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mean-field limit, density matrix
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\begin{document}
\title{Rate of convergence towards the Hartree-von Neumann limit in the mean-field regime
 \thanks{This paper is a part of the author's Ph.D thesis.}
  }

 \author{ I. Anapolitanos \thanks{Department of Mathematics,
University of Toronto, Toronto, Canada.}}
\date{ \today}
\maketitle

\abstract{ In the mean-field regime we prove convergence, with
explicit bounds, of $N$-particle
 density matrices satisfying the time-dependent von Neumann equation with factorized initial data to a product of one particle density matrices satisfying the Hartree-von Neumann equation.
 To prove explicit bounds we generalize techniques developed by Pickl
\cite{Pi1} and Knowles-Pickl \cite{KP}.}

\section{Introduction}
 We consider a quantum system of $N$ particles in $d$ dimensions
 described by a density matrix, i.e a positive trace class operator
 $\rho_N$ of trace $1$, acting on $L^2(\mathbb{R}^{d})^{\otimes N}:=L^2(\mathbb{R}^{d}) \otimes...\otimes L^2(\mathbb{R}^{d})$,
whose evolution is described by the time-dependent von Neumann
equation with factorized initial data:
\begin{equation}\label{von Neumann}
\left\{ \begin{array}{ccc} i  \frac{\partial \rho_N} {\partial t}=
[H_N, \rho_N] \\ \rho_N|_{t=0}= \rho_0^{\otimes N},
\end{array} \right.
\end{equation}
where $\rho_0 $ is a positive trace class operator on
$L^2(\mathbb{R}^{d})$ of trace $1$. Here $ H_N=H_N^0+V_N $, with $
H_N^0=\sum_{i=1}^N h_{x_i},\ h_x \equiv h$ is a self-adjoint
operator in a $d$-dimensional
 variable $x$, e.g. $h_x:=- \Delta_x +W(x)$, and
\begin{equation}\label{Nbodpot}
V_N=\frac{g}{2} \sum_{i \neq j}^N  v(x_i-x_j).
\end{equation}
 We can assume without loss of generality that the two-body
potential $v$ is even: $v(x)=v(-x)$. We consider the mean-field
regime:
 $N \rightarrow \infty$ and $g \rightarrow 0$ with $gN \rightarrow c$. By changing $v$, if necessary, we can assume that
\begin{equation}\label{g1n}
g=\frac{1}{N-1}.
\end{equation}

 Equation \eqref{g1n} means that the particles are weakly interacting and that the
  potential and kinetic energy of the system are formally of the same order. The initial
  condition in \eqref{von Neumann} has the meaning that the particles are initially
  uncorrelated and on the same one-particle state $\rho_0$. The initial value problem \eqref{von Neumann} is a generalization of
  the $N$-body Schr\"odinger equation for a quantum system of weakly interacting
  Bosons, which is described by a wave function $\Psi_N \in L^2(\mathbb{R}^{d})^{\otimes
  N}$ evolving according to the initial value problem
\begin{equation}\label{Schro}
\left\{ \begin{array}{ccc} i  \frac{\partial \Psi_N} {\partial t}=
H_N \Psi_N \\ \Psi_N|_{t=0}= \psi_0^{\otimes N},
\end{array} \right.
\end{equation}
where $\psi_0 \in L^2(\mathbb{R}^{d})$.
  In the case that $\rho_0$ is the orthogonal projection onto the
  wave function $\psi_0$, the problem \eqref{von Neumann} reduces to
  \eqref{Schro}. It is well known that density
  matrices can describe open quantum systems which in general can
  not be described by wave functions.

 In the case that $v=0$, the solution $\rho_N$ of \eqref{von Neumann} remains factorized for all times
so the particles remain uncorrelated. This is not the case for
arbitrary potential $v$. However, in the case of weakly interacting
particles it turns out that $\rho_N \approx \rho^{\otimes N}$ for
all times in an appropriate sense of convergence. Here $\rho$ is the
solution of the Hartree-von Neumann equation
\begin{equation}\label{Hartree-von Neumann}
\left\{ \begin{array}{ccc} i  \frac{\partial \rho}{\partial
t}=[h +(v*n_\rho), \rho ] \\
\rho_t|_{t=0}=\rho_0, \end{array} \right.
\end{equation}
where $n_\rho (x, t):= \rho (x; x, t)$, the probability or charge
density, with $\rho (x; y, t)$ the integral kernel of $\rho$.
 If $v$ is even and bounded, then the initial value problem \eqref{Hartree-von Neumann} is globally well-posed on the space
of trace class operators on $L^2(\mathbb{R}^d)$ in the sense of mild
solutions. For more details we refer to Appendix \ref{Wellposed}.
 In this paper we will deal with mild solutions of initial value problems unless we emphasize that they are strong.
  To explain in what sense $\rho_N$ converges to $\rho^{\otimes N}$ we need to define the well known notion of the partial
trace:
\begin{definition}
Consider a trace class operator $R$ on $L^2(\mathbb{R}^d)^{ \otimes
m}$. For any $j < m$ we define the partial trace of $R$ over the
coordinates $j+1,...,m$ and we denote it by $Tr_{j+1,m}(R)$, the
trace class operator on $L^2(\mathbb{R}^d)^{ \otimes j}$ for which
\begin{equation}\label{partialtrace}
Tr(R (a \otimes I^{\otimes m-j}))=Tr(Tr_{j+1,m}(R) a),
\end{equation}
for all linear bounded operators $a: L^2(\mathbb{R}^d)^{ \otimes j}
\rightarrow L^2(\mathbb{R}^d)^{ \otimes j}$, where $I$ is the
identity on $L^2(\BR^d)$.
\end{definition}
It is well known that the partial trace exists and it is unique.
%%%%%%%%%%%%%%%%%%%%
%%%%%%%%%%%%%%%%%%%%%
 We are now ready
to state our main theorem:
\begin{theorem}\label{main}
Suppose that $\rho_0$ is a positive trace class operator with
$Tr(\rho_0)=1$, $v \in L^{\infty}$, $v$ is even and \eqref{g1n}
holds. If $\rho_N$ is the solution of \eqref{von Neumann} and $\rho$
is the solution of \eqref{Hartree-von Neumann}, then we have that
\begin{equation}\label{error}
Tr|Tr_{p+1,N}(\rho_N)-\rho^{\otimes p}| \leq p \sqrt{\frac{8 (e^{12
\|v\|_{\infty}t}-1)}{3N}}.
\end{equation}
\end{theorem}
\begin{remark}
The inequality \eqref{error} has a physical interpretation in terms
of measurements of expectations of quantum observables:
 if $A=a \otimes I^{\otimes N-p}$ where $a:L^2(\BR^d)^{\otimes p} \rightarrow L^2(\BR^d)^{\otimes p}$ is a linear bounded operator, then using \eqref{partialtrace} and
the standard inequality $|Tr(a r)|\leq \|a\| Tr|r|$ (see for example
\cite{ReS}), we obtain that
  \begin{equation}
  |Tr(A \rho_N)-Tr(a \rho^{\otimes p})| \leq p \sqrt{\frac{8 (e^{12
\|v\|_{\infty}t}-1)}{3N}}\|a\|.
\end{equation}
$Tr(A \rho_N)$ is the expectation of the observable $A$ in the
quantum system with state $\rho_N$
 and $Tr(a \rho^{\otimes p})$ is the expectation that is predicted by \eqref{Hartree-von Neumann}.
  Theorem \ref{main} gives an error estimate of this prediction.
\end{remark}
 The convergence result was first proven in \cite{S}. The method
could give estimates on the left hand side of \eqref{error} but they
are very weak. The
  result of \cite{S} was extended in \cite{ES} for the case of
 Coulomb potentials and semi-relativistic kinetic energy in three dimensions. The proof
 uses compactness arguments and does not give any explicit estimates on the left hand side of \eqref{error}.
 There is a considerable literature in the mean-field limit of \eqref{Schro} for both bounded and singular interaction potentials $v$ and
  for closely related problems as well
 (see for example \cite{AN}, \cite{AN1}, \cite{BGGM}, \cite{CP}, \cite{ErSY}, \cite{ErSYa}, \cite{EESY}, \cite{KSS}, \cite{AW}, \cite{LS}, \cite{FGS}, \cite{FKP}, \cite{FKS}, \cite{GiV}, \cite{GMM}, \cite{He}, \cite{RS}, \cite{ErS}, \cite{AS}, \cite{KF}, \cite{Sc}, \cite{Pic},
 \cite{Pi1} and \cite{KP}).

 To prove theorem \ref{main} we rely heavily on ideas of \cite{Pi1} and \cite{KP}. We also note that initial value problems similar to
 \eqref{von Neumann1} and \eqref{Hartree-von Neumann1} where introduced in \cite{KF} to write a Hamiltonian formulation for the Hartree-Fock equation.

The paper is organized as follows: In Section \ref{badparticles} we
prove our main theorem given a rather technical estimate
(proposition \ref{differentineq}).
 In Section \ref{particlecontrol} we prove proposition \ref{differentineq}.

\section*{Acknowledgements} The author is grateful to Israel Michael Sigal for
 suggesting this problem and for suggestions and numerous stimulating
discussions. The author would also like to thank Antti Knowles for
discussing his work \cite{KP}.

\section{Proof of Theorem \ref{main}}\label{badparticles}
In this Section we prove Theorem \ref{main} given the estimate
\eqref{ander} which is proven in the next Section. In Subsection
 \ref{reform} we express $\rho_N$ and $\rho$ in terms of two Hilbert-Schmidt operators $K_N,k$ that solve initial value problems which we discuss.
  In Subsection \ref{count}, using $K_N$ and $k$, we introduce a functional $a_N$ counting for the $N$-body state $\rho_N$ the relative number of particles
   that are not in the one-body state $\rho$. This generalizes the functional counting bad particles introduced in \cite{Pi1}. In Subsection
   \ref{marginalcontr} we control the left hand side of \eqref{error} in terms of the functional $a_N$. In Subsection
    \ref{aNbound} we bound $a_N$.
\subsection{Reformulation of the initial value problems \eqref{von Neumann} and \eqref{Hartree-von Neumann}}\label{reform}
Denote the space of Hilbert-Schmidt operators on
$L^2(\mathbb{R}^d)^{\otimes n}$ by $\mathcal{L}_2^n$.  If $n=1$ the
super index will be omitted. It is well known that $\mathcal{L}_2^n$
is a Hilbert space equipped with the inner product that induces the
norm
\begin{equation}\label{HSnorm}
\|K\|_{\mathcal{L}_2^n}:=\sqrt{Tr(K^* K)}.
\end{equation}
 Let $K_N$ be the solution of
\begin{equation}\label{von Neumann1}
\left\{ \begin{array}{ccc} i  \frac{\partial K_N} {\partial t}=
[H_N, K_N] \\ K_N|_{t=0}= \sqrt{\rho_0^{\otimes N}}.
\end{array} \right.
\end{equation}
 Since $K_N=e^{-i H_N t} \sqrt{\rho_0^{\otimes N}}e^{i H_N t}$ and $\rho_N=e^{-i H_N t} \rho_0^{\otimes N}e^{i H_N t},$
where $\rho_N$ is the solution of \eqref{von Neumann}, we have that
 $K_N \in \mathcal{L}_2^N$ and that
\begin{equation}\label{linearwell}
K_N \geq 0, \text{ } \rho_N=K_N^2, \text{ and }
Tr(\rho_N)=Tr(K_N^2)=1,
\end{equation}
for all times.
 Consider the following initial value problem in $\mathcal{L}_2$:
\begin{equation}\label{Hartree-von Neumann1}
\left\{ \begin{array}{ccc} i  \frac{\partial k}{\partial
t}=[h +(v*n_{k^*k}), k ] \\
k|_{t=0}=k_0, \end{array} \right.
\end{equation}
 In Appendix \ref{Wellposed} it is proven that,
under the assumptions of theorem \ref{main}, the initial value
problem \eqref{Hartree-von Neumann1}
 is globally well-posed on $\mathcal{L}_2$ in the sense of mild solutions. In Appendix \ref{Wellposed} we also prove the following lemma:
 \begin{lemma}\label{specialic}
 If $k$ is the solution of \eqref{Hartree-von Neumann1} with $k_0 = \sqrt{\rho_0}$ then we have that
 \begin{equation}\label{positivity}
k \geq 0,
 \end{equation}
 \begin{equation}\label{conservation}
Tr(k^2)=1,
 \end{equation}
 and
 \begin{equation}\label{rk2}
\rho=k^2,
\end{equation}
for all times, where $\rho$ is the solution of \eqref{Hartree-von
Neumann}.
\end{lemma}
  We note that \eqref{positivity},\eqref{conservation} and \eqref{rk2} imply immediately that $\rho \geq 0$ and that $Tr(\rho)=1$
 for all times, which is well known.
 A similar idea to introducing equations \eqref{von Neumann1} and \eqref{Hartree-von Neumann1}  has been used
 in \cite{KF} to write a Hamiltonian formulation for the
 Hartree-Fock  equation.
We note that if $K_N$ solves \eqref{von Neumann1} then $K_N$ is
symmetric with respect to the particle coordinates in the sense that
\begin{equation}\label{symmetry}
K_N=\pi K_N \pi^{-1} \text{ for all permutations }\pi \in S_N.
\end{equation}

\subsection{Counting functional $a_N$}\label{count}
  The following
definition generalizes the functional counting bad particles
introduced in \cite{Pi1}. Let
\begin{equation}\label{asimple}
a_N(K_N,k):=1-Tr((k \otimes K_N) (K_N \otimes k)).
\end{equation}
 The quantity $a_N(K_N,k)$ measures for
a system of $N$ particles in the state $K_N^2=\rho_N$ the relative
number of particles that are not in the one-body state $k^2=\rho$.
If for example
 $K_N= \frac{1}{\sqrt{N}}\sum_{m=1}^N  k^{\otimes m-1} \otimes k^\bot \otimes k^{\otimes (N-m)}$,
where $k^\bot \in \mathcal{L}_2$ is a positive operator that has
Hilbert-Schmidt norm $1$ and is orthogonal to $k$ with respect to
the inner product that induces the Hilbert-Schmidt norm, then
$Tr(K_N^2)=1$, $K_N$ satisfies \eqref{symmetry} and
$$a_N(K_N,k)=\frac{1}{N}.$$
The definition \eqref{asimple} generalizes the corresponding
definition of \cite{Pi1}. Indeed, if $\rho_N=P_{\Psi_N}$ and
$\rho=P_{\psi}$, where $P_{\phi}$ denotes the orthogonal projection
onto the function $\phi$ and $\|\Psi_N\|_{L^2(\BR^d)^{\otimes
N}}=\|\psi\|_{L^2(\BR^d)}=1$, then by \eqref{linearwell},
\eqref{positivity} and \eqref{rk2} we obtain that $K_N=P_{\Psi_N}$
and $k=P_{\psi}$. Therefore,
 $$a_N(K_N,k)\stackrel{\eqref{asimple}}{=}1-Tr(P_{\psi_N \otimes \psi} P_{\psi
\otimes \Psi_N})=1-Tr(P_{\Psi_N \otimes \psi} P_{\psi \otimes
\Psi_N} P_{\Psi_N \otimes \psi})$$$$=1-|(\Psi_N \otimes \psi,\psi
\otimes \Psi_N)|^2=1-( \langle \psi,Tr_{2,N}(P_{\Psi_N})\psi
\rangle)^2,$$ where the last equality follows by extending $\psi$ to
an orthonormal basis of $L^2(\mathbb{R}^d)$, and expanding $\Psi_N$
in terms of tensor products of the elements of the orthonormal
basis. As a consequence, in this case we have that
$$a_N(K_N,k) \leq 2 (1-\langle \psi,Tr_{2,N}(P_{\Psi_N})\psi
\rangle)=2 a_N(\Psi_N,\psi),$$ where $a_N(\Psi_N,\psi)$ is the
functional counting bad particles introduced in \cite{Pi1}.




\subsection{Control of left hand side of \eqref{error} by $a_N$}\label{marginalcontr}
  In the following proposition we prove that as long as the relative
  number of particles that are not in the state $\rho$ is small we can control the left hand side of \eqref{error}.
\begin{proposition}\label{marerror}
If $\rho_N, \rho$ solve \eqref{von Neumann} and \eqref{Hartree-von
Neumann}, respectively, then under the assumptions of theorem
\ref{main}
\begin{equation}\label{controlerror}
Tr|Tr_{p+1,N}(\rho_N)-\rho^{\otimes p}| \leq p \sqrt{8 a_N(K_N,k)},
\end{equation}
where $K_N$ solves \eqref{von Neumann1}, and $k$ solves
\eqref{Hartree-von Neumann1} with initial condition
$k_0=\sqrt{\rho_0}$.
\end{proposition}
\begin{proof}
 First we prove the following inequality:
\begin{equation}\label{equiv}
Tr|Tr_{2,N}(\rho_N)-\rho|\leq  \sqrt{8 a_N(K_N,k)}.
\end{equation}
 For a separable Hilbert space $X$ let $B(X):=\{F : X \rightarrow X, F \text{ linear and
bounded}\}.$ It is well known that $B(X)$ is the dual of the trace
class operators on $X$ (see for example \cite{ReS}). Therefore, if
$r$ is a trace class operator acting on $L^2(\mathbb{R}^d)^{\otimes
m}$
 and $q \leq m$ then we have that
\begin{equation}\label{lift}
Tr|Tr_{q+1,m}(r)|=\sup_{\|a\|_{B(L^2(\mathbb{R}^d)^{\otimes
q})}=1}|Tr(aTr_{q+1,m}(r))|$$$$\stackrel{\eqref{partialtrace}}{=}\sup_{\|a\|_{B(L^2(\mathbb{R}^d)^{\otimes
q})}=1}|Tr((a \otimes I^{\otimes m-q})
 r)| \leq \sup_{\|A\|_{B(L^2(\mathbb{R}^{d})^{\otimes m})}=1}|Tr(Ar)|= Tr|r|.
 \end{equation}
 Since $Tr(\rho_N)=Tr(\rho)=1$, a simple computation gives that
 \begin{equation}\label{partialtrace1}
 Tr_{p+1,N+p}(\rho^{\otimes p} \otimes \rho_N)=\rho^{\otimes p} \text{ and } Tr_{p+1,N+p}(\rho_N \otimes \rho^{\otimes p})=Tr_{p+1,N}(\rho_N),\text{ } \forall p < N.
\end{equation}
Therefore,
$$Tr|Tr_{2,N}(\rho_N)-\rho| $$$$
\stackrel{ \eqref{lift}, \eqref{partialtrace1}}{\leq} Tr|\rho_N
\otimes \rho-\rho \otimes \rho_N|$$
$$\stackrel{\eqref{linearwell},\eqref{rk2}}{=}Tr|K_N^2 \otimes k^2-k^2 \otimes K_N^2|$$
\begin{equation}\label{helpful}
\leq Tr|K_N \otimes k(K_N \otimes k-k \otimes K_N)|+Tr|(K_N \otimes
k-k \otimes K_N) k \otimes K_N|.
\end{equation}
We will now prove that
\begin{equation}\label{equiv1}
 Tr|K_N \otimes k(K_N \otimes k-k \otimes K_N)| \leq \sqrt{2
 a_N(K_N,k)}.
\end{equation}
Indeed, we prove in Appendix \ref{Apbasics} that if $L,M \in
\mathcal{L}_2^N$ then
\begin{equation}\label{basicineq}
(Tr|LM|)^2 \leq Tr(L L^*)Tr(M^* M).
\end{equation}
Therefore,
$$Tr|K_N \otimes k(K_N \otimes k-k \otimes K_N)|$$
$$ \stackrel{\eqref{linearwell},\eqref{positivity},\eqref{basicineq}}{\leq} \sqrt{Tr( K_N^2 \otimes k^2)} \sqrt{Tr((K_N \otimes k-k \otimes K_N)^2)}$$$$
\stackrel{\eqref{linearwell},\eqref{conservation}}{=}\sqrt{2-2Tr((K_N
\otimes k)(k \otimes K_N))} \stackrel{\eqref{asimple}}{=}\sqrt{2
a_N(K_N,k)}.$$ Similarly,
\begin{equation}\label{equiv2}
Tr|(K_N \otimes k-k \otimes K_N)k \otimes K_N| \leq \sqrt{2
a_N(K_N,k)}.
\end{equation}
Equations \eqref{helpful}, \eqref{equiv1} and \eqref{equiv2} yield
\eqref{equiv}. We now finish the proof of proposition
\ref{marerror}:
\begin{equation}
Tr|Tr_{p+1,N}(\rho_N)-\rho^{\otimes p}|
$$$$\stackrel{\eqref{lift}, \eqref{partialtrace1}}{\leq} Tr|\rho_N \otimes \rho^{\otimes
p}-\rho^{\otimes p} \otimes \rho_N|$$$$ \leq \sum_{j=1}^p Tr|
\rho^{\otimes j-1} \otimes \rho_N \otimes \rho^{\otimes
p+1-j}-\rho^{\otimes j} \otimes \rho_N \otimes \rho^{\otimes
p-j}|$$$$=pTr|\rho_N \otimes \rho-\rho \otimes \rho_N| \leq p
\sqrt{8 a_N(K_N,k)},
\end{equation}
where the last inequality was proven in the proof of \eqref{equiv}.
\end{proof}
\subsection{Bound on $a_N$}\label{aNbound}
In the next section we prove the following proposition:
\begin{proposition}\label{differentineq}
Under the assumptions of proposition \ref{marerror} and the
additional assumption that $h$ is bounded we have that
 \begin{equation}\label{ander}
\frac{d}{dt}a_N(K_N,k) \leq  4 \|v\|_{\infty} (3
a_N(K_N,k)+\frac{1}{N}).
\end{equation}
\end{proposition}
  Using this inequality and Gronwall's inequality to the function $a_N(K_N,k)+\frac{1}{3N}$ we obtain that
\begin{equation}\label{Picklest}
a_N(K_N,k) \leq \frac{(e^{12\|v\|_{\infty} t}-1)}{3N},
\end{equation}
in the case that $h$ is bounded. Using lemma \ref{lambdaapprox} we
extend \eqref{Picklest} to $h$ unbounded. Equations
\eqref{controlerror} and \eqref{Picklest} imply the theorem.


\section{ Proof of proposition \ref{differentineq}}\label{particlecontrol}
 To prove proposition \ref{differentineq} we use heavily ideas of \cite{Pi1}.
 We first start with some useful notation.
For any $k \in \mathcal{L}_2$ self-adjoint and any $1 \leq j \leq N$
we let $k_j:=I^{\otimes j-1} \otimes k \otimes I^{\otimes N-j}$. Let
also $Tr_{j}(k_j K_N)$ denote the operator with integral kernel
$$\int k(y_j,x_j) K_N(x_1,...,x_N,y_1,...,y_N) dx_j dy_j,$$ where
$k(x_j,y_j)$ and $K_N(x_1,...,x_N,y_1,...,y_N)$ are the integral
kernels of $k$ and $K_N$, respectively. Also let
$p_j^k,q_j^k,\hat{n}^k: \mathcal{L}_2^N \rightarrow \mathcal{L}_2^N$
be defined by the relations
\begin{equation}\label{pjdef}
p_j^k K_N:= k_j Tr_j(k_j K_N),
\end{equation}
  $$q_j^k:=1-p_j^k,$$
\begin{equation}\label{ndef}
\hat{n}^k:=N^{-1}\sum_{j=1}^N q_j^k.
\end{equation}
We mention some elementary relations that will be used throughout
this section and they are proven in Appendix \ref{Apbasics}:
\begin{lemma}\label{basics}
 Let $l \in \mathcal{L}_2$, $L,M \in \mathcal{L}_2^N$ where $N$ is any natural number.
 Assume also that $l$ is self-adjoint. Then the following are true
 \newline
(i)
\begin{equation}\label{standard}
Tr(L M)=Tr( M L).
\end{equation}
The last equation also holds when one of the operators is a trace
class operator and the other is a bounded operator.
\newline
(ii) $Tr_j(l_j L)$ is equal to $Tr_j(L l_j)$ and it is
Hilbert-Schmidt. Therefore $p_j^l L$ and $q_j^l L$ are also
Hilbert-Schmidt. Also
\begin{equation}\label{adjointresp}
    s_j^l(L^*)=(s_j^l(L))^*,
    \end{equation}
 where $s_j^l=p_j^l$ or $s_j^l=q_j^l$.
In particular, if $L$ is self-adjoint then $p_j^l L$, $q_j^l L$ are
also self-adjoint.
\newline
(iii) If $s_j^l$ is as above then
 \begin{equation}\label{Ima2}
Tr(L s_j^l M)=Tr((s_j^l L) M).
 \end{equation}
(iv)  The operators $p_j^l, q_j^l$ are self-adjoint and therefore
orthogonal projections.
\newline
(v) The operators $p_i^l,p_j^l,q_i^l,q_j^l$ all commute pairwise.
\newline
(vi) If $k$ and $K_N$ solve \eqref{Hartree-von Neumann1} and
\eqref{von Neumann1}, respectively, then for all $j=1,2,...,N$ we
have that
\begin{equation}\label{alternativeways}
a_N(K_N,k)=Tr(K_N q_j^k K_N)=Tr(K_N \hat{n}^k K_N).
\end{equation}
\end{lemma}


\begin{lemma}\label{aux2}
 Under the assumptions of proposition \ref{differentineq} we have that
\begin{equation}\label{Ima1}
\frac{d}{dt}a_N(K_N,k)
$$$$=-4 Im Tr(K_N p_1^k p_2^k B^k q_1^k q_2^k K_N)
-4 Im Tr( K_N p_1^k q_2^k B^k q_1^k q_2^k K_N),
\end{equation}
where $B^k=v(x_1-x_2)-v*n_{k^2}$.
\end{lemma}
\begin{proof}
In what follows the projections $p_j^k, q_j^k$ apply to products of
all operators standing on their right. First we show the following
relation:
\begin{equation}\label{aux1}
\frac{d}{dt}a_N(K_N,k)=2i Tr(K_N p_1^k B^k K_N)-2iTr(K_N B^k p_1^k
K_N),
\end{equation}
Indeed,
 due to equations \eqref{pjdef} and \eqref{alternativeways} we have
that
\begin{equation}
a_N(K_N,k)=1-Tr(K_N k_1 Tr_1(k_1 K_N))=1-Tr(Tr_1(K_N k_1)Tr_1(k_1
K_N)).
\end{equation}
  Differentiating the last relation
 (which we can do because in this lemma $h$ is assumed to be bounded), using equations \eqref{von Neumann1} and \eqref{Hartree-von Neumann1}
  and using that $Tr_1(K_N k_1)=Tr_1(k_1 K_N)$ we obtain that
$$\frac{d}{dt}a_N(K_N,k)=-2Tr((\frac{d}{dt}Tr_1(K_N k_1))Tr_1(k_1 K_N))$$
\begin{equation}\label{differentiat}
=2iTr(Tr_1(([H_N,K_N]k_1+K_N[H^k,k_1]))Tr_1(k_1 K_N)).
\end{equation}
If we write $H_N=H_N^1+H_N^2$, where $H_N^1$ is the sum of the terms
of $H_N$ that involve the first particle coordinate and
$H_N^2=H_N-H_N^1$, then a simple calculation gives that
$$Tr(Tr_1([H_N^2,K_N]k_1)Tr_1(k_1 K_N))=Tr([H_N^2, Tr_1(K_N k_1)]Tr_1(K_N k_1))\stackrel{\eqref{standard}}{=}0.$$
The last relation together with \eqref{differentiat} gives that
$$\frac{d}{dt}a_N(K_N,k)$$
$$=2iTr(Tr_1(([H_N^1,K_N]k_1+K_N[H^k,k_1]))Tr_1(k_1 K_N))$$
$$=2iTr(([H_N^1,K_N]k_1+K_N[H^k,k_1])Tr_1(k_1 K_N))$$
$$\stackrel{\eqref{standard}}{=}2iTr([H_N^1-H^k,K_N]p_1^k K_N)$$
$$\stackrel{\eqref{g1n},\eqref{symmetry}}{=}2iTr([B^k,K_N] p_1^k K_N)$$
$$\stackrel{\eqref{standard},\eqref{Ima2}}{=}2iTr(K_N p_1^k B^k K_N)-2iTr(K_N B^k p_1^k K_N),$$
so \eqref{aux1} is proven. Using \eqref{aux1} and that
$p_1^k+q_1^k=1$
 we obtain that
\begin{equation}\label{Ima4}
\frac{d}{dt}a_N(K_N,k)$$$$
$$$$= 2i Tr(K_N p_1^k B^k q_1^k K_N)-2i Tr( K_N q_1^k B^k p_1^k K_N).
\end{equation}
 Equations \eqref{Ima2} and \eqref{Ima4} together with the self-adjointness of $B^k$, $p_1^k K_N$ and $q_1^k K_N$ (see lemma \ref{basics} (ii))  give that
 \begin{equation}\label{Ima3}
\frac{d}{dt}a_N(K_N,k)=-4 Im Tr(K_N p_1^k B^k q_1^k K_N)
$$$$\stackrel{p_2^k+q_2^k=1}{=}-4 Im Tr(K_N p_1^k p_2^k B^k q_1^k p_2^k K_N)
$$$$-4 Im Tr(K_N p_1^k q_2^k B^k q_1^k p_2^k K_N)
$$$$-4 Im Tr(K_N p_1^k p_2^k B^k q_1^k q_2^k K_N)
$$$$-4 Im Tr(K_N p_1^k q_2^k B^k q_1^k q_2^k K_N).
 \end{equation}
 To prove lemma \ref{aux2} it suffices to prove that the first two terms on
 the righthand side of \eqref{Ima3} are zero.
Indeed, due to lemma \ref{basics} (v) we have that $Tr(K_N p_1^k
p_2^k B^k q_1^k p_2^k K_N)=Tr(K_N p_1^k p_2^k B^k p_2^k q_1^k
K_N)$. But
$$p_2^k B^k p_2^k =k_2 Tr_2(k_2 B^k k_2 Tr_2(k_2 .)),$$
and $Tr_2(k_2 B^k k_2)=Tr_2(k_2^2 B^k)=Tr_2(\rho_2 v(x_1-x_2)-\rho_2
v*n_{\rho})=v*n_{\rho}-v*n_{\rho}=0.$ This shows that the first term
on the righthand side of \eqref{Ima3} is zero. On the other hand
since  $q_2^k p_2^k=0$, we have that
\begin{equation}\label{helpIma3}
Tr(K_N p_1^k q_2^k B^k q_1^k p_2^k K_N)=Tr(K_N p_1^k q_2^k
v(x_1-x_2) q_1^k p_2^k K_N).
\end{equation}
 In addition,
\begin{equation}
Tr(K_N p_1^k q_2^k v(x_1-x_2) q_1^k p_2^k K_N)
$$$$\stackrel{ \text{$v$ even,\eqref{symmetry}}}{=}Tr(K_N p_2^k q_1^kv(x_1-x_2) q_2^k p_1^k K_N)
$$$$\stackrel{\eqref{Ima2}}{=}Tr((p_2^k q_1^k K_N) v(x_1-x_2) q_2^k p_1^k
K_N)$$$$\stackrel{\text{lemma \ref{basics}
(ii)}}{=}\overline{Tr((q_2^k p_1^k K_N) v(x_1-x_2) p_2^k q_1^k
K_N)}$$$$\stackrel{\eqref{Ima2}}{=}\overline{Tr(K_N p_1^k q_2^k
v(x_1-x_2) q_1^k p_2^k K_N)},
\end{equation}
which together with \eqref{helpIma3} implies that the second term of
the righthand side of equation \eqref{Ima3} is also zero.
\end{proof}
 We will now proceed by estimating the
terms on the righthand side of \eqref{Ima1}. We have that
\begin{equation}\label{ander2}
|Im(Tr(K_N p_1^k q_2^k B^k q_1^k q_2^k K_N))| \leq  2 \|v\|_{\infty}
a_N(K_N,k).
\end{equation}
Indeed,
$$|Im(Tr(K_N p_1^k q_2^k B^k q_1^k q_2^k K_N))|$$
$$ \stackrel{\eqref{Ima2}}{\leq}|Tr((p_1^k q_2^k K_N)  B^k q_1^k q_2^k K_N)|$$
$$\stackrel{\eqref{standard}}{\leq} |Tr(B^k (q_1^k q_2^k K_N) p_1^k q_2^k K_N)|$$
$$\leq \|B^k\| Tr|(q_1^k q_2^k K_N) p_1^k q_2^k K_N|$$
$$\stackrel{\eqref{basicineq},\text{ lemma \ref{basics} (ii), (iv)}}{\leq} 2 \|v\|_{\infty} Tr((q_2^k K_N)^2)$$
$$\stackrel{\eqref{Ima2}, \eqref{alternativeways}}{=}2 \|v\|_{\infty} a_N(K_N,k).$$
We next prove that
\begin{equation}\label{ander3}
|Im Tr(K_N p_1^k p_2^k B^k q_1^k q_2^k K_N)| \leq  \|v\|_{\infty}
(\frac{1}{N}+a_N(K_N,k)).
\end{equation}
Indeed,
\begin{equation}\label{anHS1}
|Im Tr(K_N p_1^k p_2^k B^k q_1^k q_2^k K_N)|
$$$$\stackrel{\text{lemma \ref{basics} (v), } p_2^k q_2^k=0}{=}|Im Tr(K_N p_1^k p_2^k v(x_1-x_2) q_1^k q_2^k K_N)|
$$$$\stackrel{\eqref{Ima2}}{\leq}| Tr((p_1^k p_2^k K_N)  v(x_1-x_2) q_1^k q_2^k K_N)|.
\end{equation}
Now we will use some notation defined in \cite{Pi1}. Let
\begin{equation}\label{NotationPi1}
P_{N,l}^k:=\sum_{a \in
\mathcal{A}_l}\prod_{m=1}^{N}(p_m^{k})^{1-a_m}q_m^{a_m},
\end{equation}
where
\begin{equation}
\mathcal{A}_l:=\{(a_1,...,a_N) \in \{0,1\}^N: \sum_{j=1}^N a_j=l\}.
\end{equation}
Since $p_j^k+q_j^k=1$ we obtain that
\begin{equation}\label{identity}
\sum_{l=0}^N P_{N,l}^k=I.
\end{equation}
Repeating arguments of \cite{Pi1} we can prove that
\begin{equation}\label{NotationPi2}
 \hat{n}^{k}=\sum_{l=1}^N \frac{l}{N} P_{N,l}^k,
\end{equation}
where $\hat{n}^k$ was defined in \eqref{ndef}. Following \cite{Pi1}
we define
\begin{equation}\label{genNotationPi2}
 (\hat{n}^{k})^j:=\sum_{l=1}^N (\frac{l}{N})^j P_{N,l}^k.
\end{equation}
where $j$ is any real number. Since $P_{N,l}^k
P_{N,b}^k=\delta_{bl}P_{N,l}^k$, one can see that
\begin{equation}\label{additivity}
(\hat{n}^{k})^{j_1}(\hat{n}^{k})^{j_2}=(\hat{n}^{k})^{j_1+j_2},
\text{ } \forall j_1,j_2 \in \mathbb{R}.
\end{equation}
Equations \eqref{identity}, \eqref{genNotationPi2} and
\eqref{additivity} give that
\begin{equation}
(\hat{n}^{k})^j(\hat{n}^{k})^{-j}+P_{N,0}^k=I,
\end{equation}
which implies that for any $m \in \{1,2,...,N\}$, we have that
\begin{equation}\label{nkjq}
(\hat{n}^{k})^j(\hat{n}^{k})^{-j}q_m^k=q_m^k.
\end{equation}
In addition by \eqref{Ima2},\eqref{NotationPi1} and
\eqref{genNotationPi2} we obtain that
\begin{equation}\label{njkSA}
Tr(K (\hat{n}^k)^j L)=Tr(((\hat{n}^k)^jK)L),\text{ } \forall j \in
\mathbb{R},\text{ } \forall K,L \in \mathcal{L}_2^N.
\end{equation}
 Therefore,
\begin{equation}\label{CauchyS}
| Tr( (p_1^k p_2^k K_N) v(x_1-x_2) q_1^k q_2^k K_N)|
$$$$ \stackrel{\eqref{nkjq}}{=} | Tr( (p_1^k p_2^k K_N) v(x_1-x_2) (\hat{n}^{k})^{\frac{1}{2}}
(\hat{n}^{k})^{-\frac{1}{2}} q_1^k q_2^k K_N)|
$$$$ \stackrel{\eqref{njkSA}}{=} | Tr( \left[(\hat{n}^{k})^{\frac{1}{2}}(p_1^k p_2^k K_N)
v(x_1-x_2)\right] (\hat{n}^{k})^{-\frac{1}{2}} q_1^k q_2^k K_N)|
$$$$ \stackrel{\eqref{adjointresp},\eqref{NotationPi1}, \eqref{genNotationPi2}}{\leq} \sqrt{Tr( \left[(\hat{n}^{k})^{\frac{1}{2}} (p_1^k p_2^k K_N)  v(x_1-x_2) \right] (\hat{n}^{k})^{\frac{1}{2}} v(x_1-x_2) p_1^k p_2^k
K_N)} \sqrt{Tr( \left[ (\hat{n}^k)^{-\frac{1}{2}} q_1^k q_2^k K_N
\right] (\hat{n}^k)^{-\frac{1}{2}} q_1^k q_2^k K_N)}
$$$$ \stackrel{\eqref{additivity},\eqref{njkSA}}{=}  \sqrt{Tr( (p_1^k p_2^k K_N)  v(x_1-x_2) (\hat{n}^{k}) v(x_1-x_2) p_1^k p_2^k
K_N)} \sqrt{Tr(K_N q_1^k q_2^k (\hat{n}^k)^{-1} q_1^k q_2^k K_N)}.
\end{equation}
But
\begin{equation}\label{anHS2}
|Tr( (p_1^k p_2^k K_N) v(x_1-x_2) \hat{n}^{k} v(x_1-x_2) p_1^k p_2^k
K_N)|
$$$$\stackrel{\eqref{ndef}}=|\frac{1}{N}\sum_{j=1}^N Tr( ( p_1^k p_2^k K_N) v(x_1-x_2) q_j^k v(x_1-x_2) p_1^k p_2^k
K_N)|
$$$$\stackrel{\text{$v$ even}, \eqref{symmetry}}{\leq} |\frac{2}{N}Tr((p_1^k p_2^k K_N)  v(x_1-x_2) q_1^k v(x_1-x_2) p_1^k p_2^k
K_N)|$$$$+|\frac{N-2}{N} Tr((p_1^k p_2^k K_N)  v(x_1-x_2) q_3^k
v(x_1-x_2) p_1^k p_2^k K_N)|
$$$$\stackrel{\text{lemma} \ref{basics} (iv),(v)}{\leq} \frac{2}{N}\|v\|_{\infty}^2
+ \frac{N-2}{N} | Tr((p_1^k p_2^k q_3^k K_N)  v(x_1-x_2) v(x_1-x_2)
p_1^k p_2^k q_3^k K_N)|$$$$=\frac{2}{N}\|v\|_{\infty}^2
+\frac{N-2}{N}| Tr( v(x_1-x_2) v(x_1-x_2) (p_1^k p_2^k q_3^k K_N)
(p_1^k p_2^k q_3^k K_N))|
$$$$
 \leq \frac{2}{N}\|v\|_{\infty}^2+\|v\|_{\infty}^2
\frac{N-2}{N} a_N(K_N,k),
\end{equation}
where the last inequality is proven similarly to \eqref{ander2}.
 On the other hand, since $q_i^k$ commutes with $(n^k)^j$, we have
 that
$$N(N-1)Tr(K_N q_1^k q_2^k (\hat{n}^k)^{-1} q_1^k q_2^k K_N)$$
\begin{equation}\label{preanHS31}
=N(N-1) Tr( K_N (\hat{n}^k)^{-1} q_1^k q_2^k K_N),
\end{equation}
and
$$Tr(K_N (\hat{n}^k)^{-1}q_j^k q_j^k K_N)$$
$$\stackrel{\eqref{Ima2}}{=}Tr((q_j^k K_N) (\hat{n}^k)^{-1} q_j^k K_N)$$
\begin{equation}\label{preanHS32}
\stackrel{\eqref{additivity},
\eqref{njkSA}}{=}Tr(((\hat{n}^k)^{-\frac{1}{2}}q_j^k K_N)^2) \geq 0,
\end{equation}
where the last inequality holds because lemma \ref{basics} (ii)
together with \eqref{NotationPi1} and \eqref{genNotationPi2} imply
that $(\hat{n}^k)^{-\frac{1}{2}}q_j^k K_N$ is self-adjoint. Using
\eqref{symmetry}, \eqref{preanHS31} and \eqref{preanHS32} we obtain
that
\begin{equation}\label{anHS3}
N(N-1)Tr(K_N q_1^k q_2^k (\hat{n}^k)^{-1} q_1^k q_2^k K_N)
$$$$ \leq \sum_{j,l=1}^N Tr(K_N (\hat{n}^k)^{-1} q_j^k q_l^k K_N)
$$$$\stackrel{\eqref{ndef}, \eqref{additivity}}{=}N^2 Tr(K_N \hat{n}^k K_N)\leq N^2 a_N(K_N,k),
\end{equation}
Equations \eqref{anHS1}, \eqref{CauchyS}, \eqref{anHS2} and
\eqref{anHS3} together with the arithmetic mean-geometric mean
inequality imply equation \eqref{ander3}. Equations \eqref{Ima1},
\eqref{ander2} and \eqref{ander3} imply equation \eqref{ander}. This
completes the  proof of proposition \ref{differentineq}.


\appendix


\section{Global well-posedness of \eqref{Hartree-von Neumann} and \eqref{Hartree-von Neumann1} and proof of lemma \ref{specialic}}\label{Wellposed}
For convenience of the reader we prove in this Appendix that
\eqref{Hartree-von Neumann1} is globally well-posed on
$\mathcal{L}_2$. The global well-posedness
  of \eqref{Hartree-von Neumann} on the space of trace class operators on $L^2(\mathbb{R}^d)$ is proven in a similar way. For closely related results
  we refer to \cite{BDF}, \cite{C}, \cite{CG}.

  If $k$ solves \eqref{Hartree-von Neumann1} then by the Duhamel principle we obtain that
  \begin{equation}\label{HvN1mild}
k(t)=e^{-iht} k_0 e^{iht} -i \int_0^t e^{-ih(t-s)} [v* n_{k(s)^*
k(s)},k(s) ]e^{ih(t-s)} ds.
  \end{equation}
  A solution of \eqref{HvN1mild} is called a mild solution of \eqref{Hartree-von Neumann1}.
  \begin{theorem}\label{globalwellposed}
If $v \in L^\infty$ and $v$ is even, then the initial value problem
\eqref{Hartree-von Neumann1} is globally well-posed on
$\mathcal{L}_2$ in the sense of mild solutions.
 Moreover, the Hilbert-Schmidt norm of its solution is conserved.
  \end{theorem}
\begin{proof}
For any $T>0$ the space $C([0,T],\mathcal{L}_2)$ equipped with the
norm $$||k||_C:=\sup_{t \in [0,T]}\|k(t)\|_{\mathcal{L}_2}$$ is a
Banach space. We first prove that
\begin{equation}\label{preserveprop}
k \in C([0,T],\mathcal{L}_2) \implies e^{-ih.}k(.) e^{ih.} \in
C([0,T],\mathcal{L}_2).
\end{equation}
Indeed, we have that
$$\|e^{-iht} k(t) e^{iht}-e^{-ihs} k(s) e^{ihs}\|_{\mathcal{L}_2} $$
$$ \leq \|e^{-iht} (k(t)-k(s)) e^{iht} \|_{\mathcal{L}_2}+\|e^{-iht} k(s) e^{iht}-e^{-ihs} k(s) e^{ihs}\|_{\mathcal{L}_2}$$
$$ \leq \| k(t)-k(s) \|_{\mathcal{L}_2}+\|e^{-ih(t-s)} k(s) e^{ih(t-s)}- k(s)\|_{\mathcal{L}_2}.$$
To finish the proof of \eqref{preserveprop} it suffices to show that
\begin{equation}\label{contin1}
\lim_{t \rightarrow 0} e^{-iht} k e^{ iht}=k, \forall k \in
\mathcal{L}_2.
\end{equation}
 Indeed, since finite rank operators are dense to the Hilbert-Schmidt operators we can assume without loss of generality that $k$ is a rank one operator.
But in this case since $k$ is bounded by the Rietz representation
theorem there exist $\psi_1,\psi_2 \in L^2(\mathbb{R}^d)$ such that
$k\phi=(\psi_1,\phi)\psi_2$ for all $\phi \in L^2(\mathbb{R}^d)$.
 Using the fact that  $e^{-iht}\psi_j \rightarrow \psi_j$ as $t \rightarrow 0$ and that for a two rank operator
  its Hilbert-Schmidt norm can be controlled
 by its operator norm we obtain \eqref{contin1}.
  A similar proof has been given in \cite{BDF} for trace class operators.
We now prove that
\begin{equation}\label{continuity1}
k \in C([0,T],\mathcal{L}_2) \implies -i[v*n_{k^*k},k] \in
C([0,T],\mathcal{L}_2).
\end{equation}
 To prove \eqref{continuity1} it suffices to prove that for all $k_1,k_2 \in \mathcal{L}_2$ we have that
 \begin{equation}\label{continuity}
\|[v*n_{k_1^*k_1},k_1]-[v*n_{k_2^* k_2},k_2]\|_{\mathcal{L}_2}
$$$$\leq 2\|v\|_{\infty}(\|k_1\|_{\mathcal{L}_2}^2+\|k_2\|_{\mathcal{L}_2}^2+\|k_1\|_{\mathcal{L}_2}\|k_2\|_{\mathcal{L}_2})\|k_1-k_2\|_{\mathcal{L}_2}.
 \end{equation}
Indeed,  we have
\begin{equation}\label{continuity111}
\|[v*n_{k_1^*k_1},k_1]-[v*n_{k_2^*k_2},k_2]\|_{\mathcal{L}_2}$$$$
=\|[v*n_{k_1^*k_1},k_1-k_2]\|_{\mathcal{L}_2}+\|[v*(n_{k_1^*k_1}-n_{k_2^*k_2}),k_2]\|_{\mathcal{L}_2}
$$$$ \leq 2 \|k_1\|_{\mathcal{L}_2}^2 \|v\|_{\infty}
\|k_1-k_2\|_{\mathcal{L}_2}+ 2 \|k_2\|_{\mathcal{L}_2}
\|v\|_{L^{\infty}}\|n_{k_1^*k_1}-n_{k_2^*k_2}\|_{L^1}.
\end{equation}
  To complete the proof of \eqref{continuity} is suffices to observe that if we use the integral kernels of $k_1, k_2$ together with the
   Cauchy-Schwartz inequality we obtain that
\begin{equation}
 \|n_{k_1^*k_1}-n_{k_2^*k_2}\|_{L^1} \leq (\|k_1\|_{\mathcal{L}_2}+\|k_2\|_{\mathcal{L}_2})\|k_1-k_2\|_{\mathcal{L}_2}.
\end{equation}
We know proceed to prove local well-posedness of \eqref{Hartree-von
Neumann1}. By \eqref{HvN1mild} a solution of \eqref{Hartree-von
Neumann1} is a fixed point of the map
%$H: C([0,T],\mathcal{L}_2) \rightarrow (C[0,T],\mathcal{L}_2)$.
\begin{equation}
H(k)(t):=e^{-iht} k_0 e^{iht} -i \int_0^t e^{-ih(t-s)} [v*
n_{k(s)^*k(s)},k(s) ]e^{ih(t-s)} ds.
\end{equation}
 Using the fact that $\|n_{k^* k}\|_{L^1}=\|k\|_{\mathcal{L}_2}^2$, it is easy to show that
  \begin{equation}\label{smallpres}
||H(k)||_C \leq \|k_0\|_{\mathcal{L}_2}+ 2 T \|v\|_{\infty}
||k||_C^3.
  \end{equation}
From equations \eqref{preserveprop},\eqref{continuity1} and
\eqref{smallpres} it follows that $H(k)$ maps any ball in
$C([0,T],\mathcal{L}_2)$ of radius $R \geq 2
\|k_0\|_{\mathcal{L}_2}$ to itself provided that $T \leq \frac{1}{4
\|v\|_{\infty} R^2}$. On the other hand in this ball we have that
\begin{equation}
||H(k_1)-H(k_2)||_C $$$$ \leq T ||[v*n_{k_1^*
k_1},k_1]-[v*n_{k_2^*k_2},k_2]||_C $$$$
 \leq 6 T R^2  \|v\|_{\infty}||k_1-k_2||_C,
\end{equation}
where the last inequality follows from \eqref{continuity}. Therefore
choosing $T<\frac{1}{6 \|v\|_{\infty} R^2}$ we can apply the Banach
fixed point theorem to obtain local well-posedness of
\eqref{Hartree-von Neumann1}.

We prove now that if $k$ is a solution of \eqref{Hartree-von
Neumann1} then its Hilbert-Schmidt norm is conserved.
 Thus, we can iterate the previous argument to obtain global well-posedness of \eqref{Hartree-von Neumann1}.
\begin{lemma}\label{B3}
 Suppose that $k$ is a solution of \eqref{Hartree-von Neumann1} on
$C([0,T],\mathcal{L}_2)$ where $T$ is a positive real number. Then
the Hilbert-Schmidt norm of $k$ is conserved.
\end{lemma}
\begin{proof}
Assume first that $h$ is bounded. Then $k$ is differentiable.
Therefore $k$ is a strong solution of \eqref{Hartree-von Neumann1}.
As a consequence $k$ is the unique solution of the linear problem
\begin{equation}\label{Hartree-von Neumann111}
\left\{ \begin{array}{ccc} i  \frac{\partial r}{\partial
t}=[h +(v*n_{k^* k}), r ] \\
r|_{t=0}=k_0. \end{array} \right.
\end{equation}
 Since it is easy
to verify that
\begin{equation}\label{unitary}
r=e^{-i \int_0^t h+ v*n_{k*(s)k(s)} ds} k_0 e^{i \int_0^t h+
v*n_{k^*(s)k(s)} ds},
\end{equation}
and since the operator $\int_0^t (h+ v*n_{k^*(s)k(s)}) ds$ is
self-adjoint (because it is bounded and symmetric), we obtain the
lemma and therefore global well-posedness of \eqref{Hartree-von
Neumann1} for the case that $h$ is bounded.
 A similar proof has been given in \cite{BDF} for trace class operators.
 To prove the lemma for arbitrary self-adjoint operator $h$
it suffices to prove the following lemma:
\begin{lemma}\label{lambdaapprox}
Assume that $k$ is a solution of \eqref{Hartree-von Neumann1} on
$C([0,T],\mathcal{L}_2)$. Then there exists a family $h_{\lambda}$
of bounded self-adjoint operators, such that
\begin{equation}\label{denslambdaappr1}
\lim_{\lambda \rightarrow \infty}
\|k_{\lambda}(t)-k(t)\|_{\mathcal{L}_2} \rightarrow 0, \forall t \in
[0,T],
\end{equation}
where $k_{\lambda}$ denotes the solution of \eqref{Hartree-von
Neumann1} with $h$ replaced by $h_{\lambda}$. ( We also note that if
we define $\rho_{\lambda}$ and $K_{N,\lambda}$ in the same
 way, then by a similar argument we have that
%\begin{equation}\label{denslambdaappr}
$Tr|\rho_{\lambda}- \rho| \rightarrow 0 \text{ and }
\|K_{N,\lambda}-K_N\|_{\mathcal{L}_2} \rightarrow 0.$)
%\end{equation}
\end{lemma}
\begin{proof}
Let $h_{\lambda}:=\frac{1}{2} \lambda^2[(h+i \lambda)^{-1}+(h-i
\lambda)^{-1}]$. Then $h_{\lambda}$ is bounded and $e^{-ih_{\lambda}
t} \psi \rightarrow e^{-i ht} \psi$, as $\lambda \rightarrow \infty$
for all $\psi \in L^2$.
For a proof of the last relation we refer, for example, to \cite{GS}. %We omit the time argument in the solution of $k$.
 Since by Duhamel
principle
\begin{equation}
k(t)=e^{-iht} k_0 e^{iht} -i \int_0^t e^{-ih(t-s)} [v*
n_{k(s)^*k(s)},k(s) ]e^{ih(t-s)} ds,
\end{equation}
and
\begin{equation}
k_{\lambda}(t)=e^{-ih_{\lambda}t} k_0 e^{ih_{\lambda}t} -i \int_0^t
e^{-ih_{\lambda}(t-s)} [v*
n_{k_{\lambda(s)}^*k_{\lambda}(s)},k_{\lambda}(s)
]e^{ih_{\lambda}(t-s)} ds,
\end{equation}
we have that
\begin{equation}\label{klambdaappr}
\|k_{\lambda}(t)-k(t)\|_{\mathcal{L}_2} \leq \epsilon_{\lambda}
$$$$+ \|\int_0^t ds  e^{-ih(t-s)} \left( [v*n_{k_{\lambda}(s)^*k_{\lambda}(s)},k_{\lambda}(s)]-[v*n_{k(s)^*k(s)},k(s)] \right)
e^{ih(t-s)}\|_{\mathcal{L}_2},
\end{equation}
where
\begin{equation}\label{epslambda}
\epsilon_{\lambda}:=\|e^{-ih_{\lambda}t} k_0
e^{ih_{\lambda}t}-e^{-iht} k_0 e^{iht}\|_{\mathcal{L}_2}
$$$$ + \int_0^t ds \|e^{-ih_{\lambda}(t-s)} [v* n_{k_{\lambda}(s)^*k_{\lambda}(s)},k_{\lambda}(s)
]e^{ih_{\lambda}(t-s)} - e^{-ih(t-s)} [v*
n_{k_{\lambda}(s)^*k_{\lambda}(s)},k_{\lambda}(s)]e^{ih(t-s)}
\|_{\mathcal{L}_2}.
\end{equation}
Similarly to showing equation \eqref{contin1} one can show that
$$ \lim_{\lambda \rightarrow \infty} \|e^{-ih_{\lambda}t} k_0
e^{ih_{\lambda}t}-e^{-iht} k_0 e^{iht}\|_{\mathcal{L}_2} \rightarrow
0,$$ and that for any $s \in [0,t]$
$$\lim_{\lambda \rightarrow \infty} \|e^{-ih_{\lambda}(t-s)} [v* n_{k_{\lambda}(s)^*k_{\lambda}(s)},k_{\lambda}(s)
]e^{ih_{\lambda}(t-s)} - e^{-ih(t-s)} [v*
n_{k_{\lambda}(s)^*k_{\lambda}(s)},k_{\lambda}(s)]e^{ih(t-s)}\|_{\mathcal{L}_2}=0.$$
This together with the dominated convergence theorem for the
integral on the righthand side of \eqref{epslambda} gives that
\begin{equation}\label{epslambda1}
\epsilon_{\lambda} \rightarrow 0, \text{ when } \lambda \rightarrow
\infty.
\end{equation}
On the other hand equations \eqref{continuity} and
\eqref{klambdaappr} together with the
 conservation of the Hilbert-Schmidt norm of $k_{\lambda}$
 give us that
\begin{equation}
\|k_{\lambda}(t)-k(t)\|_{\mathcal{L}_2} \leq \epsilon_{\lambda}+D
\|v\|_{\infty} \int_0^t ds \|k_{\lambda}(s)-k(s)\|_{\mathcal{L}_2},
\end{equation}
where $D=\sup_{t \in [0,T]} 2
(\|k(t)\|_{\mathcal{L}_2}^2+\|k(t)\|_{\mathcal{L}_2}\|k_0\|_{\mathcal{L}_2}+\|k_0\|_{\mathcal{L}_2}^2)$.
This together with Gronwall's inequality gives that
\begin{equation}
\|k_{\lambda}(t)-k(t)\|_{\mathcal{L}_2}\leq \epsilon_{\lambda}e^{D
\|v\|_{\infty}t}.
\end{equation}
 The last equation together with equation \eqref{epslambda1}
 imply equation \eqref{denslambdaappr1}.
 \end{proof}
This completes the proof of lemma \ref{B3}.
 \end{proof}
 This completes the proof of theorem \ref{globalwellposed}.
\end{proof}
\paragraph{Proof of lemma \ref{specialic}}
\begin{proof}
Assume first that $h$ is bounded. Then by equation \eqref{unitary}
and the self-adjointness of $\int_0^t (h+ v*n_{k^*(s)k(s)}) ds$
 it follows immediately that the spectrum and
 therefore the Hilbert-Schmidt norm and the positivity of $k$
are preserved. Therefore, \eqref{positivity} and
\eqref{conservation} follow immediately. To prove \eqref{rk2} it
suffices to observe that $k^2$  solves \eqref{Hartree-von Neumann}.
Using lemma \ref{lambdaapprox} we extend the result
 to the case that $h$ is unbounded.
\end{proof}


\section{Proof of equation \eqref{basicineq} and of lemma \ref{basics}}\label{Apbasics}
The equation \eqref{basicineq} is well known (see for example
\cite{KP}). For convenience of the reader we outline its proof.
  By polar decomposition, there exists a partial
isometry $U$ such that $|LM|=U LM$. Therefore, by the
Cauchy-Schwartz inequality we obtain that
$$(Tr(|LM|))^2 =(Tr(UL M))^2 \leq Tr(UL L^* U^*)Tr(M^* M) \leq Tr(L L^*) Tr(M^* M).$$
 We will now prove lemma \ref{basics}.

(i)   For a proof we refer to \cite{ReS}.

(ii) We can assume without loss of  generality that $j=1$. We have
that
$$\|Tr_1(l_1 L)\|_{\mathcal{L}_2^{N-1}}$$
$$\leq \left(\int \left(\int |l_1(y_1,x_1)| |L(x_1,...,x_N,y_1,...,y_N)| dx_1 dy_1 \right)^2 dx_2...dx_N dy_2...dy_N \right)^{\frac{1}{2}}$$
$$ \leq \int |l_1(y_1,x_1)| [\int |L(x_1,...,x_N,y_1,...,y_N)|^2 dx_2...dx_N dy_2...dy_N]^{\frac{1}{2}}dx_1 dy_1$$
$$ \leq (\int |l_1(y_1,x_1)|^2 dx_1 dy_1)^{\frac{1}{2}} (\int |L(x_1,x_2,...x_N,y_1,...,y_N)|^2 dx_1...dx_N dy_1...dy_N)^{\frac{1}{2}}$$
$$ =\|l_1\|_{\mathcal{L}_2} \|L\|_{\mathcal{L}_2^N},$$
where in the third last line we used Minkowski inequality for
integrals. If we compute the integral kernel of $Tr_1(L l_1)$ and we
apply Fubbini's theorem, which can be applied because we have just
shown that $$\int |l(y_1,x_1| |L(x_1,...,x_N,y_1,...,y_N)|dx_1 dy_1
< \infty, \text{ for almost all }(x_2,...,x_N,y_2,...,y_N),$$ we
obtain that $Tr_1(l_1 L)$ has the same integral kernel as $Tr_1(L
l_1)$ almost everywhere. Therefore, the operators are equal.
 To prove equation \eqref{adjointresp}
 we will do computations with the integral kernels. The integral kernel of $p_1^l(L^*)$ is
 $$ l_1(x_1,y_1) \int l_1(y_{N+1},x_{N+1}) L^*(x_{N+1},x_2,...,x_N,y_{N+1},y_2,...,y_N)  dx_{N+1}
 dy_{N+1}$$
 $$=\overline{l_1(y_1,x_1) \int l_1(x_{N+1},y_{N+1}) L(y_{N+1},y_2,...,y_N,x_{N+1},x_2,...,x_N) dx_{N+1}
 dy_{N+1}}.$$
  In a similar way one can compute the integral kernel of $(p_1^l(L))^*$.Using Fubbini's theorem we obtain as above that the operators are equal. This
 implies equation \eqref{adjointresp} immediately.

(iii) It similarly follows by using integral kernels and applying
Fubbini's theorem.

(iv) It is easy to verify that $p_j^l$ and therefore $q_j^l$ is a
projection. From equations \eqref{adjointresp} and \eqref{Ima2} it
follows that $p_j^l$ is self-adjoint. Therefore, $p_j^l$ is an
orthogonal projection and as a consequence so is $q_j^l$.

(v) and (vi) also follow from Fubbini's theorem. For (vi) we also
need to use \eqref{symmetry}.

This completes the proof of lemma \ref{basics}.


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