Nonlinear Schrödinger Evolutions from Low Regularity Initial Data J. Colliander University of Toronto Warwick, June 2009 1 Cubic NLS on R2 2 High-Low Fourier Truncation 3 Bilinear Strichartz Estimate 4 The I -Method of Almost Conservation 1. Cubic NLS Initial Value Problem on R2 1. Cubic NLS Initial Value Problem on R2 We consider the initial value problems: (i∂t + ∆)u = ±|u|2 u u(0, x) = u0 (x). (NLS3± (R2 )) The + case is called defocusing; − is focusing. NLS3± is ubiquitous in physics. The solution has a dilation symmetry u λ (τ, y ) = λ−1 u(λ−2 τ, λ−1 y ). which is invariant in L2 (R2 ). This problem is L2 -critical. (This talk mostly addresses the defocusing case.) Time Invariant Quantities Z |u(t, x)|2 dx. Z Momentum = 2= u(t)∇u(t)dx. R2 Z 1 1 Energy = H[u(t)] = |∇u(t)|2 dx± |u(t)|4 dx. 2 R2 2 Mass = Rd Hamiltonian kinetic potential Mass is L2 ; Momentum is close to H 1/2 ; Energy involves H 1 . Dynamics on a sphere in L2 ; focusing/defocusing energy. Local conservation laws express how quantity is conserved: e.g., ∂t |u|2 = ∇ · 2=(u∇u). Frequency Localizations? Linear Schrödinger Propagator and Estimates The solution of the linear Schrödinger initial value problem (i∂t + ∆)u = 0 (LS(Rd )) u(0, x) = u0 (x). is denoted u(t, x) = e it∆ u0 . The solution can be given explicitly Fourier Multiplier Representation: Z 2 it∆ e u0 (x) = cπ e ix·ξ e −it|ξ| ub0 (ξ)dξ. Rd Convolution Representation: e it∆ u0 (x) = cπ1 1 (it)d/2 Z Rd ei |x−y |2 4t u0 (y )dy . Linear Schrödinger Propagator and Estimates The solution of the linear Schrödinger initial value problem (i∂t + ∆)u = 0 (LS(Rd )) u(0, x) = u0 (x). is denoted u(t, x) = e it∆ u0 . The solution can be given explicitly Fourier Multiplier Representation: Z 2 it∆ e u0 (x) = cπ e ix·ξ e −it|ξ| ub0 (ξ)dξ. Rd Convolution Representation: e it∆ u0 (x) = cπ1 1 (it)d/2 Modulus 1 Multiplier Z Rd ei |x−y |2 4t u0 (y )dy . Linear Schrödinger Propagator The solution of the linear Schrödinger initial value problem (i∂t + ∆)u = 0 (LS(Rd )) u(0, x) = u0 (x). is denoted u(t, x) = e it∆ u0 . The solution can be given explicitly Fourier Multiplier Representation: Z 2 it∆ e u0 (x) = cπ e ix·ξ e −it|ξ| ub0 (ξ)dξ. Rd Convolution Representation: e it∆ u0 (x) = cπ1 1 (it)d/2 Z ei |x−y |2 4t u0 (y )dy . Rd Time Decay Estimates for Linear Schrödinger Propagator Fourier Multiplier Representation =⇒ Unitary in H s : kDxs e it∆ u0 kL2x = kDxs u0 kL2x . Convolution Representation =⇒ Dispersive estimate: ke it∆ u0 kL2x∞ ≤ C t d/2 ku0 kL1x . Spacetime estimates? Strichartz estimates hold, for example, ke it∆ u0 kL4 (Rt ×R2x ) ≤ C ku0 kL2 (R2x ) . (Strichartz estimates linked to Fourier restriction phenomena.) Local-in-time theory for NLS3± (R2 ) ∀ u0 ∈ L2 (R2 ) ∃ Tlwp (u0 ) determined by ke it∆ u0 kL4tx ([0,Tlwp ]×R2 ) < 1 such that 100 ∃ unique u ∈ C ([0, Tlwp ]; L2 ) ∩ L4tx ([0, Tlwp ] × R2 ) solving NLS3+ (R2 ). −2 ∀ u0 ∈ H s (R2 ), s > 0, Tlwp ∼ ku0 kH ss and regularity persists: u ∈ C ([0, Tlwp ]; H s (R2 )). Define the maximal forward existence time T ∗ (u0 ) by kukL4tx ([0,T ∗ −δ]×R2 ) < ∞ for all δ > 0 but diverges to ∞ as δ & 0. ∃ small data scattering threshold µ0 > 0 ku0 kL2 < µ0 =⇒ kukL4tx (R×R2 ) < 2µ0 . Global-in-time theory? What is the ultimate fate of the local-in-time solutions? L2 -critical Scattering Conjecture: L2 3 u0 7−→ u solving NLS3+ (R2 ) is global-in-time and kukL4t,x < A(u0 ) < ∞. Moreover, ∃ u± ∈ L2 (R2 ) such that lim ke ±it∆ u± − u(t)kL2 (R2 ) = 0. t→±∞ Same statement for focusing NLS3− (R2 ) if ku0 kL2 < kQkL2 . Remarks: Known for small data ku0 kL2 (R2 ) < µ0 . Known for large radial data [Killip-Tao-Visan 07]. NLS3± (R2 ): Present Status for General Data regularity s > 23 s > 47 s > 12 s ≥ 12 s > 25 idea high/low frequency decomposition H(Iu) resonant cut of 2nd energy H(Iu) & Interaction Morawetz H(Iu) & Interaction I -Morawetz 1 3 resonant cut & I -Morawetz s> reference [Bourgain98] [CKSTT02] [CKSTT07] [Fang-Grillakis05] [CGTz07] [C-Roy08] s > 0? Morawetz-based arguments are only for defocusing case. Focusing results assume ku0 kL2 < kQkL2 . Unify theory of focusing-under-ground-state and defocusing? 2. Bourgain’s High-Low Fourier Truncation 2. Bourgain’s High-Low Fourier Truncation IMRN International Mathematics Research Notices 1998, No. 5 Refinements of Strichartz’ Inequality and Applications to 2D-NLS with Critical Nonlinearity J. Bourgain Summary Consider the 2D IVP ! iut + ∆u + λ|u|2 u = 0 (†) u(0) = ϕ ∈ L2 (R2 ). The theory on the Cauchy problem asserts a unique maximal solution ∗ 2 2 4 ∗ 4 2 2. Bourgain’s High-Low Fourier Truncation Consider the Cauchy problem for defocusing cubic NLS on R2 : (i∂t + ∆)u = +|u|2 u (NLS3+ (R2 )) u(0, x) = φ0 (x). We describe the first result to give global well-posedness below H 1 . NLS3+ (R2 ) is GWP in H s for s > 2 3 [Bourgain 98]. First use of Bilinear Strichartz estimate was in this proof. Proof cuts solution into low and high frequency parts. For u0 ∈ H s , s > 32 , Proof gives (and crucially exploits), u(t) − e it∆ φ0 ∈ H 1 (R2x ). Setting up; Decomposing Data Fix a large target time T . Let N = N(T ) be large to be determined. Decompose the initial data: φ0 = φlow + φhigh where Z φlow (x) = c0 (ξ)dξ. e ix·ξ φ |ξ|<N Our plan is to evolve: φ0 = φlow + φhigh u(t) = ulow (t) + uhigh (t). Setting up; Decomposing Data Low Frequency Data Size: Kinetic Energy: k∇φlow k2L2 = Z c0 (ξ)|2 dx |ξ|2 |φ |ξ|<N Z = c0 (ξ)|2 dx |ξ|2(1−s) |ξ|2s |φ |ξ|<N 2(1−s) =N kφ0 k2H s ≤ C0 N 2(1−s) . 1/2 1/2 Potential Energy: kφlow kL4x ≤ kφlow kL2 k∇φlow kL2 =⇒ H[φlow ] ≤ CN 2(1−s) . High Frequency Data Size: kφhigh kL2 ≤ C0 N −s , kφhigh kH s ≤ C0 . LWP of Low Frequency Evolution along NLS The NLS Cauchy Problem for the low frequency data (i∂t + ∆)ulow = +|ulow |2 ulow ulow (0, x) = φlow (x) is well-posed on [0, Tlwp ] with Tlwp ∼ kφlow k−2 ∼ N −2(1−s) . H1 We obtain, as a consequence of the local theory, that kulow kL4 [0,Tlwp ],x ≤ 1 . 100 LWP of High Frequency Evolution along DE The NLS Cauchy Problem for the low frequency data (i∂t + ∆)uhigh = +2|ulow |2 uhigh + similar + |uhigh |2 uhigh uhigh (0, x) = φhigh (x) is also well-posed on [0, Tlwp ]. Remark: The LWP lifetime of NLS evolution of ulow AND the LWP lifetime of the DE evolution of uhigh are controlled by kulow (0)kH 1 . Extra Smoothing of Nonlinear Duhamel Term The high frequency evolution may be written uhigh (t) = e it∆ uhigh + w . The local theory gives kw (t)kL2 . N −s . Moreover, due to smoothing (obtained via bilinear Strichartz), we have that w ∈ H 1 , kw (t)kH 1 . N 1−2s+ . Let’s postpone the proof of (SMOOTH!). (SMOOTH!) Nonlinear High Frequency Term Hiding Step! ∀ t ∈ [0, Tlwp ], we have u(t) = ulow (t) + e it∆ φhigh + w (t). At time Tlwp , we define data for the progressive sheme: u(Tlwp ) = ulow (Tlwp ) + w (Tlwp ) + e iTlwp ∆ φhigh . (2) (2) u(t) = ulow (t) + uhigh (t) for t > Tlwp . (2) Hamiltonian Increment: φlow (0) 7−→ ulow (Tlwp ) The Hamiltonian increment due to w (Tlwp ) being added to low frequency evolution can be calcluated. Indeed, by Taylor expansion, using the bound (SMOOTH!) and energy conservation of ulow evolution, we have using (2) H[ulow (Tlwp )] = H[ulow (0)] + (H[ulow (Tlwp ) + w (Tlwp )] − H[ulow (Tlwp )]) ∼ N 2(1−s) + N 2−3s+ ∼ N 2(1−s) . Moreover, we can accumulate N s increments of size N 2−3s+ before we double the size N 2(1−s) of the Hamiltonian. During the iteration, Hamiltonian of “low frequency” pieces remains of size . N 2(1−s) so the LWP steps are of uniform size N −2(1−s) . We advance the solution on a time interval of size: N s N −2(1−s) = N −2+3s . For s > 32 , we can choose N to go past target time T . How do we prove (SMOOTH!)? Bourgain’s Bilinear Strichartz Estimate: For (dyadic) N ≤ L ke it∆ fL e it∆ gN kL2t,x ≤ N 2−1 2 1 L2 kfL kL2x kgN kL2x . Corollary For s ≥ 1 2 kDxs (u1 u2 )kL2 [0,δ],x ≤C (ku1 kX s,1/2+ ku2 kX 0,1/2+ [0,δ] [0,δ] + ku1 kX 1/2,1/2+ ku2 kX s−1/2,1/2+ ). [0,δ] [0,δ] Thus, the Bilinear Estimate allows us move half a derivative off the high frequency part and instead onto of the low frequency part. Treatment of a typical term in w Using the controls we have on ulow , uhigh from the local theory on [0, Tlwp ], we want to prove for Z w= t 0 e i(t−t )∆ |ulow |2 uhigh (t 0 )dt 0 0 that supt∈[0,Tlwp ] k∇w kL2 < N 1−2S+ . By Sobolev embedding, we have kw kL∞ [0,Tlwp ] H1 ≤ kw kX 1,1/2+ . [0,Tlwp ] Rt 0 The mapping f 7−→ 0 e i(t−t )∆ is formally f 7−→ (i∂t + ∆)−1 f which, due to time localization, is essentially b f 7−→ hτ + |ξ|2 ib f . It suffices to control 2 kDx |ulow | uhigh kX 0,−1/2+ . Proceed by duality.... Treatment of a typical term in w kw kL∞ [0,Tlwp ] H1 ≤ hg , Dx (|ulow |2 uhigh )i. sup kg kX 0,1/2− ≤1 . suphgDx ulow , ulow uhigh i + suphgulow , Dx (ulow uhigh )i g g 1/2 1/2 = easier + suphDx (gulow ), Dx (ulow uhigh i. g The corollary and the available bounds then give (SMOOTH!). 3. Bourgain’s Bilinear Strichartz Estimate 3. Bourgain’s Bilinear Strichartz Estimate Recall the Strichartz estimate for (i∂t + ∆) on R2 : ke it∆ u0 kL4 (Rt ×R2x ) ≤ C ku0 kL2 (R2x ) . We can view this trivially as a bilinear estimate by writing ke it∆ u0 e it∆ v0 kL2 (Rt ×R2x ) ≤ C ku0 kL2 (R2x ) kv0 kL2 (R2x ) . Bourgain refined this trivial bilinear estimate for functions having certain Fourier support properties. Bourgain’s Bilinear Strichartz Estimate Shrinks Constant Theorem For (dyadic) N ≤ L and for x ∈ R2 , 1 ke it∆ fL e it∆ gN kL2t,x ≤ N2 1 L2 kfL kL2x kgN kL2x . Here spt (fbL ) ⊂ {|ξ| ∼ L}, gN similar. q Observe that NL 1 when N L. M |ξ|∼M Then, for M1 ≤ M2 , the following inequality holds: 3. Bourgain’s Proof " !(eit∆ ψ1 )(eit∆ ψ2 )!L2 (R2 ×R) ≤ C Proof. M1 M2 #1/2 (112) !ψ1 !2 !ψ2 !2 . B98:IMRN Since the standard Strichartz inequality yields (112) without the " #1 M1 2 -factor, M2 we may assume M2 ' M1 . Writing (eit∆ ψ1 )(eit∆ ψ2 ) = ! !1 (ξ1 )ψ !2 (ξ2 )ei[(ξ1 +ξ2 ).x+(|ξ1 |2 +|ξ2 |2 )t] dξ1 dξ2 , ψ it follows from Parseval’s identity and Cauchy-Schwarz that !(eit∆ ψ1 )(eit∆ ψ2 )!22 = ! $! $2 $ $ !1 (ξ1 )ψ !2 (ξ − ξ1 )δ0 (|ξ1 |2 + |ξ − ξ1 |2 − λ) dξ1 $ dξdλ $$ ψ $ % ≤ !ψ1 !22 !ψ2 !22 sup mes(1) [ξ1 | |ξ1 | ∼ M1 λ,|ξ|∼M2 2 2 & and |ξ1 | + |ξ − ξ1 | = λ] <C M1 . M2 Proof Based on Change of Variables Ideas from (Kenig-Ponce-Vega); see [C-Delort-Kenig-Staffilani]. Recall the Fourier multiplier representation of the propagator: Z 2 it∆ e f (x) =cπ e ix·ξ e −it|ξ| b f (ξ)dξ 2 ZR =cπ e i(x·ξ+tτ ) δ0 (τ + |ξ|2 )b f (ξ)dτ dξ. R1+2 spacetime inverse Fourier transform With f = fL and g = gN , we wish to estimate ke it∆ f e it∆ g kL2t,x = kF[e it∆ f e it∆ g ]kL2 . τ,ξ Using Fourier tranform property, F(ab) = b a∗b b, we find.... Fourier Manipulations; Dirac Evaluations We wish to estimate (in L2τ,ξ ) the expression Z δ0 (τ1 + |ξ1 |2 )b f (ξ1 )δ0 (τ2 + |ξ2 |2 )b g (ξ2 ). τ = τ1 + τ 2 ξ = ξ1 + ξ2 Evaluating the δ functions, we find τj = −|ξj |2 , so Z b f (ξ1 )b g (ξ2 ) τ = −|ξ1 |2 − |ξ2 |2 ξ = ξ1 + ξ2 We proceed by duality. Let’s test this against d(τ, ξ).... Duality Reduces Matters to Certain Integral * ke it∆ f e it∆ g kL2t,x = sup kdkL2 τ,ξ Z = sup Z d(τ, ξ) , ≤1 + b f (ξ1 )b g (ξ2 ) . τ = −|ξ1 |2 − |ξ2 |2 ξ = ξ1 + ξ2 d(−|ξ1 |2 − |ξ2 |2 , ξ1 + ξ2 ) b f (ξ1 )b g (ξ2 )dξ1 dξ2 . d The preceding Fourier manipulations have reduced matters to bounding a certain integral. Our task is to show the integral above is bounded by r N . kf kL2 kg kL2 kdkL2 . L Setting Up the Change of Variables Let’s define a change of variables motivated by the arguments of d: u = −|ξ1 |2 − |ξ2 |2 , v = ξ1 + ξ2 . Note that u ∈ R and v ∈ R2 . Thus, dudv is a measure in 3d while dξ1 dξ2 is a measure in 4d. Note also that ξ2 is the argument of g = gN so it is localized to the smaller dyadic shell |ξ2 | ∼ N L. Let’s denote the components of ξj ∈ R2 with superscripts: ξj = (ξj1 , ξj2 ). The full change of variables is the defined via dudv dξ21 = |J| dξ11 dξ12 dξ22 dξ21 . We have an extra variable outside the changed integral. The Jacobian The Jacobian matrix J is calculated as ∂u ∂v 1 ∂v 2 1 1 ∂ξ ∂u J= ∂ξ21 ∂u ∂ξ22 ∂ξ11 ∂v 1 ∂ξ21 ∂v 1 ∂ξ22 ∂ξ11 ∂v 2 ∂ξ21 . ∂v 2 ∂ξ22 The explicit forms for u, v permit calculating |J| = 2|ξ11 − ξ12 |. Since |ξ1 | ∼ L, we may assume by rotation that |J| ∼ L. Changing Variables Our task: Estimate, for |ξ1 | ∼ L, |ξ2 | ∼ N, the integral Z Z d(−|ξ1 |2 − |ξ2 |2 , ξ1 + ξ2 ) b f (ξ1 )b g (ξ2 )dξ11 dξ12 dξ21 dξ22 . |ξ22 |.N ξ1 ,ξ21 We insert the Jacobian and reexpress inner integration as Z b f (ξ1 )b g (ξ2 ) |J|dξ11 dξ12 dξ21 . d(−|ξ1 |2 − |ξ2 |2 , ξ1 + ξ2 ) |J| ξ1 ,ξ21 Changing variables, we observe this equals Z d(u, v )H(u, v ; ξ22 )|J|dudv u,v where H(u, v ; ξ22 ) = b f (ξ1 )b g (ξ2 ) . |J| Cauchy-Schwarz; Jacobian Remnant We apply Cauchy-Schwarz in u, v to bound by Z kdkL2 |H(u, v ; ξ22 )|2 dudv 1/2 . u,v We drop kdkL2 ≤ 1 by duality and change variables back. We get 1/2 2 Z b g (ξ2 ) f (ξ1 )b |J|dξ11 dξ12 dξ21 . |J| ξ1 ,ξ22 One factor of the Jacobian denominator remains! We gain L−1/2 . We still have the extra outside integration.... Trivial Cauchy-Schwarz on Extra Integral Recalling what we must control, using what we have obtained.... 1/2 2 Z b g (ξ2 ) f (ξ1 )b |J|dξ11 dξ12 dξ21 dξ22 . |J| Z |ξ22 |.N ξ1 ,ξ22 Apply Cauchy-Schwarz in ξ22 and pay the penalty in the numerator of N 1/2 . We gain over the trivial bilinear estimate by the factor s r (measure of extra support) N = . |J| L 4. The I -Method of Almost Conservation 4. The I -Method of Almost Conservation −2/s Let H s 3 u0 7−→ u solve NLS for t ∈ [0, Tlwp ], Tlwp ∼ ku0 kH s . Consider two ingredients (to be defined): A smoothing operator I = IN : H s 7−→ H 1 . The NLS evolution u0 7−→ u induces a smooth reference evolution H 1 3 Iu0 7−→ Iu solving I (NLS) equation on [0, Tlwp ]. e [Iu] built using the reference evolution. A modified energy E We postpone how we actually choose these objects. e = H[Iu] First Version of the I -method: E For s < 1, N 1 define smooth monotone m : R2ξ → R+ s.t. ( 1 m(ξ) = s−1 |ξ| N for |ξ| < N for |ξ| > 2N. d The associated Fourier multiplier operator, (Iu)(ξ) = m(ξ)b u (ξ), s 1 satisfies I : H → H . Note that, pointwise in time, we have kukH s . kIukH 1 . N 1−s kukH s . e [Iu(t)] = H[Iu(t)]. Other choices of E e are mentioned later. Set E AC Law Decay and Sobolev GWP index 1 Modified LWP. Initial v0 s.t. k∇Iv0 kL2 ∼ 1 has Tlwp ∼ 1. 2 Goal. ∀ u0 ∈ H s , ∀ T > 0, construct u : [0, T ] × R2 → C. 3 4 5 ⇐⇒ Dilated Goal. Construct u λ : [0, λ2 T ] × R2 → C. Rescale Data. kI ∇u0λ kL2 . N 1−s λ−s ku0 kH s ∼ 1 provided we 1−s choose λ = λ(N) ∼ N s ⇐⇒ N 1−s λ−s ∼ 1. Almost Conservation Law. kI ∇u(t)kL2 . H[Iu(t)] and sup H[Iu(t)] ≤ H[Iu(0)] + N −α . t∈[0,Tlwp ] 6 Delay of Data Doubling. Iterate modified LWP N α steps with Tlwp ∼ 1. We obtain rescaled solution for t ∈ [0, N α ]. λ2 (N)T < N α ⇐⇒ T < N α+ 2(s−1) s so s > 2 suffices. 2+α e = H[Iu] First Version of the I -method: E A Fourier analysis established the almost conservation property of e = H[Iu] with α = 3 which led to... E 2 Theorem (CKSTT 02) NLS3+ (R2 ) is globally well-posed for data in H s (R2 ) for 4 7 < s < 1. Moreover, ku(t)kH s . htiβ(s) for appropriate β(s). The smoothing property u(t) − e it∆ u0 ∈ H 1 is not obtained. Same result for NLS3− (R2 ) if ku0 kL2 < kQkL2 . Here Q is the ground state (unique positive solution of −Q + ∆Q = −Q 3 ). Fourier analysis leading to α = frequency interactions. 3 2 in fact gives α = 2 for most Almost Conservation Law for H[Iu] Proposition Given s > 47 , N 1, and initial data φ0 ∈ C0∞ (R2 ) with E (IN u0 ) ≤ 1, then there exists a Tlwp ∼ 1 so that the solution u(t, x) ∈ C ([0, Tlwp ], H s (R2 )) of NLS3+ (R2 ) satisfies 3 E (IN u)(t) = E (IN u)(0) + O(N − 2 + ), for all t ∈ [0, Tlwp ]. Ideas in the Proof of Almost Conservation Standard Energy Conservation Calculation: Z cancellation ∂t H(u) = < ut (|u|2 u − ∆u)dx 2 ZR =< ut (|u|2 u − ∆u − iut )dx = 0. R2 For the smoothed reference evolution, we imitate.... Z ∂t H(Iu) = < Iut (|Iu|2 Iu − ∆Iu −i Iut )dx 2 R commutator! Z 2 2 =< Iut (|Iu| Iu − I (|u| u))dx 6= 0. R2 The increment in modified energy involves a commutator, Z tZ H(Iu)(t) − H(Iu)(0) = < Iut (|Iu|2 Iu − I (|u|2 u))dxdt. 0 R2 Littlewood-Paley, Case-by-Case, (Bi)linear Strichartz, Xs,b .... Remarks The almost conservation property sup e [Iu(t)] ≤ E e [Iu0 ] + N −α E t∈[0,Tlwp ] leads to GWP for 2 . 2+α The I -method is a subcritical method. To prove the Scattering Conjecture at s = 0 via the I -method would require α = +∞. s > sα = The I -method localizes the conserved density in frequency. Similar ideas appear in recent critical scattering results. There is a multilinear corrections algorithm for defining other e which yield a better AC property. choices of E