Operator Theory and Harmonic Analysis: David Albrecht, Xuan Duong and Alan M Intosh
Operator Theory and Harmonic Analysis: David Albrecht, Xuan Duong and Alan M Intosh
Operator Theory and Harmonic Analysis: David Albrecht, Xuan Duong and Alan M Intosh
Parts of the rst four lectures are based on notes of previous lectures of Alan
McIntosh, which were taken, edited, typed and rened by Ian Doust and Elizabeth
Manseld, whose willing assistance he gratefully acknowledges.
It is assumed that the reader has a basic knowledge of metric spaces, topology,
measure theory, and the theory of bounded linear operators on Banach and Hilbert
spaces. Suitable references for this material are the books \Real and Complex Analysis"
by W. Rudin, \Real Analysis" by H.L. Royden, \Introduction to Topology and Modern
Analysis" by G.F. Simmons, \Functional Analysis" by F. Riesz and B. Sz.-Nagy, and
\Linear Operators, Part I, General Theory" by N. Dunford and J.T. Schwartz. Later,
we shall also expect some knowledge of Fourier theory and partial dierential equations.
Lecture 1. Spectral Theory of Bounded Operators
Much of the material in the rst two lectures is presented in greater detail in the
books \Perturbation Theory for Linear Operators" by T. Kato and \Spectral Theory"
by E.R. Lorch, as well the book by Dunford and Schwartz just mentioned.
In these two lectures, X denotes a non{trivial complex Banach space, while H
denotes a non{trivial complex Hilbert space.
k T k = sup f k Tu k : u 2 X ; k u k = 1 g :
The Banach algebra of all bounded operators on X is denoted by L(X ) . As with
matrices, 2 C is called an eigenvalue of T if there exists a non{zero vector u 2 X
such that Tu = u . The resolvent set (T ) of T is the set of all 2 C for which
(T ? I ) is a one{one mapping and (T ? I )?1 2 L(X ) . The spectrum (T ) of T is
the complement of (T ) . Clearly every eigenvalue of T lies in (T ) .
x = (x1 ; x2 ; : : : ; xn ; : : : )
of complex numbers, with nite norm
1
kxk =
n=1
jxn
jp
=p
!1
Given a sequence d = (d1; d2 ; : : : ) such that supn jdnj < 1 , dene the operator
D = diag(d) on lp by (Dx)n = dnxn for every n . Then D 2 L(lp ) and (D) is the
closure of the set fd1; d2; : : : g in C . Moreover
RD () = diag ? d ; ? d ; : : :
1
2
u(t + h) ? u(t)
(
t
)
=
lim
u0 (t) = du
h!0
dt
h
exists. For a piecewise Rcontinuous function u dened on a rectiable curve
, we dene
the Riemann
integral
u(t) dt to be the limit in X (or in L(X ) ) of the appropriate
P
sums j (
(tj ) ?
(tj?1 ))u(tj ) .
Moreover, several of the formulae such as
Z
u(t) dt
k u(t) k jdtj
which are valid for real valued functions, also hold for vector valued and operator valued
functions. Also, for holomorphic functions (i.e. functions which are dened and dierentiable everywhere on an open subset of the complex plane), Cauchy's integral theorem
holds and there is a Taylor expansion about every point in that set. If a function is
bounded and holomorphic on the entire complex plane, then Liouville's theorem holds,
meaning that such a function is constant.
Whenever k T k < 1 then (on dening T 0 = I )
(I ? T )?1 =
n=0
Tn
and the series is absolutely summable. A consequence of this is the fact that, if 2 (T )
and
j ? j < k RT () k?1 ;
then
1
X
?
1
RT ( ) = (I ? ( ? )RT ()) RT () = ( ? )nRT ()n+1 :
n=0
dn R ( ) = (?1)n n! R ( )n+1 :
T
d n T
Proof. In view of the above remarks, it suces to show that (T ) is bounded and
non{empty. Take any j j > k T k . Then
n=0
?n?1T n
and
k RT ( ) k j j ?1k T k :
Therefore (T ) is bounded and RT ( ) ! 0 as ! 1 . If (T ) were empty, then
n (T ) and
1 Z d = 1 ; if 2 (T )
2i
?
0 ; if 62
:
For each function f 2 H (
) , dene the operator f (T ) 2 L(X ) by
Z
Z
1
1
?
1
f (T ) = 2i f ( )(I ? T ) d = 2i f ( )RT ( ) d
R(T ) = (T ? I )?1 = ?RT () ;
(5) if ff g is a net in H (
) which converges uniformly on compact subsets of
to f 2 H (
) then f (T ) = lim f (T ) ;
(6) if f 2 H (
) then f ((T )) = (f (T )) .
Proof.
(1) This follows from the linearity of the integral.
(2) Since the denitions of f (T ) and g(T ) are independent of the contours which
envelope (T ) in
, we are free to chose suitable ones for our purposes. Let
U be an open subset of
which contains (T ) , and whose closure U is a
compact subset of
. Let ? and
be contours such that ? envelopes (T )
in U , and
envelopes U in
. Then, by the resolvent equation, we have
Z
Z
1
1
f (T )g(T ) = 2i f ( )RT ( ) d 2i g(w)RT (w) dw
Z Z
?
1
= (2i)2
f ( )g(w)RT ( )RT (w) d dw
?
Z
Z
1
= (2i)2 f ( )RT ( ) wg(?w) dw d
?
Z
Z
1
? (2i)2 g(w)RT (w) wf (? ) d dw
?
Z
= 0 + 21i f (w)g(w)RT (w) dw
?
= (fg)(T ) :
(We can interchange the order of integration because the integrals are absolutely
convergent.)
(3) It follows from (1) and (2) that it suces to prove this result for the functions
1 and Id dened by 1( ) = 1 and Id( ) = for all 2 C . Let
be a
contour which envelopes the closed disc of radius k T k , and hence (T ) , in C .
Then
Z
1
1(T ) = 2i (I ? T )?1 d
Z
1 Tn
X
1
d
= 2i
n=0 n+1
Z
1
X
1
n
=
T 2i nd+1
n=0
= I
since
2i if n = 0
0 otherwise.
Using the same argument, we see that
Z
d =
n+1
Z
Z
1
X
1
1
?
1
n
T 2i dn = T :
Id(T ) = 2i (I ? T ) d =
n=0
(f ( ) ? f ( ))RT ( ) d
max
f jf ( ) ? f ( )j k RT ( ) k g length(
) ;
2
f ( ) ? f () when 6=
g( ) = : ?
f 0 ()
when = :
8
<
Then g 2 H (
) and f (T ) ? f ()I = g(T )(T ? I ) . If f () 2 (f (T )) then
f (T ) ? f ()I has a bounded inverse, and hence so does (T ? I ) , which contradicts the assumption that 2 (T ) . Therefore f () 2 (f (T )) .
Now let 2 (f (T )) . If 62 f ((T )) then h( ) = (f ( ) ? )?1 is
holomorphic on a neighbourhood of (T ) , say
0 . Applying the above results
to H (
0 ) , we get h(T )(f (T ) ? I ) = I , which contradicts the assumption that
2 (f (T )) . Therefore 2 f ((T )) .
We say that T has a bounded H (
) functional calculus (\bounded" because
k f (T ) k c k f k1 for all f 2 H (
) ). There is a straightforward consequence concerning spectral decompositions.
(T ) = 1 [ 2 [ [ N :
For each k , let
k be an open subset which contains k , chosen so that the
k 's are
pairwise disjoint, let
= [k
k , and dene the holomorphic functions k 2 H (
) by
k ( ) =
1 if 2
k
0 otherwise:
Then k 2 = k ; k j = 0 if k 6= j , and
N = 1.
k=1 k
Pk = Pk ; Pk Pj = 0 if k 6= j ; and
2
k=1
Pk = I
as well as Pk T = TPk .
It is easy to infer from this, that the range Xk of Pk is a closed subspace of X
which is invariant under T , that X = k Xk , and that, if Tk denotes the restriction of
T to Xk , then Tk 2 L(Xk ) and (Tk ) = k . Thus we have a spectral decomposition
of X associated with T .
In the case when X is nite dimensional and the sets k consist of distinct eigenvalues, then this decomposition of X into Xk can be used to obtain the Jordan canonical
form of T , as is shown, for example, in Kato's book.
Exercise. For the operator D in the Example in Section A, show that f (D) =
diag(f (d1 ); f (d2 ); : : : ) . In this case, k f (D) k = sup2(D) jf ()j k f k1 . Actually this operator D has a bounded F functional calculus, where F is the space of
all bounded complex valued functions dened on fdng .
Exercise. Prove that the functional calculus dened above is unique in the following
sense. There is no other mapping from H (
) to L(X ) which satises properties (1),
(2), (5), and either (3) or (4) of Theorem B.
Exercise. For each t 2 R , let gt denote the holomorphic function gt( ) = e?t . Dene
e?tT 2 L(X ) by e?tT = gt(T ) . Use the holomorphic functional calculus of T and the
properties of the exponential functions to obtain whatever properties you can concerning
the operators e?tT . Show that the unique C 1 function u : R ! X which satises
10
D(T ?1 ) = R(T ) :
and, if S is one{one,
S+T
(S + T ) + U
S+0
0S
S ?S
(ST )U
S (T + U )
(S + T )U
= T +S ;
= S + (T + U ) ;
= S;
S0 = 0 ;
0;
= S (TU ) ;
ST + SU ;
= SU + TU ;
S ?1S I and SS ?1 I :
Sometimes S (T + U ) 6= ST + SU , as the example given by T = ?U = I and D(S ) 6= X
shows. If S and T are one{one, then so is ST , and (ST )?1 = T ?1 S ?1 .
The resolvent set (T ) of T is the set of all 2 C for which (T ? I ) is one{
one and (T ? I )?1 2 L(X ) . The spectrum (T ) of T is the complement of (T ) ,
together with 1 if T 2= L(X ) .
For T 2 C (X ) and 2 (T ) , dene the resolvent operator RT () 2 L(X ) by
RT () = (I ? T )?1 :
11
[ f1g . The topology on the Riemann sphere consists of the usual neighbourhoods
in C together with the neighbourhoods of 1 which are the sets of the form U [ f1g ,
where C n U is a compact subset of C . A function f dened in a neighbourhood of
1 is holomorphic at 1 if f (1= ) is holomorphic at = 0 .
Let T be a closed operator in X and let 2 (T ) . Then the function R dened
in the last lemma, is a homeomorphism on C 1 and is holomorphic on C 1 n fg . It
therefore follows from the last lemma that (T ) is a non{empty compact subset of
C1 .
We now develop the holomorphic functional calculus for closed operators with non{
empty resolvent set, following the treatment of Dunford and Schwartz.
Let
be an open subset of C 1 which contains (T ) , but does not contain 2 C ,
and let H (
) be the space of holomorphic functions dened on
. Then R induces
a bijection between H (
) and H (R(
)) , where f 2 H (
) is mapped to f R? 1 .
Using this bijection we dene
f (T ) = (f R? 1 )(?RT ()) ;
for every f 2 H (
) . The following result is then a consequence of Theorem B.
to f 2 H (
) then f (T ) = lim f (T ) ;
(6) if f 2 H (
) then f ((T )) = (f (T )) .
12
Exercise. State and prove a theorem concerning the uniqueness of this holomorphic
functional calculus.
Exercise. Prove A.E. Taylor's formula
Z
1
f (T ) = f (1)I + 2i f ( )(I ? T )?1 d
S!+ = f 2 C : j arg j !g [ f 0g
S0+ = f 2 C : 6= 0; j arg j < g:
We employ the following subspaces of the space H (S0+) of all holomorphic functions on S0+ .
H1 (S0+) = f f 2 H (S0+) : k f k1 < 1 g ;
where k f k1 = supf jf ( )j : 2 S0+ g;
(S0+) = f 2 H (S0+) : 9s > 0; j ( )j C j js(1 + j j2s)?1 g
and
so that
Example 2. More generally, for 0 ! 2 , suppose that T is an ! -accretive operator in a Hilbert space H , by which we mean that (T ) S!+ and hTu ; ui 2
13
S!+ for all u 2 D(T ) . Then it is easy to show that k RT ( ) k (dist(; S!+))?1 for
all 2= S!+ , so that T is an operator of type S!+ . We remark that ! -accretive
operators necessarily have dense domain, and are self{adjoint if and only if ! = 0 .
Example 3. Let 0 < ! < 2 . A family of bounded operators fS (z) : z 2 S!0 +g on X
is called a holomorphic semigroup if
(1) S (z)S (w) = S (z + w) for all z , w 2 S!0 + ;
(2) S (z) is holomorphic on S!0 + .
Let T be the generator of fS (z)g , namely the operator in X such that
S (t)u ? u
Tu = lim
t#0
t
with domain consisting of all u 2 X for which the limit exists. Then ?T is an operator
of type S( ?!)+ in X .
2
Example 4. Dene
?k
T = 2 0 2?1 k
k2N
in the Hilbert space H = PC 2 = f(u1 ; u2; : : : ) : uk 2
((u1 ; u2; : : : ) ; (v1 ; v2 ; : : : )) = (uk ; vk ) . Then, for < 0 ,
(T ? I )?1 =
C2
so
(T ? I )?1
supk 2?k ? ?2 jj?2 . Thus T is not of type S!+ for any ! .
Suppose that T is a one{one operator of type S!+ with dense domain and dense
range in X . Every such operator has a holomorphic functional calculus which is consistent with the usual denition of polynomials of an operator. By this we mean that for
each > ! and for each f 2 F (S0+) , there corresponds a densely{dened operator
f (T ) 2 C (X ) . Further, if f; g 2 F (S0+) and 2 C , then
f (T )u + g(T )u = (f + g)(T )u
g(T )f (T )u = (gf )(T )u
for every u 2 D(f (T )) for which one side (and hence the other side) of each equation
is dened.
In particular, if
2 (S0+) , then
Z
1
(T ) = 2i (T ? I )?1 ( ) d
14
f (T ) = ( (T ))?1 (f )(T ) :
One must then check that the properties of the functional calculus are satised.
This functional calculus is the unique one in which the following Convergence
Lemma holds. It is one of the most important properties which is satised by this
functional calculus.
jf ( ) ? f ( )j jd j
1 + j j2
const.
r (k f k1 + k f k1) + const. ? sup fjf( ) ? f ( )jg
k (T ) k const.
r 1 j jr
for all r > 1 . Since the net ffg is uniformly bounded and converges on compact
subsets of S!0+ , it follows that k (T ) k ! 0 . Now take any u 2 X . Then
k f(T ) (T )u ? f (T ) (T )u k = k (T )u k k (T ) k k u k ! 0 :
15
Therefore
k f (T ) (T )u k (sup k f (T ) k) k (T )u k :
Since (T ) has dense range it follows that k f (T ) k sup k f(T ) k and that
f (T )u ! f (T )u for every u 2 X .
The Convergence Lemma allows us to give immediate proofs of many of the formulae
used in studying such entities as powers of T and semigroups associated with T .
Let us consider the powers of a one{one operator T of type S!+ with dense domain
and dense range. (The density assumptions can often be removed.) For 2 C , let
f 2 F (S0+) be given by f ( ) = , where > ! . Then dene T 2 C (X ) by
T = f (T ) :
From the functional calculus of T , formulae such as
T T u = T + u ; u 2 D(T ) \ D(T + ) ;
follow immediately. From the Convergence Lemma, it is also easy to prove standard
formulae for these operators such as the following. If 0 < s < 1 , then
Z R
1
s
T u = Rlim
t?s(I + tT )?1 Tu dt ; u 2 D(T ) ;
!1
!0
where
t?s(1 + t)?1 dt :
gz ( ) = e?z :
Then gz 2 F (S 0 +) and the operators
2
e?zT = gz (T )
form a holomorphic semigroup.
Exercise. State and prove a theorem concerning the uniqueness of this holomorphic
functional calculus.
Exercise. Show that, whenever f (T ) 2 L(X ) , then f (T ) 2 L(X ) and f (T ) =
f (T ) , where f ( ) = f ( ) .
16
In this lecture and the next, H denotes a non{trivial complex Hilbert space.
We are primarily interested in characterising and studying those one{one operators
T of type S!+ in H which have a bounded H1 functional calculus, meaning that for
all f 2 H1(S0+) (where > ! ), f (T ) 2 L(H) and
k f (T ) k c k f k1
for some constant c . In particular, we show that this is the case if and only if the
quadratic norm k u kT is equivalent to the original norm k u k on H .
In the Hilbert space case, every one{one operator T of type S!+ necessarily has
dense domain and dense range, so that the Convergence Lemma is always valid.
Further, D(T ) \ R(T ) is dense in H . If T is not one{one, then H = N (T ) H0
where N (T ) = fu 2 D(T ) : Tu = 0g , and H0 is the closure of R(T ) , so that we do
not lose generality by restricting our attention to one{one operators. (No orthogonality
is implied by the symbol .) See [CDMcY] for a treatment of these results, and for
the situation in Banach spaces. References for the results which follow also include [Y],
[Mc], [McY], [McQ], and [AMcN]. There is related material in [deL].
2 (S0+)
k (f t )(T ) k c k f k1
(i)
8
<Z
:
1
Z
d
(T ) t (T )g ( )
91
2
=
dt
t; c
k g( ) k2
d
)1
17
for all continuous functions g from [; ] to H , and all 0 < < < 1 .
Proof. If
= f = rei : r > 0g , ! < < , is an unbounded contour parametrised
clockwise around S!+ , then
Z
1
(f t )(T ) = 2i f ( ) (t )(T ? I )?1 d :
k (f t )(T ) k const. k f k1
c k f k1
jt js jd j
1 + jt j2s j j
1
Z
d
dt
(T ) t (T )g ( )
t
1 (Z
)2
dt
t
0
(
)
Z
Z 1
Z
d
d
2
(T )
(T )
k g( ) k dtt
(T )
(T )
t
t
0
)
)
(
Z 1
(Z
Z
d
d
dt
2
k g( ) k
sup
(
(
t )(T )
sup
t )(T )
t
t
0
Z
2
c k g( ) k2 d
as required.
(T ) t (T )
1
2
(T ) t (T )
1
2
k g( ) k d
18
d = u
(
T
)
lim
(
T
)
u
=
lim
(
T
)
(
T
)
u
;
!0
!0
!1
!1
Z
( ) ( ) ( ) d :
, are non{zero functions in (S0+) where > ! . Then there exists a constant
c such that, for every f 2 H1(S0+) and every u 2 H0T; \ D(f (T )) ,
k f (T )u kT; c k f k1 k u kT; :
Proof. Let u 2 H0T; \ D(f (T )) . Choose ; and ; as in the exercise above. By
using the holomorphic functional calculus of T , and applying Lemma E, we have
; (T )f (T )u k T;
=
=
=
Z
8
<Z
:
t (T ) ; (T )f (T )u
1
Z
0
8
<Z
:
1
Z
0
dt
t
1
t (T ) (T ) (T ) (T )f (T )u
d
91
2
=
dt
t;
91
2
=
dt
t;
const.
k (T )u k2 d
c k f k1
c k f k1 k u kT; :
Z
19
)1
by (ii)
)1
by (i)
H0
jhu ; vij c k u kX k v kY
k u kX c1 sup jhkuv;kvij
v2Y
Y
jh
u
;
v
k v kY c2 sup k u k ij
u2X
X
20
or
k u kp =
Z
ju(z)jp
jdzj
=p
1
<1 1p<1 ;
Suppose Tu = wu and T 0 v = wv for some measurable function w with essential range in S!+ . Then hT ; T 0 i forms a dual pair of operators of type S!+ in
hLp(
) ; Lq (
)i .
Exercise. Suppose hX ; Yi is a dual pair of Banach spaces, Z is a dense linear subspace
of Y , and f is a continuous function from a compact interval [; ] to X . Then
there exists a Borel function g from [; ] to Z such that k g(t) kY = 1 for all t and
k f (t) kX 2c1hf (t) ; g(t)i for all t .
21
On applying the Convergence Lemma, we see that if u 2 H0T and v 2 KT0 0 , then
Z 1
dt
2
hu ; vi = h
t (T )u t ; v i
0
Z 1
h t (T )u ; t(T 0 )vi dtt ;
=
0
k v kT 0 =
8
<Z
:
1 Z
const.
(T 0 ) t (T 0 )g (t)
k g k2
const. k u kT :
dt
t
dt
t
91
2
=
d
;
)1
(by Lemma E)
22
Hence
for some constant C1 .
k u kT C1 jhkuv;kvij
T0
Similarly, we can show that for any v 2 KT0 0 , there exists u 2 H0T such that
k v kT 0 C2 jhkuu; kvij :
T
hf (T )u ; vi = hu ; f (T 0 )vi
for all u 2 H and v 2 K , where f was dened in a previous exercise.
23
(e) D(T ) = D(A ) and D(T ) = D(B ) for some 2 (0; 1) , where A = (T T )
and B = (TT ) , with k Au k k T u k and k B u k k T u k ;
1
2
1
2
c?1 k u kT k u k c k u kT :
Proof. Suppose that (f) holds. Then, for all > ! , it is a consequence of Proposition E
that k f (T )u k c k f k1 k u k for all u 2 H and all f 2 (S0+) . Thus k f (T ) k
c k f k1 for all f 2 (S0+) .
To obtain (a), apply this estimate, the Convergence Lemma, and the fact that every
function f 2 H1(S0+) is the limit of a uniformly bounded sequence of functions fn 2
(S0+) in the sense of uniform convergence on compact subsets of S0+ . Statements
(b) and (c) follow.
So also does (d), because T is = fs (T ) where fs 2 H1 (S0+) is given by fs ( ) =
is , and k fs k1 = ejsj .
We shall prove that (d) implies (e) in the next section. We refer the reader to the
literature, say [Y] or [Mc], for a proof that (e) implies (f).
A proof that (b) implies (f) which is more in the spirit of harmonic analysis goes as
follows. Let k be a sequence of functions in (S0+) such that j k ( )j 2?k j j (1 +
P
2
2?k j j)?2 and kk==1
?1 k ( ) = 1 . Then, for all u 2 H ,
k u k T c1
kX
=1
k=?1
c1 sup
jk j1
c2 sup sup
jk j1
(T )u k2
)1
k k (T )u
(proved below)
k k ( ) k u k (by (b))
c2 sup j k ( )j k u k
c3 k u k :
Also, T has a bounded H1 (S0+) functional calculus, so k u kT c4 k u k , and
hence, by Corollary E, k u k c5 k u kT as well, thus proving (f).
24
The second inequality above is well known. It is proved in the following way. Let
uk = k (T )u . Let rk denote the Rademacher functions
on [0; 1] . These are step
R1
functions such that rk (x) = 1 for all x 2 [0; 1] , and 0 rj (x)rk (x)dx = jk . Then
X
k uk
k2
=
=
j;k
rj (x)rk (x) dx uk ; uj )
1 X
sup
jk j1
rk (x)uk
k u k
dx
)2
as required.
A. Yagi rst proved the equivalence of (d), (e) and (f), (with k u kT dened using
a particular choice of ) [Y]. Subsequently a full statement of this theorem was given
in [Mc], though various parts of it have been known for some time. Of course, quadratic
estimates have a long history in harmonic analysis, some aspects of which we shall touch
on later.
We conclude with the remark that, by virtue of the equivalence of (a) and (b),
the denition which we made loosely at the very beginning of this lecture is perfectly
alright for the case of one{one operators of type S!+ in a Hilbert space. That is, we say
that T has a bounded H1 functional calculus provided T has a bounded H1 (S0+)
functional calculus for some, and hence all, > ! .
25
1
2
1
2
nR
where =
positive multiple of the original norm, and so HS = H .
An operator T in H is accretive if Re (Tu ; u) 0 for every u 2 D(T ) , and T is
maximal accretive if T is accretive and 2 (T ) whenever Re < 0 . Every bounded
accretive operator on H is maximal accretive.
If T is maximal accretive and Re < 0 , then k RT ( ) k jRe j?1 , from which it
follows that T is of type 2 .
26
Proof. Let us rst suppose that T is bounded and strictly accretive, meaning that
Re (Tu ; u) c k u k2
for all u 2 H and some c > 0 .
Therefore
Z
1
f (T )u = 2i f ( ) (T + I )?1 (T + T )(T ? I )?1 u d
iR
for all u 2 H . Note that, because of our assumptions on T , the last integral is
absolutely convergent. On taking limits as usual, and applying the Convergence Lemma,
we nd that this formula holds for all f 2 H1 (S0+) and all u 2 H . In particular,
setting f = 1 ,
Z
1
u = 2i (T + I )?1(T + T )(T ? I )?1u d
iR
and, since the integrand is positive self{adjoint,
kuk =
1 Z 1
(T + T ) (T ? iI )?1 u
2 d
2 ?1
1
2
1
1
2
1
2
1
2
27
so k f (T ) k k f k1 as required.
Now let us consider the general case. Take any > 0 and let T = ((T + I )?1 +
I )?1 . Then T is a bounded strictly accretive operator on H . Moreover, as ! 0 ,
(T ? I )?1 converges in the norm topology of L(H) , to (T ? I )?1 . This convergence
is uniform on sets of the form f 2 S0+ : r j j R g when 0 < r < R < 1 . So,
for every 2 (S0+) , (T ) converges in the norm topology to (T ) as ! 0 . It
therefore follows from the above result for bounded strictly accretive operators, that
k (T ) k k k1
for every
2 (S0+) .
We have thus proved statement (c) of Theorem F with c = 1 for all > 2 . The
result follows by applying the Convergence Lemma as in the proof of that theorem.
Exercise. Extend this theorem to prove that k f (T ) k k f k1 for functions such as
ft ( ) = e?t , t > 0 , which are bounded on the right half
plane,
but not on any bigger
sector. Hence prove that e?tT is a C0 semigroup with
e?tT
1 for all t > 0 .
We remark that the formula for f (T ) used in proving Theorem G involves a kind
of Poisson integral, as opposed to the Cauchy integral we mostly use.
Exercise. Prove that every one{one maximal accretive operator T in H has a bounded
harmonic functional calculus (where this needs to be dened). Hence prove that
k log T ? log T k .
Exercise. Let W and T be two bounded operators on H related by the formula
T = (I ? W )(I + W )?1 and hence by W = (I ? T )(I + T )?1 . (Assume that ?1 is not
in the spectrum of either operator.) Prove that k W k < 1 if and only if T is strictly
accretive.
k u k2 ? k Wu k2 = Re ((I ? W )u ; (I + W )u)
= Re (T (I + W )u ; (I + W )u)
> 0:
28
and thus, by Theorem F, for all > ! there exists c such that k f (T ) k c k f k1
for all f 2 H1(S0+) . We note however, that if < 2 , then the constant c may be
larger than 1.
A third class of operators which occurs in applications are those given in the following exercise. These operators do not necessarily have bounded H1 functional calculi.
Exercise. Let T = V S where S is a positive self{adjoint operator in H , and V is a
bounded invertible ! -accretive operator. Prove that T is a one{oneP
operator of type
@ u (x) in
S!+ . An example of such an operator is given by Tu(x) = ?b(x) nj=1 @x
j
L2(Rn) , where b 2 L1(Rn; C ) with Re b(x) > 0 for almost all x 2 Rn .
2
The theory of accretive operators was developed by T. Kato and others to study operators such as elliptic operators in divergence form with bounded measurable complex
coecients. These are dened as follows.
Consider an elliptic sesquilinear form J dened on V V by
@u @v + a @u v + b u @v + auv g dx
J [u; v] = f ajk @x
k @x
j @x
k @xj
k
j
where
is an open subset of Rn , V is a closed linear subspace of the Sobolev space
H 1 (
) which contains Cc1(
) , ajk ; ak ; bj ; a 2 L1(
) and Re ajk (x)k j j j2 for
all = (j ) 2 C n and some > 0 . Let L be the operator in L2(
) with largest
domain D(L) V such that J [u; v] = (Lu; v) for all u 2 D(L) and all v 2 V . Then
L+I is a maximal accretive operator in L2 (
) for some positive number . Therefore
L + I has a bounded H1 functional calculus, and satises quadratic estimates.
The part of Theorem F which was actually the rst to be used in studying elliptic
operators, was the fact that certain operators satisfy statement (d), and hence (e), which
was used to determine that the domains of their fractional powers are Sobolev spaces.
The proof that (d) implies (e) is a consequence of the following result with B = I ,
by rst taking S = A , then interchanging the roles of S and T , and nally repeating
the process for the adjoint operators.
Z
29
Let us consider the spectral projections associated with the parts of the spectrum
in each sector.
For some > ! , dene the holomorphic functions + ; ? ; sgn 2 H1 (S0) by
+( ) = 1 if Re > 0 and +( ) = 0 if Re < 0 , ?( ) = 1 ? +( ) , and
sgn( ) = +( ) ? ?( ) . Let E+ = +(T ) and E? = ? (T ) 2 C (H) , so that,
by the identities of the functional calculus, D(E+ ) = D(E? ) , E+2 = E+ ; E? 2 =
E? ; E+E? = 0jD(E ) = E?E+ ; E+ + E? = I jD(E ) and E+ ? E? = sgn(T ) .
+
30
cjj(T ? I )ujj jjujj jIm(V ?1(T ? I )u; u)j = jIm (V ?1u; u)j
j(V ?1 u; u)j dist(; S! ) (because (V ?1 u; u) 2 S! ) :
Hence, for some C > 0 ,
31
To conclude, let us introduce a specic operator which has this form. In the nal
lecture, we shall prove that it does indeed have a bounded H1 functional calculus, and
we shall see the signicance of the resulting decomposition H = H+ H? .
Let
denote the Lipschitz curve in the complex plane which is parametrised by
a Lipschitz function g : R ! C such that g0 ; 1=g0 2 L1(R) and g0(x) 2 S!+ for all
x 2 R.
Dene the derivative of a Lipschitz function u on
by
Next use duality to dene D
to be the closed linear operator in Lp(
) with the largest
domain which satises
hD
u ; vi = hu ; iv0 i
for all Lipschitz functions v on
with compact support. We are using the pairing
hu ; vi =
u(z)v(z) dz
dened in Section E.
Then hD
; ?D
i is a dual pair of one{one operators of type S! in hLp(
) ; Lq (
)i ,
1 p 1 , 1=p + 1=q = 1 .
If V denotes the isomorphism from L2 (
) to L2(R) induced by the parametrization, (V u)(x) = u(g(x)) , then (V D
u)(x) = b(x)(DV u)(x) , where b = 1=g0 , and
D = 1i dxd with domain D(D) = f u 2 L2(R) : Du 2 L2 (R) g . Now D is a one{one
self{adjoint operator, and the operator of multiplication by b is a bounded invertible
! {accretive operator in L2 (R), so, by Theorem H, the operator T = bD is a one{one
operator of type S! in L2(R) . It follows that the operator D
= V ?1TV is a one{one
operator of type S! in L2(
) .
Exercise. Show that, once we have proved that the operator T has a bounded H1
functional calculus in L2(R) , then we can conclude that the operator D
has a bounded
H1 functional calculus in L2(
) .
32
Let us turn our attention to real harmonic analysis. Good references include the
books [St1] and [St2] of E.M. Stein.
k u kp =
Z
Rn
ju(x)jp
dx
1
< 1;
and let L1(Rn) be the Banach space of (equivalence classes of) measurable functions
u on Rn for which the norm
(Functions which are equal almost everywhere are identied in the usual way.)
For 1 < j < n , let Dj denote the operator Dj = 1i @x@ j in Lp(Rn) with domain
@u
n
D(Dj ) =
@xj 2 Lp(R )
where the derivative is taken in the sense of distributions.
It is well known that Dj is a closed operator. In the case when p = 2 ,
Fourier theory can be used to verify this, and to construct a functional calculus of
D = (D1 ; D2 ; : : : ; Dn ) . Here is a brief survey of the results from Fourier theory that
are needed.
The Fourier transform u^ = F (u) of a function u 2 L1(Rn) is dened by
u 2 Lp(Rn) :
?i hx ; i u(x) dx
e
n
33
k u^ k2 = (2)n=2 k u k2
holds for all such u , and so the Fourier transform extends to an isomorphism, also
called F , from L2(Rn) to L2 (Rn) .
If u 2 L2(Rn) , then Dj u 2 L2 (Rn) if and only if j u^() 2 L2 (Rn; d) , and
Z
@u
^
1
(Dj u) () = F ( i @x ) () = j e?i hx ; i u(x) dx = j u^() :
j
n
R
The joint spectrum of D = (D1 ; D2; : : : ; Dn) is n (D) = Rn . There are various
ways to dene this which we need not go into here, but essentially what it means is that
Rn is the support of the functional calculus of D .
For any function f 2 L1(Rn) , there is a natural denition of f (D) dened via
the Fourier transform, namely
( f (D) u )^ () = f () u^() :
Then f (D) is a bounded operator on L2(Rn) with
k f (D)u k2 = (2)?n=2 k f u^ k2 k f k1 k u k2
for all u 2 L2 (Rn) . This, together with the facts (i) that the mapping from functions
f to operators f (D) is an algebra homomorphism, and (ii) that there is agreement
with the natural denition for polynomials of several variables, means that we have a
bounded L1(Rn) functional calculus of D in L2(Rn) .
The agreement with the natural denition of p(D) for polynomials p of D is in
the sense that, if f and pf 2 L1(Rn) , then
p(D) f (D) u = (pf )(D) u for all u 2 L2(Rn) and
f (D) p(D) u = (fp)(D) u for all u 2 D(p(D)) :
34
It is well known that there is a close connection between the functional calculus of
D and convolution operators. For example, if 2 L1(Rn) and f = ^ , then, for almost
all x 2 Rn ,
Z
(x ? y) u(y) dy :
f (D) u(x) = u(x) =
Rn
=
@2
2
j =1 @xj
2u
@
n
D() =
=
@xj @xk 2 L2(R ) for 1 j m; 1 k m :
(i) Prove
self{adjoint operator in L2(Rn) , and that, letting
p that ? is a positive
?
1
@
jDj = ? , then Rj = ? jDj @xj = ?i jDj?1 Dj .
(ii) Show that the semigroup St = exp(t) , t > 0 , generated by is represented
by
Z
t
Stu(x) = e u(x) = n kt(x ? y)u(y) dy
W22(Rn)
u 2 L2(Rn) :
where
k u kT =
Z
= kuk
(T ) u k2
dt
t
1
2
where =
nR
35
1 j (t)j2 dt o 12 .
0
t
k u k? =
0
Z
0
(
Z
k t St
1Z
Rn
1Z
Rn
u k2
dt
t
1
2
@ S u(x)2 t dxdt
@t t
@U (x; t)2 t dxdt
@t
)1
)1
2
Exercise. Obtain other equivalent quadratic norms for ? by making other choices of
. For example, consider ( ) = 2e? .
36
for all u 2 L2(R) and almost all x 2 R , being i times the Hilbert transform.
It is interesting to note that, since E = 21 (sgn(D) + I ) then
Z
1 u(y) dy + 1 u(x)
i
Eu(x) = "lim
2
!0 2
x?y
jx?yj>"
i Z1
1
= !
lim0 2
u(y) dy
?1 x + i ? y
for all u 2 L2(R) and almost all x 2 R .
Let us look at this in a dierent way using the semigroups generated by ? jDj .
Given u 2 L2 (R) and t > 0 , dene u+(t) 2 L2 (R) by
37
Now these partial dierential equations are actually the Cauchy Riemann equations
if we identify (x; t) with x + it 2 C . That is, the functions U+ on C + = fx + it : t > 0g
and U? on C ? = fx + it : t < 0g dened by
t>0 ; x2R
t<0 ; x2R:
are holomorphic
Exercise. Show that the holomorphic functions U+ and U? on the open half spaces
C + and C ? can be represented by
Z 1
1
i
u(y) dy
U (x + it) = 2
?1 x + it ? y
for all u 2 L2(R) . So, in agreement with the previous expressions for Eu(x) ,
lim U (x + it) =
t!0
for almost all x 2 R , and
for all x 2 R .
E u(x)
lim U (x + it) = 0
t!1
Thus the Hardy spaces L2 (R) consist of those functions u 2 L2(R) which can
be extended holomorphically to functions U on C which decay at innity.
Exercise. Give a characterisation of the quadratic norm k u kD in terms of these holomorphic extensions of u .
In later sections we shall generalise this material, and consider the Hardy decomposition of L2( ) , where is the graph of a Lipschitz function.
38
Let us consider some fundamental results concerning real or complex valued functions dened on Rn . We follow the treatment given by E.M. Stein in his excellent
books [St1, St2], and recommend that the reader consult these books, as well as those
of Y. Meyer [M], M. Christ [Ch] and others, for a fuller treatment of these topics, including the historical background. Similar results also hold for functions dened on a
space of homogeneous type. This is a measure space (
; ) which has a metric with
the property that (B(x; 2r)) c(B(x; r)) for all r > 0 and some constant c .
Here, and subsequently, B(x; r) denotes the open ball with centre x and radius
r . For a subset B of Rn , the notation jBj denotes its Lebesgue measure, and cB its
complement. In all our proofs, the constant c can change from line to line.
B (x;r)
jf (y)jdy :
Z
c
jfx : (Mf )(x) > gj n jf (y)jdy
R
where c is a constant which depends only on the dimension n .
(c) If f 2 Lp(Rn) , 1 < p < 1 , then Mf 2 Lp(Rn) and
k Mf kp cp k f kp
39
almost everywhere.
f (y)dy = f (x)
lim jB(x; r)j?1
r!0
B (x;r)
where c is a positive constant which depends only on the dimension n ( c = 5?n will
do).
For a proof of the lemma, see [St1], Chapter 1.
Proof of Theorem K1. We shall prove the theorem by showing that the inequalities hold
even for the larger uncentred maximal function Mf which is dened by
Z
1
(Mf )(x) = sup
jf (y)jdy ;
x2B jB j B
Bx
Thus jBxj < 1 k f k1 . The family fBx : x 2 Eg covers E . Using the covering
lemma above, there exists a mutually disjoint family of balls Bk such that
1
jBk j cjEj :
40
Therefore
k f k1
[Bk
jf (y)jdy >
jBk j cjE j
jEj
Z
2
c
2
c
k f1 k1 =
jf jdx :
jf j>=2
Rn
(Mf )p dx =
pd() =
p?1()d :
Note that the rst equality comes from the denition of the distribution function, the
second equality from integration by parts.
Substituting the bound of jEj into the last integral, we obtain
k Mf kpp
p
"
p?1 2c
jf j>=2 jf (x)jdx d :
We evaluate the double integral by changing the order of integration, then integrating rst with respecth to i . Simple calculations show that this gives assertion (c) with
n 1=p
the constant cp = 2 p5?p1 .
41
Rn ,
Theorem K2. Suppose f 2 L1(Rn) and > 0 . Then there exists a decomposition
of f ,
f = g+b = g+
so that
bk ;
(iii)
bk (x)dx = 0 ;
c
k jQk j jf (x)jdx
42
nonempty. Using
the above covering lemma of Whitney, there exists a family of cubes
S
Qk so that k Qk = E and the interiors of the sets Qk are mutually disjoint.
Dene g(x) = f (x) for x 2 cE and
Qk
f (y)dy
bk , where
Qk
f (y)dy
Bk
Since jBk j = (c2)n jQk j , it follows that jg(x)j c , hence (i) is proved.
It is straightforward from its denition that bk is supported in Qk and has the
average value 0 . Also
Z
Rn
jbk jdx 2
Qk
43
(2) the kernel K is a measurable function with the property that for each continuous
function f Rwith compact support, and for almost all x not in the support of f , then
(Tf )(x) = R n K (x; y)f (y)dy ;
(3) there exists a constant C > 1 and 0 <
1 so that
jK (x; y)j jx ?Cyjn ;
j
x
?
x
1 j
jK (x; y) ? K (x1 ; y)j C jx ? yjn+
for jx ? x1 j jx ? yj=2 , and
jK (x; y) ? K (x; y1 )j C jxjy??yyjn1j+
for jy ? y1 j jx ? yj=2 .
Note that the above condition (3) implies the following condition (3').
( 30 ) There exist constants , C so that
Z
c B (y;r)
c B (x;r)
Theorem L. Under the above assumptions, for any p , 1 < p < 1 , the operator T
can be extended to a bounded operator on Lp(Rn) with the norm bound Cp depending
on p , the constants C2 , C and
in assumptions (1) and (3) .
For p = 1 , the operator T is of weak type (1; 1) .
Proof. Let us prove that T is of weak type (1; 1) , using assumption (1) and the rst
estimate in (3'). The result then follows from the Marcinkiewicz interpolation theorem
for 1 < p < 2 , and then the standard duality argument for 2 < p < 1 .
44
It is not dicult to check that g 2 L2(Rn) . Using the facts that T is bounded on
L2(Rn) and that jg(x)j c , we obtain
jfx : jTg(x)j > =2gj c1?2 k Tg k22 c2?2 k g k22 c3 k f k1 :
On the other hand
Z
1
jfx : jTb(x)j > =2gj jBk j + c jTbk (x)jdx
Bk
k
k
where Bk is the cube with the same centre yk as that of the cube Qk in the Calderon{
Zygmund decomposition but with sides multipliedPby the constant in assumption (3').
Because of property (iii) of the decomposition, k jBk j c4?1 k f k1 .
X
Tbk (x) =
It then follows from the rst estimate in (3') and the estimates (ii), (iii) of the decomposition that
Z
X
jTbk (x)jdx c5 k f k1 :
0
k
c Bk
for all f 2 L1(Rn) L2(Rn) . We leave it to the reader to complete the proof by proving
this weak type (1; 1) estimate for all f 2 L1(Rn) .
T
@ 2 u = ?R R u
j k
@xj @xk
45
46
1)
where c; C and m are positive constants, and (x; y; ) denotes the maximum volume
of the two balls with centres x and y and with radius .
In many applications, the heat kernel of such an operator also satises, for some
0 < 1 , a Holder continuity estimate in the variable y :
1 (
1 (
1 )]
?c[d(x;y)m=t] = m?
e
jkt(x; y) ? kt(x; y1 )j C(x;[dy;(y;t1y=m
)t
whenever d(y; y1 ) d(x; y)=2 , and a similar estimate in the variable x :
1)
1)
We remark that there do exist interesting operators which possess Gaussian bounds
on their heat kernels, but not the above Holder continuity estimates.
We now give a list of examples:
(1) In Chapter 5, we saw that the heat kernel of the Laplacian
n
2
@
= @x2
k=1 k
X
on Rn is given explicitly by
47
for all t > 0 . In this case, the above formula for the heat kernel also extends to all
complex value t with Re t > 0 . This formula shows that the heat kernel has the
Gaussian bound with m = 2 and the corresponding upper bound on its derivatives
(with respect to space variables), hence the Holder continuity estimates hold for both
variables x and y .
(2) If
is a region in Rn with smooth boundary and T is the Laplacian on L2(
)
subject to Dirichlet boundary conditions, then it follows from the Feynman{Kac formula
that its heat kernel kt(x; y) is a positive, C 1 function which satises
0 < kt (x; y) (4t)?n=2 e?jx?yj =4t
2
Q(f ) =
j =1
k @j
f k2 +
1
2
is densely dened. There exists a unique positive operator T such that (Tf ; f ) = Q(f )
and D(T ) = D(Q) . That operator T is called the Schrodinger operator with potential
V , usually written as T = ? + V (x) . The Trotter formula shows that the heat kernel
of T (for t > 0 ) is positive and satises the Gaussian upper bound. However, unless
V satises additional conditions, the heat kernel can be a discontinuous function of the
space variables and the Holder continuity estimates may fail to hold.
1
2
(4) Let A(x; D) be an elliptic operator of even order m dened in a bounded domain
(ii) there is an angle 2 (0; 2 ) such that the system ei Dtm ? A(x; Dx ) ,
2
fBj (x; Dx )gm=
j =1 is an elliptic boundary value problem on
(?1 < t < 1)) which
satises the coerciveness condition for any 2 ? .
Let T be the operator with domain
D(T ) = f u 2 W2m (
) : Bj (x; D)u = 0 on @
; j = 1; :::m=2 g
which is dened by (Tu)(x) = A(x; D)u(x) for all u 2 D(T ) . It is known that the
operator dened analogously by the formally constructed adjoint system coincides with
the adjoint of T .
48
T = ?
i=1
Xi Xi
Q() =
i=1
k Xi k22
Q() =
i;j =1
(@i ; aij @j )
with Dirichlet boundary conditions. This operator is ! accretive for some ! < 2 .
In the case the coecients aij are real, then the heat kernel of T satises the
Gaussian bound (see [GW] for the case of symmetric coecients). The Holder continuity
estimates also hold (see [DMc]).
If
= Rn , the Gaussian bound on the heat kernel is still true in the case of real
coecients. See [A], [AMcT]. However, for complex coecients, there are examples to
show that the Gaussian bound may fail to hold in dimensions n 5 .
49
(2) There exists > ! so that the kernel kz (x; y) of the holomorphic semigroup
e?zT associated with T satises the Holder continuity estimate:
50
Then if f 2 H1(S0 ) , for any > , the operator f (T ) is of weak type (1; 1) .
For any p , 1 < p 2 , f (T ) can be extended to a bounded operator on Lp(Rn) with
norm at most c k f k1 . A similar result is true for 2 < p < 1 if the Holder continuity
estimate in condition (2) holds for variable x instead of y .
Proof. First consider functions f 2 (S0+) .
?+
ez e?zT dz
where the curve ?+ is dened by ?+(t) = te(?)=2 for t 0 . We also have similar
expression for 2
? .
We then change the order of integration and obtain
f (T ) =
?+
where
e?zT n+(z)dz +
??
e?zT n?(z)dz ;
Z
1
n = 2i ez f ()d ;
jn(z)j c k f k1 jzj?1
Kf (x; y) =
?+
??
Using this representation and the Holder continuity estimate of the heat kernel, elementary but tedious calculations show that we obtain
Z
c B (y;r)
51
and our theorem follows from Theorem L for f 2 (S0+) . Note that the constant C
in the above estimate does not depend on how fast the function f decays at 0 or 1 .
To extend the result to f 2 H1 (S0+) , take
1=k
fk () = f () (1 + )2=k :
Notes.
(1) The theorem is still true when Rn is replaced by a space of homogeneous type.
(2) The operators in examples (1), (2), (3), (5) and (6) (with real, symmetric
coecients) of Section M are self{adjoint in L2 . The operators in (4) (under suitable
conditions) and (6) with complex coecients are maximal accretive. Hence they all have
bounded functional calculi in L2 . Therefore, for all the above operators, the Holder
continuity estimates imply the existence of bounded functional calculi in Lp .
(3) It was proved recently that the above theorem is still true if the condition of
Holder continuity estimates is replaced by an upper bound on the heat kernel which
satises certain conditions, in which the Gaussian bound is a special case [DR].
52
for almost all z 2
. Next use duality to dene D
to be the closed linear operator in
Lp(
) with the largest domain which satises
hD
u ; vi = hu ; iv0 i
for all Lipschitz functions v on
with compact support. We are using the pairing
hu ; vi =
u(z)v(z) dz
dened in Section E.
Then hD
; ?D
i is a dual pair of one{one operators of type S! in hLp(
) ; Lq (
)i ,
1 p 1 , 1=p + 1=q = 1 . This can be seen by giving an explicit formula for the
resolvent. See [McQ]. Alternatively, if p = q = 2 , we can proceed as follows.
If V denotes the isomorphism from L2 (
) to L2(R) induced by the parametrization, (V u)(x) = u(g(x)) , then (V D
u)(x) = b(x)(DV u)(x) , where b = 1=g0 , and
D = 1i dxd with domain D(D) = W21(R) = f u 2 L2(R) : Du 2 L2(R) g . Now D is
a one{one self{adjoint operator, and the operator of multiplication by b is a bounded
invertible ! {accretive operator in L2(R) , so by Theorem H, the operator T = bD is
a one{one operator of type S! in L2(R) . It follows that the operator D
= V ?1 TV
53
is a one{one operator of type S! in L2(
) . It is not hard to verify that the dual of
D
is ?D
.
We have seen that every one{one operator of type S! has a holomorphic functional
calculus, meaning, in this case, that there is a natural way to dene the closed operator
f (D
) for each holomorphic function f 2 F (S0) when > ! . What we would like
to know is whether D
has a bounded H1 functional calculus in Lp(
) , especially in
L2(
) . The situation is very dierent from the special case when
= R and D
= D
which was treated in Section J, because D
is typically not self{adjoint, and there is
no identity of Parseval for functions in L2(
) .
Of course, if f 2 (S0) , then f (D
) 2 L(Lp(
)) , and the agreement with the
natural denition for polynomials p means that if pf 2 (S0) also, then
f (D ) u(z) =
(z ? w) u(w) dw
54
1 Z
t( ? w)u(w) dw
dt
t
)1
2
c k u k2
(1)
(2)
n jy ? y 0 j
jt (x; y) ? t (x; y0 )j (t Ct
+ jx ? yj)n+2
Z
(3)
(
x;
y
)
b
(
y
)
dy
=
0
for
all
x
2
Rn :
t
n
1 Z
Rn
t (; y)u(y) dy
dt
t
)1
c k u k2
55
Before proceeding, we remark that the quadratic norm for ? was expressed in
such a way at the end of Section I, with t (x; y) = t @t@ kt (x ? y) , a function which clearly
satises (1), (2) and (3) with b = 1 .
Proof of Theorem O. Take, for example, (z) = (1+zz ) , and let t(z) = 1t ( zt ) . The
functions dened by t (x; y) = t(g(x) ? g(y)) for almost all x; y 2 R satisfy (1), (2)
in Proposition O (with n = 1 ). They also satisfy (3) with b = g0 . Let us check this
when t = 1 . For all x 2 R ,
2 2
1 (x; y)b(y) dy =
=
(g(x) ? w) dw
1 Z
t( ? w)u(w) dw
dt
t
)1
2
c
(
Z
1 Z 1
c k u(g())g0 () k
c k u k2
dt
t
)1
i
sgn(D
)u(z) = "lim
!0
jz?wj>"
1 u(w) dw
z?w
for all u 2 L2(
) and almost all z 2
, being the Cauchy singular integral operator on
.
56
Z
i
= !
lim0 2 z + i1 ? w u(w) dw
for all u 2 L2(
) and almost all z 2
.
Here E+ = +(D
) and E? = ? (D
) are the spectral projections corresponding
to the parts of the spectrum (D
) in the right and in the left half planes, as dened
in Section H. They give us the spectral decomposition H = H+ H? . Since H =
L2(
) , we write H = L2 (
) , so that L2(
) = L+2(
) L?2 (
) , which is the Hardy
decomposition of L2(
) .
Let us also consider the semigroups generated by ? jD
j = ?sgn(D
)D
.
Given u 2 L2 (
) and t > 0 , dene u+(t) 2 L2(
) by
u+(t) = e?tD
E+u = e?tjD
j E+u :
Then u+(t) has the properties
8
@u+ (t) + D u (t) = 0 t > 0
>
>
+
>
<
@t
lim u (t) = E+u
>
t!0 +
>
>
:
lim u (t) = 0 :
t!1 +
U+ (z + it) = u+(t)(z) ;
U? (z + it) = u?(t)(z) ;
t>0; z2
t<0; z2
57
are holomorphic.
Exercise. Show that the holomorphic functions U+ and U? on the regions
+ and
? can be represented by
Z
i
U(z + it) = 2 z + it1 ? w u(w) dw
lim U (z + it) =
t!0
E u(z)
lim U (z + it) = 0
t!1
Thus the Hardy spaces L2 (
) consist of those functions u 2 L2(
) which can be
extended holomorphically to functions U on
which decay at innity.
Exercise. Give a characterisation of the quadratic norm k u kD
in terms of these holomorphic extensions of u .
We saw in the exercise at the end of Section O that D
has an H1 (S0) functional
calculus in Lp(
) for 1 < p < 1 , so the operators considered above are also bounded
on Lp(
) . Let us summarise these results as follows.
The proof of these theorems builds upon the work of Zygmund, Calderon, Carleson,
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Meyer proved the boundedness for all such curves [CMcM].
The use of the Calderon rotation method leads to the boundedness of singular
double{layer potential operators on Lp(b
) , when b
is the boundary of a strongly
Lipschitz domain
Rm+1 . This fact was used soon after by Verchota to solve the
Dirichlet and Neumann problems for harmonic functions with L2 boundary data on
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