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http://dx.doi.org/10.1090/surv/014 MATHEMATICAL SURVEYS AMD MONOGRAPHS NUMBER 14 GEOMETRIC ASYMPTOTICS Revised Edition VICTOR GGILLEMIN AND SHLOMO STERNBERG American Mathematical Society Providence, Rhode Island AMS (MOS) Subject Classifications (1970). Primary 20-XX, 22-XX, 35-XX, 44-XX, 49-XX, 53-XX, 58-XX, 70-XX, 78-XX, 81-XX. Library of Congress Cataloging-in-Publication Data Guillemin, V, 1937- Geometric asymptotics. (Mathematical surveys; no. 14) Includes bibliographies and index. 1. Geometry, Differential. 2. Asymptotic expansions. 3. Optics, Geometrical. I. Sternberg, Shlomo, joint author. II. Title. III. Series: American Mathematical Society. Mathematical surveys; no. 14. QA649.G86 516' .36 77-8210 ISBN 0-8218-1633-0 Copying and reprinting. Individual readers of this publication, and nonprofit libraries acting for them, are permitted to make fair use of the material, such as to copy a chapter for use in teaching or research. 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This consent does not extend to other kinds of copying, such as copying for general distribution, for advertising or promotional purposes, for creating new collective works, or for resale. Reprinted and revised (June) 1990. Copyright ©1977 by the American Mathematical Society. All rights reserved. Printed in the United States of America The American Mathematical Society retains all rights except those granted to the United States Government. The paper used in this book is acid-free and fall within the guidelines established to ensure permanence and durability. @ 109876 5 43 2 95 94 93 92 91 GEOMETRIC ASYMPTOTICS To our teacher i#> **.<&? $1 I 11: Six J I. M. GEL'FAND who has been a guide and inspiration to us we dedicate this book as an expression of our love and admiration. Preface There has been a great deal of active research recently in the fields of symplectic geometry and the theory of Fourier integral operators. In symplectic geometry there has been much progress in understanding the geometry of dynamical systems, and the process of "quantization" as applied not only to the theory of dynamical systems, but also as a key tool in the analysis of group representations. Fourier integral operators have made possible a much more systematic analysis of the singularities of solutions of linear partial differential equations than existed heretofore, together with a good deal of geometric information associated with the spectra of such operators. These two subjects are modern manifestations of themes that have occupied a central position in mathematical thought for the past three hundred years—the relations between the wave and the corpuscular theories of light. The purpose of this book is to develop these themes, and present some of the recent advances, using the language of differential geometry as a unifying influence. We cannot pretend to do justice to the history of our subject, either in the short space of this preface, or in the body of the book. Yet some very brief mention of the early history is in order. The contributions of Newton and Huygens to the theory of light are known to all students. (Huygens' "envelope construction"— wherein the superposition of singularities distributed along a family of surfaces accumulates as singularity along the envelope—makes its appearance in the modern setting as a formula for the behaviour of wave front sets under functorial operations; cf. Chapter VI, equation (3.6).) In Fresnel's prize memoir of 1818, he combined Huygens' envelope construction with Young's "principle of interfer ence" to explain not only the rectilinear propagation of light but also diffraction effects. Thus Fresnel applied Huygens' method to the superposition of oscilla tions instead of disturbances and was able to calculate the diffraction caused by straight edges, small aperatures and screens. In Chapter VI we study the geometry of the superposition of "disturbances" while in Chapter VII we study the geometry of the superposition of (high frequency) oscillations. In 1828 v VI PREFACE Hamilton published his fundamental paper on geometrical optics, introducing his "characteristics", as a key tool in the study of optical instruments. It wasn't until substantially later that Hamilton realized that his method applied equally well to the study of mechanics. Hamilton's method was developed by Jacobi and has been a cornerstone of theoretical mechanics ever since. In Chapter IV we discuss the modern version of the Hamilton-Jacobi theory—the geometry of symplectic manifolds. It is interesting to note that although Hamilton was aware of the work of Fresnel, he chose to ignore it completely in his fundamental papers on geometrical optics. Nevertheless, he made a theoretical prediction in the wave theory—the possibility of "conical refraction"—which was experimentally veri fied soon thereafter. Unfortunately, we shall have nothing to say in this book on the issue of conical refraction (the problem of multiple characteristics in hyperbolic differential equations) but hope that some of the methods that we develop will prove useful in this connection. In 1833, Airy published a paper dealing with the behavior of light near a caustic. (A caustic is a set where geometrical optics predicts an infinite intensity of light. An object placed at a caustic will become quite hot, and hence the name.) In this paper, he introduced the functions now known as Airy functions. In Chapter VII, we show how the theory of singularities of mappings can be applied to understand and extend Airy's results. In 1887, Kelvin introduced the method of stationary phase—a technique for the asymptotic evaluation of certain types of definite integrals—in order to explain the V shaped wake that trails behind a ship as it moves across the water. The method of stationary phase, in a form expounded by Hormander, will be our principal analytical tool. We now turn to a chapter by chapter description of the contents of the book. Chapter I. Introduction. The Method of Stationary Phase The solution of the reduced wave equation A/x 4- k2[i = 0 with initial data prescribed on a hypersurface S C R3 is given by an integral of the form Jk\x-y\ / In order to see how (*) behaves in the range of large frequencies we first consider more general integrals of the form eik*{z)a(z)dz. /• The method of stationary phase, for evaluating such integrals for k large, is discussed in detail following Hormander's idea of making use of Morse's lemma. It is then applied to (*) to explain the phenomenon of shift in phase, when light rays pass through caustics. In the Appendix to this Chapter, we present a proof PREFACE vn of Morse's lemma and its extensions to the existence of polynomial normal forms for functions satisfying the Milnor condition. The technique of proof, due to Moser and Palais, will recur several times in various contexts where normal forms of different kinds of geometric objects are required. This chapter is rather short and is intended mainly to motivate the type of asymptotic developments we consider in Chapters II and VII. Chapter II. Differential Operators and Asymptotic Solutions We discuss the Luneburg-Lax-Ludwig technique for constructing asymptotic solutions for differential equations P(x,D9r) involving a large parameter T. This technique involves solving the characteristic or eikonal equation and then inductively solving a series of transport equations. We show how these can be solved using methods of symplectic geometry and in doing so also show how the characteristic and transport equation, viewed symplecticly, make sense in the vicinity of caustics even though the asymptotic expansions blow up at caustics. This enables us, in §6, to analytically "continue" our asymptotic expansions through caustics making the appropriate phase adjustments. In §7, we apply these results to the time independent Schrodinger equation and derive the Bohr- Sommerfeld quantization conditions of Keller and Maslov. We also derive an asymptotic formula for the fundamental solution of the time dependent Schro dinger equation and show that it can be interpreted, as Feynmann does, as the evaluation of a Feynmann integral by means of stationary phase1. Chapter III. Geometrical Optics We indicate how the techniques of the preceding chapter can be applied to optics. The point of view we emphasize here is that geometrical optics is just the study of the bicharacteristics of Maxwell's equation. In particular we develop the elementary laws of refraction and reflection from this point of view, and discuss focusing and magnification. We spend more time than the reader may think is warranted discussing Gaussian optics. However, this section is partly intended to motivate our study of the linear symplectic group a little later on. We also want to emphasize that the abstract mathematical considerations of Chapters II and IV are quite closely connected to concrete physical applications. However the treatment is not meant to be complete. There are two excellent and highly readable texts on the subject: Born and Wolf, "Principles of Physical Optics" and Luneburg, "Mathematical Theory of Optics", and the reader is referred to them for a detailed treatment.