This paper develops a novel microlocal asymptotic analysis framework within algebras of generalized functions, enabling better understanding of singularities and their propagation through nonlinear operations, distinct from classical Fourier-based methods.
Contribution
It introduces a new microlocal analysis approach based on presheaf properties and regularizing parameters, expanding the tools for studying singularities in nonlinear contexts.
Findings
01
Defined a singular asymptotic spectrum with favorable nonlinear properties
02
Demonstrated propagation of singularities through nonlinear operators
03
Provided examples illustrating the new analysis framework
Abstract
We introduce a new type of local and microlocal asymptotic analysis in algebras of generalized functions, based on the presheaf properties of those algebras and on the properties of their elements with respect to a regularizing parameter. Contrary to the more classical frequential analysis based on the Fourier transform, we can describe a singular asymptotic spectrum which has good properties with respect to nonlinear operations. In this spirit we give several examples of propagation of singularities through nonlinear operators.
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Microlocal Asymptotic Analysis in Algebras of Generalized Functions
Antoine Delcroix
Equipe Analyse Algébrique Non Linéaire – *Laboratoire A O C
*Faculté des sciences - Université des Antilles et de la Guyane,
BP 250, 97157 Pointe à Pitre Cedex, Guadeloupe (France)
We introduce a new type of local and microlocal asymptotic analysis in
algebras of generalized functions, based on the presheaf properties of those
algebras and on the properties of their elements with respect to a
regularizing parameter. Contrary to the more classical frequential analysis
based on the Fourier transform, we can describe a singular asymptotic spectrum
which has good properties with respect to nonlinear operations. In this spirit
we give several examples of propagation of singularities through nonlinear operators.
Various nonlinear theories of generalized functions have been developed over
the past twenty years, with contributions by many authors. These theories have
in common that the space of distributions is enlarged or embedded into
algebras so that nonlinear operations on distributions become possible. These
methods have been especially efficient in formulating and solving nonlinear
differential problems with irregular data.
Most of the algebras of generalized functions possess the structure of sheaves
or presheaves, which may contain some sub(pre)sheaves with particular
properties. For example, the sheaf G of the special Colombeau
algebras [2, 7, 15] contains the subsheaf G∞
of so-called regular sections of G such that the embedding:
G∞→G is the natural extension of the
classical one: C∞→D′. This
notion of regularity leads to G∞-local or microlocal
analysis of generalized functions, extending the classical results on the
C∞-microlocal analysis of distributions due to
Hörmander [8]. This concept has been slightly extended in
[4] to less restrictive kinds of measuring regularity. In
[14], microlocal regularity theory in analytic and Gevrey classes has
been generalized to algebras of generalized functions. Many results on
propagation of singularities and pseudodifferential techniques have been
obtained during the last years (see
[5, 6, 9, 10, 11]). Nevertheless, these results are
still mainly limited to linear cases, since they use frequential methods based
on the Fourier transform.
In this paper, we develop a new type of asymptotic local and microlocal
analysis of generalized functions in the framework of (C,E,P)-algebras [12, 13], following first steps
undertaken in [12]. An example of the construction is given by taking
G as a special case of a (C,E,P)-structure (see Subsection 2.2 for details). Let F
be a subsheaf of vector spaces (or algebras) of G and
(uε)ε a representative of u∈G(Ω) for some open set Ω⊂Rn. We first
define OGF(u) as the set
of all x∈Ω such that uε tends to a section of
F above some neighborhood of x. The F-singular
support of u is Ω\OGF(u). For fixed x and u, Nx(u) is the set of all
r∈R+ such that εruε tends to a
section of F above some neighborhood of x. The F-singular spectrum of u is the set of all (x,r)∈Ω×R+ such that r∈R+\Nx(u).
It gives a spectral decomposition of the F-singular support of
u.
This asymptotic analysis is extended to (C,E,P)-algebras. This gives the general asymptotic framework, in which
the net (εr)ε is replaced by any
net a satisfying some technical conditions, leading to the concept of the
(a,F)-singular asymptotic spectrum. The main advantage is that
this asymptotic analysis is compatible with the algebraic structure of the
(C,E,P)-algebras. Thus, the (a,F)-singular asymptotic spectrum inherits good properties with respect to
nonlinear operations (Theorem 15 and Corollary
16).
The paper is organized as follows. In Section 2, we introduce the
sheaves of (C,E,P)-algebras and develop the
local asymptotic analysis. Section 3 is devoted to the
(a,F)*-*microlocal analysis and specially to the nonlinear
properties of the (a,F)-singular asymptotic spectrum. In Section
4 various examples of the propagation of singularities through non
linear differential operators are given.
2 Preliminary definitions and local parametric analysis
2.1 The presheaves of (C,E,P)-algebras: the algebraic structure
We begin by recalling the notions from [12, 13] that form the basis
for our study.
(a) Let:
(1)Λ be a set of indices;
(2)A be a solid subring of the ring KΛ (K=R or C); this means that whenever
(∣sλ∣)λ≤(∣rλ∣)λ for some ((sλ)λ,(rλ)λ)∈KΛ×A, that is,
∣sλ∣≤∣rλ∣ for
all λ, it follows that (sλ)λ∈A;
(3)IA be a solid ideal of A;
(4)E be a sheaf of K-topological algebras over a topological space X.
Moreover, suppose that
(5) for any open set Ω in X, the algebra
E(Ω) is endowed with a family P(Ω)=(pi)i∈I(Ω) of semi-norms such that if Ω1,
Ω2 are two open subsets of X with Ω1⊂Ω2, it follows that I(Ω1)⊂I(Ω2) and if ρ12
is the restriction operator E(Ω2)→E(Ω1), then, for each pi∈P(Ω1) the semi-norm
pi=pi∘ρ12 extends pi to P(Ω2).
(6) Let Θ=(Ωh)h∈H be any family
of open sets in X with Ω=∪h∈HΩh. Then, for each
pi∈P(Ω), i∈I(Ω), there exist a finite
subfamily of Θ: Ω1,…,Ωn(i) and
corresponding semi-norms p1∈P(Ω1),…,pn(i)∈P(Ωn(i)), such that, for any
u∈E(Ω)
[TABLE]
(b) Define ∣B∣={(∣rλ∣)λ,(rλ)λ∈B}, B=A or IA, and set
[TABLE]
Note that, from (2), ∣A∣ is a subset of A and that
A+={(bλ)λ∈A,∀λ∈Λ,bλ≥0}=∣A∣. The same holds for IA. Furthermore,
(2) implies also that A is a K-algebra. Indeed, it suffices to
show that A is stable under multiplication by elements of K. Let
c be in K and (aλ)λ∈A. Then (caλ)λ satisfies (∣caλ∣)λ≤(∣naλ∣)λ for some n∈N. We have
(naλ)λ∈A since A is stable under addition. Thus,
using (2), we get that (caλ)λ∈A.
For later reference, we recall the following notions entering in the
definition of a sheaf A on X. Let (Ωh)h∈H be a
family of open sets in X with Ω=∪h∈HΩh.
(F1)
(Localization principle) Let u,v∈A(Ω).
If all restrictions u∣Ωh and u∣Ωh, h∈H,
coincide, then u=v in A(Ω).
(F2)
(Gluing principle) Let (uh)h∈H be a coherent
family of elements of A(Ωh), that is, the restrictions
to the non-void intersections of the Ωh coincide. Then there is an
element u∈A(Ω) such that u∣Ωh=uh for all
h∈H.
Proposition 1
*(i) H(A,E,P) is a sheaf of K-subalgebras of the sheaf
EΛ;
(ii) J(IA,E,P) is a sheaf of ideals of H(A,E,P).*
Proof. The proof can be found in [12, 13], so we just recall the main steps.
We start from the statement that E and EΛ are
already sheaves of algebras. From (5), we infer that H(A,E,P) and J(IA,E,P) are a presheaves (the restriction property holds) and that the
localization property (F1) is valid. To obtain the gluing property
(F2) we need property (6), which generalizes the situation from
C∞ to E.
Theorem 2
The factor H(A,E,P)/J(IA,E,P) is a presheaf satisfying the localization
principle (F1).
Proof. From the previous proposition, we know that A=H(A,E,P)/J(IA,E,P)
is a presheaf. For Ω1⊂Ω2, the restriction is
defined by
[TABLE]
where (uλ)λ is any representative of
u∈A(Ω2) and [uλ∣Ω1] denotes the class of (uλ∣Ω1)λ. The definition is consistent and independent of the
representative because for each (uλ)λ∈Λ∈H(A,E,P)(Ω2) and
(ηλ)λ∈Λ∈J(IA,E,P)(Ω2), we have
[TABLE]
The localization principle is also obviously fulfilled because J(IA,E,P) is itself a sheaf.
Proposition 3
Under the hypothesis (2), the constant sheaf
H(A,K,∣.∣)/J(IA,K,∣.∣) is exactly the ring
C=A/IA.
Proof. We clearly have H(A,K,∣.∣)=A and
J(IA,K,∣.∣)=IA.
Definition 1
The factor presheaf of algebras over the
ring C=A/IA:
[TABLE]
is called a presheaf of (C,E,P)-algebras.
Notation 1
We denote by [uλ] the class in
A(Ω) defined by (uλ)λ∈Λ∈H(A,E,P)(Ω). For
u∈A, the notation (uλ)λ∈Λ∈u means that (uλ)λ∈Λ is a representative of u.
Remark 1
The problem of rendering A a sheaf (and even a fine sheaf) is not
studied here. It is well known that the Colombeau algebra G, which
is a special case of a (C,E,P)-algebra (see Subsection 2.2), forms a fine
sheaf [1, 7]. The sheaf property can be inferred from the
existence of a C∞-partition of unity associated to any open
covering of an open set Ω of Rd. This existence is
fulfilled because X=Rd is a locally compact Hausdorff space. On
the other hand, C∞ is a fine sheaf because multiplication
by a smooth function defines a sheaf homomorphism in a natural way. Hence the
usual topology and C∞-partition of unity defines the
required sheaf partition of unity. Observing that G is a sheaf of
C∞-modules and using the well known result that a sheaf of
modules on a fine sheaf is itself a fine sheaf, we obtain the corresponding
assertion about G. In the general case, turning A into
a sheaf requires additional hypotheses, which are not necessary for the
results in this paper. Indeed, the presheaf structure of A and the
(F1)-principle are sufficient to develop our local and
microlocal asymptotic analysis.
Remark 2
The map ι:K→A defined by
ι(r)=(r)λ is an embedding of
algebras and induces a ring morphism from K→C
if, and only if, A is unitary (Lemma 14, [13]). Indeed, if A is
unitary, (r)λ=r(1λ)λ is an element of A since A is a K-algebra, and ι is
clearly an injective ring morphism. The converse is obvious. Moreover, if
Λ is a directed set with partial order relation ≺ and if
[TABLE]
then the morphism ι is injective. Indeed, if [ι(r)]=0, relation (7) implies that the limit
of the constant sequence (r)λ is null, thus r=0.
2.2 Relationship with distribution theory and Colombeau
algebras
One main feature of this construction is that we can choose the triple
(C,E,P) such that the sheaves C∞ and D′ are embedded in the corresponding sheaf
A. In particular, we can multiply (the images of) distributions in
A.
We consider the sheaf E=C∞ over Rd,
where P is the usual family of topologies (PΩ)Ω∈O(Rd).
Here O(Rd) denotes the set of all open
sets of Rd; this notation will be used in the sequel. Let us
recall that PΩ is defined by the family of semi-norms
(pK,l)K⋐Ω,l∈N with
[TABLE]
From Lemma 14 in [13], it follows that the canonical maps, defined for
any Ω∈O(Rd) by
[TABLE]
are injective morphism of algebras if, and only if, A is unitary. Under
this assumption, these maps give rise to a canonical sheaf embedding of
C∞ into H(A,E,P) and
(using a partition of unity in C∞ inducing a sheaf
structure on A) to a canonical sheaf morphism of algebras from
C∞ into A. This sheaf morphism turns out to be
a sheaf morphism of embeddings if Λ is a directed set with respect to
a partial order ≺ and if relation (7) holds.
We shall address the question of the embedding of D′ for
the simple case of Λ=(0,1]. For a net (φε)ε of mollifiers given by
[TABLE]
and T∈D′(Rd), the net
(T∗φε)ε is a net of smooth
functions in C∞(Rd), moderately
increasing in ε1. This means that
[TABLE]
This justifies to choose
[TABLE]
In this case (with E=C∞), the sheaf of algebras
A=H(A,E,P)/J(IA,E,P) is exactly the so-called special Colombeau
algebra G [2, 7, 16]. Then, for all Ω∈O(Rd), C∞(Ω) is embedded in A(Ω) by
[TABLE]
because the constant net (f)ε belongs to
H(A,E,P)(Rd) and
(f)ε∈J(IA,E,P) implies f=0 in C∞(Ω). Furthermore,
D′(Rd) is embedded in
A(Rd) by the mapping
[TABLE]
Indeed, relation (8) implies that (T∗φε)ε belongs to H(A,E,P)(Rd) and (T∗φε)ε∈J(IA,E,P) implies that T∗φε→0 in D′(Rd), as
ε→0 and T=0. Thus, ι is a well defined
injective map.
With the help of cutoff functions, we can define analogously, for each open
set Ω in Rd, an embedding ιΩ of
D′(Ω) into A(Ω), and finally a sheaf embedding D′→A. This embedding depends on the choice of the net of
mollifiers (φε)ε. We refer
the reader to [3, 15] for more complete discussions about
embeddings in Colombeau’s case and to [13] for the case of
(C,E,P)-algebras.
2.3 An association process
We return to the general case with the assumption that A is unitary and
Λ is a directed set with partial order relation ≺.\vskip3.0ptplus1.0ptminus1.0pt
Let us denote by:
•
Ω an open subset of X,
•
F a given sheaf (or presheaf) of topological K-vector spaces (resp. K-algebras) over X containing
E as a subsheaf of topological algebras,
•
a a map from R+ to A+ such that a(0)=1 (for
r∈R+, we denote a(r) by (aλ(r))λ).
In the Colombeau case, a typical example would be aε(r)=εr, ε∈(0,1].
For (vλ)λ∈H(A,E,P)(Ω), we shall denote the limit of (vλ)λ for the F*-topology by
ΛlimF(Ω)vλ when
it exists. We recall that ΛlimF(V)uλ∣V=f∈F(V) iff, for
each F-*neighborhood W of f, there exists
λ0∈Λ such that
[TABLE]
We suppose also that we have, for each open subset V⊂Ω,
[TABLE]
Definition 2
Consider u=[uλ]∈A(Ω), r∈R+, V an open subset of Ω and
f∈F(V). We say that u is a(r)-associated with f in V:
[TABLE]
*if ΛlimF(V)(aλ(r)uλ∣V)=f.
In particular, if r=0, u and f are called
*associated in V.
To ensure the independence of the definition with respect to the
representative of u, we must have, for any (ηλ)λ∈J(IA,E,P)(Ω), that ΛlimF(V)aλ(r)ηλ∣V=0. As J(IA,E,P)(V) is a module over A, (aλ(r)ηλ∣V)λ is in
J(IA,E,P)(V). Thus, our claim follows
from hypothesis (9).
Example 1
Take X=Rd, F=D′, Λ=]0,1], A=G, V=Ω, r=0. The usual association
between u=[uε]∈G(Ω) and T∈D′(Ω) is
defined by
[TABLE]
2.4 The F-singular support of a generalized
function
We use the notations of Subsection 2.3. According to the
hypothesis (9), we have, for any open set Ω in X,
[TABLE]
Set
[TABLE]
FA(Ω) is well defined because if (ηλ)λ belongs to J(IA,E,P)(Ω), we have ΛlimF(V)ηλ=0.
Moreover, FA is a sub-presheaf of vector spaces
(resp. algebras) of A. Roughly speaking, it is the presheaf whose
sections above some open set Ω are the generalized functions of
A(Ω) associated with an element of
F(Ω).
Thus, for u∈A(Ω), we can consider the set
OAF(u) of all x∈Ω having an open neighborhood V on which u is associated with
f∈F(V), that is:
[TABLE]
Vx being the set of all the open neighborhoods of x.
This leads to the following definition:
Definition 3
The F-singular support of u∈A(Ω) is denoted SAF(u) and defined as
[TABLE]
Remark 3
(i)* The validity of the gluing
principle (F2) is not necessary to get the notion of support (and of
F-singular support) of a section u∈A(Ω). More
precisely, the localization principle (F1) is sufficient to prove the
following: The set*
[TABLE]
*is exactly the the union ΩA(u) of the open
subsets of Ω on which u vanishes.
Indeed, (F1) allows to
show that u vanishes on an open subset O of Ω if, and
only if, it vanishes on an open neighborhood of every point of O.
This leads immediately to the required assertion.
Moreover,
ΩA(u)=OA{0}(u) is the largest open set on which u vanishes,
SA{0}(u)=Ω∖OA{0}(u) is exactly the support of
u in its classical definition, and the F-singular support of u
is a closed subset of its support.
(ii) In
contrast to the situation described above for the support, we need the gluing
principle (F2) if we want to prove that the restriction of u to
OAF(u) belongs to
FA(OAF(u)). We make this precise in the following lemma.*
Lemma 4
*Take u∈A(Ω) and set ΩAF(u)=∪i∈IΩi,(Ωi)i∈I denoting the collection of the open subsets of Ω such that
u∣Ωi∈FA(Ωi). Then, if FA is a sheaf (even if
A is only a prehesaf),
(i)ΩAF(u) is the largest open subset
O of Ω such that u∣O
belongs to FA(O);(ii)ΩAF(u)=OAF(u) and SAF(u)=Ω∖ΩAF(u).*
Proof.(i) For i∈I, set u∣Ωi=fi∈FA(Ωi). The family
(fi)i∈I is coherent by assumption: From (F2),
there exists f∈FA(ΩAF(u)) such that f∣Ωi=fi.
But from (F1), we have f=u on ∪i∈IΩi=ΩAF(u). Thus u∣ΩAF(u)∈FA(ΩAF(u)), and ΩAF(u) is clearly the largest open
subset of Ω having this property.
(ii) First, OAF(u) is clearly an open subset of Ω. For x∈OAF(u), set u∣Vx=fx∈FA(Vx) for some
suitable neighborhood Vx. The open set OAF(u) can be covered by the family (Vx)x∈OAF(u). As the family (fx) is coherent, we get from (F2)
that there exists f∈FA(∪x∈OAF(u)Vx) such
that f∣Vx=fx. From (F1), we have u=f on
∪x∈OAF(u)Vx
and, therefore, u∣OAF(u)∈FA(OAF(u)). Thus OAF(u) is contained in ΩAF(u). Conversely, if x∈ΩAF(u), there exists an open neighborhood Vx
of x such that u∣Vx∈FA(Vx). Thus x∈OAF(u) and the assertion (ii) holds.
Proposition 5
For any u,v∈A(Ω), if F
is a presheaf of topological vector spaces, (resp. algebras), we have:
[TABLE]
Moreover, in the resp. case, we have
[TABLE]
Proof. If x∈Ω belongs to OAF(u)∩OAF(v), there exist V and W in
Vx such that u∣V∈FA(V) and v∣W∈FA(W). Thus (u+v)∣V∩W∈FA(V∩W) (resp.
(uv)∣V∩W∈FA(V∩W)),
which implies
[TABLE]
The result follows by taking the complementary sets in Ω.
This proposition leads easily to the following:
Corollary 6
Let (uj)1≤j≤p be any
finite family of elements in A(Ω). If F is a
presheaf of topological vector spaces, (resp. algebras), we have
[TABLE]
Moreover, in the resp. case, we have
[TABLE]
In particular, if uj=u for 1≤j≤p, we have SAF(up)⊂SAF(u).
Example 2
Taking E=C∞; F=D′; A=G leads to the D′-singular support of an element of the Colombeau algebra. This
notion is complementary to the usual concept of local association in the
Colombeau sense. We refer the reader to [12, 13] for more details.
Example 3
*In the following examples we consider X=Rd,
E=C∞ and A=G.
(i) Take u∈σΩ(C∞(Ω)), where σΩ:C∞(Ω)→G(Ω) is the canonical embedding defined in Subsection
2.2. Then SGCp(u)=∅, for all p∈N.
(ii) Take φ∈D(R), with ∫φ(x)dx=1, and
set φε(x)=ε−1φ(x/ε). As φεD′(R)⟶ε→0δ, we have: SGD′([φε])={0}. We note
also that SGCp([φε])={0}. Indeed, for any
K⋐R∗=R\{0} and
ε small enough, φε is null on K and,
therefore, φεC∞(R∗)⟶ε→0=0.
(iii) Take u=[uε] with uε(x)=εsin(x/ε). We have
that limpK,0(uε)=0, for all K⋐R, whereas
limpK,1(uε) does not exist for l≥1. Therefore*
[TABLE]
Remark 4
For any (p,q)∈N2
with p≤q, and u∈G, it holds that SGCp(u)⊂SGCq(u).
3 The concept of (a,F)*-*microlocal
analysis
Let Ω be an open set in X. Fix u=[uλ]∈A(Ω) and x∈Ω. The idea of the (a,F)*-*microlocal analysis is the following: (uλ)λ may not tend to a section of F above a neighborhood of
x, that is, there exists no V∈Vx and no f∈F(V) such that ΛlimF(V)uλ=f. Nevertheless, in this case, there
may exist V∈Vx, r≥0 and f∈F(V) such that ΛlimF(V)aλ(r)uλ=f, that is [aλ(r)uλ∣V] belongs to the subspace (resp. subalgebra)
FA(V) of A(V) introduced in Subsection
2.4.
These preliminary remarks lead to the following concept.
3.1 The (a,F)*-*singular parametric
spectrum
We recall that a is a map from R+ to A+ such that a(0)=1 and F is a presheaf of topological vector spaces (or
topological algebras). For any open subset Ω of X, u=[uλ]∈A(Ω) and x∈Ω, set
[TABLE]
It is easy to check that N(a,F),x(u) does not depend on the representative of u. If no confusion may
arise, we shall simply write
[TABLE]
Theorem 7
*Suppose that:
(a) For all λ∈Λ*
[TABLE]
*and, for all r∈R+\{0}, the net
(aλ(r))λ converges to [math] in
K.
(b)F is a presheaf of
separated locally convex topological vector spaces.
Then we
have, for u∈A(Ω):
(i) If r∈Nx(u), then [r,+∞) is included in Nx(u).
Moreover, for all s>r, there exists V∈Vx such that:
ΛlimF(V)(aλ(s)uλ∣V)=0. Consequently, Nx(u) is
either empty, or a sub-interval of R+.
(ii) More precisely, suppose that for x∈Ω, there exist
r∈R+, V∈Vx andf∈F(V), nonzero
on each neighborhood of x included in V, such that ΛlimF(V)(aλ(r)uλ∣V)=f. Then Nx(u)=[r,+∞).(iii) In the situation of (i) and (ii), we have that 0∈Nx(u) iff Nx(u)=R+. Moreover, if
one of these assertions holds, the limits ΛlimF(V)(aλ(s)uλ∣V) can be non null only for s=0.*
Proof.(i) If r∈Nx(u), there exist V∈Vx and
f∈F(V) such that ΛlimF(V)(aλ(r)uλ∣V)=f. As F(V) is
locally convex, its topology may be described by a family QV=(qj)j∈J(V) of semi-norms. For all
s>r, we have, for any j∈J(V),
[TABLE]
From Λlimqj(aλ(r)(uλ∣V−f))=0, we have qj(aλ(r)uλ∣V)<+∞ and Λlimqj(aλ(s)(uλ∣V))=0, since
aλ(s−r)→Λ0. Thus ΛlimF(V)(aλ(s)uλ∣V)=0.
(ii) From (i), we have [r,+∞)⊂Nx(u). Suppose that there exists t<r in
Nx(u). Then we get W∈Vx, which can be chosen included in
V, and g∈F(W) such that ΛlimF(W)(aλ(t)uλ∣W)=g. With the notations of the proof of (i), we have
[TABLE]
As qj(aλ(t)uλ∣V) is bounded, it
follows that Λlimqj(aλ(r)(uλ∣W))=0, which is in contradiction with ΛlimF(V)(aλ(r)(uλ∣V)=f≡0 on W.
(iii)The first assertion follows directly from
(i) and the second from (ii).
From now on, we suppose that the hypotheses (a) and (b) of Theorem
7 are fulfilled. We set
[TABLE]
According to the previous remarks and comments, Σ(a,F),x(u) is an interval of R+ of the form
[0,R(a,F),x(u)) or
[0,R(a,F),x(u)],
the empty set, or R+.
Definition 4
The (a,F)-singular spectrum* of u∈A(Ω) is the set*
[TABLE]
Example 4
Take X=Rd, E=C∞,
F=Cp (p∈N=N∪{+∞}), f∈C∞(Ω). Set u=[(ε−1f)ε]
and v=[(ε−1∣lnε∣f)ε] in A(Ω)=G(Ω). Then, for all x∈R,
[TABLE]
Remark 5
We have: Σ(a,F),x(u)=∅ iff N(a,F),x(u)=R+ and, according to Theorem 7, iff 0∈N(a,F),x(u), that is, there exist (V,f)∈Vx×F(V) such that ΛlimF(V)(aλ(0)uλ∣V)=f. As aλ(0)≡1, this last assertion is
equivalent to x∈OAF(u).
Thus Σ(a,F),x(u)=∅ iff
x∈/SAF(u).
This remark implies directly the:
Proposition 8
The projection of the (a,F)-singular spectrum of u on Ω is the F-singular
support of u.
3.2 Example: The Colombeau case
In this subsection we investigate the relationship between the (a,F)*-*singular spectrum and the sharp topology for
X=Rd, E=C∞, F=Cp (p∈N), A=G,
aε(r)=εr. First, let us remark
that, for u=[uε]∈G(Ω), x∈Ω(Ω∈O(Rd)), N(a,Cp),x(u)
is never empty.
Indeed, consider V∈Vx with V⋐Ω. There
exists m>0 such that pp,V(uε)=o(ε−m) as ε→0. Thus, pk,V(uε)=o(ε−m) for all k≤p and ε→0limCp(V)(εmuε∣V)=0. Thus [m,+∞)⊂N(a,Cp),x(u).\vskip3.0ptplus1.0ptminus1.0pt
Let us now recall the construction of the sharp topology on G(Ω) . For u=[(uε)ε]∈G(Ω), K⋐Ω, l∈N, set
[TABLE]
The real number vK,l(u) is well defined, i.e. does not depend on the
representative of u, and is called the (K,l)-*valuation *of u. It has the usual properties:
(i)∀λ∈C\{0},∀u∈G(Ω),vK,l(λu)=vK,l(u)
;
(ii)∀u,v∈G(Ω),vK,l(u+v)≤sup(vK,l(u),vK,l(v)).
The family (vK,l) permits to define the (K,l)-pseudodistancesdK,l on G(Ω) by
[TABLE]
which turns out to be ultrametric:
[TABLE]
The topology defined by the family (dK,l)K,l is called
the sharp topology on G(Ω).
As we are interested here in valuations greater or equal to [math], we set, for
u∈G(Ω),
[TABLE]
We can define, for x∈Ω, the l-*valuation *of u at x by
[TABLE]
and set, for any p∈N,
[TABLE]
Proposition 9
For all p∈N, [uε]∈G(Ω) and x∈Ω, we have
[TABLE]
Proof. Take r>νxp(u). Then, for any l with 0≤l≤p, one has
r>νx,l(u) and there exists V∈V(x),V
relatively compact, such that vV,l(u)<r. Thus, \mathbb{\,}p_{\overline{V},l}\left(u_{\varepsilon}\right)=\mathrm{o}(\varepsilon^{-r}),\as ε→0, and ε→0limCp(V)(εruε∣V)=0, which implies that r>R(a,Cp),x(u) and νxp(u)≥R(a,Cp),x(u). Conversely, if
r>R(a,Cp),x(u), there exists
V∈V(x) such that ε→0limCp(V)(εruε∣V)=0. For any relatively compact
neighborhood W of x included in V, we get pW,l(uε)=o(ε−r) and r>vW,l(u)>νx,l(u). Thus, r≥νxp(u) and νxp(u)≤R(a,Cp),x(u).
3.3 Some properties of the (a,F)-singular parametric
spectrum
Notation 2
For u=[uλ]∈A(Ω),
ΛlimF(V)(aλ(r)uλ∣V)∈F(V) means that there exists f∈F(V) such
that ΛlimF(V)(aλ(r)uλ∣V)=f.
3.3.1 Linear properties
Proposition 10
For any u,v∈A(Ω), we have
[TABLE]
Proof. Let r be in Nx(u)∩Nx(v). Then there exist V∈Vx
and W∈Vx such that
[TABLE]
Thus ΛlimF(V∩W)(aλ(r)(uλ+vλ)∣V∩W)∈F(V∩W) and r∈Nx(u+v).
Consequently,
[TABLE]
We obtain the result by taking the complementary sets in R+.
Corollary 11
For any u, u0, u1 in A(Ω) with
[TABLE]
we have
[TABLE]
Proof. Proposition 10 and condition (ii) give SA(a,F)(u)⊂SA(a,F)(u1). As (i) implies u0=u−u1, we obtain the converse
inclusion, and thus the equality.
3.3.2 Differential properties
We suppose that F is a sheaf of topological differential vector
spaces (resp. algebras), with continuous differentiation, admitting
E as a subsheaf of topological differential algebras. Then the
sheaf A is also a sheaf of differential algebras with, for any
α∈Nd and u∈A(Ω),
[TABLE]
The independence of ∂αu on the choice of representative
follows directly from the definition of J(IA,E,P).)
Proposition 12
Let u\be in A(Ω).
For all ∂α, α∈Nd, we have
[TABLE]
Proof. Take u∈A(Ω), α∈Nd, x∈Ω, r∈Nx(u). There exists V∈Vx,f∈F(V) such that
[TABLE]
The continuity of ∂α implies that
[TABLE]
Thus Nx(u)⊂Nx(∂αu). The result is
proved.
In the following two results we require that F is a sheaf of
topological modules over E, in addition. The proofs are straightforward.
Let P(∂)=∣α∣≤m∑Cα∂α be a differential polynomial with
coefficients in E(Ω). For any u∈A(Ω), we have
[TABLE]
3.3.3 Nonlinear properties
Theorem 15
For given u and v∈A(Ω), let Di
(i=1,2,3) be the following disjoint sets:
[TABLE]
Then the (a,F)-singular asymptotic spectrum of uv verifies
[TABLE]
where (for any x∈D3)
[TABLE]
Proof. Suppose that x belongs to D1. Then x is not in SAF(v) and we have
[TABLE]
If Nx(u) is not empty, let r be in Nx(u). As Nx(v)=R+, we have r∈Nx(v). Thus there exists V∈Vx (resp.
W∈Vx) such that [aλ(r)uλ∣V]∈FA(V) (resp. [aλ(r)vλ∣W]∈FA(W)). As F is a sheaf of topological algebras we
have
[TABLE]
Thus, r belongs to Nx(uv). Therefore, we have proved that Σx(uv)⊂Σx(u). If Nx(u) is empty, we have Σx(u)=R+ and the above inclusion is obviously fulfilled. For
x in D2, the same proof gives Σx(uv)⊂Σx(v).\vskip3.0ptplus1.0ptminus1.0pt
Consider x in D3. Then, Σx(u) and Σx(v)
are not empty. We suppose first that both of them are not equal to
R+. Set R=supΣx(u) and S=supΣx(v). If
r>R, there exists r′∈Nx(u) such that R<r′<r and
then, from the part (i) of Theorem 7, there exists
V∈Vx such that
[TABLE]
Similarly, if s>S, there exists W∈Vx such that
[TABLE]
Then ΛlimF(V∩W)(aλ(r)aλ(s)(uλvλ)∣V∩W)=0. By expressing this limit in
terms of semi-norms, as in the proof of Theorem 7 and by using
the inequality aλ(r+s)≤aλ(r)aλ(s), we get
that ΛlimF(V∩W)(aλ(r+s)(uλvλ)∣V∩W)=0. Thus
[TABLE]
for any r>R and s>S. Thus
[TABLE]
If Σx(u) or Σx(v) is equal to R+, the
obvious inclusion Σx(uv)⊂R+ gives the last result.
Corollary 16
For given u∈A(Ω) and p∈N∗, we have
[TABLE]
where H_{p,x}(u)=\left\{\begin{array}[c]{l}[0,p\sup\Sigma_{x}(u)]\text{ if }\Sigma_{x}(u)\neq\mathbb{R}_{+}\\
\mathbb{R}_{+}\text{ if }\Sigma_{x}(u)=\mathbb{R}_{+}\end{array}\right.
Proof. When Σx(u)=R+, the result is obvious. Suppose now
Σx(u)=R+. We shall prove the result by induction. If
p=1, the result is a simple consequence of the definitions. Suppose that the
result holds for some p≥1. Set v=up in the previous theorem. We have
[TABLE]
Thus
[TABLE]
by using the induction hypothesis. It follows a fortiori that
[TABLE]
4 Applications to partial differential equations
In this section we shall compute various (a,F)*-singular spectra of solutions to linear and nonlinear partial
differential equations. Throughout we shall suppose that Λ=]0,1],
X=Rd, E=C∞, F=Cp (1≤p≤∞) or F=D′, aε(r)=εr. The results will hold for
any (C,E,P)-*algebra
[TABLE]
such that (aε(r))ε∈A+ for all
r∈R+ and property (9) holds.
Example 5
The (a,Cp)-singular spectrum of powers of the
delta function. Given a mollifier of the form
[TABLE]
its class in A(Rd) defines the delta function
δ(x) as an element of A(Rd). Its powers are
given by (m∈N)
[TABLE]
Clearly, the C0-singular spectrum is given by
[TABLE]
Differentiating φm(x) and observing that for each derivative there
is a point x at which it does not vanish we see that
[TABLE]
Example 6
The (a,D′)-singular spectrum of powers of the delta
function. Given a test function ψ∈D(Rd), we
have
[TABLE]
thus
[TABLE]
4.1 The singular spectrum of solutions to linear hyperbolic equations
Consider the Cauchy problem for the d-dimensional linear wave equation
[TABLE]
where u0ε,u1ε∈C∞(Rd) represent elements u0,u1 of an algebra A(Rd) as outlined at the beginning of this section. Under
suitable assumptions on the ring A, the corresponding net of classical
smooth solutions represents a unique solution u in the algebra
A(Rd+1); for example, this holds in the Colombeau
case [16]. Let t→E(t)∈C∞(R:E′(Rd)) be the fundamental solution of the
Cauchy problem. Then
[TABLE]
If for some r≥0 and u0∈D′(Rd),
[TABLE]
for all ψ∈D(Rd), then
[TABLE]
for all ψ∈D(Rd) and t∈R as well.
We arrive at the following assertion.
Proposition 17
Assume that SA(a,D′)(u0) and SA(a,D′)(u1) are contained in Rd×I, where I=∅,
I=[0,r[ or I=[0,r] for some r, 0≤r≤∞. Let
u∈A(Rd+1) be the solution to the linear wave
equation (10). Then SA(a,D′)(u(⋅,t))⊂Rd×I for
all t∈R.
This upper bound may or may not be reached, depending on the effects of finite
propagation speed or the Huyghens principle in odd space dimension d≥3.
We just illustrate some of the possible effects for the one-dimensional wave
equation with powers of delta functions as initial data. Thus we consider the
problem
[TABLE]
where φ is a mollifier as in Example 5 and c0,c1∈R. The solution to (11) is given by
[TABLE]
We observe that uε(x,t)=0 for sufficiently small
ε when ∣x∣>∣t∣, that is, outside the light cone, and
uε(x,t)=sign\vspace0.5pt(t)2c1εn−1∥φn∥L1(R) for
sufficiently small ε when ∣x∣<∣t∣.
with the provision that SA(a,D′)(u)=∅ when m=1. If in
equation (11) c0=0, c1=0 then
[TABLE]
When both c0 and c1 are nonzero the singular spectrum is obtained as
the union of the two spectra. For the C0-singular spectrum the
following results hold: If in equation (11) c0=0,
c1=0 then
[TABLE]
If c0=0, c1=0 then
[TABLE]
4.2 The singular spectrum of solutions to semilinear hyperbolic
equations
In this subsection we study the paradigmatic case of a semilinear transport
equation
[TABLE]
where λ and F are smooth functions of their arguments. In this
situation, the singular spectrum of the initial data may be decreased or
increased, depending on the function F. We observe that by a change of
coordinates we may assume without loss of generality that λ≡0. In
fact, denote by s→γ(x,t,s) the characteristic curve of
(12) passing through the point x at time s=t, that is
the solution to
[TABLE]
The function v(y,s)=u(γ(y,0,s),s) is a solution of the initial value
problem
[TABLE]
at least as long as the characteristic curves exist.
Example 8
(The dissipative case) The equation
[TABLE]
has the solution
[TABLE]
When the initial data are given by a power of the delta function,
u0ε(x)=φεm(x), the solution formula
shows that uε(x,t) is a bounded function (uniformly in
ε) and supported on the line {x=0}. Thus uε(x,t) converges to zero in D′(R×]0,∞[), and so
[TABLE]
Example 9
The equation
[TABLE]
has the solution
[TABLE]
We first take a delta function as initial value, that is, u0ε(x)=φε(x). Then
[TABLE]
for ψ∈D(R2). Thus in this case
[TABLE]
On the other hand, taking the derivative of a delta function as initial value,
u0ε(x)=φε′(x), a similar calculation
shows that
[TABLE]
and so
[TABLE]
The next example shows that it is quite possible for the singular spectrum to
increase with time.
Example 10
The equation
[TABLE]
has the solution
[TABLE]
provided u0ε>−1 in which case the function on the right hand
side of the differential equation is smooth in the relevant region. To
demonstrate the effect, we take a power of the delta function as initial
value, that is u0ε(x)=φεm(x). Then
[TABLE]
In situations where blow-up in finite time occurs, microlocal asymptotic
methods allow to extract information beyond the point of blow-up. This can be
done by regularizing the initial data and truncating the nonlinear term. We
demonstrate this in a simple situation.
Example 11
Formally, we wish to treat the initial value problem
[TABLE]
where H denotes the Heaviside function. Clearly, the local solution
u(x,t)=H(x)/(1−t) blows up at time t=1 when x>0. Choose χε∈C∞(R) with
[TABLE]
Further, let Hε(x)=H∗φε(x) where
φε is a mollifier as in Example 5. We
consider the regularized problem
[TABLE]
When x<0 and ε is sufficiently small, uε(x,t)=0
for all t≥0. For x>0, uε(x,t)=1/(1−t) as long as
t≤1−εs. The cut-off function is chosen in such a way that
∣χε(z)z2∣≤(1+ε−s)2 for all
z∈R. Therefore,
[TABLE]
Continuing the regularized solution beyond time t=1−εs, we
infer by combining the two inequalities that ε−s≤uε(x,t)≤1+ε−s for t≥1−εs when
x>0 and ε is sufficiently small. Finally, as long as t<1, the
regularized solution remains bounded with respect to ε near
(0,t) for ε small enough; after t=1, the
asymptotic growth of order ε−s spills over into any
neighborhood of every point (x,t) for x≥0.
Collecting all previous estimates, we obtain the following C0-singular support and (a,C0)-singular spectrum
(for aε(r)=εr) of u=[uε]:
[TABLE]
[TABLE]
The C0-singularities (resp. (a,C0)-singularities) of u are described by means of two sets: S1(u) and S2(u) (resp. S1(u)×{0} and S2(u)×[0,s]). The set
S1(u) (resp. S1(u)×{0}) is related to the data C0 (resp. (a,C0))-singularity. The set S2(u) (resp.
S2(u)×[0,s]) is related to the
singularity due to the nonlinearity of the equation giving the blow-up at
t=1. The blow-up locus is the edge {x≥0,t=1} of
S2(u) and the strength of the blow-up is measured by the
length s of the fiber [0,s] above each point of the blow-up
locus. This length is closely related to the diameter of the support of the
regularizing function χε and depends essentially on the
nature of the blow-up: Changing simultaneously the scales of the
regularization and of the cut-off (i.e. replacing ε by some
function h(ε)→0 in the definition of φε
and χε) does not change the fiber and characterizes a sort
of moderateness of the strength of the blow-up.
4.3 The strength of a singularity and the sum law
When studying the propagation and interaction of singularities in semilinear
hyperbolic systems, Rauch and Reed [18] defined the strength of a
singularity of a piecewise smooth function. We recall this notion in the
one-dimensional case. Assume that the function f:R→R
is smooth on ]−∞,x0] and on [x0,∞[ for some point
x0∈R. The strength of the singularity of f at x0
is the order of the highest derivative which is still continuous across
x0. For example, if f is continuous with a jump in the first derivative
at x0, the order is [math]; if f has a jump at x0, the order is −1.
Travers [21] later generalized this notion to include delta
functions. Slightly deviating from her definition, but in line with the one of
[18], we define the strength of singularity of the k-th
derivative of a delta function at x0, ∂xkδ(x−x0),
by −k−2.
The significance of these definitions is seen in the description of what Rauch
and Reed termed anomalous singularities in semilinear hyperbolic
systems. We demonstrate the effect in a paradigmatic example, also due to
[18], the (3×3)-system
[TABLE]
Assume that u0 has a singularity of strength n1≥−1 at x1=−1 and v0 has a singularity of strength n2≥−1 at x2=+1.
The characteristic curves emanating from x1 and x2 are straight
lines intersecting at the point x=0, t=1. Rauch and Reed showed that, in
general, the third component w will have a singularity of strength n3=n1+n2+2 along the half-ray {(0,t):t≥1}. This half-ray does
not connect backwards to a singularity in the initial data for w, hence the
term anomalous singularity. The formula n3=n1+n2+2 is
called the sum law. Travers extended this result to the case where
u0 and v0 were given as derivatives of delta functions at x1
and x2. We are going to further generalize this result to powers of delta
functions, after establishing the relation between the strength of a
singularity of a function f at x0 and the singular spectrum of
f∗φε.
We consider a function f:R→R which is smooth on
]−∞,x0] and on [x0,∞[ for some point x0∈R; actually only the local behavior near x0 is relevant. We fix
a mollifier φε(x)=ε1φ(εx) as in Example 5 and denote the corresponding
embedding of D′(R) into the (C,E,P)*-*algebra A(R) by
ι. In particular, ι(f)=[f∗φε].
If f is continuous at x0, then limε→0f∗φε=f in C0. If f has a jump x0, this
limit does not exist in C0, but limε→0εrf∗φε=0 in C0 for every
r>0. We have the following result.
Proposition 18
Let x0∈R. If f:R→R is a smooth function on ]−∞,x0] and on [x0,∞[ or f(x)=∂xkδ(x−x0) for some k∈N, then the strength of the singularity of f at x0 is −n if
and only if
[TABLE]
Here n∈N and aε(r)=εr.
Proof. When n=0, the function f is continuous and its derivative has a jump at
x0. From what was said before Proposition 18 it follows
that \Sigma_{(a,\mathrm{C}^{1}),x_{0}}\big{(}\iota(f)\big{)}=\{0\}. When
n=1, the function f has a jump itself at x0 and its distributional
derivative contains a delta function part. Thus limε→0εrf∗φε=0 in C0 for every
r>0 and limε→0εr∂xf∗φε=0 in C0 for every r>1, and neither of
the two limits exists for smaller r. Therefore, \Sigma_{(a,\mathrm{C}^{1}),x_{0}}\big{(}\iota(f)\big{)}=[0,1]. When n≥2, f(x)=∂xn−2δ(x−x0) and the assertion is straightforward.
We shall now return to the model equation (13) and demonstrate
that the sum law remains valid when the initial data are powers of delta
functions. We work in suitable (C,E,P)*-*algebras A(R) and A(R2) in which the initial value problem (13) can be uniquely
solved (see the discussion at the beginning of
Subsection 4.1). We still consider the scale
aε(r)=εr.
Proposition 19
Let u0(x)=δm(x+1), v0(x)=δn(x−1) for some
m,n∈N∗. Let w∈A(R2) be the
third component of the solution to problem (13). Then w(x,t)
vanishes at all points (x,t) with x=0 as well as (0,t) with t<1,
and
[TABLE]
for t≥1.
Proof. A representative of w is given by
[TABLE]
The fact that the mollifier φ has compact support entails that
wε(x,t) vanishes for sufficiently small ε whenever
x=0 or t<1. We have
[TABLE]
If the support of φ is contained in an interval [−κ,κ],
say, then the t-integrations extend at most from x+1−κε to
x+1+κε at fixed x. Therefore, all terms converge to zero
uniformly on R2 when multiplied by εr with
r>m+n. This proves the assertion.
Using the correspondence between the singular spectrum and the strength of a
singularity formulated in Proposition 18, as well as
Example 5, we may say that the strength of the singularity of
δm(x+1) at x0=−1 is n1=−m−1, while the strength of the
singularity of δn(x−1) at x0=+1 is n2=−n−1. The strength
of the singularity of the solution w at points (0,t) with t≥1 is
−m−n=n1+n2+2 and is seen to satisfy the sum law.
4.4 Regular Colombeau generalized functions
The subsheaf G∞ of
regular Colombeau functions of the sheaf G is defined as
follows [16]: Given an open subset Ω of Rd, the
algebra G∞(Ω) comprises those elements u of
G(Ω) whose representatives (uε)ε satisfy the condition
[TABLE]
The decisive property is that the bound of order ε−m is uniform
with respect to the order of derivation on compact sets. The algebra
G∞(Ω) satisfies G∞(Ω)∩D′(Ω)=C∞(Ω) and forms
the basis for the investigation of hypoellipticity of linear partial
differential operators in the Colombeau framework. We are going to
characterize the G∞-property in terms of the
C∞-singular spectrum. The scale a is still given by
aε(r)=εr.
Proposition 20
Let u∈G(Ω). Then u belongs to G∞(Ω) if and only if
[TABLE]
for all x∈Ω.
Proof. If u∈G∞(Ω), x∈Ω and Vx is a
relatively compact open neighborhood of x, property (14) says
that there is m∈N such that limε→0εmuε=0 in C∞(Vx). Thus
\Sigma_{(a,\mathrm{C}^{\infty}),x}\big{(}u\big{)}\neq\mathbb{R}_{+}.
Conversely, if \Sigma_{(a,\mathrm{C}^{\infty}),x}\big{(}u\big{)}\neq\mathbb{R}_{+} we can find an open neighborhood Vx of x and
m(x)∈N such that limε→0εruε=0 in C∞(Vx) for all r≥m. Any
compact set K can be covered by finitely many such neighborhoods. Letting
m be the maximum of the numbers m(x) involved, we obtain property
(14).
In relation with regularity theory of solutions to nonlinear partial
differential equations, a further subalgebra of G(Ω) has
been introduced in [17] – the algebra of Colombeau functions
of total slow scale type. It consists of those elements u of
G(Ω) whose representatives (uε)ε satisfy the condition
[TABLE]
The term slow scale refers to the fact that the growth is slower than
any negative power of ε as ε→0. This property can
again be characterized by means of the singular spectrum.
Proposition 21
An element u∈G(Ω) is of total slow scale type if and
only if
[TABLE]
for all x∈Ω.
Proof. If u is of total slow scale type, x∈Ω and Vx is a relatively
compact open neighborhood of x, property (15) implies that
limε→0εsuε=0 in
C∞(Vx) for every s>0. Thus \Sigma_{(a,\mathrm{C}^{\infty}),x}\big{(}u\big{)}\subset\{0\}. To prove the converse, we take a
compact subset K and r>0 and cover K by finitely many neighborhoods
Vx of points x∈K such that limε→0εruε=0 in C∞(Vx). Then
property (15) follows.
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