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On essential-selfadjointness of differential operators on closed manifolds

Yves Colin de Verdière111Institut Fourier, Université Grenoble-Alpes, Unité mixte de recherche CNRS-UGA 5582, BP 74, 38402-Saint Martin d’Hères Cedex (France); [email protected]  & Corentin Le Bihan222UMPA, ENS Lyon; [email protected]

1 Introduction

Let XX be a compact smooth333In all this paper, “smooth” means CC^{\infty} manifold without boundary equipped with a smooth density |dx||dx|. We will often denote by L2L^{2} the Hilbert space L2(X,|dx|)L^{2}(X,|dx|). Let PP be a differential operator of degree 22 on XX with smooth coefficients acting on complex valued functions. We assume in what follows that PP is symmetric, i.e., for any pair of smooth complex valued functions f,gf,g on XX, we have XPfg¯|dx|=XfPg¯|dx|\int_{X}Pf~{}\bar{g}|dx|=\int_{X}f~{}\overline{Pg}|dx|.

The adjoint PP^{\star} of PP is then defined as follows: the domain D(P)D(P^{\star}) is the set of distributions fL2f\in L^{2} so that PfPf belongs to L2L^{2} and PP^{\star} is the operator PP acting on such distributions.

Definition 1.1

A symmetric linear differential operator with smooth coefficients PP is essentially self-adjoint (denoted ESA in what follows) if the graph of PP^{\star} in L2×L2L^{2}\times L^{2} is the closure of the graph of PP with domain the smooth functions on XX. More explicitely, for each v=Puv=Pu with u,vL2u,v\in L^{2}, there exists a sequence (un,vn)(u_{n},v_{n}) with unu_{n} smooth, vn=Punv_{n}=Pu_{n} and (un,vn)(u,v)(u_{n},v_{n})\rightarrow(u,v) in L2×L2L^{2}\times L^{2}.

The ESA property is also called Quantum completeness because the evolution equation du/dt=iPudu/dt=iPu with u(t=0)=fu(t=0)=f, with ff smooth, has then an unique solution defined for tt\in{\mathbb{R}} and denoted u(t)=exp(itP)fu(t)={\rm exp}(itP)f (see [R-S-75], sec. VIII).

On the other hand, PP admits a principal symbol and also a sub-principal symbol: if one chooses local coordinates x=(x1,,xn)x=(x_{1},\cdots,x_{n}) so that |dx|=|dx1dxn||dx|=|dx_{1}\cdots dx_{n}|, and if P=xkakl(x)xl+bk(x)xk+c(x)P=\sum\frac{\partial}{\partial x_{k}}a_{kl}(x)\frac{\partial}{\partial x_{l}}+\sum b_{k}(x)\frac{\partial}{\partial x_{k}}+c(x), the principal symbol is p2:=akl(x)ξkξlp_{2}:=-\sum a_{kl}(x)\xi_{k}\xi_{l} and the sub-principal symbol is p1:=ibk(x)ξkp_{1}:=i\sum b_{k}(x)\xi_{k} (see [G-K-L-64] sec. 3). Note that, if PP is symmetric, p1p_{1} and p2p_{2} are real valued. We denote p=p2+p1p=p_{2}+p_{1} and call it the symbol of PP. Note that pp is real valued if PP is formally symmetric. The symbol pp is independent of the choice of local coordinates as soon as interpreted as a function on the cotangent space TXT^{\star}X. The cotangent space is a symplectic manifold and one can use pp as an Hamiltonian function on it. We say that PP is classically complete if the Hamiltonian flow of pp is complete: it means that the maximal interval of definition of any integral curve of the Hamiltonian vector field of pp is {\mathbb{R}}.

A natural question is then: how are classical and quantum completeness related? The goal of this article is to give very partial answers to this question. We will state a possible answer as the

Conjecture 1.1

Let PP be a formally self-adjoint differential operator of degree 22 on C(X)C^{\infty}(X) where XX is a closed smooth manifold equipped with a smooth density |dx||dx|, classical and quantum completeness are equivalent.

As we will see, this conjecture holds true in the following cases:

  1. 1.

    Differential operators of degree 22 on the circle of the form

    P=a(x)dx2+P=a(x)d_{x}^{2}+\cdots

    where all zeroes of aa are of finite order.

  2. 2.

    Differential operators of degree 11.

  3. 3.

    Generic and conformally flat Lorentzian Laplacians on 2-tori.

Let us describe other known results on this question: a classical result is that classical completeness and quantum completeness are not equivalent in general; examples of Schrödinger operators on {\mathbb{R}} are given in [R-S-75], section X-1, pp 155-157. However the potentials involved are quite complicated near infinity: they do not admit a polynomial asymptotic behaviour. A classical results in this domain is Gaffney’s Theorem [Ga-54] which states that, if a Riemannian manifold (X,g)(X,g) is complete, the Laplace operator on it is ESA. For a clear proof, see [Dav-89], pp 151–152. For a more recent work on this aspect, see [BMS-02].

Acknowledgements. Many thanks to Christophe Bavard, Yves Carrière, Etienne Ghys, Nicolas Lerner and Bernard Malgrange for several discussions helping us. Many thanks also to the referee for many remarks helping us to make the paper more accessible.

2 General facts on ESA operators

2.1 Abstract context

Let us recall some classical results which can be found in [R-S-75], sec. X. Let (,<.|.>)({\cal H},<.|.>) be an Hilbert space. A linear operator P:D(P)P:D(P)\rightarrow{\cal H} with D(P)D(P) a dense subspace of {\cal H} is said to be symmetric if, for all x,yD(P)x,y\in D(P), <Px|y>=<x|Py><Px|y>=<x|Py>. The closure of PP is the operator P¯\bar{P} whose graph is the closure of the graph of PP in ×{\cal H}\times{\cal H}. The adjoint PP^{\star} of PP is defined as follows: the domain D(P)D(P^{\star}) is the set of xx\in{\cal H} so that y<Py|x>y\rightarrow<Py|x> as defined on D(P)D(P) extends continously to {\cal H}. We have then <Py|x><y|z><Py|x>\equiv<y|z> and we define Px=zP^{\star}x=z. The operator PP is ESA if PP^{\star} is the closure of PP. In other words, PP has an unique self-adjoint extension. A useful property is the following one

Theorem 2.1

A symmetric operator PP on an Hilbert space {\cal H} is ESA if and only if the spaces ker(P±i)\ker_{\cal H}(P^{\star}\pm i) are {0}\{0\}.

2.2 The case of differential operators on compact manifolds without boundary

Recall that a differential operator with smooth coefficients acts on Schwartz distributions and in particular on L2L^{2} functions. In particular, we see that any symmetric elliptic operator PP on a closed manifold is ESA: if (P±i)u=0(P\pm i)u=0, uu is smooth and the result follows from the symmetry of PP. This is why we are only interested here to non elliptic operators.

2.3 The case of differential operators on a compact interval

Let X:=[α,β]X:=[\alpha,\beta] be a compact interval. We consider a differential operator PP of degree 22 whose coefficients are smooth up to the boundary. Assuming that PP is symmetric on Cc(]α,β[,|dx|)C_{c}^{\infty}(]\alpha,\beta[,|dx|) (it is usually called formally symmetric), then PP is given by the equation (1).

We want to describe the Dirichlet boundary conditions. For that, we assume that PP is elliptic near the boundary, i.e. that aa does not vanish at the points of X\partial X. We will take for domain of PP the space D(P):=C(X¯,){f|f|X=0}D(P):=C^{\infty}(\bar{X},{\mathbb{C}})\cap\{f|f|_{\partial X}=0\}.

Lemma 2.1

The domain of PP^{\star} is then the set of L2L^{2} functions gg so that PgL2Pg\in L^{2}, where PP is acting on distributions defined in the interior of XX and gg vanishes on the boundary.

Proof.–We get first that PgL2Pg\in L^{2} by looking at XPfg¯|dx|\int_{X}Pf\bar{g}|dx| with fCc(]α,β[)f\in C_{c}^{\infty}(]\alpha,\beta[). It follows that gg is continuous near the boundary. Then we have, if fD(P)f\in D(P),

X(Pfg¯fPg¯)|dx|=[afg]αβ\int_{X}(Pf\bar{g}-f\overline{Pg})|dx|=[af^{\prime}g]_{\alpha}^{\beta}

We have to control the righthandside in terms of the L2L^{2} norm of ff which is clearly not possible if gg does not vanish on the boundary because aa does not vanish at on X\partial X. \square

2.4 Localization

Let us prove the following localization

Lemma 2.2

Let PP be a symmetric operator of degree 22 on a the circle. Let ZXZ\subset X be the closed set of points where PP is not elliptic. We assume that ZZ is a finite set Z={x1,,xN}Z=\{x_{1},\cdots,x_{N}\} . Let Ω=j=1N[αj,βj]\Omega=\cup_{j=1}^{N}[\alpha_{j},\beta_{j}] be a neighbourhood of ZZ so that PP is elliptic near the boundary of Ω\Omega. Then PP is ESA if and only if the Dirichlet restriction PΩP_{\Omega} of PP to Ω\Omega is ESA.

Proof.–

Let us first prove that, if PΩP_{\Omega} is ESA, PP is ESA: let us take a ρCc(Ω)\rho\in C_{c}^{\infty}(\Omega) with ρ1\rho\equiv 1 near ZZ. Then, if Pu=vPu=v with u,vL2(X)u,v\in L^{2}(X), (1ρ)u(1-\rho)u belongs to the Sobolev space H2(X)H^{2}(X) by ellipticity of PP on the support of 1ρ1-\rho. In particular P((1ρ)u)L2P((1-\rho)u)\in L^{2}. There exists (un,vn=Pun)(u^{\prime}_{n},v_{n}^{\prime}=Pu_{n}^{\prime}) a sequence of smooth functions converging to ((1ρ)u,P((1ρ)u)((1-\rho)u,P((1-\rho)u) in L2L^{2} by density of C(X)C^{\infty}(X) in H2(X)H^{2}(X). We have now P(ρu)=wP(\rho u)=w with ρu,wL2\rho u,w\in L^{2} and support(ρu)Ω{\rm support}(\rho u)\subset\Omega. ESA of PΩP_{\Omega} allows to approximate (ρu,w)(\rho u,w) by smooth functions (un′′,vn′′=Pun′′)(u_{n}^{\prime\prime},v_{n}^{\prime\prime}=Pu_{n}^{\prime\prime}) and we can assume that un′′u_{n}^{\prime\prime} vanishes near the boundary because ρu\rho u does. Then (un+un′′,vn+vn′′)(u^{\prime}_{n}+u^{\prime\prime}_{n},v^{\prime}_{n}+v^{\prime\prime}_{n}) are smooth, converge to (u,v)(u,v) in L2×L2L^{2}\times L^{2} and P(un+un′′)=vn+vn′′P(u^{\prime}_{n}+u^{\prime\prime}_{n})=v^{\prime}_{n}+v^{\prime\prime}_{n}. This allows to conclude that PP is ESA.

Let us now prove that if PP is ESA, PΩP_{\Omega} is ESA: let us start with PΩu=vP_{\Omega}u=v with (u,v)L2(Ω)(u,v)\in L^{2}(\Omega), uH2u\in H^{2} near the boundary and u(Ω)=0u(\partial\Omega)=0. We choose ρCc(Ω)\rho\in C_{c}^{\infty}(\Omega) with ρ=1\rho=1 near ZZ. Similarly to the previous argument, we decompose u=ρu+(1ρ)uu=\rho u+(1-\rho)u. And by ellipticity of PP near Ω\partial\Omega we get that (1ρ)u(1-\rho)u belongs to the Sobolev space H02(Ω)H_{0}^{2}(\Omega) of distributions which are in H2(Ω)H^{2}(\Omega) and vanish at the boundary. By density of smooth functions vanishing at the boundary in the Sobolev space H02H_{0}^{2}, we get an approximating sequence to ((1ρ)u,P((1ρ)u)((1-\rho)u,P((1-\rho)u). Now we are left with ρu\rho u with P(ρu)L2P(\rho u)\in L^{2} and we use the fact that PP is ESA to get an approximating sequence (un,Pun)(u^{\prime}_{n},Pu^{\prime}_{n}) on XX. Choosing ρ1Cc(Ω)\rho_{1}\in C_{c}^{\infty}(\Omega) with ρ1=1\rho_{1}=1 on the support of ρ\rho, we take un′′=ρ1unu^{\prime\prime}_{n}=\rho_{1}u^{\prime}_{n} and we get an approximating sequence for (ρu,P(ρu)(\rho u,P(\rho u). This allows to conclude. \square

Note that the previous localization result extends probably to higher dimensional manifolds, but this extension is much less simple.

3 Essential self-adjointness of differential operators of degree 1

The following property goes back to Friedrichs [Fr-44] as cited by Hörmander [Hor-65].

Lemma 3.1

Let PP be a differential operator of degree 11 on a closed manifold XX and uL2(X)u\in L^{2}(X) so that PuL2(X)Pu\in L^{2}(X). There exists a sequence ujC(X)u_{j}\in C^{\infty}(X) so that ujuu_{j}\rightarrow u and PujPuPu_{j}\rightarrow Pu both in L2(X)L^{2}(X).

If PP is symmetric, this implies that the closure in L2L2L^{2}\oplus L^{2} of the graph of PP restricted to smooth functions is the graph of the adjoint of PP. Hence PP with domain C(X)C^{\infty}(X) is essentially self-adjoint.

Theorem 3.1

Any symmetric differential operator of degree 11 on a closed manifold is essentially self-adjoint.

This holds in particular for differential operators of the form P:=i(V+12div|dx|(V))P:=i(V+\frac{1}{2}{\rm div}_{|dx|}(V)) where VV is a vector field and div|dx|(V):=d(ι(V)dx)/dx{\rm div}_{|dx|}(V):=d(\iota(V)dx)/dx where ι\iota is the inner product.

In the note [L-19], Nicolas Lerner remarks that this property extends to pseudo-differential operator of degree 11.

This is related to our problem because then the Hamiltonian flow is complete at infinity: the Hamiltonian vector field of pp is bounded by CξC\|\xi\| and the completeness at infinity follows from Gronwall lemma.

4 Sturm-Liouville operators on the circle

4.1 Main result

Any symmetric operator on the circle S1=/S^{1}={\mathbb{R}}/{\mathbb{Z}} equipped with the Lebesgue measure |dx||dx| can be written as

P=dxa(x)dxib(x)dxi12b(x)+c(x)P=d_{x}a(x)d_{x}-ib(x)d_{x}-i\frac{1}{2}b^{\prime}(x)+c(x) (1)

where dx:=d/dxd_{x}:=d/dx, a,b,ca,~{}b,~{}c are smooth real valued periodic functions of period 11. We assume always in what follows that the zeroes of aa are of finite multiplicities. The symbol pp of PP is

p=a(x)ξ2+b(x)ξp=-a(x)\xi^{2}+b(x)\xi

The term c(x)c(x) plays no role in the essential self-adjointeness, so we will forget it in what follows.

Our main result is

Theorem 4.1

For operators PP of the previous form, classical completeness of the Hamiltonian flow of pp is equivalent to quantum completeness of PP.

Our proof consists in describing the properties of aa and bb leading to classical completeness and to study the quantum completeness in the corresponding cases.

Note that the result in the case where the zeroes of aa are non degenerate is also proved using some microlocal analysis in [Tai-20].

4.2 Classical completeness

We have the

Theorem 4.2

Let p:=a(x)ξ2+b(x)ξp:=-a(x)\xi^{2}+b(x)\xi where the zeroes of aa are of finite multiplicity. Then the Hamiltonian flow of pp is complete on TS1T^{\star}S^{1} if and only if the zeroes of aa are not simple and bb vanishes at these zeroes. Moreover, this flow is complete if and only if it is null complete, i.e. complete when restricted to p1(0)p^{-1}(0).

Proof.– Recall that the Hamiltonian differential equation writes

dx/dt=2a(x)ξ+b(x),dξ/dt=a(x)ξ2b(x)ξ.dx/dt=-2a(x)\xi+b(x),~{}d\xi/dt=a^{\prime}(x)\xi^{2}-b^{\prime}(x)\xi.

The function pp is constant along the integral curves. We will denote by (x0,ξ0)(x_{0},\xi_{0}) the data at time 0 of the integral curves that we will consider.

The proof splits into three cases:

  1. 1.

    Assume that a(0)=0a(0)=0 and b(0)>0b(0)>0. We will show that the flow is not null complete. Let us look at the set p=0p=0 near x=0x=0. This set is the union of the disjoint curves {ξ=0}\{\xi=0\} and C:={a(x)ξb(x)=0}C:=\{a(x)\xi-b(x)=0\}. The curve C{x>0}C\cap\{x>0\} is oriented by the flow so that xx is decaying because then dx/dt=b(x)dx/dt=-b(x). Let us start on CC, with x0>0x_{0}>0 small enough and ξ0\xi_{0} so that a(x0)ξ0+b(x0)=0-a(x_{0})\xi_{0}+b(x_{0})=0. Then a(x(t))ξ(t)+b(x(t))=0-a(x(t))\xi(t)+b(x(t))=0 for all tt. Along CC, we have dx/dt=b(x)dx/dt=-b(x). Hence, there exists t0>0t_{0}>0 so that x(t0)=0x(t_{0})=0 and ξ(t0)=+\xi(t_{0})=+\infty. The flow is not null complete: the maximal integral curve is only defined up to t0t_{0}^{-}.

  2. 2.

    Assume that 0 is a non degenerate zero of aa and b(0)=0b(0)=0. Let us start with x0=0x_{0}=0 and ξ00\xi_{0}\neq 0. We have x(t)=0x(t)=0 for all tt and dξ/dt=a(0)ξ2b(0)ξd\xi/dt=a^{\prime}(0)\xi^{2}-b^{\prime}(0)\xi. The solution of this differential equation is not defined for all tt’s because a(0)0a^{\prime}(0)\neq 0. The flow is not null complete.

  3. 3.

    Assume now that zeroes of aa are degenerate and bb vanishes on a1(0)a^{-1}(0). We want to prove that the flow is complete. We have, by conservation of pp, for any integral curve, there exists EE so that a(x)ξ2+b(x)ξE-a(x)\xi^{2}+b(x)\xi\equiv E. It follows that ξ\xi stays bounded on any compact interval in xx disjoint from a1(0)a^{-1}(0). We need only to consider what happens when x(t)x(t) comes close to a zero of aa, says x=0x=0.

    Let us first assume that x0=0x_{0}=0, then x(t)0x(t)\equiv 0 for all tt and dξ/dt=b(0)ξd\xi/dt=-b^{\prime}(0)\xi. The trajectory is complete.

    If x00x_{0}\neq 0 is close to 0, we get dx/dt=±4a(x)Eb(x)2=O(|x|)dx/dt=\pm\sqrt{-4a(x)E-b(x)^{2}}=O(|x|). It follows that x(t)x(t) does not reach 0 in finite time and hence the integral curve ie defined for all times.

\square

4.3 Simple zeroes of aa

We will show in this section that if a(0)=0a(0)=0 is a simple zero of aa then PP is not ESA.

Let I:=[α,α]I:=[-\alpha,\alpha] with no other zeroes of aa inside II. The point 0 is a regular singular point (see Appendix A) of the differential equation (Pi)u=0(P-i)u=0.

The indicial equation writes Ar2iBr=0Ar^{2}-iBr=0 with A:=a(0),B=b(0)A:=a^{\prime}(0),~{}B=b(0). Hence the solutions of this equation near 0 writes, for x>0x>0, y(x)=f(x)+x+iB/Ag(x)y(x)=f(x)+x_{+}^{iB/A}g(x) if B0B\neq 0 and y(x)=f(x)+g(x)logxy(x)=f(x)+g(x)\log x if B=0B=0 with f,gf,g smooth up to x=0x=0 (see Appendix A) and similarly for x<0x<0 with xx_{-} and log(x)\log(-x).

Let y+y_{+} be the unique solution of (Pi)y+=0,y+(α)=0,y+(α)=1(P-i)y_{+}=0,~{}y^{\prime}_{+}(\alpha)=0,~{}y^{\prime}_{+}(\alpha)=1 on ]0,α]]0,\alpha], so that y+y_{+} satisfies the Dirichlet boundary condition at α\alpha. And define yy_{-} similarly with y(α)=0y_{-}(-\alpha)=0. If we extend y+y_{+} by zero for x<0x<0, we get a Schwartz distribution Y+Y_{+} and (Pi)Y+(P-i)Y_{+} is supported by the origine. We have PY+=dxdxaY++dx[a,dx]Y+ibdxY+ibY+/2PY_{+}=d_{x}d_{x}aY_{+}+d_{x}[a,d_{x}]Y_{+}-ibd_{x}Y_{+}-ib^{\prime}Y_{+}/2. We check that dxaY+d_{x}aY_{+} is in Lloc2L^{2}_{\rm loc}. So that (Pi)Y+(P-i)Y_{+} is near 0 in the Sobolev space H1H^{-1}, because dxaY+L2d_{x}aY_{+}\in L^{2}. The derivatives δ(0),\delta^{\prime}(0),\cdots of the Dirac distribution are not in H1H^{-1}. We have the same result for YY_{-}. It follows that (Pi)Y±=μ±δ(0)(P-i)Y_{\pm}=\mu_{\pm}\delta(0).

Hence there is a non zero linear combination YY of Y+Y_{+} and YY_{-} which satisfies (Pi)Y=0(P-i)Y=0 and the Dirichlet boundary conditions at ±α\pm\alpha. This proves that PIP_{I} is not ESA and hence PP is not ESA by Lemma 2.2.

4.4 Degenerate zeroes where b(0)b(0) vanishes

Let us assume that all zeroes of aa are degenerate. Then if I=]c,d[I=]c,d[ is an interval between two zeroes of aa and assume a>0a>0 on II, we will show that there is an explicit unitary map from L2(I,|dx|)L^{2}(I,|dx|) onto L2(,|dy|)L^{2}({\mathbb{R}},|dy|) sending Cc(I)C_{c}^{\infty}(I) (the set of operator with compact support on II) into Cc()C_{c}^{\infty}({\mathbb{R}}) (set of operator with compact support on \mathbb{R}) and sending PP to Q=dy2+VQ=d_{y}^{2}+V with an explicit VV.

First step: a gauge transform. Let us consider PS:=eiSPeiSP_{S}:=e^{-iS}Pe^{iS} where SS is smooth and real valued. We get, by an easy calculation,

PS=dxadxi(b2aS)dxi(b/2aSaS")aS2+bSP_{S}=d_{x}ad_{x}-i(b-2aS^{\prime})d_{x}-i(b^{\prime}/2-a^{\prime}S^{\prime}-aS")-aS^{\prime 2}+bS^{\prime}

Choosing SS so that S=b/2aS^{\prime}=b/2a, we get

PS=dxadx+b2/4aP_{S}=d_{x}ad_{x}+b^{2}/4a

Second step: a change of variable.

Let us choose x0Ix_{0}\in I. Let us define y=ϕ(x)=x0xa12(t)𝑑ty=\phi(x)=\int_{x_{0}}^{x}a^{-\frac{1}{2}}(t)dt. The map ϕ\phi is smooth diffeomorphism in II onto {\mathbb{R}}. Let us introduce the unitary transform Ω:L2(I,|dx|)L2(,|dy|)\Omega:L^{2}(I,|dx|)\rightarrow L^{2}({\mathbb{R}},|dy|) defined by Ωf(ϕ(x))=a(x)1/4f(x)\Omega f(\phi(x))=a(x)^{1/4}f(x). We compute PΩ:=ΩPSΩP_{\Omega}:=\Omega P_{S}\Omega^{\star}. We get PΩ=dy2+V(y)P_{\Omega}=d_{y}^{2}+V(y) with

V(y)=(b22a+a216aa′′4)(ϕ1(y))V(y)=\left(\frac{b^{2}}{2a}+\frac{a^{\prime 2}}{16a}-\frac{a^{\prime\prime}}{4}\right)(\phi^{-1}(y))

(a2/16a+a′′/4)(a^{\prime 2}/16a+a^{\prime\prime}/4) is bounded. The derivative of (b/a1/2)ϕ1(b/a^{1/2})\circ\phi^{-1} is

(bab2a)ϕ1\left(b^{\prime}-\frac{a^{\prime}b}{2a}\right)\circ\phi^{-1}

which is also bounded. So (b/a1/2)ϕ1(b/a^{1/2})\circ\phi^{-1} is bounded by C(1+|y|)C(1+|y|) and we get that V(y)C(y2+1)V(y)\leq C(y^{2}+1).

It follows then from the Farine-Lavis Theorem (Theorem X.38 of [R-S-75]) that PΩP_{\Omega} is ESA and hence PP is ESA on Cc(I)C_{c}^{\infty}(I). It follows that PP is ESA on Cc(S1a1(0))C_{c}^{\infty}(S^{1}\setminus a^{-1}(0)) and a fortiori on C(S1)C^{\infty}(S^{1}).

4.5 Degenerate zeroes where b(0)b(0) does not vanish

Finally, we study the case where all zeroes of aa are degenerate and bb does not vanish at least at one of these, say x=0x=0. We will need the following

Lemma 4.1

Let us choose a smooth function EE on I:=]0,c]I:=]0,c] so that E=b/aE^{\prime}=b/a. There exists two independent solutions u1u_{1} and u2u_{2} of (Pi)u=0(P-i)u=0 on II such that u1u_{1} is smooth up to 0, u2=u3eiEu_{2}=u_{3}e^{iE} with u3u_{3} smooth up to 0.

It follows that the functions a(x)dxuja(x)d_{x}u_{j} are in L2L^{2} and that PP is not ESA by the same argument than in Section 4.3.

Proof.– (of Lemma) We check first the existence of u1u_{1} in an elementary way by showing the existence of a full Taylor expansion directly: we start with the Ansatz u1(x)=1+a1x+a2x2+u_{1}(x)=1+a_{1}x+a_{2}x^{2}+\cdots. We get b(0)a1+(b(0)/21)=0b(0)a_{1}+(b^{\prime}(0)/2-1)=0. Hence a1a_{1}. Then, inductively, we get an expression for aka_{k} as a function of the ala_{l} for l<kl<k. Applying Malgrange’s Theorem 7.1 in [Ma-74], we get a smooth solution u1u_{1} with u1(0)=1u_{1}(0)=1.

Then we make the Ansatz u2=u1vu_{2}=u_{1}v and we get the following differential equation for vv:

(dx+aa+2u1u1iba)dxv=0\left(d_{x}+\frac{a^{\prime}}{a}+2\frac{u^{\prime}_{1}}{u_{1}}-i\frac{b}{a}\right)d_{x}v=0

It follows that, we can choose

dxv=1au12eiEd_{x}v=\frac{1}{au_{1}^{2}}e^{iE}

If kk is the order of the zero of aa at x=0x=0, we can choose local coordinates near 0 so that E=1/yk1E=1/y^{k-1}, we get dyv=A(y)ykexp(i/yk1)d_{y}v=A(y)y^{-k}{\rm exp}(i/y^{k-1}). We can integrate by part and we get

v(y)=A0(y)ei/yk1y1A1(y)ei/yk1v(y)={A_{0}(y)}e^{i/y^{k-1}}-\int_{y}^{1}A_{1}(y)e^{i/y^{k-1}}

with A0A_{0} and A1A_{1} smooth. We can iterate the integration by part and get a formal solution v(x)(v0+v1x+)eiE(x)v(x)\equiv(v_{0}+v_{1}x+\cdots)e^{iE(x)}. Again we can apply Malgrange’s Theorem. \square

5 Lorentzian Laplacians on surfaces

5.1 General facts on Lorentzian tori

We will consider for XX a 2-torus with a smooth Lorentzian metric gg. Recall that a Lorentzian metric on a surface is a smooth non degenerate symmetric 2-form of signature (1,1)(1,1). There is, as in the Riemannian case, an associated geodesic flow (the Hamiltonian flow of the dual metric), a canonical volume form and a Laplace operator, which is an hyperbolic operator.

The null curves: a smooth curve γ\gamma is said to be null if, at every point xx of γ\gamma, and any tangent vector VV to γ\gamma at the point xx, we have gx(V,V)=0g_{x}(V,V)=0, i.e. the tangent spaces to γ\gamma are isotropic. Locally the null curves are the leaves of two transverse foliations. This is not always true globally.

A closed null leaf γ\gamma is a simple closed curve which is null. There is then a neighborhood of γ\gamma with two null foliations: +{\cal F}_{+} is close to the tangent space to γ\gamma and {\cal F}_{-} is transversal to γ\gamma. We can then define a Poincaré map PγP_{\gamma} as follows. Take a point x0x_{0} on γ\gamma and a germ of leaf of {\cal F}_{-}, CC at x0x_{0}. Then PγP_{\gamma} is a germ of diffeomorphism (C,x0)(C,x_{0}) into itself obtained by following the null leaves of +{\cal F}_{+}. The map PγP_{\gamma} is uniquely defined modulo smooth conjugation by germs of diffeomorphisms. Note that PγP_{\gamma} is orientation preserving because XX is orientable.

5.2 Examples of non geodesically complete Lorentzian surfaces

It is known that Lorentzian metrics on the 2-torus are not always geodesically complete. It is the case for example for the Clifton-Pohl torus:

Let TT be the quotient of 20{\mathbb{R}}^{2}\setminus 0 by the group generated by the homothety of ratio 22. On TT, the Clifton-Pohl Lorentzian metric is g:=dxdy/(x2+y2)g:=dxdy/(x^{2}+y^{2}). The associated Laplacian g=(x2+y2)2/xy\Box_{g}=(x^{2}+y^{2})\partial^{2}/\partial x\partial y is formally self-adjoint on L2(T,|dxdy|/(x2+y2))L^{2}(T,|dxdy|/(x^{2}+y^{2})).

There is also a much simpler example, namely the quotient on (x+×y,dxdy)({\mathbb{R}}_{x}^{+}\times{\mathbb{R}}_{y},dxdy) by the group generated by (x,y)(2x,y/2)(x,y)\rightarrow(2x,y/2). The manifold is not closed, but non completeness sits already in a compact region.

It is known these metric are not geodesically complete. What about ESA of g\Box_{g}?

5.3 Some results

We will prove a rather general result:

Theorem 5.1

1) If the metric gg admits a closed null leaf for which the Poincaré section is not tangent to infinite order to the identity, then gg is not geodesically complete. Under the same assumptions, g\Box_{g} is not ESA.

2) If gg is conformal to a flat metric with a smooth conformal factor on a 2-torus, then g\Box_{g} is ESA.

Remark 5.1

In the first case, the proof of the null-incompleteness of the geodesic flow is due to Yves Carrière and Luc Rozoy [C-R-94]. We will reprove it.

Note that the conformal class of a Lorentzian metric is determined by the null foliations; hence ESA is a property of these foliations.

For the proof of Theorem 5.1, we will need two lemmas:

Lemma 5.1

The null-geodesic completeness is invariant by conformal change.

Proof.– If g=eϕg0g=e^{\phi}g_{0}, the dual metric satisfy g=eϕg0g^{\star}=e^{-\phi}g^{\star}_{0} and hence the geodesic flow restricted to g=0g^{\star}=0 are conformal with a bounded ratio. \square

Lemma 5.2

The ESA property is invariant by conformal change.

Proof.–If gu=v\Box_{g}u=v, we have also g0u=eϕv\Box_{g_{0}}u=e^{\phi}v and eϕve^{\phi}v is in L2L^{2} as soon as vv is. Hence, if g0\Box_{g_{0}} is ESA, there exists a sequence (un,wn=g0un)n(u_{n},w_{n}=\Box_{g_{0}}u_{n})_{n\in{\mathbb{N}}} converging in L2L^{2} to (u,eϕv)(u,e^{\phi}v) and eϕvne^{-\phi}v_{n} converges to vv. \square

This proves part 2 of Theorem 5.1.

5.4 Normal forms

It is well known and due to Sternberg [St-57] that a smooth germ of map (,0)(,0)({\mathbb{R}},0)\rightarrow({\mathbb{R}},0) whose differential at the origin is in ]0,1[]1,+[]0,1[\cup]1,+\infty[ is smoothly conjugated to yλyy\rightarrow\lambda y and hence is the time 1 flow of the vector field μyy\mu y\partial_{y} with λ=eμ\lambda=e^{\mu}.

A similar result hold for more degenerate diffeomorphisms: we assume that gg admits a closed null-leaf so that the Poincaré map is of the form P(y)=y+ykR(y)P(y)=y+y^{k}R(y) where R(0)0R(0)\neq 0 and k2k\geq 2. It is proved in [Ta-73] (see Theorem 4)

Theorem 5.2

Any such map is the flow at time 1 of a vector field V=A(y)yV=A(y)\partial_{y} with AA0ykA\sim A_{0}y^{k}.

Let γ\gamma be closed null-leaf of gg and UU a neighbourhood  of γ\gamma so that we have the two null foliations +{\cal F}_{+} and {\cal F}_{-}. We have the:

Theorem 5.3

Let γ\gamma be a closed leaf whose Poincaré map is P=Id+RP={\rm Id}+R with RR of order kk. There exists coordinates near γ\gamma so that the metric gg is conformal to g0=dx(dya(y)dx)g_{0}=dx(dy-a(y)dx) with a(y)a0yk,a00a(y)\sim a_{0}y^{k},a_{0}\neq 0.

Proof.– Let us parametrize the closed leaf γ\gamma by x/x\in{\mathbb{R}}/{\mathbb{Z}} and extend the coordinate xx in some neighbourhood  UU of γ\gamma so that the null foliation {\cal F}_{-} is given by dx=0dx=0. Choose then for yy any coordinate in UU so that y=0y=0 on γ\gamma. We introduce the differential equation dy/dx=A(x,y)dy/dx=A(x,y) associated to the foliation +{\cal F}_{+} close to γ\gamma. Note that A(x,0)=0A(x,0)=0. Let ϕx(y)\phi_{x}(y) be the flow of this differential equation. The map yϕ1(y)y\rightarrow\phi_{1}(y) is the Poincaré map of γ\gamma. By Theorem 5.2, we can choose a vector field a(y)ya(y)\partial y so that the time one flow is the same Poincaré map; and denote by (ϕ0)x(y)(\phi_{0})_{x}(y) this flow. Let us consider the germ of diffeomorphism near γ\gamma defined by

F:(x,y)(x,y=(ϕ0)xϕx1(y)).F:(x,y)\rightarrow\big{(}x,y^{\prime}=(\phi_{0})_{x}\circ\phi_{x}^{-1}(y)\big{)}.

The map FF sends the integral curves of dybdxdy-bdx onto the integral curves of dyadxdy-adx and is periodic of period 11 because the time 1 flows are the same. Hence the two null foliation are given respectively by dx=0dx=0 and dya(y)dx=0dy^{\prime}-a(y^{\prime})dx=0. The Theorem follows.

\square

5.5 Proof of Theorem 5.1, part 1

The idea is to use the normal form which, being invariant by translation in xx, allows a separation of variables and hence application of Theorem 4.1.

Let us first prove the null incompleteness. Using the normal form and the conformal invariance of null completeness, we have to study near y=0y=0 the Hamiltonian h=η(a(y)η+ξ)h=-\eta(a(y)\eta+\xi). The function ξ\xi is a constant of the motion. Let us take initial conditions with y0>0y_{0}>0, ξ0>0\xi_{0}>0, and a(y0)η0+ξ0=0a(y_{0})\eta_{0}+\xi_{0}=0. We have, using that a(y)η+ξ0a(y)\eta+\xi_{0} stays at 0, dy/dt=2a(y)η=2ξ0dy/dt=2a(y)\eta=-2\xi_{0}. Hence y(t)y(t) vanishes for a finite time t0t_{0} and, we have then η(t0)=\eta(t_{0})=\infty. Null incompleteness follows.

The Lorentzian Laplacian associated to g=dx(dya(y)dy)g=dx(dy-a(y)dy) is given by

=ya(y)y+xy2\Box=\partial_{y}a(y)\partial_{y}+\partial^{2}_{xy}

Let us look at solutions of u=v\Box u=v of the form u(x,y)=e2πixv(y)u(x,y)=e^{2\pi ix}v(y) with vv compactly supported near 0. We have

u(x,y)=e2πix(ya(y)y+2iπy)v(y)\Box u(x,y)=e^{2\pi ix}\left(\partial_{y}a(y)\partial_{y}+2i\pi\partial_{y}\right)v(y)

The operator P:=ya(y)y+2iπyP:=\partial_{y}a(y)\partial_{y}+2i\pi\partial_{y} is a Sturm-Liouville operator already studied in section 3. PP is not ESA. It follows then that there exists vv compactly supported near 0 and L2L^{2} so that Pv=wL2Pv=w\in L^{2} and there is no sequences (vn,wn=Pvn)(v_{n},w_{n}=Pv_{n}) converging in L2×L2L^{2}\times L^{2} to (v,w)(v,w). The result follows.

5.6 Genericity

The goal of this section is to show that, for a generic Lorentzian metric on the 2-torus, there exists at least one null closed curve γ\gamma whose Poincaré map is hyperbolic, i.e. the differential of PγP_{\gamma} at the point x0x_{0} of γ\gamma is not tangent to the identity. It follows that, for a generic metric on the 2-torus, the geodesic flow is not complete and the Lorentzian Laplacian is not ESA.

A CC^{\infty}-generic property is a property which holds for an open dense subset of the metrics in the CC^{\infty} topology.

We have the

Proposition 5.1

The existence of a closed null hyperbolic curve is a CC^{\infty}-generic property of Lorentzian metrics on 2-tori.

The following argument is due to Etienne Ghys.

Proof.– The openness of the set of metric with a closed null hyperbolic geodesic is evident.

We say that the metric gg splits if the null leaves belongs to two distincts foliations +{\cal F}_{+} and {\cal F}_{-}. We say that the metric gg is orientable if there is a smooth non vanishing vector field VV on XX so that g(V,V)g(V,V) is strictly positive everywhere. Any orientable metric splits: the two foliations are the boundaries of the connected component C+C_{+} of the cone g>0g>0 containing VV, indeed using an orientation of XX, we choose +{\cal F}_{+} so that the frame generated by +{\cal F}_{+} and VV is positively oriented. We now study the two different cases. 1. Case where gg splits: the genericity then follows from the fact that having an hyperbolic closed leaf is a generic property for a foliation of a torus (see [PdM-82]), here for +{\cal F}_{+}.

2. Case where gg do not split: we introduce in this case a two-fold cover YY of XX for which the lift GG of the metric gg is orientable. This cover YY is equipped with an involution JJ exchanging the two null foliations. Let us take a null closed curve γ\gamma of one of these foliations. Then J(γ)J(\gamma) is a null closed curve of the other. They cannot cross: they have the same rotation number, because JJ is homotopic to the identity. Moreover all intersections have the same sign because both foliations as well as YY are orientable. It follows that the projection of γ\gamma onto XX is simple. Still having a closed hyperbolic leaf for the foliation +{\cal F}_{+} of GG is generic and =J(+){\cal F}_{-}=J({\cal F}_{+}). \square

6 Further questions

There are still several open problems in this setting; we see at least five of them:

  1. 1.

    Prove our conjecture 1.1.

  2. 2.

    Describe the self-adjoint extensions in the case of Lorentzian tori in a geometrical way.

  3. 3.

    If we choose a self-adjoint extension, are there interesting spectral asymptotics?

  4. 4.

    Extend to higher dimensional Lorentzian manifolds

  5. 5.

    Extend to pseudo-differential operators of principal type.

Appendix A Appendix: Regular singular points of linear differential equations of order two

For this section, one can look at [Co-Le-55] and [Wa-65].

We consider a linear differential equqation

Pu:=(a(x)dx2+b(x)dx+c(x))u=0Pu:=(a(x)d_{x}^{2}+b(x)d_{x}+c(x))u=0

We assume that a(0)=0a(0)=0 and 0 is a zero of finite order kk of aa. The singular point x=0x=0 of PP is said to be regular if bb (resp. cc) vanishes at order at least k1k-1 (resp. k2k-2) at x=0x=0. Otherwise 0 is an irregular singular point.

If x=0x=0 is a regular singular point, we introduce the indicial equation:

a(k)(0)r(r1)+kb(k1)(0)r+k(k1)c(k2),ra^{(k)}(0)r(r-1)+kb^{(k-1)}(0)r+k(k-1)c^{(k-2)},~{}r\in{\mathbb{C}}

We call r1,r2r_{1},~{}r_{2} the two roots of the indicial equation. Then the following holds:

  • If Im(r1r2)\mathrm{Im}(r_{1}-r_{2})\notin{\mathbb{Z}}, there exist two independent solutions of Pu=0Pu=0 on a small interval ]0,c[]0,c[ of the form uj=x+rjvj(x)u_{j}=x_{+}^{r_{j}}v_{j}(x)

  • If Im(r2r1)\mathrm{Im}(r_{2}-r_{1})\in{\mathbb{N}}, we have u1=x+r1v1(x)u_{1}=x_{+}^{r_{1}}v_{1}(x) and u2=x+r2(v2(x)logx+v3(x))u_{2}=x_{+}^{r_{2}}(v_{2}(x)\log x+v_{3}(x))

where the functions vjv_{j} are smooth on [0,c[[0,c[ and v1(0)=v2(0)=1v_{1}(0)=v_{2}(0)=1.

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