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Complete symmetrized constant-coefficient evolution

Statement

Assume countable choice. Let m≥1, let U:R×R3→Rm, and let A1,A2,A3,B,M∈Rm×m be constant matrices. Assume M=MT is positive definite, each MAj is symmetric, and S:=(MB+BTM)/2 is positive semidefinite. Consider

∂tU+∑j=13Aj∂xjU+BU=0.

Use Schwartz space and its seminorms: for f∈C∞(R3;C) and multi-indices α,β∈N3, the scalar seminorm is pαβ(f):=sup⁡x∈R3∣xα∂βf(x)∣, and S(R3) consists of functions for which all these seminorms are finite. Here S(R3;Rm) means maps U=(U1,…,Um) with real-valued components such that each component, viewed as complex-valued with zero imaginary part, belongs to S(R3); its vector seminorms are pαβ(m)(U):=max⁡1≤ℓ≤mpαβ(Uℓ). For U0∈S(R3;Rm) there is a unique global smooth solution, Schwartz in x at each time and continuous in every pαβ(m) on compact time intervals. With the negative-sign, 2π-normalized Fourier transform, put U^(ξ)=∫R3e−2πix⋅ξU(x) dx and define, for s≥0,

∥U∥HMs2:=∫R3(1+∣ξ∣2)sU^(ξ)∗MU^(ξ) dξ.

For t≥0, ∥U(t)∥HMs≤∥U0∥HMs for every s≥0; hence the solution depends continuously on the data in each such norm. The same conclusions hold for smooth periodic data on the flat torus TL3:=(R/LZ)3, L>0, with Fourier coefficients U^k=L−3∫[0,L]3U(x)e−2πik⋅x/L dx and

∥U∥HMs(TL3)2:=∑k∈Z3(1+∣k/L∣2)sU^k∗MU^k.

For periodic data, ∥U(t)∥∞≤Cs,L,M∥U0∥HMs(TL3) for each integer s>3/2.

For a unit vector ν∈R3, write A(ν)=∑jνjAj and A~(ν)=M1/2A(ν)M−1/2. The finite speed

v∗:=sup⁡∣ν∣=1max⁡{∣λ∣:λ∈spec⁡(A~(ν))}

is finite. If v∗>0, R>v∗t, and U0 vanishes on BR(x0), then U(t) vanishes on BR−v∗t(x0) for 0≤t<R/v∗. The same assertion holds on TL3 using its geodesic distance. If v∗=0, every Aj=0 and the system is a pointwise linear ODE, so spatial support does not move. These are conclusions for the displayed linear systems; no variable-coefficient or nonlinear existence claim is included.

Facts & Assumptions

Given: m≥1, constant real matrices Aj,B,M with the stated symmetry and positivity conditions, U0∈S(R3;Rm) or U0∈C∞(TL3;Rm), and L>0 in the periodic case. Use the Fourier convention fixed in the Statement.

[A1]

Countable choice ACω is assumed, with no stronger choice principle (The Axiom of Countable Choice (ACω)). It is the choice strength carried by the Fourier and divergence suppliers below.

[F1]

Fourier transform acts continuously on Schwartz space: the negative-sign, 2π-normalized Fourier transform maps S(R3) continuously into itself.

[F2]

Fourier inversion on Schwartz space: for f∈S(R3), f(x)=∫f^(ξ)e2πix⋅ξ dξ absolutely for every x.

[F3]

Plancherel theorem: under ACω, the same transform extends uniquely to a unitary map on complex L2(R3).

[F4]

Fourier transform agrees with l one and plancherel transforms: the integral and Plancherel transforms agree as tempered distributions on L1 and L2 inputs, so the Schwartz Fourier-mode construction has the stated distributional and L2 meanings.

[F5]

Divergence on a bounded C1 Euclidean domain: under ACω, a C1 vector field on the closure of a bounded C1 domain in Rn, n≥2, satisfies ∫Ωdiv⁡F=∫∂ΩF⋅ν dS with the outward normal and Euclidean surface measure.

[F6]

Schwartz space and its seminorms defines the scalar complex Schwartz space by the seminorms pαβ above. The real Rm-valued data class and its seminorms in the Statement are the componentwise real subspace, with the finite maximum convention stated there.

Proof

1.1givenalgebra

For any real symmetric matrix H, maximize zTHz on the compact unit sphere. Differentiating along every tangent direction shows the maximizing vector is an eigenvector; its orthogonal complement is invariant under H, so induction gives an orthonormal eigenbasis. Applying this to M constructs M1/2 and M−1/2. The condition MAj=AjTM makes A~j=M1/2AjM−1/2 symmetric. Therefore each eigenvalue in v∗ is real and has absolute value at most ∑j∥A~j∥, so v∗<∞. With e=UTMU/2 and Fj=UTMAjU/2, the product rule gives ∂te+∑j∂xjFj=−UTSU≤0 for every smooth solution, and ∣F⋅ν∣≤v∗e by diagonalizing A~(ν).

1.2A1F1givenalgebraF6

For Schwartz data, [F1] permits componentwise Fourier transformation of the system, giving ∂tU^=C(ξ)U^ with C(ξ)=−2πi∑jξjAj−B. The matrix exponential E(t,ξ)=etC(ξ), defined by its locally uniformly convergent power series, solves this finite-dimensional ODE. For z(t)=E(t,ξ)z0, ddt(z∗Mz)=−2z∗Sz≤0, because MA(ξ) is real symmetric and its multiple by −i has zero real quadratic part. Thus ∥E(t,ξ)∥M≤1 for t≥0, uniformly in ξ; for t<0, ∣ddt(z∗Mz)∣≤2∥M−1/2SM−1/2∥z∗Mz, so Grönwall gives a uniform eC∣t∣ bound on bounded time intervals.

2.1A1step 1.2F1algebraF6

Differentiating the matrix exponential with respect to ξj gives ∂ξjE(t,ξ)=∫0tE(t−s,ξ)(−2πiAj)E(s,ξ) ds. Repeating this identity expresses every fixed ξ-derivative as a finite sum of ordered insertion integrals with constant matrix factors between evolution matrices. The uniform bounds from step 1.2 and the finite integration-simplex volumes bound each such derivative uniformly in ξ on compact time intervals. Time derivatives multiply by C(ξ) and therefore have at most polynomial growth in ξ. Leibniz's rule now shows E(t,⋅)U^0 is Schwartz, uniformly in its seminorms on compact time intervals.

2.2step 1.2algebra

For periodic smooth data, integration by parts in a coordinate with maximal ∣kj∣ gives ∣U^k(0)∣≤CN(1+∣k∣)−N for every N. The series U(t,x)=∑k∈Z3e2πik⋅x/LE(t,k/L)U^k(0) and every differentiated series converge uniformly on compact time intervals, by the same matrix-exponential derivative bounds and the lattice-shell estimate that a unit-width shell in Z3 has O((1+r)2) points. Hence it is a global smooth periodic solution and solves the PDE termwise. The modewise M-estimate from step 1.2 yields contraction of every weighted coefficient norm. For s>3/2, Cauchy–Schwarz and M≥λmin⁡(M)I give ∑k∣U^k(t)∣≤λmin⁡(M)−1/2(∑k(1+∣k/L∣2)−s)1/2(∑k(1+∣k/L∣2)sU^k(t)∗MU^k(t))1/2; the first sum converges by the shell bound, proving the asserted uniform norm estimate. Integrating the equation against each periodic exponential shows that every solution coefficient solves the same finite-dimensional ODE, proving uniqueness.

3.1A1F2step 2.1algebra

Define U(t)=F−1(E(t,⋅)U^0). By [F2] this inverse is pointwise the absolutely convergent Fourier integral; the decay proved in step 2.1 permits every spatial and time derivative to pass under that integral, proves the PDE, and recovers U(0)=U0. Conjugation symmetry of C(ξ) and U^0(−ξ)=U^0(ξ)‾ makes U real.

4.1A1F3F4step 1.2step 3.1algebra

By [F3] the Plancherel transform is unitary, and [F4] identifies it with the integral transform in S′. Multiplying the pointwise M-norm estimate in step 1.2 by (1+∣ξ∣2)s and integrating gives the stated HMs contraction for every s≥0.

5.1A1F5step 1.1algebra∎

Fix t∗>0, x∗, and 0≤t<t∗. Put R(t)=v∗(t∗−t) and E(t)=∫BR(t)(x∗)e(t,x) dx. In polar coordinates, the fundamental theorem of calculus differentiates this moving-ball integral; the PDE energy identity and [F5] then give E′(t)=−∫∂BR(t)(F⋅ν+v∗e) dS−∫BR(t)UTSU dx≤0, since ∣F⋅ν∣≤v∗e. If the initial data vanish on Bv∗t∗(x∗), then E(0)=0; positivity of M and E(t)≥0 force U(t,x∗)=0 by continuity as t↑t∗. For any x with ∣x−x0∣<R−v∗t∗, the ball Bv∗t∗(x) is contained in BR(x0), proving the stated shrinking-ball conclusion. Applying the same argument to the difference of two solutions proves local uniqueness. Periodic lifts give the identical geodesic-ball conclusion on TL3. If v∗=0, every symmetric A~j has zero spectrum and hence is zero, so each Aj=0; the pointwise ODE preserves spatial support.

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