Surface quasi-geostrophic equation and Conformally invariant operators: Difference between pages

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On a general compact Riemannian manifold $M$ with metric $g$, a metrically defined operator $A$ is said to be conformally invariant if under the conformal change in the metric $g_w=e^{2w}g$, the pair of the corresponding operators $A_w$ and $A$ are related by
  \newcommand{\R}{\mathbb{R}}
\[
$
A_w(\varphi)=e^{-bw} A(e^{aw}\varphi)\quad\mbox{for all }\varphi \in C^{\infty}(M),
\]
where $a, b$ are constant.


The surface quasi-geostrophic (SQG) equation consists of an evolution equation for a scalar function $\theta: \R^+ \times \R^2 \to \R$. In the inviscid case the equation is $$ \theta_t + u \cdot \nabla \theta = 0,$$ where $u = R^\perp \theta$ and $R$ stands for the Riesz transform.
Examples of conformally invariant operators include:


Fractional diffusion is often added to the equation $$ \theta_t + u \cdot \nabla \theta + (-\Delta)^s \theta = 0.$$
* The conformal Laplacian:
\[
L_g=-\Delta_g + \frac{n-2}{4(n-1)}R_g,
\]
where $n$ is the dimension of the manifold, $-\Delta_g$ is the Laplace–Beltrami operator of $g$, and $R_g$ is the scalar curvature of $g$. This is a second order differential operator. One can check that in this case, $a=\frac{n-2}{2}$ and $b=\frac{n+2}{2}$.


The equation is used as a toy model for the 3D [[Euler equation]] and [[Navier-Stokes]]. The main question is to determine whether the Cauchy problem is well posed in the classical sense. In the inviscid case, it is a major open problem as well as in the supercritical diffusive case when $s<1/2$. It is believed that inviscid SQG equation presents a similar difficulty as 3D Euler equation in spite of being a scalar model in two dimensions <ref name="CMT"/>. The same comparison can be made between the supercritical SQG equation and [[Navier-Stokes]].
* The Paneitz operator <ref name="paneitz1983quartic"/> <ref name="paneitz2008quartic"/>:
\[
P=(-\Delta_g)^2-\mbox{div}_g (a_n R_g g+b_n Ric_g)d+\frac{n-4}{2}Q,
\]
where $\mbox{div}_g$ is the divergence operator, $d$ is the differential operator, $Ric_g$ is the Ricci tensor,
\[
Q=c_n|Ric_g|^2+d_nR_g^2-\frac{1}{2(n-2)}\Delta_gR
\]
and
\[
a_n=\frac{(n-2)^2+4}{2(n-1)(n-2)}, b_n=-\frac{4}{n-2}, c_n=-\frac{2}{(n-2)^2}, d_n=\frac{n^3-4n^2+16n-16}{8(n-1)^2(n-2)^2}.
\]
This is a fourth order operator with leading term $(-\Delta_g)^2$.


The key feature of the model is that the drift $u$ is a divergence free vector field related to the solution $\theta$ by a zeroth order singular integral operator.
* GJMS operators <ref name="GJMS"/>: this is a family of conformally invariant differential operators with leading term $(-\Delta_g)^k$ for all integers $k$ if $n$ is odd, and for $k\in \{1,2,\cdots,\frac{n}{2}\}$ if $n$ is even. A nonexistence result can be found in <ref name="gover2004conformally"/> for $k>\frac n2$ and $n\ge 4$ even. An explicit formula and a recursive formula each for GJMS operators and Q-curvatures have been found by Juhl <ref name="Juhl1"/><ref name="Juhl2"/> (see also Fefferman-Graham<ref name="FG13"/> ). The formula are more explicit when they are on the standard spheres.  


For the diffusive case, the well posedness of the equation follows from perturbative techniques in the subcritical case ($s>1/2$). In the critical case the proof is more delicate and can be shown using three essentially different methods. In the sueprcritical regime ($s<1/2$) only partial results are known.
*Scattering operators <ref name="graham2003scattering"/>, or the conformally invariant fractional powers of the Laplacian <ref name="chang2011fractional"/>: This is a family of conformally invariant pseudo-differential operators $P_\sigma$ defined on the conformal infinity of asymptotically hyperbolic manifolds with leading term $(-\Delta_g)^\sigma$ for all real numbers $\sigma\in (0,\frac n2)$ except at most finite values. The authors <ref name="chang2011fractional"/> reconciled the way of defining $P_\sigma$ in <ref name="graham2003scattering"/> and the localization method of Caffarelli-Silvestre  <ref name="CSextension"/> for the fractional Laplacian $(-\Delta)^\sigma$ in the Euclidean space $\mathbb{R}^n$.


Global weak solutions, as well as classical solutions locally in time, are known to exist globally for the full range of $s \in [0,1]$ <ref name="R" />.


Special cases:


== Conserved quantities ==
* On the Euclidean space $\mathbb{R}^n$: the operators mentioned above are just the fractional Laplacians.


The following simple a priori estimates are satisfied by solutions (in order from strongest -locally- to weakest).
* On the standard sphere $(\mathbb{S}^n, g_{\mathbb{S}^n})$ (which is the conformal infinity of the standar Poincare disk): they are the following intertwining operator <ref name="branson1987group"/> of explicit formula:
\[
P_\sigma=\frac{\Gamma(B+\frac{1}{2}+\sigma)}{\Gamma(B+\frac{1}{2}-\sigma)},\quad B=\sqrt{-\Delta_{g_{\mathbb{S}^n}}+\left(\frac{n-1}{2}\right)^2},
\]
where $\Gamma$ is the Gamma function and $\Delta_{g_{\mathbb{S}^n}}$ is the Laplace-Beltrami operator on $(\mathbb{S}^n, g_{\mathbb{S}^n})$. Moreover, the operator $P_{\sigma}$
* is the pull back of $(-\Delta)^{\sigma}$ under stereographic projections,


* ''' Maximum principle '''
* has the eigenfunctions of spherical harmonics, and


The supremum of $\theta$ occurs at time zero: $||\theta(t,.)||_{L^\infty} \leq ||\theta(0,.)||_{L^\infty}$.
* is the inverse of a spherical Riesz potential.


* '''Conservation of energy'''.


A classical solution $u$ satisfies the energy equality
== References ==
$$ \int_{\R^2} \theta(0,x)^2 \ dx = \int_{\R^2} \theta(t,x)^2 \ dx + \int_0^t \int_{\R^2} |(-\Delta)^{s/2}\theta(r,x)|^2 \ dx \ dr.$$
{{reflist|refs=
 
In the case of weak solutions, only the energy inequality is available
$$ \int_{\R^2} \theta(0,x)^2 \ dx \geq \int_{\R^2} \theta(t,x)^2 \ dx + \int_0^t \int_{\R^2} |(-\Delta)^{s/2}\theta(r,x)|^2 \ dx \ dr.$$
 
* '''$H^{-1/2}$ estimate'''
 
The $H^{-1/2}$ norm of $\theta$ does not increase in time.
 
$$ \int_{\R^2} |(-\Delta)^{-1/4} \theta(0,x)|^2 \ dx = \int_{\R^2} |(-\Delta)^{-1/4}\theta(t,x)|^2 \ dx + \int_0^t \int_{\R^2} |(-\Delta)^{s/2-1/4}\theta(r,x)|^2 \ dx \ dr.$$
 
 
== Scaling and criticality ==
 
If $\theta$ solves the equation, so does the rescaled solution $\theta_r(t,x) = r^{2s-1} \theta(r^{2s} t,rx)$.
 
The $L^\infty$ norm is invariant by the scaling of the equation if $s=1/2$. This observation makes $s=1/2$ the critical exponent for the equation. For smaller values of $s$, the diffusion is stronger than the drift in small scales and the equation is well posed. For larger values of $s$, the drift might be dominant at small scales.


== Well posedness results ==
<ref name="branson1987group">{{Citation | last1=Branson | first1= Thomas P | title=Group representations arising from Lorentz conformal geometry | journal=Journal of functional analysis | year=1987 | volume=74 | pages=199--291}}</ref>


=== Sub-critical case: $s>1/2$ ===
<ref name="CSextension">{{Citation | last1=Caffarelli | first1= Luis | last2=Silvestre | first2= Luis | title=An extension problem related to the fractional Laplacian | journal=Communications in Partial Differential Equations | year=2007 | volume=32 | pages=1245--1260}}</ref>


The equation is well posed globally. The proof can be done with several methods using only soft functional analysis or Fourier analysis.
<ref name="chang2011fractional">{{Citation | last1=Chang | first1= Sun-Yung Alice | last2=González | first2= Maria del Mar | title=Fractional Laplacian in conformal geometry | journal=Advances in Mathematics | year=2011 | volume=226 | pages=1410--1432}}</ref>


=== Critical case: $s=1/2$ ===
<ref name="FG13">{{Citation | last1=Fefferman | first1= Charles | last2=Graham | first2= C | title=Juhl’s formulae for GJMS operators and 𝑄-curvatures | journal=Journal of the American Mathematical Society|year=2013 | volume=26 | pages=1191--1207}}</ref>


The equation is well posed globally. There are three known proofs.
<ref name="gover2004conformally">{{Citation | last1=Gover | first1= A | last2=Hirachi | first2= Kengo | title=Conformally invariant powers of the Laplacian—a complete nonexistence theorem | journal=Journal of the American Mathematical Society |year=2004 |volume=17 | pages=389--405}}</ref>


* '''Evolution of a modulus of continuity''' <ref name="KNV"/>: An explicit modulus of continuity which is comparable to Lipschitz in small scales but growth logarithmically in large scales is shown to be preserved by the flow. The method is vaguely comparable to [[Ishii-Lions]].
<ref name="GJMS">{{Citation | last1=Graham | first1= C Robin | last2=Jenne | first2= Ralph | last3=Mason | first3= Lionel J | last4=Sparling | first4= George AJ | title=Conformally invariant powers of the Laplacian, I: Existence | journal=Journal of the London Mathematical Society | year=1992 | volume=2 | pages=557--565}}</ref>
* '''De Giorgi approach''' <ref name="CV"/>: From the $L^\infty$ modulus of continuity, it is concluded that $u$ stays bounded in $BMO$. A variation to the parabolic [[De Giorgi-Nash-Moser]] can be carried out to obtain Holder continuity of $\theta$. The result does not use the relations $u = R^\perp \theta$, but only that $u$ is a divergence-free vector field in ''BMO''. Therefore, it is actually a regularity result for arbitrary [[drift-diffusion equations]].
* '''Dual flow method''' <ref name="KN"/>: Also from the information that $u$ is $BMO$ and divergence free, it can be shown that the solution $\theta$ becomes Holder continuous by studying the dual flow and characterizing Holder functions in terms of how they integrate against simple test functions. This is a regularity result for general [[drift-diffusion equations]] as well.


=== Supercritical case: $s<1/2$ ===
<ref name="graham2003scattering">{{Citation | last1=Graham | first1= C Robin | last2=Zworski | first2= Maciej | title=Scattering matrix in conformal geometry | journal=Inventiones mathematicae | year=2003 | volume=152 | pages=89--118}}</ref>


The global well posedness of the equation is an open problem. Some partial results are known:
<ref name="Juhl1">{{Citation | last1=Juhl | first1= Andreas | title=On the recursive structure of Branson’s Q-curvature | journal=arXiv preprint arXiv:1004.1784}}</ref>


* Existence of solutions locally in time.
<ref name="Juhl2">{{Citation | last1=Juhl | first1= Andreas | title=Explicit formulas for GJMS-operators and Q-curvatures | journal=Geometric and Functional Analysis | year=2013|volume=23 | pages=1278--1370}}</ref>
* Existence of global weak solutions. <ref name="R"/>
* Global smooth solution if the initial data is sufficiently small. <ref name="Y"/>
* Smoothness of weak solutions for sufficiently large time. <ref name="S"/> <ref name="D"/> <ref name="K"/>


=== Inviscid case ===
<ref name="paneitz1983quartic">{{Citation | last1=Paneitz | first1= S | title=A quartic conformally covariant differential operator for arbitrary pseudo-Riemannian manifolds |year=1983 | journal=preprint}}</ref>


The global well posedness of the equation is an open problem. Some partial results are known:
<ref name="paneitz2008quartic">{{Citation | last1=Paneitz | first1= S | title=A quartic conformally covariant differential operator for arbitrary pseudo-Riemannian manifolds (summary) | url=http://dx.doi.org/10.3842/SIGMA.2008.036 | doi:10.3842/SIGMA.2008.036 | year=2008 | journal=SIGMA Symmetry Integrability Geom. Methods Appl. | issue=4 | Paper=036}}</ref>


* Existence of solutions locally in time???
== References ==
{{reflist|refs=
<ref name="CMT">{{Citation | last1=Constantin | first1=Peter | last2=Majda | first2=Andrew J. | last3=Tabak | first3=Esteban | title=Formation of strong fronts in the 2-D quasigeostrophic thermal active scalar | url=http://stacks.iop.org/0951-7715/7/1495 | year=1994 | journal=Nonlinearity | issn=0951-7715 | volume=7 | issue=6 | pages=1495–1533}}</ref>
<ref name="CV">{{Citation | last1=Caffarelli | first1=Luis A. | last2=Vasseur | first2=Alexis | title=Drift diffusion equations with fractional diffusion and the quasi-geostrophic equation | url=http://dx.doi.org/10.4007/annals.2010.171.1903 | doi=10.4007/annals.2010.171.1903 | year=2010 | journal=[[Annals of Mathematics|Annals of Mathematics. Second Series]] | issn=0003-486X | volume=171 | issue=3 | pages=1903–1930}}</ref>
<ref name="S">{{Citation | last1=Silvestre | first1=Luis | title=Eventual regularization for the slightly supercritical quasi-geostrophic equation | url=http://dx.doi.org/10.1016/j.anihpc.2009.11.006 | doi=10.1016/j.anihpc.2009.11.006 | year=2010 | journal=Annales de l'Institut Henri Poincaré. Analyse Non Linéaire | issn=0294-1449 | volume=27 | issue=2 | pages=693–704}}</ref>
<ref name="KNV">{{Citation | last1=Kiselev | first1=A. | last2=Nazarov | first2=F. | last3=Volberg | first3=A. | title=Global well-posedness for the critical 2D dissipative quasi-geostrophic equation | url=http://dx.doi.org/10.1007/s00222-006-0020-3 | doi=10.1007/s00222-006-0020-3 | year=2007 | journal=[[Inventiones Mathematicae]] | issn=0020-9910 | volume=167 | issue=3 | pages=445–453}}</ref>
<ref name="KN">{{Citation | last1=Kiselev | first1=A. | last2=Nazarov | first2=F. | title=A variation on a theme of Caffarelli and Vasseur | year=2009 | journal=Rossiĭskaya Akademiya Nauk. Sankt-Peterburgskoe Otdelenie. Matematicheski\u\i Institut im. V. A. Steklova. Zapiski Nauchnykh Seminarov (POMI) | issn=0373-2703 | volume=370 | pages=58–72}}</ref>
<ref name="K">{{Citation | last1=Kiselev | first1=A. | title=Regularity and blow up for active scalars | url=http://dx.doi.org/10.1051/mmnp/20105410 | doi=10.1051/mmnp/20105410 | year=2010 | journal=Mathematical Modelling of Natural Phenomena | issn=0973-5348 | volume=5 | issue=4 | pages=225–255}}</ref>
<ref name="R">{{Citation | last1=Resnick | first1=Serge G. | title=Dynamical problems in non-linear advective partial differential equations | url=http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:9542767 | publisher=ProQuest LLC, Ann Arbor, MI | year=1995}}</ref>
<ref name="D">{{Citation | last1=Dabkowski | first1=M. | title=Eventual Regularity of the Solutions to the Supercritical Dissipative Quasi-Geostrophic Equation | publisher=[[Springer-Verlag]] | location=Berlin, New York | year=2011 | journal=Geometric and Functional Analysis | issn=1016-443X | volume=21 | issue=1 | pages=1–13}}</ref>
<ref name="Y"> {{Citation | last1=Yu | first1=Xinwei | title=Remarks on the global regularity for the super-critical 2D dissipative quasi-geostrophic equation | url=http://dx.doi.org/10.1016/j.jmaa.2007.06.064 | doi=10.1016/j.jmaa.2007.06.064 | year=2008 | journal=Journal of Mathematical Analysis and Applications | issn=0022-247X | volume=339 | issue=1 | pages=359–371}} </ref>
}}
}}

Revision as of 22:05, 23 September 2013

On a general compact Riemannian manifold $M$ with metric $g$, a metrically defined operator $A$ is said to be conformally invariant if under the conformal change in the metric $g_w=e^{2w}g$, the pair of the corresponding operators $A_w$ and $A$ are related by \[ A_w(\varphi)=e^{-bw} A(e^{aw}\varphi)\quad\mbox{for all }\varphi \in C^{\infty}(M), \] where $a, b$ are constant.

Examples of conformally invariant operators include:

  • The conformal Laplacian:

\[ L_g=-\Delta_g + \frac{n-2}{4(n-1)}R_g, \] where $n$ is the dimension of the manifold, $-\Delta_g$ is the Laplace–Beltrami operator of $g$, and $R_g$ is the scalar curvature of $g$. This is a second order differential operator. One can check that in this case, $a=\frac{n-2}{2}$ and $b=\frac{n+2}{2}$.

\[ P=(-\Delta_g)^2-\mbox{div}_g (a_n R_g g+b_n Ric_g)d+\frac{n-4}{2}Q, \] where $\mbox{div}_g$ is the divergence operator, $d$ is the differential operator, $Ric_g$ is the Ricci tensor, \[ Q=c_n|Ric_g|^2+d_nR_g^2-\frac{1}{2(n-2)}\Delta_gR \] and \[ a_n=\frac{(n-2)^2+4}{2(n-1)(n-2)}, b_n=-\frac{4}{n-2}, c_n=-\frac{2}{(n-2)^2}, d_n=\frac{n^3-4n^2+16n-16}{8(n-1)^2(n-2)^2}. \] This is a fourth order operator with leading term $(-\Delta_g)^2$.

  • GJMS operators [3]: this is a family of conformally invariant differential operators with leading term $(-\Delta_g)^k$ for all integers $k$ if $n$ is odd, and for $k\in \{1,2,\cdots,\frac{n}{2}\}$ if $n$ is even. A nonexistence result can be found in [4] for $k>\frac n2$ and $n\ge 4$ even. An explicit formula and a recursive formula each for GJMS operators and Q-curvatures have been found by Juhl [5][6] (see also Fefferman-Graham[7] ). The formula are more explicit when they are on the standard spheres.
  • Scattering operators [8], or the conformally invariant fractional powers of the Laplacian [9]: This is a family of conformally invariant pseudo-differential operators $P_\sigma$ defined on the conformal infinity of asymptotically hyperbolic manifolds with leading term $(-\Delta_g)^\sigma$ for all real numbers $\sigma\in (0,\frac n2)$ except at most finite values. The authors [9] reconciled the way of defining $P_\sigma$ in [8] and the localization method of Caffarelli-Silvestre [10] for the fractional Laplacian $(-\Delta)^\sigma$ in the Euclidean space $\mathbb{R}^n$.


Special cases:

  • On the Euclidean space $\mathbb{R}^n$: the operators mentioned above are just the fractional Laplacians.
  • On the standard sphere $(\mathbb{S}^n, g_{\mathbb{S}^n})$ (which is the conformal infinity of the standar Poincare disk): they are the following intertwining operator [11] of explicit formula:

\[ P_\sigma=\frac{\Gamma(B+\frac{1}{2}+\sigma)}{\Gamma(B+\frac{1}{2}-\sigma)},\quad B=\sqrt{-\Delta_{g_{\mathbb{S}^n}}+\left(\frac{n-1}{2}\right)^2}, \] where $\Gamma$ is the Gamma function and $\Delta_{g_{\mathbb{S}^n}}$ is the Laplace-Beltrami operator on $(\mathbb{S}^n, g_{\mathbb{S}^n})$. Moreover, the operator $P_{\sigma}$

  • is the pull back of $(-\Delta)^{\sigma}$ under stereographic projections,
  • has the eigenfunctions of spherical harmonics, and
  • is the inverse of a spherical Riesz potential.


References

  1. Paneitz, S (1983), "A quartic conformally covariant differential operator for arbitrary pseudo-Riemannian manifolds", preprint 
  2. Paneitz, S (2008), "A quartic conformally covariant differential operator for arbitrary pseudo-Riemannian manifolds (summary)", SIGMA Symmetry Integrability Geom. Methods Appl. (4), http://dx.doi.org/10.3842/SIGMA.2008.036 
  3. Graham, C Robin; Jenne, Ralph; Mason, Lionel J; Sparling, George AJ (1992), "Conformally invariant powers of the Laplacian, I: Existence", Journal of the London Mathematical Society 2: 557--565 
  4. Gover, A; Hirachi, Kengo (2004), "Conformally invariant powers of the Laplacian—a complete nonexistence theorem", Journal of the American Mathematical Society 17: 389--405 
  5. Juhl, Andreas, "On the recursive structure of Branson’s Q-curvature", arXiv preprint arXiv:1004.1784 
  6. Juhl, Andreas (2013), "Explicit formulas for GJMS-operators and Q-curvatures", Geometric and Functional Analysis 23: 1278--1370 
  7. Fefferman, Charles; Graham, C (2013), "Juhl’s formulae for GJMS operators and 𝑄-curvatures", Journal of the American Mathematical Society 26: 1191--1207 
  8. 8.0 8.1 Graham, C Robin; Zworski, Maciej (2003), "Scattering matrix in conformal geometry", Inventiones mathematicae 152: 89--118 
  9. 9.0 9.1 Chang, Sun-Yung Alice; González, Maria del Mar (2011), "Fractional Laplacian in conformal geometry", Advances in Mathematics 226: 1410--1432 
  10. Caffarelli, Luis; Silvestre, Luis (2007), "An extension problem related to the fractional Laplacian", Communications in Partial Differential Equations 32: 1245--1260 
  11. Branson, Thomas P (1987), "Group representations arising from Lorentz conformal geometry", Journal of functional analysis 74: 199--291