On essential-selfadjointness of differential operators on closed manifolds
1 Introduction
Let be a compact smooth333In all this paper, “smooth” means manifold without boundary equipped with a smooth density . We will often denote by the Hilbert space . Let be a differential operator of degree on with smooth coefficients acting on complex valued functions. We assume in what follows that is symmetric, i.e., for any pair of smooth complex valued functions on , we have .
The adjoint of is then defined as follows: the domain is the set of distributions so that belongs to and is the operator acting on such distributions.
Definition 1.1
A symmetric linear differential operator with smooth coefficients is essentially self-adjoint (denoted ESA in what follows) if the graph of in is the closure of the graph of with domain the smooth functions on . More explicitely, for each with , there exists a sequence with smooth, and in .
The ESA property is also called Quantum completeness because the evolution equation with , with smooth, has then an unique solution defined for and denoted (see [R-S-75], sec. VIII).
On the other hand, admits a principal symbol and also a sub-principal symbol: if one chooses local coordinates so that , and if , the principal symbol is and the sub-principal symbol is (see [G-K-L-64] sec. 3). Note that, if is symmetric, and are real valued. We denote and call it the symbol of . Note that is real valued if is formally symmetric. The symbol is independent of the choice of local coordinates as soon as interpreted as a function on the cotangent space . The cotangent space is a symplectic manifold and one can use as an Hamiltonian function on it. We say that is classically complete if the Hamiltonian flow of is complete: it means that the maximal interval of definition of any integral curve of the Hamiltonian vector field of is .
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 be a formally self-adjoint differential operator of degree on where is a closed smooth manifold equipped with a smooth density , classical and quantum completeness are equivalent.
As we will see, this conjecture holds true in the following cases:
-
1.
Differential operators of degree on the circle of the form
where all zeroes of are of finite order.
-
2.
Differential operators of degree .
-
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 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 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 be an Hilbert space. A linear operator with a dense subspace of is said to be symmetric if, for all , . The closure of is the operator whose graph is the closure of the graph of in . The adjoint of is defined as follows: the domain is the set of so that as defined on extends continously to . We have then and we define . The operator is ESA if is the closure of . In other words, has an unique self-adjoint extension. A useful property is the following one
Theorem 2.1
A symmetric operator on an Hilbert space is ESA if and only if the spaces are .
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 functions. In particular, we see that any symmetric elliptic operator on a closed manifold is ESA: if , is smooth and the result follows from the symmetry of . This is why we are only interested here to non elliptic operators.
2.3 The case of differential operators on a compact interval
Let be a compact interval. We consider a differential operator of degree whose coefficients are smooth up to the boundary. Assuming that is symmetric on (it is usually called formally symmetric), then is given by the equation (1).
We want to describe the Dirichlet boundary conditions. For that, we assume that is elliptic near the boundary, i.e. that does not vanish at the points of . We will take for domain of the space .
Lemma 2.1
The domain of is then the set of functions so that , where is acting on distributions defined in the interior of and vanishes on the boundary.
Proof.–We get first that by looking at with . It follows that is continuous near the boundary. Then we have, if ,
We have to control the righthandside in terms of the norm of which is clearly not possible if does not vanish on the boundary because does not vanish at on .
2.4 Localization
Let us prove the following localization
Lemma 2.2
Let be a symmetric operator of degree on a the circle. Let be the closed set of points where is not elliptic. We assume that is a finite set . Let be a neighbourhood of so that is elliptic near the boundary of . Then is ESA if and only if the Dirichlet restriction of to is ESA.
Proof.–
Let us first prove that, if is ESA, is ESA: let us take a with near . Then, if with , belongs to the Sobolev space by ellipticity of on the support of . In particular . There exists a sequence of smooth functions converging to in by density of in . We have now with and . ESA of allows to approximate by smooth functions and we can assume that vanishes near the boundary because does. Then are smooth, converge to in and . This allows to conclude that is ESA.
Let us now prove that if is ESA, is ESA: let us start with with , near the boundary and . We choose with near . Similarly to the previous argument, we decompose . And by ellipticity of near we get that belongs to the Sobolev space of distributions which are in and vanish at the boundary. By density of smooth functions vanishing at the boundary in the Sobolev space , we get an approximating sequence to . Now we are left with with and we use the fact that is ESA to get an approximating sequence on . Choosing with on the support of , we take and we get an approximating sequence for . This allows to conclude.
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
Lemma 3.1
Let be a differential operator of degree on a closed manifold and so that . There exists a sequence so that and both in .
If is symmetric, this implies that the closure in of the graph of restricted to smooth functions is the graph of the adjoint of . Hence with domain is essentially self-adjoint.
Theorem 3.1
Any symmetric differential operator of degree on a closed manifold is essentially self-adjoint.
This holds in particular for differential operators of the form where is a vector field and where is the inner product.
In the note [L-19], Nicolas Lerner remarks that this property extends to pseudo-differential operator of degree .
This is related to our problem because then the Hamiltonian flow is complete at infinity: the Hamiltonian vector field of is bounded by 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 equipped with the Lebesgue measure can be written as
(1) |
where , are smooth real valued periodic functions of period . We assume always in what follows that the zeroes of are of finite multiplicities. The symbol of is
The term 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 of the previous form, classical completeness of the Hamiltonian flow of is equivalent to quantum completeness of .
Our proof consists in describing the properties of and 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 are non degenerate is also proved using some microlocal analysis in [Tai-20].
4.2 Classical completeness
We have the
Theorem 4.2
Let where the zeroes of are of finite multiplicity. Then the Hamiltonian flow of is complete on if and only if the zeroes of are not simple and vanishes at these zeroes. Moreover, this flow is complete if and only if it is null complete, i.e. complete when restricted to .
Proof.– Recall that the Hamiltonian differential equation writes
The function is constant along the integral curves. We will denote by the data at time of the integral curves that we will consider.
The proof splits into three cases:
-
1.
Assume that and . We will show that the flow is not null complete. Let us look at the set near . This set is the union of the disjoint curves and . The curve is oriented by the flow so that is decaying because then . Let us start on , with small enough and so that . Then for all . Along , we have . Hence, there exists so that and . The flow is not null complete: the maximal integral curve is only defined up to .
-
2.
Assume that is a non degenerate zero of and . Let us start with and . We have for all and . The solution of this differential equation is not defined for all ’s because . The flow is not null complete.
-
3.
Assume now that zeroes of are degenerate and vanishes on . We want to prove that the flow is complete. We have, by conservation of , for any integral curve, there exists so that . It follows that stays bounded on any compact interval in disjoint from . We need only to consider what happens when comes close to a zero of , says .
Let us first assume that , then for all and . The trajectory is complete.
If is close to , we get . It follows that does not reach in finite time and hence the integral curve ie defined for all times.
4.3 Simple zeroes of
We will show in this section that if is a simple zero of then is not ESA.
Let with no other zeroes of inside . The point is a regular singular point (see Appendix A) of the differential equation .
The indicial equation writes with . Hence the solutions of this equation near writes, for , if and if with smooth up to (see Appendix A) and similarly for with and .
Let be the unique solution of on , so that satisfies the Dirichlet boundary condition at . And define similarly with . If we extend by zero for , we get a Schwartz distribution and is supported by the origine. We have . We check that is in . So that is near in the Sobolev space , because . The derivatives of the Dirac distribution are not in . We have the same result for . It follows that .
Hence there is a non zero linear combination of and which satisfies and the Dirichlet boundary conditions at . This proves that is not ESA and hence is not ESA by Lemma 2.2.
4.4 Degenerate zeroes where vanishes
Let us assume that all zeroes of are degenerate. Then if is an interval between two zeroes of and assume on , we will show that there is an explicit unitary map from onto sending (the set of operator with compact support on ) into (set of operator with compact support on ) and sending to with an explicit .
First step: a gauge transform. Let us consider where is smooth and real valued. We get, by an easy calculation,
Choosing so that , we get
Second step: a change of variable.
Let us choose . Let us define . The map is smooth diffeomorphism in onto . Let us introduce the unitary transform defined by . We compute . We get with
is bounded. The derivative of is
which is also bounded. So is bounded by and we get that .
It follows then from the Farine-Lavis Theorem (Theorem X.38 of [R-S-75]) that is ESA and hence is ESA on . It follows that is ESA on and a fortiori on .
4.5 Degenerate zeroes where does not vanish
Finally, we study the case where all zeroes of are degenerate and does not vanish at least at one of these, say . We will need the following
Lemma 4.1
Let us choose a smooth function on so that . There exists two independent solutions and of on such that is smooth up to , with smooth up to .
It follows that the functions are in and that is not ESA by the same argument than in Section 4.3.
Proof.– (of Lemma) We check first the existence of in an elementary way by showing the existence of a full Taylor expansion directly: we start with the Ansatz . We get . Hence . Then, inductively, we get an expression for as a function of the for . Applying Malgrange’s Theorem 7.1 in [Ma-74], we get a smooth solution with .
Then we make the Ansatz and we get the following differential equation for :
It follows that, we can choose
If is the order of the zero of at , we can choose local coordinates near so that , we get . We can integrate by part and we get
with and smooth. We can iterate the integration by part and get a formal solution . Again we can apply Malgrange’s Theorem.
5 Lorentzian Laplacians on surfaces
5.1 General facts on Lorentzian tori
We will consider for a 2-torus with a smooth Lorentzian metric . Recall that a Lorentzian metric on a surface is a smooth non degenerate symmetric 2-form of signature . 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 is said to be null if, at every point of , and any tangent vector to at the point , we have , i.e. the tangent spaces to are isotropic. Locally the null curves are the leaves of two transverse foliations. This is not always true globally.
A closed null leaf is a simple closed curve which is null. There is then a neighborhood of with two null foliations: is close to the tangent space to and is transversal to . We can then define a Poincaré map as follows. Take a point on and a germ of leaf of , at . Then is a germ of diffeomorphism into itself obtained by following the null leaves of . The map is uniquely defined modulo smooth conjugation by germs of diffeomorphisms. Note that is orientation preserving because 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 be the quotient of by the group generated by the homothety of ratio . On , the Clifton-Pohl Lorentzian metric is . The associated Laplacian is formally self-adjoint on .
There is also a much simpler example, namely the quotient on by the group generated by . 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 ?
5.3 Some results
We will prove a rather general result:
Theorem 5.1
1) If the metric admits a closed null leaf for which the Poincaré section is not tangent to infinite order to the identity, then is not geodesically complete. Under the same assumptions, is not ESA.
2) If is conformal to a flat metric with a smooth conformal factor on a 2-torus, then 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 , the dual metric satisfy and hence the geodesic flow restricted to are conformal with a bounded ratio.
Lemma 5.2
The ESA property is invariant by conformal change.
Proof.–If , we have also and is in as soon as is. Hence, if is ESA, there exists a sequence converging in to and converges to .
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 whose differential at the origin is in is smoothly conjugated to and hence is the time 1 flow of the vector field with .
A similar result hold for more degenerate diffeomorphisms: we assume that admits a closed null-leaf so that the Poincaré map is of the form where and . 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 with .
Let be closed null-leaf of and a neighbourhood of so that we have the two null foliations and . We have the:
Theorem 5.3
Let be a closed leaf whose Poincaré map is with of order . There exists coordinates near so that the metric is conformal to with .
Proof.– Let us parametrize the closed leaf by and extend the coordinate in some neighbourhood of so that the null foliation is given by . Choose then for any coordinate in so that on . We introduce the differential equation associated to the foliation close to . Note that . Let be the flow of this differential equation. The map is the Poincaré map of . By Theorem 5.2, we can choose a vector field so that the time one flow is the same Poincaré map; and denote by this flow. Let us consider the germ of diffeomorphism near defined by
The map sends the integral curves of onto the integral curves of and is periodic of period because the time 1 flows are the same. Hence the two null foliation are given respectively by and . The Theorem follows.
5.5 Proof of Theorem 5.1, part 1
The idea is to use the normal form which, being invariant by translation in , 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 the Hamiltonian . The function is a constant of the motion. Let us take initial conditions with , , and . We have, using that stays at , . Hence vanishes for a finite time and, we have then . Null incompleteness follows.
The Lorentzian Laplacian associated to is given by
Let us look at solutions of of the form with compactly supported near . We have
The operator is a Sturm-Liouville operator already studied in section 3. is not ESA. It follows then that there exists compactly supported near and so that and there is no sequences converging in to . 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 whose Poincaré map is hyperbolic, i.e. the differential of at the point of 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 generic property is a property which holds for an open dense subset of the metrics in the topology.
We have the
Proposition 5.1
The existence of a closed null hyperbolic curve is a 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 splits if the null leaves belongs to two distincts foliations and . We say that the metric is orientable if there is a smooth non vanishing vector field on so that is strictly positive everywhere. Any orientable metric splits: the two foliations are the boundaries of the connected component of the cone containing , indeed using an orientation of , we choose so that the frame generated by and is positively oriented. We now study the two different cases. 1. Case where 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 .
2. Case where do not split: we introduce in this case a two-fold cover of for which the lift of the metric is orientable. This cover is equipped with an involution exchanging the two null foliations. Let us take a null closed curve of one of these foliations. Then is a null closed curve of the other. They cannot cross: they have the same rotation number, because is homotopic to the identity. Moreover all intersections have the same sign because both foliations as well as are orientable. It follows that the projection of onto is simple. Still having a closed hyperbolic leaf for the foliation of is generic and .
6 Further questions
There are still several open problems in this setting; we see at least five of them:
-
1.
Prove our conjecture 1.1.
-
2.
Describe the self-adjoint extensions in the case of Lorentzian tori in a geometrical way.
-
3.
If we choose a self-adjoint extension, are there interesting spectral asymptotics?
-
4.
Extend to higher dimensional Lorentzian manifolds
-
5.
Extend to pseudo-differential operators of principal type.
Appendix A Appendix: Regular singular points of linear differential equations of order two
We consider a linear differential equqation
We assume that and is a zero of finite order of . The singular point of is said to be regular if (resp. ) vanishes at order at least (resp. ) at . Otherwise is an irregular singular point.
If is a regular singular point, we introduce the indicial equation:
We call the two roots of the indicial equation. Then the following holds:
-
•
If , there exist two independent solutions of on a small interval of the form
-
•
If , we have and
where the functions are smooth on and .
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