The fundamental solution of a class of ultra-hyperbolic operators on Pseudo $H$-type groups
Wolfram Bauer, Andr\'e Froehly, Irina Markina

TL;DR
This paper derives fundamental solutions for a class of ultra-hyperbolic operators on pseudo H-type groups, revealing their existence, properties, and limitations depending on the group's signature.
Contribution
It introduces explicit fundamental solutions for ultra-hyperbolic operators on pseudo H-type groups and analyzes their solvability and distributional properties.
Findings
Explicit fundamental solutions for r=0, s>0 cases.
No fundamental solutions in tempered distributions for r>0.
Discussion on local solvability and Schwartz distribution solutions.
Abstract
Pseudo -type Lie groups of signature are defined via a module action of the Clifford algebra on a vector space . They form a subclass of all 2-step nilpotent Lie groups and based on their algebraic structure they can be equipped with a left-invariant pseudo-Riemannian metric. Let denote the Lie algebra corresponding to . A choice of left-invariant vector fields which generate a complement of the center of gives rise to a second order operator \begin{equation*} \Delta_{r,s}:= \big{(}X_1^2+ \ldots + X_n^2\big{)}- \big{(}X_{n+1}^2+ \ldots + X_{2n}^2 \big{)}, \end{equation*} which we call ultra-hyperbolic. In terms of classical special functions we present families of fundamental solutions of in the case , and study their properties.…
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Taxonomy
TopicsMathematical Analysis and Transform Methods · Advanced Mathematical Physics Problems · Spectral Theory in Mathematical Physics
The fundamental solution of a class of ultra-hyperbolic operators on Pseudo -type groups
Wolfram Bauer and André Froehly
Institut für Analysis, Leibniz Universität Hannover,
Welfengarten 1, 30167 Hannover, Germany
E-mail: [email protected]
E-mail: [email protected]
Irina Markina
Department of Mathematics, University of Bergen, ,
P.O. Box 7800, Bergen N-5020, Norway
E-mail: [email protected] All authors have been supported by the DAAD-NFR project ”Subriemannian structures on Lie groups, differential forms and PDE”; project number (NFR) 267630/F10 and (DAAD) 57344898.
Abstract
Pseudo -type Lie groups of signature are defined via a module action of the Clifford algebra on a vector space . They form a subclass of all 2-step nilpotent Lie groups and based on their algebraic structure they can be equipped with a left-invariant pseudo-Riemannian metric. Let denote the Lie algebra corresponding to . A choice of left-invariant vector fields which generate a complement of the center of gives rise to a second order operator
[TABLE]
which we call ultra-hyperbolic. In terms of classical special functions we present families of fundamental solutions of in the case , and study their properties. In the case of we prove that admits no fundamental solution in the space of tempered distributions. Finally we discuss the local solvability of and the existence of a fundamental solution in the space of Schwartz distributions.
keywords: left invariant homogeneous differential operator, distributions, local solvability, Bessel functions
MSC 2010: primary: 65M80, secondary: 22E25
1 Introduction
The study of existence and explicit representations of a fundamental solution to various geometrically induced differential operators has stimulated some research during the last decades (cf. [6, 8, 14, 18, 21, 22, 24, 26]). In this paper we are concerned with such a problem in case of a second order homogeneous differential operator which is induced by a pseudo -type Lie group (see Section 2 for the precise definitions). We write for the Lie algebra of and in the standard way we identify and through the exponential map. The Lie algebra is nilpotent of step two and it admits a decomposition into its center and a complement. The subspace is even dimensional and generates a left invariant distribution on spanned by . Moreover, is equipped with a pseudo-Riemannian left-invariant metric which has signature when it is restricted to the distribution. The differential operator induced by this setup has the explicit form
[TABLE]
Due to its similarity with the classical ultra-hyperbolic operator
[TABLE]
on we call an ultra-hyperbolic operator on the Lie group . We note that degenerates on the center and different from it has non-constant coefficients such that the theorem of Malgrange-Ehrenpreis on the existence of a fundamental solution is not at disposal. In the special case where is the Heisenberg group an explicit representation of a fundamental solution of (1) has been previously obtained in [22, 26].
The global solutions to the equation and some of its generalizations on the Heisenberg group has been studied in [16, 17]. Therein the Heisenberg group was realized as a flag manifold of some classical group factored by a parabolic subgroup and the differential operators are acting on the sections of certain line bundles. It has been observed in [2, 13] that some of the pseudo -type groups can also be interpreted as flag manifolds. In these cases the action of the ultra-hyperbolic operator may be considered on the corresponding bundle.
The goals of this paper are as follows:
- (a)
Characterize the pairs for which the ultra-hyperbolic operator admits a fundamental solution within the space of tempered or Schwartz distributions.
- (b)
Explicitly derive a class of fundamental solutions in the space of tempered distributions in all cases in which the existence is guaranteed.
- (c)
Characterize the local solvability of the ultra-hyperbolic operator .
Our strategy of deriving the fundamental solution of (1) in the most general setting is based on the following observation by J. Tie in [26]. In the case of signature it can be verified that a suitable change from real to complex variables in (1) transforms the ultra-hyperbolic operator into a sub-Laplace operator on . Based on the sub-ellipticity of the existence of the heat kernel and a fundamental solution is guaranteed. Performing the same transformation to an explicit form of the fundamental solution of , produces - after a regularization procedure - a fundamental solution of the ultra-hyperbolic operator . In case of an arbitrary pseudo -type group with signature a similar change of variables in formally gives the sub-Laplace operator corresponding to a certain 2-step nilpotent Lie group. The heat kernel of is known explicitly (c.f. [5, 7, 11]) and can be used to calculate a fundamental solution of via an integration over the ”time variable”. In the same way as before the corresponding change of variables in the fundamental solution of produces a formal expression of a fundamental solution of . However, a regularization process which rigorously defines a tempered distribution seems only possible in the case . As it turns out this is not an artifact. In the last part of the paper we will show that for a fundamental solution of in the space of tempered distributions or even within the Schwartz distributions does not exist.
The non-uniqueness of a fundamental solution for a class of second order differential operators on a Lie group which contains in a very special case was observed in [21, 22, 26]. In our general setting we will present an uncountable family of fundamental solutions of , in (1) and relate them to classical special functions (e.g. Bessel functions of the first and second kind). One of the fundamental solutions of the ultra-hyperbolic operator on the Heisenberg group obtained in [26] coincides with an iterated integral expression which previously and by different methods was presented by D. Müller and F. Ricci in [22]. This fact was already noticed by J. Tie in [26] and since our approach generalizes the expression presented there, it is not surprising that we can detect among the above mentioned family of distributions. In a second step we generalize D. Müller and F. Ricci’s formula to the case and .
Finally we consider the ultra-hyperbolic operator in the case . It is known that a left-invariant differential operator on a Lie group in general does not possesses a global fundamental solution among the tempered distributions . Additional assumptions on the group and the operator have to be made to guarantee the existence (see [23] and the references therein). In Theorem 9.11 we prove that in the case the ultra-hyperbolic operator does not admit a fundamental solution in . One may pose the question whether one can invert in the larger space of Schwartz distributions. On the homogeneous Lie group this question is known to be related to the local solvability of the operator (see [3, 20]). Based on a criterion by D. Müller in [20, Theorem 10.2] we show that is not locally solvable if and only if . Using this fact we can answer the above question in a negative sense and prove non-existence of a fundamental solution of , in .
The paper is organized as follows.
In Section 2 we recall the notion of a pseudo -type group attached to a -Clifford module and we present two low dimensional examples of such groups. In suitable coordinates we explicitly represent the left-invariant ultra-hyperbolic operator as a difference of two sum-of-squares operators.
Section 3 contains more details on the ultra-hyperbolic operator together with a few technical calculations that play a role in the subsequent analysis. In particular, we consider after a partial Fourier transform as an operator on the Schwartz space.
Via a suitable change from real to complex coordinates we relate the ultra-hyperbolic operator to a (hypo-elliptic) sub-Laplace operator on a 2-step nilpotent Lie group in Section 4.
In Section 5 we rigorously show that the distribution derived in Section 4 in fact defines a fundamental solution of , i.e., in the case where and .
We note that is not the unique fundamental solution and we relate it to classical special function (Bessel functions of the first and second kind) in Section 6. As a result we present an uncountable family of fundamental solutions.
In Section 7 we present a second form of a (specific) fundamental solution of which was obtained in the previous chapter. In the case of this form coincides with the expression obtained in [21, 26]. However, since the condition is not required in our setup we have obtained a generalization of the distributions in [21, 26] to Lie groups with center dimension .
Section 8 discusses the singularities of a fundamental solution in the case . In particular, we determine a cone in containing its singular support.
The remaining two chapters are concerned with the invertibility of in the case . In Section 9 we prove that in this case no fundamental solution among the tempered distributions exists. In the final Section 10 we relate our results to the problem of local solvability of for . Based on a theorem by D. Müller in [20] we show non-local solvability and non-existence of a fundamental solution in the Schwartz distributions .
In the appendix we relate a family of classical distributions associated to a non-degenerate quadratic form on in [14] to the representation of the fundamental solution of which was obtained in Chapter 7.
2 Pseudo -type groups
Let and consider with the non-degenerate bilinear form (scalar product)
[TABLE]
and the corresponding quadratic form . We denote by the Clifford algebra generated by . Let be a -Clifford module, i.e., is a real vector space with module action
[TABLE]
For we use the notation . Moreover, we write for the set of all matrices with entries in .
Definition 1**.**
We call the module of the Clifford algebra admissible if it carries a non-degenerate symmetric bilinear form which satisfies the following properties:
[TABLE]
where denotes the identity operator. Note that conditions (3) and (4) are equivalent if property (5) holds. The existence of admissible modules for the Clifford algebra was shown in [9, Theorem 2.1]. The following is known, see [9, Proposition 2.2]:
Lemma 2.1**.**
If , then has positive definite and negative definite subspaces of the same dimension. In particular, we have for some .
In what follows we consider the case only. We may define a Lie bracket through the following equation
[TABLE]
Definition 2**.**
Let be an admissible -module. With the above bracket relation and centre the space
[TABLE]
defines a -step nilpotent Lie algebra which we call pseudo -type algebra. Further information on the algebraic properties of such algebras and an analysis of associated second order differential operators can be found in [4, 9, 12].
Example 2.2**.**
(The Heisenberg algebra ) We represent the Heisenberg Lie algebra as a pseudo -type algebra via an admissible -module. Let be such that and consider with basis . Define
[TABLE]
We put ,
and extend by linearity. One obtains:
[TABLE]
Thus, , whereas the other commutators vanish.
Example 2.3**.**
(The algebra ) We choose a basis of with
[TABLE]
Then and an admissible module of minimal dimension is 4-dimensional. In this case we may choose with and put
[TABLE]
We obtain the following table of commutation relations of :
[TABLE]
Moreover, we may show that
[TABLE]
For a 2-step nilpotent Lie algebra induced by a connected and simply connected Lie group , the exponential map becomes a diffeomorphism and therefore allows us to identify and . From the Baker-Campbell Hausdorff formula, which states for a 2-step nilpotent Lie algebra that
[TABLE]
we may reconstruct the group structure. In what follows we will write for the connected, simply connected nilpotent Lie group with Lie algebra and call it pseudo -type group. Note that with the above identification and as a vector space we have
[TABLE]
On the pseudo -type algebra (6) we may define a scalar product by
[TABLE]
and extend it to a left-invariant pseudo-Riemannian metric on .
We now write up the construction more explicitly. Given a pseudo -type algebra with and we may identify the generators of a complement of the center and of the center, respectively, with left-invariant vector fields on as follows:
[TABLE]
We assume that
[TABLE]
The structure constants satisfy and are defined through the commutation relations, i.e., we have
[TABLE]
In what follows we form the matrices with entries . We also denote by the standard Euclidean inner product on . Then the corresponding Lie group action on is given by
[TABLE]
where is the -th canonical unit vector. In what follows we put
[TABLE]
Note that . With the obvious notation the vector fields can be expressed in the form:
[TABLE]
In what follows we want to consider the second order differential operator defined in (1) and associated with the pseudo -type group . We call an ultra-hyperbolic operator, due to its similarly with the classical ultra-hyperbolic operator in (2) acting on (see [15, 24]). Our aim is to calculate a fundamental solution for this operator, i.e., we look for a distribution , which satisfies
[TABLE]
where is the Dirac distribution centered at . Note that different from the operator does not have constant coefficients and therefore even the existence of such a fundamental solution is not guaranteed. The differential operator is built from left-invariant vector fields and therefore left-invariant itself. Let be arbitrary and a fundamental solution of as above. With the left-translation:
[TABLE]
consider the distribution . Then by the last remark solves the equation
[TABLE]
where denotes the evaluation in . In the formulas below we will observe a close relation between and similar to the relations between the sub-Laplacian on 2-step nilpotent Lie groups and the Laplacian on .
3 The ultra-hyperbolic operator
Our approach is based on a formal observation by J. Tie in [26] where a fundamental solution of the ultra-hyperbolic operator was constructed in the special case of the Heisenberg Lie algebra (cf. Example 2.2 ). Here the vector fields in (7) take the form:
[TABLE]
More precisely, it is shown that
[TABLE]
is a fundamental solution for (1). Note that needs to be regularized, however a suitable regularization is shown to converge in the space of tempered distributions. Moreover, the structure of the singular support was discussed in [26] and the construction of was reduced to determine the inverse symbol of in the framework of a pseudo-differential calculus. However, Formula (10) may also be deduced by a formal change of coordinates. Putting
[TABLE]
we obtain for that
[TABLE]
Then the operator transforms formally to the corresponding hypoelliptic sub-Laplacian
[TABLE]
where we have
[TABLE]
As is well known (e.g. [6]) a fundamental solution of the sub-Laplacian is given by
[TABLE]
Applying again (14) and transforming we obtain (10) up to the factor , which formally may be interpreted as a ”complex Jacobian”.
In the setting of a general pseudo -type group we aim to use a similar approach to obtain a fundamental solution for the ultra-hyperbolic operator. For ease of notation we work with the full symbol of the operator, which according to (9) is given by:
[TABLE]
As a first step we start by listing some properties of the matrix that reflect the pseudo -type structure. To this end we consider for the matrix describing the Clifford module action, i.e., we have
[TABLE]
Definition 1, (3) implies that:
[TABLE]
We put and , where is positive definite on and negative definite on . In what follows we call the elements of positive and of negative. Notice that is linear with respect to by the definition of . With the identity element we define the matrix
[TABLE]
Let us express elements and linear maps on with respect to the coordinates , . Then we obtain with the euclidean inner product :
[TABLE]
Hence we observe that the transpose of with respect to the non-degenerate bilinear form is given by
[TABLE]
The properties of the Clifford module action in Definition 1 together with the identity (16) imply that for all and therefore:
Lemma 3.1**.**
For we have
[TABLE]
Remark 3.2**.**
Let be chosen such that . According to Definition 1, (1) it follows that maps positive elements to positive elements and negative elements to negative elements, i.e., leaves and invariant. Moreover, if satisfies then maps to and vice versa. Together with the previous lemma this implies that for the matrix may be written as
[TABLE]
such that the following assertions hold true:
and are skew-adjoint, 2. 2.
and , 3. 3.
and .
Here denotes the euclidean square norm of a vector.
For the coefficients we have
[TABLE]
and thus, we obtain for that
[TABLE]
As a consequence the relation between the matrices and is given by:
[TABLE]
We collect some properties of the matrix :
Lemma 3.3**.**
Let . Then
- (1)
The matrix fulfills the relations:
[TABLE]
In particular, since is skew-symmetric we have:
[TABLE]
- (2)
If , then the matrices and only have purely imaginary eigenvalues
[TABLE]
Both eigenvalues and have multiplicity .
Proof.
From (15) and the above relation between and we have:
[TABLE]
and likewise we obtain the other assertions in (1). By (1) the minimal polynomial of and has the form
[TABLE]
showing the assertion in (2). ∎
In our analysis we will make use of the Fourier transform with respect to different groups of variables. First we determine an operator such that
[TABLE]
holds, where denotes the Fourier transform with respect to the -variables. Let us express in the above coordinates in (7):
[TABLE]
Thus, we have
[TABLE]
where denotes the classical ultra-hyperbolic operator (2). Note that we have used that due to the skew-symmetry of . In order to simplify the expression we use that
[TABLE]
which implies
[TABLE]
Applying Lemma 3.3 we can calculate the sum on the right hand side:
[TABLE]
where we define:
[TABLE]
Finally, we note that , which proves:
Lemma 3.4**.**
With the above notation we have:
[TABLE]
Let now denote the Fourier transform on the full space . Consider the differential operator on defined through the equation:
[TABLE]
Lemma 3.4 allows us to easily calculate in an explicit form:
Corollary 3.5**.**
The operator with (20) acts on as:
[TABLE]
where is the ultra-hyperbolic operator in (2) with respect to the variables . Both operators and are formally selfadjoint on .
Proof.
The last statement follows from the observation that is formed by squares of skew-symmetric vector fields. ∎
4 From the Sub-Laplacian to the ultra-hyperbolic operator
From the above considerations we can express the full symbol of the ultra-hyperbolic operator as follows:
[TABLE]
Throughout the paper we use the decomposition and . As in the case of the Heisenberg algebra we formally transform variables and put
[TABLE]
By we denote the variables dual to . According to the matrix representation in (17) we can be interpreted as a -linear family of linear maps on . Writing the symbol in new coordinates, we obtain
[TABLE]
where as before denotes the Euclidean norm and
[TABLE]
Using the properties of the matrices in Remark 3.2 we obtain that is skew-symmetric and . As above we have
[TABLE]
which is exactly the full symbol of the corresponding sub-Laplacian of a two-step nilpotent Lie group with structure matrix . In the next step we calculate a fundamental solution of the sub-Laplacian from the well known expression of its heat kernel (see [5, 7]).
Remark 4.1**.**
Let be the sub-elliptic heat operator. Then the heat kernel
[TABLE]
uniquely is defined by the conditions
and 2. 2.
, in the sense of distributions.
In what follows we will write instead of . For a 2-step nilpotent Lie group it is well known (see e.g. [5] or [7, Theorem 10.2.7]) that the heat kernel explicitly can be written explicitly as an integral:
[TABLE]
where
[TABLE]
is the so-called volume element and
[TABLE]
is the action function. If we put , then the integral
[TABLE]
gives formally a fundamental solution of the sub-Laplacian. Indeed, we have
[TABLE]
In the following steps we will perform a series of formal calculations changing from real to complex variables in the above integral representation of . Convergence of the integral expressions is not guaranteed in each step. However, this formal consideration produces a distribution which in Section 5 will rigorously be shown to be a fundamental solution of the ultra-hyperbolic operator when and . If we use the change of variables (21) in , then we obtain the new kernel:
[TABLE]
where
[TABLE]
The factor in front of the integral should be interpreted as a complex Jacobian. Note that continuously extends to if we define: .
In what follows we restrict ourself to the case . The existence of a fundamental solution of for will be discussed in Section 9. We then have and
[TABLE]
Take a function and consider a formal integral:
[TABLE]
We change variables and formally we replace the integration over by an integration over where :
[TABLE]
Now, we perform a Fourier transform in the last integral with respect to . Lemma 4.2 below provides a useful identity, which we apply in the calculation:
Lemma 4.2**.**
Let , , with . Then
[TABLE]
In this formula the holomorphic branch of the square root on is chosen such that for .
In fact, the above identity follows easily for . By analytic continuation and continuity we observe that the equality holds true for . In our case we set
[TABLE]
Note that for and thus,
[TABLE]
Lemma 4.2 shows for all :
[TABLE]
We use this formula on the right hand side of () to obtain:
[TABLE]
where denotes the Fourier transform on . Recall that for :
[TABLE]
We insert the last relation and change variables in the integration over to obtain:
[TABLE]
Finally, consider the change of variables in the integration over . We obtain the expression:
[TABLE]
Hence let us define the kernel for by:
[TABLE]
5 The fundamental solution of
Assuming we observe that the function in (23) satisfies:
[TABLE]
for sufficiently large . In particular, it defines a tempered distribution on and we may define . Let denote the Fourier transform on . Given a rapidly decreasing function we put
[TABLE]
Theorem 5.1**.**
The distribution defines a fundamental solution of , i.e., we have or equivalently
[TABLE]
Since our derivation of Theorem 5.1 in Section 4 was purely formal, we have to provide a rigorous proof. To this end we have to show that:
[TABLE]
Let be the differential operator on defined through the equation (20). As was shown in Corollary 3.5 the operator has the explicit form:
[TABLE]
Put
[TABLE]
As we have for each by partial integration:
[TABLE]
Thus, the proof of Theorem 5.1 follows from the next lemma.
Lemma 5.2**.**
With the above notation we have .
Proof.
We note that is of the form q(\xi,\vartheta)=a\big{(}P(\xi),\vartheta\big{)} where . Then we obtain by a straightforward calculation:
[TABLE]
Moreover, one has:
[TABLE]
as is skew-adjoint. Thus, we have
[TABLE]
Using the expression of the function gives:
[TABLE]
and the assertion follows. ∎
6 A family of fundamental solutions
Motivated by the previous section we want to discuss now possible restrictions on further fundamental solutions of the ultra-hyperbolic operator . To this end we define and we assume that is a fundamental solution of , which satisfies
[TABLE]
for all functions such that . We additionally assume that and
[TABLE]
As was assumed to be a fundamental solution, we have on , where is given as above. As before this implies
[TABLE]
and thus, is a solution of the differential equation of second-order
[TABLE]
where and . The general solution may be calculated explicitly. To this end we use the ansatz , which leads to
[TABLE]
Thus, for we obtain
[TABLE]
and finally we have
[TABLE]
The general solution of this differential equation is well-known and may be written as
[TABLE]
for coefficients . Here and are the Bessel functions of the first and second kind and is the Struve function, which is defined via the integral representation below. Recall that solves the inhomogeneous Bessel equation
[TABLE]
whereas and solve the corresponding homogenous Bessel equation. This implies
[TABLE]
for measurable functions .
To recover the fundamental solution from the previous section we use for the well-known integral representation for the Bessel function and the Struve function (cf. formula 12.1.6 of Chapter 12 in [1]):
[TABLE]
The transformation gives us , , and thus, we obtain
[TABLE]
Thus, the case and will give the fundamental solution in (23) which was obtained in the previous section.
Conversely, we may provide functions and try to obtain further fundamental solutions. To this end we assume that is (for the sake of simplicity) bounded and that . Define , and let
[TABLE]
Then
[TABLE]
is well-defined for arbitrary and it gives a tempered distribution . As in the previous chapter we obtain:
Theorem 6.1**.**
For any pair of bounded functions which satisfies we have that defined by (26) is a fundamental solution of .
The case is more involved since the Bessel function of the second kind has the following asymptotic behavior
[TABLE]
Thus, a priori it is not clear how to define for arbitrary , and once it has been defined this distribution not necessarily gives a fundamental solution.
Example 6.2**.**
We consider the case , , and we use the formula
[TABLE]
(cf. formula 12.1.8, Chapter 12 of [1]). Note that is a half-integer and therefore is not defined for negative values of . In particular, the function (27) has a pole at . In the case where , we have and using (27) in the expression of above gives:
[TABLE]
A possible candidate for a fundamental solution of would be
[TABLE]
where is interpreted as a distribution on .
We finally discuss a possible choice of the distribution that appears in the last example. According to [14] we can interpret acting on suitable test functions on in different ways. With such that and using the notation of [14] we consider
[TABLE]
The following results can be found in Chapter 12 of [14]:
Proposition 6.3**.**
The maps admit a meromorphic extension to the complex plane with only simple poles at most at .
We now fix the variable and we consider as an operator with respect to . Assuming that the real part of is sufficiently large so that all boundary integrals that appear via partial integration vanish we calculate:
[TABLE]
Clearly, the same formula holds true if we replace the distributions by above. Now, we assume again that and we rewrite the last equation in the form:
[TABLE]
The following relations are well-known (cf. [14] , p. 258 and formula (4) on p. 277 with ) and can be applied to the right hand side of the equation:
[TABLE]
where means the point evaluation at zero. Therefore we have:
[TABLE]
Combining these formulas and using Proposition 6.3 gives:
[TABLE]
If we would interpret the action of the distribution in (28) as , then:
[TABLE]
Here we write for the Laplace operator with respect to . So we have seen that fails to be a fundamental solution of but rather solves the equation:
[TABLE]
7 A second form of fundamental solutions
In the present section we represent the fundamental solutions of the ultra-hyperbolic operator in Theorem 6.1 in a different form. The formulas which we obtain generalize the expressions derived in [22, 26] in the special case of the Heisenberg Lie algebra, i.e., and for a specific choice of and . We will use the notation in Sections 4, 5 and 6. For simplicity we first consider the fundamental solution which arises for and therefore will be denoted by . We take and interchange the order of integration in (24):
[TABLE]
where with we define
[TABLE]
According to Lemma 4.2 and with the notation in (4) we have:
[TABLE]
The distribution corresponding to the kernel in (25) can be expressed in the same way by replacing with its complex conjugate . More generally, from these we can derive integral expression for the general case where :
[TABLE]
Example 7.1**.**
In case of the Heisenberg group of dimension in Example 2.2 and via a specific choice of and we recover from the last formula an expression of a fundamental solution of the ultra-hyperbolic operator which previously has been presented in the work by D. Müller and F. Ricci in [21], (see also [26], p. 1297).
Let and choose to be the characteristic function of the non-negative half-line:
[TABLE]
Then for all we have:
[TABLE]
Applying Lemma 4.2 gives:
[TABLE]
As usual, denotes the sign-function. Therefore, in this example we find:
[TABLE]
If is even we can calculate the integral on the right more explicitly by the inversion of the Fourier transform:
[TABLE]
Inserting the last formula into (32) gives a fundamental solution in form of an iterated integral:
[TABLE]
Up to a sign this is the fundamental solution derived in (62) of [26]. Since on it follows that the distribution (33) vanishes in \big{\{}(x,z)\in\mathbb{R}^{2n+s}\>:\>4|z|<|P(x)|\big{\}}.
In the case of the center dimension and we may pass to polar coordinates in the -integration of . For the rest of the section we only consider the fundamental solution . However, all calculations can be done in a similar way for the general fundamental solutions in (32). With the standard surface measure on the euclidean sphere in and we put:
[TABLE]
Then we have
[TABLE]
In the -integral we can perform partial integrations without producing boundary terms and using:
[TABLE]
It follows that
[TABLE]
where the function is given by:
[TABLE]
Summarizing the calculation we have shown:
Lemma 7.2**.**
Let , then:
[TABLE]
In the next step we wish to calculate the limit in the -integrand of (35). We fix a Schwartz function and study the existence of the limit
[TABLE]
Let with and recall the well-known integral representation of the Gamma function:
[TABLE]
It follows that
[TABLE]
We decompose the outer integral into the integrals and . The first -dependent family of integrals will be denoted and the second by . Clearly, converges as to:
[TABLE]
Moreover, independently of and with the -norm on we have the estimate:
[TABLE]
In the next step we consider the integrals over and we perform a Fourier transform in the -integral. Using Lemma 4.2 we find:
[TABLE]
Therefore:
[TABLE]
According to the last expression we find:
[TABLE]
The iterated integrals exist in the case and by the dominated convergence theorem we have
[TABLE]
Moreover, independent of one obtains the estimate:
[TABLE]
We summarize the above observations:
Proposition 7.3**.**
Let . Then the limit
[TABLE]
exists and there is a constant independent of and such that:
[TABLE]
Remark 7.4**.**
In [14] various distributions associated to the quadratic form have been defined. We remark that in Proposition 7.3 coincides with the value of in [14, Chapter III, Section 2.4] at , cf. Proposition 6.3. More precisely, it holds:
[TABLE]
Equation (39) is proven in Proposition 11.1 of the Appendix. In the case the left hand side of (39) has been represented in another form in [21, Formula (5.6), p. 331].
In order to modify inequality (38) we perform a standard estimate:
[TABLE]
We can choose a constant such that the first integral can be estimated by:
[TABLE]
Let denote the Laplace operator on and fix . Then we can use the relation
[TABLE]
and choose sufficiently large such that becomes an integrable function over the exterior domain of the unit ball. Then we have:
[TABLE]
Hence, with a suitable constant we have for all :
[TABLE]
Therefore the following corollary of Proposition 7.3 holds:
Corollary 7.5**.**
There is and a constant independent of and such that
[TABLE]
With the notation in (34) we estimate
[TABLE]
According to Proposition 7.3 the first integral converges for all as with limit:
[TABLE]
Since the -norms:
[TABLE]
tend to zero as , it follows again from Corollary 7.5 that
[TABLE]
Therefore we obtain the following second form of the fundamental solution:
Theorem 7.6**.**
Let . With the notation in Lemma 7.2 we have:
[TABLE]
where
[TABLE]
8 On the singular support of
In order to obtain some information on the singular support of the distribution in (30) (or Theorem 5.1) we move the Fourier transform in the integral (31) from the function to the integral kernel. More precisely, we need to determine the Fourier transforms
[TABLE]
where with . Recall the following formula (cf. [25], p. 219):
[TABLE]
Taking derivatives with respect to under the integral yields:
[TABLE]
where is a polynomial of the variable of some degree . By induction one verifies:
[TABLE]
In particular, with we find
[TABLE]
By using (31) it follows that:
[TABLE]
Suppose that
[TABLE]
and define:
[TABLE]
By the condition (44) and because of for all it is clear from (42) that we may put on the right hand side of (43) without causing a singularity in the integrand. Since does not intersect with we find from (42) in the case :
[TABLE]
[TABLE]
Choose such that and . Put
[TABLE]
Assuming (44) for we have shown that defines a smooth function in a neighborhood of . Moreover, (43) and (30) imply that
[TABLE]
Summarizing these observations we have shown:
Theorem 8.1**.**
The singular support of the fundamental solution is contained in
[TABLE]
Example 8.2**.**
In case of the Heisenberg group and the specific choice of the functions and in Example 7.1 we have even seen that, cf. p. 1295 in [26]
[TABLE]
A close relation between the structure of geodesics tangent to the left invariant distribution spanned by and the cone described by was observed in [19].
9 On the fundamental solution of in the case
In the case is seems difficult to interpret the formal expression of in Section 4 in a meaningful way as a tempered distribution. In fact, in this last section we will show that with does not even have a fundamental solution in . In Corollary 3.5 we calculated the differential operator with
[TABLE]
where denotes the Fourier transform on . By using the relation (18) between and we can rewrite as:
[TABLE]
where was the ultra-hyperbolic operator on defined in (2).
Let us fix . With we introduce the following two operators:
[TABLE]
According to (45) the operator decomposes as: . Moreover, and are formally self-adjoint operators on .
Let and put c_{\eta}=\frac{1}{|\eta|_{r,s}}:=\big{|}|\eta_{+}|^{2}-|\eta_{-}|^{2}\big{|}^{-\frac{1}{2}}. Consider the positive valued function:
[TABLE]
Then and we also have
[TABLE]
This calculation shows that
[TABLE]
Corollary 9.1**.**
Let with . Then is not injective as an operator on .
Now we wish to express in a geometric form. Let be fixed and consider the one-parameter matrix group:
[TABLE]
By applying the relations in Lemma 3.3 we can calculate the exponentials.
Lemma 9.2**.**
Let and let be fixed. With the notation
[TABLE]
one obtains:
[TABLE]
and
[TABLE]
In particular, if , then and are periodic in with period .
Proof.
We conclude from Lemma 3.3, (1) that for
[TABLE]
and therefore the power series expansion of the exponential function gives:
[TABLE]
In the case we use
[TABLE]
and finish the proof of (48). A similar calculation shows (49). ∎
Lemma 9.3**.**
Let . Then for all one has
[TABLE]
In particular, the level sets of are invariant under the flows and , i.e., for all and :
[TABLE]
Proof.
Let with as above and . By using Lemma 9.2 we calculate the following product:
[TABLE]
We know that \Big{(}\tau\Omega(\eta)\Big{)}^{2}=-\frac{|\eta_{+}|^{2}-|\eta_{-}|^{2}}{4}I=-\frac{|\eta|^{2}_{r,s}}{4}I from Lemma 3.3, (1) . Inserting it to (9) we obtain the necessary equality.
If then we calculate
[TABLE]
Substituting \Big{(}\tau\Omega(\eta)\Big{)}^{2}=-\frac{|\eta_{+}|^{2}-|\eta_{-}|^{2}}{4}I=\frac{|\eta|^{2}_{r,s}}{4}I into (53), we get the assertion. The second equality in (50) follows analogously.
To show the second statement we write and calculate
[TABLE]
for all . ∎
Lemma 9.4**.**
Let be fixed. Then the operator can be expressed in the form
[TABLE]
Proof.
Let and . Then
[TABLE]
∎
For each , fixed and we define two composition operators , , on by:
[TABLE]
Lemma 9.5**.**
The operator of multiplication by on commutes with both composition operators , . Moreover, and commute.
Proof.
We only treat and use the invariance property (51) in Lemma 9.3:
[TABLE]
The second statement follows by combining Lemma 9.3 and Lemma 9.4. ∎
As a consequence of Lemma 9.5 we also have:
Lemma 9.6**.**
Let denote the Fourier transform on . Then we have for all and :
[TABLE]
In particular, the ulta-hyperbolic operator commutes with for and by Lemma 9.5
[TABLE]
Proof.
First we calculate the commutation relations (54). It is sufficient to prove the first formula. Let , then:
[TABLE]
According to Lemma 3.3, (2) it follows:
[TABLE]
and the transformation rule for the integral implies:
[TABLE]
Using (54) we can prove the second statement and we only treat the case . Considered as operators on we have
[TABLE]
and from (54) and Lemma 9.5 it follows:
[TABLE]
Since is bijective on it follows that . The case can be treated similarly. ∎
Corollary 9.7**.**
Let be fixed. Then commutes with and . In particular, commutes with in (46).
Proof.
Since is a linear combination of and it is sufficient to prove the first statement. Lemma 9.4 and Lemma 9.5 give with :
[TABLE]
Therefore we have . Replacing with in the above calculation and applying Lemma 9.6 shows that also the commutator vanishes. ∎
Let now and fix with . Consider the operator
[TABLE]
where is the period of in Lemma 9.2. Applying the transformation we can also write
[TABLE]
Lemma 9.8**.**
With the notation above maps into the kernel of .
Proof.
Let . Then we have by Corollary 9.4:
[TABLE]
Since we integrate a periodic function on over a full period we have:
[TABLE]
and therefore the integrand does not depend on . Hence it follows as it was claimed. ∎
Lemma 9.9**.**
Let be fixed with and choose in the kernel of . Then
[TABLE]
Moreover, maps into .
Proof.
According to Lemma 9.8 it is sufficient to prove the first statement. Let . Since commutes with according to Lemma 9.6 we have:
[TABLE]
This proves the assertion. ∎
In particular, we may choose the function in (47):
[TABLE]
Since only has positive values, the same holds for the function and, in particular, it is non-zero.
For the moment we consider the operator in Lemma 3.4 for fixed with as an operator on . Lemma 9.9 implies:
[TABLE]
Now we consider again as an operator on as in Lemma 3.4. We assume that such that
[TABLE]
is a non-empty open subset in . Choose a compactly supported cut-off function with
[TABLE]
and taking values in the interval . Consider the function:
[TABLE]
Then by construction only takes values in and
[TABLE]
Hence we have shown:
Corollary 9.10**.**
Let , then there is a non-trivial, non-negative valued function in the kernel of the operator .
Combining the previous observations, we can now prove the main result:
Theorem 9.11**.**
Let , then the ultra-hyperbolic operator does not have a fundamental solution in , i.e., there is no tempered distribution such that
[TABLE]
Proof.
Let and assume that the ultra-hyperbolic operator admits a fundamental solution . Then
[TABLE]
Choose a non-trivial, non-negative valued function in the kernel of according to Corollary 9.10. With the Fourier transform on we have the relation
[TABLE]
Hence it follows:
[TABLE]
On the other hand, since we have which leads to a contradiction. ∎
10 On the local solvability of
Recall that a left-invariant differential operator on is called locally solvable at if one can find an open neighborhood of such that
[TABLE]
As usual denotes the space of compactly supported smooth functions on . From the left-invariance of it follows that the local solvability of at a fixed point is equivalent to the local solvability of at any point in . Hence we may use the term local solvability without specifying the point.
Lemma 10.1**.**
Let , then there is a function which lies in the kernel of and fulfills .
Proof.
Let be the function in Corollary 9.10 and put . Then
[TABLE]
If we put , then and
[TABLE]
since is in the kernel of . ∎
Recall that is a homogeneous Lie group, i.e., there is a family of dilations which at the same time are automorphisms. In fact, with respect to the coordinates defined in Section 2 and , we put
[TABLE]
Then the product formula in (8) shows that
[TABLE]
From the explicit form of the vector fields in (7) one immediately checks that is homogeneous of degree with respect to , i.e., for all .
In this setting Lemma 10.1 can be used to prove that is locally solvable if and only if . The arguments are based on the non-injectivity of the ultra-hyperbolic operator on Schwartz functions in case of , see [10]. We may also use a more refined criterion on local non-solvability of homogeneous left-invariant differential operators which is due to D. Müller and can be found in [20]:
Theorem 10.2** (D. Müller, [20]).**
Let be a left-invariant homogeneous differential operator on a homogeneous, simply connected nilpotent Lie group with transpose . Assume there exists a sequence of Schwartz functions on with (i) and (ii):
- (i)
* for every ,*
- (ii)
For every continuous semi-norm on the Schwartz space it holds:
[TABLE]
Then is not locally solvable.
Now we can prove the following extension of Theorem 9.11.
Theorem 10.3**.**
In the case the ultra-hyperbolic operator is not locally solvable. In particular, does not even admit a fundamental solution in the space of Schwartz distributions . Moreover, for is locally solvable and
[TABLE]
Proof.
Since coincides with its transpose the local non-solvability follows from Theorem 10.2 and Lemma 10.1. In fact, we may choose to be the constant sequence where denotes the function in Lemma 10.1. Then (i) and (ii) above are fulfilled and the first statement follows from Theorem 10.2. It is known that the following properties are equivalent (see [3, 20]):
- (a)
is locally solvable,
- (b)
,
- (c)
has a fundamental solution in .
By the equivalences (a) (c) the second statement follows from the first. ∎
11 Appendix
In this appendix we link the distribution in Proposition 7.3 to the value of in (29) at , cf. Proposition 6.3 and [14]. Assume that and let be in the upper half plane, i.e. . We write:
[TABLE]
and use the notation of Proposition 7.3 and [14, Chapter III, Section 2.4].
Proposition 11.1**.**
Let , then one has:
[TABLE]
Proof.
Let be the ultra-hyperbolic operator in (2). For each the following identity can be verified by a straightforward calculation:
[TABLE]
Assume in addition that . Then it holds:
[TABLE]
In order to prove (57) we can use the integral representation (36) of the Gamma function and the identity (37). By a decomposition of the integral similar to the calculation following Lemma 7.2 one only needs to verify the estimate:
[TABLE]
and note that under the above assumption :
[TABLE]
Obviously, (57) remains valid in the case of . Hence, multiplying both sides of (56) with and performing a partial integration over shows for all with (provided that the limit exists):
[TABLE]
Note that after a -fold () iteration of the last equation one has:
[TABLE]
where we define:
[TABLE]
For sufficiently large integer and complex exponents with we show the existence of the limit above. If with then:
[TABLE]
Choose such that . Inserting the above relation gives:
[TABLE]
Hence the right hand side of (59) defines a meromorphic extension to the complex plane of the limit on the left with removable singularities at the negative integers . Moreover, note that the left hand side of (59) is continuous for . In fact, this can be seen from an integral representation of the limit based on the calculations following Lemma 7.2. By choosing in (59) the equality (55) follows. ∎
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