Lecture Notes on Harmonic Analysis Updated: April 28, 2020 © Chengchun HAO Institute of Mathematics AMSS CAS - Iii - 4.4
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GRADUATE LECTURES IN ANALYSIS LLECTUREECTURE NNOTESOTES ON ON HHARMONICARMONIC AANALYSISNALYSIS CHENGCHUN HAO INSTITUTE OF MATHEMATICS LECTURE NOTES ON HARMONIC ANALYSIS Chengchun Hao Institute of Mathematics, AMSS Chinese Academy of Sciences Email: [email protected] Updated: April 28, 2020 Preface Harmonic analysis, as a subfield of analysis, is particularly interested in the study of quantitative properties on functions, and how these quantitative proper- ties change when apply various operators. In the past two centuries, it has become a vast subject with applications in areas as diverse as signal processing, quantum mechanics, and neuroscience. Most of the material in these notes are excerpted from the book of Stein [Ste70], the book of Stein and Weiss [SW71], the books of Grafakos [Gra14a, Gra14b] and the book of Wang-Huo-Hao-Guo [WHHG11], etc. with some necessary modification. Please email me ([email protected]) with corrections or suggested improvements of any kinds. Chengchun Hao Beijing April 28, 2020 References [Gra14a] Loukas Grafakos. Classical Fourier analysis, volume 249 of Graduate Texts in Mathematics. Springer, New York, third edition, 2014. [Gra14b] Loukas Grafakos. Modern Fourier analysis, volume 250 of Graduate Texts in Mathematics. Springer, New York, third edition, 2014. [Ste70] Elias M. Stein. Singular integrals and differentiability properties of func- tions. Princeton Mathematical Series, No. 30. Princeton University Press, Princeton, N.J., 1970. [SW71] Elias M. Stein and Guido Weiss. Introduction to Fourier analysis on Euclidean spaces. Princeton University Press, Princeton, N.J., 1971. Princeton Mathematical Series, No. 32. [WHHG11] Baoxiang Wang, Zhaohui Huo, Chengchun Hao, and Zihua Guo. Har- monic analysis method for nonlinear evolution equations, volume I. World Scientific Publishing Co. Pte. Ltd., 2011. Contents Preface i 1. The Weak Lp Spaces and Interpolation 1 1.1. The distribution function and weak Lp .................. 1 1.2. Complex method: Riesz-Thorin and Stein interpolation theorems .. 9 1.2.1. Riesz-Thorin interpolation theorem ............... 9 1.2.2. Stein interpolation theorem .................... 14 1.3. The decreasing rearrangement and Lorentz spaces ........... 19 1.4. Real method: Marcinkiewicz’ interpolation theorem .......... 25 References ..................................... 29 2. Fourier Transform and Tempered Distributions 31 2.1. Fourier transform of L1 functions .................... 31 2.1.1. The definition and properties ................... 31 2.1.2. Riemann-Lebesgue lemma .................... 34 2.1.3. Approximate identities ....................... 35 2.1.4. Fourier inversion .......................... 42 2.2. Fourier transform on Lp for 1 < p 6 2 .................. 45 2.3. The class of Schwartz functions ...................... 48 2.4. The class of tempered distributions .................... 54 2.5. Characterization of operators commuting with translations ...... 66 2.6. Fourier multipliers on Lp .......................... 72 References ..................................... 77 3. The Maximal Function and Calderón-Zygmund Decomposition 79 3.1. Two covering lemmas ........................... 79 3.2. Hardy-Littlewood maximal function ................... 81 3.2.1. Hardy-Littlewood maximal operator ............... 82 3.2.2. Control of other maximal operators ............... 88 3.2.3. Applications to differentiation theory .............. 89 3.2.4. An application to Sobolev’s inequality .............. 92 3.3. Calderón-Zygmund decomposition ................... 94 References ..................................... 99 4. Singular Integrals of Convolution Type 101 4.1. Poisson kernel and Hilbert transform ................... 101 4.1.1. Poisson kernel and the conjugate ................. 101 4.1.2. Hilbert transform .......................... 105 4.1.3. Lp boundedness of Hilbert transform .............. 109 4.1.4. The maximal Hilbert transform and its Lp boundedness ... 111 4.2. Calderón-Zygmund singular integrals .................. 114 4.3. L2 boundedness of homogeneous singular integrals .......... 120 Lecture Notes on Harmonic Analysis Updated: April 28, 2020 © Chengchun HAO Institute of Mathematics AMSS CAS - iii - 4.4. Riesz transforms and spherical harmonics ................ 125 4.4.1. Riesz transforms .......................... 125 4.4.2. Spherical harmonics and higher Riesz transforms ....... 130 4.4.3. Equivalence between two classes of transforms ........ 139 4.5. The method of rotations and singualr integral with odd kernels ... 141 4.6. Singular integral operators with Dini-type condition .......... 144 4.6.1. Lp boundedness of homogeneous singular integrals ...... 144 4.6.2. The maximal singular integral operator ............. 146 4.7. Vector-valued analogues .......................... 150 References ..................................... 153 5. Littlewood-Paley Theory and Multiplier Theorems 155 5.1. Three approach functions and Lp boundedness ............. 155 5.2. Mikhlin and Hörmander multiplier theorem .............. 166 5.3. The partial sums operators ......................... 170 5.4. The dyadic decomposition ......................... 173 5.5. Marcinkiewicz multiplier theorem .................... 180 References ..................................... 183 6. Smoothness and Function Spaces 185 6.1. Riesz potentials and fractional integrals ................. 185 6.2. Bessel potentials ............................... 189 6.3. Sobolev spaces ................................ 192 6.4. The smooth dyadic decomposition .................... 198 6.5. Besov spaces and Triebel-Lizorkin spaces ................ 205 6.6. Embedding and interpolation of spaces ................. 210 6.7. Differential-difference norm on Besov spaces .............. 214 6.8. The realization of homogeneous Besov spaces for PDEs ........ 218 6.9. Hölder spaces ................................ 228 References ..................................... 236 7. BMO and Carleson Measures 237 7.1. The sharp maximal functions and BMO spaces ............. 237 7.2. John-Nirenberg theorem .......................... 243 7.3. Non-tangential maximal functions and Carleson measures ...... 248 7.4. BMO functions and Carleson measures ................. 253 References ..................................... 255 Index 257 I The Weak Lp Spaces and Interpolation 1.1. The distribution function and weak Lp ............... 1 1.2. Complex method: Riesz-Thorin and Stein interpolation theorems 9 1.2.1. Riesz-Thorin interpolation theorem ............. 9 1.2.2. Stein interpolation theorem .................. 14 1.3. The decreasing rearrangement and Lorentz spaces ........ 19 1.4. Real method: Marcinkiewicz’ interpolation theorem ....... 25 References ................................... 29 § 1.1 The distribution function and weak Lp In this chapter, we will consider general measurable functions in measurable spaces instead of Rn only. A σ-algebra on a set X is a collection of subsets of X that includes the empty subset, is closed under complement, countable unions and countable intersections. A measure space is a set X equipped with a σ-algebra of subsets of it and a function µ σ [0; 1] µ(?) = 0 from the -algebra to that0 satisfies1 and [1 X1 @ A µ Bj = µ(Bj) j=1 j=1 for any sequence fBjg of pairwise disjoint elements of the σ-algebra. The function µ is called a positive measure on X and elements of the σ-algebra of X are called measurable sets. Measure spaces will be assumed to be complete, i.e., subsets of the σ-algebra of measure zero also belong to the σ-algebra. A measure space X isS called σ-finite if there is a sequence of measurable subsets 1 1 Xn of it such that X = n=1 Xn and µ(Xn) < . A real-valued function f on a measure space is called measurable if the set fx 2 X : f(x) > λg is measurable for all real numbers λ. A complex-valued function is measurable if and only if its real and imaginary parts are measurable. We adopt the usual convention that two functions are considered equal if they agree except on a set of µ-measure zero. For p 2 [1; 1), we denote by Lp(X; dµ) (or simply Lp(dµ), Lp(X) or even Lp) the Lebesgue-space of (all equivalence classes of) scalar-valued µ-measurable functions f on X, such that Z 1/p p kfkp = jf(x)j dµ X 1 is finite. For p = 1, L consists of all µ-measurable and bounded functions. Then we write kfk1 = ess sup jf(x)j = inffB > 0 : µ(fx : jf(x)j > Bg) = 0g: X Lecture Notes on Harmonic Analysis Updated: April 28, 2020 © Chengchun HAO Institute of Mathematics AMSS CAS - 1 - - 2 - Chengchun HAO It is well-known that Lp(X; µ) is a Banach space for any p 2 [1; 1] (i.e., the Riesz-Fisher theorem). For any p 2 (1; 1), we define the Hölder conjugate number 0 p 0 1 10 0 0 2 1 p = p−1 . Moreover, we set 1 = and = 1, so that (p ) = p for all p [1; ]. Hölder’s inequality says that for all p 2 [1; 1] and all measurable function f, g on (X; µ), we have kfgk1 6 kfkpkfkp0 : 0 0 It is also a well-known fact that the dual (Lp) of Lp is isometric to Lp for all p 2 (1; 1) and also when p = 1 if X is σ-finite. Furthermore, the Lp norm of a function can be obtained via duality when p 2 (1; 1) as follows: Z kfkp = sup fgdµ : k k g p0 =1 X The endpoint cases p = 1; 1 also work if X is σ-finite. It is often convenient to work with functions that are only locally in some Lp space. We give the definition in the following. Definition 1.1.1. 2 1 p p For p [1; ), the space Lloc(X; µ) or simply Lloc(X) is the set of all Rn Lebesgue measurable functionsZf on that satisfy jfjpdµ < 1 (1.1.1) K for any compact subset K ⊂ X. Functions that satisfy