
(1.2) p(x, ξ) := Fα (x, Jm u(x))(iξ)α ,
|α|≤m

we have p ∈ Γm 2λ
r , and Tp u ∈ C . If further u ∈ H
m+s
with s + λ > 0, then Tp u ∈ H s+λ .

In fact, we just have to consider −Tp u = F (x, Jm u(x)) − (Tp u)(x), and the right-hand-side is the
“smoother” remainder, gaining regularity of order λ by theorem 2.1 of lecture 2. Just as before, when λ
is an integer, the spaces just have to be replaced by the Zygmund spaces.
Thus it is reasonable to obtain the regularity properties of u if we can “invert” the para-differential operator
Tp in some sense. Generalizing the classical notion of ellipticity, we introduce

Definition 2. A symbol a, regardless of type, is said to be non-characteristic at (x0 , ξ0 ), if there is a conic

neighbourhood V of ξ0 such that |a(x, ξ)| ≥ C|ξ|l for some l when |ξ is large, ξ ∈ V and x is close to x0 . The
differential equation (1.1) is said to be non-characteristic at (x0 , ξ0 ), if the symbol p defined as in proposition
1.1 is non-characteristic at (x0 , ξ0 ).
The solution u ∈ C m+λ of equation (1.1) is said to be non-characteristic at (x0 , ξ0 ), if the symbol (1.2) is
non-characteristic at (x0 , ξ0 ).

The following proposition is immediate:

Proposition 1.2. Let m, r > 0. If a ∈ Γm r is non-characteristic of order m at (x0 , ξ0 ), i.e. if there is a

conic neighbourhood V of ξ0 such that |a(x, ξ)| ≥ C|ξ|m when |ξ| is larege, ξ ∈ V and x is close to x0 , then
so is Ta at (x0 , ξ0 ).

The proof is quite similar as proposition 2.2. of lecture 2, from which we find that for x close to x0 and
ξ ∈ V with |ξ| large, there holds

|a(x, ξ) − σaχ (x, ξ)| ≥ −CMrm (a; 0)|ξ|m−r .

This proposition is proved easily, but it shows that the property of being non-characteristic is preserved after
para-linearization; in particular, the para-linearization of an elliptic symbol a ∈ Γm
r is still elliptic.
We can now state Bony’s microlocal regularity theorem.

Theorem 1.3. With the similar assumptions of proposition 1.1, Then u ∈ C r+λ locally at every non-
loc loc
characteristic point (x0 , ξ0 ) of the solution. If further u ∈ Hm+s at x0 , then in fact u ∈ Hm+s+λ at every
non-characteristic point (x0 , ξ0 ) of the solution.

Sketch of proof. Since we are concerned with local properties only, we might as well assume that u is supported
around x0 .
Suppose that (x0 , ξ0 ) is a non-characteristic point of the solution. We already know that the symbol q of
Tp is also non-characteristic at that point, and Tp u ∈ H s+λ at x0 . Let φ ∈ C0∞ be such that φ(x0 ) = 1. We
can then find a conic (excluding a neighbourhood of 0) neighbourhood V of ξ0 , and a homogeneous bump
function χ ∈ C ∞ for V , such that q(x, ξ) satisfies

|q(x, ξ)| ≥ C|ξ|m , (x, ξ) ∈ suppφ × V,

4 CHENGYANG SHAO

and in addition φ(x)χ(Dx ) ◦ q(x, Dx )u ∈ H s+λ . We define

φ(x)χ(ξ) −m
h(x, ξ) = ∈ S1,1 .
q(x, ξ)
Then similarly as in the proof of the composition theorem (the details can be found in section 9.5-9.6 of
chapter IX of [?]), there holds
−λ
h(x, Dx ) ◦ q(x, Dx ) − φ(x)χ(Dx ) ∈ OpS1,1 .

Thus
h(x, Dx ) ◦ q(x, Dx )u − φ(x)χ(Dx )u ∈ H m+s+λ =⇒ φ(x)χ(Dx )u ∈ H m+s+λ ,
m+s+λ
which implies u ∈ Hloc at (x0 , ξ0 ). The Hölder case is proved similarly. 

Remark. Just as before, the statement is correct for the borader Zygmund classes when some of the
indices are integral.
Bony’s theorem generalizes the well-known elliptic regularity theory to non-characteristic microlocal reg-
ularity. The construction of h obviously imitates that of an elliptic parametrix.

2. Para-Differential Calculus Approach to Nonlinear Hyperbolic Systems

In this section, we will consider the Cauchy problem for an N -dimensional quasi-linear system
n
X
(2.1) ∂t u − Aj (u)∂xj u = 0, u(0, x) = h(x)
j=1

on [0, T ]t × Rnx , where certain hyperbolicity conditions are posed (to be specified later). Note that the
completely nonlinear system ∂t u − F (∂x u) = 0 reduces to a quasilinear system ∂t v − F 0 (v)∂x v = 0 where
v = ∂x u, so the quasilinear system (2.1) already covers the cases of our interest for the moment. The goal
of this section is to obtain energy estimates for (2.1), upon which its local well-posedness theory can be
established by a standard process.
The estimates can be developed, of course, in a completely classical fashion; however, as mentioned at
the beginning of this lecture, the para-differential calculus approach illustrates the possibility of dealing with
more complicated objects, which could involve non-local nonlinear operators. The water waves system to be
introduced in the next lecture is such an object.
For this section, we need the following generalization of Stein’s theorem, whose proof can be found in
chapter 4 of [4]:

Theorem 2.1. Let s ∈ R. If p ∈ Σm0 (recall definition 5. of lecture 2), then p(x, Dx ) extends to a bounded
s+m s
operator from H to H . The norms are the same as in the original Stein theorem.

2.1. Symmetrizing Linear Para-differential Evolutionary Equation. Following chapter 7 of [4], we

start with the following N -dimensional para-differential evolutionary system on [0, T ]t × Rnx :

(2.2) ∂t u + TA u = f, u(0, x) = h(x).

We employ two assumptions here:

Pn
• The symbol A = j=1 iAj (t, x)ξ j is N × N -matrix valued, and each matrix Aj ∈ W 1,∞ ([0, T ]t × Rnx ).
• (Symmerizability) There is an N × N matrix S(t, x, ξ) homogeneous of degree 0 in ξ, smooth in
ξ 6= 0 and W 1,∞ in (t, x) such that (1) S is self-adjoint and there is a constant c > 0 such that
S(t, x, ξ) ≥ cId for all (t, x, ξ) (2) the matrix SAj is self-adjoint for all j.
 NONLINEAR TECHNIQUES FOR NONLINEAR DISPERSIVE PDES LECTURE 3: SOME APPLICATIONS 5

We will use Γm n m n
k ([0, T ]t × Rx ) (rsp. Γ̇k ([0, T ]t × Rx )) to denote the class of symbols a(t, x, ξ) which are
bounded from [0, T ] to Γm n m n
k (R ) (rsp. Γ̇k ([0, T ]t × Rx ), symbols homogeneous in ξ). Then

A ∈ Γ11 ([0, T ]t × Rnx ) ∩ Γ̇11 ([0, T ]t × Rnx ), S ∈ Γ̇01 ([0, T ]t × Rnx ).

Similarly as in the previous lecture, we define the following norms for P ∈ Γm n 0

r ([0, T ]t × Rx ), Q ∈ Γ̇r ([0, T ]t ×
Rnx )
Mrm (P ; k) = sup suphξi|α|−m k∂ξα P (t, x, ξ)kCxr ,
|α|≤k (t,ξ)

Ṁr0 (Q; k) = sup sup k∂ξα Q(t, x, ξ)kCxr ,

|α|≤k (t,ξ):|ξ|=1

with the modification to W r−1,∞ when r ∈ N, and the modification to L∞ when r = 0. Note that A is linear
in ξ, so we may just abbreviate M11 (A; k) as M1 (A).
Before turning to ∂t − TA , let’s briefly recall how a classical symmetrizer S0 (should it exist) is used for
the classical operator L = ∂t − A(t, x, Dx ). In fact, the energy norm to be estimated is hS0 u, uiL2x ∼ kuk2L2 ;
x
differentiating in time, we obtain (empolying the fact that S is self-adjoint)
∂t hS0 u, uiL2x = h(∂t S0 )u, uiL2x + 2hS0 ∂t u, uiL2x
= h(∂t S0 )u, uiL2x + 2hS0 Lu, uiL2x + 2hS0 A(t, x, Dx )u, uiL2x .
By definition of the symmetrizer, S0 Aj is self-adjoint for each j, so the symbol of S0 A(t, x, Dx ) is purely
imaginary, and by taking the real part the last term thus vanishes. Thus one obtains the differential inequality
for E(t) = hS0 u, uiL2x :
p
E 0 (t) ≤ CE(t) + C E(t)kLukL2x ,
and the classical energy estimate is thus established.
A key observation here is that the symmetrizer S can be made an “almost” symmetrizer for the the para-
differential operator ∂t − TA . To deal with the singularity at ξ = 0, a technical cut-off function θ ∈ C0∞ is
introduced: it is supported in B(0, 2) such that θ(ξ) = 1 for |ξ| ≤ 1, and we set

V = S 1/2 (1 − θ(ξ/λ)), Σ = TV∗ TV + θ(λ−1 Dx )Id,

with λ > 0 being a parameter that will be fixed later. Then there holds the following lemma, which is the
counterpart for the equivalence hS0 u, uiL2x ∼ kuk2L2 in the above classical theory:
x

Lemma 2.2. There are polynomially increasing functions λ, K on the norms

Ṁ00 (S; n + 2), Ṁ10 (S 1/2 ; n + 2), Ṁ10 (S −1/2 ; n + 2),

such that
K −1 kuk2L2x ≤ hΣ(t)u, uiL2x ≤ Kkuk2L2x .

Proof. Note that the para-differential operator TV ∈ OpS1,1 0

, and TV∗ TV is self-adjoint. The right half then
follows from corollary 2.0.1. of lecture 2 and theorem 2.1, where the constant is proportional to M00 (V ; n+2) ≤
C Ṁ01 (S 1/2 ; n + 2). The left half is obtained by applying the symbolic calculus theorem to W = S −1/2 (1 − θ),
we obtain, for some operator R ∈ OpΣ−1 0 , that

TW TV = (Id + R)(1 − θ(λ−1 Dx )).

Hence by corollary 2.0.1. of lecture 2 and theorem 2.1 again,

k(1 − θ(λ−1 Dx ))ukL2x ≤ CM00 (W ; n + 2)kTV ukL2x + Kk(1 − θ(λ−1 Dx ))ukHx−1 .

We can obtain the left half by suitably choosing λ as a polynomially increasing function on those norms. 
6 CHENGYANG SHAO

With the aid of lemma 2.2, the following lemma then shows that Σ(t) “almost symmetrizes” the operator
∂t − TA :

Lemma 2.3. For any u ∈ H 1 (Rn ), we have

1
− h(∂t Σ)u, uiL2x + RehΣTA u, uiL2x ≤ Kkuk2L2x ,
2
where K is a polynomially increasing function on the norms

(2.3) M1 (A), Ṁ00 (S; n + 2), Ṁ10 (S 1/2 ; n + 2), Ṁ10 (S −1/2 ; n + 2), Ṁ00 (∂t S 1/2 ; n + 2).

Sketch of proof. The intuition behind the proof is that V is almost S 1/2 , thus Σ is almost S, by symbolic
calculus.
In fact, by assumptions on S, we know that ∂t Σ = T∂∗t V TV +TV∗ TV ∈ OpΣ00 , and the norm is of desired form.
The symbolic calculus theorem implies that TV∗ TV TA − TSA(1−θ)2 is of order less than 0. Since Re(SA) = 0,
it follows that ReTSA(1−θ)2 ∈ OpΣ00 , with norms of desired form. 

2.2. H s -Energy Estimates. From the previous subsection, we immediately obtain the fundamental L2 -
energy estimate lemma:

Lemma 2.4. There is a function K as in lemma 2.3 such that for u ∈ L2t Hx1 ∩ Wt1,1 L2x , there holds
Z t
ku(t)kL2x ≤ KeKt ku(0)kL2x + K eK(t−τ ) k(∂t − TA )u(τ )kL2x dτ.
0

Proof. In fact, we just have to differentiate the energy E := hΣu, uiL2x ∼ kuk2L2 :
x

∂t hΣu, uiL2x = 2RehΣ(∂t − TA )u, uiL2x + Reh(∂t Σ − 2ΣTA )u, uiL2x .

By lemma 2.3, we obtain

E 0 (t) ≤ 2E 1/2 (t)k(∂t − TA )u(t)kL2x + 2CKE(t).
This differential inequality is equivalent to the desired one by lemma 2.2. 

Thus follows the H s -energy estimate. We introduce the norms

n
X
MH s (A) := sup kAj kHxs .
t
j=1

Theorem 2.5. There is a function K as in lemma 2.3, such that with Ks = K + Cs MH s (A), we have for
any u ∈ Ct1 Hxs ∩ Ct0 Hxs+1 , there holds
Z t
ku(t)kHxs ≤ Ks eKs t ku(0)kHxs + C eKs (t−τ ) k(∂t − TA )u(τ )kHxs dτ
0
s
Proof. We just have to insert a derivative hDx i :

(∂t − TA )hDx is u = hDx is (∂t − TA )u + [hDx is , TA ]u.

The L2x norm of the last term is bounded by MH s (A)ku(t)kH s . Applying lemma 2.4, we obtain the desired
result. 

2.3. The Quasilinear Equation. We turn to work out an a priori estimate for the system (2.1). We assume
that s > 1 + n/2, and we also make the following hyperbolicity assumption:
• There is an N × N matrix S(w, ξ) homogeneous of degree 0 in ξ, smooth in w, ξ for ξ 6= 0 such that
(1) S is self-adjoint and there is a constant c > 0 such that S(w, ξ) ≥ cId for all (w, ξ) (2) the matrix
iS(w, ξ)Aj (w)ξ j is self-adjoint for all j.
 NONLINEAR TECHNIQUES FOR NONLINEAR DISPERSIVE PDES LECTURE 3: SOME APPLICATIONS 7

Pn
Let’s now make the crucial step for the study of (2.1): with A(u, ξ) := j=1 iAj (u)ξ j , we paralinearize
the equation as

(2.4) ∂t u − TA(u,ξ) u = A(u, Dx )u − TA(u,ξ) u.

By the Sobolev embedding H s → C 1,r and Moser’s inequality from lecture 1, we know that the norms that
appear in (2.3), now with S = S(u(t, x), ξ) and A = A(u(t, x), ξ), together with the norm MH s (A), can be
estimated in terms of P (ku(t)kH s ), where P is a smooth increasing function; note that k∂t ukL∞ is estimated
using the equation itself. The H s norm of the right-hand-side is estimated by the following inequality for
para-products:
kau − Ta ukH s ≤ CkukL∞ kakH s ;
thus
n
X
kA(u, Dx )u − TA(u,ξ) ukHxs ≤ kAj (u)∂xj u − TAj (u) ∂xj ukHxs
j=1
n
X
≤C kAj (u)kHxs kDx ukL∞
x
j=1

≤ CP (kukHxs )kukHxs .
Inserting into theorem 2.5, we obtain the differential inequality
d
ku(t)kHxs ≤ P (ku(t)kHxs )ku(t)kHxs .
dt
This will give an a priori estimate for supt ku(t)kHxs .
The basic idea in obtaining a priori estimates for the water waves system is basically just similar as
above, but with much more technicalities: paralinearize the equation in an appropriate manner, so that the
norms of the para-differential operator and the error term thus obtained can be controlled without losing any
regularity. We will briefly explain them in the next lecture.

References
[1] Alazard, T., Burq, N., & Zuily, C.. (2011). On the water-wave equations with surface tension. Duke Mathematical Journal,
158(3), 413-499.
[2] Alinhac, S., Gérard, P. (1991), Opérateurs pseudo-différentiels et théorèm de Nash-Moser, Editions EDP Sciences/CNRS
ÉDITIONS, Paris, France.
[3] Bony, J. M. (1981). Calcul symbolique et propagation des singularités pour les équations aux dérivées partielles non linéaires,
Ann. Sc. E.N.S. Paris, 14 pp 209-246.
[4] Métivier, G. Para-differential Calculus and Applications to the Cauchy Problem for Nonlinear Systems. 3rd cycle. Università
di Pisa, 2007, 2008, pp. 143. cel-00287554