This paper was converted on www.awesomepapers.org from LaTeX by an anonymous user.
Want to know more? Visit the Converter page.

Conical square functionals on Riemannian manifolds

Thomas Cometx - Institut de Mathématiques de Bordeaux

Abstract: Let L=Δ+VL=\Delta+V be Schrödinger operator with a non-negative potential VV on a complete Riemannian manifold MM. We prove that the conical square functional associated with LL is bounded on LpL^{p} under different assumptions. This functional is defined by

𝒢L(f)(x)=(0B(x,t1/2)|etLf(y)|2+V|etLf(y)|2dtdyVol(y,t1/2))1/2.\mathcal{G}_{L}(f)(x)=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|\nabla e^{-tL}f(y)|^{2}+V|e^{-tL}f(y)|^{2}\frac{\mathrm{d}t\mathrm{d}y}{Vol(y,t^{1/2})}\right)^{1/2}.

For p[2,+)p\in[2,+\infty) we show that it is sufficient to assume that the manifold has the volume doubling property whereas for p(1,2)p\in(1,2) we need extra assumptions of LpL2L^{p}-L^{2} of diagonal estimates for {tetL,t0}\{\sqrt{t}\nabla e^{-tL},t\geq 0\} and {tVetL,t0}\{\sqrt{t}\sqrt{V}e^{-tL},t\geq 0\}. Given a bounded holomorphic function FF on some angular sector, we introduce the generalized conical vertical square functional

𝒢LF(f)(x)=(0B(x,t1/2)|F(tL)f(y)|2+V|F(tL)f(y)|2dtdyVol(y,t1/2))1/2\mathcal{G}_{L}^{F}(f)(x)=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|\nabla F(tL)f(y)|^{2}+V|F(tL)f(y)|^{2}\frac{\mathrm{d}t\mathrm{d}y}{Vol(y,t^{1/2})}\right)^{1/2}

and prove its boundedness on LpL^{p} if FF has sufficient decay at zero and infinity. We also consider conical square functions associated with the Poisson semigroup, lower bounds, and make a link with the Riesz transform.

Home institution:
Institut de Mathématiques de Bordeaux
Université de Bordeaux, UMR 5251,
351, Cours de la Libération
33405 Talence. France.
[email protected]

Acknowledgments: This research is partly supported by the ANR project RAGE "Analyse Réelle et Géométrie" (ANR-18-CE40-0012).

1 Introduction

In this paper, we study conical vertical square functionals in the framework of Riemmannian manifolds. Let MM be a complete non compact Riemannian manifold. The Riemannian metric on MM induces a distance dd and a measure μ\mu. We denote by \nabla the Levi-Civita connection or the gradient on functions. Let L=Δ+VL=\Delta+V be a Schrödinger operator with VV a function in Lloc1L^{1}_{loc}. Except when specifically precised, VV is non-negative. The conical vertical square function associated with LL is defined by

𝒢L(f)(x)=(0B(x,t1/2)|etLf(y)|2+V|etLf(y)|2dtdyVol(y,t1/2))1/2\mathcal{G}_{L}(f)(x)=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|\nabla e^{-tL}f(y)|^{2}+V|e^{-tL}f(y)|^{2}\frac{\mathrm{d}t\mathrm{d}y}{Vol(y,t^{1/2})}\right)^{1/2}

where B(x,t1/2)B(x,t^{1/2}) is the ball of center xx and radius t1/2t^{1/2} and Vol(x,t1/2)Vol(x,t^{1/2}) its volume. We consider the question of boundedness of 𝒢L\mathcal{G}_{L} on Lp(M)L^{p}(M). We also compare 𝒢L\mathcal{G}_{L} with the vertical Littlewood-Paley-Stein functional

HL(f)(x)=(0|etLf(x)|2+V|etLf(x)|2dt)1/2.H_{L}(f)(x)=\left(\int_{0}^{\infty}|\nabla e^{-tL}f(x)|^{2}+V|e^{-tL}f(x)|^{2}\mathrm{d}t\right)^{1/2}.

Both of these functionals were introduced in the Euclidean setting and L=ΔL=\Delta by Stein in [22] where he proved their boundedness on LpL^{p} for all p(1,+)p\in(1,+\infty). Similar functionals associated with divergence form operators L=div(A.)L=div(A\nabla.) on n\mathbb{R}^{n} have been considered by Auscher, Hofmann and Martell in [3]. They showed that

(0B(x,t1/2)|etLf(y)|2dtdyVol(y,t1/2))1/2pCfp\left\|\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|\nabla e^{-tL}f(y)|^{2}\frac{\mathrm{d}t\mathrm{d}y}{Vol(y,t^{1/2})}\right)^{1/2}\right\|_{p}\leq C\left\|f\right\|_{p}

for p(p,)p\in(p^{-},\infty) where p2p^{-}\leq 2 is the infimum of pp such that {tetL,t0}\{\sqrt{t}\nabla e^{-tL},t\geq 0\} satisfies LpL2L^{p}-L^{2} off-diagonal estimates. In particular, if AA is real then p=1p^{-}=1. Chen, Martell and Prisuelos-Arribas studied the case of degenerate elliptic operators in [8]. The vertical Littlewood-Paley-Stein was studied by Stein for the Laplace-Beltrami operator in [22, 24] where he prove the boundedness of HΔH_{\Delta} on LpL^{p} for p(1,2]p\in(1,2] without any assumption on the manifold, and for p(2,)p\in(2,\infty) in the case of compact Lie groups. In [13], Coulhon, Duong and Li proved the weak type (1,1)(1,1) for HΔH_{\Delta} if the manifold satisfies the volume doubling property and Δ\Delta satifies a Gaussian upper estimate for its heat kernel. In [21], Ouhabaz proved that HLH_{L} is always bounded on LpL^{p} for p(1,2]p\in(1,2] and is unbounded for pp large enough. Cometx studied the case of Schrödinger operators with signed potential in [10].

Concerning 𝒢L\mathcal{G}_{L} in the Riemannian manifold setting, we show that the situation for p(1,2]p\in(1,2] and p[2,+)p\in[2,+\infty) are different. If p[2,+)p\in[2,+\infty), it is proved in [3] that the conical square functional is bounded in the LpL^{p} norm by the vertical one. We prove that the conical square functional is bounded on LpL^{p} for all p[2,+)p\in[2,+\infty) provided the manifold satisfies the volume doubling property.

In contrast, the vertical Littlewood-Paley-Stein functional HLH_{L} may be unbounded on LpL^{p} for pp large enough (see [11], Section 7). This shows that HLH_{L} and 𝒢L\mathcal{G}_{L} have different behaviours on LpL^{p}. If p(1,2]p\in(1,2], then HLH_{L} is always bounded on LpL^{p} for any complete Riemannian manifold.

Following the proofs in [3] and [8], we show in the Riemannian manifold setting that 𝒢L\mathcal{G}_{L} is bounded on LpL^{p} provided {tetL}\{\sqrt{t}\nabla e^{-tL}\} and {tVetL}\{\sqrt{t}\sqrt{V}e^{-tL}\} satisfy LpL2L^{p}-L^{2} off-diagonal estimates. In particular, if in addition the heat kernel of etΔe^{-t\Delta} satisfies a Gaussian upper bound, then 𝒢L\mathcal{G}_{L} is bounded on LpL^{p} for all p(1,+)p\in(1,+\infty).

We also introduce generalized conical square functions, inspired by the generalized Littlewood-Paley-Stein functionals in [11], namely

𝒢LF(f)(x)=(0B(x,t1/2)|F(tL)f(y)|2+V|F(tL)f(y)|2dtdyVol(y,t1/2))1/2,\mathcal{G}_{L}^{F}(f)(x)=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|\nabla F(tL)f(y)|^{2}+V|F(tL)f(y)|^{2}\frac{\mathrm{d}t\mathrm{d}y}{Vol(y,t^{1/2})}\right)^{1/2},

for FF a bounded holomorphic function in some sector Σ(μ)={z0,|arg(z)|<μ}\Sigma(\mu)=\{z\neq 0,|arg(z)|<\mu\} for a fixed μ(0,π/2)\mu\in(0,\pi/2). We assume that the manifold satisfies the volume doubling property and FF has sufficient decay at zero and at infinity, that is

|F(z)|C|z|τ1+|z|τ+δ,|F(z)|\leq C\frac{|z|^{\tau}}{1+|z|^{\tau+\delta}},

for δ>1/2\delta>1/2 and τ>N24\tau>\frac{N-2}{4}. Then 𝒢LF\mathcal{G}_{L}^{F} is bounded on LpL^{p} for all p[2,+)p\in[2,+\infty).

In addition to Schrödinger operators we also consider conical square functionals associated with the Hodge-de Rham Laplacian on 11-differential forms. That is

𝒢(ω)(x)=(0B(x,t1/2)|detΔω(y)|2dydtVol(y,t1/2))1/2,\vec{\mathcal{G}}(\omega)(x)=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|d^{*}e^{-t\overrightarrow{\Delta}}\omega(y)|^{2}\frac{\mathrm{d}y\mathrm{d}t}{Vol(y,t^{1/2})}\right)^{1/2},

where dd^{*} is the adjoint of the exterior derivative dd. We show again that if the manifold is doubling then 𝒢\vec{\mathcal{G}} is bounded on LpL^{p} for all p[2,)p\in[2,\infty). This boundedness is rather suprizing since the semigroup etΔe^{-t\overrightarrow{\Delta}} may not be uniformly bounded on LpL^{p} for p2p\neq 2 (see [9]). In the case p<2p<2, then 𝒢\vec{\mathcal{G}} is bounded on LpL^{p} under the assumptions that MM satisfies the volume doubling property and {tdetΔ,t0}\{\sqrt{t}d^{*}e^{-t\overrightarrow{\Delta}},t\geq 0\} satisfies LpL2L^{p}-L^{2} off-diagonal estimates.

We also consider conical vertical square functions for Schrödinger operators with a potential VV which have a non-trivial negative part VV^{-} and also such functionals associated with the Poisson semigroup. In addition we give lower bounds and an application to the Riesz transform.

Notations. Throughout this chapter, we denote by p=pp1p^{\prime}=\frac{p}{p-1} the dual exponent of p[1,]p\in[1,\infty]. We denote by C,C,cC,C^{\prime},c all inessential positive constants. Given a ball B=B(x,r)MB=B(x,r)\subset M and λ>0\lambda>0, λB\lambda B is the ball B(x,λr)B(x,\lambda r). For a ball BB and j1j\geq 1, Cj(B)C_{j}(B) (or CjC_{j}) is the annulus 2j+1B\2jB2^{j+1}B\backslash 2^{j}B and C0(B)C_{0}(B) is BB.

We recall that MM satisfies the volume doubling property if for all xx in MM and r>0r>0 one has

Vol(x,2r)CVol(x,r)Vol(x,2r)\leq CVol(x,r)

for some constant C>0C>0 independent of rr and xx. This property self-improves in

Vol(x,λr)CλNVol(x,r)Vol(x,\lambda r)\leq C\lambda^{N}Vol(x,r)

for some constants CC and NN independent of x,rx,r and λ1\lambda\geq 1.

The Hardy-Littlewood maximal operator \mathcal{M} is defined by

(f)(x)=supr>01μ(B(x,r))B(x,r)|f(y)|dy.\mathcal{M}(f)(x)=\sup_{r>0}\frac{1}{\mu(B(x,r))}\int_{B(x,r)}|f(y)|\mathrm{d}y.

Given μ(0,π)\mu\in(0,\pi), Σ(μ)\Sigma(\mu) is the angular sector {z0,|arg(z)|<μ}\{z\neq 0,|arg(z)|<\mu\} and H(Σ(μ))H^{\infty}(\Sigma(\mu)) is the set of bounded holomorphic functions on Σ(μ)\Sigma(\mu).

2 Conical square functionals

As mentionned in the introduction, the conical vertical functional associated with the Laplace-Beltrami operator Δ\Delta is defined by

𝒢Δ(f)(x):=(0B(x,t1/2)|etΔf|2dtdyVol(y,t1/2))1/2.\mathcal{G}_{\Delta}(f)(x):=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|\nabla e^{-t\Delta}f|^{2}\frac{\mathrm{d}t\mathrm{d}y}{Vol(y,t^{1/2})}\right)^{1/2}.

The so-called conical horizontal square functional is defined by

𝒮Δ(f)(x):=(0B(x,t1/2)|tetΔf|2tdtdyVol(y,t1/2))1/2.\mathcal{S}_{\Delta}(f)(x):=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}\left|\frac{\partial}{\partial t}e^{-t\Delta}f\right|^{2}t\frac{\mathrm{d}t\mathrm{d}y}{Vol(y,t^{1/2})}\right)^{1/2}.

The functional 𝒮Δ\mathcal{S}_{\Delta} is linked to the Hardy spaces HΔpH^{p}_{\Delta}. The space HΔpH^{p}_{\Delta} is the completion of the set {fHΔ2,𝒮Δfp<+}\{f\in H_{\Delta}^{2},\|\mathcal{S}_{\Delta}f\|_{p}<+\infty\} with respect to the norm 𝒮Δfp\|\mathcal{S}_{\Delta}f\|_{p}. The norm on HΔpH_{\Delta}^{p} is fHΔp=𝒮Δfp\|f\|_{H_{\Delta}^{p}}=\|\mathcal{S}_{\Delta}f\|_{p}. Here HΔ2H^{2}_{\Delta} is the closure of R(Δ)R(\Delta) with respect to the L2L^{2} norm. The boundedness of 𝒮Δ\mathcal{S}_{\Delta} on LpL^{p} is equivalent to the inclusion LpHΔpL^{p}\subset H_{\Delta}^{p}. The Hardy space is important in the study of singular integral operators such as the Riesz transform. We refer to [4, 7, 15, 17, 18] for more on this topic.

Similarly, for a Schrödinger operator L=Δ+VL=\Delta+V with 0VLloc10\leq V\in L^{1}_{loc} we define

𝒢L(f)(x)\displaystyle\mathcal{G}_{L}(f)(x) :=(0B(x,t1/2)|etLf|2+V|etLf|2dtdyVol(y,t1/2))1/2,\displaystyle:=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|\nabla e^{-tL}f|^{2}+V|e^{-tL}f|^{2}\frac{\mathrm{d}t\mathrm{d}y}{Vol(y,t^{1/2})}\right)^{1/2}, (1)
𝒮L(f)(x)\displaystyle\mathcal{S}_{L}(f)(x) :=(0B(x,t1/2)|tetLf|2tdtdyVol(y,t1/2))1/2.\displaystyle:=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}\left|\frac{\partial}{\partial t}e^{-tL}f\right|^{2}t\frac{\mathrm{d}t\mathrm{d}y}{Vol(y,t^{1/2})}\right)^{1/2}. (2)

For the Hodge-de Rham Laplacan Δ=dd+dd\vec{\Delta}=dd^{*}+d^{*}d on 11-differential forms we define

𝒢(ω)(x)\displaystyle\vec{\mathcal{G}}(\omega)(x) :=(0B(x,t1/2)|detΔω|2dtdyVol(y,t1/2))1/2,\displaystyle:=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|d^{*}e^{-t\vec{\Delta}}\omega|^{2}\frac{\mathrm{d}t\mathrm{d}y}{Vol(y,t^{1/2})}\right)^{1/2}, (3)
𝒮(ω)(x)\displaystyle\vec{\mathcal{S}}(\omega)(x) :=(0B(x,t1/2)|tetΔω|2tdtdyVol(y,t1/2))1/2.\displaystyle:=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}\left|\frac{\partial}{\partial t}e^{-t\vec{\Delta}}\omega\right|^{2}t\frac{\mathrm{d}t\mathrm{d}y}{Vol(y,t^{1/2})}\right)^{1/2}. (4)

Note that here we may also consider variants where one replaces dd^{*} by the exterior derivative dd or by the Levi-Civita connection \nabla.

As in the case of the Laplace-Beltrami operator Δ\Delta on functions, one can define the Hardy spaces HLpH^{p}_{L} and HΔpH_{\overrightarrow{\Delta}}^{p} throught 𝒮L\mathcal{S}_{L} and 𝒮\vec{\mathcal{S}}. See again [4, 7, 15, 17, 18].

We note that 𝒮L\mathcal{S}_{L} is a particular case of square functions

𝒮ϕ(f)(x):=(0B(x,t1/2))|ϕ(tL)f|2dydttVol(y,t1/2))1/2,\mathcal{S}_{\phi}(f)(x):=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2}))}|\phi(tL)f|^{2}\frac{\mathrm{d}y\mathrm{d}t}{tVol(y,t^{1/2})}\right)^{1/2},

where ϕ\phi is a bounded holomorphic function on some angular sector . These ones are comparable with horizontal square functions associated to LL (see Proposition 3).

Following [3], we define

A(F)(x):=(0B(x,t)|F(y,t)|2dydttVol(y,t))1/2A(F)(x):=\left(\int_{0}^{\infty}\int_{B(x,t)}|F(y,t)|^{2}\frac{\mathrm{d}y\mathrm{d}t}{tVol(y,t)}\right)^{1/2} (5)

and

V~(F)(x):=(0|F(y,t)|2dtt)1/2.\tilde{V}(F)(x):=\left(\int_{0}^{\infty}|F(y,t)|^{2}\frac{\mathrm{d}t}{t}\right)^{1/2}. (6)

for any function FF which is locally square integrable on M+:=M×+M^{+}:=M\times\mathbb{R}_{+}. The functions V~(F)\tilde{V}(F) and A(F)A(F) are measurable on MM and they are comparable in the following sense.

Proposition 1 ([3], Proposition 2.1).

Assume that MM satisfies the doubling volume property (1). For every FF in Lloc2(M+)L^{2}_{loc}(M^{+}) we have

  1. 1.

    For p[2,+)p\in[2,+\infty), A(F)pCV~(F)p\|A(F)\|_{p}\leq C\|\tilde{V}(F)\|_{p}.

  2. 2.

    For p(0,2]p\in(0,2], V~(F)pCA(F)p\|\tilde{V}(F)\|_{p}\leq C\|A(F)\|_{p}.

Remark 2.

In [3], counter-examples for the reverse inequalities are given.

Recall the vertical Littlewood-Paley-Stein functional is

HL(f)(x)=(0|etLf|2+V|etLf|2dt)1/2.H_{L}(f)(x)=\left(\int_{0}^{\infty}|\nabla e^{-tL}f|^{2}+V|e^{-tL}f|^{2}\mathrm{d}t\right)^{1/2}.

As a corollary of Proposition 1 we have.

Proposition 3.
  1. 1.

    For p[2,+)p\in[2,+\infty),

    𝒢L(f)pCHL(f)p.\|\mathcal{G}_{L}(f)\|_{p}\leq C\left\|H_{L}(f)\right\|_{p}.
  2. 2.

    Let p[2,+)p\in[2,+\infty) and ϕ\phi be a bounded holomorphic function on the angular sector Σ(θ):={z0,|arg(z)|<θ}\Sigma(\theta):=\{z\neq 0,|arg(z)|<\theta\} with θ(arcsin|2p1|,π/2)\theta\in(\arcsin\left|\frac{2}{p}-1\right|,\pi/2) such that |ϕ(z)|C|z|α1+|z|2α|\phi(z)|\leq C\frac{|z|^{\alpha}}{1+|z|^{2\alpha}} for some α>0\alpha>0 and all zΣ(θ)z\in\Sigma(\theta). Then 𝒮ϕfpCfp\|\mathcal{S}_{\phi}f\|_{p}\leq C\|f\|_{p}.

Proof.

The first item is an immediate consequence of Proposition 1 with F(x,t)=|tet2Δf|F(x,t)=|t\nabla e^{-t^{2}\Delta}f|. For the second one, using again Proposition 1 we obtain

𝒮ϕ(f)pC(0|ϕ(tL)f|2dtt)1/2p.\|\mathcal{S}_{\phi}(f)\|_{p}\leq C\left\|\left(\int_{0}^{\infty}|\phi(tL)f|^{2}\frac{\mathrm{d}t}{t}\right)^{1/2}\right\|_{p}.

Since LL is the generator of a sub-Markovian, it has a bounded holomorphic functional calculus on LpL^{p} for all p(1,)p\in(1,\infty). This was proved by many authors and the result had successive improvements during several decades. The most recent and general result in this direction states that LL has a bounded holomorphic functional calculus with angle μp=arcsin(|2p1|)+ϵ\mu_{p}=\arcsin(|\frac{2}{p}-1|)+\epsilon for all ϵ>0\epsilon>0. We refer to [5] for the precise statement. The existence of a bounded holomorphic functional calculus implies the so-called square functions estimates, that is for all FH0(Σ(μp))={FH(Σ(μp)),|F(z)|C|z|α1+|z|2αF\in H_{0}^{\infty}(\Sigma({\mu_{p}}))=\{F\in H^{\infty}(\Sigma({\mu_{p}})),|F(z)|\leq C\frac{|z|^{\alpha}}{1+|z|^{2\alpha}} for some α>0\alpha>0 and all zz in Σ(μp)}\Sigma({\mu_{p}})\}, one has for all ff in Lp(M),L^{p}(M),

(0|F(tL)f(x)|2dtt)1/2pCfp.\left\|\left(\int_{0}^{\infty}|F(tL)f(x)|^{2}\frac{\mathrm{d}t}{t}\right)^{1/2}\right\|_{p}\leq C\|f\|_{p}.

See [14] for more on the link between square functions estimates and bounded holomorphic functional calculus. The square functions estimate with F=ϕF=\phi finishes the proof. ∎

Remark 4.

The first item of the last proposition shows that if the Littlewood-Paley-Stein functional HLH_{L} is bounded on LpL^{p}, then 𝒢L\mathcal{G}_{L} is also bounded on LpL^{p}. Note that HLH_{L} is bounded on LpL^{p} for some p[2,)p\in[2,\infty) if and only if the sets {tVetL}\{\sqrt{t}\sqrt{V}e^{-tL}\} and {tetL}\{\sqrt{t}\nabla e^{-tL}\} are RR-bounded on LpL^{p} (see [11], Theorem 3.1).

A natural choice for ϕ\phi is ϕ0(z)=z1/2ez\phi_{0}(z)=z^{1/2}e^{-z} so that

𝒮ϕ0(f)(x):=(0B(x,t1/2)|Δ1/2etΔf|2dydyVol(y,t))1/2.\mathcal{S}_{\phi_{0}}(f)(x):=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|\Delta^{1/2}e^{-t\Delta}f|^{2}\frac{\mathrm{d}y\mathrm{d}y}{Vol(y,t)}\right)^{1/2}. (7)

We shall use this functional in Section 10 in connection with the Riesz transform. We make the following observation.

Proposition 5.
  1. 1.

    For p[2,)p\in[2,\infty), 𝒮ϕ0\mathcal{S}_{\phi_{0}} is bounded on LpL^{p},

  2. 2.

    For p(1,2]p\in(1,2], there exists C>0C>0 such that for all fLpf\in L^{p},

    fpCSϕ0(f)p.\|f\|_{p}\leq C\|S_{\phi_{0}}(f)\|_{p}.
Proof.

The first item follows from Proposition 3. For the second, fix p(1,2]p\in(1,2], then p[2,)p^{\prime}\in[2,\infty). For all ff in LpL^{p} and gLpg\in L^{p^{\prime}} one has

|Mf(x)g(x)dx|\displaystyle\left|\int_{M}f(x)g(x)\mathrm{d}x\right| =|M0t(etΔfetΔg)dtdx|\displaystyle=\left|\int_{M}\int_{0}^{\infty}-\frac{\partial}{\partial t}(e^{-t\Delta}fe^{-t\Delta}g)\mathrm{d}t\mathrm{d}x\right|
=|M0[ΔetΔfetΔg+etΔfΔetΔg]dtdx|\displaystyle=\left|\int_{M}\int_{0}^{\infty}\left[\Delta e^{-t\Delta}fe^{-t\Delta}g+e^{-t\Delta}f\Delta e^{-t\Delta}g\right]\mathrm{d}t\mathrm{d}x\right|
=2|M0Δ1/2etΔf.Δ1/2etΔgdtdx|\displaystyle=2\left|\int_{M}\int_{0}^{\infty}\Delta^{1/2}e^{-t\Delta}f.\Delta^{1/2}e^{-t\Delta}g\mathrm{d}t\mathrm{d}x\right|
=2|M0yB(x,t1/2)Δ1/2etΔf.Δ1/2etΔgdtdxdyVol(x,t1/2)|\displaystyle=2\left|\int_{M}\int_{0}^{\infty}\int_{y\in B(x,t^{1/2})}\Delta^{1/2}e^{-t\Delta}f.\Delta^{1/2}e^{-t\Delta}g\mathrm{d}t\mathrm{d}x\frac{\mathrm{d}y}{Vol(x,t^{1/2})}\right|
=2|M(0xB(y,t1/2)Δ1/2etΔf.Δ1/2etΔgdtdxVol(x,t1/2))dy|\displaystyle=2\left|\int_{M}\left(\int_{0}^{\infty}\int_{x\in B(y,t^{1/2})}\Delta^{1/2}e^{-t\Delta}f.\Delta^{1/2}e^{-t\Delta}g\mathrm{d}t\frac{\mathrm{d}x}{Vol(x,t^{1/2})}\right)\mathrm{d}y\right|
2|M𝒮ϕ0(f)(y)𝒮ϕ0(g)(y)dy|\displaystyle\leq 2\left|\int_{M}\mathcal{S}_{\phi_{0}}(f)(y)\mathcal{S}_{\phi_{0}}(g)(y)\mathrm{d}y\right|
2𝒮ϕ0(g)p𝒮ϕ0(f)p\displaystyle\leq 2\|\mathcal{S}_{\phi_{0}}(g)\|_{p^{\prime}}\|\mathcal{S}_{\phi_{0}}(f)\|_{p}
2gp𝒮ϕ0(f)p.\displaystyle\leq 2\|g\|_{p^{\prime}}\|\mathcal{S}_{\phi_{0}}(f)\|_{p}.

Here the two first inequalities respectively come from Cauchy-Schwarz with measure dtdxVol(x,t1/2)\frac{\mathrm{d}t\mathrm{d}x}{Vol(x,t^{1/2})} and Hölder with exponents pp and pp^{\prime}. The last inequalities comes from the first item. We obtain the result by taking the supremum over ff in LpL^{p}.∎

3 Tent spaces and off-diagonal LpL2L^{p}-L^{2} estimates

In this short section, we recall the definition of tent spaces on manifolds some properties they satisfy. For any p[1,+)p\in[1,+\infty), the tent space T2pT_{2}^{p} is the space of square locally integrable functions on M+M^{+} such that

A(F):=(0B(x,t)|F(x,t)|2dxdtVol(x,t))1/2Lp(M).A(F):=\left(\int_{0}^{\infty}\int_{B(x,t)}|F(x,t)|^{2}\frac{\mathrm{d}x\mathrm{d}t}{Vol(x,t)}\right)^{1/2}\in L^{p}(M).

Its norm is given by

FT2p=A(F)p.\|F\|_{T_{2}^{p}}=\|A(F)\|_{p}.

For p=+p=+\infty, T2T_{2}^{\infty} is the set of locally square integrable functions on M+M^{+} such that

FT2:=(supB0rBB|F(y,t)|2dydtVol(y,t))1/2<+.\|F\|_{T_{2}^{\infty}}:=\left(\sup_{B}\int_{0}^{r_{B}}\int_{B}|F(y,t)|^{2}\frac{\mathrm{d}y\mathrm{d}t}{Vol(y,t)}\right)^{1/2}<+\infty.

Here the supremum is taken on all balls BB in MM and rBr_{B} is the radius of BB.

Tent spaces form a complex interpolation family and are dual of each other. Theses results remain true for tent spaces on mesured metric spaces with doubling volume property. In particular it is true for tent spaces of differential forms. We refer to [7] or [4] for proofs and more information. Precisely,

Proposition 6.

Suppose 1p0<p<p11\leq p_{0}<p<p_{1}\leq\infty, with 1p=1θp0+θp1\frac{1}{p}=\frac{1-\theta}{p_{0}}+\frac{\theta}{p_{1}} for some θ(0,1)\theta\in(0,1). Therefore [T2p0,T2p1]θ=T2p.[T_{2}^{p_{0}},T_{2}^{p_{1}}]_{\theta}=T_{2}^{p}.

Proposition 7.

Let pp be in (1,+)(1,+\infty) and pp^{\prime} be its dual exponent. Then T2pT^{p^{\prime}}_{2} is identified as the dual of T2pT_{2}^{p} with the pairing <F,G>=M×(0,+)F(x,t)G(x,t)dxdtt.<F,G>=\int_{M\times(0,+\infty)}F(x,t)G(x,t)\frac{\mathrm{d}x\mathrm{d}t}{t}.

We shall use Proposition 6 to prove the boundedness of the conical square functions on LpL^{p}. Actually, the boundedness on LpL^{p} of 𝒢L\mathcal{G}_{L} canonically reformulates as the boundedness of ftet2Lff\mapsto t\nabla e^{-t^{2}L}f and ftVet2Lff\mapsto t\sqrt{V}e^{-t^{2}L}f from LpL^{p} to T2pT_{2}^{p}. For p[2,+)p\in[2,+\infty) the strategy is

  1. 1.

    Prove that 𝒢L\mathcal{G}_{L} is bounded on L2L^{2},

  2. 2.

    Prove that ftet2Lff\mapsto t\nabla e^{-t^{2}L}f and ftVet2Lff\mapsto t\sqrt{V}e^{-t^{2}L}f are bounded from LL^{\infty} to T2T_{2}^{\infty},

  3. 3.

    Deduce by interpolation that 𝒢L\mathcal{G}_{L} is bounded on LpL^{p} for all p[2,+)p\in[2,+\infty).

We use the same strategy for 𝒢LF\mathcal{G}_{L}^{F} and 𝒢Δ\mathcal{G}_{\vec{\Delta}} in the forthcoming sections.

In order to prove the boundedness of ftet2Lff\mapsto t\nabla e^{-t^{2}L}f and ftVet2Lff\mapsto t\sqrt{V}e^{-t^{2}L}f from LL^{\infty} to T2T_{2}^{\infty}, we need Davies-Gaffney estimates for tetL\sqrt{t}\nabla e^{-tL} and V1/2tetLV^{1/2}\sqrt{t}e^{-tL}. One says that a family TzT_{z} of operators satisfies Davies-Gaffney estimates if for all ff in L2(M)L^{2}(M) and all closed disjoint sets EE and FF in MM,

Tz(fχE)L2(F)Ced2(E,F)/|z|fL2(E).\|T_{z}(f\chi_{E})\|_{L^{2}(F)}\leq Ce^{-d^{2}(E,F)/|z|}\|f\|_{L^{2}(E)}. (8)

In [2] and [3], the authors show that a good condition to prove the boundedness of conical square functions on LpL^{p} for p(1,2]p\in(1,2] is LpL2L^{p}-L^{2} off-diagonal estimates for a well chosen family of operators. Let 1pq<+1\leq p\leq q<+\infty. We say that a family (Tt)t0(T_{t})_{t\geq 0} of operators satisfies LpLqL^{p}-L^{q} off-diagonal estimates if for any ball BB with radius rBr_{B} and for any ff,

(Cj(B)|TtfχB|qdx)1/qCμ(B)1p1qsup(2jrBt,t2jrB)βec4jrB2/t(B|f|pdx)1/p.\left(\int_{C_{j}(B)}|T_{t}f\chi_{B}|^{q}\mathrm{d}x\right)^{1/q}\leq\frac{C}{\mu(B)^{\frac{1}{p}-\frac{1}{q}}}\sup\left(\frac{2^{j}r_{B}}{\sqrt{t}},\frac{\sqrt{t}}{2^{j}r_{B}}\right)^{\beta}e^{-c4^{j}r_{B}^{2}/t}\left(\int_{B}|f|^{p}\mathrm{d}x\right)^{1/p}. (9)

We mostly use the case q=2q=2, that is

(Cj(B)|TtfχB|2dx)1/2Cμ(B)1p12sup(2jrBt,t2jrB)βec4jrB2/t(B|f|pdx)1/p,\left(\int_{C_{j}(B)}|T_{t}f\chi_{B}|^{2}\mathrm{d}x\right)^{1/2}\leq\frac{C}{\mu(B)^{\frac{1}{p}-\frac{1}{2}}}\sup\left(\frac{2^{j}r_{B}}{\sqrt{t}},\frac{\sqrt{t}}{2^{j}r_{B}}\right)^{\beta}e^{-c4^{j}r_{B}^{2}/t}\left(\int_{B}|f|^{p}\mathrm{d}x\right)^{1/p}, (10)

for all j1j\geq 1 and some β,C>0\beta,C>0 independent of BB, jj and ff. Here Cj(B)=2j+1B\2jBC_{j}(B)=2^{j+1}B\backslash 2^{j}B. One can also consider analytic families of operators and then one can write the previous inequalities for zz in some sector Σ(μ)={z0,|arg(z)|<μ}\Sigma(\mu)=\{z\neq 0,|arg(z)|<\mu\} for a given μ(0,π/2)\mu\in(0,\pi/2).

In several cases, the uniform boundedness of the semigroup on LpL^{p} for implies that tetL\sqrt{t}\nabla e^{-tL} satisfies (10). This is the case if the manifold has the volume doubling property (1) and its heat kernel associated with Δ\Delta satisfies the Gaussian upper estimate (3). Recall that the heat kernel ptp_{t} associated with Δ\Delta satisfies the Gaussian upper estimate (3) if there exist constants C,c>0C,c>0 such that the heat kernel ptp_{t} satisfies for all x,yMx,y\in M

pt(x,y)Cecd2(x,y)/tVol(y,t1/2).p_{t}(x,y)\leq C\frac{e^{-cd^{2}(x,y)/t}}{Vol(y,t^{1/2})}.

For LpLqL^{p}-L^{q} off-diagonale estimates for Schrödinger operators on manifolds with subcritical negative part of the potential, see [1]. In the case of the Hodge-de Rham operatorn, see Section 6, or [20].

4 Study of 𝒢L\mathcal{G}_{L}

In this section, L=Δ+VL=\Delta+V is a Schrödinger operator with 0VLloc10\leq V\in L^{1}_{loc}. We make some remarks about the case of a signed potentiel at the end of the section. Recall that 𝒢L\mathcal{G}_{L} is defined by

𝒢L(f)(x)=(0B(x,t1/2)|etLf(y)|2+V|etLf(y)|2dtdyVol(y,t1/2))1/2.\mathcal{G}_{L}(f)(x)=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|\nabla e^{-tL}f(y)|^{2}+V|e^{-tL}f(y)|^{2}\frac{\mathrm{d}t\mathrm{d}y}{Vol(y,t^{1/2})}\right)^{1/2}.

In this section, we prove the boundedness of 𝒢L\mathcal{G}_{L} on Lp(M)L^{p}(M) under some assumptions depending on p(1,2]p\in(1,2] or p[2,+)p\in[2,+\infty). In the framework of second order divergence form operators L=div(A.)L=div(A\nabla.) on d\mathbb{R}^{d}, it has been proven in [3] that 𝒢L\mathcal{G}_{L} is bounded on LpL^{p} for all p(1,+)p\in(1,+\infty) and of weak type (1,1)(1,1) if AA is real.

This functional is easier to study for p[2,)p\in[2,\infty) and its boundedness comes from an argument from [16]. The only assumption we need on the manifold here is the volume doubling property (1). We start by the boundedness on L2L^{2}.

Proposition 8.

𝒢L\mathcal{G}_{L} is bounded on L2L^{2}.

Proof.

We compute

𝒢L(f)22\displaystyle\|\mathcal{G}_{L}(f)\|_{2}^{2} =M0B(x,t1/2)|etLf(y)|2+V|etLf(y)|2dydtdxVol(y,t1/2)\displaystyle=\int_{M}\int_{0}^{\infty}\int_{B(x,t^{1/2})}|\nabla e^{-tL}f(y)|^{2}+V|e^{-tL}f(y)|^{2}\frac{\mathrm{d}y\mathrm{d}t\mathrm{d}x}{Vol(y,t^{1/2})}
=M0B(y,t1/2)|etLf(y)|2+V|etLf(y)|2dxdtdyVol(y,t1/2)\displaystyle=\int_{M}\int_{0}^{\infty}\int_{B(y,t^{1/2})}|\nabla e^{-tL}f(y)|^{2}+V|e^{-tL}f(y)|^{2}\frac{\mathrm{d}x\mathrm{d}t\mathrm{d}y}{Vol(y,t^{1/2})}
=M(0|etLf(y)|2+V|etLf(y)|2B(y,t1/2)1dxdt)dyVol(y,t1/2)\displaystyle=\int_{M}\left(\int_{0}^{\infty}|\nabla e^{-tL}f(y)|^{2}+V|e^{-tL}f(y)|^{2}\int_{B(y,t^{1/2})}1\mathrm{d}x\mathrm{d}t\right)\frac{\mathrm{d}y}{Vol(y,t^{1/2})}
=M(0|etLf(y)|2+V|etLf(y)|2dt)dy\displaystyle=\int_{M}\left(\int_{0}^{\infty}|\nabla e^{-tL}f(y)|^{2}+V|e^{-tL}f(y)|^{2}\mathrm{d}t\right)\mathrm{d}y
=M0(Δ+V)etLf(y)etLf(y)dtdy\displaystyle=\int_{M}\int_{0}^{\infty}(\Delta+V)e^{-tL}f(y)\cdot e^{-tL}f(y)\mathrm{d}t\,\mathrm{d}y
=12f22.\displaystyle=\frac{1}{2}\|f\|_{2}^{2}.

For p[2,)p\in[2,\infty), we have the following theorem.

Theorem 9.

If MM satisfies the doubling volume property (1), then 𝒢L\mathcal{G}_{L} is bounded on LpL^{p} for all p[2,)p\in[2,\infty).

Proof.

Let Γ\Gamma be either \nabla or the multiplication by V\sqrt{V}. We show that ftΓet2Lff\mapsto t\Gamma e^{-t^{2}L}f is bounded from LL^{\infty} to T2T_{2}^{\infty}. By interpolation it is bounded from LpL^{p} to T2pT_{2}^{p} for all p[2,]p\in[2,\infty], what reformulates as the boundedness of 𝒢L\mathcal{G}_{L} on LpL^{p}.

Recall that the norm on T2T_{2}^{\infty} is given by

FT2=(supB1μ(B)B0rB|F(x,t)|2dxdtt)1/2\|F\|_{T_{2}^{\infty}}=\left(\sup_{B}\frac{1}{\mu(B)}\int_{B}\int_{0}^{r_{B}}|F(x,t)|^{2}\frac{\mathrm{d}x\mathrm{d}t}{t}\right)^{1/2}

where the supremum is taken over all balls BB in MM and rBr_{B} is the radius of BB. Fix a ball BB and decompose f=fχ4B+fχ(4B)cf=f\chi_{4B}+f\chi_{(4B)^{c}}. For the local part fχ4Bf\chi_{4B} we have

1μ(B)B0rB|tΓet2Lfχ4B|2dxdtt\displaystyle\frac{1}{\mu(B)}\int_{B}\int_{0}^{r_{B}}|t\Gamma e^{-t^{2}L}f\chi_{4B}|^{2}\frac{\mathrm{d}x\mathrm{d}t}{t} Cμ(B)(0|ΓetLfχ4B|2dt)1/222\displaystyle\leq\frac{C}{\mu(B)}\left\|\left(\int_{0}^{\infty}|\Gamma e^{-tL}f\chi_{4B}|^{2}\mathrm{d}t\right)^{1/2}\right\|_{2}^{2}
Cμ(B)fχ4B22\displaystyle\leq\frac{C}{\mu(B)}\|f\chi_{4B}\|_{2}^{2}
Cf2.\displaystyle\leq C\|f\|_{\infty}^{2}.

We now deal with the non-local part. We decompose fχ(4B)c=j2fχCjf\chi_{(4B)^{c}}=\sum_{j\geq 2}f\chi_{C_{j}}, where Cj(B)=2j+1B\2jBC_{j}(B)=2^{j+1}B\backslash 2^{j}B. Davies-Gaffney estimates (8) for tetL\sqrt{t}\nabla e^{-tL} give

(1μ(B)0rBB|tΓet2Lj2fχCj|2dxdtt)1/2\displaystyle\left(\frac{1}{\mu(B)}\int_{0}^{r_{B}}\int_{B}|t\Gamma e^{-t^{2}L}\sum_{j\geq 2}f\chi_{C_{j}}|^{2}\frac{\mathrm{d}x\mathrm{d}t}{t}\right)^{1/2}
Cj2(0rBCje4jrB2t2μ(Cj)μ(B)μ(Cj)|f|2dxdtt)1/2\displaystyle\hskip 113.81102pt\leq C\sum_{j\geq 2}\left(\int_{0}^{r_{B}}\int_{C_{j}}\frac{e^{\frac{-4^{j}r_{B}^{2}}{t^{2}}}\mu(C_{j})}{\mu(B)\mu(C_{j})}|f|^{2}\frac{\mathrm{d}x\mathrm{d}t}{t}\right)^{1/2}
Cj2(2jNμ(Cj)0rBe4jrB2t2dttCj|f|2dx)1/2\displaystyle\hskip 113.81102pt\leq C\sum_{j\geq 2}\left(\frac{2^{jN}}{\mu(C_{j})}\int_{0}^{r_{B}}e^{\frac{-4^{j}r_{B}^{2}}{t^{2}}}\frac{\mathrm{d}t}{t}\int_{C_{j}}|f|^{2}\mathrm{d}x\right)^{1/2}
Cf.\displaystyle\hskip 113.81102pt\leq C\|f\|_{\infty}.

We obtain that ftΓet2ff\mapsto t\Gamma e^{-t^{2}}f is bounded from LL^{\infty} to T2T_{2}^{\infty}. It is then bounded from LpL^{p} to T2pT_{2}^{p} for all p[2,]p\in[2,\infty] by interpolation. This gives that 𝒢L\mathcal{G}_{L} is bounded on LpL^{p}. We see this by writing

𝒢L(f)(x)\displaystyle\mathcal{G}_{L}(f)(x) =(0B(x,t1/2)|ΓetLf|2+V|etLf|2dydtVol(y,t1/2))1/2\displaystyle=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|\Gamma e^{-tL}f|^{2}+V|e^{-tL}f|^{2}\frac{\mathrm{d}y\mathrm{d}t}{Vol(y,t^{1/2})}\right)^{1/2}
=12(0B(x,s)|sΓes2Lf|2+V|ses2Lf|2dydssVol(y,s))1/2\displaystyle=\frac{1}{2}\left(\int_{0}^{\infty}\int_{B(x,s)}|s\Gamma e^{-s^{2}L}f|^{2}+V|se^{-s^{2}L}f|^{2}\frac{\mathrm{d}y\mathrm{d}s}{sVol(y,s)}\right)^{1/2}
=12A(F)(x)\displaystyle=\frac{1}{2}A(F)(x)

where F(x,s)=(|ses2Lf|2+|sVes2Lf|2)1/2F(x,s)=\left(|s\nabla e^{-s^{2}L}f|^{2}+|sVe^{-s^{2}L}f|^{2}\right)^{1/2}. Then

𝒢L(f)p=12FT2pCfp.\|\mathcal{G}_{L}(f)\|_{p}=\frac{1}{2}\|F\|_{T_{2}^{p}}\\ \leq C\|f\|_{p}.

Remark 10.

We give two examples which show that the Littlewood-Paley-Stein functional and the conical square functional have different behaviors for p[2,)p\in[2,\infty).

  1. 1.

    In d\mathbb{R}^{d}, under reasonable assumptions (see [21]), if VV is not identically equal to zero, then HLH_{L} is unbounded on LpL^{p} for p>dp>d, whereas 𝒢L\mathcal{G}_{L} is bounded.

  2. 2.

    Let MM be the connected sum of two copies of d\mathbb{R}^{d} glued among the unit circle. The Littlewood-Paley-Stein functional HΔH_{\Delta} is unbounded on LpL^{p} for p(d,+)p\in(d,+\infty) whereas 𝒢Δ\mathcal{G}_{\Delta} is bounded (see [6]).

The case p(1,2]p\in(1,2] is more difficult. We have to assume off-diagonal LpL2L^{p}-L^{2} estimates for the gradient of semigroup, namely

tetLfL2(Cj)+tVetLfL2(Cj)Cμ(B)1/p1/2sup(2jrt,t2jr)βe4jrB2/tfLp(B).\|\sqrt{t}\nabla e^{-tL}f\|_{L^{2}(C_{j})}+\|\sqrt{t}\sqrt{V}e^{-tL}f\|_{L^{2}(C_{j})}\\ \leq\frac{C}{\mu(B)^{1/p-1/2}}\sup(\frac{2^{j}r}{\sqrt{t}},\frac{\sqrt{t}}{2^{j}r})^{\beta}e^{-4^{j}{r_{B}}^{2}/t}\|f\|_{L^{p}(B)}. (10)

Note that these estimates are always true in the case of n\mathbb{R}^{n} if V0V\geq 0. For a signed potential V=V+VV=V^{+}-V^{-}, the discussion is postponed to the end of the section.

Theorem 11.

Assume that MM satisfies the doubling property (1) and {tetL}\{\sqrt{t}\nabla e^{-tL}\} and {tVetL}\{\sqrt{t}\sqrt{V}e^{-tL}\} satisfy LpL2L^{p}-L^{2} off diagonal estimates (10) for some p[1,2)p\in[1,2). Then 𝒢L\mathcal{G}_{L} is of weak type (p,p)(p,p) and bounded on LqL^{q} for all p<q2p<q\leq 2.

Remark 12.

The proof is the same as in [8] where the authors deal with divergence form operators on n\mathbb{R}^{n}. We reproduce the details for the sake of completeness. We write down the proof for the gradient part

𝒢L()(f)(x)=(0B(x,t1/2)|etLf|2dydtVol(y,t1/2))1/2.\mathcal{G}_{L}^{(\nabla)}(f)(x)=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|\nabla e^{-tL}f|^{2}\frac{\mathrm{d}y\mathrm{d}t}{Vol(y,t^{1/2})}\right)^{1/2}.

The proof is the same for the part with V\sqrt{V}.

Proof.

Fix p[1,2)p\in[1,2). 𝒢L\mathcal{G}_{L} is bounded on L2(M)L^{2}(M), then by the Marcinkiewickz interpolation theorem it is enough to prove that 𝒢L\mathcal{G}_{L} is of weak type (p,p)(p,p). Fix λ>0\lambda>0 and fLpf\in L^{p}, we use the LpL^{p} Calderon-Zygmund decomposition (see [8] or [23]) of ff by writing f=g+ibif=g+\sum_{i}b_{i} where

  1. 1.

    (Bi)i1(B_{i})_{i\geq 1} is sequence of balls of radius ri>0r_{i}>0 in MM such that the sequence (4Bi)i1(4B_{i})_{i\geq 1} has finite overlap number, that is supxMiiχ4Bi(x)<\sup_{x\in M}\sum_{i\geq i}\chi_{4B_{i}}(x)<\infty,

  2. 2.

    |g|Cλ|g|\leq C\lambda almost everywhere,

  3. 3.

    The support of bib_{i} is included in BiB_{i} and Bi|bi|pdxCλμ(Bi)\int_{B_{i}}|b_{i}|^{p}\mathrm{d}x\leq C\lambda\mu(B_{i}),

  4. 4.

    iμ(Bi)CλpM|f(x)|pdx\sum_{i}\mu(B_{i})\leq\frac{C}{\lambda^{p}}\int_{M}|f(x)|^{p}\mathrm{d}x.

For simplicity, we write down the proof in the case p=1p=1. It is the same for any p(1,2)p\in(1,2). Set Ari:=I(Ieri2L)KA_{r_{i}}:=I-(I-e^{-r_{i}^{2}L})^{K} for KK a positive integer to be chosen. One has

μ({x:𝒢L()(f)(x)<λ})\displaystyle\mu(\{x:\mathcal{G}_{L}^{(\nabla)}(f)(x)<\lambda\}) μ({x:𝒢L()(g)(x)<λ/3})\displaystyle\leq\mu(\{x:\mathcal{G}_{L}^{(\nabla)}(g)(x)<\lambda/3\})
+μ({x:𝒢L()(Aribi)(x)<λ/3})\displaystyle+\mu(\{x:\mathcal{G}_{L}^{(\nabla)}(\sum A_{r_{i}}b_{i})(x)<\lambda/3\})
+μ({x:𝒢L()((Ieri2L)Kbi)(x)<λ/3})\displaystyle+\mu(\{x:\mathcal{G}_{L}^{(\nabla)}(\sum(I-e^{-r_{i}^{2}L})^{K}b_{i})(x)<\lambda/3\})
=:I+II+III.\displaystyle=:I+II+III.

Using the boundedness of 𝒢L()\mathcal{G}_{L}^{(\nabla)} on L2L^{2} and the properties of the Calderon-Zygmund decomposition, it is a classical fact that ICλf1I\leq\frac{C}{\lambda}\|f\|_{1}. It remains to estimate IIII and IIIIII. We first estimate IIII. Take 0ψL2(M)0\leq\psi\in L^{2}(M) with norm ψ2=1\|\psi\|_{2}=1. One has

M|Aribi(x)|ψ(x)dxi1j0(Cj(Bi)|Aribi|2dx)1/2(2j+1Biψ2dx)1/2.\int_{M}\left|\sum A_{r_{i}}b_{i}(x)\right|\psi(x)\mathrm{d}x\leq\sum_{i\geq 1}\sum_{j\geq 0}\left(\int_{C_{j}(B_{i})}|A_{r_{i}}b_{i}|^{2}\mathrm{d}x\right)^{1/2}\left(\int_{2^{j+1}B_{i}}\psi^{2}\mathrm{d}x\right)^{1/2}.

We note that AriA_{r_{i}} satisfies LpL2L^{p}-L^{2} estimates (10). The notation we use is

ArifL2(Cj)Cμ(B)1/2sup(2j,2j)γec4jfL1(B)\|A_{r_{i}}f\|_{L^{2}(C_{j})}\leq\frac{C}{\mu(B)^{1/2}}\sup(2^{j},2^{-j})^{\gamma}e^{-c4^{j}}\|f\|_{L^{1}(B)} (11)

for some γ>0\gamma>0. It leads to

M|i1Aribi|ψdx\displaystyle\int_{M}\left|\sum_{i\geq 1}A_{r_{i}}b_{i}\right|\psi\mathrm{d}x i1j0Cμ(2j+1B)1/2μ(B)1/2ec4j[sup(2j,2j)]γ\displaystyle\leq\sum_{i\geq 1}\sum_{j\geq 0}\frac{C\mu(2^{j+1}B)^{1/2}}{\mu(B)^{1/2}}e^{-c4^{j}}\left[\sup(2^{j},2^{-j})\right]^{\gamma}
×(Bi|bi|dx)infBi(ψ2)1/2(x)\displaystyle\times\left(\int_{B_{i}}|b_{i}|\mathrm{d}x\right)\inf_{B_{i}}\mathcal{M}(\psi^{2})^{1/2}(x)
λiBi(ψ2)1/2(x)dx\displaystyle\leq\lambda\int_{\cup_{i}B_{i}}\mathcal{M}(\psi^{2})^{1/2}(x)\mathrm{d}x
λμ(iBi)1/2ψ2\displaystyle\leq\lambda\mu(\bigcup_{i}B_{i})^{1/2}\|\psi\|_{2}
Cλ1/2f11/2.\displaystyle\leq C\lambda^{1/2}\|f\|_{1}^{1/2}.

Since iAribi\sum_{i}A_{r_{i}}b_{i} is in L2L^{2}, the boundedness of 𝒢L()\mathcal{G}_{L}^{(\nabla)} gives IIC1λf1II\leq C\frac{1}{\lambda}\|f\|_{1}. The two last inequalities come from Jensen and the boundedness of \mathcal{M}. Since iAribi\sum_{i}A_{r_{i}}b_{i} is in L2L^{2}, the boundedness of 𝒢L()\mathcal{G}_{L}^{(\nabla)} on this space gives IICλf1II\leq\frac{C}{\lambda}\|f\|_{1}. Finally, we estimate IIIIII. Markov inequality gives

III\displaystyle III μ(i5Bi)+μ({xM\i5Bi,𝒢L()(i(Ieri2L)Kbi)(x)λ/4})\displaystyle\leq\mu\left(\bigcup_{i}5B_{i}\right)+\mu\left(\{x\in M\backslash\bigcup_{i}5B_{i},\mathcal{G}_{L}^{(\nabla)}(\sum_{i}(I-e^{-r_{i}^{2}L})^{K}b_{i})(x)\geq\lambda/4\}\right)
C[1λf1+1λ2M\i5Bi𝒢L()(i(Ieri2L)Kbi)2(x)dx].\displaystyle\leq C\left[\frac{1}{\lambda}\|f\|_{1}+\frac{1}{\lambda^{2}}\int_{M\backslash\bigcup_{i}5B_{i}}\mathcal{G}_{L}^{(\nabla)}(\sum_{i}(I-e^{-r_{i}^{2}L})^{K}b_{i})^{2}(x)\mathrm{d}x\right].

Set hi:=(Ieri2L)Kbih_{i}:=(I-e^{-r_{i}^{2}L})^{K}b_{i}. One has

M\i5Bi𝒢L()(ihi)2(x)dx\displaystyle\int_{M\backslash\bigcup_{i}5B_{i}}\mathcal{G}_{L}^{(\nabla)}(\sum_{i}h_{i})^{2}(x)\mathrm{d}x
C0M|iχ4Bi(y)tet2Lhi|2μ(B(y,t)\5Bi)dxdttVol(y,t)\displaystyle\leq C\int_{0}^{\infty}\int_{M}\left|\sum_{i}\chi_{4B_{i}}(y)t\nabla e^{-t^{2}L}h_{i}\right|^{2}\mu(B(y,t)\backslash\bigcup 5B_{i})\frac{\mathrm{d}x\mathrm{d}t}{tVol(y,t)}
+C0M|iχM\4Bi(y)tet2Lhi|2μ(B(y,t)\5Bi)dxdttVol(y,t)\displaystyle+C\int_{0}^{\infty}\int_{M}\left|\sum_{i}\chi_{M\backslash 4B_{i}}(y)t\nabla e^{-t^{2}L}h_{i}\right|^{2}\mu(B(y,t)\backslash\bigcup 5B_{i})\frac{\mathrm{d}x\mathrm{d}t}{tVol(y,t)}
=:C[Kloc+Kglob].\displaystyle=:C\left[K_{loc}+K_{glob}\right].

We start by estimating KlocK_{loc}. Given y4Biy\in 4B_{i}, if there exists xB(y,t)\i5Bix\in B(y,t)\backslash\bigcup_{i}5B_{i}, then t>rit>r_{i}. Therefore,

Kloc\displaystyle K_{loc} Ci=1ri4Bi|tet2Lhi(y)|2μ(B(y,t)\i5Bi)dydtVol(y,t)\displaystyle\leq C\sum_{i=1}^{\infty}\int_{r_{i}}^{\infty}\int_{4B_{i}}\left|t\nabla e^{-t^{2}L}h_{i}(y)\right|^{2}\mu(B(y,t)\backslash\bigcup_{i}5B_{i})\frac{\mathrm{d}y\mathrm{d}t}{Vol(y,t)}
Ci=1ri4Bi|tet2Lhi(y)|2dydt.\displaystyle\leq C\sum_{i=1}^{\infty}\int_{r_{i}}^{\infty}\int_{4B_{i}}\left|t\nabla e^{-t^{2}L}h_{i}(y)\right|^{2}\mathrm{d}y\mathrm{d}t.

The off-diagonal estimates (10) give

(4Bi|tet2L(hi(y)χ4Bi)|2dy)1/2\displaystyle\left(\int_{4B_{i}}\left|t\nabla e^{-t^{2}L}(h_{i}(y)\chi_{4Bi})\right|^{2}\mathrm{d}y\right)^{1/2} Cμ(4Bi)1/2(rit)β4Bi|hi(y)|dy\displaystyle\leq\frac{C}{\mu(4B_{i})^{1/2}}\left(\frac{r_{i}}{t}\right)^{\beta}\int_{4B_{i}}\left|h_{i}(y)\right|\mathrm{d}y
Cμ(4Bi)1/2(rit)β4Bi|bi(y)|dy\displaystyle\leq\frac{C}{\mu(4B_{i})^{1/2}}\left(\frac{r_{i}}{t}\right)^{\beta}\int_{4B_{i}}\left|b_{i}(y)\right|\mathrm{d}y
μ(Bi)μ(4Bi)1/2(rit)βλ\displaystyle\leq\frac{\mu(B_{i})}{\mu(4B_{i})^{1/2}}\left(\frac{r_{i}}{t}\right)^{\beta}\lambda
μ(Bi)1/2(rit)1/2λ.\displaystyle\leq\mu(B_{i})^{1/2}\left(\frac{r_{i}}{t}\right)^{1/2}\lambda.

By the same arguments and expending (Ieri2L)M(I-e^{r_{i}^{2}L})^{M} we obtain

(4Bi|tet2Lhi(y)χ(4Bi)c)|2dy)1/2\displaystyle\left(\int_{4B_{i}}\left|t\nabla e^{-t^{2}L}h_{i}(y)\chi_{(4Bi)^{c}})\right|^{2}\mathrm{d}y\right)^{1/2}
(4Bi|j2tet2Lhi(y)χCj|2dy)1/2\displaystyle\leq\left(\int_{4B_{i}}\left|\sum_{j\geq 2}t\nabla e^{-t^{2}L}h_{i}(y)\chi_{C_{j}}\right|^{2}\mathrm{d}y\right)^{1/2}
j2(2j+1Bi|tet2Lhi(y)χCj|2dy)1/2\displaystyle\leq\sum_{j\geq 2}\left(\int_{2^{j+1}B_{i}}\left|t\nabla e^{-t^{2}L}h_{i}(y)\chi_{C_{j}}\right|^{2}\mathrm{d}y\right)^{1/2}
Cj22jβμ(2j+1Bi)1/2(rit)βk=1M(Cj(Bi)|ekri2Lbi|dy)\displaystyle\leq C\sum_{j\geq 2}\frac{2^{j\beta}}{\mu(2^{j+1}B_{i})^{1/2}}\left(\frac{r_{i}}{t}\right)^{\beta}\sum_{k=1}^{M}\left(\int_{C_{j}(B_{i})}\left|e^{-kr_{i}^{2}L}b_{i}\right|\mathrm{d}y\right)
Cj22j(β+γ)μ(2j+1Bi)1/2(rit)βec4j(Bi|bi|dy).\displaystyle\leq C\sum_{j\geq 2}\frac{2^{j(\beta+\gamma)}}{\mu(2^{j+1}B_{i})^{1/2}}\left(\frac{r_{i}}{t}\right)^{\beta}e^{-c4^{j}}\left(\int_{B_{i}}\left|b_{i}\right|\mathrm{d}y\right).

The properties of the Calderon-Zygmund decomposition and the volume doubling property (1) give

j22j(β+γ)μ(2j+1Bi)1/2(rit)βec4j(Bi|bi|dy)\displaystyle\sum_{j\geq 2}\frac{2^{j(\beta+\gamma)}}{\mu(2^{j+1}B_{i})^{1/2}}\left(\frac{r_{i}}{t}\right)^{\beta}e^{-c4^{j}}\left(\int_{B_{i}}\left|b_{i}\right|\mathrm{d}y\right) Cλj22j(β+γ)μ(Bi)μ(2j+1Bi)1/2(rit)βec4jλ\displaystyle\leq C\lambda\sum_{j\geq 2}\frac{2^{j(\beta+\gamma)}\mu(B_{i})}{\mu(2^{j+1}B_{i})^{1/2}}\left(\frac{r_{i}}{t}\right)^{\beta}e^{-c4^{j}}\lambda
Cλμ(Bi)1/2(rit)β.\displaystyle\leq C\lambda\mu(B_{i})^{1/2}\left(\frac{r_{i}}{t}\right)^{\beta}.

By the properties of the Calderon-Zygmund decomposition again we have

Kloc\displaystyle K_{loc} Cλ2iμ(Bi)ri(rit)2βdtt\displaystyle\leq C\lambda^{2}\sum_{i}\mu(B_{i})\int_{r_{i}}^{\infty}\left(\frac{r_{i}}{t}\right)^{2\beta}\frac{\mathrm{d}t}{t}
Cλ2iμ(Bi)\displaystyle\leq C\lambda^{2}\sum_{i}\mu(B_{i})
Cλf1.\displaystyle\leq C\lambda\|f\|_{1}.

Finally, we deal with KglobK_{glob}. Take Φ0\Phi\geq 0 in L2(M+,dydtt)L^{2}(M^{+},\frac{\mathrm{d}y\mathrm{d}t}{t}) with norm Φ2=1\|\Phi\|_{2}=1. Set

Φ~(y):=0Φ(y,t)2dtt.\tilde{\Phi}(y):=\int_{0}^{\infty}\Phi(y,t)^{2}\frac{\mathrm{d}t}{t}.

We have

0\displaystyle\int_{0}^{\infty} M|i1χ(4Bi)c(y)tet2Lhi(y)|Φ(y,t)dydtt\displaystyle\int_{M}\left|\sum_{i\geq 1}\chi_{(4B_{i})^{c}}(y)t\nabla e^{-t^{2}L}h_{i}(y)\right|\Phi(y,t)\frac{\mathrm{d}y\mathrm{d}t}{t}
=0M|i1j2χCj(Bi)(y)tet2Lhi(y)|Φ(y,t)dydtt\displaystyle=\int_{0}^{\infty}\int_{M}\left|\sum_{i\geq 1}\sum_{j\geq 2}\chi_{C_{j}(B_{i})}(y)t\nabla e^{-t^{2}L}h_{i}(y)\right|\Phi(y,t)\frac{\mathrm{d}y\mathrm{d}t}{t}
Ci1j2(0Cj(Bi)|tet2Lhi(y)|2)1/2(0Cj(Bi)Φ(y,t)2dydtt)1/2\displaystyle\leq C\sum_{i\geq 1}\sum_{j\geq 2}\left(\int_{0}^{\infty}\int_{C_{j}(B_{i})}|t\nabla e^{-t^{2}L}h_{i}(y)|^{2}\right)^{1/2}\left(\int_{0}^{\infty}\int_{C_{j}(B_{i})}\Phi(y,t)^{2}\frac{\mathrm{d}y\mathrm{d}t}{t}\right)^{1/2}
Ci1j2Ii,jμ(Cj(Bi))1/2infxBi((Φ~)(x))1/2\displaystyle\leq C\sum_{i\geq 1}\sum_{j\geq 2}I_{i,j}\mu(C_{j}(B_{i}))^{1/2}\inf_{x\in B_{i}}(\mathcal{M}(\tilde{\Phi})(x))^{1/2}

where

Ii,j=(0Cj(Bi)|tet2Lhi(y)|2dydtt)1/2Cμ(Bi)1/22j(2K)I_{i,j}=\left(\int_{0}^{\infty}\int_{C_{j}(B_{i})}|t\nabla e^{-t^{2}L}h_{i}(y)|^{2}\mathrm{d}y\frac{\mathrm{d}t}{t}\right)^{1/2}\leq C\mu(B_{i})^{1/2}2^{-j(2K)}

by Lemma 13 below. Therefore,

0\displaystyle\int_{0}^{\infty} M|i1χ(4Bi)c(y)tet2Lhi(y)|Φ(y,t)dydtt\displaystyle\int_{M}\left|\sum_{i\geq 1}\chi_{(4B_{i})^{c}}(y)t\nabla e^{-t^{2}L}h_{i}(y)\right|\Phi(y,t)\frac{\mathrm{d}y\mathrm{d}t}{t}
Cλi1j2μ(Bi)1/2μ(Cj(Bi))1/222jKinfxBi((Φ~)(x))1/2\displaystyle\leq C\lambda\sum_{i\geq 1}\sum_{j\geq 2}\mu(B_{i})^{1/2}\mu(C_{j}(B_{i}))^{1/2}2^{-2jK}\inf_{x\in B_{i}}(\mathcal{M}(\tilde{\Phi})(x))^{1/2}
Cλi1j2μ(Bi)2j(2KN/2)infxBi((Φ~)(x))1/2.\displaystyle\leq C\lambda\sum_{i\geq 1}\sum_{j\geq 2}\mu(B_{i})2^{-j(2K-N/2)}\inf_{x\in B_{i}}(\mathcal{M}(\tilde{\Phi})(x))^{1/2}.

Choosing K>N/4K>N/4 gives

λi1j2μ(Bi)2j(2KN/2)infxBi((Φ~)(x))1/2\displaystyle\lambda\sum_{i\geq 1}\sum_{j\geq 2}\mu(B_{i})2^{-j(2K-N/2)}\inf_{x\in B_{i}}(\mathcal{M}(\tilde{\Phi})(x))^{1/2} Cλi1μ(Bi)infxBi((Φ~)(x))1/2\displaystyle\leq C\lambda\sum_{i\geq 1}\mu(B_{i})\inf_{x\in B_{i}}(\mathcal{M}(\tilde{\Phi})(x))^{1/2}
CλBi((Φ~))1/2dx\displaystyle\leq C\lambda\int_{\bigcup B_{i}}(\mathcal{M}(\tilde{\Phi}))^{1/2}\mathrm{d}x
Cλμ(Bi)1/2\displaystyle\leq C\lambda\mu(\bigcup B_{i})^{1/2}
λ1/2f11/2.\displaystyle\leq\lambda^{1/2}\|f\|_{1}^{1/2}.

Here the last inequality comes from the properties of the Calderon-Zygmund decomposition. Hence, IIIλ1f1III\leq\lambda^{-1}\|f\|_{1} and we obtain the result. ∎

In the proof, we use the following lemma which follows from functional calculus on L2(M)L^{2}(M) (see [8]).

Lemma 13.

For any i1i\geq 1 and j2j\geq 2,

Ii,j=(0Cj(Bi)|tet2Lhi(y)|2dydtt)1/2Cμ(Bi)1/22j(2K).I_{i,j}=\left(\int_{0}^{\infty}\int_{C_{j}(B_{i})}|t\nabla e^{-t^{2}L}h_{i}(y)|^{2}\mathrm{d}y\frac{\mathrm{d}t}{t}\right)^{1/2}\leq C\mu(B_{i})^{1/2}2^{-j(2K)}.

The classical setting of doubling manifolds with an heat kernel satisfying a Gaussian upper estimates is covered by the theorem.

Corollary 14.

Assume that MM satisfies the doubling property (1) and that the heat kernel associated with Δ\Delta satisfies the Gaussian upper estimate (3). Then 𝒢L\mathcal{G}_{L} is bounded on LpL^{p} for all p(1,+)p\in(1,+\infty).

Proof.

Assume that MM satisfies the doubling volume property (1) and that the heat kernel associated with Δ\Delta satisfies the Gaussian upper estimate (3). Then {tetL}\{\sqrt{t}\nabla e^{-tL}\} and {tVetL}\{\sqrt{t}\sqrt{V}e^{-tL}\} both satisfy LpL2L^{p}-L^{2} estimates for all p[1,2]p\in[1,2]. Hence, 𝒢L\mathcal{G}_{L} is bounded on LpL^{p} for all p(1,2]p\in(1,2] by Theorem 11. The case p(2,+)p\in(2,+\infty) comes from Theorem 9. ∎

In the case of Schrödinger operator with signed potential L=Δ+V+VL=\Delta+V^{+}-V^{-}, we can state similar results. The conical vertical square functional for LL is defined by

𝒢L(f)(x)=(0B(x,t1/2)|etLf(y)|2+|V||etLf(y)|2dydtVol(y,t1/2))1/2.\mathcal{G}_{L}(f)(x)=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|\nabla e^{-tL}f(y)|^{2}+|V||e^{-tL}f(y)|^{2}\frac{\mathrm{d}y\mathrm{d}t}{Vol(y,t^{1/2})}\right)^{1/2}.
Theorem 15.

Assume that MM satisfies the doubling property (1). Suppose that VV^{-} is subcritical with respect to Δ+V+\Delta+V^{+}, that is there exists α(0,1)\alpha\in(0,1) such that for all smooth and compactly supported function ff,

MVf2dxαMV+f2+|f|2dx.\int_{M}V^{-}f^{2}\mathrm{d}x\leq\alpha\int_{M}V^{+}f^{2}+|\nabla f|^{2}\mathrm{d}x. (12)

Then,

  1. 1.

    𝒢L\mathcal{G}_{L} is bounded on LpL^{p} for all p[2,)p\in[2,\infty).

  2. 2.

    Assume in addition that the kernel associated with etΔe^{-t\Delta} satisfies the Gaussian upper estimate (3). If N2N\leq 2, then 𝒢L\mathcal{G}_{L} is bounded for all p(1,+)p\in(1,+\infty). If N>2N>2, set p0=211αNN2p^{\prime}_{0}=\frac{2}{1-\sqrt{1-\alpha}}\frac{N}{N-2}. Then 𝒢L\mathcal{G}_{L} is bounded for all p(p0,+)p\in({p_{0}},+\infty).

Proof.

Let pp be in (1,2](1,2] if N2N\leq 2 or in (p0,2]({p_{0}},2] otherwise. In [1] the authors prove that, under the assumptions of the theorem, both {tetL}\{\sqrt{t}\nabla e^{-tL}\} and {t|V|1/2etL}\{\sqrt{t}|V|^{1/2}e^{-tL}\} satisfy Davies-Gaffney estimates (8) and off-diagonal estimates (10). The same proof as in the case of a non-negative potential applies and gives the boundedness of 𝒢L\mathcal{G}_{L}. ∎

5 Generalized conical square functions associated with Schrödinger operators

In this section, we introduce generalized conical square functions for Schrödinger operators L=Δ+VL=\Delta+V with 0VLloc10\leq V\in L^{1}_{loc}. Let FF be an holomorphic function in H(Σ(μ))H^{\infty}(\Sigma(\mu)), with Σ(μ)={z0,|arg(z)|<μ}\Sigma(\mu)=\{z\neq 0,|arg(z)|<\mu\} for some μ(μp,π/2)\mu\in(\mu_{p},\pi/2). We have already mentioned and used that LL has a bounded holomorphic functional calculus with angle μ(μp=arcsin|2p1|,π/2)\mu\in(\mu_{p}=\arcsin|\frac{2}{p}-1|,\pi/2) on Lp(M)L^{p}(M) for p(1,+)p\in(1,+\infty). In particular, F(L)F(L) is a bounded operator on Lp(M)L^{p}(M) for FH(Σ(μ))F\in H^{\infty}(\Sigma(\mu)). We define 𝒢LF(f)\mathcal{G}^{F}_{L}(f) by

𝒢LF(f)(x)=(0B(y,t1/2)|F(tL)f(y)|2+V|F(tL)f(y)|2dtdyVol(y,t1/2))1/2.\mathcal{G}^{F}_{L}(f)(x)=\left(\int_{0}^{\infty}\int_{B(y,t^{1/2})}|\nabla F(tL)f(y)|^{2}+V|F(tL)f(y)|^{2}\frac{\mathrm{d}t\mathrm{d}y}{Vol(y,t^{1/2})}\right)^{1/2}.

We start by the case p=2p=2.

Proposition 16.

Assume there exist C,ϵ>0C,\epsilon>0 and δ>1/2\delta>1/2 such that |F(z)|C|z|δ|F(z)|\leq\frac{C}{|z|^{\delta}} as |z|+|z|\rightarrow+\infty and |F(z)|C|z|1ϵ|F^{\prime}(z)|\leq\frac{C}{|z|^{1-\epsilon}} as z0z\rightarrow 0. Then 𝒢LF\mathcal{G}_{L}^{F} is bounded in L2(M)L^{2}(M).

Proof.

The boundedness of

f(0|F(tL)f|2+V|F(tL)f|2dt)1/2f\mapsto\left(\int_{0}^{\infty}|\nabla F(tL)f|^{2}+V|F(tL)f|^{2}\mathrm{d}t\right)^{1/2}

on L2(M)L^{2}(M) from [11] (Theorem 4.1) gives

𝒢LF(f)22\displaystyle\|\mathcal{G}_{L}^{F}(f)\|_{2}^{2} =(0B(y,t1/2)|F(tL)f(y)|2+V|F(tL)f(y)|2dtdyVol(y,t1/2))1/222\displaystyle=\left\|\left(\int_{0}^{\infty}\int_{B(y,t^{1/2})}|\nabla F(tL)f(y)|^{2}+V|F(tL)f(y)|^{2}\frac{\mathrm{d}t\mathrm{d}y}{Vol(y,t^{1/2})}\right)^{1/2}\right\|_{2}^{2}
=(0|F(tL)f|2+V|F(tL)|2dt)1/222\displaystyle=\left\|\left(\int_{0}^{\infty}|\nabla F(tL)f|^{2}+V|F(tL)|^{2}\mathrm{d}t\right)^{1/2}\right\|_{2}^{2}
Cf22.\displaystyle\leq C\|f\|^{2}_{2}.

Recall that a family {Ti,iI}\{T_{i},i\in I\} of operators is RR-bounded on LpL^{p} if there exists C>0C>0 such that for all nn\in\mathbb{N} and all i1,,inIi_{1},...,i_{n}\in I and for all f1,,fnf_{1},...,f_{n} in LpL^{p},

(i=1n|Tifi|2)1/2pC(i=1n|fi|2)1/2p.\left\|\left(\sum_{i=1}^{n}|T_{i}f_{i}|^{2}\right)^{1/2}\right\|_{p}\leq C\left\|\left(\sum_{i=1}^{n}|f_{i}|^{2}\right)^{1/2}\right\|_{p}.

It is known from [11] that the RR-boundedness is linked with the boundedness on LpL^{p} of the Littlewood-Paley-Stein functionals. We have

Proposition 17.

Given p[2,+)p\in[2,+\infty) and FH(Σ(μ))F\in H^{\infty}(\Sigma(\mu)) with μ(μp,π/2)\mu\in(\mu_{p},\pi/2). Assume that there exist C,ϵ>0C,\epsilon>0 and δ>1/2\delta>1/2 such that |F(z)|C|z|δ|F(z)|\leq\frac{C}{|z|^{\delta}} as |z||z|\rightarrow\infty and |F(z)|C|z|1ϵ|F^{\prime}(z)|\leq\frac{C}{|z|^{1-\epsilon}} as z0z\rightarrow 0. If the families {tetL}\{\sqrt{t}\nabla e^{-tL}\} and {tVetL}\{\sqrt{t}\sqrt{V}e^{-tL}\} are RR-bounded on Lp(M)L^{p}(M), then 𝒢LF\mathcal{G}_{L}^{F} is bounded on LpL^{p}.

Proof.

By Proposition 1, one has

𝒢LF(f)p\displaystyle\left\|\mathcal{G}_{L}^{F}(f)\right\|_{p} C(0|ΓF(tΔ)f|2+V|F(tΔ)f|2dt)1/2p\displaystyle\leq C\left\|\left(\int_{0}^{\infty}|\Gamma F(t\Delta)f|^{2}+V|F(t\Delta)f|^{2}\mathrm{d}t\right)^{1/2}\right\|_{p}
Cfp.\displaystyle\leq C\left\|f\right\|_{p}.

The last inequality comes from the RR-boundedness of {tΓetΔ}\{\sqrt{t}\Gamma e^{-t\Delta}\} on Lp(M)L^{p}(M) for either Γ=\Gamma=\nabla or Γ=V\Gamma=\sqrt{V} (see [11], Theorem 4.1). ∎

Remark 18.

Let Γ\Gamma be either \nabla or the multiplication by V\sqrt{V}.

  1. 1.

    It follows from [11] (Proposition 2.1) that the boundedness of the Riesz transform ΓL1/2\Gamma L^{-1/2} on LpL^{p} implies the RR-boundedness of {tΓetΔ}\{\sqrt{t}\Gamma e^{-t\Delta}\}.

  2. 2.

    One can generalize Proposition 17 as in [11]. Consider h1,,hnh_{1},...,h_{n} bounded holomorphic functions on Σ(μ)={z0,|arg(z)|<μ}\Sigma(\mu)=\{z\neq 0,|arg(z)|<\mu\}. Under the assumptions of Theorem 17 there exists C>0C>0 such that for all f1,,fnLp(M)f_{1},...,f_{n}\in L^{p}(M),

    (0B(.,t1/2)i=1n|hi(L)F(tL)fi(y)|2+V|hi(L)F(tL)fi(y)|2dtdyVol(y,t1/2))1/2pC(i=1n|fi|2)1/2p.\left\|\left(\int_{0}^{\infty}\int_{B(.,t^{1/2})}\sum_{i=1}^{n}|\nabla h_{i}(L)F(tL)f_{i}(y)|^{2}+V|h_{i}(L)F(tL)f_{i}(y)|^{2}\frac{\mathrm{d}t\mathrm{d}y}{Vol(y,t^{1/2})}\right)^{1/2}\right\|_{p}\\ \leq C\left\|\left(\sum_{i=1}^{n}|f_{i}|^{2}\right)^{1/2}\right\|_{p}.

We state another positive result concerning the boundedness of 𝒢LF\mathcal{G}_{L}^{F}, assuming the function FF has sufficient decay at zero and at infinity. We start by giving Davies-Gaffney estimates for F(tL)F(tL). This lemma is inspired by Lemma 2.28 in [19] where a similar result is proven for F(tL)F(tL) instead of tΓF(tL)\sqrt{t}\Gamma F(tL).

Lemma 19.

Let μ>0\mu>0. Let FF be an holomorphic function on a the sector Σ(μ)\Sigma(\mu) such that there exist τ,σ>0\tau,\sigma>0 such that for all zΣ(μ)z\in\Sigma(\mu), |F(z)|C|z|τ1+|z|τ+σ|F(z)|\leq C\frac{|z|^{\tau}}{1+|z|^{\tau+\sigma}} Then for all fL2(M)f\in L^{2}(M) and all disjoint closed subsets EE and GG of MM,

tΓF(tL)fχEL2(G)C(td(E,G)2)τ+1/2fL2(E).\|\sqrt{t}\Gamma F(tL)f\chi_{E}\|_{L^{2}(G)}\leq C\left(\frac{t}{d(E,G)^{2}}\right)^{\tau+1/2}\|f\|_{L^{2}(E)}. (13)

Here Γ\Gamma is either \nabla or the multiplication by V\sqrt{V}.

Proof.

The functionnal calculus for LL on L2L^{2} gives the representation formula

ΓF(tL)f=Γ0+ΓezLfη+(z)𝑑z+Γ0ΓezLfη(z)𝑑z,\Gamma F(tL)f=\int_{\Gamma_{0}^{+}}\Gamma e^{-zL}f\eta_{+}(z)dz+\int_{\Gamma_{0}^{-}}\Gamma e^{-zL}f\eta_{-}(z)dz, (14)

where

η±(z)=12iπγ±ezζF(tζ)𝑑ζ.\eta^{\pm}(z)=\frac{1}{2i\pi}\int_{\gamma^{\pm}}e^{z\zeta}F(t\zeta)d\zeta.

Here Γ0±=+e±i(π/2θ)\Gamma_{0}^{\pm}=\mathbb{R}_{+}e^{\pm i(\pi/2-\theta)} for some θ(0,π/2)\theta\in(0,\pi/2) and γ±=+e±iν\gamma^{\pm}=\mathbb{R}_{+}e^{\pm i\nu} for some ν<θ\nu<\theta. Under our assumption on FF, we obtain

|η±|(z)\displaystyle|\eta^{\pm}|(z) γ±|eζz||F(tζ)|𝑑ζ\displaystyle\leq\int_{\gamma^{\pm}}|e^{\zeta z}||F(t\zeta)|d\zeta
Cγ±|eζz||tζ|τ1+|tζ|τ+σ𝑑ζ\displaystyle\leq C\int_{\gamma^{\pm}}|e^{\zeta z}|\frac{|t\zeta|^{\tau}}{1+|t\zeta|^{\tau+\sigma}}d\zeta
C[ζγ±,|ζ|1/t|eζz||tζ|τ1+|tζ|τ+σ𝑑ζ+ζγ±,|ζ|>1/t|eζz||tζ|τ1+|tζ|τ+σ𝑑ζ]\displaystyle\leq C\left[\int_{\zeta\in\gamma^{\pm},|\zeta|\leq 1/t}|e^{\zeta z}|\frac{|t\zeta|^{\tau}}{1+|t\zeta|^{\tau+\sigma}}d\zeta+\int_{\zeta\in\gamma^{\pm},|\zeta|>1/t}|e^{\zeta z}|\frac{|t\zeta|^{\tau}}{1+|t\zeta|^{\tau+\sigma}}d\zeta\right]
:=C[J1+J2].\displaystyle:=C\left[J_{1}+J_{2}\right].

We bound

J1\displaystyle J_{1} Cζγ±,|ζ|1/teδ|z||ζ||tζ|τ1+|tζ|τ+σ𝑑ζ\displaystyle\leq C\int_{\zeta\in\gamma^{\pm},|\zeta|\leq 1/t}e^{-\delta|z||\zeta|}\frac{|t\zeta|^{\tau}}{1+|t\zeta|^{\tau+\sigma}}d\zeta
Ctτ|z|τ+10eδρ𝑑ρ\displaystyle\leq C\frac{t^{\tau}}{|z|^{\tau+1}}\int_{0}^{\infty}e^{-\delta\rho}d\rho
Ctτ|z|τ+1.\displaystyle\leq C\frac{t^{\tau}}{|z|^{\tau+1}}.

Here δ(0,1)\delta\in(0,1) depends on θ\theta and μ\mu. Besides,

J2\displaystyle J_{2} Cζγ±,|ζ|>1/t|zζ|τ1|tζ|σ𝑑ζ\displaystyle\leq C\int_{\zeta\in\gamma^{\pm},|\zeta|>1/t}|z\zeta|^{-\tau-1}|t\zeta|^{-\sigma}d\zeta
C(t|z|)τ+1tτσ1ζγ±,|ζ|>1/t|ζ|τσ1𝑑ζ\displaystyle\leq C\left(\frac{t}{|z|}\right)^{\tau+1}t^{-\tau-\sigma-1}\int_{\zeta\in\gamma^{\pm},|\zeta|>1/t}|\zeta|^{-\tau-\sigma-1}d\zeta
Ctτ|z|τ+1.\displaystyle\leq C\frac{t^{\tau}}{|z|^{\tau+1}}.

Hence,

|η±|(z)Ctτ|z|τ+1.|\eta_{\pm}|(z)\leq C\frac{t^{\tau}}{|z|^{\tau+1}}. (15)

Then (14) and (15) together give that for all ff in L2L^{2} and all disjoints closed sets EE and GG in MM,

ΓF(tL)fL2(G)C[Γ0+ΓezLfL2(G)tτ|z|τ+1𝑑z+Γ0ΓezLfL2(G)tτ|z|τ+1𝑑z].\|\Gamma F(tL)f\|_{L^{2}(G)}\leq C\left[\int_{\Gamma_{0}^{+}}\|\Gamma e^{-zL}f\|_{L^{2}(G)}\frac{t^{\tau}}{|z|^{\tau+1}}dz+\int_{\Gamma_{0}^{-}}\|\Gamma e^{-zL}f\|_{L^{2}(G)}\frac{t^{\tau}}{|z|^{\tau+1}}dz\right].

We bound the first term. The second is bounded by the same method. Davies-Gaffney estimates (8) for {zΓezL}\{\sqrt{z}\Gamma e^{-zL}\} give

Γ0+ΓezLfL2(G)tτ|z|τ1𝑑z\displaystyle\int_{\Gamma_{0}^{+}}\|\Gamma e^{-zL}f\|_{L^{2}(G)}t^{\tau}|z|^{-\tau-1}dz C(Γ0+tτ|z|τ3/2ecd(E,G)2/|z|𝑑z)fL2(E)\displaystyle\leq C\left(\int_{\Gamma_{0}^{+}}t^{\tau}|z|^{-\tau-3/2}e^{-cd(E,G)^{2}/|z|}dz\right)\|f\|_{L^{2}(E)}
Ctτ(d(E,G)2)τ1/2(0sτ3/2ec/sds)fL2(E)\displaystyle\leq Ct^{\tau}(d(E,G)^{2})^{-\tau-1/2}\left(\int_{0}^{\infty}s^{-\tau-3/2}e^{-c/s}\mathrm{d}s\right)\|f\|_{L^{2}(E)}
Ct(td(E,G)2)τ+1/2fL2(E).\displaystyle\leq\frac{C}{\sqrt{t}}\left(\frac{t}{d(E,G)^{2}}\right)^{\tau+1/2}\|f\|_{L^{2}(E)}.

As a consequence of these Davies-Gaffney estimates, we obtain the boundedness of generalized conical square functionals.

Theorem 20.

Assume that MM satisfies the doubling property (1). Let FF be an holomorphic function on a sector Σ(μ)={z0,|arg(z)|<μ}\Sigma(\mu)=\{z\neq 0,|arg(z)|<\mu\} such that for all zz in Σ(μ)\Sigma(\mu), |F(z)|C|z|τ1+|z|τ+δ|F(z)|\leq C\frac{|z|^{\tau}}{1+|z|^{\tau+\delta}} for some τ>(N2)/4\tau>(N-2)/4 and δ>1/2\delta>1/2, where NN is as in (1). Then 𝒢LF\mathcal{G}_{L}^{F} is bounded on LpL^{p} for all p[2,+)p\in[2,+\infty).

Proof.

The boundedness of 𝒢LF\mathcal{G}_{L}^{F} on L2L^{2} follows from Theorem 1 and [11], Theorem 4.1. Let Γ\Gamma be either \nabla or the multiplication by V\sqrt{V}. We use the same proof as for Theorem 9 to prove that ftΓF(t2L)ff\mapsto t\Gamma F(t^{2}L)f is bounded from LL^{\infty} to T2T_{2}^{\infty}. Recall that the norm on T2T_{2}^{\infty} is given by

FT2=(supB1μ(B)B0rB|F(x,t)|2dxdtt)1/2\|F\|_{T_{2}^{\infty}}=\left(\sup_{B}\frac{1}{\mu(B)}\int_{B}\int_{0}^{r_{B}}|F(x,t)|^{2}\frac{\mathrm{d}x\mathrm{d}t}{t}\right)^{1/2}

where the supremum is taken over all balls and rBr_{B} is the radius of BB. Fix a ball BB and decompose f=fχ4B+fχ(4B)cf=f\chi_{4B}+f\chi_{(4B)^{c}}. We start by dealing with fχ4Bf\chi_{4B}. One has

1μ(B)B0rB|tΓF(t2L)fχ4B|2dxdtt\displaystyle\frac{1}{\mu(B)}\int_{B}\int_{0}^{r_{B}}|t\Gamma F(t^{2}L)f\chi_{4B}|^{2}\frac{\mathrm{d}x\mathrm{d}t}{t} 1μ(B)M0|tF(t2L)fχ4B|2dxdtt\displaystyle\leq\frac{1}{\mu(B)}\int_{M}\int_{0}^{\infty}|t\nabla F(t^{2}L)f\chi_{4B}|^{2}\frac{\mathrm{d}x\mathrm{d}t}{t}
1μ(B)(0|ΓF(t2L)fχ4B|2tdt)1/222.\displaystyle\leq\frac{1}{\mu(B)}\left\|\left(\int_{0}^{\infty}|\Gamma F(t^{2}L)f\chi_{4B}|^{2}t\mathrm{d}t\right)^{1/2}\right\|_{2}^{2}.

The boundedness of f(0|ΓF(sL)fχ4B|2ds)1/2f\mapsto\left(\int_{0}^{\infty}|\Gamma F(sL)f\chi_{4B}|^{2}\mathrm{d}s\right)^{1/2} on L2L^{2} and the doubling property (1) give

1μ(B)B0rB|tΓF(t2L)fχ4B|2dxdtt\displaystyle\frac{1}{\mu(B)}\int_{B}\int_{0}^{r_{B}}|t\Gamma F(t^{2}L)f\chi_{4B}|^{2}\frac{\mathrm{d}x\mathrm{d}t}{t} 12μ(B)(0|ΓF(sL)fχ4B|2ds)1/222\displaystyle\leq\frac{1}{2\mu(B)}\left\|\left(\int_{0}^{\infty}|\Gamma F(sL)f\chi_{4B}|^{2}\mathrm{d}s\right)^{1/2}\right\|_{2}^{2}
Cμ(B)fχ4B22\displaystyle\leq\frac{C}{\mu(B)}\|f\chi_{4B}\|_{2}^{2}
Cf2.\displaystyle\leq C\|f\|_{\infty}^{2}.

We now deal with the non-local part fχ(4B)cf\chi_{(4B)^{c}}. We decompose fχ(4B)c=j2fχCjf\chi_{(4B)^{c}}=\sum_{j\geq 2}f\chi_{C_{j}}, where Cj=2j+1B\2jBC_{j}=2^{j+1}B\backslash 2^{j}B. Lemma 13 and the doubling volume property (1) yield

(1μ(B)B|tΓF(t2L)j2fχCj|2dx)1/2\displaystyle\left(\frac{1}{\mu(B)}\int_{B}|t\Gamma F(t^{2}L)\sum_{j\geq 2}f\chi_{C_{j}}|^{2}\mathrm{d}x\right)^{1/2}
j2(1μ(B)B|tΓF(t2L)fχCj|2dx)1/2\displaystyle\hskip 113.81102pt\leq\sum_{j\geq 2}\left(\frac{1}{\mu(B)}\int_{B}|t\Gamma F(t^{2}L)f\chi_{C_{j}}|^{2}\mathrm{d}x\right)^{1/2}
Cj2t2τ+1μ(Cj)1/2μ(B)1/2μ(Cj)1/2r2τ+14j(τ+1/2)(Cjf2dx)1/2\displaystyle\hskip 113.81102pt\leq C\sum_{j\geq 2}\frac{t^{2\tau+1}\mu(C_{j})^{1/2}}{\mu(B)^{1/2}\mu(C_{j})^{1/2}r^{2\tau+1}4^{j(\tau+1/2)}}\left(\int_{C_{j}}f^{2}\mathrm{d}x\right)^{1/2}
Cj22jN/2t2τ+1μ(Cj)1/2r2τ4jτ(Cjf2dx)1/2\displaystyle\hskip 113.81102pt\leq C\sum_{j\geq 2}\frac{2^{jN/2}t^{2\tau+1}}{\mu(C_{j})^{1/2}r^{2\tau}4^{j\tau}}\left(\int_{C_{j}}f^{2}\mathrm{d}x\right)^{1/2}
Cj22jN/2t2τ+1r2τ+14j(τ+1/2)f\displaystyle\hskip 113.81102pt\leq C\sum_{j\geq 2}\frac{2^{jN/2}t^{2\tau+1}}{r^{2\tau+1}4^{j(\tau+1/2)}}\|f\|_{\infty}
Ct2τ+1r2τ+1f.\displaystyle\hskip 113.81102pt\leq C\frac{t^{2\tau+1}}{r^{2\tau+1}}\|f\|_{\infty}.

The convergence of the sum comes from the choice τ>(N2)/4\tau>(N-2)/4. Therefore,

1μ(B)0rBB|tΓF(t2L)fχCj|2dxdtt\displaystyle\frac{1}{\mu(B)}\int_{0}^{r_{B}}\int_{B}|t\Gamma F(t^{2}L)f_{\chi_{C_{j}}}|^{2}\frac{\mathrm{d}x\mathrm{d}t}{t} Cf20rBt4τ+1r4τ+2dt\displaystyle\leq C\|f\|_{\infty}^{2}\int_{0}^{r_{B}}\frac{t^{4\tau+1}}{r^{4\tau+2}}\mathrm{d}t
Cf2.\displaystyle\leq C\|f\|_{\infty}^{2}.

Hence tΓF(t2L)fT2Cfp.\|t\Gamma F(t^{2}L)f\|_{T_{2}^{\infty}}\leq C\|f\|_{p}. By interpolation, we obtain that ftΓF(t2L)ff\mapsto t\Gamma F(t^{2}L)f is bounded from LpL^{p} to T2pT_{2}^{p} for all p>2p>2. This gives the boundedness of 𝒢LF\mathcal{G}_{L}^{F} on LpL^{p}. Indeed,

𝒢LF(f)(x)\displaystyle\mathcal{G}_{L}^{F}(f)(x) =(0B(x,t1/2)|F(tL)f|2+V|F(tL)f|2dydtVol(y,t1/2))1/2\displaystyle=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|\nabla F(tL)f|^{2}+V|F(tL)f|^{2}\frac{\mathrm{d}y\mathrm{d}t}{Vol(y,t^{1/2})}\right)^{1/2}
=12(0B(x,s)|sF(s2L)f|2+V|sF(s2L)f|2dydssVol(y,s))1/2\displaystyle=\frac{1}{2}\left(\int_{0}^{\infty}\int_{B(x,s)}|s\nabla F(s^{2}L)f|^{2}+V|sF(s^{2}L)f|^{2}\frac{\mathrm{d}y\mathrm{d}s}{sVol(y,s)}\right)^{1/2}
=12A(Ψ)(x)\displaystyle=\frac{1}{2}A(\Psi)(x)

where Ψ(x,s)=(|sΓF(s2L)f|2+V|sF(s2L)f|2)1/2\Psi(x,s)=\left(|s\Gamma F(s^{2}L)f|^{2}+V|sF(s^{2}L)f|^{2}\right)^{1/2}. Then 𝒢LF(f)p=12ΨT2pCfp\|\mathcal{G}_{L}^{F}(f)\|_{p}=\frac{1}{2}\|\Psi\|_{T_{2}^{p}}\leq C\|f\|_{p}. ∎

Remark 21.
  1. 1.

    This result still holds replacing F(tL)F(tL) by h(L)F(tL)h(L)F(tL) where hh is holomorphic and bounded. Actually, for all ff in LpL^{p} we have

    (0B(y,t1/2)|h(L)F(tL)f|2+|Vh(L)F(tL)|2dydtVol(y,t1/2))1/2pfp.\left\|\left(\int_{0}^{\infty}\int_{B(y,t^{1/2})}|\nabla h(L)F(tL)f|^{2}+|\sqrt{V}h(L)F(tL)|^{2}\frac{\mathrm{d}y\mathrm{d}t}{Vol(y,t^{1/2})}\right)^{1/2}\right\|_{p}\leq\|f\|_{p}.
  2. 2.

    If VV is a signed potential with subcritical negative part, we obtain the boundedness of 𝒢LF\mathcal{G}_{L}^{F} on LpL^{p} for all p(2,)p\in(2,\infty) whereas the semigroup does not acts boundedly on LpL^{p} for pp large enough. It follows from the fact that the family {zΓezL}\{\sqrt{z}\Gamma e^{-zL}\} satisfies Davies-Gaffney estimates (8) under the assumption of subcriticality (12) (see [1]).

6 Study of 𝒢\vec{\mathcal{G}}

The vertical conical square function assiocitated with Δ\vec{\Delta} is defined by

𝒢(ω)(x)=(0B(x,t1/2)|detΔω|x2dydtVol(y,t1/2))1/2.\vec{\mathcal{G}}(\omega)(x)=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|d^{*}e^{-t\overrightarrow{\Delta}}\omega|_{x}^{2}\frac{\mathrm{d}y\mathrm{d}t}{Vol(y,t^{1/2})}\right)^{1/2}.

In this section, we apply the same techniques as for 𝒢L\mathcal{G}_{L} to obtain the boundedness of 𝒢\vec{\mathcal{G}}. The following lemma, from [4], says that detΔd^{*}e^{-t\vec{\Delta}} satisfies Davies-Gaffney estimates.

Lemma 22 ([4], Lemma 3.8).

The family tdetΔ\sqrt{t}d^{*}e^{-t\vec{\Delta}} satisfies Davies-Gaffney estimates, that is for all closed sets EE and FF and for any differential form ω\omega in L2L^{2},

detΔωχEL2(F)Ctecd2(E,F)/tωL2(E).\|d^{*}e^{-t\vec{\Delta}}\omega\chi_{E}\|_{L^{2}(F)}\leq\frac{C}{\sqrt{t}}e^{-cd^{2}(E,F)/t}\|\omega\|_{L^{2}(E)}. (16)

This lemma implies the boundedness of 𝒢\vec{\mathcal{G}} on LpL^{p} for all p[2,+)p\in[2,+\infty).

Theorem 23.

Assume that MM satisfies the doubling volume property (1), then 𝒢\vec{\mathcal{G}} is bounded on Lp(Λ1TM)L^{p}(\Lambda^{1}T^{*}M) for all p[2,+)p\in[2,+\infty).

Proof.

The proof is the same as for 𝒢L\mathcal{G}_{L}. We reproduce it for the sake of completeness. As for 𝒢L\mathcal{G}_{L}, Proposition 1 gives that 𝒢\vec{\mathcal{G}} is bounded on L2L^{2} because the Littlewood-Paley-Stein functional

ω(0|detΔω|x2dt)1/2\omega\mapsto\left(\int_{0}^{\infty}|d^{*}e^{-t\overrightarrow{\Delta}}\omega|^{2}_{x}\mathrm{d}t\right)^{1/2}

is bounded on L2L^{2}. We show that ωtdet2Δω\omega\mapsto td^{*}e^{-t^{2}\vec{\Delta}}\omega is bounded from LL^{\infty} to T2T_{2}^{\infty}. By interpolation it is bounded from LpL^{p} to T2pT_{2}^{p} for all p>2p>2, what reformulates as the boundedness of 𝒢\vec{\mathcal{G}} on LpL^{p}. For interpolation of tent spaces, we refer to Lemma 6 which remains true in the case of tent spaces of differential forms.

Recall that the norm on T2T_{2}^{\infty} si given by

FT2=(supB1μ(B)B0rB|F(x,t)|2dxdtt)1/2\|F\|_{T_{2}^{\infty}}=\left(\sup_{B}\frac{1}{\mu(B)}\int_{B}\int_{0}^{r_{B}}|F(x,t)|^{2}\frac{\mathrm{d}x\mathrm{d}t}{t}\right)^{1/2}

where the supremum is taken over all balls BB with radius rBr_{B}. Fix a ball BB and decompose ω=ωχ4B+ωχ(4B)c\omega=\omega\chi_{4B}+\omega\chi_{(4B)^{c}}. One has

1μ(B)B0rB|tdet2Δωχ4B|2dxdtt\displaystyle\frac{1}{\mu(B)}\int_{B}\int_{0}^{r_{B}}|td^{*}e^{-t^{2}\vec{\Delta}}\omega\chi_{4B}|^{2}\frac{\mathrm{d}x\mathrm{d}t}{t} 1μ(B)(0|detΔωχ4B|2dt)1/222\displaystyle\leq\frac{1}{\mu(B)}\left\|\left(\int_{0}^{\infty}|d^{*}e^{-t\overrightarrow{\Delta}}\omega\chi_{4B}|^{2}\mathrm{d}t\right)^{1/2}\right\|_{2}^{2}
12μ(B)ωχ4B22\displaystyle\leq\frac{1}{2\mu(B)}\|\omega\chi_{4B}\|_{2}^{2}
Cω2.\displaystyle\leq C\|\omega\|_{\infty}^{2}.

We decompose ωχ(4B)c=j2ωχCj\omega\chi_{(4B)^{c}}=\sum_{j\geq 2}\omega\chi_{C_{j}}, where Cj=2j+1B\2jBC_{j}=2^{j+1}B\backslash 2^{j}B. Minkowski inequality and Davies-Gaffney estimates (16) give

(1μ(B)0rBB|tdet2Δj2ωχCj|2dxdtt)1/2\displaystyle\left(\frac{1}{\mu(B)}\int_{0}^{r_{B}}\int_{B}|td^{*}e^{-t^{2}\vec{\Delta}}\sum_{j\geq 2}\omega\chi_{C_{j}}|^{2}\frac{\mathrm{d}x\mathrm{d}t}{t}\right)^{1/2}
Cj2(0rBec4jrB2t2μ(Cj)μ(B)μ(Cj)Cj|ω|2dxdtt)1/2\displaystyle\leq C\sum_{j\geq 2}\left(\int_{0}^{r_{B}}\frac{e^{\frac{-c4^{j}r_{B}^{2}}{t^{2}}}\mu(C_{j})}{\mu(B)\mu(C_{j})}\int_{C_{j}}|\omega|^{2}\frac{\mathrm{d}x\mathrm{d}t}{t}\right)^{1/2}
Cj2(0rB2jNec4jrB2t2μ(Cj)Cj|ω|2dxdtt)1/2\displaystyle\leq C\sum_{j\geq 2}\left(\int_{0}^{r_{B}}\frac{2^{jN}e^{\frac{-c4^{j}r_{B}^{2}}{t^{2}}}}{\mu(C_{j})}\int_{C_{j}}|\omega|^{2}\frac{\mathrm{d}x\mathrm{d}t}{t}\right)^{1/2}
Cj2(0rB2jNec4jrB2t2dtt)1/2ω\displaystyle\leq C\sum_{j\geq 2}\left(\int_{0}^{r_{B}}2^{jN}e^{\frac{-c4^{j}r_{B}^{2}}{t^{2}}}\frac{\mathrm{d}t}{t}\right)^{1/2}\|\omega\|_{\infty}
Cω.\displaystyle\leq C\|\omega\|_{\infty}.

Then tdet2ΔωT2Cω\|td^{*}e^{-t^{2}\overrightarrow{\Delta}}\omega\|_{T_{2}^{\infty}}\leq C\|\omega\|_{\infty}. By interpolation we obtain that ωtdet2Δω\omega\mapsto td^{*}e^{-t^{2}\overrightarrow{\Delta}}\omega is bounded from LpL^{p} to T2pT_{2}^{p} for all p[2,]p\in[2,\infty], what reads as the boundedness of 𝒢\vec{\mathcal{G}} on LpL^{p}. Indeed,

𝒢(ω)(x)\displaystyle\vec{\mathcal{G}}(\omega)(x) =(0B(x,t1/2)|detΔω|2dydtVol(y,t1/2))1/2\displaystyle=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|d^{*}e^{-t\vec{\Delta}}\omega|^{2}\frac{\mathrm{d}y\mathrm{d}t}{Vol(y,t^{1/2})}\right)^{1/2}
=12(0B(x,s)|sdes2Δω|2dydssVol(y,s))1/2\displaystyle=\frac{1}{2}\left(\int_{0}^{\infty}\int_{B(x,s)}|sd^{*}e^{-s^{2}\vec{\Delta}}\omega|^{2}\frac{\mathrm{d}y\mathrm{d}s}{sVol(y,s)}\right)^{1/2}
=12A(Ψ)(x)\displaystyle=\frac{1}{2}A(\Psi)(x)

where Ψ(x,s)=ses2Δω\Psi(x,s)=s\nabla e^{-s^{2}\vec{\Delta}}\omega. Therefore we have 𝒢(ω)p=12ΨT2pCωp\|\vec{\mathcal{G}}(\omega)\|_{p}=\frac{1}{2}\|\Psi\|_{T_{2}^{p}}\leq C\|\omega\|_{p}. ∎

These case p(1,2)p\in(1,2) is more complicated. Following the proof of Theorem 11, we have the following result.

Theorem 24.

Assume that MM satisfies the doubling property (1) and that the set {tdetΔ}\{\sqrt{t}d^{*}e^{-t\vec{\Delta}}\} satisfies LpL2L^{p}-L^{2} off-diagonal estimates (10) for some p<2p<2. Then 𝒢\vec{\mathcal{G}} if of weak type (p,p)(p,p) and is bounded on LqL^{q} for all p<q2p<q\leq 2.

As for Schrödinger operator, we can state positive results assuming smallness of the negative part of the Ricci curvature.

Theorem 25.

Assume that MM satisfies the doubling property (1) and that the kernel associated with Δ\Delta satisfies a Gaussian upper estimate. Assume in addition that R{R}^{-} is subcritical with respect to +R+\nabla^{*}\nabla+R^{+}, that is there exists α(0,1)\alpha\in(0,1) such that for all ωC0(Λ1TM)\omega\in C^{\infty}_{0}(\Lambda^{1}T^{*}M),

M<Rω,ω>dxαM<R+ω,ω>+|ω|2dx.\int_{M}<R^{-}\omega,\omega>\mathrm{d}x\leq\alpha\int_{M}<R^{+}\omega,\omega>+|\nabla\omega|^{2}\mathrm{d}x.

If N2N\leq 2, then 𝒢\vec{\mathcal{G}} is bounded for all p(1,+)p\in(1,+\infty). If N>2N>2, let p0=211αNN2p^{\prime}_{0}=\frac{2}{1-\sqrt{1-\alpha}}\frac{N}{N-2}. Then 𝒢\vec{\mathcal{G}} is bounded for all p(p0,+)p\in({p_{0}},+\infty).

Proof.

The Gaussian upper estimate (3), the doubling volume property (1) together with the subcriticality condition imply that tdetΔ\sqrt{t}d^{*}e^{-t\vec{\Delta}} satisfies the LpL2L^{p}-L^{2} estimates (10) (see [9], Theorem 4.6). We apply Theorem 24 to conclude. ∎

7 Conical square functionals associated with the Poisson semigroup

In [3], the authors also introduce the conical square functionals associated for the Poisson semigroup associated with divergence form operators on d\mathbb{R}^{d}. For a Schrödinger operator L=Δ+VL=\Delta+V with a potential 0VLloc10\leq V\in L^{1}_{loc}, we define similar functionals by

PL(f)(x)=(0B(x,t)|t,yetL1/2f|2+V|etL1/2f|2tdtdyVol(y,t))1/2.P_{L}(f)(x)=\left(\int_{0}^{\infty}\int_{B(x,t)}|\nabla_{t,y}e^{-tL^{1/2}}f|^{2}+V|e^{-tL^{1/2}}f|^{2}\frac{t\mathrm{d}t\mathrm{d}y}{Vol(y,t)}\right)^{1/2}.

We denote by PL,tP_{L,t} the time derivative part of PP and PL,xP_{L,x} the gradient part. If V=0V=0, we denote them respectively by P,PtP,P_{t} and PxP_{x}.

PL,x(f)(x)\displaystyle P_{L,x}(f)(x) =(0B(x,t)|yetL1/2f|2+V|etLf|2tdtdyVol(y,t))1/2,\displaystyle=\left(\int_{0}^{\infty}\int_{B(x,t)}|\nabla_{y}e^{-tL^{1/2}}f|^{2}+V|e^{-tL}f|^{2}\frac{t\mathrm{d}t\mathrm{d}y}{Vol(y,t)}\right)^{1/2},
PL,t(f)(x)\displaystyle P_{L,t}(f)(x) =(0B(x,t)|tetL1/2f|2tdtdyVol(y,t))1/2.\displaystyle=\left(\int_{0}^{\infty}\int_{B(x,t)}\left|\frac{\partial}{\partial t}e^{-tL^{1/2}}f\right|^{2}\frac{t\mathrm{d}t\mathrm{d}y}{Vol(y,t)}\right)^{1/2}.

We ask whether PLP_{L} is bounded or not on LpL^{p}. We start by the case p=2p=2.

Proposition 26.

PLP_{L} is bounded on L2(M)L^{2}(M).

Proof.

One has

PL(f)22\displaystyle\|P_{L}(f)\|_{2}^{2} =M0yB(x,t)|yetL1/2f|2+|tetL1/2f|2+V|etL1/2f|2tdtdydxVol(y,t)\displaystyle=\int_{M}\int_{0}^{\infty}\int_{y\in B(x,t)}|\nabla_{y}e^{-tL^{1/2}}f|^{2}+\left|\frac{\partial}{\partial t}e^{-tL^{1/2}}f\right|^{2}+V|e^{-tL^{1/2}}f|^{2}\frac{t\mathrm{d}t\mathrm{d}y\mathrm{d}x}{Vol(y,t)}
=M0|yetL1/2f|2+|tetL1/2f|2+V|etL1/2f|2tdydt\displaystyle=\int_{M}\int_{0}^{\infty}|\nabla_{y}e^{-tL^{1/2}}f|^{2}+\left|\frac{\partial}{\partial t}e^{-tL^{1/2}}f\right|^{2}+V|e^{-tL^{1/2}}f|^{2}t\mathrm{d}y\mathrm{d}t
=20tetL1/2f22dt\displaystyle=2\int_{0}^{\infty}\frac{\partial}{\partial t}\|e^{-tL^{1/2}}f\|^{2}_{2}\mathrm{d}t
=2f22.\displaystyle=2\|f\|_{2}^{2}.

Remark 27.

The pointwise equality PL(f)=(PL,x2(f)+PL,t(f))1/2P_{L}(f)=(P_{L,x}^{2}(f)+P_{L,t}(f))^{1/2} gives that PL,tP_{L,t} and PL,xP_{L,x} are bounded on L2L^{2}.

In order to study the case p[2,+)p\in[2,+\infty), we compare PLP_{L} and 𝒢L\mathcal{G}_{L}. We start by the following technical lemma concerning the volume of the balls.

Lemma 28.

Assume that MM satisfies the volume doubling property (1), then |t,yVol(y,t)|Ct1Vol(y,t).|\nabla_{t,y}Vol(y,t)|\leq Ct^{-1}Vol(y,t).

Proof.

We start by the time derivative part. For all h>0h>0, one has by the doubling property (1)

Vol(y,t+h)Vol(y,t)\displaystyle Vol(y,t+h)-Vol(y,t) C((t+ht)N1)Vol(y,t)\displaystyle\leq C\left((\frac{t+h}{t})^{N}-1\right)Vol(y,t)
=C((1+ht)N1)Vol(y,t)\displaystyle=C\left((1+\frac{h}{t})^{N}-1\right)Vol(y,t)
Cht1Vol(y,t).\displaystyle\leq Cht^{-1}Vol(y,t).

For the gradient part we have

Vol(z,t)Vol(y,t)d(z,y)\displaystyle\frac{Vol(z,t)-Vol(y,t)}{d(z,y)} CVol(y,t+d(x,y))Vol(y,t)d(z,y)\displaystyle\leq C\frac{Vol(y,t+d(x,y))-Vol(y,t)}{d(z,y)}
C((d(z,y)+tt)N1)Vol(y,t)d(z,y)\displaystyle\leq C\left((\frac{d(z,y)+t}{t})^{N}-1\right)\frac{Vol(y,t)}{d(z,y)}
C((d(z,y)+tt)N1)Vol(y,t)d(z,y)\displaystyle\leq C\left((\frac{d(z,y)+t}{t})^{N}-1\right)\frac{Vol(y,t)}{d(z,y)}
=C((1+d(z,y)t)N1)Vol(y,t)d(z,y)\displaystyle=C\left((1+\frac{d(z,y)}{t})^{N}-1\right)\frac{Vol(y,t)}{d(z,y)}
Ct1Vol(y,t).\displaystyle\leq Ct^{-1}Vol(y,t).

The following lemma from [3] will also be useful to study to compare PLP_{L} and 𝒢L\mathcal{G}_{L}.

Lemma 29.

For any fL2f\in L^{2} and xMx\in M one has

PL(f)(x)C[(0B(x,2t)|(et2LetL1/2)f|2dydttVol(y,t))1/2+(0B(x,2t)|t,yet2Lf|2+V|et2Lf|2tdydtVol(y,t))1/2].P_{L}(f)(x)\leq C\left[\left(\int_{0}^{\infty}\int_{B(x,2t)}\left|\left(e^{-t^{2}L}-e^{-tL^{1/2}}\right)f\right|^{2}\frac{\mathrm{d}y\mathrm{d}t}{tVol(y,t)}\right)^{1/2}\right.\\ +\left.\left(\int_{0}^{\infty}\int_{B(x,2t)}|\nabla_{t,y}e^{-t^{2}L}f|^{2}+V|e^{-t^{2}L}f|^{2}\frac{t\mathrm{d}y\mathrm{d}t}{Vol(y,t)}\right)^{1/2}\right]. (17)
Proof.

We note that

PL(f)(x)(0M[|t,yetL1/2f|2+V|etL1/2f|2]ϕ2(d(x,y)t)tdtdyVol(y,t))1/2P_{L}(f)(x)\leq\left(\int_{0}^{\infty}\int_{M}\left[|\nabla_{t,y}e^{-tL^{1/2}}f|^{2}+V|e^{-tL^{1/2}}f|^{2}\right]\phi^{2}\left(\frac{d(x,y)}{t}\right)\frac{t\mathrm{d}t\mathrm{d}y}{Vol(y,t)}\right)^{1/2}

where ϕ\phi is a non-negative smooth function on +\mathbb{R}_{+} such that ϕ(s)=1\phi(s)=1 if s1s\leq 1 and ϕ(s)=0\phi(s)=0 if s>2s>2. Set u:=etL1/2fu:=e^{-tL^{1/2}}f and v:=et2Lfv:=e^{-t^{2}L}f. One has

PL(f)(x)2\displaystyle P_{L}(f)(x)^{2} M0[t,yu.t,y(uv)+Vu(uv)]ϕ2(d(x,y)t)tdtdyVol(y,t)\displaystyle\leq\int_{M}\int_{0}^{\infty}\left[\nabla_{t,y}u.\nabla_{t,y}(u-v)+Vu(u-v)\right]\phi^{2}\left(\frac{d(x,y)}{t}\right)\frac{t\mathrm{d}t\mathrm{d}y}{Vol(y,t)}
+M0[t,yu.t,yv+Vuv]ϕ2(d(x,y)t)tdtdyVol(y,t)\displaystyle+\int_{M}\int_{0}^{\infty}\left[\nabla_{t,y}u.\nabla_{t,y}v+Vuv\right]\phi^{2}\left(\frac{d(x,y)}{t}\right)\frac{t\mathrm{d}t\mathrm{d}y}{Vol(y,t)}
=:I1+I2.\displaystyle=:I_{1}+I_{2}.

By Cauchy-Schwarz and Young inequalities we obtain for all ϵ>0,\epsilon>0,

I2\displaystyle I_{2} ϵ0B(x,2t)|t,yu|2ϕ2(d(x,y)t)tdtdyVol(y,t)\displaystyle\leq\epsilon\int_{0}^{\infty}\int_{B(x,2t)}|\nabla_{t,y}u|^{2}\phi^{2}\left(\frac{d(x,y)}{t}\right)\frac{t\mathrm{d}t\mathrm{d}y}{Vol(y,t)}
+ϵ10B(x,2t)|t,yv|2ϕ2(d(x,y)t)tdtdyVol(y,t)\displaystyle+\epsilon^{-1}\int_{0}^{\infty}\int_{B(x,2t)}|\nabla_{t,y}v|^{2}\phi^{2}\left(\frac{d(x,y)}{t}\right)\frac{t\mathrm{d}t\mathrm{d}y}{Vol(y,t)}
+ϵ0B(x,2t)Vu2ϕ2(d(x,y)t)tdtdyVol(y,t)\displaystyle+\epsilon\int_{0}^{\infty}\int_{B(x,2t)}Vu^{2}\phi^{2}\left(\frac{d(x,y)}{t}\right)\frac{t\mathrm{d}t\mathrm{d}y}{Vol(y,t)}
+ϵ10B(x,2t)Vv2ϕ2(d(x,y)t)tdtdyVol(y,t)\displaystyle+\epsilon^{-1}\int_{0}^{\infty}\int_{B(x,2t)}Vv^{2}\phi^{2}\left(\frac{d(x,y)}{t}\right)\frac{t\mathrm{d}t\mathrm{d}y}{Vol(y,t)}
Cϵ10B(x,2t)[|t,yv|2+Vv2]tdtdyVol(y,t).\displaystyle\leq C\epsilon^{-1}\int_{0}^{\infty}\int_{B(x,2t)}\left[|\nabla_{t,y}v|^{2}+Vv^{2}\right]\frac{t\mathrm{d}t\mathrm{d}y}{Vol(y,t)}.

The last inequality is obtained by choosing ϵ\epsilon small enough. Now we deal with I1I_{1}. After integrations by parts (in yy and tt) and using (2t2ΔV)etL1/2f=0(\frac{\partial^{2}}{\partial t^{2}}-\Delta-V)e^{-tL^{1/2}}f=0 we obtain

|I1|\displaystyle|I_{1}| 0M|uv||t,yu.t,y[tϕ2(d(x,y)/t)Vol(y,t)]|dtdy\displaystyle\leq\int_{0}^{\infty}\int_{M}|u-v|\left|\nabla_{t,y}u.\nabla_{t,y}\left[\frac{t\phi^{2}(d(x,y)/t)}{Vol(y,t)}\right]\right|\mathrm{d}t\mathrm{d}y

The doubling property (1) and Lemma 28 yield

|t,y[tϕ2(d(x,y)/t)Vol(y,t)]|Cϕ(d(x,y)/t)θ(d(x,y)/t)Vol(y,t)\left|\nabla_{t,y}\left[\frac{t\phi^{2}(d(x,y)/t)}{Vol(y,t)}\right]\right|\leq C\frac{\phi(d(x,y)/t)\theta(d(x,y)/t)}{Vol(y,t)} (18)

where θ(s)=ϕ(s)+|ϕ(s)|\theta(s)=\phi(s)+|\phi^{\prime}(s)|. Hence, by Young inequality

I1\displaystyle I_{1} C[ϵ0B(x,2t)|t,yu|2tdtdyVol(y,t)+ϵ10B(x,2t)|uv|2dtdytVol(y,t)]\displaystyle\leq C\left[\epsilon\int_{0}^{\infty}\int_{B(x,2t)}|\nabla_{t,y}u|^{2}\frac{t\mathrm{d}t\mathrm{d}y}{Vol(y,t)}+\epsilon^{-1}\int_{0}^{\infty}\int_{B(x,2t)}|u-v|^{2}\frac{\mathrm{d}t\mathrm{d}y}{tVol(y,t)}\right]
Cϵ10B(x,2t)|uv|2dtdytVol(y,t).\displaystyle\leq C\epsilon^{-1}\int_{0}^{\infty}\int_{B(x,2t)}|u-v|^{2}\frac{\mathrm{d}t\mathrm{d}y}{tVol(y,t)}.

The last inequality is obtained by choosing epsilon small enough. ∎

As a consequence we can state the following theorem.

Theorem 30.

Assume that MM satisfies the doubling property (1), then PLP_{L} is bounded on LpL^{p} for p[2,+)p\in[2,+\infty).

Proof.

Fix p[2,+)p\in[2,+\infty). Lemma 29 gives

PL(f)p\displaystyle\|P_{L}(f)\|_{p} C[𝒢L(f)p+(0B(x,2t)|t,yet2Lf|2tdydtVol(y,t))1/2p]\displaystyle\leq C\left[\|\mathcal{G}_{L}(f)\|_{p}+\left\|\left(\int_{0}^{\infty}\int_{B(x,2t)}|\nabla_{t,y}e^{-t^{2}L}f|^{2}\frac{t\mathrm{d}y\mathrm{d}t}{Vol(y,t)}\right)^{1/2}\right\|_{p}\right]
C[fp+(0|(etL1/2et2L)f|2dtt)1/2p].\displaystyle\leq C\left[\|f\|_{p}+\left\|\left(\int_{0}^{\infty}\left|\left(e^{-tL^{1/2}}-e^{-t^{2}L}\right)f\right|^{2}\frac{\mathrm{d}t}{t}\right)^{1/2}\right\|_{p}\right].

The second part of the RHS term is the LpL^{p} norm of the horizontal square function associated with ϕ(z)=ez1/2ez\phi(z)=e^{-z^{1/2}}-e^{-z}, and is then bounded by CfpC\|f\|_{p}. ∎

8 Study of P\vec{P}

In this very short section, we introduce the conical square function associated with the Poisson semigroup on 1-forms. It is defined as follows.

P(ω)(x)=(0B(x,t)|detΔ1/2ω|2+|detΔ1/2ω|2+|tetΔ1/2ω|2tdtdyVol(y,t))1/2.\vec{P}(\omega)(x)=\left(\int_{0}^{\infty}\int_{B(x,t)}|d^{*}e^{-t\overrightarrow{\Delta}^{1/2}}\omega|^{2}+|de^{-t\overrightarrow{\Delta}^{1/2}}\omega|^{2}+|\frac{\partial}{\partial t}e^{-t\vec{\Delta}^{1/2}}\omega|^{2}\frac{t\mathrm{d}t\mathrm{d}y}{Vol(y,t)}\right)^{1/2}.

We denote by Pt\vec{P}_{t} the time derivative part of PP, Pd\vec{P}_{d} the derivative part and Pd\vec{P}_{d^{*}} the co-derivative part. We denote by Px\vec{P}_{x} the part with both the derivative and the co-derivative.

Pt(ω)(x)\displaystyle\vec{P}_{t}(\omega)(x) =(0B(x,t)|tetΔ1/2ω|2tdtdyVol(y,t))1/2,\displaystyle=\left(\int_{0}^{\infty}\int_{B(x,t)}|\frac{\partial}{\partial t}e^{-t\overrightarrow{\Delta}^{1/2}}\omega|^{2}\frac{t\mathrm{d}t\mathrm{d}y}{Vol(y,t)}\right)^{1/2},
Px(ω)(x)\displaystyle\vec{P}_{x}(\omega)(x) =(0B(x,t)|detΔ1/2ω|2+|detΔ1/2ω|2tdtdyVol(y,t))1/2.\displaystyle=\left(\int_{0}^{\infty}\int_{B(x,t)}|d^{*}e^{-t\overrightarrow{\Delta}^{1/2}}\omega|^{2}+|de^{-t\overrightarrow{\Delta}^{1/2}}\omega|^{2}\frac{t\mathrm{d}t\mathrm{d}y}{Vol(y,t)}\right)^{1/2}.

We obtain as for PLP_{L} the following result.

Proposition 31.

P\vec{P} is bounded on L2L^{2}

The boundedness of these functionals may have consequences concerning the boundedness of the Riesz transform. We make some comments in the following sections.

9 Lower bounds

In this section, we prove that the boundedness of conical square functionals on LpL^{p} implies lower bounds on the dual space LpL^{p^{\prime}}.

Theorem 32.

Let F:+F:\mathbb{R}_{+}\mapsto\mathbb{C} be a function in L2(+)L^{2}(\mathbb{R_{+}}) such that F(0)0F(0)\neq 0. If 𝒢LF\mathcal{G}_{L}^{F} is bounded on LpL^{p} then there exists C>0C>0 such that for all fLpf\in L^{p^{\prime}},

fpC𝒢LF(f)p.\left\|f\right\|_{p^{\prime}}\leq C\left\|\mathcal{G}_{L}^{F}(f)\right\|_{p^{\prime}}.
Proof.

Let ff be in LpL2L^{p}\cap L^{2} and gg be in LpL2L^{p^{\prime}}\cap L^{2}. By integration by parts,

0M\displaystyle\int_{0}^{\infty}\int_{M} F(tL)f.F(tL)g¯dtdx+0MVF(tL)f.VF(tL)g¯dtdx\displaystyle\nabla F(tL)f.\overline{\nabla F(tL)g}\mathrm{d}t\mathrm{d}x+\int_{0}^{\infty}\int_{M}\sqrt{V}F(tL)f.\overline{\sqrt{V}F(tL)g}\mathrm{d}t\mathrm{d}x
=0MLF(tL)f.F(tL)g¯dtdx\displaystyle=\int_{0}^{\infty}\int_{M}LF(tL)f.\overline{F(tL)g}\mathrm{d}t\mathrm{d}x
=0ML|F(tL)|2f.g¯dtdx\displaystyle=\int_{0}^{\infty}\int_{M}L|F(tL)|^{2}f.\overline{g}\mathrm{d}t\mathrm{d}x

Set (λ)=λ|F(t)|2dt\mathcal{F}(\lambda)=\int_{\lambda}^{\infty}|F(t)|^{2}\mathrm{d}t. One has (λ)0\mathcal{F}(\lambda)\rightarrow 0 when λ+\lambda\rightarrow+\infty. Therefore, the spectral resolution gives (tL)f0\mathcal{F}(tL)f\rightarrow 0 as t+t\rightarrow+\infty. The spectral resolution also implies that t(tL)2=L|F|2(tL).\frac{\partial}{\partial t}\mathcal{F}(tL)^{2}=-L|F|^{2}(tL). From this we obtain

0\displaystyle\int_{0}^{\infty} ML|F|2(tL)f.g¯dtdx\displaystyle\int_{M}L|F|^{2}(tL)f.\overline{g}\mathrm{d}t\mathrm{d}x
=0Mt(tL)f.g¯dtdx\displaystyle=\int_{0}^{\infty}\int_{M}-\frac{\partial}{\partial t}\mathcal{F}(tL)f.\overline{g}\mathrm{d}t\mathrm{d}x
=Mf.(0)g¯dx.\displaystyle=\int_{M}f.\overline{\mathcal{F}(0)g}\mathrm{d}x.

Using all the forgoing equalities and the same averaging trick as in the former proofs,

|Mf.(0)g¯dx|\displaystyle\left|\int_{M}f.\overline{\mathcal{F}(0)g}\mathrm{d}x\right|
=0MF(tL)f.F(tL)g¯+VF(tL)f.VF(tL)g¯dtdx\displaystyle=\int_{0}^{\infty}\int_{M}\nabla F(tL)f.\overline{\nabla F(tL)g}+\sqrt{V}F(tL)f.\overline{\sqrt{V}F(tL)g}\mathrm{d}t\mathrm{d}x
=0MB(x,t1/2)F(tL)f.F(tL)g¯dtdxdyVol(x,t1/2)\displaystyle=\int_{0}^{\infty}\int_{M}\int_{B(x,t^{1/2})}\nabla F(tL)f.\overline{\nabla F(tL)g}\frac{\mathrm{d}t\mathrm{d}x\mathrm{d}y}{Vol(x,t^{1/2})}
+0MB(x,t1/2)VF(tL)f.VF(tL)g¯dtdxdyVol(x,t1/2)\displaystyle+\int_{0}^{\infty}\int_{M}\int_{B(x,t^{1/2})}\sqrt{V}F(tL)f.\overline{\sqrt{V}F(tL)g}\frac{\mathrm{d}t\mathrm{d}x\mathrm{d}y}{Vol(x,t^{1/2})}
=0MB(y,t1/2)F(tL)f.F(tL)g¯dtdxdyVol(x,t1/2)\displaystyle=\int_{0}^{\infty}\int_{M}\int_{B(y,t^{1/2})}\nabla F(tL)f.\overline{\nabla F(tL)g}\frac{\mathrm{d}t\mathrm{d}x\mathrm{d}y}{Vol(x,t^{1/2})}
+0MB(y,t1/2)VF(tL)f.VF(tL)g¯dtdxdyVol(x,t1/2).\displaystyle+\int_{0}^{\infty}\int_{M}\int_{B(y,t^{1/2})}\sqrt{V}F(tL)f.\overline{\sqrt{V}F(tL)g}\frac{\mathrm{d}t\mathrm{d}x\mathrm{d}y}{Vol(x,t^{1/2})}.

The Cauchy-Schwarz (in tt) and Hölder (in yy) inequalities give

|Mf.(0)g¯dx|\displaystyle\left|\int_{M}f.\overline{\mathcal{F}(0)g}\mathrm{d}x\right|
M[0B(y,t1/2)|F(tL)f|2+V|F(tL)f|2dtdxVol(x,t1/2)]1/2\displaystyle\leq\int_{M}\left[\int_{0}^{\infty}\int_{B(y,t^{1/2})}|\nabla F(tL)f|^{2}+V|F(tL)f|^{2}\frac{\mathrm{d}t\mathrm{d}x}{Vol(x,t^{1/2})}\right]^{1/2}
×[0B(y,t1/2)|F(tL)g|2+V|F(tL)g|2dtdxVol(x,t1/2)dy]1/2\displaystyle\times\left[\int_{0}^{\infty}\int_{B(y,t^{1/2})}|\nabla F(tL)g|^{2}+V|F(tL)g|^{2}\frac{\mathrm{d}t\mathrm{d}x}{Vol(x,t^{1/2})}\mathrm{d}y\right]^{1/2}
𝒢LF(f)p𝒢LF(g)p\displaystyle\leq\|\mathcal{G}_{L}^{F}(f)\|_{p}\|\mathcal{G}_{L}^{F}(g)\|_{p^{\prime}}
Cfp𝒢LF(g)p.\displaystyle\leq C\|f\|_{p}\|\mathcal{G}_{L}^{F}(g)\|_{p^{\prime}}.

We obtain the result by taking the supremum on ff in the unit ball of Lp(M)L^{p}(M). ∎

One can also state a result about lower bounds concerning the functionals associated with the Poisson semigroup. They are not included in the latter theorem because of the time derivative part.

Proposition 33.

If PLP_{L} is bounded on LpL^{p}, then the reverse inequality

fpCPL(f)p\|f\|_{p^{\prime}}\leq C\|P_{L}(f)\|_{p^{\prime}}

holds for all fLpf\in L^{p^{\prime}}.

Proof.

Fix ff in LpL2L^{p}\cap L^{2} and gg in LpL2L^{p^{\prime}}\cap L^{2}. By integration by parts,

Mf(x)g(x)dx\displaystyle\int_{M}f(x)g(x)\mathrm{d}x =0tMetL1/2f.etL1/2gdtdx\displaystyle=\int_{0}^{\infty}\frac{\partial}{\partial t}\int_{M}e^{-tL^{1/2}}f.e^{-tL^{1/2}}g\mathrm{d}t\mathrm{d}x
=0t2t2MetL1/2f.etL1/2gdxdt\displaystyle=\int_{0}^{\infty}t\frac{\partial^{2}}{\partial t^{2}}\int_{M}e^{-tL^{1/2}}f.e^{-tL^{1/2}}g\mathrm{d}x\mathrm{d}t
=02tM(L1/2etL1/2f.L1/2etL1/2g)dxdt\displaystyle=\int_{0}^{\infty}2t\int_{M}\left(L^{1/2}e^{-tL^{1/2}}f.L^{1/2}e^{-tL^{1/2}}g\right)\mathrm{d}x\mathrm{d}t
+02tM(LetL1/2f.etL1/2g)dxdt\displaystyle+\int_{0}^{\infty}2t\int_{M}\left(Le^{-tL^{1/2}}f.e^{-tL^{1/2}}g\right)\mathrm{d}x\mathrm{d}t
=20M(txetL1/2f.txetL1/2g)dxdtt\displaystyle=2\int_{0}^{\infty}\int_{M}\left(t\nabla_{x}e^{-tL^{1/2}}f.t\nabla_{x}e^{-tL^{1/2}}g\right)\frac{\mathrm{d}x\mathrm{d}t}{t}
+20M(tV1/2etL1/2f.tV1/2etL1/2g)dxdtt\displaystyle+2\int_{0}^{\infty}\int_{M}\left(tV^{1/2}e^{-tL^{1/2}}f.tV^{1/2}e^{-tL^{1/2}}g\right)\frac{\mathrm{d}x\mathrm{d}t}{t}
+0M(ttetL1/2f.ttetL1/2g)dxdtt\displaystyle+\int_{0}^{\infty}\int_{M}\left(t\frac{\partial}{\partial t}e^{-tL^{1/2}}f.t\frac{\partial}{\partial t}e^{-tL^{1/2}}g\right)\frac{\mathrm{d}x\mathrm{d}t}{t}

By Cauchy-Schwarz inequality (in tt) and the same averaging trick as for 𝒢L\mathcal{G}_{L} we obtain

|Mf(x)g(x)dx|CPL(f)pPL(g)p.\left|\int_{M}f(x)g(x)\mathrm{d}x\right|\leq C\|P_{L}(f)\|_{p}\|P_{L}(g)\|_{p^{\prime}}.

The boundedness PLP_{L} on LpL^{p} and taking the supremum on ff gives gpCPL(g)p\|g\|_{p^{\prime}}\leq C\|P_{L}(g)\|_{p^{\prime}}. ∎

Remark 34.

The same result still holds if we only consider PL,xP_{L,x} or PL,tP_{L,t}.

We obtain the same result for P\vec{P}.

Proposition 35.

If P\vec{P} is bounded on LpL^{p}, then the reverse inequality

ωpCP(ω)p\|\omega\|_{p^{\prime}}\leq C\|\vec{P}(\omega)\|_{p^{\prime}}

holds for all ωLp\omega\in L^{p^{\prime}}. The result remains true if we consider only Px\vec{P}_{x} or Pt\vec{P}_{t}.

10 Link with the Riesz transform

Some links between Littlewood-Paley-Stein functions and the Riesz transforms have been established in [12]. We make analogous links between conical square functions and the Riesz transform. They rely on Theorem 32 together with the commutation formula dΔ=Δdd\Delta=\vec{\Delta}d.

Theorem 36.
  1. 1.

    If PΔ,xP_{\Delta,x} is bounded on LpL^{p} and Pt\vec{P_{t}} is bounded on LpL^{p^{\prime}} then the Riesz transform is bounded on LpL^{p}.

  2. 2.

    If Px\vec{P_{x}} is bounded on LpL^{p} and PΔ,tP_{\Delta,t} is bounded on LpL^{p^{\prime}} then the Riesz transform is bounded on LpL^{p^{\prime}}.

Proof.

We prove the first item. The second is proven by duality considering that dΔ1/2d^{*}\overrightarrow{\Delta}^{-1/2} is the adjoint of dΔ1/2d\Delta^{-1/2}. If the Pt\vec{P}_{t} is bounded on LpL^{p^{\prime}}, then by the reverse inequality on LpL^{p} one has

dfp\displaystyle\|df\|_{p} CPt(df)p\displaystyle\leq C\|\vec{P}_{t}(df)\|_{p}
=C(0B(x,t1/2)|Δ1/2etΔ1/2df|2dydtVol(y,t1/2))1/2p\displaystyle=C\left\|\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|\vec{\Delta}^{1/2}e^{-t\vec{\Delta}^{1/2}}df|^{2}\frac{\mathrm{d}y\mathrm{d}t}{Vol(y,t^{1/2})}\right)^{1/2}\right\|_{p}
=C(0B(x,t1/2)|detΔ1/2Δ1/2f|2dydtVol(y,t1/2))1/2p\displaystyle=C\left\|\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|de^{-t\Delta^{1/2}}\Delta^{1/2}f|^{2}\frac{\mathrm{d}y\mathrm{d}t}{Vol(y,t^{1/2})}\right)^{1/2}\right\|_{p}
=CPx(Δ1/2f)p\displaystyle=C\left\|P_{x}(\Delta^{1/2}f)\right\|_{p}
CΔ1/2fp.\displaystyle\leq C\left\|\Delta^{1/2}f\right\|_{p}.

For the second equality we used commutation formula dΔ=Δdd\Delta=\vec{\Delta}d. For the last inequality we used of the boundedness of PxP_{x} on LpL^{p}. ∎

Remark 37.
  1. 1.

    Fix p[2,+)p\in[2,+\infty). Assuming (1), PxP_{x} is bounded on LpL^{p}. Then the boundedness of Pt\vec{P}_{t} on LpL^{p^{\prime}} implies the boundedness of Riesz transform on LpL^{p}. Unfortunately, for p2p\leq 2, Pt\vec{P}_{t} is even harder to bound than the horizontal Littlewood-Paley-Stein function for Δ\vec{\Delta} (which is known to be difficult for all p(1,)p\in(1,\infty)). This can be done under subcriticality assumption on the negative part of the Ricci via Stein’s method but we only recover a known result about Riesz transform.

  2. 2.

    For p[2,+)p\in[2,+\infty), 𝒢\vec{\mathcal{G}} is bounded on LpL^{p} if we assume the (1). Using a similar proof as in Theorem 36 we see that it is sufficient to bound the functional

    𝒮ϕ0(f)(x)=(0B(x,t1/2)|Δ1/2etΔf|2dydyVol(y,t))1/2\mathcal{S}_{\phi_{0}}(f)(x)=\left(\int_{0}^{\infty}\int_{B(x,t^{1/2})}|\Delta^{1/2}e^{-t\Delta}f|^{2}\frac{\mathrm{d}y\mathrm{d}y}{Vol(y,t)}\right)^{1/2}

    on LpL^{p^{\prime}} to obtain the boundedness of the Riesz transform on LpL^{p^{\prime}}.

We recover a result from [9], that is the boundedness of the Riesz transform under the hypothesis of Theorem 25. The functional 𝒢\vec{\mathcal{G}} is bounded on LpL^{p} for p(p0,2)p\in(p_{0},2) by Theorem 25. The functional 𝒮ϕ0\mathcal{S}_{\phi_{0}} satisfies the reverse inequality for pp in this range, so the adjoint of the Riesz transform dΔ1/2d^{*}\vec{\Delta}^{-1/2} is bounded. It implies the boundedness of dΔ1/2d\Delta^{-1/2} on LpL^{p} for p[2,p0)p\in[2,{p^{\prime}}_{0}). More generally, it gives a proof of the following theorem.

Theorem 38.

Let pp be in (1,2](1,2]. Suppose that MM satisfies the doubling property (1) and that tdetΔ\sqrt{t}d^{*}e^{-t\vec{\Delta}} satisfies LpL2L^{p}-L^{2} estimates (10), then the Riesz transform is bounded on LpL^{p^{\prime}}.

References

  • [1] Joyce Assaad and El Maati Ouhabaz. Riesz transforms of Schrödinger operators on manifolds. Journal of Geometric Analysis, 22(4):1108–1136, 2012.
  • [2] Pascal Auscher. On necessary and sufficient conditions for LpL^{p}-estimates of Riesz transforms associated to elliptic operators on n\mathbb{R}^{n} and related estimates. Mem. Amer. Math. Soc., 186(871):xviii+75, 2007.
  • [3] Pascal Auscher, Steve Hofmann, and José-María Martell. Vertical versus conical square functions. Trans. Amer. Math. Soc., 364(10):5469–5489, 2012.
  • [4] Pascal Auscher, Alan McIntosh, and Emmanuel Russ. Hardy spaces of differential forms on Riemannian manifolds. J. Geom. Anal., 18(1):192–248, 2008.
  • [5] Andrea Carbonaro and Oliver Dragičević. Functional calculus for generators of symmetric contraction semigroups. Duke Math. J., 166(5):937–974, 2017.
  • [6] Gilles Carron, Thierry Coulhon, and Andrew Hassell. Riesz transform and LpL^{p}-cohomology for manifolds with Euclidean ends. Duke Math. J., 133(1):59–93, 2006.
  • [7] Li Chen. Quasi Riesz transforms, Hardy spaces and generalized sub-Gaussian heat kernel estimates. Theses, Université Paris Sud - Paris XI ; Australian national university, April 2014.
  • [8] Li Chen, José María Martell, and Cruz Prisuelos-Arribas. Conical square functions for degenerate elliptic operators. Adv. Calc. Var., 13(1):75–113, 2020.
  • [9] Peng Chen, Jocelyn Magniez, and El Maati Ouhabaz. The Hodge–de Rham Laplacian and Lp-boundedness of Riesz transforms on non-compact manifolds. Nonlinear Analysis, 125:78 – 98, 2015.
  • [10] Thomas Cometx. Littlewood–Paley–Stein Functions for Hodge-de Rham and Schrödinger Operators. J. Geom. Anal., 2021.
  • [11] Thomas Cometx and El Maati Ouhabaz. Littlewood-Paley-Stein functionals: an RR-boundedness approach. Preprint, see on arXiv https://arxiv.org/abs/2007.00284.
  • [12] Thierry Coulhon and Xuan Thinh Duong. Riesz transform and related inequalities on non-compact Riemannian manifolds. Communications on Pure and Applied Mathematics, 56(12):1728–1751, December 2003.
  • [13] Thierry Coulhon, Xuan Thinh Duong, and Xiang Dong Li. Littlewood–Paley–Stein functions on complete Riemannian manifolds for 1p21\leq p\leq 2. Studia Mathematica, 154(1):37–57, 2003.
  • [14] Michael Cowling, Ian Doust, Alan McIntosh, and Atsushi Yagi. Banach space operators with a bounded H{H}^{\infty} functional calculus. J. Austral. Math. Soc. Ser. A, pages 51–89, 1996.
  • [15] Baptiste Devyver and Emmanuel Russ. Hardy spaces on riemannian manifolds with quadratic curvature decay, 2019.
  • [16] C. Fefferman and E. M. Stein. Hp{H}^{p} spaces of several variables. Acta Math., 129:137–193, 1972.
  • [17] Steve Hofmann, Guozhen Lu, Dorina Mitrea, Marius Mitrea, and Lixin Yan. Hardy spaces associated to non-negative self-adjoint operators satisfying Davies-Gaffney estimates. Mem. Amer. Math. Soc., 214(1007):vi+78, 2011.
  • [18] Steve Hofmann and Svitlana Mayboroda. Hardy and BMO spaces associated to divergence form elliptic operators. Math. Ann., 344(1):37–116, 2009.
  • [19] Steve Hofmann, Svitlana Mayboroda, and Alan McIntosh. Second order elliptic operators with complex bounded measurable coefficients in LpL^{p}, Sobolev and Hardy spaces. Ann. Sci. Éc. Norm. Supér. (4), 44(5):723–800, 2011.
  • [20] Jocelyn Magniez. Riesz transforms of the Hodge–de Rham Laplacian on Riemannian manifolds. Mathematische Nachrichten, 289(8-9):1021–1043, 2016.
  • [21] El Maati Ouhabaz. Littlewood-Paley-Stein functions for Schrödinger operators. Frontiers in Sciences and Engineerings, edited by the Hassan II Academy of Sciences and Technology of Morocco, 6:99–109, 2016. See also arXiv: 1705.06794.
  • [22] Elias M. Stein. On the functions of Littlewood-Paley, Lusin, and Marcinkiewicz. Transactions of the American Mathematical Society, 88:430–466, 1958.
  • [23] Elias M. Stein. Singular integrals and differentiability properties of functions. Princeton Mathematical Series, No. 30. Princeton University Press, Princeton, N.J., 1970.
  • [24] Elias M. Stein. Topics in harmonic analysis related to the Littlewood-Paley theory. Annals of Mathematics Studies, No. 63. Princeton University Press, Princeton, N.J.; University of Tokyo Press, Tokyo, 1970.