IMRN International Mathematics Research Notices

1997, No. 9
On the Compactness of the Support
of Solutions of Dispersive Equations
Jean Bourgain
0 Introduction
The main point of this paper is to develop a method to disprove the existence of (suf-
ciently smooth) solutions of certain dispersive equations that are compactly supported
on a nontrivial time interval. The model case considered here is that of an equation of
the form
u
t
+
3
x
u +
x
F(u) = 0 (0.1)
where F is some polynomial in u, i.e., a generalized KdV-type equation. The equation (0.1)
is nonintegrable when F(u) is neither quadratic (standard KdV) nor cubic (modied KdV),
and the Cauchy problem for equations of that type has also been extensively studied in
recent literature. In the integrable cases of KdV and MKdV equations, it has been shown
by B. Zhang [2] that no solution can have compact support for two distinct times, a slightly
stronger statement. Our method, on the other hand, is fairly general; in particular it does
not depend on integrability. It applies, in fact, to equations of the form
i
s1
u
t
+
s
x
u +F(u,
x
u, . . . ,
s2
x
u) = 0 (s 2) (0.2)
where F is a polynomial (or real analytic, u sufciently small), depending on u and its
derivatives of order at most s 2. The argument extends to higher dimension as well
and implies, for instance, that sufciently smooth solutions of a nonlinear Schr odinger
Received 10 February 1997. Revision received 25 March 1997.

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438 Jean Bourgain
equation (NLS) of the form
iu
t
+u +F(u, u) = 0 (0.3)
cannot be compactly supported for t in a nontrivial time interval.
The general idea is that the Fourier transform of a compactly supported function
extends to an entire function of exponential type. From this fact, our claim is indeed
obvious when considering the linear problems. Thus the solution of the initial value
problem
_
i
s1
u
t
+
s
x
u = 0
u(x, 0) = (x)
(0.4)
is explicitly given by the Fourier integral
S(t)(x) = u(x, t) =

() e
i(x
s
t)
d, (0.5)
hence

u(t)() =

() e
i
s
t
. (0.6)
Assume compactly supported. Then analytic continuation of (0.6) implies

u(t)( +i) =

( +i) e
i(+i)
s
t
(0.7)
and thus, for = o(1),
lim
||
log |

u(t)( +i)|
||
s1
|t|. (0.8)
Consequently (for s > 1), u(t) cannot be compactly supportedfor any t = 0. It turns
out that a similar approach may also be carried out in the nonlinear case. We follow a
point of view that is very reminiscent of solving the Cauchy problem for equations of the
form (0.2) based on Duhamels formula
u(t) = S(t) i
s1

t
0
S(t )F(u, . . .)() d (0.9)
with the nonlinear term in (0.9) considered as perturbative. Assume u(t) compactly sup-
ported for t in a neighborhood I of zero. Take the Fourier transform of (0.9) and consider

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Support of Solutions of Dispersive Equations 439
its analytic extension to an entire function. We then show that the contribution of the
last term in (0.9) can be made appropriately small so that basically the argument for the
linear case may be carried through. We will give below full details for equation (0.1) and
leave the more general setting (0.2) or (0.3) as an exercise to the reader. The limitation on
the derivative order in the nonlinear term of (0.2) may not be optimal and, conceivably,
order s 1 may be reached. In this respect, we should mention numerical studies of
so-called compacton equations (cf. [RH]) of the form
u
t
+(u
k
)
xxx
+(u
m
)
x
= 0, k 2, (0.10)
where persistency of a compact support is expected.
There is an alternative approach to the problem discussed here, based on Carle-
mans method. The equation is then replaced by an inequality of the form
|Lu| |V.u| (0.11)
where Lu is the linear part of the equation, and V a potential with suitable properties (in
our discussion, we may simply take V = 1). The assumption (0.11) and the vanishing of u
on an appropriate open set permits then, in certain cases, to conclude that u is identically
zero. This technique is particularly successful in the elliptic case and in certain second
order hyperbolic cases (see [KRS]). In [KS], (global) Carleman type estimates are used in
order to showthat if L = i
t
+ and u satisfying (0.11), with V L
n+2/2
(R
n+1
), vanishes on
a half space, then u is identically zero. This result applies thus to NLS with more general
(nonanalytic) nonlinearities but does not seem to disprove the existence of compactly
supported solutions.
1 Fourier transform of Duhamels formula and reduction
of problem
We consider for simplicity equation (0.1)
u
t
+
3
x
u +
x
F(u) = 0,
and let F(u) = u
d
, d 2.
Assume u(t) compactly supported for t I, I a nontrivial time interval: more
precisely,
suppu(t) [B, B].

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440 Jean Bourgain
Hence

u(t)() =

u(t)(x) e
ix
dx extends to an entire function of with growth
|

u(t)( +i)| e
||B
(1.1)
(i.e., of order 1 and type B).
Fix t
1
, t
2
I. From Duhamels integral formula
u(t
2
) = e
(t
2
t
1
)
3
x
u(t
1
) +

t
2
t
1
e
(t
2
)
3
x
(
x
F(u))() d,
it follows that

u(t
2
)() = e
i(t
2
t
1
)
3

u(t
1
)() +i

t
2
t
1
e
i(t
2
)
3

F(u)()() d.
Hence, letting t = t
2
t
1
,

u(t
2
)() = e
it
3
_

u(t
1
)() +i

t
0
e
i
3
F(u)(t
1
+)() d
_
,
and the analytic extension satises

u(t
2
)( +i) = e
it(+i)
3
[

u(t
1
)( +i)
+i( +i)

t
0
e
i(+i)
3

F(u)(t
1
+)( +i) d]. (1.2)
Our main concern is to get the second term in [ ] small with respect to the rst.
Dene
U

() = sup
tI
|

u(t)()| (1.3)
a() = sup
|

|||
U

). (1.4)
Lemma. There is a number c > 0 such that, for any large number Q > 0, there are
arbitrarily large -values such that
a() > c(a a)
. ,, .
dfold
() (1.5)
and
a() > e

||
Q
. (1.6)

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Support of Solutions of Dispersive Equations 441
Proof. Assume either (1.5) or (1.6) fails when || >
0
.
Assuming u(0) sufciently smooth and taking the wellposedness results (local in
time) for equations of the form (0.2) (cf. [KPV]) into account, we may assume a bound
a() <
B
1
1 +
4
(1.7)
for some constant B
1
_
the power in the denominator of (1.7) is appropriately increased
when considering the more general situation (0.2)
_
.
Thus from (1.7) we get that
a() <
2B
1
1 +
2
e

||
2(
0
+Q)
for ||
0
. (1.8)
We claim that (1.8) holds for all . Otherwise, let

0
<

= min
_
| a()
2B
1
1 +
2
e

||
2(
0
+Q)
_
. (1.9)
By assumption, either (1.5) or (1.6) fail when =

. If a(

) e

Q
, (1.7) implies
a(

)
_
B
1
1 +(

)
4
_
1/2
e

2Q
<
2B
1
1 +(

)
2
e

2(
0
+Q)
,
contradicting the fact that

satises (1.9). Hence (1.5) fails, i.e.,

a(

) c(a a)(

) = c

a(

1

d1
)a(
1
) a(
d1
) d
1
d
d1
c

|
1
|,...,|
d1
|<

1
...
d1
|<

a(

1

d1
)a(
1
) a(
d1
) d
1
. . . d
d1
+cda(

)
_
a() d
_
d1
(1.10)
using the fact that a() is decreasing. Since the factors in the rst term of (1.10) satisfy
(1.8), we get for c sufciently small,
a(

) 2c

_
2B
1
1 +|

1

d1
|
2
e

d1
|
2(
0
+Q)
_
_
2B
1
1 +
2
1
e

|
1
|
2(
0
+Q)
_

_
2B
1
1 +
2
d1
e

|
d1
|
2(
0
+Q)
_

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442 Jean Bourgain
c.(2B
1
)
d
e

2(
0
+Q)
1 +(

)
2
<
2B
1
1 +(

)
2
e

2(
0
+Q)
,
which is again a contradiction.
Hence (1.8) holds for all . In particular,
|

u(t)()| e

||
2(
0
+Q)
for R, t I, (1.11)
implying that u(t) has an analytic continuation to some neighborhood of the real axis.
This of course contradicts the assumption that u(t) is compactly supported and proves
the lemma.
Choose large and t
1
I such that
|

u(t
1
)()| = U

() = a() > c(a a)

. ,, .
dfold
() +e

||
Q
(1.12)
(Q to be specied).
Take t
2
I, t = t
2
t
1
satisfying |t| |I|. Take = () such that
1
||
|()|
1
||
1/2
, ().t > 0. (1.13)
It follows then from (1.1), (1.2) that
c > e
3t.()
2
{|

u(t
1
)( +i)| 2||

|t|
0
e
3||
2
|

F(u)(t
1
+)( +i)| d}. (1.14)
Write
{ } |

u(t
1
)()| 2||

|t|
0
e
3||
2
|

F(u)(t
1
+)()| d (1.15)
|

u(t
1
)( +i)

u(t
1
)()|
2||

|t|
0
e
3||
2
|

F(u)(t
1
+)( +i)

F(u)(t
1
+)()| d. (1.16)
From (1.12), (1.13), we get
(1.15) > a() 2||

|t|
0
e
3||
2
_
|

u(t
1
+)| . . . |

u(t
1
+)|
_
() d

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Support of Solutions of Dispersive Equations 443
> a()
1
|| ||
(U

)()
a()
1
||
(a a)()
>
1
2
a(). (1.17)
It remains to estimate (1.16).
2 Derivative estimate for an entire function
The estimates in this section are standard and may most likely be found in the literature.
We have included them for the sake of completeness.
Denote (z) an entire function which is bounded and integrable on the real axis
and satisfying (1.1), i.e.,
|( +i)| e
||B
, , R. (2.1)
Lemma. For
1
R
+
, we have
|

(
1
)| B
_
sup

1
|(

)
_

_
1 +

log
_
sup

1
|(

)|
_

_
. (2.2)
Proof. Denote
K = 1 +

log
_
sup

1
|(

)|
_

. (2.3)
We rst show that
|(
1
+z)| < C for |z| = R
K
B
. (2.4)
Assume Imz 0. Since log |(z)| is subharmonic, it follows that
log |(
1
+z)|

log |(s)|

1
+z
(ds) (2.5)
where

1
+z
denotes the harmonic measure with respect to the strip Ims = 0, Ims = 2R.

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444 Jean Bourgain
Thus, by (2.1),
(2.5)

1
+z
([
1
, [) log
_
sup

>
1
|(

)|
_
+

1
+z
(] ,
1
]) log
_
sup

<
1
|(

)|
_
+

1
+z
(R +2iR)(2RB); (2.6)
and from elementary harmonic measure estimates,
(2.6)
_
+
Re z
Imz
(Imz)
2
+s
2
ds
_
log
_
sup

1
|(

)|
_
+C +
Imz
R
(2RB)
<
_

R
Imz
(Imz)
2
+s
2
ds
_ _
1 +

log
_
sup

1
(

)|
_

_
+C

+2BImz

Imz
R
K +C

+2B.Imz
from where (2.4) follows.
Dene now the function
f(w) =
_

1
+
R
10
w
_
=

j0
a
j
w
j
(2.7)
where, by (2.4), |a
j
| 2
j
. Write
R|

(
1
)| |f

(0)| sup
y[0,1]
|f

(y)|
sup
y[0,1]

j=0
ja
j
y
j

+Cn2
n
(n to be specied)
Cn
2
sup
y[0,1]

j=0
a
j
y
j

+Cn2
n
(by Markovs inequality)
Cn
2
sup
y[0,1]
|f(y)| +Cn
2
2
n
Cn
2
_
sup

1
|(

)|
_
+Cn
2
2
n
. (2.8)
Choosing n K, (2.4), (2.1) imply
|

(
1
)|
K
2
R
_
sup

1
|(

)|
_
B.K
_
sup

1
|(

)|
_
and thus (2.2).

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Support of Solutions of Dispersive Equations 445
As an immediate consequence of Lemma 2.2, we get the following corollary.
Corollary 2.9. Take R satisfying
|| B
1
_

log
_
sup

1
>0
|(

)|
_

+1
_
1
. (2.10)
Then
sup

1
|(

+i)| 2 sup

1
|(

)| (2.11)
and
sup

1
|

+i)| B
_
sup

1
|(

)|
_
_
1 +

log
_
sup

1
|(

)|
_

_
. (2.12)
3 Completion of the proof
We return to the estimate of the errorterms (1.16), letting
(z) =

u(t
1
)(z). (3.1)
Thus, by (1.12),
|()| = |

u(t
1
)()| = sup
|

|||
|(

)| = a(). (3.2)
Choose || satisfying
|| B
1
(1 +| log a()|)
1
. (3.3)
Notice that, by (1.12), (3.3) is at most (B
1
Q)/|| and hence compatible with (1.13), provided
we take Q sufciently large in (1.6). It follows from (2.9) that
|

u(t
1
)( +i)

u(t
1
)()| ||Ba() (1 +| log a()|) <
1
10
a(), (3.4)
taking care of the rst term of (1.16).

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446 Jean Bourgain
Estimate similarly, since F(u) = u
d
,
|

F(u)(t
1
+)( +i)

F(u)(t
1
+)()|
||

sup
|

|
|(

u(t
1
+)
_

(
1

d1
+i

)||

u(t
1
+)(
1
)|
|

u(t
1
+)(
d1
)| d
1
. . . d
d1
(3.5)
where
|(

u(t
1
+)
_

(
1

d1
+i

)|
B.
_
sup
|

|>

u(t
1
+)(

+i

)|
_

_
1 +

log
_
sup
|

|>

u(t
1
+)(

+i

)|
_

_
(3.6)
applying (2.2) with =

u(t
1
+) and taking

= min(||, |
1

d1
|). (3.7)
Estimate by (2.11):
sup
|

|>

u(t
1
+)(

+i

)| sup
|

|>

tI
|

u(t)(

+i

)| < 2a(

)
< 2[a() +a(
1

d1
)] (3.8)
(notice that (3.3) yields the required bound on

since

||). Thus in particular
(3.6) B[a() +a(
1

d1
)] [1 +| log a()|]
and
(3.5) <

[a() +a(
1

d1
)]a(
1
) a(
d1
)
= a()
_
a(

) d

_
d1
+(a a)()
< ca() (3.9)
by (1.12).

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Support of Solutions of Dispersive Equations 447
Thus the second term of (1.16) is at most
C||

|t|
0
a()e
3||
2
d < C
a()
||
<
1
10
a() (3.10)
by (1.13).
Summarizing, (1.14), (1.15), (1.16), (1.17), (3.4), (3.10) imply
1
4
e

||
Q
<
1
2
a()
1
10
a()
1
10
a() < Ce
3|t| ||
2
(3.11)
where |t| |I|. Since || || > 1 by (1.13), this is a contradiction, completing the proof.
Acknowledgments
The author is grateful to J. Colliander for bringing the problem to his attention, to C. Kenig for
a few discussions, especially concerning the use of the Carleman method, and to S. Konjagin for
providing him with an example showing the optimality of estimate (2-12) above.
References
[KPV] C. Kenig, G. Ponce, and L. Vega, Higher order nonlinear dispersive equations, Proc. Amer.
Math. Soc. 122 (1994), 157166.
[KRS] C. Kenig, A. Ruiz, and C. Sogge, Uniform Sobolev inequalities and unique continuation for
second-order constant coefcient differential operators, Duke Math. J. 55 (1987), 329347.
[KS] C. Kenig and C. Sogge, Anote onunique continuationfor Schr odingers operator, Proc. Amer.
Math. Soc. 103 (1988), 543546.
[RH] P. Rosenau and J. Hyman, Compactons: solitons with nite wave length, Phys. Rev. Lett. 70
(1993), 564567.
[Z] B. Zhang, Unique continuation for the Korteweg-de Vries equation, SIAM J. Math. Anal. 23
(1992), 5571.
School of Mathematics, Institute for Advanced Study, Princeton, New Jersey 08540, USA; and De-
partment of Mathematics, University of Illinois at Urbana Champaign, Urbana, IL 61801, USA

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