SOBOLEV EMBEDDING AND STRICHARTZ ESTIMATES

MATH 18.095, IAP 2013

GIGLIOLA STAFFILANI
1. Introduction
In this lecture I will present an almost self contained version of two of the most useful tools in the study
of Partial Dierential Equations (PDE). These are a Sobolev inequality and a Strichartz estimate. One
essential mathematical object that I will be using is the Fourier transform and some powerful identities and
isometries that involve it. Here I will only consider complex valued functions that are periodic and most of
the time of one variable, think of sin x, or cos x, or even better e
ix
.
1.1. Fourier series and Fourier transform. We want to dene the Fourier transform as an operator
acting on a certain space of functions. This space will be the space of square integrable functions.
Denition 1.1 (Square integrable functions). We say that a function f : [L, L] C is square integrable
if
_
L
L
|f(x)|
2
dx < .
We call L
2
([L, L]) the space of these functions and if we dene
f
L
2 =
_
_
L
L
|f(x)|
2
dx
_
1/2
then this is a norm
1
in L
2
([L, L]).
We now recall the denition of Fourier Series and few facts about it that will be needed later.
Denition 1.2 (Complex Fourier Series). Let f be a 2L periodic function, square integrable, =

L
and for
k in Z let
c
k
=
1
2L
_
L
L
f(z)e
ikz
dz,
(c
k
is the k-th Fourier coecient). Then
(1)

k=
c
k
e
ikx
is the (complex) Fourier series of f, and under suitable conditions (see Remark 1.5) one can reconstruct the
function f(x) at almost every x using the coecients c
k
(2) f(x) =

k=
c
k
e
ikx
.
1
A norm is a tool that allows us to measure how big functions are.
1
We call the Fourier transform the map F that associates to each 2L-periodic square integrable function f
the sequence of its Fourier coecients (c
k
)
kZ
. So if we denote with C

the set of complex sequences, then

F : L
2
([L, L]) C

(3) F(f)(k) := (c
k
) for all k in Z.
Often one uses the notation:
(4) F(f)(k) =

f(k).
Remark 1.3. At least formally it is easy to see from (2) that the k-th Fourier coecient of f
x
(the derivative
of f) is given by ikc
k
and hence its Fourier series is
(5) i

k=
kc
k
e
ikx
.
At this point we would like to recall a fundamental theorem for Fourier transforms and Fourier series:
Theorem 1.4 (Plancherel Theorem). Assume f is periodic of period 2L, then
_
_
L
L
|f(x)|
2
dx
_
1/2
= C
L
_

k=
|c
k
|
2
_
1/2
for a certain constant C
L
independent of f.
Remark 1.5. If we denote with l
2
(C) the set of complex sequences (c
k
) that are square integrable, that is

k=
|c
k
|
2
<
then thanks to the Plancherel Theorem one can show that the map F dened in (3) is such that
F : L
2
([L, L]) l
2
(C),
it can be inverted and
F
1
(c
k
)(x) =
k=

k=
c
k
e
ikx
.
We end this section by introducing the convolution of two functions and its Fourier transform.
Denition 1.6 (Convolution). Given two square integrable functions f and g we dene their convolution
to be the new function
f g(x) :=
_
f(x y)g(y) dy =
_
f(y)g(x y) dy,
where the second equality follows by a simple change of variables. Similarly if v = (c
k
) and w = (b
k
) are two
sequences then their convolution is the sequence given by
(v w)(k) :=

h=
c
kh
b
h
=

h=
c
h
b
kh
.
We have the following useful facts:
Lemma 1.7. If f and g are two periodic functions such that F(f) = (c
k
) and F(g) = (b
k
) then
(6) F(f g)(k) = c
k
b
k
and
(7) F(f g)(k) = [F(f) F(g)]
k
.
2
The proof of this lemma (at least formally) is not too hard and it follows from the denition, Fubinis
theorem and a simple translation change of variable:
Problem 1: Give a sketch of the proof for (6) and (7).
2. Some Sobolev Spaces and L
p
Spaces
We already encountered the space of square integrable functions on an interval [L, L] that we denoted
by L
2
([L, L]). We also dened a natural norm on it:
(8) f
L
2
([L,L])
=
__
|f(x)|
2
dx
_
1/2
.
We immediately note that by Plancherel, if F(f) = (c
k
), then
(9) f
L
2
([L,L])
= C
L
_

kZ
|c
k
|
2
_
1/2
.
We also observe that by (5)
(10) f
x

L
2
([L,L])
= C
L
_

k=
|k|
2
|c
k
|
2
_
1/2
.
We can now dene the space H
1
([L, L]) of functions such that f and f
x
are in L
2
([L, L]), or equivalently,
thanks to (9) and (10), such that
(11) f
H
1
([L,L])
:= f
L
2
([L,L])
+f
x

L
2
([L,L])
C
L
_

k=
(1 +|k|)
2
|c
k
|
2
_
1/2
< .
Now from here we can dene any Sobolev space H
s
([L, L]), s 0 through its norm
(12) f
H
s
([L,L])
:=
_

k=
(1 +|k|
s
)
2
|c
k
|
2
_
1/2
< .
We end this subsection with the denition of L
p
([L, L]) spaces for 1 p < . We say that f belongs to
L
p
([L, L]) i
f
L
p
([L,L])
=
__
|f(x)|
p
dx
_
1/p
<
and if p = we dene
f
L

([L,L])
:= max
x in [L,L]
|f(x)|.
2.1. A Sobolev Inequality. Sobolev inequalities are inequalities between L
p
and Sobolev norms. For
example the one I will present below tells us how many derivatives a function f needs to have square
integrable in order for the square of its modulus (that is |f|
2
) to be square integrable. You may say: Why
do we care about this?. One reason will be given in Section 3.
Theorem 2.1. Assume f is in the space H
s
([L, L]) for s 1/4. Then f belongs to L
4
([L, L]), more
precisely:
(13)
_
_
L
L
|f|
4
(x) dx
_
1/4
f
H
s
([L,L])
.
3
Proof. This is only a sketch of the proof. For simplicity lets assume that we are on the interval [0, 2]. Then
by (2) we have
2
|f(x)| =

k=
c
k
e
i2kx

k=
|c
k
|(1 +|k|)
s
1
(1 +|k|)
s
.
There is now an inequality that says:

k=
|b
k
||a
k
|
_

k=
|b
k
|
2
_
1/2
_

k=
|a
k
|
2
_
1/2
,
and if we apply this above we can continue our chain of inequalities with

k=
|c
k
|
2
(1 +|k|)
2s
_
1/2
_

k=
1
(1 +|k|)
2s
_
1/2
.
Now we observe that the second series

k=
1
(1 +|k|)
2s
<
as long as 2s > 1 that is s > 1/2. We then proved that for s > 1/2
f
L

([0,2])
:= max
x in [0,2]
|f(x)| C
L
f
H
s
([0,2])
.
Recall that we also have the trivial identity
f
L
2
([0,2])
= f
H
0
([0,2])
.
At this point one needs to use an Interpolation Theorem that in principle says that since p = 4 is halfway
3
between p = 2 and p = then one would need 1/2 of s, that is one needs s > 1/4. This concludes the
sketch of the proof.

3. Dispersive PDE
Dispersive PDE are a special class of PDE. They are equations of evolution (i.e. the unknown function
depends also on time) and they model certain waves that, if no boundary conditions are assigned, spread
out in space as time evolves while conserving energy. A visual image for this phenomenon is given by the
ripples formed after throwing a pebble on a calm and large lake.
Probably the most well known equation within the class of dispersive PDE is the nonlinear Schrodinger
equation (NLS), that in its typical form is written as the Cauchy problem
(14)
_
iu
t
+ u
xx
= u|u|
2
x R, t > 0
u(0, x) = (x),
where (x) is the initial datum, > 0 and = 1.
The goal of this lecture is to study a few important features of the associated linear and homogeneous
problem, namely
(15)
_
iv
t
+ v
xx
= 0 x [0, 2], t > 0
v(0, x) = (x),
2
This is a very informal calculation since we are dealing with innite series!
3
This is better visible if one looks at 1/2 and 1/= 0 and sees 1/4 as the middle point.
4
in the periodic case. These features are fundamental in order to then start answering questions on existence,
uniqueness and stability of solutions to (14), at least for short time when the data are smooth. For this
PDE square integrable functions are natural since
_
|u|
2
dx represent the mass of the wave u. Hence one
would like to study this problem in the space L
2
, or in Sobolev spaces H
s
. On the other hand when one
starts to estimate the nonlinear term u|u|
2
in the L
2
space one needs to be able to say something about
_
|u|
2(2+1)
dx, that is one needs to estimate an L
p
norm of the wave u for p = 2(2 + 1). This is the reason
why we are interested on Sobolev estimates such as (13).
3.1. How to nd the solution of (15). We are now ready to solve (15). We will be working formally, but
everything can be made rigorous with a bit more work. Using Fourier series (1) we can write as the sum
of plane waves:
(x) =

k=
b
k
e
ikx
,
where b
k
are the Fourier coecients of .
We start by taking the space Fourier transform of the problem (15). Using the notation (4) and formula
(2), for xed frequency k, we obtain
(16)
_
i( v)
t
(t, k) + (2ik)
2
v(t, k) = 0 t > 0
v(0, k) = b
k
.
This simple ODE gives us the solution
(17) v(t, k) = b
k
e
ik
2
t
.
From Remark 1.5
(18) S(t)(x) := v(t, x) = F
1
(b
k
e
ik
2
t
)(x)
and the solution to (15) in the periodic case is
v(x, t) =

k=
b
k
e
i(kxtk
2
)
.
We are now ready to start proving some estimates for S(t)(t, x). The rst simple one is a direct
consequence of Plancherel Theorem applied twice: for all times t
(19) S(t)(x)
L
2 = C
_

k=
|b
k
e
ik
2
t
|
2
_
1/2
= C
_

k=
|b
k
|
2
_
1/2
= C
L
2
so essentially the integral of the square of the linear solution is constant in time. This is actually conservation
if mass!
Problem 2: Prove that S(t)(x)
H
s = C
H
s for all times t.
Lets now look at something less trivial. Since we already know about the L
4
Sobolev bound from (13)
we can look at the following norm:
S(t)(x)
L
4
([0,T][0,2])
=
_
_
T
0
_
2
0
|S(t)(x)|
4
dxdt
_
1/4
.
Lets x t and lets use Sobolev inequality (13) to get
S(t)
L
4
([0,2])
=
__
2
0
|S(t)(x)|
4
dx
_1/4
CS(t)
H
s
([0,2])
5
for s 1/4. Using then Problem 3 we have
S(t)
L
4
([0,2])
C
H
s
([0,2])
and by going back to the L
4
norm also in time we have
(20) S(t)(x)
L
4
([0,T][0,2])
CT
1/4

H
s
([0,2])
.
Problem 3: Fill in the details in the proof of (20).
Remark 3.1. Now the question is: can we improve estimate (20) by using the fact that S(t)(x) is a very
special function?
We know that S(t)(x) is periodic in x and we are interested on estimates for t in the interval [0, T],
so we can extend S(t)(x) periodically outside [0, T], so that S(t)(x) is also periodic with respect to time.
Also to make things simple we can assume T = 2. Next we set S(t)(x) = f(x, t) and we can rewrite
S(t)(x)
4
L
4
([0,T][0,2])
=
_
2
0
_
2
0
|f

f|
2
dxdt.
Note that now we are dealing with a function f of two variables, but everything we said before about Fourier
series and transform for a function of one variable works for functions of several variable with the obvious
changes! So by Placherel, if we set
F(f

f)(m, n) = c
m,n
we have
(21) S(t)(x)
4
L
4
([0,T][0,2])
=

m=

n=
|c
m,n
|
2
.
Now we use (7) to write
F(f

f)(m, n) = F(f) F(

f)(m, n)
and we need to compute F(S(t)(x)). Note that this is the Fourier transform of a function of two variables
and one can show that
F(S(t)(x))(m, n) = (mn
2
)b
n
, and F(S(t)(x)(m, n) = (mn
2
)b
n
,
where (x) = 1 if x = 0 and it is 0 everywhere else. From here
c
m,n
=

h=

k=
(mh |n k|
2
)b
nk
(h |k|
2
)b
k
=

k; m=|k|
2
+|nk|
2
b
nk
b
k
Going back to (21) we have
S(t)(x)
4
L
4
([0,T][0,2])
=

m=

n=

k; m=|k|
2
+|nk|
2
b
nk
b
k

2
Now we look at the cardinality of the set K
m,n
:= {k in Z; m = |k|
2
+|nk|
2
} and we notice that for xed
m and n there are at most 2 elements in the set, hence

m=

n=

k; m=|k|
2
+|nk|
2
b
nk
b
k

2
C

m=

n=
|b
nk(m)
|
2
|b
k(m)
|
2
= C
_

n=
|b
n
|
2
_
2
= C
4
L
2.
So our conclusion is
(22) S(t)(x)
L
4
([0,T][0,2])
C
L
2
This is a typical Strichartz estimate and this should be compared with (20) where we had a loss of 1/4
derivative!
6
3.2. The higher dimension case. What happens if one denes the Schrodinger equation in 2 or higher
dimensions? We will still consider periodic functions, but now we will have dierent periods in dierent
directions. To make things simple lets assume that we are in 2D and the periods are L
1
and L
2
, two
positive numbers. One can repeat the argument above to try to prove an estimate such as (22). What we
will need to estimate is the cardinality of the set
K
m,n
:= {(k
1
, k
2
) in Z
2
; m = L
1
[k
2
1
+ (n
1
k
1
)
2
] + L
2
[k
2
2
+ (n
2
k
2
)
2
]}
for xed m in Z and (n
1
, n
2
) in Z
2
. Note that K
n,m
is a subset of the lattice on the plane made by points
with integer coordinates.
Problem 4: Show that for xed m and (n
1
, n
2
) the set K
m,n
is an ellipse or the empty set. In particular if
L
1
= L
2
then K
m,n
is either a circle or the empty set.
Remark 3.2. Using elementary theorems from Analytic Number Theory one can show that, if N(R) is the
number of lattice points on a circle of radius R, then N(R) exp C
log R
log log R
. On the other hand if we have
an ellipse we do not have good estimates for N(R). This prevents us from having satisfactory Strichartz
estimates in this case and the problem is still open (see Bourgain work).
7