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Stability of Rayleigh-Jeans equilibria
in the kinetic FPU equation

Pierre Germain Department of Mathematics, Huxley building, South Kensington campus, Imperial College London, London SW7 2AZ, United Kingdom [email protected] Joonhyun La June E Huh Center for Mathematical Challenges, 85 Hoegi-ro, Dongdaemun-gu, Seoul 02455, Republic of Korea. [email protected]  and  Angeliki Menegaki Department of Mathematics, Huxley building, South Kensington campus, Imperial College London, London SW7 2AZ, United Kingdom [email protected]
Abstract.

We study the nonlinear dynamics of the kinetic wave equation associated to the FPU problem and prove stability of the non-singular Rayleigh-Jeans equilibria. The lack of a spectral gap for the linearized problem leads to polynomial decay, which we are able to leverage to obtain nonlinear stability.

1. Introduction

1.1. The microscopic model

In their groundbreaking 1955 study, [FPU55], Fermi, Pasta, Ulam and Tsingou utilized the early electronic computers to explore the relaxation dynamics (thermalisation) of a chain of coupled nonlinear oscillators. The Fermi-Pasta-Ulam-Tsingou system is an anharmonic chain of oscillators without pinning potential. The system is described by its momentum (pn)n(p_{n})_{n\in\mathbb{Z}} and position (qn)n(q_{n})_{n\in\mathbb{Z}} with the Hamiltonian energy given by

H(p,q)=npn22+nF(qn+1qn)H(p,q)=\sum_{n\in\mathbb{Z}}\frac{p_{n}^{2}}{2}+\sum_{n\in\mathbb{Z}}F(q_{n+1}-q_{n})

where FF is smooth and satisfies F(0)=0F(0)=0.

The dynamics are governed by the system of ODEs

qn¨=F′′(qn+1qn)F′′(qnqn1)-\ddot{q_{n}}=F^{\prime\prime}(q_{n+1}-q_{n})-F^{\prime\prime}(q_{n}-q_{n-1})

A particular example is the so-called FPUT-β\beta case

F(x)=12x2+β4x4;F(x)=\frac{1}{2}x^{2}+\frac{\beta}{4}x^{4};

it will be the focus of the present article.

Motivated by the original FPUT problem and its substantial impact [CRZ05], significant attention has been given to the energy transport within oscillator chains of length NN coupled to thermal reservoirs at different temperatures. Numerically, it is observed that in β\beta-FPUT chains, the thermal conductivity κN\kappa_{N} diverges as NN increases in an anomalous way, specifically as κNN2/5\kappa_{N}\sim N^{2/5}, [AK01, LLP05]. An alternative approach is to consider an infinite chain and observe energy spread after injecting energy at the origin. This reformulates the problem to studying the time-decay of the energy current-current correlation function, which is related to the decay rate of the linearized semigroup of the wave turbulence kinetic equation arising from such microscopic models [ALS06]. For the linearised problem of the β\beta-FPUT chain, it was proven in [LS08] that the correlation decays as 𝒪(t3/5)\mathcal{O}(t^{-3/5}), aligning with numerical findings. Following the study in [LS08], in [MMA15] it was rigorously derived a macroscopic fractional diffusion equation describing heat transport in β\beta-FPUT chains, confirming the anomalous diffusion behavior from the linearized Boltzmann phonon equation. Our main inspiration and motivation here is also the findings in [LS08].

We also mention other classical choices of nonlinear atom chains. Beside the β\beta-FPU chain, one may consider the α\alpha-FPU chain, where F(x)=x22+αx33F(x)=\frac{x^{2}}{2}+\alpha\frac{x^{3}}{3}, or the α+β\alpha+\beta-FPU chain, which combines the nonlinearities of both the α\alpha and β\beta chains. Moreover, adding an additional pinning potential to the dynamics results in the Discrete Nonlinear Klein-Gordon chain, where FKG(x)=δ2x2F_{KG}(x)=\frac{\delta}{2}x^{2} and the energy includes Upin(q)=(12δ)q2+14q4U_{pin}(q)=(\frac{1}{2}-\delta)q^{2}+\frac{1}{4}q^{4}. Finally, the Toda lattice is yet another model, where FT(x)=14α2(e2αx12αx)F_{T}(x)=\frac{1}{4\alpha^{2}}(e^{2\alpha x}-1-2\alpha x). For a detailed account and discussion on these models, we refer to the reviews [OLDC23, Luk16, Spo06].

1.2. The homogeneous kinetic wave equation

In this article, we focus on the kinetic wave equation, or phonon Boltzmann equation, arising from the β\beta-FPUT system. The kinetic wave equation we will consider can be written

tf(t,p)=𝒞[f](t,p)\partial_{t}f(t,p)=\mathcal{C}[f](t,p)

where the collision operator is given by

𝒞[f](t,p0)=𝕋3δ(Σ)δ(Ω)=03ω=03f(1f+1f11f21f3)dp1dp2dp3\mathcal{C}[f](t,p_{0})=\int_{\mathbb{T}^{3}}\delta(\Sigma)\delta(\Omega)\prod_{\ell=0}^{3}\omega_{\ell}\prod_{\ell=0}^{3}f_{\ell}\left(\frac{1}{f}+\frac{1}{f_{1}}-\frac{1}{f_{2}}-\frac{1}{f_{3}}\right)\,{\rm d}p_{1}\,{\rm d}p_{2}\,{\rm d}p_{3} (1.1)

with the usual notations p=p0p=p_{0}, f=f0=f(p0)f=f_{0}=f(p_{0}), fi=f(pi)f_{i}=f(p_{i}) if i=1,2,3i=1,2,3, similarly for ωi=ω(pi)\omega_{i}=\omega(p_{i}), and furthermore

ω(p)=|sin(p2)|\displaystyle\omega(p)=\left|\sin\left(\frac{p}{2}\right)\right|
Σ=Σ(p,p1,p2,p3)=p0+p1p2p3\displaystyle\Sigma=\Sigma(p,p_{1},p_{2},p_{3})=p_{0}+p_{1}-p_{2}-p_{3}
Ω=Ω(p,p1,p2,p3)=ω0+ω1ω2ω3\displaystyle\Omega=\Omega(p,p_{1},p_{2},p_{3})=\omega_{0}+\omega_{1}-\omega_{2}-\omega_{3}

and finally we denote 𝕋\mathbb{T} for the periodized torus

𝕋=/2π.\mathbb{T}=\mathbb{R}/2\pi\mathbb{Z}.

The equation conserves two quantities which will play an important role in our analysis: the mass \mathcal{M} and energy \mathcal{E}

(f)=𝕋f(p)dp\displaystyle\mathcal{M}(f)=\int_{\mathbb{T}}f(p)\,{\rm d}p
(f)=𝕋ω(p)f(p)dp.\displaystyle\mathcal{E}(f)=\int_{\mathbb{T}}\omega(p)f(p)\,{\rm d}p.

The equation also satisfies an H-theorem

ddtlogf(p)dp0,\frac{d}{dt}\int\log f(p)\,{\rm d}p\leq 0,

even though we will not make use of this fact.

Finally, the Rayleigh-Jeans equilibria (RJ)

𝔣β,γ(p)=1βω(k)+γ,β,γ0\mathfrak{f}_{\beta,\gamma}(p)=\frac{1}{\beta\omega(k)+\gamma},\qquad\beta,\gamma\geq 0

are the unique stationary solutions [LS08, Section 5].

The case γ=0\gamma=0 corresponds to a singular RJ equilibrium, which has infinite mass. However, it is favored by some authors since it gives equipartition of energy, as was initially expected by E. Fermi et.al. in their numerical experiment [OLDC23, Luk16].

Interestingly, not all couples (0,0)(\mathcal{M}_{0},\mathcal{E}_{0}) can be associated to a RJ equilibrium. For initial data whose mass and energy cannot be matched to a RJ equilibrium, the asymptotic behavior of the solution is an intriguing question - see the discussion in Section 7.

1.3. Making sense of the collision operator

The expression for the collision operator in (1.1) is not obviously meaningful, even for smooth functions ff. Indeed, it involves the product of two δ\delta functions, which, as is well-known, can be ill-defined.

As was showed by in [LS08] (see also Lemma 12), the common zeros of Ω\Omega and Σ\Sigma are of two kinds.

On the one hand, trivial zeros are such that {p0,p1}={p2,p3}\{p_{0},p_{1}\}=\{p_{2},p_{3}\}. The integrand of the collision operator vanishes on the set of trivial zeros, which provides some cancellation. However, from the viewpoint of distribution theory, it is not clear how to make sense of the product of two Dirac δ\delta, even if it is evaluated on a function vanishing on their singular set (”indefinite form”). Lukkarinen and Spohn [LS08], in the linearized case, show that the contribution of trivial zeros vanishes if one resorts to a regularization procedure. This regularization is closely related to the microscopic derivation of the equation (which remains an outstanding open problem) and we shall take for granted that trivial zeros can be ignored in the collision operator.

On the other hand, non-trivial zeros can be parameterized by

p1=h(p0,p2)mod2π,whereh(x,z)=zx2+2arcsin(tan|zx|4cosz+x4).p_{1}=h(p_{0},p_{2})\mod 2\pi,\quad\mbox{where}\quad h(x,z)=\frac{z-x}{2}+2\arcsin\left(\tan\frac{|z-x|}{4}\cos\frac{z+x}{4}\right).

Using this expression, a calculation ([LS08] or Lemma 13) shows that the collision operator can be written

𝒞[f](p0)=02πω0ω1ω2ω3F+(p0,p2)=03f(1f+1f11f21f3)dp2,\mathcal{C}[f](p_{0})=\int_{0}^{2\pi}\frac{\omega_{0}\omega_{1}\omega_{2}\omega_{3}}{\sqrt{F_{+}(p_{0},p_{2})}}\prod_{\ell=0}^{3}f_{\ell}\left(\frac{1}{f}+\frac{1}{f_{1}}-\frac{1}{f_{2}}-\frac{1}{f_{3}}\right)dp_{2}, (1.2)

where it is understood that

{p3=p0+p1p2p1=h(p0,p2).\begin{cases}&p_{3}=p_{0}+p_{1}-p_{2}\\ &p_{1}=h(p_{0},p_{2}).\end{cases}

and

F+(p0,p2)=[cos(p02)+cos(p22)]2+4sin(p02)sin(p22).F_{+}(p_{0},p_{2})=\sqrt{\left[\cos\left(\frac{p_{0}}{2}\right)+\cos\left(\frac{p_{2}}{2}\right)\right]^{2}+4\sin\left(\frac{p_{0}}{2}\right)\sin\left(\frac{p_{2}}{2}\right)}.

1.4. Main results and organization of the paper

Section 3 establishes basic local well-posedness results in weighted LL^{\infty} spaces. It also shows that local well-posedness cannot be expected (or at least is very delicate) in LpL^{p}-based spaces for p<3p<3. The results of this section (theorems 1 and 2) can be summarized as the following theorem.

Theorem.

The collision operator is bounded in ωαL\omega^{\alpha}L^{\infty} for α1\alpha\geq-1. Thus, the equation is locally well-posed in 𝒞(ωαL)\mathcal{C}(\omega^{\alpha}L^{\infty}) (the space of continuous functions with values in ωαL\omega^{\alpha}L^{\infty} for α1\alpha\geq-1).

The collision operator is unbounded on LpL^{p} for any p<3p<3.

In Section 4, we turn to the linearized problem around RJ equilibria, recapitulating many results obtained in [LS08], and providing some extensions. The traditional tools of kinetic theory which we apply only yield an estimate of type Lt,p2L^{2}_{t,p} for the perturbation (Corollary 1):

Theorem.

Denoting LL for the linearized operator around a RJ solution, there exists a function a(p)a(p) such that |a(p)||sin(p2)|53|a(p)|\sim|\sin\left(\frac{p}{2}\right)|^{\frac{5}{3}} and

002πa(p)|etLg0(p)|2dpdtg0L22.\int_{0}^{\infty}\int_{0}^{2\pi}a(p)|e^{tL}g_{0}(p)|^{2}\,{\rm d}p\,{\rm d}t\lesssim\|g_{0}\|_{L^{2}}^{2}.

This estimate is insufficient for nonlinear purposes: the decay in time is weak, and we cannot hope to close nonlinear estimates since the equation is ill-posed in L2L^{2} type spaces. Furthermore, the lack of a spectral gap leads to the degenerate weight a(p)a(p).

Section 5 addresses these shortcomings by proving pointwise decay at a polynomial rate (Theorem 3):

Theorem.

Assume that g0Lg_{0}\in L^{\infty}, with a zero projection (in L2L^{2}) on KerL\operatorname{Ker}L. Then for any μ,ν[16,12]\mu,\nu\in[\frac{1}{6},\frac{1}{2}] and any δ>0\delta>0

ωμetLgLδt35(μ+ν)+δωνg0L.\|\omega^{\mu}e^{tL}g\|_{L^{\infty}}\lesssim_{\delta}\langle t\rangle^{-\frac{3}{5}(\mu+\nu)+\delta}\|\omega^{-\nu}g_{0}\|_{L^{\infty}}.

This is achieved by understanding how the edges of the frequency domain, where dissipation degenerates, interact with the bulk of the domain. At a more technical level, we resort to an iterative scheme to gain decay increasingly.

Finally, Section 6 deals with the fully nonlinear problem, showing global existence of solutions around non-singular RJ. This is accomplished through a careful definition of an appropriate norm that allows us to control the nonlinearity, relying crucially on the structure of the equation (Theorem 4).

Theorem.

There exists ε0\varepsilon_{0} such that the following holds. If

f(t=0)=𝔣β,γ[1+g0]f(t=0)=\mathfrak{f}_{\beta,\gamma}[1+g_{0}]

where 𝔣β,γg0dp=ω𝔣β,γg0dp=0\int\mathfrak{f}_{\beta,\gamma}g_{0}\,{\rm d}p=\int\omega\mathfrak{f}_{\beta,\gamma}g_{0}\,{\rm d}p=0 and ω12g0L=ε<ε0\|\omega^{-\frac{1}{2}}g_{0}\|_{L^{\infty}}=\varepsilon<\varepsilon_{0}, then there exists a global solution which can be written

f(t)=𝔣β,γ[1+g]whereω12g(t,p)Lpεt35+11000for all t0.f(t)=\mathfrak{f}_{\beta,\gamma}[1+g]\qquad\mbox{where}\quad\|\omega^{\frac{1}{2}}g(t,p)\|_{L^{\infty}_{p}}\lesssim\varepsilon\langle t\rangle^{-\frac{3}{5}+\frac{1}{1000}}\quad\mbox{for all $t\geq 0$}.

The appendix gathers some elementary but involved computations which are used in the rest of the text.

1.5. Stability of equilibria for the Boltzmann equation

It is worthwhile comparing the results which have been stated above to analogous statements for the spatially homogeneous Boltzmann equation. In the case of the classical Boltzmann equation, the nonlinearities are quadratic, unlike the cubic nonlinearities of the wave turbulence equation, and the equilibrium is the Maxwellian distribution. Depending on the collision kernel, it is known that the linearized operator around the equilibrium possesses a spectral gap (for instance in the hard sphere case), leading to exponential convergence to equilibrium. However, in the soft potential case, there is no spectral gap, and the decay of the linearized operator is at most of order etσe^{-t^{\sigma}}, σ<1\sigma<1. For more details, see the reviews and articles [Vil02, Caf80, GS10] and references therein.

Roughly speaking, the slightly weaker decay under soft potentials can be attributed to the fact that the collision frequency in the kernel of the Boltzmann operator is not lower-bounded and degenerates at large velocities. However, since the perturbative regime is around a Maxwellian distribution, the initial data roughly resembles a Maxwellian, making the large velocity regime, where the spectral gap becomes zero, less significant.

In our case, we also encounter a degenerate spectral gap that becomes zero at the edges of the frequency domain. This type of degeneracy is very different in nature and significantly affects the decay of the linearized semigroup.

Finally, the spatially inhomogeneous Boltzmann equation has been extensively studied, presenting additional mathematical challenges related to the existence of local equilibria. The theory of hypocoercivity has been developed for such inhomogeneous kinetic models, see [Vil07, DV05, SG08] and references therein.

Acknowledgements

Pierre Germain was supported by a Wolfson fellowship from the Royal Society and the Simons collaboration on Wave Turbulence. Joonhyun La acknowledges support from June Huh fellowship at Korea Institute for Advanced Study. Angeliki Menegaki acknowledges support from a Chapman fellowship at Imperial College London.

2. Notations

For quantities AA and BB and parameters a,b,ca,b,c, we write Aa,b,cBA\lesssim_{a,b,c}B if there exists a constant C(a,b,c)C(a,b,c) such that AC(a,b,c)BA\leq C(a,b,c)B.

We write ABA\sim B if ABA\lesssim B and BAB\lesssim A.

We write CC for a positive constant whose value may change from line to line.

If bb\in\mathbb{R}, an exponent b+b+ is to be interpreted as follows: f(t)tb+f(t)\lesssim t^{b+} means that

f(t)εtb+εfor any ε>0.f(t)\lesssim_{\varepsilon}t^{b+\varepsilon}\qquad\mbox{for any $\varepsilon>0$}.

3. Local well-posedness

3.1. Local well-posedness in weighted LL^{\infty} spaces

We consider here the Cauchy problem

{tf=𝒞[f](p)f(t=0)=f0,\begin{cases}&\partial_{t}f=\mathcal{C}[f](p)\\ &f(t=0)=f_{0},\end{cases}

where the collision operator is given in (1.2).

Theorem 1.

This Cauchy problem is locally well-posed in ωαL(𝕋)\omega^{\alpha}L^{\infty}(\mathbb{T}) if α1\alpha\geq-1. More precisely, if f0ωαLf_{0}\in\omega^{\alpha}L^{\infty}, there exists a unique solution f𝒞([0,T],ωαL)f\in\mathcal{C}([0,T],\omega^{\alpha}L^{\infty}), where

Tf0ωαL2.T\gtrsim\|f_{0}\|_{\omega^{\alpha}L^{\infty}}^{-2}.
Remark 1.

What is the significance of the above theorem? The simplest case is α=0\alpha=0, which simply gives local well-posedness in LL^{\infty}. The case α=1\alpha=-1 is important since ω1L\omega^{-1}L^{\infty} is a function space which includes the singular Rayleigh-Jeans equilibria 𝔣β,0\mathfrak{f}_{\beta,0}. Finally, the case α0\alpha\neq 0 can be interpreted as the propagation by the nonlinear problem of the vanishing or singular behavior at p=0mod2πp=0\mod 2\pi - related ideas will play an important role in the nonlinear stability questions examined later in this paper.

Proof.

We claim that the collision operator is bounded on ωαL\omega^{\alpha}L^{\infty}. Taking this fact for granted for a moment, the equation can be written via Duhamel’s formula as

f=f0+Φ[f]whereΦ[f]=0t𝒞[f](s)dsf=f_{0}+\Phi[f]\quad\mbox{where}\quad\Phi[f]=\int_{0}^{t}\mathcal{C}[f](s)\,{\rm d}s

and the mapping Φ\Phi can be bounded in 𝒞([0,T],ωαL)\mathcal{C}([0,T],\omega^{\alpha}L^{\infty}) by

Φ[f]𝒞([0,T],ωαL)Tf𝒞([0,T],ωαL)3.\|\Phi[f]\|_{\mathcal{C}([0,T],\omega^{\alpha}L^{\infty})}\lesssim T\|f\|_{\mathcal{C}([0,T],\omega^{\alpha}L^{\infty})}^{3}.

Local well-posedness is then an easy consequence of the Banach fixed point theorem.

We now turn to proving boundedness of the collision operator in ωαL\omega^{\alpha}L^{\infty}. The denominator in the integrand in (1.2) is bounded by

F+(p0,p2)=[cos(p02)+cos(p22)]2+4sin(p02)sin(p22)2ω0ω2\sqrt{F_{+}(p_{0},p_{2})}=\sqrt{\left[\cos\left(\frac{p_{0}}{2}\right)+\cos\left(\frac{p_{2}}{2}\right)\right]^{2}+4\sin\left(\frac{p_{0}}{2}\right)\sin\left(\frac{p_{2}}{2}\right)}\geq 2\sqrt{\omega_{0}\omega_{2}}

implying that

|𝒞[f](t,p0)|02πω0ω2ω1ω3|=03f(1f+1f11f21f3)|𝑑p2.\begin{split}|\mathcal{C}[f](t,p_{0})|&\leq\int_{0}^{2\pi}\sqrt{\omega_{0}\omega_{2}}\omega_{1}\omega_{3}\left|\prod_{\ell=0}^{3}f_{\ell}\left(\frac{1}{f}+\frac{1}{f_{1}}-\frac{1}{f_{2}}-\frac{1}{f_{3}}\right)\right|dp_{2}.\end{split} (3.1)

We now resort to the inequalities

ω0ω2ω1ω3ωα=03ωα(ωα+ω1α+ω2α+ω3α){ω212αif 1α01if α0\displaystyle\sqrt{\omega_{0}\omega_{2}}\omega_{1}\omega_{3}\omega^{-\alpha}\prod_{\ell=0}^{3}\omega_{\ell}^{\alpha}\left({\omega^{-\alpha}}+{\omega_{1}^{-\alpha}}+{\omega_{2}^{-\alpha}}+{\omega_{3}^{-\alpha}}\right)\lesssim\begin{cases}\omega_{2}^{\frac{1}{2}-\alpha}&\mbox{if $-1\leq\alpha\leq 0$}\\ 1&\mbox{if $\alpha\geq 0$}\end{cases}

(the second inequality being a consequence of ω0ω1ω2ω3\omega_{0}\lesssim\omega_{1}\omega_{2}\omega_{3}, see Lemma 19).

As a consequence,

ωα𝒞[f]LωαfL302πmax(1,ω212α)dp2ωαfL3.\|\omega^{-\alpha}\mathcal{C}[f]\|_{L^{\infty}}\lesssim\|\omega^{-\alpha}f\|_{L^{\infty}}^{3}\int_{0}^{2\pi}\max(1,\omega_{2}^{\frac{1}{2}-\alpha})\,{\rm d}p_{2}\lesssim\|\omega^{-\alpha}f\|_{L^{\infty}}^{3}.

3.2. Unboundedness in weighted LpL^{p} spaces for p<3p<3

In the preceding subsection, we saw that local well-posedness in weighted LL^{\infty} spaces was a consequence of the boundedness of the collision operator in these spaces. In the present section, we show that the collision operator cannot be bounded on LpL^{p}-type spaces for p<3p<3. This does not imply ill-posedness, but this shows that well-posedness can only be the result of a very delicate nonlinear mechanism.

From now on we will write

h¯(x,z)=xz+h(x,z)=xz2+2arcsin(tan|zx|4cosz+x4)mod2π.\underline{h}(x,z)=x-z+h(x,z)=\frac{x-z}{2}+2\arcsin\left(\tan\frac{|z-x|}{4}\cos\frac{z+x}{4}\right)\mod 2\pi.
Theorem 2.

The collision operator 𝒞\mathcal{C} is not bounded on Lp(𝕋)L^{p}(\mathbb{T}) if p<3p<3.

Proof.

Three specific points. Given x0x_{0}, we choose z0z_{0} such that zh(x0,z)z\mapsto h(x_{0},z) reaches its global maximum at z0z_{0} (this maximum is unique modulo 2π2\pi for almost all values of x0x_{0}). It follows from this choice that h¯(x0,z0)=z0\underline{h}(x_{0},z_{0})=z_{0} (modulo 2π2\pi). Indeed, there holds by symmetry between p2p_{2} and p3p_{3}: h(x0,z0)=h(x0,h¯(x0,z0))h(x_{0},z_{0})=h(x_{0},\underline{h}(x_{0},z_{0})); since zh(x0,z)z\mapsto h(x_{0},z) reaches its global maximum at z0z_{0}, this implies that h¯(x0,z0)=z0\underline{h}(x_{0},z_{0})=z_{0}.

We set then

p00=x0,p10=h(x0,z0),p20=z0,p30=h¯(x0,z0)=p20.p_{0}^{0}=x_{0},\quad p_{1}^{0}=h(x_{0},z_{0}),\quad p_{2}^{0}=z_{0},\quad p_{3}^{0}=\underline{h}(x_{0},z_{0})=p_{2}^{0}.

We claim that we can choose x0x_{0} such that

  1. (1)

    The numbers p10,p10,p20p^{0}_{1},p^{0}_{1},p^{0}_{2} are distinct and different from 0 (modulo 2π2\pi).

  2. (2)

    If the (pi)(p_{i}) belong to the resonant manifold, if furthermore p0=p00p_{0}=p_{0}^{0} and if finally (p2,p3)=(pi20,pi30)(p_{2},p_{3})=(p^{0}_{i_{2}},p^{0}_{i_{3}}) for some {i2,i3}{0,1,2}\{i_{2},i_{3}\}\in\{0,1,2\}, then (p1,p2,p3)=(p10,p20,p30)(p_{1},p_{2},p_{3})=(p_{1}^{0},p_{2}^{0},p_{3}^{0}).

It is easiest to give a concrete example and to choose x0=2x_{0}=2 and z0z_{0} to be the local maximum of zh(x0,z)z\mapsto h(x_{0},z), or in other words

p00=2,p10=1.184,p20=4.733p_{0}^{0}=2,\quad p_{1}^{0}=1.184...,\quad p_{2}^{0}=4.733...

We now fix p0=p00=2p_{0}=p_{0}^{0}=2, and try all combinations of i2,i3i_{2},i_{3} as in property (2) above

  • If p2=p00p_{2}=p^{0}_{0}, then p3=h¯(p00,p00)=0p_{3}=\underline{h}(p_{0}^{0},p_{0}^{0})=0.

  • If p2=p10p_{2}=p^{0}_{1}, then p3=h¯(p00,p01)=0.698p_{3}=\underline{h}(p_{0}^{0},p_{0}^{1})=0.698....

  • If p2=p20p_{2}=p_{2}^{0}, then p1=h(p00,p20)=p10p_{1}=h(p_{0}^{0},p_{2}^{0})=p_{1}^{0} and p3=h¯(p00,p20)=p2p_{3}=\underline{h}(p_{0}^{0},p_{2}^{0})=p-_{2} modulo 2π2\pi.

The example giving unboundedness of the collision operator. We will test the collision operator on the following family of functions, which are uniformly bounded in LpL^{p}:

fε=ε2p𝟏[p00,p00+ε2]+ε2p𝟏[p10,p10+ε2]+ε1p𝟏[p20,p20+ε].f^{\varepsilon}=\varepsilon^{-\frac{2}{p}}\mathbf{1}_{[p_{0}^{0},p_{0}^{0}+\varepsilon^{2}]}+\varepsilon^{-\frac{2}{p}}\mathbf{1}_{[p^{0}_{1},p^{0}_{1}+\varepsilon^{2}]}+\varepsilon^{-\frac{1}{p}}\mathbf{1}_{[p^{0}_{2},p^{0}_{2}+\varepsilon]}.

We will denote KK the integration kernel in the collision operator; it only vanishes if pi=0p_{i}=0 for some i=1,2,3,4i=1,2,3,4. The collision operator can be naturally split into a positive and a negative part

𝒞[f](p0)\displaystyle\mathcal{C}[f](p_{0}) =02πK(p0,p2)=03fε(1fε+1f1ε1f2ε1f3ε)dp2\displaystyle=\int_{0}^{2\pi}K(p_{0},p_{2})\prod_{\ell=0}^{3}f_{\ell}^{\varepsilon}\left(\frac{1}{f^{\varepsilon}}+\frac{1}{f_{1}^{\varepsilon}}-\frac{1}{f_{2}^{\varepsilon}}-\frac{1}{f_{3}^{\varepsilon}}\right)\,dp_{2}
=𝒞+[f](p0)𝒞[f](p0),\displaystyle=\mathcal{C}_{+}[f](p_{0})-\mathcal{C}_{-}[f](p_{0}),

where it is understood that the variables (p0,p1,p2,p3)(p_{0},p_{1},p_{2},p_{3}) in the integral are parameterized as (p0,h(p0,p2),p2,h¯(p0,p2))(p_{0},h(p_{0},p_{2}),p_{2},\underline{h}(p_{0},p_{2})).

On the one hand, if |p0p00|ε2|p_{0}-p_{0}^{0}|\ll\varepsilon^{2}, it follows from property (2) above that

𝒞+[fε](p0)\displaystyle\mathcal{C}_{+}[f^{\varepsilon}](p_{0}) =02πK(p0,p2)[f1εf2εf3ε+f0εf2εf3ε]𝑑p2\displaystyle=\int_{0}^{2\pi}K(p_{0},p_{2})\left[f^{\varepsilon}_{1}f^{\varepsilon}_{2}f^{\varepsilon}_{3}+f^{\varepsilon}_{0}f^{\varepsilon}_{2}f^{\varepsilon}_{3}\right]\,dp_{2}
ε4p02π[𝟏[p10,p10+ε2](p1)𝟏[p20,p20+ε](p2)𝟏[p20,p20+ε](p3)\displaystyle\lesssim\varepsilon^{-\frac{4}{p}}\int_{0}^{2\pi}\left[\mathbf{1}_{[p_{1}^{0},p_{1}^{0}+\varepsilon^{2}]}(p_{1})\mathbf{1}_{[p_{2}^{0},p_{2}^{0}+\varepsilon]}(p_{2})\mathbf{1}_{[p_{2}^{0},p_{2}^{0}+\varepsilon]}(p_{3})\right.
+𝟏[p00,p00+ε2](p0)𝟏[p20,p20+ε](p2)𝟏[p20,p20+ε](p3)]dp2\displaystyle\qquad\qquad\qquad\qquad\left.+\mathbf{1}_{[p_{0}^{0},p_{0}^{0}+\varepsilon^{2}]}(p_{0})\mathbf{1}_{[p_{2}^{0},p_{2}^{0}+\varepsilon]}(p_{2})\mathbf{1}_{[p_{2}^{0},p_{2}^{0}+\varepsilon]}(p_{3})\right]\,dp_{2}
ε14p.\displaystyle\lesssim\varepsilon^{1-\frac{4}{p}}.

On the other hand, still assuming |p0p00|ε2|p_{0}-p_{0}^{0}|\ll\varepsilon^{2},

𝒞[fε](p0)\displaystyle\mathcal{C}_{-}[f^{\varepsilon}](p_{0}) 02πK(p0,p2)f0εf1εf2ε𝑑p2\displaystyle\geq\int_{0}^{2\pi}K(p_{0},p_{2})f^{\varepsilon}_{0}f^{\varepsilon}_{1}f^{\varepsilon}_{2}\,dp_{2}
=ε5p𝟏[p00,p00+ε2](p0)02πK(p0,p2)𝟏[p10,p10+ε2](p1)𝟏[p20,p20+ε](p2)𝑑p2\displaystyle=\varepsilon^{-\frac{5}{p}}\mathbf{1}_{[p_{0}^{0},p_{0}^{0}+\varepsilon^{2}]}(p_{0})\int_{0}^{2\pi}K(p_{0},p_{2})\mathbf{1}_{[p^{0}_{1},p^{0}_{1}+\varepsilon^{2}]}(p_{1})\mathbf{1}_{[p^{0}_{2},p^{0}_{2}+\varepsilon]}(p_{2})\,dp_{2}
ε15p.\displaystyle\geq\varepsilon^{1-\frac{5}{p}}.

Overall, we get that that, if |p0p00|ε2|p_{0}-p_{0}^{0}|\ll\varepsilon^{2},

|𝒞[fε](p0)|ε15p.\left|\mathcal{C}[f^{\varepsilon}](p_{0})\right|\gtrsim\varepsilon^{1-\frac{5}{p}}.

This implies that

𝒞[fε]Lpε13p,\|\mathcal{C}[f^{\varepsilon}]\|_{L^{p}}\gtrsim\varepsilon^{1-\frac{3}{p}},

from which the desired result follows since 𝒞[fε]Lp\|\mathcal{C}[f^{\varepsilon}]\|_{L^{p}}\to\infty as ε0\varepsilon\to 0 if p<3p<3. ∎

4. First properties of the linearized operator

Recall that the Rayleigh-Jeans equilibria are given by

𝔣(k)=𝔣β,γ(k)=1βω(k)+γ,β,γ>0.\mathfrak{f}(k)=\mathfrak{f}_{\beta,\gamma}(k)=\frac{1}{\beta\omega(k)+\gamma},\qquad\beta,\gamma>0.

We now linearise around 𝔣(k)\mathfrak{f}(k): If f(t,k)=𝔣(k)(1+g(t,k))f(t,k)=\mathfrak{f}(k)(1+g(t,k)), then g(t,k)g(t,k) satisfies the following equation

tg(t,p)=𝔣(p)1𝕋3δ(Σ)δ(Ω)[=03ω𝔣(p)]×=03(1+g(t,p))(1g(t,p)𝔣(p)+1g(t,p1)𝔣(p1)1g(t,p2)𝔣(p2)1g(t,p3)𝔣(p3))dp1,2,3+𝒪(g2)=[Lg](k)+𝒪(g2).\begin{split}&\partial_{t}g(t,p)=\mathfrak{f}(p)^{-1}\int_{\mathbb{T}^{3}}\delta(\Sigma)\delta(\Omega)\left[\prod_{\ell=0}^{3}\omega_{\ell}\mathfrak{f}(p_{\ell})\right]\times\\ &\prod_{\ell=0}^{3}(1+g(t,p_{\ell}))\left(\frac{1-g(t,p)}{\mathfrak{f}(p)}+\frac{1-g(t,p_{1})}{\mathfrak{f}(p_{1})}-\frac{1-g(t,p_{2})}{\mathfrak{f}(p_{2})}-\frac{1-g(t,p_{3})}{\mathfrak{f}(p_{3})}\right)\,\,{\rm d}p_{1,2,3}+\mathcal{O}(g^{2})\\ &=[Lg](k)+\mathcal{O}(g^{2}).\end{split} (4.1)

where

[Lg](p)=1𝔣(p)𝕋3δ(Σ)δ(Ω)[=03ω𝔣][g𝔣g1𝔣1+g2𝔣2+g3𝔣3]dp1,2,3.[Lg](p)=\frac{1}{\mathfrak{f}(p)}\int_{\mathbb{T}^{3}}\delta(\Sigma)\delta(\Omega)\left[\prod_{\ell=0}^{3}\omega_{\ell}\mathfrak{f}_{\ell}\right]\left[-\frac{g}{\mathfrak{f}}-\frac{g_{1}}{\mathfrak{f}_{1}}+\frac{g_{2}}{\mathfrak{f}_{2}}+\frac{g_{3}}{\mathfrak{f}_{3}}\right]\,\,{\rm d}p_{1,2,3}.

The operator LL is symmetric in L2L^{2} and the Dirichlet form is positive, namely

Lg,g=14δ(Σ)δ(Ω)[=03ω𝔣][g3𝔣3+g2𝔣2g𝔣g1𝔣1]2dp1,2,30.\langle-Lg,g\rangle=\frac{1}{4}\int\delta({\Sigma})\delta({\Omega})\left[\prod_{\ell=0}^{3}\omega_{\ell}\mathfrak{f}_{\ell}\right]\left[\frac{g_{3}}{\mathfrak{f}_{3}}+\frac{g_{2}}{\mathfrak{f}_{2}}-\frac{g}{\mathfrak{f}}-\frac{g_{1}}{\mathfrak{f}_{1}}\right]^{2}\,{\rm d}p_{1,2,3}\geq 0.

We split the linearised operator LL into L=A+KL=-A+K, where AA is the multiplication operator

[Ag](p)=a(p)g(p),a(p)=ω(p)𝔣(p)I3δ(Σ)δ(Ω)[=13ω𝔣]dp1,2,3[Ag](p)=a(p)g(p),\qquad a(p)=\frac{\omega(p)}{\mathfrak{f}(p)}\int_{I^{3}}\delta(\Sigma)\delta(\Omega)\left[\prod_{\ell=1}^{3}\omega_{\ell}\mathfrak{f}_{\ell}\right]\,{\rm d}p_{1,2,3}

and KK is the integral operator

K=K1+2K2,{[K1g](p)=1𝔣(p)δ(Σ)δ(Ω)[=03ω𝔣]g1𝔣1dp1,2,3[K2g](p)=1𝔣(p)δ(Σ)δ(Ω)[=03ω𝔣]g2𝔣2dp1,2,3.K=-K_{1}+2K_{2},\qquad\begin{cases}&\displaystyle[K_{1}g](p)=\frac{1}{\mathfrak{f}(p)}\int\delta(\Sigma)\delta(\Omega)\left[\prod_{\ell=0}^{3}\omega_{\ell}\mathfrak{f}_{\ell}\right]\frac{g_{1}}{\mathfrak{f}_{1}}\,\,{\rm d}p_{1,2,3}\\ &\displaystyle[K_{2}g](p)=\frac{1}{\mathfrak{f}(p)}\int\delta(\Sigma)\delta(\Omega)\left[\prod_{\ell=0}^{3}\omega_{\ell}\mathfrak{f}_{\ell}\right]\frac{g_{2}}{\mathfrak{f}_{2}}\,\,{\rm d}p_{1,2,3}.\end{cases}

One checks that K1K_{1} and K2K_{2} are symmetric operators.

With the help of the technical lemmas 14 and 13, the multiplier aa and the kernels K1K_{1} and K2K_{2} can be written as (we always abuse notations and identify an operator and its kernel)

a(p)=ω(p)𝔣(p)02πω1ω2ω3𝔣1𝔣2𝔣3dp2F+(p,p2),p1=h(p,p2),p3=p+p1p2K1(p,p1)=𝟏F(p,p1)>0F(p,p1)ωω1ω2ω3𝔣2𝔣3,p1=h(p,p2),p3=p+p1p2K2(p,p2)=1F+(p,p2)ωω1ω2ω3𝔣1𝔣3,p1=h(p,p2),p3=p+p1p2.\begin{split}&a(p)=\frac{\omega(p)}{\mathfrak{f}(p)}\int_{0}^{2\pi}\omega_{1}\omega_{2}\omega_{3}\mathfrak{f}_{1}\mathfrak{f}_{2}\mathfrak{f}_{3}\frac{\,{\rm d}p_{2}}{\sqrt{F_{+}(p,p_{2})}},\qquad p_{1}=h(p,p_{2}),\;p_{3}=p+p_{1}-p_{2}\\ &K_{1}(p,p_{1})=\frac{\mathbf{1}_{F_{-}(p,p_{1})>0}}{\sqrt{F_{-}(p,p_{1})}}\omega\omega_{1}\omega_{2}\omega_{3}\mathfrak{f}_{2}\mathfrak{f}_{3},\qquad p_{1}=h(p,p_{2}),\;p_{3}=p+p_{1}-p_{2}\\ &K_{2}(p,p_{2})=\frac{1}{\sqrt{F_{+}(p,p_{2})}}\omega\omega_{1}\omega_{2}\omega_{3}\mathfrak{f}_{1}\mathfrak{f}_{3},\qquad p_{1}=h(p,p_{2}),\;p_{3}=p+p_{1}-p_{2}.\end{split} (4.2)

The next four lemmas lay out the basic properties of the linear operators L,A,K1,K2L,A,K_{1},K_{2}. These results already appear in [LS08], except for the case γ0\gamma\neq 0 of Lemma 2.

Lemma 1 (Kernel of the linearized operator).

The kernel of LL is spanned by 𝔣\mathfrak{f} and ω𝔣\omega\mathfrak{f}.

Proof.

This follows immediately from the characterization of collisional invariants, Theorem 2.2 in [LS08]. ∎

Lemma 2 (Asymptotics of the multiplier function).

For any β,γ>0\beta,\gamma>0,

a(p)β,γsin(p2)53.a(p)\sim_{\beta,\gamma}\sin\left(\frac{p}{2}\right)^{\frac{5}{3}}.
Proof.

This result is proved in lemmas 16 and 18, for zero and non-zero mass respectively. ∎

Lemma 3 (Compactness of the weighted K2K_{2} operator).

For any β\beta, γ\gamma, the operator a12K2a12a^{-\frac{1}{2}}K_{2}a^{-\frac{1}{2}} is compact on L2L^{2}.

Proof.

Using Lemma 2 and the fact that F+ω0ω2\sqrt{F_{+}}\geq\sqrt{\omega_{0}\omega_{2}}, we find that

a(p)12K2(p,p2)a(p2)12sin(p2)13sin(p22)13,a(p)^{-\frac{1}{2}}K_{2}(p,p_{2})a(p_{2})^{-\frac{1}{2}}\lesssim\sin\left(\frac{p}{2}\right)^{-\frac{1}{3}}\sin\left(\frac{p_{2}}{2}\right)^{-\frac{1}{3}},

so that the corresponding operator is Hilbert-Schmidt, and therefore compact on L2L^{2}. ∎

Lemma 4 (Compactness of the weighted K1K_{1} operator).

For any β\beta, γ\gamma, the operator a12K1a12a^{-\frac{1}{2}}K_{1}a^{-\frac{1}{2}} is compact on L2L^{2}.

Proof.

Let K~1=a12K1a12\widetilde{K}_{1}=a^{-\frac{1}{2}}K_{1}a^{-\frac{1}{2}}. We will decompose this operator into

K~1(p,p1)=K~1(1)(p,p1)+K~1(2)(p,p1)+K~1(3)(p,p1),\displaystyle\widetilde{K}_{1}(p,p_{1})=\widetilde{K}_{1}^{(1)}(p,p_{1})+\widetilde{K}_{1}^{(2)}(p,p_{1})+\widetilde{K}_{1}^{(3)}(p,p_{1}),
K~1(1)(p,p1)=𝟙min(ω,ω1)<δK~1(p,p1)\displaystyle\widetilde{K}_{1}^{(1)}(p,p_{1})=\mathbb{1}_{\min(\omega,\omega_{1})<\delta}\widetilde{K}_{1}(p,p_{1})
K~1(2)(p,p1)=𝟙min(ω,ω1)>δF(p,p1)<εK~1(p,p1),\displaystyle\widetilde{K}_{1}^{(2)}(p,p_{1})=\mathbb{1}_{\begin{subarray}{c}\min(\omega,\omega_{1})>\delta\\ F_{-}(p,p_{1})<\varepsilon\end{subarray}}\widetilde{K}_{1}(p,p_{1}),

where ε,δ>0\varepsilon,\delta>0 may vary. We claim that

K~1(1)L2L2δ16,K~1(2)L2L2(εδ)16andK~1(3)(p,p1)Lp,p1ε,δ1.\|\widetilde{K}_{1}^{(1)}\|_{L^{2}\to L^{2}}\lesssim\delta^{\frac{1}{6}},\quad\|\widetilde{K}_{1}^{(2)}\|_{L^{2}\to L^{2}}\lesssim\left(\frac{\varepsilon}{\delta}\right)^{\frac{1}{6}}\quad\mbox{and}\quad\|\widetilde{K}_{1}^{(3)}(p,p_{1})\|_{L^{\infty}_{p,p_{1}}}\lesssim_{\varepsilon,\delta}1.

These bounds imply that K~1(3)\widetilde{K}_{1}^{(3)} is compact for any ε,δ\varepsilon,\delta, and that K~1\widetilde{K}_{1} can be approximated by compact operators in the operator norm. By closedness of the class of compact operators, this implies that K~1\widetilde{K}_{1} is compact.

There remains to prove the bounds on the operator norms of K~1(1)\widetilde{K}_{1}^{(1)} and K~1(2)\widetilde{K}_{1}^{(2)}. We will rely on the following variant of Schur’s test: given a weight ww and a symmetric operator SS with kernel S(x,y)S(x,y),

SL2L2supxw(x)|S(x,y)|dyw(y).\|S\|_{L^{2}\to L^{2}}\lesssim\sup_{x}w(x)\int|S(x,y)|\frac{\,{\rm d}y}{w(y)}.

Before applying this lemma, we record the following estimate for K~1\widetilde{K}_{1}, which follows from Lemma 15:

if p1(0,p1(p)),|K~1|(p,p1)(p1p1)12ω13ω116.\mbox{if $p_{1}\in(0,p_{1}^{\prime}(p))$},\qquad|\widetilde{K}_{1}|(p,p_{1})\lesssim(p_{1}^{\prime}-p_{1})^{-\frac{1}{2}}\omega^{-\frac{1}{3}}\omega_{1}^{\frac{1}{6}}.

There is a symmetric estimate for p1(p1′′,2π)p_{1}\in(p_{1}^{\prime\prime},2\pi), but in order to make notations lighter, we will restrict the value of p1p_{1} to p1(0,p1(p))p_{1}\in(0,p_{1}^{\prime}(p)). Then the variant of Schur’s test above with the weight w=ω12w=\omega^{\frac{1}{2}} gives

K~1(1)L2L2\displaystyle\|\widetilde{K}_{1}^{(1)}\|_{L^{2}\to L^{2}} supp0p1(p1p1)12ω16ω113𝟙min(ω,ω1)<δdp1\displaystyle\lesssim\sup_{p}\int_{0}^{p_{1}^{\prime}}(p_{1}^{\prime}-p_{1})^{-\frac{1}{2}}\omega^{\frac{1}{6}}\omega_{1}^{-\frac{1}{3}}\mathbb{1}_{\min(\omega,\omega_{1})<\delta}\,\,{\rm d}p_{1}
supω<δ0p1(p1p1)12ω16ω113dp1+supp0min(δ,p1)(p1p1)12ω16ω113dp1δ16,\displaystyle\lesssim\sup_{\omega<\delta}\int_{0}^{p_{1}^{\prime}}(p_{1}^{\prime}-p_{1})^{-\frac{1}{2}}\omega^{\frac{1}{6}}\omega_{1}^{-\frac{1}{3}}\,\,{\rm d}p_{1}+\sup_{p}\int_{0}^{\min(\delta,p_{1}^{\prime})}(p_{1}^{\prime}-p_{1})^{-\frac{1}{2}}\omega^{\frac{1}{6}}\omega_{1}^{-\frac{1}{3}}\,\,{\rm d}p_{1}\lesssim\delta^{\frac{1}{6}},

where the last inequality is a consequence of Hölder’s inequality.

Turning to K~1(2)\widetilde{K}_{1}^{(2)}, there holds on the support of its kernel |p1p1|εωεδ|p_{1}-p_{1}^{\prime}|\lesssim\frac{\varepsilon}{\omega}\lesssim\frac{\varepsilon}{\delta}. Therefore,

K~1(2)L2L2\displaystyle\|\widetilde{K}_{1}^{(2)}\|_{L^{2}\to L^{2}} suppmax(0,p1Cεδ)p1(p1p1)12ω16ω113dp1(εδ)16,\displaystyle\lesssim\sup_{p}\int_{\max(0,p_{1}^{\prime}-C\frac{\varepsilon}{\delta})}^{p_{1}^{\prime}}(p_{1}^{\prime}-p_{1})^{-\frac{1}{2}}\omega^{\frac{1}{6}}\omega_{1}^{-\frac{1}{3}}\,\,{\rm d}p_{1}\lesssim\left(\frac{\varepsilon}{\delta}\right)^{\frac{1}{6}},

which concludes the proof. ∎

Combining these four lemmas, we obtain a crucial lower bound on the linearized operator.

Proposition 4.1.

For any β,γ>0\beta,\gamma>0,

for all gL2Ker(L),Lg,ga(p)|g(p)|2dp.\text{for all }g\in L^{2}\cap\operatorname{Ker}(L)^{\perp},\qquad\langle-Lg,g\rangle\gtrsim\int a(p)|g(p)|^{2}\,{\rm d}p.
Proof.

Let K~=a12Ka12\widetilde{K}=a^{-\frac{1}{2}}Ka^{-\frac{1}{2}}. Then

0Lg,g=Ag,gKg,g=Ag,gK~a12g,a12g.0\leq-\langle Lg,g\rangle=\langle Ag,g\rangle-\langle Kg,g\rangle=\langle Ag,g\rangle-\langle\widetilde{K}a^{\frac{1}{2}}g,a^{\frac{1}{2}}g\rangle.

Since K~\widetilde{K} is compact and self-adjoint, its spectrum is discrete away from 0. It follows from the above formula that K~\widetilde{K} cannot have eigenvalues >1>1 and that the eigenspace associated to the eigenvalue 11 coincides with the kernel of LL. Finally, if fKer(L)f\in\operatorname{Ker}(L)^{\perp}, then K~fL2(1δ)fL2\|\widetilde{K}f\|_{L^{2}}\leq(1-\delta)\|f\|_{L^{2}} for some δ>0\delta>0, and thus

Lg,g=Ag,gK~a12g,a12ga(p)|g(p)|2dp.-\langle Lg,g\rangle=\langle Ag,g\rangle-\langle\widetilde{K}a^{\frac{1}{2}}g,a^{\frac{1}{2}}g\rangle\geq\int a(p)|g(p)|^{2}\,{\rm d}p.

Turning to the evolution problem, we note first that it admits a unique solution for L2L^{2} data.

Lemma 5 (Existence and uniqueness).

For g0L2g_{0}\in L^{2}, there exists a unique solution g(t,p)𝒞([0,],L2)g(t,p)\in\mathcal{C}([0,\infty],L^{2}) to the Cauchy problem

{tgLg=0g(t=0)=g0\begin{cases}\partial_{t}g-Lg=0\\ g(t=0)=g_{0}\end{cases}

which we will denote g(t)=etLg0g(t)=e^{tL}g_{0}. Furthermore, its L2L^{2} norm is bounded by that of the data:

for any t0,g(t)L2g0L2.\mbox{for any $t\geq 0$},\qquad\|g(t)\|_{L^{2}}\lesssim\|g_{0}\|_{L^{2}}.
Proof.

We saw that a12K1a12a^{-\frac{1}{2}}K_{1}a^{-\frac{1}{2}} and a12K2a12a^{-\frac{1}{2}}K_{2}a^{-\frac{1}{2}} are bounded on L2L^{2}, hence this is also the case for K1K_{1} and K2K_{2}. Therefore, LL is bounded and the lemma follows by a fixed point theorem. ∎

As a consequence of the lower bound proved in the previous proposition, we get the following corollary.

Corollary 1 (Dissipation inequality).

For g0L2g_{0}\in L^{2},

0a(p)|etLg0(p)|2dpdtg0L22.\int_{0}^{\infty}\int a(p)|e^{tL}g_{0}(p)|^{2}\,{\rm d}p\,{\rm d}t\lesssim\|g_{0}\|_{L^{2}}^{2}.

This corollary quantifies time decay for the solution, but it will be insufficient for our purposes. Indeed, the equation is ill-posed in weighted L2L^{2} spaces, so that this topology cannot be used to control nonlinear terms.

In the next section, we aim at obtaining pointwise decay, which will correct this shortcoming.

5. Pointwise decay for the linearized operator

In all that follows we assume that the chemical potential γ>0\gamma>0, that is we study the linearised operator around non-singular RJ equilibria.

In this section we investigate how the energy dissipation leads to a polynomially fast relaxation for the linearized semigroup, pointwise and away from the edges. To this purpose we explore how the edges of the domain, where the weight in the Poincaré Inequality of the previous section vanishes, interact with the bulk of the domain, where the weight is lower-bounded.

5.1. Energy decay in the bulk

We define

t=10+|t|\langle t\rangle=10+|t|

and the following subintervals of [0,2π][0,2\pi], corresponding to the edges and the bulk of the domain respectively

t,α={p[0,2π]:p<tα,p>2πtα} andt,α={p[0,2π]:tαp2πtα}.\begin{split}&\mathcal{E}_{t,\alpha}=\{p\in[0,2\pi]:p<\langle t\rangle^{-\alpha},\ p>2\pi-\langle t\rangle^{-\alpha}\}\text{ and}\\ &\mathcal{B}_{t,\alpha}=\{p\in[0,2\pi]:\langle t\rangle^{-\alpha}\leq p\leq 2\pi-\langle t\rangle^{-\alpha}\}.\end{split} (5.1)

We now define the following functionals:

m(t)=t,α|g(t,p)|2𝑑p,n(t)=t,α|g(t,p)|2𝑑p,q(t)=suppt,α|g(t,p)|.\begin{split}m(t)=\int_{\mathcal{B}_{t,\alpha}}|g(t,p)|^{2}dp,\quad n(t)=\int_{\mathcal{E}_{t,\alpha}}|g(t,p)|^{2}dp,\quad q(t)=\sup_{p\ \in\ \mathcal{E}_{t,\alpha}}|g(t,p)|.\end{split} (5.2)
Lemma 6.

Assume that α<35\alpha<\frac{3}{5}, and that

m(0)+n(0)1andq(t)tem(0)+n(0)\leq 1\qquad\mbox{and}\qquad q(t)\leq\langle t\rangle^{e}

where ee\in\mathbb{R}. Then

m(t)αt2eα.m(t)\lesssim_{\alpha}\langle t\rangle^{2e-\alpha}.
Proof.

By Lemma 2 and Proposition 4.1,

ddt(m(t)+n(t))=2g(t,p)Lg(t,p)dpa(p)|g(t,p)|2dpt,αω(p)53|g(t,p)|2dpt5α3m(t).\begin{split}-\frac{d}{dt}(m(t)+n(t))&=-2\int g(t,p)Lg(t,p)\,{\rm d}p\gtrsim\int a(p)|g(t,p)|^{2}\,{\rm d}p\\ &\gtrsim\int_{\mathcal{B}_{t,\alpha}}\omega(p)^{\frac{5}{3}}|g(t,p)|^{2}\,{\rm d}p\gtrsim\langle t\rangle^{-\frac{5\alpha}{3}}m(t).\end{split} (5.3)

We also observe that

n(t)q(t)2tαt2eα.n(t)\lesssim q(t)^{2}\langle t\rangle^{-\alpha}\lesssim\langle t\rangle^{2e-\alpha}.

Integrating the differential inequality (5.3) gives

m(t)m(0)eCI(t)eCI(t)0tn(s)eCI(s)ds,whereI(t)=0ts5α3dst15α3,m(t)\leq m(0)e^{-CI(t)}-e^{-CI(t)}\int_{0}^{t}n^{\prime}(s)e^{CI(s)}\,{\rm d}s,\qquad\mbox{where}\qquad I(t)=\int_{0}^{t}\langle s\rangle^{-\frac{5\alpha}{3}}\,{\rm d}s\sim\langle t\rangle^{1-\frac{5\alpha}{3}},

which becomes after integrating by parts in ss

m(t)+n(t)(m(0)+n(0))eCI(t)+CeCI(t)0tn(s)I(s)eCI(s)ds.m(t)+n(t)\leq(m(0)+n(0))e^{-CI(t)}+Ce^{-CI(t)}\int_{0}^{t}n(s)I^{\prime}(s)e^{CI(s)}\,{\rm d}s.

The first term in the right-hand side is decaying exponentially fast, so we turn immediately to the second term. Using the bound on nn above,

eCI(t)0tn(s)I(s)eCI(s)dseCt15α30ts2e8α3eCs15α3ds.e^{-CI(t)}\int_{0}^{t}n(s)I^{\prime}(s)e^{CI(s)}\,{\rm d}s\lesssim e^{-C\langle t\rangle^{1-\frac{5\alpha}{3}}}\int_{0}^{t}\langle s\rangle^{2e-\frac{8\alpha}{3}}e^{C\langle s\rangle^{1-\frac{5\alpha}{3}}}\,{\rm d}s.

We now resort to the identity

1Tetatbdt1Taessba+1a1dseTaTba+1,if T>2a>0b\int_{1}^{T}e^{t^{a}}t^{b}\,{\rm d}t\sim\int_{1}^{T^{a}}e^{s}s^{\frac{b}{a}+\frac{1}{a}-1}\,{\rm d}s\sim e^{T^{a}}T^{b-a+1},\qquad\mbox{if $T>2$, $a>0$, $b\in\mathbb{R}$} (5.4)

(which is itself a consequence of 1tessadsetta\int_{1}^{t}e^{s}s^{a}\,{\rm d}s\sim e^{t}t^{a}, valid for any aa\in\mathbb{R}) to see that

eI(t)0tn(s)I(s)eI(s)dst2eα.e^{-I(t)}\int_{0}^{t}n(s)I^{\prime}(s)e^{I(s)}\,{\rm d}s\lesssim\langle t\rangle^{2e-\alpha}.

5.2. A weak pointwise bound

We prove a very weak bound, which will be a stepping stone to start the proof of pointwise decay.

Lemma 7.

Let gg solve tgLg=0\partial_{t}g-Lg=0 with g(t=0)=g0Lg(t=0)=g_{0}\in L^{\infty}. Then

g(t)L(I)t1+g0L(I).\|g(t)\|_{L^{\infty}(I)}\lesssim\langle t\rangle^{1+}\|g_{0}\|_{L^{\infty}(I)}.
Proof.

By the decomposition of LL in Section 4, ff solves the equation

tg=agK1g+2K2g.\partial_{t}g=-ag-K_{1}g+2K_{2}g.

We now want to bound the right-hand side in order to obtain an ODE satisfied by f(t)L\|f(t)\|_{L^{\infty}}. Since a0a\geq 0,

ddtgLK1gL+K2gL.\frac{d}{dt}\|g\|_{L^{\infty}}\lesssim\|K_{1}g\|_{L^{\infty}}+\|K_{2}g\|_{L^{\infty}}.

The kernel of K2K_{2} is ωω1ω2ω3𝔣1𝔣3F+(p,p2)ωω2ω1ω3\displaystyle\frac{\omega\omega_{1}\omega_{2}\omega_{3}\mathfrak{f}_{1}\mathfrak{f}_{3}}{F_{+}(p,p_{2})}\lesssim\sqrt{\omega\omega_{2}}\omega_{1}\omega_{3}; hence it is uniformly bounded and

K2g(t)Lg(t)L2g0L,\|K_{2}g(t)\|_{L^{\infty}}\lesssim\|g(t)\|_{L^{2}}\lesssim\|g_{0}\|_{L^{\infty}},

since the L2L^{2} norm of ff is decreasing.

Turning to K1K_{1}, its kernel is ωω1ω2ω3𝔣2𝔣3F(p,p1)𝟏F(p,p1)>0\displaystyle\frac{\omega\omega_{1}\omega_{2}\omega_{3}\mathfrak{f}_{2}\mathfrak{f}_{3}}{\sqrt{F_{-}(p,p_{1})}}\mathbf{1}_{F_{-}(p,p_{1})>0}. We learn from Lemma 15 that FF_{-} has two nontrivial zeros, p1p_{1}^{\prime} and p1′′p_{1}^{\prime\prime} and that F(p,)F_{-}(p,\cdot) is only positive on [0,p1][p1′′,2π][0,p_{1}^{\prime}]\cup[p_{1}^{\prime\prime},2\pi]. We only consider the first interval for simplicity and we apply Lemma 19 followed by lower bound on FF_{-} in Lemma 15 to get that

|0p1ωω1ω2ω3𝟏F>0Fg(t,p1)dp1|\displaystyle\left|\int_{0}^{p_{1}^{\prime}}\frac{\omega\omega_{1}\omega_{2}\omega_{3}\mathbf{1}_{F_{-}>0}}{\sqrt{F_{-}}}g(t,p_{1})\,{\rm d}p_{1}\right| ω2|𝟏F>0Fg(t,p1)dp1|\displaystyle\lesssim\omega^{2}\left|\int\frac{\mathbf{1}_{F_{-}>0}}{\sqrt{F_{-}}}g(t,p_{1})\,{\rm d}p_{1}\right|
ω32|0p11p1p1g(t,p1)dp1|.\displaystyle\lesssim\omega^{\frac{3}{2}}\left|\int_{0}^{p_{1}^{\prime}}\frac{1}{\sqrt{p_{1}^{\prime}-p_{1}}}g(t,p_{1})\,{\rm d}p_{1}\right|.

We then split the integral between |pp1|<tN|p-p_{1}^{\prime}|<\langle t\rangle^{-N} and |pp1|<tN|p-p_{1}^{\prime}|<\langle t\rangle^{-N} for NN large enough and bound the above by

|p1p1|>tN|g(t,p1)p1p1|dp1+|p1p1|<tN|g(t,p1)p1p1|dp1.\displaystyle\int_{|p_{1}-p_{1}^{\prime}|>\langle t\rangle^{-N}}\left|\frac{g(t,p_{1})}{\sqrt{p_{1}^{\prime}-p_{1}}}\right|\,{\rm d}p_{1}+\int_{|p_{1}-p_{1}^{\prime}|<\langle t\rangle^{-N}}\left|\frac{g(t,p_{1})}{\sqrt{p_{1}^{\prime}-p_{1}}}\right|\,{\rm d}p_{1}.

Bounding the first integral by the Cauchy-Schwarz inequality and the second by the LL^{\infty} norm of ff, this is less than

logtg(t)L2+tN2g(t)Llogtg0L2+tN2g(t)L\log\langle t\rangle\|g(t)\|_{L^{2}}+\langle t\rangle^{-\frac{N}{2}}\|g(t)\|_{L^{\infty}}\lesssim\log\langle t\rangle\|g_{0}\|_{L^{2}}+\langle t\rangle^{-\frac{N}{2}}\|g(t)\|_{L^{\infty}}

since the L2L^{2} norm of ff is decreasing.

Overall, we find the ODE

ddtg(t)Llogtg0L2+tN2g(t)L,\frac{d}{dt}\|g(t)\|_{L^{\infty}}\lesssim\log\langle t\rangle\|g_{0}\|_{L^{2}}+\langle t\rangle^{-\frac{N}{2}}\|g(t)\|_{L^{\infty}},

which gives the desired result upon integration. ∎

5.3. Pointwise bounds

Lemma 8.

Let α<35\alpha<\frac{3}{5}, and assume that

g0L1andg(t)L2tb.\|g_{0}\|_{L^{\infty}}\leq 1\quad\mbox{and}\quad\|g(t)\|_{L^{2}}\leq\langle t\rangle^{b}.
  • (i)

    If b>1b>-1, for any p[0,2π]p\in[0,2\pi],

    |g(t,p)||g0(p)|+ω32tb+1+.|g(t,p)|\lesssim|g_{0}(p)|+\omega^{\frac{3}{2}}\langle t\rangle^{b+1+}.
  • (ii)

    In the bulk: if ω>tα\omega>\langle t\rangle^{-\alpha},

    |g(t,p)|ω16tb+|g(t,p)|\lesssim\omega^{-\frac{1}{6}}\langle t\rangle^{b+}
Proof.

(i)(i) We first split as above into the two integral kernels

ddt|g(p)|\displaystyle\frac{d}{dt}|g(p)| |ωω1ω2ω3F+g(p2)dp2|+|ωω1ω2ω31F>0Fg(p1)dp1|=I++I.\displaystyle\lesssim\left|\int\frac{\omega\omega_{1}\omega_{2}\omega_{3}}{\sqrt{F_{+}}}g(p_{2})\,{\rm d}p_{2}\right|+\left|\int\frac{\omega\omega_{1}\omega_{2}\omega_{3}1_{F_{-}>0}}{\sqrt{F_{-}}}g(p_{1})\,{\rm d}p_{1}\right|=I_{+}+I_{-}.

For I+I_{+}, we use successively the inequality F+ωω2\sqrt{F_{+}}\gtrsim\sqrt{\omega\omega_{2}} and the Cauchy-Schwarz inequality to obtain

I+\displaystyle I_{+} |ωω2ω1ω3g(p1)dp1|ω12[ω2ω12ω32dp1]12gL2ω32tb.\displaystyle\lesssim\left|\int\sqrt{\omega\omega_{2}}\omega_{1}\omega_{3}g(p_{1})\,{\rm d}p_{1}\right|\lesssim\omega^{\frac{1}{2}}\left[\int\omega_{2}\omega_{1}^{2}\omega_{3}^{2}\,\,{\rm d}p_{1}\right]^{\frac{1}{2}}\|g\|_{L^{2}}\lesssim\omega^{\frac{3}{2}}\langle t\rangle^{b}.

For the singular term II_{-}, we first use Lemma 19 to obtain that

I|ωω1ω2ω3𝟏F>0Fg(p1)dp1|ω|ω𝟏F>0Fg(p1)dp1|.I_{-}\leq\left|\int\frac{\omega\omega_{1}\omega_{2}\omega_{3}\mathbf{1}_{F_{-}>0}}{\sqrt{F_{-}}}g(p_{1})\,{\rm d}p_{1}\right|\lesssim\omega\left|\int\frac{\omega\mathbf{1}_{F_{-}>0}}{\sqrt{F_{-}}}g(p_{1})\,{\rm d}p_{1}\right|.

Next, we resort to Lemma 15, from which we learn that F(p,)F_{-}(p,\cdot) is positive in [0,p2][p2′′,2π][0,p_{2}^{\prime}]\cup[p_{2}^{\prime\prime},2\pi]; for simplicity, we will focus on the left interval. Using the lower bound on FF_{-} in Lemma 15, we obtain that

ω|0p2ω𝟏F>0Fg(p2)dp2|ω32|0p21p2p2g(p2)dp2|\omega\left|\int_{0}^{p_{2}^{\prime}}\frac{\omega\mathbf{1}_{F_{-}>0}}{\sqrt{F_{-}}}g(p_{2})\,{\rm d}p_{2}\right|\lesssim\omega^{\frac{3}{2}}\left|\int_{0}^{p_{2}^{\prime}}\frac{1}{\sqrt{p_{2}^{\prime}-p_{2}}}g(p_{2})\,{\rm d}p_{2}\right|

Finally, splitting the integral between |pp1|<tN|p-p_{1}^{\prime}|<\langle t\rangle^{-N} and |pp1|<tN|p-p_{1}^{\prime}|<\langle t\rangle^{-N} for NN big enough, and using Lemma 7, we get

Iω32[logtgL2+tN2gL]ω32tb++ω32t2N2.I_{-}\lesssim\omega^{\frac{3}{2}}\left[\log\langle t\rangle\|g\|_{L^{2}}+\langle t\rangle^{-\frac{N}{2}}\|g\|_{L^{\infty}}\right]\lesssim\omega^{\frac{3}{2}}\langle t\rangle^{b+}+\omega^{\frac{3}{2}}\langle t\rangle^{2-\frac{N}{2}}.

We now combine the estimates on I+I_{+} and II_{-} to integrate the previous ODE in time, which gives

|g(t,p)||g0(p)|+ω32tb+1+.|g(t,p)|\lesssim|g_{0}(p)|+\omega^{\frac{3}{2}}\langle t\rangle^{b+1+}.

(ii)(ii) We proceed as in (i)(i), except that we do not neglect the term a(p)f(t,p)a(p)f(t,p). This gives the differential inequality

|ddtg(t,p)+a(p)g(t,p)|ω32tb+\left|\frac{d}{dt}g(t,p)+a(p)g(t,p)\right|\lesssim\omega^{\frac{3}{2}}\langle t\rangle^{b+}

or

|ddt[ea(p)tg(t,p)]|ea(p)tω32tb+,\left|\frac{d}{dt}\left[e^{a(p)t}g(t,p)\right]\right|\lesssim e^{a(p)t}\omega^{\frac{3}{2}}\langle t\rangle^{b+},

which can be integrated to give

|g(t,p)|ea(p)tg0(p)+ω32ea(p)t0tea(p)ssb+ds.|g(t,p)|\lesssim e^{-a(p)t}g_{0}(p)+\omega^{\frac{3}{2}}e^{-a(p)t}\int_{0}^{t}e^{a(p)s}\langle s\rangle^{b+}\,{\rm d}s.

If ω>tα\omega>\langle t\rangle^{-\alpha}, the first term on the right-hand side decays faster than any polynomial. Turning to the second term, we bound it in a straightforward way and use that a(p)ω5/3a(p)\sim\omega^{5/3} to get

|ω32ea(p)t0tea(p)ssb+ds|ω32tb+0tea(p)sdsω16tb+.\left|\omega^{\frac{3}{2}}e^{-a(p)t}\int_{0}^{t}e^{a(p)s}\langle s\rangle^{b+}\,{\rm d}s\right|\lesssim\omega^{\frac{3}{2}}\langle t\rangle^{b+}\int_{0}^{t}e^{a(p)s}\,{\rm d}s\lesssim\omega^{-\frac{1}{6}}\langle t\rangle^{b+}.

5.4. Iterative improvement

We will now apply iteratively lemmas 6 and 8, having set α=35ε0\alpha=\frac{3}{5}-\varepsilon_{0}, with 0<ε010<\varepsilon_{0}\ll 1. In the following, we denote ta+t^{a+} for ta+Cε0t^{a+C\varepsilon_{0}}, for a constant CC, instead of our usual notation ta+t^{a+} meaning ta+δt^{a+\delta} for any δ>0\delta>0.

  • Applying first Lemma 8 (i)(i) with b=0b=0 gives, provided f0L2f_{0}\in L^{2},

    |g(t,p)||g0(p)|+ω32t1+.|g(t,p)|\lesssim|g_{0}(p)|+\omega^{\frac{3}{2}}\langle t\rangle^{1+}.

    Thus, assuming |f0(p)|1|f_{0}(p)|\leq 1, we get

    q(t)1+t13235+t110+.q(t)\lesssim 1+\langle t\rangle^{1-\frac{3}{2}\cdot\frac{3}{5}+}\lesssim\langle t\rangle^{\frac{1}{10}+}.
  • Applying Lemma 6 with e=110+e=\frac{1}{10}+ gives

    m(t)t1535+=t25+.m(t)\lesssim\langle t\rangle^{\frac{1}{5}-\frac{3}{5}+}=\langle t\rangle^{-\frac{2}{5}+}.

    This gives

    g(t)L2m(t)12+q(t)t310+t15+.\|g(t)\|_{L^{2}}\lesssim m(t)^{\frac{1}{2}}+q(t)\langle t\rangle^{-\frac{3}{10}+}\sim\langle t\rangle^{-\frac{1}{5}+}.
  • Applying Lemma 8 (i)(i) with b=15+b=-\frac{1}{5}+ gives

    |g(t,p)||g0(p)|+ω32t45+.|g(t,p)|\lesssim|g_{0}(p)|+\omega^{\frac{3}{2}}\langle t\rangle^{\frac{4}{5}+}.

    Assuming |f0(p)|ω16|f_{0}(p)|\lesssim\omega^{\frac{1}{6}}, this gives

    q(t)t1635++t453235+t110+.q(t)\lesssim\langle t\rangle^{-\frac{1}{6}\cdot\frac{3}{5}+}+\langle t\rangle^{\frac{4}{5}-\frac{3}{2}\cdot\frac{3}{5}+}\sim\langle t\rangle^{-\frac{1}{10}+}.
  • Applying Lemma 6 with e=110e=-\frac{1}{10} gives

    m(t)t1535+=t45+,m(t)\lesssim\langle t\rangle^{-\frac{1}{5}-\frac{3}{5}+}=\langle t\rangle^{-\frac{4}{5}+},

    hence

    g(t)L2t25++t110310+t25+.\|g(t)\|_{L^{2}}\lesssim\langle t\rangle^{-\frac{2}{5}+}+\langle t\rangle^{-\frac{1}{10}-\frac{3}{10}+}\sim\langle t\rangle^{-\frac{2}{5}+}.
  • Applying Lemma 8 (i)(i) with b=25b=-\frac{2}{5}, we get

    |g(t,p)||g0(p)|+ω32t35+.|g(t,p)|\lesssim|g_{0}(p)|+\omega^{\frac{3}{2}}\langle t\rangle^{\frac{3}{5}+}.

    If |f0(p)|ων|f_{0}(p)|\leq\omega^{\nu} with ν[16,12]\nu\in[\frac{1}{6},\frac{1}{2}], this gives

    q(t)t35ν++t310+t35ν+.q(t)\lesssim\langle t\rangle^{-\frac{3}{5}\nu+}+\langle t\rangle^{-\frac{3}{10}+}\sim\langle t\rangle^{-\frac{3}{5}\nu+}. (5.5)
  • Applying Lemma 6 with e=35ν+e=-\frac{3}{5}\nu+ gives finally

    m(t)t6ν535+m(t)\lesssim\langle t\rangle^{-\frac{6\nu}{5}-\frac{3}{5}+}

    hence

    g(t)L2t3ν5310+.\|g(t)\|_{L^{2}}\lesssim\langle t\rangle^{-\frac{3\nu}{5}-\frac{3}{10}+}. (5.6)

We can now prove our final pointwise bound, under the assumption made above that |f0(p)|ων|f_{0}(p)|\leq\omega^{\nu}. In the edges, we use (5.5) to get that

ωμ|g(t,p)|t35(μ+ν)+if ω<tα.\omega^{\mu}|g(t,p)|\lesssim\langle t\rangle^{-\frac{3}{5}(\mu+\nu)+}\qquad\mbox{if $\omega<\langle t\rangle^{-\alpha}$}.

In the bulk, we use Lemma 8 (ii)(ii) and (5.6) to get that

ω16|g(t,p)|t6ν+310if ω>tα.\omega^{\frac{1}{6}}|g(t,p)|\lesssim\langle t\rangle^{-\frac{6\nu+3}{10}}\qquad\mbox{if $\omega>\langle t\rangle^{-\alpha}$}.

Combining these two bounds results in the following theorem.

Theorem 3 (Pointwise decay).

Assume that g0Lg_{0}\in L^{\infty}, with a zero projection (in L2L^{2}) on KerL\operatorname{Ker}L. Then for any μ,ν(16,12)\mu,\nu\in(\frac{1}{6},\frac{1}{2}) and any δ>0\delta>0

ωμetLgLδt35(μ+ν)+δωνg0(p)L.\|\omega^{\mu}e^{tL}g\|_{L^{\infty}}\lesssim_{\delta}\langle t\rangle^{-\frac{3}{5}(\mu+\nu)+\delta}\|\omega^{-\nu}g_{0}(p)\|_{L^{\infty}}.

6. Nonlinear stability

Theorem 4.

For any β,γ>0\beta,\gamma>0, there exists ε0\varepsilon_{0} such that the following holds. If

f(t=0)=𝔣β,γ[1+g0]f(t=0)=\mathfrak{f}_{\beta,\gamma}[1+g_{0}]

where

𝔣β,γg0dp=ω𝔣β,γg0dp=0\int\mathfrak{f}_{\beta,\gamma}g_{0}\,{\rm d}p=\int\omega\mathfrak{f}_{\beta,\gamma}g_{0}\,{\rm d}p=0

and

ω12g0L=ε<ε0,\|\omega^{-\frac{1}{2}}g_{0}\|_{L^{\infty}}=\varepsilon<\varepsilon_{0},

then there exists a global solution which can be written

f(t)=𝔣β,γ[1+g]whereω12g(t,p)Lpεt35+11000for all t0.f(t)=\mathfrak{f}_{\beta,\gamma}[1+g]\qquad\mbox{where}\quad\|\omega^{\frac{1}{2}}g(t,p)\|_{L^{\infty}_{p}}\lesssim\varepsilon\langle t\rangle^{-\frac{3}{5}+\frac{1}{1000}}\quad\mbox{for all $t\geq 0$}.
Proof.

The full equation satisfied by the perturbation gg is

tgLg=𝒬(g)+𝒞(g),\partial_{t}g-Lg=\mathcal{Q}(g)+\mathcal{C}(g), (6.1)

where

𝒬[g](t,p0)=2𝔣002πω0ω1ω2ω3F+(p0,p2)[𝔣2𝔣3g2g3𝔣0𝔣1g0g1]dp2\displaystyle\mathcal{Q}[g](t,p_{0})=\frac{2}{\mathfrak{f}_{0}}\int_{0}^{2\pi}\frac{\omega_{0}\omega_{1}\omega_{2}\omega_{3}}{\sqrt{F_{+}(p_{0},p_{2})}}\left[\mathfrak{f}_{2}\mathfrak{f}_{3}g_{2}g_{3}-\mathfrak{f}_{0}\mathfrak{f}_{1}g_{0}g_{1}\right]\,{\rm d}p_{2}
𝒞[g](t,p0)=1𝔣002πω0ω1ω2ω3F+(p0,p2)=03𝔣g(1𝔣g+1𝔣1g11𝔣2g21𝔣3g3)dp2.\displaystyle\mathcal{C}[g](t,p_{0})=\frac{1}{\mathfrak{f}_{0}}\int_{0}^{2\pi}\frac{\omega_{0}\omega_{1}\omega_{2}\omega_{3}}{\sqrt{F_{+}(p_{0},p_{2})}}\prod_{\ell=0}^{3}\mathfrak{f}_{\ell}g_{\ell}\left(\frac{1}{\mathfrak{f}g}+\frac{1}{\mathfrak{f}_{1}g_{1}}-\frac{1}{\mathfrak{f}_{2}g_{2}}-\frac{1}{\mathfrak{f}_{3}g_{3}}\right)\,{\rm d}p_{2}.

Duhamel’s formula gives the equivalent formulation

g(t)=Stg0+0tSts(𝒬[g](s,p)+𝒞[g](s,p))ds.g(t)=S_{t}g_{0}+\int_{0}^{t}S_{t-s}\left(\mathcal{Q}[g](s,p)+\mathcal{C}[g](s,p)\right)\,{\rm d}s. (6.2)

The key norm that will be used to analyze this problem is, for T>0T>0,

gT:=t25δω16gLt,p([0,T]×𝕋)+t35δω12gLt,p([0,T]×𝕋).\|g\|_{\mathcal{B}_{T}}:=\left\|\langle t\rangle^{\frac{2}{5}-\delta}\omega^{\frac{1}{6}}g\right\|_{L^{\infty}_{t,p}([0,T]\times\mathbb{T})}+\left\|\langle t\rangle^{\frac{3}{5}-\delta}\omega^{\frac{1}{2}}g\right\|_{L^{\infty}_{t,p}([0,T]\times\mathbb{T})}. (6.3)

Our first lemma gives local well-posedness in ω16L\omega^{-\frac{1}{6}}L^{\infty} for this equation.

Lemma 9 (Local well-posedness in ω16L\omega^{-\frac{1}{6}}L^{\infty}).

The equation (6.1) admits a unique maximal solution g𝒞([0,T0),ω16L)g\in\mathcal{C}([0,T_{0}),\omega^{-\frac{1}{6}}L^{\infty}), where T0>0T_{0}>0 and

limtT0ω16g(t,p)Lp=if T0<\lim_{t\to T_{0}}\|\omega^{\frac{1}{6}}g(t,p)\|_{L^{\infty}_{p}}=\infty\qquad\mbox{if $T_{0}<\infty$}

Furthermore, there exists a constant C0C_{0} such that

limt0gtC0ε,\lim_{t\to 0}\|g\|_{\mathcal{B}_{t}}\leq C_{0}\varepsilon,

where ε:=ω12g0L\varepsilon:=\|\omega^{-\frac{1}{2}}g_{0}\|_{L^{\infty}} and where the norm T\|\cdot\|_{\mathcal{B}_{T}} is defined in (6.3).

We postpone the proof of this lemma for the time being, and admit its statement. We aim at proving that T0=T_{0}=\infty, and that the solution gg is actually decaying. This will be achieved through a boostrap argument bearing on the quantity ft\|f\|_{\mathcal{B}_{t}}. This bootstrap argument will rely on the two following lemmas, whose proofs we postpone for the moment.

Lemma 10 (A priori bound).

There exists a constant C0>0C_{0}>0 such that: for any T>0T>0, if gg is a solution in 𝒞([0,T],ω16L)\mathcal{C}([0,T],\omega^{-\frac{1}{6}}L^{\infty}), then

gTC0[ε+gT2+gT3]\|g\|_{\mathcal{B}_{T}}\leq C_{0}\left[\varepsilon+\|g\|_{\mathcal{B}_{T}}^{2}+\|g\|_{\mathcal{B}_{T}}^{3}\right]

where ε:=ω12g0L\varepsilon:=\|\omega^{-\frac{1}{2}}g_{0}\|_{L^{\infty}} and where T\|\cdot\|_{\mathcal{B}_{T}} is defined in (6.3).

In the above lemma, we denoted C0C_{0} for the constant, just like in Lemma 9; it suffices to take C0C_{0} to be the largest of the two to avoid any confusion.

Lemma 11 (Bootstrap inequality).

If x(t)x(t) is a continuous function on (0,T)(0,T) such that

x(t)C0[ε+x(t)2+x(t)3]andlimt0x(t)C0ε,x(t)\leq C_{0}\left[\varepsilon+x(t)^{2}+x(t)^{3}\right]\qquad\mbox{and}\qquad\lim_{t\to 0}x(t)\leq C_{0}\varepsilon,

then

x(t)2C0εfor anyt(0,T).x(t)\leq 2C_{0}\varepsilon\qquad\mbox{for any}\;t\in(0,T).

We now perform the bootstrap argument: arguing by contradiction, let us assume that T0<T_{0}<\infty. By Lemma 10 and Lemma 11, we get that gt2Coε\|g\|_{\mathcal{B}_{t}}\leq 2C_{o}\varepsilon for all t<T0t<T_{0}. But this contradicts the blow up criterion in Lemma 9. Therefore, T0=T_{0}=\infty. A new application of Lemma 10 and Lemma 11 gives the desired result! ∎

Proof of Lemma 9.

It is very similar to the proof of Theorem 1 above and Lemma 10 below, and will therefore be omitted. ∎

Proof of Lemma 10.

The linear term on the right-hand side of (6.2) can be bounded by Theorem 3:

Stg0ω12gL<ε\left\|S_{t}g_{0}\right\|_{\mathcal{B}_{\infty}}\lesssim\|\omega^{-\frac{1}{2}}g\|_{L^{\infty}}<\varepsilon

To deal with the quadratic and cubic terms, we will use the conservation laws of mass and energy. They imply that

𝔣β,γ(p)(1+g(t,p))dp=𝔣β,γ(p)dp\displaystyle\int\mathfrak{f}_{\beta,\gamma}(p)(1+g(t,p))\,{\rm d}p=\int\mathfrak{f}_{\beta,\gamma}(p)\,{\rm d}p
ω(p)𝔣β,γ(p)(1+g(t,p))dp=ω(p)𝔣β,γ(p)dp\displaystyle\int\omega(p)\mathfrak{f}_{\beta,\gamma}(p)(1+g(t,p))\,{\rm d}p=\int\omega(p)\mathfrak{f}_{\beta,\gamma}(p)\,{\rm d}p

or in other words

𝔣β,γ(p)g(t,p)dp=ω(p)𝔣β,γ(p)g(t,p)dp=0.\int\mathfrak{f}_{\beta,\gamma}(p)g(t,p)\,{\rm d}p=\int\omega(p)\mathfrak{f}_{\beta,\gamma}(p)g(t,p)\,{\rm d}p=0.

As a consequence, the orthogonal projection (in L2L^{2}) of gg and LgLg on KerL\operatorname{Ker}L is zero. For the equation (6.2) satisfied by gg, this implies that the projection of the quadratic and cubic terms on KerL\operatorname{Ker}L is also zero. Therefore, we can apply Theorem 3 with μ=ν=12\mu=\nu=\frac{1}{2}: if t[0,T]t\in[0,T],

ω120tSts(𝒬[g](s,p)+𝒞[g](s,p))dsLp\displaystyle\left\|\omega^{\frac{1}{2}}\int_{0}^{t}S_{t-s}\left(\mathcal{Q}[g](s,p)+\mathcal{C}[g](s,p)\right)\,{\rm d}s\right\|_{L^{\infty}_{p}}
0tts35+δω12𝒬[g](s,p)Lds+0tts35+δω12𝒞[g](s,p)Lds\displaystyle\qquad\lesssim\int_{0}^{t}\langle t-s\rangle^{-\frac{3}{5}+\delta}\left\|\omega^{-\frac{1}{2}}\mathcal{Q}[g](s,p)\right\|_{L^{\infty}}\,{\rm d}s+\int_{0}^{t}\langle t-s\rangle^{-\frac{3}{5}+\delta}\left\|\omega^{-\frac{1}{2}}\mathcal{C}[g](s,p)\right\|_{L^{\infty}}\,{\rm d}s
=I+II.\displaystyle\qquad=I+II.

Using that F+ω0ω2F_{+}\gtrsim\omega_{0}\omega_{2} and ω1ω2ω3ω0\omega_{1}\omega_{2}\omega_{3}\lesssim\omega_{0},

I\displaystyle I 0tts35+δω2ω1ω3[|g2g3|+|g0g1|]dp2Lds\displaystyle\lesssim\int_{0}^{t}\langle t-s\rangle^{-\frac{3}{5}+\delta}\left\|\int\sqrt{\omega_{2}}\omega_{1}\omega_{3}[|g_{2}g_{3}|+|g_{0}g_{1}|]\,{\rm d}p_{2}\right\|_{L^{\infty}}\,{\rm d}s
0tts35+δω12gL2dsg20tts35+δs(35+δ)2ds\displaystyle\lesssim\int_{0}^{t}\langle t-s\rangle^{-\frac{3}{5}+\delta}\|\omega^{\frac{1}{2}}g\|_{L^{\infty}}^{2}\,{\rm d}s\lesssim\|g\|_{\mathcal{B}}^{2}\int_{0}^{t}\langle t-s\rangle^{-\frac{3}{5}+\delta}\langle s\rangle^{\left(-\frac{3}{5}+\delta\right)\cdot 2}\,{\rm d}s
g2t35+δ.\displaystyle\lesssim\|g\|_{\mathcal{B}}^{2}\langle t\rangle^{-\frac{3}{5}+\delta}.

Similarly,

II\displaystyle II 0tts35+δω2ω1ω3[|g1g2g3|+|g0g2g3|+|g0g1g2|+|g0g1g3|]dp2Lds\displaystyle\lesssim\int_{0}^{t}\langle t-s\rangle^{-\frac{3}{5}+\delta}\left\|\int\sqrt{\omega_{2}}\omega_{1}\omega_{3}[|g_{1}g_{2}g_{3}|+|g_{0}g_{2}g_{3}|+|g_{0}g_{1}g_{2}|+|g_{0}g_{1}g_{3}|]\,{\rm d}p_{2}\right\|_{L^{\infty}}\,{\rm d}s
0tts35+δω16gLω13gLω12gLds\displaystyle\lesssim\int_{0}^{t}\langle t-s\rangle^{-\frac{3}{5}+\delta}\|\omega^{\frac{1}{6}}g\|_{L^{\infty}}\|\omega^{\frac{1}{3}}g\|_{L^{\infty}}\|\omega^{\frac{1}{2}}g\|_{L^{\infty}}\,{\rm d}s
g30tts35+δs251235+4δds\displaystyle\lesssim\|g\|_{\mathcal{B}}^{3}\int_{0}^{t}\langle t-s\rangle^{-\frac{3}{5}+\delta}\langle s\rangle^{-\frac{2}{5}-\frac{1}{2}-\frac{3}{5}+4\delta}\,{\rm d}s
g3t35+δ.\displaystyle\lesssim\|g\|_{\mathcal{B}}^{3}\langle t\rangle^{-\frac{3}{5}+\delta}.

Using now Theorem 3 with μ=16\mu=\frac{1}{6} and ν=12\nu=\frac{1}{2},

ω160tSts(𝒬[g](s,p)+𝒞[g](s,p))dsLp\displaystyle\left\|\omega^{\frac{1}{6}}\int_{0}^{t}S_{t-s}\left(\mathcal{Q}[g](s,p)+\mathcal{C}[g](s,p)\right)\,{\rm d}s\right\|_{L^{\infty}_{p}}
0tts25+δω12𝒬[g](s,p)Lds+0tts25+δω12𝒞[g](s,p)Lds\displaystyle\qquad\lesssim\int_{0}^{t}\langle t-s\rangle^{-\frac{2}{5}+\delta}\left\|\omega^{-\frac{1}{2}}\mathcal{Q}[g](s,p)\right\|_{L^{\infty}}\,{\rm d}s+\int_{0}^{t}\langle t-s\rangle^{-\frac{2}{5}+\delta}\left\|\omega^{-\frac{1}{2}}\mathcal{C}[g](s,p)\right\|_{L^{\infty}}\,{\rm d}s
=III+IV.\displaystyle\qquad=III+IV.

Taking once again advantage the inequalities F+ω0ω2F_{+}\gtrsim\omega_{0}\omega_{2} and ω1ω2ω3ω0\omega_{1}\omega_{2}\omega_{3}\lesssim\omega_{0},

III\displaystyle III 0tts25+δω2ω1ω3[|g2g3|+|g0g1|]dp2Lds\displaystyle\lesssim\int_{0}^{t}\langle t-s\rangle^{-\frac{2}{5}+\delta}\left\|\int\sqrt{\omega_{2}}\omega_{1}\omega_{3}[|g_{2}g_{3}|+|g_{0}g_{1}|]\,{\rm d}p_{2}\right\|_{L^{\infty}}\,{\rm d}s
0tts25+δω12gLpds\displaystyle\lesssim\int_{0}^{t}\langle t-s\rangle^{-\frac{2}{5}+\delta}\|\omega^{\frac{1}{2}}g\|_{L^{\infty}_{p}}\,{\rm d}s
gt20tts25+δs(12+δ)2\displaystyle\lesssim\|g\|_{\mathcal{B}_{t}}^{2}\int_{0}^{t}\langle t-s\rangle^{-\frac{2}{5}+\delta}\langle s\rangle^{\left(\frac{1}{2}+\delta\right)\cdot 2}
gt2t25+δ.\displaystyle\lesssim\|g\|_{\mathcal{B}_{t}}^{2}\langle t\rangle^{-\frac{2}{5}+\delta}.

Similarly,

IV\displaystyle IV 0tts25+δω2ω1ω3[|g1g2g3|+|g0g2g3|+|g0g1g2|+|g0g1g3|]dp2Lds\displaystyle\lesssim\int_{0}^{t}\langle t-s\rangle^{-\frac{2}{5}+\delta}\left\|\int\sqrt{\omega_{2}}\omega_{1}\omega_{3}[|g_{1}g_{2}g_{3}|+|g_{0}g_{2}g_{3}|+|g_{0}g_{1}g_{2}|+|g_{0}g_{1}g_{3}|]\,{\rm d}p_{2}\right\|_{L^{\infty}}\,{\rm d}s
0tts25+δω16gLω13gLω12gLds\displaystyle\lesssim\int_{0}^{t}\langle t-s\rangle^{-\frac{2}{5}+\delta}\|\omega^{\frac{1}{6}}g\|_{L^{\infty}}\|\omega^{\frac{1}{3}}g\|_{L^{\infty}}\|\omega^{\frac{1}{2}}g\|_{L^{\infty}}\,{\rm d}s
g30tts25+δs251235+4δds\displaystyle\lesssim\|g\|_{\mathcal{B}}^{3}\int_{0}^{t}\langle t-s\rangle^{-\frac{2}{5}+\delta}\langle s\rangle^{-\frac{2}{5}-\frac{1}{2}-\frac{3}{5}+4\delta}\,{\rm d}s
g3t25+δ.\displaystyle\lesssim\|g\|_{\mathcal{B}}^{3}\langle t\rangle^{-\frac{2}{5}+\delta}.

This gives the desired estimate. ∎

Proof of Lemma 11.

Consider the function

F:xxC0(ε+x2+x3).F:x\mapsto x-C_{0}(\varepsilon+x^{2}+x^{3}).

It is clear that FF is negative on [0,C0ε+η][0,C_{0}\varepsilon+\eta], for some η>0\eta>0. It is also clear that

F(2C0ε)=C0ε4C03ε28C04ε3=C0ε(14C02ε8C03ε2)C0ε(14C02ε08C03ε02)0F(2C_{0}\varepsilon)=C_{0}\varepsilon-4C_{0}^{3}\varepsilon^{2}-8C_{0}^{4}\varepsilon^{3}=C_{0}\varepsilon(1-4C_{0}^{2}\varepsilon-8C_{0}^{3}\varepsilon^{2})\geq C_{0}\varepsilon(1-4C_{0}^{2}\varepsilon_{0}-8C_{0}^{3}\varepsilon_{0}^{2})\geq 0

provided ε0\varepsilon_{0} is chosen sufficiently small. The statement of the lemma follows by the intermediate value theorem. ∎

7. Mass and Energy of RJ spectra

In this section, we investigate the following question: given a mass and an energy (0,0)(\mathcal{M}_{0},\mathcal{E}_{0}), is there a Rayleigh-Jeans spectrum 𝔣\mathfrak{f} such that (𝔣)=0,(𝔣)=0\mathcal{M}(\mathfrak{f})=\mathcal{M}_{0},\mathcal{E}(\mathfrak{f})=\mathcal{E}_{0}? It turns out that the ratio 0/0\mathcal{E}_{0}/\mathcal{M}_{0} decides whether such a RJ spectrum exists. We define the following functions:

(b,g)=𝕋dpb1ω+g1,(b,g)=𝕋ωdpb1ω+g1,\begin{split}\mathcal{M}(b,g)&=\int_{\mathbb{T}}\frac{\,{\rm d}p}{b^{-1}\omega+g^{-1}},\\ \mathcal{E}(b,g)&=\int_{\mathbb{T}}\frac{\omega\,{\rm d}p}{b^{-1}\omega+g^{-1}},\end{split}

where 0<b,g<.0<b,g<\infty. We readily see that 0<(b,g),(b,g)<,0<\mathcal{M}(b,g),\mathcal{E}(b,g)<\infty, and

b1+g1=2π.b^{-1}\mathcal{E}+g^{-1}\mathcal{M}=2\pi.

Moreover, we have the following differential equation:

bb+gg=.b\partial_{b}\mathcal{M}+g\partial_{g}\mathcal{M}=\mathcal{M}.

We adopt polar coordinates to represent (b,g)(b,g):

b=rcosθ,g=rsinθ,b=r\cos\theta,\qquad g=r\sin\theta,

where 0<r<0<r<\infty and 0<θ<π/20<\theta<\pi/2. By homogeneity,

(b,g)=r(cosθ,sinθ).\mathcal{M}(b,g)=r\mathcal{M}(\cos\theta,\sin\theta).

Therefore, for a given pair of positive numbers (0,0)(\mathcal{M}_{0},\mathcal{E}_{0}), there exists (b,g)(b,g) such that (0,0)=((b,g),(b,g))(\mathcal{M}_{0},\mathcal{E}_{0})=(\mathcal{M}(b,g),\mathcal{E}(b,g)) if and only if the following equation on θ\theta is solvable:

0cosθ+0sinθ=2πr=2π0(cosθ,sinθ),\frac{\mathcal{E}_{0}}{\cos\theta}+\frac{\mathcal{M}_{0}}{\sin\theta}=2\pi r=\frac{2\pi\mathcal{M}_{0}}{\mathcal{M}(\cos\theta,\sin\theta)},

or

00=2πcosθ(cosθ,sinθ)cotθ=112π𝕋dpω+cotθcotθ.\frac{\mathcal{E}_{0}}{\mathcal{M}_{0}}=\frac{2\pi\cos\theta}{\mathcal{M}(\cos\theta,\sin\theta)}-\cot\theta=\frac{1}{\frac{1}{2\pi}\int_{\mathbb{T}}\frac{\,{\rm d}p}{\omega+\cot\theta}}-\cot\theta.

Since θcotθ\theta\rightarrow\cot\theta is a bijection from (0,π/2)(0,\pi/2) to (0,),(0,\infty), this is equivalent to that

00F((0,)),\frac{\mathcal{E}_{0}}{\mathcal{M}_{0}}\in F((0,\infty)),

where

F()=112π𝕋dpω+.F(\ell)=\frac{1}{\frac{1}{2\pi}\int_{\mathbb{T}}\frac{\,{\rm d}p}{\omega+\ell}}-\ell.

Note that

F(0)=0whileF()=2π.F(0)=0\quad\mbox{while}\quad F(\infty)=\frac{2}{\pi}.

If we let G()=F()+,G(\ell)=F(\ell)+\ell, we see that

ddG()=12π𝕋1(ω+)2dp(12π𝕋dpω+)2>1\frac{\,{\rm d}}{\,{\rm d}\ell}G(\ell)=\frac{\frac{1}{2\pi}\int_{\mathbb{T}}\frac{1}{(\omega+\ell)^{2}}\,{\rm d}p}{\left(\frac{1}{2\pi}\int_{\mathbb{T}}\frac{\,{\rm d}p}{\omega+\ell}\right)^{2}}>1

by Jensen’s inequality (since neither xx2x\rightarrow x^{2} is affine nor p1ω+p\rightarrow\frac{1}{\omega+\ell} is constant, the inequality is strict), which implies that F()\ell\rightarrow F(\ell) is strictly increasing. To summarize, we have the following:

Proposition 7.1.

Let (0,0)(\mathcal{M}_{0},\mathcal{E}_{0}) be a pair of positive numbers. Then there exists a Rayleigh-Jeans spectrum 𝔣=1βω+γ\mathfrak{f}=\frac{1}{\beta\omega+\gamma}, 0<β,γ<0<\beta,\gamma<\infty, such that (𝔣)=0\mathcal{M}(\mathfrak{f})=\mathcal{M}_{0} and (𝔣)=0\mathcal{E}(\mathfrak{f})=\mathcal{E}_{0} hold if and only if

0<00<2π.0<\frac{\mathcal{E}_{0}}{\mathcal{M}_{0}}<\frac{2}{\pi}.

Moreover, if the latter is the case, such 𝔣\mathfrak{f} is unique and determined by the following:

β=(rcosθ)1,γ=(rsinθ)1,θ=arctan[(F1(00))1],r=0cosθ2π𝕋dpω+cotθ.\begin{split}\beta&=\left(r\cos\theta\right)^{-1},\qquad\gamma=\left(r\sin\theta\right)^{-1},\\ \theta&=\arctan\left[\left(F^{-1}\left(\frac{\mathcal{E}_{0}}{\mathcal{M}_{0}}\right)\right)^{-1}\right],\qquad r=\frac{\mathcal{M}_{0}}{\frac{\cos\theta}{2\pi}\int_{\mathbb{T}}\frac{\,{\rm d}p}{\omega+\cot\theta}}.\end{split}

Before finishing this section, let us comment on a related conjecture made in [ZSKN23]. For the truncated Wave Kinetic Equation arising from NLS, the presence or absence of a finite-time blow-up is expected to depend on whether the ratio of mass to energy is sufficiently large. Thus, given our proposition above, we expect that initial data whose mass and energy do not correspond to a Rayleigh-Jeans distribution will form a condensate in finite time. Proving rigorously that these condensates are stationary solutions remains an interesting open problem.

Appendix A Calculus lemmas

In this section, we gathered some nontrivial computations which are used in the rest of the article. Many of the formulas we derive already appeared in [LS08] and some are new. Many proofs are also close to [LS08] and are provided for completeness and for the reader’s convenience.

A.1. Integration on the resonant manifold

If x,y,z[0,2π]x,y,z\in[0,2\pi], let

Ω(x,y,z)=sin(x2)+sin(y2)sin(z2)|sin(x+yz2)|.\Omega(x,y,z)=\sin\left(\frac{x}{2}\right)+\sin\left(\frac{y}{2}\right)-\sin\left(\frac{z}{2}\right)-\left|\sin\left(\frac{x+y-z}{2}\right)\right|.

Recall that

h(x,z)=zx2+2arcsin(tan|zx|4cosz+x4).h(x,z)=\frac{z-x}{2}+2\arcsin\left(\tan\frac{|z-x|}{4}\cos\frac{z+x}{4}\right).
Lemma 12 (Parameterization of the resonant manifold).

The zero set ZZ of Ω\Omega on [0,2π]3[0,2\pi]^{3} can be split into Z=Z+ZZ=Z_{+}\cup Z_{-}, where

Z+=Z{0x+yz2π}\displaystyle Z_{+}=Z\cap\{0\leq x+y-z\leq 2\pi\}
Z=Z{x+yz0orx+yz2π}.\displaystyle Z_{-}=Z\cap\{x+y-z\leq 0\;\mbox{or}\;x+y-z\geq 2\pi\}.

The set Z+Z_{+} consists of (x,y,z)[0,2π]3(x,y,z)\in[0,2\pi]^{3} such that x=y{0,2π}x=y\in\{0,2\pi\} or x=zx=z or y=zy=z.

As for ZZ_{-}, it can be described as follows: it consists of (x,y,z)[0,2π]3(x,y,z)\in[0,2\pi]^{3} such that

  • either x<zx<z and y=h(x,z)y=h(x,z)

  • or x>zx>z and y=h(x,z)+2πy=h(x,z)+2\pi.

Proof.

A basic inequality. We start by proving that

|tan(zx4)cos(x+z4)|1if (x,z)[0,2π]2.\left|\tan\left(\frac{z-x}{4}\right)\cos\left(\frac{x+z}{4}\right)\right|\leq 1\quad\mbox{if $(x,z)\in[0,2\pi]^{2}$}. (A.1)

This inequality is a consequence of

|cos(x+z4)|cos(xz4)if (x,z)[0,2π]2.\left|\cos\left(\frac{x+z}{4}\right)\right|\leq\cos\left(\frac{x-z}{4}\right)\quad\mbox{if $(x,z)\in[0,2\pi]^{2}$}.

To check the latter inequality, we observe that, on the one hand, 0|xz4|x+z4π0\leq\left|\frac{x-z}{4}\right|\leq\frac{x+z}{4}\leq\pi, which implies that

cos(x+z4)cos(xz4).\cos\left(\frac{x+z}{4}\right)\leq\cos\left(\frac{x-z}{4}\right). (A.2)

On the other hand, 0|xz4|4πxz4π0\leq\left|\frac{x-z}{4}\right|\leq\frac{4\pi-x-z}{4}\leq\pi, which implies that

cos(πx+z4)=cos(x+z4)cos(xz4).\cos\left(\pi-\frac{x+z}{4}\right)=-\cos\left(\frac{x+z}{4}\right)\leq\cos\left(\frac{x-z}{4}\right). (A.3)

Case 1: 0x+yz2π0\leq x+y-z\leq 2\pi. Then Ω\Omega can be written

Ω(x,y,z)=sin(x2)+sin(y2)sin(z2)sin(x+yz2)\Omega(x,y,z)=\sin\left(\frac{x}{2}\right)+\sin\left(\frac{y}{2}\right)-\sin\left(\frac{z}{2}\right)-\sin\left(\frac{x+y-z}{2}\right)

which becomes after using the trigonometric sum-to-product formulas

Ω(x,y,z)=4sin(x+y4)sin(xz4)sin(yz4).\Omega(x,y,z)=4\sin\left(\frac{x+y}{4}\right)\sin\left(\frac{x-z}{4}\right)\sin\left(\frac{y-z}{4}\right).

The description of Z+Z_{+} follows immediately from this formula.

Case 2: x+yz0x+y-z\leq 0 or x+yz2πx+y-z\geq 2\pi. The formula for Ω\Omega is now

Ω(x,y,z)=sin(x2)+sin(y2)sin(z2)+sin(x+yz2)\Omega(x,y,z)=\sin\left(\frac{x}{2}\right)+\sin\left(\frac{y}{2}\right)-\sin\left(\frac{z}{2}\right)+\sin\left(\frac{x+y-z}{2}\right)

which reduces, after using the trigonometric sum-to-product formulas, to

Ω(x,y,z)=2sin(xz4)cos(x+z4)+2cos(xz4)sin(x+2yz4).\Omega(x,y,z)=2\sin\left(\frac{x-z}{4}\right)\cos\left(\frac{x+z}{4}\right)+2\cos\left(\frac{x-z}{4}\right)\sin\left(\frac{x+2y-z}{4}\right). (A.4)

Case 2.1: x+yz0x+y-z\leq 0. Note that this implies that

π2xz40andπ2x+2yz4π2.-\frac{\pi}{2}\leq\frac{x-z}{4}\leq 0\qquad\mbox{and}\qquad-\frac{\pi}{2}\leq\frac{x+2y-z}{4}\leq\frac{\pi}{2}. (A.5)

Using the formula (A.4), (x,y,z)(x,y,z) is a zero of Ω\Omega if and only if

sin(x+2yz4)=tan(zx4)cos(x+z4).\sin\left(\frac{x+2y-z}{4}\right)=\tan\left(\frac{z-x}{4}\right)\cos\left(\frac{x+z}{4}\right). (A.6)

With the help of (A.1) and (A.5), the sin function can be inverted to get

x+2yz4=arcsin[tan(zx4)cos(x+z4)],\frac{x+2y-z}{4}=\arcsin\left[\tan\left(\frac{z-x}{4}\right)\cos\left(\frac{x+z}{4}\right)\right],

which can also be written as y=h(x,z)y=h(x,z). This shows that any solution of Ω(x,y,z)=0\Omega(x,y,z)=0 with x+yz0x+y-z\leq 0 is of the form y=h(x,z)y=h(x,z).

Conversely, if xzx\leq z, we want to check that there exists a solution (in yy) of Ω(x,y,z)=0\Omega(x,y,z)=0 with x+yz0x+y-z\leq 0. Thus, yy is restricted to belong to satisfy this inequality, and to belong to [0,2π][0,2\pi], or in other words, 0yzx0\leq y\leq z-x. But Ω\Omega changes sign between the two endpoints: indeed, by (A.2) (A.3) (A.5),

Ω(x,y=0,z)=2sin(xz4)[cos(x+z4)+cos(xz4)]0\displaystyle\Omega(x,y=0,z)=2\sin\left(\frac{x-z}{4}\right)\left[\cos\left(\frac{x+z}{4}\right)+\cos\left(\frac{x-z}{4}\right)\right]\leq 0
Ω(x,y=zx,z)=2sin(xz4)[cos(x+z4)cos(xz4)]0.\displaystyle\Omega(x,y=z-x,z)=2\sin\left(\frac{x-z}{4}\right)\left[\cos\left(\frac{x+z}{4}\right)-\cos\left(\frac{x-z}{4}\right)\right]\geq 0.

Thus, yΩ(x,y,z)y\mapsto\Omega(x,y,z) has at least a zero, which was the desired statement.

Case 2.2: x+yz2πx+y-z\geq 2\pi. This implies that

0xz4π2andπ2x+2yz43π2.0\leq\frac{x-z}{4}\leq\frac{\pi}{2}\qquad\mbox{and}\qquad\frac{\pi}{2}\leq\frac{x+2y-z}{4}\leq\frac{3\pi}{2}.

As a consequence, inverting the sin function in (A.6) with the help of (A.1) gives

x+2yz4=πarcsin[tan(zx4)cos(x+z4)],\frac{x+2y-z}{4}=\pi-\arcsin\left[\tan\left(\frac{z-x}{4}\right)\cos\left(\frac{x+z}{4}\right)\right],

which is equivalent to y=h(x,z)+2πy=h(x,z)+2\pi.

Conversely, if xzx\geq z, we need to check that there exists a solution (in yy) of Ω(x,y,z)=0\Omega(x,y,z)=0 with x+yz2πx+y-z\geq 2\pi. Besides this inequality, the variable yy is constrained to belong to [0,2π][0,2\pi]; in other words, yy ranges in [2π+zx,2π][2\pi+z-x,2\pi]. There remains to check that Ω\Omega changes sign between these two endpoints; this is the case since

Ω(x,y=2π,z)=2sin(xz4)[cos(x+z4)cos(xz4)]0\displaystyle\Omega(x,y=2\pi,z)=2\sin\left(\frac{x-z}{4}\right)\left[\cos\left(\frac{x+z}{4}\right)-\cos\left(\frac{x-z}{4}\right)\right]\leq 0
Ω(x,y=2π+zx,z)=2sin(xz4)[cos(x+z4)+cos(xz4)]0.\displaystyle\Omega(x,y=2\pi+z-x,z)=2\sin\left(\frac{x-z}{4}\right)\left[\cos\left(\frac{x+z}{4}\right)+\cos\left(\frac{x-z}{4}\right)\right]\geq 0.

Lemma 13 (Integration on the resonant manifold with p2p_{2} as integration variable).

For a test function φ\varphi,

𝕋2δ(Ω(x,y,z))φ(x,y,z)𝑑y𝑑z=02πφ(x,h(x,z),z)2dzF+(x,z),\int_{\mathbb{T}^{2}}\delta(\Omega(x,y,z))\varphi(x,y,z)\,dy\,dz=\int_{0}^{2\pi}\varphi(x,h(x,z),z)\frac{2\,{\rm d}z}{\sqrt{F_{+}(x,z)}},

(considering φ\varphi as periodic in y,zy,z) where

F+(x,z)=[cos(x2)+cos(z2)]2+4sin(x2)sin(z2).F_{+}(x,z)=\left[\cos\left(\frac{x}{2}\right)+\cos\left(\frac{z}{2}\right)\right]^{2}+4\sin\left(\frac{x}{2}\right)\sin\left(\frac{z}{2}\right).
Proof.

Since h(x,z)h(x,z) is the unique zero (in yy) of Ω(x,y,z)\Omega(x,y,z),

δ(Ω(x,y,z))dy=1|yΩ(x,h(x,z),z)|δ(yh(x,z)).\delta(\Omega(x,y,z))\,{\rm d}y=\frac{1}{|\partial_{y}\Omega(x,h(x,z),z)|}\delta(y-h(x,z)).

The derivative of Ω\Omega is

yΩ(x,y,z)=12[cos(y2)+cos(x+yz2)]=cos(x+2yz4)cos(xz4).\partial_{y}\Omega(x,y,z)=\frac{1}{2}\left[\cos\left(\frac{y}{2}\right)+\cos\left(\frac{x+y-z}{2}\right)\right]=\cos\left(\frac{x+2y-z}{4}\right)\cos\left(\frac{x-z}{4}\right).

Evaluating this function at y=h(x,z)y=h(x,z) and using the definition of hh, we find

|yΩ(x,h(x,z),z)|\displaystyle|\partial_{y}\Omega(x,h(x,z),z)| =cos(xz4)1sin(x+2hz4)2\displaystyle=\cos\left(\frac{x-z}{4}\right)\sqrt{1-\sin\left(\frac{x+2h-z}{4}\right)^{2}}
=cos(xz4)1tan(xz4)2cos(x+z4)2\displaystyle=\cos\left(\frac{x-z}{4}\right)\sqrt{1-\tan\left(\frac{x-z}{4}\right)^{2}\cos\left(\frac{x+z}{4}\right)^{2}}
=cos(xz4)2sin(xz4)2cos(x+z4)2.\displaystyle=\sqrt{\cos\left(\frac{x-z}{4}\right)^{2}-\sin\left(\frac{x-z}{4}\right)^{2}\cos\left(\frac{x+z}{4}\right)^{2}}.

There remains to check that

cos(xz4)2sin(xz4)2cos(x+z4)2=14[cos(x2)+cos(z2)]2+sin(x2)sin(z2).\cos\left(\frac{x-z}{4}\right)^{2}-\sin\left(\frac{x-z}{4}\right)^{2}\cos\left(\frac{x+z}{4}\right)^{2}=\frac{1}{4}\left[\cos\left(\frac{x}{2}\right)+\cos\left(\frac{z}{2}\right)\right]^{2}+\sin\left(\frac{x}{2}\right)\sin\left(\frac{z}{2}\right).

This can be seen as follows: starting from the expression on the left-hand side, use the formulas 2cos2x=1+cos(2x)2\cos^{2}x=1+\cos(2x) and 2sin2x=1cos(2x)2\sin^{2}x=1-\cos(2x) and then expand the resulting expression using that cos(a+b)=cosacosbsinasinb\cos(a+b)=\cos a\cos b-\sin a\sin b. ∎

Lemma 14 (Integration on the resonant manifold with p1p_{1} as integration variable).

For a test function φ\varphi, periodic in 𝕋2\mathbb{T}^{2},

𝕋2δ(Ω(x,y,z))φ(x,y)dydz=2φ(x,y)𝟙F(x,y)>0F(x,y)dy,\int_{\mathbb{T}^{2}}\delta(\Omega(x,y,z))\varphi(x,y)\,\,{\rm d}y\,\,{\rm d}z=2\int\varphi(x,y)\frac{\mathbb{1}_{F_{-}(x,y)>0}}{\sqrt{F_{-}(x,y)}}\,{\rm d}y,

where

F(x,z)=[cos(x2)+cos(z2)]24sin(x2)sin(z2).F_{-}(x,z)=\left[\cos\left(\frac{x}{2}\right)+\cos\left(\frac{z}{2}\right)\right]^{2}-4\sin\left(\frac{x}{2}\right)\sin\left(\frac{z}{2}\right).
Proof.

Given Lemma 13, it suffices to show that

[0,2π]φ(x,y)𝟙F(x,y)>0F(x,y)dy=[0,2π]φ(x,h(x,z))dzF+(x,z)\int_{[0,2\pi]}\varphi(x,y)\frac{\mathbb{1}_{F_{-}(x,y)>0}}{\sqrt{F_{-}(x,y)}}\,{\rm d}y=\int_{[0,2\pi]}\varphi(x,h(x,z))\frac{\,{\rm d}z}{\sqrt{F_{+}(x,z)}}

if one of these integrals is absolutely convergent. We basically want to perform a change of variables for fixed xx, to y=h(x,z)y=h(x,z). We first notice that from Lemma 13 and due to the relation

2Ω|Z(x,h(x,z),z)zh(x,z)+zΩ|Z(x,h(x,z),z)=0,\partial_{2}\Omega|_{Z_{-}}(x,h(x,z),z)\partial_{z}h(x,z)+\partial_{z}\Omega|_{Z_{-}}(x,h(x,z),z)=0,

we get

|zΩ|Z(x,h(x,z),z)|=|zh(x,z)|12F+(x,z).|\partial_{z}\Omega|_{Z_{-}}(x,h(x,z),z)|=|\partial_{z}h(x,z)|\frac{1}{2}\sqrt{F_{+}(x,z)}.

We will now show that for zz so that h(x,)h(x,\cdot) is locally invertible, it holds that

|zΩ|Z(x,y,z)|=12F(x,y)|\partial_{z}\Omega|_{Z_{-}}(x,y,z)|=\frac{1}{2}\sqrt{F_{-}(x,y)}

which finishes the claim. We are using the following ingredients:

  • the fact that in order to construct all possible local inverse functions h~(y,x)\tilde{h}(y,x), of h(x,)h(x,\cdot), it is enough to find all zz’s so that (for fixed x,yx,y), it holds (x,y,z)Z(x,y,z)\in Z_{-} and Ω|Z=0\Omega|_{Z_{-}}=0.

  • We then use the formula for Ω|Z\Omega|_{Z_{-}}:

    Ω|Z(x,y,z)=2(sin(x+y4)cos(xy4)+cos(x+y4)sin(x+y2z4)),\Omega|_{Z_{-}}(x,y,z)=2\left(\sin\left(\frac{x+y}{4}\right)\cos\left(\frac{x-y}{4}\right)+\cos\left(\frac{x+y}{4}\right)\sin\left(\frac{x+y-2z}{4}\right)\right),

    which yields after manipulations of trigonometric functions that F(x,y)0F_{-}(x,y)\geq 0 is a necessary condition in order to have Ω|Z=0\Omega|_{Z_{-}}=0. Indeed one observes that if Ω|Z=0\Omega|_{Z_{-}}=0, then

    sin(x+y2z4)=tan(x+y4)cos(xy4),\displaystyle\sin\left(\frac{x+y-2z}{4}\right)=-\tan\left(\frac{x+y}{4}\right)\cos\left(\frac{x-y}{4}\right), (A.7)

    which is valid (for x,y,zx,y,z\in\mathbb{R}) only if 14F(x,y)0\frac{1}{4}F_{-}(x,y)\geq 0, since F(x,y)0F_{-}(x,y)\geq 0 is equivalent to 1cos2(xy4)tan2(x+y4)1\geq\cos^{2}\left(\frac{x-y}{4}\right)\tan^{2}\left(\frac{x+y}{4}\right),.

  • Whenever F>0F_{-}>0, there are exactly two solutions in ZZ_{-} to the energy problem, explicitly given by

    zσ=h~σ(y,x)=x+y2+2σarcsin(tan(x+y4)cos(xy4))+2π𝟙σ=1(1)𝟙x+y>2π,σ{±1}.z_{\sigma}=\tilde{h}_{\sigma}(y,x)=\frac{x+y}{2}+2\sigma\arcsin\left(\tan\left(\frac{x+y}{4}\right)\cos\left(\frac{x-y}{4}\right)\right)+2\pi\mathbb{1}_{\sigma=-1}(-1)^{\mathbb{1}_{x+y>2\pi}}\ ,\ \sigma\in\{\pm 1\}.

    These also satisfy (A.7).

Now we may compute the Jacobian of the change of variables in the class of these zz where explicit calculations yield

|zΩ|=|cos(x+y4)||cos(x+y2z4)|=|cos(x+y4)||1sin2(x+y2z4)|=12F(x,y).\begin{split}\left|\partial_{z}\Omega_{-}\right|=\left|\cos\left(\frac{x+y}{4}\right)\right|\left|\cos\left(\frac{x+y-2z}{4}\right)\right|&=\left|\cos\left(\frac{x+y}{4}\right)\right|\left|\sqrt{1-\sin^{2}\left(\frac{x+y-2z}{4}\right)}\right|\\ &=\frac{1}{2}\sqrt{F_{-}(x,y)}.\end{split} (A.8)

Also note that for fixed xx, there are at most two yy’s that satisfy F=0F_{-}=0, so the calculation in (A.8) holds up to a finite number of yy’s. ∎

Lemma 15 (Vanishing rate of FF_{-}).

For fixed x(0,2π)x\in(0,2\pi), the function yF(x,y)y\mapsto F_{-}(x,y) has two zeros, y<y′′y^{\prime}<y^{\prime\prime} such that

0<y<2πx<y′′<2π.0<y^{\prime}<2\pi-x<y^{\prime\prime}<2\pi.

It is negative between these zeros and furthermore,

{F(x,y)(yy)sin(x2), on [0,y)F(x,y)(yy′′)sin(x2), on (y′′,2π]\begin{cases}&F_{-}(x,y)\gtrsim(y^{\prime}-y)\operatorname{sin}\left(\frac{x}{2}\right),\ \text{ on }[0,y^{\prime})\\ &F_{-}(x,y)\gtrsim(y-y^{\prime\prime})\operatorname{sin}\left(\frac{x}{2}\right),\ \text{ on }(y^{\prime\prime},2\pi]\end{cases} (A.9)
Proof.

By symmetry of FF_{-} (namely, the identity F(2πx,2πy)=F(x,y)F_{-}(2\pi-x,2\pi-y)=F_{-}(x,y)), it suffices to consider the case 0xπ0\leq x\leq\pi. We will denote

c=cos(x2)0,s=sin(x2)0.c=\cos\left(\frac{x}{2}\right)\geq 0,\qquad s=\sin\left(\frac{x}{2}\right)\geq 0.

The derivatives of FF_{-}. Differentiating in yy gives

F2(x,y)=[yF](x,y)=sin(y2)(cos(x2)+cos(y2))2sin(x2)cos(y2).F_{2}(x,y)=[\partial_{y}F_{{-}}](x,y)=-\sin\left(\frac{y}{2}\right)\left(\cos\left(\frac{x}{2}\right)+\cos\left(\frac{y}{2}\right)\right)-2\sin\left(\frac{x}{2}\right)\cos\left(\frac{y}{2}\right).

At this point, it is convenient to switch to the variable u=cos(y2)u=\cos\left(\frac{y}{2}\right). Abusing notations, we write

F2(x,u)=F2(x,y(u))=1u2(c+u)2u1c2.F_{2}(x,u)=F_{2}(x,y(u))=-\sqrt{1-u^{2}}(c+u)-2u\sqrt{1-c^{2}}.

Taking further derivatives in uu,

uF2(x,u)=2u2+uc11u221c2\displaystyle\partial_{u}F_{2}(x,u)=\frac{2u^{2}+uc-1}{\sqrt{1-u^{2}}}-2\sqrt{1-c^{2}}
u2F2(x,u)=P(u)(1u2)32,P(u)=2u3+3u+c\displaystyle\partial_{u}^{2}F_{2}(x,u)=\frac{P(u)}{(1-u^{2})^{\frac{3}{2}}},\qquad P(u)=-2u^{3}+3u+c
P(u)=6u2+3.\displaystyle P^{\prime}(u)=-6u^{2}+3.

Sign of u2F2(x,)\partial_{u}^{2}F_{2}(x,\cdot). Since PP^{\prime} has roots at 212-2^{-\frac{1}{2}} and 2122^{-\frac{1}{2}}, the former is a local minimum of PP and the latter a local maximum. Furthermore, P(1)=c1<0P(-1)=c-1<0, P(0)=c>0P(0)=c>0 and P(1)=c+1>0P(1)=c+1{>}0. As a consequence, PP has a unique root u0<0u_{0}<0 in [1,1][-1,1], and P>0P>0 if and only if u>u0u>u_{0}; hence the same holds true for u2F2(x,)\partial_{u}^{2}F_{2}(x,\cdot).

Sign of uF2(x,)\partial_{u}F_{2}(x,\cdot). By the previous paragraph, uF2(x,)\partial_{u}F_{2}(x,\cdot) is decreasing if u<u0u<u_{0}, and increasing if u>u0u>u_{0}. Furthermore, uF2(1)=+\partial_{u}F_{2}(-1)={{+}}\infty, uF2(0)=12s<0\partial_{u}F_{2}(0)=-1-2s<0 and uF2(1)=+\partial_{u}F_{2}(1)=+\infty. Therefore, uF2(x,)\partial_{u}F_{2}(x,\cdot) has two zeros, u<0u_{-}<0 and u+>0u_{+}>0, and uF2(x,)>0\partial_{u}F_{2}(x,\cdot)>0 if and only if u<uu<u_{-} or u>u+u>u_{+}.

Sign of F2(x,)F_{2}(x,\cdot). Coming back to the yy variable, we learn from the previous paragraph that yF2(x,y)y\mapsto F_{2}(x,y) is increasing on [y,y+][y_{-},y_{+}], with y<π<y+y_{-}<\pi<y_{+}, and decreasing otherwise (y±y_{\pm} corresponds to uu_{\mp}). Next, we note that F2(x,0)=2s<0F_{2}(x,0)=-2s<0, F2(x,π)=c<0F_{2}(x,\pi)=-c<0 and F2(x,2π)=2s>0F_{2}(x,2\pi)=2s>0. Therefore, there exists y0>πy_{0}>\pi such that F2(x,y)>0F_{2}(x,y)>0 if and only if y>y0y>y_{0}.

Sign of F(x,)F_{-}(x,\cdot). The previous paragraph tells us that F(x,)F_{-}(x,\cdot) is decreasing on [0,y0][0,y_{0}] and increasing on [y0,2π][y_{0},2\pi], with y0>πy_{0}>\pi. Since F(x,0)=(1+c)2>0F_{-}(x,0)=(1+c)^{2}>0, F(x,2πx)=4s2<0F_{-}(x,2\pi-x)=-4s^{2}<0 and F(x,2π)=(c1)2>0F_{-}(x,2\pi)=(c-1)^{2}>0, there exists yy^{\prime} and y′′y^{\prime\prime} such that F(x,)<0F_{-}(x,\cdot)<0 if and only if y(y,y′′)y\in(y^{\prime},y^{\prime\prime}) and furthermore 0<y<2πx<y′′<2π0<y^{\prime}<2\pi-x<y^{\prime\prime}<2\pi and y<y0<y′′y^{\prime}<y_{0}<y^{\prime\prime}.

Reformulation of the problem. Writing

F(x,y)={yyF2(x,z)𝑑zif y<yy′′yF2(x,z)𝑑zif y>y′′,F_{-}(x,y)=\begin{cases}-\int_{y}^{y^{\prime}}F_{2}(x,z)\,dz&\mbox{if $y<y^{\prime}$}\\ \int_{y^{\prime\prime}}^{y}F_{2}(x,z)\,dz&\mbox{if $y>y^{\prime\prime}$},\end{cases}

we see that it suffices to show that

{F2(x,y)sif y<yF2(x,y)sif y>y′′.\begin{cases}F_{2}(x,y)\lesssim-s&\mbox{if $y<y^{\prime}$}\\ F_{2}(x,y)\gtrsim s&\mbox{if $y>y^{\prime\prime}$}.\end{cases}

Since F2F_{2} is increasing on [y,y+][y_{-},y_{+}] and decreasing on [y+,2π][y_{+},2\pi] and since y<y0<y′′y^{\prime}<y_{0}<y^{\prime\prime},

on [y′′,2π],F2(x,y)min(F2(x,y′′),F2(x,2π))=min(F2(x,y′′),2s).\mbox{on $[y^{\prime\prime},2\pi]$},\qquad F_{2}(x,y)\geq\min(F_{2}(x,y^{\prime\prime}),F_{2}(x,2\pi))=\min(F_{2}(x,y^{\prime\prime}),2s).

Similarly,

on [0,y],F2(x,y)max(F2(x,y),F2(x,0))=max(F2(x,y),2s).\mbox{on $[0,y^{\prime}]$},\qquad F_{2}(x,y)\leq\max(F_{2}(x,y^{\prime}),F_{2}(x,0))=\max(F_{2}(x,y^{\prime}),-2s).

By the two previous assertions, it suffices to show that

F2(x,y)sandF2(x,y′′)s.F_{2}(x,y^{\prime})\lesssim-s\quad\mbox{and}\quad F_{2}(x,y^{\prime\prime})\gtrsim s.

End of the proof. We now refer to the argument in [LS08], equations (4.12) to (4.17), a clever sequence of inequalities which we were not able to simplify. ∎

A.2. Asymptotics of the collision frequency

Lemma 16 (Asymptotics of the collision frequency for zero mass).

If γ=0\gamma=0, a(p)a(p) is a nonnegative continuous functions on 𝕋\mathbb{T} vanishing only at 0. Furthermore,

a(p)sin(p2)5/3if p[0,2π].a(p)\sim\sin\left(\frac{p}{2}\right)^{5/3}\qquad\mbox{if $p\in[0,2\pi]$}.
Proof.

It follows from the definition (4.2), Lemma (12) and Lemma (13) that

a(x)=ω(x)202π2dz(cos(x2)+cos(z2))2+4sin(x2)sin(z2).a(x)=\omega(x)^{2}\int_{0}^{2\pi}\frac{2\,{\rm d}z}{\sqrt{\left(\cos\left(\frac{x}{2}\right)+\cos\left(\frac{z}{2}\right)\right)^{2}+4\sin\left(\frac{x}{2}\right)\sin\left(\frac{z}{2}\right)}}.

First observe that a(x)=a(2πx)a(x)=a(2\pi-x), hence it suffices to consider the case x[0,π]x\in[0,\pi]. Second, as long as xx does not approach 0, it is clear that a(x)1a(x)\sim 1. Hence, it suffices to compute the equivalent of the integral as x0x\to 0. The contribution of this integral for z<3π2z<\frac{3\pi}{2} is bounded: indeed, the denominator is bounded from below since

cos(x2)+cos(z2)>cos(π8)cos(π4)>0if x(0,π4)andz(0,3π2).\cos\left(\frac{x}{2}\right)+\cos\left(\frac{z}{2}\right)>\cos\left(\frac{\pi}{8}\right)-\cos\left(\frac{\pi}{4}\right)>0\quad\mbox{if $x\in(0,\frac{\pi}{4})\;\;\mbox{and}\;\;z\in(0,\frac{3\pi}{2})$}.

Therefore, we restrict the integration variable to (3π2,2π)(\frac{3\pi}{2},2\pi) and then change variable to z=2πzz^{\prime}=2\pi-z to obtain the expresssion

0π22dz(cos(x2)cos(z2))2+4sin(x2)sin(z2).\int_{0}^{\frac{\pi}{2}}\frac{2\,{\rm d}z^{\prime}}{\sqrt{\left(\cos\left(\frac{x}{2}\right)-\cos\left(\frac{z^{\prime}}{2}\right)\right)^{2}+4\sin\left(\frac{x}{2}\right)\sin\left(\frac{z^{\prime}}{2}\right)}}.

Denoting ε=sin(x2)\varepsilon=\sin\left(\frac{x}{2}\right) and sin(z2)=s\sin\left(\frac{z^{\prime}}{2}\right)=s, the expression in the square root in the denominator can now be written

(cos(x2)cos(z2))2+4sin(x2)sin(z2)\displaystyle\left(\cos\left(\frac{x}{2}\right)-\cos\left(\frac{z^{\prime}}{2}\right)\right)^{2}+4\sin\left(\frac{x}{2}\right)\sin\left(\frac{z^{\prime}}{2}\right)
=(sin(x2)2sin(z2)21sin(x2)2+1sin(z2)2)2+4sin(x2)sin(z2)\displaystyle\qquad\qquad=\left(\frac{\sin\left(\frac{x}{2}\right)^{2}-\sin\left(\frac{z^{\prime}}{2}\right)^{2}}{\sqrt{1-\sin\left(\frac{x}{2}\right)^{2}}+\sqrt{1-\sin\left(\frac{z^{\prime}}{2}\right)^{2}}}\right)^{2}+4\sin\left(\frac{x}{2}\right)\sin\left(\frac{z^{\prime}}{2}\right)
=(ε2s21ε2+1s2)2+4εs\displaystyle\qquad\qquad=\left(\frac{\varepsilon^{2}-s^{2}}{\sqrt{1-\varepsilon^{2}}+\sqrt{1-s^{2}}}\right)^{2}+4\varepsilon s

The integral becomes

02/2[(ε2s21ε2+1s2)2+4εs]122ds1s2\displaystyle\int_{0}^{\sqrt{2}/2}\left[\left(\frac{\varepsilon^{2}-s^{2}}{\sqrt{1-\varepsilon^{2}}+\sqrt{1-s^{2}}}\right)^{2}+4\varepsilon s\right]^{-\frac{1}{2}}\frac{2\,{\rm d}s}{\sqrt{1-s^{2}}}
02/2[(ε2s2)2+4εs]12dsε13.\displaystyle\qquad\qquad\qquad\qquad\sim\int_{0}^{\sqrt{2}/2}\left[\left(\varepsilon^{2}-s^{2}\right)^{2}+4\varepsilon s\right]^{-\frac{1}{2}}\,{\rm d}s\sim\varepsilon^{-\frac{1}{3}}.

Here, we used that

(ε2s2)2+4εs{ε4if s<ε3εsif ε3<s<ε13s4if s>ε13\left(\varepsilon^{2}-s^{2}\right)^{2}+4\varepsilon s\sim\begin{cases}\varepsilon^{4}&\mbox{if $s<\varepsilon^{3}$}\\ \varepsilon s&\mbox{if $\varepsilon^{3}<s<\varepsilon^{\frac{1}{3}}$}\\ s^{4}&\mbox{if $s>\varepsilon^{\frac{1}{3}}$}\end{cases}

Lemma 17.

For any x,z[0,2π]x,z\in[0,2\pi],

|sin(h¯(x,z)2)sin(h(x,z)2)|=tan2(zx4)sin(z2)sin(x2).\left|\sin\left(\frac{\underline{h}(x,z)}{2}\right)\sin\left(\frac{{h}(x,z)}{2}\right)\right|=\tan^{2}\left(\frac{z-x}{4}\right)\sin\left(\frac{z}{2}\right)\sin\left(\frac{x}{2}\right).
Proof.

Denoting

g(x,z)=arcsin(tan(|zx|4)cos(z+x4)),g(x,z)=\arcsin\left(\tan\left(\frac{|z-x|}{4}\right)\cos\left(\frac{z+x}{4}\right)\right),

we can write

|sin(h¯(x,z)2)|\displaystyle\left|\sin\left(\frac{\underline{h}(x,z)}{2}\right)\right| =|sin(g(x,z)zx4)|=|sin(zx4)||σcos(z+x4)cos(g(x,z))|\displaystyle=\left|\sin\left(g(x,z)-\frac{z-x}{4}\right)\right|=\left|\sin\left(\frac{z-x}{4}\right)\right|\left|\sigma\cos\left(\frac{z+x}{4}\right)-\cos(g(x,z))\right|
|sin(h(x,z)2)|\displaystyle\left|\sin\left(\frac{{h}(x,z)}{2}\right)\right| =|sin(g(x,z)+zx4)|=|sin(zx4)||σcos(z+x4)+cos(g(x,z))|.\displaystyle=\left|\sin\left(g(x,z)+\frac{z-x}{4}\right)\right|=\left|\sin\left(\frac{z-x}{4}\right)\right|\left|\sigma\cos\left(\frac{z+x}{4}\right)+\cos(g(x,z))\right|.

where σ=sgn(zx)\sigma=\operatorname{sgn}(z-x).

As a result,

|sin(h¯(x,z)2)sin(h(x,z)2)|=sin2(zx4)|cos2(z+x4)cos2(g(x,z))|\displaystyle\left|\sin\left(\frac{\underline{h}(x,z)}{2}\right)\sin\left(\frac{{h}(x,z)}{2}\right)\right|=\sin^{2}\left(\frac{z-x}{4}\right)\left|\cos^{2}\left(\frac{z+x}{4}\right)-\cos^{2}(g(x,z))\right|
=sin2(zx4)[cos2(z+x4)1+tan2(zx4)cos2(z+x4)]\displaystyle\qquad=\sin^{2}\left(\frac{z-x}{4}\right)\left[\cos^{2}\left(\frac{z+x}{4}\right)-1+\tan^{2}\left(\frac{z-x}{4}\right)\cos^{2}\left(\frac{z+x}{4}\right)\right]
=sin2(zx4)cos2(z+x4)cos2(zx4)cos2(zx4)=tan2(zx4)sin(z2)sin(x2).\displaystyle\qquad=\sin^{2}\left(\frac{z-x}{4}\right)\frac{\cos^{2}\left(\frac{z+x}{4}\right)-\cos^{2}\left(\frac{z-x}{4}\right)}{\cos^{2}\left(\frac{z-x}{4}\right)}=\tan^{2}\left(\frac{z-x}{4}\right)\sin\left(\frac{z}{2}\right)\sin\left(\frac{x}{2}\right).

Lemma 18 (Asymptotics of the collision frequency for non-zero mass).

If γ>0\gamma>0, a(p)a(p) is a nonnegative continuous functions on 𝕋\mathbb{T} vanishing only at 0. Furthermore,

a(p)sin(p2)5/3if p[0,2π].a(p)\sim\sin\left(\frac{p}{2}\right)^{5/3}\qquad\mbox{if $p\in[0,2\pi]$}.
Proof.

It follows from the definition (4.2), Lemma (12) and Lemma (13) that

a(x)sin(x2)02πsin(z2)|sin(h(x,z)2)sin(h¯(x,z)2)|(cos(x2)+cos(z2))2+4sin(x2)sin(z2)dza(x)\sim\sin\left(\frac{x}{2}\right)\int_{0}^{2\pi}\frac{\sin\left(\frac{z}{2}\right)\left|\sin\left(\frac{h(x,z)}{2}\right)\sin\left(\frac{\underline{h}(x,z)}{2}\right)\right|}{\sqrt{\left(\cos\left(\frac{x}{2}\right)+\cos\left(\frac{z}{2}\right)\right)^{2}+4\sin\left(\frac{x}{2}\right)\sin\left(\frac{z}{2}\right)}}\,{\rm d}z (A.10)

As in the previous lemma, it suffices to consider the case x0x\to 0. By Lemma 17,

|sin(z2)sin(h¯(x,z)2)sin(h(x,z)2)|=tan2(zx4)sin2(z2)sin(x2).\left|\sin\left(\frac{z}{2}\right)\sin\left(\frac{\underline{h}(x,z)}{2}\right)\sin\left(\frac{{h}(x,z)}{2}\right)\right|=\tan^{2}\left(\frac{z-x}{4}\right)\sin^{2}\left(\frac{z}{2}\right)\sin\left(\frac{x}{2}\right). (A.11)

Setting z=2πzz^{\prime}=2\pi-z, this becomes

|sin(z2)sin(h¯(x,z)2)sin(h(x,z)2)|=cot2(z+x4)sin2(z2)sin(x2)=[1+cos(z2)cos(x2)sin(z2)sin(x2)]sin2(z2)sin(x2)1cos(x2)cos(z2)+sin(x2)sin(z2).\begin{split}&\left|\sin\left(\frac{z}{2}\right)\sin\left(\frac{\underline{h}(x,z)}{2}\right)\sin\left(\frac{{h}(x,z)}{2}\right)\right|=\cot^{2}\left(\frac{z^{\prime}+x}{4}\right)\sin^{2}\left(\frac{z^{\prime}}{2}\right)\sin\left(\frac{x}{2}\right)\\ &\qquad\qquad=\frac{\left[1+\cos\left(\frac{z^{\prime}}{2}\right)\cos\left(\frac{x}{2}\right)-\sin\left(\frac{z^{\prime}}{2}\right)\sin\left(\frac{x}{2}\right)\right]\sin^{2}\left(\frac{z^{\prime}}{2}\right)\sin\left(\frac{x}{2}\right)}{1-\cos\left(\frac{x}{2}\right)\cos\left(\frac{z^{\prime}}{2}\right)+\sin\left(\frac{x}{2}\right)\sin\left(\frac{z^{\prime}}{2}\right)}.\end{split} (A.12)

The case 0<z<2πc00<z<2\pi-c_{0} (where c0>0c_{0}>0). In that case, cos(zx4)1\cos\left(\frac{z-x}{4}\right)\gtrsim 1, and thus

|sin(z2)sin(h¯(x,z)2)sin(h(x,z)2)|sin(x2).\left|\sin\left(\frac{z}{2}\right)\sin\left(\frac{\underline{h}(x,z)}{2}\right)\sin\left(\frac{{h}(x,z)}{2}\right)\right|\lesssim\sin\left(\frac{x}{2}\right).

By (A.11) and the argument in Lemma 16, we see that the integrand in (A.10) is O(x)O(x), so that the contribution to a(x)a(x) is O(x2)O(x^{2}).

The case z>2πc0z>2\pi-c_{0}. Letting ε=sin(x2)\varepsilon=\sin\left(\frac{x}{2}\right) and s=sin(z2)s=\sin\left(\frac{z^{\prime}}{2}\right), formula (A.12) becomes

|sin(z2)sin(h¯(x,z)2)sin(h(x,z)2)|\displaystyle\left|\sin\left(\frac{z}{2}\right)\sin\left(\frac{\underline{h}(x,z)}{2}\right)\sin\left(\frac{{h}(x,z)}{2}\right)\right| =εs2(1εs+1ε21s2)11ε21s2+εs\displaystyle=\frac{\varepsilon s^{2}\left(1-\varepsilon s+\sqrt{1-\varepsilon^{2}}\sqrt{1-s^{2}}\right)}{1-\sqrt{1-\varepsilon^{2}}\sqrt{1-s^{2}}+\varepsilon s}
εs2ε2+s2{s2εif s<εεif s>ε\displaystyle\sim\frac{\varepsilon s^{2}}{\varepsilon^{2}+s^{2}}\sim\begin{cases}\frac{s^{2}}{\varepsilon}&\mbox{if $s<\varepsilon$}\\ \varepsilon&\mbox{if $s>\varepsilon$}\end{cases}

Combining this equivalent with the proof of Lemma 16 gives the desired result. ∎

Lemma 19.

For any x,z[0,2π]x,z\in[0,2\pi],

|sin(z2)sin(h(x,z)2)sin(h¯(x,z)2)|sin(x2)\left|\sin\left(\frac{z}{2}\right)\sin\left(\frac{h(x,z)}{2}\right)\sin\left(\frac{\underline{h}(x,z)}{2}\right)\right|\lesssim\sin\left(\frac{x}{2}\right)
Proof.

By Lemma 17,

|sin(z2)sin(h(x,z)2)sin(h¯(x,z)2)|=tan2(zx4)sin2(z2)sin(x2).\left|\sin\left(\frac{z}{2}\right)\sin\left(\frac{h(x,z)}{2}\right)\sin\left(\frac{\underline{h}(x,z)}{2}\right)\right|=\tan^{2}\left(\frac{z-x}{4}\right)\sin^{2}\left(\frac{z}{2}\right)\sin\left(\frac{x}{2}\right).

For (x,z)(x,z) not close to (0,2π)(0,2\pi),

sin(z2)sin(h(x,z)2)sin(h¯(x,z)2)sin(x2).\sin\left(\frac{z}{2}\right)\sin\left(\frac{h(x,z)}{2}\right)\sin\left(\frac{\underline{h}(x,z)}{2}\right)\lesssim\sin\left(\frac{x}{2}\right).

For (x,z)(x,z) close to (0,2π)(0,2\pi), we use the notation ε=sin(x2)\varepsilon=\sin\left(\frac{x}{2}\right) and s=sin(z2)s=\sin\left(\frac{z}{2}\right) to get as in the proof of Lemma 18

sin(z2)sin(h(x,z)2)sin(h¯(x,z)2)εs2ε2+s2ε=sin(x2).\sin\left(\frac{z}{2}\right)\sin\left(\frac{h(x,z)}{2}\right)\sin\left(\frac{\underline{h}(x,z)}{2}\right)\sim\frac{\varepsilon s^{2}}{\varepsilon^{2}+s^{2}}\lesssim\varepsilon=\sin\left(\frac{x}{2}\right).

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