On Non-Local Boundary Value Problems for Elliptic Operators
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On Non-local Boundary Value Problems for Elliptic Operators Inaugural-Dissertation zur Erlangung des Doktorgrades der Mathematisch-Naturwissenschaftlichen Fakult¨at der Universit¨atzu K¨oln vorgelegt von Christian Frey aus Bremen K¨oln,2005 Berichterstatter: Prof. Dr. Matthias Lesch Prof. Dr. Horst Lange Tag der m¨undlichen Pr¨ufung: 13. Juli 2005 Meinen Eltern gewidmet Contents Zusammenfassung 5 Abstract 7 Introduction 9 0 Preliminaries and General Assumptions 13 1 Boundary Value Problems 19 1.1 Weak Traces for Elliptic Operators . 20 1.2 Basic Properties of Boundary Conditions . 26 1.3 Functional Analysis for Boundary Value Problems . 36 2 Regularity and Well-posedness 41 2.1 The Regularity Condition . 43 2.2 Higher Regularity . 51 2.3 The Calder´onProjection . 54 2.4 Bojarski’s Theorem and the Agranoviˇc-Dynin-Formula . 63 2.5 The Formally Self-adjoint Case . 66 2.6 Perturbation Theory for Well-posed Boundary Problems . 70 3 Operators of Dirac type 73 3.1 Dirac Bundles on Manifolds with Boundary . 73 3.1.1 The Gauß-Bonnet and Signature Operator . 76 3.1.2 The Spin Dirac Operator . 79 3.2 The Calder´onProjection of a First Order Elliptic Operator . 82 3.3 The Calder´onProjection of a Dirac Operator . 84 3.4 Cobordism Invariance of the Index . 86 4 Operators of Laplace Type 89 4.1 Reduction to the Model Cylinder . 91 4.2 Regularity and Well-posedness . 95 4.3 Examples of Boundary Value Problems for Laplacians . 98 4.3.1 Dirichlet and Neumann Boundary Conditions . 98 4.3.2 Rotating Vector Fields for Surfaces with Boundary: A Theorem of I. N. Vekua . 100 4.3.3 Absolute and relative boundary condition . 105 4.4 The Dirichlet-to-Neumann Operator . 108 4.5 Self-adjoint Realisations and Semi-boundedness . 111 3 4 4.5.1 A Characterisation of Well-posed Self-adjoint Realisations and Canonical Forms of Boundary Conditions . 111 4.5.2 Criteria for Lower Boundedness . 116 A Functional Analysis 121 A.1 Fredholm Theory . 121 A.2 The Spectral Invariance of a Certain Spectral Triple . 125 Bibliography 131 Zusammenfassung In dieser Arbeit werden nicht-lokale Randwertprobleme f¨ur elliptische Differentialopera- toren auf kompakten Mannigfaltigkeiten mit glattem Rand beleuchtet. Dabei wird zun¨achst die Randwerttheorie f¨ur allgemeine elliptische Differentialoperatoren aufge- baut. U.a. wird bewiesen, dass alle schwachen L¨osungen, die einer gegebenen Randbe- dingung gen¨ugen, genau dann stark sind, wenn f¨urdie starken L¨osungeneine gewisse Regularit¨atsabsch¨atzung gilt. Die hier betrachteten Randbedingungen lassen sich durch Projektionen beschreiben, die folgende Bedingung erf¨ullen. Der Operator und sein Kommutator mit einem Erzeuger der Sobolev-Skala auf dem Rand ist auf der gesamten Sobolev-Skala beschr¨ankt. Als Erzeuger kann ein beliebiger elliptischer Pseudodifferen- tialoperator mit skalarem Hauptsymbol gew¨ahltwerden. Im Vergleich zur bestehenden Literatur ist diese Klasse von Randbedingungen sehr allgemein und umfasst sowohl spektrale Randbedingungen als auch einige nicht-pseudolokale Randbedingungen. Wie im Anhang bewiesen wird, bilden die Operatoren, die obiger Kommutator-Bedingung gen¨ugen,eine lokale C∗-Algebra, was sich als grundlegend f¨ur den gesamten Aufbau der Theorie herausstellt. Im Mittelpunkt der Regularit¨atstheorie steht der Calder´on-Projektor bzw. sein Bild, der Cauchy-Daten-Raum Λ0. Wir geben hier einen vereinfachten Beweis daf¨ur, dass der Calder´on-Projektor eines beliebigen elliptischen Differentialoperators ein klassischer Pseudodifferentialoperator auf dem Rand ist. Zu einer Randbedingung betrachten wir den Raum aller zul¨assigen Randwerte Λ. Die wichtigsten Eigenschaften einer Fortset- zung, Regularit¨at,Korrektgestelltheit und Selbstadjungiertheit, lassen sich dann ¨uber das Raum-Paar (Λ, Λ0) beschreiben. Im Falle pseudodifferentieller Randbedingungen gelangen wir so zu den bekannten Kriterien. F¨uralle formal selbst-adjungierten Differen- tialoperatoren wird gezeigt, dass die Gesamtheit der regul¨arenselbstadjungierten Fort- setzungen durch die zu Λ0 assoziierte Fredholm-Langrange Grassmannsche parametri- siert wird. Danach wenden wir die allgemeinen Ergebnisse auf zwei der wichtigsten Klassen geo- metrischer Differentialoperatoren, Dirac- und Laplace-Operatoren, an. F¨ur eine Reihe von Dirac-Operatoren zeigen wir, wie das Hauptsymbol des Calder´on-Projektors aus dem tangentialen Anteil des Dirac-Operators bestimmt werden kann. Auf diese Weise erhalten wir die Regularit¨atstheorie von Randwertproblemen f¨ur den Hodge-de Rham-, Signatur-, Gauß-Bonnet- und den Spin-Dirac-Operator. Die Invarianz des Index eines Dirac-Operators unter Kobordismen wird mit Hilfe elementarer Fredholmtheorie aus den Eigenschaften des Cauchy-Daten-Raums gefolgert. F¨ur Laplace-Operatoren besprechen wir eine Reihe klassischer Randwertprobleme. Es werden die Randbedingungen, die zu selbstadjungierten Fortsetzungen f¨uhren, ge- nauer charakterisiert. Weiter wird ein hinreichendes und notwendiges Kriterium f¨ur die Halbbeschr¨anktheit selbstadjungierter Fortsetzungen von Laplace-Operatoren be- wiesen. 5 6 Abstract In this thesis we discuss boundary value problems for elliptic differential operators where the boundary conditions belong to a certain class of non-local operators. More precisely, the boundary conditions are given in terms of the standard traces and operators with closed range on the boundary satisfying the following condition: The operator and its commutator with some fixed generator of the Sobolev scale are bounded on the full Sobolev scale of the boundary. This generator is an arbitrary first order elliptic pseudodifferential operator with scalar principal symbol. It is shown that this classe operators form a local C∗-algebra which contains all pseudodifferential operators with closed range. We establish a regularity theory characterising all boundary conditions which give rise to regular, well-posed and self-adjoint extensions. We show that for a given bound- ary condition a certain regularity estimate is equivalent to the fact that all weak solu- tions satisfying this condition are strong ones. The theory is based on the properties of the Cauchy data space, Λ0, and on the notion of Fredholm pairs. We construct the Calder´onprojection for any elliptic differential operator avoiding the unique contin- uation principle. We prove that our construction yields a classical pseudodifferential operator. It follows that the Fredholm-Lagrange-Grassmannian w.r.t. Λ0 is non-empty and parametrises the space of all regular self-adjoint extensions of a formally self-adjoint operator. Using only elementary Fredholm theory we deduce cobordism invariance for the index of Dirac operators from the facts that the Cauchy data space is Lagrangian, on the one hand, and that the Calder´onprojection differs from the positive spectral projection merely by a compact operator, on the other. Many classical examples of Dirac and Laplace operators are revisited. Moreover, for Laplace operators we describe all regular self-adjoint extensions in terms of boundary conditions and establish a necessary and sufficient criterion for semi-boundedness. 7 8 Introduction Boundary value problems are found in many mathematical models of physical systems. Among these are classical mechanical systems such as vibrating strings or clamped plates as well as quantum mechanical systems, e.g. particles in a box and quantum hall systems. Typically, an evolution process, e.g. diffusion or wave propagation, is modelled by a partial differential equation on a manifold with boundary together with a boundary condition. Whereas the partial differential equation models how temperature diffuses or how waves propagate in the interior of a medium, the boundary condition tells us e.g. if the temperature is fixed at the edge, if the boundary is an ideal isolator, or how waves are reflected. Many of the above models contain as its main ingredient a linear elliptic differential operator, so that the question of boundary conditions for these operator naturally arises. However, it should be emphasised that elliptic boundary value problems, e.g. for Dirac operators, are studied in its own right by mathematicians and have important applications in geometry and topology. In spite of their long history and outstanding role in mathematics and physics, it is hard to find literature on elliptic boundary value problems, that does not make any special assumptions on the shape of the operators and boundary condition. Certainly, the bigger part of the above-mentioned examples does not justify to study general elliptic boundary value problems the more so as natural restrictions on the elliptic operator allow us to employ powerful techniques, e.g. by treating the partial differential equation as a variational problem. Nevertheless, I am convinced that the fundamental questions that one is concerned with when studying an elliptic boundary value problem can be treated in a completely general framework. Indeed, there are by now successful approaches that aim at a generalisation of the theory of pseudodifferential operators on manifolds without boundary, the most promi- nent being the early work of L. Boutet de Monvel ([BdM71]). However, the mathematics involved in these theories seems rather complicated and thus out of reach for many non- specialists. In order to bridge this gap the first part of the thesis (Chapter 1 and 2) aims at a description of all boundary value problems having certain regularity and bounded- ness properties that are essential for most applications. The main theorems proved in these chapters have a long