THE SPECTRAL FUNCTION OF AN ELLIPTIC

BY
LARS HORMANDER
University of Lund, Lund, Sweden(l)
OPERATOR
1. Introduction
I n t hi s paper we shall obt ai n t he best possible est i mat es for t he r emai nder t e r m in t he
as ympt ot i c f or mul a for t he spect r al f unct i on of an ar bi t r ar y elliptic (pseudo-)di fferent i al
oper at or . Thi s is achi eved b y means of a compl et e descri pt i on of t he si ngul ari t i es of t he
Four i er t r ans f or m of t he spect ral f unct i on for low frequenci es.
I n order t o descri be t he resul t s and met hods mor e preci sel y we mus t recal l some
s t andar d not at i ons and hypot heses. Let ~ be a pa r a c ompa c t Coo mani f ol d and l et P Ice
an elliptic di fferent i al oper at or in ~ wi t h C ~ coefficients. We assume t ha t P is f or mal l y
posi t i ve, t ha t is,
( Pu, u)>~c(u, u), uEC~C(g2),
where c > 0 and (u, v) = f u~ dx
for some posi t i ve Coo densi t y dx, kept fi xed t hr oughout . I n t he space L~(~) obt ai ned b y
compl et i ng C~( ~) in t he nor m Ilull = (u, u) ~, t he oper at or P wi t h domai n C~r is symmet r i c,
and by a classical t heor em of Fri edri chs i t has at l east one sel f-adj oi nt ext ensi on P wi t h
a posi t i ve l ower bound c. Let {E~} be t he spect r al resol ut i on of such an ext ensi on, and l et
e(x, y, 2) be t he ker nel of E~. Thi s is an el ement of Coo(~ ~) called t he spect r al f unct i on
of t he sel f-adj oi nt ext ens i on/ 5.
Let p be t he pr i nci pal s ymbol of P, whi ch is a real homogeneous pol ynomi al of degree
m on t he cot angent bundl e T*( ~) . The measur e dx defines a Lebesgue measur e d~ in each
fi ber of T*(~); whi ch is a vect or space of di mensi on n. Wi t h t he not at i on
R( x , ~)=~-,~I,n e(x, x, ] t ) - (2~) -n [ d~, (1.1)
J Bx
where B x = {~E T*; p( ~) < 1}, our mai n resul t is
(1) This paper was written while the author was a member of the Institute for Advanced Study,
Princeton, N. J.
194 L~RS HORMANDER
T H~ ORE ~ 1.1. On every compact subset o / f 2 we have R( x , 2 ) = 0 ( 2 l/m) u n i / o r ml y when
Ma n y speci al cases of t hi s t he or e m ar e k n o wn before. Th a t R( x, 2) - +O whe n 2=+ ~ is a
cl assi cal r es ul t of Car l eman [3] i n t he s econd or der case a nd Gs [4] i n gener al . Wh e n
P is a n ope r a t or wi t h c ons t a nt coeffi ci ent s i n a n open set i n R n, t he t he or e m is due t o
Gs [5]. I n t he s econd or der case i t has been pr ove d b y Av a k u mo v i 5 [2] a n d i n p a r t
b y Le wi t a n [10, 11]. Av a k u mo v i 5 al so not e d t h a t f or t he Lapl ace ope r a t or on a spher e
t he j u mp s of R( x , 2) caus ed b y t he hi gh mul t i pl i ci t i es of t he ei genval ues ar e so l ar ge t h a t
no be t t e r er r or es t i mat e is possi bl e. (See Sect i on 6 bel ow. ) Ap a r t f r om t hese cases t he
bes t pr evi ous r esul t s ar e due t o Ag mo n a n d Ka n n a i [1] a nd HSr ma n d e r [8] who p r o v e d
t h a t R( x , 2) = 0( 2 ,jm) f or e ve r y a < 1 whe n t he l eadi ng coeffi ci ent s of P ar e c ons t a nt a n d
f or e ve r y a < 89 i n t he gener al case.
Al l of t hi s wor k has been bas ed on t he s t u d y of t he ker nel of some f unc t i on of _f)
whi ch sat i sfi es a di f f er ent i al equat i on; i nf or ma t i on a b o u t t he s pect r al f unc t i on is t h e n
obt a i ne d b y appl i cat i on of a Ta ube r i a n t heor em. The f ol l owi ng t r a ns f or ms ha ve been used:
(i) The St i el t j es t r a n s f o r m
G 1 (z) = j ( 2 - z) -1 dE~
whi ch is def i ned whe n z is n o t i n t he s pe c t r um was consi der ed a l r e a dy b y Ca r l e ma n [3].
We ha ve (/5 - z) Gl(z ) = l , so G 1 is t he r es ol vent of t5. Wh e n z is out s i de a n angl e I ar g z I < e,
one can de t e r mi ne a n a s y mp t o t i c expans i on of G 1 wher e t he er r or t e r ms ar e as smal l as a n y
power s of l / z , b u t t hi s gi ves onl y t he concl usi on t h a t R( x , 2) = O(1/ l og 2). To obt a i n s t r onge r
r esul t s one mu s t ei t her de t e r mi ne G 1 out si de s uch a n angl e wi t h a n e xpone nt i a l l y smal l
er r or or else one mu s t pr oduc e good es t i mat es mu c h cl oser t o t he s pect r um. (See Ava -
kumovi 5 [2], Ag mo n a nd Ka n n a i [1], HSr ma n d e r [8].) Thi s is n o t sur pr i si ng si nce d E~
is essent i al l y t he j u mp of G 1 acr oss t he posi t i ve r eal axis.
(ii) The Lapl ace t r a n s f o r m
fD
= j e - ' ~ d E ~ , t >0. Gz(t)
We ha ve (~/~t +-f)) G~(t) = 0 a nd G 2 (0) = 1, so G 2 can be r e ga r de d as a f u n d a me n t a l s ol ut i on
f or t he di f f usi on e qua t i on (~/~t +/ 5) . Thi s is t he me t h o d used f or e xa mpl e b y Mi nakshi .
s u n d a r a m a nd Pl ei j el [12] a n d Gs [5]. I f t is r eal t he r esul t s ar e par al l el t o t hos e
obt a i ne d b y s t u d y i n g t he r es ol vent out si de a n angl e.
(iii) The ~- f unct i on
fb
Gz( x, y, s) : | 2 - s de(x, y, 2).
d
T H E S P E C T R A L F U N C T I O ~ O F A N E L L I P T I C O P E R A T O R 195
The i nt egr al defi nes a c ont i nuous f unc t i on whe n Re s > n / m , a n d t hi s f unc t i on can be
c ont i nue d t o a me r omor phi c f unc t i on i n t he whol e pl ane ( Car l eman [3], Mi naks hi s unda-
r a m a n d Pl ei j el [12], Seel ey [14]). I f G a is r epr es ent ed i n t e r ms of G 1 or G 2 t hi s fol l ows
f r om t he pr oper t i es of t hese t r a ns f or ms whi ch ar e needed t o pr ove t h a t R ( x , 4)->0. Mor e
preci se er r or es t i mat es ar e r el at ed t o gr owt h condi t i ons on G a a t i nf i ni t y. Howe ve r , t hes e
seem ha r d t o pr ove di r ect l y, a n d as f ar as t he a u t h o r knows t he s t u d y of G a has onl y be e n
us ed t o pr ove t h a t R ( x , ~ ) - ~ 0 .
(iv) The wor k of Le wi t a n [10, 11] ( and a l ong series of ot he r paper s) on t he s e c o n d
o r d e r case is bas ed on t he s t u d y of t he cosi ne t r a ns f or m
G 4 ( t ) = f c o s t V ~ d E a .
We ha ve (~2/~t2 + ~ ) G 4 ( t ) = 0 a n d G4(0 ) = 1, G~( 0) =0, so G 4 is cl osel y r el at ed t o t he f unda -
me nt a l s ol ut i on of t he hyper bol i c ope r a t or ~2/~t2 + P . ( Not e t h a t ~2/~t2 is a negat i ve ope r a t or
whi l e P is a pos i t i ve oper at or , whi ch makes t he ope r a t or hyper bol i c. ) Av a k u mo v i 5 [2]
al so us ed hi s es t i mat es of G 1 t o d r a w concl usi ons concer ni ng t he Four i e r t r a n s f o r m
G 5 ( t ) = f e - n ~ l l ~ d E ~
whe n m = 2. I t was f ur t he r p r o v e d i n HSr ma n d e r [8] t h a t t he si ngul ar i t i es of G 5 ar e l ocal
obj ect s i n t he sense t h a t t he r est r i ct i ons of t he coef f i ci ent s of P t o a ne i ghbor hood of a
c o mp a c t set Kc ~ a l r e a dy de t e r mi ne t he ker nel of G s ( t ) on K K f or smal l t modul o a
C ~ f unc t i on whi ch is a na l yt i c wi t h r es pect t o t. Thi s pa pe r is bas ed on t he s t u d y of G 5.
The r eas on wh y t he me t hods of Le wi t a n ha ve n o t been appl i ed t o oper at or s of or der
m > 2 seems t o be t h a t t he di f f er ent i al e qua t i on
(im ~ / a t m - P ) a s ( t ) = 0
is not hyper bol i c t hen. Howe ve r , one can avoi d t hi s obs t acl e b y consi der i ng t he e qua t i on
( i 3 / ~ t - ~ ) i / r n ) G5 ( t ) = 0 ( 1 . 2 )
whi ch is obt a i ne d if i r r el evant f act or s de s t r oyi ng t he hype r bol i c i t y ar e omi t t ed. He r e
pl / m is def i ned b y t he s pect r al t heor em. I t is no l onger a di f f er ent i al ope r a t or b u t is is a
(classical) ps eudo- di f f er ent i al ope r a t or (Seel ey [14]) even if P is onl y a ps eudo- di f f er ent i al
oper at or . Thi s fol l ows f r om t he es t i mat es used i n me t hods (i) or (ii) t o pr ove onl y t h a t
R ( x , X) ~0. Fo r t he sake of s i mpl i ci t y we as s ume t h a t ~ is c ompa c t , b u t i n vi ew of Th e o r e m
5. 3 i n HSr ma n d e r [8] t hi s is no essent i al r es t r i ct i on i n t he pr oof of The or e m 1.1.
1 9 6 LARS HORMANDER
Ther e are t wo reasons why t he Four i er t r ans f or m G 5 is par t i cul ar l y pl easant t o wor k
with. The fi rst is t ha t t he Tauber i an ar gument s needed t o pass f r om i nf or mat i on con-
cerni ng t he ker nel of G 5 t o t he spect r al f unct i on are ext r emel y si mpl e since t her e is an
i nversi on f or mul a for t he Four i er t r ansf or mat i on. The second and mai n r eason is t ha t t he
s t udy of G 5 t ur ns out t o be ver y close t o t he pr oof of t he general i zed Huyghens pri nci pl e
f or hyper bol i c equat i ons gi ven by La x [9]. Thus t he si ngul ari t i es of t he ker nel of G5 pro-
pagat e wi t h a fi ni t e speed. (Not e t ha t t hi s woul d not have been t he case if we had defi ned
G 5 wi t hout t aki ng an mt h root . ) We recal l t ha t t he mai n poi nt in t he ar gument s of La x
is t he const r uct i on of a good appr oxi mat i on t o t he f l mdament al sol ut i on b y means of t he
as ympt ot i c expansi ons of geomet r i cal optics. I t is i nt er est i ng t o not e t ha t t hese met hods
were i nt r oduced t o repl ace a classical const r uct i on of Ha d a ma r d for t he second order
case whi ch was based on t he use of nor mal coordi nat es. I t is t he l at t er t echni que whi ch is
t he mai n t ool i n t he wor k of Avakumovi 5 [2], t hough he appl i ed i t t o G 1 i nst ead of Gs. Our
const r uct i ons could also be used t o s t udy t he r esol vent G 1 r at her t ha n t he Four i er t r ans f or m
G 5 but for t he reasons i ndi cat ed above t he proofs woul d t hen be s omewhat less si mpl e
and nat ur al .
The pl an of t he paper is as follows. I n Sect i on 2 we discuss some of t he mai n pr op-
ert i es of oper at or s of t he t ype which occurs i n t he La x const r uct i on of a par amet r i x for a
hyper bol i c oper at or . Fur t he r devel opment s shoul d yi el d an ext ensi on of t he calculus of
pseudo-di fferent i al oper at or s wi t h ma n y appl i cat i ons t o t he s t udy of non-el l i pt i c dif-
f er ent i al oper at or s. However , we have deci ded t o discuss in t hi s paper onl y t he fact s
whi ch we mus t use and a few resul t s whi ch seem t o cl ari fy t hem. Sect i on 3 gi ves t he con-
st r uct i on of a pa r a me t r i x of i - l ~/ ~t + A where A is a fi rst order elliptic pseudo-di fferent i al
oper at or on a compact mani fol d. As ympt ot i c pr oper t i es of t he spect r al funct i on of A are
t hen deri ved i n Sect i on 4, and t he resul t s are appl i ed t o di fferent i al oper at or s i n Sect i on 5.
I n Sect i on 6 fi nal l y we gi ve an exampl e of Avakumovi 5 whi ch shows t ha t Theor em 1.1
cannot be i mpr oved in general .
2. Fourier integral operators
I n t hi s sect i on we shall discuss some classes of oper at or s cont ai ni ng bot h pseudo-
di fferent i al oper at or s (of t ype 1, 0 in t he t er mi nol ogy of HSr mander [7]) and par amet r i ces
of hyper bol i c oper at or s. Our discussion will be local but ever yt hi ng we do is i nvar i ant so
an ext ensi on t o mani fol ds woul d not i nvol ve a ny difficulties.
As a mot i vat i on we fi rst recal l t ha t a pseudo-di fferent i al oper at or in an open set ~ c R n
is essent i al l y defi ned b y a Four i er i nt egral oper at or
THE SPECTRAL FUNCTI ON OF A N ELLI PTI C OPERATOR 197
p(x, D) u(x) = (2=) " f p ( x , e) de, u e xe .
(2.1)
Her e t he symbol p shall sat i sfy some condi t i ons t o be specified l at er. I f we i nsert t he
defi ni t i on of t he Four i er t r ans f or m d, we obt ai n
p(x, D) u(x) = ( 2 ~ ) - ~ f f p ( x , e) e t<~- y" ~>u(y) de dy.
(2.1)'
The i nt egral ma y not be absol ut el y conver gent so i t shoul d be i nt er pr et ed as a r epeat ed
i nt egral : i nt egr at i on wi t h r espect t o y followed by i nt egr at i on wi t h r espect t o e. Our
pur pose is t o s t udy oper at or s defi ned by usi ng a mor e general f unct i on i n t he exponent , but
fi rst we recal l t he usual condi t i on on t he symbol p.
Definition 2.1. I f ~ is an open subset of R n and N is a posi t i ve i nt eger, we denot e by
SZ( ~, R N) t he set of all pEC~( ~ N) such t ha t for ever y compact set Kc ~ we have
ID~D~p(x,e)l<cK.~.~(l+l@"-% x EK, e E R N. (2.2)
The el ement s of S ~ are called symbol s of order m. A subset M of S ~ is sai d t o be bounded
if t he same const ant s can be used in (2.2) f or all pEM.
On bounded subset s of S m t he t opol ogy of poi nt wi se convergence coincides wi t h t he
t opol ogy of Cw(~ R N) and will be referred t o as t he (weak) t opol ogy i n what follows.
LEMMA 2.2. Every bounded set Mc S m is contained in a bounded set M' c S m where
symbols vanishing/or large I ~ ] are dense/or the weak topology.
Proo[. Let Z E C3O(R n) be equal t o 1 in a nei ghbor hood of 0. Then t he set M' of all
funct i ons p(x, ~) Z(e~) wi t h p E M and 0 ~< ~ ~< 1 has t he requi red propert i es, for l e [l~lD~Z(ee)
is a, bounded f unct i on of e and e for ever y :r
Remark. The space S m is t he space of symbol s of t ype 1, 0 and or der m in t he t er mi no-
l ogy u s e d in Hbr ma nde r [7], and (2.1) is a pseudo-di fferent i al oper at or of order m (and
t ype 1, 0) if p ES "~. I t is of t en useful t o not e t h a t (2.2) means preci sel y t h a t ,~-mp(x, , ~)
bel ongs t o a bounded set in C~176 {~; 89 ]el <2}) when 2>~1. Occasi onal l y we shall use
t he phr ase p E S ~ for l arge I ~ I t o mean t ha t p is defi ned at l east when ] ~ I is l arge and t ha t
(2.2) is val i d for l arge e; t hi s means t ha t ,~-mp(x, 2e) belongs t o a bounded set i n C~( ~
{e; 89 <2 } 1 when 2 is large.
We shall now descri be t he condi t i ons whi ch shoul d be sat i sfi ed b y t he f unct i on whi ch
is t o repl ace t he exponent < x - y , e> in (2.1)' .
198 LARS HORMANDER
De/ i ni t i on 2.3. Le t ~ be a n ope n set i n t t ~, ] = 1, 2. A r eal va l ue d f unc t i on
E S t (~1 x ~2, RN) will be cal l ed a phas e f unct i on if f or e ve r y c o mp a c t set K c ~ t x ~
t her e is a c ons t a nt C s uch t h a t
I P<c I l>c, (x,y)EK; (2.3)
1
I # F < c ; I # l >c , ( x , y) E K . (2.4)
x
The pur pos e of t hese condi t i ons is of cour se t o gua r a nt e e t h a t e ~r is hi ghl y
osci l l at or y f or l ar ge ~ even if x or y is fi xed. I n t he case wher e q0 is a homoge ne ous f unc t i on
of ~ of degr ee 1 f or I~l ~> 1, whi ch is r eal l y t he onl y one t h a t is essent i al f or us, t he con-
di t i on (2.3) (or (2.4)) me a ns t h a t t he r es t r i ct i on of ~v t o t he spher e bundl e {(x, y, ~); I~1 = 1}
has no zer o whi ch is a cr i t i cal poi nt if x or y is fi xed.
Le t ~0 E S 1 (~x x ~)~, R N) be a phas e f unct i on. Fo r e ve r y p E S m (~)t x ~2, R~) we wi sh
t o def i ne a l i near ope r a t or b y
= f f p ( x , y, ~) e ~(~" ~' ~) u(y) d~ dy, u E C~( ~2) , x E ~t - (2.5) Pu( x)
I t is obvi ous t h a t t he doubl e i nt egr al exi st s if m < - N. I f k is a non- ne ga t i ve i nt eger s uch
t h a t m + ]c < - N i t is al so obvi ous t h a t P is a n i nt egr al ope r a t or wi t h ker nel E C~(~t x ~a).
I n par t i cul ar , P defi nes a c ont i nuous ma p p i n g C0( ~) - ~C~( ~t ) . More gener al l y, we ha ve
T~EOREM 2. 4. For any m there is a unique bilinear map
8' ~(~t x ~2, RN) x U (~22) ~ (p, u) - ~P u E D' (~t)
such that Pu is given by (2.5) when u is a /unction and the double integral is absolutely
convergent, and i n addition
(i) /or any integers v,/~ >~ 0 wi t h m + N +/~ < ~ we obtain by restriction a bilinear
mappi ng S m x C~( ~2) - ~C~( ~t ) which is continuous when p is restricted to a bounded subset
o / S m wi t h the weak topology.
(ii) the ma p S m x ~' ~( ~2) - ~] 0' ~( ~1) has the analogous continuity property.
Proo/. The uni quenes s is obvi ous i n vi ew of Le mma 2.2. I f Z is t he f unc t i on used i n i t s
pr oof we even concl ude t h a t
Pu = lira I I p ( x , y, ~) Z(e~) e i~(x' ~' ~) u(y) d~ dy; (2. 5)'
e-->0 J J
wi t h t he obvi ous i nt e r pr e t a t i on of t he i nt egr al t hi s r emai ns t r ue f or di s t r i but i ons u.
T H E S P E C T R A L F U N C T I O N O F A N E L L I P T I C O P E R A T O R 1 9 9
T o p r o v e t h e e x i s t e n c e i t s uf f i c e s t o p r o v e (i), f o r (ii) i s j u s t a d u a l s t a t e m e n t . We
h a v e a l r e a d y s e e n t h a t (i) i s v a l i d wh e n ~ = 0 , s o we c a n p r o v e (i) a s s u mi n g t h a t v > 0 a n d
t h a t t h e s t a t e m e n t i s p r o v e d f o r s ma l l e r v a l u e s of u. F i r s t n o t e t h a t i f p v a n i s h e s f o r l a r g e
I~l t h e n
i f f p ~ / ~ y , e ' ~ d y d ~ = - f f ~ p / ~ y / ~ d y d ~ - f f p e ' ~ u / ~ y , d y d ~ , (2.6)
N e x t i t f ol l ows f r o m (2. 4) t h a t
=(E (~/~y~)~+~ 1 ~ 1 ~ ( ~ / ~ ; ) ~ ) - ~ e s -~.
( We d e f i n e ~ s m o o t h l y wh e n I ~ 1 < C. ) F o r l a r g e I~1 we h a v e
p =~q~/~y~ +5 r ~/ ~,
wh e r e q ~ = p y ~ V j ~ y ~ S m-~ a n d r ~ = p v I ~ I ~ q ~ A ~ E S 'n.
I n v i e w of (2. 6) a n d (2. 7) we c a n t h e r e f o r e r e wr i t e P u a s a s u m of o p e r a t o r s of t h e t y p e (2. 5)
of o r d e r m - 1 a c t i n g o n u a n d ~u/~yj, j = 1 . . . . . n~. Si nc e m - 1 +/ ~ < v - 1, t h i s c o mp l e t e s t h e
i n d u c t i o n p r o o f of (i).
F o r l a t e r r e f e r e n c e we a l s o n o t e t h e f o l l o wi n g c o n s e q u e n c e of (2. 7):
L ~ MMA 2. 5. The symbol s i~p / ~ j and P~q~ / ~ i de/ine the same operator according to ( 2. 5) ' .
We s h a l l n e x t c o n s i d e r t h e s i n g u l a r i t i e s of t h e k e r n e l Ke of P . L e t ~ r b e t h e s e t of a l l
(x, y) E ~1 ~2 s u c h t h a t f o r s o me c o n s t a n t C, d e p e n d i n g o n (x, y) ,
N
l < c V l ~ v / ~ , [ ~, I ~ l > c . (2.8)
1
( I n t h e h o mo g e n e o u s c a s e t h i s me a n s t h a t 0 i s n o t a c r i t i c a l v a l u e of t h e r e s t r i c t i o n of
t o t h e u n i t s p h e r e f o r f i x e d x a n d y. ) T h e s e t ~ r i s a l wa y s o p e n . I n f a c t , i f w i s a c o m p a c t
n e i g h b o r h o o d of (x, y) t h e f a c t t h a t ~ E S 1 i mp l i e s t h a t f o r (x' , y ' ) E eo
l a ~ ( x ' , y ' , ~ ) / a ~ j - ~ ( x , y, ~ ) / ~ J l <~ C( I x - x ' l + l Y - Y ' I )
f o r l a r g e I ~l " I f (2. 8) i s v a l i d a t (x, y) i t f ol l ows wi t h a n o t h e r c o n s t a n t f o r a l l ( x' , y ' ) Ee o
i n a n e i g h b o r h o o d o f (x, y) . L e t F r b e t h e c o m p l e m e n t of ~ wh i c h i s t h e r e f o r e c l os e d.
T ~ E O ~ E M 2. 6. The si ngul ar support o/ the di st ri but i on kernel Kp E ~ ) ' ( ~ 1 o/
the operator defined by ( 2. 5) ' i s al ways contained i n Fv.
1 3 - 6 8 2 9 0 4 Act a mathematica, 121. I mp r i m6 l e 4 d ~ e e mb r e 1968.
2 0 0 LARS HORMANDER
Proo/. We have t o show t ha t t he kernel is a C ~176 f unct i on in ~r The proof is si mi l ar t o
t ha t of Theor em 2.4. I f (x, y) E ~r we have in a nei ghbor hood of (x, y) t ha t
v , = I 1 2 ) - 1 E 5 ' o .
S i n c e f o r l a r g e P = Z
i t follows f r om Le mma 2.5 t ha t t he kernel of P near (x, y) coincides wi t h t he ker nel of an
oper at or defi ned by a s ymbol of order m- 1. I f we r epeat t hi s ar gument we ma y conclude
t h a t Kp coincides near (x, y) wi t h t he ker nel of an oper at or of ar bi t r ar y low order. I n
vi ew of Theor em 2.4, t hi s pr oves t he t heor em.
COROLLARY 2.7. I / u EE' ( ~2 ) and P is de/ined by (2.5)' , then
sing supp Pu c Fr sing supp u. (2.9)
Her e we have wr i t t en for subset s K of ~2
F c K = ( xE~l ; (x, y) EFr for some yEK} .
Proo]. Tha t sing s u p p P u c F ~ supp u follows i mmedi at el y f r om t he f act t ha t
Kp E C~~ Now u can be wr i t t en as a sum u = v + w where v E C~ r and supp w is arbi -
t r ar i l y close t o sing supp u. Since Pv E C~(~1) by Theor em 2.4, t hi s pr oves t he corollary.
The precedi ng resul t is of course t he anal ogue of t he pseudo-l ocal pr ope r t y of pseudo-
di fferent i al operat ors; in t ha t case ~1 = ~2 and ~ = ( x - y, ~) so Fr is t he di agonal .
Since we shall now s t ar t t o va r y ~ i t is useful t o have a not at i on for t he class of oper at or s
of t he f or m (2.5)' .
Definition 2.8. I / q~ is a phase /unction we denote by Lm(q~) the class o/ operators
C~r176 which modulo an operator with C ~ kernel can be written i n t he/ orm (2.5)'
/or some p E Sm(~'~l X ~2, l~N) 9
I t is cl ear t ha t L ' n ( q ) ) onl y depends on t he resi due class of ~ modul o S ~ For assume
t h a t q E S ~ Then e ~q E S ~ and t he oper at or defi ned b y p and t he phase funct i on ~ is equal t o
t he oper at or defi ned by pe- ~q and t he phase f unct i on ~0 + q. Since pe ~q has t he same order
as p, t hi s pr oves t he assert i on.
We shall now pr ove a less t r i vi al resul t cont ai ni ng t he f act t ha t t he class of pseudo-
di fferent i al oper at or s is i nvar i ant under di ffeomorphi sms. Let I r be t he ideal in S O gener at ed
by t he der i vat i ves ~q/~$r and l et J ~ be t he funct i ons of (x, y) (locally) in t he i deal I~. (We
r egar d I ~ as consisting of ger ms at ~ = c~ so equal i t y is onl y requi red for l arge I~l ") I t is
cl ear t ha t J ~ cont ai ns C~( ~r and mor e preci sel y t ha t F~ is t he set of common zeros of t he
THE SPECTRAL FUNCTI ON OF A N ELLI PTI C OPERATOR 201
el ement s of J e . Le t J~S 1 de not e t he S o s ubmodul e of S 1 s pa nne d b y pr oduc t s of t wo
el ement s of J r a nd one of S 1.
THEOREM 2.9. I / q) l and qJ are phase/unctions with q~1 - q ) EJ2 S1, it/oUows that Lm(q~)c
Lm(~l).
No t e t h a t t her e ar e no r est r i ct i ons on ~1 over ~ so we c a nnot expect e qua l i t y irL
gener al .
Bef or e t he pr oof we not e a cor ol l ar y:
COROLLARY 2.10. Let ~-~1=~2 and N=d i m ~j ; assume that F~ is the diagonal and
that ~(x, y, ~ ) =<x - y , ~> at the diagonal. Then Lm(qD) is equal to the space
L mo/ pseudo-di//erential operators o/order m (and type 1, 0).
To obt a i n Cor ol l ar y 2. 10 f r om The or e m 2. 9 we f i r st not e t h a t Ta yl or ' s f or mul a appl i ed
t o ~ v ( y +t ( x - y ) , y, ~) / ~j gi ves f or x close t o y
~q~(x, y, ~) / ~j = ( x j - y j ) + ~ aj~(x, y, ~)(xk-y~),
wher e aj kES ~ a nd a j k = 0 on t he di agonal . I t fol l ows t h a t de t ((~j~+ajk)ES ~ a n d equal s I
on t he di agonal , whi ch i mpl i es t h a t (Sjk +aj k) has a n i nver se wi t h ma t r i x el ement s irr
S o i n a ne i ghbor hood of t he di agonal . He nc e (xj - y j ) EJ r so if ~01 is a n y ot he r f unc t i on sat i s-
f yi ng t he hypot he s e s of t he cor ol l ar y we ha ve Lm(~v)=L=(~I). I n vi ew of t he s y mme t r y
be t we e n ~ a n d ~1 i t fol l ows t h a t L~( ~) =L~@I ) a n d t a ki ng ~z(X, y, ~) = < x - y , ~> we o b t a i n
t he cor ol l ar y.
Proo/ o/ Theorem 2.9. Set ~ t = ~ + t ( ~ v l - ~ ) , 0~<t~<l, whi ch causes no conf usi on f o r
t = 1. By hypot he s i s we can wr i t e
qv I - q~ = ~ q~a~a~, (2. 10)
J , k=l
wher e q~ ~ S 1 a n d a~ ~ J~ so t h a t f or s ome b~ ~ S o
N
ar = Z br ~ 0 / ~ . (2.11 )
1
Our f i r st pur pos e is t o s how t h a t ~ can be r epl aced b y qt i n (2.11). We ha ve
br ~ q h / ~ = ar + t ~ br 1 - ~) / ~ = a~ + t ~ c~a~,
wher e cr ~ S o a n d c m = 0 on Fr He nc e t he ma t r i x (r + tcr has a n i nver se wi t h el ement s i n
S o ove r a ne i ghbor hood of Fr f or 0 ~<t~ < 1. We need onl y consi der oper at or s i n Lm(~v) o f
2 0 2 LARS HORMANDER
t he f or m (2.5)' where t he suppor t of p belongs t o t ha t nei ghborhood, for t he pa r t of p
away f r om F~ onl y cont r i but es an oper at or wi t h C ~ kernel . Thus we have i n t he s uppor t
of p
N
=
where b~, E s and depends cont i nuousl y on t for 0 ~< t ~< 1.
Now consider
Pt u(x) = j ' f p ( x , y , ~) e tr ~" e) u ( y ) d ~ d y .
I f t he suppor t of p is suffi ci ent l y close t o Fr as we ma y assume, t hen ~0 t satisfies (2.3),
(2.4) t her e uni f or ml y wi t h r espect t o t E [0, 1]. We have
d r P t u / d t r = f f p ( x , y , ~) i ~ (q~l - q))~ e ~ u ( y ) d ~ d y .
Her e we subst i t ut e for (~1 -q0) ~ t he sum gi ven by (2.10) and obt ai n a numbe r of t er ms each
of whi ch is of order m + r but cont ai ns 2r f act or s aj. But if we repl ace one f act or aj by t he
expressi on (2.12) i t follows f r om Le mma 2.5 t ha t one can reduce t he or der b y one uni t
wi t hout affect i ng t he ot her fact ors a t. Repeat i ng t hi s ar gument 2r t i mes we concl ude t ha t
d ~ P ~ u / d t r is act ual l y in L m - ~ ( q ) t ) , hence as smoot h as we wish uni f or ml y wi t h r espect t o t
f or large r.
I f we wri t e Q j = ( - 1)J d J P t / d t J / j ! ] t - 1 E L m - j (q)~),
i t follows f r om Tayl or ' s f or mul a t ha t
k - 1 f ~
P0 = Z Q, + ( - 1) k ~k- 1/ ( k- 1 ) ! d ~ P t / d C d t .
0
Let Q be an oper at or i n Lm(?l) defi ned by an as ympt ot i c sum of t he symbol s defi ni ng
Qs, J =0, 1, 2, ... (see Theor em 2.7 in HSr mander [7]). Then P 0 - Q has an i nfi ni t el y dif-
ferent i abl e kernel , whi ch pr oves t ha t P0 ELm(~I) 9 The pr oof is compl et e. Cl earl y t he proof
coul d also give f or mul as for t he symbol of Q but we have no need for t he m here.
R e m a r k . I f ~, (~1 and p are as ympt ot i cal l y sums of homogeneous funct i ons of ~, t hen
Q is also defi ned by means of such a kernel.
Corol l ary 2.10 is of course closely r el at ed t o t he i nvar i ance of t he class of pseudo-
di fferent i al oper at or s under a change of vari abl es. (See also HSr ma nde r [6], [7].)
We shall now pass t o t he s t udy of mul t i pl i cat i ve pr oper t i es of L(~). The mai n poi nt is
t he following l emma.
THE SPECTRAL FUNCTI ON OF AN ELLI PTI C OPERATOR 203
L E P T A 2.11. Le t q ( x , D ) be a c ompac t l y s u p p o r t e d ps e udo- di / / e r e nt i al operat or o/
order /~ ( and t y pe 1, O) i n ~ . Le t ~F be a c ompac t subset o / C r 1 6 2 R) s uc h t hat no e l e me nt
o] ~ has a cr i t i cal poi nt , a n d let :~ be a c ompac t set i n Cr162 F o r y)E 9 we set
~v(z) = y~(x) + (z - x, gr ad y~(x)> + ~)~ (z).
T h e n we h a v e / o r e v e r y pos i t i v e i nt eger N
e 'Z~q(x, D) ( / d ~ ) = ~ q(~)(x, 2 gr ad y~(x)) D~( / ( z ) e ~ ( ~ ) ) / ~ ! I~=~ + 2 ~ ~ R ~ ( x , 4) ,
Ir162
wher e R ~ l i es i n a bounded set i n C ( ~ ) / or y~ E XF, / E :~, ~ >~ 1.
Proo]. Thi s is act ual l y what was veri fi ed in t he proof of Theor em 2.16 of HSr ma nde r
[7], al t hough t ha t t heor em as s t at ed does not cont ai n Le mma 2.11. ( Nat ur al l y one shoul d
also be abl e t o obt ai n t he l emma f r om Corol l ary 2.10 above. ) For homogeneous symbol s
Le mma 2.11 is Theor em 3.3 i n [6].
The following consequence of Le mma 2. I 1 will allow us t o appl y a pseudo- di f f er ent i al
~p ~rator ruder t he sign of i nt egr at i on in (2.5).
THEOREM 2.12. Le t
order # ( and t y pe 1, 0)
o / ~ 1 ~
q(x, D) be a c ompac t l y s u p p o r t e d ps e udo- di / / e r e nt i al operat or of
i n ~1. Let ~ E S 1 (~1 ~ , ItN) a n d a s s u me t hat on compact s ubs et s
I e o / e x A > c . (2.13)
We set q~( z, y , ~ ) = qD( x , y , ~ ) + < z - x , grad~ q~( x , y , ~ ) > + ~( x , y , z, ~ ) . Fo r p E S ~ (~1 ~2, R~) we
have t hen
e-*Vq(x, D) (pal ~) = ~ q(~)(x, g r a d x ~0) D~(p(z,y,~)e' q)/a! L =x + RN(x, y, ~), ( 2 . 1 4 )
I~[<N
whe r e RN E S m +~- ~12 (~-~1 X ~ ' ~ 2 ' R N ) 9
Pr o o / . We ma y r est r i ct y t o a compact subset K of ~ and assume t ha t I ~1 >~ 1.
Since t he hypot heses of Le mma 2.11 are sat i sfi ed by t he closures :~ and ~F of t he set of
funct i ons
/(x)=2-mp(x, y, 2~), ~)(x)=~-lq)(x,y,~); y E K , I ~ l = l , ~>~l ,
we conclude t ha t RN( x , y , ~ ) ~ . . . . + NI~
is bounded in C(~x) when y E K and [ ~1=I , 2>~1. The s t at ement now follows f r om
Theor em 2.9 in H6r ma nde r [7] if we not e t ha t t he general t e r m in t he sum in (2.14) is
in S m+'-I~l/e, in f act in Sm+" (1~1+1)J2 if lal is odd. (See t he begi nni ng of t he proof of Theo-
r em 2.16 in [7].)
204 LARS HORMANDER
Ter ms of order ~ > m+ # - 1 can onl y occur in (2.14) when l~[<2, and for [ ~ [ =2
t hey onl y occur when bot h z-deri vat i ves fall on e ~Q. Thi s gi ves
COROLLARY 2.13. Let the hypotheses be as in Theorem 2.12 and set
b = ~ q(~)(x, grad ~) D~iqD/zd E S Ix-1.
1~1~2
Then we have
e- ~ q(x, D) (pc ~r = ~ q(~) (x, grad q) D~ p + bp + R(x, y, ~),
l~l<2
where R E S m+1'-2.
( 2 . 1 5 )
(2.16)
I f q satisfies (2.13) i t is cl ear t ha t we can f or m t he composi t i on of q(x, D) and t he
oper at or (2.5) b y oper at i ng under t he i nt egr al sign, and b y Theor em 2.12 t he pr oduct will
agai n be i n t he same class. I n fact , oper at i on under t he i nt egr al sign is l egi t i mat e when p
vani shes for l arge ~ and is t her ef or e j ust i fi ed in general by cont i nui t y ar gument s based on
Le mma 2.2. However , t he condi t i on (2.13) is not a nat ur al one since i t woul d not be in-
var i ant l y defi ned if we repl ace ~1 and ~2 by mani fol ds and ~1 ~2 x R N by a real vect or
bundl e over t he pr oduct . On t he ot her hand t he condi t i on (2.3) is i nvar i ant and i t is t he
onl y one t ha t is r eal l y needed. For t he cont r i but i ons f r om t he pa r t where [ ~ / a ~ I is bounded
f r om bel ow gi ve an oper at or wi t h a C ~ ker nel so i t is clear t ha t one can spl i t P in a sum
where one t e r m has a C ~~ ker nel and t he ot her onl y i nvol ves i nt egr at i on over a set where
(2.13) is val i d. Thi s pr oves t ha t the product o/ a compactly supported pseudo-di//erential
operator o/ order ~t in ~1 and an operator in Lm(q~) is always in L'n+'(q~). Anal ogousl y we
have mul t i pl i cat i on t o t he r i ght by pseudo-di fferent i al oper at or s in ~2, whi ch follows b y
t aki ng adj oi nt s. The det ai l s are l eft for t he r eader t o suppl y.
3. The Four i er t r a ns f or m of t h e s p e c t r a l m e a s u r e
Let ~ be a compact C ~ mani f ol d wi t h a gi ven posi t i ve C ~~ densi t y dx, and l et A be
a f or mal l y sel f-adj oi nt semi bounded elliptic pseudo-di fferent i al oper at or of or der 1 (and
t ype 1, 0) in ~. I n local coordi nat e syst ems A is t hus (modul o oper at or s wi t h C ~ kernel )
of t he f or m a(x, D) where a E S 1, t he l i mi t
a~ ~) = lim t - l a( x , t~) (3.1)
t--~ Oo
exi st s when ~=t=0, and a~ ~) >0, ~ # 0 . (3.2)
(Since aES 1 t he l i mi t (3.1) exi st s in t he C ~ t opol ogy on t he set where ~ # 0 . ) I f t he gi ven
dens i t y dx agrees wi t h t he Lebesgue measur e in t he local coordi nat es, t he f or mul a for t he
THE SPECTRAL FUNCTI ON OF AN ELLI PTI C OPERATOR 205
adj oi nt of a pseudo-di fferent i al oper at or ( Theor em 2.15 in [7]) shows t ha t I m a E S ~ The
closure in Z2(~) of A wi t h domai n C~176 is a sel f-adj oi nt semi bounded oper at or . We shall
denot e i t b y ~4; t he domai n is equal t o H(1) (/2). (For t he defi ni t i on of t he space H(s) see e.g.
H6r ma nde r [7], sect i on 2.6.) The not at i on A will also be used for t he ext ensi on of t he
pseudo-di fferent i al oper at or A t o ~ ' ( ~ ) .
Let {dE~} be t he spect r al resol ut i on of ~4 and f or m t he Four i er t r ans f or m
~( t ) = f e - ' ~ dE~ = e -~tA.
$(t ) is t hus a one- par amet er gr oup of uni t ar y operat ors. Moreover, E(t) defines a cont i nuous
mappi ng of H(~) (~) i nt o itself for a ny i nt eger s, and t hi s mappi ng is st r ongl y cont i nuous as
a f unct i on of t. Thi s follows f r om t he f act t ha t if A >~c, t hen E commut es wi t h (A - c + 1) ~
for any s and t he H(s) nor m of u is equi val ent t o t he L ~ nor m of (A - c + 1)~u. Not e t ha t for
uoEH(1), t he uni que sol ut i on of t he equat i on
Dt u + .,4u = 0 (3.3)
wi t h i ni t i al dat a u( 0) = u 0 is gi ven b y u( t ) = $ ( t ) u o.
Our pur pose is t o det er mi ne t he si ngul ari t i es of t he ker nel $( x, t, y) for smal l I t l" To
do so we shall use t he t echni ques of sect i on 2 t o const r uct a par amet r i x f or t he oper at or
Dt +A, whi ch solves t he i ni t i al val ue pr obl em for t hi s equat i on appr oxi mat el y. Let w x
be a local coordi nat e pat ch in ~ whi ch we i dent i f y wi t h t he correspondi ng open set i n
R n. We assume t ha t t he gi ven densi t y in ~ agrees wi t h t he Lebesgue measur e i n 0) 1 and
choose aeSl ( Wl , R ~) so t ha t a(x, D) is compact l y s uppor t ed i n 0) 1 and A - a ( x , D) has a
C ~~ ker nel i n eo 1. (Cf. HSr mander [7], pp. 148-149.) Let eo be a r el at i vel y compact open
subset of ~o r We want t o fi nd an appr oxi mat e r epr esent at i on of t he oper at or E(t) of
t he f or m
(Q(t)/) (x) = f f q( x, t, y, ~) e ' ~ ( ~ ' t . u . ~)/(y) dy d~, / e C~(w), ( 3 . 4 )
where q shall vani sh for x out si de some compact subset of wl so t ha t Q( t ) / can be ext ended
t o be 0 in ~ e o 1 wi t hout i nt r oduct i on of a ny singularities.
The const r uct i on will r el y on Corol l ary 2 . 1 3 - - a n d is of course essent i al l y t he same as
t h a t i n La x [9]. The fi rst st ep is t o choose t he phase funct i on ~ as in geomet r i cal opt i cs,
t ha t is, so t h a t
~cf/~t +a( x, grad~ ~) e S ~ (3.5)
whi ch makes t he t e r m i n (2.16) wi t h ~ =0 harml ess. Fur t her mor e, we want Q(0) t o be t he
i dent i t y oper at or , and in order t o be abl e t o check t hi s usi ng Corol l ary 2.10 we requi re t ha t
2 0 6 LARS HORMANDER
q~(x, O, y, ~) = ( x - y , ~) +O( I x - y { ~ { ~ { ) when x ~ y . (3.6)
However , we shall now di ffer f r om La x [9] by demandi ng t ha t ? shal l be l i near wi t h r espect
t o t, which is nat ur al in vi ew of t he t r ansl at i on i nvar i ance of t he oper at or Dt wi t h
r espect t o t. Thus we set wi t h some funct i on a' t o be chosen l at er
q~(x, t, y, ~) = y~(x, y, ~ ) - t a ' ( y , ~).
The condi t i on (3.6) t hen becomes
yJ(x, y, ~) = ( x - y , ~> when x ~ y , (3.6)'
and (3.5) gi ves when x = y
a' (y, ~) - a ( y , ~) ES ~ (3.7)
Fr om (3.7) it follows t ha t we ma y repl ace (3.5) by
a' (x, gr ad x v2) - a ' ( y , ~) ES ~ (3.5)'
Def i ni t i on 3.1. A phase funct i on v2ESI(U, R n) where U is a nei ghbor hood of t he di a-
gonal in ~o and a real val ued f unct i on a' ESl(eol, R n) will be called a da pt e d t o A if
(3.5)' , (3.6)' and (3.7) are fulfilled in U and ~i respect i vel y.
I t is obvi ous t ha t a real val ued f unct i on a' sat i sfyi ng (3.7) exi st s if and onl y if I m a E S o
- - o n e can t hen t ake a' = Re a - - a n d we have seen above t ha t t hi s is t r ue if A is f or mal l y
sel f-adj oi nt . The condi t i on (3.5)' is i ndependent of t he choice of a' . Clearly (3.5)' and (3.6)'
are i mpl i ed b y
a' (x, gr ad x ~p) = a' (y, ~), (3.5)"
y J ( x , y , ~ ) =O whe n ( x - y , ~ > = O and g r a d x y ~( x , y , ~) =~ w h e n x = y . (3.6)"
These equat i ons define a Cauchy pr obl em for t he non-l i near fi rst order di fferent i al equa-
t i on a' (x, gradx ,p) =a' ( y, ~), dependi ng on t he par amet er s y and ~. I f a" were homogeneous
wi t h r espect t o ~ we could r est r i ct ~ t o t he compact set {~{ = 1, and t hen ext end t he defini-
t i on of yJ by homogenei t y. I n t he general case we set ~ =2~ where 89 < 171 4 2 and 2 is large.
Wi t h ~ =2X, t he condi t i ons (3.5)", (3.6)" become
2-1a' (x, ~ grad~ X) = '~-la'(Y, ~7),
Z = 0 when ( x - y, ~> = 0, gradx X = ~ when x = y.
Since ~- l a' ( x, ~ ) ~a0(x, v~) i n t he C r176 t opol ogy for v~ 4 0 when 2 ~ oo, t hi s is also defi ned for
= ~ and we now have a compact pa r a me t e r space. Fr om t he s t andar d exi st ence t heor ems
for fi rst order par t i al di fferent i al equat i ons i t follows t ha t for l arge ~ t her e exi st s a uni que
sol ut i on in a fi xed nei ghborhood of t he di agonal , i ndependent of 2 and ~, and t he sol ut i on
THE SPECTRAL FUNCTI ON OF AN ELLI PTI C OPERATOR 207
bel ongs t o a b o u n d e d set of C ~ f unct i ons of x, y a n d ~7 f or l ar ge 2. I n a ne i ghbor hood U of t he
di agonal of ~5 (5 i n (D 1 X 1701 we ha ve t her ef or e c ons t r uc t e d a f unc t i on y)E S 1 s uch t h a t ~0
a n d a ' ar e a d a p t e d t o A. (See a r e ma r k f ol l owi ng Le mma 2.2.)
F r o m (3.6) a nd t he hypot hes i s t h a t ~ E S 1 i t fol l ows if U is r epl aced b y a smal l er nei gh-
bor hood of t he di agonal of ~ ~ t h a t
I ~ l < C] g r a d x w] ;
I x - y [ < Cl g r a d g ~o1 ;
[ ~ i > C , ( x , y ) E U ; ( 3 . 8 )
I~1 >~ C , ( ~ , y ) e U . ( 3 . 9 )
I n wh a t fol l ows we as s ume t h a t U is chos en so t h a t t hes e es t i mat es ar e val i d. Thi s was
t a c i t l y a s s ume d a l r e a dy i n t he pas s age f r om ( 3. 5) t o (3. 5)' .
Le t Z E C~( U) be a f unc t i on whi ch is equal t o 1 i n a n ope n ne i ghbor hood U 0 of t he
di agonal i n w ~o. We shal l choose t he f unc t i on q i n (3.4) so t h a t q = 0 except over a c o mp a c t
s ubs et of U, so i t will n o t ma t t e r t h a t ~fl is n o t def i ned ever ywher e. Si nce t he s et Fr i n
The or e m 2. 6 is a cl osed s ubs et of U a n d is c ont a i ne d i n t he di agonal whe n t =O, i t
fol l ows t h a t we can choose e > 0 so t h a t (x, y) E U 0 if (x, y, t) E F r [t[ < e a n d y ES . Thus we
ne e d n o t be concer ned wi t h t he def i ni t i on of q out s i de U0, f or i t c a n o n l y c ont r i but e a n
ope r a t or wi t h a Coo ker nel whe n [t[ <e .
I n vi ew of Cor ol l ar y 2. 10 a n d t he pr oof of The or e m 2. 9 we can choose a ker nel
I E S ~ R n) vani s hi ng out si de a c ompa c t s ubs et of U s uch t h a t I - ( 2 ~ r ) - n E S - I ( U o , R ~)
a n d
[-+ ffI(x,y,~)e~(x'"'~)/(y)dyd~-/(x), /eC~(~o), xef~,
is a n i nt egr al ope r a t or wi t h C ~ ker nel . I n or der t h a t t he ope r a t or (3.4) f or t =O shal l re-
pr es ent t he i de nt i t y ope r a t or ( modul o oper at or s wi t h Coo ker nel ) we t her ef or e pose t he
b o u n d a r y condi t i on
q( x, O, y, ~) = I ( x , y, ~). (3.10)
Fur t he r mor e , i n or der t h a t ( D t +a ( x, D) ) Q( t ) shal l ha ve a Coo ker nel we mu s t ma ke sur e t h a t
e - ~ (Dr + a( x, D) ) ( q d ~) ~. S - ~ ( U 0, Rn). ( 3 . 1 1 )
To sol ve (3.10), (3.11) we shal l use Cor ol l ar y 2. 13. Wi t h b def i ned b y (2.15) set
b 1 = b + a( x, gr a d x ~p) - a ' (y, ~) E S ~ ( U, Rn). We shal l successi vel y de t e r mi ne ker nel s q0, ql . . . .
i n eo 1 ( - e, e) co R n so t h a t f or l ar ge [ ~[
~. a (~) (x, gr adx ~p) D~qo + Dt q o + b I q0 = 0 (3.12)
I ~ 1 = 1
qo(x, O, y, ~) = I ( x , y, ~), (3.13)
2 0 8 L ARS HOR MANDE R
e - ~ ( D t a( x, D) ) (qk e ~) - ~ a (~) (x, gr a d x yJ) D~qk -- Dt q~ - bl q~ Rk (x, t, y, ~) = O, k >~ 0
I~l=l
(3.14)
a (~) (x, gr a d, ~) D~ qk + Dt q~ + bl qk = ZR~_ i (x, t, y, ~), k >~ 1, (3.15)
i~1=1
q k ( x , O , y , ~ ) = O , k >~l . (3.16)
Thus we ar gue i n each s t ep as if t her e wer e no r e ma i nde r t e r m i n (2.16) a nd a( x, gr adz yJ) =
a' ( y , ~), b u t we t a ke car e of t h e er r or i n t he f ol l owi ng st ep. Si nce a(~)(x, gradx~f) is r eal
va l ue d a nd has a uni f or m b o u n d f or l al = 1, i t is cl ear t h a t f or suf f i ci ent l y smal l ~ t hese
r ecur si on f or mul as ha ve sol ut i ons wi t h c o mp a c t s uppor t i n U f or [t I <e ; as i n t he di scussi on
of t he f unc t i on yJ a bove we concl ude f i r st t h a t q0 E S ~ hence t h a t R 0 E S -1 ( Cor ol l ar y 2.13),
t h e n t h a t qlES-1; i nduc t i ve l y we obt a i n q j E S - j , R j E S - j - 1. Addi ng (3.12), (3.14), (3.15)
gi ves
k - 1 k k - 1
e - ' * ( n t + a( x, D) ) ( ( qo + . . . + qk) e ~) = g ~o R j - ~o R j = ( ) ~ - 1) ~0 Rj - - Rk ,
a n d a ddi ng (3.13), (3.16) we f i nd t h a t
(qo + . . . + qk) (x, O, y , ~) = I ( x , y , ~).
No w def i ne q ~ ~ o qJ (see H6 r ma n d e r [7], The or e m 2.7). I t fol l ows i mme di a t e l y t h a t q
has t he r equi r ed pr oper t i es (3.10), (3.11). Thus Q ma ps C~(~o) i nt o C~r ( - e, e));
Q ( O ) / = / + k / , / EC~ ( o ) ) , (3.17)
wher e k has a C ~r kernel , a n d f or It I < e we ha ve
( n t + A ) Q(t) / = K ( t ) / , / E C~ (co), (3.18)
wher e K has a C ~r ker nel as a f unc t i on of t also. To pr ove (3.18) we not e t h a t A di ffers
f r om a( x , D) b y a n ope r a t or wi t h C ~ ker nel i n o)1, so K( t ) has a C ~ ker nel over o) 1 m.
Si nce A is pseudo- l ocal t he ker nel is al so C r162 over ~ ~o out s i de a c o mp a c t s ubs et of U,
hence over ~ o~.
Fr o m (3.17) a n d (3.18) we concl ude t h a t f or It] <
f o
Q(t) / = l~(t) ( / + k / ) + J~(s) K ( t - s) / ds,
or mor e br i ef l y Q(t) - ]~(t) = J~(t) k + f l JE(s) K ( t - s) ds, (3.19)
as a n e qua l i t y bet ween oper at or s f r om C~(co) t o C~r Si nce ~( t ) is a C ~r f unc t i on of t
wi t h val ues i n t he s pace of c ont i nuous ma ppi ngs of C~r i nt o i t sel f, we concl ude t h a t
Q(t) - ~ ( t ) has a C ~r kernel i n ~ ( - ~, ~) ~o.
T HE SPECTI ~AL F UNCT I ON O]~ AN E L L I P T I C OPEI ~ATOR 209
4 . As y mpt o t i c properti es o f t h e spect ral f u n c t i o n
Having determined the singularities of the kernel of the Fourier transform ~(t) of the
spectral measure when ] t I < e, we shall now invert the Fourier transformation to obtain
precise information concerning the spectral function at infinity. Let ~ be a positive function
in S(R) such t hat supp ~ ( - e, e) and 6(0) =l . If ~(x, t, y) and Q ( x , t , y ) denote the distri-
bution kernels of ~(t) and of the operator Q ( t ) of the form {3.5) constructed in the pre-
ceding section, we have found t hat
~ ( t ) ( ~ ( x , t , y ) - Q ( x , t , y ) ) E C ~ , x q ~ , y e o ) ,
and the support of this function is bounded in the t-direction. Hence
f 1 A Q(X - # ) d e ( x , y , # ) - : ~ - ( 9 ( . ) Q ( x , . , y ) ) ( ) , ) ( 4 . 1 )
is a rapidly decreasing function when 2-~ ~, uniformly with respect to x E ~ and to y in a
compact subset of oJ. Here we have assumed t hat the local coordinates are chosen so t hat
the given density in ~ is the Lebesgue measure in r
To evaluate the inverse Fourier transform in (4.1) we introduce
R ( x , ]t, y , 2 ) = f 6 ( t ) q ( x , t , y , 2 ) e i t X d t . (4.2)
This is a function in S~ R ~o, R ~) and it is rapidly decreasing as a function of X in
the sense t hat X N R ( x , ~ , y , 2 ) and its translates with respect to ~t belong to a bounded set
in S o for each integer N. This follows immediately if we multipy (4.2) by ,~N and integrate
by parts with respect to t.
If q had compact support in 2 we would have
Q ( x , t , y ) = f q (x , t , y , 2 ) e i(v(x" y ' ~)-a.(~. ~)t) d 2 ,
so the inverse Fourier transform would be
5 - (~o(. ) Q ( x , . , y))(~) = R ( x , 2 - a ' ( y , 2 ) , y , 2 ) e~v'tx'~'~) d 2 9 (4.3)
I n view of the rapid decrease of R as a function of ~t this integral is a well defined continuous
function of x, y, ~ for any q E S ~ and using Lemma 2.2 as in Section 2 we conclude t hat (4.3)
is valid in general. Thus we have proved:
210 LARS HORMANDER
LEiVIMA 4.1. I / R i s d e / i n e d by (4.2) w i t h t h e / u n c t i o n q const ruct ed i n S e c t i o n 3, t he n
f ~ ( 4 - / a ) de( x, y , / , ) f R ( x , - a ' ( y , ~), y , 4 ~ ) e , ~ < ~,
Y ' ~) d ~
(4.4)
I
J
i s r a p i d l y decreasi ng as 4---> c~.
To obt ai n t he as ympt ot i c f or mul as we mus t s t udy t he f unct i on R mor e closely. Wi t h
t he not at i on
r e( y, a) = m{~; a ' ( y , ~) <~cl},
we have for a ny i nt eger N
I f R ( x , 4 - a ' ( y , ~), y , ~)e'~(~.Y'+) d~ < C f ( l + 1 4 - a l ) - N d m (y , a). ( 4 . 5 )
To est i mat e t he i nt egr al on t he r i ght we need a si mpl e l emma.
LEM~ x 4.2. T h e / u n c t i o n re( y, 2) bel ongs to Sn(o~, I t ) / o r large 4.
P r o o / . Set 2 =t/~ where ~ ~<tz~<2 and t is large. Then
t =am( y, t #) = m{ ~; t - l a ' ( y , t~) <~ / z}.
Since t - l a ' ( y , t ~)-+a~ ~) in t he C ~~ t opol ogy for ~ 4 0 when t-~ ~ , i t follows f r om t he impli-
ci t f unct i on t heor em t ha t t he f unct i on defi ni ng t he surface t - * a ' ( y , t~) =/~ in pol ar coordi-
nat es also converges in t he C ~~ t opol ogy when t-~ r Hence
t - a m ( y , tl~ ) -+ #am{~; a~ ~) <<.1}
in t he C ~~ t opol ogy, whi ch pr oves t he s t at ement .
By Le mma 4.2 we have I d m/ d a ] <<.C(r a- * for large a, hence if N > n
= 0 ( 4 - N ) + C(1 + i 4 I ) n - l f ( 1 + 14 - - ( 7 1 ) n - l : N d q
= 0(2 -N) + C' (1 + 1 4 1 r - ' .
He r e we h a v e us e d t h a t ( t + 1 ~ 1 ) < ( 1 + 1 4 1 ) ( 1 + 1 ~ - 4 1 ) i n ~ e w of t he t r i a ng l e i ne qua l i t y .
When x = y we can t her ef or e conclude f r om (4.4) and t he pos i t i vi t y of Q and of de t ha t
e(x, x, 4 + l ) - e ( z , x, 4) < C(1 + 1 4 1 r - ' ,
when x is in a compact subset of o), hence for all x E~ . Since e( x, y , 4 + l ) - e ( x , y, 4) is t he
kernel of a posi t i ve oper at or , t hi s r esul t can i mmedi at el y be ext ended t o poi nt s out si de t he
di agonal (el. Le mma 3.1 in HSr mander [8]) so we have pr oved t he crucial
T t t E SPECTRAL FUNCTI ON OF AN ]ELLIPTIC OPERATOR
L ] ~ M ~ 4. 3. Ther e i s a constant C s uch that
]e(x, y , ~ + 1 ) - e ( x , y , 2)1 ~<C(1 + 121 )~-1.
211
(4. 6)
f e(;~ tt) e(x,
I
F r o m (4. 6) we o b t a i n
N e x t we s h a l l e s t i ma t e t h e s p e c t r a l f u n c t i o n b y i n t e g r a t i n g (4. 4) f r o m - oo t o 2. T h i s
g i v e s
y , # ) d # - f f o < o R ( x , ( x - a ' ( y , ~ ) , y , ~ ) e ' ~ ( x ' ~ " ) d ~ d c ~ l < ~ C . (4. 7)
I
J ~ ( 2 - # ) e ( x , y , / ~ ) d # - e ( x , y , 2) 1<<. C(1 + ]2 [)n 1, (4.8)
i f we n o t e t h a t (4. 6) i mp l i e s
l e ( x , y , y , + 121 + ) n 1 ( 1 + I 1 ) . ( 4 . 6 ) '
I n o r d e r t o d e r i v e a n e s t i ma t e f o r e(x, y , ,~) i t o n l y r e ma i n s t o s t u d y t h e d o u b l e i n t e g r a l i n
(4. 7). T o d o s o we n o t e t h a t b y t h e d e f i n i t i o n of R
f R ( x , (~, y , ~)d(~ =~( O) q( x, O, y , ~) I ( x , y , ~).
( Th e n o t a t i o n I i s e x p l a i n e d i n S e c t i o n 3. ) S e t
R l ( x , ~ : , y , ~ ) = ~ R ( x , a , y , ~ ) d a , T < O
R l (x, ~, y, ~) = ~ ~ R ( x , (~, y , ~) d ( l - l ( x , y , ~) = ~ R ( x , (x, y , ~) d(~, 7 > 0 .
T h e n R 1 (x, ~, y, ~) )t N i s u n i f o r ml y b o u n d e d f o r a n y N a n d we h a v e
f f ~ R ( x , a (y, ~), y , ~) d~
a '
ei~(x.
y, ~)
d a
<,1
= ~ I ( x , y , ~) e'~(x'Y'~' d e + f R l (x, X - a ' (y, ~), y, ~) e'~(~'~'~) d~.
J a '(y , ~e)<),
B y a n e s t i ma t e a n a l o g o u s t o (4. 5) a n d b y L e m m a 4. 2 t h e l a s t i n t e g r a l c a n b e b o u n d e d
b y C(1 + [2])n-~. Si n c e I ( x , y , ~) - (27e) - ~ = O( 1 / [ ~ I ) wh e n (x, y ) E U 0 a n d ~- ~ c o, i t f ol l ows
wh e n (x, y) E U 0 t h a t
fa(y.8)< g I ( x ' Y ' ~ ) e ' ~ ( x ' u ' 8 ) d e - ( 2 7 e ) - n ( d a' (u, ~)<)~e'wcx'Y'r ~ C ( 1 -~ l i t [ ) n - l "
On t h e o t h e r h a n d , we h a v e I = 0 wh e n (x, y) ~ U. H e n c e we h a v e p r o v e d
2 1 2 LARS HORMANDER
T HE OR E M 4. 4. F o r x a n d y i n a compact subset o / the coordinate pat ch to a n d s u / / i -
ci ent l y close we have u n i / o r ml y
e ( x , y , 2 ) - ( 2 z t ) - " f j ~'(~. ~, <a e'~(~' ~'r d~ I ~< G(1 + 1 2 1 ) ~ - 1 (4. 9)
i / the phase / u n c t i o n ~p a n d a' are adapat ed to A over a neighborhood o/ the di agonal i n
to x to ( De f i n i t i o n 3. 1). I n par t i cul ar ,
e( x, x , 2 ) - (2rt )-~ f ~.(x.r d~ I <<. C( 1 + 121) n - 1
( 4. 10)
u n i / o r ml y i n ~2. On compact subsets o~ the compl ement o / t h e di agonal i n ~ x ~ we have also
l e( x , y, 2) 1 < C(1 + / 2 I F - 1. (4.11)
H e r e t h e l oc a l c o o r d i n a t e s a r e a s s u me d t o b e c h o s e n s o t h a t t h e L e b e s g u e me a s u r e i n
t h e l o c a l c o o r d i n a t e s i s e q u a l t o t h e g i v e n p o s i t i v e d e n s i t y i n t h e ma n i f o l d . I n t h e p r o o f
of (4. 11) we c h o o s e U s o t h a t ( x, y ) ( ~U.
R e ma r k . I n m a n y c a s e s i t i s n o t n e c e s s a r y t o m a k e a v e r y c a r e f u l c h o i c e of t h e p h a s e
f u n c t i o n yJ i n (4. 9). F o r e x a mp l e , i f t h e s u r f a c e {~; a~ ~) = 1} h a s o n l y p o s i t i v e c u r v a t u r e s
a n d n >~3, i t f ol l ows e a s i l y f r o m (4. 9) t h a t i n l o c a l c o o r d i n a t e s y s t e ms
l e( x, y , 2) - ( 2: o- = f o,(~.~)< d<~-~'r < C ( l + 1 2 l ) " - L ( 4. 9) '
I n t h e o n e d i me n s i o n a l c a s e o n t h e o t h e r h a n d t h e r e i s h a r d l y a n y f r e e d o m a t a l l i n t h e c hoi c e
of 9 .
We s h a l l n o w s t u d y t h e Ri e s z me a n s e~(x, x , 2). ( See H S r m a n d e r [8] f o r t h e d e f i n i t i o n s . )
T o d o s o we m u s t e v a l u a t e t h e d o u b l e i n t e g r a l i n (4. 7) mo r e p r e c i s e l y . We n o w c h o o s e t h e
f u n c t i o n ~ E $ s o t h a t s u p p ~ c ( - s , s) a n d ~ = 1 i n ( - s / 2 , e/ 2). ( Cl e a r l y ~ c a n n o t b e p o s i t i v e
t h e n . ) F i r s t n o t e t h a t
f a R ( x , a, x ,
8 ( x , a , 2) = ,(x.~><~
~)
d~
b e l o n g s t o sn( t o R, R) f o r l a r g e 2 a n d i s r a p i d l y d e c r e a s i n g a3 a f u n c t i o n of a . T h e p r o o f
i s e s s e n t i a l l y a r e p e t i t i o n of t h a t of L e m m a 4. 2: We s e t 2 = t # wh e r e 1 ~</x ~< 2 a n d t i s
l a r g e a n d o b t a i n
t - a S ( x , a, t #) = I- R ( x , a, x , t~) d~.
J t - l a ' ( x , t~) < tt
THE SPECTRAL FUNCTI ON OF AN ELLI PTI C OPERATOR 213
The onl y new f eat ur e is t h a t t he i nt egr al on t he r i ght coul d cause t r oubl e f or smal l ~.
Thi s di f f i cul t y is el i mi nat ed if one s ubt r a c t s a f unc t i on S x def i ned as S b u t wi t h a ' ( x , ~)
r epl aced b y a homoge ne ous f unc t i on i nde pe nde nt of x, f or t he as s er t i on is easi l y pr ove d f or
S 1. We l eave t he det ai l s f or t he r eader .
No w we r ewr i t e t he doubl e i nt egr al i n (4.7) wi t h x = y as fol l ows
f f o< R ( x , , ~ - a ' ( x , ~ ), x , ~) d ~ d a = ( I R ( x , ,~, x , ~) d ~ d ( r = f S ( x , cr, 2 - ,~) d a .
J J a<).-a' (x,~)
Si nce S ( x , a, 4) is r a pi dl y decr easi ng as a f unc t i on of a, t he c ont r i but i on t o t he i nt egr al
whe n l a 1 > 2 / 2 is r a pi dl y decr easi ng. Fo r l a 1 < 2 / 2 we ha ve b y Ta yl or ' s f or mul a f or
a n y N, si nce S 6 S ",
k- 1
S ( x , a , 2 - a ) = 5 ( - q ) ~ / J ! d i S ( x , a , 2 ) / d 2 J + 0((1 + la]) N2n ko~).
0
The i nt egr al of t he er r or t er ms is O(2n-k), a n d
f lo.<~/2( - a ) ' d J S ( x , a , , ~ ) / d 2 d a = f : ] : c ( - a ) ' d J S ( x , a , 2 ) / d 2 ~ d a + O ( 2 - N )
f or a n y N. The i nf i ni t e i nt egr al we can expr ess i n t e r ms of t he Four i e r t r a ns f or m i n
vi ew of (4.2) a n d t hi s gi ves t he expr es s i on
d J / d ~ J f D ~ q ( x , t , x , ~) d ~ It=o
J a '(x, ~)<),
whi ch is a f unc t i on i n S n J (w, R). He nc e t he a s y mp t o t i c s um
e o ( x , 4 1 ~ ~ ( - i 0 2 / o t o 2 / ~ / j ! q ( x , t , x , ~1 d ~ I , = o ( 4 . ~ 2 1
0 J a'(x. $)<,~
is def i ned. We choose e 0 equal t o 0 on t he negat i ve hal f axi s a n d set as us ual f or Re a >~ 0
e~ (x, 4) = (1 - ~/ ; t ) ~ deo ( x , i~).
I f q)(x, 2) is a c ont i nuous f unc t i on on f2 x R whi ch is r a pi dl y decr eas i ng whe n 4--> ~ ,
t h a t is, O(2 -N) f or e ve r y N, we set
~ ( x , 4 ) = f ~ ~ (1 - ~ / 2 ) ~ ~ ( x , / ~ ) d ~ .
No t e t h a t ~0~ is b o u n d e d a nd has a n a s y mp t o t i c expans i on i n non- ne ga t i ve i nt egr al power s
of 1/X at + o o .
214 LARS HORMANDER
THEOREM 4.5. I / e o sat i sf i es (4.12) there exi st s a c o n t i n u o u s / u n c t i o n ~(x, 2) on ~ R
whi c h i s r a p i d l y decreasi ng whe n 2 ~ (>o such t h a t / o r Re :r > 0
le~(x, x, 2 ) - e~(x, 2) - q~( x, 2) 1 < C~(1 + 121) n- l - ae~. (4.13)
We have ~ q~(x, 2) d2 = - I t ( x , x) i / k i s the operat or i n (3.17).
The pr esence of t he f unc t i on ~ i n (4.13) is r equi r ed si nce e o onl y t akes i nt o a c c ount t he
s ymbol of t he ope r a t or A. The ef f ect of a ddi ng t o A a n ope r a t or wi t h a C ~~ ker nel is ac-
c ount e d f or b y t he t e r m ~ .
Pr oo/ o/ The or e m 4. 5. The def i ni t i on of e 0 a n d (4.1) me a n t h a t
~ de(x, 2) - d %( x , 2) = ~(x, 2)d~,
wher e ~ is r a pi dl y decr easi ng a n d ~ qJ(x, 2) d2 = (J~(x, t, y) - Q(x, t, y))t=0.x=~ = - k ( x , x) .
He nc e d e - d e o - q p d 2 = ( ( ~ - Q ) ~ de, or
e - %- ~ ~ = ( ~_0) ~ e = / . (4.14)
No w i t fol l ows f r om (4.8) t h a t
I/(2) I = ] ( ~ - ~ ) . e(2)) I <C( 1 + 1 2 I t -1,
a nd b y {4.14) we al so k n o w t h a t / is r a pi dl y decr easi ng a t - ~ . Fu r t h e r mo r e / has no
s pe c t r um i n t he ne i ghbor hood of 0 wher e ~ = 1. I t fol l ows t h a t
1 I ' ( 2 ) I < c ( 1 + 1 2 1
(See e.g. HSr ma n d e r [8], The or e m 2.6.) Si nce e ~ - e o ~ - ~ a =/ % t he t he or e m is pr oved.
5. Th e c a s e o f di f f er ent i al o p e r a t o r s
I n Sect i ons 3 a nd 4 we ha ve s t udi ed t he s pect r al f unc t i on of a n el l i pt i c ps eudo- di f -
f er ent i al ope r a t or of or der 1 on a c o mp a c t mani f ol d. We shal l now pr ove anal ogous s t at e-
me nt s f or di f f er ent i al oper at or s of or der m. As i n t he i nt r oduc t i on we shal l consi der a
posi t i ve sel f - adj oi nt ext ens i on P of a n el l i pt i c di f f er ent i al ope r a t or wi t h C ~176 coef f i ci ent s on
a p a r a c o mp a c t mani f ol d ~ of di mens i on n. I n a l ocal coor di nat e p a t c h ~o wher e t he Lebes gue
meas ur e agr ees wi t h t he gi ven de ns i t y i n ~ we choose a f unc t i on V(x, y, ~) f or x a n d y
close t o each ot he r so t h a t y~ is homoge ne ous of degr ee 1 wi t h r es pect t o ~ E R n a n d
p( x , g r a d x y ) ) = p ( y , ~ ) , v 2 ( x , y , ~ ) = ( x - y , ~ ) + O ( [ x - y l 2 ] ~ [ ) a s x - + y . (5.1)
He r e p is t he pr i nci pal s ymbol of P.
THE SPECTRAL FUNCTI ON OF AN ELLI PTI C OPERATOR 215
T H E 0 R E M 5.1. For x and y i n a compact subset o/r and su/ / i ci ent l y close we have uni .
]ormly
] e(x, y, ~) - (27t) ~,1 v(~. o <4 e'V'~'v'~) d~ l <~ C( l + l~l)(~-l)/m (5.2)
i / ~ is homogeneous i n $ o/degree 1 and satis/ies ( 5 . 1 ) . I n particular,
[ e ( x , x , ~ ) - ( 2 z e ) - ~ j ,(~. ~)<~d$ ~< C(1 + I ~. b('~-l)/m ( 5 . 3 )
uni / or ml y i n compact subsets o / ~ . On compact subsets o / t h e complement o / t h e diagonal i n
~ we have also
le(x, y, ~.)[ < C(1 + [ ) . [ ) (= -~ )~ m . (5.4)
Proo/. Not e fi rst of all t ha t by Theor em 5.3 in HSr mander [8] i t suffices t o pr ove t he
t heor em when ~ is compact , for exampl e a t oms . Set ~4 =/51/a, whi ch is a pseudo-di f-
ferent i al oper at or of order 1 whose symbol a(x, ~) is as ympt ot i cal l y t he sum of p(x, ~)l/m
and homogeneous funct i ons of order 0, - 1 , - 2 . . . . (Seeley [14]). Since v 2 and pl/m ar e
adapt ed t o A t he t heor em now follows f r om Theor em 4.4. I n par t i cul ar , we have pr oved
Theor em 1.1.
Theor em 5.1 allows us t o appl y Theor ems 6. 1-6. 4 i n H5r ma nde r [8]. For exampl e,
b y Theor ems 6.1 and 6.2 t her e we obt ai n t he following l ocal i zat i on t heor em.
THEOREM 5.2. I / / ELV( ~) , l <~p<~2, and i / / has compact support i n case p < 2 , i t
/ollows that the Ri esz means e~(x, /, 4) o/ t he eigen/unction expansi on o/ / c onv e r ge to 0 locally
uni / orml y i n the complement o/ the support o/ / when Re a ~ (n - 1)/p.
For f ur t her references and appl i cat i ons we refer t he r eader t o [8]. However , we shal l
give some r emar ks here concerni ng t he Riesz means e~'(x, x, ,~) of t he spect ral f unct i on on
t he di agonal . Fi r st not e t ha t t he funct i on e 0 in Theor em 4.5 is as ympt ot i cal l y a sum of
i nt egr al powers of ~ if t he symbol a of A is such a sum of homogeneous t er ms of i nt egr al
order. Hence Theor em 4.5 appl i ed t o pl/m gives, agai n in vi ew of Theor em 5.2 in HSr ma nde r
[8], t ha t t he Riesz means of e(x, x, ~") can be appr oxi mat ed by a sum of i nt egr al power s
of ~ wi t hi n an error whi ch is O(;tn-l-~e~). Now
e~( x, x, 2m) = (1 - z m/ 2 m) ~ d e ( x , x , z m)
= f ~ [ m ( 1 - ~ / 2 ) - ( 2 ) ( 1 - ~ A ) ~ + . . . + ( - l ) m - ' ( I - ~ / a ) ~ ] ~ d e ( x , x , ~ m )
14 -- 682904 Ac t a mat hemat i ca. 121. I mpr i m$ le 4 d6cembr e 1968.
216 LARS HORMANDER
SO r esul t s on t he Ri esz me a ns of e ( x , x , ~m) can be car r i ed over t o s t a t e me nt s on t he Ri esz
me a ns e~( x, x , ,~). (See al so t he pr oof of The or e m 2.7 i n [8].) Thus e~( x, x , ,~) d i ] / e r s / r o m a
f i n i t e s u m o / i n t e g r a l p o w e r s o/ , ~l / m b y a n e r r or w h i c h i s 0( 2 (~ 1-Re~)/m). To c o mp u t e t he
coeffi ci ent s i t is easi er t o use t he s t a n d a r d t echni ques of ps eudo- di f f er ent i al oper at or s ;
we r ef er t he r eader t o The or e m 5.2 i n [8] f or s uch f or mul as. Th e y can al so be obt a i ne d f r om
t h e a s y mp t o t i c expans i on of t he f u n d a me n t a l s ol ut i on of t he he a t e qua t i on a / a t + P on
t he di agonal a t t = 0 si nce t hi s is t he Abel me a n of e ( x , x , t ). No t e t h a t i n c ont r a s t wi t h
The or e m 4. 5 t he coef f i ci ent s can be expr essed c ompl e t e l y i n t e r ms of t he s ymbol of P.
Our me t hods can be appl i ed wi t h no essent i al modi f i cat i on i n t he case of s ys t ems f or
whi ch t he ei genval ues of p ( x , ~) ar e di st i nct . I n par t i cul ar , (5.4) r emai ns val i d f or such
s ys t ems a nd we ha ve
e ( x , X , ~ ) - - ( U T c , ) - n ~ p ( ~ ) - h I m 0 ) ( ~ ) : 0 ( ~ l / m ) (5.3)
He r e eo(~) is t he di f f er ent i al f or m
o)(~) = n - ~ (~, d ~ A . . . A d ~ + . . . + ( - l)n ~ d ~ A . . . A d ~ _ ~)
i n R n, car r i ed over t o T* b y a l i near ma p pr es er vi ng t he Lebes gue meas ur e. The i nt e gr a t i on
t a ke s pl ace ove r t he spher e (T* - {0})/R+, or i ent ed b y eo >0 .
Ho we v e r f or s ys t ems wi t h mul t i pl e ei genval ues we ha ve no i nf or ma t i on b e y o n d t he
r es ul t s of Ag mo n - Ka n n a i [1] a n d HSr ma n d e r [8].
6. A eount erexampl e
I t was poi nt e d out b y Av a k u mo v i 6 [2] t h a t i t is n o t possi bl e t o i mpr ove The or e m 1.1
f or t he La pl a c e a n on t h e spher e S a c R 4. Fo r t he sake of compl et enes s we shal l recal l hi s
a r g u me n t s her e f or t he case of t he n- spher e. Fi r s t we gi ve some wel l - known f act s coacer n-
i ng spher i cal har moni cs . (See e.g. Mfiller [13].)
I f i n R n+l we use t he pol ar coor di nat es x = r o J wher e r E R+ a n d t oES n, t he Lapl ace
ope r a t or as s umes t he f or m
A = r - 2 A s + ~ / ~ r ~ + n ~ / ~ r
out s i de t he ori gi n, wher e A s is t h e La pl a c e a n i n SL I f u ( x ) =r~v(o)) is a homoge ne ous f unc-
t i on of degr ee #, i t fol l ows t h a t out si de t he or i gi n
A u = r - 2 +~ ( As v + / ~( # + n - 1)v).
He n c e Au = 0 out s i de t he or i gi n if a n d onl y if v is a n ei genf unct i on of - A s wi t h ei genval ue
=j u( # + n - 1). Si nce ~ descr i bes all val ues >~0 whe n # ~ 1 - n , we obt a i n all ei genf unct i ons
THE SPECTRAL FUNCTION OF AN ELLIPTIC OPERATOR 217
Of - - A s b y r es t r i ct i ng t o S n all di s t r i but i ons u i n R n whi ch ar e ha r moni c a n d homoge ne ous
of degr ee ~< 1 - n out si de t he ori gi n. The n Au has t o be a l i near c ombi na t i on of t he der i va-
t i ves of t he Di r ac measur e, so we concl ude t h a t / l = 1 - n - k wher e k is a n i nt eger >~0
a nd t h a t
u ( x ) = ~ a~D~E,
wher e E is t he f u n d a me n t a l s ol ut i on of A a nd a~ ar e cons t ant s . ( Whe n ] c=0, n = l , t he
l ogar i t hmi c pot e nt i a l E mu s t be r epl aced b y a cons t ant . ) The Four i er t r a ns f or m of u is
a ~ ~ I~1 -~, so i t fol l ows t h a t u is s uppor t e d b y t he or i gi n if a n d onl y if I ~]~ di vi des t h e
pol ynomi a l ~ a ~ a. Le t N k be t he di mens i on of t he space of homoge ne ous pol ynomi a l s
of degr ee Ic i n n + 1 var i abl es,
Nk = ( n + k) " n
We def i ne N k = 0 f or k < 0. The n i t fol l ows t h a t t he mul t i pl i ci t y of t he ei genval ue
~ k = / c ( k + n - - 1) of - A s is N k - N k - ~ f or ] c =0, 1, . . . . I f Vn is t he vol ume of S n a n d e is
t he s pect r al f unc t i on of - As, i t fol l ows t h a t
e(x, x, ~k + O) - e(x, x, 2k - O) = (N~ - Nk 2) / V~ (6.1)
e ( x, x, ~k + O) = ( Nk + Nk _ l) / W n (6.2)
Si nce N ~ - N ~ 2 is a pol ynomi a l i n/ c of degr ee n - 1, i t fol l ows f r om (6.1) t h a t
e(x, X, 2 k ~- O) -- e(x, X, 2k -- O) ~ C~(k n 1)/2 (6.3)
f or s ome c > 0 a n d l ar ge ]~. Thi s shows t h a t The or e m 1.1 c a nnot be i mpr oved. F r o m (6.2)
we al so obt a i n t h a t
e(x, x, ~) ~-~12 _ 2 / ( n ! Vn) = 0(Jr - 89 (6.4)
whi ch conf i r ms The or e m 1.1 i n t hi s speci al case, i f we not e t h a t
2 / ( n ! Vn) = (2;Tf,)-n Vn_i/'l'~
a n d t h a t Vn - 1 / n is t he vol ume of t he uni t bal l i n RL
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2 1 8 LARS HORMANDER
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Received May 7, 1968