An Introduction To Harmonic Analysis

Fernando Soria
Departamento de Matemticas a Universidad Autnoma de Madrid o 28049 Madrid (Spain) Abstract. In these notes I will present the connection between the study of the heat, wave and Schrdinger equations and the dierent aspects of research in modo ern harmonic analysis. The heat equation is associated with standard summability kernels and the classical theory of singular integrals developed by Caldern and Zygo mund, whereas the wave and Schrdinger equations give rise to the model examples o for strongly singular (or highly oscillatory) integrals. Since they represent equations of evolution, we are interested in the convergence of the solutions to the initial data as time goes to zero. This introduces the notion of maximal functions which in turn brings to surface the proper underlying geometry present in each problem. While for the heat equation, the control of the convergence is given by the usual Hardy-Littlewood maximal function on Euclidean balls (or cubes), the case of the wave and Schrdinger equations requires the study of maximal o functions built from families of sets with a more complicated structure. An important part of these notes is aimed to show with some concrete examples, the dierent geometrical situations which one may encounter when dealing with certain operators naturally arising in harmonic analysis. Our starting model will be the spherical maximal function of Stein and Bourgain. In the process, we review the proofs of the boundedness of the Bochner-Riesz and cone multipliers, Carlesons theorem for the Schrdinger equation, as well as some o aspects of the restriction theorem for the Fourier transform, the Kakeya maximal function and Katz theorem for sets of directions in the plane.

1. Introduction The aim of these notes is to present some concrete examples which show the interplay between geometry and certain aspects of harmonic analysis. To that end, let us consider the following initial value problems dened on the half space Rn+1 = Rn R+ : + Heat Equation t u(x, t) = x u(x, t), u(x, 0) = u0 (x), (x, t) Rn+1 + x Rn ,

c 2007 Kluwer Academic Publishers. Printed in the Netherlands.

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2 Laplace Equation

Fernando Soria

tt u(x, t) + x u(x, t) = 0, (x, t) Rn+1 + u(x, 0) = u0 (x), x Rn , Wave Equation tt u(x, t) = x u(x, t), u(x, 0) = u0 (x), t u(x, 0) = v0 (x), Schrdinger Equation o t u(x, t) = i x u(x, t), (x, t) Rn+1 + 4 2 n u(x, 0) = u0 (x), xR . (x, t) Rn+1 + x Rn x Rn .

The Fourier transform for an integrable function f is dened by f () =

Rn

f (x) e2i<x,> dx.

The Fourier transform relates to dierential operator via the identity P (D)f () = P (2i)f (), where P is a polynomial in n variables and f is an appropriate smooth function. By using this transform on the x-variable in the above equations we nd that they can be transformed, respectively, into the following o.d.e.s in the variable t for each xed : with y(t) = ux (, t), y (t) = 4 2 ||2 y(t), y(0) = u0 y (t) = 4 2 ||2 y(t), y(0) = u0 y (t) = 4 2 ||2 y(t), y(0) = u0 , y (0) = v0 2 y(t), y (t) = 2i|| y(0) = u0 , and so, the corresponding solution can be given by the inverse Fourier transform, by

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An Introduction To Harmonic Analysis

u(x, t) = u(x, t) = u(x, t) = u(x, t) =

Rn Rn Rn Rn

e4

2 t||2

u0 () e2ix d

e2t|| u0 () e2ix d cos(2t||)u0 () e2ix d + e2it|| u0 () e2ix d.

2

Rn

sin(2t||) v0 () e2ix d 2||

We want to study the properties of the ux map that is, its regularity, the conservation laws that inherits, the existence of limits as t 0+ , ... It is clear that the rst two examples have symbols which are rapidly decreasing for large values of the variable , whereas the other two simply oscillates and have no decay at all. This is going to be determinant for the properties of t and, in particular, for the size of the space of initial data so that a proper solution exists. 1.1. The role of maximal functions When dealing with pointwise convergence, the natural objects that arise are the so called maximal functions. Let us start with the classical example of Lebesgue dierentiation theorem: Dene for f L1 (Rn ), the average means u(x, t) = mt f (x) = 1 |Bt (x)| f (y) dy.
Bt (x)

t : {space of initial data} {space of solutions},

The theorem says that we can recover the function f pointwise as t 0+ , that is lim mt f (x) = f (x), a.e.
t0+

The result is clearly true for a dense class of functions, for instance the Schwartz class, S (here, the class of continuous functions with compact support suces). Moreover, the maximal operator M f (x) = sup |mt f (x)| = sup
t>0 t>0

satises the remarkable inequality |{x Rn : M f (x) > }| C

1 |Bt (x)|

f (y) dy
Bt (x)

Rn

|f (y)|dy,

> 0.

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Fernando Soria

To show the convergence property, suces to prove that lim sup mt f (x) = lim inf mt f (x),
t0+ t0+

a.e.,

or equivalently, that the set A = {x : lim sup mt f (x) lim inf mt f (x) > }
t0+ t0+

has measure 0 for every > 0. If g is any nice function in our dense class, then one has A = {x : lim sup mt (f g)(x) lim inf mt (f g)(x) > },
t0+ t0+

and since we conclude

A {x Rn : 2M (f g)(x) > }, |A |

2C |f (y) g(y)|dy. Rn Now, the density of our class does the rest. This argument, due to Hardy-Littlewood, is standard in our approach to the problem of the a.e convergence to the initial datum in the above examples: the boundedness of the maximal function U (x) = sup |u(x, t)| = sup |t u0 (x)|
t>0 t>0

on certain class of functions L, in which S is dense, implies the a.e. convergence for all initial values u0 L. The maximal function associated to the heat and Laplace equations are pointwise majorized by the Hardy-Littlewood maximal function. It fact, it is known that if the function K has an L1 radial decreasing majorant, K , then |K f (x)| K L1 M f (x). The solution to the heat and Laplace equations are given, respectively, by convolution Gt u0 (x), Pt u0 (x),

where G is the Gaussian kernel and Gt = tn/2 G(/t1/2 ) and P is the Poisson kernel, with Pt = tn P (/t). Therefore, sup |Gt u0 (x)|,
t>0

sup |Pt u0 (x)| CM u0 (x).

t>0

Hence, a.e. convergence holds in all spaces Lp (Rn ), 1 p.

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An Introduction To Harmonic Analysis

M controls, with more generality, the convergence phenomena associated to the so called Caldern-Zygmund integrals. o The wave and the Schrdinger equations have maximal functions o bounded on smaller classes of functions. For example, in the case of the Schrdinger equation, L. Carleson [10] obtained, in dimension n = 1, o the result of the pointwise convergence of the solution to the initial datum for all functions u0 H 1/4 (R) via the corresponding estimate of the maximal function in that space. Here, H s denotes the space of s derivatives in L2 ; that is H s (Rd ) = { u0 ;
Rd

|u0 ()|2 (1 + ||)2s d < + }.

The exponent 1/4 is sharp. It is conjectured that 1/4 of derivative in L2 suces in any dimension for the a.e. convergence in this problem. Convergence and boundedness of the associated maximal function are in general equivalent, as was shown by Stein. As an example of this, the fact that the double iterated convergence in Lebesgue theorem fails in L1 (R2 ) can be view as the failure of the strong maximal function of Jessen-Marcinckiewicz-Zygmund to be bounded L1 (R2 ) L1, (R2 ) (i.e., the weak type 1). In many cases, the singularities appear along signicative directions in space. This motivates the satudy of maximal functions associated to a given set of unit vectors. As we will see, the boundedness properties depend largely on the geometrical structure of this set. Another interesting feature of maximal functions is the control they have on weighted inequalities for a given singular integral T ; that is, estimates of the form |T f |2 w |f |2 P w,

where w is a weight (a positive, locally integrable function). The boundedness of w P w gives a complete prole of the properties of T , via the extrapolation theorem of Rubio de Francia. Examples: When T is a Caldern-Zygmund singular integral, o P w = (M w )1/ , > 1. It is not known whether Ms controls the L2 -inequalities of multiparameter C-Z singular integrals (Product Domains).

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Fernando Soria

K , the Kakeya maximal function (that is, averages on rectangles in any direction) is expected to control strongly singular operators, like the Disc Multiplier. This is the so called Stein Conjecture. A less standard operator is the so called spherical maximal function of Stein and Bourgain: M f (x) = sup St f (x) ,
t>0

where St f (x) = and d denotes the Lebesgue measure on the unit sphere. Observe that St f () = f ()d(t). In dimension n = 3 this is related to the wave equation since in that case d() = sin(2||) . 2||
|y|=1

f (x ty)d(y),

In the next section we will see the following Theorems (2.1-2.2). (Stein, n 3; Bourgain, n = 2.) If n 2 and n p > n1 , then M : Lp (Rn ) Lp (Rn ). Observation: In Rn one can prove the estimate |d()| C ||
n1 2

The above theorem in the case n 3 follows from a more general result due to J. L. Rubio de Francia. Proposition (2.3). Let be a compactly supported Borel measure with | ()| C||a . Dene Tt as Tt f () = f () (t) and T f (x) = supt>0 |Tt f (x)|. Then, we have, T : Lp (Rn ) Lp (Rn ) for p > pa =

2a + 1 2a

and

a > 1/2.

The summary of the next sections is the following:

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An Introduction To Harmonic Analysis

2nd The spherical maximal function in the case n 3. The dyadic maximal function and (vector valued) Caldern-Zygmund theory. o 3rd More on maximal functions: maximal operators along sets of directions, Katz theorem, Kakeya maximal function. 4th Bochner-Riesz and the cone multipliers. Circular maximal function of Bourgain. 5th Restriction theorems of the Fourier transforms, the a.e. convergence problem for the Schrdinger equation. o

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