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Products, Paraproducts and the Taylor formula

In this section we will understand how one can give an asymptotic expansion for products of conormal distributions. Note at first that the usual ansatz of a paramul-tiplication with the a priori Hölder-Zygmund estimates is insufficient, since even for type (1,0) symbols obeying infinite improved regularity the corresponding paradif-ferential operator yields a symbol of finite improved regularity.

This is due to the anisotropic regularity of our distributions. The regularity in the x00-directions and in thex0-direction are to be separated, which implies a correspond-ing adaptation to paraproducts.

Furthermore we will introduce a Taylor expansion in the case of codimension 1.

There are several technical issues if one would want to extend this result to higher codimensions. Later on the Taylor expansion with remainder term will enable us to give an iterating scheme for deriving a symbolic solution to linearized problems.

3. PRODUCTS, PARAPRODUCTS AND THE TAYLOR FORMULA 27

3.1. Taylor formula. We start the Taylor expansion with a simple continua-tion result.

Proposition 2.15. Let vCρ(Rn−k) with ρ > 01 and let φCc(Rk), with R φ(η0)đη0 = 1, be supported in an annulus, then

[e(v)](x00, η0) =X

ν

ψν(Dx00)v(x00)2−νkφ(2−νη0)∈S1,1−ρ−k(Rn−k×Rk) is a symbol yielding an extensionE(v)∈I1,1−ρ−k(Rn,Rn−k) of v via

[E(v)](x) = Z

eix0η0[e(v)](x00, η0)đη0.

Having further restrictions onφ we can deduce for α∈Nk ρ >|α|

Z

(iη0)αφ(η0)đη0 = 0 ⇒ xα0[E(v)](x00,0) = 0.

(1)

Proof. Let k, k+ ∈ Z such that suppφB2k+\B2k. Let η0 be given with

0| ≥2k−1, then we can restrict the sum to [e(v)](x00, η0) =

dlog20)e+k++1

X

ν=blog20)c+k−1

ψν(Dx00)v(x00)2−νkφ(2−νη0)

and if|η0|<2k−1, then [e(v)](x00, η0) = 0. Now taking partial derivatives, we obtain

|∂xα00ηβ0[e(v)](x00, η0)|.

dlog20)e+k++1

X

ν=blog20)c+k−1

2ν(|α|−ρ−|β|−k)

.η0−ρ−k+|α|−|β|

Thus [e(v)](x00, η0) ∈ S1,1−ρ−k. The property for the restriction follows immediately from Rφ(η0)đη0 = 1 and v(x00) =Pνψν(Dx00)v(x00). Likewise the conclusion for the

derivative is immediate.

For the case k = 1 we will use this Proposition now extensively as a way to get a Taylor-like approximation of functions inI1,1m,ρwith (non-constant) Taylor coefficients having full symbols in S1,1m−ρ+j, to stay in Gm−ρ.

Further we will use this continuation to show, that we can put more restrains on the remainder part of a conormal distribution. Namely with the following definition.

Definition 2.16. We define the following subspace Gµ0(Rn,Rn−k)⊆Gµ(Rn,Rn−k), with

uGµ0(Rn,Rn−k)⇔uGµ(Rn,Rn−k)∧xα0u(x00,0) = 0 ∀|α|<−µ−k Theorem2.17 (Taylor expansion). Let uI1,1m,ρ(Rn,Rn−1)with` <−m−1≤`+ 1 for some `≥0. Then introducing

Ej(u) =E(∂xj0u(x00,0))/j!∈I1,1m−ρ+j ej(u) =e(∂xj0u(x00,0))/j!∈S1,1m−ρ+j there is a symbol ar`S1,1m+`,ρ with associated function ur` obeying ur`(x00,0) = 0 and a remainder function uGGm−ρ0 such that

u(x) =X

j≤`

[Ej(u)](x)(x0)j+ur`(x)(x0)`+uG(x).

1Indeed this can be dropped if instead of [e(v)](x00,0) =v(x00) we require lim→0[e(v)](x00, ) =v(x00) as forρ0 the trace is not well defined.

Proof. First assume some decomposition of the formu=uCuG, withb(x00, η0) as the full symbol foruC. We can use Proposition 2.15 with a choice forφsuch that (1) holds for all |α|<−m+ρ−1, to extend

xj0uC(x00,0)/j! = Z

(iη0)jb(x00, η0)đη0/j!C−m+ρ−1−j(Rn−1) for all j`. To understand the embedding observe

ν(Dx00)∂xj0uC(x00,0)|. We can thus reduce the symbolb via

br(x00, η0) =b(x00, η0)−X

So to estimate symbol properties of br`(x00, η0) it is sufficient to study x00-regularity behavior of brj, since η0 derivatives follow by induction. Due to the alternative expression we may assume in our estimates, that η0 ≤ 0, else switch sign and the

3. PRODUCTS, PARAPRODUCTS AND THE TAYLOR FORMULA 29

expression to still obtain the integral as a tail integral. Thus we obtain for all m+s+j≤0 if 1 +|η0|>2ν note thaturC,2 a priori does not vanish of order`. Next, we can use Proposition 2.15 to obtain symbolsaGjSm−ρ+j1,1 yielding an expansion of

xj0vG(x00,0)∈C−m+ρ−1−j(Rn−1)

which fulfill the requirements by construction.

We also prove for codimension 1 thatGm,`0 = (x0)Gm+1,`+10 , which is handy in some computations.

Proposition 2.18. Let the codimension k = 1, let uGm,` with m < −2, u(x00,0) = 0, then

(x0)−1u(x)Gm+1,`+1

Proof. As (x0)(x0)−1u(x) =u(x)Gm,`, the we only thing we need to show is (x0)−1u(x)Gm+1. Which is equivalent to

ψν(D)(x0)−1u(x)

Lp .2ν(m+2−1/p)

for all 1< p≤ ∞with constants depending on p. Asu(x00,0) = 0 we have (x0)−1u(x) = (x0)−1(u(x)−u(x00,0)) =

Z 1 0

x0u(x00, sx0)ds Now let v(x) =∂x0u(x), then

ψν(D)v(x00, sx0) =ψν(Dx00, sDy0)v(x00, y0)y0=sx0

=

ψν(Dx00, sDy0) X

µ≥ν−2

ψµ(Dx00, Dy0)v(x00, y0)

y0=sx0

Now we have from uGm, that

µ(D)vkLp .2µ(m+2−1/p)X

µ≥ν−2

µ(D)vkLp.2ν(m+2−1/p) Now asψν(Dx00, sDy0) is uniformly Lp continuous for 0≤s≤1, we obtain

ψν(Dx00, sDy0)v(x00, y0)Lp .2ν(m+2−1/p) And thus by scaling, we obtain

ψν(D)v(x00, sx0)Lp.s−1/p2ν(m+2−1/p) And we obtain

ψν(D)(x0)−1u(x)

Lp. Z 1

0

s−1/p2ν(m+2−1/p)ds. 1

1−1/p2ν(m+2−1/p)

Which provides the claim.

3.2. Products and Paraproducts. To approach the main theorem of this section introduce the cutoff functionχ(ζ, η)S0 with the following properties.

suppχ(ζ, η)⊆ {|ζ| ≤B(|η|+ 1),|η| ≤B(|ζ+η|+ 1)}

χ(ζ, η) = 1 ∀|η| ≥B(|ζ|+ 1) for someB >2. Then we can introduce

Φ(ζ, η) = 1−χ(ζ, η)χ(η, ζ) with the properties

supp Φ⊆ {|ζ| ≥B(|η|+ 1),|η| ≥B(|η|+ 1)}

Φ(ζ, η) = 1 ∀B(|η+ζ|+ 1)≤min(|ζ|,|η|)

3. PRODUCTS, PARAPRODUCTS AND THE TAYLOR FORMULA 31

An example of such cutoff functions are for somed≥3 χ(ζ, η) = X

These cutoff functions are used to obtain a paraproduct. Observing that the Fourier transform can be split into these cutoff regions

uv(ξ) =c Z

u(ξˆ −η) (χ(ξη, η) +χ(η, ξη) + Φ(ξη, η)) ˆv(η)đη,

we can extract the formulas for the paradifferential operators given by the symbols uχ(x, η) =χ(D, η)u(x) =

And thus we obtain the decomposition

u(x)v(x) =uχ(x, D)v(x) +vχ(x, D)u(x) +uΦ(x, D)v(x)

=uχ(x, D)v(x) +vχ(x, D)u(x) +vΦ(x, D)u(x).

In an abuse of notation, we also introduce for symbols aχ(x, ξ0) =

The rest of the section is devoted to provide subresults yielding the following main theorem.

Theorem 2.19. Let uI1,1m11 and vI1,1m22 with mi + 1 < 0, mi/ Z and m1m2, where u has full symbol a1 and b has full symbol a2. Let `i ∈ N0 be maximal with the propertymi+ 1 +`i<0. We can give the following approximation for a product

In some of our following statements we are going to be a bit wasteful on the precise improved regularity of the component. This is due to the fact that these terms reach below the threshold of max(miρi) in their remainder terms and those are neglectable in combination with other terms.

Firstly we are going to apply the standard paramultiplication following the descrip-tion in [Hö03b, Secdescrip-tion 10.2.]. We will establish, that any term in Gm−ρ0 can be neglected within a multiplication regarding the product up toGm−ρ0 .

In the general paramultiplication scheme as described above, we obtain uχ(x, η) ∈ S1,10,ρ and uΦ(x, η) ∈ S1,1−ρ if uCρ, and as an aside moreover we will obtain that for b(x, D) =uχ(x, D) we have b(x, η)S1,1m,ρ, which we will not correspondingly get foruΦ(x, D). Again we refer to [Hö03b, Section 10.2.] for more details. Using this we prove the following Proposition.

Proposition 2.20. Let uI1,1m,ρ(Rn,Rn−k) with m <−k andvGm−ρ0 , then u(x)v(x)Gm−ρ0

Proof. Using paramultiplication, we obtain immediately withuC−m−k (uχ(x, D) +uΦ(x, D))v∈Gm−ρ

Thus we need to investigate vχ(x, η) and as xαv(x00,0) = 0 for all |α| ≤ N with N ∈N such thatρ < N <−m+ρk, we can compute

xαηβvχ(x00,0, η)=ηβχ(D, η)∂xαv(x00,0)=−∂ηβ(1−χ(D, η))∂xαv(x00,0) .hηi−|β|−N+|α|

Note that as we a priori haveuχS1,10,−m+ρ−k and thus for |α|> N we obtain

xαηβuχ(x, η).hηi−|β|+|α|−N

We conclude thatxα0uχ(x00,0, η)∈S1,1−N+|α|(Rn−k×Rk). And thus by Theorem 2.14 we obtain symbol terms inS−N1,1 +m within the expansion of

vχ(x, η)#a(x00, η0) = X

j<N

iDy00Dξ00iDx0Dξ0jvχ(x, ξ)a(y00, ξ0)/j!|

y00=x00 x00=0

+rN(x00, ξ0) Z

eix0ξ0rN(x00, ξ0)đξ0I1,1m−N,ρ−N =I1,1m−ρ

vχ(x, D)u∈Gm−ρ

Thus it remains to argue that u(x)v(x) vanishes at x0 = 0 of order M with M <

−m−k+ρ maximal. But as uC−m−kC0 this follows immediately from v

vanishing of oder M there.

Thus all the relevant parts of multiplication takes place for symbols only. We are therefore able to alter the scheme of paramultiplication to take place only in η0 in order to sidestep some anisotropic improved regularity issues. Then we can analo-gously split

Z

a(x00, ζ0)b(x00, ξ0ζ0)đζ0

= Z

a(x00, ζ0) χ(ζ0, ξ0ζ0) +χ(ξ0ζ0, ζ0) + Φ(ζ0, ξ0ζ0)b(x00, ξ0ζ0)đζ0 We first restate the symbol expansion formula for paradifferential operators acting on conormal distributions for this kind of operators. They evidently have anisotropic improved regularity but to have ax0-dependent symbol is mainly for consistency of notation, in most computations we will stick with the symbols.

3. PRODUCTS, PARAPRODUCTS AND THE TAYLOR FORMULA 33

Note that we can capture the behavior ofaχ, which is the standard symbol behavior away fromm+k= 0 with a log(hη0i) term atm+k= 0 distorting the estimates in a neighborhood ofm+k= 0, with the following remark.

Remark 2.21. Leta(x00, η0)∈S1,1m,ρ, then aχ(x, η0)|

x0=0 satisfies

ν(Dx00)∂ηβ0aχ(x, η0)|

x0=0|.2−νρ

2−νM0im+M+k0i ≤2ν

2ν(m+k)(1 +(2−νm+k0i)m+k−1) hη0i ≥2ν, m6=−k 1 + log(2−ν0i) hη0i ≥2ν, m=−k But as we are not going to thoroughly study the neighborhood ofm+k= 0, we do not give a proof of this assertion. First we give the case m1 +k > 0, which yields only a qualitative statement and does not allow a symbol approximation.

Proposition 2.22. Let a(x00, η0)∈ S1,1m11 and b(x00, η0) ∈S1,1m22 with m1+k > 0, then

c(x00, ξ0) = Z

a(x00, ζ0)χ(ζ0, ξ0ζ0)b(x00, ξ0ζ0)đζ0S1,1m1+m2+k,min(ρi)

Proof. Due to the support properties ofχ, we can see that on the support of the integrand we havehξ0ζ0i ∼ hξ0i, since we directly have|ξ0−ζ| ≤B(|ξ0|+1) and the converse is obtained if |ζ0| ≤ |ξ0|/2 by|ξ0ζ0| ≥ |ξ0| − |ζ0|and if|ζ0| ≥ |ξ0|/2 by B(|ξ0ζ0|+ 1)≥ |ζ0|. Thus we also have|ζ0|.hξ0i on the support of the integrand, making it compact. We can then estimate

ν(Dx00)∂ξβ0c(x00, ξ0)|. Z

0|.hξ0i

2−νρ1ζ0m1ξ0m2−|β|+ζ0m12−νρ2ξ0m2−|β|đζ0 .2−νmin(ρi)ξ0m1+m2+k

And analogously for spacial derivatives xα00 with|α|>min(ρi), we obtain

|∂xα00ξβ0c(x00, ξ0)|. Z

0|.0i

ζ0m1ξ0m2−|β|+|α|−min(ρi)

đζ0 .ξ0m1+m2+k−|β|+|α|−min(ρi)

For the casem1+k <0 we are able to give a symbol expansion.

Proposition 2.23. Let a(x00, η0) ∈S1,1m11 and b(x00, η0) ∈ Sm1,122 with m1+k < 0 and >0, then for N ≥0 define the approximation

bN(x00, ξ0) = X

|α|<N

(−∂x0)αDξα0aχ(x, ξ0)b(x00, ξ0)/α!|

x0=0S1,1m2 with2 ρ= min(ρ2, ρ1m1k) and we obtain the estimate

rN(x00, ξ0) = Z

a(x00, ζ0)χ(ζ0, ξ0ζ0)b(x00, ξ0ζ0)đζ0bN(x00, ξ0)∈Sm1,12−sN,ρ−sN withsN = min(N,−m1k)N, where N = (N +m1+k) .

2In fact droppingin the equation for ρ, we would only encounter a log0i factor in the symbol estimates at the critical regularity level. Nevertheless this version is sufficient for the multiplication.

Proof. For computations one should first restate the approximationbN in terms of symbols, id est

bN(x00, ξ0) = X

|α|<N

Z

(−iζ0)α(−i∂ξ0)αa(x00, ζ0)χ(ζ0, ξ0)b(x00, ξ0)/α!đζ0

Ashζ0i.hξ0i on the support of χ, we can – for the first symbol estimate – restrict the case to |α|= 0. Then we obtain

2νµν(Dx00)∂βξ0bN(x00, ξ0)|

. Z

0i.0i

ζ0m1+(µ−ρ1)+ξ0m2−|β|+ζ0m1ξ0m2+(µ−ρ2)+−|β|đζ0 .ξ0m2+(µ+m1−ρ1+k+)+−|β|+ξ0m2+(µ−ρ2)+−|β|.ξ0m2+(µ−ρ)+−|β|

ForrN(x00, ξ0) we can use the Taylor remainder formula with uniform bounds on the derivatives for|ζ0|<0|/2.

2νµν(Dx00)∂βξ0rN(x00, ξ0)|

. Z

0|.0|

ζ0m1+N+(µ−ρ1)+ξ0m2−|β|−N +ζ0m1+Nξ0m2−|β|−N+(µ−ρ2)+

đζ0 +

Z

0|h0|

X

|α|<N

ζ0m1+|α|+(µ−ρ1)+ξ0m2−|β|−|α|+ζ0m1+|α|ξ0m2−|β|−|α|+(µ−ρ2)+

đζ0 +

Z

0|h0−ζ0|h0|

ζ0m1+(µ−ρ1)+ξ0ζ0m2−|β|+ζ0m1ξ0ζ0m2−|β|+(µ−ρ2)+đζ0 .ξ0(m1+k+N+(µ+−ρ1)+)++N+m2−|β|−N +ξ0(m1+k+N)++N+m2−|β|−N+(µ−ρ2)+

+ξ0m1+m2+k−|β|+(µ−min(ρ12))+

.ξ0m2−sN+(µ−ρ+sN)+−|β|

So having m ∈ Z results in a loss of approximation quality at the point where

αx0u(x00, x0) is no longer continuous, e.g. the Heaviside function. This special case and some others might probably be overcome by other methods, which utilize their boundedness.

To give an expansion of the product with an error term in S1,1m1+m2+k,min(ρi) for the important case ofmi/Z and mi+k <0 we are left with estimating the Φ term in the decomposition, which itself does not have a symbol expansion.

Proposition 2.24. Let a(x00, η0)∈S1,1m11, b(x00, η0)∈S1,1m22 with m1+m2+k <0 then we have

aΦ(x, Dx0) Z

eix0ξ0b(x00, ξ0)đξ0I1,1;∞m1+m2+k,min(ρi)

3. PRODUCTS, PARAPRODUCTS AND THE TAYLOR FORMULA 35

Combined with Proposition 2.7 and 2.8 this yields the claim.

We conclude the results so far in the following Corollary.

Corollary2.25. LetuI1,1m11 andvI1,1m22 withm1+m2+k <0, and without

To apply the Taylor formula to products, we are now going to briefly study [ej(u)]χ. Therefore recall that

So we have a decent understanding of the first approximation term for [ej(u)]χ. With the following Proposition we will learn that in the Taylor expansion this is fair enough.

and for mρ∈Z

For the estimates involving γx00 we use the same two ways to provide an estimate, taking the integralhζ0i.hξ0i ifm+|α|+|γ|+k >0 or thehζ0i&hξ0i ifm+|α|+

|γ|+k− |β|<0. The argument fails if and only if both equal 0, so indeed there is

only one other estimate that fails.

This finishes the proof of Theorem 2.19.