AN-04 proof edition · CC0; exact source credit and separately licensed prerequisites

Boundary operator bounds, conormal action and the residual obstruction

These connected components retain AN03-U032, Totally characteristic operators on the half space, Sections 2–5, Section 6 through Example 6.7, and Sections 7–13. Original author: Claude Opus 5.5 (Anthropic), September 2026; editorial additions: Codex, September 2026. Both were dedicated to the public domain (CC0). Current prerequisite connections and proof clarifications: AN-04 course-writing task and OpenAI Codex, 5 October 2026, also CC0. The selected components retain every mathematical display, the full scalar and finite-matrix hypotheses, and all five original solved exercises.

The approved mathematical antecedent is Hörmander III, 2007 eBook, ISBN 978-3-540-49938-1, Section 18.3. Its use and ordinary citation are valid. Complete proofs are supplied in the components and the exact earlier programme proofs. The earlier linked components retain their individual licences.

The four components, in proof order, are Boundary tests, lacunary symbols and all normal jets, Resolved corner kernels and their exact inverse, Boundary adjoints, complete composition and distributional action, Boundary operator bounds, conormal action and the residual obstruction. Original section and equation numbers are retained across them. Sections 6.8 (polyhomogeneous corner characterization) and 14 (arbitrary positive-order Sobolev loss) are separate unadopted obligations; the theorems below do not substitute for those results or for the global compressed wave-front calculus.

Use the test and symbol component, the corner kernel bound, and the full adjoint, composition and distributional action. The half-space Hilbert companion also supplies the exact closed-subspace projection and full Hilbert antidual representation used in Proposition 10.2. Its one-sided multiplier is a later prerequisite, not a replacement for the order-zero argument below.

10. Boundedness on L2L^2, Sobolev and Besov spaces

Operators of order 0 are bounded on L2(R+n)L^2(\mathbb R^n_+). We prove this first. Then we extend it to Sobolev spaces of integer order, using the commutator identities and duality, and to all real orders and all Besov exponents by interpolation.

Boundedness on L2L^2

Theorem 10.1 (Boundedness on L2L^2). If a∈Sla0a\in S^0_{\mathrm{la}}, then TaT_a extends to a bounded operator on L2(R+n)L^2(\mathbb R^n_+), with norm bounded in terms of finitely many seminorms of aa.

Proof. Step A (order −n−2-n-2). For a∈Sla−n−2a\in S^{-n-2}_{\mathrm{la}}, Proposition 6.4 and the full Lebesgue Schur proof B3 linked in Section 1, give ∥Tau∥L2(R+n)≤C∥u∥L2(R+n)\|T_au\|_{L^2(\mathbb R^n_+)}\leq C\|u\|_{L^2(\mathbb R^n_+)} for u∈S‾(R+n)u\in\overline{\mathcal S}(\mathbb R^n_+), since Tau(x)=∫R+nKa(x,y)u(y)dyT_au(x)=\int_{\mathbb R^n_+}K_a(x,y)u(y)dy. Restrictions of Schwartz functions are dense in L2(R+n)L^2(\mathbb R^n_+).

Step B (doubling). Suppose every operator with symbol in Sla−2kS^{-2k}_{\mathrm{la}} is bounded, and let a∈Sla−ka\in S^{-k}_{\mathrm{la}}. For u∈S‾(R+n)u\in\overline{\mathcal S}(\mathbb R^n_+), Theorems 7.3 and 8.1 give ∥Tau∥2=(Ta†Tau,u)=(Tcu,u)\|T_au\|^2=(T_{a^\dagger}T_au,u)=(T_cu,u) with c=a†#a∈Sla−2kc=a^\dagger\#a\in S^{-2k}_{\mathrm{la}} (writing #\# for the composition symbol of Theorem 8.1). So ∥Tau∥2≤∥Tc∥ ∥u∥2\|T_au\|^2\leq\|T_c\|\,\|u\|^2.

Step C. By Steps A–B, operators with symbols in Sla−kS^{-k}_{\mathrm{la}} are bounded for k≥(n+2)/2k\geq(n+2)/2, then for k≥(n+2)/4k\geq(n+2)/4, and so on; after finitely many steps, for every k>0k>0.

Step D (order 0). Let a∈Sla0a\in S^0_{\mathrm{la}} and M>sup⁡∣a∣M>\sup|a|. The function c0=(M2−∣a∣2)1/2−Mc_0=(M^2-|a|^2)^{1/2}-M lies in S+0S^0_+: it is G(a,a‾)G(a,\overline a) with GG smooth on a neighbourhood of the closed range and G(0)=0G(0)=0, so by the chain rule every derivative is a sum of products containing at least one derivative of aa (or aa itself, since ∣G(a)∣≤C∣a∣|G(a)|\leq C|a|), which gives the decay in xnx_n. Let c=(c0)ρ∈Sla0c=(c_0)_\rho\in S^0_{\mathrm{la}} (Lemma 4.4). For u∈S‾(R+n)u\in\overline{\mathcal S}(\mathbb R^n_+),

∥(M+Tc)u∥2+∥Tau∥2=M2∥u∥2+(Tru,u),r=M(c+c†)+c†#c+a†#a, \|(M+T_c)u\|^2+\|T_au\|^2=M^2\|u\|^2+(T_ru,u),\qquad r=M(c+c^\dagger)+c^\dagger\#c+a^\dagger\#a,

using 2Re⁡(Tcu,u)=(Tc+c†u,u)2\operatorname{Re}(T_cu,u)=(T_{c+c^\dagger}u,u), ∥Tcu∥2=(Tc†#cu,u)\|T_cu\|^2=(T_{c^\dagger\#c}u,u) and ∥Tau∥2=(Ta†#au,u)\|T_au\|^2=(T_{a^\dagger\#a}u,u). The symbol rr is lacunary. Its leading part, by Theorem 7.3(a) and (8.3), is 2Mc0+c02+∣a∣22Mc_0+c_0^2+|a|^2 modulo S+−1S^{-1}_+ (recall c−c0∈S+−∞c-c_0\in S^{-\infty}_+ and c0c_0 is real). This equals (M+c0)2−M2+∣a∣2=0(M+c_0)^2-M^2+|a|^2=0. So r∈Sla−1r\in S^{-1}_{\mathrm{la}}, TrT_r is bounded by Step C, and ∥Tau∥2≤(M2+∥Tr∥)∥u∥2\|T_au\|^2\leq(M^2+\|T_r\|)\|u\|^2. □\square

Matrix-valued symbols. For aa with values in L(Cp,Cq)L(\mathbb C^p,\mathbb C^q) take M>sup⁡∥a∥M>\sup\|a\| and

c0=(M2Ip−a∗a)1/2−MIp,CM(A)=M∑k=1∞(1/2k)(−A∗A/M2)k. c_0=(M^2I_p-a^*a)^{1/2}-M I_p, \qquad C_M(A)=M\sum_{k=1}^\infty\binom{1/2}{k} (-A^*A/M^2)^k .

The full square-root series, including its constant term, is

(M2Ip−A∗A)1/2=M∑k=0∞(1/2k)(−A∗A/M2)k=MIp+CM(A). (M^2I_p-A^*A)^{1/2} =M\sum_{k=0}^\infty\binom{1/2}{k}(-A^*A/M^2)^k =M I_p+C_M(A).

The square root is positive; c0c_0 is its displayed difference from MIpM I_p. For ∥A∥≤r<M\|A\|\le r<M, the ordered power series and all its real and imaginary entry derivatives converge uniformly. Its first term is −A∗A/(2M)-A^*A/(2M); hence CM(0)=0C_M(0)=0 and its first derivative at zero is zero. The square root itself equals MIpM I_p there. The product and chain rules, with the uniform derivative bounds on this ball, prove c0∈S+0c_0\in S^0_+. The leading symbol of rr, with all identities explicit, is

M(c0+c0∗)+c0∗c0+a∗a=(MIp+c0)2−M2Ip+a∗a=0. M(c_0+c_0^*)+c_0^*c_0+a^*a =(M I_p+c_0)^2-M^2I_p+a^*a=0 .

Thus the same ordered proof applies, with the input and output vector dimensions retained.

For completeness the series assertion just used follows directly from ck=(1/2k)(−1)kc_k=\binom{1/2}{k}(-1)^k. Its recurrence is (k+1)ck+1=(k−12)ck(k+1)c_{k+1}=(k-\tfrac12)c_k, so ∣ck∣≤1|c_k|\le1 and the series y(z)=∑k≥0ckzky(z)=\sum_{k\ge0}c_kz^k converges absolutely for ∣z∣<1|z|<1. It satisfies 2(1−z)y′=−y2(1-z)y'=-y, by comparing coefficients, and y(0)=1y(0)=1. Therefore the power series h=y2h=y^2 satisfies (1−z)h′=−h(1-z)h'=-h, h(0)=1h(0)=1. Coefficient comparison gives h=1−zh=1-z. For real 0≤z<10\le z<1, continuity and y2=1−z>0y^2=1-z>0 give y(z)>0y(z)>0. For a matrix B=A∗A/M2B=A^*A/M^2 with ∥B∥≤q<1\|B\|\le q<1, absolute operator-norm convergence permits multiplication of the two series and gives y(B)2=I−By(B)^2=I-B; real coefficients make y(B)y(B) self-adjoint. The finite-dimensional spectral proof in the earlier stationary-phase foundations identifies its eigenvalues as the positive numbers y(λ)y(\lambda). A derivative of order dd in the real and imaginary entries of AA differentiates at most dd factors in an ordered product BkB^k; on a fixed smaller ball it is bounded by a constant times kdqk−dk^d q^{k-d} for k≥dk\ge d, with finitely many initial terms handled separately. The geometric series with this polynomial factor converges. This proves every stated uniform derivative bound and justifies the symbol chain rule for the finite-matrix square root.

The operator norm bound is linear in a finite collection of symbol seminorms, despite the square-root construction. The finite doubling argument needs only finitely many continuous composition and adjoint seminorms. Choose a finite seminorm p(a)p(a) dominating all of them and the supremum norm. If p(a)>0p(a)>0, apply the construction to a/p(a)a/p(a) with M=2M=2; every bound just proved is then uniform, so ∥Ta∥≤Cp(a)\|T_a\|\le C p(a). If p(a)=0p(a)=0, the supremum bound makes a=0a=0. This proves the required homogeneous finite-seminorm continuity, including the rectangular matrix case.

Sobolev spaces on the half space

Let H˙(s)(R‾+n)={u∈H(s):supp⁡u⊂R‾+n}\dot H_{(s)}(\overline{\mathbb R}{}^n_+)=\{u\in H_{(s)}:\operatorname{supp}u\subset\overline{\mathbb R}{}^n_+\}, with the norm of H(s)H_{(s)}, and let H‾(s)(R+n)\overline H_{(s)}(\mathbb R^n_+) be the space of restrictions, with ∥u∥H‾(s)=inf⁡{∥U∥(s):U=u in R+n}\|u\|_{\overline H_{(s)}}=\inf\{\|U\|_{(s)}:U=u\text{ in }\mathbb R^n_+\}. Define B˙2,ps(R‾+n)\dot B^s_{2,p}(\overline{\mathbb R}{}^n_+) in the same way as H˙(s)\dot H_{(s)}. We prove the three facts about these spaces that we need.

Proposition 10.2 (Sobolev spaces on the half space).

(a) C0∞(R+n)C_0^\infty(\mathbb R^n_+) is dense in H˙(s)(R‾+n)\dot H_{(s)}(\overline{\mathbb R}{}^n_+), and S‾(R+n)\overline{\mathcal S}(\mathbb R^n_+) is dense in H‾(s)(R+n)\overline H_{(s)}(\mathbb R^n_+), for every real ss.

(b) The sesquilinear form (u,v)=(2π)−n∫u^ V^‾ dξ(u,v)=(2\pi)^{-n}\int\widehat u\,\overline{\widehat V}\,d\xi, for u∈H˙(s)(R‾+n)u\in\dot H_{(s)}(\overline{\mathbb R}{}^n_+) and V∈H(−s)V\in H_{(-s)} any extension of v∈H‾(−s)(R+n)v\in\overline H_{(-s)}(\mathbb R^n_+), is well defined. It identifies each of H˙(s)(R‾+n)\dot H_{(s)}(\overline{\mathbb R}{}^n_+) and H‾(−s)(R+n)\overline H_{(-s)}(\mathbb R^n_+) isometrically with the antidual of the other. For u∈S˙(R‾+n)u\in\dot{\mathcal S}(\overline{\mathbb R}{}^n_+), v∈S‾(R+n)v\in\overline{\mathcal S}(\mathbb R^n_+) it equals ∫R+nuv‾\int_{\mathbb R^n_+}u\overline v.

(c) Let k≥0k\geq0 be an integer. For u∈H˙(k)(R‾+n)u\in\dot H_{(k)}(\overline{\mathbb R}{}^n_+), ∥u∥(k)2=∑∣α∣≤kk!α!(k−∣α∣)!∥Dαu∥L22\|u\|_{(k)}^2=\sum_{|\alpha|\leq k}\frac{k!}{\alpha!(k-|\alpha|)!}\|D^\alpha u\|^2_{L^2}. For u∈H‾(k)(R+n)u\in\overline H_{(k)}(\mathbb R^n_+), with Nk(u)2=∑∣α∣≤k∥Dαu∥L2(R+n)2N_k(u)^2=\sum_{|\alpha|\leq k}\|D^\alpha u\|^2_{L^2(\mathbb R^n_+)},

C−1Nk(u)≤∥u∥H‾(k)≤C Nk(u).(10.1) C^{-1}N_k(u)\leq\|u\|_{\overline H_{(k)}}\leq C\,N_k(u). \tag{10.1}

Proof. (a) Let u∈H˙(s)u\in\dot H_{(s)}. The translates uh=u(⋅−hen)u_h=u(\cdot-he_n), supported in xn≥hx_n\geq h, converge to uu in H(s)H_{(s)} as h↓0h\downarrow0, by dominated convergence on the Fourier side. Mollifying with a kernel supported in {∣x∣<h/2}\{|x|<h/2\} gives smooth functions supported in xn≥h/2x_n\geq h/2, converging in H(s)H_{(s)}; these lie in H(σ)H_{(\sigma)} for every σ\sigma. Cutting off with θ(x/R)\theta(x/R) converges in H(k)H_{(k)} for integers k≥sk\geq s (Leibniz' rule and dominated convergence), hence in H(s)H_{(s)}. The second statement holds because S\mathcal S is dense in H(s)H_{(s)} and restriction is continuous and onto.

(b) H(s)H_{(s)} and H(−s)H_{(-s)} are each other's antiduals, isometrically, under this form: Cauchy–Schwarz with the weights ⟨ξ⟩±s\langle\xi\rangle^{\pm s}, with equality for V^=⟨ξ⟩2su^\widehat V=\langle\xi\rangle^{2s}\widehat u. If V=0V=0 in R+n\mathbb R^n_+, then (φ,V)=0(\varphi,V)=0 for φ∈C0∞(R+n)\varphi\in C_0^\infty(\mathbb R^n_+), and by (a) (u,V)=0(u,V)=0 for all u∈H˙(s)u\in\dot H_{(s)}; so the form is well defined, and the annihilator of H˙(s)\dot H_{(s)} in H(−s)H_{(-s)} is exactly {V:V=0 in R+n}\{V:V=0\text{ in }\mathbb R^n_+\}. A continuous antilinear functional on the closed subspace H˙(s)\dot H_{(s)} extends with the same norm to H(s)H_{(s)} (orthogonal projection) and is then represented by some VV; two representatives differ by an element of the annihilator. So the antidual of H˙(s)\dot H_{(s)} is H(−s)H_{(-s)} modulo the annihilator, that is H‾(−s)\overline H_{(-s)}, and the norms agree (the infimum over the coset is at most the norm of the norm-preserving extension). Conversely, a functional on the quotient H‾(−s)\overline H_{(-s)} is a functional on H(−s)H_{(-s)} vanishing on the annihilator; it is represented by u∈H(s)u\in H_{(s)} orthogonal to the annihilator, and the double annihilator of the closed subspace H˙(s)\dot H_{(s)} is itself. The last statement is Plancherel.

(c) The identity is Plancherel with (1+∣ξ∣2)k=∑∣α∣≤kk!α!(k−∣α∣)!ξ2α(1+|\xi|^2)^k=\sum_{|\alpha|\leq k}\frac{k!}{\alpha!(k-|\alpha|)!}\xi^{2\alpha}. For (10.1), any extension UU gives Nk(u)2≤∑∣α∣≤k∥DαU∥L2(Rn)2≤C∥U∥(k)2N_k(u)^2\leq\sum_{|\alpha|\leq k}\|D^\alpha U\|^2_{L^2(\mathbb R^n)}\leq C\|U\|^2_{(k)}. For the other inequality, let c1,…,ck+1c_1,\ldots,c_{k+1} solve the Vandermonde system ∑l=1k+1cl(−l)i=1\sum_{l=1}^{k+1}c_l(-l)^i=1, i=0,…,ki=0,\ldots,k (the nodes −1,…,−(k+1)-1,\ldots,-(k+1) are distinct). For u∈S‾(R+n)u\in\overline{\mathcal S}(\mathbb R^n_+) let Eu=uEu=u on xn≥0x_n\geq0 and Eu(x)=∑lclu(x′,−lxn)Eu(x)=\sum_lc_lu(x',-lx_n) for xn<0x_n<0. The normal derivatives of order i≤ki\leq k from both sides agree on xn=0x_n=0, so Eu∈CkEu\in C^k, and ∥DαEu∥L2(R−n)≤∑l∣cl∣lαn−1/2∥Dαu∥L2(R+n)\|D^\alpha Eu\|_{L^2(\mathbb R^n_-)}\leq\sum_l|c_l|l^{\alpha_n-1/2}\|D^\alpha u\|_{L^2(\mathbb R^n_+)}. Hence ∥u∥H‾(k)≤∥Eu∥(k)≤CNk(u)\|u\|_{\overline H_{(k)}}\leq\|Eu\|_{(k)}\leq CN_k(u) on the dense set S‾(R+n)\overline{\mathcal S}(\mathbb R^n_+), and by continuity of both sides everywhere. □\square

Sobolev continuity at integer orders

Theorem 10.3 (Integer orders). Let a∈Sla0a\in S^0_{\mathrm{la}} and k∈Zk\in\mathbb Z. Then TaT_a is bounded on H˙(k)(R‾+n)\dot H_{(k)}(\overline{\mathbb R}{}^n_+) and on H‾(k)(R+n)\overline H_{(k)}(\mathbb R^n_+). These bounded operators are the restrictions of the maps of Theorem 9.1.

Proof. Iterating the commutator identities (5.1) gives, for every α\alpha,

DαTa=∑∣β∣≤∣α∣TcαβDβon S‾(R+n),cαβ∈Sla0,(10.2) D^\alpha T_a=\sum_{|\beta|\leq|\alpha|}T_{c_{\alpha\beta}}D^\beta\quad\text{on }\overline{\mathcal S}(\mathbb R^n_+),\qquad c_{\alpha\beta}\in S^0_{\mathrm{la}}, \tag{10.2}

each cαβc_{\alpha\beta} being a constant-coefficient combination of xx- and ξn\xi_n-derivatives of aa, linear in aa. (Indeed DjTc=TcDj−iT∂xjc−iδjnT∂ξncDnD_jT_c=T_cD_j-iT_{\partial_{x_j}c}-i\delta_{jn}T_{\partial_{\xi_n}c}D_n, and ∂ξnc∈Sla−1⊂Sla0\partial_{\xi_n}c\in S^{-1}_{\mathrm{la}}\subset S^0_{\mathrm{la}}.)

Nonnegative kk, supported spaces. For u∈S˙(R‾+n)u\in\dot{\mathcal S}(\overline{\mathbb R}{}^n_+), Tau∈S˙(R‾+n)T_au\in\dot{\mathcal S}(\overline{\mathbb R}{}^n_+) (Theorem 5.1(d)), and its derivatives on Rn\mathbb R^n are the zero extensions of the derivatives in R+n\mathbb R^n_+. By Proposition 10.2(c), (10.2) and Theorem 10.1, ∥Tau∥(k)2≤C∑∣α∣≤k∥DαTau∥L2(R+n)2≤C′∑∣β∣≤k∥Dβu∥L22≤C′′∥u∥(k)2\|T_au\|_{(k)}^2\leq C\sum_{|\alpha|\leq k}\|D^\alpha T_au\|^2_{L^2(\mathbb R^n_+)}\leq C'\sum_{|\beta|\leq k}\|D^\beta u\|^2_{L^2}\leq C''\|u\|^2_{(k)}. By density (Proposition 10.2(a)) TaT_a extends to H˙(k)\dot H_{(k)}.

Nonnegative kk, restricted spaces. For u∈S‾(R+n)u\in\overline{\mathcal S}(\mathbb R^n_+), (10.1), (10.2) and Theorem 10.1 give ∥Tau∥H‾(k)≤CNk(Tau)≤C′Nk(u)≤C′′∥u∥H‾(k)\|T_au\|_{\overline H_{(k)}}\leq CN_k(T_au)\leq C'N_k(u)\leq C''\|u\|_{\overline H_{(k)}}; then use density.

Negative kk. Let k≥0k\geq0. For u∈S‾(R+n)u\in\overline{\mathcal S}(\mathbb R^n_+) and v∈S˙(R‾+n)v\in\dot{\mathcal S}(\overline{\mathbb R}{}^n_+), Theorem 7.3 gives (Tau,v)=(u,Ta†v)(T_au,v)=(u,T_{a^\dagger}v), so ∣(Tau,v)∣≤∥u∥H‾(−k)∥Ta†v∥(k)≤C∥u∥H‾(−k)∥v∥(k)|(T_au,v)|\leq\|u\|_{\overline H_{(-k)}}\|T_{a^\dagger}v\|_{(k)}\leq C\|u\|_{\overline H_{(-k)}}\|v\|_{(k)} by the supported case for a†∈Sla0a^\dagger\in S^0_{\mathrm{la}}. By Proposition 10.2(a),(b), ∥Tau∥H‾(−k)≤C∥u∥H‾(−k)\|T_au\|_{\overline H_{(-k)}}\leq C\|u\|_{\overline H_{(-k)}}, and density extends TaT_a. In the same way, for u∈S˙(R‾+n)u\in\dot{\mathcal S}(\overline{\mathbb R}{}^n_+) and v∈S‾(R+n)v\in\overline{\mathcal S}(\mathbb R^n_+), ∣(Tau,v)∣≤∥u∥(−k)∥Ta†v∥H‾(k)≤C∥u∥(−k)∥v∥H‾(k)|(T_au,v)|\leq\|u\|_{(-k)}\|T_{a^\dagger}v\|_{\overline H_{(k)}}\leq C\|u\|_{(-k)}\|v\|_{\overline H_{(k)}}, which bounds TaT_a on H˙(−k)\dot H_{(-k)}.

Consistency. The maps of Theorem 9.1 are weakly continuous, the spaces here embed continuously into S˙′(R‾+n)\dot{\mathcal S}'(\overline{\mathbb R}{}^n_+) or S′‾(R+n)\overline{\mathcal S'}(\mathbb R^n_+), and the two definitions agree on the dense subspaces used above. □\square

All real orders and all Besov exponents

Lemma 10.4 (A mollifier supported in the half space). Let ϕ∈C0∞(R+n)\phi\in C_0^\infty(\mathbb R^n_+) with ∫ϕ=1\int\phi=1, and put ψ=2ϕ−ϕ∗ϕ\psi=2\phi-\phi*\phi. Then ψ∈C0∞(R+n)\psi\in C_0^\infty(\mathbb R^n_+), ψ^=1−(1−ϕ^)2\widehat\psi=1-(1-\widehat\phi)^2, and for all ζ∈Rn\zeta\in\mathbb R^n

∣ψ^(ζ)∣≤Cmin⁡(1,∣ζ∣−2),∣1−ψ^(ζ)∣≤Cmin⁡(1,∣ζ∣2).(10.3) |\widehat\psi(\zeta)|\leq C\min(1,|\zeta|^{-2}),\qquad|1-\widehat\psi(\zeta)|\leq C\min(1,|\zeta|^2). \tag{10.3}

With ψε(x)=ε−nψ(x/ε)\psi_\varepsilon(x)=\varepsilon^{-n}\psi(x/\varepsilon) and ∣s∣≤12|s|\leq\tfrac12,

∫01∣ψ^(εξ)∣2ε1−2sdε≤C⟨ξ⟩2s−2,∫01∣1−ψ^(εξ)∣2ε−3−2sdε≤C⟨ξ⟩2s+2.(10.4) \int_0^1|\widehat\psi(\varepsilon\xi)|^2\varepsilon^{1-2s}d\varepsilon\leq C\langle\xi\rangle^{2s-2},\qquad \int_0^1|1-\widehat\psi(\varepsilon\xi)|^2\varepsilon^{-3-2s}d\varepsilon\leq C\langle\xi\rangle^{2s+2}. \tag{10.4}

Proof. supp⁡(ϕ∗ϕ)⊂supp⁡ϕ+supp⁡ϕ⊂R+n\operatorname{supp}(\phi*\phi)\subset\operatorname{supp}\phi+\operatorname{supp}\phi\subset\mathbb R^n_+. ψ^\widehat\psi is a Schwartz function, and ∣1−ϕ^(ζ)∣≤Cmin⁡(1,∣ζ∣)|1-\widehat\phi(\zeta)|\leq C\min(1,|\zeta|) since ϕ^(0)=1\widehat\phi(0)=1; this gives (10.3). For (10.4) with ∣ξ∣≤1|\xi|\leq1: the first integral is at most C∫01ε1−2sdε<∞C\int_0^1\varepsilon^{1-2s}d\varepsilon<\infty (as 1−2s≥01-2s\geq0), and the second at most C∣ξ∣4∫01ε1−2sdεC|\xi|^4\int_0^1\varepsilon^{1-2s}d\varepsilon. For ∣ξ∣≥1|\xi|\geq1 substitute u=ε∣ξ∣u=\varepsilon|\xi| and extend to (0,∞)(0,\infty): the integrals become ∣ξ∣2s−2∫0∞min⁡(1,u−4)u1−2sdu|\xi|^{2s-2}\int_0^\infty\min(1,u^{-4})u^{1-2s}du and ∣ξ∣2s+2∫0∞min⁡(1,u4)u−3−2sdu|\xi|^{2s+2}\int_0^\infty\min(1,u^4)u^{-3-2s}du, which converge because 1−2s>−11-2s>-1, −3−2s<−1-3-2s<-1 and −3+4−2s>−1-3+4-2s>-1. □\square

The quadratic vanishing of 1−ψ^1-\widehat\psi at 0 is needed for s≥0s\geq0, and it cannot be had with ψ≥0\psi\geq0: see Example 10.5. That is why ψ\psi is built from ϕ\phi in this way.

Example 10.5 (A positive mollifier is not good enough). Let 0≤ϕ∈C0∞(R+n)0\leq\phi\in C_0^\infty(\mathbb R^n_+) with ∫ϕ=1\int\phi=1. Its first moment m=∫xϕ dxm=\int x\phi\,dx has mn>0m_n>0, and ϕ^(ζ)=1−iζ⋅m+O(∣ζ∣2)\widehat\phi(\zeta)=1-i\zeta\cdot m+O(|\zeta|^2). For ξ=λen\xi=\lambda e_n we get ∣1−ϕ^(εξ)∣≥mnελ/2|1-\widehat\phi(\varepsilon\xi)|\geq m_n\varepsilon\lambda/2 when ελ\varepsilon\lambda is small, so ∫01∣1−ϕ^(εξ)∣2ε−3−2sdε=∞\int_0^1|1-\widehat\phi(\varepsilon\xi)|^2\varepsilon^{-3-2s}d\varepsilon=\infty for s≥0s\geq0. So the second inequality of (10.4) fails for ϕ\phi, and it fails for every ψ≥0\psi\geq0 supported in R+n\mathbb R^n_+: quadratic vanishing forces ∫xnψ=0\int x_n\psi=0, which is impossible when ψ≥0\psi\geq0 and xn>0x_n>0 on the support. The function ψ=2ϕ−ϕ∗ϕ\psi=2\phi-\phi*\phi of Lemma 10.4 takes negative values.

Theorem 10.6 (Sobolev and Besov continuity). Let a∈Sla0a\in S^0_{\mathrm{la}}, σ∈R\sigma\in\mathbb R and 1≤p≤∞1\leq p\leq\infty. Then TaT_a is bounded on B˙2,pσ(R‾+n)\dot B^\sigma_{2,p}(\overline{\mathbb R}{}^n_+). In particular:

  1. (p=2p=2) TaT_a is bounded on H˙(σ)(R‾+n)\dot H_{(\sigma)}(\overline{\mathbb R}{}^n_+), and, by duality with a†a^\dagger (Proposition 10.2(b)), on H‾(σ)(R+n)\overline H_{(\sigma)}(\mathbb R^n_+), for every real σ\sigma.
  2. (p=∞p=\infty) TaT_a is bounded on B˙2,∞σ(R‾+n)\dot B^\sigma_{2,\infty}(\overline{\mathbb R}{}^n_+).

First proof, for p=2p=2 (continuous interpolation). Write σ=k+s\sigma=k+s with k∈Zk\in\mathbb Z, ∣s∣≤12|s|\leq\tfrac12, and let u∈H˙(σ)(R‾+n)u\in\dot H_{(\sigma)}(\overline{\mathbb R}{}^n_+). The pieces ψε∗u\psi_\varepsilon*u and u−ψε∗uu-\psi_\varepsilon*u are supported in R‾+n\overline{\mathbb R}{}^n_+, because supp⁡ψ⊂R+n\operatorname{supp}\psi\subset\mathbb R^n_+; they lie in H˙(k+1)\dot H_{(k+1)} and H˙(k−1)\dot H_{(k-1)}. By (10.4) and Fubini,

∫01(∥ψε∗u∥(k+1)2ε1−2s+∥u−ψε∗u∥(k−1)2ε−3−2s)dε≤C∥u∥(σ)2. \int_0^1\Big(\|\psi_\varepsilon*u\|^2_{(k+1)}\varepsilon^{1-2s}+\|u-\psi_\varepsilon*u\|^2_{(k-1)}\varepsilon^{-3-2s}\Big)d\varepsilon\leq C\|u\|^2_{(\sigma)} .

Put vε=Ta(ψε∗u)v_\varepsilon=T_a(\psi_\varepsilon*u), wε=Ta(u−ψε∗u)w_\varepsilon=T_a(u-\psi_\varepsilon*u) and U=Tau=vε+wεU=T_au=v_\varepsilon+w_\varepsilon. By Theorem 10.3 the same integral with vε,wεv_\varepsilon,w_\varepsilon in place of the two pieces is at most C′∥u∥(σ)2C'\|u\|^2_{(\sigma)}. The distribution UU already belongs to H(k−1)H_{(k-1)}: the input does by the continuous embedding and the compatible integer operator acts there. Thus its Fourier transform is an actual locally square-integrable function. For each ε\varepsilon, the Fourier identity U=vε+wεU=v_\varepsilon+w_\varepsilon holds almost everywhere; the integrals below have jointly measurable Fourier representatives. Indeed on any compact interval of positive ε\varepsilon, the Schwartz multiplier estimates and dominated convergence make ε↦ψε∗u\varepsilon\mapsto\psi_\varepsilon*u norm continuous in H(k+1)H_{(k+1)}, and its complement norm continuous in H(k−1)H_{(k-1)}. The bounded integer operators preserve these continuities. Uniform step approximations on that interval therefore converge in the corresponding weighted product L2L^2 spaces. Choose a subsequence whose successive L2L^2 errors are summable; on each bounded frequency set, Cauchy--Schwarz and Fubini make the sum of their absolute differences finite almost everywhere. Its measurable limit represents the norm-continuous family. Exhausting the positive scale intervals and frequency balls gives the required joint representatives and justifies every use of Fubini below. If 12<ε⟨ξ⟩<1\tfrac12<\varepsilon\langle\xi\rangle<1, then ∣U^(ξ)∣2≤C(∣vε^(ξ)∣2(ε⟨ξ⟩)2k+2+∣wε^(ξ)∣2(ε⟨ξ⟩)2k−2)|\widehat U(\xi)|^2\leq C\big(|\widehat{v_\varepsilon}(\xi)|^2(\varepsilon\langle\xi\rangle)^{2k+2}+|\widehat{w_\varepsilon}(\xi)|^2(\varepsilon\langle\xi\rangle)^{2k-2}\big). Multiply by ε−1−2σ\varepsilon^{-1-2\sigma} and integrate over these ε\varepsilon (all in (0,1](0,1]): the left side becomes cσ⟨ξ⟩2σ∣U^(ξ)∣2c_\sigma\langle\xi\rangle^{2\sigma}|\widehat U(\xi)|^2 with cσ=∫1/21u−1−2σdu>0c_\sigma=\int_{1/2}^1u^{-1-2\sigma}du>0, and the right side is at most the integrand of the previous display, evaluated for vε,wεv_\varepsilon,w_\varepsilon at the frequency ξ\xi. Integrating in ξ\xi gives ∥U∥(σ)2≤C′′∥u∥(σ)2\|U\|^2_{(\sigma)}\leq C''\|u\|^2_{(\sigma)}. □\square

Second proof, for all pp (dyadic form). Let σ=k+s\sigma=k+s as before and u∈B˙2,pσ(R‾+n)u\in\dot B^\sigma_{2,p}(\overline{\mathbb R}{}^n_+). Since B2,pσ⊂H(σ−δ)B^\sigma_{2,p}\subset H_{(\sigma-\delta)} for every δ>0\delta>0 (the squares 22j(σ−δ)∥Πju∥L222^{2j(\sigma-\delta)}\|\Pi_ju\|^2_{L^2} are at most 2−2jδ2^{-2j\delta} times the square of the norm in B2,pσB^\sigma_{2,p}, so they are summable) and s>−1s>-1, u∈H˙(k−1)u\in\dot H_{(k-1)}. For each j≥0j\geq0 put εj=2−j\varepsilon_j=2^{-j}, vj=ψεj∗u∈H˙(k+1)v_j=\psi_{\varepsilon_j}*u\in\dot H_{(k+1)}, wj=u−vj∈H˙(k−1)w_j=u-v_j\in\dot H_{(k-1)}. Then Tau=Tavj+TawjT_au=T_av_j+T_aw_j (the maps of Theorems 9.1 and 10.3 agree), and, since ⟨ξ⟩\langle\xi\rangle is comparable to 2j2^j on AjA_j,

2jσ∥ΠjTau∥L2≤C(2j(s−1)∥Tavj∥(k+1)+2j(s+1)∥Tawj∥(k−1))≤C′(2j(s−1)∥vj∥(k+1)+2j(s+1)∥wj∥(k−1)). 2^{j\sigma}\|\Pi_jT_au\|_{L^2}\leq C\big(2^{j(s-1)}\|T_av_j\|_{(k+1)}+2^{j(s+1)}\|T_aw_j\|_{(k-1)}\big)\leq C'\big(2^{j(s-1)}\|v_j\|_{(k+1)}+2^{j(s+1)}\|w_j\|_{(k-1)}\big).

On AlA_l, ∣ψ^(2−jξ)∣≤Cmin⁡(1,22(j−l))|\widehat\psi(2^{-j}\xi)|\leq C\min(1,2^{2(j-l)}) and ∣1−ψ^(2−jξ)∣≤Cmin⁡(1,22(l−j))|1-\widehat\psi(2^{-j}\xi)|\leq C\min(1,2^{2(l-j)}) by (10.3). With yl=2lσ∥Πlu∥L2y_l=2^{l\sigma}\|\Pi_lu\|_{L^2} this gives

2j(s−1)∥vj∥(k+1)≤C(∑l[2(j−l)(s−1)min⁡(1,22(j−l))]2yl2)1/2,2j(s+1)∥wj∥(k−1)≤C(∑l[2(j−l)(s+1)min⁡(1,22(l−j))]2yl2)1/2. 2^{j(s-1)}\|v_j\|_{(k+1)}\leq C\Big(\sum_l\big[2^{(j-l)(s-1)}\min(1,2^{2(j-l)})\big]^2y_l^2\Big)^{1/2},\quad 2^{j(s+1)}\|w_j\|_{(k-1)}\leq C\Big(\sum_l\big[2^{(j-l)(s+1)}\min(1,2^{2(l-j)})\big]^2y_l^2\Big)^{1/2}.

For ∣s∣≤12|s|\leq\tfrac12 both brackets are at most 2−∣j−l∣/22^{-|j-l|/2}: for j≥lj\geq l they are 2(j−l)(s−1)2^{(j-l)(s-1)} and 2(j−l)(s−1)2^{(j-l)(s-1)}; for j<lj<l they are 2(j−l)(s+1)2^{(j-l)(s+1)} and 2(j−l)(s+1)2^{(j-l)(s+1)}. Since (∑lclyl2)1/2≤∑lcl1/2yl(\sum_lc_ly_l^2)^{1/2}\leq\sum_lc_l^{1/2}y_l, we get xj:=2jσ∥ΠjTau∥L2≤C∑l2−∣j−l∣/2ylx_j:=2^{j\sigma}\|\Pi_jT_au\|_{L^2}\leq C\sum_l2^{-|j-l|/2}y_l. Convolution with the summable sequence 2−∣m∣/22^{-|m|/2} is bounded on ℓp(Z)\ell^p(\mathbb Z) for every 1≤p≤∞1\leq p\leq\infty, by the triangle inequality for translates (Section 1), so ∥Tau∥B2,pσ≤C∥u∥B2,pσ\|T_au\|_{B^\sigma_{2,p}}\leq C\|u\|_{B^\sigma_{2,p}}. Finally TauT_au is supported in R‾+n\overline{\mathbb R}{}^n_+. □\square

The dyadic proof treats all 1≤p≤∞1\leq p\leq\infty at once and contains the case p=2p=2.

11. Conormal distributions are preserved

Let Pb\mathcal P_b be the set of operators P=∑∣α∣≤Mcα(x)xnαnDαP=\sum_{|\alpha|\leq M}c_\alpha(x)x_n^{\alpha_n}D^\alpha with cα∈Cb∞(Rn)c_\alpha\in C^\infty_b(\mathbb R^n) and any MM. For κ∈R\kappa\in\mathbb R put

Aκ={u∈S˙′(R‾+n): Pu∈B2,∞κ(Rn) for every P∈Pb},(11.1) \mathcal A^\kappa=\big\{u\in\dot{\mathcal S}'(\overline{\mathbb R}{}^n_+):\ Pu\in B^\kappa_{2,\infty}(\mathbb R^n)\text{ for every }P\in\mathcal P_b\big\}, \tag{11.1}

the distributions supported in the closed half space that are conormal to the boundary uniformly at infinity.

Lemma 11.1 (Exact compositions). Let a∈Slama\in S^m_{\mathrm{la}}.

(a) If P∈PbP\in\mathcal P_b has order ≤M\leq M, then PTa=Tp⋆aPT_a=T_{p\star a} on S‾(R+n)\overline{\mathcal S}(\mathbb R^n_+), where

p⋆a=∑αcα(x)∏j<n(ξj+Dxj)αj  qαn(ξn+xnDxn+ξnDξn) a∈Slam+M,(11.2) p\star a=\sum_\alpha c_\alpha(x)\prod_{j<n}(\xi_j+D_{x_j})^{\alpha_j}\;q_{\alpha_n}\big(\xi_n+x_nD_{x_n}+\xi_nD_{\xi_n}\big)\,a\in S^{m+M}_{\mathrm{la}}, \tag{11.2}

with qkq_k from (2.1).

(b) Let M≥0M\geq0 be even and Q(ξ)=∣ξ∣MQ(\xi)=|\xi|^M. Then TQ:=∑∣β∣=M/2(M/2)!β!D′2β′xn2βnDn2βn∈PbT_Q:=\sum_{|\beta|=M/2}\frac{(M/2)!}{\beta!}D'^{2\beta'}x_n^{2\beta_n}D_n^{2\beta_n}\in\mathcal P_b is the operator with compressed symbol Q♭=(∣ξ′∣2+xn2ξn2)M/2Q^\flat=(|\xi'|^2+x_n^2\xi_n^2)^{M/2}, and for f∈Slaμf\in S^\mu_{\mathrm{la}}

TfTQ=Tf∘Q,f∘Q=∑∣β∣=M/2(M/2)!β! ξ′2β′ξn2βn(1−i∂ξn)2βnf∈Slaμ+M,f∘Q−Qf∈S+μ+M−1.(11.3) T_fT_Q=T_{f\circ Q},\qquad f\circ Q=\sum_{|\beta|=M/2}\frac{(M/2)!}{\beta!}\,\xi'^{2\beta'}\xi_n^{2\beta_n}(1-i\partial_{\xi_n})^{2\beta_n}f\in S^{\mu+M}_{\mathrm{la}},\qquad f\circ Q-Qf\in S^{\mu+M-1}_+ . \tag{11.3}

(c) If c∈Slaμc\in S^\mu_{\mathrm{la}} and M≥0M\geq0 is an even integer with M>μM>\mu, then c=f∘Q+gc=f\circ Q+g with f,g∈Sla0f,g\in S^0_{\mathrm{la}}.

Proof. (a) By (5.3), Dxj(eix⋅ξc♭)=eix⋅ξ((ξj+Dxj)c)♭D_{x_j}(e^{ix\cdot\xi}c^\flat)=e^{ix\cdot\xi}((\xi_j+D_{x_j})c)^\flat for j<nj<n, and xnDxn(eix⋅ξc♭)=eix⋅ξ((ξn+xnDxn+ξnDξn)c)♭x_nD_{x_n}(e^{ix\cdot\xi}c^\flat)=e^{ix\cdot\xi}((\xi_n+x_nD_{x_n}+\xi_nD_{\xi_n})c)^\flat, because xnξnc♭=(ξnc)♭x_n\xi_nc^\flat=(\xi_nc)^\flat. So DjTc=T(ξj+Dxj)cD_jT_c=T_{(\xi_j+D_{x_j})c} and xnDnTc=T(ξn+xnDxn+ξnDξn)cx_nD_nT_c=T_{(\xi_n+x_nD_{x_n}+\xi_nD_{\xi_n})c}, and cα(x)Tc=Tcαcc_\alpha(x)T_c=T_{c_\alpha c}. These symbol operators preserve lacunarity and raise the order by at most one (the factor xnx_n is absorbed by the decay in xnx_n). By (2.1), xnαnDα=D′α′qαn(xnDn)x_n^{\alpha_n}D^\alpha=D'^{\alpha'}q_{\alpha_n}(x_nD_n), which gives (11.2).

(b) Expanding (∣ξ′∣2+xn2ξn2)M/2(|\xi'|^2+x_n^2\xi_n^2)^{M/2} and quantizing on the left gives Op⁡(Q♭)=∑(M/2)!β!xn2βnD2β=TQ\operatorname{Op}(Q^\flat)=\sum\frac{(M/2)!}{\beta!}x_n^{2\beta_n}D^{2\beta}=T_Q. By (5.5), TfD′2β′xn2βnDn2βn=Tξ′2β′ξn2βn(1−i∂ξn)2βnfT_fD'^{2\beta'}x_n^{2\beta_n}D_n^{2\beta_n}=T_{\xi'^{2\beta'}\xi_n^{2\beta_n}(1-i\partial_{\xi_n})^{2\beta_n}f}. Expanding (1−i∂ξn)2βnf=f+(terms with ∂ξn)(1-i\partial_{\xi_n})^{2\beta_n}f=f+(\text{terms with }\partial_{\xi_n}) shows f∘Q−Qf∈S+μ+M−1f\circ Q-Qf\in S^{\mu+M-1}_+.

(c) Let χ∈C0∞(Rn)\chi\in C_0^\infty(\mathbb R^n) equal 1 near 0; then (1−χ)/Q∈S−M(1-\chi)/Q\in S^{-M}. Put g0=cg_0=c. Given gi∈Slaμ−ig_i\in S^{\mu-i}_{\mathrm{la}}, put fi=((1−χ)gi/Q)ρ∈Slaμ−i−Mf_i=\big((1-\chi)g_i/Q\big)_\rho\in S^{\mu-i-M}_{\mathrm{la}} (Lemma 4.4) and gi+1=gi−fi∘Qg_{i+1}=g_i-f_i\circ Q. Then

gi+1=χgi+((1−χ)giQ−fi)Q−(fi∘Q−fiQ)∈Slaμ−i−1, g_{i+1}=\chi g_i+\Big(\frac{(1-\chi)g_i}Q-f_i\Big)Q-\big(f_i\circ Q-f_iQ\big)\in S^{\mu-i-1}_{\mathrm{la}},

since the first two terms are in S+−∞S^{-\infty}_+ and the last is in S+μ−i−1S^{\mu-i-1}_+ by (b); it is lacunary as a combination of lacunary symbols. After NN steps with μ−N≤0\mu-N\leq0, c=(∑i<Nfi)∘Q+gNc=\big(\sum_{i<N}f_i\big)\circ Q+g_N, with ∑fi∈Slaμ−M⊂Sla0\sum f_i\in S^{\mu-M}_{\mathrm{la}}\subset S^0_{\mathrm{la}} and gN∈Sla0g_N\in S^0_{\mathrm{la}}. □\square

Theorem 11.2 (Conormal distributions are preserved). Let κ∈R\kappa\in\mathbb R and k=−κ−n/4k=-\kappa-n/4.

(a) Ik(Rn,∂R+n)∩E˙′(R‾+n)⊂Aκ⊂Ik(Rn,∂R+n)∩S˙′(R‾+n)I^k(\mathbb R^n,\partial\mathbb R^n_+)\cap\dot{\mathcal E}'(\overline{\mathbb R}{}^n_+)\subset\mathcal A^\kappa\subset I^k(\mathbb R^n,\partial\mathbb R^n_+)\cap\dot{\mathcal S}'(\overline{\mathbb R}{}^n_+).

(b) For every real mm and every a∈Slama\in S^m_{\mathrm{la}}, TaAκ⊂AκT_a\mathcal A^\kappa\subset\mathcal A^\kappa.

(c) If a∈Slama\in S^m_{\mathrm{la}} and u∈Ik(Rn,∂R+n)∩E˙′(R‾+n)u\in I^k(\mathbb R^n,\partial\mathbb R^n_+)\cap\dot{\mathcal E}'(\overline{\mathbb R}{}^n_+), then Tau∈Ik(Rn,∂R+n)∩S˙′(R‾+n)T_au\in I^k(\mathbb R^n,\partial\mathbb R^n_+)\cap\dot{\mathcal S}'(\overline{\mathbb R}{}^n_+).

Proof. (a) Let u∈Ik∩E˙′(R‾+n)u\in I^k\cap\dot{\mathcal E}'(\overline{\mathbb R}{}^n_+) and P∈PbP\in\mathcal P_b. By (2.1), P=∑cαD′α′qαn(xnDn)P=\sum c_\alpha D'^{\alpha'}q_{\alpha_n}(x_nD_n) is a sum of words in the tangent operators DjD_j (j<nj<n) and xnDnx_nD_n, times Cb∞C^\infty_b functions. By the definition of conormal distributions (Section 1), these words map uu into B2,∞,locκB^{\kappa}_{2,\infty,\mathrm{loc}}, since κ=−k−n/4\kappa=-k-n/4; and multiplication by cαc_\alpha preserves that space. PuPu has compact support, so Pu=ϑPu∈B2,∞κPu=\vartheta Pu\in B^\kappa_{2,\infty} with ϑ∈C0∞\vartheta\in C_0^\infty equal to 1 near supp⁡u\operatorname{supp}u. For the second inclusion, let L1,…,LNL_1,\ldots,L_N be first-order operators on Rn\mathbb R^n whose principal symbols vanish on N∗(∂R+n)N^*(\partial\mathbb R^n_+), and ϑ∈C0∞(Rn)\vartheta\in C_0^\infty(\mathbb R^n). By Hadamard's lemma and the commutation argument of Proposition 2.1, ϑL1⋯LN\vartheta L_1\cdots L_N is an element of Pb\mathcal P_b (with compactly supported coefficients). So ϑL1⋯LNu∈B2,∞κ\vartheta L_1\cdots L_Nu\in B^\kappa_{2,\infty} for u∈Aκu\in\mathcal A^\kappa, which is the definition of Ik(Rn,∂R+n)I^k(\mathbb R^n,\partial\mathbb R^n_+).

(b) Let u∈Aκu\in\mathcal A^\kappa and P∈PbP\in\mathcal P_b of order MPM_P. By Lemma 11.1(a), PTa=TcPT_a=T_c with c=p⋆a∈Slam+MPc=p\star a\in S^{m+M_P}_{\mathrm{la}}. Choose an even M>m+MPM>m+M_P, M≥0M\geq0, and write c=f∘Q+gc=f\circ Q+g as in Lemma 11.1(c). Then PTa=TfTQ+TgPT_a=T_fT_Q+T_g. These identities hold on S‾(R+n)\overline{\mathcal S}(\mathbb R^n_+), hence on S˙′(R‾+n)\dot{\mathcal S}'(\overline{\mathbb R}{}^n_+): both sides are weakly continuous and agree on C0∞(R+n)C_0^\infty(\mathbb R^n_+) (Theorem 9.1(e)). They agree there because every element of Pb\mathcal P_b commutes with extension by zero: if w∈S‾(R+n)w\in\overline{\mathcal S}(\mathbb R^n_+) has zero extension w0w_0, then xnαnDαw0x_n^{\alpha_n}D^\alpha w_0 and the zero extension of xnαnDαwx_n^{\alpha_n}D^\alpha w differ by terms xnαnδ(l)(xn)⊗gl(x′)x_n^{\alpha_n}\delta^{(l)}(x_n)\otimes g_l(x') with l<αnl<\alpha_n, and these vanish. With Theorem 9.1(b), both sides therefore send φ∈C0∞(R+n)\varphi\in C_0^\infty(\mathbb R^n_+) to the zero extension of the same function. Now TQu∈B2,∞κT_Qu\in B^\kappa_{2,\infty} because TQ∈PbT_Q\in\mathcal P_b, it is supported in R‾+n\overline{\mathbb R}{}^n_+, and u∈B2,∞κu\in B^\kappa_{2,\infty} (take P=1P=1). By Theorem 10.6 with p=∞p=\infty, TfT_f and TgT_g are bounded on B˙2,∞κ(R‾+n)\dot B^\kappa_{2,\infty}(\overline{\mathbb R}{}^n_+). So PTau∈B2,∞κPT_au\in B^\kappa_{2,\infty} for every P∈PbP\in\mathcal P_b, that is, Tau∈AκT_au\in\mathcal A^\kappa.

(c) follows from (a) and (b). □\square

The order mm of aa plays no role: conormal distributions are infinitely regular in the directions of the totally characteristic operators, so any loss of order can be moved onto the elliptic b-operator TQT_Q, which conormality controls. The exact formulas (11.2)–(11.3) do not need the coefficients of PP to decay in xnx_n, as the composition theorem would; this is what allows the global class Aκ\mathcal A^\kappa in (b). Without conormality nothing of this kind holds; see Example 11.3.

Example 11.3 (Besov regularity alone is not preserved at positive order). Let aa be as in Example 8.3, of order 1, and u=δ(xn−32)⊗φ(x′)u=\delta(x_n-\tfrac32)\otimes\varphi(x') with 0≠φ∈C0∞(Rn−1)0\neq\varphi\in C_0^\infty(\mathbb R^{n-1}). Then u∈B˙2,∞−1/2(R‾+n)u\in\dot B^{-1/2}_{2,\infty}(\overline{\mathbb R}{}^n_+) and uu has compact support, but uu is not conormal to the boundary. The exact distributional identity is

Tau=xnDnu=−iφ(x′)(32δ′(xn−32)−δ(xn−32)),Tau^(ξ′,ξn)=φ^(ξ′)e−3iξn/2(32ξn+i). T_au=x_nD_nu=-i\varphi(x')\big(\tfrac32\delta'(x_n-\tfrac32)-\delta(x_n-\tfrac32)\big), \qquad \widehat{T_au}(\xi',\xi_n) =\widehat\varphi(\xi')e^{-3i\xi_n/2}\big(\tfrac32\xi_n+i\big).

Editorial correction to the Fourier lower bound. It holds on a bounded tangential set where ∣φ^∣|\widehat\varphi| is bounded below, rather than at every point of {∣ξ′∣≤1}\{|\xi'|\le1\}. Since Fourier inversion and φ≠0\varphi\neq0 imply φ^≢0\widehat\varphi\not\equiv0, continuity gives a bounded set EE of positive measure and a constant c>0c>0 with ∣φ^∣≥c|\widehat\varphi|\ge c on EE. In dimension one, E=R0E=\mathbb R^0, with its measure one and the nonzero scalar φ\varphi. For sufficiently large jj,

E×[35 2j,45 2j]⊂Aj,∥ΠjTau∥22≥(2π)−nc2∣E∣∫(3/5)2j(4/5)2j(94ξn2+1) dξn≥C23j. E\times[\tfrac35\,2^j,\tfrac45\,2^j]\subset A_j, \qquad \|\Pi_jT_au\|_2^2 \ge (2\pi)^{-n}c^2|E| \int_{(3/5)2^j}^{(4/5)2^j} \big(\tfrac94\xi_n^2+1\big)\,d\xi_n \ge C2^{3j}.

Thus 2−j/2∥ΠjTau∥2≥C′2j2^{-j/2}\|\Pi_jT_au\|_2\ge C'2^j, so Tau∉B2,∞−1/2T_au\notin B^{-1/2}_{2,\infty}. For the original input, integration over AjA_j is bounded above by integration over ∣ξn∣<2j|\xi_n|<2^j and all tangential frequencies, giving

∥Πju∥22≤(2π)−n2j+1∥φ^∥22. \|\Pi_j u\|_2^2 \le (2\pi)^{-n}2^{j+1}\|\widehat\varphi\|_2^2.

The order-zero annulus is finite as well, so the stated input membership follows. It is not conormal to the boundary: it is singular on xn=3/2x_n=3/2 wherever φ≠0\varphi\neq0, whereas a boundary-conormal distribution is smooth off xn=0x_n=0. Conormality is what makes the order irrelevant in Theorem 11.2.

12. Residual operators need not gain regularity

An ordinary pseudodifferential operator of order −∞-\infty maps every Sobolev space into every other. For totally characteristic operators this fails: the singularity of the kernel at the corner (Remark 6.3) can prevent any gain.

Theorem 12.1 (No gain of regularity). Let a∈Sla−∞a\in S^{-\infty}_{\mathrm{la}} with resolved kernel FF (Theorem 6.2).

(a) Suppose that for some s<s′s<s' there is CC with

∣(Tau,v)∣≤C∥u∥(s)∥v∥(−s′)(u,v∈C0∞(R+n)),(12.1) |(T_au,v)|\leq C\|u\|_{(s)}\|v\|_{(-s')}\qquad(u,v\in C_0^\infty(\mathbb R^n_+)), \tag{12.1}

which holds in particular if TaT_a maps H˙(s)(R‾+n)\dot H_{(s)}(\overline{\mathbb R}{}^n_+) continuously into H˙(s′)(R‾+n)\dot H_{(s')}(\overline{\mathbb R}{}^n_+). Then F(x′,y′,0,r)=0F(x',y',0,r)=0 for all x′,y′,rx',y',r.

(b) There are a∈Sla−∞a\in S^{-\infty}_{\mathrm{la}} with F(⋅,⋅,0,⋅)≢0F(\cdot,\cdot,0,\cdot)\not\equiv0. For these, TaT_a maps no H˙(s)(R‾+n)\dot H_{(s)}(\overline{\mathbb R}{}^n_+) into any H˙(s′)(R‾+n)\dot H_{(s')}(\overline{\mathbb R}{}^n_+) with s′>ss'>s.

(c) There are also a∈Sla−∞a\in S^{-\infty}_{\mathrm{la}}, a≠0a\neq0, for which TaT_a maps H˙(s)(R‾+n)\dot H_{(s)}(\overline{\mathbb R}{}^n_+) into H˙(s′)(R‾+n)\dot H_{(s')}(\overline{\mathbb R}{}^n_+) for all s,s′s,s'.

Proof. (a) Test functions. Let φ,ϑ∈C0∞(Rn−1)\varphi,\vartheta\in C_0^\infty(\mathbb R^{n-1}), w,z∈C0∞((0,∞))w,z\in C_0^\infty((0,\infty)), and integers J,J′≥0J,J'\geq0. Put u(y)=φ(y′)DynJw(yn)u(y)=\varphi(y')D^J_{y_n}w(y_n), v(x)=ϑ(x′)DxnJ′z(xn)v(x)=\vartheta(x')D^{J'}_{x_n}z(x_n), and uε(y)=ε−1/2u(y′,yn/ε)u_\varepsilon(y)=\varepsilon^{-1/2}u(y',y_n/\varepsilon), vε(x)=ε−1/2v(x′,xn/ε)v_\varepsilon(x)=\varepsilon^{-1/2}v(x',x_n/\varepsilon), 0<ε≤10<\varepsilon\leq1. Then uε^(ξ)=ε1/2u^(ξ′,εξn)\widehat{u_\varepsilon}(\xi)=\varepsilon^{1/2}\widehat u(\xi',\varepsilon\xi_n), so

∥uε∥(σ)2=(2π)−n∫(1+∣ξ′∣2+θ2/ε2)σ∣u^(ξ′,θ)∣2 dξ′ dθ. \|u_\varepsilon\|^2_{(\sigma)}=(2\pi)^{-n}\int\big(1+|\xi'|^2+\theta^2/\varepsilon^2\big)^\sigma|\widehat u(\xi',\theta)|^2\,d\xi'\,d\theta .

For σ≥0\sigma\geq0 the weight is at most ε−2σ(1+∣ξ′∣2+θ2)σ\varepsilon^{-2\sigma}(1+|\xi'|^2+\theta^2)^\sigma. For σ<0\sigma<0 it is at most ε−2σ∣θ∣2σ\varepsilon^{-2\sigma}|\theta|^{2\sigma}, and ∣u^(ξ′,θ)∣=∣φ^(ξ′)∣∣θ∣J∣w^(θ)∣|\widehat u(\xi',\theta)|=|\widehat\varphi(\xi')||\theta|^J|\widehat w(\theta)|, so the integral is finite if 2σ+2J>−12\sigma+2J>-1. Hence ∥uε∥(σ)≤Cε−σ\|u_\varepsilon\|_{(\sigma)}\leq C\varepsilon^{-\sigma} when J>−σ−12J>-\sigma-\tfrac12, and likewise for vεv_\varepsilon. Choosing J>−s−12J>-s-\tfrac12 and J′>s′−12J'>s'-\tfrac12, (12.1) gives ∣(Tauε,vε)∣≤Cεs′−s→0|(T_au_\varepsilon,v_\varepsilon)|\leq C\varepsilon^{s'-s}\to0.

The limit. By Theorem 6.2(b), (Tauε,vε)=∬K(x,y)uε(y)vε(x)‾ dy dx(T_au_\varepsilon,v_\varepsilon)=\iint K(x,y)u_\varepsilon(y)\overline{v_\varepsilon(x)}\,dy\,dx. Substitute xn=εXx_n=\varepsilon X, yn=εYy_n=\varepsilon Y. Since εK(x′,εX,y′,εY)=2F(x′,y′,εX+Y2,r)/(X+Y)\varepsilon K(x',\varepsilon X,y',\varepsilon Y)=2F\big(x',y',\varepsilon\tfrac{X+Y}2,r\big)/(X+Y) with r=2(X−Y)/(X+Y)r=2(X-Y)/(X+Y), and FF is bounded with decay in x′−y′x'-y', while X,YX,Y stay in a compact subset of (0,∞)(0,\infty), dominated convergence gives

lim⁡ε→0(Tauε,vε)=∬κ(x′,y′,X,Y) u(y′,Y) v(x′,X)‾ dx′ dy′ dX dY,κ=2F(x′,y′,0,2(X−Y)X+Y)X+Y. \lim_{\varepsilon\to0}(T_au_\varepsilon,v_\varepsilon)=\iint\kappa(x',y',X,Y)\,u(y',Y)\,\overline{v(x',X)}\,dx'\,dy'\,dX\,dY,\qquad \kappa=\frac{2F\big(x',y',0,\frac{2(X-Y)}{X+Y}\big)}{X+Y}.

So this integral vanishes for all choices above.

Conclusion. Let κφϑ(X,Y)=∬κ φ(y′)ϑ(x′)‾ dx′ dy′\kappa_{\varphi\vartheta}(X,Y)=\iint\kappa\,\varphi(y')\overline{\vartheta(x')}\,dx'\,dy', a smooth function on (0,∞)2(0,\infty)^2, homogeneous of degree −1-1. Integrating by parts in XX and YY, the vanishing says ∬(∂XJ′∂YJκφϑ) w(Y)z(X)‾ dX dY=0\iint(\partial_X^{J'}\partial_Y^J\kappa_{\varphi\vartheta})\,w(Y)\overline{z(X)}\,dX\,dY=0 for all w,zw,z, so ∂XJ′∂YJκφϑ=0\partial_X^{J'}\partial_Y^J\kappa_{\varphi\vartheta}=0 by the product-test density proof O0.1. If J′=0J'=0, this already says ∂YJκφϑ=0\partial_Y^J\kappa_{\varphi\vartheta}=0; if J=0J=0 at the last step the conclusion is already κ=0\kappa=0. For a positive derivative order, the fundamental theorem of calculus iterated that many times gives the claimed polynomial. Hence, for fixed YY, X↦∂YJκφϑ(X,Y)X\mapsto\partial_Y^J\kappa_{\varphi\vartheta}(X,Y) is a polynomial of degree <J′<J'. But ∂YJκφϑ(X,Y)=X−1−Jg(Y/X)\partial_Y^J\kappa_{\varphi\vartheta}(X,Y)=X^{-1-J}g(Y/X) with g(ϱ)=∂ϱJ[κφϑ(1,ϱ)]g(\varrho)=\partial_\varrho^J[\kappa_{\varphi\vartheta}(1,\varrho)], and κφϑ(1,ϱ)\kappa_{\varphi\vartheta}(1,\varrho) is smooth on [0,1][0,1] and flat at ϱ=0\varrho=0 (as ϱ→0\varrho\to0, r→2r\to2, where FF vanishes to infinite order); so ∂YJκφϑ(X,Y)→0\partial_Y^J\kappa_{\varphi\vartheta}(X,Y)\to0 as X→∞X\to\infty, and the polynomial is 0. So ∂YJκφϑ≡0\partial_Y^J\kappa_{\varphi\vartheta}\equiv0, and the same argument in YY (now using r→−2r\to-2) gives κφϑ≡0\kappa_{\varphi\vartheta}\equiv0. As φ,ϑ\varphi,\vartheta are arbitrary and r=2(X−Y)/(X+Y)r=2(X-Y)/(X+Y) takes every value in (−2,2)(-2,2), F(x′,y′,0,r)=0F(x',y',0,r)=0 for ∣r∣<2|r|<2; for ∣r∣≥2|r|\geq2 it vanishes anyway.

(b) Let θ(xn)=e−xn\theta(x_n)=e^{-x_n} and 0≠h∈C0∞({∣z∣<12})0\neq h\in C_0^\infty(\{|z|<\tfrac12\}), and put a(x,ξ)=θ(xn)h^(ξ)a(x,\xi)=\theta(x_n)\widehat h(\xi). Then a∈S+−∞a\in S^{-\infty}_+ and A(x,z)=θ(xn)h(z)A(x,z)=\theta(x_n)h(z), which vanishes for zn≥12z_n\geq\tfrac12; so aa is (strongly) lacunary. By (6.6), F(x′,y′,0,r)=2h(x′−y′,2r2+r)/(2+r)F(x',y',0,r)=2h\big(x'-y',\tfrac{2r}{2+r}\big)/(2+r), and 2r/(2+r)2r/(2+r) runs through (−∞,1)⊃(−12,12)(-\infty,1)\supset(-\tfrac12,\tfrac12) as rr runs through (−2,2)(-2,2); so F(⋅,⋅,0,⋅)≢0F(\cdot,\cdot,0,\cdot)\not\equiv0. By (a), no gain is possible.

(c) Let θ1∈C0∞((2,3))\theta_1\in C_0^\infty((2,3)), θ1≠0\theta_1\neq0, and a(x,ξ)=θ1(xn)h^(ξ)a(x,\xi)=\theta_1(x_n)\widehat h(\xi) with hh as in (b). On supp⁡θ1\operatorname{supp}\theta_1, xnx_n is bounded above and below, so a♭a^\flat is an ordinary symbol of order −∞-\infty on Rn×Rn\mathbb R^n\times\mathbb R^n, and TaT_a maps H(s)H_{(s)} into H(s′)H_{(s')} for all s,s′s,s', by the Sobolev continuity of ordinary pseudodifferential operators (Section 1). Its outputs are supported in {2≤xn≤3}\{2\leq x_n\leq3\}. Here F=0F=0 for t<1t<1. □\square

So a residual operator may or may not improve regularity: by (b) some gain nothing at all, and by (c) others gain every amount. The reason for (a) is dilation invariance. Near the corner the kernel is F(x′,y′,0,r)/tF(x',y',0,r)/t, homogeneous of degree −1-1 in (xn,yn)(x_n,y_n). Normal dilations u↦λ1/2u(x′,λxn)u\mapsto\lambda^{1/2}u(x',\lambda x_n) preserve the L2L^2 norm but change the H˙(s)\dot H_{(s)} norms of normal oscillations by different powers of λ\lambda, so an operator that commutes with them cannot gain derivatives unless it vanishes. Test functions with vanishing normal moments make the argument work at every ss: with generic bumps the norms ∥uε∥(σ)\|u_\varepsilon\|_{(\sigma)} are of size ε1/2\varepsilon^{1/2} for σ<−12\sigma<-\tfrac12, and the estimate then says nothing when s<s′<−12s<s'<-\tfrac12 or 12<s<s′\tfrac12<s<s'.

13. Exercises

Exercise 1. Express (xnDn)3(x_nD_n)^3 in the basis xnjDnjx_n^jD_n^j, and check the result on xnλx_n^\lambda for xn>0x_n>0.

Solution. Write L=xnDnL=x_nD_n. By (2.1), xn2Dn2=L2+iLx_n^2D_n^2=L^2+iL and xn3Dn3=L(L+i)(L+2i)=L3+3iL2−2Lx_n^3D_n^3=L(L+i)(L+2i)=L^3+3iL^2-2L. Hence L3=xn3Dn3−3iL2+2L=xn3Dn3−3ixn2Dn2−xnDnL^3=x_n^3D_n^3-3iL^2+2L=x_n^3D_n^3-3ix_n^2D_n^2-x_nD_n. Check: Dnxnλ=−iλxnλ−1D_nx_n^\lambda=-i\lambda x_n^{\lambda-1}, so L3xnλ=(−iλ)3xnλ=iλ3xnλL^3x_n^\lambda=(-i\lambda)^3x_n^\lambda=i\lambda^3x_n^\lambda, while the right side gives i[λ(λ−1)(λ−2)+3λ(λ−1)+λ]xnλ=iλ3xnλi[\lambda(\lambda-1)(\lambda-2)+3\lambda(\lambda-1)+\lambda]x_n^\lambda=i\lambda^3x_n^\lambda.

Exercise 2. Show that the pointwise product of two lacunary symbols need not be lacunary, although by Theorem 8.1 the composition symbol always is.

Solution. With Ff(t)=∫e−itξf(ξ)dξ\mathcal Ff(t)=\int e^{-it\xi}f(\xi)d\xi we have F(fg)=(2π)−1Ff∗Fg\mathcal F(fg)=(2\pi)^{-1}\mathcal Ff*\mathcal Fg, so supports add. Take 0≠g∈C0∞((−0.95,−0.85))0\neq g\in C_0^\infty((-0.95,-0.85)), G∈S(R)G\in\mathcal S(\mathbb R) with FG=g\mathcal FG=g, 0≠ψ∈S(Rn−1)0\neq\psi\in\mathcal S(\mathbb R^{n-1}), and a(x,ξ)=e−xnψ(ξ′)G(ξn)∈Sla−∞a(x,\xi)=e^{-x_n}\psi(\xi')G(\xi_n)\in S^{-\infty}_{\mathrm{la}}. Then Fn(a2)\mathcal F_n(a^2) is a multiple of g∗gg*g, which is supported in (−1.9,−1.7)(-1.9,-1.7) and is not zero (its Fourier transform is a multiple of G2G^2). So a2a^2 is not lacunary.

Exercise 3. Show that on S‾(R+n)\overline{\mathcal S}(\mathbb R^n_+), for a∈Slama\in S^m_{\mathrm{la}},

[Dj,Ta]=TDxja (j<n),[xnDn,Ta]=TxnDxna, [D_j,T_a]=T_{D_{x_j}a}\ (j<n),\qquad[x_nD_n,T_a]=T_{x_nD_{x_n}a},

so commutators with the generators of Diff⁡b\operatorname{Diff}_b do not raise the order, unlike [Dn,Ta][D_n,T_a].

Solution. By the proof of Lemma 11.1(a), DjTa=T(ξj+Dxj)aD_jT_a=T_{(\xi_j+D_{x_j})a} and xnDnTa=T(ξn+xnDxn+ξnDξn)ax_nD_nT_a=T_{(\xi_n+x_nD_{x_n}+\xi_nD_{\xi_n})a}. By (5.4), TaDj=TξjaT_aD_j=T_{\xi_ja} and TaxnDn=Tξn(1−i∂ξn)a=Tξna+ξnDξnaT_ax_nD_n=T_{\xi_n(1-i\partial_{\xi_n})a}=T_{\xi_na+\xi_nD_{\xi_n}a}. Subtract. Since xnx_n is absorbed by the decay in xnx_n, xnDxna∈Slamx_nD_{x_n}a\in S^m_{\mathrm{la}}. In contrast [Dn,Ta]=−iT∂xna−iT∂ξnaDn[D_n,T_a]=-iT_{\partial_{x_n}a}-iT_{\partial_{\xi_n}a}D_n by (5.1), and DnD_n is not in Diff⁡b\operatorname{Diff}_b.

Exercise 4. For the symbol of Example 6.6, find the ratios y/xy/x at which the kernel can be nonzero, and show directly that FF is smooth for t≥0t\geq0.

Solution. h((x−y)/x)≠0h((x-y)/x)\neq0 requires ∣1−y/x∣<12|1-y/x|<\tfrac12, that is 12<y/x<32\tfrac12<y/x<\tfrac32. In the formula for FF, h(2r/(2+r))≠0h(2r/(2+r))\neq0 requires −12<2r/(2+r)<12-\tfrac12<2r/(2+r)<\tfrac12, that is −25<r<23-\tfrac25<r<\tfrac23. On this interval 2+r≥852+r\geq\tfrac85, so FF is a product of smooth functions of (t,r)(t,r) for t≥0t\geq0, with support in −25≤r≤23-\tfrac25\leq r\leq\tfrac23; it vanishes near r=±2r=\pm2. The two descriptions agree, because y/x=(2−r)/(2+r)y/x=(2-r)/(2+r) maps (−25,23)(-\tfrac25,\tfrac23) onto (12,32)(\tfrac12,\tfrac32).

Exercise 5. Let a∈Slama\in S^m_{\mathrm{la}} and u∈S‾(R+n)u\in\overline{\mathcal S}(\mathbb R^n_+) with u(x′,0)=0u(x',0)=0. Show that (Tau)(x′,0)=0(T_au)(x',0)=0 and compute Dn(Tau)(x′,0)D_n(T_au)(x',0).

Solution. By (5.2) with k=0k=0, (Tau)(x′,0)=a00(x′,D′)u(⋅,0)=0(T_au)(x',0)=a_{00}(x',D')u(\cdot,0)=0. With k=1k=1, Dn(Tau)(x′,0)=a10(x′,D′)u(⋅,0)+a11(x′,D′)Dnu(⋅,0)=a11(x′,D′)(Dnu(⋅,0))D_n(T_au)(x',0)=a_{10}(x',D')u(\cdot,0)+a_{11}(x',D')D_nu(\cdot,0)=a_{11}(x',D')\big(D_nu(\cdot,0)\big), where a11(x′,ξ′)=a(x′,0,ξ′,0)+(Dξna)(x′,0,ξ′,0)a_{11}(x',\xi')=a(x',0,\xi',0)+(D_{\xi_n}a)(x',0,\xi',0). The first term is the value of the symbol at the boundary with the normal frequency compressed to 0; the second is a correction of order m−1m-1.

13.1. Precise topology of the local conormal action

The maps in Theorem 11.2 are continuous in the actual conormal seminorms. For a specified output tangent word PP, Lemma 11.1 performs finitely many symbol operations to obtain PTa=TfTQ+TgPT_a=T_fT_Q+T_g, where f,gf,g are order zero and QQ has a fixed finite differential order depending on that output word and the order of aa. The all-endpoint bound of Theorem 10.6 gives

∥PTau∥B2,∞κ≤CP(a)(∥TQu∥B2,∞κ+∥u∥B2,∞κ).(LB1) \|PT_au\|_{B^\kappa_{2,\infty}} \le C_P(a)\bigl(\|T_Qu\|_{B^\kappa_{2,\infty}} +\|u\|_{B^\kappa_{2,\infty}}\bigr). \tag{LB1}

Here CP(a)C_P(a) is bounded on each bounded set of finitely many original symbol seminorms, by the proved finite-seminorm bounds in the decomposition and the order-zero theorem. The input differential polynomial TQT_Q is a finite sum of actual tangent words by (2.1). Thus the right side uses only finitely many original input seminorms. For compact input and compact output, multiply by the fixed smooth cutoffs and use Theorem 11.2(a); the same estimate gives continuity at the original local conormal order. No loss of its conormal index has been introduced.

The residual map of Theorem 9.3 has the uniform finite distribution order asserted there. On any family of supported distributions with one common finite test bound, the argument gives one common conormal order and seminorm bounds, with each requested tangent word allowed its own finite residual-symbol seminorm. This is the actual receiving estimate later used by the global calculus. It does not say that an arbitrary residual operator gains Sobolev derivatives; Theorem 12.1 proves precisely why that stronger claim fails.