NONLINEAR TECHNIQUES FOR NONLINEAR DISPERSIVE PDES

LECTURE 4: THE WATER WAVES SYSTEM

CHENGYANG SHAO

In this lecture, we will present some applications of para-differential calculus. Due to the complicated
nature of the object, the expositions will not be presented in their full details; some preliminary results will
be cited without proof or with a very sketchy proof. There is an immense number of references discussing
the topic from different aspects, and it would be a too ambitious attempt to list them within a single lecture;
we refer to the article of Ionescu and Pusateri [2] for a brief review on the history and recent developments
of this problem.

1. The Dirichlet-Neumann Operator

1.1. Definition of the Operator. There are several ways to define the Dirichlet-Neumann operator, and
they roughly give the same mathematical object. However, different definitions lead to different properties,
and in certain cases the difference could be crucial.
We start with the simplest case; this is a well-known example from harmonic analysis. We know from
classical harmonic analysis that for f ∈ Lp (Rn ) the Dirichlet problem
∆x u(x, y) + ∂y2 u(x, y) = 0
(
(1.1)
u(x, 0) = f (x)
for the upper-half space Rnx × (0, +∞)y has a solution (which is NOT unique! you can always add u by a
harmonic function vanishing on the hyperplane y = 0)
Z
cn yf (z)
u(x, y) = Py f (x) := 2 2 (n+1)/2
dz,
Rn (|x − z| + y )

and that for 1 < p < ∞, Py f → f a.e. and in Lp , and when f is uniformly continuous and bounded, the
convergence is uniform. This integral is called the Poisson integral, and the kernel is called the Poisson kernel.
Furthermore, for f ∈ L2 (Rnx ), there holds
Z
−y|ξ| ˆ
û(ξ, y) = e f (ξ), where û(ξ, y) := e−ix·ξ u(x, y)dx.
Rn
x

Details for the theory of Poisson integrals can be found in any standard textbook on harmonic analysis.
It is then immediate that for s ≥ 0, Py maps H 1/2 (Rn ) continuously to H 1 (Rnx × (0, +∞)y ). Furthermore,
if f ∈ H 1 (Rn ), then the inward normal derivative ∂n u(x, y)|y=0 exists and equals |Dx |f ∈ L2 (Rnx ). The
action of Dirichlet-Neumann operator on f ∈ H 1 (Rn ) is thus defined as the inward normal derivative of the
Poisson integral solution to the Dirichlet problem (1.1); we conclude from above that it in fact equals |Dx |.
For a general unbounded domain, we will basically follow the presentation of Alazard-Burq-Zuily [1]; the
reason is that this paper sets up all the frameworks using para-differential calculus. The paper [3] of Lannes
gives a similar but more restricted definition, and it will be explained in the following lectures why the
methodologies of the latter paper inevitably requires the Nash-Moser method for further progress.

Date: 2021 Spring, Tsinghua University.

1
2 CHENGYANG SHAO

So we define our domain Ω to be an connected open subset of

{(x, y) ∈ Rnx × Ry : y < η(x)},

where η is a bounded function that is at least Lipschitz continuous; the open set is assumed to contain a strip

Sh := {(x, y) ∈ Rnx × Ry : η(x) − h < y < η(x)}, h = const. > 0.

The Dirichlet-Neumann operator is, roughly speaking, a pseudo-differential operator of order 1 that maps
the Dirichlet boundary value of a harmonic function on Ω to its Neumann boundary value; however, due to
the non-uniqueness property for the Dirichlet problem on unbounded domains, this definition has to be made
unambiguous. In fact, if we set Σ = {y = η(x)} to be the “upper boundary” of Ω and set Γ := ∂Ω \ Σ to
be the “lower boundary”, then there exists a unique harmonic function (in some reasonable function space)
whose (generalized) normal derivative vanishes on Γ and whose trace equals a given function on Σ. We will
make this argument rigorous in this subsection.

Figure 1. The shape of Ω, from Alazard-Burq-Zuily, [1]

Before turning to the strict definition, we will briefly explain the physical meaning of the Dirichlet-Neumann
operator. Suppose that some incompressible, irrotational fluid (e.g. slowly flowing water) occupies the domain
Ω at some time, and the surface y = η(x) is the fluid-air interface. The velocity field of the fluid is then the
gradient of some velocity potential function, which is harmonic, and if we assume that the fluid does not cross
the lower boundary (i.e. the normal component of the velocity field vanishes on Γ), the velocity potential,
hence the velocity field itself, would be uniquely determiend by its Dirichlet boundary value on the interface
Σ. The Dirichlet-Neumann operator then provides the normal velocity on this interface corresponding to a
given Dirichlet boundary value.
We now start to construct the operator. In the following, we note that x is a universal coordinate for
points (x, η(x)) on the interface Σ, and functions on Σ are also given under this coordinate. We introduce
the following convenient notation: ∇x,y denotes the gradient operator with respect to (x, y), and ∇ is the
gradient operator for x alone.
Following [1], we let D0 (Ω) be the space of all smooth functions u in Ω with ∇x,y u ∈ L2 (Ω) and vanishes
on Σ. There holds a weighted Poincaré inequality: for some locally bounded positive weight function g(x, y)
in Ω that equals 1 on the strip Sh , we have
Z Z
2
g(x, y)|u(x, y)| dxdy ≤ C |∇x,y u(x, y)|2 dxdy.
Ω Ω
 NONLINEAR TECHNIQUES FOR NONLINEAR DISPERSIVE PDES LECTURE 4: THE WATER WAVES SYSTEM 3

We can thus define a Hilbert space H 1,0 (Ω) to be the completion of D0 under the norm Ω |∇x,y u(x, y)|2 dxdy;
R

note that the weighted Poincaré inequality ensures that this truly is a norm.
For a ψ ∈ Rnx , we extend it to some ψ̃ ∈ H 3/2 (Ω) by defining ψ̃(x, y) := χ(y/h)χ(y|Dx |/h)ψ(x), where
χ ∈ C0∞ (−1, 1) and χ(0) = 1. Then the problem
Z Z
∇x,y Φ̃ · ∇x,y v = − ∇x,y ψ̃ · ∇x,y v, ∀v ∈ H 1,0 (Ω)
Ω Ω

has a unique solution φ̃ ∈ H (Ω), since the right-hand-side defines a continuous linear functional on H 1,0 (Ω).
1,0

Thus, φ := φ̃ + ψ̃ ∈ H 1,0 (Ω) is the unique generalized solution to the problem

∆x φ(x, y) + ∂y2 φ(x, y) = 0
(

φ(x, η(x)) = ψ(x), ∂n φ(x, y)|(x,y)∈Γ = 0,

and from elliptic regularity theory it follows that actually φ ∈ H 3/2 (Ω), so ∇x,y φ ∈ H 1/2 (Ω), and its trace
on Σ is thus well-defined. We thus define the Dirichlet-Neumann operator to be
p
G(η)ψ := 1 + |∇η|2 · ∂n φ(x, y)|y=η(x)
= (∂y φ)(x, η(x)) − ∇η(x) · (∇φ)(x, η(x))
In particular, for the lower-half space {y < 0}, the Dirichlet-Neumann operator is |∇| by the Poisson integral
formula.

1.2. Analytic Properties of the Operator. It follows from the above definition that G(η) is a non-local
first order operator. The following proposition (proposition 2.7. of [1]) makes this statement more precise.

Proposition 1.1. Let s > 2 + n/2, 1 ≤ σ ≤ s. Suppose η ∈ H s+1/2 (Rn ), ψ ∈ H σ (Rn ). Then there exists an
increasing function C such that


kG(η)ψkH σ−1 (Rn ) ≤ C kηkH s+1/2 (Rn ) k∇ψkH σ−1 (Rn ) .

The following proposition (proposition 2.11. of [1]), proved in a more restricted form by Lannes in [3]
(theorem 3.20.), gives a precise description of the linearization of G(η):

Proposition 1.2. Let s > 2 + n/2, 1 ≤ σ ≤ s. Suppose η0 ∈ H s+1/2 (Rn ), ψ ∈ H σ (Rn ). Then there is a
neighbourhood of η0 in H s+1/2 (Rn ) such that the mapping η → G(η)ψ is differentiable in that neighbourhood,
and
G(η + tζ)ψ − G(η)
dG(η)ψ · ζ := lim
t→0 t
= −G(η)(Bζ) − div(V ζ),
where
∇η · ∇ψ + G(η)ψ
B= , V = ∇ψ − B∇η.
1 + |∇η|2

We point out that the vector field (V, B) in Rnx × Ry along the interface Σ is the restriction of the velocity
field on Σ. In fact, by the chain rule, the velocity field on Σ is given by (in the (x, y) coordinate)

(∇φ)(x, η(x)) = ∇ψ(x) − (∂y φ)(x, η(x))∇η(x) = V,

(∂y φ)(x, η(x)) = G(η)ψ + ∇η(x) · (∇φ)(x, η(x)) = B.

Eliminating (∂y φ)(x, η(x)), we obtain the expressions for V, B.
4 CHENGYANG SHAO

To prove propositions 1.1 and 1.2, we need to localize the Laplace equation satisfied by φ into Sh , and
then introduce a straightening diffeomorphism from Sh to the flat strip Rnx × (−1, 0), defined by
 
y − η(x)
(x, y) → x, .
h
The (localized) Laplace equation is then transformed into a divergence type second order elliptic differential
equation on the flat strip Rnx × (−1, 0) with Dirichlet boundary condition on the upper boundary, and the
problem is thus converted to boundary gradient estimate for such type of equation. All the calculations
are then performed under this new coordinate. For example, we can convert the original problem into the
following on the flat strip Rnx × (−1, 0):
2
 1 + |∇η| ∂ 2 v − 2 ∇η · ∇∂ v − ∆η ∂ v + ∆v = g

2 z z z
(1.2) h h h
v|z=0 = ψ, ∂z v|z=−1 = 0, v|z=−1 = 0,


s+1/2
with g ∈ Cz2 Hx ([−1, 0] × Rn ). The rough idea is as follows: if the boundary condition ψ ∈ H σ , then
σ+1/2
the solution v ∈ H ([−1, 0]z × Rnx ), so ∇v ∈ H σ−1/2 ([−1, 0]z × Rnx ), and its trace on {z = 0} is of class
H σ−1 . However, since
1 + |∇η|2
(1.3) G(η)ψ = ∂z v − ∇η · ∇v ,
h z=0
we obtain the desired estimate in proposition 1.1. The proof for proposition 1.2 follows by differentiating
(1.3) with respect to η, and considering the boundary value problem satisfied by dη v.
Furthermore, theorem 3.10 of [3] gives the symbol of the Dirichlet-Neumann operator.

Proposition 1.3. The Dirichlet-Neumann operator G(η) is a first order pseudo-differential operator, whose
first and zeroth symbols are given by
p
λ(1) (x, ξ) = (1 + |∇η|2 )|ξ|2 − (ξ · ∇η)2 ,
(1 + |∇η|2 )2 λ(1)
 
(0) ξ · ∇η ∆η
λ (x, ξ) = , + .
λ(1) 1 + |∇η|2 1 + |∇η|2 2
Here {·, ·} denotes the Poisson bracket.

Idea of the proof. In the system (1.2), the differential operator

1 + |∇η|2 2 ∇η ∆η
∂z − 2 · ∇∂z − ∂z + ∆
h2 h h
can be factorized (modulo negative order operators) as
  
(1) (0) (1) (0)
∂z − A− (x, Dx ) − A− (x, Dx ) ∂z − A+ (x, Dx ) − A+ (x, Dx ) ,

where by symbolic calculus,

(1) h 
(1)

A± (x, ξ) = −iξ · ∇η ± λ (x, ξ) ,
1 + |∇η|2
2(1 + |∇η|2 )
 
(0) h∆η
A± (x, ξ) = ± −i(∂ξ A− ) · (∂x A+ ) ± A± .
hλ(1) 1 + |∇η|2
Thus the system (1.2) can be re-written as two elliptic evolutionary problems corresponding to
   
(1) (0) (1)
∂z − A− (x, Dx ) − A− (x, Dx ) , ∂z − A+ (x, Dx ) − A+ (x, Dx )(0) ,
 NONLINEAR TECHNIQUES FOR NONLINEAR DISPERSIVE PDES LECTURE 4: THE WATER WAVES SYSTEM 5

where z plays the role of “time variable”. The result is verified by calculating the terminal status on the
“time slice” z = 0, and inserting it into (1.3). 

2. The Water Waves System

2.1. The Equation: Classical Theory. We shall continue to use the notation of the previous section,
and derive the water waves system from the hydrophysical context. Suppose that some incompressible,
irrotational fluid (whose density is normalized to be 1) occupies some region Ωt ⊂ Rnx × Ry , n = 1, 2, as
described in section 1: the fluid-air interface is the region between a time-independent bottom and the graph
Σt of a function η(x, t), where t is the time variable and x varies in Rn . As commented in section 1, the
velocity field within Ωt at a given time is the gradient of a harmonic function φ(x, y, t), which is uniquely
determined by its value ψ(x, t) on Σt .
Since the particles on the fluid-air interface is comoving with the interface itself, we have

∂t (x, η(x, t)) · N (η) = ∇x,y φ(x, y, t)|y=η(x) · N (η),

or ∂t η = G(η)ψ. On the other hand, the fluid is described by the Euler equation within Ωt , so there holds
the Bernoulli integral within Ωt :
1
∂t φ − gy + |∇x,y φ|2 = p,
2
where g is the gravitational acceleration, and we have absorbed the time-dependent integral constant into φ.
Restricting to the boundary, and using the chain rule (note that e.g. ∂t [φ(x, η(x, t), t)] 6= (∂t φ)(x, η(x, t), t)),
implementing the Young-Laplace equation ∆p = σH on the interface (where σ is the coefficient of surface
tension and H is the mean curvature), we finally obtain the so-called water waves system:

 ∂t η = G(η)ψ

 !
(2.1) ∇η 1 2 (G(η)ψ + ∇η · ∇ψ)2
∂t ψ = −gη + σ∇ · p1 + |∇η|2 − 2 |∇ψ| + .

2(1 + |∇η|2 )


In order to determine the type of the above system (which is quite complicated), it would be enlightening
to look at the linearization around the static solution (η, ψ) = (0, 0):
! ! !
η 0 −|∇| η
(2.2) ∂t + = 0.
ψ g − σ∆ 0 ψ
p
Thus, with the dispersive relation Λg,σ = g|∇| + σ|∇|3 , we may introduce the symmetrizer
! ! !
(g − σ∆)1/2 0 0 −|∇| 0 −Λg,σ
S= , so that S = S.
0 |∇|1/2 g − σ∆ 0 Λg,σ 0

So with the new variable U = S · (η, ψ)T , we can reduce (2.2) to the following equation:
!
0 −Λg,σ
(2.3) ∂t U + U = 0, with a natural energy kS · (η, ψ)T k2L2x .
Λg,σ 0
We may thus say that (2.1) is a quasilinear Schrödinger type system, in some ambiguous sense: by setting
u = (g − σ∆)1/2 η + i|∇|1/2 ψ, it becomes ∂t u + Λg,σ u = 0.
Remark. Equation (2.3) is obviously a linear Hamiltonian system. In fact it is not hard to observe the
Hamiltonian nature of (2.1), but we shall not be referring to that aspect within this lecture.
6 CHENGYANG SHAO

Following Lannes [3], let’s try to linearize (2.1) around some given state (η0 , ψ0 ). With the aid of propo-
sition 1.2 and writing
!
∇η · ∇ψ + G(η)ψ ∇η
B= , V = ∇ψ − B∇η, H(η) = ∇ · p ,
1 + |∇η|2 1 + |∇η|2
we find that the linearized equation of (2.1) is
! ! !
U1 G(η)(BU1 ) + ∇ · (V U1 ) − G(η)U2 Z1
∂t + = .
U2 B · G(η)(BU1 ) + (g + B∇ · V )U1 − σH 0 (η)U1 + V · ∇U2 − B · G(η)U2 Z2
Thus, by introducing the new variables
! !
W1 U1
=
W2 U2 − BU1
and abbreviating a = g + ∂t B + V · ∇B, we find that the linearized system is equivalent to
! ! ! ! ! !
W1 ∇ · (·V ) 0 W1 0 −G(η)· W1 Z1
(2.4) ∂t + + = .
W2 0 (V · ∇)· W2 a − σH 0 (η)· 0 W2 Z2 − BZ1
Note that when σ = 0 (no surface tension), it is necessary to pose additional conditions on the term a,
namely the Taylor sign condition; see [3] for details. However, when σ > 0 the local well-posedness can be
proved unconditionally: we can find a symmetrizer of (2.4) by symbolic calculus analogues with (2.2)-(2.3).
Tame energy estimates for (2.4) can be found in the paper of Lannes [4], which is the key ingredient for the
Nash-Moser scheme to deduce local well-posedness of (2.1).
However we shall not follow that approach within this lecture; instead, we will explain how para-differential
calculus can be applied to draw a formally completely parallel but much effective line for the study of (2.1).
The para-linearization approach for a symmetrizable system has already been treated in its simplest form in
lecture 3; we shall briefly explain how that methodology is used in its full strength.

2.2. Paralinearization. A necessary initial step is to para-linearize the non-linear operators that appear in
s+1/2
the system (2.1). From now on, we will assume that (η, ψ) ∈ Hx × Hxs with s > 2 + n/2.
We start with the mean curvature operator H(η). Note that by assumption, the second order spatial
derivatives of η are Hölder continuous, so para-linearization techniques can be applied. By Bony’s para-
linearization theorem (theorem 3.2. of lecture 1), we easily obtain the following proposition:

Proposition 2.1. Write h = h(2) + h(1) , where

(∇η · ξ)2
 
(2) 1 2
h (x, ξ) = p |ξ| − ,
1 + |∇η|2 1 + |∇η|2
i
h(1) (x, ξ) = − ∂x ∂ξ h(2) (x, ξ).
2
Then there holds
H(η) = −Th η + f, kf kH 2s−2−n/2 ≤ C(kηkH s+1/2 ),
x x

for some increasing function C.

Next we need to paralinearize the Dirichlet-Neumann operator.

Proposition 2.2. Keep the notation of proposition 1.2 and 1.3, i.e.
∇η · ∇ψ + G(η)ψ
B= , V = ∇ψ − B∇η;
1 + |∇η|2
 NONLINEAR TECHNIQUES FOR NONLINEAR DISPERSIVE PDES LECTURE 4: THE WATER WAVES SYSTEM 7

p
λ(1) (x, ξ) = (1 + |∇η|2 )|ξ|2 − (ξ · ∇η)2 ,

(1 + |∇η|2 )2 λ(1)
 
(0) ξ · ∇η ∆η
λ (x, ξ) = , + .
λ(1) 1 + |∇η|2 1 + |∇η|2 2
Then with λ = λ(1) + λ(0) , holds the following:

G(η)ψ = Tλ (ψ − TB η) − TV · ∇η + f (η, ψ),

where
kf (η, ψ)kH s+1/2 ≤ C(kηkH s+1/2 )k∇ψkHxs−1 .
x x

The new variable ω = ψ − TB η is usually referred as the “good unknown”. The reason to introduce this
variable is clear from two observations: its classical version U1 −BU2 already appeared in the linearized system
(2.4); recalling that B = (∂y φ)(x, η(x)), ω actually corresponds to the para-linearization of ψ(x) = φ(x, η(x)),
hence the “good unknown” is smoother than ψ itself by Bony’s theorem.

Idea of the proof of proposition 2.2. Roughly speaking, the proof goes by replacing all products in system
(1.2) by para-products, hence obtaining an evolutionary elliptic para-differential equation that ends with
ω = ψ − TB η.
To be precise, let
1 + |∇η|2 ∇η ∆η
ρ = hz + η(x), α = , β = −2 γ= ,
h2 h h
so that the equation in (1.2) becomes α∂z2 +∆v +β ·∇∂z v −γ∂z v = g. During this proof the para-linearization
will be taken with respect to the x variable alone. If we introduce b = ∂z v/h, u = v − Tb η, then ω = u|z=0 ;
on the other hand, u solves the following evolutionary elliptic para-differential equation:

Tα ∂z2 u + ∆u + Tβ · ∇∂z u − Tγ ∂z u = g + f,
s+1/2 2s−5n/2
where g ∈ Cz1 Hx as in (1.2), and f ∈ Cz0 Hx . Thus the symbolic calculus techniques in proving
proposition 1.2 can still be applied here, but this time it is replaced by symbolic calculus of para-differential
operators. As a result, still writing
(1) h  
A± (x, ξ) = 2
−iξ · ∇η ± λ(1) (x, ξ) ,
1 + |∇η|
2(1 + |∇η|2 )
 
(0) h∆η
A± (x, ξ) = ± −i(∂ A
ξ − ) · (∂ A
x + ) ± A ± ,
hλ(1) 1 + |∇η|2
we have  
(1) (0) 1 n
A± = A± + A± ∈ Γ̇13/2+δ + Γ01/2+δ , δ = min ,s − 2 − ,
2 2
and the factorization for the para-differential operator:

Tα ∂z2 u + ∆u + Tβ · ∇∂z u − Tγ ∂z u = Tα (∂z − TA− )(∂z − TA+ )u + R0 + R1 ∂z u,

with R0 of order 1/2−δ, R1 of order −1/2−δ. Note that by the results on para-differential calculus in lecture
s+1/2
2, all the operator norms are controlled by the Hx × Hxs norm of (η, ψ). Thus the elliptic evolutionary
equation can be investigated similarly as before.
To obtain the final para-linearization of the Dirichlet-Neumann operator, recall (1.3):
1 + |∇η|2
G(η)ψ = ∂z v − ∇η · ∇v ,
h z=0
8 CHENGYANG SHAO

and note that

1 + |∇η|2
∂z v − ∇η · ∇v
h
= Tα ∂z u − T∇η · ∇u − T∇v−b∇η · ∇ρ − Tdiv(∇v−b∇η) ρ + Cz0 H 2s−n/2−3/2 .
Inserting the result on the elliptic evolutionary equation for u, we find that

Tα ∂z u − T∇η · ∇u|z=0 = Tλ ω + Hxs+1/2 .

The terms T∇v−b∇η · ∇ρ + Tdiv(∇v−b∇η) ρ for z = 0 are calculated as follows:

∇v − b∇η|z=0 = V, ∇ρ|z=0 = ∇η, TdivV η ∈ Hxs+1/2 .

We are finally at the place to paralinearize the water waves system (2.1). With the aid of proposition 2.2
and Bony’s theorem, the term B can be paralinearized easily, and the only additional estimate that is needed
is (which made use of the equation itself satisfied by ∂t (η, ψ))
 
kT∂t B ηkHxs ≤ C k(η, ψ)kH s+1/2 ×H s .
x x

 
s+1/2
Proposition 2.3. Suppose that (η, ψ) ∈ Ct1 [0, T ]; (Hx × Hxs )(Rn ) solve (2.1). With the “good un-
known” ω = ψ − TB η, the new variable (η, ω) satisfies
! ! ! !
η 0 −Tλ η f1
(2.5) (∂t + TV · ∇) + = ,
ω σTh 0 ω f2

where with f = (f1 , f2 )T ,  

kf kL∞ (H s+1/2 ×H s ) ≤ C k(η, ψ)kL∞ (H s+1/2 ×H s )
t x x t x x

for some increasing function C.

2.3. Symmetrization and Energy Estimates. Imitating the derivation of (2.2)-(2.3), we can find a sym-
metrizer S – namely, a suitable para-differential operator – for the system (2.5). We expect that
! ! !
Tp 0 0 −Tλ 0 −Tγ
S= , so that S = S + remainders,
0 Tq σTh 0 Tγ∗ 0

and with U = S · (η, ω)T , the system becomes

!
0 −Tγ
(2.6) ∂t U + TV · ∇U + U = F,
Tγ∗ 0
where F ∈ L∞ s s
t (Hx × Hx ), and as before, for some increasing function C,
 
kF kL∞ s
t Hx ×Hx
s ≤ C k(η, ψ)kH s+1/2 ×H s .
x x

We shall see later that the new unknowns (η, ω) can control (η, ψ).
Imitating (2.2)-(2.3), it is not hard to guess that

p = p(1/2) + p(−1/2) , q = q (0) + q (−1) , γ = γ (3/2) + γ (1/2)

(where a(m) means a symbol of class ·Γm δ ) could be a choice for the symmetrizer S; note that this choice of
S = diag(Tp , Tq ) is not exactly of the same order as the S in (2.2)-(2.3), but is lower by 1/2; however this
difference does not bring any essential problem to our argument.
 NONLINEAR TECHNIQUES FOR NONLINEAR DISPERSIVE PDES LECTURE 4: THE WATER WAVES SYSTEM 9

Proposition 2.4. With the following choices of p, q, γ, the para-linearized equation (2.5) is reduced to the
form (2.6): p
p(1/2) = (1 + |∇η|2 )−5/4 λ(1) , q = (1 + |∇η|2 )−1/2 ,
r
(3/2)
p
(1/2) σh(2) Reλ(0) i p
γ = σh(2) λ(1) , γ = − ∂ ξ ∂ x σh(2) λ(1) ,
λ(1) 2 2
1  
p(−1/2) = (3/2) qh(1) − γ (1/2) p(1/2) + i∂ξ γ (3/2) · ∂x p(1/2) . .
γ
(2) (1)
where the symbols h , h are given in proposition 2.1.

The proof is a computation: we balance out all higher-order symbols via symbolic calculus of para-
differential operators. At the linear level, we find that
p
p ' |∇|1/2 , q ' 1, γ ' σ|∇|3 .

So we expect that
k(η, ψ)kH s+1/2 ×H s ' k(η, ω)kH s+1/2 ×H s ' kU kHxs ×Hxs .
x x x x
s+1/2
Furthermore, by assumption (η, ψ) ∈ Hx ×Hxs , so all the
operator norms of the para-differential operators
s+1/2
controlled in terms of (η, ψ) ∈ Hx
Tp , Tq , Tγ are × Hxs .
The final proposition is the energy estimate for the water waves system (2.1), which is established by
considering the symmetirzed equation (2.6):

Proposition 2.5. Let s > 2 + n/2. There exists an increasing function C such that if

(η, ψ) ∈ Ct1 ([0, T ]; Hxs+1/2 × Hxs )

is a solution to the water waves system (2.1) with Cauchy data (η(0), ψ(0)), then with the energy norm
E(T ) := k(η, ψ)kL∞ (H s+1/2 ×H s ) , there holds
t x x

E(T ) ≤ C(E0 ) + T C(E(T )),

where E0 = k(η(0), ψ(0))kH s+1/2 ×H s .

Idea of the proof. By the para-linearization and symmetrization procedure given above, we are able to reduce
the water waves system (2.1) to the form (2.6).
The first step is to obtain an Hxs × Hxs -energy estimate for the new unknowns (η, ω) in (2.6). Note that
The idea is to insert a suitable “derivative of order s” to estimate the Sobolev norms, and the choice is
β = [γ (3/2) ]2s/3 ; the advantage is that the commutator [Tβ , Tγ ] is of order s since the symbol β is a function
of γ (3/2) . Setting W = Tβ U , we find that W satisfies
!
0 −Tγ
∂t W + TV · ∇W + W = G,
Tγ∗ 0
s+1/2
where kGkL∞ 2 2
t (Lx ×Lx )
≤ C(E(T )). By assumption (η, ψ) ∈ Ct1 (Hx × Hxs ), so W ∈ Ct1 (L2x × L2x ), we can
thus obtain the energy estimate for kW kL2x ×L2x by a standard argument for symmetric systems, yielding
kTβ Tp ηkL∞ 2 + kTβ Tp ωkL∞ L2 ≤ kW kL∞ (L2 ×L2 ) ≤ C(E0 ) + T C(E(T )).
t Lx t x x x

The next step is to recover (η, ψ) form (η, ω). It is not hard to see that Tβ is an elliptic symbol of class
s
S1,1 that satisfies the spectral condition (cf. section 1 of lecture 3), so the following elliptic estimates are
valid:
 

kηkL∞ (H s+1/2 ×H s ) ≤ K kTβ Tp ηkL∞
t Lx
2 + kηk L∞ H
1/2 , kψkL∞ s s ≤ K kTβ Tq ψkL∞ L2 + kψkL∞ L2
t (Hx ×Hx ) t x t x
.
t x x t x
10 CHENGYANG SHAO

We claim that the K here satisfies an estimate of the form K ≤ C(E0 ) + T E(T ). In fact, the symmetrized
para-differential equation (2.6) implies that

k(η, ψ)kL∞ (H s−1 ×H s−3/2 ) ≤ C(E0 ) + T C(E(T )),

t x x

and the operator norms for elliptic parametrics of Tβ and Tp can be controlled in terms of kηkHxs−1 . The
estimates for (η, ψ) is thus obtained by noting that

ψ = ω + TB η.

With the aid of the energy estimate, we can establish the local well-posedness of the water waves system
(2.1) for Cauchy data (η(0), ψ(0)) ∈ H s+1/2 × H s for s > 2 + n/2.

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] Ionescu, A. D. , & Pusateri, F. . (2017). Recent advances on the global regularity for irrotational water waves.
[3] Lannes, D. (2005). Well-posedness of the water-waves equations. Journal of the American Mathematical Society, 18(3),
605-654.
[4] Mei, M. , & Zhang, Z. . (2009). Well-posedness of the water-wave problem with surface tension. Journal de Mathématiques
Pures et Appliqués, 92(5), 429-455.
[5] 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